group "StubFloatingRateIndex.model"
Namespace:
http://www.fpml.org/FpML-5/confirmation
Content:
3 elements
Defined:
globally in fpml-shared-5-12.xsd; see XML source
Includes:
definitions of 3 elements
Used:
at 1 location
Content Model Diagram
Complex Content Model
floatingRateIndex?, indexTenor?, fallbackRate?
Content Model Elements (3):
fallbackRate (in floatingRate defined in StubValue complexType),
floatingRateIndex (in floatingRate defined in StubValue complexType),
indexTenor (in floatingRate defined in StubValue complexType)
Known Usage Locations
XML Source (w/o annotations (2); see within schema source)
<xsd:group name="StubFloatingRateIndex.model">
<xsd:sequence>
<xsd:element minOccurs="0" name="floatingRateIndex" type="FloatingRateIndex"/>
<xsd:element minOccurs="0" name="indexTenor" type="Period"/>
<xsd:element minOccurs="0" name="fallbackRate" type="FallbackRate"/>
</xsd:sequence>
</xsd:group>
Content Element Detail (all declarations; defined within this component only; 3/3)
fallbackRate
Type:
FallbackRate, complex content
A fallback rate calculated using an averaging or compounding formula to be used in case of the cessation of the original term rate. This structure is provided to allow an approximate representation to be created for published fallback rates to allow operations such as valuation, accrual calculation, and risk calculation.
XML Source (w/o annotations (1); see within schema source)
<xsd:element minOccurs="0" name="fallbackRate" type="FallbackRate"/>
floatingRateIndex
Type:
FloatingRateIndex, simple content
Simple Content
xsd:normalizedString
maxLength:
255
minLength:
0
XML Source (see within schema source)
<xsd:element minOccurs="0" name="floatingRateIndex" type="FloatingRateIndex"/>
indexTenor
Type:
Period, complex content
The ISDA Designated Maturity, i.e. the tenor of the floating rate.
XML Source (w/o annotations (1); see within schema source)
<xsd:element minOccurs="0" name="indexTenor" type="Period"/>
XML schema documentation generated with DocFlex/XML 1.10b5 using DocFlex/XML XSDDoc 2.8.1 template set. All content model diagrams generated by Altova XMLSpy via DocFlex/XML XMLSpy Integration.