fpml:paymentDatesInterim

Specifies the interim payment dates of the swap. When defined in relation to a date specified somewhere else in the document (through the relativeDates component), this element will typically refer to the valuation dates and add a lag corresponding to the settlement cycle of the underlyer.

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:ReturnSwapPaymentDates (Element fpml:paymentDates)

Sample instance

<paymentDatesInterim>
   <relativeDates>
      <periodMultiplier>2</periodMultiplier>
      <period>D</period>
      <dayType>CurrencyBusiness</dayType>
      <businessDayConvention>FOLLOWING</businessDayConvention>
      <businessCenters>
         <businessCenter>EUTA</businessCenter>
      </businessCenters>
      <dateRelativeTo href="interimValuationDate"/>
   </relativeDates>
</paymentDatesInterim>