Field LegOptionExerciseExpirationRollConvention Scenario base

SYNOPSIS: The convention for determining the sequence of exercise expiration dates. It is used in conjunction with a specified frequency. Used only to override the roll convention defined in the LegDateAdjustment component in InstrumentLeg.

ID Abbr Datatype
41523RollDateRollConventionCodeSet

Pedigree

Added EP Updated EP Deprecated EP
FIX.5.0SP2169