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

The fixed income amounts of the return type swap.

Element information

Type: fpml:InterestLeg

Properties: Global, Qualified

Content

Attributes

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

Used in

Substitution hierarchy

Sample instance

<interestLeg id="interestLeg">
   <payerPartyReference href="party1"/>
   <receiverPartyReference href="party2"/>
   <interestLegCalculationPeriodDates id="interestCalcPeriodDates">
      <effectiveDate>
         <adjustableDate>
            <unadjustedDate>2008-06-04</unadjustedDate>
            <dateAdjustments>
               <businessDayConvention>MODFOLLOWING</businessDayConvention>
               <businessCenters>
                  <businessCenter>EUTA</businessCenter>
               </businessCenters>
            </dateAdjustments>
         </adjustableDate>
      </effectiveDate>
      <terminationDate>
         <adjustableDate>
            <unadjustedDate>2009-06-04</unadjustedDate>
            <dateAdjustments>
               <businessDayConvention>MODFOLLOWING</businessDayConvention>
               <businessCenters>
                  <businessCenter>EUTA</businessCenter>
               </businessCenters>
            </dateAdjustments>
         </adjustableDate>
      </terminationDate>
      <interestLegResetDates>
         <calculationPeriodDatesReference href="interestCalcPeriodDates"/>
         <resetFrequency>
            <periodMultiplier>1</periodMultiplier>
            <period>M</period>
         </resetFrequency>
      </interestLegResetDates>
      <interestLegPaymentDates id="interestLegPaymentDates">
         <periodicDates>
            <calculationStartDate>
               <adjustableDate>
                  <unadjustedDate>2008-06-04</unadjustedDate>
                  <dateAdjustments>
                     <businessDayConvention>MODFOLLOWING</businessDayConvention>
                     <businessCenters>
                        <businessCenter>EUTA</businessCenter>
                     </businessCenters>
                  </dateAdjustments>
               </adjustableDate>
            </calculationStartDate>
            <calculationPeriodFrequency>
               <periodMultiplier>1</periodMultiplier>
               <period>M</period>
               <rollConvention>4</rollConvention>
            </calculationPeriodFrequency>
            <calculationPeriodDatesAdjustments>
               <businessDayConvention>MODFOLLOWING</businessDayConvention>
               <businessCenters>
                  <businessCenter>EUTA</businessCenter>
               </businessCenters>
            </calculationPeriodDatesAdjustments>
         </periodicDates>
      </interestLegPaymentDates>
   </interestLegCalculationPeriodDates>
   <notional>
      <relativeNotionalAmount href="equityNotionalAmount"/>
   </notional>
   <interestAmount>
      <currencyReference href="equityPaymentCurrency"/>
      <referenceAmount>StandardISDA</referenceAmount>
   </interestAmount>
   <interestCalculation>
      <floatingRateCalculation>
         <floatingRateIndex>EUR-EURIBOR-Reuters</floatingRateIndex>
         <indexTenor>
            <periodMultiplier>1</periodMultiplier>
            <period>M</period>
         </indexTenor>
      </floatingRateCalculation>
      <dayCountFraction>ACT/360</dayCountFraction>
   </interestCalculation>
</interestLeg>

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