The LegPricingDateTime component is a subcomponent of InstrumentLeg used to specify an adjusted or unadjusted pricing or fixing date and optionally the time, e.g. for a commodity or FX forward trade.
Pedigree Added EP169
Updated EP208
Expand Components | Collapse Components
| Field or Component | Field Name | Abbr Name | Req'd | Comments | Pedigree |
|---|
 | 41609 | LegPricingDateUnadjusted | DtUnadj | Added EP169 | ||
| 41610 | LegPricingDateBusinessDayConvention | BizDayCnvtn | When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to the pricing dates. | Added EP169 |
| Component | LegPricingDateBusinessCenterGrp | BizCtr | When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to the pricing dates. | Added EP169 |
| 41611 | LegPricingDateAdjusted | Dt | Added EP169 | ||
| 41612 | LegPricingTime | Tm | Added EP169 | ||
| 41613 | LegPricingTimeBusinessCenter | TmBizCtr | Added EP169 |
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