FINOS-CDM-6.0-d07
repository: Blue Repository
cdm/product/common/settlement/RollFeature
FINOS-CDM-6.0-d07
Blue ID: 8egmsgTVVkTcqNTDUm9EaLcKVzmRTw5uiK4S3zrc88BH
Used in conjunction with an exchange-based pricing source. Identifies a way in which the futures contracts referenced will roll between periods.
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Type Alias
FINOS-CDM-6.0-d07/cdm/product/common/settlement/RollFeatureType Definition
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Type References
GcgyRFiq68rKDTw1wtJsfsUpu4hBukUsv29vavmPQmrZ:FINOS-CDM-6.0-d07/cdm/base/datetime/OffsetAdBXeocSsEm9rv2JA8A8svrtozRHrQt3xCeTWXxANydN:FINOS-CDM-6.0-d07/cdm/product/asset/RollSourceCalendarEnum