XML Schema Documentation

Super-types:	InterestAccrualsMethod < InterestCalculation (by extension)
Sub-types:	None

Name	InterestCalculation
Used by (from the same schema document)	Complex Type InterestLeg
Abstract	no
Documentation	Specifies the calculation method of the interest rate leg of the equity swap. Includes the floating or fixed rate calculation definitions, along with the determination of the day count fraction.

XML Instance Representation

<...
id=" xsd:ID [0..1]">
Start Choice [1]

<floatingRateCalculation> FloatingRateCalculation </floatingRateCalculation> [1]

'The floating rate calculation definitions'

<fixedRate> xsd:decimal </fixedRate> [1]

'The calculation period fixed rate. A per annum rate, expressed as a decimal. A fixed rate of 5% would be represented as 0.05.'

End Choice

<dayCountFraction> DayCountFraction </dayCountFraction> [1]

'The day count fraction.'

<compounding> Compounding </compounding> [0..1]

'Defines compounding rates on the Interest Leg.'

</...>

Schema Component Representation

<xsd:complexType name="InterestCalculation">

<xsd:complexContent>

<xsd:extension base=" InterestAccrualsMethod ">

<xsd:sequence>

<xsd:element name="dayCountFraction" type=" DayCountFraction "/>

<xsd:element name="compounding" type=" Compounding " minOccurs="0"/>

</xsd:sequence>

<xsd:attribute name="id" type=" xsd:ID "/>

</xsd:extension>

</xsd:complexContent>

</xsd:complexType>

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