Definition Type: ComplexType
Name: FloatingAmountCalculation
Namespace: http://www.fpml.org/FpML-5/reporting
Containing Schema: fpml-cd-5-9.xsd
Abstract
Collapse XSD Schema Diagram:
Drilldown into finalFixingDate in schema fpml-cd-5-9_xsd Drilldown into initialFixingDate in schema fpml-cd-5-9_xsd Drilldown into dayCountFraction in schema fpml-cd-5-9_xsd Drilldown into floatingRate in schema fpml-cd-5-9_xsd Drilldown into calculationAmount in schema fpml-cd-5-9_xsdXSD Diagram of FloatingAmountCalculation in schema fpml-cd-5-9_xsd (Financial products Markup Language (FpML®) - Reporting)
Collapse XSD Schema Code:
<xsd:complexType name="FloatingAmountCalculation">
    <xsd:sequence>
        <xsd:element name="calculationAmount" type="CalculationAmount" minOccurs="0">
            <xsd:annotation>
                <xsd:documentation xml:lang="en">The notional amount used in the calculation of fixed amounts where an amount is calculated on a formula basis, i.e. fixed amount = fixed rate payer calculation amount x fixed rate x fixed rate day count fraction. ISDA 2003 Term: Fixed Rate Payer Calculation Amount.</xsd:documentation>
            </xsd:annotation>
        </xsd:element>
        <xsd:element name="floatingRate" type="FloatingRateCalculation" minOccurs="0">
            <xsd:annotation>
                <xsd:documentation xml:lang="en">The calculation period floating rate.</xsd:documentation>
            </xsd:annotation>
        </xsd:element>
        <xsd:element name="dayCountFraction" type="DayCountFraction" minOccurs="0">
            <xsd:annotation>
                <xsd:documentation xml:lang="en">The day count fraction. ISDA 2003 Term: Fixed Rate Day Count Fraction.</xsd:documentation>
            </xsd:annotation>
        </xsd:element>
        <xsd:element name="initialFixingDate" type="xsd:date" minOccurs="0" />
        <xsd:element name="finalFixingDate" type="AdjustableDate" minOccurs="0" />
    </xsd:sequence>
</xsd:complexType>
Collapse Child Elements:
Name Type Min Occurs Max Occurs
calculationAmount nsA:calculationAmount 0 (1)
floatingRate nsA:floatingRate 0 (1)
dayCountFraction nsA:dayCountFraction 0 (1)
initialFixingDate nsA:initialFixingDate 0 (1)
finalFixingDate nsA:finalFixingDate 0 (1)
Collapse Derivation Tree:
Collapse References:
nsA:floatingAmountCalculation
Collapse Comments:
blog comments powered by Disqus