element <capRateSchedule> (local)
Namespace:
http://www.fpml.org/FpML-5/confirmation
Type:
StrikeSchedule
Content:
complex, 1 attribute, 4 elements
Defined:
locally within FloatingRate complexType in fpml-shared-5-8.xsd; see XML source
Content Model Diagram
XML Representation Summary
<capRateSchedule
   
 = 
xsd:ID
   
>
   
Content: 
</capRateSchedule>
Content model elements (4):
buyer (defined in StrikeSchedule complexType),
initialValue (defined in Schedule complexType),
seller (defined in StrikeSchedule complexType),
step (defined in Schedule complexType)
Included in content model of elements (6):
floatingRate (defined in StubValue complexType),
floatingRate (in underlyer defined in GenericProduct complexType),
floatingRateCalculation,
floatingRateCalculation (defined in InterestAccrualsMethod complexType),
floatingRateCalculation (in repo),
inflationRateCalculation
Annotation
The cap rate or cap rate schedule, if any, which applies to the floating rate. The cap rate (strike) is only required where the floating rate on a swap stream is capped at a certain level. A cap rate schedule is expressed as explicit cap rates and dates and the step dates may be subject to adjustment in accordance with any adjustments specified in calculationPeriodDatesAdjustments. The cap rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A cap rate of 5% would be represented as 0.05.
XML Source (w/o annotations (1); see within schema source)
<xsd:element maxOccurs="unbounded" minOccurs="0" name="capRateSchedule" type="StrikeSchedule"/>
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.