XML Schema Documentation

Simple Type: BusinessDayConventionEnum

[Table of contents]

Super-types:	xsd:token < BusinessDayConventionEnum (by restriction)
Sub-types:	None

Name	BusinessDayConventionEnum
Content	Base XSD Type: token value comes from list: {'FOLLOWING'\|'FRN'\|'MODFOLLOWING'\|'PRECEDING'\|'MODPRECEDING'\|'NEAREST'\|'NONE'\|'NotApplicable'}
Documentation	The convention for adjusting any relevant date if it would otherwise fall on a day that is not a valid business day. Note that FRN is included here as a type of business day convention although it does not strictly fall within ISDA's definition of a Business Day Convention and does not conform to the simple definition given above.

Name

BusinessDayConventionEnum

Content

Base XSD Type: token

value comes from list: {'FOLLOWING'|'FRN'|'MODFOLLOWING'|'PRECEDING'|'MODPRECEDING'|'NEAREST'|'NONE'|'NotApplicable'}

Documentation

The convention for adjusting any relevant date if it would otherwise fall on a day that is not a valid business day. Note that FRN is included here as a type of business day convention although it does not strictly fall within ISDA's definition of a Business Day Convention and does not conform to the simple definition given above.

Diagram

Schema Component Representation

<xsd:simpleType name="BusinessDayConventionEnum">

<xsd:restriction base=" xsd:token ">

<xsd:enumeration value="FOLLOWING"/>

<xsd:enumeration value="FRN"/>

<xsd:enumeration value="MODFOLLOWING"/>

<xsd:enumeration value="PRECEDING"/>

<xsd:enumeration value="MODPRECEDING"/>

<xsd:enumeration value="NEAREST"/>

<xsd:enumeration value="NONE"/>

<xsd:enumeration value="NotApplicable"/>

</xsd:restriction>

</xsd:simpleType>