Documentation for Financial products Markup Language (FpML®)
Definition Type: Element
Name: fxRangeAccrual
Namespace: http://www.fpml.org/FpML-5/recordkeeping
Type: nsD: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_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_xsd3 Drilldown into FxRangeAccrual in schema fpml-fx-accruals-5-10_xsd1XSD Diagram of fxRangeAccrual in schema fpml-fx-accruals-5-10_xsd1 (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 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:product
Documentation for Financial products Markup Language (FpML®)

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