Field UnderlyingProvisionOptionRelevantUnderlyingDateBusinessDayConvention Scenario base

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

ID Abbr Datatype
42143BizDayCnvtnBusinessDayConventionCodeSet

Pedigree

Added EP Updated EP Deprecated EP
FIX.5.0SP2187