complexType "FxAccrualBarrier"
Namespace:
http://www.fpml.org/FpML-5/confirmation
Content:
complex, 1 attribute, 13 elements
Defined:
globally in fpml-fx-accruals-5-13.xsd; see XML source
Includes:
definitions of 4 elements
Used:
at 4 locations
Component Diagram
XML Representation Summary
<...
   
id
 = 
xsd:ID
   
>
   
Content: 
barrierType, style, scope, condition, triggerRate, (observationStartDate, observationStartTime?)?, (observationEndDate, observationEndTime?)?, accrualRetention?, (observableReference | (quotedCurrencyPair, informationSource*))?
</...>
Content Model Elements (13):
accrualRetention,
barrierType (defined in FxComplexBarrierBase complexType),
condition (defined in FxComplexBarrierBase complexType),
informationSource (defined in FxAccrualBarrier complexType),
observableReference (defined in FxAccrualBarrier complexType),
observationEndDate (defined in FxComplexBarrierBase complexType),
observationEndTime (defined in FxComplexBarrierBase complexType),
observationStartDate (defined in FxComplexBarrierBase complexType),
observationStartTime (defined in FxComplexBarrierBase complexType),
quotedCurrencyPair (defined in FxAccrualBarrier complexType),
scope,
style,
triggerRate (defined in FxComplexBarrierBase complexType)
All Direct / Indirect Based Elements (4):
barrier (in fxAccrualDigitalOption),
barrier (in fxAccrualForward),
barrier (in fxAccrualOption),
barrier (in fxRangeAccrual)
Known Usage Locations
Type Definition Detail
Type Derivation Tree
FxComplexBarrierBase (extension)
  FxAccrualBarrier
XML Source (w/o annotations (4); see within schema source)
<xsd:complexType name="FxAccrualBarrier">
<xsd:complexContent>
<xsd:extension base="FxComplexBarrierBase">
<xsd:sequence>
<xsd:element minOccurs="0" name="accrualRetention" type="FxAccrualKnockoutBarrierRetentionEnum"/>
<xsd:choice minOccurs="0">
<xsd:element name="observableReference" type="FxRateObservableReference"/>
<xsd:sequence>
<xsd:element name="quotedCurrencyPair" type="QuotedCurrencyPair"/>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="informationSource" type="InformationSource"/>
</xsd:sequence>
</xsd:choice>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
Content Element Detail (all declarations; defined within this component only; 4/13)
accrualRetention
Type:
FxAccrualKnockoutBarrierRetentionEnum, simple content
Specifies the behavior with respect to settlement rights for the accrual period in which a global knockout event occurs (the "knockout period"). "Keep" means that the parties retain settlement rights at the end of the knckout period, fixed at the prevailing accrued notional, and settlement rights for all future accrual periods are extinguished. "Lose" means that settlement rights for the knockout period and all future accrual periods are extinguished, and the product is effectively extinguished. This element should be produced in case of a global knockout barrier (barrierType= "Knockout", scope="Global"), and omitted otherwise.
Simple Content
enumeration of xsd:token
Enumeration:
"Keep"
 - 
If the barrier is triggered, the accrual process for that period stops. The parties retain the underlying settlement rights for that period with the currently accrued notional.
"Lose"
 - 
If the barrier is triggered, the accrual process for that period stops. No settlement occurs for that period.
XML Source (w/o annotations (1); see within schema source)
<xsd:element minOccurs="0" name="accrualRetention" type="FxAccrualKnockoutBarrierRetentionEnum"/>
informationSource
Type:
InformationSource, complex content
The information source where a published or displayed market rate will be obtained, e.g. Telerate Page 3750.
XML Source (w/o annotations (1); see within schema source)
<xsd:element maxOccurs="unbounded" minOccurs="0" name="informationSource" type="InformationSource"/>
observableReference
Type:
FxRateObservableReference, empty content
Reference to an 'FxRateObservable' structure.
XML Source (w/o annotations (1); see within schema source)
<xsd:element name="observableReference" type="FxRateObservableReference"/>
quotedCurrencyPair
Type:
QuotedCurrencyPair, complex content
Defines the two currencies for an FX trade and the quotation relationship between the two currencies.
XML Source (w/o annotations (1); see within schema source)
<xsd:element name="quotedCurrencyPair" type="QuotedCurrencyPair"/>
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.