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Enum: WeeklyRollConventionEnum

The enumerated values to specify the weekly roll day.

URI: common_domain_model:WeeklyRollConventionEnum

Value Meaning Description
MON None Monday
TUE None Tuesday
WED None Wednesday
THU None Thursday
FRI None Friday
SAT None Saturday
SUN None Sunday
TBILL None 13-week and 26-week U
Name Description
weeklyRollConvention The day of the week on which a weekly reset date occurs
property value
rosetta_extends DayOfWeekEnum
name: WeeklyRollConventionEnum
annotations:
rosetta_extends:
tag: rosetta_extends
value: DayOfWeekEnum
description: The enumerated values to specify the weekly roll day.
from_schema: https://w3id.org/lmodel/common-domain-model
rank: 1000
permissible_values:
MON:
text: MON
description: Monday
TUE:
text: TUE
description: Tuesday
WED:
text: WED
description: Wednesday
THU:
text: THU
description: Thursday
FRI:
text: FRI
description: Friday
SAT:
text: SAT
description: Saturday
SUN:
text: SUN
description: Sunday
TBILL:
text: TBILL
description: 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