element <deliveryDateExpirationConvention> (local)
complex, 1 attribute, 3 elements
Content Model Diagram
XML Representation Summary
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 (6):
commodity (defined in CommodityBasketUnderlyingBase complexType),
commodity (defined in CommodityUnderlyerChoice.model group),
commodity (in commodityDigitalOption),
commodity (in commodityOption),
commodity (in floatingLeg)
The 'deliveryDateExpirationConvention' specifies, for a Commodity Transaction that references a listed future via the 'deliveryDates' element, the day on which the specified future will expire ahead of the actual expiration of the referenced future. For example: Z21 Contract expires on 19Nov21, with an adjust of 2D the "expire" will be 16Nov21. DeliveryDateRollConvention takes precedence. Example: Pricing on the Z21 Contract with NearbyContractDay and a deliveryDateRoll of 10D, Sampling of the F22 Contract will occur on 8Nov21 through the last Date of the Z21 Contract. With an ExpConvention of 5D, the last sampling date on the F22 contract will be 12Nov21.
XML Source (w/o annotations (1); see within schema source)
<xsd:element minOccurs="0" name="deliveryDateExpirationConvention" type="Offset"/>

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.