complexType "FxStraddle"
Namespace:
http://www.fpml.org/FpML-5/reporting
Content:
complex, 9 elements
Defined:
globally in fpml-fx-5-10.xsd; see XML source
Includes:
definitions of 9 elements
Used:
at 1 location
Content Model Diagram
XML Representation Summary
<...>
   
Content: 
straddleType, tenorPeriod?, europeanExercise?, exerciseProcedure?, notional?, counterCurrency?, premium*, settlementDate?, cashSettlement?
</...>
Content Model Elements (9):
All Direct / Indirect Based Elements (1):
straddle
Known Usage Locations
Annotation
Straddle details. Straddle is composed of two options: a call and a put involving the quotedCurrencyPair.
XML Source (w/o annotations (12); see within schema source)
<xsd:complexType name="FxStraddle">
<xsd:sequence>
<xsd:element name="straddleType" type="FxStraddleTypeEnum"/>
<xsd:element minOccurs="0" name="tenorPeriod" type="Period"/>
<xsd:sequence>
<xsd:element minOccurs="0" name="europeanExercise" type="FxEuropeanExercise"/>
<xsd:element minOccurs="0" name="exerciseProcedure" type="ExerciseProcedure"/>
</xsd:sequence>
<xsd:sequence>
<xsd:element minOccurs="0" name="notional" type="NonNegativeMoney"/>
<xsd:element minOccurs="0" name="counterCurrency" type="Currency"/>
</xsd:sequence>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="premium" type="FxStraddlePremium"/>
<xsd:element fpml-annotation:deprecated="true" fpml-annotation:deprecatedReason="The settlement date is already expressed by europeanExercise/valueDate" minOccurs="0" name="settlementDate" type="AdjustableOrAdjustedDate"/>
<xsd:element minOccurs="0" name="cashSettlement" type="FxCashSettlementSimple"/>
</xsd:sequence>
</xsd:complexType>
Content Element Detail (all declarations; defined within this component only; 9/9)
cashSettlement
Type:
FxCashSettlementSimple, complex content
Specifies the settlement type for the FxStraddle. If deliverable then this element is removed. If non-deliverable, then the In-The-Money amount of the relevant option within the FxStraddle is paid by the Seller to the Buyer. The In-The-Money amount is calculated using the parameters within this element.
XML Source (w/o annotations (1); see within schema source)
<xsd:element minOccurs="0" name="cashSettlement" type="FxCashSettlementSimple"/>
counterCurrency
Type:
Currency, simple content
The counter currency and amount for the FxStraddle. The Counter Currency Amount is determined using the notional and the Strike Price (which is determined at the fixingTime on the fixingDate).
Simple Content
xsd:normalizedString
maxLength:
255
minLength:
0
XML Source (w/o annotations (1); see within schema source)
<xsd:element minOccurs="0" name="counterCurrency" type="Currency"/>
europeanExercise
Type:
FxEuropeanExercise, complex content
The parameters for exercising the FxStraddle (underlying options), the underlying options are always European style options.
XML Source (w/o annotations (1); see within schema source)
<xsd:element minOccurs="0" name="europeanExercise" type="FxEuropeanExercise"/>
exerciseProcedure
Type:
ExerciseProcedure, complex content
A set of parameters defining procedures associated with the exercise.
XML Source (w/o annotations (1); see within schema source)
<xsd:element minOccurs="0" name="exerciseProcedure" type="ExerciseProcedure"/>
notional
Type:
NonNegativeMoney, complex content
The currency amount for the FxStraddle. This will be the notional for the underlying options, which may be exercised by the Buyer.
XML Source (w/o annotations (1); see within schema source)
<xsd:element minOccurs="0" name="notional" type="NonNegativeMoney"/>
premium
Type:
FxStraddlePremium, complex content
Defines the FX Straddle premium amount, payer and dates. This amount is also determined at the fixingTime on the fixingDate.
XML Source (w/o annotations (1); see within schema source)
<xsd:element maxOccurs="unbounded" minOccurs="0" name="premium" type="FxStraddlePremium"/>
settlementDate
Type:
AdjustableOrAdjustedDate, complex content
DEPRECATED. The settlement date is already expressed by europeanExercise/valueDate. The Settlement Date for the FxStraddle (if exercised at the expiryTime on the expiry Date).
XML Source (w/o annotations (1); see within schema source)
<xsd:element fpml-annotation:deprecated="true" fpml-annotation:deprecatedReason="The settlement date is already expressed by europeanExercise/valueDate" minOccurs="0" name="settlementDate" type="AdjustableOrAdjustedDate"/>
straddleType
Type:
FxStraddleTypeEnum, simple content
The type Straddle as agreed on the Trade Date, e.g. at the money forward straddle, or delta neutral straddle.
Simple Content
enumeration of xsd:token
Enumeration:
"AtTheMoneyForward"
 - 
At the money forward straddle.
See:  http://www.FpML.org
"DeltaNeutral"
 - 
Delta neutral straddle.
See:  http://www.FpML.org
XML Source (w/o annotations (1); see within schema source)
<xsd:element name="straddleType" type="FxStraddleTypeEnum"/>
tenorPeriod
Type:
Period, complex content
A Tenor (time to maturity) of the straddle starting from the Fixing Date (e.g. 1y, 3m)
XML Source (w/o annotations (1); see within schema source)
<xsd:element minOccurs="0" name="tenorPeriod" type="Period"/>
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.