TagField NameAbbr NameData TypeUnion DatatypeDescriptionPedigree
42143UnderlyingProvisionOptionRelevantUnderlyingDateBusinessDayConventionBizDayCnvtnint

The business day convnetion used to adjust the underlying instrument provision's option underlying date. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component.


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 EP187

Used in components:
[UnderlyingProvisionOptionRelevantUnderlyingDate]