Field UnderlyingOptionExerciseExpirationRollConvention (41852) - FIX Protocol FIX.5.0SP2 EP240

Type: String

The convention for determining the sequence of exercise expiration dates. It is used in conjunction with a specified frequency. Used only to override the roll convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument.

Added in protocol FIX.5.0SP2 (169)

Used in components

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