fpml:FloatingRateIndex.model
Group information
Namespace: http://www.fpml.org/FpML-5/confirmation
Schema document: fpml-shared-5-5.xsd
Content
- Sequence [1..1]
- fpml:floatingRateIndex [1..1]
- fpml:indexTenor [0..1] The ISDA Designated Maturity, i.e. the tenor of the floating rate.
Used in
- Type fpml:InflationRateCalculation (Element fpml:inflationRateCalculation)
- Type fpml:MakeWholeAmount (Element fpml:makeWholeAmount)
- Type fpml:SwapCurveValuation (Element fpml:swapUnwindValue)
- Type fpml:FloatingRate (Elements fpml:floatingRate, fpml:floatingRate)
- Type fpml:FloatingRateCalculation (Elements fpml:floatingRateCalculation, fpml:floatingRateCalculation)