complexType "FxTargetLinearPayoffRegion"
Namespace:
http://www.fpml.org/FpML-5/reporting
Content:
complex, 1 attribute, 8 elements
Defined:
globally in fpml-fx-targets-5-10.xsd; see XML source
Includes:
definitions of 6 elements
Used:
at 3 locations
Content Model Diagram
XML Representation Summary
<...
   
id
 = 
xsd:ID
   
>
   
Content: 
exchangedCurrency1, exchangedCurrency2, strike?, counterCurrencyAmount?, lowerBound?, upperBound?, leverage?, payoffCap*
</...>
Content Model Elements (8):
counterCurrencyAmount (defined in FxTargetLinearPayoffRegion complexType),
exchangedCurrency1 (defined in FxExchangedCurrency.model group),
exchangedCurrency2 (defined in FxExchangedCurrency.model group),
leverage (defined in FxTargetLinearPayoffRegion complexType),
lowerBound (defined in FxTargetLinearPayoffRegion complexType),
payoffCap (defined in FxTargetLinearPayoffRegion complexType),
strike (defined in FxTargetLinearPayoffRegion complexType),
upperBound (defined in FxTargetLinearPayoffRegion complexType)
All Direct / Indirect Based Elements (3):
Known Usage Locations
Annotation
A fixing region in which the payoff varies linearly with the fixing value.
Type Definition Detail
Type Derivation Tree
FxTargetPayoffRegion (extension)
  FxTargetLinearPayoffRegion
XML Source (w/o annotations (7); see within schema source)
<xsd:complexType name="FxTargetLinearPayoffRegion">
<xsd:complexContent>
<xsd:extension base="FxTargetPayoffRegion">
<xsd:sequence>
<xsd:group ref="FxExchangedCurrency.model"/>
<xsd:element minOccurs="0" name="strike" type="FxStrike"/>
<xsd:element minOccurs="0" name="counterCurrencyAmount" type="NonNegativeAmountSchedule"/>
<xsd:element minOccurs="0" name="lowerBound" type="FxTargetRegionLowerBound"/>
<xsd:element minOccurs="0" name="upperBound" type="FxTargetRegionUpperBound"/>
<xsd:element minOccurs="0" name="leverage" type="FxTargetLeverage"/>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="payoffCap" type="FxPayoffCap"/>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
Content Element Detail (all declarations; defined within this component only; 6/8)
counterCurrencyAmount
Type:
NonNegativeAmountSchedule, complex content
The opposite currency amount of the Target.
XML Source (w/o annotations (1); see within schema source)
<xsd:element minOccurs="0" name="counterCurrencyAmount" type="NonNegativeAmountSchedule"/>
leverage
Type:
FxTargetLeverage, complex content
Notional leverage.
XML Source (w/o annotations (1); see within schema source)
<xsd:element minOccurs="0" name="leverage" type="FxTargetLeverage"/>
lowerBound
Type:
FxTargetRegionLowerBound, complex content
Defines the lower bound of a payoff region.
XML Source (w/o annotations (1); see within schema source)
<xsd:element minOccurs="0" name="lowerBound" type="FxTargetRegionLowerBound"/>
payoffCap
Type:
FxPayoffCap, complex 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 maxOccurs="unbounded" minOccurs="0" name="payoffCap" type="FxPayoffCap"/>
strike
Type:
FxStrike, complex content
Strike price of the Target.
XML Source (w/o annotations (1); see within schema source)
<xsd:element minOccurs="0" name="strike" type="FxStrike"/>
upperBound
Type:
FxTargetRegionUpperBound, complex content
Defines the upper bound of a payoff region.
XML Source (w/o annotations (1); see within schema source)
<xsd:element minOccurs="0" name="upperBound" type="FxTargetRegionUpperBound"/>
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.