[This message was posted by Hanno Klein of Deutsche Börse Systems <hanno.kl...@deutsche-boerse.com> to the "5.0 SP2 Feedback" discussion forum at http://fixprotocol.org/discuss/121. You can reply to it on-line at http://fixprotocol.org/discuss/read/b416cf32 - PLEASE DO NOT REPLY BY MAIL.]
John, please have a look at http://www.fixprotocol.org/documents/4295/FIX%20Protocol%20Gap%20Analysis%20-%20CME%20Exotic%20Option%20Model%20v05.doc which is the source for the <ComplexEvent> extension and was submitted by the CME. It includes examples and shows that <ComplexEventTimes> was nested to enable the restriction of dates to non-contiguous time ranges during a given day or range of days, e.g. "Event is effective on a 24 hour basis other than the hours of 1500-1600 when it is ineffective." Additional conditions would likely require additional fields added to the <ComplexEvent> block and were not part of the business requirements at the time. Regards, Hanno. > Hi, > > Questions concerning ComplexEvent components: > > The <ComplexEvents> component block contains the repeating group > <ComplexEventDates>, which in turn contains the repeating group > <ComplexEventTimes>. > > Is this structure a mistake in the specification or purposeful, and if > purposeful, what is the business case for the structure? (I am at a loss to > understand how these dates or times would repeat for a given event.) > > Is there a business-requirements document or gap analysis that would help me > understand the proper application for these components? If not, what is > their provenance? Perhaps a venue or ISDA document that would provide > context? > > Finally, for boundary events (e.g., price reaches level), how do we specify > any additional conditions the contract may require surrounding the event > (e.g., venue where it occurred or minimum trade size)? > > I would appreciate any background or collateral information that would help > me document how to use these components. > > Thank you. > > Best, > John > > > > [You can unsubscribe from this discussion group by sending a message to mailto:unsubscribe+100932-...@fixprotocol.org] -- You received this message because you are subscribed to the Google Groups "Financial Information eXchange" group. To post to this group, send email to fix-protocol@googlegroups.com. To unsubscribe from this group, send email to fix-protocol+unsubscr...@googlegroups.com. For more options, visit this group at http://groups.google.com/group/fix-protocol?hl=en.
