complexType "FxAccrualSettlementPeriodPayoff" | XML Schema Documentation

complexType "FxAccrualSettlementPeriodPayoff"

Namespace:	http://www.fpml.org/FpML-5/reporting
Content:	complex, 9 elements
Defined:	globally in fpml-fx-accruals-5-10.xsd; see XML source
Includes:	definitions of 9 elements
Used:	at 1 location

Content Model Diagram

XML Representation Summary

<...>

Content:

payoffRegionReference?, ((strike?, counterCurrencyAmount?) | averageStrikeFixingDates)?, averageRateFixingDates?, lowerBound?, upperBound?, leverage?, payoffCap?

</...>

Content Model Elements (9):

averageRateFixingDates,

averageStrikeFixingDates,

counterCurrencyAmount (in payoff in settlementPeriod in settlementPeriodSchedule in fxAccrualForward),

leverage (in payoff in settlementPeriod in settlementPeriodSchedule in fxAccrualForward),

lowerBound (in payoff in settlementPeriod in settlementPeriodSchedule in fxAccrualForward),

payoffCap (in payoff in settlementPeriod in settlementPeriodSchedule in fxAccrualForward),

payoffRegionReference (in payoff in settlementPeriod in settlementPeriodSchedule in fxAccrualForward),

strike (in payoff in settlementPeriod in settlementPeriodSchedule in fxAccrualForward),

upperBound (in payoff in settlementPeriod in settlementPeriodSchedule in fxAccrualForward)

All Direct / Indirect Based Elements (1):

payoff (in settlementPeriod in settlementPeriodSchedule in fxAccrualForward)

Known Usage Locations

As direct type of elements (1):

payoff (in settlementPeriod in settlementPeriodSchedule in fxAccrualForward)

Annotation

Payoff region

XML Source (w/o annotations (10); see within schema source)

<xsd:complexType name="FxAccrualSettlementPeriodPayoff">

<xsd:sequence>

<xsd:element minOccurs="0" name="payoffRegionReference" type="FxAccrualPayoffRegionReference"/>

<xsd:choice minOccurs="0">

<xsd:sequence>

<xsd:element minOccurs="0" name="strike" type="xsd:decimal"/>

<xsd:element minOccurs="0" name="counterCurrencyAmount" type="xsd:decimal"/>

</xsd:sequence>

<xsd:element name="averageStrikeFixingDates" type="SettlementPeriodFixingDates"/>

</xsd:choice>

<xsd:element minOccurs="0" name="averageRateFixingDates" type="SettlementPeriodFixingDates"/>

<xsd:element minOccurs="0" name="lowerBound" type="xsd:decimal"/>

<xsd:element minOccurs="0" name="upperBound" type="xsd:decimal"/>

<xsd:element minOccurs="0" name="leverage" type="SettlementPeriodLeverage"/>

<xsd:element minOccurs="0" name="payoffCap" type="xsd:decimal"/>

</xsd:sequence>

</xsd:complexType>

Content Element Detail (all declarations; defined within this component only; 9/9)

averageRateFixingDates

Type:

SettlementPeriodFixingDates, complex content

Average Rate Fixing Dates.

XML Source (w/o annotations (1); see within schema source)

<xsd:element minOccurs="0" name="averageRateFixingDates" type="SettlementPeriodFixingDates"/>

averageStrikeFixingDates

Type:

SettlementPeriodFixingDates, complex content

Average Strike Fixing Dates.

XML Source (w/o annotations (1); see within schema source)

<xsd:element name="averageStrikeFixingDates" type="SettlementPeriodFixingDates"/>

counterCurrencyAmount

Type:

xsd:decimal, predefined, simple content

Counter Currency Amount for the settlement period. Multiple Counter Currency Amount elements may appear if there are more than one strike in the settlement period.

XML Source (w/o annotations (1); see within schema source)

<xsd:element minOccurs="0" name="counterCurrencyAmount" type="xsd:decimal"/>

Type:

SettlementPeriodLeverage, complex content

Leverage within the period expressed as either an amount or ratio.

XML Source (w/o annotations (1); see within schema source)

<xsd:element minOccurs="0" name="leverage" type="SettlementPeriodLeverage"/>

Type:

xsd:decimal, predefined, simple content

Lower bound to the region.

XML Source (w/o annotations (1); see within schema source)

<xsd:element minOccurs="0" name="lowerBound" type="xsd:decimal"/>

Type:

xsd:decimal, predefined, simple content

The amount of gain on the client upside or firm upside is limited. If spot settles above the cap, or below the floor, the payout is adjusted to limit the gain. The adjustment may be made by varying the strike, or by maintaining the strike, but varying the payout notionals.

XML Source (w/o annotations (1); see within schema source)

<xsd:element minOccurs="0" name="payoffCap" type="xsd:decimal"/>

payoffRegionReference

Type:

FxAccrualPayoffRegionReference, empty content

Optional reference to the Payoff Region in the parametric representation of the product.

XML Source (w/o annotations (1); see within schema source)

<xsd:element minOccurs="0" name="payoffRegionReference" type="FxAccrualPayoffRegionReference"/>

Type:

xsd:decimal, predefined, simple content

Strike for the settlement period.

XML Source (w/o annotations (1); see within schema source)

<xsd:element minOccurs="0" name="strike" type="xsd:decimal"/>

Type:

xsd:decimal, predefined, simple content

Upper bound to the region.

XML Source (w/o annotations (1); see within schema source)

<xsd:element minOccurs="0" name="upperBound" type="xsd:decimal"/>

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.