complexType "CalculationPeriod"

Namespace: | http://www.fpml.org/FpML-5/reporting
Content: | complex, 1 attribute, 12 elements
Defined: | globally in fpml-ird-5-5.xsd; see XML source
Includes: | definitions of 1 attribute, 12 elements
Used: | at 1 location

Content Model Diagram

XML Representation Summary
<...
id | = | xsd:ID
| >
Content: | unadjustedStartDate?, unadjustedEndDate?, adjustedStartDate?, adjustedEndDate?, calculationPeriodNumberOfDays?, (notionalAmount | fxLinkedNotionalAmount)?, (floatingRateDefinition | fixedRate)?, dayCountYearFraction?, forecastAmount?, forecastRate?
</...>

Content Model Elements (12):

  adjustedEndDate (in calculationPeriod in paymentCalculationPeriod),
  adjustedStartDate (in calculationPeriod in paymentCalculationPeriod),
  calculationPeriodNumberOfDays (in calculationPeriod in paymentCalculationPeriod),
  dayCountYearFraction (in calculationPeriod in paymentCalculationPeriod),
  fixedRate (in calculationPeriod in paymentCalculationPeriod),
  floatingRateDefinition,
  forecastAmount,
  forecastRate (in calculationPeriod in paymentCalculationPeriod),
  fxLinkedNotionalAmount,
  notionalAmount (in calculationPeriod in paymentCalculationPeriod),
  unadjustedEndDate (in calculationPeriod in paymentCalculationPeriod),
  unadjustedStartDate (in calculationPeriod in paymentCalculationPeriod)

All Direct / Indirect Based Elements (1):

  calculationPeriod (in paymentCalculationPeriod)

Known Usage Locations

- As direct type of elements (1):
  calculationPeriod (in paymentCalculationPeriod)

Annotation
A type defining the parameters used in the calculation of a fixed or floating rate calculation period amount. This type forms part of cashflows representation of a swap stream.
XML Source (w/o annotations (11); see within schema source)

<xsd:complexType name="CalculationPeriod"> <xsd:sequence> <xsd:element minOccurs="0" name="unadjustedStartDate" type="xsd:date"/> <xsd:element minOccurs="0" name="unadjustedEndDate" type="xsd:date"/> <xsd:element minOccurs="0" name="adjustedStartDate" type="xsd:date"/> <xsd:element minOccurs="0" name="adjustedEndDate" type="xsd:date"/> <xsd:element minOccurs="0" name="calculationPeriodNumberOfDays" type="xsd:positiveInteger"/> <xsd:choice minOccurs="0"> <xsd:element name="notionalAmount" type="xsd:decimal"/> <xsd:element name="fxLinkedNotionalAmount" type="FxLinkedNotionalAmount"/> </xsd:choice> <xsd:choice minOccurs="0"> <xsd:element name="floatingRateDefinition" type="FloatingRateDefinition"/> <xsd:element name="fixedRate" type="xsd:decimal"/> </xsd:choice> <xsd:element minOccurs="0" name="dayCountYearFraction" type="xsd:decimal"/> <xsd:element minOccurs="0" name="forecastAmount" type="Money"/> <xsd:element minOccurs="0" name="forecastRate" type="xsd:decimal"/> </xsd:sequence> <xsd:attribute name="id" type="xsd:ID"/> </xsd:complexType>

Attribute Detail (all declarations; defined within this component only; 1/1)
id

  Type: | xsd:ID, predefined
  Use: | optional

  XML Source (see within schema source)

  <xsd:attribute name="id" type="xsd:ID"/>

Content Element Detail (all declarations; defined within this component only; 12/12)
adjustedEndDate

  Type: | xsd:date, predefined, simple content

  The calculation period end date, adjusted according to any relevant business day convention.
  XML Source (w/o annotations (1); see within schema source)

  <xsd:element minOccurs="0" name="adjustedEndDate" type="xsd:date"/>

adjustedStartDate

  Type: | xsd:date, predefined, simple content

  The calculation period start date, adjusted according to any relevant business day convention.
  XML Source (w/o annotations (1); see within schema source)

  <xsd:element minOccurs="0" name="adjustedStartDate" type="xsd:date"/>

calculationPeriodNumberOfDays

  Type: | xsd:positiveInteger, predefined, simple content

  The number of days from the adjusted effective / start date to the adjusted termination / end date calculated in accordance with the applicable day count fraction.
  XML Source (w/o annotations (1); see within schema source)

  <xsd:element minOccurs="0" name="calculationPeriodNumberOfDays" type="xsd:positiveInteger"/>

dayCountYearFraction

  Type: | xsd:decimal, predefined, simple content

  The year fraction value of the calculation period, result of applying the ISDA rules for day count fraction defined in the ISDA Annex.
  XML Source (w/o annotations (1); see within schema source)

  <xsd:element minOccurs="0" name="dayCountYearFraction" type="xsd:decimal"/>

fixedRate

  Type: | xsd:decimal, predefined, simple content

  The calculation period fixed rate. A per annum rate, expressed as a decimal. A fixed rate of 5% would be represented as 0.05.
  XML Source (w/o annotations (1); see within schema source)

  <xsd:element name="fixedRate" type="xsd:decimal"/>

floatingRateDefinition

  Type: | FloatingRateDefinition, complex content

  The floating rate reset information for the calculation period.
  XML Source (w/o annotations (1); see within schema source)

  <xsd:element name="floatingRateDefinition" type="FloatingRateDefinition"/>

forecastAmount

  Type: | Money, complex content

  The amount representing the forecast of the accrued value of the calculation period. An intermediate value used to generate the forecastPaymentAmount in the PaymentCalculationPeriod.
  XML Source (w/o annotations (1); see within schema source)

  <xsd:element minOccurs="0" name="forecastAmount" type="Money"/>

forecastRate

  Type: | xsd:decimal, predefined, simple content

  A value representing the forecast rate used to calculate the forecast future value of the accrual period. This is a calculated rate determined based on averaging the rates in the rateObservation elements, and incorporates all of the rate treatment and averaging rules. A value of 1% should be represented as 0.01
  XML Source (w/o annotations (1); see within schema source)

  <xsd:element minOccurs="0" name="forecastRate" type="xsd:decimal"/>

fxLinkedNotionalAmount

  Type: | FxLinkedNotionalAmount, complex content

  The amount that a cashflow will accrue interest on. This is the calculated amount of the fx linked - ie the other currency notional amount multiplied by the appropriate fx spot rate.
  XML Source (w/o annotations (1); see within schema source)

  <xsd:element name="fxLinkedNotionalAmount" type="FxLinkedNotionalAmount"/>

notionalAmount

  Type: | xsd:decimal, predefined, simple content

  The amount that a cashflow will accrue interest on.
  XML Source (w/o annotations (1); see within schema source)

  <xsd:element name="notionalAmount" type="xsd:decimal"/>

unadjustedEndDate

  Type: | xsd:date, predefined, simple content

  XML Source (see within schema source)

  <xsd:element minOccurs="0" name="unadjustedEndDate" type="xsd:date"/>

unadjustedStartDate

  Type: | xsd:date, predefined, simple content

  XML Source (see within schema source)

  <xsd:element minOccurs="0" name="unadjustedStartDate" type="xsd:date"/>

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.