element <crossCurrency> (local)

Namespace: | http://www.fpml.org/FpML-5/reporting
Type: | Composite
Content: | complex, 3 elements
Defined: | locally witnin FxFeature complexType in fpml-option-shared-5-5.xsd; see XML source

Content Model Diagram

XML Representation Summary
<crossCurrency>
Content: | determinationMethod?, relativeDate?, fxSpotRateSource?
</crossCurrency>

Content model elements (3):

  determinationMethod (defined in Composite complexType), fxSpotRateSource (defined in Composite complexType), | relativeDate (defined in Composite complexType)

Included in content model of elements (4):

  fxFeature (defined in DirectionalLegUnderlyer complexType),
  fxFeature (defined in Feature.model group),
  fxFeature (in feature defined in OptionBaseExtended complexType),
  fxFeature (in returnLeg)

Annotation
If “Cross-Currency” is specified as the Settlement Type in the relevant Transaction Supplement, an amount in the Settlement Currency, determined by the Calculation Agent as being equal to the number of Options exercised or deemed exercised, multiplied by: (Settlement Price – Strike Price) / (Strike Price – Settlement Price) x Multiplier x one unit of the Reference Currency converted into an amount in the Settlement Currency using the rate of exchange of the Settlement Currency as quoted on the Reference Price Source on the Valuation Date, provided that if the above is equal to a negative amount the Option Cash Settlement Amount shall be deemed to be zero.
XML Source (w/o annotations (1); see within schema source)

<xsd:element name="crossCurrency" type="Composite"/>

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.