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Slot: deliveryDateExpirationConvention

Specifies, for a Commodity Transaction that references a listed future, the day on which the specified future will expire ahead of the actual expiration of the referenced future. For example: Z21 Contract expires on 19Nov21, with an adjust of 2D the ‘expire’ will be 16Nov21. DeliveryDateRollConvention takes precedence. Example: Pricing on the Z21 Contract with NearbyContractDay and a deliveryDateRoll of 10D, Sampling of the F22 Contract will occur on 8Nov21 through the last Date of the Z21 Contract. With an ExpConvention of 5D, the last sampling date on the F22 contract will be 12Nov21.

URI: common_domain_model:deliveryDateExpirationConvention

Name Description Modifies Slot
DeliveryDateParameters Specifies a specific date or the parameters for identifying the relevant cont… no
Property Value
Range Offset
Domain Of DeliveryDateParameters
Property Value
Owner DeliveryDateParameters
Mapping Type Mapped Value
self common_domain_model:deliveryDateExpirationConvention
native common_domain_model:deliveryDateExpirationConvention
name: deliveryDateExpirationConvention
description: 'Specifies, for a Commodity Transaction that references a listed future,
the day on which the specified future will expire ahead of the actual expiration
of the referenced future. For example: Z21 Contract expires on 19Nov21, with an
adjust of 2D the ''expire'' will be 16Nov21. DeliveryDateRollConvention takes precedence.
Example: Pricing on the Z21 Contract with NearbyContractDay and a deliveryDateRoll
of 10D, Sampling of the F22 Contract will occur on 8Nov21 through the last Date
of the Z21 Contract. With an ExpConvention of 5D, the last sampling date on the
F22 contract will be 12Nov21.'
from_schema: https://w3id.org/lmodel/common-domain-model
rank: 1000
owner: DeliveryDateParameters
domain_of:
- DeliveryDateParameters
range: Offset