complexType "FxAccrualLeverage"
Namespace:
http://www.fpml.org/FpML-5/reporting
Content:
complex, 1 attribute, 9 elements
Defined:
globally in fpml-fx-accruals-5-10.xsd; see XML source
Includes:
definitions of 1 attribute, 4 elements
Used:
at 1 location
Content Model Diagram
XML Representation Summary
<...
   
id
 = 
xsd:ID
   
>
   
Content: 
condition?, ((level?, quoteBasis?) | strikeReference | averageStrikeReference | triggerReference), (ratio | (notionalAmount?, counterCurrencyAmount?))?
</...>
Content Model Elements (9):
averageStrikeReference,
condition (in leverage in linearPayoffRegion in fxAccrualForward),
counterCurrencyAmount (in leverage in linearPayoffRegion in fxAccrualForward),
level (defined in FxAccrualConditionLevel.model group),
notionalAmount (in leverage in linearPayoffRegion in fxAccrualForward),
quoteBasis (defined in FxAccrualConditionLevel.model group),
ratio (in leverage in linearPayoffRegion in fxAccrualForward),
strikeReference (defined in FxAccrualConditionLevel.model group),
triggerReference
All Direct / Indirect Based Elements (1):
leverage (in linearPayoffRegion in fxAccrualForward)
Known Usage Locations
XML Source (w/o annotations (4); see within schema source)
<xsd:complexType name="FxAccrualLeverage">
<xsd:sequence>
<xsd:element minOccurs="0" name="condition" type="ConditionEnum"/>
<xsd:choice minOccurs="0">
<xsd:element name="ratio" type="Schedule"/>
<xsd:sequence>
<xsd:element minOccurs="0" name="notionalAmount" type="NonNegativeAmountSchedule"/>
<xsd:element minOccurs="0" name="counterCurrencyAmount" type="FxCounterCurrencyAmount"/>
</xsd:sequence>
</xsd:choice>
</xsd:sequence>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:complexType>
Attribute Detail (all declarations; defined within this component only; 1/1)
id
Type:
xsd:ID, predefined
Use:
optional
XML Source (see within schema source)
<xsd:attribute name="id" type="xsd:ID"/>
Content Element Detail (all declarations; defined within this component only; 4/9)
condition
Type:
ConditionEnum, simple content
Condition in which leverage applies.
Simple Content
enumeration of xsd:token
Enumeration:
"AtOrAbove"
 - 
The event rate must be greater than or equal to the specified trigger rate.
See:  http://www.FpML.org
"AtOrBelow"
 - 
The event rate must be less than or equal to the specified trigger rate.
See:  http://www.FpML.org
"Above"
 - 
The event rate must be greater than the specified trigger rate.
See:  http://www.FpML.org
"Below"
 - 
The event rate must be less than the specified trigger rate.
See:  http://www.FpML.org
XML Source (w/o annotations (1); see within schema source)
<xsd:element minOccurs="0" name="condition" type="ConditionEnum"/>
counterCurrencyAmount
Type:
FxCounterCurrencyAmount, complex content
The opposite currency amount. The counterCurrencyAmount element is only optional if averageStrike component is present, in all other cases this element must be populated.
XML Source (w/o annotations (1); see within schema source)
<xsd:element minOccurs="0" name="counterCurrencyAmount" type="FxCounterCurrencyAmount"/>
notionalAmount
Type:
NonNegativeAmountSchedule, complex content
Notional amount Schedule. The notional value of the product per settlement period. This number divided by the total number of fixings in the fixing schedule is the amount that is accrued at each fixing if the accrual factor is one.
XML Source (w/o annotations (1); see within schema source)
<xsd:element minOccurs="0" name="notionalAmount" type="NonNegativeAmountSchedule"/>
ratio
Type:
Schedule, complex content
Leverage rate with optional steps. Format is 2 for 200%.
XML Source (w/o annotations (1); see within schema source)
<xsd:element name="ratio" type="Schedule"/>
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.