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LegOptionExerciseMakeWholeProvision

LegOptionExerciseMakeWholeProvision is a subcomponent of the LegOptionExercise component used to specify the set of rules of maintaining balance when an option is exercised.

TagNameTypeRequiredDescription
42392
LegMakeWholeDate
LocalMktDate
42393
LegMakeWholeAmount
Amount
42394
LegMakeWholeBenchmarkCurveName
String
42395
LegMakeWholeBenchmarkCurvePoint
String
42396
LegMakeWholeRecallSpread
PriceOffset
42397
LegMakeWholeBenchmarkQuote
Int Enum
42398
LegMakeWholeInterpolationMethod
Int Enum

Used By

  • 6
    Indication of Interest (via InstrmtLegIOIGrp > InstrumentLeg > LegOptionExercise)
  • 7
    Advertisement (via InstrmtLegGrp > InstrumentLeg > LegOptionExercise)
  • 8
    Execution Report (via InstrmtLegExecGrp > InstrumentLeg > LegOptionExercise)
  • a
    Quote Status Request (via InstrmtLegGrp > InstrumentLeg > LegOptionExercise)
  • AA
    Derivative Security List (via RelSymDerivSecGrp > > LegOptionExercise)
LegOptionExerciseExpirationDateGrpLegOrdGrp
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