| FOLLOWING | The non-business date will be adjusted to the first following day that is a business
day
|
| FRN | Per 2000 ISDA Definitions, Section 4.11. FRN Convention; Eurodollar Convention. |
| MODFOLLOWING | 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 | The non-business day will be adjusted to the first preceding day that is a business
day.
|
| MODPRECEDING | 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 | 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 | The date will not be adjusted if it falls on a day that is not a business day. |
| NotApplicable | The date adjustments conventions are defined elsewhere, so it is not required to specify
them here.
|