fpml:tenorPeriod

A tenor expressed as a period type and multiplier (e.g. 1D, 1Y, etc.)

Element information

Content

• Sequence [1..1]
  1. fpml:periodMultiplier [1..1]    A time period multiplier, e.g. 1, 2 or 3 etc. A negative value can be used when specifying an offset relative to another date, e.g. -2 days.
  2. fpml:period [1..1]    A time period, e.g. a day, week, month or year of the stream. If the periodMultiplier value is 0 (zero) then period must contain the value D (day).

Attributes

Used in

• Group fpml:FxTenor.model
• Group fpml:FxCoreDetails.model via reference to fpml:FxTenor.model
• Type fpml:FxDigitalOption (Element fpml:fxDigitalOption)
• Type fpml:FxOption (Element fpml:fxOption)
• Type fpml:FxSingleLeg via reference to fpml:FxCoreDetails.model (Element fpml:fxSingleLeg)
• Type fpml:FxSwapLeg via reference to fpml:FxCoreDetails.model (Elements fpml:nearLeg, fpml:farLeg)

Sample instance

<tenorPeriod>
   <periodMultiplier>6</periodMultiplier>
   <period>M</period>
</tenorPeriod>