Enum: BusinessDayConventionEnum

The enumerated values to specify the convention for adjusting any relevant date if it would otherwise fall on a day that is not a valid business day.

URI: common_domain_model:BusinessDayConventionEnum

Permissible Values

Value	Meaning	Description
FOLLOWING	None	The non-business date will be adjusted to the first following day that is a b…
FRN	None	Per 2000 ISDA Definitions, Section 4
MODFOLLOWING	None	The non-business date will be adjusted to the first following day that is a b…
PRECEDING	None	The non-business day will be adjusted to the first preceding day that is a bu…
MODPRECEDING	None	The non-business date will be adjusted to the first preceding day that is a b…
NEAREST	None	The non-business date will be adjusted to the nearest day that is a business …
NONE	None	The date will not be adjusted if it falls on a day that is not a business day
NotApplicable	None	The date adjustments conventions are defined elsewhere, so it is not required…

Slots

Name	Description
businessDayConvention	The convention for adjusting a date if it would otherwise fall on a day that …

Identifier and Mapping Information

Schema Source

• from schema: https://w3id.org/lmodel/common-domain-model

LinkML Source

name: BusinessDayConventionEnum
description: The enumerated values to specify the convention for adjusting any relevant
  date if it would otherwise fall on a day that is not a valid business day.
from_schema: https://w3id.org/lmodel/common-domain-model
rank: 1000
permissible_values:
  FOLLOWING:
    text: FOLLOWING
    description: The non-business date will be adjusted to the first following day
      that is a business day
  FRN:
    text: FRN
    description: Per 2000 ISDA Definitions, Section 4.11. FRN Convention; Eurodollar
      Convention. FRN is included here as a type of business day convention although
      it does not strictly fall within ISDA's definition of a Business Day Convention
      and does not conform to the simple definition given above.
  MODFOLLOWING:
    text: MODFOLLOWING
    description: The non-business date will be adjusted to the first following day
      that is a business day unless that day falls in the next calendar month, in
      which case that date will be the first preceding day that is a business day.
  PRECEDING:
    text: PRECEDING
    description: The non-business day will be adjusted to the first preceding day
      that is a business day.
  MODPRECEDING:
    text: MODPRECEDING
    description: The non-business date will be adjusted to the first preceding day
      that is a business day unless that day falls in the previous calendar month,
      in which case that date will be the first following day that us a business day.
  NEAREST:
    text: NEAREST
    description: The non-business date will be adjusted to the nearest day that is
      a business day - i.e. if the non-business day falls on any day other than a
      Sunday or a Monday, it will be the first preceding day that is a business day,
      and will be the first following business day if it falls on a Sunday or a Monday.
  NONE:
    text: NONE
    description: The date will not be adjusted if it falls on a day that is not a
      business day.
  NotApplicable:
    text: NotApplicable
    description: The date adjustments conventions are defined elsewhere, so it is
      not required to specify them here.