complexType "FxAccrualVanillaPayoffRegion"
Namespace:
http://www.fpml.org/FpML-5/confirmation
Content:
complex, 9 elements
Defined:
globally in fpml-fx-accruals-5-8.xsd; see XML source
Includes:
definitions of 4 elements
Used:
at 1 location
Content Model Diagram
XML Representation Summary
<...>
   
Content: 
</...>
Content Model Elements (9):
averageStrike (in vanillaPayoffRegion in fxAccrualForward),
exchangedCurrency1 (defined in FxExchangedCurrency.model group),
exchangedCurrency2 (defined in FxExchangedCurrency.model group),
lowerBound (defined in FxAccrualRegionBound.model group),
payoffCap (in vanillaPayoffRegion in fxAccrualForward),
payoffLeverage (in vanillaPayoffRegion in fxAccrualForward),
strike (in vanillaPayoffRegion in fxAccrualForward),
upperBound (defined in FxAccrualRegionBound.model group),
upperBound (defined in FxAccrualRegionBound.model group)
All Direct / Indirect Based Elements (1):
vanillaPayoffRegion (in fxAccrualForward)
Known Usage Locations
Annotation
A region in which a vanilla payoff occurs.
XML Source (w/o annotations (5); see within schema source)
<xsd:complexType name="FxAccrualVanillaPayoffRegion">
<xsd:sequence>
<xsd:group ref="FxExchangedCurrency.model"/>
<!--2015-02-03: IY: Check why exchangedCurrency2 was optional-->
<!--<xsd:element name="exchangedCurrency1" type="FxCurrencyPayment">
<xsd:annotation>
<xsd:documentation xml:lang="en">The first of two currencies that define each foreign exchange transaction within the structure.</xsd:documentation>
<xsd:appinfo>
<view:override view="transparency" minOccurs="1"/>
<view:override view="recordkeeping" minOccurs="1"/>
</xsd:appinfo>
</xsd:annotation>
</xsd:element>
<xsd:element name="exchangedCurrency2" type="FxCurrencyPayment" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">The second of two currencies that define each foreign exchange transaction within the structure.</xsd:documentation>
<xsd:appinfo>
<view:override view="transparency" minOccurs="1"/>
<view:override view="recordkeeping" minOccurs="1"/>
</xsd:appinfo>
</xsd:annotation>
</xsd:element>-->
<xsd:choice>
<xsd:element name="strike" type="FxForwardStrikePrice"/>
<!--2015-01-29: FpML FX WG: added support for Average Strike Accrual Forward.
averageStrike is a property of a payoff region in a choice with strike-->
<xsd:element name="averageStrike" type="FxAverageStrike"/>
</xsd:choice>
<!--upperBound and lowerBound are both optional - as in the target, where there is only one vanillaPayoffRegion, neither would be used-->
<xsd:group minOccurs="0" ref="FxAccrualRegionBound.model"/>
<!--<xsd:element name="leverage" type="FxLeverage" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">Notional leverage.</xsd:documentation>
</xsd:annotation>
</xsd:element>-->
<!--2015-01-15: FpML FX WG: moved after "accrualKnockoutBarrier"; renamed from "leverage"; changed cardinality from [0..unbounded]-->
<!--2015-01-15: FpML FX WG: Add leverage - Condition, Level, Choice of ratio or notionalAmount-->
<xsd:element minOccurs="0" name="payoffLeverage" type="FxAccrualPayoffLeverage"/>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="payoffCap" type="FxPayoffCap"/>
</xsd:sequence>
</xsd:complexType>
Content Element Detail (all declarations; defined within this component only; 4/9)
averageStrike
Type:
FxAverageStrike, complex content
Average Strike Forward: means the average of the Reference Spot Rate on each Business Day from and including the Calculation Start Date up to and including the Calculation End Date rounded to the precision decimal places.
XML Source (w/o annotations (1); see within schema source)
<xsd:element name="averageStrike" type="FxAverageStrike"/>
payoffCap
Type:
FxPayoffCap, complex content
The amount of gain on the client upside or firm upside is limited. If spot settles above the cap, or below the floor, the payout is adjusted to limit the gain. The adjustment may be made by varying the strike, or by maintaining the strike, but varying the payout notionals.
XML Source (w/o annotations (1); see within schema source)
<xsd:element maxOccurs="unbounded" minOccurs="0" name="payoffCap" type="FxPayoffCap"/>
payoffLeverage
Type:
FxAccrualPayoffLeverage, complex content
These structures define a leverage multiplier to the payoff amounts at settlement points.
XML Source (w/o annotations (1); see within schema source)
<xsd:element minOccurs="0" name="payoffLeverage" type="FxAccrualPayoffLeverage"/>
strike
Type:
FxForwardStrikePrice, complex content
The rate of exchange between the two currencies.
XML Source (w/o annotations (1); see within schema source)
<xsd:element name="strike" type="FxForwardStrikePrice"/>
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.