Date Roll Rule

From Open Risk Manual

Definition

Date Roll Rule. A rule to apply when a date returned by some date specification or parametric schedule specification results in a non working day.


Issues and Challenges

Covers the FpML business day roll enumeration terms "FOLLOWING and "PRECEDING". "MODFOLLOWING and "MODPRECEDING" consist of this rule applied along with the accompanying "Modify Convention Roll Rule". These are two separate rules but the FpML enum schema conbines them.

Disclaimer

This entry annotates a FIBO Ontology Class. FIBO is a trademark and the FIBO Ontology is copyright of the EDM Council, released under the MIT Open Source License. There is no guarantee that the content of this page will remain aligned with, or correctly interprets, the concepts covered by the FIBO ontology.

Contributors to this article

» Wiki admin

Facts about "Date Roll Rule"
IsDefinedBy
URI of an entity that is defined via an imported vocabulary.
https://spec.edmcouncil.org/fibo/ontology/FND/TimeExt/Time/index-en.html +