complexType "Stub"
Namespace: |
|
Content: |
|
Defined: |
|
Includes: |
|
Used: |
|
XML Representation Summary |
<...> |
|
|
</...> |
Content Model Elements (5):
-
All Direct / Indirect Based Elements (2):
-
Annotation
A type defining how a stub calculation period amount is calculated and the start and end date of the stub. A single floating rate tenor different to that used for the regular part of the calculation periods schedule may be specified, or two floating rate tenors many be specified. If two floating rate tenors are specified then Linear Interpolation (in accordance with the 2000 ISDA Definitions, Section 8.3 Interpolation) is assumed to apply. Alternatively, an actual known stub rate or stub amount may be specified.
Type Derivation Tree
Stub
|
XML Source (w/o annotations (3); see within schema source)
<xsd:complexType name="Stub">
<xsd:complexContent>
<xsd:extension base="StubValue">
<xsd:sequence>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
|
Content Element Detail (all declarations; defined within this component only; 2/5)
-
End date of stub period. This was created to support use of the InterestRateStream within the Equity Derivative sphere, and this element is not expected to be produced in the representation of Interest Rate products.
XML Source (w/o annotations (1); see within schema source)
-
Start date of stub period. This was created to support use of the InterestRateStream within the Equity Derivative sphere, and this element is not expected to be produced in the representation of Interest Rate products.
XML Source (w/o annotations (1); see within schema source)