element <collateralizedCashPriceMethod> (local)
Namespace:
http://www.fpml.org/FpML-5/confirmation
Type:
CollateralizedCashPriceMethod
Content:
complex, 5 elements
Defined:
locally within CashSettlementMethods2006and2021.model group in fpml-ird-5-13.xsd; see XML source
Component Diagram
XML Representation Summary
<collateralizedCashPriceMethod>
   
Content: 
cashSettlementCurrency?, settlementRateSource?, quotationRateType, mutuallyAgreedClearinghouse?, agreedDiscountRate?
</collateralizedCashPriceMethod>
Content model elements (5):
agreedDiscountRate (in collateralizedCashPriceMethod),
cashSettlementCurrency (in collateralizedCashPriceMethod),
mutuallyAgreedClearinghouse (in collateralizedCashPriceMethod),
quotationRateType (in collateralizedCashPriceMethod),
settlementRateSource (in collateralizedCashPriceMethod)
Included in content model of elements (3):
cashSettlement (defined in MandatoryEarlyTermination complexType),
cashSettlement (defined in OptionalEarlyTermination complexType),
cashSettlement (in swaption)
Annotation
An ISDA defined cash settlement method used for the determination of the applicable cash settlement amount. The method is defined in the 2021 ISDA Definitions, Section 18.2.6. Note: the 2021 Definition has different fields than appeared in the 2006 Definitions; this sctructure handles both methods.
XML Source (w/o annotations (1); see within schema source)
<xsd:element name="collateralizedCashPriceMethod" type="CollateralizedCashPriceMethod"/>
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.