XML Schema Documentation

Super-types:	None
Sub-types:	None

Name	CrossCurrencyMethod
Used by (from the same schema document)	Complex Type CashSettlement
Abstract	no

XML Instance Representation

<...>

<cashSettlementReferenceBanks> CashSettlementReferenceBanks </cashSettlementReferenceBanks> [0..1]

'A container for a set of reference institutions. These reference institutions may be called upon to provide rate quotations as part of the method to determine the applicable cash settlement amount. If institutions are not specified, it is assumed that reference institutions will be agreed between the parties on the exercise date, or in the case of swap transaction to which mandatory early termination is applicable, the cash settlement valuation date.'

<cashSettlementCurrency> Currency </cashSettlementCurrency> [1..2]

'The currency, or currencies, in which the cash settlement amount(s) will be calculated and settled. While the order in which the currencies are stated is unimportant, the cash settlement currency or currencies must correspond to one or both of the constituent currencies of the swap transaction.'

<quotationRateType> QuotationRateTypeEnum </quotationRateType> [1]

'Which rate quote is to be observed, either Bid, Mid, Offer or Exercising Party Pays. The meaning of Exercising Party Pays is defined in the 2000 ISDA Definitions, Section 17.2. Certain Definitions Relating to Cash Settlement, paragraph (j)'

</...>

Schema Component Representation

<xsd:complexType name="CrossCurrencyMethod">

<xsd:sequence>

<xsd:element name="cashSettlementReferenceBanks" type=" CashSettlementReferenceBanks " minOccurs="0"/>

<xsd:element name="cashSettlementCurrency" type=" Currency " maxOccurs="2"/>

<xsd:element name="quotationRateType" type=" QuotationRateTypeEnum "/>

</xsd:sequence>

</xsd:complexType>

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

Complex Type: CrossCurrencyMethod

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