Documentation for Financial products Markup Language (FpML®)
Definition Type: Element
Name: floatingRateCalculation
Namespace: http://www.fpml.org/FpML-5/confirmation
Type: nsA:FloatingRateCalculation
Containing Schema: fpml-repo-5-10.xsd
MinOccurs (1)
MaxOccurs (1)
Abstract
Documentation:
The floating rate index and tenor, with additional definitions relating to the calculation of floating rate amounts, including spread and multiplier. It is used for floating rate repos. For example, floating rate repos on European markets are made against EONIA.
Collapse XSD Schema Diagram:
Drilldown into negativeInterestRateTreatment in schema fpml-shared-5-10_xsd Drilldown into averagingMethod in schema fpml-shared-5-10_xsd Drilldown into finalRateRounding in schema fpml-shared-5-10_xsd Drilldown into initialRate in schema fpml-shared-5-10_xsd Drilldown into floorRateSchedule in schema fpml-shared-5-10_xsd Drilldown into capRateSchedule in schema fpml-shared-5-10_xsd Drilldown into rateTreatment in schema fpml-shared-5-10_xsd Drilldown into spreadSchedule in schema fpml-shared-5-10_xsd Drilldown into floatingRateMultiplierSchedule in schema fpml-shared-5-10_xsd Drilldown into indexTenor in schema fpml-shared-5-10_xsd Drilldown into floatingRateIndex in schema fpml-shared-5-10_xsd Drilldown into FloatingRateIndex.model in schema fpml-shared-5-10_xsd Drilldown into id in schema fpml-shared-5-10_xsd Drilldown into Rate in schema fpml-shared-5-10_xsd Drilldown into FloatingRate in schema fpml-shared-5-10_xsd Drilldown into FloatingRateCalculation in schema fpml-shared-5-10_xsdXSD Diagram of floatingRateCalculation in schema fpml-repo-5-10_xsd (Financial products Markup Language (FpML®))
Collapse XSD Schema Code: 
<xsd:element name="floatingRateCalculation" type="FloatingRateCalculation">
    <xsd:annotation>
        <xsd:documentation xml:lang="en">The floating rate index and tenor, with additional definitions relating to the calculation of floating rate amounts, including spread and multiplier. It is used for floating rate repos. For example, floating rate repos on European markets are made against EONIA.</xsd:documentation>
    </xsd:annotation>
</xsd:element>
Collapse Child Elements:
Name Type Min Occurs Max Occurs
floatingRateIndex nsA:floatingRateIndex (1) (1)
indexTenor nsA:indexTenor 0 (1)
floatingRateMultiplierSchedule nsA:floatingRateMultiplierSchedule 0 (1)
spreadSchedule nsA:spreadSchedule 0 unbounded
rateTreatment nsA:rateTreatment 0 (1)
capRateSchedule nsA:capRateSchedule 0 unbounded
floorRateSchedule nsA:floorRateSchedule 0 unbounded
initialRate nsA:initialRate 0 (1)
finalRateRounding nsA:finalRateRounding 0 (1)
averagingMethod nsA:averagingMethod 0 (1)
negativeInterestRateTreatment nsA:negativeInterestRateTreatment 0 (1)
<xs:group> nsA:FloatingRateIndex.model (1) (1)
Collapse Child Attributes:
Name Type Default Value Use
id nsA:id (Optional)
Collapse Derivation Tree:
Documentation for Financial products Markup Language (FpML®)

Generated using Liquid Studio - Developer Bundle 21.0.0.0