Documentation for Financial products Markup Language (FpML®)
Definition Type: ComplexType
Name: ReferenceSwapCurve
Namespace: http://www.fpml.org/2007/FpML-4-4
Containing Schema: fpml-bond-option-4-4.xsd
Abstract
Documentation:
A complex type used to specify the option and convertible bond option strike when expressed in reference to a swap curve.
Collapse XSD Schema Diagram:
Drilldown into makeWholeAmount in schema fpml-bond-option-4-4_xsd Drilldown into swapUnwindValue in schema fpml-bond-option-4-4_xsdXSD Diagram of ReferenceSwapCurve in schema fpml-bond-option-4-4_xsd (Financial products Markup Language (FpML®))
Collapse XSD Schema Code: 
<xsd:complexType name="ReferenceSwapCurve">
    <xsd:annotation>
        <xsd:documentation xml:lang="en">A complex type used to specify the option and convertible bond option strike when expressed in reference to a swap curve.</xsd:documentation>
    </xsd:annotation>
    <xsd:sequence>
        <xsd:element name="swapUnwindValue" type="SwapCurveValuation" />
        <xsd:element name="makeWholeAmount" type="MakeWholeAmount" minOccurs="0">
            <xsd:annotation>
                <xsd:documentation xml:lang="en">Amount to be paid by the buyer of the option if the option is exercised prior to the Early Call Date. (The market practice in the convertible bond option space being that the buyer should be penalized if he/she exercises the option early on.)</xsd:documentation>
            </xsd:annotation>
        </xsd:element>
    </xsd:sequence>
</xsd:complexType>
Collapse Child Elements:
Name Type Min Occurs Max Occurs
swapUnwindValue fpml:swapUnwindValue (1) (1)
makeWholeAmount fpml:makeWholeAmount 0 (1)
Collapse Derivation Tree:
Collapse References:
fpml:referenceSwapCurve
Documentation for Financial products Markup Language (FpML®)

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