| CalculationDate | Payments will occur relative to the Calculation Date. |
| CalculationPeriodMonthEnd | Payments will occur relative to the end of the month date for Calculation Periods
which do not end on the last day of the month.
|
| CalculationPeriodMonthStart | Payments will occur relative to the start of the month date for Calculation Periods
which do not begin on the first day of the month.
|
| EffectiveDate | Payments will occur relative to the Effective Date of the contract. |
| PricingPeriodMonthEnd | Payments will occur relative to the end of the month date for the month in which Pricing
Days occur.
|
| TerminationOrExpirationDate | Payments will occur relative to the Termination Date of a swap or the last Expiration
Date of an option.
|
| TradeDate | Payments will occur relative to the Trade Date. |
| PricingPeriodEndOfWeek | Payments will occur relative to end of each week relative to the pricing period. |
| FirstPricingDate | Payments will occur relative to the first pricing date of each calculation period. |
| CalculationPeriodStartDate | Payments will occur relative to the first day of each calculation period. |
| CalculationPeriodEndDate | Payments will occur relative to the last day of each calculation period. |
| LastPricingDate | Payments will occur relative to the last Pricing Date of each Calculation Period. |
| ResetDate | Payments will occur relative to the reset date. |
| ValuationDate | Payments will occur relative to the valuation date. |