XML Schema Documentation

Simple Type: RollConventionEnum

[Table of contents]

Super-types: xsd:token < RollConventionEnum (by restriction)
Sub-types: None
Name RollConventionEnum
Content
  • Base XSD Type: token
  • value comes from list: {'EOM'|'FRN'|'IMM'|'IMMCAD'|'IMMAUD'|'IMMNZD'|'SFE'|'NONE'|'TBILL'|'1'|'2'|'3'|'4'|'5'|'6'|'7'|'8'|'9'|'10'|'11'|'12'|'13'|'14'|'15'|'16'|'17'|'18'|'19'|'20'|'21'|'22'|'23'|'24'|'25'|'26'|'27'|'28'|'29'|'30'|'MON'|'TUE'|'WED'|'THU'|'FRI'|'SAT'|'SUN'}
Documentation The convention for determining the sequence of calculation period end dates. It is used in conjunction with a specified frequency and the regular period start date of a calculation period, e.g. semi-annual IMM roll dates.
Diagram
Schema Component Representation
<xsd:simpleType name="RollConventionEnum">
<xsd:restriction base=" xsd:token ">
<xsd:enumeration value="EOM"/>
<xsd:enumeration value="FRN"/>
<xsd:enumeration value="IMM"/>
<xsd:enumeration value="IMMCAD"/>
<xsd:enumeration value="IMMAUD"/>
<xsd:enumeration value="IMMNZD"/>
<xsd:enumeration value="SFE"/>
<xsd:enumeration value="NONE"/>
<xsd:enumeration value="TBILL"/>
<xsd:enumeration value="1"/>
<xsd:enumeration value="2"/>
<xsd:enumeration value="3"/>
<xsd:enumeration value="4"/>
<xsd:enumeration value="5"/>
<xsd:enumeration value="6"/>
<xsd:enumeration value="7"/>
<xsd:enumeration value="8"/>
<xsd:enumeration value="9"/>
<xsd:enumeration value="10"/>
<xsd:enumeration value="11"/>
<xsd:enumeration value="12"/>
<xsd:enumeration value="13"/>
<xsd:enumeration value="14"/>
<xsd:enumeration value="15"/>
<xsd:enumeration value="16"/>
<xsd:enumeration value="17"/>
<xsd:enumeration value="18"/>
<xsd:enumeration value="19"/>
<xsd:enumeration value="20"/>
<xsd:enumeration value="21"/>
<xsd:enumeration value="22"/>
<xsd:enumeration value="23"/>
<xsd:enumeration value="24"/>
<xsd:enumeration value="25"/>
<xsd:enumeration value="26"/>
<xsd:enumeration value="27"/>
<xsd:enumeration value="28"/>
<xsd:enumeration value="29"/>
<xsd:enumeration value="30"/>
<xsd:enumeration value="MON"/>
<xsd:enumeration value="TUE"/>
<xsd:enumeration value="WED"/>
<xsd:enumeration value="THU"/>
<xsd:enumeration value="FRI"/>
<xsd:enumeration value="SAT"/>
<xsd:enumeration value="SUN"/>
</xsd:restriction>
</xsd:simpleType>

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