Field DateRollConvention Scenario base

SYNOPSIS: The convention for determining a sequence of dates. It is used in conjunction with a specified frequency. The value defined here applies to all adjustable dates in the instrument unless specifically overridden. Additional values may be used by mutual agreement of the counterparties.

ID Abbr Datatype
40922RollDateRollConventionCodeSet

Pedigree

Added EP Updated EP Deprecated EP
FIX.5.0SP2161