XML Schema Documentation

Complex Type: ReferenceSwapCurve

[Table of contents]

Super-types:	None
Sub-types:	None

Name	ReferenceSwapCurve
Used by (from the same schema document)	Complex Type BondOptionStrike
Abstract	no
Documentation	A complex type used to specify the option and convertible bond option strike when expressed in reference to a swap curve.

XML Instance Representation

<...>

<swapUnwindValue> SwapCurveValuation </swapUnwindValue> [1]

<makeWholeAmount> MakeWholeAmount </makeWholeAmount> [0..1]

'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.)'

</...>

Diagram

Schema Component Representation

<xsd:complexType name="ReferenceSwapCurve">

<xsd:sequence>

<xsd:element name="swapUnwindValue" type=" SwapCurveValuation "/>

<xsd:element name="makeWholeAmount" type=" MakeWholeAmount " minOccurs="0"/>

</xsd:sequence>

</xsd:complexType>