Field
LegStreamCalculationRollConvention
| ID (tag) | 40276 |
| Type | DateRollConventionCodeSet |
| Pedigree | Added EP161 |
The convention for determining the sequence of end dates. It is used in conjunction with a specified frequency. Used only to override the roll convention specified in the LegDateAdjustment component within the InstrumentLeg component.
Used in components:
Orchimate Copyright 2026 Atomic Wire Technology Limited
Orchestra Copyright 2026 FIX Protocol Ltd
Terms of Use|Privacy Policy