Definition Type: ComplexType
Name: FloatingPriceLeg
Namespace: http://www.fpml.org/FpML-5/transparency
Type: nsA:FinancialSwapLeg
Containing Schema: fpml-com-5-9.xsd
Abstract
Documentation:
Floating Price Leg of a Commodity Swap. Each 'floatingLeg' defines a series of financial payments for a commodity the value of which is derived from a floating price such as an exchange or an index publication.
Collapse XSD Schema Diagram:
Drilldown into calculation in schema fpml-com-5-9_xsd Drilldown into totalNotionalQuantity in schema fpml-com-5-9_xsd Drilldown into notionalQuantity in schema fpml-com-5-9_xsd Drilldown into CommodityNotionalQuantity.model in schema fpml-com-5-9_xsd Drilldown into commodity in schema fpml-com-5-9_xsd Drilldown into calculationPeriodsSchedule in schema fpml-com-5-9_xsd Drilldown into CommodityCalculationPeriods.model in schema fpml-com-5-9_xsd Drilldown into id in schema fpml-shared-5-9_xsd Drilldown into Leg in schema fpml-shared-5-9_xsd Drilldown into CommoditySwapLeg in schema fpml-com-5-9_xsd Drilldown into FinancialSwapLeg in schema fpml-com-5-9_xsdXSD Diagram of FloatingPriceLeg in schema fpml-com-5-9_xsd (Financial products Markup Language (FpML®) - Transparency)
Collapse XSD Schema Code:
<xsd:complexType name="FloatingPriceLeg">
    <xsd:annotation>
        <xsd:documentation xml:lang="en">Floating Price Leg of a Commodity Swap. Each 'floatingLeg' defines a series of financial payments for a commodity the value of which is derived from a floating price such as an exchange or an index publication.</xsd:documentation>
    </xsd:annotation>
    <xsd:complexContent>
        <xsd:extension base="FinancialSwapLeg">
            <xsd:sequence>
                <xsd:group ref="CommodityCalculationPeriods.model" minOccurs="0">
                </xsd:group>
                <xsd:element name="commodity" type="Commodity">
                    <xsd:annotation>
                        <xsd:documentation xml:lang="en">Specifies the underlying instrument. Only underlyers of type Commodity are supported.</xsd:documentation>
                    </xsd:annotation>
                </xsd:element>
                <xsd:group ref="CommodityNotionalQuantity.model" />
                <xsd:element name="calculation" type="FloatingLegCalculation" minOccurs="0">
                    <xsd:annotation>
                        <xsd:documentation xml:lang="en">Defines details relevant to the calculation of the floating price.</xsd:documentation>
                    </xsd:annotation>
                </xsd:element>
            </xsd:sequence>
        </xsd:extension>
    </xsd:complexContent>
</xsd:complexType>
Collapse Child Elements:
Name Type Min Occurs Max Occurs
calculationPeriodsSchedule nsA:calculationPeriodsSchedule 0 (1)
commodity nsA:commodity (1) (1)
notionalQuantity nsA:notionalQuantity (1) (1)
totalNotionalQuantity nsA:totalNotionalQuantity (1) (1)
calculation nsA:calculation 0 (1)
<xs:group> nsA:CommodityCalculationPeriods.model 0 (1)
<xs:group> nsA:CommodityNotionalQuantity.model (1) (1)
Collapse Child Attributes:
Name Type Default Value Use
id nsA:id (Optional)
Collapse Derivation Tree:
Collapse References:
nsA:floatingLeg
Collapse Comments:
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