The LegComplexEvent Group is a repeating block which allows specifying an unlimited number and types of advanced events, such as observation and pricing over the lifetime of an option, futures, commodities or equity swap contract. Use LegEvntGrp to specify more straightforward events.
Pedigree Added EP169
Updated EP208
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Field or Component | Field Name | Abbr Name | Req'd | Comments | Pedigree |
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Repeating Group 2218 | NoLegComplexEvents | Added EP169 |
2219 | LegComplexEventType | Typ | Required if NoLegComplexEvents(2218)) > 0. | Added EP169 | ||
2220 | LegComplexOptPayoutPaySide | OptPay | Added EP169 | |||
2221 | LegComplexOptPayoutReceiveSide | OptRcv | Added EP169 | |||
2222 | LegComplexOptPayoutUnderlier | OptUndlr | Added EP169 | |||
2223 | LegComplexOptPayoutAmount | OptPayAmt | Added EP169 | |||
2224 | LegComplexOptPayoutPercentage | OptPctage | Added EP169 | |||
2225 | LegComplexOptPayoutTime | OptTm | Added EP169 | |||
2226 | LegComplexOptPayoutCurrency | OptCcy | Added EP169 | |||
2944 | LegComplexOptPayoutCurrencyCodeSource | OptCcySrc | Added EP273 | |||
2227 | LegComplexEventPrice | Px | Added EP169 | |||
2228 | LegComplexEventPricePercentage | PxPctage | Added EP169 | |||
2229 | LegComplexEventPriceBoundaryMethod | PxBndryMeth | Added EP169 | |||
2230 | LegComplexEventPriceBoundaryPrecision | PxBndryPrcsn | Added EP169 | |||
2231 | LegComplexEventPriceTimeType | PxTmTyp | Added EP169 | |||
2232 | LegComplexEventCondition | Cond | Conditionally required when there are more than one LegComplexEvents occurrences. A chain of LegComplexEvents must be linked together through use of the LegComplexEventCondition(2232) in which the relationship between any two events is described. For any two LegComplexEvents the first occurrence will specify the LegComplexEventCondition(2232) which links it with the second event. | Added EP169 |
Component | LegComplexEventDates | EvntDts | Added EP169 |