Modify security deals to have Business day convention fields and logic at deals level instead of defaulting from instrument level Merged

MOD REQUEST:

• Add Business day convention fields (Calculation date and Payment Date) for securities to the Other detail tab on deals similar to Days convention instead of default at instrument level, so the derived default from instrument can be changed at deal level.

Benefit : Reduce creation of hundreds of instrument manually or via EWF logic to a few.

The same instrument can be used for securities with different business day convention and the value overwritten at deal level and you do not need to create an instrument for each security with different business day convention, reducing manual work/ simplifying EWF logic used to create multiple instruments. The automatic trade interface logic from MarketAxess and Bloomberg to Quantum can also be simplified while deriving the instrument.

Example : WITH Mod : 1 instrument for a FIXED BOND.

Without Mod : Separate instruments for every permutation and combination of 4 calculation date and 4 payment date options.