Definition Type: ComplexType
Name: FloatingAmountProvisions
Namespace: http://www.fpml.org/FpML-5/reporting
Containing Schema: fpml-cd-5-9.xsd
Abstract
Collapse XSD Schema Diagram:
Drilldown into stepUpProvision in schema fpml-cd-5-9_xsd Drilldown into WACCapInterestProvision in schema fpml-cd-5-9_xsdXSD Diagram of FloatingAmountProvisions in schema fpml-cd-5-9_xsd (Financial products Markup Language (FpML®) - Reporting)
Collapse XSD Schema Code:
<xsd:complexType name="FloatingAmountProvisions">
    <xsd:sequence>
        <xsd:element name="WACCapInterestProvision" type="xsd:boolean" minOccurs="0">
            <xsd:annotation>
                <xsd:documentation xml:lang="en">As specified by the ISDA Supplement for use with trades on mortgage-backed securities, "WAC Cap" means a weighted average coupon or weighted average rate cap provision (however defined in the Underlying Instruments) of the Underlying Instruments that limits, increases or decreases the interest rate or interest entitlement, as set out in the Underlying Instruments on the Effective Date without regard to any subsequent amendment The presence of the element with value set to 'true' signifies that the provision is applicable. From a usage standpoint, this provision is typically applicable in the case of CMBS and not applicable in case of RMBS trades.</xsd:documentation>
            </xsd:annotation>
        </xsd:element>
        <xsd:element name="stepUpProvision" type="xsd:boolean" minOccurs="0">
            <xsd:annotation>
                <xsd:documentation xml:lang="en">As specified by the ISDA Standard Terms Supplement for use with trades on mortgage-backed securities. The presence of the element with value set to 'true' signifies that the provision is applicable. If applicable, the applicable step-up terms are specified as part of that ISDA Standard Terms Supplement. From a usage standpoint, this provision is typically applicable in the case of RMBS and not applicable in case of CMBS trades.</xsd:documentation>
            </xsd:annotation>
        </xsd:element>
    </xsd:sequence>
</xsd:complexType>
Collapse Child Elements:
Name Type Min Occurs Max Occurs
WACCapInterestProvision nsA:WACCapInterestProvision 0 (1)
stepUpProvision nsA:stepUpProvision 0 (1)
Collapse Derivation Tree:
Collapse References:
nsA:floatingAmountProvisions
Collapse Comments:
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