Schema Central > FpML 5.5 Confirmation > fpml-eq-shared-5-5.xsd > fpml:interestCalculation
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fpml:interestCalculation

Specifies the calculation method of the interest rate leg of the equity swap. Includes the floating or fixed rate calculation definitions, along with the determination of the day count fraction.

Element information

Type: fpml:InterestCalculation

Properties: Local, Qualified

Content

Attributes

NameOccTypeDescriptionNotes
id [0..1]xsd:ID

Used in

Sample instance

<interestCalculation>
   <floatingRateCalculation>
      <floatingRateIndex>EUR-EURIBOR-Reuters</floatingRateIndex>
      <indexTenor>
         <periodMultiplier>1</periodMultiplier>
         <period>M</period>
      </indexTenor>
   </floatingRateCalculation>
   <dayCountFraction>ACT/360</dayCountFraction>
</interestCalculation>

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