XML Schema Documentation

Super-types:	None
Sub-types:	None

Name	EarlyTerminationProvision
Used by (from the same schema document)	Complex Type CapFloor , Complex Type Swap
Abstract	no
Documentation	A type defining an early termination provision for a swap. This early termination is at fair value, i.e. on termination the fair value of the product must be settled between the parties.

XML Instance Representation

<...
id=" xsd:ID [0..1]">
Start Choice [1]
Start Choice [1]

<mandatoryEarlyTermination> MandatoryEarlyTermination </mandatoryEarlyTermination> [1]

'A mandatory early termination provision to terminate the swap at fair value.'

<mandatoryEarlyTerminationDateTenor> Interval </mandatoryEarlyTerminationDateTenor> [1]

'Period after trade date of the mandatory early termination date.'

<mandatoryEarlyTermination> MandatoryEarlyTermination </mandatoryEarlyTermination> [0..1]

'A mandatory early termination provision to terminate the swap at fair value.'

End Choice
Start Group: OptionalEarlyTermination.model [0..1]
Start Choice [1]

<optionalEarlyTermination> OptionalEarlyTermination </optionalEarlyTermination> [1]

'An option for either or both parties to terminate the swap at fair value.'

<optionalEarlyTerminationParameters> ExercisePeriod </optionalEarlyTerminationParameters> [1]

'Definition of the first early termination date and the frequency of the termination dates subsequent to that. American exercise is defined by having a frequency of one day.'

<optionalEarlyTermination> OptionalEarlyTermination </optionalEarlyTermination> [0..1]

'An option for either or both parties to terminate the swap at fair value.'

End Choice
End Group: OptionalEarlyTermination.model
Start Choice [1]

<optionalEarlyTermination> OptionalEarlyTermination </optionalEarlyTermination> [1]

'An option for either or both parties to terminate the swap at fair value.'

<optionalEarlyTerminationParameters> ExercisePeriod </optionalEarlyTerminationParameters> [1]

'Definition of the first early termination date and the frequency of the termination dates subsequent to that. American exercise is defined by having a frequency of one day.'

<optionalEarlyTermination> OptionalEarlyTermination </optionalEarlyTermination> [0..1]

'An option for either or both parties to terminate the swap at fair value.'

End Choice
End Choice
</...>

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

Complex Type: EarlyTerminationProvision

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