The LegEvntGrp is a repeating subcomponent of the InstrumentLeg 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 LegComplexEvents for more advanced dates such as option, futures, commodities and equity swap observation and pricing events.
Tag | Name | Type | Required | Description |
---|---|---|---|---|
2059 | NumInGroup | Number of events in the repeating group | ||
2060 | Int Enum | Required if NoLegEvents(2059) > 0 | ||
2061 | LocalMktDate | Conditionally required when LegEventTime(2062) is specified | ||
2062 | UTCTimestamp | |||
2063 | String Enum | Conditionally required when LegEventTimePeriod(2064) is specified | ||
2064 | Int | Conditionally required when LegEventTimeUnit(2063) is specified | ||
2341 | MonthYear | |||
2065 | Price | |||
2066 | String | |||
2074 | Length | Must be set if EncodedLegEventText(2075) field is specified and must immediately precede it | ||
2075 | Data | Encoded (non-ASCII characters) representation of the LegEventText(2066) field in the encoded format specified via the MessageEncoding(347) field |