Documentation for Financial products Markup Language (FpML®)
Definition Type: ComplexType
Name: FxRangeAccrual
Namespace: http://www.fpml.org/FpML-5/recordkeeping
Type: nsD: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_xsd1 Drilldown into barrier 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 receiverAccountReference in schema fpml-shared-5-10_xsd3 Drilldown into receiverPartyReference in schema fpml-shared-5-10_xsd3 Drilldown into Receiver.model in schema fpml-shared-5-10_xsd3 Drilldown into payerAccountReference in schema fpml-shared-5-10_xsd3 Drilldown into payerPartyReference in schema fpml-shared-5-10_xsd3 Drilldown into Payer.model in schema fpml-shared-5-10_xsd3 Drilldown into PayerReceiver.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_xsd3XSD Diagram of FxRangeAccrual in schema fpml-fx-accruals-5-10_xsd1 (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" 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
payerPartyReference nsD:payerPartyReference (1) (1)
payerAccountReference nsD:payerAccountReference 0 (1)
receiverPartyReference nsD:receiverPartyReference 0 (1)
receiverAccountReference nsD:receiverAccountReference 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)
barrier nsD:barrier 0 unbounded
premium nsD:premium (1) unbounded
<xs:group> nsD:PayerReceiver.model (1) (1)
<xs:group> nsD:Payer.model (1) (1)
<xs:group> nsD:Receiver.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:fxRangeAccrual
Documentation for Financial products Markup Language (FpML®)

Generated using Liquid Studio - Developer Bundle 21.0.0.0