complexType "FxAccrualDigitalOption"
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XML Representation Summary |
<... |
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Content: |
( primaryAssetClass, secondaryAssetClass*, (( productType+, productId*) | productId+), embeddedOptionType[0..2])?, buyerPartyReference, buyerAccountReference?, sellerPartyReference, sellerAccountReference?, notionalAmount, accrual, ( expiryDate | expirySchedule), ( settlementDate | settlementSchedule), exerciseProcedure?, trigger, barrier*, premium* |
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Content Model Elements (20):
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All Direct / Indirect Based Elements (1):
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Annotation
An FX Accrual Digital Option product The product defines a list of fixing (or observation) dates. There are m total fixings. At the expiry date of the product, the buyer of the option has the right to an FX settlement with n/m * Notional. Payout can be cash or physical.
Type Derivation Tree
FxAccrualDigitalOption
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XML Source (w/o annotations (9); see within schema source)
<xsd:complexContent>
<xsd:extension base="Option">
<xsd:sequence>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
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Content Element Detail (all declarations; defined within this component only; 6/20)
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Describes accrual features within the product.
XML Source (w/o annotations (1); see within schema source)
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Defines a knockout barrier conditions where if a barrier event occurs, the accrual process is terminated for the duration of all remaining accrual periods. Settlement rights for the next settlement are either retained or extinguished.
XML Source (w/o annotations (1); see within schema source)
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A set of parameters defining procedures associated with the exercise.
XML Source (w/o annotations (1); see within schema source)
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Notional amount Schedule. The notional value of the product. This number divided by the total number of fixings in the fixing schedule is the amount that is accrued at each fixing if the accrual factor is one.
XML Source (w/o annotations (1); see within schema source)
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Premium amount or premium installment amount for an option.
XML Source (w/o annotations (1); see within schema source)
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Defines one or more conditions under which the option will payout if exercisable.
XML Source (w/o annotations (1); see within schema source)