complexType "ReplacementValueMethodBase"
Namespace:
http://www.fpml.org/FpML-5/confirmation
Content:
complex, 4 elements
Defined:
globally in fpml-ird-5-13.xsd; see XML source
Includes:
definitions of 4 elements
Used:
at 2 locations
Component Diagram
XML Representation Summary
<...>
   
Content: 
cashSettlementCurrency, cashSettlementReferenceBanks?, protectedParty?, cashCollateralCurrency?
</...>
Content Model Elements (4):
cashCollateralCurrency (defined in ReplacementValueMethodBase complexType),
cashSettlementCurrency (defined in ReplacementValueMethodBase complexType),
cashSettlementReferenceBanks (defined in ReplacementValueMethodBase complexType),
protectedParty
Known Direct Subtypes (2):
ReplacementValueCalculationAgentDeterminationMethod, ReplacementValueFirmQuotationsMethod
All Direct / Indirect Based Elements (2):
calculationAgentDetermination (in replacementValue),
firmQuotations
Known Usage Locations
Annotation
This type is a generic base type holding shared data fields several different replacement value cash settlement methods described in the 2021 ISDA Definitions.
XML Source (w/o annotations (5); see within schema source)
<xsd:complexType name="ReplacementValueMethodBase">
<xsd:sequence>
<xsd:element name="cashSettlementCurrency" type="Currency"/>
<xsd:element minOccurs="0" name="cashSettlementReferenceBanks" type="CashSettlementReferenceBanks"/>
<xsd:element minOccurs="0" name="protectedParty" type="PartySelector"/>
<xsd:element minOccurs="0" name="cashCollateralCurrency" type="Currency"/>
</xsd:sequence>
</xsd:complexType>
Content Element Detail (all declarations; defined within this component only; 4/4)
cashCollateralCurrency
Type:
Currency, simple content
This may be used to indicate the currency of 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="cashCollateralCurrency" type="Currency"/>
cashSettlementCurrency
Type:
Currency, simple content
The currency, or currencies, in which the cash settlement amount(s) will be calculated and settled. While the order in which the currencies are stated is unimportant, the cash settlement currency or currencies must correspond to one or both of the constituent currencies of the swap transaction.
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"/>
protectedParty
Type:
PartySelector, complex content
This may be used to specify which party is protected (e.g. under Replacement Value cash settlement methods).
XML Source (w/o annotations (1); see within schema source)
<xsd:element minOccurs="0" name="protectedParty" type="PartySelector"/>
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.