Field UnderlyingCashSettlDateBusinessDayConvention Scenario base

SYNOPSIS: The business day convention used to adjust the cash settlement provision's date. Used only to override the business day convention defined in the UnderlyingInstrument component.

ID Abbr Datatype
42791BizDayCnvtnBusinessDayConventionCodeSet

Pedigree

Added EP Updated EP Deprecated EP
FIX.5.0SP2208