Field UnderlyingPaymentScheduleFixingFirstObservationDateOffsetPeriod Scenario base
SYNOPSIS:
Time unit multiplier for the relative first observation date offset.
ELABORATION:
If the first observation offset is specified, the observation period will start the specified interval prior to each calculation period - i.e. if the first observation offset is 4 months and the lag duration is 3 months, observations will be taken in months 4, 3 and 2 (but not 1) prior to each calculation period. If no first observation offset is specified, the observation period will end immediately preceding each calculation period.
| ID |
Abbr |
Datatype |
| 41895 | FixngFirstObsvtnPeriod | int |
Pedigree
| Added |
EP |
Updated |
EP |
Deprecated |
EP |
| FIX.5.0SP2 | 169 | FIX.5.0SP2 | 208 | | |