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 unless specifically overridden. Additional values may be used by mutual agreement of the counterparties.
Valid values:
| '1' | FirstDay |
| '2' | SecondDay |
| '3' | ThirdDay |
| '4' | FourthDay |
| '5' | FifthDay |
| '6' | SixthDay |
| '7' | SeventhDay |
| '8' | EighthDay |
| '9' | NinthDay |
| '10' | TenthDay |
| '11' | EleventhDay |
| '12' | TwelvthDay |
| '13' | ThirteenthDay |
| '14' | ForteenthDay |
| '15' | FifteenthDay |
| '16' | SixteenthDay |
| '17' | SeventeenthDay |
| '18' | EighteenthDay |
| '19' | NineteenthDay |
| '20' | TwentiethDay |
| '21' | TwentyFirstDay |
| '22' | TwentySecondDay |
| '23' | TwentyThirdDay |
| '24' | TwentyFourthDay |
| '25' | TwentyFifthDay |
| '26' | TwentySixthDay |
| '27' | TwentySeventhDay |
| '28' | TwentyEigthDa28y |
| '29' | TwentyNinthDay |
| '30' | ThirtiethDay |
| 'EOM' | EOM |
| 'FRN' | FRN |
| 'IMM' | IMM |
| 'IMMCAD' | IMMCAD |
| 'IMMAUD' | IMMAUD |
| 'IMMNZD' | IMMNZD |
| 'SFE' | SFE |
| 'NONE' | NONE |
| 'TBILL' | TBILL |
| 'MON' | MON |
| 'TUE' | TUE |
| 'WED' | WED |
| 'THU' | THU |
| 'FRI' | FRI |
| 'SAT' | SAT |
| 'SUN' | SUN |
Used in:
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