Documentation for Financial products Markup Language (FpML®)
Definition Type: ComplexType
Name: FloatingRateCalculation
Namespace: http://www.fpml.org/2007/FpML-4-4
Type: fpml:FloatingRate
Containing Schema: fpml-shared-4-4.xsd
Abstract
Documentation:
A type defining the floating rate and definitions relating to the calculation of floating rate amounts.
Collapse XSD Schema Diagram:
Drilldown into negativeInterestRateTreatment in schema fpml-shared-4-4_xsd Drilldown into averagingMethod in schema fpml-shared-4-4_xsd Drilldown into finalRateRounding in schema fpml-shared-4-4_xsd Drilldown into initialRate in schema fpml-shared-4-4_xsd Drilldown into floorRateSchedule in schema fpml-shared-4-4_xsd Drilldown into capRateSchedule in schema fpml-shared-4-4_xsd Drilldown into rateTreatment in schema fpml-shared-4-4_xsd Drilldown into spreadSchedule in schema fpml-shared-4-4_xsd Drilldown into floatingRateMultiplierSchedule in schema fpml-shared-4-4_xsd Drilldown into indexTenor in schema fpml-shared-4-4_xsd Drilldown into floatingRateIndex in schema fpml-shared-4-4_xsd Drilldown into FloatingRateIndex.model in schema fpml-shared-4-4_xsd Drilldown into id in schema fpml-shared-4-4_xsd Drilldown into Rate in schema fpml-shared-4-4_xsd Drilldown into FloatingRate in schema fpml-shared-4-4_xsdXSD Diagram of FloatingRateCalculation in schema fpml-shared-4-4_xsd (Financial products Markup Language (FpML®))
Collapse XSD Schema Code: 
<xsd:complexType name="FloatingRateCalculation">
    <xsd:annotation>
        <xsd:documentation xml:lang="en">A type defining the floating rate and definitions relating to the calculation of floating rate amounts.</xsd:documentation>
    </xsd:annotation>
    <xsd:complexContent>
        <xsd:extension base="FloatingRate">
            <xsd:sequence>
                <xsd:element name="initialRate" type="xsd:decimal" minOccurs="0">
                    <xsd:annotation>
                        <xsd:documentation xml:lang="en">The initial floating rate reset agreed between the principal parties involved in the trade. This is assumed to be the first required reset rate for the first regular calculation period. It should only be included when the rate is not equal to the rate published on the source implied by the floating rate index. An initial rate of 5% would be represented as 0.05.</xsd:documentation>
                    </xsd:annotation>
                </xsd:element>
                <xsd:element name="finalRateRounding" type="Rounding" minOccurs="0">
                    <xsd:annotation>
                        <xsd:documentation xml:lang="en">The rounding convention to apply to the final rate used in determination of a calculation period amount.</xsd:documentation>
                    </xsd:annotation>
                </xsd:element>
                <xsd:element name="averagingMethod" type="AveragingMethodEnum" minOccurs="0">
                    <xsd:annotation>
                        <xsd:documentation xml:lang="en">If averaging is applicable, this component specifies whether a weighted or unweighted average method of calculation is to be used. The component must only be included when averaging applies.</xsd:documentation>
                    </xsd:annotation>
                </xsd:element>
                <xsd:element name="negativeInterestRateTreatment" type="NegativeInterestRateTreatmentEnum" minOccurs="0">
                    <xsd:annotation>
                        <xsd:documentation xml:lang="en">The specification of any provisions for calculating payment obligations when a floating rate is negative (either due to a quoted negative floating rate or by operation of a spread that is subtracted from the floating rate).</xsd:documentation>
                    </xsd:annotation>
                </xsd:element>
            </xsd:sequence>
        </xsd:extension>
    </xsd:complexContent>
</xsd:complexType>
Collapse Child Elements:
Name Type Min Occurs Max Occurs
floatingRateIndex fpml:floatingRateIndex (1) (1)
indexTenor fpml:indexTenor 0 (1)
floatingRateMultiplierSchedule fpml:floatingRateMultiplierSchedule 0 (1)
spreadSchedule fpml:spreadSchedule 0 unbounded
rateTreatment fpml:rateTreatment 0 (1)
capRateSchedule fpml:capRateSchedule 0 unbounded
floorRateSchedule fpml:floorRateSchedule 0 unbounded
initialRate fpml:initialRate 0 (1)
finalRateRounding fpml:finalRateRounding 0 (1)
averagingMethod fpml:averagingMethod 0 (1)
negativeInterestRateTreatment fpml:negativeInterestRateTreatment 0 (1)
<xs:group> fpml:FloatingRateIndex.model (1) (1)
Collapse Child Attributes:
Name Type Default Value Use
id fpml:id (Optional)
Collapse Derivation Tree:
Collapse References:
fpml:floatingRateCalculation, fpml:floatingRateCalculationfpml:InflationRateCalculation,
Documentation for Financial products Markup Language (FpML®)

Generated using Liquid Studio - Developer Bundle 21.0.0.0