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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
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
