Description
Type: int
The compounding dates business day convention.
Valid values:
-
0 = Not applicable
Business day convention is not applicable.
- 1 = None (current day)
-
2 = Following day
The following business day.
-
3 = Floating rate note
The FRN business day convention.
-
4 = Modified following day
The modified following business day.
-
5 = Preceding day
The preceding business day.
-
6 = Modified preceding day
The modified preceding business day.
-
7 = Nearest day
The nearest applicable business day.