Documentation for Financial products Markup Language (FpML®)
Definition Type: ComplexType
Name: Swaption
Namespace: http://www.fpml.org/FpML-5/transparency
Type: nsF:Product
Containing Schema: fpml-ird-5-10.xsd
Abstract
Documentation:
A type to define an option on a swap.
Collapse XSD Schema Diagram:
Drilldown into swap in schema fpml-ird-5-10_xsd4 Drilldown into swaptionStraddle in schema fpml-ird-5-10_xsd4 Drilldown into exercise in schema fpml-shared-5-10_xsd5 Drilldown into optionType in schema fpml-ird-5-10_xsd4 Drilldown into premium in schema fpml-ird-5-10_xsd4 Drilldown into embeddedOptionType in schema fpml-shared-5-10_xsd5 Drilldown into productId in schema fpml-shared-5-10_xsd5 Drilldown into productType in schema fpml-shared-5-10_xsd5 Drilldown into secondaryAssetClass in schema fpml-shared-5-10_xsd5 Drilldown into primaryAssetClass in schema fpml-shared-5-10_xsd5 Drilldown into Product.model in schema fpml-shared-5-10_xsd5 Drilldown into id in schema fpml-shared-5-10_xsd5 Drilldown into Product in schema fpml-shared-5-10_xsd5XSD Diagram of Swaption in schema fpml-ird-5-10_xsd4 (Financial products Markup Language (FpML®))
Collapse XSD Schema Code: 
<xsd:complexType name="Swaption">
    <xsd:annotation>
        <xsd:documentation xml:lang="en">A type to define an option on a swap.</xsd:documentation>
    </xsd:annotation>
    <xsd:complexContent>
        <xsd:extension base="Product">
            <xsd:sequence>
                <xsd:element name="premium" type="Payment" minOccurs="0" maxOccurs="unbounded">
                    <xsd:annotation>
                        <xsd:documentation xml:lang="en">The option premium amount payable by buyer to seller on the specified payment date.</xsd:documentation>
                    </xsd:annotation>
                </xsd:element>
                <xsd:element name="optionType" type="SwaptionTypeEnum" minOccurs="0">
                    <xsd:annotation>
                        <xsd:documentation xml:lang="en">The type of option transaction. From a usage standpoint, put/call is the default option type, while payer/receiver indicator is used for options index credit default swaps, consistently with the industry practice. Straddle is used for the case of straddle strategy, that combine a call and a put with the same strike. This element is needed for transparency reporting because the counterparties are not available, and is made available in other views for convenience; it is not intended to be used for confirmation processing. If the swaption straddle indicator is provided, this must not be in conflict with that indicator.</xsd:documentation>
                    </xsd:annotation>
                </xsd:element>
                <xsd:element ref="exercise" />
                <xsd:element name="swaptionStraddle" type="xsd:boolean">
                    <xsd:annotation>
                        <xsd:documentation xml:lang="en">Whether the option is a swaption or a swaption straddle.</xsd:documentation>
                    </xsd:annotation>
                </xsd:element>
                <xsd:element name="swap" type="Swap" />
            </xsd:sequence>
        </xsd:extension>
    </xsd:complexContent>
</xsd:complexType>
Collapse Child Elements:
Name Type Min Occurs Max Occurs
primaryAssetClass nsF:primaryAssetClass 0 (1)
secondaryAssetClass nsF:secondaryAssetClass 0 unbounded
productType nsF:productType 0 unbounded
productId nsF:productId 0 unbounded
embeddedOptionType nsF:embeddedOptionType 0 2
premium nsF:premium 0 unbounded
optionType nsF:optionType 0 (1)
exercise nsF:exercise (1) (1)
swaptionStraddle nsF:swaptionStraddle (1) (1)
swap nsF:swap (1) (1)
Collapse Child Attributes:
Name Type Default Value Use
id nsF:id (Optional)
Collapse Derivation Tree:
Collapse References:
nsF:swaption
Documentation for Financial products Markup Language (FpML®)

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