Documentation for Financial products Markup Language (FpML®)
Definition Type: Element
Name: floatingRateCalculation
Namespace: http://www.fpml.org/FpML-5/reporting
Type: nsE: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_xsd4 Drilldown into averagingMethod in schema fpml-shared-5-10_xsd4 Drilldown into finalRateRounding in schema fpml-shared-5-10_xsd4 Drilldown into initialRate in schema fpml-shared-5-10_xsd4 Drilldown into floorRateSchedule in schema fpml-shared-5-10_xsd4 Drilldown into capRateSchedule in schema fpml-shared-5-10_xsd4 Drilldown into rateTreatment in schema fpml-shared-5-10_xsd4 Drilldown into spreadSchedule in schema fpml-shared-5-10_xsd4 Drilldown into floatingRateMultiplierSchedule in schema fpml-shared-5-10_xsd4 Drilldown into indexTenor in schema fpml-shared-5-10_xsd4 Drilldown into floatingRateIndex in schema fpml-shared-5-10_xsd4 Drilldown into FloatingRateIndex.model in schema fpml-shared-5-10_xsd4 Drilldown into id in schema fpml-shared-5-10_xsd4 Drilldown into Rate in schema fpml-shared-5-10_xsd4 Drilldown into FloatingRate in schema fpml-shared-5-10_xsd4 Drilldown into FloatingRateCalculation in schema fpml-shared-5-10_xsd4XSD Diagram of floatingRateCalculation in schema fpml-repo-5-10_xsd2 (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 nsE:floatingRateIndex 0 (1)
indexTenor nsE:indexTenor 0 (1)
floatingRateMultiplierSchedule nsE:floatingRateMultiplierSchedule 0 (1)
spreadSchedule nsE:spreadSchedule 0 unbounded
rateTreatment nsE:rateTreatment 0 (1)
capRateSchedule nsE:capRateSchedule 0 unbounded
floorRateSchedule nsE:floorRateSchedule 0 unbounded
initialRate nsE:initialRate 0 (1)
finalRateRounding nsE:finalRateRounding 0 (1)
averagingMethod nsE:averagingMethod 0 (1)
negativeInterestRateTreatment nsE:negativeInterestRateTreatment 0 (1)
<xs:group> nsE:FloatingRateIndex.model (1) (1)
Collapse Child Attributes:
Name Type Default Value Use
id nsE:id (Optional)
Collapse Derivation Tree:
Documentation for Financial products Markup Language (FpML®)

Generated using Liquid Studio - Developer Bundle 21.0.0.0