Busininess day convention input type

Description

A business day convention adjusts a date that may represent a non business day to another dates that is a good business day. Different conventions do this in different ways but for all of them the date is unadjusted if it is already a business day.

Allowed values

All allowed values are:

  • F, FOLLOWING - the next business day.
  • MF, MODFOLLOW, MODIFIEDFOLLOWING - the next business day unless that is in the next month then the previous business day.
  • P, PRECEDING - the previous business day.
  • MP, MODIFIEDPRECEDING - non standard convention. The previous business day unless that is in the previous month then the next business day.
  • U, UNADJUSTED - do no adjustment even if the provided date is a holiday.