FIX.Latest_EP292 Component

UnderlyingComplexEvents

<CmplxEvnt>

The UnderlyingComplexEvent Group is a repeating block which allows specifying an unlimited number and types of advanced events, such as observation and pricing in over the lifetime of an option, futures, commodities or equity swap contract. Use UnderlyingEvntGrp to specify more straightforward events.

Pedigree Added EP161 Updated EP208

Expand Components | Collapse Components

Repeating Group 2045

NoUnderlyingComplexEvents

Added EP161

	2046	UnderlyingComplexEventType	Typ		Required if NoUnderlyingComplexEvents(2045) > 0.	Added EP161
	2261	UnderlyingComplexOptPayoutPaySide	OptPay			Added EP169
	2262	UnderlyingComplexOptPayoutReceiveSide	OptRcv			Added EP169
	2263	UnderlyingComplexOptPayoutUnderlier	OptUndlr			Added EP169
	2047	UnderlyingComplexOptPayoutAmount	OptPayAmt			Added EP161
	2264	UnderlyingComplexOptPayoutPercentage	OptPctage			Added EP169
	2265	UnderlyingComplexOptPayoutTime	OptTm			Added EP169
	2266	UnderlyingComplexOptPayoutCurrency	OptCcy			Added EP169
	2947	UnderlyingComplexOptPayoutCurrencyCodeSource	OptCcySrc			Added EP273
	2048	UnderlyingComplexEventPrice	Px			Added EP161
	2267	UnderlyingComplexEventPricePercentage	PxPctage			Added EP169
	2049	UnderlyingComplexEventPriceBoundaryMethod	PxBndryMeth			Added EP161
	2050	UnderlyingComplexEventPriceBoundaryPrecision	PxBndryPrcsn			Added EP161
	2051	UnderlyingComplexEventPriceTimeType	PxTmTyp			Added EP161
	2052	UnderlyingComplexEventCondition	Cond		Conditionally required when there are more than one UnderlyingComplexEvent occurrences. A chain of events must be linked together through use of the UnderlyingComplexEventCondition(2052) in which the relationship between any two events is described. For any two occurrences of events the first occurrence will specify the UnderlyingComplexEventCondition(2052) which links it with the second event.	Added EP161 Updated EP271

Component(-)

UnderlyingComplexEventDates

EvntDts

Added EP161

Repeating Group 2053

NoUnderlyingComplexEventDates

Added EP161

	2054	UnderlyingComplexEventStartDate	StartDt		Required if NoUnderlyingComplexEventDates(2054) > 0.	Added EP161
	2055	UnderlyingComplexEventEndDate	EndDt		Required if NoUnderlyingComplexEventDates(2054) > 0.	Added EP161

Component(-)

UnderlyingComplexEventTimes

EvntTms

Added EP161

Repeating Group 2056

NoUnderlyingComplexEventTimes

Added EP161

	2057	UnderlyingComplexEventStartTime	StartTm		Required if NoUnderlyingComplexEventTimes(2056) > 0.	Added EP161
	2058	UnderlyingComplexEventEndTime	EndTm		Required if NoUnderlyingComplexEventTimes(2056) > 0.	Added EP161

end Repeating Group

end Component

end Repeating Group

end Component

	2268	UnderlyingComplexEventCurrencyOne	Ccy1			Added EP169
	2948	UnderlyingComplexEventCurrencyOneCodeSource	Ccy1Src			Added EP273
	2269	UnderlyingComplexEventCurrencyTwo	Ccy2			Added EP169
	2949	UnderlyingComplexEventCurrencyTwoCodeSource	Ccy2Src			Added EP273
	2270	UnderlyingComplexEventQuoteBasis	QteBasis			Added EP169
	2271	UnderlyingComplexEventFixedFXRate	Rt			Added EP169
	2419	UnderlyingComplexEventSpotRate	SpotRt			Added EP187
	2420	UnderlyingComplexEventForwardPoints	FwdPnts			Added EP187
	2272	UnderlyingComplexEventDeterminationMethod	Meth			Added EP169
	2273	UnderlyingComplexEventCalculationAgent	CalcAgent			Added EP169
	2274	UnderlyingComplexEventStrikePrice	StrkPx			Added EP169
	2275	UnderlyingComplexEventStrikeFactor	StrkFctr			Added EP169
	2276	UnderlyingComplexEventStrikeNumberOfOptions	StrkNum			Added EP169

Component(-)

UnderlyingComplexEventRateSourceGrp

RtSrc

Added EP169

Repeating Group 41732

NoUnderlyingComplexEventRateSources

Added EP169

	41733	UnderlyingComplexEventRateSource	RtSrc		Required if NoUnderlyingComplexEventRateSources(41732) > 0.	Added EP169
	41734	UnderlyingComplexEventRateSourceType	RtSrcTyp		Required if NoUnderlyingComplexEventRateSources(41732) > 0.	Added EP169
	41735	UnderlyingComplexEventReferencePage	RefPg		Conditionally required when ComplexEventRateSource(41014) = 99 (Other).	Added EP169
	41736	UnderlyingComplexEventReferencePageHeading	RefHdg			Added EP169

end Repeating Group

end Component

Component(-)

UnderlyingComplexEventRelativeDate

ReltvDt

Added EP169

	41739	UnderlyingComplexEventDateUnadjusted	DtUnadj			Added EP169
	41740	UnderlyingComplexEventDateRelativeTo	Reltv			Added EP169
	41741	UnderlyingComplexEventDateOffsetPeriod	OfstPeriod		Conditionally required when UnderlyingComplexEventDateOffsetUnit(41742) is specified.	Added EP169
	41742	UnderlyingComplexEventDateOffsetUnit	OfstUnit		Conditionally required when UnderlyingComplexEventDateOffsetPeriod(41741) is specified.	Added EP169
	41743	UnderlyingComplexEventDateOffsetDayType	OfstDayTyp			Added EP169
	41744	UnderlyingComplexEventDateBusinessDayConvention	BizDayCnvtn		When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to the underlying complex event dates.	Added EP169

Component(-)

UnderlyingComplexEventDateBusinessCenterGrp

BizCtr

When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to the underlying complex event dates.

Added EP169

Repeating Group 41737

NoUnderlyingComplexEventDateBusinessCenters

Added EP169

41738

UnderlyingComplexEventDateBusinessCenter

Ctr

Required if NoUnderlyingComplexEventDateBusinessCenters(41737) > 0.

Added EP169

end Repeating Group

end Component

	41745	UnderlyingComplexEventDateAdjusted	Dt			Added EP169
	41746	UnderlyingComplexEventFixingTime	FixngTm			Added EP169
	41747	UnderlyingComplexEventFixingTimeBusinessCenter	FixngBizCtr			Added EP169

end Component

Component(-)

UnderlyingComplexEventPeriodGrp

Period

Added EP169

Repeating Group 41729

NoUnderlyingComplexEventPeriods

Added EP169

	41730	UnderlyingComplexEventPeriodType	Typ		Required if NoUnderlyingComplexEventPeriods(41729) > 0.	Added EP169
	41731	UnderlyingComplexEventBusinessCenter	BizCtr			Added EP169

Component(-)

UnderlyingComplexEventScheduleGrp

Sched

Added EP169

Repeating Group 41750

NoUnderlyingComplexEventSchedules

Added EP169

	41751	UnderlyingComplexEventScheduleStartDate	StartDt		Required if NoUnderlyingComplexEventSchedules(41750) > 0.	Added EP169
	41752	UnderlyingComplexEventScheduleEndDate	EndDt			Added EP169
	41753	UnderlyingComplexEventScheduleFrequencyPeriod	FreqPeriod		Conditionally required when UnderlyingComplexEventScheduleFrequencyUnit(41754) is specified.	Added EP169
	41754	UnderlyingComplexEventScheduleFrequencyUnit	FreqUnit		Conditionally required when UnderlyingComplexEventScheduleFrequencyPeriod(41753) is specified.	Added EP169
	41755	UnderlyingComplexEventScheduleRollConvention	Roll		When specified, this overrides the date roll convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the option schedule dates.	Added EP169

end Repeating Group

end Component

Component(-)

UnderlyingComplexEventPeriodDateGrp

Dt

Added EP169

Repeating Group 41726

NoUnderlyingComplexEventPeriodDateTimes

Added EP169

	41727	UnderlyingComplexEventPeriodDate	Dt		Required if NoUnderlyingComplexEventPeriodDateTimes(41726) > 0.	Added EP169
	41728	UnderlyingComplexEventPeriodTime	Tm			Added EP169

end Repeating Group

end Component

Component(-)

UnderlyingComplexEventAveragingObservationGrp

AvgngObsvtn

Added EP169

Repeating Group 41713

NoUnderlyingComplexEventAveragingObservations

Added EP169

	41714	UnderlyingComplexEventAveragingObservationNumber	ObsvtnNum		Required if NoUnderlyingComplexEventAveragingObservations(41713) > 0.	Added EP169
	41715	UnderlyingComplexEventAveragingWeight	Wt			Added EP169

end Repeating Group

end Component

end Repeating Group

end Component

	2277	UnderlyingComplexEventCreditEventsXIDRef	CdtEvntXIDRef			Added EP169
	2278	UnderlyingComplexEventCreditEventNotifyingParty	NotifygPty			Added EP169
	2279	UnderlyingComplexEventCreditEventBusinessCenter	BizCtr			Added EP169
	2280	UnderlyingComplexEventCreditEventStandardSources	StdSrcs			Added EP169
	2281	UnderlyingComplexEventCreditEventMinimumSources	MinSrcs			Added EP169

Component(-)

UnderlyingComplexEventCreditEventSourceGrp

EvntSrc

Added EP169

Repeating Group 41748

NoUnderlyingComplexEventCreditEventSources

Added EP169

41749

UnderlyingComplexEventCreditEventSource

Src

Required if NoUnderlyingCreditEventCreditEventSources(41748) > 0.

Added EP169

end Repeating Group

end Component

Component(-)

UnderlyingComplexEventCreditEventGrp

CrdEvnt

Added EP169

Repeating Group 41716

NoUnderlyingComplexEventCreditEvents

Added EP169

	41717	UnderlyingComplexEventCreditEventType	Typ		Required if NoUnderlyingComplexEventCreditEvents(41716) > 0.	Added EP169
	41718	UnderlyingComplexEventCreditEventValue	Val			Added EP169
	41719	UnderlyingComplexEventCreditEventCurrency	Ccy			Added EP169
	41720	UnderlyingComplexEventCreditEventPeriod	Period		Conditionally required when UnderlyingComplexEventCreditEventUnit(41721) is specified.	Added EP169
	41721	UnderlyingComplexEventCreditEventUnit	Unit		Conditionally required when UnderlyingComplexEventCreditEventPeriod(41720) is specified.	Added EP169
	41722	UnderlyingComplexEventCreditEventDayType	DayTyp			Added EP169
	41723	UnderlyingComplexEventCreditEventRateSource	RtSrc			Added EP169

Component(-)

UnderlyingComplexEventCreditEventQualifierGrp

Qual

Added EP169

Repeating Group 41724

NoUnderlyingComplexEventCreditEventQualifiers

Added EP169

41725

UnderlyingComplexEventCreditEventQualifier

Qual

Required if NoUnderlyingComplexEventCreditEventQualifiers(41724) > 0.

Added EP169

end Repeating Group

end Component

end Repeating Group

end Component

	2611	UnderlyingComplexEventFuturesPriceValuation	FutPxVal			Added EP208
	2612	UnderlyingComplexEventOptionsPriceValuation	OptPxVal			Added EP208
	2613	UnderlyingComplexEventPVFinalPriceElectionFallback	PVPxFallbck			Added EP208
	2282	UnderlyingComplexEventXID	XID			Added EP169
	2283	UnderlyingComplexEventXIDRef	XIDRef			Added EP169