fpml:bermudaExerciseDates

The dates the define the Bermuda option exercise dates and the expiration date. The last specified date is assumed to be the expiration date. The dates can either be specified as a series of explicit dates and associated adjustments or as a series of dates defined relative to another schedule of dates, for example, the calculation period start dates. Where a relative series of dates are defined the first and last possible exercise dates can be separately specified.

Element information

Content

• Choice [1..1]
  • fpml:adjustableDates    A series of dates that shall be subject to adjustment if they would otherwise fall on a day that is not a business day in the specified business centers, together with the convention for adjusting the date.
  • fpml:relativeDates    A series of dates specified as some offset to another series of dates (the anchor dates).

Attributes

Used in

• Type fpml:BermudaExercise (Element fpml:bermudaExercise)

Sample instance

<bermudaExerciseDates>
   <date>2002-04-21</date>
   <date>2002-05-21</date>
   <date>2002-06-21</date>
</bermudaExerciseDates>