CalculationPeriodDates

A type defining the parameters used to generate the calculation period dates schedule, including the specification of any initial or final stub calculation periods. A calculation perod schedule consists of an optional initial stub calculation period, one or more regular calculation periods and an optional final stub calculation period. In the absence of any initial or final stub calculation periods, the regular part of the calculation period schedule is assumed to be between the effective date and the termination date. No implicit stubs are allowed, i.e. stubs must be explicitly specified using an appropriate combination of firstPeriodStateDate, firstRegularPeriodStartDate and lastRegularPeriodEndDate.

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Field	Type	Description	Print form title	FFSM title	Properties	Conditions
Choice begin
Branch1
effectiveDate	AdjustableDate	The first day of the term of the trade. This day may be subject to adjustment in accordance with a business day convention.	Effective date.	Effective date / Start date.	1-1, mre	Conditionally filled element. This is to be included in case of reporting information about explicit adjustable effective date. In other cases this is not supposed to be used. All underlying elements are included only in specified case.
Branch2
relativeEffectiveDate	AdjustedRelativeDateOffset	Defines the effective date as a relative date.	Relative effective date.	Effective date.	1-1, ncf	Conditionally filled element. This is to be included in case of reporting information about relative effective date. This may refer to the tradeDate element. In other cases this is not supposed to be used. All underlying elements are included only in specified case. (At the first stage the repository doesn't use relative dates).
Choice end
Choice begin
Branch1
terminationDate	AdjustableDate	The last day of the term of the trade. This day may be subject to adjustment in accordance with a business day convention.	Termination date.	Termination date.	1-1, mre	Conditionally filled element. This is to be included in case of reporting information about explicit adjustable termination date. In other cases this is not supposed to be used. All underlying elements are included only in specified case.
Branch2
relativeTerminationDate	RelativeDateOffset	Defines the termination date using the term/maturity of the swap expressed as a tenor (typically in years).	Relative termination date.	Termination date.	1-1, ncf	Conditionally filled element. This is to be included in case of reporting information about relative termination date. This may refer to the tradeDate or effectiveDate elements. In other cases this is not supposed to be used. All underlying elements are included only in specified case. (At the first stage the repository doesn't use relative dates).
Choice end
calculationPeriodDatesAdjustments	BusinessDayAdjustments	The business day convention to apply to each calculation period end date if it would otherwise fall on a day that is not a business day in the specified financial business centers.	Calculation periods dates adjustments.		0-1, ncf
firstPeriodStartDate	AdjustableDate	The start date of the first calculation period if the date falls before the effective date. It must only be specified if it is not equal to the effective date. This date may be subject to adjustment in accordance with a business day convention.	First calculation period start date.		0-1, ncf
firstRegularPeriodStartDate	xsd:date	The start date of the regular part of the calculation period schedule. It must only be specified if there is an initial stub calculation period. This day may be subject to adjustment in accordance with any adjustments specified in calculationPeriodDatesAdjustments.	First regular calculation period start date.		0-1, afr
firstCompoundingPeriodEndDate	xsd:date	The end date of the initial compounding period when compounding is applicable. It must only be specified when the compoundingMethod element is present and not equal to a value of None. This date may be subject to adjustment in accordance with any adjustments specified in calculationPeriodDatesAdjustments.	First compounding period end date.		0-1, afr
lastRegularPeriodEndDate	xsd:date	The end date of the regular part of the calculation period schedule. It must only be specified if there is a final stub calculation period. This day may be subject to adjustment in accordance with any adjustments specified in calculationPeriodDatesAdjustments.	Last regular period end date.		0-1, afr
stubPeriodType	StubPeriodTypeEnum	Method to allocate any irregular period remaining after regular periods have been allocated between the effective and termination date.	Stub period type.		0-1, ncf
calculationPeriodFrequency	CalculationPeriodFrequency	The frequency at which calculation period end dates occur with the regular part of the calculation period schedule and their roll date convention.	Calculation period frequency.		0-1, ncf
@id	xsd:ID				1-1, ncf

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CalculationPeriodDates

A choice of the date specification.

effectiveDate(AdjustableDate)

	Conditionally filled element. This is to be included in case of reporting information about explicit adjustable effective date. In other cases this is not supposed to be used. All underlying elements are included only in specified case.
	The first day of the term of the trade. This day may be subject to adjustment in accordance with a business day convention.
	Effective date / Start date.

unadjustedDate(IdentifiedDate)

	A date subject to adjustment.

A choice of the date specification.

terminationDate(AdjustableDate)

	Conditionally filled element. This is to be included in case of reporting information about explicit adjustable termination date. In other cases this is not supposed to be used. All underlying elements are included only in specified case.
	The last day of the term of the trade. This day may be subject to adjustment in accordance with a business day convention.
	Termination date.

unadjustedDate(IdentifiedDate)

	A date subject to adjustment.

firstRegularPeriodStartDate(date)

The start date of the regular part of the calculation period schedule. It must only be specified if there is an initial stub calculation period. This day may be subject to adjustment in accordance with any adjustments specified in calculationPeriodDatesAdjustments.

firstCompoundingPeriodEndDate(date)

The end date of the initial compounding period when compounding is applicable. It must only be specified when the compoundingMethod element is present and not equal to a value of None. This date may be subject to adjustment in accordance with any adjustments specified in calculationPeriodDatesAdjustments.

lastRegularPeriodEndDate(date)

The end date of the regular part of the calculation period schedule. It must only be specified if there is a final stub calculation period. This day may be subject to adjustment in accordance with any adjustments specified in calculationPeriodDatesAdjustments.