Documentation for Financial products Markup Language (FpML®)
Definition Type: ComplexType
Name: FxAccrualDigitalOption
Namespace: http://www.fpml.org/FpML-5/recordkeeping
Type: nsD:Option
Containing Schema: fpml-fx-accruals-5-10.xsd
Abstract
Documentation:
An FX Accrual Digital Option product The product defines a list of fixing (or observation) dates. There are m total fixings. At the expiry date of the product, the buyer of the option has the right to an FX settlement with n/m * Notional. Payout can be cash or physical.
Collapse XSD Schema Diagram:
Drilldown into premium in schema fpml-fx-accruals-5-10_xsd1 Drilldown into barrier in schema fpml-fx-accruals-5-10_xsd1 Drilldown into trigger in schema fpml-fx-accruals-5-10_xsd1 Drilldown into exerciseProcedure in schema fpml-fx-accruals-5-10_xsd1 Drilldown into settlementSchedule in schema fpml-fx-accruals-5-10_xsd1 Drilldown into settlementDate in schema fpml-fx-accruals-5-10_xsd1 Drilldown into FxSettlementDateOrSchedule.model in schema fpml-fx-accruals-5-10_xsd1 Drilldown into expirySchedule in schema fpml-fx-accruals-5-10_xsd1 Drilldown into expiryDate in schema fpml-fx-accruals-5-10_xsd1 Drilldown into FxExpiryDateOrSchedule.model in schema fpml-fx-accruals-5-10_xsd1 Drilldown into accrual in schema fpml-fx-accruals-5-10_xsd1 Drilldown into notionalAmount in schema fpml-fx-accruals-5-10_xsd1 Drilldown into sellerAccountReference in schema fpml-shared-5-10_xsd3 Drilldown into sellerPartyReference in schema fpml-shared-5-10_xsd3 Drilldown into buyerAccountReference in schema fpml-shared-5-10_xsd3 Drilldown into buyerPartyReference in schema fpml-shared-5-10_xsd3 Drilldown into BuyerSeller.model in schema fpml-shared-5-10_xsd3 Drilldown into embeddedOptionType in schema fpml-shared-5-10_xsd3 Drilldown into productId in schema fpml-shared-5-10_xsd3 Drilldown into productId in schema fpml-shared-5-10_xsd3 Drilldown into productType in schema fpml-shared-5-10_xsd3 Drilldown into secondaryAssetClass in schema fpml-shared-5-10_xsd3 Drilldown into primaryAssetClass in schema fpml-shared-5-10_xsd3 Drilldown into Product.model in schema fpml-shared-5-10_xsd3 Drilldown into id in schema fpml-shared-5-10_xsd3 Drilldown into Product in schema fpml-shared-5-10_xsd3 Drilldown into Option in schema fpml-option-shared-5-10_xsd2XSD Diagram of FxAccrualDigitalOption in schema fpml-fx-accruals-5-10_xsd1 (Financial products Markup Language (FpML®))
Collapse XSD Schema Code: 
<xsd:complexType name="FxAccrualDigitalOption">
    <xsd:annotation>
        <xsd:documentation xml:lang="en">An FX Accrual Digital Option product The product defines a list of fixing (or observation) dates. There are m total fixings. At the expiry date of the product, the buyer of the option has the right to an FX settlement with n/m * Notional. Payout can be cash or physical.</xsd:documentation>
    </xsd:annotation>
    <xsd:complexContent>
        <xsd:extension base="Option">
            <xsd:sequence>
                <xsd:element name="notionalAmount" type="NonNegativeAmountSchedule">
                    <xsd:annotation>
                        <xsd:documentation xml:lang="en">Notional amount Schedule. The notional value of the product. This number divided by the total number of fixings in the fixing schedule is the amount that is accrued at each fixing if the accrual factor is one.</xsd:documentation>
                    </xsd:annotation>
                </xsd:element>
                <xsd:element name="accrual" type="FxAccrual">
                    <xsd:annotation>
                        <xsd:documentation xml:lang="en">Describes accrual features within the product.</xsd:documentation>
                    </xsd:annotation>
                </xsd:element>
                <xsd:group ref="FxExpiryDateOrSchedule.model">
                    <xsd:annotation>
                        <xsd:documentation xml:lang="en">Defines the expiry/observation date or schedule of the accrual product. The default dates' adjustments are as specified in the definitions.</xsd:documentation>
                    </xsd:annotation>
                </xsd:group>
                <xsd:group ref="FxSettlementDateOrSchedule.model">
                    <xsd:annotation>
                        <xsd:documentation xml:lang="en">Defines the settlement/payment date or schedule of the accrual product. The default dates' adjustments are as specified in the definitions.</xsd:documentation>
                    </xsd:annotation>
                </xsd:group>
                <xsd:element name="exerciseProcedure" type="ExerciseProcedure" minOccurs="0">
                    <xsd:annotation>
                        <xsd:documentation xml:lang="en">A set of parameters defining procedures associated with the exercise.</xsd:documentation>
                    </xsd:annotation>
                </xsd:element>
                <xsd:element name="trigger" type="FxAccrualTrigger">
                    <xsd:annotation>
                        <xsd:documentation xml:lang="en">Defines one or more conditions under which the option will payout if exercisable.</xsd:documentation>
                    </xsd:annotation>
                </xsd:element>
                <xsd:element name="barrier" type="FxAccrualBarrier" minOccurs="0" maxOccurs="unbounded">
                    <xsd:annotation>
                        <xsd:documentation xml:lang="en">Defines a knockout barrier conditions where if a barrier event occurs, the accrual process is terminated for the duration of all remaining accrual periods. Settlement rights for the next settlement are either retained or extinguished.</xsd:documentation>
                    </xsd:annotation>
                </xsd:element>
                <xsd:element name="premium" type="FxOptionPremium" minOccurs="0" maxOccurs="unbounded">
                    <xsd:annotation>
                        <xsd:documentation xml:lang="en">Premium amount or premium installment amount for an option.</xsd:documentation>
                    </xsd:annotation>
                </xsd:element>
            </xsd:sequence>
        </xsd:extension>
    </xsd:complexContent>
</xsd:complexType>
Collapse Child Elements:
Name Type Min Occurs Max Occurs
primaryAssetClass nsD:primaryAssetClass (1) (1)
secondaryAssetClass nsD:secondaryAssetClass 0 unbounded
productType nsD:productType (1) unbounded
productId nsD:productId 0 unbounded
productId nsD:productId (1) unbounded
embeddedOptionType nsD:embeddedOptionType 0 2
buyerPartyReference nsD:buyerPartyReference (1) (1)
buyerAccountReference nsD:buyerAccountReference 0 (1)
sellerPartyReference nsD:sellerPartyReference (1) (1)
sellerAccountReference nsD:sellerAccountReference 0 (1)
notionalAmount nsD:notionalAmount (1) (1)
accrual nsD:accrual (1) (1)
expiryDate nsD:expiryDate (1) (1)
expirySchedule nsD:expirySchedule (1) (1)
settlementDate nsD:settlementDate (1) (1)
settlementSchedule nsD:settlementSchedule (1) (1)
exerciseProcedure nsD:exerciseProcedure 0 (1)
trigger nsD:trigger (1) (1)
barrier nsD:barrier 0 unbounded
premium nsD:premium 0 unbounded
<xs:group> nsD:BuyerSeller.model (1) (1)
<xs:group> nsD:FxExpiryDateOrSchedule.model (1) (1)
<xs:group> nsD:FxSettlementDateOrSchedule.model (1) (1)
Collapse Child Attributes:
Name Type Default Value Use
id nsD:id (Optional)
Collapse Derivation Tree:
Collapse References:
nsD:fxAccrualDigitalOption
Documentation for Financial products Markup Language (FpML®)

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