Vineet Kumar EquityProductModifications (CDM 6) #3218
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lolabeis
reviewed
Nov 7, 2024
| @@ -721,7 +722,7 @@ type ExerciseTerms: <"A class defining the exercise period for an option togethe | |||
| relevantUnderlyingDate AdjustableOrRelativeDates (0..1) <"The effective date on the underlying product if the option is exercised. For example, for a swaption it is the swap effective date, for an option on an FX spot or forward it is the value date for settlement, and in an extendible/cancelable provision it is the swap termination date, which is the date on which the termination is effective.'"> | |||
| earliestExerciseTime BusinessCenterTime (0..1) <"The earliest time at which notice of exercise can be given by the buyer to the seller (or seller's agent) to, and including, the expiration date."> | |||
| latestExerciseTime BusinessCenterTime (0..1) <"For a Bermuda or American style option, the latest time on an exercise business day (excluding the expiration date) within the exercise period that notice can be given by the buyer to the seller or seller's agent. Notice of exercise given after this time will be deemed to have been given on the next exercise business day."> | |||
| expirationTime BusinessCenterTime (1..1) <"The latest time for exercise on expirationDate. It is made mandatory given that for all option styles, this field is required."> | |||
| expirationTime BusinessCenterTime (0..1) <"The latest time for exercise on expirationDate. It is made mandatory given that for all option styles, this field is required."> | |||
| expirationTimeType ExpirationTimeTypeEnum (0..1) <"The time of day at which the equity option expires, for example the official closing time of the exchange."> | |||
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The idea was to make the expirationTimeType attribute mandatory in CDM 6, which we couldn't do in CDM 5. Samples will need to be adjusted accordingly.
| condition ExpirationTimeChoice: <"Condition to validate the existence of correlation between expirationTime and expirationTimeType"> | ||
| (if expirationTime exists and expirationTimeType exists then expirationTimeType = ExpirationTimeTypeEnum -> SpecificTime) | ||
| and | ||
| (if expirationTimeType exists and expirationTimeType = ExpirationTimeTypeEnum -> SpecificTime then expirationTime exists) |
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Condition logic can be simplified given that expirationTimeType is mandatory.
lolabeis
reviewed
Nov 20, 2024
| @@ -722,7 +723,7 @@ type ExerciseTerms: <"A class defining the exercise period for an option togethe | |||
| earliestExerciseTime BusinessCenterTime (0..1) <"The earliest time at which notice of exercise can be given by the buyer to the seller (or seller's agent) to, and including, the expiration date."> | |||
| latestExerciseTime BusinessCenterTime (0..1) <"For a Bermuda or American style option, the latest time on an exercise business day (excluding the expiration date) within the exercise period that notice can be given by the buyer to the seller or seller's agent. Notice of exercise given after this time will be deemed to have been given on the next exercise business day."> | |||
| expirationTime BusinessCenterTime (1..1) <"The latest time for exercise on expirationDate. It is made mandatory given that for all option styles, this field is required."> | |||
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The expirationTime attribute needs to be made optional, and the condition over its absence or existence in relation to expirationTimeType be reinstated
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