FINXIS.

Lag

Type CDM 7.2.0

The pricing period per calculation period if the pricing days do not wholly fall within the respective calculation period.

Extends —
Extended by —
Attributes 2
Namespace cdm.product.common.schedule

Attributes

All 2 declared on Lag. Cardinality in amber is required.

NameTypeCard.Description
lagDuration Offset 1..1 Defines the offset of the series of pricing dates relative to the calculation period.
firstObservationDateOffset Offset 0..1 Defines the offset of the series of pricing dates relative to the calculation period.

Referenced by

1 type holds a Lag as an attribute.

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Parsed from CDM 7.2.0 · product-common-schedule-type.rosetta cdm.product.common.schedule