Field UnderlyingPaymentStreamPaymentRollConvention Scenario base

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

ID Abbr Datatype
40585RollDateRollConventionCodeSet

Pedigree

Added EP Updated EP Deprecated EP
FIX.5.0SP2161