CalculationPeriodFrequency

A type defining the frequency at which calculation period end dates occur within the regular part of the calculation period schedule and thier roll date convention. In case the calculation frequency is of value T (term), the period is defined by the swap\swapStream\calculationPerioDates\effectiveDate and the swap\swapStream\calculationPerioDates\terminationDate.

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Field	Type	Description	Print form title	FFSM title	Properties	Conditions
periodMultiplier	xsd:positiveInteger	A time period multiplier, e.g. 1, 2 or 3 etc. If the period value is T (Term) then periodMultiplier must contain the value 1.	Period multiplier.		0-1, mre, mfr
period	PeriodExtendedEnum	A time period, e.g. a day, week, month, year or term of the stream.	Period.		0-1, mre, mfr
@id	xsd:ID				1-1, ncf
rollConvention	RollConventionEnum	Used in conjunction with a frequency and the regular period start date of a calculation period, determines each calculation period end date within the regular part of a calculation period schedule.	Roll convention.		0-1, ncf

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CalculationPeriodFrequency

periodMultiplier(positiveInteger)

	A time period multiplier, e.g. 1, 2 or 3 etc. If the period value is T (Term) then periodMultiplier must contain the value 1.

period(PeriodExtendedEnum)

	A time period, e.g. a day, week, month, year or term of the stream.
	T;