Documentation for Financial products Markup Language (FpML®)
Definition Type: Element
Name: fxRangeAccrual
Namespace: http://www.fpml.org/FpML-5/confirmation
Type: nsA:FxRangeAccrual
Containing Schema: fpml-fx-accruals-5-10.xsd
Abstract
Documentation:
A structured product which consists of a single cash payment or a strip of cash payments. 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_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_xsd Drilldown into FxRangeAccrual in schema fpml-fx-accruals-5-10_xsdXSD Diagram of fxRangeAccrual in schema fpml-fx-accruals-5-10_xsd (Financial products Markup Language (FpML®))
Collapse XSD Schema Code: 
<xsd:element name="fxRangeAccrual" type="FxRangeAccrual" substitutionGroup="product">
    <xsd:annotation>
        <xsd:documentation xml:lang="en">A structured product which consists of a single cash payment or a strip of cash payments. 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 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:product
Documentation for Financial products Markup Language (FpML®)

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