<xsd:complexType name="LoanTradingCostOfCarry">
    <xsd:annotation>
        <xsd:documentation xml:lang="en">A structure that incorporates elements of an accrual calculation, for the purpose of defining cost-of-carry.</xsd:documentation>
    </xsd:annotation>
    <xsd:sequence>
        <xsd:element name="amount" type="Money">
            <xsd:annotation>
                <xsd:documentation xml:lang="en">The amount of cost of carry accrued for the given loan contract. Funded Amount * Price + (100-Price) * Unfunded - (100-Price) * Paydown - Non-Recurring Fees.</xsd:documentation>
            </xsd:annotation>
        </xsd:element>
        <xsd:element name="accrual" type="LoanTradingCostOfCarryAccrual" minOccurs="0">
            <xsd:annotation>
                <xsd:documentation xml:lang="en">Details of the accrual schedule in support of the cost of carry amount: The commencement amount is the calculated 'value' of the asset being purchased/sold, as of the end of the REGULAR settlement period (e.g. at T+7 for Par). This amount takes into account ALL potential adjustments, price and utilized/unutilized balances as of the regular settlement date. Hence, the reference amount will be the commencement amount and the rate will be the average LIBOR (between T+7 and actual settlement date). If however, the settlement amount at the END of the delay period has changed by more than 25 percent as compared to the commencement amount, then the (calculated) settlement amount for each applicable day within the delay period must be calculated and used to accrue the cost of carry. The average LIBOR will still be the applicable rate.</xsd:documentation>
            </xsd:annotation>
        </xsd:element>
    </xsd:sequence>
</xsd:complexType>

• LoanTradingCostOfCarry
• nsA:costOfCarry