Documentation for Financial products Markup Language (FpML®)
Definition Type: ComplexType
Name: InterestRateStream
Namespace: http://www.fpml.org/FpML-5/transparency
Type: nsF: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 settlementProvision in schema fpml-ird-5-10_xsd4 Drilldown into principalExchanges in schema fpml-ird-5-10_xsd4 Drilldown into calculationPeriodAmount in schema fpml-ird-5-10_xsd4 Drilldown into resetDates in schema fpml-ird-5-10_xsd4 Drilldown into paymentDates in schema fpml-ird-5-10_xsd4 Drilldown into calculationPeriodDates in schema fpml-ird-5-10_xsd4 Drilldown into id in schema fpml-shared-5-10_xsd5 Drilldown into Leg in schema fpml-shared-5-10_xsd5XSD Diagram of InterestRateStream in schema fpml-ird-5-10_xsd4 (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:element name="calculationPeriodDates" type="CalculationPeriodDates">
                    <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.</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="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="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.</xsd:documentation>
                    </xsd:annotation>
                </xsd:element>
            </xsd:sequence>
        </xsd:extension>
    </xsd:complexContent>
</xsd:complexType>
Collapse Child Elements:
Name Type Min Occurs Max Occurs
calculationPeriodDates nsF:calculationPeriodDates (1) (1)
paymentDates nsF:paymentDates (1) (1)
resetDates nsF:resetDates 0 (1)
calculationPeriodAmount nsF:calculationPeriodAmount (1) (1)
principalExchanges nsF:principalExchanges 0 (1)
settlementProvision nsF:settlementProvision 0 (1)
Collapse Child Attributes:
Name Type Default Value Use
id nsF:id (Optional)
Collapse Derivation Tree:
Collapse References:
nsF:capFloorStream, nsF:swapStream
Documentation for Financial products Markup Language (FpML®)

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