Definition Type: ComplexType
Name: FxBarrier
Namespace: http://www.fpml.org/2007/FpML-4-4
Containing Schema: fpml-fx-4-4.xsd
Abstract
Documentation:
A type that is used within the FX barrier option definition to define one or more barrier levels that determine whether the option will be knocked-in or knocked-out.
Collapse XSD Schema Diagram:
Drilldown into observationEndDate in schema fpml-fx-4-4_xsd Drilldown into observationStartDate in schema fpml-fx-4-4_xsd Drilldown into informationSource in schema fpml-fx-4-4_xsd Drilldown into triggerRate in schema fpml-fx-4-4_xsd Drilldown into quotedCurrencyPair in schema fpml-fx-4-4_xsd Drilldown into fxBarrierType in schema fpml-fx-4-4_xsdXSD Diagram of FxBarrier in schema fpml-fx-4-4_xsd (Financial products Markup Language (FpML®))
Collapse XSD Schema Code:
<xsd:complexType name="FxBarrier">
    <xsd:annotation>
        <xsd:documentation xml:lang="en">A type that is used within the FX barrier option definition to define one or more barrier levels that determine whether the option will be knocked-in or knocked-out.</xsd:documentation>
    </xsd:annotation>
    <xsd:sequence>
        <xsd:element name="fxBarrierType" type="FxBarrierTypeEnum" minOccurs="0">
            <xsd:annotation>
                <xsd:documentation xml:lang="en">This specifies whether the option becomes effective ("knock-in") or is annulled ("knock-out") when the respective trigger event occurs.</xsd:documentation>
            </xsd:annotation>
        </xsd:element>
        <xsd:element name="quotedCurrencyPair" type="QuotedCurrencyPair">
            <xsd:annotation>
                <xsd:documentation xml:lang="en">Defines the two currencies for an FX trade and the quotation relationship between the two currencies.</xsd:documentation>
            </xsd:annotation>
        </xsd:element>
        <xsd:element name="triggerRate" type="xsd:decimal">
            <xsd:annotation>
                <xsd:documentation xml:lang="en">The market rate is observed relative to the trigger rate, and if it is found to be on the predefined side of (above or below) the trigger rate, a trigger event is deemed to have occurred.</xsd:documentation>
            </xsd:annotation>
        </xsd:element>
        <xsd:element name="informationSource" type="InformationSource" maxOccurs="unbounded">
            <xsd:annotation>
                <xsd:documentation xml:lang="en">The information source where a published or displayed market rate will be obtained, e.g. Telerate Page 3750.</xsd:documentation>
            </xsd:annotation>
        </xsd:element>
        <xsd:element name="observationStartDate" type="xsd:date" minOccurs="0">
            <xsd:annotation>
                <xsd:documentation xml:lang="en">The start of the period over which observations are made to determine whether a trigger has occurred.</xsd:documentation>
            </xsd:annotation>
        </xsd:element>
        <xsd:element name="observationEndDate" type="xsd:date" minOccurs="0">
            <xsd:annotation>
                <xsd:documentation xml:lang="en">The end of the period over which observations are made to determine whether a trigger event has occurred.</xsd:documentation>
            </xsd:annotation>
        </xsd:element>
    </xsd:sequence>
</xsd:complexType>
Collapse Child Elements:
Name Type Min Occurs Max Occurs
fxBarrierType fpml:fxBarrierType 0 (1)
quotedCurrencyPair fpml:quotedCurrencyPair (1) (1)
triggerRate fpml:triggerRate (1) (1)
informationSource fpml:informationSource (1) unbounded
observationStartDate fpml:observationStartDate 0 (1)
observationEndDate fpml:observationEndDate 0 (1)
Collapse Derivation Tree:
Collapse References:
fpml:fxBarrier