element <calculationParameters> (local)
Namespace:
http://www.fpml.org/FpML-5/confirmation
Type:
CalculationParameters
Content:
complex, 7 elements
Defined:
locally within FallbackRate complexType in fpml-shared-5-13.xsd; see XML source
Component Diagram
XML Representation Summary
<calculationParameters>
   
Content: 
calculationMethod, applicableBusinessDays?, (lookback | observationShift | lockout)?, (observationCapRate?, observationFloorRate?)?
</calculationParameters>
Content model elements (7):
applicableBusinessDays,
calculationMethod (defined in CalculationParameters complexType),
lockout,
lookback,
observationCapRate,
observationFloorRate,
observationShift
Included in content model of elements (2):
fallbackRate (defined in FloatingRate complexType),
fallbackRate (in floatingRate defined in StubValue complexType)
Annotation
This provides a representation of the approximate value of the fallback rate, i.e. a calculated rate that quite closely mimics the value anticipated to be published by the fallback rate administrator (once the spread adjustment is added).
XML Source (w/o annotations (1); see within schema source)
<xsd:element minOccurs="0" name="calculationParameters" type="CalculationParameters"/>
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.