UnderlyingComplexEventRelativeDate is a subcomponent of UnderlyingComplexEvents for specifying the event date and time for an FX or Calendar Spread option or the payout date for a Barrier or Knock option.
Added in protocol FIX.5.0SP2 (169)
Field or Component | Name | Description | Is Required | Added | Is Deprecated |
---|---|---|---|---|---|
41739 | UnderlyingComplexEventDateUnadjusted | FIX.5.0SP2 (169) | |||
41740 | UnderlyingComplexEventDateRelativeTo | FIX.5.0SP2 (169) | |||
41741 | UnderlyingComplexEventDateOffsetPeriod | Conditionally required when UnderlyingComplexEventDateOffsetUnit (41742) is specified. | FIX.5.0SP2 (169) | ||
41742 | UnderlyingComplexEventDateOffsetUnit | Conditionally required when UnderlyingComplexEventDateOffsetPeriod (41741) is specified. | FIX.5.0SP2 (169) | ||
41743 | UnderlyingComplexEventDateOffsetDayType | FIX.5.0SP2 (169) | |||
41744 | UnderlyingComplexEventDateBusinessDayConvention | When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to the underlying complex event dates. | FIX.5.0SP2 (169) | ||
BlockRepeating | UnderlyingComplexEventDateBusinessCenterGrp | When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to the underlying complex event dates. | FIX.5.0SP2 (169) | ||
41745 | UnderlyingComplexEventDateAdjusted | FIX.5.0SP2 (169) | |||
41746 | UnderlyingComplexEventFixingTime | FIX.5.0SP2 (169) | |||
41747 | UnderlyingComplexEventFixingTimeBusinessCenter | FIX.5.0SP2 (169) |