complexType "CollateralizedCashPriceMethod"
Namespace:
http://www.fpml.org/FpML-5/confirmation
Content:
complex, 5 elements
Defined:
globally in fpml-ird-5-13.xsd; see XML source
Includes:
definitions of 5 elements
Used:
at 1 location
Component Diagram
XML Representation Summary
<...>
   
Content: 
cashSettlementCurrency?, settlementRateSource?, quotationRateType, mutuallyAgreedClearinghouse?, agreedDiscountRate?
</...>
Content Model Elements (5):
agreedDiscountRate (in collateralizedCashPriceMethod),
cashSettlementCurrency (in collateralizedCashPriceMethod),
mutuallyAgreedClearinghouse (in collateralizedCashPriceMethod),
quotationRateType (in collateralizedCashPriceMethod),
settlementRateSource (in collateralizedCashPriceMethod)
All Direct / Indirect Based Elements (1):
collateralizedCashPriceMethod
Known Usage Locations
Annotation
A type defining the parameters required for each of the ISDA defined yield curve methods for cash settlement. See the 2021 ISDA Definitions, section 18.2.6.
XML Source (w/o annotations (6); see within schema source)
<xsd:complexType name="CollateralizedCashPriceMethod">
<xsd:sequence>
<xsd:element minOccurs="0" name="cashSettlementCurrency" type="Currency"/>
<xsd:element minOccurs="0" name="settlementRateSource" type="SettlementRateSource"/>
<xsd:element name="quotationRateType" type="QuotationRateTypeEnum"/>
<xsd:element minOccurs="0" name="mutuallyAgreedClearinghouse" type="MutuallyAgreedClearinghouse"/>
<xsd:element minOccurs="0" name="agreedDiscountRate" type="BenchmarkRate"/>
</xsd:sequence>
</xsd:complexType>
Content Element Detail (all declarations; defined within this component only; 5/5)
agreedDiscountRate
Type:
BenchmarkRate, simple content
This may be used to indicate the discount rate to be used for cash collateral for cash settlement purposes.
Simple Content
xsd:normalizedString
maxLength:
255
minLength:
0
XML Source (w/o annotations (1); see within schema source)
<xsd:element minOccurs="0" name="agreedDiscountRate" type="BenchmarkRate"/>
cashSettlementCurrency
Type:
Currency, simple content
The currency or currencies in which the cash settlement amount will be calculated and settled. (2 Currencies are supported for cross-currency settlement methods.)
Simple Content
xsd:normalizedString
maxLength:
255
minLength:
0
XML Source (w/o annotations (1); see within schema source)
<xsd:element minOccurs="0" name="cashSettlementCurrency" type="Currency"/>
mutuallyAgreedClearinghouse
Type:
MutuallyAgreedClearinghouse, complex content
This may be used to specify a "mutually-agreed clearinghouse" for settlement. This is only applicable for cash-settled swaptions.
XML Source (w/o annotations (1); see within schema source)
<xsd:element minOccurs="0" name="mutuallyAgreedClearinghouse" type="MutuallyAgreedClearinghouse"/>
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"/>
settlementRateSource
Type:
SettlementRateSource, complex content
The method for obtaining a settlement rate. This may be from some information source (e.g. Reuters) or from a set of reference banks.
XML Source (w/o annotations (1); see within schema source)
<xsd:element minOccurs="0" name="settlementRateSource" type="SettlementRateSource"/>
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.