complexType "CalculationPeriod" | XML Schema Documentation

complexType "CalculationPeriod"

Namespace:	http://www.fpml.org/FpML-5/reporting
Content:	complex, 1 attribute, 12 elements
Defined:	globally in fpml-ird-5-3.xsd; see XML source
Includes:	definitions of 1 attribute, 12 elements
Used:	at 1 location

Content Model Diagram

XML Representation Summary

<...

=

xsd:ID

>

Content:

unadjustedStartDate?, unadjustedEndDate?, adjustedStartDate?, adjustedEndDate?, calculationPeriodNumberOfDays?, (notionalAmount? | fxLinkedNotionalAmount?), (floatingRateDefinition? | fixedRate?), dayCountYearFraction?, forecastAmount?, forecastRate?

</...>

Content Model Elements (12):

All Direct / Indirect Based Elements (1):

calculationPeriod (in paymentCalculationPeriod)

Known Usage Locations

As direct type of elements (1):
calculationPeriod (in paymentCalculationPeriod)

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 minOccurs="0" name="notionalAmount" type="xsd:decimal"/>

<xsd:element minOccurs="0" name="fxLinkedNotionalAmount" type="FxLinkedNotionalAmount"/>

</xsd:choice>

<xsd:choice>

<xsd:element minOccurs="0" name="floatingRateDefinition" type="FloatingRateDefinition"/>

<xsd:element minOccurs="0" 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"/>

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 minOccurs="0" 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 minOccurs="0" name="floatingRateDefinition" type="FloatingRateDefinition"/>

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"/>

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 minOccurs="0" name="fxLinkedNotionalAmount" type="FxLinkedNotionalAmount"/>

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 minOccurs="0" 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.