Field UnderlyingProvisionOptionExpirationDateBusinessDayConvention Scenario base

SYNOPSIS: The business day convention used to adjust the underlying instrument's provision's option expiration date. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component.

ID Abbr Datatype
42134BizDayCnvtnBusinessDayConventionCodeSet

Pedigree

Added EP Updated EP Deprecated EP
FIX.5.0SP2187