fpml:calculationDates

The Calculation Period dates for this leg of the trade where the Calculation Periods are all one day long, typically a physically-settled emissions or metals trade. Only dates explicitly included determine the Calculation Periods and there is a Calculation Period for each date specified.

Element information

Content

• Sequence [1..1]
  1. fpml:unadjustedDate [1..*]    A date subject to adjustment.
  2. fpml:dateAdjustments [1..1]    The business day convention and financial business centers used for adjusting the date if it would otherwise fall on a day that is not a business dat in the specified business centers.
  3. fpml:adjustedDate [0..*]    The date once the adjustment has been performed. (Note that this date may change if the business center holidays change).

Attributes

Used in

• Group fpml:CommodityCalculationPeriods.model
• Type fpml:AveragePriceLeg via reference to fpml:CommodityCalculationPeriods.model (Element fpml:averagePriceLeg)
• Type fpml:FixedPriceLeg via reference to fpml:CommodityCalculationPeriods.model (Element fpml:fixedLeg)
• Type fpml:FloatingPriceLeg via reference to fpml:CommodityCalculationPeriods.model (Element fpml:floatingLeg)

Sample instance

<calculationDates>
   <unadjustedDate>2012-12-31</unadjustedDate>
   <dateAdjustments>
      <businessDayConvention>NONE</businessDayConvention>
   </dateAdjustments>
</calculationDates>