fpml:UnderlyerInterestLeg
A type describing interest payments associated with and underlyer, such as financing
Complex type information
Namespace: http://www.fpml.org/FpML-5/confirmation
Schema document: fpml-shared-5-5.xsd
Content
- Sequence [1..1]
- fpml:legIdentifier [0..*] Version aware identification of this leg.
- fpml:payerPartyReference [1..1] A reference to the party responsible for making the payments defined by this structure.
- fpml:payerAccountReference [0..1] A reference to the account responsible for making the payments defined by this structure.
- fpml:receiverPartyReference [1..1] A reference to the party that receives the payments corresponding to this structure.
- fpml:receiverAccountReference [0..1] A reference to the account that receives the payments corresponding to this structure.
- fpml:effectiveDate [0..1] Specifies the effective date of this leg of the swap. When defined in relation to a date specified somewhere else in the document (through the relativeDate component), this element will typically point to the effective date of the other leg of the swap.
- fpml:terminationDate [0..1] Specifies the termination date of this leg of the swap. When defined in relation to a date specified somewhere else in the document (through the relativeDate component), this element will typically point to the termination date of the other leg of the swap.
- Choice [1..1]
- fpml:fixedRate [0..1] The calculation period fixed rate. A per annum rate, expressed as a decimal. A fixed rate of 5% would be represented as 0.05.
- fpml:spreadSchedule [0..*] The ISDA Spread or a Spread schedule expressed as explicit spreads and dates. In the case of a schedule, the step dates may be subject to adjustment in accordance with any adjustments specified in calculationPeriodDatesAdjustments. The spread is a per annum rate, expressed as a decimal. For purposes of determining a calculation period amount, if positive the spread will be added to the floating rate and if negative the spread will be subtracted from the floating rate. A positive 10 basis point (0.1%) spread would be represented as 0.001.
from type fpml:DirectionalLegfrom group fpml:PayerReceiver.model
Attributes
| Name | Occ | Type | Description | Notes |
|---|---|---|---|---|
| id | [0..1] | xsd:ID | from type fpml:Leg |
Used by
- Element fpml:underlyerFinancing
Type inheritance chain
- fpml:Leg
- fpml:DirectionalLeg
- fpml:UnderlyerInterestLeg
- fpml:DirectionalLeg