Definition Type: SimpleType
Name: DayCountFractionEnum
Containing Schema: fpml-enum-4-0.xsd
Documentation:
The specification for how the number of days between two dates is calculated for purposes of calculation of a fixed or floating payment amount and the basis for how many days are assumed to be in a year. Day Count Fraction is an ISDA term. The equivalent AFB (Association Francaise de Banques) term is Calculation Basis
Collapse XSD Schema Diagram:
XSD Diagram of DayCountFractionEnum in schema fpml-enum-4-0_xsd1 (Financial products Markup Language (FpML®))
Collapse XSD Schema Code:
<xsd:simpleType name="DayCountFractionEnum">
    <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">The specification for how the number of days between two dates is calculated for purposes of calculation of a fixed or floating payment amount and the basis for how many days are assumed to be in a year. Day Count Fraction is an ISDA term. The equivalent AFB (Association Francaise de Banques) term is Calculation Basis</xsd:documentation>
    </xsd:annotation>
    <xsd:restriction base="xsd:token">
        <xsd:enumeration value="1/1">
            <xsd:annotation>
                <xsd:documentation xml:lang="en" source="http://www.FpML.org">Per Annex to the 2000 ISDA Definitions (June 2000 Version), Section 4.16. Day Count Fraction, paragraph (a).</xsd:documentation>
            </xsd:annotation>
        </xsd:enumeration>
        <xsd:enumeration value="ACT/ACT.ISDA">
            <xsd:annotation>
                <xsd:documentation xml:lang="en" source="http://www.FpML.org">Per Annex to the 2000 ISDA Definitions (June 2000 Version), Section 4.16. Day Count Fraction, paragraph (b).</xsd:documentation>
            </xsd:annotation>
        </xsd:enumeration>
        <xsd:enumeration value="ACT/ACT.ISMA">
            <xsd:annotation>
                <xsd:documentation xml:lang="en" source="http://www.FpML.org">The Fixed/Floating Amount will be calculated in accordance with Rule 251 of the statutes, by-laws, rules and recommendations of the International Securities Market Association, as published in April 1999, as applied to straight and convertible bonds issued after December 31, 1998, as though the Fixed/Floating Amount were the interest coupon on such a bond.</xsd:documentation>
            </xsd:annotation>
        </xsd:enumeration>
        <xsd:enumeration value="ACT/ACT.AFB">
            <xsd:annotation>
                <xsd:documentation xml:lang="en" source="http://www.FpML.org">The Fixed/Floating Amount will be calculated in accordance with the "BASE EXACT/EXACT" day count fraction, as defined in the "Definitions Communes ?lusieurs Additifs Techniques" published by the Association Fran?se des Banques in September 1994.</xsd:documentation>
            </xsd:annotation>
        </xsd:enumeration>
        <xsd:enumeration value="ACT/365.FIXED">
            <xsd:annotation>
                <xsd:documentation xml:lang="en" source="http://www.FpML.org">Per Annex to the 2000 ISDA Definitions (June 2000 Version), Section 4.16. Day Count Fraction, paragraph (c).</xsd:documentation>
            </xsd:annotation>
        </xsd:enumeration>
        <xsd:enumeration value="ACT/360">
            <xsd:annotation>
                <xsd:documentation xml:lang="en" source="http://www.FpML.org">Per Annex to the 2000 ISDA Definitions (June 2000 Version), Section 4.16. Day Count Fraction, paragraph (d).</xsd:documentation>
            </xsd:annotation>
        </xsd:enumeration>
        <xsd:enumeration value="30/360">
            <xsd:annotation>
                <xsd:documentation xml:lang="en" source="http://www.FpML.org">Per Annex to the 2000 ISDA Definitions (June 2000 Version), Section 4.16. Day Count Fraction, paragraph (e).</xsd:documentation>
            </xsd:annotation>
        </xsd:enumeration>
        <xsd:enumeration value="30E/360">
            <xsd:annotation>
                <xsd:documentation xml:lang="en" source="http://www.FpML.org">Per Annex to the 2000 ISDA Definitions (June 2000 Version), Section 4.16. Day Count Fraction, paragraph (f).</xsd:documentation>
            </xsd:annotation>
        </xsd:enumeration>
    </xsd:restriction>
</xsd:simpleType>
Collapse Facets:
Facet Value
Enumeration 1/1
Enumeration ACT/ACT.ISDA
Enumeration ACT/ACT.ISMA
Enumeration ACT/ACT.AFB
Enumeration ACT/365.FIXED
Enumeration ACT/360
Enumeration 30/360
Enumeration 30E/360