Imported from previous forum
For non deliverable options, where there could be difference between expiry date and fixing date as well as to emphasize the difference, I would like to suggest establishing a separate set of fields for InstrumentLeg component.
LegFixingDate - The date on which the rate is used for which the settlement amount is calculated / the comparison between the NDF / NDO rate and the prevailing spot rate is made.
LegFixingTime - explicit time for fixing date.
Add party role to reflect fixing source.
LegMaturityDate (611) can reflect expiry date
LegMaturityTime (1212) can reflect expiry time
In a similar way add to instrument component block fixingDate and FixingTime.
Input is welcome.
Was there ever any movement on this?