Documentation for Financial products Markup Language (FpML®)
Definition Type: Element
Name: composite
Namespace: http://www.fpml.org/2007/FpML-4-4
Type: fpml:Composite
Containing Schema: fpml-option-shared-4-4.xsd
MinOccurs (1)
MaxOccurs (1)
Abstract
Documentation:
If “Composite” is specified as the Settlement Type in the relevant Transaction Supplement, an amount in the Settlement Currency, determined by the Calculation Agent as being equal to the number of Options exercised or deemed exercised, multiplied by: (Settlement Price – Strike Price) / (Strike Price – Settlement Price) x Multiplier provided that if the above is equal to a negative amount the Option Cash Settlement Amount shall be deemed to be zero.
Collapse XSD Schema Diagram:
Drilldown into fxSpotRateSource in schema fpml-option-shared-4-4_xsd Drilldown into relativeDate in schema fpml-option-shared-4-4_xsd Drilldown into determinationMethod in schema fpml-option-shared-4-4_xsd Drilldown into Composite in schema fpml-option-shared-4-4_xsdXSD Diagram of composite in schema fpml-option-shared-4-4_xsd (Financial products Markup Language (FpML®))
Collapse XSD Schema Code: 
<xsd:element name="composite" type="Composite">
    <xsd:annotation>
        <xsd:documentation xml:lang="en">If “Composite” is specified as the Settlement Type in the relevant Transaction Supplement, an amount in the Settlement Currency, determined by the Calculation Agent as being equal to the number of Options exercised or deemed exercised, multiplied by: (Settlement Price – Strike Price) / (Strike Price – Settlement Price) x Multiplier provided that if the above is equal to a negative amount the Option Cash Settlement Amount shall be deemed to be zero.</xsd:documentation>
    </xsd:annotation>
</xsd:element>
Collapse Child Elements:
Name Type Min Occurs Max Occurs
determinationMethod fpml:determinationMethod 0 (1)
relativeDate fpml:relativeDate 0 (1)
fxSpotRateSource fpml:fxSpotRateSource 0 (1)
Collapse Derivation Tree:
Documentation for Financial products Markup Language (FpML®)

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