XML Schema Documentation

Super-types:	None
Sub-types:	None

Name	FloatingAmountProvisions
Used by (from the same schema document)	Complex Type FloatingAmountEvents
Abstract	no

XML Instance Representation

<...>

<WACCapInterestProvision> Empty </WACCapInterestProvision> [0..1]

'As specified by the ISDA Supplement for use with trades on mortgage-backed securities, \"WAC Cap\" means a weighted average coupon or weighted average rate cap provision (however defined in the Underlying Instruments) of the Underlying Instruments that limits, increases or decreases the interest rate or interest entitlement, as set out in the Underlying Instruments on the Effective Date without regard to any subsequent amendment The presence of the element signifies that the provision is applicable. From a usage standpoint, this provision is typically applicable in the case of CMBS and not applicable in case of RMBS trades.'

<stepUpProvision> Empty </stepUpProvision> [0..1]

'As specified by the ISDA Standard Terms Supplement for use with trades on mortgage-backed securities. The presence of the element signifies that the provision is applicable. If applicable, the applicable step-up terms are specified as part of that ISDA Standard Terms Supplement. From a usage standpoint, this provision is typically applicable in the case of RMBS and not applicable in case of CMBS trades.'

</...>

Schema Component Representation

<xsd:complexType name="FloatingAmountProvisions">

<xsd:sequence>

<xsd:element name="WACCapInterestProvision" type=" Empty " minOccurs="0"/>

<xsd:element name="stepUpProvision" type=" Empty " minOccurs="0"/>

</xsd:sequence>

</xsd:complexType>

Generated by <oXygen/> XML Editor using a modified version of xs3p that adds schema diagrams and chunking support.

Complex Type: FloatingAmountProvisions

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