Definition Type: Group
Name: FxAccrualConditionLevel.model
Namespace: http://www.fpml.org/FpML-5/reporting
Containing Schema: fpml-fx-accruals-5-10.xsd
Documentation:
Conditions can be expressed in different ways: as a specific level, or a reference to a strike, or a reference to an average strike in FxAccrualForward and FxAccrualOption, or a reference to a trigger in FxDigitalOption.
Collapse XSD Schema Diagram:
Drilldown into triggerReference in schema fpml-fx-accruals-5-10_xsd2 Drilldown into averageStrikeReference in schema fpml-fx-accruals-5-10_xsd2 Drilldown into strikeReference in schema fpml-fx-accruals-5-10_xsd2 Drilldown into quoteBasis in schema fpml-fx-accruals-5-10_xsd2 Drilldown into level in schema fpml-fx-accruals-5-10_xsd2XSD Diagram of FxAccrualConditionLevel.model in schema fpml-fx-accruals-5-10_xsd2 (Financial products Markup Language (FpML®))
Collapse XSD Schema Code:
<xsd:group name="FxAccrualConditionLevel.model">
    <xsd:annotation>
        <xsd:documentation xml:lang="en">Conditions can be expressed in different ways: as a specific level, or a reference to a strike, or a reference to an average strike in FxAccrualForward and FxAccrualOption, or a reference to a trigger in FxDigitalOption.</xsd:documentation>
    </xsd:annotation>
    <xsd:choice>
        <xsd:sequence>
            <xsd:element name="level" type="FxLevel" minOccurs="0">
                <xsd:annotation>
                    <xsd:documentation xml:lang="en">Level expressed as a level.</xsd:documentation>
                </xsd:annotation>
            </xsd:element>
            <xsd:element name="quoteBasis" type="QuoteBasisEnum" minOccurs="0">
                <xsd:annotation>
                    <xsd:documentation xml:lang="en">The Quoted Currency Pair that is used accross the product.</xsd:documentation>
                </xsd:annotation>
            </xsd:element>
        </xsd:sequence>
        <xsd:element name="strikeReference" type="FxAccrualStrikeReference">
            <xsd:annotation>
                <xsd:documentation xml:lang="en">Reference to a strike defined within the FxAccrualForward and FxAccrualOption products.</xsd:documentation>
            </xsd:annotation>
        </xsd:element>
        <xsd:element name="averageStrikeReference" type="FxAccrualAverageStrikeReference">
            <xsd:annotation>
                <xsd:documentation xml:lang="en">Reference to an average rate defined within the FxAccrualForward and FxAccrualOption products.</xsd:documentation>
            </xsd:annotation>
        </xsd:element>
        <xsd:element name="triggerReference" type="FxAccrualTriggerReference">
            <xsd:annotation>
                <xsd:documentation xml:lang="en">Reference to a trigger defined within the FxAccrualDigitalOption product.</xsd:documentation>
            </xsd:annotation>
        </xsd:element>
    </xsd:choice>
</xsd:group>
Collapse Child Elements:
Name Type Min Occurs Max Occurs
level nsE:level 0 (1)
quoteBasis nsE:quoteBasis 0 (1)
strikeReference nsE:strikeReference (1) (1)
averageStrikeReference nsE:averageStrikeReference (1) (1)
triggerReference nsE:triggerReference (1) (1)