repo.blue

FINOS-CDM-6.0-d07

repository: Blue Repository

ObservationPeriodDatesEnum

FINOS-CDM-6.0-d07
Blue ID: Cs39MqGCjYp48q5oCZQHoWFDyjbdSmu78dAqyxBCUyzX

The enumerated values to specify whether rate calculations occur relative to the first or last day of a calculation period. Done in uppercase due to a bug in code generation. This enumeration is used to represent the definitions of modular calculated rates as described in the 2021 ISDA Definitions, section 7.

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FINOS-CDM-6.0-d07/ObservationPeriodDatesEnum
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