Skip to content
FIXtags

COMPONENT · SOURCE ID 4429

UnderlyingOptionExerciseMakeWholeProvision

Definition

UnderlyingOptionExerciseMakeWholeProvision is a subcomponent of the UnderlyingOptionExercise component used to specify the set of rules of maintaining balance when an option is exercised.

Additional detail from the official source

A "make whole" provision seeks to penalize the the option buyer, i.e. make the seller "whole", if the buyer exercises the option prior to the makeWholeDate, e.g. the early call date of a convertible bond.

This is a reusable definition. Requiredness is relative to this structure; its use and conditions in a message remain on that message's page. Version links browse the other dictionary, not an assumed equivalent component.

Direct members

  1. 42888 UnderlyingMakeWholeDatefield—
  2. 42889 UnderlyingMakeWholeAmountfield—
  3. 42890 UnderlyingMakeWholeBenchmarkCurveNamefield—
  4. 42891 UnderlyingMakeWholeBenchmarkCurvePointfield—
  5. 42892 UnderlyingMakeWholeRecallSpreadfield—
  6. 42893 UnderlyingMakeWholeBenchmarkQuotefield—
  7. 42894 UnderlyingMakeWholeInterpolationMethodfield—

Used in messages

Direct parent structures