FINXIS.

WeeklyRollConventionEnum

Enum CDM 7.2.0

The enumerated values to specify the weekly roll day.

Values 1
Namespace cdm.product.common.schedule

Values

1 permitted values.

ValueDescription
TBILL 13-week and 26-week U.S. Treasury Bill Auction Dates. Each Monday except for U.S. (New York) holidays when it will occur on a Tuesday

Referenced by

1 type holds a WeeklyRollConventionEnum 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
MapWeeklyRollConventionEnum returns —

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