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Slot: deliveryDateRollConvention

Specifies, for a Commodity Transaction that references a delivery date for a listed future, the day on which the specified future will roll to the next nearby month prior to the expiration of the referenced future. If the future will not roll at all - i.e. the price will be taken from the expiring contract, 0 should be specified here. If the future will roll to the next nearby on the last trading day - i.e. the price will be taken from the next nearby on the last trading day, then 1 should be specified and so on.

URI: common_domain_model:deliveryDateRollConvention

Applicable Classes

Name Description Modifies Slot
RollFeature Used in conjunction with an exchange-based pricing source no

Properties

Type and Range

Property Value
Range Offset
Domain Of RollFeature

Cardinality and Requirements

Property Value

Identifier and Mapping Information

Schema Source

Mappings

Mapping Type Mapped Value
self common_domain_model:deliveryDateRollConvention
native common_domain_model:deliveryDateRollConvention

LinkML Source

name: deliveryDateRollConvention
description: Specifies, for a Commodity Transaction that references a delivery date
  for a listed future, the day on which the specified future will roll to the next
  nearby month prior to the expiration of the referenced future. If the future will
  not roll at all - i.e. the price will be taken from the expiring contract, 0 should
  be specified here. If the future will roll to the next nearby on the last trading
  day - i.e. the price will be taken from the next nearby on the last trading day,
  then 1 should be specified and so on.
from_schema: https://w3id.org/lmodel/common-domain-model
rank: 1000
domain_of:
- RollFeature
range: Offset