FpML Issues Tracker

610: PeriodEnum Term needs fuller documentation

February 29, 2008

closed

Minor

Always

Architecture

Admin

mgratacos

Summary

The Period Enum Term needs fuller documentation.

I suggest AJ had some good description: "Term refers to time period between the effective and termination dates".

The specification of a time period Term.

Notes:

  • mgratacos

    02/29/08 6:52 pm

  • mgratacos

    02/29/08 6:53 pm

    Is it worth adding a statement to the effect that:

    (i) the “T” period always appears in association with periodMultiplier = 1, and
    (ii) the notation is intended for use in contexts where the interval thus qualified (e.g. accrual period, payment period, reset period, …) spans the entire term of the trade …?

    Best regards,
    Harry McAllister

  • matthewdr

    02/29/08 7:29 pm

    “the “T” period always appears in association with periodMultiplier = 1″ – that is useful to know. I believe that is a candidate validation rule.

  • matthewdr

    03/03/08 9:44 pm

    Where is the termination date on a CDS?

  • mgratacos

    03/04/08 11:25 am

    On CDS the termination date is called scheduledTerminationDate

  • mgratacos

    03/04/08 2:19 pm

    This has been committed to the trunk. Pending to commit to 5.0 branch.



    Term. The period commencing on the effective date and ending on the termination date. The “T” period always appears in association with periodMultiplier = 1, and the notation is intended for use in contexts where the interval thus qualified (e.g. accrual period, payment period, reset period, …) spans the entire term of the trade.

  • mgratacos

    03/11/08 12:31 pm

    It has been committed to the 5.0 branch too.

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