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Technical & Implementation Questions

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September 7, 2008 at 12:59 pm #1677

bwalker
Spectator

Is it possible to represent the 3rd Wednedsday of every month? Thanks in advance

September 9, 2008 at 12:01 pm #1683

mgratacos
Keymaster

Hello, Please take a look at the RollConventionEnum (fpml-enum-xx.xsd file). It contains values such as […] ‘IMM’: IMM Settlement Dates. The third Wednesday of the (delivery) month. ‘IMMCAD’: …The second London banking day prior to the third Wednesday of the contract month….. […] Hope this helps. -Marc
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