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Enum: RollSourceCalendarEnum

Used in conjunction with an exchange-based pricing source. Identifies a date source calendar from which the pricing dates and thus roll to the next contract will be based off (e.g. pricing is based on the NYMEX WTI First Nearby Futures Contract, if Future is chosen, the pricing will roll to the next futures contract on expiration, if ListedOption is chosen, the pricing will roll to the next futures contract on the Option expiration date which is three business days before the expiration of the NYMEX WTI futures contract.) Omitting this element will result in the default behavior expected with the pricing source described within the commodity element.

URI: common_domain_model:RollSourceCalendarEnum

Permissible Values

Value Meaning Description
ListedOption None
Future None

Slots

Name Description
rollSourceCalendar Used in conjunction with an exchange-based pricing source

Identifier and Mapping Information

Schema Source

LinkML Source

name: RollSourceCalendarEnum
description: Used in conjunction with an exchange-based pricing source. Identifies
  a date source calendar from which the pricing dates and thus roll to the next contract
  will be based off (e.g. pricing is based on the NYMEX WTI First Nearby Futures Contract,
  if Future is chosen, the pricing will roll to the next futures contract on expiration,
  if ListedOption is chosen, the pricing will roll to the next futures contract on
  the Option expiration date which is three business days before the expiration of
  the NYMEX WTI futures contract.) Omitting this element will result in the default
  behavior expected with the pricing source described within the commodity element.
from_schema: https://w3id.org/lmodel/common-domain-model
rank: 1000
permissible_values:
  ListedOption:
    text: ListedOption
  Future:
    text: Future