FpML Issues Tracker

A new PartialExercise.model group has been created:

A pointer style reference to the associated notional schedule defined elsewhere in the document.




A notional amount which restricts the amount of notional that can be exercised when partial exercise or multiple exercise is applicable. The integral multiple amount defines a lower limit of notional that can be exercised and also defines a unit multiple of notional that can be exercised, i.e. only integer multiples of this amount can be exercised.




The minimum notional amount that can be exercised on a given exercise date. See multipleExercise.

Multiple Exercise references now this group:

A type definint multiple exercise. As defining in the 200 ISDA Definitions, Section 12.4. Multiple Exercise, the buyer of the option has the right to exercise all or less than all the unexercised notional amount of the underlying swap on one or more days in the exercise period, but on any such day may not exercise less than the minimum notional amount or more than the maximum notional amount, and if an integral multiple amount is specified, the notional exercised must be equal to or, be an integral multiple of, the integral multiple amount.





The maximum notional amount that can be exercised on a given exercise date.