The business day convention used to adjust the instrument's stream's termination, or relative termination, date. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component.
Code | Meaning |
---|---|
0 | Not applicable |
1 | None (current day) |
2 | Following day |
3 | Floating rate note |
4 | Modified following day |
5 | Preceding day |
6 | Modified preceding day |
7 | Nearest day |