complexType "DualCurrencyFeature"
Namespace:
http://www.fpml.org/FpML-5/reporting
Content:
complex, 6 elements
Defined:
globally in fpml-fx-5-10.xsd; see XML source
Includes:
definitions of 6 elements
Used:
at 1 location
Content Model Diagram
XML Representation Summary
<...>
   
Content: 
currency?, fixingDate?, fixingTime?, strike?, spotRate?, interestAtRisk?
</...>
Content Model Elements (6):
All Direct / Indirect Based Elements (1):
dualCurrency
Known Usage Locations
Annotation
Describes the parameters for a dual currency option transaction.
XML Source (w/o annotations (7); see within schema source)
<xsd:complexType name="DualCurrencyFeature">
<xsd:sequence>
<xsd:element minOccurs="0" name="currency" type="Currency"/>
<xsd:element minOccurs="0" name="fixingDate" type="xsd:date"/>
<xsd:element minOccurs="0" name="fixingTime" type="BusinessCenterTime"/>
<xsd:element minOccurs="0" name="strike" type="DualCurrencyStrikePrice"/>
<xsd:element minOccurs="0" name="spotRate" type="xsd:decimal"/>
<xsd:element minOccurs="0" name="interestAtRisk" type="xsd:boolean"/>
</xsd:sequence>
</xsd:complexType>
Content Element Detail (all declarations; defined within this component only; 6/6)
currency
Type:
Currency, simple content
The Alternate currency i.e. the currency in which the deposit will be redeemed in the event that the spot rate fixes below the strike rate at the specified fixing date and time.
Simple Content
xsd:normalizedString
maxLength:
255
minLength:
0
XML Source (w/o annotations (1); see within schema source)
<xsd:element minOccurs="0" name="currency" type="Currency"/>
fixingDate
Type:
xsd:date, predefined, simple content
The date on which the fx spot rate is compared against the strike rate, in order to determine the delivery currency. This is the expiry date of a put option on the Deposit/Alternate currency couple. Also known as "valuation date" or "reference date".
XML Source (w/o annotations (1); see within schema source)
<xsd:element minOccurs="0" name="fixingDate" type="xsd:date"/>
fixingTime
Type:
BusinessCenterTime, complex content
The time at which the fx spot rate observation is made i.e. the option cut off time on the expiry date. Also known as "valuation time".
XML Source (w/o annotations (1); see within schema source)
<xsd:element minOccurs="0" name="fixingTime" type="BusinessCenterTime"/>
interestAtRisk
Type:
xsd:boolean, predefined, simple content
Specifies whether the interest component of the redemption amount is subject to conversion to the Alternate currency, in the event that the spot rate is strictly lower than the strike rate at the specified fixing date and time.
XML Source (w/o annotations (1); see within schema source)
<xsd:element minOccurs="0" name="interestAtRisk" type="xsd:boolean"/>
spotRate
Type:
xsd:decimal, predefined, simple content
The spot rate at the time the trade was agreed.
XML Source (w/o annotations (1); see within schema source)
<xsd:element minOccurs="0" name="spotRate" type="xsd:decimal"/>
strike
Type:
DualCurrencyStrikePrice, complex content
The rate at which the deposit will be converted to the Alternate currency, in the event that the spot rate is strictly lower than the strike rate at the specified fixing date and time.
XML Source (w/o annotations (1); see within schema source)
<xsd:element minOccurs="0" name="strike" type="DualCurrencyStrikePrice"/>
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.