The business day convention used to adjust the instrument leg's stream's effective date or relative effective date. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg 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 |