The business day convention used to adjust the instrument leg's provision's option exercise 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 |