PricingDateBusinessDayConvention (Tag = 41233, Type: int)

The business day convention used to adjust pricing or fixing dates. Used only to override the business day convention defined 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: