complexType "FxOption"

Namespace:	http://www.fpml.org/FpML-5/confirmation
Content:	complex, 1 attribute, 22 elements
Defined:	globally in fpml-fx-5-13.xsd; see XML source
Includes:	definitions of 13 elements
Used:	at 1 location

Component Diagram

XML Representation Summary

<...

xsd:ID

Content:

</...>

Content Model Elements (22):

americanExercise (in fxOption),

assetClass,

buyerAccountReference,

buyerPartyReference (defined in BuyerSeller.model group),

callCurrencyAmount,

cashSettlement (in fxOption),

effectiveDate (in fxOption),

europeanExercise (in fxOption),

exerciseProcedure (in fxOption),

features (in fxOption),

premium (in fxOption),

primaryAssetClass,

productId (defined in Product.model group),

productType (defined in Product.model group),

putCurrencyAmount,

secondaryAssetClass,

sellerAccountReference,

sellerPartyReference (defined in BuyerSeller.model group),

soldAs,

spotRate (in fxOption),

strike (in fxOption),

tenorPeriod (in fxOption)

All Direct / Indirect Based Elements (1):

fxOption

Known Usage Locations

As direct type of elements (1):

fxOption

Annotation

Describes an FX option with optional asian and barrier features.

Type Definition Detail

Type Derivation Tree

Product (extension)

Option (extension)

FxOption

XML Source (w/o annotations (16); see within schema source)

<xsd:complexType name="FxOption">

<xsd:complexContent>

<xsd:extension base="Option">

<xsd:sequence>

<xsd:element minOccurs="0" name="effectiveDate" type="AdjustableOrRelativeDate"/>

<xsd:element minOccurs="0" name="tenorPeriod" type="Period"/>

<xsd:sequence>

<xsd:choice>

<xsd:element name="americanExercise" type="FxAmericanExercise"/>

<xsd:element name="europeanExercise" type="FxEuropeanExercise"/>

</xsd:choice>

<xsd:element minOccurs="0" name="exerciseProcedure" type="ExerciseProcedure"/>

</xsd:sequence>

<xsd:sequence>

<xsd:element name="putCurrencyAmount" type="NonNegativeMoney"/>

<xsd:element name="callCurrencyAmount" type="NonNegativeMoney"/>

</xsd:sequence>

<xsd:element minOccurs="0" name="soldAs" type="PutCallEnum"/>

<xsd:sequence>

<xsd:element name="strike" type="FxStrikePrice"/>

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

</xsd:sequence>

<xsd:element minOccurs="0" name="features" type="FxOptionFeatures"/>

<xsd:element minOccurs="0" name="premium" type="FxOptionPremium"/>

<xsd:element minOccurs="0" name="cashSettlement" type="FxCashSettlement"/>

</xsd:sequence>

</xsd:extension>

</xsd:complexContent>

</xsd:complexType>

Content Element Detail (all declarations; defined within this component only; 13/22)

americanExercise

Type:

FxAmericanExercise, complex content

The parameters for defining the exercise period for an American style option.

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

<xsd:element name="americanExercise" type="FxAmericanExercise"/>

callCurrencyAmount

Type:

NonNegativeMoney, complex content

The currency amount that the option gives the right to buy.

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

<xsd:element name="callCurrencyAmount" type="NonNegativeMoney"/>

cashSettlement

Type:

FxCashSettlement, complex content

Specifies the currency and fixing details for cash settlement. This optional element is produced only where it has been specified at execution time that the option wlll be settled into a single cash payment - for example, in the case of a non-deliverable option (although note that an Fx option may be contractually cash settled, without necessarily being non-deliverable).

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

<xsd:element minOccurs="0" name="cashSettlement" type="FxCashSettlement"/>

effectiveDate

Type:

AdjustableOrRelativeDate, complex content

Effective date for a forward starting derivative. If this element is not present, the effective date is the trade date.

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

<xsd:element minOccurs="0" name="effectiveDate" type="AdjustableOrRelativeDate"/>

europeanExercise

Type:

FxEuropeanExercise, complex content

The parameters for defining the exercise period for an European style option.

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

<xsd:element name="europeanExercise" type="FxEuropeanExercise"/>

exerciseProcedure

Type:

ExerciseProcedure, complex content

A set of parameters defining procedures associated with the exercise.

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

<xsd:element minOccurs="0" name="exerciseProcedure" type="ExerciseProcedure"/>

features

Type:

FxOptionFeatures, complex content

Describes additional features within the option.

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

<xsd:element minOccurs="0" name="features" type="FxOptionFeatures"/>

premium

Type:

FxOptionPremium, complex content

Premium amount or premium installment amount for an option.

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

<xsd:element minOccurs="0" name="premium" type="FxOptionPremium"/>

putCurrencyAmount

Type:

NonNegativeMoney, complex content

The currency amount that the option gives the right to sell.

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

<xsd:element name="putCurrencyAmount" type="NonNegativeMoney"/>

soldAs

Type:

PutCallEnum, simple content

Indicates how the product was original sold as a Put or a Call.

Simple Content

enumeration of xsd:token

Enumeration:

"Put"	-	A put option gives the holder the right to sell the underlying asset by a certain date for a certain price. See: http://www.FpML.org
"Call"	-	A call option gives the holder the right to buy the underlying asset by a certain date for a certain price. See: http://www.FpML.org

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

<xsd:element minOccurs="0" name="soldAs" type="PutCallEnum"/>

spotRate

Type:

PositiveDecimal, simple content

An optional element used for FX forwards and certain types of FX OTC options. For deals consumated in the FX Forwards Market, this represents the current market rate for a particular currency pair. For barrier and digital/binary options, it can be useful to include the spot rate at the time the option was executed to make it easier to know whether the option needs to move "up" or "down" to be triggered.

Simple Content

xsd:decimal

minExclusive:

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

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

strike

Type:

FxStrikePrice, complex content

Defines the option strike price.

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

<xsd:element name="strike" type="FxStrikePrice"/>

tenorPeriod

Type:

Period, complex content

A tenor expressed as a period type and multiplier (e.g. 1D, 1Y, etc.)

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

<xsd:element minOccurs="0" name="tenorPeriod" type="Period"/>

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.