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

A forward rate agreement product definition.

Element information

Type: fpml:Fra

Properties: Global, Qualified

Content

Attributes

NameOccTypeDescriptionNotes
id [0..1]xsd:IDfrom type fpml:Product

Used in

Substitution hierarchy

Sample instance

<fra>
   <productId>CHI-LIBOR-FRA-3Mx6M</productId>
   <buyerPartyReference href="buyer"/>
   <sellerPartyReference href="seller"/>
   <adjustedEffectiveDate id="resetDate">2011-07-17</adjustedEffectiveDate>
   <adjustedTerminationDate>2012-01-17</adjustedTerminationDate>
   <paymentDate>
      <unadjustedDate>2011-07-17</unadjustedDate>
      <dateAdjustments>
         <businessDayConvention>FOLLOWING</businessDayConvention>
         <businessCenters>
            <businessCenter>CHZU</businessCenter>
         </businessCenters>
      </dateAdjustments>
   </paymentDate>
   <fixingDateOffset>
      <periodMultiplier>-2</periodMultiplier>
      <period>D</period>
      <dayType>Business</dayType>
      <businessDayConvention>NONE</businessDayConvention>
      <businessCenters>
         <businessCenter>GBLO</businessCenter>
      </businessCenters>
      <dateRelativeTo href="resetDate"/>
   </fixingDateOffset>
   <dayCountFraction>ACT/360</dayCountFraction>
   <calculationPeriodNumberOfDays>184</calculationPeriodNumberOfDays>
   <notional id="notional">
      <currency>CHF</currency>
      <amount>1000000.00</amount>
   </notional>
   <fixedRate id="fixed_rate">1</fixedRate>
   <floatingRateIndex>CHF-LIBOR-BBA</floatingRateIndex>
   <indexTenor>
      <periodMultiplier>6</periodMultiplier>
      <period>M</period>
   </indexTenor>
   <fraDiscounting>ISDA</fraDiscounting>
</fra>

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