group "PricingDays.model"
Namespace:
http://www.fpml.org/FpML-5/transparency
Content:
4 elements
Defined:
globally in fpml-com-5-7.xsd; see XML source
Includes:
definitions of 4 elements
Used:
at 1 location
Content Model Diagram
Complex Content Model
dayType?, dayDistribution, dayCount?, businessDayConvention?
Content Model Elements (4):
businessDayConvention (defined in PricingDays.model group),
dayCount,
dayDistribution,
dayType
Known Usage Locations
Annotation
The different options for specifying which days are pricing days within a pricing period. Unless a lag element is present, the pricing period will be contained within the calculation period.
XML Source (w/o annotations (5); see within schema source)
<xsd:group name="PricingDays.model">
<xsd:sequence>
<xsd:element minOccurs="0" name="dayType" type="CommodityDayTypeEnum"/>
<!--View Generation: Removed a degenerate choice.-->
<xsd:sequence>
<xsd:element name="dayDistribution" type="CommodityFrequencyType"/>
<xsd:element minOccurs="0" name="dayCount" type="xsd:positiveInteger"/>
</xsd:sequence>
<xsd:element minOccurs="0" name="businessDayConvention" type="BusinessDayConventionEnum"/>
</xsd:sequence>
</xsd:group>
Content Element Detail (all declarations; defined within this component only; 4/4)
businessDayConvention
Type:
BusinessDayConventionEnum, simple content
The convention for adjusting a date if it would otherwise fall on a day that is not a business day.
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"/>
dayCount
Type:
xsd:positiveInteger, predefined, simple content
The number of days over which pricing should take place.
XML Source (w/o annotations (1); see within schema source)
<xsd:element minOccurs="0" name="dayCount" type="xsd:positiveInteger"/>
dayDistribution
Type:
CommodityFrequencyType, simple content
The method by which the pricing days are distributed across the pricing period.
Simple Content
xsd:normalizedString
maxLength:
255
XML Source (w/o annotations (1); see within schema source)
<xsd:element name="dayDistribution" type="CommodityFrequencyType"/>
dayType
Type:
CommodityDayTypeEnum, simple content
The type of day on which pricing occurs.
Simple Content
("Business" | "Calendar" | "CommodityBusiness" | "CurrencyBusiness" | "ExchangeBusiness" | "ScheduledTradingDay") | ("GasFlow" | "NearbyContractDay")
XML Source (w/o annotations (1); see within schema source)
<xsd:element minOccurs="0" name="dayType" type="CommodityDayTypeEnum"/>
XML schema documentation generated with DocFlex/XML 1.9.0 using DocFlex/XML XSDDoc 2.8.0 template set. All content model diagrams generated by Altova XMLSpy via DocFlex/XML XMLSpy Integration.