Definition Type: ComplexType
Name: StubFloatingRate
Namespace: http://www.fpml.org/FpML-5/pretrade
Type: nsC:Rate
Containing Schema: fpml-shared-5-10.xsd
Abstract
Documentation:
A type defining a floating rate.
Collapse XSD Schema Diagram:
Drilldown into spreadSchedule in schema fpml-shared-5-10_xsd2 Drilldown into indexTenor in schema fpml-shared-5-10_xsd2 Drilldown into floatingRateIndex in schema fpml-shared-5-10_xsd2 Drilldown into StubFloatingRateIndex.model in schema fpml-shared-5-10_xsd2 Drilldown into id in schema fpml-shared-5-10_xsd2 Drilldown into Rate in schema fpml-shared-5-10_xsd2XSD Diagram of StubFloatingRate in schema fpml-shared-5-10_xsd2 (Financial products Markup Language (FpML®))
Collapse XSD Schema Code:
<xsd:complexType name="StubFloatingRate">
    <xsd:annotation>
        <xsd:documentation xml:lang="en">A type defining a floating rate.</xsd:documentation>
    </xsd:annotation>
    <xsd:complexContent>
        <xsd:extension base="Rate">
            <xsd:sequence>
                <xsd:group ref="StubFloatingRateIndex.model" />
                <xsd:element name="spreadSchedule" type="SpreadSchedule" minOccurs="0" maxOccurs="unbounded">
                    <xsd:annotation>
                        <xsd:documentation xml:lang="en">The ISDA Spread or a Spread schedule expressed as explicit spreads and dates. In the case of a schedule, the step dates may be subject to adjustment in accordance with any adjustments specified in calculationPeriodDatesAdjustments. The spread is a per annum rate, expressed as a decimal. For purposes of determining a calculation period amount, if positive the spread will be added to the floating rate and if negative the spread will be subtracted from the floating rate. A positive 10 basis point (0.1%) spread would be represented as 0.001.</xsd:documentation>
                    </xsd:annotation>
                </xsd:element>
            </xsd:sequence>
        </xsd:extension>
    </xsd:complexContent>
</xsd:complexType>
Collapse Child Elements:
Name Type Min Occurs Max Occurs
floatingRateIndex nsC:floatingRateIndex 0 (1)
indexTenor nsC:indexTenor 0 (1)
spreadSchedule nsC:spreadSchedule 0 unbounded
<xs:group> nsC:StubFloatingRateIndex.model (1) (1)
Collapse Child Attributes:
Name Type Default Value Use
id nsC:id (Optional)
Collapse Derivation Tree:
Collapse References:
nsC:floatingRate