complexType "CalculationPeriod"
Namespace:
http://www.fpml.org/FpML-5/confirmation
Content:
complex, 1 attribute, 12 elements
Defined:
globally in fpml-ird-5-2.xsd; see XML source
Includes:
definitions of 1 attribute, 12 elements
Used:
at 1 location
Content Model Diagram
XML Representation Summary
<...
   
id
 = 
 xsd:ID
    >
   
Content: 
 unadjustedStartDate?, unadjustedEndDate?, adjustedStartDate?, adjustedEndDate?, calculationPeriodNumberOfDays?, (notionalAmount | fxLinkedNotionalAmount), (floatingRateDefinition | fixedRate), dayCountYearFraction?, forecastAmount?, forecastRate?
</...>
Content Model Elements (12):
adjustedEndDate, forecastAmount,
All Direct / Indirect Based Elements (1):
calculationPeriod
Known Usage Locations
Annotation
A type defining the parameters used in the calculation of a fixed or floating rate calculation period amount. This type forms part of cashflows representation of a swap stream.
XML Source (w/o annotations (11); see within schema source)
<xsd:complexType name="CalculationPeriod">
<xsd:sequence>
<xsd:element minOccurs="0" name="unadjustedStartDate" type="xsd:date"/>
<xsd:element minOccurs="0" name="unadjustedEndDate" type="xsd:date"/>
<xsd:element minOccurs="0" name="adjustedStartDate" type="xsd:date"/>
<xsd:element minOccurs="0" name="adjustedEndDate" type="xsd:date"/>
<xsd:element minOccurs="0" name="calculationPeriodNumberOfDays" type="xsd:positiveInteger"/>
<xsd:choice>
<xsd:element name="notionalAmount" type="xsd:decimal"/>
<xsd:element name="fxLinkedNotionalAmount" type="FxLinkedNotionalAmount"/>
</xsd:choice>
<xsd:choice>
<xsd:element name="floatingRateDefinition" type="FloatingRateDefinition"/>
<xsd:element name="fixedRate" type="xsd:decimal"/>
</xsd:choice>
<xsd:element minOccurs="0" name="dayCountYearFraction" type="xsd:decimal"/>
<xsd:element minOccurs="0" name="forecastAmount" type="Money"/>
<xsd:element minOccurs="0" name="forecastRate" type="xsd:decimal"/>
</xsd:sequence>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:complexType>
Attribute Detail (all declarations; defined within this component only; 1/1)
id
Type:
xsd:ID, predefined
Use:
optional
XML Source (see within schema source)
<xsd:attribute name="id" type="xsd:ID"/>
Content Element Detail (all declarations; defined within this component only; 12/12)
adjustedEndDate
Type:
xsd:date, predefined, simple content
The calculation period end date, adjusted according to any relevant business day convention.
XML Source (w/o annotations (1); see within schema source)
<xsd:element minOccurs="0" name="adjustedEndDate" type="xsd:date"/>
adjustedStartDate
Type:
xsd:date, predefined, simple content
The calculation period start date, adjusted according to any relevant business day convention.
XML Source (w/o annotations (1); see within schema source)
<xsd:element minOccurs="0" name="adjustedStartDate" type="xsd:date"/>
calculationPeriodNumberOfDays
Type:
xsd:positiveInteger, predefined, simple content
The number of days from the adjusted effective / start date to the adjusted termination / end date calculated in accordance with the applicable day count fraction.
XML Source (w/o annotations (1); see within schema source)
<xsd:element minOccurs="0" name="calculationPeriodNumberOfDays" type="xsd:positiveInteger"/>
dayCountYearFraction
Type:
xsd:decimal, predefined, simple content
The year fraction value of the calculation period, result of applying the ISDA rules for day count fraction defined in the ISDA Annex.
XML Source (w/o annotations (1); see within schema source)
<xsd:element minOccurs="0" name="dayCountYearFraction" type="xsd:decimal"/>
fixedRate
Type:
xsd:decimal, predefined, simple content
The calculation period fixed rate. A per annum rate, expressed as a decimal. A fixed rate of 5% would be represented as 0.05.
XML Source (w/o annotations (1); see within schema source)
<xsd:element name="fixedRate" type="xsd:decimal"/>
floatingRateDefinition
Type:
FloatingRateDefinition, complex content
The floating rate reset information for the calculation period.
XML Source (w/o annotations (1); see within schema source)
<xsd:element name="floatingRateDefinition" type="FloatingRateDefinition"/>
forecastAmount
Type:
Money, complex content
The amount representing the forecast of the accrued value of the calculation period. An intermediate value used to generate the forecastPaymentAmount in the PaymentCalculationPeriod.
XML Source (w/o annotations (1); see within schema source)
<xsd:element minOccurs="0" name="forecastAmount" type="Money"/>
forecastRate
Type:
xsd:decimal, predefined, simple content
A value representing the forecast rate used to calculate the forecast future value of the accrual period. This is a calculated rate determined based on averaging the rates in the rateObservation elements, and incorporates all of the rate treatment and averaging rules. A value of 1% should be represented as 0.01
XML Source (w/o annotations (1); see within schema source)
<xsd:element minOccurs="0" name="forecastRate" type="xsd:decimal"/>
fxLinkedNotionalAmount
Type:
FxLinkedNotionalAmount, complex content
The amount that a cashflow will accrue interest on. This is the calculated amount of the fx linked - ie the other currency notional amount multiplied by the appropriate fx spot rate.
XML Source (w/o annotations (1); see within schema source)
<xsd:element name="fxLinkedNotionalAmount" type="FxLinkedNotionalAmount"/>
notionalAmount
Type:
xsd:decimal, predefined, simple content
The amount that a cashflow will accrue interest on.
XML Source (w/o annotations (1); see within schema source)
<xsd:element name="notionalAmount" type="xsd:decimal"/>
unadjustedEndDate
Type:
xsd:date, predefined, simple content
XML Source (see within schema source)
<xsd:element minOccurs="0" name="unadjustedEndDate" type="xsd:date"/>
unadjustedStartDate
Type:
xsd:date, predefined, simple content
XML Source (see within schema source)
<xsd:element minOccurs="0" name="unadjustedStartDate" type="xsd:date"/>
XML schema documentation generated with DocFlex/XML 1.8.6b2 using DocFlex/XML XSDDoc 2.5.1 template set. All content model diagrams generated by Altova XMLSpy via DocFlex/XML XMLSpy Integration.