| calculationPeriodDatesReference | InterestLegCalculationPeriodDatesReference | A pointer style reference to the associated calculation period dates component defined
elsewhere in the document.
| Calculation period dates. | | 0-1,
ncf | At the first stage the repository doesn't use references to periods and dates. |
| Choice begin |
| Branch1 |
| resetRelativeTo | ResetRelativeToEnum | Specifies whether the reset dates are determined with respect to each adjusted calculation
period start date or adjusted calculation period end date. If the reset frequency
is specified as daily this element must not be included.
| Reset dates. | | 1-1,
ncf | |
| Branch2 |
| resetFrequency | ResetFrequency | The frequency at which reset dates occur. In the case of a weekly reset frequency,
also specifies the day of the week that the reset occurs. If the reset frequency is
greater than the calculation period frequency then this implies that more than one
reset date is established for each calculation period and some form of rate averaging
is applicable.
| Reset dates frequency. | | 1-1,
mre | |
| Choice end |
| initialFixingDate | RelativeDateOffset | Initial fixing date expressed as an offset to another date defined elsewhere in the
document.
| Initial fixing date. | | 0-1,
ncf | |
| fixingDates | AdjustableDatesOrRelativeDateOffset | Specifies the fixing date relative to the reset date in terms of a business days offset,
or by providing a series of adjustable dates.
| Fixing dates. | | 0-1,
ncf | |