element <fxAccrualOption> (global) | XML Schema Documentation

element <fxAccrualOption> (global)

Namespace:	http://www.fpml.org/FpML-5/recordkeeping
Type:	FxAccrualOption
Content:	complex, 1 attribute, 26 elements
Subst.Gr:	may substitute for element product
Defined:	globally in fpml-fx-accruals-5-8.xsd; see XML source
Used:	never

Content Model Diagram

XML Representation Summary

<fxAccrualOption

=

xsd:ID

>

Content:

(primaryAssetClass, secondaryAssetClass*, ((productType+, productId*) | productId+), embeddedOptionType[0..2])?, buyerPartyReference, buyerAccountReference?, sellerPartyReference, sellerAccountReference?, putCurrency, callCurrency, notionalAmount, accrual, (expiryDate | expirySchedule), (settlementDate | settlementSchedule), exerciseProcedure?, spotRate?, ((strike, counterCurrencyAmount?) | averageStrike), averageRate?, barrier*, premium+

</fxAccrualOption>

Content model elements (26):

accrual (in fxAccrualOption),

averageRate (in fxAccrualOption),

averageStrike (in fxAccrualOption),

barrier (in fxAccrualOption),

buyerAccountReference (defined in BuyerSeller.model group),

buyerPartyReference (defined in BuyerSeller.model group),

counterCurrencyAmount (in fxAccrualOption),

embeddedOptionType,

exerciseProcedure (in fxAccrualOption),

expiryDate (defined in FxExpiryDateOrSchedule.model group),

expirySchedule (defined in FxExpiryDateOrSchedule.model group),

notionalAmount (in fxAccrualOption),

premium (in fxAccrualOption),

primaryAssetClass (defined in Product.model group),

productId (defined in Product.model group),

productId (defined in Product.model group),

productType (defined in Product.model group),

secondaryAssetClass (defined in Product.model group),

sellerAccountReference (defined in BuyerSeller.model group),

sellerPartyReference (defined in BuyerSeller.model group),

settlementDate (defined in FxSettlementDateOrSchedule.model group),

settlementSchedule (defined in FxSettlementDateOrSchedule.model group),

spotRate (in fxAccrualOption),

strike (in fxAccrualOption)

May be included in elements by substitutions (18):

oldTrade (in change),

oldTrade (in novation),

originalTrade (defined in TradeChangeBase complexType),

originalTrade (in optionExercise),

originalTrade (in optionExpiry),

physicalSettlement (in optionExercise),

resultingTrade (defined in TradeChangeBase complexType),

resultingTrade (in physicalSettlement in optionExercise),

trade (defined in DataDocument complexType),

trade (defined in TradeValuationItem complexType),

trade (in affectedTransactions),

trade (in amendment),

trade (in change),

trade (in nonpublicExecutionReport),

trade (in nonpublicExecutionReportRetracted)

Annotation

A structured option product which consists of a strip of accrual options. Each Option may be settled as an exchange of currencies or cash settled. At each settlement, the amount of gain that one party achieves is measured. The product has a target level of gain. Once the accumulated gain exceeds the target level, the product terminates and there are no further settlements.

XML Source (w/o annotations (1); see within schema source)

<xsd:element name="fxAccrualOption" substitutionGroup="product" type="FxAccrualOption"/>

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.