Documentation for Financial products Markup Language (FpML®)
Definition Type: ComplexType
Name: Fra
Namespace: http://www.fpml.org/2007/FpML-4-4
Type: fpml:Product
Containing Schema: fpml-ird-4-4.xsd
Abstract
Documentation:
A type defining a Forward Rate Agreement (FRA) product.
Collapse XSD Schema Diagram:
Drilldown into fraDiscounting in schema fpml-ird-4-4_xsd Drilldown into indexTenor in schema fpml-ird-4-4_xsd Drilldown into floatingRateIndex in schema fpml-ird-4-4_xsd Drilldown into fixedRate in schema fpml-ird-4-4_xsd Drilldown into notional in schema fpml-ird-4-4_xsd Drilldown into calculationPeriodNumberOfDays in schema fpml-ird-4-4_xsd Drilldown into dayCountFraction in schema fpml-ird-4-4_xsd Drilldown into fixingDateOffset in schema fpml-ird-4-4_xsd Drilldown into paymentDate in schema fpml-ird-4-4_xsd Drilldown into adjustedTerminationDate in schema fpml-ird-4-4_xsd Drilldown into adjustedEffectiveDate in schema fpml-ird-4-4_xsd Drilldown into sellerPartyReference in schema fpml-shared-4-4_xsd Drilldown into buyerPartyReference in schema fpml-shared-4-4_xsd Drilldown into BuyerSeller.model in schema fpml-shared-4-4_xsd Drilldown into productId in schema fpml-shared-4-4_xsd Drilldown into productType in schema fpml-shared-4-4_xsd Drilldown into Product.model in schema fpml-shared-4-4_xsd Drilldown into id in schema fpml-shared-4-4_xsd Drilldown into Product in schema fpml-shared-4-4_xsdXSD Diagram of Fra in schema fpml-ird-4-4_xsd (Financial products Markup Language (FpML®))
Collapse XSD Schema Code: 
<xsd:complexType name="Fra">
    <xsd:annotation>
        <xsd:documentation xml:lang="en">A type defining a Forward Rate Agreement (FRA) product.</xsd:documentation>
    </xsd:annotation>
    <xsd:complexContent>
        <xsd:extension base="Product">
            <xsd:sequence>
                <xsd:group ref="BuyerSeller.model" />
                <xsd:element name="adjustedEffectiveDate" type="RequiredIdentifierDate">
                    <xsd:annotation>
                        <xsd:documentation xml:lang="en">The start date of the calculation period. This date should already be adjusted for any applicable business day convention. This is also the date when the observed rate is applied, the reset date.</xsd:documentation>
                    </xsd:annotation>
                </xsd:element>
                <xsd:element name="adjustedTerminationDate" type="xsd:date">
                    <xsd:annotation>
                        <xsd:documentation xml:lang="en">The end date of the calculation period. This date should already be adjusted for any applicable business day convention.</xsd:documentation>
                    </xsd:annotation>
                </xsd:element>
                <xsd:element name="paymentDate" type="AdjustableDate">
                    <xsd:annotation>
                        <xsd:documentation xml:lang="en">The payment date. This date is subject to adjustment in accordance with any applicable business day convention.</xsd:documentation>
                    </xsd:annotation>
                </xsd:element>
                <xsd:element name="fixingDateOffset" type="RelativeDateOffset">
                    <xsd:annotation>
                        <xsd:documentation xml:lang="en">Specifies the fixing date relative to the reset date in terms of a business days offset and an associated set of financial business centers. Normally these offset calculation rules will be those specified in the ISDA definition for the relevant floating rate index (ISDA's Floating Rate Option). However, non-standard offset calculation rules may apply for a trade if mutually agreed by the principal parties to the transaction. The href attribute on the dateRelativeTo element should reference the id attribute on the adjustedEffectiveDate element.</xsd:documentation>
                    </xsd:annotation>
                </xsd:element>
                <xsd:element name="dayCountFraction" type="DayCountFraction">
                    <xsd:annotation>
                        <xsd:documentation xml:lang="en">The day count fraction.</xsd:documentation>
                    </xsd:annotation>
                </xsd:element>
                <xsd:element name="calculationPeriodNumberOfDays" type="xsd:positiveInteger">
                    <xsd:annotation>
                        <xsd:documentation xml:lang="en">The number of days from the adjusted effective date to the adjusted termination date calculated in accordance with the applicable day count fraction.</xsd:documentation>
                    </xsd:annotation>
                </xsd:element>
                <xsd:element name="notional" type="Money">
                    <xsd:annotation>
                        <xsd:documentation xml:lang="en">The notional amount.</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:element name="floatingRateIndex" type="FloatingRateIndex" />
                <xsd:element name="indexTenor" type="Interval" maxOccurs="unbounded">
                    <xsd:annotation>
                        <xsd:documentation xml:lang="en">The ISDA Designated Maturity, i.e. the tenor of the floating rate.</xsd:documentation>
                    </xsd:annotation>
                </xsd:element>
                <xsd:element name="fraDiscounting" type="FraDiscountingEnum">
                    <xsd:annotation>
                        <xsd:documentation xml:lang="en">Specifies whether discounting applies and, if so, what type.</xsd:documentation>
                    </xsd:annotation>
                </xsd:element>
            </xsd:sequence>
        </xsd:extension>
    </xsd:complexContent>
</xsd:complexType>
Collapse Child Elements:
Name Type Min Occurs Max Occurs
productType fpml:productType 0 unbounded
productId fpml:productId 0 unbounded
buyerPartyReference fpml:buyerPartyReference (1) (1)
sellerPartyReference fpml:sellerPartyReference (1) (1)
adjustedEffectiveDate fpml:adjustedEffectiveDate (1) (1)
adjustedTerminationDate fpml:adjustedTerminationDate (1) (1)
paymentDate fpml:paymentDate (1) (1)
fixingDateOffset fpml:fixingDateOffset (1) (1)
dayCountFraction fpml:dayCountFraction (1) (1)
calculationPeriodNumberOfDays fpml:calculationPeriodNumberOfDays (1) (1)
notional fpml:notional (1) (1)
fixedRate fpml:fixedRate (1) (1)
floatingRateIndex fpml:floatingRateIndex (1) (1)
indexTenor fpml:indexTenor (1) unbounded
fraDiscounting fpml:fraDiscounting (1) (1)
<xs:group> fpml:BuyerSeller.model (1) (1)
Collapse Child Attributes:
Name Type Default Value Use
id fpml:id (Optional)
Collapse Derivation Tree:
Collapse References:
fpml:fra
Documentation for Financial products Markup Language (FpML®)

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