| resetDate | xsd:date | The reset date. | Reset date. | | 0-1,
mfr | |
| adjustedFixingDate | xsd:date | The adjusted fixing date, i.e. the actual date the rate is observed. The date should
already be adjusted for any applicable business day convention.
| Actual fixing date. | | 0-1,
mfr | |
| observedRate | xsd:decimal | The actual observed rate before any required rate treatment is applied, e.g. before
converting a rate quoted on a discount basis to an equivalent yield. An observed rate
of 5% would be represented as 0.05.
| Observed rate. | | 0-1,
mfr | |
| treatedRate | xsd:decimal | The observed rate after any required rate treatment is applied. A treated rate of
5% would be represented as 0.05.
| Treated rate. | | 0-1,
mfr | |
| observationWeight | xsd:positiveInteger | The number of days weighting to be associated with the rate observation, i.e. the
number of days such rate is in effect. This is applicable in the case of a weighted
average method of calculation where more than one reset date is established for a
single calculation period.
| Observed rate weight. | | 0-1,
mre,
mfr | |
| rateReference | RateReference | A pointer style reference to a floating rate component defined as part of a stub calculation
period amount component. It is only required when it is necessary to distinguish two
rate observations for the same fixing date which could occur when linear interpolation
of two different rates occurs for a stub calculation period.
| Rate reference. | | 0-1,
mfr | |
| forecastRate | xsd:decimal | The value representing the forecast rate used to calculate the forecast future value
of the accrual period. A value of 1% should be represented as 0.01.
| Forecast rate. | | 0-1,
ncf | This element is never used in NSD repository messages. |
| treatedForecastRate | xsd:decimal | The value representing the forecast rate after applying rate treatment rules. A value
of 1% should be represented as 0.01.
| Treated forecast rate. | | 0-1,
ncf | This element is never used in NSD repository messages. |
| @id | xsd:ID | | | | 1-1,
ncf | |