XML Schema Documentation

Super-types:	None
Sub-types:	None

Name	OptionFeatures
Used by (from the same schema document)	Model Group Feature.model
Abstract	no
Documentation	A type for defining option features.

XML Instance Representation

<...>

<asian> Asian </asian> [0..1]

'An option where and average price is taken on valuation.'

<barrier> Barrier </barrier> [0..1]

'An option with a barrier feature.'

<knock> Knock </knock> [0..1]

'A knock feature.'

<passThrough> PassThrough </passThrough> [0..1]

'Pass through payments from the underlyer, such as dividends.'

<dividendAdjustment> DividendAdjustment </dividendAdjustment> [0..1]

'Dividend adjustment of the contract is driven by the difference between the Expected Dividend, and the Actual Dividend, which is multiplied by an agreed Factor to produce a Deviation, which is used as the basis for adjusting the contract. The parties acknowledge that in determining the Call Strike Price of the Transaction the parties have assumed that the Dividend scheduled to be paid by the Issuer to holders of record of the Shares, in the period set out in Column headed Relevant Period will equal per Share the amount stated in respect of such Relevant Period.'

</...>

Schema Component Representation

<xsd:complexType name="OptionFeatures">

<xsd:sequence>

<xsd:element name="asian" type=" Asian " minOccurs="0"/>

<xsd:element name="barrier" type=" Barrier " minOccurs="0"/>

<xsd:element name="knock" type=" Knock " minOccurs="0"/>

<xsd:element name="passThrough" type=" PassThrough " minOccurs="0"/>

<xsd:element name="dividendAdjustment" type=" DividendAdjustment " 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: OptionFeatures

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