complexType "Future"
Namespace:
http://www.fpml.org/FpML-5/reporting
Content:
complex, 1 attribute, 15 elements
Defined:
globally in fpml-asset-5-10.xsd; see XML source
Includes:
definitions of 6 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?, futureContractReference?, (maturity | contractYearMonth)?, underlyer?, settlementType?
</...>
Content Model Elements (15):
currency (defined in UnderlyingAsset complexType),
definition (defined in UnderlyingAsset complexType),
description (defined in IdentifiedAsset complexType),
exchangeId (defined in UnderlyingAsset complexType),
instrumentId (defined in IdentifiedAsset complexType),
All Direct / Indirect Based Elements (1):
future
Known Usage Locations
Annotation
An exchange traded future contract.
Type Definition Detail
Type Derivation Tree
Asset (extension)
  IdentifiedAsset (extension)
      UnderlyingAsset (extension)
          ExchangeTraded (extension)
              Future
XML Source (w/o annotations (8); see within schema source)
<xsd:complexType name="Future">
<xsd:complexContent>
<xsd:extension base="ExchangeTraded">
<xsd:sequence>
<xsd:element minOccurs="0" name="multiplier" type="PositiveDecimal"/>
<xsd:element minOccurs="0" name="futureContractReference" type="String"/>
<xsd:choice minOccurs="0">
<xsd:element name="maturity" type="xsd:date"/>
<xsd:element name="contractYearMonth" type="xsd:gYearMonth"/>
</xsd:choice>
<xsd:sequence>
<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; 6/15)
contractYearMonth
Type:
xsd:gYearMonth, predefined, simple content
The contract month of the futures contract. i.e. F13 WTI NYMEX Contract is 2013-01.
XML Source (w/o annotations (1); see within schema source)
<xsd:element name="contractYearMonth" type="xsd:gYearMonth"/>
futureContractReference
Type:
String, simple content
Native identifier for the contract on the listing exchange.
Simple Content
xsd:string
maxLength:
255
XML Source (w/o annotations (1); see within schema source)
<xsd:element minOccurs="0" name="futureContractReference" type="String"/>
maturity
Type:
xsd:date, predefined, simple content
The date when the future contract expires.
XML Source (w/o annotations (1); see within schema source)
<xsd:element name="maturity" type="xsd:date"/>
multiplier
Type:
PositiveDecimal, simple content
The multiplier is the minimum number of the underlying - index or stock - that a participant has to trade while taking a position in the Future contract. The purpose of the multiplier is to inflate the value of the contract to add leverage to the trade. The multiplier for the Dow is 10, for the Nasdaq it is 100 and it is 250 for the Standard and Poor's index.
Simple Content
xsd:decimal
minExclusive:
0
XML Source (w/o annotations (1); see within schema source)
<xsd:element minOccurs="0" name="multiplier" type="PositiveDecimal"/>
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"/>
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.