Description

Type: int

The business day convention used to adjust the cash settlement provision's date. Used only to override the business day convention defined in the Instrument component.

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.

Used In