repo.blue

FINOS-CDM-6.0-d07

repository: Blue Repository

RollConventionEnum

FINOS-CDM-6.0-d07
Blue ID: 4pQ8yTZ44vt4K44drtF27dvBAbUsvD2Kq8mUEpR3fsNC

The enumerated values to specify the period term as part of a periodic schedule, i.e. the calculation period end date within the regular part of the calculation period. The value could be a rule, e.g. IMM Settlement Dates, which is the 3rd Wednesday of the month, or it could be a specific day of the month, such as the first day of the applicable month.

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Type Alias
FINOS-CDM-6.0-d07/RollConventionEnum
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Type Definition
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Type References
  • DLRQwz7MQeCrzjy9bohPNwtCxKEBbKaMK65KBrwjfG6K:Text
  • 5WNMiV9Knz63B4dVY5JtMyh3FB4FSGqv7ceScvuapdE1:Integer