Field UnderlyingCashSettlBusinessDays Scenario base
SYNOPSIS:
The number of business days used in the determination of the cash settlement payment date.
ELABORATION:
If a cash settlement amount is specified, the cash settlement payment date will be this number of business days following the calculation of the final price. If a cash settlement amount is not specified, the cash settlement payment date will be this number of business days after all conditions to settlement are satisfied.
ISDA 2003 Term: Cash Settlement Date.
| ID |
Abbr |
Datatype |
| 42053 | BizDays | int |
Pedigree
| Added |
EP |
Updated |
EP |
Deprecated |
EP |
| FIX.5.0SP2 | 187 | | | | |