complexType "FloatingRateAccrual"
Namespace:
http://www.fpml.org/FpML-5/confirmation
Content:
complex, 17 elements
Defined:
globally in fpml-loan-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 (17):
accrualOptionId,
allInRate (in floatingRateAccrual),
baseRate,
dayCountFraction (defined in AccrualOptionBase complexType),
defaultSpread (in floatingRateAccrual),
endDate (defined in Period.model group),
floatingRateIndex (defined in FloatingRateIndex.model group),
indexTenor (defined in FloatingRateIndex.model group),
mandatoryCostRate (in floatingRateAccrual),
numberOfDays,
paymentFrequency (defined in AccrualOptionBase complexType),
paymentProjection (in floatingRateAccrual),
penaltySpread (in floatingRateAccrual),
pikSpread (defined in FloatingRateOptionBase complexType),
rateFixingDate,
spread (defined in FloatingRateOptionBase complexType),
startDate (defined in Period.model group)
All Direct / Indirect Based Elements (1):
floatingRateAccrual
Known Usage Locations
Annotation
A full definition of the accrual characteristics of a loan contract. This structure defines both the underlying base rate as well as any additional margins and costs associated with the loan contract.
Type Definition Detail
Type Derivation Tree
AccrualOptionBase (extension)
  FloatingRateOptionBase (extension)
      FloatingRateAccrual
XML Source (w/o annotations (9); see within schema source)
<xsd:complexType name="FloatingRateAccrual">
<xsd:complexContent>
<xsd:extension base="FloatingRateOptionBase">
<xsd:sequence>
<xsd:group ref="PeriodWithDays.model"/>
<xsd:sequence minOccurs="0">
<xsd:sequence>
<xsd:element name="rateFixingDate" type="xsd:date"/>
<xsd:element minOccurs="0" name="baseRate" type="NonNegativeDecimal"/>
</xsd:sequence>
<xsd:sequence minOccurs="0">
<xsd:element minOccurs="0" name="penaltySpread" type="xsd:decimal"/>
<xsd:element minOccurs="0" name="defaultSpread" type="xsd:decimal"/>
<xsd:element minOccurs="0" name="mandatoryCostRate" type="xsd:decimal"/>
<xsd:element name="allInRate" type="NonNegativeDecimal"/>
</xsd:sequence>
</xsd:sequence>
<xsd:element minOccurs="0" name="paymentProjection" type="PaymentProjection"/>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
Content Element Detail (all declarations; defined within this component only; 7/17)
allInRate
Type:
NonNegativeDecimal, simple content
The actual percentage rate charged to the borrower. (Base Rate + Spread + Default Rate + Penalty Rate + Mandatory Cost Rate) = All In Rate. This rate NEVER includes PIK.
Simple Content
xsd:decimal
minInclusive:
0
XML Source (w/o annotations (1); see within schema source)
<xsd:element name="allInRate" type="NonNegativeDecimal"/>
baseRate
Type:
NonNegativeDecimal, simple content
The actual underlying base rate associated with the period, defined as a percentage.
Simple Content
xsd:decimal
minInclusive:
0
XML Source (w/o annotations (1); see within schema source)
<xsd:element minOccurs="0" name="baseRate" type="NonNegativeDecimal"/>
defaultSpread
Type:
xsd:decimal, predefined, simple content
The default spread currently applied to the interest rate period.
XML Source (w/o annotations (1); see within schema source)
<xsd:element minOccurs="0" name="defaultSpread" type="xsd:decimal"/>
mandatoryCostRate
Type:
xsd:decimal, predefined, simple content
The mandatory cost rate currently applied to the interest rate period.
XML Source (w/o annotations (1); see within schema source)
<xsd:element minOccurs="0" name="mandatoryCostRate" type="xsd:decimal"/>
paymentProjection
Type:
PaymentProjection, complex content
Projected interest payment details.
XML Source (w/o annotations (1); see within schema source)
<xsd:element minOccurs="0" name="paymentProjection" type="PaymentProjection"/>
penaltySpread
Type:
xsd:decimal, predefined, simple content
The penalty spread currently applied to the interest rate period.
XML Source (w/o annotations (1); see within schema source)
<xsd:element minOccurs="0" name="penaltySpread" type="xsd:decimal"/>
rateFixingDate
Type:
xsd:date, predefined, simple content
The date on which the underlying interest rate is fixed. It is an actual (adjusted) date. Note: This should default to the effective date of the loan contract in the case of a PRIME base rate.
XML Source (w/o annotations (1); see within schema source)
<xsd:element name="rateFixingDate" 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.