Schema Central > FpML 5.5 Confirmation > fpml-ird-5-5.xsd > fpml:calculation
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fpml:calculation

The parameters used in the calculation of fixed or floaring rate calculation period amounts.

Element information

Type: fpml:Calculation

Properties: Local, Qualified

Content

Attributes

None

Used in

Sample instance

<calculation>
   <notionalSchedule>
      <notionalStepSchedule>
         <initialValue>50000000.00</initialValue>
         <currency>EUR</currency>
      </notionalStepSchedule>
   </notionalSchedule>
   <floatingRateCalculation>
      <floatingRateIndex>EUR-LIBOR-BBA</floatingRateIndex>
      <indexTenor>
         <periodMultiplier>6</periodMultiplier>
         <period>M</period>
      </indexTenor>
   </floatingRateCalculation>
   <dayCountFraction>ACT/360</dayCountFraction>
</calculation>

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