complexType "InterestRateStream"
Namespace:
http://www.fpml.org/FpML-5/transparency
Content:
complex, 1 attribute, 7 elements
Defined:
globally in fpml-ird-5-13.xsd; see XML source
Includes:
definitions of 7 elements
Used:
at 2 locations
Component Diagram
XML Representation Summary
<...
   
id
 = 
xsd:ID
   
>
   
Content: 
calculationPeriodDates, paymentDates, resetDates?, calculationPeriodAmount, principalExchanges?, settlementProvision?, underlyer?
</...>
Content Model Elements (7):
calculationPeriodAmount,
calculationPeriodDates,
paymentDates (defined in InterestRateStream complexType),
principalExchanges (defined in InterestRateStream complexType),
resetDates,
settlementProvision,
underlyer (defined in InterestRateStream complexType)
All Direct / Indirect Based Elements (2):
capFloorStream, swapStream
Known Usage Locations
Annotation
A type defining the components specifiying an interest rate stream, including both a parametric and cashflow representation for the stream of payments.
Type Definition Detail
Type Derivation Tree
Leg (extension)
  InterestRateStream
XML Source (w/o annotations (8); see within schema source)
<xsd:complexType name="InterestRateStream">
<xsd:complexContent>
<xsd:extension base="Leg">
<xsd:sequence>
<xsd:element name="calculationPeriodDates" type="CalculationPeriodDates"/>
<xsd:element name="paymentDates" type="PaymentDates"/>
<xsd:element minOccurs="0" name="resetDates" type="ResetDates"/>
<xsd:element minOccurs="0" name="principalExchanges" type="PrincipalExchanges"/>
<xsd:element minOccurs="0" name="settlementProvision" type="SettlementProvision"/>
<xsd:element minOccurs="0" name="underlyer" type="Underlyer"/>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
Content Element Detail (all declarations; defined within this component only; 7/7)
calculationPeriodAmount
Type:
CalculationPeriodAmount, complex content
The calculation period amount parameters.
XML Source (w/o annotations (1); see within schema source)
calculationPeriodDates
Type:
CalculationPeriodDates, complex content
The calculation periods dates schedule.
XML Source (w/o annotations (1); see within schema source)
<xsd:element name="calculationPeriodDates" type="CalculationPeriodDates"/>
paymentDates
Type:
PaymentDates, complex content
The payment dates schedule.
XML Source (w/o annotations (1); see within schema source)
<xsd:element name="paymentDates" type="PaymentDates"/>
principalExchanges
Type:
PrincipalExchanges, complex content
The true/false flags indicating whether initial, intermediate or final exchanges of principal should occur.
XML Source (w/o annotations (1); see within schema source)
<xsd:element minOccurs="0" name="principalExchanges" type="PrincipalExchanges"/>
resetDates
Type:
ResetDates, complex content
The reset dates schedule. The reset dates schedule only applies for a floating rate stream.
XML Source (w/o annotations (1); see within schema source)
<xsd:element minOccurs="0" name="resetDates" type="ResetDates"/>
settlementProvision
Type:
SettlementProvision, complex content
A provision that allows the specification of settlement terms, occuring when the settlement currency is different to the notional currency of the trade.
XML Source (w/o annotations (1); see within schema source)
<xsd:element minOccurs="0" name="settlementProvision" type="SettlementProvision"/>
underlyer
Type:
Underlyer, complex content
Underlyer to support Rates TRS.
XML Source (w/o annotations (1); see within schema source)
<xsd:element minOccurs="0" name="underlyer" type="Underlyer"/>
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.