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by garyjkennedy on 2012/2/11 18:47:04
There is a small typo in the following document
Financial Date Calculations in FpML Validation Working Group Editor: Andrew Jacobs Updated: 2011-01-25
Page 10, the pseudo code for the function PeriodStartDates makes reference to a parameter "startDate" concerning the initial stub, probably it is meant to be "effectiveDate" which is a parameter of the function, whilst "startDate" is not a parameter.
Also the function signature refers to "Date termination Date", it is easier to read if there is no space in the parameter name, so "Date terminationDate".
Gary
Notes:
mkoli
04/24/12 3:49 pm
changes have been implemented and document has been updated
mkoli
04/24/12 3:55 pm
http://fpml.org/documents/technical.html in Financial Date Calculations in FpML.doc