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MaturityRules

TagNameTypeRequiredDescription
1236NumInGroup
Required
Number of maturity rules in MaturityRules component block
1222StringAllows maturity rule to be referenced via an identifier so that rules do not need to be explicitly enumerated
1303Int EnumFormat used to generate the MMY for each option contract:
1302Int EnumEnumeration specifying the increment unit:
1241MonthYearStarting maturity for the range to which the StrikeIncrement applies. Price refers to the price of the underlying
1226MonthYearEnding maturity month year to which the StrikeIncrement applies. Price refers to the price of the underlying
1229IntValue by which maturity month year should be incremented within the specified price range