Documentation for Financial products Markup Language (FpML®)
Definition Type: ComplexType
Name: Stub
Namespace: http://www.fpml.org/FpML-5/confirmation
Type: nsA:StubValue
Containing Schema: fpml-shared-5-10.xsd
Abstract
Documentation:
A type defining how a stub calculation period amount is calculated and the start and end date of the stub. A single floating rate tenor different to that used for the regular part of the calculation periods schedule may be specified, or two floating rate tenors many be specified. If two floating rate tenors are specified then Linear Interpolation (in accordance with the 2000 ISDA Definitions, Section 8.3 Interpolation) is assumed to apply. Alternatively, an actual known stub rate or stub amount may be specified.
Collapse XSD Schema Diagram:
Drilldown into stubEndDate in schema fpml-shared-5-10_xsd Drilldown into stubStartDate in schema fpml-shared-5-10_xsd Drilldown into stubAmount in schema fpml-shared-5-10_xsd Drilldown into stubRate in schema fpml-shared-5-10_xsd Drilldown into floatingRate in schema fpml-shared-5-10_xsd Drilldown into StubValue in schema fpml-shared-5-10_xsdXSD Diagram of Stub in schema fpml-shared-5-10_xsd (Financial products Markup Language (FpML®))
Collapse XSD Schema Code: 
<xsd:complexType name="Stub">
    <xsd:annotation>
        <xsd:documentation xml:lang="en">A type defining how a stub calculation period amount is calculated and the start and end date of the stub. A single floating rate tenor different to that used for the regular part of the calculation periods schedule may be specified, or two floating rate tenors many be specified. If two floating rate tenors are specified then Linear Interpolation (in accordance with the 2000 ISDA Definitions, Section 8.3 Interpolation) is assumed to apply. Alternatively, an actual known stub rate or stub amount may be specified.</xsd:documentation>
    </xsd:annotation>
    <xsd:complexContent>
        <xsd:extension base="StubValue">
            <xsd:sequence>
                <xsd:element name="stubStartDate" type="AdjustableOrRelativeDate" minOccurs="0">
                    <xsd:annotation>
                        <xsd:documentation xml:lang="en">Start date of stub period. This was created to support use of the InterestRateStream within the Equity Derivative sphere, and this element is not expected to be produced in the representation of Interest Rate products.</xsd:documentation>
                    </xsd:annotation>
                </xsd:element>
                <xsd:element name="stubEndDate" type="AdjustableOrRelativeDate" minOccurs="0">
                    <xsd:annotation>
                        <xsd:documentation xml:lang="en">End date of stub period. This was created to support use of the InterestRateStream within the Equity Derivative sphere, and this element is not expected to be produced in the representation of Interest Rate products.</xsd:documentation>
                    </xsd:annotation>
                </xsd:element>
            </xsd:sequence>
        </xsd:extension>
    </xsd:complexContent>
</xsd:complexType>
Collapse Child Elements:
Name Type Min Occurs Max Occurs
floatingRate nsA:floatingRate (1) 2
stubRate nsA:stubRate (1) (1)
stubAmount nsA:stubAmount (1) (1)
stubStartDate nsA:stubStartDate 0 (1)
stubEndDate nsA:stubEndDate 0 (1)
Collapse Derivation Tree:
Collapse References:
nsA:finalStub, nsA:finalStub, nsA:initialStub
Documentation for Financial products Markup Language (FpML®)

Generated using Liquid Studio - Developer Bundle 21.0.0.0