group "FxAccrualKnockoutBarrier.model"
Namespace:
http://www.fpml.org/FpML-5/confirmation
Content:
10 elements
Defined:
globally in fpml-fx-accruals-5-8.xsd; see XML source
Includes:
definitions of 10 elements
Used:
at 1 location
Content Model Diagram
Complex Content Model
condition, ((observableReference, triggerRate) | (quotedCurrencyPair?, triggerRate, informationSource*)), (observationStartDate, observationStartTime?)?, (observationEndDate, observationEndTime?)?
Content Model Elements (10):
condition (defined in FxAccrualKnockoutBarrier.model group),
informationSource (defined in FxAccrualKnockoutBarrier.model group),
observableReference (defined in FxAccrualKnockoutBarrier.model group),
observationEndDate (defined in FxAccrualKnockoutBarrier.model group),
observationEndTime (defined in FxAccrualKnockoutBarrier.model group),
observationStartDate (defined in FxAccrualKnockoutBarrier.model group),
observationStartTime (defined in FxAccrualKnockoutBarrier.model group),
quotedCurrencyPair (defined in FxAccrualKnockoutBarrier.model group),
triggerRate (defined in FxAccrualKnockoutBarrier.model group),
triggerRate (defined in FxAccrualKnockoutBarrier.model group)
Known Usage Locations
XML Source (w/o annotations (9); see within schema source)
<xsd:group name="FxAccrualKnockoutBarrier.model">
<xsd:sequence>
<xsd:element name="condition" type="ConditionEnum"/>
<!--2015-01-08: FpML FX WG: add choice of [triggerRate+optional informationSource] / observableReference-->
<xsd:choice>
<xsd:sequence>
<xsd:element name="observableReference" type="FxRateObservableReference"/>
<!--2015-02-02: Added triggerRate, as it applies to both cases -->
<xsd:element name="triggerRate" type="Schedule"/>
</xsd:sequence>
<xsd:sequence>
<!--2015-01-06:GFXD: Added for Accruals (TBD with FpML FX WG)-->
<xsd:element minOccurs="0" name="quotedCurrencyPair" type="QuotedCurrencyPair"/>
<xsd:element name="triggerRate" type="Schedule"/>
<!--2015-01-06:GFXD: Added for Accruals (TBD with FpML FX WG)-->
<xsd:element maxOccurs="unbounded" minOccurs="0" name="informationSource" type="InformationSource"/>
</xsd:sequence>
</xsd:choice>
<xsd:sequence minOccurs="0">
<xsd:element name="observationStartDate" type="xsd:date"/>
<xsd:element minOccurs="0" name="observationStartTime" type="BusinessCenterTime"/>
</xsd:sequence>
<xsd:sequence minOccurs="0">
<xsd:element name="observationEndDate" type="xsd:date"/>
<xsd:element minOccurs="0" name="observationEndTime" type="BusinessCenterTime"/>
</xsd:sequence>
</xsd:sequence>
</xsd:group>
Content Element Detail (all declarations; defined within this component only; 10/10)
condition
Type:
ConditionEnum, simple content
"Specifies whether the trigger direction is "AtOrAbove", "AtOrBelow", "Above" or "Below"; that is, that a barrier event occurs if the spot rate is at or above,, at or below, strictly above or strictly below the trigger level during the period of observation.
Simple Content
enumeration of xsd:token
Enumeration:
"AtOrAbove"
 - 
The event rate must be greater than or equal to the specified trigger rate.
"AtOrBelow"
 - 
The event rate must be less than or equal to the specified trigger rate.
"Above"
 - 
The event rate must be greater than the specified trigger rate.
"Below"
 - 
The event rate must be less than the specified trigger rate.
minLength:
0
XML Source (w/o annotations (1); see within schema source)
<xsd:element name="condition" type="ConditionEnum"/>
informationSource
Type:
InformationSource, complex content
The information source where a published or displayed market rate will be obtained, e.g. Telerate Page 3750.
XML Source (w/o annotations (1); see within schema source)
<xsd:element maxOccurs="unbounded" minOccurs="0" name="informationSource" type="InformationSource"/>
observableReference
Type:
FxRateObservableReference, empty content
XML Source (see within schema source)
<xsd:element name="observableReference" type="FxRateObservableReference"/>
observationEndDate
Type:
xsd:date, predefined, simple content
The date on which the observation period for an american barrier ends. If the end date is not present, then the date and time of the end of the period is deemed to be the date and time of expiration.
XML Source (w/o annotations (1); see within schema source)
<xsd:element name="observationEndDate" type="xsd:date"/>
observationEndTime
Type:
BusinessCenterTime, complex content
The time on the end date at which the observation period for an american barrier ends. If the time is not present, then the time is deemed to be the same as the expiration time.
XML Source (w/o annotations (1); see within schema source)
<xsd:element minOccurs="0" name="observationEndTime" type="BusinessCenterTime"/>
observationStartDate
Type:
xsd:date, predefined, simple content
The date on which the observation period for an american barrier starts. If the start date is not present, then the date and time of the start of the period is deemed to be the date and time the transaction was entered into.
XML Source (w/o annotations (1); see within schema source)
<xsd:element name="observationStartDate" type="xsd:date"/>
observationStartTime
Type:
BusinessCenterTime, complex content
The time on the start date at which the observation period for an american barrier starts. If the time is not present and the start date is equivalent to the transaction date, the time is deemed to be the time the transaction was entered into. If the time is not present and the start date is other than the transaction date, then the time is deemed to be the same as the expiration time.
XML Source (w/o annotations (1); see within schema source)
<xsd:element minOccurs="0" name="observationStartTime" type="BusinessCenterTime"/>
quotedCurrencyPair
Type:
QuotedCurrencyPair, complex content
Defines the two currencies for an FX trade and the quotation relationship between the two currencies.
XML Source (w/o annotations (1); see within schema source)
<xsd:element minOccurs="0" name="quotedCurrencyPair" type="QuotedCurrencyPair"/>
triggerRate
Type:
Schedule, complex content
The market rate is observed relative to the trigger rate, and if it is found to be on the predefined side of (above or below) the trigger rate, a barrier event is deemed to have occurred.
XML Source (w/o annotations (1); see within schema source)
<xsd:element name="triggerRate" type="Schedule"/>
triggerRate
Type:
Schedule, complex content
The market rate is observed relative to the trigger rate, and if it is found to be on the predefined side of (above or below) the trigger rate, a barrier event is deemed to have occurred.
XML Source (w/o annotations (1); see within schema source)
<xsd:element name="triggerRate" type="Schedule"/>
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.