Drilldown into FxOptionLeg Drilldown into FxOptionLeg Drilldown into FxOptionLeg Drilldown into FxOptionLeg Drilldown into FxOptionLeg Drilldown into FxOptionLeg Drilldown into FxOptionLeg Drilldown into FxOptionLeg Drilldown into FxOptionLeg Drilldown into FxOptionLeg Drilldown into FxOptionLeg Drilldown into FxOptionLeg Drilldown into FxOptionLeg Drilldown into FxOptionLeg Drilldown into FxOptionLeg Drilldown into FxOptionLeg Drilldown into FxOptionLeg
Definition Type Complex Type
Name FxOptionLeg
Namespace http://www.fpml.org/FpML-5-0/confirmation
Type fpml:Product
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.
XSD Schema fpml-fx-5-0.xsd
Collapse XSD Schema Diagram
XSD Diagram of FxOptionLeg
Collapse XSD Schema Code
<xsd:complexType name="FxOptionLeg" >
  <xsd:annotation>
    <xsd:documentation xmlns:xml="http://www.w3.org/XML/1998/namespace" 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 xmlns:xml="http://www.w3.org/XML/1998/namespace" 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 xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">The manner in which the option can be exercised.</xsd:documentation>
          </xsd:annotation>

        </xsd:element>

        <xsd:element minOccurs="0" maxOccurs="unbounded" name="fxOptionPremium" type="FxOptionPremium">
          <xsd:annotation>
            <xsd:documentation xmlns:xml="http://www.w3.org/XML/1998/namespace" 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 xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">The date on which both currencies traded will settle.</xsd:documentation>
          </xsd:annotation>

        </xsd:element>

        <xsd:element minOccurs="0" name="cashSettlementTerms" type="FxCashSettlement">
          <xsd:annotation>
            <xsd:documentation xmlns:xml="http://www.w3.org/XML/1998/namespace" 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 xmlns:xml="http://www.w3.org/XML/1998/namespace" 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 xmlns:xml="http://www.w3.org/XML/1998/namespace" 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 xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">TBA</xsd:documentation>
          </xsd:annotation>

        </xsd:element>

        <xsd:element minOccurs="0" name="quotedAs" type="QuotedAs">
          <xsd:annotation>
            <xsd:documentation xmlns:xml="http://www.w3.org/XML/1998/namespace" 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
Collapse Child Attributes
Name Type Default Value Use
Collapse Derivation Tree
fpml:Product
    FxOptionLeg
        fpml:FxBarrierOption
            fpml:fxBarrierOption
        fpml:fxSimpleOption
Collapse References
fpml:FxBarrierOption , fpml:fxSimpleOption
Generated using Liquid XML Studio Designer Edition 8.0.4.1955 by Liquid Technologies Ltd