element <fxRangeAccrual> (global)
Namespace:
http://www.fpml.org/FpML-5/reporting
Type:
FxRangeAccrual
Content:
complex, 1 attribute, 18 elements
Subst.Gr:
may substitute for element product
Defined:
globally in fpml-fx-accruals-5-12.xsd; see XML source
Used:
never
Content Model Diagram
XML Representation Summary
<fxRangeAccrual
   
id
 = 
xsd:ID
   
>
   
Content: 
(primaryAssetClass?, secondaryAssetClass*, (productType*, productId*)?, assetClass*, embeddedOptionType[0..2])?, payerPartyReference?, payerAccountReference?, receiverPartyReference?, receiverAccountReference?, notionalAmount?, accrual?, (expiryDate | expirySchedule), (settlementDate | settlementSchedule), barrier*, premium*
</fxRangeAccrual>
Content model elements (18):
accrual (in fxRangeAccrual),
assetClass (defined in Product.model group),
barrier (in fxRangeAccrual),
embeddedOptionType,
expiryDate (defined in FxExpiryDateOrSchedule.model group),
expirySchedule (defined in FxExpiryDateOrSchedule.model group),
notionalAmount (in fxRangeAccrual),
payerAccountReference,
payerPartyReference (defined in Payer.model group),
premium (in fxRangeAccrual),
primaryAssetClass (defined in Product.model group),
productId (defined in Product.model group),
productType (defined in Product.model group),
receiverAccountReference,
receiverPartyReference (defined in Receiver.model group),
secondaryAssetClass (defined in Product.model group),
settlementDate (defined in FxSettlementDateOrSchedule.model group),
settlementSchedule (defined in FxSettlementDateOrSchedule.model group)
May be included in elements by substitutions (21):
feeTrade,
newTrade,
oldTrade (in change),
oldTrade (in novation),
originalTrade (defined in TradeChangeBase complexType),
originalTrade (in optionExercise),
originalTrade (in optionExpiry defined in Events.model group),
physicalSettlement (in optionExercise),
resultingTrade (defined in TradeChangeBase complexType),
resultingTrade (in physicalSettlement in optionExercise),
strategy,
trade (defined in DataDocument complexType),
trade (defined in Events.model group),
trade (defined in PositionConstituent complexType),
trade (defined in TradePackage complexType),
trade (defined in TradeValuationItem complexType),
trade (in affectedTransactions),
trade (in amendment),
trade (in change),
trade (in clearingStatusItem),
trade (in withdrawal)
Annotation
A structured product which consists of a single cash payment or a strip of cash payments. At each settlement the settled amounts are a fraction of the notional amount for that settlement period calculated as the number of fixings which fall within accrual regions divided by the total number of fixings in the settlement period.
XML Source (w/o annotations (1); see within schema source)
<xsd:element name="fxRangeAccrual" substitutionGroup="product" type="FxRangeAccrual"/>
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.