<xsd:complexType name="FloatingRateCalculation">
<xsd:annotation>
<xsd:documentation xml:lang="en">A type defining the floating rate and definitions relating to the calculation of floating rate amounts.</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="FloatingRate">
<xsd:sequence>
<xsd:element name="initialRate" type="xsd:decimal" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">The initial floating rate reset agreed between the principal parties involved in the trade. This is assumed to be the first required reset rate for the first regular calculation period. It should only be included when the rate is not equal to the rate published on the source implied by the floating rate index. An initial rate of 5% would be represented as 0.05.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="finalRateRounding" type="Rounding" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">The rounding convention to apply to the final rate used in determination of a calculation period amount.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="averagingMethod" type="AveragingMethodEnum" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">If averaging is applicable, this component specifies whether a weighted or unweighted average method of calculation is to be used. The component must only be included when averaging applies.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="negativeInterestRateTreatment" type="NegativeInterestRateTreatmentEnum" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">The specification of any provisions for calculating payment obligations when a floating rate is negative (either due to a quoted negative floating rate or by operation of a spread that is subtracted from the floating rate).</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
|
XSD Schema Diagram:
