Definition Type: Element
Name: floatingRateCalculation
Namespace: http://www.fpml.org/FpML-5/recordkeeping
Type: nsD:FloatingRateCalculation
Containing Schema: fpml-ird-5-10.xsd
Abstract
Documentation:
A floating rate calculation definition.
Collapse XSD Schema Diagram:
Drilldown into negativeInterestRateTreatment in schema fpml-shared-5-10_xsd3 Drilldown into averagingMethod in schema fpml-shared-5-10_xsd3 Drilldown into finalRateRounding in schema fpml-shared-5-10_xsd3 Drilldown into initialRate in schema fpml-shared-5-10_xsd3 Drilldown into floorRateSchedule in schema fpml-shared-5-10_xsd3 Drilldown into capRateSchedule in schema fpml-shared-5-10_xsd3 Drilldown into rateTreatment in schema fpml-shared-5-10_xsd3 Drilldown into spreadSchedule in schema fpml-shared-5-10_xsd3 Drilldown into floatingRateMultiplierSchedule in schema fpml-shared-5-10_xsd3 Drilldown into indexTenor in schema fpml-shared-5-10_xsd3 Drilldown into floatingRateIndex in schema fpml-shared-5-10_xsd3 Drilldown into FloatingRateIndex.model in schema fpml-shared-5-10_xsd3 Drilldown into id in schema fpml-shared-5-10_xsd3 Drilldown into Rate in schema fpml-shared-5-10_xsd3 Drilldown into FloatingRate in schema fpml-shared-5-10_xsd3 Drilldown into FloatingRateCalculation in schema fpml-shared-5-10_xsd3XSD Diagram of floatingRateCalculation in schema fpml-ird-5-10_xsd2 (Financial products Markup Language (FpML®))
Collapse XSD Schema Code:
<xsd:element name="floatingRateCalculation" type="FloatingRateCalculation" substitutionGroup="rateCalculation">
    <xsd:annotation>
        <xsd:documentation xml:lang="en">A floating rate calculation definition.</xsd:documentation>
    </xsd:annotation>
</xsd:element>
Collapse Child Elements:
Name Type Min Occurs Max Occurs
floatingRateIndex nsD:floatingRateIndex (1) (1)
indexTenor nsD:indexTenor 0 (1)
floatingRateMultiplierSchedule nsD:floatingRateMultiplierSchedule 0 (1)
spreadSchedule nsD:spreadSchedule 0 unbounded
rateTreatment nsD:rateTreatment 0 (1)
capRateSchedule nsD:capRateSchedule 0 unbounded
floorRateSchedule nsD:floorRateSchedule 0 unbounded
initialRate nsD:initialRate 0 (1)
finalRateRounding nsD:finalRateRounding 0 (1)
averagingMethod nsD:averagingMethod 0 (1)
negativeInterestRateTreatment nsD:negativeInterestRateTreatment 0 (1)
<xs:group> nsD:FloatingRateIndex.model (1) (1)
Collapse Child Attributes:
Name Type Default Value Use
id nsD:id (Optional)
Collapse Derivation Tree:
Collapse References:
nsD:rateCalculation