complexType "InterestCalculation"
Namespace:
http://www.fpml.org/FpML-5/confirmation
Content:
complex, 1 attribute, 6 elements
Defined:
globally in fpml-eq-shared-5-13.xsd; see XML source
Includes:
definitions of 1 attribute, 4 elements
Used:
at 1 location
Component Diagram
XML Representation Summary
<...
   
id
 = 
xsd:ID
   
>
   
Content: 
(floatingRateCalculation | fixedRate), dayCountFraction, compounding?, (interpolationMethod, interpolationPeriod?)?
</...>
Content Model Elements (6):
compounding (in interestCalculation),
dayCountFraction (in interestCalculation),
fixedRate (defined in InterestAccrualsMethod complexType),
floatingRateCalculation (defined in InterestAccrualsMethod complexType),
interpolationMethod (in interestCalculation),
interpolationPeriod
All Direct / Indirect Based Elements (1):
interestCalculation
Known Usage Locations
Annotation
Specifies the calculation method of the interest rate leg of the return swap. Includes the floating or fixed rate calculation definitions, along with the determination of the day count fraction.
Type Definition Detail
Type Derivation Tree
InterestAccrualsMethod (extension)
  InterestCalculation
XML Source (w/o annotations (5); see within schema source)
<xsd:complexType name="InterestCalculation">
<xsd:complexContent>
<xsd:extension base="InterestAccrualsMethod">
<xsd:sequence>
<xsd:element name="dayCountFraction" type="DayCountFraction"/>
<xsd:element minOccurs="0" name="compounding" type="Compounding"/>
<xsd:sequence minOccurs="0">
<xsd:element name="interpolationMethod" type="InterpolationMethod"/>
<xsd:element minOccurs="0" name="interpolationPeriod" type="InterpolationPeriodEnum"/>
</xsd:sequence>
</xsd:sequence>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
Attribute Detail (all declarations; defined within this component only; 1/1)
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; 4/6)
compounding
Type:
Compounding, complex content
Defines compounding rates on the Interest Leg.
XML Source (w/o annotations (1); see within schema source)
<xsd:element minOccurs="0" name="compounding" type="Compounding"/>
dayCountFraction
Type:
DayCountFraction, simple content
The day count fraction.
Simple Content
xsd:normalizedString
maxLength:
255
minLength:
0
XML Source (w/o annotations (1); see within schema source)
<xsd:element name="dayCountFraction" type="DayCountFraction"/>
interpolationMethod
Type:
InterpolationMethod, simple content
Specifies the type of interpolation used.
Simple Content
xsd:normalizedString
maxLength:
255
minLength:
0
XML Source (w/o annotations (1); see within schema source)
<xsd:element name="interpolationMethod" type="InterpolationMethod"/>
interpolationPeriod
Type:
InterpolationPeriodEnum, simple content
Defines applicable periods for interpolation.
Simple Content
enumeration of xsd:token
Enumeration:
"Initial"
 - 
Interpolation is applicable to the initial period only.
"InitialAndFinal"
 - 
Interpolation is applicable to the initial and final periods only.
"Final"
 - 
Interpolation is applicable to the final period only.
"AnyPeriod"
 - 
Interpolation is applicable to any non-standard period.
XML Source (w/o annotations (1); see within schema source)
<xsd:element minOccurs="0" name="interpolationPeriod" type="InterpolationPeriodEnum"/>
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.