element <spreadSchedule> (local)

Namespace:	http://www.fpml.org/FpML-5/confirmation
Type:	SpreadSchedule
Content:	complex, 1 attribute, 3 elements
Defined:	locally within FloatingRate.model group in fpml-shared-5-12.xsd; see XML source

Content Model Diagram

XML Representation Summary

<spreadSchedule

xsd:ID

Content:

initialValue, step*, type?

</spreadSchedule>

Content model elements (3):

initialValue (defined in Schedule complexType),

step (defined in Schedule complexType),

type (defined in SpreadSchedule complexType)

Included in content model of elements (8):

floatingRate (defined in StubValue complexType),

floatingRate (defined in TradeUnderlyer2 complexType),

floatingRate (in floatingAmountCalculation),

floatingRateCalculation,

floatingRateCalculation (defined in InterestAccrualsMethod complexType),

floatingRateCalculation (defined in RateCalculation.model group),

inflationRateCalculation,

rate (defined in AbstractLoanFloatingRateOptionBase complexType)

Annotation

The ISDA Spread or a Spread schedule expressed as explicit spreads and dates. In the case of a schedule, the step dates may be subject to adjustment in accordance with any adjustments specified in calculationPeriodDatesAdjustments. The spread is a per annum rate, expressed as a decimal. For purposes of determining a calculation period amount, if positive the spread will be added to the floating rate and if negative the spread will be subtracted from the floating rate. A positive 10 basis point (0.1%) spread would be represented as 0.001.

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

<xsd:element maxOccurs="unbounded" minOccurs="0" name="spreadSchedule" type="SpreadSchedule"/>

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.