Financial products Markup Language (FpML®) Generated using Liquid XML Studio Developer Edition Liquid XML Studio Designer Edition 9.0.0.2715
Definition Type: ComplexType
Name: FloatingPriceLeg
Namespace: http://www.fpml.org/2008/FpML-4-5
Type: fpml:Leg
Containing Schema: fpml-com-4-5.xsd
Abstract False
Documentation:
Floating Price Leg of a Commodity Swap.
Collapse XSD Schema Diagram:
Drilldown into id Drilldown into flatRateAmount Drilldown into flatRate Drilldown into relativePaymentDates Drilldown into paymentDates Drilldown into calculation Drilldown into totalNotionalQuantity Drilldown into notionalQuantitySchedule Drilldown into notionalQuantity Drilldown into commodity Drilldown into calculationPeriodsScheduleReference Drilldown into calculationPeriodsReference Drilldown into calculationPeriodsSchedule Drilldown into calculationPeriods Drilldown into receiverPartyReference Drilldown into payerPartyReference Drilldown into LegXSD Diagram of FloatingPriceLeg
Collapse XSD Schema Code: 
<xsd:complexType name="FloatingPriceLeg">
    <xsd:annotation>
        <xsd:documentation xml:lang="en">Floating Price Leg of a Commodity Swap.</xsd:documentation>
    </xsd:annotation>
    <xsd:complexContent>
        <xsd:extension base="Leg">
            <xsd:sequence>
                <xsd:group ref="PayerReceiver.model" />
                <xsd:group ref="CommodityCalculationPeriods.model" />
                <xsd:element name="commodity" type="Commodity">
                    <xsd:annotation>
                        <xsd:documentation xml:lang="en">Specifies the underlying instrument. At this time, only underlyers of type Commodity are supported; the choice group in the future could offer the possibility of adding other types later.</xsd:documentation>
                    </xsd:annotation>
                </xsd:element>
                <xsd:group ref="CommodityNotionalQuantity.model" />
                <xsd:element name="calculation" type="FloatingLegCalculation">
                    <xsd:annotation>
                        <xsd:documentation xml:lang="en">Defines details relevant to the calculation of the floating price.</xsd:documentation>
                    </xsd:annotation>
                </xsd:element>
                <xsd:group ref="CommodityPaymentDates.model" />
                <xsd:group ref="CommodityFreightFlatRate.model" minOccurs="0" />
            </xsd:sequence>
            <xsd:attribute name="id" type="xsd:ID" />
        </xsd:extension>
    </xsd:complexContent>
</xsd:complexType>
Collapse Child Elements:
Name Type Min Occurs Max Occurs
payerPartyReference fpml:payerPartyReference (1) (1)
receiverPartyReference fpml:receiverPartyReference (1) (1)
calculationPeriods fpml:calculationPeriods (1) (1)
calculationPeriodsSchedule fpml:calculationPeriodsSchedule (1) (1)
calculationPeriodsReference fpml:calculationPeriodsReference (1) (1)
calculationPeriodsScheduleReference fpml:calculationPeriodsScheduleReference (1) (1)
commodity fpml:commodity (1) (1)
notionalQuantity fpml:notionalQuantity (1) (1)
notionalQuantitySchedule fpml:notionalQuantitySchedule (1) (1)
totalNotionalQuantity fpml:totalNotionalQuantity 0 (1)
calculation fpml:calculation (1) (1)
paymentDates fpml:paymentDates (1) (1)
relativePaymentDates fpml:relativePaymentDates (1) (1)
flatRate fpml:flatRate (1) (1)
flatRateAmount fpml:flatRateAmount 0 (1)
<xs:group> fpml:PayerReceiver.model (1) (1)
<xs:group> fpml:CommodityCalculationPeriods.model (1) (1)
<xs:group> fpml:CommodityCalculationPeriodsPointer.model (1) (1)
<xs:group> fpml:CommodityNotionalQuantity.model (1) (1)
<xs:group> fpml:CommodityPaymentDates.model (1) (1)
<xs:group> fpml:CommodityFreightFlatRate.model 0 (1)
Collapse Child Attributes:
Name Type Default Value Use
id fpml:id (Optional)
Collapse Derivation Tree:
Collapse References:
fpml:floatingLeg
Collapse Comments:
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Generated using Liquid XML Studio Developer Edition Liquid XML Studio Designer Edition 9.0.0.2715 - byLiquid Technologies Ltd