Documentation for Financial products Markup Language (FpML®)
Definition Type: Element
Name: spreadSchedule
Namespace: http://www.fpml.org/2007/FpML-4-4
Type: fpml:SpreadSchedule
Containing Schema: fpml-shared-4-4.xsd
MinOccurs 0
MaxOccurs unbounded
Abstract
Documentation:
The ISDA Spread or a Spread schedule expressed as explicit spreads and dates. In the case of a schedule, the step dates may be subject to adjustment in accordance with any adjustments specified in calculationPeriodDatesAdjustments. 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.
Collapse XSD Schema Diagram:
Drilldown into type in schema fpml-shared-4-4_xsd Drilldown into step in schema fpml-shared-4-4_xsd Drilldown into initialValue in schema fpml-shared-4-4_xsd Drilldown into id in schema fpml-shared-4-4_xsd Drilldown into Schedule in schema fpml-shared-4-4_xsd Drilldown into SpreadSchedule in schema fpml-shared-4-4_xsdXSD Diagram of spreadSchedule in schema fpml-shared-4-4_xsd (Financial products Markup Language (FpML®))
Collapse XSD Schema Code: 
<xsd:element name="spreadSchedule" type="SpreadSchedule" minOccurs="0" maxOccurs="unbounded">
    <xsd:annotation>
        <xsd:documentation xml:lang="en">The ISDA Spread or a Spread schedule expressed as explicit spreads and dates. In the case of a schedule, the step dates may be subject to adjustment in accordance with any adjustments specified in calculationPeriodDatesAdjustments. 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>
Collapse Child Elements:
Name Type Min Occurs Max Occurs
initialValue fpml:initialValue (1) (1)
step fpml:step 0 unbounded
type fpml:type 0 (1)
Collapse Child Attributes:
Name Type Default Value Use
id fpml:id (Optional)
Collapse Derivation Tree:
Documentation for Financial products Markup Language (FpML®)

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