FinalCalculationPeriodDateAdjustment
Type CDM 7.2.0A data to: define business date convention adjustment to final payment period per leg.
Extends —
Extended by —
Attributes 3
Namespace cdm.product.common.schedule
Attributes
All 3 declared on FinalCalculationPeriodDateAdjustment. Cardinality in amber is required.
| Name | Type | Card. | Description |
|---|---|---|---|
| relevantUnderlyingDateReference | AdjustableOrRelativeDates | 1..1 | Reference to the unadjusted cancellation effective dates. |
| swapStreamReference | Payout | 1..1 | Reference to the leg, where date adjustments may apply. |
| businessDayConvention | BusinessDayConventionEnum | 1..1 | Override business date convention. This takes precedence over leg level information. |
Conditions
Validation rules the model enforces on this type, in Rune. An instance that breaks one of these is invalid CDM, whatever produced it.
IsInterestRatePayout Condition
Payout must be an InterestRate payout.
if swapStreamReference exists
then swapStreamReference switch
InterestRatePayout then item exists,
default FalseReferenced by
1 type holds a FinalCalculationPeriodDateAdjustment as an attribute.
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