Documentation for Financial products Markup Language (FpML®)
Definition Type: Element
Name: fxAccrualDigitalOption
Namespace: http://www.fpml.org/FpML-5/transparency
Type: nsF:FxAccrualDigitalOption
Containing Schema: fpml-fx-accruals-5-10.xsd
Abstract
Documentation:
A structured option product which consists of a single digital option or a strip of digital options. At each settlement the settled amounts are a fraction of the notional amount for that settlement period calculated as the number of fixings which fall within accrual regions divided by the total number of fixings in the settlement period.
Collapse XSD Schema Diagram:
Drilldown into premium in schema fpml-fx-accruals-5-10_xsd3 Drilldown into trigger in schema fpml-fx-accruals-5-10_xsd3 Drilldown into expirySchedule in schema fpml-fx-accruals-5-10_xsd3 Drilldown into expiryDate in schema fpml-fx-accruals-5-10_xsd3 Drilldown into FxExpiryDateOrSchedule.model in schema fpml-fx-accruals-5-10_xsd3 Drilldown into accrual in schema fpml-fx-accruals-5-10_xsd3 Drilldown into notionalAmount in schema fpml-fx-accruals-5-10_xsd3 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 FxAccrualDigitalOption in schema fpml-fx-accruals-5-10_xsd3XSD Diagram of fxAccrualDigitalOption in schema fpml-fx-accruals-5-10_xsd3 (Financial products Markup Language (FpML®))
Collapse XSD Schema Code: 
<xsd:element name="fxAccrualDigitalOption" type="FxAccrualDigitalOption" substitutionGroup="product">
    <xsd:annotation>
        <xsd:documentation xml:lang="en">A structured option product which consists of a single digital option or a strip of digital options. At each settlement the settled amounts are a fraction of the notional amount for that settlement period calculated as the number of fixings which fall within accrual regions divided by the total number of fixings in the settlement period.</xsd:documentation>
    </xsd:annotation>
</xsd:element>
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)
notionalAmount nsF:notionalAmount (1) (1)
accrual nsF:accrual (1) (1)
expiryDate nsF:expiryDate (1) (1)
expirySchedule nsF:expirySchedule (1) (1)
trigger nsF:trigger (1) (1)
premium nsF:premium 0 unbounded
<xs:group> nsF:BuyerSeller.model (1) (1)
<xs:group> nsF:FxExpiryDateOrSchedule.model (1) (1)
Collapse Child Attributes:
Name Type Default Value Use
id nsF:id (Optional)
Collapse Derivation Tree:
Collapse References:
nsF:product
Documentation for Financial products Markup Language (FpML®)

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