Yes, the Nexus has anti-frost mode.
Anti-frost mode tells the radiator to come on when the room temperature drops below 5 °C, preventing pipes from freezing. It will then switch the radiator off again when the temperature raises to more than 7 °C.
This mode cannot be enabled/disabled. As a standalone mode, it can only be replaced by a different mode via the cog symbol. The temperature cannot be adjusted.