Diagram
| Super-types: | Interval < CommodityCalculationPeriodsSchedule (by extension) |
|---|---|
| Sub-types: | None |
| Name | CommodityCalculationPeriodsSchedule |
|---|---|
| Used by (from the same schema document) | Model Group CommodityAsian.model , Model Group CommodityCalculationPeriods.model |
| Abstract | no |
| Documentation | A parametric representation of the Calculation Periods for on Asian option or a leg of a swap. |
'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).'
'If true, indicates that that the first Calculation Period should run from the Effective Date to the end of the calendar period in which the Effective Date falls, e.g. Jan 15 - Jan 31 if the calculation periods are one month long and Effective Date is Jan 15. If false, the first Calculation Period should run from the Effective Date for one whole period, e.g. Jan 15 to Feb 14 if the calculation periods are one month long and Effective Date is Jan 15.'