Documentation for Financial products Markup Language (FpML®)
Definition Type: SimpleType
Name: BusinessDayConventionEnum
Namespace: http://www.fpml.org/2007/FpML-4-4
Containing Schema: fpml-enum-4-4.xsd
Documentation:
The convention for adjusting any relevant date if it would otherwise fall on a day that is not a valid business day. Note that FRN is included here as a type of business day convention although it does not strictly fall within ISDA's definition of a Business Day Convention and does not conform to the simple definition given above.
Collapse XSD Schema Diagram:
XSD Diagram of BusinessDayConventionEnum in schema fpml-enum-4-4_xsd (Financial products Markup Language (FpML®))
Collapse XSD Schema Code: 
<xsd:simpleType name="BusinessDayConventionEnum">
    <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">The convention for adjusting any relevant date if it would otherwise fall on a day that is not a valid business day. Note that FRN is included here as a type of business day convention although it does not strictly fall within ISDA's definition of a Business Day Convention and does not conform to the simple definition given above.</xsd:documentation>
    </xsd:annotation>
    <xsd:restriction base="xsd:token">
        <xsd:enumeration value="FOLLOWING">
            <xsd:annotation>
                <xsd:documentation source="http://www.FpML.org" xml:lang="en">The non-business date will be adjusted to the first following day that is a business day</xsd:documentation>
            </xsd:annotation>
        </xsd:enumeration>
        <xsd:enumeration value="FRN">
            <xsd:annotation>
                <xsd:documentation source="http://www.FpML.org" xml:lang="en">Per 2000 ISDA Definitions, Section 4.11. FRN Convention; Eurodollar Convention.</xsd:documentation>
            </xsd:annotation>
        </xsd:enumeration>
        <xsd:enumeration value="MODFOLLOWING">
            <xsd:annotation>
                <xsd:documentation source="http://www.FpML.org" xml:lang="en">The non-business date will be adjusted to the first following day that is a business day unless that day falls in the next calendar month, in which case that date will be the first preceding day that is a business day.</xsd:documentation>
            </xsd:annotation>
        </xsd:enumeration>
        <xsd:enumeration value="PRECEDING">
            <xsd:annotation>
                <xsd:documentation source="http://www.FpML.org" xml:lang="en">The non-business day will be adjusted to the first preceding day that is a business day.</xsd:documentation>
            </xsd:annotation>
        </xsd:enumeration>
        <xsd:enumeration value="MODPRECEDING">
            <xsd:annotation>
                <xsd:documentation source="http://www.FpML.org" xml:lang="en">The non-business date will be adjusted to the first preceding day that is a business day unless that day falls in the previous calendar month, in which case that date will be the first following day that us a business day.</xsd:documentation>
            </xsd:annotation>
        </xsd:enumeration>
        <xsd:enumeration value="NONE">
            <xsd:annotation>
                <xsd:documentation source="http://www.FpML.org" xml:lang="en">The date will not be adjusted if it falls on a day that is not a business day.</xsd:documentation>
            </xsd:annotation>
        </xsd:enumeration>
        <xsd:enumeration value="NotApplicable">
            <xsd:annotation>
                <xsd:documentation source="http://www.FpML.org" xml:lang="en">The date adjustments conventions are defined elsewhere, so it is not required to specify them here.</xsd:documentation>
            </xsd:annotation>
        </xsd:enumeration>
    </xsd:restriction>
</xsd:simpleType>
Collapse Facets:
Facet Value
Enumeration FOLLOWING
Enumeration FRN
Enumeration MODFOLLOWING
Enumeration PRECEDING
Enumeration MODPRECEDING
Enumeration NONE
Enumeration NotApplicable
Collapse Derivation Tree:
Collapse References:
fpml:businessDayConvention, fpml:businessDayConvention, fpml:businessDayConvention, fpml:businessDayConvention, fpml:businessDayConvention, fpml:businessDayConvention
Documentation for Financial products Markup Language (FpML®)

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