<xsd:complexType name="FloatingRateDefinition">
    <xsd:annotation>
        <xsd:documentation xml:lang="en">A type defining parameters associated with a floating rate reset. This type forms part of the cashflows representation of a stream.</xsd:documentation>
    </xsd:annotation>
    <xsd:sequence>
        <xsd:element name="calculatedRate" type="xsd:decimal" minOccurs="0">
            <xsd:annotation>
                <xsd:documentation xml:lang="en">The final calculated rate for a calculation period after any required averaging of rates A calculated rate of 5% would be represented as 0.05.</xsd:documentation>
            </xsd:annotation>
        </xsd:element>
        <xsd:element name="rateObservation" type="RateObservation" minOccurs="0" maxOccurs="unbounded">
            <xsd:annotation>
                <xsd:documentation xml:lang="en">The details of a particular rate observation, including the fixing date and observed rate. A list of rate observation elements may be ordered in the document by ascending adjusted fixing date. An FpML document containing an unordered list of rate observations is still regarded as a conformant document.</xsd:documentation>
            </xsd:annotation>
        </xsd:element>
        <xsd:element name="floatingRateMultiplier" type="xsd:decimal" minOccurs="0">
            <xsd:annotation>
                <xsd:documentation xml:lang="en">A rate multiplier to apply to the floating rate. The multiplier can be a positive or negative decimal. This element should only be included if the multiplier is not equal to 1 (one).</xsd:documentation>
            </xsd:annotation>
        </xsd:element>
        <xsd:element name="spread" type="xsd:decimal" minOccurs="0">
            <xsd:annotation>
                <xsd:documentation xml:lang="en">The ISDA Spread, if any, which applies for the calculation period. The spread is a per annum rate, expressed as a decimal. For purposes of determining a calculation period amount, if positive the spread will be added to the floating rate and if negative the spread will be subtracted from the floating rate. A positive 10 basis point (0.1%) spread would be represented as 0.001.</xsd:documentation>
            </xsd:annotation>
        </xsd:element>
        <xsd:element name="capRate" type="Strike" minOccurs="0" maxOccurs="unbounded">
            <xsd:annotation>
                <xsd:documentation xml:lang="en">The cap rate, if any, which applies to the floating rate for the calculation period. The cap rate (strike) is only required where the floating rate on a swap stream is capped at a certain strike level. The cap rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A cap rate of 5% would be represented as 0.05.</xsd:documentation>
            </xsd:annotation>
        </xsd:element>
        <xsd:element name="floorRate" type="Strike" minOccurs="0" maxOccurs="unbounded">
            <xsd:annotation>
                <xsd:documentation xml:lang="en">The floor rate, if any, which applies to the floating rate for the calculation period. The floor rate (strike) is only required where the floating rate on a swap stream is floored at a certain strike level. The floor rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. The floor rate of 5% would be represented as 0.05.</xsd:documentation>
            </xsd:annotation>
        </xsd:element>
    </xsd:sequence>
</xsd:complexType>

• FloatingRateDefinition
• fpml:floatingRateDefinition