Field
UnderlyingProvisionOptionExerciseBusinessDayConvention
| ID (tag) | 42115 |
| Type | BusinessDayConventionCodeSet |
| Pedigree | Added EP187 |
The business day convention used to adjust the underlying instrument's provision's option exercise date. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component.
Used in components:
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