| Financial products Markup Language (FpML®) | Generated using Liquid XML Studio Designer Edition 8.0.4.1955 |
| Generated : 20 February 2010 |
| Definition Type | Complex Type |
| Name | RateIndex |
| Namespace | http://www.fpml.org/2007/FpML-4-4 |
| Type | fpml:UnderlyingAsset |
| Abstract | False |
| XSD Schema | fpml-asset-4-4.xsd |
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<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 xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">Specifies the term of the simple swap, e.g. 5Y.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:element minOccurs="0" name="paymentFrequency" type="Interval"> <xsd:annotation> <xsd:documentation xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">Specifies the frequency at which the index pays, e.g. 6M.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:element minOccurs="0" name="dayCountFraction" type="DayCountFraction"> <xsd:annotation> <xsd:documentation xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">The day count basis for the index.</xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:extension> </xsd:complexContent> </xsd:complexType> |
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fpml:Asset fpml:UnderlyingAsset RateIndex fpml:rateIndex |
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| Generated using Liquid XML Studio Designer Edition 8.0.4.1955 by Liquid Technologies Ltd | |||||||||||||||||||||||||||||||||||||||||||||