Field
UnderlyingOptionExerciseExpirationDateBusinessDayConvention
| ID (tag) | 41846 |
| Abbr Name | BizDayCnvtn |
| Type | BusinessDayConventionCodeSet |
| Pedigree | Added EP169 |
The business day convention used to adjust the option exercise expiration dates. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component.
Used in components:
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