Documentation for Financial products Markup Language (FpML®)
Definition Type: Element
Name: floatingRateCalculation
Namespace: http://www.fpml.org/FpML-5/recordkeeping
Type: nsD: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_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-repo-5-10_xsd1 (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 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:
Documentation for Financial products Markup Language (FpML®)

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