Specifies the frequency with which a price shall be observed.
commodityFrequencyTypeScheme
1-0
http://www.fpml.org/coding-scheme/commodity-frequency-type
http://www.fpml.org/coding-scheme/commodity-frequency-type-1-0
http://www.fpml.org/coding-scheme/commodity-frequency-type-1-0.xml
Code
63
Source
Description
key
All
FpML
The price will be observed on all days (day type is defined in the message) in the Calculation Period.
First
FpML
The price will be observed only on the first day (day type is defined in the message) in the Calculation Period.
Last
FpML
The price will be observed only on the last day (day type is defined in the message) in the Calculation Period.
Penultimate
FpML
The price will be observed only on the penultimate day (day type is defined in the message) in the Calculation Period.