XML Schema Documentation

Super-types:	None
Sub-types:	None

Name	FinalCalculationPeriodDateAdjustment
Used by (from the same schema document)	Complex Type CancelableProvision
Abstract	no
Documentation	A type to define business date convention adjustment to final payment period per leg.

XML Instance Representation

<...>

<relevantUnderlyingDateReference> RelevantUnderlyingDateReference </relevantUnderlyingDateReference> [1]

'Reference to the unadjusted cancellation effective dates.'

<swapStreamReference> InterestRateStreamReference </swapStreamReference> [1]

'Reference to the leg, where date adjustments may apply.'

<businessDayConvention> BusinessDayConventionEnum </businessDayConvention> [1]

'Override business date convention. This takes precedence over leg level information.'

</...>

Schema Component Representation

<xsd:complexType name="FinalCalculationPeriodDateAdjustment">

<xsd:sequence>

<xsd:element name="relevantUnderlyingDateReference" type=" RelevantUnderlyingDateReference "/>

<xsd:element name="swapStreamReference" type=" InterestRateStreamReference "/>

<xsd:element name="businessDayConvention" type=" BusinessDayConventionEnum "/>

</xsd:sequence>

</xsd:complexType>

Generated by <oXygen/> XML Editor using a modified version of xs3p that adds schema diagrams and chunking support.