element <calculationParameters> (local)

Namespace:	http://www.fpml.org/FpML-5/confirmation
Type:	CalculationParameters
Content:	complex, 7 elements
Defined:	locally within FloatingRate complexType in fpml-shared-5-13.xsd; see XML source

Component Diagram

XML Representation Summary

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 (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)

Annotation

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"/>

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.