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40509 LegProvisionOptionRelevantUnderlyingDateBusinessDayConvention

Type: Int

The business day convention used to adjust the instrument leg's provision's option relevant underlying date. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component.

Values

CodeMeaning
0Not applicable
1None (current day)
2Following day
3Floating rate note
4Modified following day
5Preceding day
6Modified preceding day
7Nearest day