FIX.Latest_EP287 Component

LegOptionExerciseExpiration

<Exp>

The LegOptionExerciseExpiration component is a subcomponent of the LegOptionExercise component used to specify option exercise expiration dates and times. The purpose of LegOptionExercise is to identify the scheduled opportunities for exercise. LegOptionExerciseExpiration identifies the end of the schedule.

Pedigree Added EP169 Updated EP211

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41517

LegOptionExerciseExpirationDateBusinessDayConvention

BizDayCnvtn

When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to the option exercise expiration date.

Added EP169

Component(-)

LegOptionExerciseExpirationDateBusinessCenterGrp

BizCtr

When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to the option exercise expiration date.

Added EP169

Repeating Group 41515

NoLegOptionExerciseExpirationDateBusinessCenters

Added EP169

41516

LegOptionExerciseExpirationDateBusinessCenter

Ctr

Required if NoLegOptionExerciseExpirationDateBusinessCenters(41515) > 0.

Added EP169

end Repeating Group

end Component

Component(-)

LegOptionExerciseExpirationDateGrp

Dt

Added EP169

Repeating Group 41527

NoLegOptionExerciseExpirationDates

Added EP169

	41528	LegOptionExerciseExpirationDate	Dt		Required if NoLegOptionExerciseExpirationDates(41527) > 0.	Added EP169
	41529	LegOptionExerciseExpirationDateType	Typ		When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type.	Added EP169

end Repeating Group

end Component

	41518	LegOptionExerciseExpirationDateRelativeTo	Reltv			Added EP169
	41519	LegOptionExerciseExpirationDateOffsetPeriod	OfstPeriod		Conditionally required when LegOptionExerciseExpirationDateOffsetUnit(41520) is specified.	Added EP169
	41520	LegOptionExerciseExpirationDateOffsetUnit	OfstUnit		Conditionally required when LegOptionExerciseExpirationDateOffsetPeriod(41519) is specified.	Added EP169
	41521	LegOptionExerciseExpirationFrequencyPeriod	FreqPeriod		Conditionally required when LegOptionExerciseExpirationFrequencyUnit(41522) is specified.	Added EP169
	41522	LegOptionExerciseExpirationFrequencyUnit	FreqUnit		Conditionally required when LegOptionExerciseExpirationFrequencyPeriod(41521) is specified.	Added EP169
	41523	LegOptionExerciseExpirationRollConvention	Roll		When specified, this overrides the date roll convention defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the option expiration date.	Added EP169
	41524	LegOptionExerciseExpirationDateOffsetDayType	OfstDayTyp			Added EP169
	41525	LegOptionExerciseExpirationTime	Tm			Added EP169
	41526	LegOptionExerciseExpirationTimeBusinessCenter	TmBizCtr			Added EP169