Field BusinessDayConvention (40921) - FIX Protocol FIX.5.0SP2 EP240
Type: int
The business day convention used for adjusting dates. The value defined here applies to all adjustable dates in the instrument unless specifically overridden.
Added in protocol FIX.5.0SP2 (161)
Valid values
| Value | Description | Added |
|---|---|---|
| 0 | Not applicable | FIX.5.0SP2 (161) |
| 1 | None (current day) | FIX.5.0SP2 (161) |
| 2 | Following day | FIX.5.0SP2 (161) |
| 3 | Floating rate note | FIX.5.0SP2 (161) |
| 4 | Modified following day | FIX.5.0SP2 (161) |
| 5 | Preceding day | FIX.5.0SP2 (161) |
| 6 | Modified preceding day | FIX.5.0SP2 (161) |
| 7 | Nearest day | FIX.5.0SP2 (161) |