XML Schema Documentation

Complex Type: ExerciseEvent

[Table of contents]

Super-types: None
Sub-types: None
Name ExerciseEvent
Used by (from the same schema document) Complex Type SwaptionAdjustedDates
Abstract no
Documentation A type defining the adjusted dates associated with a particular exercise event.
XML Instance Representation
<...
id=" xsd:ID [0..1]">
<adjustedExerciseDate> xsd:date </adjustedExerciseDate> [1]

'The date on which option exercise takes place. This date should already be adjusted for any applicable business day convention.'

<adjustedRelevantSwapEffectiveDate> xsd:date </adjustedRelevantSwapEffectiveDate> [1]

'The effective date of the underlying swap associated with a given exercise date. This date should already be adjusted for any applicable business day convention.'

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

'The date by which the cash settlement amount must be agreed. This date should already be adjusted for any applicable business day convention.'

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

'The date on which the cash settlement amount is paid. This date should already be adjusted for any applicable business dat convention.'

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

'The date on which the exercise fee amount is paid. This date should already be adjusted for any applicable business day convention.'

</...>
Diagram
Schema Component Representation
<xsd:complexType name="ExerciseEvent">
<xsd:sequence>
<xsd:element name="adjustedExerciseDate" type=" xsd:date "/>
<xsd:element name="adjustedRelevantSwapEffectiveDate" type=" xsd:date "/>
<xsd:element name="adjustedCashSettlementValuationDate" type=" xsd:date " minOccurs="0"/>
<xsd:element name="adjustedCashSettlementPaymentDate" type=" xsd:date " minOccurs="0"/>
<xsd:element name="adjustedExerciseFeePaymentDate" type=" xsd:date " minOccurs="0"/>
</xsd:sequence>
<xsd:attribute name="id" type=" xsd:ID "/>
</xsd:complexType>

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