Definition Type: SimpleType
Name: NegativeInterestRateTreatmentEnum
Namespace: http://www.fpml.org/2007/FpML-4-4
Containing Schema: fpml-enum-4-4.xsd
Documentation:
The method of 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).
Collapse XSD Schema Diagram:
XSD Diagram of NegativeInterestRateTreatmentEnum in schema fpml-enum-4-4_xsd (Financial products Markup Language (FpML®))
Collapse XSD Schema Code:
<xsd:simpleType name="NegativeInterestRateTreatmentEnum">
    <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">The method of 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:restriction base="xsd:token">
        <xsd:enumeration value="NegativeInterestRateMethod">
            <xsd:annotation>
                <xsd:documentation source="http://www.FpML.org" xml:lang="en">Negative Interest Rate Method. Per 2000 ISDA Definitions, Section 6.4 Negative Interest Rates, paragraphs (b) and (c).</xsd:documentation>
            </xsd:annotation>
        </xsd:enumeration>
        <xsd:enumeration value="ZeroInterestRateMethod">
            <xsd:annotation>
                <xsd:documentation source="http://www.FpML.org" xml:lang="en">Zero Interest Rate Method. Per 2000 ISDA Definitions, Section 6.4. Negative Interest Rates, paragraphs (d) and (e).</xsd:documentation>
            </xsd:annotation>
        </xsd:enumeration>
    </xsd:restriction>
</xsd:simpleType>
Collapse Facets:
Facet Value
Enumeration NegativeInterestRateMethod
Enumeration ZeroInterestRateMethod
Collapse Derivation Tree:
Collapse References:
fpml:negativeInterestRateTreatment