simpleType "BusinessDayConventionEnum"

Namespace: | http://www.fpml.org/FpML-5/recordkeeping
Defined: | globally in fpml-enum-5-3.xsd; see XML source
Used: | at 6 locations

Simple Content Model
enumeration of xsd:token

Simple Content Restrictions:

Enumeration: |
"FOLLOWING" | - | The non-business date will be adjusted to the first following day that is a business day See: http://www.FpML.org
"FRN" | - | Per 2000 ISDA Definitions, Section 4.11. FRN Convention; Eurodollar Convention. See: http://www.FpML.org
"MODFOLLOWING" | - | The non-business date will be adjusted to the first following day that is a business day unless that day falls in the next calendar month, in which case that date will be the first preceding day that is a business day. See: http://www.FpML.org
"PRECEDING" | - | The non-business day will be adjusted to the first preceding day that is a business day. See: http://www.FpML.org
"MODPRECEDING" | - | The non-business date will be adjusted to the first preceding day that is a business day unless that day falls in the previous calendar month, in which case that date will be the first following day that us a business day. See: http://www.FpML.org
"NEAREST" | - | The non-business date will be adjusted to the nearest day that is a business day - i.e. if the non-business day falls on any day other than a Sunday or a Monday, it will be the first preceding day that is a business day, and will be the first following business day if it falls on a Sunday or a Monday. See: http://www.FpML.org
"NONE" | - | The date will not be adjusted if it falls on a day that is not a business day. See: http://www.FpML.org
"NotApplicable" | - | The date adjustments conventions are defined elsewhere, so it is not required to specify them here. See: http://www.FpML.org

All Direct / Indirect Based Elements (6):

  businessDayConvention (defined in BusinessDayAdjustments complexType),
  businessDayConvention (defined in DateOffset complexType),
  businessDayConvention (defined in RelativeDateOffset complexType),
  businessDayConvention (in businessDateRange),
  businessDayConvention (in finalCalculationPeriodDateAdjustment),
  businessDayConvention (in fxFixingDate)

Known Usage Locations

- As direct type of elements (6):
  businessDayConvention (defined in BusinessDayAdjustments complexType),
  businessDayConvention (defined in DateOffset complexType),
  businessDayConvention (defined in RelativeDateOffset complexType),
  businessDayConvention (in businessDateRange),
  businessDayConvention (in finalCalculationPeriodDateAdjustment),
  businessDayConvention (in fxFixingDate)

Annotation
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.
See: http://www.FpML.org
Type Definition Detail

Type Derivation Tree xsd:token (restriction) BusinessDayConventionEnum

Derivation: | restriction of xsd:token
Facets: |
enumeration: |
"FOLLOWING" | - | The non-business date will be adjusted to the first following day that is a business day See: http://www.FpML.org
"FRN" | - | Per 2000 ISDA Definitions, Section 4.11. FRN Convention; Eurodollar Convention. See: http://www.FpML.org
"MODFOLLOWING" | - | The non-business date will be adjusted to the first following day that is a business day unless that day falls in the next calendar month, in which case that date will be the first preceding day that is a business day. See: http://www.FpML.org
"PRECEDING" | - | The non-business day will be adjusted to the first preceding day that is a business day. See: http://www.FpML.org
"MODPRECEDING" | - | The non-business date will be adjusted to the first preceding day that is a business day unless that day falls in the previous calendar month, in which case that date will be the first following day that us a business day. See: http://www.FpML.org
"NEAREST" | - | The non-business date will be adjusted to the nearest day that is a business day - i.e. if the non-business day falls on any day other than a Sunday or a Monday, it will be the first preceding day that is a business day, and will be the first following business day if it falls on a Sunday or a Monday. See: http://www.FpML.org
"NONE" | - | The date will not be adjusted if it falls on a day that is not a business day. See: http://www.FpML.org
"NotApplicable" | - | The date adjustments conventions are defined elsewhere, so it is not required to specify them here. See: http://www.FpML.org

XML Source (w/o annotations (9); see within schema source)

<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>

XML schema documentation generated with DocFlex/XML 1.8.6b2 using DocFlex/XML XSDDoc 2.5.1 template set. All content model diagrams generated by Altova XMLSpy via DocFlex/XML XMLSpy Integration.