UnderlyingComplexEventScheduleGrp is a subcomponent of UnderlyingComplexEventPeriodGrp for specifying a periodic schedule for an Asian, Barrier or Strike Schedule option feature.
Added in protocol FIX.5.0SP2 (169)
Field or Component | Name | Description | Is Required | Added | Is Deprecated |
---|---|---|---|---|---|
41750 | NoUnderlyingComplexEventSchedules | FIX.5.0SP2 (169) | |||
41751 | UnderlyingComplexEventScheduleStartDate | Required if NoUnderlyingComplexEventSchedules (41750) > 0. | FIX.5.0SP2 (169) | ||
41752 | UnderlyingComplexEventScheduleEndDate | FIX.5.0SP2 (169) | |||
41753 | UnderlyingComplexEventScheduleFrequencyPeriod | Conditionally required when UnderlyingComplexEventScheduleFrequencyUnit (41754) is specified. | FIX.5.0SP2 (169) | ||
41754 | UnderlyingComplexEventScheduleFrequencyUnit | Conditionally required when UnderlyingComplexEventScheduleFrequencyPeriod (41753) is specified. | FIX.5.0SP2 (169) | ||
41755 | UnderlyingComplexEventScheduleRollConvention | When specified, this overrides the date roll convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the option schedule dates. | FIX.5.0SP2 (169) |