complexType "PaymentCalculationPeriod"
Namespace:
http://www.fpml.org/FpML-5/confirmation
Content:
complex, 2 attributes, 7 elements
Defined:
globally in fpml-ird-5-8.xsd; see XML source
Includes:
definitions of 2 attributes, 7 elements
Used:
at 1 location
Content Model Diagram
XML Representation Summary
<...
   
 = 
xsd:ID
 = 
xsd:IDREF
   
>
   
Content: 
</...>
Content Model Elements (7):
All Direct / Indirect Based Elements (1):
paymentCalculationPeriod
Known Usage Locations
Annotation
A type defining the adjusted payment date and associated calculation period parameters required to calculate the actual or projected payment amount. This type forms part of the cashflow representation of a swap stream.
XML Source (w/o annotations (8); see within schema source)
<xsd:complexType name="PaymentCalculationPeriod">
<xsd:sequence>
<xsd:element minOccurs="0" name="unadjustedPaymentDate" type="xsd:date"/>
<xsd:element minOccurs="0" name="adjustedPaymentDate" type="xsd:date"/>
<xsd:choice>
<xsd:element maxOccurs="unbounded" name="calculationPeriod" type="CalculationPeriod"/>
<xsd:element name="fixedPaymentAmount" type="xsd:decimal"/>
</xsd:choice>
<xsd:element minOccurs="0" name="discountFactor" type="xsd:decimal"/>
<xsd:element minOccurs="0" name="forecastPaymentAmount" type="Money"/>
<xsd:element minOccurs="0" name="presentValueAmount" type="Money"/>
</xsd:sequence>
<xsd:attribute name="id" type="xsd:ID"/>
<xsd:attribute ecore:reference="PricingStructure" name="href" type="xsd:IDREF"/>
</xsd:complexType>
Attribute Detail (all declarations; defined within this component only; 2/2)
href
Type:
xsd:IDREF, predefined
Use:
optional
Attribute that can be used to reference the yield curve used to estimate the discount factor.
XML Source (w/o annotations (1); see within schema source)
<xsd:attribute ecore:reference="PricingStructure" name="href" type="xsd:IDREF"/>
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; 7/7)
adjustedPaymentDate
Type:
xsd:date, predefined, simple content
The adjusted payment date. This date should already be adjusted for any applicable business day convention. This component is not intended for use in trade confirmation but may be specified to allow the fee structure to also serve as a cashflow type component (all dates the Cashflows type are adjusted payment dates).
XML Source (w/o annotations (1); see within schema source)
<xsd:element minOccurs="0" name="adjustedPaymentDate" type="xsd:date"/>
calculationPeriod
Type:
CalculationPeriod, complex content
The parameters used in the calculation of a fixed or floating rate calculation period amount. A list of calculation period elements may be ordered in the document by ascending start date. An FpML document which contains an unordered list of calcularion periods is still regarded as a conformant document.
XML Source (w/o annotations (1); see within schema source)
<xsd:element maxOccurs="unbounded" name="calculationPeriod" type="CalculationPeriod"/>
discountFactor
Type:
xsd:decimal, predefined, simple content
A decimal value representing the discount factor used to calculate the present value of cash flow.
XML Source (w/o annotations (1); see within schema source)
<xsd:element minOccurs="0" name="discountFactor" type="xsd:decimal"/>
fixedPaymentAmount
Type:
xsd:decimal, predefined, simple content
A known fixed payment amount.
XML Source (w/o annotations (1); see within schema source)
<xsd:element name="fixedPaymentAmount" type="xsd:decimal"/>
forecastPaymentAmount
Type:
Money, complex content
A monetary amount representing the forecast of the future value of the payment.
XML Source (w/o annotations (1); see within schema source)
<xsd:element minOccurs="0" name="forecastPaymentAmount" type="Money"/>
presentValueAmount
Type:
Money, complex content
A monetary amount representing the present value of the forecast payment.
XML Source (w/o annotations (1); see within schema source)
<xsd:element minOccurs="0" name="presentValueAmount" type="Money"/>
unadjustedPaymentDate
Type:
xsd:date, predefined, simple content
XML Source (see within schema source)
<xsd:element minOccurs="0" name="unadjustedPaymentDate" type="xsd:date"/>
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.