element <fxAccrualDigitalOption> (global) | XML Schema Documentation

element <fxAccrualDigitalOption> (global)

Namespace:	http://www.fpml.org/FpML-5/confirmation
Type:	FxAccrualDigitalOption
Content:	complex, 1 attribute, 19 elements
Subst.Gr:	substitutes for product
Defined:	globally in fpml-fx-accruals-5-13.xsd; see XML source
Used:	never

Component Diagram

XML Representation Summary

<fxAccrualDigitalOption

=

xsd:ID

>

Content:

(primaryAssetClass?, secondaryAssetClass*, productType*, productId*, assetClass*)?, buyerPartyReference, buyerAccountReference?, sellerPartyReference, sellerAccountReference?, notionalAmount, accrual, (expiryDate | expirySchedule), (settlementDate | settlementSchedule), exerciseProcedure?, trigger, barrier*, premium*

</fxAccrualDigitalOption>

Content model elements (19):

accrual (in fxAccrualDigitalOption),

barrier (in fxAccrualDigitalOption),

buyerAccountReference,

buyerPartyReference (defined in BuyerSeller.model group),

exerciseProcedure (in fxAccrualDigitalOption),

expiryDate (defined in FxExpiryDateOrSchedule.model group),

expirySchedule (defined in FxExpiryDateOrSchedule.model group),

notionalAmount (in fxAccrualDigitalOption),

premium (in fxAccrualDigitalOption),

primaryAssetClass,

productId (defined in Product.model group),

productType (defined in Product.model group),

secondaryAssetClass,

sellerAccountReference,

sellerPartyReference (defined in BuyerSeller.model group),

settlementDate (defined in FxSettlementDateOrSchedule.model group),

settlementSchedule (defined in FxSettlementDateOrSchedule.model group),

trigger (in fxAccrualDigitalOption)

May be included in elements by substitutions (24):

oldTrade (defined in TradeChangeContent complexType),

oldTrade (in novation),

originalTrade (defined in OptionExercise complexType),

originalTrade (defined in TradeChangeBase complexType),

originalTrade (in optionEvent),

originalTrade (in optionExpiry defined in OptionsEventsBase.model group),

physicalSettlement (defined in OptionExercise complexType),

physicalSettlement (in noTouch),

physicalSettlement (in touch in optionEvent),

resultingTrade (defined in PhysicalSettlement complexType),

resultingTrade (defined in TradeChangeBase complexType),

trade (defined in DataDocument complexType),

trade (defined in TradeAmendmentContent complexType),

trade (defined in TradeChangeContent complexType),

trade (defined in TradeOrInfo.model group),

trade (defined in TradePackage complexType),

trade (defined in TradingEventsBase.model group),

trade (in affectedTransactions),

trade (in approvalStatusNotification),

trade (in clearingStatusItem),

trade (in withdrawal)

Annotation

A structured option product which consists of a single digital option or a strip of digital options. 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="fxAccrualDigitalOption" substitutionGroup="product" type="FxAccrualDigitalOption"/>

XML schema documentation generated with FlexDoc/XML 1.12.2 using FlexDoc/XML XSDDoc 2.9.1 template set. All XSD diagrams generated by FlexDoc/XML DiagramKit.