complexType "Fra" | XML Schema Documentation

complexType "Fra"

Namespace:	http://www.fpml.org/FpML-5/confirmation
Content:	complex, 1 attribute, 21 elements
Defined:	globally in fpml-ird-5-13.xsd; see XML source
Includes:	definitions of 12 elements
Used:	at 1 location

Component Diagram

XML Representation Summary

<...

xsd:ID

Content:

</...>

Content Model Elements (21):

additionalPayment (in fra),

adjustedEffectiveDate,

adjustedTerminationDate,

assetClass,

buyerAccountReference,

buyerPartyReference (defined in BuyerSeller.model group),

calculationPeriodNumberOfDays (in fra),

dayCountFraction (in fra),

fixedRate (in fra),

fixingDateOffset,

floatingRateIndex (in fra),

fraDiscounting,

indexTenor (in fra),

notional (in fra),

paymentDate (in fra),

primaryAssetClass,

productId (defined in Product.model group),

productType (defined in Product.model group),

secondaryAssetClass,

sellerAccountReference,

sellerPartyReference (defined in BuyerSeller.model group)

All Direct / Indirect Based Elements (1):

fra

Known Usage Locations

As direct type of elements (1):

fra

Annotation

A type defining a Forward Rate Agreement (FRA) product.

Type Definition Detail

Type Derivation Tree

Product (extension)

Fra

XML Source (w/o annotations (12); see within schema source)

<xsd:complexType name="Fra">

<xsd:complexContent>

<xsd:extension base="Product">

<xsd:sequence>

<xsd:group ref="BuyerSeller.model"/>

<xsd:sequence>

<xsd:element name="adjustedEffectiveDate" type="RequiredIdentifierDate"/>

<xsd:element name="adjustedTerminationDate" type="xsd:date"/>

</xsd:sequence>

<xsd:element name="paymentDate" type="AdjustableDate"/>

<xsd:element name="fixingDateOffset" type="RelativeDateOffset"/>

<xsd:element name="dayCountFraction" type="DayCountFraction"/>

<xsd:element minOccurs="0" name="calculationPeriodNumberOfDays" type="xsd:positiveInteger"/>

<xsd:element name="notional" type="Money"/>

<xsd:element name="fixedRate" type="IdentifiedRate"/>

<xsd:element name="floatingRateIndex" type="FloatingRateIndex"/>

<xsd:element maxOccurs="2" name="indexTenor" type="Period"/>

<xsd:element name="fraDiscounting" type="FraDiscountingEnum"/>

<xsd:element maxOccurs="unbounded" minOccurs="0" name="additionalPayment" type="Payment"/>

</xsd:sequence>

</xsd:extension>

</xsd:complexContent>

</xsd:complexType>

Content Element Detail (all declarations; defined within this component only; 12/21)

additionalPayment

Type:

Payment, complex content

Additional payments between the principal parties (i.e. the parties referenced as the FRA buyer and seller).

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

<xsd:element maxOccurs="unbounded" minOccurs="0" name="additionalPayment" type="Payment"/>

adjustedEffectiveDate

Type:

RequiredIdentifierDate, simple content

The start date of the calculation period. This date should already be adjusted for any applicable business day convention. This is also the date when the observed rate is applied, the reset date.

Simple Content

xsd:date

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

<xsd:element name="adjustedEffectiveDate" type="RequiredIdentifierDate"/>

adjustedTerminationDate

Type:

xsd:date, predefined, simple content

The end date of the calculation period. This date should already be adjusted for any applicable business day convention.

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

<xsd:element name="adjustedTerminationDate" type="xsd:date"/>

calculationPeriodNumberOfDays

Type:

xsd:positiveInteger, predefined, simple content

The number of days from the adjusted effective date to the adjusted termination date calculated in accordance with the applicable day count fraction.

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

<xsd:element minOccurs="0" name="calculationPeriodNumberOfDays" type="xsd:positiveInteger"/>

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"/>

fixedRate

Type:

IdentifiedRate, simple content

The calculation period fixed rate. A per annum rate, expressed as a decimal. A fixed rate of 5% would be represented as 0.05.

Simple Content

xsd:decimal

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

<xsd:element name="fixedRate" type="IdentifiedRate"/>

fixingDateOffset

Type:

RelativeDateOffset, complex content

Specifies the fixing date relative to the reset date in terms of a business days offset and an associated set of financial business centers. Normally these offset calculation rules will be those specified in the ISDA definition for the relevant floating rate index (ISDA's Floating Rate Option). However, non-standard offset calculation rules may apply for a trade if mutually agreed by the principal parties to the transaction. The href attribute on the dateRelativeTo element should reference the id attribute on the adjustedEffectiveDate element.

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

<xsd:element name="fixingDateOffset" type="RelativeDateOffset"/>

floatingRateIndex

Type:

FloatingRateIndex, simple content

Simple Content

xsd:normalizedString

maxLength:	255
minLength:	0

XML Source (see within schema source)

<xsd:element name="floatingRateIndex" type="FloatingRateIndex"/>

fraDiscounting

Type:

FraDiscountingEnum, simple content

Specifies whether discounting applies and, if so, what type.

Simple Content

enumeration of xsd:token

Enumeration:

"ISDA"	-	"FRA Discounting" per the ISDA Definitions will apply. See: http://www.FpML.org
"AFMA"	-	FRA discounting per the Australian Financial Markets Association (AFMA) OTC Financial Product Conventions will apply. Note: Should not be used for a FRA trade documented under a legal framework where the 2006 ISDA Definitions have been incorporated. See: http://www.FpML.org
"NONE"	-	No discounting will apply. See: http://www.FpML.org
"ISDAYield"	-	Per ISDA 2006 Definitions, Section 8.4. Discounting, paragraph (e) See: http://www.FpML.org

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

<xsd:element name="fraDiscounting" type="FraDiscountingEnum"/>

indexTenor

Type:

Period, complex content

The ISDA Designated Maturity, i.e. the tenor of the floating rate. A FRA can contain either one or two indexTenor instances.

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

<xsd:element maxOccurs="2" name="indexTenor" type="Period"/>

notional

Type:

Money, complex content

The notional amount.

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

<xsd:element name="notional" type="Money"/>

paymentDate

Type:

AdjustableDate, complex content

The payment date. This date is subject to adjustment in accordance with any applicable business day convention.

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

<xsd:element name="paymentDate" type="AdjustableDate"/>

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.