Field
UnderlyingStreamCalculationRollConvention
| ID (tag) | 40567 |
| 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 UnderlyingDateAdjustment component within the UnderlyingInstrument component.
Used in components:
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