Field ProvisionCashSettlValueDateBusinessDayConvention Scenario base

SYNOPSIS: The cash settlement valuation date adjustment business day convention. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component.

ID Abbr Datatype
40116BizDayCnvtnBusinessDayConventionCodeSet

Pedigree

Added EP Updated EP Deprecated EP
FIX.5.0SP2161FIX.5.0SP2187