element <deliveryDateRollConvention> (local)

Namespace: | http://www.fpml.org/FpML-5/reporting
Type: | Offset
Content: | complex, 1 attribute, 3 elements
Defined: | locally witnin CommodityProduct.model group in fpml-asset-5-5.xsd; see XML source

Content Model Diagram

XML Representation Summary
<deliveryDateRollConvention
id | = | xsd:ID
| >
Content: | periodMultiplier?, period?, dayType?
</deliveryDateRollConvention>

Content model elements (3):

  dayType (defined in Offset complexType), period (defined in Period complexType), | periodMultiplier (defined in Period complexType)

Included in content model of elements (3):

  commodity, commodity (in commodityOption), | commodity (in floatingLeg)

Annotation
The 'deliveryDateRollConvention' specifies, for a Commodity Transaction that references a listed future via the 'deliveryDates' element, the day on which the specified future will roll to the next nearby month prior to the expiration of the referenced future. If the future will not roll at all - i.e. the price will be taken from the expiring contract, 0 should be specified here. If the future will roll to the next nearby on the last trading day - i.e. the price will be taken from the next nearby on the last trading day, then 1 should be specified and so on.
XML Source (w/o annotations (1); see within schema source)

<xsd:element minOccurs="0" name="deliveryDateRollConvention" type="Offset"/>

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.