# XML Schema Documentation

### Complex Type: CalculationPeriod

#### [Table of contents]

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

Name | CalculationPeriod
Used by (from the same schema document) | Complex Type PaymentCalculationPeriod
Abstract | no
Documentation | A type defining the parameters used in the calculation of a fixed or floating rate calculation period amount. This type forms part of cashflows representation of a swap stream.

XML Instance Representation
<...
id=" xsd:ID [0..1]">
<unadjustedStartDate> xsd:date </unadjustedStartDate> [0..1]
<unadjustedEndDate> xsd:date </unadjustedEndDate> [0..1]
<adjustedStartDate> xsd:date </adjustedStartDate> [0..1]

'The calculation period start date, adjusted according to any relevant business day convention.'

<adjustedEndDate> xsd:date </adjustedEndDate> [0..1]

'The calculation period end date, adjusted according to any relevant business day convention.'

<calculationPeriodNumberOfDays> xsd:positiveInteger </calculationPeriodNumberOfDays> [0..1]

'The number of days from the adjusted effective / start date to the adjusted termination / end date calculated in accordance with the applicable day count fraction.'

Start Choice [1]
<notionalAmount> xsd:decimal </notionalAmount> [1]

'The amount that a cashflow will accrue interest on.'

<fxLinkedNotionalAmount> FxLinkedNotionalAmount </fxLinkedNotionalAmount> [1]

'The amount that a cashflow will accrue interest on. This is the calculated amount of the fx linked - ie the other currency notional amount multiplied by the appropriate fx spot rate.'

End Choice
Start Choice [1]
<floatingRateDefinition> FloatingRateDefinition </floatingRateDefinition> [1]

'The floating rate reset information for the calculation period.'

<fixedRate> xsd:decimal </fixedRate> [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.'

End Choice
<dayCountYearFraction> xsd:decimal </dayCountYearFraction> [0..1]

'The year fraction value of the calculation period, result of applying the ISDA rules for day count fraction defined in the ISDA Annex.'

<forecastAmount> Money </forecastAmount> [0..1]

'The amount representing the forecast of the accrued value of the calculation period. An intermediate value used to generate the forecastPaymentAmount in the PaymentCalculationPeriod.'

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

'A value representing the forecast rate used to calculate the forecast future value of the accrual period. This is a calculated rate determined based on averaging the rates in the rateObservation elements, and incorporates all of the rate treatment and averaging rules. A value of 1% should be represented as 0.01'

</...>
Diagram
Schema Component Representation
<xsd:complexType name="CalculationPeriod">
<xsd:sequence>
<xsd:element name="unadjustedStartDate" type=" xsd:date " minOccurs="0"/>
<xsd:element name="unadjustedEndDate" type=" xsd:date " minOccurs="0"/>
<xsd:element name="adjustedStartDate" type=" xsd:date " minOccurs="0"/>
<xsd:element name="adjustedEndDate" type=" xsd:date " minOccurs="0"/>
<xsd:element name="calculationPeriodNumberOfDays" type=" xsd:positiveInteger " minOccurs="0"/>
<xsd:choice>
<xsd:element name="notionalAmount" type=" xsd:decimal "/>
<xsd:element name="fxLinkedNotionalAmount" type=" FxLinkedNotionalAmount "/>
</xsd:choice>
<xsd:choice>
<xsd:element name="floatingRateDefinition" type=" FloatingRateDefinition "/>
<xsd:element name="fixedRate" type=" xsd:decimal "/>
</xsd:choice>
<xsd:element name="dayCountYearFraction" type=" xsd:decimal " minOccurs="0"/>
<xsd:element name="forecastAmount" type=" Money " minOccurs="0"/>
<xsd:element name="forecastRate" type=" xsd:decimal " minOccurs="0"/>
</xsd:sequence>
<xsd:attribute name="id" type=" xsd:ID "/>
</xsd:complexType>