Documentation for Financial products Markup Language (FpML®) - Transparency
Definition Type: ComplexType
Name: FxAccrualOption
Namespace: http://www.fpml.org/FpML-5/transparency
Type: nsA:Option
Containing Schema: fpml-fx-accruals-5-9.xsd
Abstract
Documentation:
An FX Accrual Option product The product defines a list of fixing (or observation) dates. There are m total fixings. At the expiry date of the product, the buyer of the option has the right to an FX settlement with n/m * Notional. Payout can be cash or physical.
Collapse XSD Schema Diagram:
Drilldown into premium in schema fpml-fx-accruals-5-9_xsd Drilldown into strike in schema fpml-fx-accruals-5-9_xsd Drilldown into expirySchedule in schema fpml-fx-accruals-5-9_xsd Drilldown into expiryDate in schema fpml-fx-accruals-5-9_xsd Drilldown into FxExpiryDateOrSchedule.model in schema fpml-fx-accruals-5-9_xsd Drilldown into accrual in schema fpml-fx-accruals-5-9_xsd Drilldown into notionalAmount in schema fpml-fx-accruals-5-9_xsd Drilldown into callCurrency in schema fpml-fx-5-9_xsd Drilldown into putCurrency in schema fpml-fx-5-9_xsd Drilldown into PutCallCurrency.model in schema fpml-fx-5-9_xsd Drilldown into sellerPartyReference in schema fpml-shared-5-9_xsd Drilldown into buyerPartyReference in schema fpml-shared-5-9_xsd Drilldown into BuyerSeller.model in schema fpml-shared-5-9_xsd Drilldown into embeddedOptionType in schema fpml-shared-5-9_xsd Drilldown into productId in schema fpml-shared-5-9_xsd Drilldown into productType in schema fpml-shared-5-9_xsd Drilldown into secondaryAssetClass in schema fpml-shared-5-9_xsd Drilldown into primaryAssetClass in schema fpml-shared-5-9_xsd Drilldown into Product.model in schema fpml-shared-5-9_xsd Drilldown into id in schema fpml-shared-5-9_xsd Drilldown into Product in schema fpml-shared-5-9_xsd Drilldown into Option in schema fpml-option-shared-5-9_xsdXSD Diagram of FxAccrualOption in schema fpml-fx-accruals-5-9_xsd (Financial products Markup Language (FpML®) - Transparency)
Collapse XSD Schema Code: 
<xsd:complexType name="FxAccrualOption">
    <xsd:annotation>
        <xsd:documentation xml:lang="en">An FX Accrual Option product The product defines a list of fixing (or observation) dates. There are m total fixings. At the expiry date of the product, the buyer of the option has the right to an FX settlement with n/m * Notional. Payout can be cash or physical.</xsd:documentation>
    </xsd:annotation>
    <xsd:complexContent>
        <xsd:extension base="Option">
            <xsd:sequence>
                <xsd:group ref="PutCallCurrency.model">
                    <xsd:annotation>
                        <xsd:documentation xml:lang="en">A model defining the currencies exchanged by the parties to an option.</xsd:documentation>
                    </xsd:annotation>
                </xsd:group>
                <xsd:element name="notionalAmount" type="NonNegativeAmountSchedule">
                    <xsd:annotation>
                        <xsd:documentation xml:lang="en">Notional amount Schedule. The notional value of the product. This number divided by the total number of fixings in the fixing schedule is the amount that is accrued at each fixing if the accrual factor is one.</xsd:documentation>
                    </xsd:annotation>
                </xsd:element>
                <xsd:element name="accrual" type="FxAccrual">
                    <xsd:annotation>
                        <xsd:documentation xml:lang="en">Describes accrual features within the product.</xsd:documentation>
                    </xsd:annotation>
                </xsd:element>
                <xsd:group ref="FxExpiryDateOrSchedule.model">
                    <xsd:annotation>
                        <xsd:documentation xml:lang="en">Defines the expiry/observation date or schedule of the accrual product.</xsd:documentation>
                    </xsd:annotation>
                </xsd:group>
                <xsd:sequence>
                    <xsd:element name="strike" type="FxOptionStrikePrice" minOccurs="0">
                        <xsd:annotation>
                            <xsd:documentation xml:lang="en">Defines the option strike price.</xsd:documentation>
                        </xsd:annotation>
                    </xsd:element>
                </xsd:sequence>
                <xsd:element name="premium" type="FxOptionPremium" maxOccurs="unbounded">
                    <xsd:annotation>
                        <xsd:documentation xml:lang="en">Premium amount or premium installment amount for an option.</xsd:documentation>
                    </xsd:annotation>
                </xsd:element>
            </xsd:sequence>
        </xsd:extension>
    </xsd:complexContent>
</xsd:complexType>
Collapse Child Elements:
Name Type Min Occurs Max Occurs
primaryAssetClass nsA:primaryAssetClass 0 (1)
secondaryAssetClass nsA:secondaryAssetClass 0 unbounded
productType nsA:productType 0 unbounded
productId nsA:productId 0 unbounded
embeddedOptionType nsA:embeddedOptionType 0 2
buyerPartyReference nsA:buyerPartyReference 0 (1)
sellerPartyReference nsA:sellerPartyReference 0 (1)
putCurrency nsA:putCurrency 0 (1)
callCurrency nsA:callCurrency 0 (1)
notionalAmount nsA:notionalAmount (1) (1)
accrual nsA:accrual (1) (1)
expiryDate nsA:expiryDate (1) (1)
expirySchedule nsA:expirySchedule (1) (1)
strike nsA:strike 0 (1)
premium nsA:premium (1) unbounded
<xs:group> nsA:BuyerSeller.model (1) (1)
<xs:group> nsA:PutCallCurrency.model (1) (1)
<xs:group> nsA:FxExpiryDateOrSchedule.model (1) (1)
Collapse Child Attributes:
Name Type Default Value Use
id nsA:id (Optional)
Collapse Derivation Tree:
Collapse References:
nsA:fxAccrualOption
Collapse Comments:
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Documentation for Financial products Markup Language (FpML®) - Transparency

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