Modify Convention Roll Rule
From Open Risk Manual
Definition
Modify Convention Roll Rule. A rule to apply when the Date Roll Rule results in a specified date falling on a working date in the month or year following the date which was returned before the Date Roll Rule was applied.
This is used for month end roll and year end roll rule. In FpML this rule equates to the "MOD" aspect of the enumeration entries "MODFOLLOWING and MODPRECEDING.
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.
Facts about "Modify Convention 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 + |
