complexType "Future"

Namespace:	http://www.fpml.org/FpML-5/confirmation
Content:	complex, 1 attribute, 16 elements
Defined:	globally in fpml-asset-5-13.xsd; see XML source
Includes:	definitions of 6 elements
Used:	at 1 location

Component Diagram

XML Representation Summary

<...

xsd:ID

Content:

instrumentId+, instrumentType*, description?, currency?, exchangeId?, clearanceSystem?, definition?, relatedExchangeId*, optionsExchangeId*, specifiedExchangeId*, multiplier?, futureContractReference?, (maturity | contractYearMonth)?, underlyer?, settlementType?

</...>

Content Model Elements (16):

clearanceSystem,

contractYearMonth,

currency (defined in UnderlyingAsset complexType),

definition (defined in UnderlyingAsset complexType),

description (defined in IdentifiedAsset complexType),

exchangeId (defined in UnderlyingAsset complexType),

futureContractReference,

instrumentId (defined in IdentifiedAsset complexType),

instrumentType,

maturity (in future),

multiplier (in future),

optionsExchangeId,

relatedExchangeId,

settlementType (in future),

specifiedExchangeId,

underlyer (in future)

All Direct / Indirect Based Elements (1):

future

Known Usage Locations

As direct type of elements (1):

future

Annotation

An exchange traded future contract.

Type Definition Detail

Type Derivation Tree

Asset (extension)

IdentifiedAsset (extension)

UnderlyingAsset (extension)

ExchangeTraded (extension)

Future

XML Source (w/o annotations (8); see within schema source)

<xsd:complexType name="Future">

<xsd:complexContent>

<xsd:extension base="ExchangeTraded">

<xsd:sequence>

<xsd:element minOccurs="0" name="multiplier" type="PositiveDecimal"/>

<xsd:element minOccurs="0" name="futureContractReference" type="NonEmptyToken"/>

<xsd:choice minOccurs="0">

<xsd:element name="maturity" type="xsd:date"/>

<xsd:element name="contractYearMonth" type="xsd:gYearMonth"/>

</xsd:choice>

<xsd:sequence>

<xsd:element minOccurs="0" name="underlyer" type="ExchangeTradedContractUnderlyer"/>

<xsd:element minOccurs="0" name="settlementType" type="SettlementTypeEnum"/>

</xsd:sequence>

</xsd:extension>

</xsd:complexContent>

</xsd:complexType>

Content Element Detail (all declarations; defined within this component only; 6/16)

contractYearMonth

Type:

xsd:gYearMonth, predefined, simple content

The contract month of the futures contract. i.e. F13 WTI NYMEX Contract is 2013-01.

XML Source (w/o annotations (1); see within schema source)

<xsd:element name="contractYearMonth" type="xsd:gYearMonth"/>

futureContractReference

Type:

NonEmptyToken, simple content

Native identifier for the contract on the listing exchange.

Simple Content

xsd:token

minLength:

XML Source (w/o annotations (1); see within schema source)

<xsd:element minOccurs="0" name="futureContractReference" type="NonEmptyToken"/>

maturity

Type:

xsd:date, predefined, simple content

The date when the future contract expires.

XML Source (w/o annotations (1); see within schema source)

<xsd:element name="maturity" type="xsd:date"/>

multiplier

Type:

PositiveDecimal, simple content

The multiplier is the minimum number of the underlying - index or stock - that a participant has to trade while taking a position in the Future contract. The purpose of the multiplier is to inflate the value of the contract to add leverage to the trade. The multiplier for the Dow is 10, for the Nasdaq it is 100 and it is 250 for the Standard and Poor's index.

Simple Content

xsd:decimal

minExclusive:

XML Source (w/o annotations (1); see within schema source)

<xsd:element minOccurs="0" name="multiplier" type="PositiveDecimal"/>

settlementType

Type:

SettlementTypeEnum, simple content

Settlement method for the contract (Cash, Physical). This value is used to populate the "Delivery Type" field for regulatory reporting (CFTC, ESMA).

Simple Content

enumeration of xsd:token

Enumeration:

"Cash"	-	The intrinsic value of the option will be delivered by way of a cash settlement amount determined, (i) by reference to the differential between the strike price and the settlement price; or (ii) in accordance with a bilateral agreement between the parties See: http://www.FpML.org
"Physical"	-	The securities underlying the transaction will be delivered by (i) in the case of a call, the seller to the buyer, or (ii) in the case of a put, the buyer to the seller versus a settlement amount equivalent to the strike price per share See: http://www.FpML.org
"Election"	-	Allow Election of either Cash or Physical settlement See: http://www.FpML.org
"CashOrPhysical"	-	Allow use of either Cash or Physical settlement without prior Election See: http://www.FpML.org

XML Source (w/o annotations (1); see within schema source)

<xsd:element minOccurs="0" name="settlementType" type="SettlementTypeEnum"/>

underlyer

Type:

ExchangeTradedContractUnderlyer, complex content

Underlyer of the option e.g. a listed future.

XML Source (w/o annotations (1); see within schema source)

<xsd:element minOccurs="0" name="underlyer" type="ExchangeTradedContractUnderlyer"/>

XML schema documentation generated with FlexDoc/XML 1.12.2 using FlexDoc/XML XSDDoc 2.9.1 template set. All XSD diagrams generated by FlexDoc/XML DiagramKit.