Definition Type: Element
Name: capFloorStraddle
Namespace: http://www.fpml.org/FpML-5/transparency
Type: boolean:http://www.w3.org/2001/XMLSchema
Containing Schema: fpml-shared-5-9.xsd
MinOccurs 0
MaxOccurs (1)
Abstract
Documentation:
This element is applicable in Transparency view (only) if both a capRateSchedule and a floorRateSchedule are set. If this is true, the buyer of both the cap and the floor protection is the same, and the structure is a cap/floor straddle. If this is false, the buyer of the cap is the seller of the floor, and the structure is a collar. This is needed because explicit information about the buyer and seller of the protection is not available in Transparnecy view.
Collapse XSD Schema Diagram:
XSD Diagram of capFloorStraddle in schema fpml-shared-5-9_xsd (Financial products Markup Language (FpML®) - Transparency)
Collapse XSD Schema Code:
<xsd:element name="capFloorStraddle" type="xsd:boolean" minOccurs="0">
    <xsd:annotation>
        <xsd:documentation xml:lang="en">This element is applicable in Transparency view (only) if both a capRateSchedule and a floorRateSchedule are set. If this is true, the buyer of both the cap and the floor protection is the same, and the structure is a cap/floor straddle. If this is false, the buyer of the cap is the seller of the floor, and the structure is a collar. This is needed because explicit information about the buyer and seller of the protection is not available in Transparnecy view.</xsd:documentation>
    </xsd:annotation>
</xsd:element>
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