# XML Schema Documentation

### Complex Type: CashflowFixing

#### [Table of contents]

Super-types: | None
Sub-types: | None

Name | CashflowFixing
Used by (from the same schema document) | Complex Type CashflowCalculationElements
Abstract | no
Documentation | Details of the computation of a computed rate or price used to calculate the amount of a cashflow component. This computed rate or price may include averaging and/or various types of rate treatment rules. The details include all of the observations, the calculation parameters, and the resulting value.

XML Instance Representation
<...
id=" xsd:ID [0..1]">
<observationReference> CashflowObservationReference </observationReference> [1..*]

'Reference to the observation details of a particular rate observation.'

<calculatedValue> xsd:decimal </calculatedValue> [0..1]

'The value computed based on averaging the underlying observation and applying any spreads, multipliers, and cap and floors values. average or treated value computed based on the underlyer observations, following the calculation rules.'

<multiplier> xsd:decimal </multiplier> [0..1]

'A rate multiplier to apply to the floating rate. The multiplier can be a positive or negative decimal. This element should only be included if the multiplier is not equal to 1 (one).'

<spread> xsd:decimal </spread> [0..1]

'The ISDA Spread, if any, which applies for the calculation period. It also defines spread as price. 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.'

<capValue> Strike </capValue> [0..*]

'The cap rate or price, if any, which applies to the floating rate for the calculation period. The cap rate (strike) is only required where the floating rate on a swap stream is capped at a certain strike level. The cap rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A cap rate of 5% would be represented as 0.05.'

<floorValue> Strike </floorValue> [0..*]

'The floor rate or price, if any, which applies to the floating rate for the calculation period. The floor rate (strike) is only required where the floating rate on a swap stream is floored at a certain strike level. The floor rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. The floor rate of 5% would be represented as 0.05.'

</...>
Diagram
Schema Component Representation
<xsd:complexType name="CashflowFixing">
<xsd:sequence>
<xsd:element name="observationReference" type=" CashflowObservationReference " maxOccurs="unbounded"/>
<xsd:element name="calculatedValue" type=" xsd:decimal " minOccurs="0"/>
<xsd:element name="multiplier" type=" xsd:decimal " minOccurs="0"/>
<xsd:element name="spread" type=" xsd:decimal " minOccurs="0"/>
<xsd:element name="capValue" type=" Strike " minOccurs="0" maxOccurs="unbounded"/>
<xsd:element name="floorValue" type=" Strike " minOccurs="0" maxOccurs="unbounded"/>
</xsd:sequence>
<xsd:attribute name="id" type=" xsd:ID "/>
</xsd:complexType>