XML Schema Documentation

Super-types:	None
Sub-types:	None

Name	InterestRatePeriod
Used by (from the same schema document)	Complex Type InterestAccrualSchedule , Complex Type LoanContract
Abstract	no
Documentation	Interest rate information per rate period

XML Instance Representation

<...>

<rateFixingDate> xsd:date </rateFixingDate> [1]

'Date on which the underlying interest rate is fixed. Should default to effective date of the loan contract in the case of PRIME underlying.'

<startDate> xsd:date </startDate> [1]

'Date on which this period begins.'

<endDate> xsd:date </endDate> [1]

'Date on which this period ends.'

<floatingRateIndex> FloatingRateIndex </floatingRateIndex> [1]

<indexTenor> Interval </indexTenor> [0..1]

'The ISDA Designated Maturity, i.e. the tenor of the floating rate.'

<interestRate> PositiveDecimal </interestRate> [0..1]

<margin> xsd:decimal </margin> [0..1]

'Full margin as it stated in the credit agreement. Includes PIK if PIK is applicable.'

<mlaCost> PositiveDecimal </mlaCost> [0..1]

'Mandatory Liquid Asset Cost, charged by the FSA, applicable for UK funded loan contracts only. This is defined as percentage.'

<allInRate> PositiveDecimal </allInRate> [0..1]

'(Interest Rate + Margin + Mandatory Liquid Asset Cost) = All In Rate.'

<interestDayBasis> DayCountFraction </interestDayBasis> [0..1]

'The day count basis for the interest period.'

<tenor> Interval </tenor> [0..1]

'The number of business days in the interest rate period'

</...>

Schema Component Representation

<xsd:complexType name="InterestRatePeriod">

<xsd:sequence>

<xsd:element name="rateFixingDate" type=" xsd:date "/>

<xsd:group ref=" Period.model "/>

<xsd:group ref=" FloatingRateIndex.model "/>

<xsd:element name="interestRate" type=" PositiveDecimal " minOccurs="0"/>

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

<xsd:element name="mlaCost" type=" PositiveDecimal " minOccurs="0"/>

<xsd:element name="allInRate" type=" PositiveDecimal " minOccurs="0"/>

<xsd:element name="interestDayBasis" type=" DayCountFraction " minOccurs="0"/>

<xsd:element name="tenor" type=" Interval " minOccurs="0"/>

</xsd:sequence>

</xsd:complexType>

Generated by <oXygen/> XML Editor using a modified version of xs3p that adds schema diagrams and chunking support.