Documentation for Financial products Markup Language (FpML®)
Definition Type: ComplexType
Name: InflationRateCalculation
Namespace: http://www.fpml.org/FpML-5/confirmation
Type: nsA:FloatingRateCalculation
Containing Schema: fpml-ird-5-10.xsd
Abstract
Documentation:
A type defining the components specifiying an Inflation Rate Calculation
Collapse XSD Schema Diagram:
Drilldown into fallbackBondApplicable in schema fpml-ird-5-10_xsd Drilldown into initialIndexLevel in schema fpml-ird-5-10_xsd Drilldown into interpolationMethod in schema fpml-ird-5-10_xsd Drilldown into mainPublication in schema fpml-ird-5-10_xsd Drilldown into indexSource in schema fpml-ird-5-10_xsd Drilldown into inflationLag in schema fpml-ird-5-10_xsd Drilldown into negativeInterestRateTreatment in schema fpml-shared-5-10_xsd Drilldown into averagingMethod in schema fpml-shared-5-10_xsd Drilldown into finalRateRounding in schema fpml-shared-5-10_xsd Drilldown into initialRate in schema fpml-shared-5-10_xsd Drilldown into floorRateSchedule in schema fpml-shared-5-10_xsd Drilldown into capRateSchedule in schema fpml-shared-5-10_xsd Drilldown into rateTreatment in schema fpml-shared-5-10_xsd Drilldown into spreadSchedule in schema fpml-shared-5-10_xsd Drilldown into floatingRateMultiplierSchedule in schema fpml-shared-5-10_xsd Drilldown into indexTenor in schema fpml-shared-5-10_xsd Drilldown into floatingRateIndex in schema fpml-shared-5-10_xsd Drilldown into FloatingRateIndex.model in schema fpml-shared-5-10_xsd Drilldown into id in schema fpml-shared-5-10_xsd Drilldown into Rate in schema fpml-shared-5-10_xsd Drilldown into FloatingRate in schema fpml-shared-5-10_xsd Drilldown into FloatingRateCalculation in schema fpml-shared-5-10_xsdXSD Diagram of InflationRateCalculation in schema fpml-ird-5-10_xsd (Financial products Markup Language (FpML®))
Collapse XSD Schema Code: 
<xsd:complexType name="InflationRateCalculation">
    <xsd:annotation>
        <xsd:documentation xml:lang="en">A type defining the components specifiying an Inflation Rate Calculation</xsd:documentation>
    </xsd:annotation>
    <xsd:complexContent>
        <xsd:extension base="FloatingRateCalculation">
            <xsd:sequence>
                <xsd:element name="inflationLag" type="Offset">
                    <xsd:annotation>
                        <xsd:documentation xml:lang="en">an offsetting period from the payment date which determines the reference period for which the inflation index is onserved.</xsd:documentation>
                    </xsd:annotation>
                </xsd:element>
                <xsd:element name="indexSource" type="RateSourcePage">
                    <xsd:annotation>
                        <xsd:documentation xml:lang="en">The reference source such as Reuters or Bloomberg.</xsd:documentation>
                    </xsd:annotation>
                </xsd:element>
                <xsd:element name="mainPublication" type="MainPublication" minOccurs="0">
                    <xsd:annotation>
                        <xsd:documentation xml:lang="en">The current main publication source such as relevant web site or a government body.</xsd:documentation>
                    </xsd:annotation>
                </xsd:element>
                <xsd:element name="interpolationMethod" type="InterpolationMethod">
                    <xsd:annotation>
                        <xsd:documentation xml:lang="en">The method used when calculating the Inflation Index Level from multiple points - the most common is Linear.</xsd:documentation>
                    </xsd:annotation>
                </xsd:element>
                <xsd:element name="initialIndexLevel" type="xsd:decimal" minOccurs="0">
                    <xsd:annotation>
                        <xsd:documentation xml:lang="en">initial known index level for the first calculation period.</xsd:documentation>
                    </xsd:annotation>
                </xsd:element>
                <xsd:element name="fallbackBondApplicable" type="xsd:boolean">
                    <xsd:annotation>
                        <xsd:documentation xml:lang="en">The applicability of a fallback bond as defined in the 2006 ISDA Inflation Derivatives Definitions, sections 1.3 and 1.8.</xsd:documentation>
                    </xsd:annotation>
                </xsd:element>
            </xsd:sequence>
        </xsd:extension>
    </xsd:complexContent>
</xsd:complexType>
Collapse Child Elements:
Name Type Min Occurs Max Occurs
floatingRateIndex nsA:floatingRateIndex (1) (1)
indexTenor nsA:indexTenor 0 (1)
floatingRateMultiplierSchedule nsA:floatingRateMultiplierSchedule 0 (1)
spreadSchedule nsA:spreadSchedule 0 unbounded
rateTreatment nsA:rateTreatment 0 (1)
capRateSchedule nsA:capRateSchedule 0 unbounded
floorRateSchedule nsA:floorRateSchedule 0 unbounded
initialRate nsA:initialRate 0 (1)
finalRateRounding nsA:finalRateRounding 0 (1)
averagingMethod nsA:averagingMethod 0 (1)
negativeInterestRateTreatment nsA:negativeInterestRateTreatment 0 (1)
inflationLag nsA:inflationLag (1) (1)
indexSource nsA:indexSource (1) (1)
mainPublication nsA:mainPublication 0 (1)
interpolationMethod nsA:interpolationMethod (1) (1)
initialIndexLevel nsA:initialIndexLevel 0 (1)
fallbackBondApplicable nsA:fallbackBondApplicable (1) (1)
<xs:group> nsA:FloatingRateIndex.model (1) (1)
Collapse Child Attributes:
Name Type Default Value Use
id nsA:id (Optional)
Collapse Derivation Tree:
Collapse References:
nsA:inflationRateCalculation
Documentation for Financial products Markup Language (FpML®)

Generated using Liquid Studio - Developer Bundle 21.0.0.0