Code Set
BusinessDayConventionCodeSet
| ID | 40921 |
| Type | int |
| Pedigree | Added EP161 |
The business day convention used for adjusting dates. The value defined here applies to all adjustable dates in the instrument unless specifically overridden.
| Name | Value | Synopsis | Elaboration | Pedigree |
|---|---|---|---|---|
| NotApplicable | 0 | Not applicable | Business day convention is not applicable. | Added EP161, Updated EP169 |
| None | 1 | None (current day) | Added EP161, Updated EP195 | |
| FollowingDay | 2 | Following day | The following business day. | Added EP161, Updated EP169 |
| FloatingRateNote | 3 | Floating rate note | The FRN business day convention. | Added EP161, Updated EP169 |
| ModifiedFollowingDay | 4 | Modified following day | The modified following business day. | Added EP161, Updated EP169 |
| PrecedingDay | 5 | Preceding day | The preceding business day. | Added EP161, Updated EP169 |
| ModifiedPrecedingDay | 6 | Modified preceding day | The modified preceding business day. | Added EP161, Updated EP169 |
| NearestDay | 7 | Nearest day | The nearest applicable business day. | Added EP161, Updated EP169 |
Used in components:
- CashSettlDate
- ComplexEventRelativeDate
- DateAdjustment
- DividendAccrualPaymentDate
- DividendFXTriggerDate
- LegCashSettlDate
- LegComplexEventRelativeDate
- LegDateAdjustment
- LegDividendAccrualPaymentDate
- LegDividendFXTriggerDate
- LegOptionExerciseDates
- LegOptionExerciseExpiration
- LegPaymentStreamCompoundingDates
- LegPaymentStreamFloatingRate
- LegPaymentStreamNonDeliverableSettlTerms
- LegPaymentStreamPaymentDates
- LegPaymentStreamResetDates
- LegPaymentStubEndDate
- LegPaymentStubStartDate
- LegPricingDateTime
- LegProvisionCashSettlPaymentDates
- LegProvisionCashSettlValueDates
- LegProvisionOptionExerciseDates
- LegProvisionOptionExpirationDate
- LegProvisionOptionRelevantUnderlyingDate
- LegSettlMethodElectionDate
- LegStreamCalculationPeriodDates
- LegStreamCommodity
- LegStreamEffectiveDate
- LegStreamTerminationDate
- OptionExerciseDates
- OptionExerciseExpiration
- PaymentStreamCompoundingDates
- PaymentStreamFloatingRate
- PaymentStreamNonDeliverableSettlTerms
- PaymentStreamPaymentDates
- PaymentStreamResetDates
- PaymentStubEndDate
- PaymentStubStartDate
- PricingDateTime
- ProvisionCashSettlPaymentDates
- ProvisionCashSettlValueDates
- ProvisionOptionExerciseDates
- ProvisionOptionExpirationDate
- ProvisionOptionRelevantUnderlyingDate
- SettlMethodElectionDate
- StreamCalculationPeriodDates
- StreamCommodity
- StreamEffectiveDate
- StreamTerminationDate
- UnderlyingCashSettlDate
- UnderlyingComplexEventRelativeDate
- UnderlyingDateAdjustment
- UnderlyingDividendAccrualPaymentDate
- UnderlyingDividendFXTriggerDate
- UnderlyingOptionExerciseDates
- UnderlyingOptionExerciseExpiration
- UnderlyingPaymentStreamCompoundingDates
- UnderlyingPaymentStreamFloatingRate
- UnderlyingPaymentStreamNonDeliverableSettlTerms
- UnderlyingPaymentStreamPaymentDates
- UnderlyingPaymentStreamResetDates
- UnderlyingPaymentStubEndDate
- UnderlyingPaymentStubStartDate
- UnderlyingPricingDateTime
- UnderlyingProvisionCashSettlPaymentDates
- UnderlyingProvisionCashSettlValueDates
- UnderlyingProvisionOptionExerciseDates
- UnderlyingProvisionOptionExpirationDate
- UnderlyingProvisionOptionRelevantUnderlyingDate
- UnderlyingSettlMethodElectionDate
- UnderlyingStreamCalculationPeriodDates
- UnderlyingStreamCommodity
- UnderlyingStreamEffectiveDate
- UnderlyingStreamTerminationDate
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