Documentation for Financial products Markup Language (FpML®)
Definition Type: SimpleType
Name: AveragingMethodEnum
Namespace: http://www.fpml.org/2007/FpML-4-4
Containing Schema: fpml-enum-4-4.xsd
Documentation:
The method of calculation to be used when averaging rates. Per ISDA 2000 Definitions, Section 6.2. Certain Definitions Relating to Floating Amounts.
Collapse XSD Schema Diagram:
XSD Diagram of AveragingMethodEnum in schema fpml-enum-4-4_xsd (Financial products Markup Language (FpML®))
Collapse XSD Schema Code: 
<xsd:simpleType name="AveragingMethodEnum">
    <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">The method of calculation to be used when averaging rates. Per ISDA 2000 Definitions, Section 6.2. Certain Definitions Relating to Floating Amounts.</xsd:documentation>
    </xsd:annotation>
    <xsd:restriction base="xsd:token">
        <xsd:enumeration value="Unweighted">
            <xsd:annotation>
                <xsd:documentation source="http://www.FpML.org" xml:lang="en">The arithmetic mean of the relevant rates for each reset date.</xsd:documentation>
            </xsd:annotation>
        </xsd:enumeration>
        <xsd:enumeration value="Weighted">
            <xsd:annotation>
                <xsd:documentation source="http://www.FpML.org" xml:lang="en">The arithmetic mean of the relevant rates in effect for each day in a calculation period calculated by multiplying each relevant rate by the number of days such relevant rate is in effect, determining the sum of such products and dividing such sum by the number of days in the calculation period.</xsd:documentation>
            </xsd:annotation>
        </xsd:enumeration>
    </xsd:restriction>
</xsd:simpleType>
Collapse Facets:
Facet Value
Enumeration Unweighted
Enumeration Weighted
Collapse Derivation Tree:
Collapse References:
fpml:averagingMethod
Documentation for Financial products Markup Language (FpML®)

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