Documentation for Financial products Markup Language (FpML®)
Definition Type: ComplexType
Name: FloatingPriceLeg
Namespace: http://www.fpml.org/2008/FpML-4-5
Type: fpml:Leg
Containing Schema: fpml-com-4-5.xsd
Abstract
Documentation:
Floating Price Leg of a Commodity Swap.
Collapse XSD Schema Diagram:
Drilldown into flatRateAmount in schema fpml-com-4-5_xsd Drilldown into flatRate in schema fpml-com-4-5_xsd Drilldown into CommodityFreightFlatRate.model in schema fpml-com-4-5_xsd Drilldown into relativePaymentDates in schema fpml-com-4-5_xsd Drilldown into paymentDates in schema fpml-com-4-5_xsd Drilldown into CommodityPaymentDates.model in schema fpml-com-4-5_xsd Drilldown into calculation in schema fpml-com-4-5_xsd Drilldown into totalNotionalQuantity in schema fpml-com-4-5_xsd Drilldown into notionalQuantitySchedule in schema fpml-com-4-5_xsd Drilldown into notionalQuantity in schema fpml-com-4-5_xsd Drilldown into CommodityNotionalQuantity.model in schema fpml-com-4-5_xsd Drilldown into commodity in schema fpml-com-4-5_xsd Drilldown into calculationPeriodsScheduleReference in schema fpml-com-4-5_xsd Drilldown into calculationPeriodsReference in schema fpml-com-4-5_xsd Drilldown into CommodityCalculationPeriodsPointer.model in schema fpml-com-4-5_xsd Drilldown into calculationPeriodsSchedule in schema fpml-com-4-5_xsd Drilldown into calculationPeriods in schema fpml-com-4-5_xsd Drilldown into CommodityCalculationPeriods.model in schema fpml-com-4-5_xsd Drilldown into receiverPartyReference in schema fpml-shared-4-5_xsd Drilldown into payerPartyReference in schema fpml-shared-4-5_xsd Drilldown into PayerReceiver.model in schema fpml-shared-4-5_xsd Drilldown into Leg in schema fpml-shared-4-5_xsd Drilldown into id in schema fpml-com-4-5_xsdXSD Diagram of FloatingPriceLeg in schema fpml-com-4-5_xsd (Financial products Markup Language (FpML®))
Collapse XSD Schema Code: 
<xsd:complexType name="FloatingPriceLeg">
    <xsd:annotation>
        <xsd:documentation xml:lang="en">Floating Price Leg of a Commodity Swap.</xsd:documentation>
    </xsd:annotation>
    <xsd:complexContent>
        <xsd:extension base="Leg">
            <xsd:sequence>
                <xsd:group ref="PayerReceiver.model" />
                <xsd:group ref="CommodityCalculationPeriods.model" />
                <xsd:element name="commodity" type="Commodity">
                    <xsd:annotation>
                        <xsd:documentation xml:lang="en">Specifies the underlying instrument. At this time, only underlyers of type Commodity are supported; the choice group in the future could offer the possibility of adding other types later.</xsd:documentation>
                    </xsd:annotation>
                </xsd:element>
                <xsd:group ref="CommodityNotionalQuantity.model" />
                <xsd:element name="calculation" type="FloatingLegCalculation">
                    <xsd:annotation>
                        <xsd:documentation xml:lang="en">Defines details relevant to the calculation of the floating price.</xsd:documentation>
                    </xsd:annotation>
                </xsd:element>
                <xsd:group ref="CommodityPaymentDates.model" />
                <xsd:group ref="CommodityFreightFlatRate.model" minOccurs="0" />
            </xsd:sequence>
            <xsd:attribute name="id" type="xsd:ID" />
        </xsd:extension>
    </xsd:complexContent>
</xsd:complexType>
Collapse Child Elements:
Name Type Min Occurs Max Occurs
payerPartyReference fpml:payerPartyReference (1) (1)
receiverPartyReference fpml:receiverPartyReference (1) (1)
calculationPeriods fpml:calculationPeriods (1) (1)
calculationPeriodsSchedule fpml:calculationPeriodsSchedule (1) (1)
calculationPeriodsReference fpml:calculationPeriodsReference (1) (1)
calculationPeriodsScheduleReference fpml:calculationPeriodsScheduleReference (1) (1)
commodity fpml:commodity (1) (1)
notionalQuantity fpml:notionalQuantity (1) (1)
notionalQuantitySchedule fpml:notionalQuantitySchedule (1) (1)
totalNotionalQuantity fpml:totalNotionalQuantity 0 (1)
calculation fpml:calculation (1) (1)
paymentDates fpml:paymentDates (1) (1)
relativePaymentDates fpml:relativePaymentDates (1) (1)
flatRate fpml:flatRate (1) (1)
flatRateAmount fpml:flatRateAmount 0 (1)
<xs:group> fpml:PayerReceiver.model (1) (1)
<xs:group> fpml:CommodityCalculationPeriods.model (1) (1)
<xs:group> fpml:CommodityCalculationPeriodsPointer.model (1) (1)
<xs:group> fpml:CommodityNotionalQuantity.model (1) (1)
<xs:group> fpml:CommodityPaymentDates.model (1) (1)
<xs:group> fpml:CommodityFreightFlatRate.model 0 (1)
Collapse Child Attributes:
Name Type Default Value Use
id fpml:id (Optional)
Collapse Derivation Tree:
Collapse References:
fpml:floatingLeg
Documentation for Financial products Markup Language (FpML®)

Generated using Liquid Studio - Developer Bundle 21.0.0.0