Slot: rollConvention
The roll convention specifies the period term as part of a periodic schedule, i.e. the calculation period end date within the regular part of the calculation period. The value could be a rule, e.g. IMM Settlement Dates, which is the 3rd Wednesday of the month, or it could be a specific day of the month, such as the first day of the applicable month. It is used in conjunction with a frequency and the regular period start date of a calculation period.
URI: common_domain_model:rollConvention
Applicable Classes
| Name |
Description |
Modifies Slot |
| CalculationPeriodFrequency |
A class to specify the frequency at which calculation period end dates occur ... |
no |
Properties
Type and Range
Cardinality and Requirements
| Property |
Value |
| Required |
Yes |
Schema Source
Mappings
| Mapping Type |
Mapped Value |
| self |
common_domain_model:rollConvention |
| native |
common_domain_model:rollConvention |
| close |
fpml_5_10:CalculationPeriodFrequency.rollConvention |
LinkML Source
name: rollConvention
description: The roll convention specifies the period term as part of a periodic schedule,
i.e. the calculation period end date within the regular part of the calculation
period. The value could be a rule, e.g. IMM Settlement Dates, which is the 3rd Wednesday
of the month, or it could be a specific day of the month, such as the first day
of the applicable month. It is used in conjunction with a frequency and the regular
period start date of a calculation period.
from_schema: https://w3id.org/lmodel/common-domain-model
close_mappings:
- fpml_5_10:CalculationPeriodFrequency.rollConvention
rank: 1000
domain_of:
- CalculationPeriodFrequency
range: RollConventionEnum
required: true