Code Set
| ID | 544 |
| Type | String |
Rolls on convetion. Needed to determine coupon dates.
| Name | Value | Synopsis | Elaboration | Pedigree |
|---|---|---|---|---|
| Day | DAY | Day(m). | Constant name: DAY | |
| StartOfMonth | START_OF_MONTH | Start of month. | Constant name: START_OF_MONTH | |
| EndOfMonth | END_OF_MONTH | End of month. | Constant name: END_OF_MONTH | |
| ImmDay | IMM_DAY | IMM Day. (3rd Monday of month). | Constant name: IMM_DAY |
Used in messages:
Orchimate Copyright 2026 Atomic Wire Technology Limited
Orchestra Copyright 2026 FIX Protocol Ltd
Terms of Use|Privacy Policy