complexType "FloatingLegCalculation" | XML Schema Documentation

complexType "FloatingLegCalculation"

Namespace:	http://www.fpml.org/FpML-5/reporting
Content:	complex, 7 elements
Defined:	globally in fpml-com-5-3.xsd; see XML source
Includes:	definitions of 7 elements
Used:	at 1 location

Content Model Diagram

XML Representation Summary

<...>

Content:

pricingDates?, averagingMethod?, conversionFactor?, rounding?, (spread? | spreadSchedule*)?, fx?

</...>

Content Model Elements (7):

averagingMethod (in calculation in floatingLeg),

conversionFactor (in calculation in floatingLeg),

fx (in calculation in floatingLeg),

pricingDates (in calculation in floatingLeg),

rounding (in calculation in floatingLeg),

spread (in calculation in floatingLeg),

spreadSchedule (in calculation in floatingLeg)

All Direct / Indirect Based Elements (1):

calculation (in floatingLeg)

Known Usage Locations

As direct type of elements (1):
calculation (in floatingLeg)

Annotation

A type to capture details relevant to the calculation of the floating price.

XML Source (w/o annotations (8); see within schema source)

<xsd:complexType name="FloatingLegCalculation">

<xsd:sequence>

<xsd:element minOccurs="0" name="pricingDates" type="CommodityPricingDates"/>

<xsd:element minOccurs="0" name="averagingMethod" type="AveragingMethodEnum"/>

<xsd:element minOccurs="0" name="conversionFactor" type="xsd:decimal"/>

<xsd:element minOccurs="0" name="rounding" type="Rounding"/>

<xsd:choice minOccurs="0">

<xsd:element minOccurs="0" name="spread" type="Money"/>

<xsd:element maxOccurs="unbounded" minOccurs="0" name="spreadSchedule" type="CommoditySpreadSchedule"/>

</xsd:choice>

<xsd:element minOccurs="0" name="fx" type="CommodityFx"/>

</xsd:sequence>

</xsd:complexType>

Content Element Detail (all declarations; defined within this component only; 7/7)

averagingMethod

Type:

AveragingMethodEnum, simple content

The parties may specify a Method of Averaging where more than one pricing Dates is being specified as being applicable.

Simple Content

enumeration of xsd:token

Enumeration:

"Unweighted"	-	The arithmetic mean of the relevant rates for each reset date. See: http://www.FpML.org
"Weighted"	-	The arithmetic mean of the relevant rates in effect for each day in a calculation period calculated by multiplying each relevant rate by the number of days such relevant rate is in effect, determining the sum of such products and dividing such sum by the number of days in the calculation period. See: http://www.FpML.org

XML Source (w/o annotations (1); see within schema source)

<xsd:element minOccurs="0" name="averagingMethod" type="AveragingMethodEnum"/>

conversionFactor

Type:

xsd:decimal, predefined, simple content

If the Notional Quantity is specified in a unit that does not match the unit in which the Commodity Reference Price is quoted, the scaling or conversion factor used to convert the Commodity Reference Price unit into the Notional Quantity unit should be stated here. If there is no conversion, this element is not intended to be used.

XML Source (w/o annotations (1); see within schema source)

<xsd:element minOccurs="0" name="conversionFactor" type="xsd:decimal"/>

Type:

CommodityFx, complex content

FX observations to be used to convert the observed Commodity Reference Price to the Settlement Currency.

XML Source (w/o annotations (1); see within schema source)

<xsd:element minOccurs="0" name="fx" type="CommodityFx"/>

Type:

CommodityPricingDates, complex content

Commodity Pricing Dates.

XML Source (w/o annotations (1); see within schema source)

<xsd:element minOccurs="0" name="pricingDates" type="CommodityPricingDates"/>

Type:

Rounding, complex content

Rounding direction and precision for price values.

XML Source (w/o annotations (1); see within schema source)

<xsd:element minOccurs="0" name="rounding" type="Rounding"/>

Type:

Money, complex content

The spread over or under the Commodity Reference Price for this leg of the trade. This element is intended to be used for basis trades.

XML Source (w/o annotations (1); see within schema source)

<xsd:element minOccurs="0" name="spread" type="Money"/>

Type:

CommoditySpreadSchedule, complex content

The spread over or under the Commodity Reference Price for this leg of the trade for each Calculation Period. This element is intended to be used for basis trades.

XML Source (w/o annotations (1); see within schema source)

<xsd:element maxOccurs="unbounded" minOccurs="0" name="spreadSchedule" type="CommoditySpreadSchedule"/>

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.