BusinessDayOffset
Type CDM 7.2.0This allows an offset to be specified as, for instance, N business days, with a business centers specified as included.
Extends Period
Extended by FloatingRateIndexFixingOffset
Attributes 5 (3 own)
Namespace cdm.observable.asset.fro
Attributes
3 declared on BusinessDayOffset, 2 inherited. Cardinality in amber is required.
| Name | Type | Card. | Description | From |
|---|---|---|---|---|
| periodMultiplier | int | 1..1 | A time period multiplier, e.g. 1, 2 or 3 etc. A negative value can be used when specifying an offset relative to another date, e.g. -2 days. | Period |
| period | PeriodEnum | 1..1 | A time period, e.g. a day, week, month or year of the stream. If the periodMultiplier value is 0 (zero) then period must contain the value D (day). | Period |
| businessCenters | BusinessCenters | 0..1 | The business centers for the offset. | — |
| fixingOffsetDefinition | string | 0..1 | Legal text that underlies the Fixing Offset. ISDA Fixing Offset Definition. (e.g. One day that is either a Sydney Business Day or a Melbourne Business Day following the Reset Date) | — |
| fixingOffsetReason | string | 0..1 | Fixing Offset Reason | — |
Referenced by
1 type holds a BusinessDayOffset as an attribute.
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