Documentation for Financial products Markup Language (FpML®)
Definition Type: ComplexType
Name: CashSettlement
Namespace: http://www.fpml.org/2007/FpML-4-4
Containing Schema: fpml-ird-4-4.xsd
Abstract
Documentation:
A type to define the cash settlement terms for a product where cash settlement is applicable.
Collapse XSD Schema Diagram:
Drilldown into parYieldCurveUnadjustedMethod in schema fpml-ird-4-4_xsd Drilldown into zeroCouponYieldAdjustedMethod in schema fpml-ird-4-4_xsd Drilldown into parYieldCurveAdjustedMethod in schema fpml-ird-4-4_xsd Drilldown into cashPriceAlternateMethod in schema fpml-ird-4-4_xsd Drilldown into cashPriceMethod in schema fpml-ird-4-4_xsd Drilldown into cashSettlementPaymentDate in schema fpml-ird-4-4_xsd Drilldown into cashSettlementValuationDate in schema fpml-ird-4-4_xsd Drilldown into cashSettlementValuationTime in schema fpml-ird-4-4_xsd Drilldown into id in schema fpml-ird-4-4_xsdXSD Diagram of CashSettlement in schema fpml-ird-4-4_xsd (Financial products Markup Language (FpML®))
Collapse XSD Schema Code: 
<xsd:complexType name="CashSettlement">
    <xsd:annotation>
        <xsd:documentation xml:lang="en">A type to define the cash settlement terms for a product where cash settlement is applicable.</xsd:documentation>
    </xsd:annotation>
    <xsd:sequence>
        <xsd:element name="cashSettlementValuationTime" type="BusinessCenterTime" minOccurs="0">
            <xsd:annotation>
                <xsd:documentation xml:lang="en">The time of the cash settlement valuation date when the cash settlement amount will be determined according to the cash settlement method if the parties have not otherwise been able to agree the cash settlement amount.</xsd:documentation>
            </xsd:annotation>
        </xsd:element>
        <xsd:element name="cashSettlementValuationDate" type="RelativeDateOffset" minOccurs="0">
            <xsd:annotation>
                <xsd:documentation xml:lang="en">The date on which the cash settlement amount will be determined according to the cash settlement method if the parties have not otherwise been able to agree the cash settlement amount.</xsd:documentation>
            </xsd:annotation>
        </xsd:element>
        <xsd:element name="cashSettlementPaymentDate" type="CashSettlementPaymentDate" minOccurs="0">
            <xsd:annotation>
                <xsd:documentation xml:lang="en">The date on which the cash settlement amount will be paid, subject to adjustment in accordance with any applicable business day convention. This component would not be present for a mandatory early termination provision where the cash settlement payment date is the mandatory early termination date.</xsd:documentation>
            </xsd:annotation>
        </xsd:element>
        <xsd:choice minOccurs="0">
            <xsd:element name="cashPriceMethod" type="CashPriceMethod">
                <xsd:annotation>
                    <xsd:documentation xml:lang="en">An ISDA defined cash settlement method used for the determination of the applicable cash settlement amount. The method is defined in the 2000 ISDA Definitions, Section 17.3. Cash Settlement Methods, paragraph (a).</xsd:documentation>
                </xsd:annotation>
            </xsd:element>
            <xsd:element name="cashPriceAlternateMethod" type="CashPriceMethod">
                <xsd:annotation>
                    <xsd:documentation xml:lang="en">An ISDA defined cash settlement method used for the determination of the applicable cash settlement amount. The method is defined in the 2000 ISDA Definitions, Section 17.3. Cash Settlement Methods, paragraph (b).</xsd:documentation>
                </xsd:annotation>
            </xsd:element>
            <xsd:element name="parYieldCurveAdjustedMethod" type="YieldCurveMethod">
                <xsd:annotation>
                    <xsd:documentation xml:lang="en">An ISDA defined cash settlement method used for the determination of the applicable cash settlement amount. The method is defined in the 2000 ISDA Definitions, Section 17.3. Cash Settlement Methods, paragraph (c).</xsd:documentation>
                </xsd:annotation>
            </xsd:element>
            <xsd:element name="zeroCouponYieldAdjustedMethod" type="YieldCurveMethod">
                <xsd:annotation>
                    <xsd:documentation xml:lang="en">An ISDA defined cash settlement method used for the determination of the applicable cash settlement amount. The method is defined in the 2000 ISDA Definitions, Section 17.3. Cash Settlement Methods, paragraph (d).</xsd:documentation>
                </xsd:annotation>
            </xsd:element>
            <xsd:element name="parYieldCurveUnadjustedMethod" type="YieldCurveMethod">
                <xsd:annotation>
                    <xsd:documentation xml:lang="en">An ISDA defined cash settlement method used for the determination of the applicable cash settlement amount. The method is defined in the 2000 ISDA Definitions, Section 17.3. Cash Settlement Methods, paragraph (e).</xsd:documentation>
                </xsd:annotation>
            </xsd:element>
        </xsd:choice>
    </xsd:sequence>
    <xsd:attribute name="id" type="xsd:ID" />
</xsd:complexType>
Collapse Child Elements:
Name Type Min Occurs Max Occurs
cashSettlementValuationTime fpml:cashSettlementValuationTime 0 (1)
cashSettlementValuationDate fpml:cashSettlementValuationDate 0 (1)
cashSettlementPaymentDate fpml:cashSettlementPaymentDate 0 (1)
cashPriceMethod fpml:cashPriceMethod (1) (1)
cashPriceAlternateMethod fpml:cashPriceAlternateMethod (1) (1)
parYieldCurveAdjustedMethod fpml:parYieldCurveAdjustedMethod (1) (1)
zeroCouponYieldAdjustedMethod fpml:zeroCouponYieldAdjustedMethod (1) (1)
parYieldCurveUnadjustedMethod fpml:parYieldCurveUnadjustedMethod (1) (1)
Collapse Child Attributes:
Name Type Default Value Use
id fpml:id (Optional)
Collapse Derivation Tree:
Collapse References:
fpml:cashSettlement, fpml:cashSettlement, fpml:cashSettlement
Documentation for Financial products Markup Language (FpML®)

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