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42152 UnderlyingProvisionDateBusinessDayConvention

Type: Int

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

Values

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