fpml:floatingStrikePricePerUnitSchedule

Element information

Content

• Sequence [1..1]
  from type fpml:Frequency
  fpml:periodMultiplier [1..1]    A time period multiplier, e.g. 1, 2 or 3 etc. If the period value is T (Term) then periodMultiplier must contain the value 1.
  fpml:period [1..1]    A time period, e.g. a day, week, month, year or term of the stream.
  1. fpml:balanceOfFirstPeriod [1..1]    If true, indicates that that the first Calculation Period should run from the Effective Date to the end of the calendar period in which the Effective Date falls, e.g. Jan 15 - Jan 31 if the calculation periods are one month long and Effective Date is Jan 15. If false, the first Calculation Period should run from the Effective Date for one whole period, e.g. Jan 15 to Feb 14 if the calculation periods are one month long and Effective Date is Jan 15.

Attributes

Used in

• Group fpml:CommodityFloatingStrikePrice.model
• Group fpml:CommodityFinancialOption.model via reference to fpml:CommodityFloatingStrikePrice.model
• Type fpml:CommodityOption via reference to fpml:CommodityFinancialOption.model (Element fpml:commodityOption)

Sample instance

<fpml:floatingStrikePricePerUnitSchedule>
   <fpml:periodMultiplier>1</fpml:periodMultiplier>
   <fpml:period>T</fpml:period>
   <fpml:balanceOfFirstPeriod>true</fpml:balanceOfFirstPeriod>
</fpml:floatingStrikePricePerUnitSchedule>