Skip to content
FIXtags

FIX TAG 42791

UnderlyingCashSettlDateBusinessDayConvention

intAdded FIX.5.0SP2 · EP208

Definition

The business day convention used to adjust the cash settlement provision's date. Used only to override the business day convention defined in the UnderlyingInstrument component.

Compare versions

Differences between the selected source snapshots, including wording and errata; not a migration guide.

FIX 5.0 SP2 FIX Latest · EP309

This tag is not present in the FIX 5.0 SP2 source. There is no definition or value list to compare.

Values 8

ValueMeaning
0

Not applicable

Additional detail from the official source

Business day convention is not applicable.

1

None (current day)

2

Following day

Additional detail from the official source

The following business day.

3

Floating rate note

Additional detail from the official source

The FRN business day convention.

4

Modified following day

Additional detail from the official source

The modified following business day.

5

Preceding day

Additional detail from the official source

The preceding business day.

6

Modified preceding day

Additional detail from the official source

The modified preceding business day.

7

Nearest day

Additional detail from the official source

The nearest applicable business day.

About the int data type

Sequence of digits without commas or decimals and optional sign character (ASCII characters "-" and "0" - "9" ). The sign character utilizes one byte (i.e. positive int is "99999" while negative int is "-99999"). Note that int values may contain leading zeros (e.g. "00023" = "23").

Used in messages 77

Includes nested components and repeating groups. Open a location to see its surrounding requirements.