Documentation for Financial products Markup Language (FpML®)
Definition Type: ComplexType
Name: Lag
Namespace: http://www.fpml.org/FpML-5/recordkeeping
Containing Schema: fpml-com-5-10.xsd
Abstract
Documentation:
An observation period that is offset from a Calculation Period.
Collapse XSD Schema Diagram:
Drilldown into firstObservationDateOffset in schema fpml-com-5-10_xsd1 Drilldown into lagDuration in schema fpml-com-5-10_xsd1 Drilldown into id in schema fpml-com-5-10_xsd1XSD Diagram of Lag in schema fpml-com-5-10_xsd1 (Financial products Markup Language (FpML®))
Collapse XSD Schema Code: 
<xsd:complexType name="Lag">
    <xsd:annotation>
        <xsd:documentation xml:lang="en">An observation period that is offset from a Calculation Period.</xsd:documentation>
    </xsd:annotation>
    <xsd:sequence>
        <xsd:element name="lagDuration" type="Period" minOccurs="0">
            <xsd:annotation>
                <xsd:documentation xml:lang="en">The period during which observations will be made. If a firstObservationDateOffset is specified, the observation period will start the specified interval prior to each Calculation Period - i.e. if the firstObservationDateOffset is 4 months and the lagDuration is 3 months, observations will be taken in months 4,3 and 2 (but not 1) prior to each Calculation Period. If no firstObservationDate is specified, the observation period will end immediately preceding each Calculation Period.</xsd:documentation>
            </xsd:annotation>
        </xsd:element>
        <xsd:element name="firstObservationDateOffset" type="Period" minOccurs="0">
            <xsd:annotation>
                <xsd:documentation xml:lang="en">The interval between the start of each lagDuration and the start of each respective calculation period.</xsd:documentation>
            </xsd:annotation>
        </xsd:element>
    </xsd:sequence>
    <xsd:attribute name="id" type="xsd:ID" />
</xsd:complexType>
Collapse Child Elements:
Name Type Min Occurs Max Occurs
lagDuration nsD:lagDuration 0 (1)
firstObservationDateOffset nsD:firstObservationDateOffset 0 (1)
Collapse Child Attributes:
Name Type Default Value Use
id nsD:id (Optional)
Collapse Derivation Tree:
Collapse References:
nsD:lag, nsD:lag
Documentation for Financial products Markup Language (FpML®)

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