Documentation for Financial products Markup Language (FpML®)
Definition Type: Element
Name: fxRangeAccrual
Namespace: http://www.fpml.org/FpML-5/reporting
Type: nsE: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_xsd2 Drilldown into barrier in schema fpml-fx-accruals-5-10_xsd2 Drilldown into settlementSchedule in schema fpml-fx-accruals-5-10_xsd2 Drilldown into settlementDate in schema fpml-fx-accruals-5-10_xsd2 Drilldown into FxSettlementDateOrSchedule.model in schema fpml-fx-accruals-5-10_xsd2 Drilldown into expirySchedule in schema fpml-fx-accruals-5-10_xsd2 Drilldown into expiryDate in schema fpml-fx-accruals-5-10_xsd2 Drilldown into FxExpiryDateOrSchedule.model in schema fpml-fx-accruals-5-10_xsd2 Drilldown into accrual in schema fpml-fx-accruals-5-10_xsd2 Drilldown into notionalAmount in schema fpml-fx-accruals-5-10_xsd2 Drilldown into receiverAccountReference in schema fpml-shared-5-10_xsd4 Drilldown into receiverPartyReference in schema fpml-shared-5-10_xsd4 Drilldown into Receiver.model in schema fpml-shared-5-10_xsd4 Drilldown into payerAccountReference in schema fpml-shared-5-10_xsd4 Drilldown into payerPartyReference in schema fpml-shared-5-10_xsd4 Drilldown into Payer.model in schema fpml-shared-5-10_xsd4 Drilldown into PayerReceiver.model in schema fpml-shared-5-10_xsd4 Drilldown into embeddedOptionType in schema fpml-shared-5-10_xsd4 Drilldown into assetClass in schema fpml-shared-5-10_xsd4 Drilldown into productId in schema fpml-shared-5-10_xsd4 Drilldown into productType in schema fpml-shared-5-10_xsd4 Drilldown into secondaryAssetClass in schema fpml-shared-5-10_xsd4 Drilldown into primaryAssetClass in schema fpml-shared-5-10_xsd4 Drilldown into Product.model in schema fpml-shared-5-10_xsd4 Drilldown into id in schema fpml-shared-5-10_xsd4 Drilldown into Product in schema fpml-shared-5-10_xsd4 Drilldown into FxRangeAccrual in schema fpml-fx-accruals-5-10_xsd2XSD Diagram of fxRangeAccrual in schema fpml-fx-accruals-5-10_xsd2 (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 nsE:primaryAssetClass 0 (1)
secondaryAssetClass nsE:secondaryAssetClass 0 unbounded
productType nsE:productType 0 unbounded
productId nsE:productId 0 unbounded
assetClass nsE:assetClass 0 unbounded
embeddedOptionType nsE:embeddedOptionType 0 2
payerPartyReference nsE:payerPartyReference 0 (1)
payerAccountReference nsE:payerAccountReference 0 (1)
receiverPartyReference nsE:receiverPartyReference 0 (1)
receiverAccountReference nsE:receiverAccountReference 0 (1)
notionalAmount nsE:notionalAmount 0 (1)
accrual nsE:accrual 0 (1)
expiryDate nsE:expiryDate (1) (1)
expirySchedule nsE:expirySchedule (1) (1)
settlementDate nsE:settlementDate (1) (1)
settlementSchedule nsE:settlementSchedule (1) (1)
barrier nsE:barrier 0 unbounded
premium nsE:premium 0 unbounded
<xs:group> nsE:PayerReceiver.model (1) (1)
<xs:group> nsE:Payer.model (1) (1)
<xs:group> nsE:Receiver.model (1) (1)
<xs:group> nsE:FxExpiryDateOrSchedule.model (1) (1)
<xs:group> nsE:FxSettlementDateOrSchedule.model (1) (1)
Collapse Child Attributes:
Name Type Default Value Use
id nsE:id (Optional)
Collapse Derivation Tree:
Collapse References:
nsE:product
Documentation for Financial products Markup Language (FpML®)

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