Documentation for Financial products Markup Language (FpML®)
Definition Type: ComplexType
Name: FxRangeAccrual
Namespace: http://www.fpml.org/FpML-5/confirmation
Type: nsA:Product
Containing Schema: fpml-fx-accruals-5-10.xsd
Abstract
Documentation:
An FX Range Accrual product. A strip of Digital Options product The product defines a list of fixing (or observation) dates. There are m total fixings. On the relevant Settlement Date, the Option Seller shall pay to the Option Buyer an amount, in the Settlement Currency, calculated according to the following formula: Accrual Currency and Notional Amount x (the total number of Accrual Days / Total Number of Calendar Days in the Accrual Period). Payout can be cash.
Collapse XSD Schema Diagram:
Drilldown into premium in schema fpml-fx-accruals-5-10_xsd Drilldown into barrier in schema fpml-fx-accruals-5-10_xsd Drilldown into settlementSchedule in schema fpml-fx-accruals-5-10_xsd Drilldown into settlementDate in schema fpml-fx-accruals-5-10_xsd Drilldown into FxSettlementDateOrSchedule.model in schema fpml-fx-accruals-5-10_xsd Drilldown into expirySchedule in schema fpml-fx-accruals-5-10_xsd Drilldown into expiryDate in schema fpml-fx-accruals-5-10_xsd Drilldown into FxExpiryDateOrSchedule.model in schema fpml-fx-accruals-5-10_xsd Drilldown into accrual in schema fpml-fx-accruals-5-10_xsd Drilldown into notionalAmount in schema fpml-fx-accruals-5-10_xsd Drilldown into receiverAccountReference in schema fpml-shared-5-10_xsd Drilldown into receiverPartyReference in schema fpml-shared-5-10_xsd Drilldown into Receiver.model in schema fpml-shared-5-10_xsd Drilldown into payerAccountReference in schema fpml-shared-5-10_xsd Drilldown into payerPartyReference in schema fpml-shared-5-10_xsd Drilldown into Payer.model in schema fpml-shared-5-10_xsd Drilldown into PayerReceiver.model in schema fpml-shared-5-10_xsd Drilldown into assetClass in schema fpml-shared-5-10_xsd Drilldown into productId in schema fpml-shared-5-10_xsd Drilldown into productType in schema fpml-shared-5-10_xsd Drilldown into secondaryAssetClass in schema fpml-shared-5-10_xsd Drilldown into primaryAssetClass in schema fpml-shared-5-10_xsd Drilldown into Product.model in schema fpml-shared-5-10_xsd Drilldown into id in schema fpml-shared-5-10_xsd Drilldown into Product in schema fpml-shared-5-10_xsdXSD Diagram of FxRangeAccrual in schema fpml-fx-accruals-5-10_xsd (Financial products Markup Language (FpML®))
Collapse XSD Schema Code: 
<xsd:complexType name="FxRangeAccrual">
    <xsd:annotation>
        <xsd:documentation xml:lang="en">An FX Range Accrual product. A strip of Digital Options product The product defines a list of fixing (or observation) dates. There are m total fixings. On the relevant Settlement Date, the Option Seller shall pay to the Option Buyer an amount, in the Settlement Currency, calculated according to the following formula: Accrual Currency and Notional Amount x (the total number of Accrual Days / Total Number of Calendar Days in the Accrual Period). Payout can be cash.</xsd:documentation>
    </xsd:annotation>
    <xsd:complexContent>
        <xsd:extension base="Product">
            <xsd:sequence>
                <xsd:group ref="PayerReceiver.model" />
                <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.</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.</xsd:documentation>
                    </xsd:annotation>
                </xsd:group>
                <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 nsA:primaryAssetClass 0 (1)
secondaryAssetClass nsA:secondaryAssetClass 0 unbounded
productType nsA:productType 0 unbounded
productId nsA:productId 0 unbounded
assetClass nsA:assetClass 0 unbounded
payerPartyReference nsA:payerPartyReference (1) (1)
payerAccountReference nsA:payerAccountReference 0 (1)
receiverPartyReference nsA:receiverPartyReference (1) (1)
receiverAccountReference nsA:receiverAccountReference 0 (1)
notionalAmount nsA:notionalAmount (1) (1)
accrual nsA:accrual (1) (1)
expiryDate nsA:expiryDate (1) (1)
expirySchedule nsA:expirySchedule (1) (1)
settlementDate nsA:settlementDate (1) (1)
settlementSchedule nsA:settlementSchedule (1) (1)
barrier nsA:barrier 0 unbounded
premium nsA:premium 0 unbounded
<xs:group> nsA:PayerReceiver.model (1) (1)
<xs:group> nsA:Payer.model (1) (1)
<xs:group> nsA:Receiver.model (1) (1)
<xs:group> nsA:FxExpiryDateOrSchedule.model (1) (1)
<xs:group> nsA:FxSettlementDateOrSchedule.model (1) (1)
Collapse Child Attributes:
Name Type Default Value Use
id nsA:id (Optional)
Collapse Derivation Tree:
Collapse References:
nsA:fxRangeAccrual
Documentation for Financial products Markup Language (FpML®)

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