complexType "FxAccrualOption"
Namespace:
http://www.fpml.org/FpML-5/transparency
Content:
complex, 1 attribute, 15 elements
Defined:
globally in fpml-fx-accruals-5-13.xsd; see XML source
Includes:
definitions of 4 elements
Used:
at 1 location
Component Diagram
XML Representation Summary
<...
   
id
 = 
xsd:ID
   
>
   
Content: 
(primaryAssetClass?, secondaryAssetClass*, productType*, productId*, embeddedOptionType[0..2])?, buyerPartyReference?, sellerPartyReference?, putCurrency?, callCurrency?, notionalAmount, accrual, (expiryDate | expirySchedule), strike?, premium+
</...>
Content Model Elements (15):
accrual (in fxAccrualOption),
buyerPartyReference (defined in BuyerSeller.model group),
callCurrency,
embeddedOptionType,
expiryDate (defined in FxExpiryDateOrSchedule.model group),
expirySchedule (defined in FxExpiryDateOrSchedule.model group),
notionalAmount (in fxAccrualOption),
premium (in fxAccrualOption),
primaryAssetClass (defined in Product.model group),
productId,
productType (defined in Product.model group),
putCurrency,
secondaryAssetClass,
sellerPartyReference (defined in BuyerSeller.model group),
strike (in fxAccrualOption)
All Direct / Indirect Based Elements (1):
fxAccrualOption
Known Usage Locations
Annotation
An FX Accrual Option product The product defines a list of fixing (or observation) dates. There are m total fixings. At the expiry date of the product, the buyer of the option has the right to an FX settlement with n/m * Notional. Payout can be cash or physical.
Type Definition Detail
Type Derivation Tree
Product (extension)
  Option (extension)
      FxAccrualOption
XML Source (w/o annotations (7); see within schema source)
<xsd:complexType name="FxAccrualOption">
<xsd:complexContent>
<xsd:extension base="Option">
<xsd:sequence>
<xsd:group ref="PutCallCurrency.model"/>
<xsd:element name="notionalAmount" type="NonNegativeAmountSchedule"/>
<xsd:element name="accrual" type="FxAccrual"/>
<xsd:group ref="FxExpiryDateOrSchedule.model"/>
<xsd:sequence>
<xsd:element minOccurs="0" name="strike" type="FxOptionStrikePrice"/>
</xsd:sequence>
<xsd:element maxOccurs="unbounded" name="premium" type="FxOptionPremium"/>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
Content Element Detail (all declarations; defined within this component only; 4/15)
accrual
Type:
FxAccrual, complex content
Describes accrual features within the product.
XML Source (w/o annotations (1); see within schema source)
<xsd:element name="accrual" type="FxAccrual"/>
notionalAmount
Type:
NonNegativeAmountSchedule, complex content
Notional amount Schedule. The notional value of the product. 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)
<xsd:element name="notionalAmount" type="NonNegativeAmountSchedule"/>
premium
Type:
FxOptionPremium, complex content
Premium amount or premium installment amount for an option.
XML Source (w/o annotations (1); see within schema source)
<xsd:element maxOccurs="unbounded" name="premium" type="FxOptionPremium"/>
strike
Type:
FxOptionStrikePrice, complex content
Defines the option strike price.
XML Source (w/o annotations (1); see within schema source)
<xsd:element minOccurs="0" name="strike" type="FxOptionStrikePrice"/>
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.