Documentation for Financial products Markup Language (FpML®)
Definition Type: ComplexType
Name: CapFloor
Namespace: http://www.fpml.org/FpML-5/reporting
Type: nsE:Product
Containing Schema: fpml-ird-5-10.xsd
Abstract
Documentation:
A type defining an interest rate cap, floor, or cap/floor strategy (e.g. collar) product.
Collapse XSD Schema Diagram:
Drilldown into earlyTerminationProvision in schema fpml-ird-5-10_xsd3 Drilldown into additionalPayment in schema fpml-ird-5-10_xsd3 Drilldown into premium in schema fpml-ird-5-10_xsd3 Drilldown into capFloorStream in schema fpml-ird-5-10_xsd3 Drilldown into embeddedOptionType in schema fpml-shared-5-10_xsd4 Drilldown into assetClass in schema fpml-shared-5-10_xsd4 Drilldown into productId in schema fpml-shared-5-10_xsd4 Drilldown into productType in schema fpml-shared-5-10_xsd4 Drilldown into secondaryAssetClass in schema fpml-shared-5-10_xsd4 Drilldown into primaryAssetClass in schema fpml-shared-5-10_xsd4 Drilldown into Product.model in schema fpml-shared-5-10_xsd4 Drilldown into id in schema fpml-shared-5-10_xsd4 Drilldown into Product in schema fpml-shared-5-10_xsd4XSD Diagram of CapFloor in schema fpml-ird-5-10_xsd3 (Financial products Markup Language (FpML®))
Collapse XSD Schema Code: 
<xsd:complexType name="CapFloor">
    <xsd:annotation>
        <xsd:documentation xml:lang="en">A type defining an interest rate cap, floor, or cap/floor strategy (e.g. collar) product.</xsd:documentation>
    </xsd:annotation>
    <xsd:complexContent>
        <xsd:extension base="Product">
            <xsd:sequence>
                <xsd:element name="capFloorStream" type="InterestRateStream" minOccurs="0">
                    <xsd:annotation>
                        <xsd:documentation xml:lang="en">Reference to the leg, where date adjustments may apply.</xsd:documentation>
                    </xsd:annotation>
                </xsd:element>
                <xsd:element name="premium" type="Payment" minOccurs="0" maxOccurs="unbounded">
                    <xsd:annotation>
                        <xsd:documentation xml:lang="en">The option premium amount payable by buyer to seller on the specified payment date.</xsd:documentation>
                    </xsd:annotation>
                </xsd:element>
                <xsd:element name="additionalPayment" type="Payment" minOccurs="0" maxOccurs="unbounded">
                    <xsd:annotation>
                        <xsd:documentation xml:lang="en">Additional payments between the principal parties.</xsd:documentation>
                    </xsd:annotation>
                </xsd:element>
                <xsd:element name="earlyTerminationProvision" type="EarlyTerminationProvision" minOccurs="0">
                    <xsd:annotation>
                        <xsd:documentation xml:lang="en">Parameters specifying provisions relating to the optional and mandatory early terminarion of a CapFloor transaction.</xsd:documentation>
                    </xsd:annotation>
                </xsd:element>
            </xsd:sequence>
        </xsd:extension>
    </xsd:complexContent>
</xsd:complexType>
Collapse Child Elements:
Name Type Min Occurs Max Occurs
primaryAssetClass nsE:primaryAssetClass 0 (1)
secondaryAssetClass nsE:secondaryAssetClass 0 unbounded
productType nsE:productType 0 unbounded
productId nsE:productId 0 unbounded
assetClass nsE:assetClass 0 unbounded
embeddedOptionType nsE:embeddedOptionType 0 2
capFloorStream nsE:capFloorStream 0 (1)
premium nsE:premium 0 unbounded
additionalPayment nsE:additionalPayment 0 unbounded
earlyTerminationProvision nsE:earlyTerminationProvision 0 (1)
Collapse Child Attributes:
Name Type Default Value Use
id nsE:id (Optional)
Collapse Derivation Tree:
Collapse References:
nsE:capFloor
Documentation for Financial products Markup Language (FpML®)

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