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Field

UnderlyingPaymentScheduleInterimExchangeDatesBizDayConvention

ID (tag)40698
TypeBusinessDayConventionCodeSet
PedigreeAdded EP161, Updated EP271
The business day convention used to adjust the payment schedule's interim exchange date. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component.

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