fpml:calculationPeriodFrequency
The frequency at which calculation period end dates occur with the regular part of the calculation period schedule and their roll date convention.
Element information
Namespace: http://www.fpml.org/FpML-5/confirmation
Schema document: fpml-fx-5-5.xsd
Type: fpml:CalculationPeriodFrequency
Properties: Local, Qualified
Content
- Sequence [1..1]
- fpml:periodMultiplier [1..1] A time period multiplier, e.g. 1, 2 or 3 etc. If the period value is T (Term) then periodMultiplier must contain the value 1.
- fpml:period [1..1] A time period, e.g. a day, week, month, year or term of the stream.
- fpml:rollConvention [1..1] Used in conjunction with a frequency and the regular period start date of a calculation period, determines each calculation period end date within the regular part of a calculation period schedule.
from type fpml:Frequency
Attributes
| Name | Occ | Type | Description | Notes |
|---|---|---|---|---|
| id | [0..1] | xsd:ID | from type fpml:Frequency |
Used in
- Type fpml:CalculationPeriodDates (Element fpml:calculationPeriodDates)
- Type fpml:FxAverageRateObservationSchedule (Element fpml:observationSchedule)
- Type fpml:PeriodicDates (Element fpml:periodicDates)
Sample instance
<calculationPeriodFrequency> <periodMultiplier>6</periodMultiplier> <period>M</period> <rollConvention>14</rollConvention> </calculationPeriodFrequency>