complexType "SwaptionPhysicalSettlement"
Namespace:
http://www.fpml.org/FpML-5/confirmation
Content:
complex, 6 elements
Defined:
globally in fpml-shared-5-12.xsd; see XML source
Includes:
definitions of 6 elements
Used:
at 5 locations
Content Model Diagram
XML Representation Summary
<...>
   
Content: 
clearedPhysicalSettlement, (predeterminedClearingOrganizationPartyReference | mutuallyAgreedClearinghouse)?, agreedDiscountRate?, settlementRateSource?, quotationRateType?
</...>
Content Model Elements (6):
agreedDiscountRate (defined in SwaptionPhysicalSettlement complexType),
clearedPhysicalSettlement,
mutuallyAgreedClearinghouse (defined in SwaptionPhysicalSettlement complexType),
predeterminedClearingOrganizationPartyReference,
quotationRateType (defined in SwaptionPhysicalSettlement complexType),
settlementRateSource (defined in SwaptionPhysicalSettlement complexType)
All Direct / Indirect Based Elements (5):
clearingInstructions (defined in CommodityPhysicalExercise complexType),
clearingInstructions (in creditDefaultSwapOption),
clearingInstructions (in dividendSwapOptionTransactionSupplement),
clearingInstructions (in varianceOptionTransactionSupplement),
physicalSettlement (in swaption)
Known Usage Locations
XML Source (w/o annotations (6); see within schema source)
<xsd:complexType name="SwaptionPhysicalSettlement">
<xsd:sequence>
<xsd:element name="clearedPhysicalSettlement" type="xsd:boolean"/>
<xsd:choice minOccurs="0">
<xsd:element fpml-annotation:deprecated="true" fpml-annotation:deprecatedReason="predeterminedClearingOrganizationPartyReference - deprecated in favor of mutuallyAgreedClearinghouse. Rationale: the element was an interim solution introduced in a 5.x version. It is now superseded in the ISDA docs (both 2006 and 2021) with the mutuallyAgreedClearinghouse term. The new structure is more flexible and aligned with ISDA Defs" name="predeterminedClearingOrganizationPartyReference" type="PartyReference"/>
</xsd:choice>
<xsd:element minOccurs="0" name="agreedDiscountRate" type="BenchmarkRate"/>
<xsd:element minOccurs="0" name="settlementRateSource" type="SettlementRateSource"/>
<xsd:element minOccurs="0" name="quotationRateType" type="QuotationRateTypeEnum"/>
</xsd:sequence>
</xsd:complexType>
Content Element Detail (all declarations; defined within this component only; 6/6)
agreedDiscountRate
Type:
BenchmarkRate, simple content
This may be used to indicate the discount rate to be used for cash collateral for cash settlement purposes.
Simple Content
xsd:normalizedString
maxLength:
255
minLength:
0
XML Source (w/o annotations (1); see within schema source)
<xsd:element minOccurs="0" name="agreedDiscountRate" type="BenchmarkRate"/>
clearedPhysicalSettlement
Type:
xsd:boolean, predefined, simple content
Specifies whether the swap resulting from physical settlement of the swaption transaction will clear through a clearing house. The meaning of Cleared Physical Settlement is defined in the 2006 ISDA Definitions, Section 15.2 (published in Supplement number 28).
XML Source (w/o annotations (1); see within schema source)
<xsd:element name="clearedPhysicalSettlement" type="xsd:boolean"/>
mutuallyAgreedClearinghouse
Type:
MutuallyAgreedClearinghouse, complex content
This may be used to specify a "mutually-agreed clearinghouse" for settlement.
XML Source (w/o annotations (1); see within schema source)
predeterminedClearingOrganizationPartyReference
Type:
PartyReference, empty content
A reference to the clearing organization (CCP, DCO) to which the trade should be cleared. This is also known as the "Mutually Agreed Clearinghouse".
XML Source (w/o annotations (1); see within schema source)
<xsd:element fpml-annotation:deprecated="true" fpml-annotation:deprecatedReason="predeterminedClearingOrganizationPartyReference - deprecated in favor of mutuallyAgreedClearinghouse. Rationale: the element was an interim solution introduced in a 5.x version. It is now superseded in the ISDA docs (both 2006 and 2021) with the mutuallyAgreedClearinghouse term. The new structure is more flexible and aligned with ISDA Defs" name="predeterminedClearingOrganizationPartyReference" type="PartyReference"/>
quotationRateType
Type:
QuotationRateTypeEnum, simple content
Which rate quote is to be observed, either Bid, Mid, Offer or Exercising Party Pays. The meaning of Exercising Party Pays is defined in the 2000 ISDA Definitions, Section 17.2. Certain Definitions Relating to Cash Settlement, paragraph (j)
Simple Content
enumeration of xsd:token
Enumeration:
"Bid"
 - 
A bid rate.
See:  http://www.FpML.org
"Ask"
 - 
An ask rate.
See:  http://www.FpML.org
"Mid"
 - 
A mid-market rate.
See:  http://www.FpML.org
"ExercisingPartyPays"
 - 
If optional early termination is applicable to a swap transaction, the rate, which may be a bid or ask rate, which would result, if seller is in-the-money, in the higher absolute value of the cash settlement amount, or, is seller is out-of-the-money, in the lower absolute value of the cash settlement amount.
See:  http://www.FpML.org
XML Source (w/o annotations (1); see within schema source)
<xsd:element minOccurs="0" name="quotationRateType" type="QuotationRateTypeEnum"/>
settlementRateSource
Type:
SettlementRateSource, complex content
The method for obtaining a settlement rate. This may be from some information source (e.g. Reuters) or from a set of reference banks.
XML Source (w/o annotations (1); see within schema source)
<xsd:element minOccurs="0" name="settlementRateSource" type="SettlementRateSource"/>
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.