simpleType "CalculationMethodEnum"
Namespace:
http://www.fpml.org/FpML-5/confirmation
Defined:
globally in fpml-enum-5-13.xsd; see XML source
Used:
at 1 location
Simple Content Model
enumeration of xsd:token
Simple Content Restrictions:
Enumeration:
"Averaging"
 - 
The resulting value is based on the weighted arithmetic average of the observations performed by the calculation agent. These are described in the 2021 ISDA Definitions in Section 7.4
See:  http://www.FpML.org
"Compounding"
 - 
The resulting value is based on a geometric averaging formula which is based on the multiplying the weighted daily rates. It is calculated by the calculation agent. These are described in the 2021 ISDA Definitions in Section 7.3
See:  http://www.FpML.org
"CompoundedIndex"
 - 
The resulting value is based on a compounded index calculated by the rate administrator. The calculation agent is responsible for backing out the implied rate by calculating (final_index_level/initial_index_level - 1) / yearFraction. This calculation is described in Supplement 76 to the 2006 ISDA Definitions, for example in section 6.15, and in the 2021 ISDA Definitions in section 7.7.2 and 7.7.3.
See:  http://www.FpML.org
All Direct / Indirect Based Elements (1):
calculationMethod  (defined in CalculationParameters complexType)
Known Usage Locations
Annotation
The type of calculation formula to use when combining multiple rates.
See:  http://www.FpML.org
Type Definition Detail
Type Derivation Tree
xsd:token (restriction)
  CalculationMethodEnum
Derivation:
restriction of xsd:token
Facets:
enumeration:
"Averaging"
 - 
The resulting value is based on the weighted arithmetic average of the observations performed by the calculation agent. These are described in the 2021 ISDA Definitions in Section 7.4
See:  http://www.FpML.org
"Compounding"
 - 
The resulting value is based on a geometric averaging formula which is based on the multiplying the weighted daily rates. It is calculated by the calculation agent. These are described in the 2021 ISDA Definitions in Section 7.3
See:  http://www.FpML.org
"CompoundedIndex"
 - 
The resulting value is based on a compounded index calculated by the rate administrator. The calculation agent is responsible for backing out the implied rate by calculating (final_index_level/initial_index_level - 1) / yearFraction. This calculation is described in Supplement 76 to the 2006 ISDA Definitions, for example in section 6.15, and in the 2021 ISDA Definitions in section 7.7.2 and 7.7.3.
See:  http://www.FpML.org
XML Source (w/o annotations (4); see within schema source)
<xsd:simpleType name="CalculationMethodEnum">
<xsd:restriction base="xsd:token">
<xsd:enumeration value="Averaging"/>
<xsd:enumeration value="Compounding"/>
<xsd:enumeration value="CompoundedIndex"/>
</xsd:restriction>
</xsd:simpleType>
XML schema documentation generated with FlexDoc/XML 1.12.2 using FlexDoc/XML XSDDoc 2.9.1 template set. All XSD diagrams generated by FlexDoc/XML DiagramKit.