MaturityRules Component

<MatRules>

Tag Field Name AbbrName Req'd Comments
1236 NoMaturityRules NoMaturityRules Number of maturity rule entries. This block specifies the rules for determining how new strikes should be listed within the stated price range of the underlying instrument
> 1222 MaturityRuleID MatRuleID Allows maturity rule to be referenced via an identifier so that rules do not need to be explicitly enumerated
> 1303 MaturityMonthYearFormat MMYFmt Format used to generate the MMY for each option contract:
> 1302 MaturityMonthYearIncrementUnits MMYIncrUnits enumeration specifying the increment unit:
> 1241 StartMaturityMonthYear StartMMY Starting maturity for the range to which the StrikeIncrement applies. Price refers to the price of the underlying
> 1226 EndMaturityMonthYear EndMMY Ending maturity monthy year to which the StrikeIncrement applies. Price refers to the price of the underlying
> 1229 MaturityMonthYearIncrement MMYIncr Value by which maturity month year should be incremented within the specified price range.
Used in the following messages and components
StrikeRules