Field
LegStreamCalculationPeriodBusinessDayConvention
| ID (tag) | 40265 |
| Type | BusinessDayConventionCodeSet |
| Pedigree | Added EP161 |
The business day convention used to adjust calculation periods. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component.
Used in components:
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