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FIXtags

GROUP · SOURCE ID 2227

UnderlyingEvntGrp

Definition

The UnderlyingEvntGrp is a repeating subcomponent of the UnderlyingInstrument component used to specify straightforward events associated with the instrument. Examples include put and call dates for bonds and options; first exercise date for options; inventory and delivery dates for commodities; start, end and roll dates for swaps. Use UnderlyingComplexEvents for more advanced dates such as option, futures, commodities and equity swap observation and pricing events.

Additional detail from the official source

The UnderlyingEvntGrp contains three different methods to express a "time" associated with the event using the UnderlyingEventDate(1983) and UnderlyingEventTime(1984) pair of fields or the UnderlyingEventTimeUnit(1985) and UnderlyingEventTimePeriod(1986) pair of fields or UnderlyingEventMonthYear(2342).

The UnderlyingEventDate(1983), and optional UnderlyingEventTime(1984), may be used to specify an exact date and optional time for the event. The UnderlyingEventTimeUnit(1985) and UnderlyingEventTimePeriod(1986) may be used to express a time period associated with the event, e.g. 3-month, 4-years, 2-weeks. The UnderlyingEventMonthYear(2342), and optional UnderlyingEventTime(1984), may be used to express the event as a month of year, with optional day of month or week of month.

Either UnderlyingEventDate(1983) or UnderlyingEventMonthYear(2342), and the optional UnderlyingEventTime(1984), must be specified or UnderlyingEventTimeUnit(1985) and UnderlyingEventTimePeriod(1986) must be specified.

The UnderlyingEventMonthYear(2342) may be used instead of UnderlyingEventDate(1983) when month-year, with optional day of month or week of month, is required instead of a date.

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. 1981 NoUnderlyingEventsGroup countFrom usage
  2. 1982 UnderlyingEventTypefield—

    Required if NoUnderlyingEvents(1981) > 0.

  3. 1983 UnderlyingEventDatefield—

    Conditionally required when UnderlyingEventTime(1984) is specified.

  4. 1984 UnderlyingEventTimefield—
  5. 1985 UnderlyingEventTimeUnitfield—

    Conditionally required when UnderlyingEventTimePeriod(1986) is specified.

  6. 1986 UnderlyingEventTimePeriodfield—

    Conditionally required when UnderlyingEventTimeUnit(1985) is specified.

  7. 2342 UnderlyingEventMonthYearfield—
  8. 1987 UnderlyingEventPxfield—
  9. 2071 UnderlyingEventTextfield—
  10. 2072 EncodedUnderlyingEventTextLenfield—

    Must be set if EncodedUnderlyingEventText(2073) field is specified and must immediately precede it.

  11. 2073 EncodedUnderlyingEventTextfield—

    Encoded (non-ASCII characters) representation of the UnderlyingEventText(2071) field in the encoded format specified via the MessageEncoding(347) field.

Used in messages

Direct parent structures