AveragingPeriod
Type CDM 7.2.0Period over which an average value is taken.
Extends —
Extended by —
Attributes 4
Namespace cdm.product.common.schedule
Attributes
All 4 declared on AveragingPeriod. Cardinality in amber is required.
| Name | Type | Card. | Description |
|---|---|---|---|
| schedule | AveragingSchedule | 0..* | A schedule for generating averaging observation dates. |
| averagingDateTimes | DateTimeList | 0..1 | An unweighted list of averaging observation date and times. |
| averagingObservations | AveragingObservationList | 0..1 | A weighted list of averaging observation date and times. |
| marketDisruption | MarketDisruptionEnum | 0..1 | The market disruption event as defined by ISDA 2002 Definitions. |
Conditions
Validation rules the model enforces on this type, in Rune. An instance that breaks one of these is invalid CDM, whatever produced it.
AveragingPeriodChoice Condition
Choice rule to represent an FpML choice construct between unweighted and weighted averaging date and times.
optional choice averagingDateTimes, averagingObservationsReferenced by
1 type holds an AveragingPeriod as an attribute.
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