<xsd:complexType name="CalculationPeriod">
<xsd:annotation>
<xsd:documentation xml:lang="en">A type defining the parameters used in the calculation of a fixed or floating rate calculation period amount. This type forms part of cashflows representation of a swap stream.</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="unadjustedStartDate" type="xsd:date" minOccurs="0" />
<xsd:element name="unadjustedEndDate" type="xsd:date" minOccurs="0" />
<xsd:element name="adjustedStartDate" type="xsd:date" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">The calculation period start date, adjusted according to any relevant business day convention.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="adjustedEndDate" type="xsd:date" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">The calculation period end date, adjusted according to any relevant business day convention.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="calculationPeriodNumberOfDays" type="xsd:positiveInteger" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">The number of days from the adjusted effective / start date to the adjusted termination / end date calculated in accordance with the applicable day count fraction.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:choice>
<xsd:element name="notionalAmount" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">The amount that a cashflow will accrue interest on.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="fxLinkedNotionalAmount" type="FxLinkedNotionalAmount">
<xsd:annotation>
<xsd:documentation xml:lang="en">The amount that a cashflow will accrue interest on. This is the calculated amount of the fx linked - ie the other currency notional amount multiplied by the appropriate fx spot rate.</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
<xsd:choice>
<xsd:element name="floatingRateDefinition" type="FloatingRateDefinition">
<xsd:annotation>
<xsd:documentation xml:lang="en">The floating rate reset information for the calculation period.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="fixedRate" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">The calculation period fixed rate. A per annum rate, expressed as a decimal. A fixed rate of 5% would be represented as 0.05.</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
<xsd:element name="dayCountYearFraction" type="xsd:decimal" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">The year fraction value of the calculation period, result of applying the ISDA rules for day count fraction defined in the ISDA Annex.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="forecastAmount" type="Money" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">The amount representing the forecast of the accrued value of the calculation period. An intermediate value used to generate the forecastPaymentAmount in the PaymentCalculationPeriod.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="forecastRate" type="xsd:decimal" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">A value representing the forecast rate used to calculate the forecast future value of the accrual period. This is a calculated rate determined based on averaging the rates in the rateObservation elements, and incorporates all of the rate treatment and averaging rules. A value of 1% should be represented as 0.01</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
<xsd:attribute name="id" type="xsd:ID" />
</xsd:complexType>
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XSD Schema Diagram:
