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OptionExerciseMakeWholeProvision

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

TagNameTypeRequiredDescription
42591
MakeWholeDate
LocalMktDate
42592
MakeWholeAmount
Amount
42593
MakeWholeBenchmarkCurveName
String
42594
MakeWholeBenchmarkCurvePoint
String
42595
MakeWholeRecallSpread
PriceOffset
42596
MakeWholeBenchmarkQuote
Int Enum
42597
MakeWholeInterpolationMethod
Int Enum

Used By

  • 6
    Indication of Interest (via Instrument > OptionExercise)
  • 7
    Advertisement (via Instrument > OptionExercise)
  • 8
    Execution Report (via Instrument > OptionExercise)
  • a
    Quote Status Request (via Instrument > OptionExercise)
  • AA
    Derivative Security List (via RelSymDerivSecGrp > Instrument > OptionExercise)
OptionExerciseExpirationDateGrpOrdAllocGrp
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