element <fxAccrualForward> (global) | XML Schema Documentation

element <fxAccrualForward> (global)

Namespace:	http://www.fpml.org/FpML-5/confirmation
Type:	FxAccrualForward
Content:	complex, 1 attribute, 18 elements
Subst.Gr:	may substitute for element product
Defined:	globally in fpml-fx-accruals-5-8.xsd; see XML source
Used:	never

Content Model Diagram

XML Representation Summary

<fxAccrualForward

=

xsd:ID

>

Content:

(primaryAssetClass?, secondaryAssetClass*, productType*, productId*, assetClass*)?, notionalAmount, counterCurrencyAmount*, (expiryDate | expirySchedule), (settlementDate | settlementSchedule), spotRate?, vanillaPayoffRegion+, averageRate?, accrualProcess, knockoutBarrier*, cashSettlement?, additionalPayment*

</fxAccrualForward>

Content model elements (18):

accrualProcess (in fxAccrualForward),

additionalPayment (in fxAccrualForward),

averageRate (in fxAccrualForward),

cashSettlement (in fxAccrualForward),

counterCurrencyAmount (in fxAccrualForward),

expiryDate (defined in FxExpiryDateOrSchedule.model group),

expirySchedule (defined in FxExpiryDateOrSchedule.model group),

knockoutBarrier (in fxAccrualForward),

notionalAmount (in fxAccrualForward),

primaryAssetClass,

productId (defined in Product.model group),

productType (defined in Product.model group),

secondaryAssetClass,

settlementDate (defined in FxSettlementDateOrSchedule.model group),

settlementSchedule (defined in FxSettlementDateOrSchedule.model group),

spotRate (in fxAccrualForward),

vanillaPayoffRegion (in fxAccrualForward)

May be included in elements by substitutions (20):

oldTrade (defined in TradeChangeContent complexType),

oldTrade (in novation),

originalTrade (defined in OptionExercise complexType),

originalTrade (defined in TradeChangeBase complexType),

originalTrade (in optionExpiry defined in OptionsEvents.model group),

physicalSettlement (defined in OptionExercise complexType),

resultingTrade (defined in TradeChangeBase complexType),

resultingTrade (in physicalSettlement defined in OptionExercise complexType),

trade (defined in DataDocument complexType),

trade (defined in TradeAmendmentContent complexType),

trade (defined in TradeChangeContent complexType),

trade (defined in TradeOrInfo.model group),

trade (defined in TradePackage complexType),

trade (defined in TradingEvents.model group),

trade (in affectedTransactions),

trade (in approvalStatusNotification),

trade (in clearingStatusItem)

Annotation

A structured forward product which consists of a strip of forwards. Each forward may be settled as an exchange of currencies or cash settled. At each settlement, the amount of gain that one party achieves is measured. The product has a target level of gain. Once the accumulated gain exceeds the target level, the product terminates and there are no further settlements.

XML Source (w/o annotations (1); see within schema source)

<xsd:element name="fxAccrualForward" substitutionGroup="product" type="FxAccrualForward"/>

XML schema documentation generated with DocFlex/XML 1.9.0 using DocFlex/XML XSDDoc 2.8.0 template set. All content model diagrams generated by Altova XMLSpy via DocFlex/XML XMLSpy Integration.