Field UnderlyingDateRollConvention Scenario base

SYNOPSIS: The convention for determining a sequence of dates. It is used in conjunction with a specified frequency. The value defined here applies to all adjustable dates in the underlying instrument unless specifically overridden.

ID Abbr Datatype
40965RollDateRollConventionCodeSet

Pedigree

Added EP Updated EP Deprecated EP
FIX.5.0SP2161