complexType "FloatingRate"
Namespace:
http://www.fpml.org/FpML-5/pretrade
Content:
complex, 1 attribute, 3 elements
Defined:
globally in fpml-shared-5-7.xsd; see XML source
Includes:
definition of 1 element
Used:
at 2 locations
Content Model Diagram
XML Representation Summary
<...
   
 = 
xsd:ID
   
>
   
Content: 
</...>
Content Model Elements (3):
floatingRateIndex, indexTenor, spreadSchedule
Known Direct Subtypes (1):
FloatingRateCalculation
All Direct / Indirect Based Elements (2):
floatingRate, floatingRateCalculation
Known Usage Locations
Annotation
A type defining a floating rate.
Type Definition Detail
Type Derivation Tree
Rate (extension)
  FloatingRate
XML Source (w/o annotations (2); see within schema source)
<xsd:complexType name="FloatingRate">
<xsd:complexContent>
<xsd:extension base="Rate">
<xsd:sequence>
<xsd:group ref="FloatingRateIndex.model"/>
<!--View Generation: SKIPPED floatingRateMultiplierSchedule - Unsupported-->
<xsd:element maxOccurs="unbounded" minOccurs="0" name="spreadSchedule" type="SpreadSchedule"/>
<!--View Generation: SKIPPED rateTreatment - Documentation-->
<!--View Generation: SKIPPED capRateSchedule - Unsupported-->
<!--View Generation: SKIPPED floorRateSchedule - Unsupported-->
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
Content Element Detail (all declarations; defined within this component only; 1/3)
spreadSchedule
Type:
SpreadSchedule, complex content
The ISDA Spread or a Spread schedule expressed as explicit spreads and dates. In the case of a schedule, the step dates may be subject to adjustment in accordance with any adjustments specified in calculationPeriodDatesAdjustments. The spread is a per annum rate, expressed as a decimal. For purposes of determining a calculation period amount, if positive the spread will be added to the floating rate and if negative the spread will be subtracted from the floating rate. A positive 10 basis point (0.1%) spread would be represented as 0.001.
XML Source (w/o annotations (1); see within schema source)
<xsd:element maxOccurs="unbounded" minOccurs="0" name="spreadSchedule" type="SpreadSchedule"/>
XML schema documentation generated with DocFlex/XML 1.9.0 using DocFlex/XML XSDDoc 2.8.0 template set. All content model diagrams generated by Altova XMLSpy via DocFlex/XML XMLSpy Integration.