element <floatingRateCalculation> (local)

Namespace:	http://www.fpml.org/FpML-5/confirmation
Type:	FloatingRateCalculation
Content:	complex, 1 attribute, 13 elements
Defined:	locally within RateCalculation.model group in fpml-repo-5-13.xsd; see XML source

Component Diagram

XML Representation Summary

<floatingRateCalculation

xsd:ID

Content:

floatingRateIndex, indexTenor?, calculationParameters?, fallbackRate?, floatingRateMultiplierSchedule?, spreadSchedule*, rateTreatment?, capRateSchedule*, floorRateSchedule*, initialRate?, finalRateRounding?, averagingMethod?, negativeInterestRateTreatment?

</floatingRateCalculation>

Content model elements (13):

averagingMethod (defined in FloatingRateCalculation.model group),

calculationParameters (defined in FloatingRate complexType),

capRateSchedule,

fallbackRate (defined in FloatingRate complexType),

finalRateRounding,

floatingRateIndex (defined in FloatingRateIndex.model group),

floatingRateMultiplierSchedule,

floorRateSchedule,

indexTenor (defined in FloatingRateIndex.model group),

initialRate,

negativeInterestRateTreatment,

rateTreatment,

spreadSchedule (defined in FloatingRate.model group)

Included in content model of elements (4):

fee,

rebate (in securityLending),

repo

Annotation

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 repo or security lending. For example, most floating rate repo or security lending on European markets are against EONIA

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

<xsd:element name="floatingRateCalculation" type="FloatingRateCalculation"/>

XML schema documentation generated with FlexDoc/XML 1.12.2 using FlexDoc/XML XSDDoc 2.9.1 template set. All XSD diagrams generated by FlexDoc/XML DiagramKit.