TagField NameAbbr nameData TypeUnion DatatypeDescriptionPedigree
40921BusinessDayConventionBizDayCnvtnint

The business day convention used for adjusting dates. The value defined here applies to all adjustable dates in the instrument unless specifically overridden.


BusinessDayConventionCodeSet
0=

Not applicable

Business day convention is not applicable.

Added EP161 Updated EP169 [NotApplicable]
1=

None (current day)

Added EP161 Updated EP195 [None]
2=

Following day

The following business day.

Added EP161 Updated EP169 [FollowingDay]
3=

Floating rate note

The FRN business day convention.

Added EP161 Updated EP169 [FloatingRateNote]
4=

Modified following day

The modified following business day.

Added EP161 Updated EP169 [ModifiedFollowingDay]
5=

Preceding day

The preceding business day.

Added EP161 Updated EP169 [PrecedingDay]
6=

Modified preceding day

The modified preceding business day.

Added EP161 Updated EP169 [ModifiedPrecedingDay]
7=

Nearest day

The nearest applicable business day.

Added EP161 Updated EP169 [NearestDay]
Added EP161

Used in components:
[DateAdjustment]