Field UnderlyingComplexEventScheduleRollConvention Scenario base

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

ID Abbr Datatype
41755RollDateRollConventionCodeSet

Pedigree

Added EP Updated EP Deprecated EP
FIX.5.0SP2169