complexType "CashPriceMethod"
Namespace:
http://www.fpml.org/FpML-5/confirmation
Content:
complex, 3 elements
Defined:
globally in fpml-ird-5-13.xsd; see XML source
Includes:
definitions of 3 elements
Used:
at 2 locations
Component Diagram
XML Representation Summary
<...>
   
Content: 
cashSettlementReferenceBanks?, cashSettlementCurrency, quotationRateType
</...>
Content Model Elements (3):
cashSettlementCurrency (defined in CashPriceMethod complexType),
cashSettlementReferenceBanks (defined in CashPriceMethod complexType),
quotationRateType (defined in CashPriceMethod complexType)
All Direct / Indirect Based Elements (2):
cashPriceAlternateMethod, cashPriceMethod
Known Usage Locations
Annotation
A type defining the parameters necessary for each of the ISDA cash price methods for cash settlement.
XML Source (w/o annotations (4); see within schema source)
<xsd:complexType name="CashPriceMethod">
<xsd:sequence>
<xsd:element minOccurs="0" name="cashSettlementReferenceBanks" type="CashSettlementReferenceBanks"/>
<xsd:element name="cashSettlementCurrency" type="Currency"/>
<xsd:element name="quotationRateType" type="QuotationRateTypeEnum"/>
</xsd:sequence>
</xsd:complexType>
Content Element Detail (all declarations; defined within this component only; 3/3)
cashSettlementCurrency
Type:
Currency, simple content
The currency in which the cash settlement amount will be calculated and settled.
Simple Content
xsd:normalizedString
maxLength:
255
minLength:
0
XML Source (w/o annotations (1); see within schema source)
<xsd:element name="cashSettlementCurrency" type="Currency"/>
cashSettlementReferenceBanks
Type:
CashSettlementReferenceBanks, complex content
A container for a set of reference institutions. These reference institutions may be called upon to provide rate quotations as part of the method to determine the applicable cash settlement amount. If institutions are not specified, it is assumed that reference institutions will be agreed between the parties on the exercise date, or in the case of swap transaction to which mandatory early termination is applicable, the cash settlement valuation date.
XML Source (w/o annotations (1); see within schema source)
<xsd:element minOccurs="0" name="cashSettlementReferenceBanks" type="CashSettlementReferenceBanks"/>
quotationRateType
Type:
QuotationRateTypeEnum, simple content
Which rate quote is to be observed, either Bid, Mid, Offer or Exercising Party Pays. The meaning of Exercising Party Pays is defined in the 2000 ISDA Definitions, Section 17.2. Certain Definitions Relating to Cash Settlement, paragraph (j)
Simple Content
enumeration of xsd:token
Enumeration:
"Bid"
 - 
A bid rate.
See:  http://www.FpML.org
"Ask"
 - 
An ask rate.
See:  http://www.FpML.org
"Mid"
 - 
A mid-market rate.
See:  http://www.FpML.org
"ExercisingPartyPays"
 - 
If optional early termination is applicable to a swap transaction, the rate, which may be a bid or ask rate, which would result, if seller is in-the-money, in the higher absolute value of the cash settlement amount, or, is seller is out-of-the-money, in the lower absolute value of the cash settlement amount.
See:  http://www.FpML.org
XML Source (w/o annotations (1); see within schema source)
<xsd:element name="quotationRateType" type="QuotationRateTypeEnum"/>
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.