Documentation for Financial products Markup Language (FpML®)
Definition Type: ComplexType
Name: InterestRateStream
Namespace: http://www.fpml.org/FpML-5/pretrade
Type: nsC:Leg
Containing Schema: fpml-ird-5-10.xsd
Abstract
Documentation:
A type defining the components specifiying an interest rate stream, including both a parametric and cashflow representation for the stream of payments.
Collapse XSD Schema Diagram:
Drilldown into formula in schema fpml-ird-5-10_xsd1 Drilldown into settlementProvision in schema fpml-ird-5-10_xsd1 Drilldown into cashflows in schema fpml-ird-5-10_xsd1 Drilldown into principalExchanges in schema fpml-ird-5-10_xsd1 Drilldown into stubCalculationPeriodAmount in schema fpml-ird-5-10_xsd1 Drilldown into calculationPeriodAmount in schema fpml-ird-5-10_xsd1 Drilldown into resetDates in schema fpml-ird-5-10_xsd1 Drilldown into paymentDates in schema fpml-ird-5-10_xsd1 Drilldown into calculationPeriodDates in schema fpml-ird-5-10_xsd1 Drilldown into receiverAccountReference in schema fpml-shared-5-10_xsd2 Drilldown into receiverPartyReference in schema fpml-shared-5-10_xsd2 Drilldown into Receiver.model in schema fpml-shared-5-10_xsd2 Drilldown into payerAccountReference in schema fpml-shared-5-10_xsd2 Drilldown into payerPartyReference in schema fpml-shared-5-10_xsd2 Drilldown into Payer.model in schema fpml-shared-5-10_xsd2 Drilldown into PayerReceiver.model in schema fpml-shared-5-10_xsd2 Drilldown into id in schema fpml-shared-5-10_xsd2 Drilldown into Leg in schema fpml-shared-5-10_xsd2XSD Diagram of InterestRateStream in schema fpml-ird-5-10_xsd1 (Financial products Markup Language (FpML®))
Collapse XSD Schema Code: 
<xsd:complexType name="InterestRateStream">
    <xsd:annotation>
        <xsd:documentation xml:lang="en">A type defining the components specifiying an interest rate stream, including both a parametric and cashflow representation for the stream of payments.</xsd:documentation>
    </xsd:annotation>
    <xsd:complexContent>
        <xsd:extension base="Leg">
            <xsd:sequence>
                <xsd:group ref="PayerReceiver.model" minOccurs="0">
                    <xsd:annotation>
                        <xsd:documentation xml:lang="en">PayerReceiver - For use with pre-trade Credit Limit Check messages.</xsd:documentation>
                    </xsd:annotation>
                </xsd:group>
                <xsd:element name="calculationPeriodDates" type="CalculationPeriodDates" minOccurs="0">
                    <xsd:annotation>
                        <xsd:documentation xml:lang="en">The calculation periods dates schedule.</xsd:documentation>
                    </xsd:annotation>
                </xsd:element>
                <xsd:element name="paymentDates" type="PaymentDates">
                    <xsd:annotation>
                        <xsd:documentation xml:lang="en">The payment dates schedule.</xsd:documentation>
                    </xsd:annotation>
                </xsd:element>
                <xsd:element name="resetDates" type="ResetDates" minOccurs="0">
                    <xsd:annotation>
                        <xsd:documentation xml:lang="en">The reset dates schedule. The reset dates schedule only applies for a floating rate stream. - For use with pre-trade Credit Limit Check messages.</xsd:documentation>
                    </xsd:annotation>
                </xsd:element>
                <xsd:element name="calculationPeriodAmount" type="CalculationPeriodAmount">
                    <xsd:annotation>
                        <xsd:documentation xml:lang="en">The calculation period amount parameters.</xsd:documentation>
                    </xsd:annotation>
                </xsd:element>
                <xsd:element name="stubCalculationPeriodAmount" type="StubCalculationPeriodAmount" minOccurs="0">
                    <xsd:annotation>
                        <xsd:documentation xml:lang="en">The stub calculation period amount parameters. This element must only be included if there is an initial or final stub calculation period. Even then, it must only be included if either the stub references a different floating rate tenor to the regular calculation periods, or if the stub is calculated as a linear interpolation of two different floating rate tenors, or if a specific stub rate or stub amount has been negotiated.</xsd:documentation>
                    </xsd:annotation>
                </xsd:element>
                <xsd:element name="principalExchanges" type="PrincipalExchanges" minOccurs="0">
                    <xsd:annotation>
                        <xsd:documentation xml:lang="en">The true/false flags indicating whether initial, intermediate or final exchanges of principal should occur.</xsd:documentation>
                    </xsd:annotation>
                </xsd:element>
                <xsd:element name="cashflows" type="Cashflows" minOccurs="0">
                    <xsd:annotation>
                        <xsd:documentation xml:lang="en">The cashflows representation of the swap stream. - For use with pre-trade Credit Limit Check messages.</xsd:documentation>
                    </xsd:annotation>
                </xsd:element>
                <xsd:element name="settlementProvision" type="SettlementProvision" minOccurs="0">
                    <xsd:annotation>
                        <xsd:documentation xml:lang="en">A provision that allows the specification of settlement terms, occuring when the settlement currency is different to the notional currency of the trade. - For use with pre-trade Credit Limit Check messages.</xsd:documentation>
                    </xsd:annotation>
                </xsd:element>
                <xsd:element name="formula" type="Formula" minOccurs="0">
                    <xsd:annotation>
                        <xsd:documentation xml:lang="en">An interest rate derivative formula. - For use with pre-trade Credit Limit Check messages.</xsd:documentation>
                    </xsd:annotation>
                </xsd:element>
            </xsd:sequence>
        </xsd:extension>
    </xsd:complexContent>
</xsd:complexType>
Collapse Child Elements:
Name Type Min Occurs Max Occurs
payerPartyReference nsC:payerPartyReference (1) (1)
payerAccountReference nsC:payerAccountReference 0 (1)
receiverPartyReference nsC:receiverPartyReference (1) (1)
receiverAccountReference nsC:receiverAccountReference 0 (1)
calculationPeriodDates nsC:calculationPeriodDates 0 (1)
paymentDates nsC:paymentDates (1) (1)
resetDates nsC:resetDates 0 (1)
calculationPeriodAmount nsC:calculationPeriodAmount (1) (1)
stubCalculationPeriodAmount nsC:stubCalculationPeriodAmount 0 (1)
principalExchanges nsC:principalExchanges 0 (1)
cashflows nsC:cashflows 0 (1)
settlementProvision nsC:settlementProvision 0 (1)
formula nsC:formula 0 (1)
<xs:group> nsC:PayerReceiver.model 0 (1)
<xs:group> nsC:Payer.model (1) (1)
<xs:group> nsC:Receiver.model 0 (1)
Collapse Child Attributes:
Name Type Default Value Use
id nsC:id (Optional)
Collapse Derivation Tree:
Collapse References:
nsC:capFloorStream, nsC:swapStream
Documentation for Financial products Markup Language (FpML®)

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