element <lookback> (local)

Namespace:	http://www.fpml.org/FpML-5/confirmation
Type:	ObservationOffset
Content:	complex, 1 element
Defined:	locally within CalculationParameters complexType in fpml-shared-5-13.xsd; see XML source

Component Diagram

XML Representation Summary

Content:

offsetDays?

</lookback>

Content model elements (1):

offsetDays

Included in content model of elements (2):

calculationParameters (defined in FallbackRate complexType),

calculationParameters (defined in FloatingRate complexType)

Annotation

Specifies that lookback calculation is in effect, and supplies parameters needed to support that. See the ISDA 2021 Definitions Section 7.3.2 and 7.4.2. This should not be used when the calculationMethod is CompoundedIndex.

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

<xsd:element name="lookback" type="ObservationOffset"/>

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.