Single Period


Single Period is a direct subtype of Period
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with functions Single Period Functions, direct subtypes Single Period subtypes, keys Single Period keys and example object 1M

TYPE INCLUSION RELATIONSHIPS

Period

Single Period

Step

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AVAILABLE FUNCTIONS

Create

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AVAILABLE CREATE FUNCTION KEYS

Bump

Calendar

Steps

Time Unit

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TYPICAL OBJECTS OF TYPE Single Period

Step

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This type represents a single time interval equipped with non-trivial DayCount and DateBump conventions.

All Single Period objects are trivial objects and as such can be automatically generated from appropriately formatted text prefixed with the symbol %
The text must be of the form: %s{c|b}, where s = Step, c = Calendar, b = Date Bump.
Note case and spaces are important.

For example, %3M{US|MF} represents 3 months wrt the US calendar and following the Modified Following date bump convention.
As a shortcut, the date bump may be omitted and assumed to be Following. Then one may simply use: %3M{US}

Note it is also possible to combine more than one calendars, as described in Joint Calendar

Due to the fact that the type Step is a direct subtype of Single Period, it is possible to treat a Step object as if it were a Single Period object.
Therefore, simply entering the text %3M suffices to create a Single Period object that represents 3 months.

All available time unit letters are listed in Time Unit
All available calendar codes are listed in Name
All available date bump conventions are listed in Name