simpleType "ObservationPeriodDatesEnum"
Namespace:
http://www.fpml.org/FpML-5/confirmation
Defined:
globally in fpml-enum-5-13.xsd; see XML source
Used:
at 1 location
Simple Content Model
enumeration of xsd:token
Simple Content Restrictions:
Enumeration:
"SetInAdvance"
 - 
Calculations will occur relative to the first day of each calculation period, following the "set in advance" conventions outlined in the ISDA definitions. This means that the observation period will be relative to the prior or deemed prior calculation period.
See:  http://www.FpML.org
"Standard"
 - 
Calculations will occur using the standard observation conventions, i.e. relative to the current calculation period.
See:  http://www.FpML.org
"FixingDate"
 - 
Observations will be based on a fixing date offset specified in the FpML "resetDates" structure, so the observation period will end on a date shifted relative to that date. This option is available for fallback rate calculations and for RFR-based trades that mirror or mimic term-rate based trades.
See:  http://www.FpML.org
All Direct / Indirect Based Elements (1):
observationPeriodDates
Known Usage Locations
Annotation
The specification of whether calculated rates are set relative to the beginning or end of a calculation period, or another date.
Type Definition Detail
Type Derivation Tree
xsd:token (restriction)
  ObservationPeriodDatesEnum
Derivation:
restriction of xsd:token
Facets:
enumeration:
"SetInAdvance"
 - 
Calculations will occur relative to the first day of each calculation period, following the "set in advance" conventions outlined in the ISDA definitions. This means that the observation period will be relative to the prior or deemed prior calculation period.
See:  http://www.FpML.org
"Standard"
 - 
Calculations will occur using the standard observation conventions, i.e. relative to the current calculation period.
See:  http://www.FpML.org
"FixingDate"
 - 
Observations will be based on a fixing date offset specified in the FpML "resetDates" structure, so the observation period will end on a date shifted relative to that date. This option is available for fallback rate calculations and for RFR-based trades that mirror or mimic term-rate based trades.
See:  http://www.FpML.org
XML Source (w/o annotations (4); see within schema source)
<xsd:simpleType name="ObservationPeriodDatesEnum">
<xsd:restriction base="xsd:token">
<xsd:enumeration value="SetInAdvance"/>
<xsd:enumeration value="Standard"/>
<xsd:enumeration value="FixingDate"/>
</xsd:restriction>
</xsd:simpleType>
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.