group "ParametricSchedule.model"
Namespace:
http://www.fpml.org/FpML-5/recordkeeping
Content:
8 elements
Defined:
globally in fpml-fx-complex-5-8.xsd; see XML source
Includes:
definitions of 6 elements
Used:
at 3 locations
Content Model Diagram
Complex Content Model
((startDate, endDate?) | endDate), ((observationFrequency, dateAdjustments?) | (dayType, (businessCentersReference | businessCenters)?))
Content Model Elements (8):
businessCenters (defined in BusinessCentersOrReference.model group),
businessCentersReference,
dateAdjustments (defined in ParametricSchedule.model group),
dayType (defined in ParametricSchedule.model group),
endDate (defined in ParametricSchedule.model group),
endDate (defined in ParametricSchedule.model group),
observationFrequency,
startDate (defined in ParametricSchedule.model group)
Known Usage Locations
Annotation
The schedule defined by the set of parameters to be able to calculate the schedule of adjusted date. The combination of the [start/endDate + dayType + businessCenters] will be used only to represent a daily schedule and the combination of [start/endDate + observationFrequency + dateAdjustments] for parametric representation of the schedules other than daily schedule.
XML Source (w/o annotations (6); see within schema source)
<xsd:group name="ParametricSchedule.model">
<xsd:sequence>
<!--2015-02-19:TBD: this is sync with Vol/Var and also allow to specify just end date, e.g. in the monthly schedule -->
<xsd:choice>
<xsd:sequence>
<xsd:element name="startDate" type="xsd:date"/>
<xsd:element minOccurs="0" name="endDate" type="xsd:date"/>
</xsd:sequence>
<xsd:element name="endDate" type="xsd:date"/>
</xsd:choice>
<!--2015-02-19:FpML FX WG agreed to this refactoring-->
<xsd:choice>
<xsd:sequence>
<xsd:element name="observationFrequency" type="ObservationFrequency"/>
<!--2015-02-17: Made dateAdjustments - optional-->
<xsd:element minOccurs="0" name="dateAdjustments" type="BusinessDayAdjustments"/>
</xsd:sequence>
<xsd:sequence>
<!--2015-02-17: Renamed from observationDateType to be in sync with Vol/Var-->
<!--2015-01-06: GFXD: agreed that for the parametric form of fixing schedule, the existing FpML mechanism to specify day type is sufficient.
FpML: DayTypeEnum:
- Business - typical situation
- Calendar - understood implicitly as a Friday carries over for Saturday and Sunday (Friday observation will be used 3 times)-->
<xsd:element name="dayType" type="DayTypeEnum"/>
<xsd:group minOccurs="0" ref="BusinessCentersOrReference.model"/>
</xsd:sequence>
</xsd:choice>
</xsd:sequence>
</xsd:group>
Content Element Detail (all declarations; defined within this component only; 6/8)
dateAdjustments
Type:
BusinessDayAdjustments, complex content
Date adjustments applied to the schedule including the business day convention and the business centers.
XML Source (w/o annotations (1); see within schema source)
<xsd:element minOccurs="0" name="dateAdjustments" type="BusinessDayAdjustments"/>
dayType
Type:
DayTypeEnum, simple content
Simple Content
enumeration of xsd:token
Enumeration:
"Business"
 - 
When calculating the number of days between two dates the count includes only business days.
"Calendar"
 - 
When calculating the number of days between two dates the count includes all calendar days.
"CommodityBusiness"
 - 
When calculating the number of days between two dates the count includes only commodity business days.
"CurrencyBusiness"
 - 
When calculating the number of days between two dates the count includes only currency business days.
"ExchangeBusiness"
 - 
When calculating the number of days between two dates the count includes only stock exchange business days.
"ScheduledTradingDay"
 - 
When calculating the number of days between two dates the count includes only scheduled trading days.
minLength:
1
XML Source (see within schema source)
<xsd:element name="dayType" type="DayTypeEnum"/>
endDate
Type:
xsd:date, predefined, simple content
End of the schedule.
XML Source (w/o annotations (1); see within schema source)
<xsd:element minOccurs="0" name="endDate" type="xsd:date"/>
endDate
Type:
xsd:date, predefined, simple content
End of the schedule.
XML Source (w/o annotations (1); see within schema source)
<xsd:element name="endDate" type="xsd:date"/>
observationFrequency
Type:
ObservationFrequency, complex content
It defines the frequency at which calculation period end dates occur within the period schedule and their roll date convention.
XML Source (w/o annotations (1); see within schema source)
<xsd:element name="observationFrequency" type="ObservationFrequency"/>
startDate
Type:
xsd:date, predefined, simple content
Start of the schedule.
XML Source (w/o annotations (1); see within schema source)
<xsd:element name="startDate" type="xsd:date"/>
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.