Field CouponDayCount Scenario base

SYNOPSIS: The day count convention used in interest calculations for a bond or an interest bearing security. Absence of this field for a bond or an interest bearing security transaction implies a "flat" trade, i.e. no accrued interest determined at time of the transaction.

ID Abbr Datatype
1950CpnDayCntCouponDayCountCodeSet

Pedigree

Added EP Updated EP Deprecated EP
FIX.5.0SP2161FIX.5.0SP2200