complexType "FloatingLegCalculation"
Namespace:
http://www.fpml.org/FpML-5/transparency
Content:
complex, 4 elements
Defined:
globally in fpml-com-5-13.xsd; see XML source
Includes:
definitions of 4 elements
Used:
at 3 locations
Component Diagram
XML Representation Summary
<...>
   
Content: 
pricingDates?, averagingMethod?, (spread | spreadPercentage)?
</...>
Content Model Elements (4):
averagingMethod (defined in FloatingLegCalculation complexType),
pricingDates (defined in FloatingLegCalculation complexType),
spread (defined in FloatingLegCalculation complexType),
spreadPercentage
Known Direct Subtypes (1):
FloatingStrikePrice
All Direct / Indirect Based Elements (3):
calculation (in averagePriceLeg),
calculation (in floatingLeg),
floatingStrikePricePerUnit
Known Usage Locations
Annotation
A type to capture details relevant to the calculation of the floating price.
XML Source (w/o annotations (5); see within schema source)
<xsd:complexType name="FloatingLegCalculation">
<xsd:sequence>
<xsd:element minOccurs="0" name="pricingDates" type="CommodityPricingDates"/>
<xsd:element minOccurs="0" name="averagingMethod" type="AveragingMethodEnum"/>
<xsd:choice minOccurs="0">
<xsd:element name="spread" type="CommoditySpread"/>
<xsd:element name="spreadPercentage" type="Percentage"/>
</xsd:choice>
</xsd:sequence>
</xsd:complexType>
Content Element Detail (all declarations; defined within this component only; 4/4)
averagingMethod
Type:
AveragingMethodEnum, simple content
The parties may specify a Method of Averaging where more than one pricing Dates is being specified as being applicable.
Simple Content
enumeration of xsd:token
Enumeration:
"Unweighted"
 - 
The arithmetic mean of the relevant rates for each reset date.
See:  http://www.FpML.org
"Weighted"
 - 
The arithmetic mean of the relevant rates in effect for each day in a calculation period calculated by multiplying each relevant rate by the number of days such relevant rate is in effect, determining the sum of such products and dividing such sum by the number of days in the calculation period.
See:  http://www.FpML.org
XML Source (w/o annotations (1); see within schema source)
<xsd:element minOccurs="0" name="averagingMethod" type="AveragingMethodEnum"/>
pricingDates
Type:
CommodityPricingDates, complex content
Commodity Pricing Dates.
XML Source (w/o annotations (1); see within schema source)
<xsd:element minOccurs="0" name="pricingDates" type="CommodityPricingDates"/>
spread
Type:
CommoditySpread, complex content
The spread over or under the Commodity Reference Price for this leg of the trade.
XML Source (w/o annotations (1); see within schema source)
<xsd:element name="spread" type="CommoditySpread"/>
spreadPercentage
Type:
Percentage, simple content
The spread percentage over or under the Commodity Reference Price for this leg of the trade. A value expressed in percentage units i.e. 5 means 5%.
Simple Content
xsd:decimal
XML Source (w/o annotations (1); see within schema source)
<xsd:element name="spreadPercentage" type="Percentage"/>
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.