Documentation for Financial products Markup Language (FpML®)
Definition Type: ComplexType
Name: FallbackReferencePrice
Namespace: http://www.fpml.org/2007/FpML-4-4
Containing Schema: fpml-ird-4-4.xsd
Abstract
Documentation:
The method, prioritzed by the order it is listed in this element, to get a replacement rate for the disrupted settlement rate option.
Collapse XSD Schema Diagram:
Drilldown into calculationAgentDetermination in schema fpml-ird-4-4_xsd Drilldown into fallbackSurveyValuationPostponenment in schema fpml-ird-4-4_xsd Drilldown into fallbackSettlementRateOption in schema fpml-ird-4-4_xsd Drilldown into valuationPostponement in schema fpml-ird-4-4_xsdXSD Diagram of FallbackReferencePrice in schema fpml-ird-4-4_xsd (Financial products Markup Language (FpML®))
Collapse XSD Schema Code: 
<xsd:complexType name="FallbackReferencePrice">
    <xsd:annotation>
        <xsd:documentation xml:lang="en">The method, prioritzed by the order it is listed in this element, to get a replacement rate for the disrupted settlement rate option.</xsd:documentation>
    </xsd:annotation>
    <xsd:sequence>
        <xsd:element name="valuationPostponement" type="ValuationPostponement" minOccurs="0">
            <xsd:annotation>
                <xsd:documentation xml:lang="en">Specifies how long to wait to get a quote from a settlement rate option upon a price source disruption</xsd:documentation>
            </xsd:annotation>
        </xsd:element>
        <xsd:element name="fallbackSettlementRateOption" type="SettlementRateOption" minOccurs="0" maxOccurs="unbounded">
            <xsd:annotation>
                <xsd:documentation xml:lang="en">This settlement rate option will be used in its place.</xsd:documentation>
            </xsd:annotation>
        </xsd:element>
        <xsd:element name="fallbackSurveyValuationPostponenment" type="Empty" minOccurs="0">
            <xsd:annotation>
                <xsd:documentation xml:lang="en">Request rate quotes from the market.</xsd:documentation>
            </xsd:annotation>
        </xsd:element>
        <xsd:element name="calculationAgentDetermination" type="CalculationAgent" minOccurs="0">
            <xsd:annotation>
                <xsd:documentation xml:lang="en">The calculation agent will decide the rate.</xsd:documentation>
            </xsd:annotation>
        </xsd:element>
    </xsd:sequence>
</xsd:complexType>
Collapse Child Elements:
Name Type Min Occurs Max Occurs
valuationPostponement fpml:valuationPostponement 0 (1)
fallbackSettlementRateOption fpml:fallbackSettlementRateOption 0 unbounded
fallbackSurveyValuationPostponenment fpml:fallbackSurveyValuationPostponenment 0 (1)
calculationAgentDetermination fpml:calculationAgentDetermination 0 (1)
Collapse Derivation Tree:
Collapse References:
fpml:fallbackReferencePrice
Documentation for Financial products Markup Language (FpML®)

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