element <fallbackRate> (local)
Namespace:
http://www.fpml.org/FpML-5/confirmation
Type:
FallbackRate
Content:
complex, 1 attribute, 5 elements
Defined:
locally within StubFloatingRateIndex.model group in fpml-shared-5-12.xsd; see XML source
Content Model Diagram
XML Representation Summary
<fallbackRate
   
id
 = 
xsd:ID
   
>
   
Content: 
effectiveDate | (floatingRateIndex, effectiveDate?, calculationParameters?, spreadAdjustment?)
</fallbackRate>
Content model elements (5):
calculationParameters (defined in FallbackRate complexType),
effectiveDate (defined in FallbackRate complexType),
effectiveDate (defined in FallbackRate complexType),
floatingRateIndex (defined in FallbackRate complexType),
spreadAdjustment (defined in FallbackRate complexType)
Included in content model of elements (1):
floatingRate (defined in StubValue complexType)
Annotation
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"/>
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.