ProvisionCashSettlValueDateBusinessDayConvention (Tag = 40116, Type: int)

The cash settlement valuation date adjustment business day convention. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component.

Valid values:
'0' NotApplicable
'1' None
'2' FollowingDay
'3' FloatingRateNote
'4' ModifiedFollowingDay
'5' PrecedingDay
'6' ModifiedPrecedingDay
'7' NearestDay

Used in: