fpml:expirationDates

The Expiration Date(s) of an American-style option.

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:CommodityPhysicalAmericanExercise (Element fpml:americanExercise)

Sample instance

<expirationDates>
   <periodicDates>
      <calculationStartDate>
         <relativeDate>
            <periodMultiplier>-5</periodMultiplier>
            <period>D</period>
            <dayType>CurrencyBusiness</dayType>
            <businessDayConvention>NONE</businessDayConvention>
            <dateRelativeTo href="physicalEffectiveDate"/>
         </relativeDate>
      </calculationStartDate>
      <calculationEndDate>
         <relativeDate>
            <periodMultiplier>-5</periodMultiplier>
            <period>D</period>
            <dayType>CurrencyBusiness</dayType>
            <businessDayConvention>NONE</businessDayConvention>
            <dateRelativeTo href="physicalTerminationDate"/>
         </relativeDate>
      </calculationEndDate>
      <calculationPeriodFrequency>
         <periodMultiplier>1</periodMultiplier>
         <period>M</period>
         <rollConvention>NONE</rollConvention>
      </calculationPeriodFrequency>
      <calculationPeriodDatesAdjustments>
         <businessDayConvention>MODFOLLOWING</businessDayConvention>
      </calculationPeriodDatesAdjustments>
   </periodicDates>
</expirationDates>