Definition Type: ComplexType
Name: FxStraddle
Namespace: http://www.fpml.org/FpML-5/transparency
Containing Schema: fpml-fx-5-10.xsd
Abstract
Documentation:
Straddle details. Straddle is composed of two options: a call and a put involving the quotedCurrencyPair.
Collapse XSD Schema Diagram:
Drilldown into cashSettlement in schema fpml-fx-5-10_xsd4 Drilldown into counterCurrency in schema fpml-fx-5-10_xsd4 Drilldown into notional in schema fpml-fx-5-10_xsd4XSD Diagram of FxStraddle in schema fpml-fx-5-10_xsd4 (Financial products Markup Language (FpML®))
Collapse XSD Schema Code:
<xsd:complexType name="FxStraddle">
    <xsd:annotation>
        <xsd:documentation xml:lang="en">Straddle details. Straddle is composed of two options: a call and a put involving the quotedCurrencyPair.</xsd:documentation>
    </xsd:annotation>
    <xsd:sequence>
        <xsd:sequence>
            <xsd:annotation>
                <xsd:documentation xml:lang="en">Defines the underlying FX transaction.</xsd:documentation>
            </xsd:annotation>
            <xsd:element name="notional" type="NonNegativeMoney">
                <xsd:annotation>
                    <xsd:documentation xml:lang="en">The currency amount for the FxStraddle. This will be the notional for the underlying options, which may be exercised by the Buyer.</xsd:documentation>
                </xsd:annotation>
            </xsd:element>
            <xsd:element name="counterCurrency" type="Currency">
                <xsd:annotation>
                    <xsd:documentation xml:lang="en">The counter currency and amount for the FxStraddle. The Counter Currency Amount is determined using the notional and the Strike Price (which is determined at the fixingTime on the fixingDate).</xsd:documentation>
                </xsd:annotation>
            </xsd:element>
        </xsd:sequence>
        <xsd:element name="cashSettlement" type="FxCashSettlementSimple" minOccurs="0">
            <xsd:annotation>
                <xsd:documentation xml:lang="en">Specifies the settlement type for the FxStraddle. If deliverable then this element is removed. If non-deliverable, then the In-The-Money amount of the relevant option within the FxStraddle is paid by the Seller to the Buyer. The In-The-Money amount is calculated using the parameters within this element.</xsd:documentation>
            </xsd:annotation>
        </xsd:element>
    </xsd:sequence>
</xsd:complexType>
Collapse Child Elements:
Name Type Min Occurs Max Occurs
notional nsF:notional (1) (1)
counterCurrency nsF:counterCurrency (1) (1)
cashSettlement nsF:cashSettlement 0 (1)
Collapse Derivation Tree:
Collapse References:
nsF:straddle