complexType "ExchangeTradedOption"
Namespace:
http://www.fpml.org/FpML-5/reporting
Content:
complex, 1 attribute, 19 elements
Defined:
globally in fpml-asset-5-10.xsd; see XML source
Includes:
definitions of 7 elements
Used:
at 1 location
Content Model Diagram
XML Representation Summary
<...
   
id
 = 
xsd:ID
   
>
   
Content: 
instrumentId*, description?, currency?, exchangeId?, clearanceSystem?, definition?, relatedExchangeId*, optionsExchangeId*, specifiedExchangeId*, multiplier?, contractReference?, expirationDate?, (strike?, strikeCurrency?, strikeUnits?)?, optionType?, exerciseStyle?, underlyer?, settlementType?
</...>
Content Model Elements (19):
clearanceSystem,
contractReference,
currency (defined in UnderlyingAsset complexType),
definition (defined in UnderlyingAsset complexType),
description (defined in IdentifiedAsset complexType),
exchangeId (defined in UnderlyingAsset complexType),
exerciseStyle (in option),
expirationDate (defined in ExchangeTradedContract complexType),
instrumentId (defined in IdentifiedAsset complexType),
multiplier (defined in ExchangeTradedContract complexType),
optionType (in option),
optionsExchangeId,
relatedExchangeId,
settlementType (in option),
specifiedExchangeId,
strike (in option),
strikeCurrency,
strikeUnits,
underlyer (in option)
All Direct / Indirect Based Elements (1):
option
Known Usage Locations
Annotation
An exchange traded option.
Type Definition Detail
Type Derivation Tree
Asset (extension)
  IdentifiedAsset (extension)
      UnderlyingAsset (extension)
          ExchangeTraded (extension)
              ExchangeTradedContract (extension)
                  ExchangeTradedOption
XML Source (w/o annotations (9); see within schema source)
<xsd:complexType name="ExchangeTradedOption">
<xsd:complexContent>
<xsd:extension base="ExchangeTradedContract">
<xsd:sequence>
<xsd:sequence minOccurs="0">
<xsd:element minOccurs="0" name="strike" type="xsd:decimal"/>
<xsd:element minOccurs="0" name="strikeCurrency" type="Currency"/>
<xsd:element minOccurs="0" name="strikeUnits" type="PriceQuoteUnits"/>
</xsd:sequence>
<xsd:element minOccurs="0" name="optionType" type="PutCallEnum"/>
<xsd:sequence>
<xsd:element minOccurs="0" name="exerciseStyle" type="ExerciseStyleEnum"/>
<xsd:element minOccurs="0" name="underlyer" type="ExchangeTradedContractUnderlyer"/>
<xsd:element minOccurs="0" name="settlementType" type="SettlementTypeEnum"/>
</xsd:sequence>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
Content Element Detail (all declarations; defined within this component only; 7/19)
exerciseStyle
Type:
ExerciseStyleEnum, simple content
Specifies the exercise style of the option {American, Bermuda, European}
Simple Content
enumeration of xsd:token
Enumeration:
"American"
 - 
See:  http://www.FpML.org
"Bermuda"
 - 
See:  http://www.FpML.org
"European"
 - 
See:  http://www.FpML.org
XML Source (w/o annotations (1); see within schema source)
<xsd:element minOccurs="0" name="exerciseStyle" type="ExerciseStyleEnum"/>
optionType
Type:
PutCallEnum, simple content
Specifies whether the option allows the holder to buy or sell tne underlying asset.
Simple Content
enumeration of xsd:token
Enumeration:
"Put"
 - 
A put option gives the holder the right to sell the underlying asset by a certain date for a certain price.
See:  http://www.FpML.org
"Call"
 - 
A call option gives the holder the right to buy the underlying asset by a certain date for a certain price.
See:  http://www.FpML.org
XML Source (w/o annotations (1); see within schema source)
<xsd:element minOccurs="0" name="optionType" type="PutCallEnum"/>
settlementType
Type:
SettlementTypeEnum, simple content
Settlement method for the contract (Cash, Physical). This value is used to populate the "Delivery Type" field for regulatory reporting (CFTC, ESMA).
Simple Content
enumeration of xsd:token
Enumeration:
"Cash"
 - 
The intrinsic value of the option will be delivered by way of a cash settlement amount determined, (i) by reference to the differential between the strike price and the settlement price; or (ii) in accordance with a bilateral agreement between the parties
See:  http://www.FpML.org
"Physical"
 - 
The securities underlying the transaction will be delivered by (i) in the case of a call, the seller to the buyer, or (ii) in the case of a put, the buyer to the seller versus a settlement amount equivalent to the strike price per share
See:  http://www.FpML.org
"Election"
 - 
Allow Election of either Cash or Physical settlement
See:  http://www.FpML.org
"CashOrPhysical"
 - 
Allow use of either Cash or Physical settlement without prior Election
See:  http://www.FpML.org
XML Source (w/o annotations (1); see within schema source)
<xsd:element minOccurs="0" name="settlementType" type="SettlementTypeEnum"/>
strike
Type:
xsd:decimal, predefined, simple content
Specifies the price at which the option can be exercised.
XML Source (w/o annotations (1); see within schema source)
<xsd:element minOccurs="0" name="strike" type="xsd:decimal"/>
strikeCurrency
Type:
Currency, simple content
The currency in which the strike of the option is expressed.
Simple Content
xsd:normalizedString
maxLength:
255
minLength:
0
XML Source (w/o annotations (1); see within schema source)
<xsd:element minOccurs="0" name="strikeCurrency" type="Currency"/>
strikeUnits
Type:
PriceQuoteUnits, simple content
Units in which the option strike is expressed e.g. currency Amount, BasisPoints, Percentage, Rate. Reportable reference data under MiFID RTS 22
Simple Content
xsd:normalizedString
maxLength:
255
minLength:
0
XML Source (w/o annotations (1); see within schema source)
<xsd:element minOccurs="0" name="strikeUnits" type="PriceQuoteUnits"/>
underlyer
Type:
ExchangeTradedContractUnderlyer, complex content
Underlyer of the option e.g. a listed future.
XML Source (w/o annotations (1); see within schema source)
<xsd:element minOccurs="0" name="underlyer" type="ExchangeTradedContractUnderlyer"/>
XML schema documentation generated with DocFlex/XML 1.10b5 using DocFlex/XML XSDDoc 2.8.1 template set. All content model diagrams generated by Altova XMLSpy via DocFlex/XML XMLSpy Integration.