complexType "CreditOptionStrike"
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Content: |
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Defined: |
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Includes: |
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XML Representation Summary |
<...> |
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</...> |
Content Model Elements (3):
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All Direct / Indirect Based Elements (1):
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Annotation
A complex type to specify the strike of a credit swaption or a credit default swap option.
XML Source (w/o annotations (4); see within schema source)
<xsd:choice>
<xsd:element name="spread" type="xsd:decimal"/>
<xsd:element name="price" type="xsd:decimal"/>
</xsd:choice>
</xsd:complexType>
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Content Element Detail (all declarations; defined within this component only; 3/3)
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Type: |
xsd:decimal, predefined, simple content |
The strike of a credit default swap option or credit swaption when expressed as in reference to the price of the underlying obligation(s) or index.
XML Source (w/o annotations (1); see within schema source)
<xsd:element name="price" type="xsd:decimal"/>
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Type: |
xsd:decimal, predefined, simple content |
The strike of a credit default swap option or credit swaption when expressed as a spread per annum.
XML Source (w/o annotations (1); see within schema source)
<xsd:element name="spread" type="xsd:decimal"/>
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The strike of a credit default swap option or credit swaption when expressed in reference to the spread of the underlying swap (typical practice in the case of single name swaps).
XML Source (w/o annotations (1); see within schema source)