Documentation for Financial products Markup Language (FpML®)
Definition Type: Element
Name: deliveryDateExpirationConvention
Namespace: http://www.fpml.org/FpML-5/reporting
Type: nsE:Offset
Containing Schema: fpml-asset-5-10.xsd
MinOccurs 0
MaxOccurs (1)
Abstract
Documentation:
The 'deliveryDateExpirationConvention' specifies, for a Commodity Transaction that references a listed future via the 'deliveryDates' element, the day on which the specified future will expire ahead of the actual expiration of the referenced future. For example: Z21 Contract expires on 19Nov21, with an adjust of 2D the "expire" will be 16Nov21. DeliveryDateRollConvention takes precedence. Example: Pricing on the Z21 Contract with NearbyContractDay and a deliveryDateRoll of 10D, Sampling of the F22 Contract will occur on 8Nov21 through the last Date of the Z21 Contract. With an ExpConvention of 5D, the last sampling date on the F22 contract will be 12Nov21.
Collapse XSD Schema Diagram:
Drilldown into dayType in schema fpml-shared-5-10_xsd4 Drilldown into period in schema fpml-shared-5-10_xsd4 Drilldown into periodMultiplier in schema fpml-shared-5-10_xsd4 Drilldown into id in schema fpml-shared-5-10_xsd4 Drilldown into Period in schema fpml-shared-5-10_xsd4 Drilldown into Offset in schema fpml-shared-5-10_xsd4XSD Diagram of deliveryDateExpirationConvention in schema fpml-asset-5-10_xsd4 (Financial products Markup Language (FpML®))
Collapse XSD Schema Code: 
<xsd:element name="deliveryDateExpirationConvention" type="Offset" minOccurs="0">
    <xsd:annotation>
        <xsd:documentation xml:lang="en">The 'deliveryDateExpirationConvention' specifies, for a Commodity Transaction that references a listed future via the 'deliveryDates' element, the day on which the specified future will expire ahead of the actual expiration of the referenced future. For example: Z21 Contract expires on 19Nov21, with an adjust of 2D the "expire" will be 16Nov21. DeliveryDateRollConvention takes precedence. Example: Pricing on the Z21 Contract with NearbyContractDay and a deliveryDateRoll of 10D, Sampling of the F22 Contract will occur on 8Nov21 through the last Date of the Z21 Contract. With an ExpConvention of 5D, the last sampling date on the F22 contract will be 12Nov21.</xsd:documentation>
    </xsd:annotation>
</xsd:element>
Collapse Child Elements:
Name Type Min Occurs Max Occurs
periodMultiplier nsE:periodMultiplier 0 (1)
period nsE:period 0 (1)
dayType nsE:dayType 0 (1)
Collapse Child Attributes:
Name Type Default Value Use
id nsE:id (Optional)
Collapse Derivation Tree:
Documentation for Financial products Markup Language (FpML®)

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