element <deliveryDateRollConvention> (local)
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complex, 1 attribute, 3 elements |
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Content Model Diagram
XML Representation Summary |
<deliveryDateRollConvention |
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</deliveryDateRollConvention> |
Content model elements (3):
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Included in content model of elements (3):
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Annotation
Specifies, for a Commodity Transaction that references a listed future via the deliveryDates element, the day on which the specified future will roll to the next nearby month when the referenced future expires. If the future will not roll at all - i.e. the price will be taken from the expiring contract, 0 should be specified here. If the future will roll to the next nearby on the last trading day - i.e. the price will be taken from the next nearby on the last trading day, then 1 should be specified and so on.
XML Source (w/o annotations (1); see within schema source)