group "CashSettlementMethods2006.model"
Namespace:
http://www.fpml.org/FpML-5/confirmation
Content:
5 elements
Defined:
globally in fpml-ird-5-12.xsd; see XML source
Includes:
definitions of 5 elements
Used:
at 1 location
Content Model Diagram
Complex Content Model
cashPriceMethod | cashPriceAlternateMethod | parYieldCurveAdjustedMethod | zeroCouponYieldAdjustedMethod | crossCurrencyMethod
Content Model Elements (5):
cashPriceAlternateMethod, cashPriceMethod, crossCurrencyMethod, parYieldCurveAdjustedMethod, zeroCouponYieldAdjustedMethod
Known Usage Locations
Annotation
This model group holds cash settlement methods that were defined in the 2006 Definitions and were not carried over to the 2021 Definitions. These methods should not be used in trades based on the 2021 Definitions.
XML Source (w/o annotations (6); see within schema source)
<xsd:group name="CashSettlementMethods2006.model">
<xsd:choice>
<xsd:element name="cashPriceMethod" type="CashPriceMethod"/>
<xsd:element name="cashPriceAlternateMethod" type="CashPriceMethod"/>
<xsd:element name="parYieldCurveAdjustedMethod" type="YieldCurveMethod"/>
<xsd:element name="zeroCouponYieldAdjustedMethod" type="YieldCurveMethod"/>
<xsd:element name="crossCurrencyMethod" type="CrossCurrencyMethod"/>
</xsd:choice>
</xsd:group>
Content Element Detail (all declarations; defined within this component only; 5/5)
cashPriceAlternateMethod
Type:
CashPriceMethod, complex content
An ISDA defined cash settlement method used for the determination of the applicable cash settlement amount. The method is defined in the 2006 ISDA Definitions, Section 18.3. Cash Settlement Methods, paragraph (b).
XML Source (w/o annotations (1); see within schema source)
<xsd:element name="cashPriceAlternateMethod" type="CashPriceMethod"/>
cashPriceMethod
Type:
CashPriceMethod, complex content
An ISDA defined cash settlement method used for the determination of the applicable cash settlement amount. The method is defined in the 2006 ISDA Definitions, Section 18.3. Cash Settlement Methods, paragraph (a).
XML Source (w/o annotations (1); see within schema source)
<xsd:element name="cashPriceMethod" type="CashPriceMethod"/>
crossCurrencyMethod
Type:
CrossCurrencyMethod, complex content
An ISDA defined cash settlement method used for the determination of the applicable cash settlement amount. The method is defined in the 2006 ISDA Definitions, Section 18.3. Cash Settlement Methods, paragraph (f) (published in Supplement number 58).
XML Source (w/o annotations (1); see within schema source)
<xsd:element name="crossCurrencyMethod" type="CrossCurrencyMethod"/>
parYieldCurveAdjustedMethod
Type:
YieldCurveMethod, complex content
An ISDA defined cash settlement method used for the determination of the applicable cash settlement amount. The method is defined in the 2006 ISDA Definitions, Section 18.3. Cash Settlement Methods, paragraph (c).
XML Source (w/o annotations (1); see within schema source)
<xsd:element name="parYieldCurveAdjustedMethod" type="YieldCurveMethod"/>
zeroCouponYieldAdjustedMethod
Type:
YieldCurveMethod, complex content
An ISDA defined cash settlement method used for the determination of the applicable cash settlement amount. The method is defined in the 2006 ISDA Definitions, Section 18.3. Cash Settlement Methods, paragraph (d).
XML Source (w/o annotations (1); see within schema source)
<xsd:element name="zeroCouponYieldAdjustedMethod" type="YieldCurveMethod"/>
XML schema documentation generated with DocFlex/XML 1.10b5 using DocFlex/XML XSDDoc 2.8.1 template set. All content model diagrams generated by Altova XMLSpy via DocFlex/XML XMLSpy Integration.