Scheduled Calculation Period Start Event

From Open Risk Manual

Definition

Scheduled Calculation Period Start Event. The start of a specific calculation period

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.'

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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.