Field
UnderlyingStreamTerminationDateBusinessDayConvention
| ID (tag) | 40549 |
| Abbr Name | BizDayCnvtn |
| Type | BusinessDayConventionCodeSet |
| Pedigree | Added EP161 |
The business day convention used to adjust the underlying instrument's stream's termination, or relative termination, date. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component.
Used in components:
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