XML Schema Documentation

Super-types:	Product < EquityDerivativeBase (by extension) < EquityDerivativeShortFormBase (by extension) < BrokerEquityOption (by extension)
Sub-types:	None

Name	BrokerEquityOption
Used by (from the same schema document)	Element brokerEquityOption
Abstract	no
Documentation	A type for defining the broker equity options.

XML Instance Representation

<...
id=" xsd:ID [0..1]">

<productType> ProductType </productType> [0..*]

'A classification of the type of product. FpML defines a simple product categorization using a coding scheme.'

<productId> ProductId </productId> [0..*]

'A product reference identifier allocated by a party. FpML does not define the domain values associated with this element. Note that the domain values for this element are not strictly an enumerated list.'

<buyerPartyReference> PartyOrTradeSideReference </buyerPartyReference> [1]

'A reference to the party that buys this instrument, ie. pays for this instrument and receives the rights defined by it. See 2000 ISDA definitions Article 11.1 (b). In the case of FRAs this the fixed rate payer.'

<sellerPartyReference> PartyOrTradeSideReference </sellerPartyReference> [1]

'A reference to the party that sells (\"writes\") this instrument, i.e. that grants the rights defined by this instrument and in return receives a payment for it. See 2000 ISDA definitions Article 11.1 (a). In the case of FRAs this is the floating rate payer.'

<optionType> OptionTypeEnum </optionType> [1]

'The type of option transaction.'

<equityEffectiveDate> xsd:date </equityEffectiveDate> [0..1]

'Effective date for a forward starting option.'

<underlyer> Underlyer </underlyer> [1]

'Specifies the underlying component, which can be either one or many and consists in either equity, index or convertible bond component, or a combination of these.'

<notional> Money </notional> [0..1]

'The notional amount.'

<equityExercise> EquityExerciseValuationSettlement </equityExercise> [1]

'The parameters for defining how the equity option can be exercised, how it is valued and how it is settled.'

Start Group: Feature.model [0..1]

<feature> OptionFeatures </feature> [0..1]

'Asian, Barrier, Knock and Pass Through features.'

<fxFeature> FxFeature </fxFeature> [0..1]

'Quanto, Composite, or Cross Currency FX features.'

End Group: Feature.model

<strategyFeature> StrategyFeature </strategyFeature> [0..1]

'A equity option simple strategy feature.'

<strike> EquityStrike </strike> [1]

<spotPrice> NonNegativeDecimal </spotPrice> [0..1]

'The price per share, index or basket observed on the trade or effective date.'

<numberOfOptions> NonNegativeDecimal </numberOfOptions> [1]

'The number of options comprised in the option transaction.'

<equityPremium> EquityPremium </equityPremium> [1]

'The equity option premium payable by the buyer to the seller.'

<deltaCrossed> xsd:boolean </deltaCrossed> [1]

<brokerageFee> Money </brokerageFee> [1]

<brokerNotes> xsd:string </brokerNotes> [1]

</...>

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

Complex Type: BrokerEquityOption

[Table of contents]