Definition Type: ComplexType
Name: CashflowCalculationElements
Namespace: http://www.fpml.org/2007/FpML-4-4
Containing Schema: fpml-reconciliation-4-4.xsd
Abstract
Collapse XSD Schema Diagram:
Drilldown into calculationPeriod in schema fpml-reconciliation-4-4_xsd Drilldown into calculatedRate in schema fpml-reconciliation-4-4_xsd Drilldown into underlyer in schema fpml-reconciliation-4-4_xsd Drilldown into notional in schema fpml-reconciliation-4-4_xsd Drilldown into numberOfUnits in schema fpml-reconciliation-4-4_xsdXSD Diagram of CashflowCalculationElements in schema fpml-reconciliation-4-4_xsd (Financial products Markup Language (FpML®))
Collapse XSD Schema Code:
<xsd:complexType name="CashflowCalculationElements">
    <xsd:sequence>
        <xsd:element name="numberOfUnits" type="UnderlyerReferenceUnits" minOccurs="0" />
        <xsd:element name="notional" type="CashflowNotional" minOccurs="0">
            <xsd:annotation>
                <xsd:documentation xml:lang="en">Identifies the notional in effect for this calculation period.</xsd:documentation>
            </xsd:annotation>
        </xsd:element>
        <xsd:element name="underlyer" type="TradeUnderlyer" minOccurs="0" maxOccurs="unbounded">
            <xsd:annotation>
                <xsd:documentation xml:lang="en">The underlyer(s) used to calculate the amount of this cashflow component. The underlyer(s) will remain unaltered from the values specified in the underlying transaction (i.e. the Fixed Rate on a Credit Default Swap).</xsd:documentation>
            </xsd:annotation>
        </xsd:element>
        <xsd:element name="calculatedRate" type="CashflowFixing" minOccurs="0" maxOccurs="unbounded">
            <xsd:annotation>
                <xsd:documentation xml:lang="en">The computed rate(s) or price(s) used to calculate the amount of this cashflow component. These computed rates or prices may include averaging and/or various types of rate treatment rules.</xsd:documentation>
            </xsd:annotation>
        </xsd:element>
        <xsd:element name="calculationPeriod" type="CashflowCalculationPeriod" minOccurs="0" maxOccurs="unbounded">
            <xsd:annotation>
                <xsd:documentation xml:lang="en">The period details for calculation/accrual periods that comprise this cashflow component.</xsd:documentation>
            </xsd:annotation>
        </xsd:element>
    </xsd:sequence>
</xsd:complexType>
Collapse Child Elements:
Name Type Min Occurs Max Occurs
numberOfUnits fpml:numberOfUnits 0 (1)
notional fpml:notional 0 (1)
underlyer fpml:underlyer 0 unbounded
calculatedRate fpml:calculatedRate 0 unbounded
calculationPeriod fpml:calculationPeriod 0 unbounded
Collapse Derivation Tree:
Collapse References:
fpml:calculationElements