Diagram
| Super-types: | Frequency < CalculationPeriodFrequency (by extension) |
|---|---|
| Sub-types: | None |
| Name | CalculationPeriodFrequency |
|---|---|
| Used by (from the same schema document) | Complex Type PeriodicDates |
| Abstract | no |
| Documentation | A type defining the frequency at which calculation period end dates occur within the regular part of the calculation period schedule and thier roll date convention. In case the calculation frequency is of value T (term), the period is defined by the swap\swapStream\calculationPerioDates\effectiveDate and the swap\swapStream\calculationPerioDates\terminationDate. |
'A time period multiplier, e.g. 1, 2 or 3 etc. A negative value can be used when specifying an offset relative to another date, e.g. -2 days. If the period value is T (Term) then periodMultiplier must contain the value 1.'
'A time period, e.g. a day, week, month, year or term of the stream. If the periodMultiplier value is 0 (zero) then period must contain the value D (day).'
'Used in conjunction with a frequency and the regular period start date of a calculation period, determines each calculation period end date within the regular part of a calculation period schedule.'