element <zeroCouponYieldAdjustedMethod> (local)

Namespace: | http://www.fpml.org/FpML-5/reporting
Type: | YieldCurveMethod
Content: | complex, 2 elements
Defined: | locally witnin CashSettlement complexType in fpml-ird-5-5.xsd; see XML source

Content Model Diagram

XML Representation Summary
<zeroCouponYieldAdjustedMethod>
Content: | settlementRateSource?, quotationRateType?
</zeroCouponYieldAdjustedMethod>

Content model elements (2):

  quotationRateType (defined in YieldCurveMethod complexType),
  settlementRateSource (defined in YieldCurveMethod complexType)

Included in content model of elements (3):

  cashSettlement (in mandatoryEarlyTermination),
  cashSettlement (in optionalEarlyTermination defined in OptionalEarlyTermination.model group),
  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 2006 ISDA Definitions, Section 18.3. Cash Settlement Methods, paragraph (d).
XML Source (w/o annotations (1); see within schema source)

<xsd:element name="zeroCouponYieldAdjustedMethod" type="YieldCurveMethod"/>

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.