element <floorValue> (local)
Namespace:
http://www.fpml.org/FpML-5/reporting
Type:
Strike
Content:
complex, 1 attribute, 3 elements
Defined:
locally witnin CashflowFixing complexType in fpml-reconciliation-5-3.xsd; see XML source
Content Model Diagram
XML Representation Summary
<floorValue
   
id
 = 
 xsd:ID
    >
   
Content: 
 strikeRate?, buyer?, seller?
</floorValue>
Content model elements (3):
buyer (defined in Strike complexType),
seller (defined in Strike complexType),
 strikeRate
Included in content model of elements (1):
calculatedRate (in calculationElements)
Annotation
The floor rate or price, if any, which applies to the floating rate for the calculation period. The floor rate (strike) is only required where the floating rate on a swap stream is floored at a certain strike level. The floor rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. The floor rate of 5% would be represented as 0.05.
XML Source (w/o annotations (1); see within schema source)
<xsd:element maxOccurs="unbounded" minOccurs="0" name="floorValue" type="Strike"/>
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.