element <calculationStyle> (local)

Namespace:	http://www.fpml.org/FpML-5/confirmation
Type:	InflationCalculationStyleEnum
Content:	simple
Defined:	locally within InflationRateCalculation complexType in fpml-ird-5-11.xsd; see XML source

Content Model Diagram

Simple Content Detail:

Enumeration:

"YearOnYear"	-	YearOnYear means Inflation Index Base is the inflation index for Reference Month that is 12 months prior to Inflation Index Final (subject to interpolation). Inflation Index Base is cashflow dependent.
"ZeroCoupon"	-	ZeroCoupon means Inflation Index Base used in the CalculationMethod is the inflation index for the Reference Month that is the lag number of months prior to Effective Date in the case of a swap, or Bond Interest Accrual Date in the case of an Asset Swap (subject to interpolation). Inflation Index Base has the same value for each inflation cashflow and Principal Exchange calculation within the trade.

Included in content model of elements (1):

Annotation

Indicates the style of how the inflation index calculates the payment (e.g. YearOnYear, ZeroCoupon).

XML Source (w/o annotations (1); see within schema source)

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.