Definition Type: ComplexType
Name: RateIndex
Namespace: http://www.fpml.org/FpML-5-0/reporting
Type: fpml:UnderlyingAsset
Containing Schema: fpml-asset-5-0.xsd
Abstract False
Documentation:
Collapse XSD Schema Diagram:
Drilldown into dayCountFraction Drilldown into paymentFrequency Drilldown into term Drilldown into floatingRateIndex Drilldown into definition Drilldown into clearanceSystem Drilldown into exchangeId Drilldown into currency Drilldown into description Drilldown into instrumentId Drilldown into id Drilldown into Asset Drilldown into IdentifiedAsset Drilldown into UnderlyingAssetXSD Diagram of RateIndex
Collapse XSD Schema Code:
<xsd:complexType name="RateIndex">
    <xsd:complexContent>
        <xsd:extension base="UnderlyingAsset">
            <xsd:sequence>
                <xsd:element name="floatingRateIndex" type="FloatingRateIndex" />
                <xsd:element name="term" type="Interval">
                    <xsd:annotation>
                        <xsd:documentation xml:lang="en">Specifies the term of the simple swap, e.g. 5Y.</xsd:documentation>
                    </xsd:annotation>
                </xsd:element>
                <xsd:element name="paymentFrequency" type="Interval" minOccurs="0">
                    <xsd:annotation>
                        <xsd:documentation xml:lang="en">Specifies the frequency at which the index pays, e.g. 6M.</xsd:documentation>
                    </xsd:annotation>
                </xsd:element>
                <xsd:element name="dayCountFraction" type="DayCountFraction" minOccurs="0">
                    <xsd:annotation>
                        <xsd:documentation xml:lang="en">The day count basis for the index.</xsd:documentation>
                    </xsd:annotation>
                </xsd:element>
            </xsd:sequence>
        </xsd:extension>
    </xsd:complexContent>
</xsd:complexType>
Collapse Child Elements:
Name Type Min Occurs Max Occurs
instrumentId fpml:instrumentId (1) unbounded
description fpml:description 0 (1)
currency fpml:currency 0 (1)
exchangeId fpml:exchangeId 0 (1)
clearanceSystem fpml:clearanceSystem 0 (1)
definition fpml:definition 0 (1)
floatingRateIndex fpml:floatingRateIndex (1) (1)
term fpml:term (1) (1)
paymentFrequency fpml:paymentFrequency 0 (1)
dayCountFraction fpml:dayCountFraction 0 (1)
Collapse Child Attributes:
Name Type Default Value Use
id fpml:id (Optional)
Collapse Derivation Tree:
Collapse References:
fpml:rateIndex
Collapse Comments:
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