XML Schema Documentation

Super-types:	None
Sub-types:	None

Name	Price
Used by (from the same schema document)	Complex Type BasketConstituent
Abstract	no
Documentation	A type describing the strike price.

XML Instance Representation

<...>

<commission> Commission </commission> [0..1]

'This optional component specifies the commission to be charged for executing the hedge transactions.'

Start Choice [1]

<determinationMethod> DeterminationMethod </determinationMethod> [1]

'Specifies the method according to which an amount or a date is determined.'

<amountRelativeTo> AmountReference </amountRelativeTo> [1]

'The href attribute value will be a pointer style reference to the element or component elsewhere in the document where the anchor amount is defined.'

<grossPrice> ActualPrice </grossPrice> [0..1]

'Specifies the price of the underlyer, before commissions.'

<netPrice> ActualPrice </netPrice> [1]

'Specifies the price of the underlyer, net of commissions.'

<accruedInterestPrice> xsd:decimal </accruedInterestPrice> [0..1]

'Specifies the accrued interest that are part of the dirty price in the case of a fixed income security or a convertible bond. Expressed in percentage of the notional.'

<fxConversion> FxConversion </fxConversion> [0..1]

'Specifies the currency conversion rate that applies to an amount. This rate can either be defined elsewhere in the document (case of a quanto swap), or explicitly described through this component.'

End Choice

<cleanNetPrice> xsd:decimal </cleanNetPrice> [0..1]

'The net price excluding accrued interest. The \"Dirty Price\" for bonds is put in the \"netPrice\" element, which includes accrued interest. Thus netPrice - cleanNetPrice = accruedInterest. The currency and price expression for this field are the same as those for the (dirty) netPrice.'

<quotationCharacteristics> QuotationCharacteristics </quotationCharacteristics> [0..1]

'Allows information about how the price was quoted to be provided.'

</...>

Schema Component Representation

<xsd:complexType name="Price">

<xsd:sequence>

<xsd:element name="commission" type=" Commission " minOccurs="0"/>

<xsd:choice>

<xsd:element name="determinationMethod" type=" DeterminationMethod "/>

<xsd:element name="amountRelativeTo" type=" AmountReference "/>

<xsd:sequence>

<xsd:element name="grossPrice" type=" ActualPrice " minOccurs="0"/>

<xsd:element name="netPrice" type=" ActualPrice "/>

<xsd:element name="accruedInterestPrice" type=" xsd:decimal " minOccurs="0"/>

<xsd:element name="fxConversion" type=" FxConversion " minOccurs="0"/>

</xsd:sequence>

</xsd:choice>

<xsd:element name="cleanNetPrice" type=" xsd:decimal " minOccurs="0"/>

<xsd:element name="quotationCharacteristics" type=" QuotationCharacteristics " minOccurs="0"/>

</xsd:sequence>

</xsd:complexType>

Generated by <oXygen/> XML Editor using a modified version of xs3p that adds schema diagrams and chunking support.

Complex Type: Price

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