complexType "FxStraddle"
Namespace:
http://www.fpml.org/FpML-5/transparency
Content:
complex, 3 elements
Defined:
globally in fpml-fx-5-13.xsd; see XML source
Includes:
definitions of 3 elements
Used:
at 1 location
Component Diagram
XML Representation Summary
<...>
   
Content: 
notional, counterCurrency, cashSettlement?
</...>
Content Model Elements (3):
cashSettlement (in straddle),
counterCurrency,
notional (in straddle)
All Direct / Indirect Based Elements (1):
straddle
Known Usage Locations
Annotation
Straddle details. Straddle is composed of two options: a call and a put involving the quotedCurrencyPair.
XML Source (w/o annotations (5); see within schema source)
<xsd:complexType name="FxStraddle">
<xsd:sequence>
<xsd:sequence>
<xsd:element name="notional" type="NonNegativeMoney"/>
<xsd:element name="counterCurrency" type="Currency"/>
</xsd:sequence>
<xsd:element minOccurs="0" name="cashSettlement" type="FxCashSettlementSimple"/>
</xsd:sequence>
</xsd:complexType>
Content Element Detail (all declarations; defined within this component only; 3/3)
cashSettlement
Type:
FxCashSettlementSimple, complex content
Specifies the settlement type for the FxStraddle. If deliverable then this element is removed. If non-deliverable, then the In-The-Money amount of the relevant option within the FxStraddle is paid by the Seller to the Buyer. The In-The-Money amount is calculated using the parameters within this element.
XML Source (w/o annotations (1); see within schema source)
<xsd:element minOccurs="0" name="cashSettlement" type="FxCashSettlementSimple"/>
counterCurrency
Type:
Currency, simple content
The counter currency and amount for the FxStraddle. The Counter Currency Amount is determined using the notional and the Strike Price (which is determined at the fixingTime on the fixingDate).
Simple Content
xsd:normalizedString
maxLength:
255
minLength:
0
XML Source (w/o annotations (1); see within schema source)
<xsd:element name="counterCurrency" type="Currency"/>
notional
Type:
NonNegativeMoney, complex content
The currency amount for the FxStraddle. This will be the notional for the underlying options, which may be exercised by the Buyer.
XML Source (w/o annotations (1); see within schema source)
<xsd:element name="notional" type="NonNegativeMoney"/>
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.