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