complexType "Calculation"
Namespace:
http://www.fpml.org/FpML-5/transparency
Content:
complex, 5 elements
Defined:
globally in fpml-ird-5-13.xsd; see XML source
Includes:
definitions of 5 elements
Used:
at 1 location
Component Diagram
XML Representation Summary
<...>
   
Content: 
(notionalSchedule | fxLinkedNotionalSchedule), (fixedRateSchedule | rateCalculation), dayCountFraction
</...>
Content Model Elements (5):
dayCountFraction (in calculation in calculationPeriodAmount),
fixedRateSchedule,
fxLinkedNotionalSchedule,
notionalSchedule,
rateCalculation
All Direct / Indirect Based Elements (1):
calculation  (in calculationPeriodAmount)
Known Usage Locations
Annotation
A type definining the parameters used in the calculation of fixed or floating calculation period amounts.
XML Source (w/o annotations (6); see within schema source)
<xsd:complexType name="Calculation">
<xsd:sequence>
<xsd:choice>
<xsd:element name="notionalSchedule" type="Notional"/>
</xsd:choice>
<xsd:choice>
<xsd:sequence>
<xsd:element name="fixedRateSchedule" type="Schedule"/>
</xsd:sequence>
<xsd:element ref="rateCalculation"/>
</xsd:choice>
<xsd:element name="dayCountFraction" type="DayCountFraction"/>
</xsd:sequence>
</xsd:complexType>
Content Element Detail (all declarations; defined within this component only; 5/5)
dayCountFraction
Type:
DayCountFraction, simple content
The day count fraction.
Simple Content
xsd:normalizedString
maxLength:
255
minLength:
0
XML Source (w/o annotations (1); see within schema source)
<xsd:element name="dayCountFraction" type="DayCountFraction"/>
fixedRateSchedule
Type:
Schedule, complex content
The fixed rate or fixed rate schedule expressed as explicit fixed rates and dates. In the case of a schedule, the step dates may be subject to adjustment in accordance with any adjustments specified in calculationPeriodDatesAdjustments.
XML Source (w/o annotations (1); see within schema source)
<xsd:element name="fixedRateSchedule" type="Schedule"/>
fxLinkedNotionalSchedule
Type:
FxLinkedNotionalSchedule, complex content
A notional amount schedule where each notional that applied to a calculation period is calculated with reference to a notional amount or notional amount schedule in a different currency by means of a spot currency exchange rate which is normally observed at the beginning of each period.
XML Source (w/o annotations (1); see within schema source)
notionalSchedule
Type:
Notional, complex content
The notional amount or notional amount schedule.
XML Source (w/o annotations (1); see within schema source)
<xsd:element name="notionalSchedule" type="Notional"/>
rateCalculation
Type:
Rate, empty content
Abstract:
(may not be used directly in instance XML documents)
Subst.Gr:
substituted with 3 elements
This element is the head of a substitution group. It is substituted by the floatingRateCalculation element for standard Floating Rate legs, or the inflationRateCalculation element for inflation swaps.
XML Source (w/o annotations (1); see within schema source)
<xsd:element ref="rateCalculation"/>
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.