CommodityCalculationPeriodsSchedule

A parametric representation of the Calculation Periods for on Asian option or a leg of a swap. In case the calculation frequency is of value T (term), the period is defined by the commoditySwap\effectiveDate and the commoditySwap\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
balanceOfFirstPeriod	xsd:boolean	If true, indicates that the first Calculation Period should run from the Effective Date to the end of the calendar period in which the Effective Date falls, e.g. Jan 15 - Jan 31 if the calculation periods are one month long and Effective Date is Jan 15. If false, the first Calculation Period should run from the Effective Date for one whole period, e.g. Jan 15 to Feb 14 if the calculation periods are one month long and Effective Date is Jan 15.	Balance of first period.		0-1, ncf

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CommodityCalculationPeriodsSchedule

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;