XML Schema Documentation

Name	rateIndex
Type	RateIndex
Nillable	no
Abstract	no
Documentation	Defines a simple underlying asset that is an interest rate index. Used for specifying benchmark assets in the market environment in the pricing and risk model.

XML Instance Representation

<instrumentId> InstrumentId </instrumentId> [1..*]

<description> xsd:string </description> [0..1]

'The long name of a security.'

<currency> Currency </currency> [0..1]

'The currency in which an amount is denominated.'

<exchangeId> ExchangeId </exchangeId> [0..1]

<clearanceSystem> ClearanceSystem </clearanceSystem> [0..1]

<definition> ProductReference </definition> [0..1]

'An optional reference to a full FpML product that defines the simple product in greater detail. In case of inconsistency between the terms of the simple product and those of the detailed definition, the values in the simple product override those in the detailed definition.'

<floatingRateIndex> FloatingRateIndex </floatingRateIndex> [1]

<term> Interval </term> [1]

'Specifies the term of the simple swap, e.g. 5Y.'

<paymentFrequency> Interval </paymentFrequency> [0..1]

'Specifies the frequency at which the index pays, e.g. 6M.'

<dayCountFraction> DayCountFraction </dayCountFraction> [0..1]

'The day count basis for the index.'

</rateIndex>

Generated by <oXygen/> XML Editor using a modified version of xs3p that adds schema diagrams and chunking support.

Element: rateIndex

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