Datatype Tenor
SYNOPSIS:
used to allow the expression of FX standard tenors in addition to the base valid enumerations defined for the field that uses this pattern data type. This pattern data type is defined as follows:
Dx = tenor expression for "days", e.g. "D5", where "x" is any integer > 0
Mx = tenor expression for "months", e.g. "M3", where "x" is any integer > 0
Wx = tenor expression for "weeks", e.g. "W13", where "x" is any integer > 0
Yx = tenor expression for "years", e.g. "Y1", where "x" is any integer > 0
Pedigree
| Added |
EP |
Updated |
EP |
Deprecated |
EP |
| FIX.4.4 | | | | | |
Mappings
| Standard |
Base type |
Parameter |
Pattern |
| XML | xs:string | | [DMWY](\d)+ |