Type: int
The business day convention used to adjust the instrument leg's provision's option exercise date. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component.
We track how people interact with our online web content and resources, and some of that tracking involves storing cookies on your device. By continuing to use our site you accept that you agree to this. For more details see our Cookie usage, and Data Privacy and Protection Policies.