Super-types: | None |
---|---|
Sub-types: | None |
Name | CommodityPricingDates |
---|---|
Used by (from the same schema document) | Complex Type FloatingLegCalculation , Model Group CommodityAsian.model |
Abstract | no |
Documentation | The dates on which prices are observed for the underlyer. |
'A pointer style reference to the Calculation Periods defined on another leg.'
'A pointer style reference to the Calculation Periods Schedule defined on another leg.'
'The pricing period per calculation period if the pricing days do not wholly fall within the respective calculation period.'
'The method by which the pricing days are distributed across the pricing period.'
'The number of days over which pricing should take place.'
'The day(s) of the week on which pricing will take place during the pricing period.'
'The occurrence of the dayOfWeek within the pricing period on which pricing will take place, e.g. the 3rd Friday within each Calculation Period. If omitted, every dayOfWeek will be a pricing day.'
'The business day convention to apply to each pricing date if it would otherwise fall on a day that is not a business day in the specified financial business centers.'
'A list of adjustable dates on which the trade would price. Each date will price for the Calculation Period within which it falls.'