RollConvention

/FundsXML4/AssetMasterData/Asset/AssetDetails/Swap/Legs/Leg/RollConvention

Diagram

RollConvention End of month Floating Following Following modified Preceeding Preceeding modified

Documentation

End of month
Floating
Following
Following modified
Preceeding
Preceeding modified

Properties

Type
xs:string
Cardinality
0..1
Namespace
xs = "http://www.w3.org/2001/XMLSchema"
altova = "http://www.altova.com/xml-schema-extensions"
ds = "http://www.w3.org/2000/09/xmldsig#"
Level
8
Sample Data
Following
Restrictions
Base: xs:string
Enumeration:
  • End of month
  • Floating
  • Following
  • Following modified
  • Preceeding
  • Preceeding modified

Element Definition

 
<xs:element xmlns:altova="http://www.altova.com/xml-schema-extensions"
            xmlns:ds="http://www.w3.org/2000/09/xmldsig#"
            xmlns:xs="http://www.w3.org/2001/XMLSchema"
            minOccurs="0"
            name="RollConvention">
   <xs:annotation>
      <xs:documentation>End of month
Floating
Following
Following modified
Preceeding
Preceeding modified</xs:documentation>
   </xs:annotation>
   <xs:simpleType>
      <xs:restriction base="xs:string">
         <xs:enumeration value="End of month"/>
         <xs:enumeration value="Floating"/>
         <xs:enumeration value="Following"/>
         <xs:enumeration value="Following modified"/>
         <xs:enumeration value="Preceeding"/>
         <xs:enumeration value="Preceeding modified"/>
      </xs:restriction>
   </xs:simpleType>
</xs:element>