complexType "Swaption"
Namespace:
http://www.fpml.org/FpML-5/transparency
Content:
complex, 1 attribute, 9 elements
Defined:
globally in fpml-ird-5-3.xsd; see XML source
Includes:
definitions of 5 elements
Used:
at 1 location
Content Model Diagram
XML Representation Summary
<...
   
id
 = 
 xsd:ID
    >
   
Content: 
 primaryAssetClass?, secondaryAssetClass*, productType*, productId*, premium+, optionType?, exercise, swaptionStraddle, swap
</...>
Content Model Elements (9):
exercise, productType,
All Direct / Indirect Based Elements (1):
swaption
Known Usage Locations
Annotation
A type to define an option on a swap.
Type Definition Detail
Type Derivation Tree
Product (extension)
  Swaption
XML Source (w/o annotations (4); see within schema source)
<xsd:complexType name="Swaption">
<xsd:complexContent>
<xsd:extension base="Product">
<xsd:sequence>
<!--View Generation: SKIPPED - PartySpecific-->
<xsd:element maxOccurs="unbounded" name="premium" type="Payment"/>
<xsd:element minOccurs="0" name="optionType" type="OptionTypeEnum"/>
<xsd:element ref="exercise"/>
<!--View Generation: SKIPPED exerciseProcedure - Documentation-->
<!--View Generation: SKIPPED calculationAgent - Documentation-->
<!--View Generation: Skipped an empty choice.-->
<xsd:element name="swaptionStraddle" type="xsd:boolean"/>
<!--View Generation: SKIPPED swaptionAdjustedDates - DateAdjustments-->
<xsd:element name="swap" type="Swap"/>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
Content Element Detail (all declarations; defined within this component only; 5/9)
exercise
Type:
Exercise, empty content
Abstract:
(may not be used directly in instance XML documents)
Subst.Gr:
may be substituted with 3 elements
XML Source (see within schema source)
<xsd:element ref="exercise"/>
optionType
Type:
OptionTypeEnum, simple content
The type of option transaction. From a usage standpoint, put/call is the default option type, while payer/receiver indicator is used for options index credit default swaps, consistently with the industry practice. Straddle is used for the case of straddle strategy, that combine a call and a put with the same strike. This element is needed for transparency reporting because the counterparties are not available. TODO: can this be represented instead using the UPI?
Simple Content
("Put" | "Call") | ("Payer" | "Receiver" | "Straddle")
XML Source (w/o annotations (1); see within schema source)
<xsd:element minOccurs="0" name="optionType" type="OptionTypeEnum"/>
premium
Type:
Payment, complex content
The option premium amount payable by buyer to seller on the specified payment date.
XML Source (w/o annotations (1); see within schema source)
<xsd:element maxOccurs="unbounded" name="premium" type="Payment"/>
swap
Type:
Swap, complex content
XML Source (see within schema source)
<xsd:element name="swap" type="Swap"/>
swaptionStraddle
Type:
xsd:boolean, predefined, simple content
Whether the option is a swaption or a swaption straddle.
XML Source (w/o annotations (1); see within schema source)
<xsd:element name="swaptionStraddle" type="xsd:boolean"/>
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.