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Summary
What is this Swap section used for? The business day convention and business center are already covered in;
calculationPeriodDates/effectiveDate/dateAdjustments/businessDayConvention
calculationPeriodDates/effectiveDate/dateAdjustments/businessCenters
and;
calculationPeriodDates/terminationDate/dateAdjustments/businessDayConvention
calculationPeriodDates/terminationDate/dateAdjustments/businessCenters
Notes:
JasonPolis
01/09/25 8:09 am
Please add an example of and/or XPaths to the Swap section of interest to this ticket.
BrianGibbons
01/09/25 9:20 am
<swap>
<swapStream id=”floatingLeg”>
<payerPartyReference href=”partyA”/>
<receiverPartyReference href=”partyB”/>
<calculationPeriodDates id=”floatingLegCalcPeriodDates”>
<effectiveDate>
<unadjustedDate>2024-12-11</unadjustedDate>
<dateAdjustments>******************************
<businessDayConvention>MODFOLLOWING</businessDayConvention><businessCenters>
<businessCenter>EUTA</businessCenter>
</businessCenters>
</dateAdjustments>******************************
</effectiveDate>
<terminationDate>
<unadjustedDate>2034-12-11</unadjustedDate>
<dateAdjustments>******************************
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter>EUTA</businessCenter>
</businessCenters>
</dateAdjustments>******************************
</terminationDate>
<calculationPeriodDatesAdjustments>******************************
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter>EUTA</businessCenter>
</businessCenters>
</calculationPeriodDatesAdjustments>******************************
JasonPolis
01/09/25 9:41 am
The calculationPeriodDatesAdjustments adjust the “calculation period end dates” of the regular periods. There may be stub periods of different lengths on either side of the regular periods with adjustable effective and termination dates. See also the firstPeriodStartDate and firstRegularPeriodStartDate.