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adj_cpn_dts_flagadj_cpn_dts_flag (variable)
Coupon day adjustment flag
Declared as: int
Description:
Indicates the adjustment to be made, if any, to coupon dates that fall holidays. If an adjustment is indicated the appropriate coupon date is adjusted forward/backward to the next/previous business day depending upon the direction.
Valid values:
0 = don't adjust any dates
1 = adjust all dates
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