complexType "InflationRateCalculation"
Namespace:
http://www.fpml.org/FpML-5/confirmation
Content:
complex, 1 attribute, 17 elements
Defined:
globally in fpml-ird-5-8.xsd; see XML source
Includes:
definitions of 6 elements
Used:
at 1 location
Content Model Diagram
XML Representation Summary
<...
   
 = 
xsd:ID
   
>
   
Content: 
</...>
Content Model Elements (17):
averagingMethod (defined in FloatingRateCalculation complexType),
capRateSchedule,
fallbackBondApplicable,
finalRateRounding,
floatingRateIndex (defined in FloatingRateIndex.model group),
floatingRateMultiplierSchedule,
floorRateSchedule,
indexSource,
indexTenor (defined in FloatingRateIndex.model group),
inflationLag,
initialIndexLevel,
initialRate,
interpolationMethod (in inflationRateCalculation),
mainPublication,
negativeInterestRateTreatment,
rateTreatment,
spreadSchedule (defined in FloatingRate complexType)
All Direct / Indirect Based Elements (1):
inflationRateCalculation
Known Usage Locations
Annotation
A type defining the components specifiying an Inflation Rate Calculation
Type Definition Detail
Type Derivation Tree
Rate (extension)
  FloatingRate (extension)
      FloatingRateCalculation (extension)
          InflationRateCalculation
XML Source (w/o annotations (7); see within schema source)
<xsd:complexType name="InflationRateCalculation">
<xsd:complexContent>
<xsd:extension base="FloatingRateCalculation">
<xsd:sequence>
<xsd:element name="inflationLag" type="Offset"/>
<xsd:element name="indexSource" type="RateSourcePage"/>
<xsd:element minOccurs="0" name="mainPublication" type="MainPublication"/>
<xsd:element name="interpolationMethod" type="InterpolationMethod"/>
<xsd:element minOccurs="0" name="initialIndexLevel" type="xsd:decimal"/>
<xsd:element name="fallbackBondApplicable" type="xsd:boolean"/>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
Content Element Detail (all declarations; defined within this component only; 6/17)
fallbackBondApplicable
Type:
xsd:boolean, predefined, simple content
The applicability of a fallback bond as defined in the 2006 ISDA Inflation Derivatives Definitions, sections 1.3 and 1.8. Omission of this element imples a value of true.
XML Source (w/o annotations (1); see within schema source)
<xsd:element name="fallbackBondApplicable" type="xsd:boolean"/>
indexSource
Type:
RateSourcePage, simple content
The reference source such as Reuters or Bloomberg.
Simple Content
xsd:normalizedString
maxLength:
255
minLength:
0
XML Source (w/o annotations (1); see within schema source)
<xsd:element name="indexSource" type="RateSourcePage"/>
inflationLag
Type:
Offset, complex content
an offsetting period from the payment date which determines the reference period for which the inflation index is onserved.
XML Source (w/o annotations (1); see within schema source)
<xsd:element name="inflationLag" type="Offset"/>
initialIndexLevel
Type:
xsd:decimal, predefined, simple content
initial known index level for the first calculation period.
XML Source (w/o annotations (1); see within schema source)
<xsd:element minOccurs="0" name="initialIndexLevel" type="xsd:decimal"/>
interpolationMethod
Type:
InterpolationMethod, simple content
The method used when calculating the Inflation Index Level from multiple points - the most common is Linear.
Simple Content
xsd:normalizedString
maxLength:
255
minLength:
0
XML Source (w/o annotations (1); see within schema source)
<xsd:element name="interpolationMethod" type="InterpolationMethod"/>
mainPublication
Type:
MainPublication, simple content
The current main publication source such as relevant web site or a government body.
Simple Content
xsd:normalizedString
maxLength:
255
minLength:
0
XML Source (w/o annotations (1); see within schema source)
<xsd:element minOccurs="0" name="mainPublication" type="MainPublication"/>
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.