complexType "InterestLeg"
Namespace:
http://www.fpml.org/FpML-5/confirmation
Content:
complex, 1 attribute, 12 elements
Defined:
globally in fpml-eq-shared-5-8.xsd; see XML source
Includes:
definitions of 5 elements
Used:
at 1 location
Content Model Diagram
XML Representation Summary
<...
   
 = 
xsd:ID
   
>
   
Content: 
</...>
Content Model Elements (12):
effectiveDate (defined in DirectionalLeg complexType),
payerPartyReference (defined in Payer.model group),
terminationDate (defined in DirectionalLeg complexType)
All Direct / Indirect Based Elements (1):
interestLeg
Known Usage Locations
Annotation
A type describing the fixed income leg of the equity swap.
Type Definition Detail
Type Derivation Tree
Leg (extension)
  DirectionalLeg (extension)
      InterestLeg
XML Source (w/o annotations (6); see within schema source)
<xsd:complexType name="InterestLeg">
<xsd:complexContent>
<xsd:extension base="DirectionalLeg">
<xsd:sequence>
<xsd:element name="interestLegCalculationPeriodDates" type="InterestLegCalculationPeriodDates"/>
<xsd:element name="notional" type="ReturnSwapNotional"/>
<xsd:element name="interestAmount" type="LegAmount"/>
<xsd:element name="interestCalculation" type="InterestCalculation"/>
<xsd:element minOccurs="0" name="stubCalculationPeriod" type="StubCalculationPeriod"/>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
Content Element Detail (all declarations; defined within this component only; 5/12)
interestAmount
Type:
LegAmount, complex content
Specifies, in relation to each Interest Payment Date, the amount to which the Interest Payment Date relates. Unless otherwise specified, this term has the meaning defined in the ISDA 2000 ISDA Definitions.
XML Source (w/o annotations (1); see within schema source)
<xsd:element name="interestAmount" type="LegAmount"/>
interestCalculation
Type:
InterestCalculation, complex content
Specifies the calculation method of the interest rate leg of the equity swap. Includes the floating or fixed rate calculation definitions, along with the determination of the day count fraction.
XML Source (w/o annotations (1); see within schema source)
<xsd:element name="interestCalculation" type="InterestCalculation"/>
interestLegCalculationPeriodDates
Type:
InterestLegCalculationPeriodDates, complex content
Component that holds the various dates used to specify the interest leg of the equity swap. It is used to define the InterestPeriodDates identifyer.
XML Source (w/o annotations (1); see within schema source)
notional
Type:
ReturnSwapNotional, complex content
Specifies the notional of a return type swap. When used in the equity leg, the definition will typically combine the actual amount (using the notional component defined by the FpML industry group) and the determination method. When used in the interest leg, the definition will typically point to the definition of the equity leg.
XML Source (w/o annotations (1); see within schema source)
<xsd:element name="notional" type="ReturnSwapNotional"/>
stubCalculationPeriod
Type:
StubCalculationPeriod, complex content
Specifies the stub calculation period.
XML Source (w/o annotations (1); see within schema source)
<xsd:element minOccurs="0" name="stubCalculationPeriod" type="StubCalculationPeriod"/>
XML schema documentation generated with DocFlex/XML 1.9.0 using DocFlex/XML XSDDoc 2.8.0 template set. All content model diagrams generated by Altova XMLSpy via DocFlex/XML XMLSpy Integration.