element <crossCurrency> (local)
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complex, 3 elements |
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XML Representation Summary |
<crossCurrency> |
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</crossCurrency> |
Content model elements (3):
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Included in content model of elements (4):
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Annotation
If “Cross-Currency” is specified as the Settlement Type in the relevant Transaction Supplement, an amount in the Settlement Currency, determined by the Calculation Agent as being equal to the number of Options exercised or deemed exercised, multiplied by: (Settlement Price – Strike Price) / (Strike Price – Settlement Price) x Multiplier x one unit of the Reference Currency converted into an amount in the Settlement Currency using the rate of exchange of the Settlement Currency as quoted on the Reference Price Source on the Valuation Date, provided that if the above is equal to a negative amount the Option Cash Settlement Amount shall be deemed to be zero.
XML Source (w/o annotations (1); see within schema source)