Drilldown into CashPriceMethod Drilldown into CashPriceMethod Drilldown into CashPriceMethod
Definition Type Complex Type
Name CashPriceMethod
Namespace http://www.fpml.org/2003/FpML-4-0
Abstract False
Documentation A type defining the parameters necessary for each of the ISDA cash price methods for cash settlement.
XSD Schema fpml-ird-4-0.xsd
Collapse XSD Schema Diagram
XSD Diagram of CashPriceMethod
Collapse XSD Schema Code
<xsd:complexType name="CashPriceMethod" >
  <xsd:annotation>
    <xsd:documentation xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">A type defining the parameters necessary for each of the ISDA cash price methods for cash settlement.</xsd:documentation>
  </xsd:annotation>

  <xsd:sequence>
    <xsd:element minOccurs="0" name="cashSettlementReferenceBanks" type="CashSettlementReferenceBanks">
      <xsd:annotation>
        <xsd:documentation xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">A container for a set of reference institutions. These reference institutions may be called upon to provide rate quotations as part of the method to determine the applicable cash settlement amount. If institutions are not specified, it is assumed that reference institutions will be agreed between the parties on the exercise date, or in the case of swap transaction to which mandatory early termination is applicable, the cash settlement valuation date.</xsd:documentation>
      </xsd:annotation>

    </xsd:element>

    <xsd:element name="cashSettlementCurrency" type="Currency">
      <xsd:annotation>
        <xsd:documentation xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">The currency in which the cash settlement amount will be calculated and settled.</xsd:documentation>
      </xsd:annotation>

    </xsd:element>

    <xsd:element name="quotationRateType" type="QuotationRateTypeEnum">
      <xsd:annotation>
        <xsd:documentation xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">Which rate quote is to be observed, either Bid, Mid, Offer or Exercising Party Pays. The meaning of Exercising Party Pays is defined in the 2000 ISDA Definitions, Section 17.2. Certain Definitions Relating to Cash Settlement, paragraph (j)</xsd:documentation>
      </xsd:annotation>

    </xsd:element>

  </xsd:sequence>

</xsd:complexType>
Collapse Child Elements
Name Type Min Occurs Max Occurs
Collapse Derivation Tree
[No Sub Types]
CashPriceMethod
    nsA:cashPriceAlternateMethod
    nsA:cashPriceMethod
Collapse References
nsA:cashPriceAlternateMethod , nsA:cashPriceMethod
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