Financial products Markup Language (FpML®) Generated using Liquid XML Studio Developer Edition Liquid XML Studio Designer Edition 9.0.0.2715
Definition Type: ComplexType
Name: FXOptionLeg
Namespace: http://www.fpml.org/2003/FpML-4-0
Type: nsA:Product
Containing Schema: fpml-fx-4-0.xsd
Abstract False
Documentation:
A type that is used for describing a standard FX OTC option (European or American) which may be a complete trade in its own right or part of a trade strategy.
Collapse XSD Schema Diagram:
Drilldown into quotedAs Drilldown into fxStrikePrice Drilldown into callCurrencyAmount Drilldown into putCurrencyAmount Drilldown into cashSettlementTerms Drilldown into valueDate Drilldown into fxOptionPremium Drilldown into exerciseStyle Drilldown into expiryDateTime Drilldown into sellerPartyReference Drilldown into buyerPartyReference Drilldown into id Drilldown into productId Drilldown into productType Drilldown into ProductXSD Diagram of FXOptionLeg
Collapse XSD Schema Code: 
<xsd:complexType name="FXOptionLeg">
    <xsd:annotation>
        <xsd:documentation xml:lang="en">A type that is used for describing a standard FX OTC option (European or American) which may be a complete trade in its own right or part of a trade strategy.</xsd:documentation>
    </xsd:annotation>
    <xsd:complexContent>
        <xsd:extension base="Product">
            <xsd:sequence>
                <xsd:group ref="BuyerSeller.model" />
                <xsd:element name="expiryDateTime" type="ExpiryDateTime">
                    <xsd:annotation>
                        <xsd:documentation xml:lang="en">The date and time in a location of the option expiry. In the case of american options this is the latest possible expiry date and time.</xsd:documentation>
                    </xsd:annotation>
                </xsd:element>
                <xsd:element name="exerciseStyle" type="ExerciseStyleEnum">
                    <xsd:annotation>
                        <xsd:documentation xml:lang="en">The manner in which the option can be exercised.</xsd:documentation>
                    </xsd:annotation>
                </xsd:element>
                <xsd:element name="fxOptionPremium" type="FXOptionPremium" minOccurs="0" maxOccurs="unbounded">
                    <xsd:annotation>
                        <xsd:documentation xml:lang="en">Premium amount or premium installment amount for an option.</xsd:documentation>
                    </xsd:annotation>
                </xsd:element>
                <xsd:element name="valueDate" type="xsd:date">
                    <xsd:annotation>
                        <xsd:documentation xml:lang="en">The date on which both currencies traded will settle.</xsd:documentation>
                    </xsd:annotation>
                </xsd:element>
                <xsd:element name="cashSettlementTerms" type="FXCashSettlement" minOccurs="0">
                    <xsd:annotation>
                        <xsd:documentation xml:lang="en">This optional element is only used if an option has been specified at execution time to be settled into a single cash payment. This would be used for a non-deliverable option.</xsd:documentation>
                    </xsd:annotation>
                </xsd:element>
                <xsd:element name="putCurrencyAmount" type="Money">
                    <xsd:annotation>
                        <xsd:documentation xml:lang="en">The currency amount that the option gives the right to sell.</xsd:documentation>
                    </xsd:annotation>
                </xsd:element>
                <xsd:element name="callCurrencyAmount" type="Money">
                    <xsd:annotation>
                        <xsd:documentation xml:lang="en">The currency amount that the option gives the right to buy.</xsd:documentation>
                    </xsd:annotation>
                </xsd:element>
                <xsd:element name="fxStrikePrice" type="FXStrikePrice">
                    <xsd:annotation>
                        <xsd:documentation xml:lang="en">TBA</xsd:documentation>
                    </xsd:annotation>
                </xsd:element>
                <xsd:element name="quotedAs" type="QuotedAs" minOccurs="0">
                    <xsd:annotation>
                        <xsd:documentation xml:lang="en">Describes how the option was quoted.</xsd:documentation>
                    </xsd:annotation>
                </xsd:element>
            </xsd:sequence>
        </xsd:extension>
    </xsd:complexContent>
</xsd:complexType>
Collapse Child Elements:
Name Type Min Occurs Max Occurs
productType nsA:productType 0 (1)
productId nsA:productId 0 unbounded
buyerPartyReference nsA:buyerPartyReference (1) (1)
sellerPartyReference nsA:sellerPartyReference (1) (1)
expiryDateTime nsA:expiryDateTime (1) (1)
exerciseStyle nsA:exerciseStyle (1) (1)
fxOptionPremium nsA:fxOptionPremium 0 unbounded
valueDate nsA:valueDate (1) (1)
cashSettlementTerms nsA:cashSettlementTerms 0 (1)
putCurrencyAmount nsA:putCurrencyAmount (1) (1)
callCurrencyAmount nsA:callCurrencyAmount (1) (1)
fxStrikePrice nsA:fxStrikePrice (1) (1)
quotedAs nsA:quotedAs 0 (1)
<xs:group> nsA:BuyerSeller.model (1) (1)
Collapse Child Attributes:
Name Type Default Value Use
id nsA:id (Optional)
Collapse Derivation Tree:
Collapse References:
nsA:FXBarrierOption, nsA:fxSimpleOption
Collapse Comments:
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Generated using Liquid XML Studio Developer Edition Liquid XML Studio Designer Edition 9.0.0.2715 - byLiquid Technologies Ltd