Field UnderlyingProvisionCashSettlValueDateBusinessDayConvention Scenario base

SYNOPSIS: The business day convention used to adjust the cash settlement valuation date. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component.

ID Abbr Datatype
42106BizDayCnvtnBusinessDayConventionCodeSet

Pedigree

Added EP Updated EP Deprecated EP
FIX.5.0SP2187