LegDateAdjustment is a subcomponent within the InstrumentLeg component. It is used to specify date adjustment parameters and rules. The date adjustments specified here applies to all adjustable dates for the instrument leg, unless specifically overridden elsewhere in the respective specified components further within the InstrumentLeg component.
Used in :
| Tag | Field Name | FIXML | Req'd | Comments | |||
|---|---|---|---|---|---|---|---|
| 40925 | LegBusinessDayConvention | @BizDayCnvtn | N |
The business day convention used for adjusting dates. The value defined here applies to all adjustable dates in the instrument leg unless specifically overridden. |
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| <LegBusinessCenterGrp> | N | ||||||
| 40926 | LegDateRollConvention | @Roll | N |
The convention for determining a sequence of dates. It is used in conjunction with a specified frequency. The value defined here applies to all adjustable dates in the instrument leg unless specifically overridden. |
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