Documentation for Financial products Markup Language (FpML®)
Definition Type: ComplexType
Name: FxTargetLinearPayoffRegion
Namespace: http://www.fpml.org/FpML-5/reporting
Type: nsE: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_xsd2 Drilldown into leverage in schema fpml-fx-targets-5-10_xsd2 Drilldown into upperBound in schema fpml-fx-targets-5-10_xsd2 Drilldown into lowerBound in schema fpml-fx-targets-5-10_xsd2 Drilldown into counterCurrencyAmount in schema fpml-fx-targets-5-10_xsd2 Drilldown into strike in schema fpml-fx-targets-5-10_xsd2 Drilldown into exchangedCurrency2 in schema fpml-fx-targets-5-10_xsd2 Drilldown into exchangedCurrency1 in schema fpml-fx-targets-5-10_xsd2 Drilldown into FxExchangedCurrency.model in schema fpml-fx-targets-5-10_xsd2 Drilldown into id in schema fpml-fx-targets-5-10_xsd2 Drilldown into FxTargetPayoffRegion in schema fpml-fx-targets-5-10_xsd2XSD Diagram of FxTargetLinearPayoffRegion in schema fpml-fx-targets-5-10_xsd2 (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" minOccurs="0">
                    <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 nsE:exchangedCurrency1 (1) (1)
exchangedCurrency2 nsE:exchangedCurrency2 (1) (1)
strike nsE:strike 0 (1)
counterCurrencyAmount nsE:counterCurrencyAmount 0 (1)
lowerBound nsE:lowerBound 0 (1)
upperBound nsE:upperBound 0 (1)
leverage nsE:leverage 0 (1)
payoffCap nsE:payoffCap 0 unbounded
<xs:group> nsE:FxExchangedCurrency.model (1) (1)
Collapse Child Attributes:
Name Type Default Value Use
id nsE:id Optional
Collapse Derivation Tree:
Collapse References:
nsE:linearPayoffRegion, nsE:linearPayoffRegionnsE:linearPayoffRegion,
Documentation for Financial products Markup Language (FpML®)

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