simpleType "BusinessDayConventionEnum"

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

  businessDayConvention (defined in BusinessDateRange complexType),
  businessDayConvention (defined in BusinessDayAdjustments complexType),
  businessDayConvention (in dateOffset)

Known Usage Locations

- As direct type of elements (3):
  businessDayConvention (defined in BusinessDateRange complexType),
  businessDayConvention (defined in BusinessDayAdjustments complexType),
  businessDayConvention (in dateOffset)

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.