Documentation for Financial products Markup Language (FpML®)
Definition Type: ComplexType
Name: ObservationFrequency
Namespace: http://www.fpml.org/FpML-5/confirmation
Type: nsA:Period
Containing Schema: fpml-shared-5-10.xsd
Abstract
Documentation:
A type defining the frequency at which calculation period end dates occur within the regular part of the calculation period schedule and thier roll date convention. In case the calculation frequency is of value T (term), the period is defined by the swap\swapStream\calculationPerioDates\effectiveDate and the swap\swapStream\calculationPerioDates\terminationDate.
Collapse XSD Schema Diagram:
Drilldown into periodConvention in schema fpml-shared-5-10_xsd Drilldown into period in schema fpml-shared-5-10_xsd Drilldown into periodMultiplier in schema fpml-shared-5-10_xsd Drilldown into id in schema fpml-shared-5-10_xsd Drilldown into Period in schema fpml-shared-5-10_xsdXSD Diagram of ObservationFrequency in schema fpml-shared-5-10_xsd (Financial products Markup Language (FpML®))
Collapse XSD Schema Code: 
<xsd:complexType name="ObservationFrequency">
    <xsd:annotation>
        <xsd:documentation xml:lang="en">A type defining the frequency at which calculation period end dates occur within the regular part of the calculation period schedule and thier roll date convention. In case the calculation frequency is of value T (term), the period is defined by the swap\swapStream\calculationPerioDates\effectiveDate and the swap\swapStream\calculationPerioDates\terminationDate.</xsd:documentation>
    </xsd:annotation>
    <xsd:complexContent>
        <xsd:extension base="Period">
            <!--2015-01-13:GFXD: no need to support the concept such as EOM, etc. for observation or accrual expiry or settlement period dates. -->
            <xsd:sequence>
                <!--2015-01-08:FpML FX WG: Need to specify something like roll convention. One of the use cases’ example: EOM for monthly frequency. It is also clearer when day of the week specified for weekly frequency rather than inferring it from the start date.-->
                <xsd:element name="periodConvention" type="RollConventionEnum" minOccurs="0">
                    <xsd:annotation>
                        <xsd:documentation xml:lang="en">Used in conjunction with a frequency and the regular period start date of an observation period, determines each observation period end date within the regular part of a observation period schedule.</xsd:documentation>
                    </xsd:annotation>
                </xsd:element>
            </xsd:sequence>
        </xsd:extension>
    </xsd:complexContent>
</xsd:complexType>
Collapse Child Elements:
Name Type Min Occurs Max Occurs
periodMultiplier nsA:periodMultiplier (1) (1)
period nsA:period (1) (1)
periodConvention nsA:periodConvention 0 (1)
Collapse Child Attributes:
Name Type Default Value Use
id nsA:id (Optional)
Collapse Derivation Tree:
Collapse References:
nsA:observationFrequency
Documentation for Financial products Markup Language (FpML®)

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