complexType "FxBarrierFeature"
Namespace:
Content:
complex, 10 elements
Defined:
globally in fpml-fx-5-8.xsd; see XML source
Includes:
definitions of 10 elements
Used:
Content Model Diagram
XML Representation Summary
<...>
   
Content: 
</...>
Content Model Elements (10):
barrierType (defined in FxBarrierFeature complexType),
direction (defined in FxBarrierFeature complexType),
informationSource (defined in FxBarrierFeature complexType),
observationEndDate (defined in FxBarrierFeature complexType),
observationEndTime (defined in FxBarrierFeature complexType),
observationPoint (defined in FxBarrierFeature complexType),
observationStartDate (defined in FxBarrierFeature complexType),
observationStartTime (defined in FxBarrierFeature complexType),
quotedCurrencyPair (defined in FxBarrierFeature complexType),
triggerRate (defined in FxBarrierFeature complexType)
All Direct / Indirect Based Elements (2):
Known Usage Locations
Annotation
Describes the properties of an FX barrier.
XML Source (w/o annotations (11); see within schema source)
<xsd:complexType name="FxBarrierFeature">
<xsd:sequence>
<xsd:element name="barrierType" type="FxBarrierTypeEnum"/>
<xsd:element minOccurs="0" name="direction" type="FxBarrierDirectionEnum"/>
<xsd:element name="quotedCurrencyPair" type="QuotedCurrencyPair"/>
<xsd:element name="triggerRate" type="PositiveDecimal"/>
<xsd:element maxOccurs="unbounded" name="informationSource" type="InformationSource"/>
<xsd:choice minOccurs="0">
<xsd:sequence>
<xsd:sequence>
<xsd:element name="observationStartDate" type="xsd:date"/>
<xsd:element minOccurs="0" name="observationStartTime" type="BusinessCenterTime"/>
</xsd:sequence>
<xsd:sequence minOccurs="0">
<xsd:element name="observationEndDate" type="xsd:date"/>
<xsd:element minOccurs="0" name="observationEndTime" type="BusinessCenterTime"/>
</xsd:sequence>
</xsd:sequence>
<xsd:element maxOccurs="unbounded" minOccurs="1" name="observationPoint" type="FxBusinessCenterDateTime"/>
</xsd:choice>
</xsd:sequence>
</xsd:complexType>
Content Element Detail (all declarations; defined within this component only; 10/10)
barrierType
Type:
FxBarrierTypeEnum, simple content
This specifies whether the option becomes effective ("knock-in") or is annulled ("knock-out") when the respective barrier event occurs.
Simple Content
enumeration of xsd:token
Enumeration:
"Knockin"
 - 
The option exists if the spot rate is at or above, or at or below the barrier level according to the specified barrier direction.
"Knockout"
 - 
The option ceases to exist if the spot rate is at or above, or at or below the barrier level according to the specified barrier direction.
"ReverseKnockin"
 - 
DEPRECATE: Option exists once the barrier is hit. The trigger rate is in-the money in relation to the strike rate.
"ReverseKnockout"
 - 
DEPRECATE: Option ceases to exist once the barrier is hit. The trigger rate is in-the money in relation to the strike rate.
minLength:
0
XML Source (w/o annotations (1); see within schema source)
<xsd:element name="barrierType" type="FxBarrierTypeEnum"/>

direction
Type:
FxBarrierDirectionEnum, simple content
This specifies whether the barrier direction is "Up" or "Down"; that is, that a barrier event occurs if the spot rate is at or above the trigger rate, or at or below the trigger rate during the period of observation of an american barrier, or at the times of observation of a discrete or european barrier.
Simple Content
enumeration of xsd:token
Enumeration:
"Down"
 - 
The barrier is triggered if the observed rate is at or below the barrier level during the period of observation, or at the time of observation.
"Up"
 - 
The barrier is triggered if the observed rate is at or above the barrier level during the period of observation, or at the time of observation.
minLength:
0
XML Source (w/o annotations (1); see within schema source)
<xsd:element minOccurs="0" name="direction" type="FxBarrierDirectionEnum"/>

informationSource
Type:
InformationSource, complex content
The information source where a published or displayed market rate will be obtained, e.g. Telerate Page 3750.
XML Source (w/o annotations (1); see within schema source)
<xsd:element maxOccurs="unbounded" name="informationSource" type="InformationSource"/>

observationEndDate
Type:
xsd:date, predefined, simple content
The date on which the observation period for an american barrier ends. If the end date is not present, then the date and time of the end of the period is deemed to be the date and time of expiration.
XML Source (w/o annotations (1); see within schema source)
<xsd:element name="observationEndDate" type="xsd:date"/>

observationEndTime
Type:
BusinessCenterTime, complex content
The time on the end date at which the observation period for an american barrier ends. If the time is not present, then the time is deemed to be the same as the expiration time.
XML Source (w/o annotations (1); see within schema source)
<xsd:element minOccurs="0" name="observationEndTime" type="BusinessCenterTime"/>

observationPoint
Type:
FxBusinessCenterDateTime, complex content
The dates and times at which rate observations are made to determine whether a barrier event has occurred for a discrete or european barrier. If the time is not present then the time is deemed to be the same as the expiration time.
XML Source (w/o annotations (1); see within schema source)
<xsd:element maxOccurs="unbounded" minOccurs="1" name="observationPoint" type="FxBusinessCenterDateTime"/>

observationStartDate
Type:
xsd:date, predefined, simple content
The date on which the observation period for an american barrier starts. If the start date is not present, then the date and time of the start of the period is deemed to be the date and time the transaction was entered into.
XML Source (w/o annotations (1); see within schema source)
<xsd:element name="observationStartDate" type="xsd:date"/>

observationStartTime
Type:
BusinessCenterTime, complex content
The time on the start date at which the observation period for an american barrier starts. If the time is not present and the start date is equivalent to the transaction date, the time is deemed to be the time the transaction was entered into. If the time is not present and the start date is other than the transaction date, then the time is deemed to be the same as the expiration time.
XML Source (w/o annotations (1); see within schema source)
<xsd:element minOccurs="0" name="observationStartTime" type="BusinessCenterTime"/>

quotedCurrencyPair
Type:
QuotedCurrencyPair, complex content
Defines the two currencies for an FX trade and the quotation relationship between the two currencies.
XML Source (w/o annotations (1); see within schema source)
<xsd:element name="quotedCurrencyPair" type="QuotedCurrencyPair"/>

triggerRate
Type:
PositiveDecimal, simple content
The market rate is observed relative to the trigger rate, and if it is found to be on the predefined side of (above or below) the trigger rate, a trigger event is deemed to have occurred.
Simple Content
xsd:decimal
minExclusive:
0
XML Source (w/o annotations (1); see within schema source)
<xsd:element name="triggerRate" type="PositiveDecimal"/>

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.