Documentation for Financial products Markup Language (FpML®)
Definition Type: ComplexType
Name: FxTargetLinearPayoffRegion
Namespace: http://www.fpml.org/FpML-5/recordkeeping
Type: nsD:FxTargetPayoffRegion
Containing Schema: fpml-fx-targets-5-10.xsd
Abstract
Documentation:
A fixing region in which the payoff varies linearly with the fixing value.
Collapse XSD Schema Diagram:
Drilldown into payoffCap in schema fpml-fx-targets-5-10_xsd1 Drilldown into leverage in schema fpml-fx-targets-5-10_xsd1 Drilldown into upperBound in schema fpml-fx-targets-5-10_xsd1 Drilldown into lowerBound in schema fpml-fx-targets-5-10_xsd1 Drilldown into counterCurrencyAmount in schema fpml-fx-targets-5-10_xsd1 Drilldown into strike in schema fpml-fx-targets-5-10_xsd1 Drilldown into exchangedCurrency2 in schema fpml-fx-targets-5-10_xsd1 Drilldown into exchangedCurrency1 in schema fpml-fx-targets-5-10_xsd1 Drilldown into FxExchangedCurrency.model in schema fpml-fx-targets-5-10_xsd1 Drilldown into id in schema fpml-fx-targets-5-10_xsd1 Drilldown into FxTargetPayoffRegion in schema fpml-fx-targets-5-10_xsd1XSD Diagram of FxTargetLinearPayoffRegion in schema fpml-fx-targets-5-10_xsd1 (Financial products Markup Language (FpML®))
Collapse XSD Schema Code: 
<xsd:complexType name="FxTargetLinearPayoffRegion">
    <xsd:annotation>
        <xsd:documentation xml:lang="en">A fixing region in which the payoff varies linearly with the fixing value.</xsd:documentation>
    </xsd:annotation>
    <xsd:complexContent>
        <xsd:extension base="FxTargetPayoffRegion">
            <xsd:sequence>
                <xsd:group ref="FxExchangedCurrency.model" />
                <xsd:element name="strike" type="FxStrike">
                    <xsd:annotation>
                        <xsd:documentation xml:lang="en">Strike price of the Target.</xsd:documentation>
                    </xsd:annotation>
                </xsd:element>
                <xsd:element name="counterCurrencyAmount" type="NonNegativeAmountSchedule" minOccurs="0">
                    <xsd:annotation>
                        <xsd:documentation xml:lang="en">The opposite currency amount of the Target.</xsd:documentation>
                    </xsd:annotation>
                </xsd:element>
                <xsd:element name="lowerBound" type="FxTargetRegionLowerBound" minOccurs="0">
                    <xsd:annotation>
                        <xsd:documentation xml:lang="en">Defines the lower bound of a payoff region.</xsd:documentation>
                    </xsd:annotation>
                </xsd:element>
                <xsd:element name="upperBound" type="FxTargetRegionUpperBound" minOccurs="0">
                    <xsd:annotation>
                        <xsd:documentation xml:lang="en">Defines the upper bound of a payoff region.</xsd:documentation>
                    </xsd:annotation>
                </xsd:element>
                <xsd:element name="leverage" type="FxTargetLeverage" minOccurs="0">
                    <xsd:annotation>
                        <xsd:documentation xml:lang="en">Notional leverage.</xsd:documentation>
                    </xsd:annotation>
                </xsd:element>
                <xsd:element name="payoffCap" type="FxPayoffCap" minOccurs="0" maxOccurs="unbounded">
                    <xsd:annotation>
                        <xsd:documentation xml:lang="en">The amount of gain on the client upside or firm upside is limited. If spot settles above the cap, or below the floor, the payout is adjusted to limit the gain. The adjustment may be made by varying the strike, or by maintaining the strike, but varying the payout notionals.</xsd:documentation>
                    </xsd:annotation>
                </xsd:element>
            </xsd:sequence>
        </xsd:extension>
    </xsd:complexContent>
</xsd:complexType>
Collapse Child Elements:
Name Type Min Occurs Max Occurs
exchangedCurrency1 nsD:exchangedCurrency1 (1) (1)
exchangedCurrency2 nsD:exchangedCurrency2 (1) (1)
strike nsD:strike (1) (1)
counterCurrencyAmount nsD:counterCurrencyAmount 0 (1)
lowerBound nsD:lowerBound 0 (1)
upperBound nsD:upperBound 0 (1)
leverage nsD:leverage 0 (1)
payoffCap nsD:payoffCap 0 unbounded
<xs:group> nsD:FxExchangedCurrency.model (1) (1)
Collapse Child Attributes:
Name Type Default Value Use
id nsD:id Optional
Collapse Derivation Tree:
Collapse References:
nsD:linearPayoffRegion, nsD:linearPayoffRegion, nsD:linearPayoffRegion
Documentation for Financial products Markup Language (FpML®)

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