complexType "CreditOptionStrike"
Namespace:
Content:
complex, 3 elements
Defined:
globally in fpml-cd-5-8.xsd; see XML source
Includes:
definitions of 3 elements
Used:
Content Model Diagram
XML Representation Summary
<...>
   
Content: 
</...>
Content Model Elements (3):
All Direct / Indirect Based Elements (1):
strike (in creditDefaultSwapOption)
Known Usage Locations
Annotation
A complex type to specify the strike of a credit swaption or a credit default swap option.
XML Source (w/o annotations (4); see within schema source)
<xsd:complexType name="CreditOptionStrike">
<xsd:choice>
<xsd:element name="spread" type="xsd:decimal"/>
<xsd:element name="price" type="xsd:decimal"/>
<xsd:element name="strikeReference" type="FixedRateReference"/>
</xsd:choice>
</xsd:complexType>
Content Element Detail (all declarations; defined within this component only; 3/3)
price
Type:
xsd:decimal, predefined, simple content
The strike of a credit default swap option or credit swaption when expressed as in reference to the price of the underlying obligation(s) or index.
XML Source (w/o annotations (1); see within schema source)
<xsd:element name="price" type="xsd:decimal"/>

spread
Type:
xsd:decimal, predefined, simple content
The strike of a credit default swap option or credit swaption when expressed as a spread per annum.
XML Source (w/o annotations (1); see within schema source)
<xsd:element name="spread" type="xsd:decimal"/>

strikeReference
Type:
FixedRateReference, empty content
The strike of a credit default swap option or credit swaption when expressed in reference to the spread of the underlying swap (typical practice in the case of single name swaps).
XML Source (w/o annotations (1); see within schema source)
<xsd:element name="strikeReference" type="FixedRateReference"/>

XML schema documentation generated with DocFlex/XML 1.9.0 using DocFlex/XML XSDDoc 2.8.0 template set. All content model diagrams generated by Altova XMLSpy via DocFlex/XML XMLSpy Integration.