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UnderlyingEvntGrp

The UnderlyingEvntGrp is a repeating subcomponent of the UnderlyingInstrument component used to specify straightforward events associated with the instrument. Examples include put and call dates for bonds and options; first exercise date for options; inventory and delivery dates for commodities; start, end and roll dates for swaps. Use UnderlyingComplexEvents for more advanced dates such as option, futures, commodities and equity swap observation and pricing events.

TagNameTypeRequiredDescription
1981NumInGroup
Required
Number of events in the repeating group.
1982Int EnumRequired if NoUnderlyingEvents(1982) > 0
1983LocalMktDateConditionally required when UnderlyingEventTime(1984) is specified
1984UTCTimestamp
1985StringConditionally required when UnderlyingEventTimePeriod(1986) is specified
1986IntConditionally required when UnderlyingEventTimeUnit(1985) is specified
2342MonthYear
1987Price
2071String
2072LengthMust be set if EncodedUnderlyingEventText(2073) field is specified and must immediately precede it
2073DataEncoded (non-ASCII characters) representation of the UnderlyingEventText(2071) field in the encoded format specified via the MessageEncoding(347) field