The business day convention used to adjust the instrument leg's provision's date. 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:
© 2026.
EPAM Systems. All Rights Reserved.
All material contained within the website is copyright of EPAM Systems, Inc. No material contained herein can be copied or otherwise used without the express permission of the copyright holder.