Documentation for Financial products Markup Language (FpML®)
Definition Type: ComplexType
Name: InflationRateCalculation
Namespace: http://www.fpml.org/2007/FpML-4-4
Type: fpml:FloatingRateCalculation
Containing Schema: fpml-ird-4-4.xsd
Abstract
Documentation:
A type defining the components specifiying an Inflation Rate Calculation
Collapse XSD Schema Diagram:
Drilldown into initialIndexLevel in schema fpml-ird-4-4_xsd Drilldown into interpolationMethod in schema fpml-ird-4-4_xsd Drilldown into mainPublication in schema fpml-ird-4-4_xsd Drilldown into indexSource in schema fpml-ird-4-4_xsd Drilldown into inflationLag in schema fpml-ird-4-4_xsd 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_xsd Drilldown into FloatingRateCalculation in schema fpml-shared-4-4_xsdXSD Diagram of InflationRateCalculation in schema fpml-ird-4-4_xsd (Financial products Markup Language (FpML®))
Collapse XSD Schema Code: 
<xsd:complexType name="InflationRateCalculation">
    <xsd:annotation>
        <xsd:documentation xml:lang="en">A type defining the components specifiying an Inflation Rate Calculation</xsd:documentation>
    </xsd:annotation>
    <xsd:complexContent>
        <xsd:extension base="FloatingRateCalculation">
            <xsd:sequence>
                <xsd:element name="inflationLag" type="Offset">
                    <xsd:annotation>
                        <xsd:documentation xml:lang="en">an offsetting period from the payment date which determines the reference period for which the inflation index is onserved.</xsd:documentation>
                    </xsd:annotation>
                </xsd:element>
                <xsd:element name="indexSource" type="RateSourcePage">
                    <xsd:annotation>
                        <xsd:documentation xml:lang="en">The reference source such as Reuters or Bloomberg.</xsd:documentation>
                    </xsd:annotation>
                </xsd:element>
                <xsd:element name="mainPublication" type="MainPublication" minOccurs="0">
                    <xsd:annotation>
                        <xsd:documentation xml:lang="en">The current main publication source such as relevant web site or a government body.</xsd:documentation>
                    </xsd:annotation>
                </xsd:element>
                <xsd:element name="interpolationMethod" type="InterpolationMethod">
                    <xsd:annotation>
                        <xsd:documentation xml:lang="en">The method used when calculating the Inflation Index Level from multiple points - the most common is Linear.</xsd:documentation>
                    </xsd:annotation>
                </xsd:element>
                <xsd:element name="initialIndexLevel" type="xsd:decimal" minOccurs="0">
                    <xsd:annotation>
                        <xsd:documentation xml:lang="en">initial known index level for the first calculation period.</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)
inflationLag fpml:inflationLag (1) (1)
indexSource fpml:indexSource (1) (1)
mainPublication fpml:mainPublication 0 (1)
interpolationMethod fpml:interpolationMethod (1) (1)
initialIndexLevel fpml:initialIndexLevel 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:inflationRateCalculation
Documentation for Financial products Markup Language (FpML®)

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