Definition Type: ComplexType
Name: FxTouch
Namespace: http://www.fpml.org/FpML-5/reporting
Containing Schema: fpml-fx-5-9.xsd
Abstract
Documentation:
Describes an american or discrete touch or no-touch trigger applied to an FX binary or digital option.
Collapse XSD Schema Diagram:
Drilldown into observationPoint in schema fpml-fx-5-9_xsd Drilldown into observationEndTime in schema fpml-fx-5-9_xsd Drilldown into observationEndDate in schema fpml-fx-5-9_xsd Drilldown into observationStartTime in schema fpml-fx-5-9_xsd Drilldown into observationStartDate in schema fpml-fx-5-9_xsd Drilldown into informationSource in schema fpml-fx-5-9_xsd Drilldown into spotRate in schema fpml-fx-5-9_xsd Drilldown into triggerRate in schema fpml-fx-5-9_xsd Drilldown into quotedCurrencyPair in schema fpml-fx-5-9_xsd Drilldown into direction in schema fpml-fx-5-9_xsd Drilldown into touchCondition in schema fpml-fx-5-9_xsdXSD Diagram of FxTouch in schema fpml-fx-5-9_xsd (Financial products Markup Language (FpML®) - Reporting)
Collapse XSD Schema Code:
<xsd:complexType name="FxTouch">
    <xsd:annotation>
        <xsd:documentation xml:lang="en">Describes an american or discrete touch or no-touch trigger applied to an FX binary or digital option.</xsd:documentation>
    </xsd:annotation>
    <xsd:sequence>
        <xsd:element name="touchCondition" type="TouchConditionEnum" minOccurs="0">
            <xsd:annotation>
                <xsd:documentation xml:lang="en">This specifies whether the applied trigger is a touch or no touch type.</xsd:documentation>
            </xsd:annotation>
        </xsd:element>
        <xsd:element name="direction" type="TriggerConditionEnum" minOccurs="0">
            <xsd:annotation>
                <xsd:documentation xml:lang="en">This specifies whether the trigger direction is "AtOrAbove" or "AtOrBelow; that is, that a barrier event occurs if the spot rate is at or above the trigger rate, or at or below the trigger rate during the period of observation of an american trigger, or at the times of observation of a discrete trigger. DEPRECATE: Values "Above" and "Below" are deprecated.</xsd:documentation>
            </xsd:annotation>
        </xsd:element>
        <xsd:element name="quotedCurrencyPair" type="QuotedCurrencyPair" minOccurs="0">
            <xsd:annotation>
                <xsd:documentation xml:lang="en">Defines the two currencies for an FX trade and the quotation relationship between the two currencies.</xsd:documentation>
            </xsd:annotation>
        </xsd:element>
        <xsd:element name="triggerRate" type="PositiveDecimal" minOccurs="0">
            <xsd:annotation>
                <xsd:documentation xml:lang="en">The market rate is observed relative to the trigger rate, and if it is found to be on the predefined side of (above or below) the trigger rate, a barrier event is deemed to have occurred.</xsd:documentation>
            </xsd:annotation>
        </xsd:element>
        <xsd:element name="spotRate" type="PositiveDecimal" minOccurs="0">
            <xsd:annotation>
                <xsd:documentation xml:lang="en">An optional element used for FX forwards and certain types of FX OTC options. For deals consumated in the FX Forwards Market, this represents the current market rate for a particular currency pair. For barrier and digital/binary options, it can be useful to include the spot rate at the time the option was executed to make it easier to know whether the market rate needs to move "up" or "down" to trigger a barrier event.</xsd:documentation>
            </xsd:annotation>
        </xsd:element>
        <xsd:element name="informationSource" type="InformationSource" minOccurs="0" maxOccurs="unbounded">
            <xsd:annotation>
                <xsd:documentation xml:lang="en">The information source where a published or displayed market rate will be obtained, e.g. Telerate Page 3750.</xsd:documentation>
            </xsd:annotation>
        </xsd:element>
        <xsd:choice minOccurs="0">
            <xsd:sequence>
                <xsd:sequence>
                    <xsd:element name="observationStartDate" type="xsd:date" minOccurs="0">
                        <xsd:annotation>
                            <xsd:documentation xml:lang="en">The date on which the observation period for an american trigger starts. If the start date is not present, then the date and time of the start of the period is deemed to be the date and time the transaction was entered into.</xsd:documentation>
                        </xsd:annotation>
                    </xsd:element>
                    <xsd:element name="observationStartTime" type="BusinessCenterTime" minOccurs="0">
                        <xsd:annotation>
                            <xsd:documentation xml:lang="en">The time on the start date at which the observation period for an american trigger starts. If the time is not present and the start date is equivalent to the transaction date, the time is deemed to be the time the transaction was entered into. If the time is not present and the start date is other than the transaction date, then the time is deemed to be the same as the expiration time.</xsd:documentation>
                        </xsd:annotation>
                    </xsd:element>
                </xsd:sequence>
                <xsd:sequence minOccurs="0">
                    <xsd:element name="observationEndDate" type="xsd:date" minOccurs="0">
                        <xsd:annotation>
                            <xsd:documentation xml:lang="en">The date on which the observation period for an american trigger ends. If the end date is not present, then the date and time of the end of the period is deemed to be the date and time of expiration.</xsd:documentation>
                        </xsd:annotation>
                    </xsd:element>
                    <xsd:element name="observationEndTime" type="BusinessCenterTime" minOccurs="0">
                        <xsd:annotation>
                            <xsd:documentation xml:lang="en">The time on the end date at which the observation period for an american trigger ends. If the time is not present, then the time is deemed to be the same as the expiration time.</xsd:documentation>
                        </xsd:annotation>
                    </xsd:element>
                </xsd:sequence>
            </xsd:sequence>
            <xsd:element name="observationPoint" type="FxBusinessCenterDateTime" minOccurs="0" maxOccurs="unbounded">
                <xsd:annotation>
                    <xsd:documentation xml:lang="en">The dates and times at which rate observations are made to determine whether a barrier event has occurred for a discrete trigger. If the time is not present then the time is deemed to be the same as the expiration time.</xsd:documentation>
                </xsd:annotation>
            </xsd:element>
        </xsd:choice>
    </xsd:sequence>
</xsd:complexType>
Collapse Child Elements:
Name Type Min Occurs Max Occurs
touchCondition nsA:touchCondition 0 (1)
direction nsA:direction 0 (1)
quotedCurrencyPair nsA:quotedCurrencyPair 0 (1)
triggerRate nsA:triggerRate 0 (1)
spotRate nsA:spotRate 0 (1)
informationSource nsA:informationSource 0 unbounded
observationStartDate nsA:observationStartDate 0 (1)
observationStartTime nsA:observationStartTime 0 (1)
observationEndDate nsA:observationEndDate 0 (1)
observationEndTime nsA:observationEndTime 0 (1)
observationPoint nsA:observationPoint 0 unbounded
Collapse Derivation Tree:
Collapse References:
nsA:touch
Collapse Comments:
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