XML Schema Documentation

Complex Type: CashflowCalculationElements

[Table of contents]

Super-types: None
Sub-types: None
Name CashflowCalculationElements
Used by (from the same schema document) Complex Type CalculationDetails
Abstract no
XML Instance Representation
<...>
<numberOfUnits> UnderlyerReferenceUnits </numberOfUnits> [0..1]
<notional> CashflowNotional </notional> [0..1]

'Identifies the notional in effect for this calculation period.'

<underlyer> TradeUnderlyer </underlyer> [0..*]

'The underlyer(s) used to calculate the amount of this cashflow component. The underlyer(s) will remain unaltered from the values specified in the underlying transaction (i.e. the Fixed Rate on a Credit Default Swap).'

<calculatedRate> CashflowFixing </calculatedRate> [0..*]

'The computed rate(s) or price(s) used to calculate the amount of this cashflow component. These computed rates or prices may include averaging and/or various types of rate treatment rules.'

<calculationPeriod> CashflowCalculationPeriod </calculationPeriod> [0..*]

'The period details for calculation/accrual periods that comprise this cashflow component.'

</...>
Diagram
type_UnderlyerReferenceUnits
Schema Component Representation
<xsd:complexType name="CashflowCalculationElements">
<xsd:sequence>
<xsd:element name="numberOfUnits" type=" UnderlyerReferenceUnits " minOccurs="0"/>
<xsd:element name="notional" type=" CashflowNotional " minOccurs="0"/>
<xsd:element name="underlyer" type=" TradeUnderlyer " minOccurs="0" maxOccurs="unbounded"/>
<xsd:element name="calculatedRate" type=" CashflowFixing " minOccurs="0" maxOccurs="unbounded"/>
<xsd:element name="calculationPeriod" type=" CashflowCalculationPeriod " minOccurs="0" maxOccurs="unbounded"/>
</xsd:sequence>
</xsd:complexType>

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