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Docs/UserGuide/tradecomponents Expand file tree Collapse file tree Original file line number Diff line number Diff line change @@ -29,6 +29,15 @@ \subsubsection{Option Data}
2929 <ExerciseDate>2019-04-20</ExerciseDate>
3030 <ExerciseDate>2020-04-20</ExerciseDate>
3131 </ExerciseDates>
32+ <!-- ExerciseDates alternative ScheduleData format -->
33+ <ExerciseDates>
34+ <Dates>
35+ <Dates>
36+ <Date>2019-04-20</Date>
37+ <Date>2020-04-20</Date>
38+ </Dates>
39+ </Dates>
40+ </ExerciseDates>
3241 <Premiums>
3342 <Premium>
3443 <Amount>100000</Amount>
@@ -194,8 +203,9 @@ \subsubsection{Option Data}
194203
195204 Allowable values: See Table \ref {tab:convention } Roll Convention.
196205
197- \item ExerciseDates: This node contains child elements of type
198- \lstinline !ExerciseDate !. Options of style \emph {European } or
206+ \item ExerciseDates: This node can either contain child elements of type
207+ \lstinline !ExerciseDate !, or be specified in the same format as a Schedule
208+ (see Section \ref {ss:schedule_data }). Options of style \emph {European } or
199209 \emph {American } require a single exercise date expressed by one
200210 single \lstinline !ExerciseDate ! child element. \emph {Bermudan }
201211 style options must have two or more \lstinline !ExerciseDate ! child
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