Documentation for Financial products Markup Language (FpML®)
Definition Type: ComplexType
Name: CreditDefaultSwapOption
Namespace: http://www.fpml.org/FpML-5/transparency
Type: nsF:OptionBaseExtended
Containing Schema: fpml-cd-5-10.xsd
Abstract
Documentation:
A complex type to support the credit default swap option.
Collapse XSD Schema Diagram:
Drilldown into creditDefaultSwap in schema fpml-cd-5-10_xsd4 Drilldown into strike in schema fpml-cd-5-10_xsd4 Drilldown into numberOfOptions in schema fpml-option-shared-5-10_xsd4 Drilldown into entitlementCurrency in schema fpml-option-shared-5-10_xsd4 Drilldown into optionEntitlement in schema fpml-option-shared-5-10_xsd4 Drilldown into OptionDenomination.model in schema fpml-option-shared-5-10_xsd4 Drilldown into notionalAmount in schema fpml-option-shared-5-10_xsd4 Drilldown into notionalReference in schema fpml-option-shared-5-10_xsd4 Drilldown into exercise in schema fpml-shared-5-10_xsd5 Drilldown into premium in schema fpml-option-shared-5-10_xsd4 Drilldown into optionType in schema fpml-option-shared-5-10_xsd4 Drilldown into sellerPartyReference in schema fpml-shared-5-10_xsd5 Drilldown into buyerPartyReference in schema fpml-shared-5-10_xsd5 Drilldown into BuyerSeller.model in schema fpml-shared-5-10_xsd5 Drilldown into embeddedOptionType in schema fpml-shared-5-10_xsd5 Drilldown into productId in schema fpml-shared-5-10_xsd5 Drilldown into productType in schema fpml-shared-5-10_xsd5 Drilldown into secondaryAssetClass in schema fpml-shared-5-10_xsd5 Drilldown into primaryAssetClass in schema fpml-shared-5-10_xsd5 Drilldown into Product.model in schema fpml-shared-5-10_xsd5 Drilldown into id in schema fpml-shared-5-10_xsd5 Drilldown into Product in schema fpml-shared-5-10_xsd5 Drilldown into Option in schema fpml-option-shared-5-10_xsd4 Drilldown into OptionBase in schema fpml-option-shared-5-10_xsd4 Drilldown into OptionBaseExtended in schema fpml-option-shared-5-10_xsd4XSD Diagram of CreditDefaultSwapOption in schema fpml-cd-5-10_xsd4 (Financial products Markup Language (FpML®))
Collapse XSD Schema Code: 
<xsd:complexType name="CreditDefaultSwapOption">
    <xsd:annotation>
        <xsd:documentation xml:lang="en">A complex type to support the credit default swap option.</xsd:documentation>
    </xsd:annotation>
    <xsd:complexContent>
        <xsd:extension base="OptionBaseExtended">
            <xsd:sequence>
                <xsd:element name="strike" type="CreditOptionStrike">
                    <xsd:annotation>
                        <xsd:documentation xml:lang="en">Specifies the strike of the option on credit default swap.</xsd:documentation>
                    </xsd:annotation>
                </xsd:element>
                <xsd:element name="creditDefaultSwap" type="LimitedCreditDefaultSwap" />
            </xsd:sequence>
        </xsd:extension>
    </xsd:complexContent>
</xsd:complexType>
Collapse Child Elements:
Name Type Min Occurs Max Occurs
primaryAssetClass nsF:primaryAssetClass 0 (1)
secondaryAssetClass nsF:secondaryAssetClass 0 unbounded
productType nsF:productType 0 unbounded
productId nsF:productId 0 unbounded
embeddedOptionType nsF:embeddedOptionType 0 2
buyerPartyReference nsF:buyerPartyReference 0 (1)
sellerPartyReference nsF:sellerPartyReference 0 (1)
optionType nsF:optionType (1) (1)
premium nsF:premium 0 (1)
exercise nsF:exercise (1) (1)
notionalReference nsF:notionalReference (1) (1)
notionalAmount nsF:notionalAmount (1) (1)
optionEntitlement nsF:optionEntitlement 0 (1)
entitlementCurrency nsF:entitlementCurrency 0 (1)
numberOfOptions nsF:numberOfOptions 0 (1)
strike nsF:strike (1) (1)
creditDefaultSwap nsF:creditDefaultSwap (1) (1)
<xs:group> nsF:BuyerSeller.model (1) (1)
<xs:group> nsF:OptionDenomination.model 0 (1)
Collapse Child Attributes:
Name Type Default Value Use
id nsF:id (Optional)
Collapse Derivation Tree:
Collapse References:
nsF:creditDefaultSwapOption
Documentation for Financial products Markup Language (FpML®)

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