simpleType "AveragingMethodEnum"

Namespace: | http://www.fpml.org/FpML-5/reporting
Defined: | globally in fpml-enum-5-5.xsd; see XML source
Used: | at 5 locations

Simple Content Model
enumeration of xsd:token

Simple Content Restrictions:

Enumeration: |
"Unweighted" | - | The arithmetic mean of the relevant rates for each reset date. See: http://www.FpML.org
"Weighted" | - | The arithmetic mean of the relevant rates in effect for each day in a calculation period calculated by multiplying each relevant rate by the number of days such relevant rate is in effect, determining the sum of such products and dividing such sum by the number of days in the calculation period. See: http://www.FpML.org

All Direct / Indirect Based Elements (5):

  averagingMethod (defined in CommodityFx complexType),
  averagingMethod (defined in FloatingLegCalculation complexType),
  averagingMethod (defined in FloatingRateCalculation complexType),
  averagingMethod (in commodityOption),
  averagingMethod (in underlyer defined in GenericProduct complexType)

Known Usage Locations

- As direct type of elements (5):
  averagingMethod (defined in CommodityFx complexType),
  averagingMethod (defined in FloatingLegCalculation complexType),
  averagingMethod (defined in FloatingRateCalculation complexType),
  averagingMethod (in commodityOption),
  averagingMethod (in underlyer defined in GenericProduct complexType)

Annotation
The method of calculation to be used when averaging rates. Per ISDA 2000 Definitions, Section 6.2. Certain Definitions Relating to Floating Amounts.
Type Definition Detail

Type Derivation Tree xsd:token (restriction) AveragingMethodEnum

Derivation: | restriction of xsd:token
Facets: |
enumeration: |
"Unweighted" | - | The arithmetic mean of the relevant rates for each reset date. See: http://www.FpML.org
"Weighted" | - | The arithmetic mean of the relevant rates in effect for each day in a calculation period calculated by multiplying each relevant rate by the number of days such relevant rate is in effect, determining the sum of such products and dividing such sum by the number of days in the calculation period. See: http://www.FpML.org

XML Source (w/o annotations (3); see within schema source)

<xsd:simpleType name="AveragingMethodEnum"> <xsd:restriction base="xsd:token"> <xsd:enumeration value="Unweighted"/> <xsd:enumeration value="Weighted"/> </xsd:restriction> </xsd:simpleType>

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.