Definition Type: ComplexType
Name: CreditOptionStrike
Namespace: http://www.fpml.org/FpML-5/reporting
Containing Schema: fpml-cd-5-9.xsd
Abstract
Documentation:
A complex type to specify the strike of a credit swaption or a credit default swap option.
Collapse XSD Schema Diagram:
Drilldown into strikeReference in schema fpml-cd-5-9_xsd Drilldown into price in schema fpml-cd-5-9_xsd Drilldown into spread in schema fpml-cd-5-9_xsdXSD Diagram of CreditOptionStrike in schema fpml-cd-5-9_xsd (Financial products Markup Language (FpML®) - Reporting)
Collapse XSD Schema Code:
<xsd:complexType name="CreditOptionStrike">
    <xsd:annotation>
        <xsd:documentation xml:lang="en">A complex type to specify the strike of a credit swaption or a credit default swap option.</xsd:documentation>
    </xsd:annotation>
    <xsd:choice>
        <xsd:element name="spread" type="xsd:decimal">
            <xsd:annotation>
                <xsd:documentation xml:lang="en">The strike of a credit default swap option or credit swaption when expressed as a spread per annum.</xsd:documentation>
            </xsd:annotation>
        </xsd:element>
        <xsd:element name="price" type="xsd:decimal">
            <xsd:annotation>
                <xsd:documentation xml:lang="en">The strike of a credit default swap option or credit swaption when expressed as in reference to the price of the underlying obligation(s) or index.</xsd:documentation>
            </xsd:annotation>
        </xsd:element>
        <xsd:element name="strikeReference" type="FixedRateReference">
            <xsd:annotation>
                <xsd:documentation xml:lang="en">The strike of a credit default swap option or credit swaption when expressed in reference to the spread of the underlying swap (typical practice in the case of single name swaps).</xsd:documentation>
            </xsd:annotation>
        </xsd:element>
    </xsd:choice>
</xsd:complexType>
Collapse Child Elements:
Name Type Min Occurs Max Occurs
spread nsA:spread (1) (1)
price nsA:price (1) (1)
strikeReference nsA:strikeReference (1) (1)
Collapse Derivation Tree:
Collapse References:
nsA:strike
Collapse Comments:
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