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.
Tag | Name | Type | Required | Description |
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1981 | NumInGroup | Number of events in the repeating group.
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1982 | Int Enum | Required if NoUnderlyingEvents(1982) > 0
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1983 | LocalMktDate | Conditionally required when UnderlyingEventTime(1984) is specified
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1984 | UTCTimestamp | |||
1985 | String | Conditionally required when UnderlyingEventTimePeriod(1986) is specified
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1986 | Int | Conditionally required when UnderlyingEventTimeUnit(1985) is specified
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2342 | MonthYear | |||
1987 | Price | |||
2071 | String | |||
2072 | Length | Must be set if EncodedUnderlyingEventText(2073) field is specified and must immediately precede it
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2073 | Data | Encoded (non-ASCII characters) representation of the UnderlyingEventText(2071) field in the encoded format specified via the MessageEncoding(347) field
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