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FpML Discussion

This topic has 1 reply, 2 voices, and was last updated 13 years, 10 months ago by mgratacos.

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January 6, 2011 at 9:33 am #1865

etaim
Spectator

Hi, in the definition of ‘frequency equivalence’ it states that: [quote]Between any pair of frequencies, the following is the complete list of equivalences where the period multipliers differ: * 12M=1Y * 7D=1W[/quote] What happens if the frequency periods are M and W? For example, I have the following two frequencies: frequency 1: 1 Week frequency 2: 6 Months Is the second frequency a multiple of the first Thanks, Etai

January 17, 2011 at 6:43 am #1869

mgratacos
Keymaster

Hi Etai, I don’t think the frequency information provided by FpML is enough to say that 1 Week is multiple of 6 Months. I think it would depend on the calendar data or system’s implementation of the frequencies to calculate that. Regards, Marc
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