Dynamic date codes used in Deal Input, Reporting and other parts in the system
Abbreviation | Explanation | Abbreviation | Explanation |
NOW | Today's Date | TODAY | Today's Date |
MAX | Perpetual 9999-01-01 | MIN | |
D | Next Day | BD | Next Business Day |
W | 1 week from now | M | 1 month from now |
Q | 3 months from now | Y | 1 year from now |
FDOQ | First Day of the present Quarter | LDOQ | Last Day of the present Quarter |
FDOPQ | First Day of the PreviousQuarter | LDOPQ | Last Day of the Previous Quarter |
FDOM | First Day of the present Month | LDOM | Last Day of the present Month |
FDOY | First Day of the present Year | LDOY | Last Day of the present Year |
CMM | See Below | IMM | The third Wednesday of March, June, September and December (i.e., between the 15th and 21st, whichever such day is a Wednesday). |
O/N | Next Business Day | TOM | Next Business Day |
T/N | Next Business Day +1 | YEST | Yesterday |
SW | 1 week from now | IntradayRate | Can be used for reporting but also for pricing internal FX Requests. A system setting decides if ‘Daily rates’ or Intraday rates are used for the pricing. |
Sunday | Next Sunday | Monday | Next Monday |
Tuesday | Next Tuesday | Wednesday | Next Wednesday |
Thursday | Next Thursday | Friday | Next Friday |
Saturday | Next Saturday |
CMM | Used in commodity deals / Bond Futures | Cash settlement date: is date the system will pick the floating price. Note date code 2CMM -2d will give you the 3 monday in next month |
Prompt date: is the maturity date and Payment date of the deal. Note date code 2CMM will give you the third wednesday in next month it is also possible to type CMM with gives you the third wednesday 2 month ahead. |
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