Documentation for Financial products Markup Language (FpML®)
Definition Type: ComplexType
Name: InterestRatePeriod
Namespace: http://www.fpml.org/2008/FpML-4-5
Containing Schema: fpml-loan-4-5.xsd
Abstract
Documentation:
A full definition of the accrual characteristics of a loan contract. This structure defines both the underlying base rate as well as any additional margins and costs associated with the loan contract.
Collapse XSD Schema Diagram:
Drilldown into projectedInterestAmount in schema fpml-loan-4-5_xsd Drilldown into tenor in schema fpml-loan-4-5_xsd Drilldown into interestDayBasis in schema fpml-loan-4-5_xsd Drilldown into allInRate in schema fpml-loan-4-5_xsd Drilldown into mandatoryCostRate in schema fpml-loan-4-5_xsd Drilldown into margin in schema fpml-loan-4-5_xsd Drilldown into interestRate in schema fpml-loan-4-5_xsd Drilldown into indexTenor in schema fpml-shared-4-5_xsd Drilldown into floatingRateIndex in schema fpml-shared-4-5_xsd Drilldown into FloatingRateIndex.model in schema fpml-shared-4-5_xsd Drilldown into endDate in schema fpml-shared-4-5_xsd Drilldown into startDate in schema fpml-shared-4-5_xsd Drilldown into Period.model in schema fpml-shared-4-5_xsd Drilldown into rateFixingDate in schema fpml-loan-4-5_xsdXSD Diagram of InterestRatePeriod in schema fpml-loan-4-5_xsd (Financial products Markup Language (FpML®))
Collapse XSD Schema Code: 
<xsd:complexType name="InterestRatePeriod">
    <xsd:annotation>
        <xsd:documentation xml:lang="en">A full definition of the accrual characteristics of a loan contract. This structure defines both the underlying base rate as well as any additional margins and costs associated with the loan contract.</xsd:documentation>
    </xsd:annotation>
    <xsd:sequence>
        <xsd:element name="rateFixingDate" type="xsd:date">
            <xsd:annotation>
                <xsd:documentation xml:lang="en">The date on which the underlying interest rate is fixed. It is an actual (adjusted) date. Note: This should default to the effective date of the loan contract in the case of a PRIME base rate.</xsd:documentation>
            </xsd:annotation>
        </xsd:element>
        <xsd:group ref="Period.model">
            <xsd:annotation>
                <xsd:documentation xml:lang="en">The dates defining an interest rate period. This is a period of actual (adjusted) dates. Note: The end date, in the case of a PRIME-based loan contract, should default to the loan contract maturity date.</xsd:documentation>
            </xsd:annotation>
        </xsd:group>
        <xsd:group ref="FloatingRateIndex.model">
            <xsd:annotation>
                <xsd:documentation xml:lang="en">Defines the underlying base rate for this interest rate period.</xsd:documentation>
            </xsd:annotation>
        </xsd:group>
        <xsd:element name="interestRate" type="PositiveDecimal" minOccurs="0">
            <xsd:annotation>
                <xsd:documentation xml:lang="en">The actual interest rate, defined as a percentage.</xsd:documentation>
            </xsd:annotation>
        </xsd:element>
        <xsd:element name="margin" type="xsd:decimal" minOccurs="0">
            <xsd:annotation>
                <xsd:documentation xml:lang="en">The margin as stated in the credit agreement.</xsd:documentation>
            </xsd:annotation>
        </xsd:element>
        <xsd:element name="mandatoryCostRate" type="PositiveDecimal" minOccurs="0">
            <xsd:annotation>
                <xsd:documentation xml:lang="en">Charged as an additional cost for select european deals.</xsd:documentation>
            </xsd:annotation>
        </xsd:element>
        <xsd:element name="allInRate" type="PositiveDecimal" minOccurs="0">
            <xsd:annotation>
                <xsd:documentation xml:lang="en">The actual percentage rate charged to the borrower. (Interest Rate + Margin + MCR) = All In Rate.</xsd:documentation>
            </xsd:annotation>
        </xsd:element>
        <xsd:element name="interestDayBasis" type="DayCountFraction" minOccurs="0">
            <xsd:annotation>
                <xsd:documentation xml:lang="en">The day count basis for the interest rate period.</xsd:documentation>
            </xsd:annotation>
        </xsd:element>
        <xsd:element name="tenor" type="Interval" minOccurs="0">
            <xsd:annotation>
                <xsd:documentation xml:lang="en">The number of business days in the interest rate period.</xsd:documentation>
            </xsd:annotation>
        </xsd:element>
        <xsd:element name="projectedInterestAmount" type="ParticipationAmount" minOccurs="0">
            <xsd:annotation>
                <xsd:documentation xml:lang="en">Projected amount of interest that will be paid by the Agent bank at the end of the interest period.</xsd:documentation>
            </xsd:annotation>
        </xsd:element>
    </xsd:sequence>
</xsd:complexType>
Collapse Child Elements:
Name Type Min Occurs Max Occurs
rateFixingDate fpml:rateFixingDate (1) (1)
startDate fpml:startDate (1) (1)
endDate fpml:endDate (1) (1)
floatingRateIndex fpml:floatingRateIndex (1) (1)
indexTenor fpml:indexTenor 0 (1)
interestRate fpml:interestRate 0 (1)
margin fpml:margin 0 (1)
mandatoryCostRate fpml:mandatoryCostRate 0 (1)
allInRate fpml:allInRate 0 (1)
interestDayBasis fpml:interestDayBasis 0 (1)
tenor fpml:tenor 0 (1)
projectedInterestAmount fpml:projectedInterestAmount 0 (1)
<xs:group> fpml:Period.model (1) (1)
<xs:group> fpml:FloatingRateIndex.model (1) (1)
Collapse Derivation Tree:
Collapse References:
fpml:currentInterestRatePeriodfpml:interestRatePeriod,
Documentation for Financial products Markup Language (FpML®)

Generated using Liquid Studio - Developer Bundle 21.0.0.0