XML Schema Documentation

Complex Type: InterestRatePeriod

[Table of contents]

Super-types: None
Sub-types: None
Name InterestRatePeriod
Used by (from the same schema document) Complex Type InterestAccrualSchedule , Complex Type LoanContract
Abstract no
Documentation A full definition of the accrual characteristics of a loan contract. This structure defines both the underlying base rate as well as any additional margins and costs associated with the loan contract.
XML Instance Representation
<...>
<rateFixingDate> xsd:date </rateFixingDate> [1]

'The date on which the underlying interest rate is fixed. It is an actual (adjusted) date. Note: This should default to the effective date of the loan contract in the case of a PRIME base rate.'

<startDate> xsd:date </startDate> [1]

'Date on which this period begins.'

<endDate> xsd:date </endDate> [1]

'Date on which this period ends.'

<floatingRateIndex> FloatingRateIndex </floatingRateIndex> [1]
<indexTenor> Interval </indexTenor> [0..1]

'The ISDA Designated Maturity, i.e. the tenor of the floating rate.'

<interestRate> PositiveDecimal </interestRate> [0..1]

'The actual interest rate, defined as a percentage.'

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

'The margin as stated in the credit agreement.'

<mandatoryCostRate> PositiveDecimal </mandatoryCostRate> [0..1]

'Charged as an additional cost for select european deals.'

<allInRate> PositiveDecimal </allInRate> [0..1]

'The actual percentage rate charged to the borrower. (Interest Rate + Margin + MCR) = All In Rate.'

<interestDayBasis> DayCountFraction </interestDayBasis> [0..1]

'The day count basis for the interest rate period.'

<tenor> Interval </tenor> [0..1]

'The number of business days in the interest rate period.'

<projectedInterestAmount> ParticipationAmount </projectedInterestAmount> [0..1]

'Projected amount of interest that will be paid by the Agent bank at the end of the interest period.'

</...>
Diagram
Schema Component Representation
<xsd:complexType name="InterestRatePeriod">
<xsd:sequence>
<xsd:element name="rateFixingDate" type=" xsd:date "/>
<xsd:group ref=" Period.model "/>
<xsd:group ref=" FloatingRateIndex.model "/>
<xsd:element name="interestRate" type=" PositiveDecimal " minOccurs="0"/>
<xsd:element name="margin" type=" xsd:decimal " minOccurs="0"/>
<xsd:element name="mandatoryCostRate" type=" PositiveDecimal " minOccurs="0"/>
<xsd:element name="allInRate" type=" PositiveDecimal " minOccurs="0"/>
<xsd:element name="interestDayBasis" type=" DayCountFraction " minOccurs="0"/>
<xsd:element name="tenor" type=" Interval " minOccurs="0"/>
<xsd:element name="projectedInterestAmount" type=" ParticipationAmount " minOccurs="0"/>
</xsd:sequence>
</xsd:complexType>

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