ResetFrequency
Type CDM 7.2.0A class defining the reset frequency. In the case of a weekly reset, also specifies the day of the week that the reset occurs. If the reset frequency is greater than the calculation period frequency the this implies that more or more reset dates is established for each calculation period and some form of rate averaging is applicable. The specific averaging method of calculation is specified in FloatingRateCalculation. In case the reset frequency is of value T (term), the period is defined by the swap/swapStream/calculationPerioDates/effectiveDate and the swap/swapStream/calculationPerioDates/terminationDate.
Attributes
1 declared on ResetFrequency, 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. If the period value is T (Term) then period multiplier must contain the value 1. | Frequency |
| period | PeriodExtendedEnum | 1..1 | A time period, e.g. a day, week, month, year or term of the stream. | Frequency |
| weeklyRollConvention | WeeklyRollConventionEnum | 0..1 | The day of the week on which a weekly reset date occurs. This element must be included if the reset frequency is defined as weekly and not otherwise. | — |
Conditions
Validation rules the model enforces on this type, in Rune. An instance that breaks one of these is invalid CDM, whatever produced it.
if weeklyRollConvention exists
then period = PeriodExtendedEnum -> WReferenced by
1 type holds a ResetFrequency as an attribute.
Functions
Model functions that produce or consume this type. These are the CDM's own behaviour — the logic a correct implementation has to match.
| Function | Role | Description |
|---|---|---|
| MapResetFrequency | returns | — |
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