complexType "InterestRateStream"
Namespace: |
|
Content: |
|
Defined: |
|
Includes: |
|
Used: |
|
XML Representation Summary |
<... |
|
|
|
> |
|
Content: |
payerPartyReference?, payerAccountReference?, receiverPartyReference?, receiverAccountReference?, calculationPeriodDates?, paymentDates?, resetDates?, calculationPeriodAmount?, stubCalculationPeriodAmount?, principalExchanges?, cashflows?, settlementProvision?, formula? |
|
</...> |
Content Model Elements (13):
-
All Direct / Indirect Based Elements (2):
-
Annotation
A type defining the components specifiying an interest rate stream, including both a parametric and cashflow representation for the stream of payments.
|
Type Derivation Tree
 InterestRateStream
|
XML Source (w/o annotations (11); see within schema source)
<xsd:complexContent>
<xsd:extension base="Leg">
<xsd:sequence>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
|
Content Element Detail (all declarations; defined within this component only; 9/13)
-
The calculation period amount parameters.
XML Source (w/o annotations (1); see within schema source)
-
The calculation periods dates schedule.
XML Source (w/o annotations (1); see within schema source)
-
The cashflows representation of the swap stream.
XML Source (w/o annotations (1); see within schema source)
-
An interest rate derivative formula.
XML Source (w/o annotations (1); see within schema source)
-
The payment dates schedule.
XML Source (w/o annotations (1); see within schema source)
-
The true/false flags indicating whether initial, intermediate or final exchanges of principal should occur.
XML Source (w/o annotations (1); see within schema source)
-
The reset dates schedule. The reset dates schedule only applies for a floating rate stream.
XML Source (w/o annotations (1); see within schema source)
-
A provision that allows the specification of settlement terms, occuring when the settlement currency is different to the notional currency of the trade.
XML Source (w/o annotations (1); see within schema source)
-
The stub calculation period amount parameters. This element must only be included if there is an initial or final stub calculation period. Even then, it must only be included if either the stub references a different floating rate tenor to the regular calculation periods, or if the stub is calculated as a linear interpolation of two different floating rate tenors, or if a specific stub rate or stub amount has been negotiated.
XML Source (w/o annotations (1); see within schema source)
