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LegComplexEventScheduleGrp

LegComplexEventScheduleGrp is a subcomponent of LegComplexEventPeriodGrp for specifying a periodic schedule for an Asian, Barrier or Strike Schedule option feature.

TagNameTypeRequiredDescription
41400NumInGroup
Required
Number of schedules in the repeating group.
41401LocalMktDateRequired if NoLegComplexEventScedules(41400) > 0
41402LocalMktDate
41403IntConditionally required when LegComplexEventScheduleFrequencyUnit(41404) is specified
41404String EnumConditionally required when LegComplexEventScheduleFrequencyPeriod(41403) is specified
41405String EnumWhen specified, this overrides the date roll convention defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the option expiration dates and times