complexType "AccrualPeriod"
Namespace:
http://www.fpml.org/FpML-5/confirmation
Content:
complex, 11 elements
Defined:
globally in fpml-loan-5-13.xsd; see XML source
Includes:
definitions of 8 elements
Used:
at 8 locations
Component Diagram
XML Representation Summary
<...>
   
Content: 
startDate, endDate, numberOfDays, referenceAmount, referenceAmountType?, rate, (baseRate, compoundedRate?, spreadAdjustment?, rateAdjustment)?, accrualAmount
</...>
Content Model Elements (11):
accrualAmount (defined in AccrualPeriod complexType),
baseRate (defined in AccrualPeriod complexType),
compoundedRate,
endDate (defined in Period.model group),
numberOfDays (defined in PeriodWithDays.model group),
rate (defined in AccrualPeriod complexType),
rateAdjustment,
referenceAmount (defined in AccrualPeriod complexType),
referenceAmountType (defined in AccrualPeriod complexType),
spreadAdjustment (defined in AccrualPeriod complexType),
startDate (defined in Period.model group)
All Direct / Indirect Based Elements (8):
accrualPeriod,
accrualSchedule (in accruingFeePayment),
accrualSchedule (in accruingPikPayment),
accrualSchedule (in interestCapitalization),
accrualSchedule (in interestPayment),
accrualSchedule (in lcIssuanceFeePayment),
commencementAccrual,
settlementPeriodAccrual
Known Usage Locations
Annotation
A structure that describes the details of the underlying elements that explain the calculation of an accrual against a reference balance.
XML Source (w/o annotations (10); see within schema source)
<xsd:complexType name="AccrualPeriod">
<xsd:sequence>
<xsd:group ref="PeriodWithDays.model"/>
<xsd:sequence>
<xsd:element name="referenceAmount" type="MoneyWithParticipantShare"/>
<xsd:element minOccurs="0" name="referenceAmountType" type="AccrualReferenceAmountTypeEnum"/>
</xsd:sequence>
<xsd:sequence>
<xsd:element name="rate" type="xsd:decimal"/>
<xsd:sequence minOccurs="0">
<xsd:sequence>
<xsd:element name="baseRate" type="xsd:decimal"/>
<xsd:element minOccurs="0" name="compoundedRate" type="xsd:decimal"/>
<xsd:element minOccurs="0" name="spreadAdjustment" type="xsd:decimal"/>
</xsd:sequence>
<xsd:element name="rateAdjustment" type="RateAdjustment"/>
</xsd:sequence>
</xsd:sequence>
<xsd:element name="accrualAmount" type="MoneyWithParticipantShare"/>
</xsd:sequence>
</xsd:complexType>
Content Element Detail (all declarations; defined within this component only; 8/11)
accrualAmount
Type:
MoneyWithParticipantShare, complex content
The accrual amount over the defined period.
XML Source (w/o annotations (1); see within schema source)
<xsd:element name="accrualAmount" type="MoneyWithParticipantShare"/>
baseRate
Type:
xsd:decimal, predefined, simple content
The base rate applied to this period. In the case of a loan accrual period, some examples of this rate include the prime rate, the risk-free rate, or a legacy index rate.
XML Source (w/o annotations (1); see within schema source)
<xsd:element name="baseRate" type="xsd:decimal"/>
compoundedRate
Type:
xsd:decimal, predefined, simple content
The calculated compounded rate applied to this period. This element is utilized if a accrual compounding method type (from the AccrualCompoundingMethod) of 'CompoundingRate' is selected.
XML Source (w/o annotations (1); see within schema source)
<xsd:element minOccurs="0" name="compoundedRate" type="xsd:decimal"/>
rate
Type:
xsd:decimal, predefined, simple content
The aggregate rate applied to the accrual period. E.g. for loans, this is the all-in rate and for letters of credit this is the LC accruing fee rate.
XML Source (w/o annotations (1); see within schema source)
<xsd:element name="rate" type="xsd:decimal"/>
rateAdjustment
Type:
RateAdjustment, complex content
A structure representing additional adjustments to the base rate
XML Source (w/o annotations (1); see within schema source)
<xsd:element name="rateAdjustment" type="RateAdjustment"/>
referenceAmount
Type:
MoneyWithParticipantShare, complex content
Global and lender share amounts.
XML Source (w/o annotations (1); see within schema source)
<xsd:element name="referenceAmount" type="MoneyWithParticipantShare"/>
referenceAmountType
Type:
AccrualReferenceAmountTypeEnum, simple content
The type of the amount referenced in the accrual schedule calculation, based on an enumeration.
Simple Content
enumeration of xsd:token
Enumeration:
"Commitment"
 - 
The accrual is calculated using the facility commitment amount as the reference amount.
See:  http://www.FpML.org
"Funded"
 - 
The accrual is calculated using the facility total funded amount as the reference amount.
See:  http://www.FpML.org
"Other"
 - 
The accrual is calculated using another type of (calculated) reference amount.
See:  http://www.FpML.org
"Unfunded"
 - 
The accrual is calculated using the total facility unfunded amount as the reference amount. The unfunded amount refers to the amount of commitment which has been utilized with unfunded products (e.g. L/Cs).
See:  http://www.FpML.org
"Unutilized"
 - 
The accrual is calculated using the facility total unutilized amount as the reference amount. The unutilized amount refers to the amount of commitment which has not yet been borrowed.
See:  http://www.FpML.org
"Utilized"
 - 
The accrual is calculated using the facility total utilized amount as the reference amount. The utilized amount includes both funded and unfunded borrowings.
See:  http://www.FpML.org
XML Source (w/o annotations (1); see within schema source)
<xsd:element minOccurs="0" name="referenceAmountType" type="AccrualReferenceAmountTypeEnum"/>
spreadAdjustment
Type:
xsd:decimal, predefined, simple content
An amount to be added to the calculated value before subsequent use, in order to more closely replicate the original term rate, by adjusting for the economic or credit spread between risk-free rates and risky term rates.
XML Source (w/o annotations (1); see within schema source)
<xsd:element minOccurs="0" name="spreadAdjustment" type="xsd:decimal"/>
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.