Definition Type: ComplexType
Name: Calculation
Namespace: http://www.fpml.org/FpML-5/transparency
Containing Schema: fpml-ird-5-9.xsd
Abstract
Documentation:
A type definining the parameters used in the calculation of fixed or floating calculation period amounts.
Collapse XSD Schema Diagram:
Drilldown into dayCountFraction in schema fpml-ird-5-9_xsd Drilldown into rateCalculation in schema fpml-ird-5-9_xsd Drilldown into fixedRateSchedule in schema fpml-ird-5-9_xsd Drilldown into fxLinkedNotionalSchedule in schema fpml-ird-5-9_xsd Drilldown into notionalSchedule in schema fpml-ird-5-9_xsdXSD Diagram of Calculation in schema fpml-ird-5-9_xsd (Financial products Markup Language (FpML®) - Transparency)
Collapse XSD Schema Code:
<xsd:complexType name="Calculation">
    <xsd:annotation>
        <xsd:documentation xml:lang="en">A type definining the parameters used in the calculation of fixed or floating calculation period amounts.</xsd:documentation>
    </xsd:annotation>
    <xsd:sequence>
        <xsd:choice>
            <xsd:element name="notionalSchedule" type="Notional">
                <xsd:annotation>
                    <xsd:documentation xml:lang="en">The notional amount or notional amount schedule.</xsd:documentation>
                </xsd:annotation>
            </xsd:element>
            <xsd:element name="fxLinkedNotionalSchedule" type="FxLinkedNotionalSchedule">
                <xsd:annotation>
                    <xsd:documentation xml:lang="en">A notional amount schedule where each notional that applied to a calculation period is calculated with reference to a notional amount or notional amount schedule in a different currency by means of a spot currency exchange rate which is normally observed at the beginning of each period.</xsd:documentation>
                </xsd:annotation>
            </xsd:element>
        </xsd:choice>
        <xsd:choice>
            <xsd:sequence>
                <xsd:element name="fixedRateSchedule" type="Schedule">
                    <xsd:annotation>
                        <xsd:documentation xml:lang="en">The fixed rate or fixed rate schedule expressed as explicit fixed rates and dates. In the case of a schedule, the step dates may be subject to adjustment in accordance with any adjustments specified in calculationPeriodDatesAdjustments.</xsd:documentation>
                    </xsd:annotation>
                </xsd:element>
            </xsd:sequence>
            <xsd:element ref="rateCalculation">
                <xsd:annotation>
                    <xsd:documentation xml:lang="en">This element is the head of a substitution group. It is substituted by the floatingRateCalculation element for standard Floating Rate legs, or the inflationRateCalculation element for inflation swaps.</xsd:documentation>
                </xsd:annotation>
            </xsd:element>
        </xsd:choice>
        <xsd:element name="dayCountFraction" type="DayCountFraction">
            <xsd:annotation>
                <xsd:documentation xml:lang="en">The day count fraction.</xsd:documentation>
            </xsd:annotation>
        </xsd:element>
    </xsd:sequence>
</xsd:complexType>
Collapse Child Elements:
Name Type Min Occurs Max Occurs
notionalSchedule nsA:notionalSchedule (1) (1)
fxLinkedNotionalSchedule nsA:fxLinkedNotionalSchedule (1) (1)
fixedRateSchedule nsA:fixedRateSchedule (1) (1)
rateCalculation nsA:rateCalculation (1) (1)
dayCountFraction nsA:dayCountFraction (1) (1)
Collapse Derivation Tree:
Collapse References:
nsA:calculation
Collapse Comments:
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