| periodMultiplier | xsd:integer | A time period multiplier, e.g. 1, 2 or 3 etc. A negative value can be used when specifying
an offset relative to another date, e.g. -2 days.
| Period multiplier. | | 1-1,
mre,
mfr | |
| period | PeriodEnum | A time period, e.g. a day, week, month or year of the stream. If the periodMultiplier
value is 0 (zero) then period must contain the value D (day).
| Period type. | | 1-1,
mre,
mfr | |
| @id | xsd:ID | | | | 1-1,
ncf | |
| dayType | DayTypeEnum | In the case of an offset specified as a number of days, this element defines whether
consideration is given as to whether a day is a good business day or not. If a day
type of business days is specified then non-business days are ignored when calculating
the offset. The financial business centers to use for determination of business days
are implied by the context in which this element is used. This element must only be
included when the offset is specified as a number of days. If the offset is zero days
then the dayType element should not be included.
| Day type. | | 0-1,
mfr | |
| businessDayConvention | BusinessDayConventionEnum | The convention for adjusting a date if it would otherwise fall on a day that is not
a business day.
| Business day convention. | | 0-1,
mre,
mfr | |
| Choice begin |
| Branch1 |
| businessCentersReference | BusinessCentersReference | A pointer style reference to a set of financial business centers defined elsewhere
in the document. This set of business centers is used to determine whether a particular
day is a business day or not.
| Business centers reference. | | 1-1,
ncf | This is not used in messages to the repository. |
| Branch2 |
| businessCenters | BusinessCenters | Financial business centers. | Business centers. | | 1-1,
mre | |
| Choice end |
| Choice begin |
| Branch1 |
| dateRelativeToPaymentDates | DateRelativeToPaymentDates | The payment date references on which settlements in non-deliverable currency are due
and will then have to be converted according to the terms specified through the other
parts of the nonDeliverableSettlement structure.
| Dates relative to payment dates. | | 1-1,
mre,
mfr | |
| Branch2 |
| dateRelativeToCalculationPeriodDates | DateRelativeToCalculationPeriodDates | The calculation period references on which settlements in non-deliverable currency
are due and will then have to be converted according to the terms specified through
the other parts of the nonDeliverableSettlement structure. Implemented for Brazilian-CDI
swaps where it will refer to the termination date of the appropriate leg.
| Dates relative to calculation period dates. | | 1-1,
mre,
mfr | |
| Choice end |