Documentation for Financial products Markup Language (FpML®)
Definition Type: ComplexType
Name: InflationRateCalculation
Namespace: http://www.fpml.org/FpML-5/pretrade
Type: nsC: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_xsd1 Drilldown into initialIndexLevel in schema fpml-ird-5-10_xsd1 Drilldown into interpolationMethod in schema fpml-ird-5-10_xsd1 Drilldown into mainPublication in schema fpml-ird-5-10_xsd1 Drilldown into indexSource in schema fpml-ird-5-10_xsd1 Drilldown into inflationLag in schema fpml-ird-5-10_xsd1 Drilldown into negativeInterestRateTreatment in schema fpml-shared-5-10_xsd2 Drilldown into averagingMethod in schema fpml-shared-5-10_xsd2 Drilldown into finalRateRounding in schema fpml-shared-5-10_xsd2 Drilldown into initialRate in schema fpml-shared-5-10_xsd2 Drilldown into floorRateSchedule in schema fpml-shared-5-10_xsd2 Drilldown into capRateSchedule in schema fpml-shared-5-10_xsd2 Drilldown into spreadSchedule in schema fpml-shared-5-10_xsd2 Drilldown into indexTenor in schema fpml-shared-5-10_xsd2 Drilldown into floatingRateIndex in schema fpml-shared-5-10_xsd2 Drilldown into FloatingRateIndex.model in schema fpml-shared-5-10_xsd2 Drilldown into id in schema fpml-shared-5-10_xsd2 Drilldown into Rate in schema fpml-shared-5-10_xsd2 Drilldown into FloatingRate in schema fpml-shared-5-10_xsd2 Drilldown into FloatingRateCalculation in schema fpml-shared-5-10_xsd2XSD Diagram of InflationRateCalculation in schema fpml-ird-5-10_xsd1 (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" minOccurs="0">
                    <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" minOccurs="0">
                    <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" minOccurs="0">
                    <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" minOccurs="0">
                    <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 nsC:floatingRateIndex (1) (1)
indexTenor nsC:indexTenor 0 (1)
spreadSchedule nsC:spreadSchedule 0 unbounded
capRateSchedule nsC:capRateSchedule 0 unbounded
floorRateSchedule nsC:floorRateSchedule 0 unbounded
initialRate nsC:initialRate 0 (1)
finalRateRounding nsC:finalRateRounding 0 (1)
averagingMethod nsC:averagingMethod 0 (1)
negativeInterestRateTreatment nsC:negativeInterestRateTreatment 0 (1)
inflationLag nsC:inflationLag 0 (1)
indexSource nsC:indexSource 0 (1)
mainPublication nsC:mainPublication 0 (1)
interpolationMethod nsC:interpolationMethod 0 (1)
initialIndexLevel nsC:initialIndexLevel 0 (1)
fallbackBondApplicable nsC:fallbackBondApplicable 0 (1)
<xs:group> nsC:FloatingRateIndex.model (1) (1)
Collapse Child Attributes:
Name Type Default Value Use
id nsC:id (Optional)
Collapse Derivation Tree:
Collapse References:
nsC:inflationRateCalculation
Documentation for Financial products Markup Language (FpML®)

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