Documentation for Financial products Markup Language (FpML®)
Definition Type: ComplexType
Name: InterestCalculation
Namespace: http://www.fpml.org/2007/FpML-4-4
Type: fpml:InterestAccrualsMethod
Containing Schema: fpml-eq-shared-4-4.xsd
Abstract
Documentation:
Specifies the calculation method of the interest rate leg of the equity swap. Includes the floating or fixed rate calculation definitions, along with the determination of the day count fraction.
Collapse XSD Schema Diagram:
Drilldown into compounding in schema fpml-eq-shared-4-4_xsd Drilldown into dayCountFraction in schema fpml-eq-shared-4-4_xsd Drilldown into fixedRate in schema fpml-shared-4-4_xsd Drilldown into floatingRateCalculation in schema fpml-shared-4-4_xsd Drilldown into InterestAccrualsMethod in schema fpml-shared-4-4_xsd Drilldown into id in schema fpml-eq-shared-4-4_xsdXSD Diagram of InterestCalculation in schema fpml-eq-shared-4-4_xsd (Financial products Markup Language (FpML®))
Collapse XSD Schema Code: 
<xsd:complexType name="InterestCalculation">
    <xsd:annotation>
        <xsd:documentation xml:lang="en">Specifies the calculation method of the interest rate leg of the equity swap. Includes the floating or fixed rate calculation definitions, along with the determination of the day count fraction.</xsd:documentation>
    </xsd:annotation>
    <xsd:complexContent>
        <xsd:extension base="InterestAccrualsMethod">
            <xsd:sequence>
                <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="compounding" type="Compounding" minOccurs="0">
                    <xsd:annotation>
                        <xsd:documentation xml:lang="en">Defines compounding rates on the Interest Leg.</xsd:documentation>
                    </xsd:annotation>
                </xsd:element>
            </xsd:sequence>
            <xsd:attribute name="id" type="xsd:ID" />
        </xsd:extension>
    </xsd:complexContent>
</xsd:complexType>
Collapse Child Elements:
Name Type Min Occurs Max Occurs
floatingRateCalculation fpml:floatingRateCalculation (1) (1)
fixedRate fpml:fixedRate (1) (1)
dayCountFraction fpml:dayCountFraction (1) (1)
compounding fpml:compounding 0 (1)
Collapse Child Attributes:
Name Type Default Value Use
id fpml:id (Optional)
Collapse Derivation Tree:
Collapse References:
fpml:interestCalculation
Documentation for Financial products Markup Language (FpML®)

Generated using Liquid Studio - Developer Bundle 21.0.0.0