complexType "ReferenceSwapCurve"

Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | complex, 2 elements
Defined: | globally in fpml-bond-option-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 1 location

Content Model Diagram

XML Representation Summary
<...>
Content: | swapUnwindValue?, makeWholeAmount?
</...>

Content Model Elements (2):

  makeWholeAmount, swapUnwindValue

All Direct / Indirect Based Elements (1):

  referenceSwapCurve

Known Usage Locations

- As direct type of elements (1):
  referenceSwapCurve

Annotation
A complex type used to specify the option and convertible bond option strike when expressed in reference to a swap curve.
XML Source (w/o annotations (2); see within schema source)

<xsd:complexType name="ReferenceSwapCurve"> <xsd:sequence> <xsd:element minOccurs="0" name="swapUnwindValue" type="SwapCurveValuation"/> <xsd:element minOccurs="0" name="makeWholeAmount" type="MakeWholeAmount"/> </xsd:sequence> </xsd:complexType>

Content Element Detail (all declarations; defined within this component only; 2/2)
makeWholeAmount

  Type: | MakeWholeAmount, complex content

  Amount to be paid by the buyer of the option if the option is exercised prior to the Early Call Date. (The market practice in the convertible bond option space being that the buyer should be penalized if he/she exercises the option early on.)
  XML Source (w/o annotations (1); see within schema source)

  <xsd:element minOccurs="0" name="makeWholeAmount" type="MakeWholeAmount"/>

swapUnwindValue

  Type: | SwapCurveValuation, complex content

  XML Source (see within schema source)

  <xsd:element minOccurs="0" name="swapUnwindValue" type="SwapCurveValuation"/>

XML schema documentation generated with DocFlex/XML 1.8.6b2 using DocFlex/XML XSDDoc 2.5.1 template set. All content model diagrams generated by Altova XMLSpy via DocFlex/XML XMLSpy Integration.