element <floatingRateCalculation> (local)
Namespace:
http://www.fpml.org/FpML-5/confirmation
Type:
FloatingRateCalculation
Content:
complex, 1 attribute, 11 elements
Defined:
locally within RateCalculation.model group in fpml-sec-lending-5-11.xsd; see XML source
Content Model Diagram
XML Representation Summary
<floatingRateCalculation
   
id
 = 
xsd:ID
   
>
   
Content: 
floatingRateIndex, indexTenor?, floatingRateMultiplierSchedule?, spreadSchedule*, rateTreatment?, capRateSchedule*, floorRateSchedule*, initialRate?, finalRateRounding?, averagingMethod?, negativeInterestRateTreatment?
</floatingRateCalculation>
Content model elements (11):
averagingMethod (defined in FloatingRateCalculation complexType),
capRateSchedule (defined in FloatingRate complexType),
finalRateRounding,
floatingRateIndex (defined in FloatingRateIndex.model group),
floatingRateMultiplierSchedule (defined in FloatingRate complexType),
floorRateSchedule (defined in FloatingRate complexType),
indexTenor (defined in FloatingRateIndex.model group),
initialRate,
negativeInterestRateTreatment,
rateTreatment (defined in FloatingRate complexType),
spreadSchedule (defined in FloatingRate complexType)
Included in content model of elements (3):
Annotation
Annotation 1 [src]:
The floating rate index and tenor, with additional definitions relating to the calculation of floating rate amounts, including spread and multiplier. It is used for floating rate repos. For example, floating rate repos on European markets are made against EONIA.
Annotation 2 [src]:
The floating rate index and tenor, with additional definitions relating to the calculation of floating rate amounts, including spread and multiplier. It is use for floating rate security lending. For example, most floating rate security lending on European markets are are against EONIA
XML Source (w/o annotations (1); see within schema source)
<xsd:element name="floatingRateCalculation" type="FloatingRateCalculation"/>
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.