XML Schema Documentation

Super-types:	None
Sub-types:	None

Name	FxBarrier
Used by (from the same schema document)	Complex Type FxBarrierOption
Abstract	no
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.

XML Instance Representation

<...>

<fxBarrierType> FxBarrierTypeEnum </fxBarrierType> [0..1]

'This specifies whether the option becomes effective (\"knock-in\") or is annulled (\"knock-out\") when the respective trigger event occurs.'

<quotedCurrencyPair> QuotedCurrencyPair </quotedCurrencyPair> [1]

'Defines the two currencies for an FX trade and the quotation relationship between the two currencies.'

<triggerRate> xsd:decimal </triggerRate> [1]

'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.'

<informationSource> InformationSource </informationSource> [1..*]

'The information source where a published or displayed market rate will be obtained, e.g. Telerate Page 3750.'

<observationStartDate> xsd:date </observationStartDate> [0..1]

'The start of the period over which observations are made to determine whether a trigger has occurred.'

<observationEndDate> xsd:date </observationEndDate> [0..1]

'The end of the period over which observations are made to determine whether a trigger event has occurred.'

</...>

Schema Component Representation

<xsd:complexType name="FxBarrier">

<xsd:sequence>

<xsd:element name="fxBarrierType" type=" FxBarrierTypeEnum " minOccurs="0"/>

<xsd:element name="quotedCurrencyPair" type=" QuotedCurrencyPair "/>

<xsd:element name="triggerRate" type=" xsd:decimal "/>

<xsd:element name="informationSource" type=" InformationSource " maxOccurs="unbounded"/>

<xsd:element name="observationStartDate" type=" xsd:date " minOccurs="0"/>

<xsd:element name="observationEndDate" type=" xsd:date " minOccurs="0"/>

</xsd:sequence>

</xsd:complexType>

Generated by <oXygen/> XML Editor using a modified version of xs3p that adds schema diagrams and chunking support.

Complex Type: FxBarrier

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