Component UnderlyingDateAdjustment Scenario base

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

ID Abbr
4125DtAdjmt

Pedigree

Added EP Updated EP Deprecated EP
FIX.5.0SP2161

Members

ID Name Abbr Presence Description
40964UnderlyingBusinessDayConventionBizDayCnvtn optional SYNOPSIS: The business day convention used for adjusting dates. The value defined here applies to all adjustable dates in the underlying instrument unless specifically overridden.
4124UnderlyingBusinessCenterGrpBizCtroptionalSYNOPSIS: UnderlyingBusinessCenterGrp is a repeating subcomponent within the UnderlyingDateAdjustment 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 unless specifically overridden.
ELABORATION:
40965UnderlyingDateRollConventionRoll 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 underlying instrument unless specifically overridden.