fpml:floatingRateIndex
Element information
Namespace: http://www.fpml.org/FpML-5/confirmation
Schema document: fpml-asset-5-5.xsd
Other elements with the same name: fpml:floatingRateIndex
Type: fpml:FloatingRateIndex
Properties: Local, Qualified
Content
from type fpml:Scheme
- Maximum length: 255
Attributes
| Name | Occ | Type | Description | Notes |
|---|---|---|---|---|
| floatingRateIndexScheme | [0..1] | xsd:anyURI | Default value is "http://www.fpml.org/coding-scheme/floating-rate-index". |
Used in
- Group fpml:FloatingRateIndex.model
- Type fpml:Fra (Element fpml:fra)
- Type fpml:RateIndex (Element fpml:rateIndex)
- Type fpml:InflationRateCalculation via reference to fpml:FloatingRateIndex.model (Element fpml:inflationRateCalculation)
- Type fpml:MakeWholeAmount via reference to fpml:FloatingRateIndex.model (Element fpml:makeWholeAmount)
- Type fpml:SwapCurveValuation via reference to fpml:FloatingRateIndex.model (Element fpml:swapUnwindValue)
- Type fpml:FloatingRate via reference to fpml:FloatingRateIndex.model (Elements fpml:floatingRate, fpml:floatingRate)
- Type fpml:FloatingRateCalculation via reference to fpml:FloatingRateIndex.model (Elements fpml:floatingRateCalculation, fpml:floatingRateCalculation)
Sample instance
<floatingRateIndex>EUR-LIBOR-BBA</floatingRateIndex>