element <negativeInterestRateTreatment> (local)

Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | NegativeInterestRateTreatmentEnum
Content: | simple
Defined: | locally witnin FloatingRateCalculation complexType in fpml-shared-5-5.xsd; see XML source

Content Model Diagram

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

Simple Content Detail:

Enumeration: |
"NegativeInterestRateMethod" | - | Negative Interest Rate Method. Per 2000 ISDA Definitions, Section 6.4 Negative Interest Rates, paragraphs (b) and (c). See: http://www.FpML.org
"ZeroInterestRateMethod" | - | Zero Interest Rate Method. Per 2000 ISDA Definitions, Section 6.4. Negative Interest Rates, paragraphs (d) and (e). See: http://www.FpML.org

Included in content model of elements (2):

  floatingRateCalculation,
  floatingRateCalculation (defined in InterestAccrualsMethod complexType)

Annotation
For use with pre-trade Credit Limit Check messages. The specification of any provisions for calculating payment obligations when a floating rate is negative (either due to a quoted negative floating rate or by operation of a spread that is subtracted from the floating rate).
XML Source (w/o annotations (1); see within schema source)

<xsd:element minOccurs="0" name="negativeInterestRateTreatment" type="NegativeInterestRateTreatmentEnum"/>

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.