element <deliveryDateRollConvention> (local)

Namespace:	http://www.fpml.org/FpML-5/confirmation
Type:	Offset
Content:	complex, 1 attribute, 3 elements
Defined:	locally within CommodityProduct.model group in fpml-asset-5-13.xsd; see XML source

Component Diagram

XML Representation Summary

<deliveryDateRollConvention

xsd:ID

Content:

periodMultiplier, period, dayType?

</deliveryDateRollConvention>

Content model elements (3):

dayType (defined in Offset complexType),

period (defined in Period complexType),

periodMultiplier (defined in Period complexType)

Included in content model of elements (6):

commodity,

commodity (defined in CommodityBasketUnderlyingBase complexType),

commodity (defined in CommodityUnderlyerChoice.model group),

commodity (in commodityDigitalOption),

commodity (in commodityOption),

commodity (in floatingLeg)

Annotation

The 'deliveryDateRollConvention' specifies, for a Commodity Transaction that references a listed future via the 'deliveryDates' element, the day on which the specified future will roll to the next nearby month prior to the expiration of the referenced future. If the future will not roll at all - i.e. the price will be taken from the expiring contract, 0 should be specified here. If the future will roll to the next nearby on the last trading day - i.e. the price will be taken from the next nearby on the last trading day, then 1 should be specified and so on.

XML Source (w/o annotations (1); see within schema source)

<xsd:element minOccurs="0" name="deliveryDateRollConvention" type="Offset"/>

XML schema documentation generated with FlexDoc/XML 1.12.2 using FlexDoc/XML XSDDoc 2.9.1 template set. All XSD diagrams generated by FlexDoc/XML DiagramKit.