Periodic Date Series
From Open Risk Manual
Definition
Periodic Date Series. A series of dates at regular intervals.
The series is specified using the parameters:
- Start of the whole regular periodic series (and therefore of the first regular period)
- The length of each repeating period
- The end of the entire series
Alternatively, one such period may be defined with a start and end date, and no frequency be specified. Alternatively, rather than a "Start" and "End" of each period, since these are essentially the same repeating date definition, this can be specified with reference to some published set of dates, or some convention. For monthly schedules it can be specified as a day of the month; for weekly, a day of the week and so on.
