complexType "LoanFloatingRate"

Namespace:	http://www.fpml.org/FpML-5/confirmation
Content:	complex, 1 attribute, 12 elements
Defined:	globally in fpml-loan-5-13.xsd; see XML source
Includes:	definitions of 3 elements
Used:	at 1 location

Component Diagram

XML Representation Summary

<...

xsd:ID

Content:

floatingRateIndex, indexTenor?, calculationParameters?, fallbackRate?, floatingRateMultiplierSchedule?, spreadSchedule*, rateTreatment?, capRateSchedule*, floorRateSchedule*, isCompoundingBalance?, spreadAdjustment?, allInRateLimits?

</...>

Content Model Elements (12):

allInRateLimits (in rate defined in AbstractLoanFloatingRateOptionBase complexType),

calculationParameters (defined in FloatingRate complexType),

capRateSchedule,

fallbackRate (defined in FloatingRate complexType),

floatingRateIndex (defined in FloatingRateIndex.model group),

floatingRateMultiplierSchedule,

floorRateSchedule,

indexTenor (defined in FloatingRateIndex.model group),

isCompoundingBalance,

rateTreatment,

spreadAdjustment (in rate defined in AbstractLoanFloatingRateOptionBase complexType),

spreadSchedule (defined in FloatingRate.model group)

All Direct / Indirect Based Elements (1):

rate (defined in AbstractLoanFloatingRateOptionBase complexType)

Known Usage Locations

As direct type of elements (1):

rate (defined in AbstractLoanFloatingRateOptionBase complexType)

Annotation

An extension of the FloatingRate object for the purposes of the loan market.

Type Definition Detail

Type Derivation Tree

Rate (extension)

FloatingRate (extension)

LoanFloatingRate

XML Source (w/o annotations (3); see within schema source)

<xsd:complexType name="LoanFloatingRate">

<xsd:complexContent>

<xsd:extension base="FloatingRate">

<xsd:sequence>

<xsd:element minOccurs="0" name="isCompoundingBalance" type="xsd:boolean"/>

<xsd:element minOccurs="0" name="spreadAdjustment" type="xsd:decimal"/>

<xsd:element minOccurs="0" name="allInRateLimits" type="RateLimits"/>

</xsd:sequence>

</xsd:extension>

</xsd:complexContent>

</xsd:complexType>

Content Element Detail (all declarations; defined within this component only; 3/12)

allInRateLimits

Type:

RateLimits, complex content

XML Source (see within schema source)

<xsd:element minOccurs="0" name="allInRateLimits" type="RateLimits"/>

isCompoundingBalance

Type:

xsd:boolean, predefined, simple content

Defines whether the accrual calculation is based on compounding balance.

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

<xsd:element minOccurs="0" name="isCompoundingBalance" type="xsd:boolean"/>

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.