complexType "FxAccrualLinearPayoffRegion"

Namespace:	http://www.fpml.org/FpML-5/confirmation
Content:	complex, 1 attribute, 10 elements
Defined:	globally in fpml-fx-accruals-5-13.xsd; see XML source
Includes:	definitions of 5 elements
Used:	at 1 location

Component Diagram

XML Representation Summary

<...

xsd:ID

Content:

exchangedCurrency1, exchangedCurrency2, ((strike, counterCurrencyAmount?) | averageStrike), (upperBound | (lowerBound, upperBound?))?, leverage?, payoffCap*

</...>

Content Model Elements (10):

averageStrike (in linearPayoffRegion in fxAccrualForward),

counterCurrencyAmount (in linearPayoffRegion in fxAccrualForward),

exchangedCurrency1 (defined in FxExchangedCurrency.model group),

exchangedCurrency2 (defined in FxExchangedCurrency.model group),

leverage (in linearPayoffRegion in fxAccrualForward),

lowerBound (defined in FxAccrualRegionBound.model group),

payoffCap (in linearPayoffRegion in fxAccrualForward),

strike (in linearPayoffRegion in fxAccrualForward),

upperBound (defined in FxAccrualRegionBound.model group),

upperBound (defined in FxAccrualRegionBound.model group)

All Direct / Indirect Based Elements (1):

linearPayoffRegion (in fxAccrualForward)

Known Usage Locations

As direct type of elements (1):

linearPayoffRegion (in fxAccrualForward)

Annotation

A fixing region in which the payoff varies linearly with the fixing value.

Type Definition Detail

Type Derivation Tree

FxAccrualPayoffRegion (extension)

FxAccrualLinearPayoffRegion

XML Source (w/o annotations (7); see within schema source)

<xsd:complexType name="FxAccrualLinearPayoffRegion">

<xsd:complexContent>

<xsd:extension base="FxAccrualPayoffRegion">

<xsd:sequence>

<xsd:group ref="FxExchangedCurrency.model"/>

<xsd:choice>

<xsd:sequence>

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

<xsd:element minOccurs="0" name="counterCurrencyAmount" type="NonNegativeAmountSchedule"/>

</xsd:sequence>

<xsd:element name="averageStrike" type="FxAverageStrike"/>

</xsd:choice>

<xsd:group minOccurs="0" ref="FxAccrualRegionBound.model"/>

<xsd:element minOccurs="0" name="leverage" type="FxAccrualLeverage"/>

<xsd:element maxOccurs="unbounded" minOccurs="0" name="payoffCap" type="FxPayoffCap"/>

</xsd:sequence>

</xsd:extension>

</xsd:complexContent>

</xsd:complexType>

Content Element Detail (all declarations; defined within this component only; 5/10)

averageStrike

Type:

FxAverageStrike, complex content

Average Strike Forward: means the average of the Reference Spot Rate on each Business Day from and including the Calculation Start Date up to and including the Calculation End Date rounded to the precision decimal places.