Definition Type: ComplexType
Name: DualCurrencyFeature
Namespace: http://www.fpml.org/FpML-5/reporting
Containing Schema: fpml-fx-5-9.xsd
Abstract
Documentation:
Describes the parameters for a dual currency option transaction.
Collapse XSD Schema Diagram:
Drilldown into interestAtRisk in schema fpml-fx-5-9_xsd Drilldown into spotRate in schema fpml-fx-5-9_xsd Drilldown into strike in schema fpml-fx-5-9_xsd Drilldown into fixingTime in schema fpml-fx-5-9_xsd Drilldown into fixingDate in schema fpml-fx-5-9_xsd Drilldown into currency in schema fpml-fx-5-9_xsdXSD Diagram of DualCurrencyFeature in schema fpml-fx-5-9_xsd (Financial products Markup Language (FpML®) - Reporting)
Collapse XSD Schema Code:
<xsd:complexType name="DualCurrencyFeature">
    <xsd:annotation>
        <xsd:documentation xml:lang="en">Describes the parameters for a dual currency option transaction.</xsd:documentation>
    </xsd:annotation>
    <xsd:sequence>
        <xsd:element name="currency" type="Currency" minOccurs="0">
            <xsd:annotation>
                <xsd:documentation xml:lang="en">The Alternate currency i.e. the currency in which the deposit will be redeemed in the event that the spot rate fixes below the strike rate at the specified fixing date and time.</xsd:documentation>
            </xsd:annotation>
        </xsd:element>
        <xsd:element name="fixingDate" type="xsd:date" minOccurs="0">
            <xsd:annotation>
                <xsd:documentation xml:lang="en">The date on which the fx spot rate is compared against the strike rate, in order to determine the delivery currency. This is the expiry date of a put option on the Deposit/Alternate currency couple. Also known as "valuation date" or "reference date".</xsd:documentation>
            </xsd:annotation>
        </xsd:element>
        <xsd:element name="fixingTime" type="BusinessCenterTime" minOccurs="0">
            <xsd:annotation>
                <xsd:documentation xml:lang="en">The time at which the fx spot rate observation is made i.e. the option cut off time on the expiry date. Also known as "valuation time".</xsd:documentation>
            </xsd:annotation>
        </xsd:element>
        <xsd:element name="strike" type="DualCurrencyStrikePrice" minOccurs="0">
            <xsd:annotation>
                <xsd:documentation xml:lang="en">The rate at which the deposit will be converted to the Alternate currency, in the event that the spot rate is strictly lower than the strike rate at the specified fixing date and time.</xsd:documentation>
            </xsd:annotation>
        </xsd:element>
        <xsd:element name="spotRate" type="xsd:decimal" minOccurs="0">
            <xsd:annotation>
                <xsd:documentation xml:lang="en">The spot rate at the time the trade was agreed.</xsd:documentation>
            </xsd:annotation>
        </xsd:element>
        <xsd:element name="interestAtRisk" type="xsd:boolean" minOccurs="0">
            <xsd:annotation>
                <xsd:documentation xml:lang="en">Specifies whether the interest component of the redemption amount is subject to conversion to the Alternate currency, in the event that the spot rate is strictly lower than the strike rate at the specified fixing date and time.</xsd:documentation>
            </xsd:annotation>
        </xsd:element>
    </xsd:sequence>
</xsd:complexType>
Collapse Child Elements:
Name Type Min Occurs Max Occurs
currency nsA:currency 0 (1)
fixingDate nsA:fixingDate 0 (1)
fixingTime nsA:fixingTime 0 (1)
strike nsA:strike 0 (1)
spotRate nsA:spotRate 0 (1)
interestAtRisk nsA:interestAtRisk 0 (1)
Collapse Derivation Tree:
Collapse References:
nsA:dualCurrency
Collapse Comments:
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