complexType "FxAccrualRegion"
Namespace:
http://www.fpml.org/FpML-5/confirmation
Content:
complex, 10 elements
Defined:
globally in fpml-fx-accruals-5-8.xsd; see XML source
Includes:
definitions of 7 elements
Used:
at 1 location
Content Model Diagram
XML Representation Summary
<...>
   
Content: 
</...>
Content Model Elements (10):
All Direct / Indirect Based Elements (1):
accrualRegion
Known Usage Locations
Annotation
Defines a region of spot rate where the notional for the settlement period accrues by the accrued amount per fixing each time the spot rate fixes withing the region.
XML Source (w/o annotations (9); see within schema source)
<xsd:complexType name="FxAccrualRegion">
<xsd:sequence>
<!--2015-01-08: FpML FX WG: Added an observableReference inside the accrualRegion -->
<xsd:element name="observableReference" type="FxRateObservableReference"/>
<!--2015-01-08: FpML FX WG: Added an observableTime inside the accrualRegion -->
<xsd:group ref="FxAccrualRegionBound.model"/>
<!--2015-01-08: FpML FX WG: Added an optional startDate and endDate in the accrualRegion.-->
<xsd:choice minOccurs="0">
<xsd:sequence>
<xsd:element name="startDate" type="xsd:date"/>
<xsd:element minOccurs="0" name="endDate" type="xsd:date"/>
</xsd:sequence>
<xsd:element name="endDate" type="xsd:date"/>
</xsd:choice>
<xsd:choice minOccurs="0">
<!--2015-01-08: FpML FX WG: need to know the difference with accrualFactor before adding an optional multiplier in the accrualRegion-->
<!--<xsd:element name="accrualFactor" type="xsd:decimal" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">A multiplier applied to the notional amount per fixing of each currency to specify the amount accrued each time the spot rate fixes within the accrual region. If the accrualFactor is omitted, the factor is one.</xsd:documentation>
</xsd:annotation>
</xsd:element>-->
<xsd:element name="accrualFactor" type="Schedule"/>
<xsd:sequence>
<xsd:element name="notionalAmount" type="NonNegativeAmountSchedule"/>
<!--2015-02-05: FpML FX WG: agreed to replace "counterCurrencyAmount" element's "NonNegativeMoney" type with "NonNegativeAmountSchedule" type to support Strips, contract with multiple notionals -->
<!--2015-01-29: FpML FX WG: made element optional to support Average Strike Accrual Option-->
<xsd:element minOccurs="0" name="counterCurrencyAmount" type="FxCounterCurrencyAmount"/>
</xsd:sequence>
</xsd:choice>
</xsd:sequence>
</xsd:complexType>
Content Element Detail (all declarations; defined within this component only; 7/10)
accrualFactor
Type:
Schedule, complex content
A multiplier applied to the notional amount per fixing of each currency to specify the amount accrued each time the spot rate fixes within the accrual region. If the accrualFactor is omitted, the factor is one.
XML Source (w/o annotations (1); see within schema source)
<xsd:element name="accrualFactor" type="Schedule"/>
counterCurrencyAmount
Type:
FxCounterCurrencyAmount, complex content
The opposite currency amount. The counterCurrencyAmount element is only optional if averageStrike component is present, in all other cases this element must be populated.
XML Source (w/o annotations (1); see within schema source)
<xsd:element minOccurs="0" name="counterCurrencyAmount" type="FxCounterCurrencyAmount"/>
endDate
Type:
xsd:date, predefined, simple content
Defines the end date of the observation period for the barrier. If ommitted, the last barrier observation point is understood to be the last fixing date in the fixing schedule.
XML Source (w/o annotations (1); see within schema source)
<xsd:element minOccurs="0" name="endDate" type="xsd:date"/>
endDate
Type:
xsd:date, predefined, simple content
Defines the end date of the observation period for the barrier. If ommitted, the last barrier observation point is understood to be the last fixing date in the fixing schedule.
XML Source (w/o annotations (1); see within schema source)
<xsd:element name="endDate" type="xsd:date"/>
notionalAmount
Type:
NonNegativeAmountSchedule, complex content
Notional amount Schedule. The notional value of the product per settlement period. This number divided by the total number of fixings in the fixing schedule is the amount that is accrued at each fixing if the accrual factor is one.
XML Source (w/o annotations (1); see within schema source)
<xsd:element name="notionalAmount" type="NonNegativeAmountSchedule"/>
observableReference
Type:
FxRateObservableReference, empty content
Identifies the FX rate used as the basis for the condition (the accrual region).
XML Source (w/o annotations (1); see within schema source)
<xsd:element name="observableReference" type="FxRateObservableReference"/>
startDate
Type:
xsd:date, predefined, simple content
Defines the start date of the observation period for the barrier. If ommitted, the first barrier observation point is understood to be the first fixing date in the fxing schedule.
XML Source (w/o annotations (1); see within schema source)
<xsd:element name="startDate" type="xsd:date"/>
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.