Definition Type: Group
Name: FixedRecovery.model
Namespace: http://www.fpml.org/FpML-5/reporting
Containing Schema: fpml-cd-5-9.xsd
Collapse XSD Schema Diagram:
Drilldown into recoveryFactor in schema fpml-cd-5-9_xsd Drilldown into cashSettlementAmount in schema fpml-cd-5-9_xsdXSD Diagram of FixedRecovery.model in schema fpml-cd-5-9_xsd (Financial products Markup Language (FpML®) - Reporting)
Collapse XSD Schema Code:
<xsd:group name="FixedRecovery.model">
    <xsd:choice>
        <xsd:element name="cashSettlementAmount" type="Money">
            <xsd:annotation>
                <xsd:documentation xml:lang="en">The amount paid by the seller to the buyer for cash settlement on the cash settlement date. If not otherwise specified, would typically be calculated as 100 (or the Reference Price) minus the price of the Reference Obligation (all expressed as a percentage) times Floating Rate Payer Calculation Amount. ISDA 2003 Term: Cash Settlement Amount.</xsd:documentation>
            </xsd:annotation>
        </xsd:element>
        <xsd:element name="recoveryFactor" type="RestrictedPercentage">
            <xsd:annotation>
                <xsd:documentation xml:lang="en">Used for fixed recovery, specifies the recovery level, determined at contract inception, to be applied on a default. Used to calculate the amount paid by the seller to the buyer for cash settlement on the cash settlement date. Amount calculation is (1 minus the Recovery Factor) multiplied by the Floating Rate Payer Calculation Amount. The currency will be derived from the Floating Rate Payer Calculation Amount.</xsd:documentation>
            </xsd:annotation>
        </xsd:element>
    </xsd:choice>
</xsd:group>
Collapse Child Elements:
Name Type Min Occurs Max Occurs
cashSettlementAmount nsA:cashSettlementAmount (1) (1)
recoveryFactor nsA:recoveryFactor (1) (1)
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