FINXIS.

StubPeriodTypeEnum

Enum CDM 7.2.0

The enumerated values to specify how to deal with a non standard calculation period within a swap stream.

Values 4
Namespace cdm.product.common.schedule

Values

4 permitted values.

ValueDescription
ShortInitial If there is a non regular period remaining it is left shorter than the streams calculation period frequency and placed at the start of the stream.
ShortFinal If there is a non regular period remaining it is left shorter than the streams calculation period frequency and placed at the end of the stream.
LongInitial If there is a non regular period remaining it is placed at the start of the stream and combined with the adjacent calculation period to give a long first calculation period.
LongFinal If there is a non regular period remaining it is placed at the end of the stream and combined with the adjacent calculation period to give a long last calculation period.

Referenced by

1 type holds a StubPeriodTypeEnum 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.

FunctionRoleDescription
MapStubPeriodTypeEnum returns —

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