Scheduled Calculation Period End Event
Definition
Scheduled Calculation Period End Event. The end date of a specific calculation period
Note that this is not necessarily the same as the day before the next period's start date. Calculation schedules specify periods of time, with a start and an end as well as a duration, with the end date being determined by some convention or published list of dates. FpML for CalculationPeriod 'A type defining the parameters used in the calculation of a fixed or floating rate calculation period amount. This type forms part of cashflows representation of a swap stream.'
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.
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