group "CashSettlementMethods2006and2021.model"
Namespace:
http://www.fpml.org/FpML-5/confirmation
Content:
2 elements
Defined:
globally in fpml-ird-5-12.xsd; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
Content Model Diagram
Complex Content Model
parYieldCurveUnadjustedMethod | collateralizedCashPriceMethod
Content Model Elements (2):
collateralizedCashPriceMethod, parYieldCurveUnadjustedMethod
Known Usage Locations
Annotation
This model group holds cash settlement methods that are defined in the 2021 Definitions that were also defined in the 2006 Definitions.
XML Source (w/o annotations (3); see within schema source)
<xsd:group name="CashSettlementMethods2006and2021.model">
<xsd:choice>
<xsd:element name="parYieldCurveUnadjustedMethod" type="YieldCurveMethod"/>
</xsd:choice>
</xsd:group>
Content Element Detail (all declarations; defined within this component only; 2/2)
collateralizedCashPriceMethod
Type:
CollateralizedCashPriceMethod, complex content
An ISDA defined cash settlement method used for the determination of the applicable cash settlement amount. The method is defined in the 2021 ISDA Definitions, Section 18.2.6. Note: the 2021 Definition has different fields than appeared in the 2006 Definitions; this sctructure handles both methods.
XML Source (w/o annotations (1); see within schema source)
parYieldCurveUnadjustedMethod
Type:
YieldCurveMethod, complex content
An ISDA defined cash settlement method used for the determination of the applicable cash settlement amount. This method is defined in the 2021 ISDA Definitions, section 18.2.7. The method is also defined in the 2006 ISDA Definitions, Section 18.3. Cash Settlement Methods, paragraph (e).
XML Source (w/o annotations (1); see within schema source)
<xsd:element name="parYieldCurveUnadjustedMethod" 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.