complexType "CalculationPeriod"
Namespace: |
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Content: |
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Defined: |
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Includes: |
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Used: |
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XML Representation Summary |
<... |
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</...> |
Content Model Elements (12):
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All Direct / Indirect Based Elements (1):
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Annotation
A type defining the parameters used in the calculation of a fixed or floating rate calculation period amount. This type forms part of cashflows representation of a swap stream.
XML Source (w/o annotations (11); see within schema source)
<xsd:sequence>
<xsd:element minOccurs="0" name="unadjustedStartDate" type="xsd:date"/>
<xsd:choice minOccurs="0">
</xsd:choice>
<xsd:choice minOccurs="0">
</xsd:choice>
<xsd:element minOccurs="0" name="forecastRate" type="xsd:decimal"/>
</xsd:sequence>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:complexType>
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Attribute Detail (all declarations; defined within this component only; 1/1)
id
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Type: |
xsd:ID, predefined |
Use: |
optional |
XML Source (see within schema source)
<xsd:attribute name="id" type="xsd:ID"/>
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Content Element Detail (all declarations; defined within this component only; 12/12)
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Type: |
xsd:date, predefined, simple content |
The calculation period end date, adjusted according to any relevant business day convention.
XML Source (w/o annotations (1); see within schema source)
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Type: |
xsd:date, predefined, simple content |
The calculation period start date, adjusted according to any relevant business day convention.
XML Source (w/o annotations (1); see within schema source)
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Type: |
xsd:positiveInteger, predefined, simple content |
The number of days from the adjusted effective / start date to the adjusted termination / end date calculated in accordance with the applicable day count fraction.
XML Source (w/o annotations (1); see within schema source)
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Type: |
xsd:decimal, predefined, simple content |
The year fraction value of the calculation period, result of applying the ISDA rules for day count fraction defined in the ISDA Annex.
XML Source (w/o annotations (1); see within schema source)
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Type: |
xsd:decimal, predefined, simple content |
The calculation period fixed rate. A per annum rate, expressed as a decimal. A fixed rate of 5% would be represented as 0.05.
XML Source (w/o annotations (1); see within schema source)
<xsd:element name="fixedRate" type="xsd:decimal"/>
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The floating rate reset information for the calculation period.
XML Source (w/o annotations (1); see within schema source)
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The amount representing the forecast of the accrued value of the calculation period. An intermediate value used to generate the forecastPaymentAmount in the PaymentCalculationPeriod.
XML Source (w/o annotations (1); see within schema source)
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Type: |
xsd:decimal, predefined, simple content |
A value representing the forecast rate used to calculate the forecast future value of the accrual period. This is a calculated rate determined based on averaging the rates in the rateObservation elements, and incorporates all of the rate treatment and averaging rules. A value of 1% should be represented as 0.01
XML Source (w/o annotations (1); see within schema source)
<xsd:element minOccurs="0" name="forecastRate" type="xsd:decimal"/>
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The amount that a cashflow will accrue interest on. This is the calculated amount of the fx linked - ie the other currency notional amount multiplied by the appropriate fx spot rate.
XML Source (w/o annotations (1); see within schema source)
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Type: |
xsd:decimal, predefined, simple content |
The amount that a cashflow will accrue interest on.
XML Source (w/o annotations (1); see within schema source)
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Type: |
xsd:date, predefined, simple content |
XML Source (see within schema source)
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Type: |
xsd:date, predefined, simple content |
XML Source (see within schema source)