complexType "Asian"
Namespace:
http://www.fpml.org/FpML-5/reporting
Content:
complex, 4 elements
Defined:
globally in fpml-option-shared-5-3.xsd; see XML source
Includes:
definitions of 4 elements
Used:
at 2 locations
Content Model Diagram
XML Representation Summary
<...>
   
Content: 
 averagingInOut?, strikeFactor?, averagingPeriodIn?, averagingPeriodOut?
</...>
Content Model Elements (4):
averagingInOut, averagingPeriodIn, averagingPeriodOut, strikeFactor
All Direct / Indirect Based Elements (2):
asian (in feature defined in Feature.model group), asian (in feature defined in OptionBaseExtended complexType)
Known Usage Locations
Annotation
As per ISDA 2002 Definitions.
XML Source (w/o annotations (4); see within schema source)
<xsd:complexType name="Asian">
<xsd:sequence>
<xsd:element minOccurs="0" name="averagingInOut" type="AveragingInOutEnum"/>
<xsd:element minOccurs="0" name="strikeFactor" type="xsd:decimal"/>
<xsd:element minOccurs="0" name="averagingPeriodIn" type="AveragingPeriod"/>
<xsd:element minOccurs="0" name="averagingPeriodOut" type="AveragingPeriod"/>
</xsd:sequence>
</xsd:complexType>
Content Element Detail (all declarations; defined within this component only; 4/4)
averagingInOut
Type:
AveragingInOutEnum, simple content
Simple Content
enumeration of xsd:token
Enumeration:
"In"
 - 
 The average price is used to derive the strike price. Also known as "Asian strike" style option.
See:  http://www.FpML.org
"Out"
 - 
 The average price is used to derive the expiration price. Also known as "Asian price" style option.
See:  http://www.FpML.org
"Both"
 - 
 The average price is used to derive both the strike and the expiration price.
See:  http://www.FpML.org
XML Source (see within schema source)
<xsd:element minOccurs="0" name="averagingInOut" type="AveragingInOutEnum"/>
averagingPeriodIn
Type:
AveragingPeriod, complex content
The averaging in period.
XML Source (w/o annotations (1); see within schema source)
<xsd:element minOccurs="0" name="averagingPeriodIn" type="AveragingPeriod"/>
averagingPeriodOut
Type:
AveragingPeriod, complex content
The averaging out period.
XML Source (w/o annotations (1); see within schema source)
<xsd:element minOccurs="0" name="averagingPeriodOut" type="AveragingPeriod"/>
strikeFactor
Type:
xsd:decimal, predefined, simple content
The factor of strike.
XML Source (w/o annotations (1); see within schema source)
<xsd:element minOccurs="0" name="strikeFactor" type="xsd:decimal"/>
XML schema documentation generated with DocFlex/XML 1.8.6b2 using DocFlex/XML XSDDoc 2.5.1 template set. All content model diagrams generated by Altova XMLSpy via DocFlex/XML XMLSpy Integration.