Documentation for Financial products Markup Language (FpML®)
Definition Type: ComplexType
Name: FloatingLegCalculation
Namespace: http://www.fpml.org/FpML-5/transparency
Containing Schema: fpml-com-5-10.xsd
Abstract
Documentation:
A type to capture details relevant to the calculation of the floating price.
Collapse XSD Schema Diagram:
Drilldown into spreadPercentage in schema fpml-com-5-10_xsd3 Drilldown into spread in schema fpml-com-5-10_xsd3 Drilldown into averagingMethod in schema fpml-com-5-10_xsd3 Drilldown into pricingDates in schema fpml-com-5-10_xsd3XSD Diagram of FloatingLegCalculation in schema fpml-com-5-10_xsd3 (Financial products Markup Language (FpML®))
Collapse XSD Schema Code: 
<xsd:complexType name="FloatingLegCalculation">
    <xsd:annotation>
        <xsd:documentation xml:lang="en">A type to capture details relevant to the calculation of the floating price.</xsd:documentation>
    </xsd:annotation>
    <xsd:sequence>
        <xsd:element name="pricingDates" type="CommodityPricingDates" minOccurs="0">
            <xsd:annotation>
                <xsd:documentation xml:lang="en">Commodity Pricing Dates.</xsd:documentation>
            </xsd:annotation>
        </xsd:element>
        <xsd:element name="averagingMethod" type="AveragingMethodEnum" minOccurs="0">
            <xsd:annotation>
                <xsd:documentation xml:lang="en">The parties may specify a Method of Averaging where more than one pricing Dates is being specified as being applicable.</xsd:documentation>
            </xsd:annotation>
        </xsd:element>
        <xsd:choice minOccurs="0">
            <xsd:element name="spread" type="CommoditySpread">
                <xsd:annotation>
                    <xsd:documentation xml:lang="en">The spread over or under the Commodity Reference Price for this leg of the trade.</xsd:documentation>
                </xsd:annotation>
            </xsd:element>
            <xsd:element name="spreadPercentage" type="xsd:decimal">
                <xsd:annotation>
                    <xsd:documentation xml:lang="en">The spread percentage over or under the Commodity Reference Price for this leg of the trade.</xsd:documentation>
                </xsd:annotation>
            </xsd:element>
        </xsd:choice>
    </xsd:sequence>
</xsd:complexType>
Collapse Child Elements:
Name Type Min Occurs Max Occurs
pricingDates nsF:pricingDates 0 (1)
averagingMethod nsF:averagingMethod 0 (1)
spread nsF:spread (1) (1)
spreadPercentage nsF:spreadPercentage (1) (1)
Collapse Derivation Tree:
Collapse References:
nsF:calculation, nsF:calculation, nsF:FloatingStrikePrice
Documentation for Financial products Markup Language (FpML®)

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