The business day convention used to adjust the payment stream's fixing date for the non-deliverable settlement terms. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component.
Valid values:
| '0' | NotApplicable |
| '1' | None |
| '2' | FollowingDay |
| '3' | FloatingRateNote |
| '4' | ModifiedFollowingDay |
| '5' | PrecedingDay |
| '6' | ModifiedPrecedingDay |
| '7' | NearestDay |
Used in:
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