element <rateTreatment> (local)

Namespace: | http://www.fpml.org/FpML-5/reporting
Type: | RateTreatmentEnum
Content: | simple
Defined: | locally witnin FloatingRate complexType in fpml-shared-5-3.xsd; see XML source

Content Model Diagram

XML Representation Summary
<rateTreatment>
| Content: | { enumeration of xsd:token }
</rateTreatment>

Simple Content Detail:

Enumeration: |
"BondEquivalentYield" | - | Bond Equivalent Yield. Per Annex to the 2000 ISDA Definitions (June 2000 Version), Section 7.3. Certain General Definitions Relating to Floating Rate Options, paragraph (g). See: http://www.FpML.org
"MoneyMarketYield" | - | Money Market Yield. Per Annex to the 2000 ISDA Definitions (June 2000 Version), Section 7.3. Certain General Definitions Relating to Floating Rate Options, paragraph (h). See: http://www.FpML.org

Included in content model of elements (6):

  floatingRate (defined in StubValue complexType),
  floatingRate (defined in TradeUnderlyer complexType),
  floatingRate (in underlyer defined in GenericProduct complexType),
  floatingRateCalculation,
  floatingRateCalculation (defined in InterestAccrualsMethod complexType),
  inflationRateCalculation

Annotation
The specification of any rate conversion which needs to be applied to the observed rate before being used in any calculations. The two common conversions are for securities quoted on a bank discount basis which will need to be converted to either a Money Market Yield or Bond Equivalent Yield. See the Annex to the 2000 ISDA Definitions, Section 7.3. Certain General Definitions Relating to Floating Rate Options, paragraphs (g) and (h) for definitions of these terms.
XML Source (w/o annotations (1); see within schema source)

<xsd:element minOccurs="0" name="rateTreatment" type="RateTreatmentEnum"/>

XML schema documentation generated with DocFlex/XML 1.8.6b2 using DocFlex/XML XSDDoc 2.5.1 template set. All content model diagrams generated by Altova XMLSpy via DocFlex/XML XMLSpy Integration.