fpml:periodsSchedule
The Delivery Periods for this leg of the swap. This type is only intended to be used if the Delivery Periods differ from the Calculation Periods on the fixed or floating leg. If DeliveryPeriods mirror another leg, then the calculationPeriodsReference element should be used to point to the Calculation Periods on that leg - or the calculationPeriodsScheduleReference can be used to point to the Calculation Periods Schedule for that leg.
Element information
Namespace: http://www.fpml.org/FpML-5/confirmation
Schema document: fpml-com-5-5.xsd
Type: fpml:CommodityCalculationPeriodsSchedule
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:balanceOfFirstPeriod [1..1] If true, indicates that that the first Calculation Period should run from the Effective Date to the end of the calendar period in which the Effective Date falls, e.g. Jan 15 - Jan 31 if the calculation periods are one month long and Effective Date is Jan 15. If false, the first Calculation Period should run from the Effective Date for one whole period, e.g. Jan 15 to Feb 14 if the calculation periods are one month long and Effective Date is Jan 15.
from type fpml:Frequency
Attributes
Name | Occ | Type | Description | Notes |
---|---|---|---|---|
id | [0..1] | xsd:ID | from type fpml:Frequency |
Used in
- Type fpml:ElectricityDeliveryPeriods via extension of fpml:CommodityDeliveryPeriods
- Type fpml:GasDeliveryPeriods via extension of fpml:CommodityDeliveryPeriods (Element fpml:deliveryPeriods)
- Type fpml:CommodityDeliveryPeriods (Elements fpml:deliveryPeriods, fpml:deliveryPeriods, fpml:deliveryPeriods)
Sample instance
<periodsSchedule id="deliveryPeriods"> <periodMultiplier>1</periodMultiplier> <period>T</period> <balanceOfFirstPeriod>false</balanceOfFirstPeriod> </periodsSchedule>