ResetFrequency
A type defining the reset frequency. In the case of a weekly reset, also specifies
the day of the week that the reset occurs. If the reset frequency is greater than
the calculation period frequency the this implies that more or more reset dates is
established for each calculation period and some form of rate averaginhg is applicable.
The specific averaging method of calculation is specified in FloatingRateCalculation.
In case the reset frequency is of value T (term), the period is defined by the swap\swapStream\calculationPerioDates\effectiveDate
and the swap\swapStream\calculationPerioDates\terminationDate.
| 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 | |
| weeklyRollConvention | WeeklyRollConventionEnum | The day of the week on which a weekly reset date occurs. This element must be included
if the reset frequency is defined as weekly and not otherwise.
| Weekly roll convention. | | 0-1,
ncf | |
ResetFrequencyperiodMultiplier(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; |
|