simpleType "InflationCalculationMethodEnum"
Namespace:
http://www.fpml.org/FpML-5/confirmation
Defined:
globally in fpml-enum-5-11.xsd; see XML source
Used:
at 1 location
Simple Content Model
enumeration of xsd:token
Simple Content Restrictions:
Enumeration:
"Ratio"
 - 
(Inflation Index Final / Inflation Index Base). Inflation Index Final is inflation index for Reference Month that is the Lag number of months prior to Payment Date (subject to interpolation). Inflation Index Base subject to the Calculation Style. Used in inflation asset swaps to calculate the inflation coupons and principal exchange.
"Return"
 - 
(Inflation Index Final / Inflation Index Base -1). Inflation Index Final is the inflation index for Reference Month that is the Lag number of months prior to Payment Date (subject to interp). Inflation Index Base subject to the Calculation Style. Used in market standard ZC Inflation swaps.
"Spread"
 - 
Inflation Index Final - Inflation Index Base). Inflation Index Final is Index for Ref month the Lag months prior to Payment Date (subject to interp). Inflation Index Base subject to the Calculation Style. Typically used for fixing locks.
All Direct / Indirect Based Elements (1):
calculationMethod (in inflationRateCalculation)
Known Usage Locations
Annotation
Code values for different ways of using inflation indexes in formulas
Type Definition Detail
Type Derivation Tree
xsd:token (restriction)
  InflationCalculationMethodEnum
Derivation:
restriction of xsd:token
Facets:
enumeration:
"Ratio"
 - 
(Inflation Index Final / Inflation Index Base). Inflation Index Final is inflation index for Reference Month that is the Lag number of months prior to Payment Date (subject to interpolation). Inflation Index Base subject to the Calculation Style. Used in inflation asset swaps to calculate the inflation coupons and principal exchange.
"Return"
 - 
(Inflation Index Final / Inflation Index Base -1). Inflation Index Final is the inflation index for Reference Month that is the Lag number of months prior to Payment Date (subject to interp). Inflation Index Base subject to the Calculation Style. Used in market standard ZC Inflation swaps.
"Spread"
 - 
Inflation Index Final - Inflation Index Base). Inflation Index Final is Index for Ref month the Lag months prior to Payment Date (subject to interp). Inflation Index Base subject to the Calculation Style. Typically used for fixing locks.
XML Source (w/o annotations (4); see within schema source)
<xsd:simpleType name="InflationCalculationMethodEnum">
<xsd:restriction base="xsd:token">
<xsd:enumeration value="Ratio"/>
<xsd:enumeration value="Return"/>
<xsd:enumeration value="Spread"/>
</xsd:restriction>
</xsd:simpleType>
XML schema documentation generated with DocFlex/XML 1.10b5 using DocFlex/XML XSDDoc 2.8.1 template set. All content model diagrams generated by Altova XMLSpy via DocFlex/XML XMLSpy Integration.