Field
UnderlyingOptionExerciseExpirationRollConvention
| ID (tag) | 41852 |
| Type | DateRollConventionCodeSet |
| Pedigree | Added EP169 |
The convention for determining the sequence of exercise expiration dates. It is used in conjunction with a specified frequency. Used only to override the roll convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument.
Used in components:
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