The business day convention used to adjust the commodity delivery 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 |