Documentation for Financial products Markup Language (FpML®)
Definition Type: Element
Name: deliveryDateRollConvention
Namespace: http://www.fpml.org/FpML-5/recordkeeping
Type: nsD:Offset
Containing Schema: fpml-asset-5-10.xsd
MinOccurs 0
MaxOccurs (1)
Abstract
Documentation:
The 'deliveryDateRollConvention' specifies, for a Commodity Transaction that references a listed future via the 'deliveryDates' element, the day on which the specified future will roll to the next nearby month prior to the expiration of the referenced future. If the future will not roll at all - i.e. the price will be taken from the expiring contract, 0 should be specified here. If the future will roll to the next nearby on the last trading day - i.e. the price will be taken from the next nearby on the last trading day, then 1 should be specified and so on.
Collapse XSD Schema Diagram:
Drilldown into dayType in schema fpml-shared-5-10_xsd3 Drilldown into period in schema fpml-shared-5-10_xsd3 Drilldown into periodMultiplier in schema fpml-shared-5-10_xsd3 Drilldown into id in schema fpml-shared-5-10_xsd3 Drilldown into Period in schema fpml-shared-5-10_xsd3 Drilldown into Offset in schema fpml-shared-5-10_xsd3XSD Diagram of deliveryDateRollConvention in schema fpml-asset-5-10_xsd3 (Financial products Markup Language (FpML®))
Collapse XSD Schema Code: 
<xsd:element name="deliveryDateRollConvention" type="Offset" minOccurs="0">
    <xsd:annotation>
        <xsd:documentation xml:lang="en">The 'deliveryDateRollConvention' specifies, for a Commodity Transaction that references a listed future via the 'deliveryDates' element, the day on which the specified future will roll to the next nearby month prior to the expiration of the referenced future. If the future will not roll at all - i.e. the price will be taken from the expiring contract, 0 should be specified here. If the future will roll to the next nearby on the last trading day - i.e. the price will be taken from the next nearby on the last trading day, then 1 should be specified and so on.</xsd:documentation>
    </xsd:annotation>
</xsd:element>
Collapse Child Elements:
Name Type Min Occurs Max Occurs
periodMultiplier nsD:periodMultiplier (1) (1)
period nsD:period (1) (1)
dayType nsD:dayType 0 (1)
Collapse Child Attributes:
Name Type Default Value Use
id nsD:id (Optional)
Collapse Derivation Tree:
Documentation for Financial products Markup Language (FpML®)

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