complexType "FxAccrualDigitalOption"

Namespace:	http://www.fpml.org/FpML-5/reporting
Content:	complex, 1 attribute, 20 elements
Defined:	globally in fpml-fx-accruals-5-10.xsd; see XML source
Includes:	definitions of 6 elements
Used:	at 1 location

Content Model Diagram

XML Representation Summary

<...

xsd:ID

Content:

(primaryAssetClass?, secondaryAssetClass*, (productType*, productId*)?, assetClass*, embeddedOptionType[0..2])?, buyerPartyReference?, buyerAccountReference?, sellerPartyReference?, sellerAccountReference?, notionalAmount?, accrual?, (expiryDate | expirySchedule), (settlementDate | settlementSchedule), exerciseProcedure?, trigger?, barrier*, premium*

</...>

Content Model Elements (20):

accrual (in fxAccrualDigitalOption),

assetClass (defined in Product.model group),

barrier (in fxAccrualDigitalOption),

buyerAccountReference,

buyerPartyReference (defined in BuyerSeller.model group),

embeddedOptionType,

exerciseProcedure (in fxAccrualDigitalOption),

expiryDate (defined in FxExpiryDateOrSchedule.model group),

expirySchedule (defined in FxExpiryDateOrSchedule.model group),

notionalAmount (in fxAccrualDigitalOption),

premium (in fxAccrualDigitalOption),

primaryAssetClass (defined in Product.model group),

productId (defined in Product.model group),

productType (defined in Product.model group),

secondaryAssetClass (defined in Product.model group),

sellerAccountReference,

sellerPartyReference (defined in BuyerSeller.model group),

settlementDate (defined in FxSettlementDateOrSchedule.model group),

settlementSchedule (defined in FxSettlementDateOrSchedule.model group),

trigger (in fxAccrualDigitalOption)

All Direct / Indirect Based Elements (1):

fxAccrualDigitalOption

Known Usage Locations

As direct type of elements (1):

fxAccrualDigitalOption

Annotation

An FX Accrual Digital Option product The product defines a list of fixing (or observation) dates. There are m total fixings. At the expiry date of the product, the buyer of the option has the right to an FX settlement with n/m * Notional. Payout can be cash or physical.

Type Definition Detail

Type Derivation Tree

Product (extension)

Option (extension)

FxAccrualDigitalOption

XML Source (w/o annotations (9); see within schema source)

<xsd:complexType name="FxAccrualDigitalOption">

<xsd:complexContent>

<xsd:extension base="Option">

<xsd:sequence>

<xsd:element minOccurs="0" name="notionalAmount" type="NonNegativeAmountSchedule"/>

<xsd:element minOccurs="0" name="accrual" type="FxAccrual"/>

<xsd:group ref="FxExpiryDateOrSchedule.model"/>

<xsd:group ref="FxSettlementDateOrSchedule.model"/>

<xsd:element minOccurs="0" name="exerciseProcedure" type="ExerciseProcedure"/>

<xsd:element minOccurs="0" name="trigger" type="FxAccrualTrigger"/>

<xsd:element maxOccurs="unbounded" minOccurs="0" name="barrier" type="FxAccrualBarrier"/>

<xsd:element maxOccurs="unbounded" minOccurs="0" name="premium" type="FxOptionPremium"/>

</xsd:sequence>

</xsd:extension>

</xsd:complexContent>

</xsd:complexType>

Content Element Detail (all declarations; defined within this component only; 6/20)

accrual

Type:

FxAccrual, complex content

Describes accrual features within the product.