Documentation for Financial products Markup Language (FpML®)
Definition Type: ComplexType
Name: CalculationPeriodFrequency
Namespace: http://www.fpml.org/FpML-5/confirmation
Type: nsA:Frequency
Containing Schema: fpml-shared-5-10.xsd
Abstract
Documentation:
A type defining the frequency at which calculation period end dates occur within the regular part of the calculation period schedule and thier roll date convention. In case the calculation frequency is of value T (term), the period is defined by the swap\swapStream\calculationPerioDates\effectiveDate and the swap\swapStream\calculationPerioDates\terminationDate.
Collapse XSD Schema Diagram:
Drilldown into rollConvention in schema fpml-shared-5-10_xsd Drilldown into period in schema fpml-shared-5-10_xsd Drilldown into periodMultiplier in schema fpml-shared-5-10_xsd Drilldown into id in schema fpml-shared-5-10_xsd Drilldown into Frequency in schema fpml-shared-5-10_xsdXSD Diagram of CalculationPeriodFrequency in schema fpml-shared-5-10_xsd (Financial products Markup Language (FpML®))
Collapse XSD Schema Code: 
<xsd:complexType name="CalculationPeriodFrequency">
    <xsd:annotation>
        <xsd:documentation xml:lang="en">A type defining the frequency at which calculation period end dates occur within the regular part of the calculation period schedule and thier roll date convention. In case the calculation frequency is of value T (term), the period is defined by the swap\swapStream\calculationPerioDates\effectiveDate and the swap\swapStream\calculationPerioDates\terminationDate.</xsd:documentation>
    </xsd:annotation>
    <xsd:complexContent>
        <xsd:extension base="Frequency">
            <xsd:sequence>
                <xsd:element name="rollConvention" type="RollConventionEnum">
                    <xsd:annotation>
                        <xsd:documentation xml:lang="en">Used in conjunction with a frequency and the regular period start date of a calculation period, determines each calculation period end date within the regular part of a calculation period schedule.</xsd:documentation>
                    </xsd:annotation>
                </xsd:element>
            </xsd:sequence>
        </xsd:extension>
    </xsd:complexContent>
</xsd:complexType>
Collapse Child Elements:
Name Type Min Occurs Max Occurs
periodMultiplier nsA:periodMultiplier (1) (1)
period nsA:period (1) (1)
rollConvention nsA:rollConvention (1) (1)
Collapse Child Attributes:
Name Type Default Value Use
id nsA:id (Optional)
Collapse Derivation Tree:
Collapse References:
nsA:averagingPeriodFrequency, nsA:calculationPeriodFrequency, nsA:calculationPeriodFrequency, nsA:calculationPeriodFrequency
Documentation for Financial products Markup Language (FpML®)

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