Documentation for Financial products Markup Language (FpML®)
Definition Type: ComplexType
Name: FloatingRateOptionBase
Namespace: http://www.fpml.org/FpML-5/confirmation
Type: nsA:AccrualOptionBase
Containing Schema: fpml-loan-5-10.xsd
Abstract True
Documentation:
An abstract type that specifies an underlying floating rate cash accrual option.
Collapse XSD Schema Diagram:
Drilldown into pikSpread in schema fpml-loan-5-10_xsd Drilldown into spread in schema fpml-loan-5-10_xsd Drilldown into indexTenor in schema fpml-loan-5-10_xsd Drilldown into floatingRateIndex in schema fpml-loan-5-10_xsd Drilldown into FloatingRateIndexLoan.model in schema fpml-loan-5-10_xsd Drilldown into paymentFrequency in schema fpml-loan-5-10_xsd Drilldown into dayCountFraction in schema fpml-loan-5-10_xsd Drilldown into accrualOptionId in schema fpml-loan-5-10_xsd Drilldown into AccrualOptionBase in schema fpml-loan-5-10_xsdXSD Diagram of FloatingRateOptionBase in schema fpml-loan-5-10_xsd (Financial products Markup Language (FpML®))
Collapse XSD Schema Code: 
<xsd:complexType name="FloatingRateOptionBase" abstract="true">
    <xsd:annotation>
        <xsd:documentation xml:lang="en">An abstract type that specifies an underlying floating rate cash accrual option.</xsd:documentation>
    </xsd:annotation>
    <xsd:complexContent>
        <xsd:extension base="AccrualOptionBase">
            <xsd:sequence>
                <xsd:group ref="FloatingRateIndexLoan.model">
                    <xsd:annotation>
                        <xsd:documentation xml:lang="en">Defines the underlying base rate to which the margin applies.</xsd:documentation>
                    </xsd:annotation>
                </xsd:group>
                <xsd:element name="spread" type="xsd:decimal" />
                <xsd:element name="pikSpread" type="xsd:decimal" minOccurs="0" />
            </xsd:sequence>
        </xsd:extension>
    </xsd:complexContent>
</xsd:complexType>
Collapse Child Elements:
Name Type Min Occurs Max Occurs
accrualOptionId nsA:accrualOptionId (1) (1)
dayCountFraction nsA:dayCountFraction (1) (1)
paymentFrequency nsA:paymentFrequency 0 (1)
floatingRateIndex nsA:floatingRateIndex (1) (1)
indexTenor nsA:indexTenor 0 (1)
spread nsA:spread (1) (1)
pikSpread nsA:pikSpread 0 (1)
<xs:group> nsA:FloatingRateIndexLoan.model (1) (1)
Collapse Derivation Tree:
Collapse References:
nsA:FloatingRateAccrual, nsA:FloatingRateOption
Documentation for Financial products Markup Language (FpML®)

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