complexType "FloatingRate"

Namespace:	http://www.fpml.org/FpML-5/confirmation
Content:	complex, 1 attribute, 9 elements
Defined:	globally in fpml-shared-5-13.xsd; see XML source
Includes:	definitions of 2 elements
Used:	at 3 locations

Component Diagram

XML Representation Summary

<...

xsd:ID

Content:

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

</...>

Content Model Elements (9):

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),

rateTreatment,

spreadSchedule (defined in FloatingRate.model group)

Known Direct Subtypes (2):

FloatingRateCalculation, LoanFloatingRate

All Direct / Indirect Based Elements (6):

floatingRate (defined in TradeUnderlyer2 complexType),

floatingRate (in floatingAmountCalculation),

floatingRateCalculation,

floatingRateCalculation (defined in InterestAccrualsMethod complexType),

floatingRateCalculation (defined in RateCalculation.model group),

rate (defined in AbstractLoanFloatingRateOptionBase complexType)

Known Usage Locations

In derivations of other global types (2):

FloatingRateCalculation (as extension base),

LoanFloatingRate (as extension base)
As direct type of elements (1):

floatingRate (defined in TradeUnderlyer2 complexType)

Annotation

A type defining a floating rate.

Type Definition Detail

Type Derivation Tree

Rate (extension)

FloatingRate

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

<xsd:complexType name="FloatingRate">

<xsd:complexContent>

<xsd:extension base="Rate">

<xsd:sequence>

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

<xsd:element minOccurs="0" name="calculationParameters" type="CalculationParameters"/>

<xsd:element minOccurs="0" name="fallbackRate" type="FallbackRate"/>

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

</xsd:sequence>

</xsd:extension>

</xsd:complexContent>

</xsd:complexType>

Content Element Detail (all declarations; defined within this component only; 2/9)

calculationParameters

Type:

CalculationParameters, complex content

Parameters to specify a rate calculated using an averaging or compounding formula, as described in the 2021 ISDA Defintions, section 7. Please note that when this structure is used, the "resetDates" structure will not be used. Instead, the observation rules for the calculated rate are defined within the structure.

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

<xsd:element minOccurs="0" name="calculationParameters" type="CalculationParameters"/>

fallbackRate

Type:

FallbackRate, complex content

A fallback rate calculated using an averaging or compounding formula to be used in case of the cessation of the original term rate. This structure is provided to 1) allow a message sender to report that a fallback is effect, and/or 2) allow an approximate representation to be created for published fallback rates to allow operations such as valuation, accrual calculation, and risk calculation.

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

<xsd:element minOccurs="0" name="fallbackRate" type="FallbackRate"/>

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.