element <capFloorStraddle> (local)

Namespace:	http://www.fpml.org/FpML-5/transparency
Type:	xsd:boolean
Content:	simple
Defined:	locally within FloatingRate.model group in fpml-shared-5-13.xsd; see XML source

Component Diagram

XML Representation Summary
<capFloorStraddle>
	Content:	{ xsd:boolean }
</capFloorStraddle>

Included in content model of elements (5):

floatingRate (defined in TradeUnderlyer2 complexType),

floatingRate (in floatingAmountCalculation),

floatingRateCalculation,

floatingRateCalculation (defined in InterestAccrualsMethod complexType),

inflationRateCalculation

Annotation

This element is applicable in Transparency view (only) if both a capRateSchedule and a floorRateSchedule are set. If this is true, the buyer of both the cap and the floor protection is the same, and the structure is a cap/floor straddle. If this is false, the buyer of the cap is the seller of the floor, and the structure is a collar. This is needed because explicit information about the buyer and seller of the protection is not available in Transparnecy view.

XML Source (w/o annotations (1); see within schema source)

<xsd:element minOccurs="0" name="capFloorStraddle" type="xsd:boolean"/>

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.