complexType "FloatingRateAccrual"
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Content: |
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Defined: |
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Includes: |
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XML Representation Summary |
<...> |
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Content: |
accrualOptionId, dayCountFraction, paymentFrequency?, floatingRateIndex, indexTenor?, spread, pikSpread?, startDate, endDate, numberOfDays, ( rateFixingDate, baseRate?, ( penaltySpread?, defaultSpread?, mandatoryCostRate?, allInRate)?)?, paymentProjection? |
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</...> |
Content Model Elements (17):
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All Direct / Indirect Based Elements (1):
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Annotation
A full definition of the accrual characteristics of a loan contract. This structure defines both the underlying base rate as well as any additional margins and costs associated with the loan contract.
Type Derivation Tree
FloatingRateAccrual
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XML Source (w/o annotations (9); see within schema source)
<xsd:complexContent>
<xsd:extension base="FloatingRateOptionBase">
<xsd:sequence>
<xsd:group ref="PeriodWithDays.model"/>
<xsd:sequence minOccurs="0">
<xsd:sequence>
<xsd:element name="rateFixingDate" type="xsd:date"/>
<xsd:element minOccurs="0" name="baseRate" type="xsd:decimal"/>
</xsd:sequence>
<xsd:sequence minOccurs="0">
<xsd:element minOccurs="0" name="penaltySpread" type="xsd:decimal"/>
<xsd:element minOccurs="0" name="defaultSpread" type="xsd:decimal"/>
<xsd:element name="allInRate" type="xsd:decimal"/>
</xsd:sequence>
</xsd:sequence>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
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Content Element Detail (all declarations; defined within this component only; 7/17)
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Type: |
xsd:decimal, predefined, simple content |
The actual percentage rate charged to the borrower. (Base Rate + Spread + Default Rate + Penalty Rate + Mandatory Cost Rate) = All In Rate. This rate NEVER includes PIK.
XML Source (w/o annotations (1); see within schema source)
<xsd:element name="allInRate" type="xsd:decimal"/>
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Type: |
xsd:decimal, predefined, simple content |
The actual underlying base rate associated with the period, defined as a percentage.
XML Source (w/o annotations (1); see within schema source)
<xsd:element minOccurs="0" name="baseRate" type="xsd:decimal"/>
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Type: |
xsd:decimal, predefined, simple content |
The default spread currently applied to the interest rate period.
XML Source (w/o annotations (1); see within schema source)
<xsd:element minOccurs="0" name="defaultSpread" type="xsd:decimal"/>
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Type: |
xsd:decimal, predefined, simple content |
The mandatory cost rate currently applied to the interest rate period.
XML Source (w/o annotations (1); see within schema source)
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Projected interest payment details.
XML Source (w/o annotations (1); see within schema source)
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Type: |
xsd:decimal, predefined, simple content |
The penalty spread currently applied to the interest rate period.
XML Source (w/o annotations (1); see within schema source)
<xsd:element minOccurs="0" name="penaltySpread" type="xsd:decimal"/>
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Type: |
xsd:date, predefined, simple content |
The date on which the underlying interest rate is fixed. It is an actual (adjusted) date. Note: This should default to the effective date of the loan contract in the case of a PRIME base rate.
XML Source (w/o annotations (1); see within schema source)