fpml:relativeDateSequence

A series of dates specified as some offset to other dates (the anchor dates) which can

Element information

Content

• Sequence [1..1]
  1. fpml:dateRelativeTo [1..1]    Specifies the anchor as an href attribute. The href attribute value is a pointer style reference to the element or component elsewhere in the document where the anchor date is defined.
  2. fpml:dateOffset [1..*]    
  from group fpml:BusinessCentersOrReference.model
  Choice [0..1]
  • fpml:businessCentersReference    A pointer style reference to a set of financial business centers defined elsewhere in the document. This set of business centers is used to determine whether a particular day is a business day or not.
  • fpml:businessCenters    

Attributes

None

Used in

• Type fpml:AdjustableRelativeOrPeriodicDates (Elements fpml:calculationDates, fpml:valuationDates, fpml:dividendValuationDates, fpml:calculationDates)

Sample instance

<relativeDateSequence>
   <dateRelativeTo href="interestLegPaymentDates"/>
   <dateOffset>
      <periodMultiplier>-2</periodMultiplier>
      <period>D</period>
      <businessDayConvention>PRECEDING</businessDayConvention>
   </dateOffset>
</relativeDateSequence>