Definition Type: Element
Name: interestCalculation
Namespace: http://www.fpml.org/2003/FpML-4-0
Containing Schema: fpml-eqs-4-0.xsd
MinOccurs (1)
MaxOccurs (1)
Abstract
Documentation:
Specifies the calculation method of the interest rate leg of the equity swap. Includes the floating or fixed rate calculation definitions, along with the determination of the day count fraction.
Collapse XSD Schema Diagram:
Drilldown into dayCountFraction in schema fpml-eqs-4-0_xsd Drilldown into fixedRate in schema fpml-eqs-4-0_xsd Drilldown into floatingRateCalculation in schema fpml-eqs-4-0_xsdXSD Diagram of interestCalculation in schema fpml-eqs-4-0_xsd (Financial products Markup Language (FpML®))
Collapse XSD Schema Code:
<xsd:element name="interestCalculation">
    <xsd:annotation>
        <xsd:documentation xml:lang="en">Specifies the calculation method of the interest rate leg of the equity swap. Includes the floating or fixed rate calculation definitions, along with the determination of the day count fraction.</xsd:documentation>
    </xsd:annotation>
    <xsd:complexType>
        <xsd:sequence>
            <xsd:choice>
                <xsd:element name="floatingRateCalculation" type="FloatingRateCalculation">
                    <xsd:annotation>
                        <xsd:documentation xml:lang="en">The floating rate calculation definitions</xsd:documentation>
                    </xsd:annotation>
                </xsd:element>
                <xsd:element name="fixedRate" type="xsd:decimal">
                    <xsd:annotation>
                        <xsd:documentation xml:lang="en">The calculation period fixed rate. A per annum rate, expressed as a decimal. A fixed rate of 5% would be represented as 0.05.</xsd:documentation>
                    </xsd:annotation>
                </xsd:element>
            </xsd:choice>
            <xsd:element name="dayCountFraction" type="DayCountFractionEnum">
                <xsd:annotation>
                    <xsd:documentation xml:lang="en">The day count fraction.</xsd:documentation>
                </xsd:annotation>
                <!--
              <xsd:complexType>
                <xsd:simpleContent>
                  <xsd:extension
                   base="DayCountFraction">
                    <xsd:attribute
                     default="http://www.fpml.org/spec/2000/day-count-fraction-1-0"
                     name="dayCountFractionScheme"
                     type="xsd:normalizedString"/>
                  </xsd:extension>
                </xsd:simpleContent>
              </xsd:complexType>
              -->
            </xsd:element>
        </xsd:sequence>
    </xsd:complexType>
</xsd:element>
Collapse Child Elements:
Name Type Min Occurs Max Occurs
floatingRateCalculation nsA:floatingRateCalculation (1) (1)
fixedRate nsA:fixedRate (1) (1)
dayCountFraction nsA:dayCountFraction (1) (1)