complexType "FinalCalculationPeriodDateAdjustment"
Namespace:
http://www.fpml.org/FpML-5/recordkeeping
Content:
complex, 3 elements
Defined:
globally in fpml-ird-5-3.xsd; see XML source
Includes:
definitions of 3 elements
Used:
at 1 location
Content Model Diagram
XML Representation Summary
<...>
   
Content: 
 relevantUnderlyingDateReference?, swapStreamReference, businessDayConvention?
</...>
Content Model Elements (3):
businessDayConvention (in finalCalculationPeriodDateAdjustment),
relevantUnderlyingDateReference,
swapStreamReference
All Direct / Indirect Based Elements (1):
finalCalculationPeriodDateAdjustment
Known Usage Locations
Annotation
A type to define business date convention adjustment to final payment period per leg.
XML Source (w/o annotations (4); see within schema source)
<xsd:complexType name="FinalCalculationPeriodDateAdjustment">
<xsd:sequence>
<xsd:element minOccurs="0" name="relevantUnderlyingDateReference" type="RelevantUnderlyingDateReference"/>
<xsd:element name="swapStreamReference" type="InterestRateStreamReference"/>
<xsd:element minOccurs="0" name="businessDayConvention" type="BusinessDayConventionEnum"/>
</xsd:sequence>
</xsd:complexType>
Content Element Detail (all declarations; defined within this component only; 3/3)
businessDayConvention
Type:
BusinessDayConventionEnum, simple content
Override business date convention. This takes precedence over leg level information.
Simple Content
enumeration of xsd:token
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 (1); see within schema source)
<xsd:element minOccurs="0" name="businessDayConvention" type="BusinessDayConventionEnum"/>
relevantUnderlyingDateReference
Type:
RelevantUnderlyingDateReference, empty content
Reference to the unadjusted cancellation effective dates.
XML Source (w/o annotations (1); see within schema source)
<xsd:element minOccurs="0" name="relevantUnderlyingDateReference" type="RelevantUnderlyingDateReference"/>
swapStreamReference
Type:
InterestRateStreamReference, empty content
Reference to the leg, where date adjustments may apply.
XML Source (w/o annotations (1); see within schema source)
<xsd:element name="swapStreamReference" type="InterestRateStreamReference"/>
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.