Documentation for Financial products Markup Language (FpML®)
Definition Type: Element
Name: spreadSchedule
Namespace: http://www.fpml.org/2003/FpML-4-0
Type: nsA:Schedule
Containing Schema: fpml-ird-4-0.xsd
MinOccurs 0
MaxOccurs (1)
Abstract
Documentation:
The ISDA Spread or a Spread schedule expressed as explicit spreads and dates. In the case of a schedule, the step dates may be subject to adjustment in accordance with any adjustments specified in calculationPeriodDatesAdjustments. The spread is a per annum rate, expressed as a decimal. For purposes of determining a calculation period amount, if positive the spread will be added to the floating rate and if negative the spread will be subtracted from the floating rate. A positive 10 basis point (0.1%) spread would be represented as 0.001.
Collapse XSD Schema Diagram:
Drilldown into step in schema fpml-shared-4-0_xsd Drilldown into initialValue in schema fpml-shared-4-0_xsd Drilldown into Schedule in schema fpml-shared-4-0_xsdXSD Diagram of spreadSchedule in schema fpml-ird-4-0_xsd (Financial products Markup Language (FpML®))
Collapse XSD Schema Code: 
<xsd:element name="spreadSchedule" type="Schedule" minOccurs="0">
    <xsd:annotation>
        <xsd:documentation xml:lang="en">The ISDA Spread or a Spread schedule expressed as explicit spreads and dates. In the case of a schedule, the step dates may be subject to adjustment in accordance with any adjustments specified in calculationPeriodDatesAdjustments. The spread is a per annum rate, expressed as a decimal. For purposes of determining a calculation period amount, if positive the spread will be added to the floating rate and if negative the spread will be subtracted from the floating rate. A positive 10 basis point (0.1%) spread would be represented as 0.001.</xsd:documentation>
    </xsd:annotation>
</xsd:element>
Collapse Child Elements:
Name Type Min Occurs Max Occurs
initialValue nsA:initialValue (1) (1)
step nsA:step 0 unbounded
Collapse Derivation Tree:
Documentation for Financial products Markup Language (FpML®)

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