Field UnderlyingPaymentStreamInitialFixingDateBusinessDayConvention Scenario base

SYNOPSIS: The business day convention used to adjust the payment stream's initial fixing date. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component.

ID Abbr Datatype
40599InitBizDayCnvtnBusinessDayConventionCodeSet

Pedigree

Added EP Updated EP Deprecated EP
FIX.5.0SP2161