element <floatingRateCalculation> (local)

Namespace:	http://www.fpml.org/FpML-5/confirmation
Type:	FloatingRateCalculation
Content:	complex, 1 attribute, 11 elements
Defined:	locally within Repo complexType in fpml-repo-5-8.xsd; see XML source

Content Model Diagram

XML Representation Summary

<floatingRateCalculation

xsd:ID

Content:

floatingRateIndex, indexTenor?, floatingRateMultiplierSchedule?, spreadSchedule*, rateTreatment?, capRateSchedule*, floorRateSchedule*, initialRate?, finalRateRounding?, averagingMethod?, negativeInterestRateTreatment?

</floatingRateCalculation>

Content model elements (11):

averagingMethod (defined in FloatingRateCalculation complexType),

capRateSchedule,

finalRateRounding,

floatingRateIndex (defined in FloatingRateIndex.model group),

floatingRateMultiplierSchedule,

floorRateSchedule,

indexTenor (defined in FloatingRateIndex.model group),

initialRate,

negativeInterestRateTreatment,

rateTreatment,

spreadSchedule (defined in FloatingRate complexType)

Included in content model of elements (1):

repo

Annotation

The floating rate index and tenor, with additional definitions relating to the calculation of floating rate amounts, including spread and multiplier. It is used for floating rate repos. For example, floating rate repos on European markets are made against EONIA.

XML Source (w/o annotations (1); see within schema source)

<xsd:element name="floatingRateCalculation" type="FloatingRateCalculation"/>

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.