fpml:periodicDates

Element information

Namespace: http://www.fpml.org/FpML-5/confirmation

Schema document: fpml-shared-5-5.xsd

Type: fpml:PeriodicDates

Properties: Local, Qualified

Content

Sequence [1..1]
1. fpml:calculationStartDate [1..1]
2. fpml:calculationEndDate [0..1]
3. fpml:calculationPeriodFrequency [1..1] The frequency at which calculation period end dates occur with the regular part of the calculation period schedule and their roll date convention.
4. fpml:calculationPeriodDatesAdjustments [1..1] 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.

Attributes

None

Used in

Type fpml:AdjustableRelativeOrPeriodicDates2 (Elements fpml:expirationDates, fpml:compoundingDates, fpml:interestLegPaymentDates)
Type fpml:AdjustableRelativeOrPeriodicDates (Elements fpml:calculationDates, fpml:valuationDates, fpml:dividendValuationDates, fpml:calculationDates)

Sample instance

<periodicDates>
   <calculationStartDate>
      <adjustableDate>
         <unadjustedDate>2008-06-04</unadjustedDate>
         <dateAdjustments>
            <businessDayConvention>MODFOLLOWING</businessDayConvention>
            <businessCenters>
               <businessCenter>EUTA</businessCenter>
            </businessCenters>
         </dateAdjustments>
      </adjustableDate>
   </calculationStartDate>
   <calculationPeriodFrequency>
      <periodMultiplier>1</periodMultiplier>
      <period>M</period>
      <rollConvention>4</rollConvention>
   </calculationPeriodFrequency>
   <calculationPeriodDatesAdjustments>
      <businessDayConvention>MODFOLLOWING</businessDayConvention>
      <businessCenters>
         <businessCenter>EUTA</businessCenter>
      </businessCenters>
   </calculationPeriodDatesAdjustments>
</periodicDates>