Field ProvisionOptionRelevantUnderlyingDateBusinessDayConvention Scenario base

SYNOPSIS: The business day convention used to adjust the instrument's provision's option underlying date. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component.

ID Abbr Datatype
40156BizDayCnvtnBusinessDayConventionCodeSet

Pedigree

Added EP Updated EP Deprecated EP
FIX.5.0SP2161