Log in

42208 CashSettlDateBusinessDayConvention

Type: Int

The business day convention used to adjust the cash settlement provision's date. Used only to override the business day convention defined in the Instrument component.

Values

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