complexType "FxPayoffCap"
Namespace:
Content:
complex, 3 elements
Defined:
Includes:
definitions of 3 elements
Used:
Content Model Diagram
XML Representation Summary
<...>
   
Content: 
</...>
Content Model Elements (3):
condition (defined in FxPayoffCap complexType),
rate (defined in FxPayoffCap complexType),
settlementAdjustmentStyle (defined in FxPayoffCap complexType)
All Direct / Indirect Based Elements (2):
payoffCap (defined in FxVanillaPayoffRegion complexType),
Known Usage Locations
Annotation
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 (4); see within schema source)
<xsd:complexType name="FxPayoffCap">
<xsd:sequence>
<xsd:element name="condition" type="ConditionEnum"/>
<xsd:element name="rate" type="Schedule"/>
</xsd:sequence>
</xsd:complexType>
Content Element Detail (all declarations; defined within this component only; 3/3)
condition
Type:
ConditionEnum, simple content
Condition in which Cap or Floor applies.
Simple Content
enumeration of xsd:token
Enumeration:
"AtOrAbove"
 - 
The event rate must be greater than or equal to the specified trigger rate.
"AtOrBelow"
 - 
The event rate must be less than or equal to the specified trigger rate.
"Above"
 - 
The event rate must be greater than the specified trigger rate.
"Below"
 - 
The event rate must be less than the specified trigger rate.
minLength:
0
XML Source (w/o annotations (1); see within schema source)
<xsd:element name="condition" type="ConditionEnum"/>

rate
Type:
Schedule, complex content
Cap/Floor rate.
XML Source (w/o annotations (1); see within schema source)
<xsd:element name="rate" type="Schedule"/>

settlementAdjustmentStyle
Type:
The Settlement Adjustment Style can be VariedStrike or VariedNotional.
Simple Content
enumeration of xsd:token
Enumeration:
"VariedStrike", "VariedNotional"
minLength:
0
XML Source (w/o annotations (1); see within schema source)

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.