complexType "FxComplexBarrierBase"

Namespace:	http://www.fpml.org/FpML-5/reporting
Content:	complex, 1 attribute, 9 elements
Defined:	globally in fpml-fx-targets-5-10.xsd; see XML source
Includes:	definitions of 1 attribute, 9 elements
Used:	at 2 locations

Content Model Diagram

XML Representation Summary

<...

xsd:ID

Content:

barrierType?, style?, scope?, condition?, triggerRate?, (observationStartDate?, observationStartTime?)?, (observationEndDate?, observationEndTime?)?

</...>

Content Model Elements (9):

barrierType (defined in FxComplexBarrierBase complexType),

condition (defined in FxComplexBarrierBase complexType),

observationEndDate (defined in FxComplexBarrierBase complexType),

observationEndTime (defined in FxComplexBarrierBase complexType),

observationStartDate (defined in FxComplexBarrierBase complexType),

observationStartTime (defined in FxComplexBarrierBase complexType),

scope,

style,

triggerRate (defined in FxComplexBarrierBase complexType)

Known Direct Subtypes (2):

FxAccrualBarrier, FxTargetBarrier

All Direct / Indirect Based Elements (5):

barrier (in fxAccrualDigitalOption),

barrier (in fxAccrualForward),

barrier (in fxAccrualOption),

barrier (in fxRangeAccrual),

barrier (in fxTargetKnockoutForward)

Known Usage Locations

In derivations of other global types (2):

FxAccrualBarrier (as extension base),

FxTargetBarrier (as extension base)

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

<xsd:complexType name="FxComplexBarrierBase">

<xsd:sequence>

<xsd:element minOccurs="0" name="barrierType" type="FxBarrierTypeSimpleEnum"/>

<xsd:element minOccurs="0" name="style" type="FxBarrierStyleEnum"/>

<xsd:element minOccurs="0" name="scope" type="FxBarrierScopeEnum"/>

<xsd:element minOccurs="0" name="condition" type="ConditionEnum"/>

<xsd:element minOccurs="0" name="triggerRate" type="Schedule"/>

<xsd:sequence minOccurs="0">

<xsd:element minOccurs="0" name="observationStartDate" type="xsd:date"/>

<xsd:element minOccurs="0" name="observationStartTime" type="BusinessCenterTime"/>

</xsd:sequence>

<xsd:sequence minOccurs="0">

<xsd:element minOccurs="0" name="observationEndDate" type="xsd:date"/>

<xsd:element minOccurs="0" name="observationEndTime" type="BusinessCenterTime"/>

</xsd:sequence>

<xsd:attribute name="id" type="xsd:ID" use="optional"/>

</xsd:complexType>

Attribute Detail (all declarations; defined within this component only; 1/1)

Type:	xsd:ID, predefined
Use:	optional

Attribute to be able to point to the

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

<xsd:attribute name="id" type="xsd:ID" use="optional"/>

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

barrierType

Type:

FxBarrierTypeSimpleEnum, simple content

Specifies the outcome (action) in the event that the barrier is triggered i.e. whether the product becomes active (Knockin) or is extinguished (Knockout).

Simple Content

enumeration of xsd:token

Enumeration:

"Knockin"	-	The option exists if the spot rate is at or above, or at or below the barrier level according to the specified barrier direction. See: http://www.FpML.org
"Knockout"	-	The option ceases to exist if the spot rate is at or above, or at or below the barrier level according to the specified barrier direction. See: http://www.FpML.org

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

<xsd:element minOccurs="0" name="barrierType" type="FxBarrierTypeSimpleEnum"/>

condition

Type:

ConditionEnum, simple content

Defines the condition when the barrier applies: AtOrAbove, AtOrBelow, Above, Below.

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"/>

observationEndDate

Type:

xsd:date, predefined, simple content

The date on which the observation period for an american barrier ends. If the end date is not present, then the date and time of the end of the period is deemed to be the date and time of expiration.

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

<xsd:element minOccurs="0" name="observationEndDate" type="xsd:date"/>

observationEndTime

Type:

BusinessCenterTime, complex content

The time on the end date at which the observation period for an american barrier ends. If the time is not present, then the time is deemed to be the same as the expiration time.

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

<xsd:element minOccurs="0" name="observationEndTime" type="BusinessCenterTime"/>

observationStartDate

Type:

xsd:date, predefined, simple content

The date on which the observation period for an american barrier starts. If the start date is not present, then the date and time of the start of the period is deemed to be the date and time the transaction was entered into.

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

<xsd:element minOccurs="0" name="observationStartDate" type="xsd:date"/>

observationStartTime

Type:

BusinessCenterTime, complex content

The time on the start date at which the observation period for an american barrier starts. If the time is not present and the start date is equivalent to the transaction date, the time is deemed to be the time the transaction was entered into. If the time is not present and the start date is other than the transaction date, then the time is deemed to be the same as the expiration time.

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

<xsd:element minOccurs="0" name="observationStartTime" type="BusinessCenterTime"/>

scope

Type:

FxBarrierScopeEnum, simple content

The scope of the barrier (PerExpiry|Global). Specifies whether the barrier has effect for the current expiry period (in the case of a multi-phase product), or for the product as a whole.

Simple Content

enumeration of xsd:token

Enumeration:

"Global"	-	The barrier has effect for the expiry period in which it is triggered, and all subsequent periods. See: http://www.FpML.org
"PerExpiry"	-	The barrier has effect only for the expiry period in which it is triggered. See: http://www.FpML.org

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

<xsd:element minOccurs="0" name="scope" type="FxBarrierScopeEnum"/>

style

Type:

FxBarrierStyleEnum, simple content

The barrier observation style: continuous (American) or discrete (European).

Simple Content

enumeration of xsd:token

Enumeration:

"American"	-	The barrier is observed continuously through the observation period.
"European"	-	The barrier is observed on a discrete expiry date, or (in the case of a multi-phase product) series of expiry dates.

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

<xsd:element minOccurs="0" name="style" type="FxBarrierStyleEnum"/>

triggerRate

Type:

Schedule, complex content

The market rate is observed relative to the trigger rate, and if it is found to be on the predefined side of (above or below) the trigger rate, a barrier event is deemed to have occurred.

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

<xsd:element minOccurs="0" name="triggerRate" 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.