complexType "FxAccrualRegion"
Namespace: |
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Content: |
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Defined: |
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Includes: |
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Used: |
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XML Representation Summary |
<...> |
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</...> |
Content Model Elements (10):
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All Direct / Indirect Based Elements (1):
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Annotation
Defines a region of spot rate where the notional for the settlement period accrues by the accrued amount per fixing each time the spot rate fixes within the region.
XML Source (w/o annotations (10); see within schema source)
<xsd:sequence>
<xsd:element name="observableReference" type="FxRateObservableReference"/>
<xsd:choice minOccurs="0">
<xsd:sequence>
<xsd:element name="startDate" type="xsd:date"/>
<xsd:element minOccurs="0" name="endDate" type="xsd:date"/>
</xsd:sequence>
<xsd:element name="endDate" type="xsd:date"/>
</xsd:choice>
<xsd:choice minOccurs="0">
</xsd:choice>
</xsd:sequence>
</xsd:complexType>
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Content Element Detail (all declarations; defined within this component only; 7/10)
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A multiplier applied to the notional amount per fixing of each currency to specify the amount accrued each time the spot rate fixes within the accrual region. If the accrualFactor is omitted, the factor is one.
XML Source (w/o annotations (1); see within schema source)
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The opposite currency amount. The 'counterCurrencyAmount' element is supplied if the accrual process operates on specific amounts of both notional and counter currency within this accrual region.
XML Source (w/o annotations (1); see within schema source)
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Type: |
xsd:date, predefined, simple content |
Defines the end date of the observation period for the barrier. If omitted, the last barrier observation point is understood to be the last fixing date in the fixing schedule.
XML Source (w/o annotations (1); see within schema source)
<xsd:element minOccurs="0" name="endDate" type="xsd:date"/>
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Type: |
xsd:date, predefined, simple content |
Defines the end date of the observation period for the barrier. If ommitted, the last barrier observation point is understood to be the last fixing date in the fixing schedule.
XML Source (w/o annotations (1); see within schema source)
<xsd:element name="endDate" type="xsd:date"/>
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Notional amount Schedule. The notional value of the product per settlement period. This number divided by the total number of fixings in the fixing schedule is the amount that is accrued at each fixing if the accrual factor is one.
XML Source (w/o annotations (1); see within schema source)
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Identifies the FX rate used as the basis for the condition (the accrual region).
XML Source (w/o annotations (1); see within schema source)
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Type: |
xsd:date, predefined, simple content |
Defines the end date of the observation period for the barrier. If omitted, the last barrier observation point is understood to be the last fixing date in the fixing schedule.
XML Source (w/o annotations (1); see within schema source)
<xsd:element name="startDate" type="xsd:date"/>
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