FinalCalculationPeriodDateAdjustment

A type to define business date convention adjustment to final payment period per leg.

Field	Type	Description	Print form title	FFSM title	Properties	Conditions
relevantUnderlyingDateReference	RelevantUnderlyingDateReference	Reference to the unadjusted cancellation effective dates.	Relevant underlying date.		0-1, mre, mfr
swapStreamReference	InterestRateStreamReference	Reference to the leg, where date adjustments may apply.	Swap stream.		1-1, mre, mfr
businessDayConvention	BusinessDayConventionEnum	Override business date convention. This takes precedence over leg level information.	Business day convention.		0-1, mre, mfr

Collapse All | Expand All

FinalCalculationPeriodDateAdjustment

relevantUnderlyingDateReference(RelevantUnderlyingDateReference)

	Reference to the unadjusted cancellation effective dates.

swapStreamReference(InterestRateStreamReference)

	Reference to the leg, where date adjustments may apply.

businessDayConvention(BusinessDayConventionEnum)

	Override business date convention. This takes precedence over leg level information.
	FOLLOWING;FRN;MODFOLLOWING;PRECEDING;MODPRECEDING;NEAREST;NONE;NotApplicable;