Documentation for Financial products Markup Language (FpML®)
Definition Type: ComplexType
Name: AutomaticExercise
Namespace: http://www.fpml.org/FpML-5/recordkeeping
Containing Schema: fpml-shared-5-10.xsd
Abstract
Documentation:
A type to define automatic exercise of a swaption. With automatic exercise the option is deemed to have exercised if it is in the money by more than the threshold amount on the exercise date.
Collapse XSD Schema Diagram:
Drilldown into thresholdRate in schema fpml-shared-5-10_xsd3XSD Diagram of AutomaticExercise in schema fpml-shared-5-10_xsd3 (Financial products Markup Language (FpML®))
Collapse XSD Schema Code: 
<xsd:complexType name="AutomaticExercise">
    <xsd:annotation>
        <xsd:documentation xml:lang="en">A type to define automatic exercise of a swaption. With automatic exercise the option is deemed to have exercised if it is in the money by more than the threshold amount on the exercise date.</xsd:documentation>
    </xsd:annotation>
    <xsd:sequence>
        <xsd:element name="thresholdRate" type="xsd:decimal" minOccurs="0">
            <xsd:annotation>
                <xsd:documentation xml:lang="en">A threshold rate. The threshold of 0.10% would be represented as 0.001</xsd:documentation>
            </xsd:annotation>
        </xsd:element>
    </xsd:sequence>
</xsd:complexType>
Collapse Child Elements:
Name Type Min Occurs Max Occurs
thresholdRate nsD:thresholdRate 0 (1)
Collapse Derivation Tree:
Collapse References:
nsD:automaticExercise
Documentation for Financial products Markup Language (FpML®)

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