complexType "NotionalStepRule"
Namespace:
http://www.fpml.org/FpML-5/confirmation
Content:
complex, 7 elements
Defined:
globally in fpml-ird-5-8.xsd; see XML source
Includes:
definitions of 7 elements
Used:
at 1 location
Content Model Diagram
XML Representation Summary
<...>
   
Content: 
</...>
Content Model Elements (7):
calculationPeriodDatesReference (in notionalStepParameters),
firstNotionalStepDate,
lastNotionalStepDate,
notionalStepAmount,
notionalStepRate,
stepFrequency,
stepRelativeTo
All Direct / Indirect Based Elements (1):
notionalStepParameters
Known Usage Locations
Annotation
A type defining a parametric representation of the notional step schedule, i.e. parameters used to generate the notional balance on each step date. The step change in notional can be expressed in terms of either a fixed amount or as a percentage of either the initial notional or previous notional amount. This parametric representation is intended to cover the more common amortizing/accreting.
XML Source (w/o annotations (8); see within schema source)
<xsd:complexType name="NotionalStepRule">
<xsd:sequence>
<xsd:element name="calculationPeriodDatesReference" type="CalculationPeriodDatesReference"/>
<xsd:element name="stepFrequency" type="Frequency"/>
<xsd:element name="firstNotionalStepDate" type="xsd:date"/>
<xsd:element name="lastNotionalStepDate" type="xsd:date"/>
<xsd:choice>
<xsd:element name="notionalStepAmount" type="xsd:decimal"/>
<xsd:sequence>
<xsd:element name="notionalStepRate" type="xsd:decimal"/>
<xsd:element name="stepRelativeTo" type="StepRelativeToEnum"/>
</xsd:sequence>
</xsd:choice>
</xsd:sequence>
</xsd:complexType>
Content Element Detail (all declarations; defined within this component only; 7/7)
calculationPeriodDatesReference
Type:
CalculationPeriodDatesReference, empty content
A pointer style reference to the associated calculation period dates component defined elsewhere in the document.
XML Source (w/o annotations (1); see within schema source)
firstNotionalStepDate
Type:
xsd:date, predefined, simple content
Effective date of the first change in notional (i.e. a calculation period start date).
XML Source (w/o annotations (1); see within schema source)
<xsd:element name="firstNotionalStepDate" type="xsd:date"/>
lastNotionalStepDate
Type:
xsd:date, predefined, simple content
Effective date of the last change in notional (i.e. a calculation period start date).
XML Source (w/o annotations (1); see within schema source)
<xsd:element name="lastNotionalStepDate" type="xsd:date"/>
notionalStepAmount
Type:
xsd:decimal, predefined, simple content
The explicit amount that the notional changes on each step date. This can be a positive or negative amount.
XML Source (w/o annotations (1); see within schema source)
<xsd:element name="notionalStepAmount" type="xsd:decimal"/>
notionalStepRate
Type:
xsd:decimal, predefined, simple content
The percentage amount by which the notional changes on each step date. The percentage is either a percentage applied to the initial notional amount or the previous outstanding notional, depending on the value of the element stepRelativeTo. The percentage can be either positive or negative. A percentage of 5% would be represented as 0.05.
XML Source (w/o annotations (1); see within schema source)
<xsd:element name="notionalStepRate" type="xsd:decimal"/>
stepFrequency
Type:
Frequency, complex content
The frequency at which the notional step changes occur. This frequency must be an integer multiple of the stream calculation period frequency.
XML Source (w/o annotations (1); see within schema source)
<xsd:element name="stepFrequency" type="Frequency"/>
stepRelativeTo
Type:
StepRelativeToEnum, simple content
Specifies whether the notionalStepRate should be applied to the initial notional or the previous notional in order to calculate the notional step change amount.
Simple Content
enumeration of xsd:token
Enumeration:
"Initial"
 - 
Change in notional to be applied is calculated by multiplying the percentage rate by the initial notional amount.
"Previous"
 - 
Change in notional to be applied is calculated by multiplying the percentage rate by the previously outstanding notional amount.
minLength:
0
XML Source (w/o annotations (1); see within schema source)
<xsd:element name="stepRelativeTo" type="StepRelativeToEnum"/>
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.