complexType "DualCurrencyFeature"

Namespace: | http://www.fpml.org/FpML-5/confirmation
Content: | complex, 6 elements
Defined: | globally in fpml-fx-5-5.xsd; see XML source
Includes: | definitions of 6 elements
Used: | at 1 location

Content Model Diagram

XML Representation Summary
<...>
Content: | currency, fixingDate, fixingTime?, strike, spotRate?, interestAtRisk
</...>

Content Model Elements (6):

  currency (in dualCurrency), fixingDate (in dualCurrency), fixingTime (in dualCurrency), | interestAtRisk, spotRate (in dualCurrency), strike (in dualCurrency)

All Direct / Indirect Based Elements (1):

  dualCurrency

Known Usage Locations

- As direct type of elements (1):
  dualCurrency

Annotation
Describes the parameters for a dual currency option transaction.
XML Source (w/o annotations (7); see within schema source)

<xsd:complexType name="DualCurrencyFeature"> <xsd:sequence> <xsd:element name="currency" type="Currency"/> <xsd:element name="fixingDate" type="xsd:date"/> <xsd:element minOccurs="0" name="fixingTime" type="BusinessCenterTime"/> <xsd:element name="strike" type="DualCurrencyStrikePrice"/> <xsd:element minOccurs="0" name="spotRate" type="xsd:decimal"/> <xsd:element name="interestAtRisk" type="xsd:boolean"/> </xsd:sequence> </xsd:complexType>

Content Element Detail (all declarations; defined within this component only; 6/6)
currency

  Type: | Currency, simple content

  The Alternate currency i.e. the currency in which the deposit will be redeemed in the event that the spot rate fixes below the strike rate at the specified fixing date and time.
  Simple Content

  xsd:normalizedString

  maxLength: | 255

  XML Source (w/o annotations (1); see within schema source)

  <xsd:element name="currency" type="Currency"/>

fixingDate

  Type: | xsd:date, predefined, simple content

  The date on which the fx spot rate is compared against the strike rate, in order to determine the delivery currency. This is the expiry date of a put option on the Deposit/Alternate currency couple. Also known as "valuation date" or "reference date".
  XML Source (w/o annotations (1); see within schema source)

  <xsd:element name="fixingDate" type="xsd:date"/>

fixingTime

  Type: | BusinessCenterTime, complex content

  The time at which the fx spot rate observation is made i.e. the option cut off time on the expiry date. Also known as "valuation time".
  XML Source (w/o annotations (1); see within schema source)

  <xsd:element minOccurs="0" name="fixingTime" type="BusinessCenterTime"/>

interestAtRisk

  Type: | xsd:boolean, predefined, simple content

  Specifies whether the interest component of the redemption amount is subject to conversion to the Alternate currency, in the event that the spot rate is strictly lower than the strike rate at the specified fixing date and time.
  XML Source (w/o annotations (1); see within schema source)

  <xsd:element name="interestAtRisk" type="xsd:boolean"/>

spotRate

  Type: | xsd:decimal, predefined, simple content

  The spot rate at the time the trade was agreed.
  XML Source (w/o annotations (1); see within schema source)

  <xsd:element minOccurs="0" name="spotRate" type="xsd:decimal"/>

strike

  Type: | DualCurrencyStrikePrice, complex content

  The rate at which the deposit will be converted to the Alternate currency, in the event that the spot rate is strictly lower than the strike rate at the specified fixing date and time.
  XML Source (w/o annotations (1); see within schema source)

  <xsd:element name="strike" type="DualCurrencyStrikePrice"/>

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.