Component LegDateAdjustment Scenario base

SYNOPSIS: LegDateAdjustment is a subcomponent within the InstrumentLeg component. It is used to specify date adjustment parameters and rules. The date adjustments specified here applies to all adjustable dates for the instrument leg, unless specifically overridden elsewhere in the respective specified components further within the InstrumentLeg component.
ELABORATION:

ID Abbr
4087DtAdjmt

Pedigree

Added EP Updated EP Deprecated EP
FIX.5.0SP2161

Members

ID Name Abbr Presence Description
40925LegBusinessDayConventionBizDayCnvtn optional SYNOPSIS: The business day convention used for adjusting dates. The value defined here applies to all adjustable dates in the instrument leg unless specifically overridden.
4086LegBusinessCenterGrpBizCtroptionalSYNOPSIS: LegBusinessCenterGrp is a repeating subcomponent within the LegDateAdjustment component. It is used to specify the set of business centers whose calendars drive the date adjustment. The business centers defined here apply to all adjustable dates in the instrument leg unless specifically overridden elsewhere in the respective specified components further within the InstrumentLeg component.
ELABORATION:
40926LegDateRollConventionRoll optional SYNOPSIS: The convention for determining a sequence of dates. It is used in conjunction with a specified frequency. The value defined here applies to all adjustable dates in the instrument leg unless specifically overridden.