Field LegOptionExerciseExpirationDateBusinessDayConvention Scenario base

SYNOPSIS: The business day convention used to adjust the option exercise expiration dates. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component.

ID Abbr Datatype
41517BizDayCnvtnBusinessDayConventionCodeSet

Pedigree

Added EP Updated EP Deprecated EP
FIX.5.0SP2169