fpml:calculationPeriodDatesAdjustments
The business day convention to apply to each calculation period end date if it would otherwise fall on a day that is not a business day in the specified financial business centers.
Element information
Namespace: http://www.fpml.org/FpML-5/confirmation
Schema document: fpml-ird-5-5.xsd
Type: fpml:BusinessDayAdjustments
Properties: Local, Qualified
Content
- Sequence [1..1]
- fpml:businessDayConvention [1..1] The convention for adjusting a date if it would otherwise fall on a day that is not a business day.
- Choice [0..1]
- fpml:businessCentersReference A pointer style reference to a set of financial business centers defined elsewhere in the document. This set of business centers is used to determine whether a particular day is a business day or not.
- fpml:businessCenters
from group fpml:BusinessCentersOrReference.model
Attributes
| Name | Occ | Type | Description | Notes |
|---|---|---|---|---|
| id | [0..1] | xsd:ID |
Used in
- Type fpml:CalculationPeriodDates (Element fpml:calculationPeriodDates)
- Type fpml:PeriodicDates (Element fpml:periodicDates)
Sample instance
<calculationPeriodDatesAdjustments> <businessDayConvention>MODFOLLOWING</businessDayConvention> <businessCentersReference href="primaryBusinessCenters"/> </calculationPeriodDatesAdjustments>