Schema Central > FpML 5.5 Confirmation > fpml-shared-5-5.xsd > fpml:bermudaExercise
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fpml:bermudaExercise

The parameters for defining the exercise period for a Bermuda style option together with any rules governing the notional amount of the underlying which can be exercised on any given exercise date and any associated exercise fees.

Element information

Type: fpml:BermudaExercise

Properties: Global, Qualified

Content

Attributes

NameOccTypeDescriptionNotes
id [0..1]xsd:IDfrom type fpml:Exercise

Used in

Substitution hierarchy

Sample instance

<bermudaExercise id="bermudaExercise0">
   <bermudaExerciseDates>
      <adjustableDates>
         <unadjustedDate>2000-12-28</unadjustedDate>
         <unadjustedDate>2001-04-28</unadjustedDate>
         <unadjustedDate>2001-08-28</unadjustedDate>
         <dateAdjustments>
            <businessDayConvention>FOLLOWING</businessDayConvention>
            <businessCenters>
               <businessCenter>EUTA</businessCenter>
               <businessCenter>GBLO</businessCenter>
            </businessCenters>
         </dateAdjustments>
      </adjustableDates>
   </bermudaExerciseDates>
   <relevantUnderlyingDate>
      <relativeDates>
         <periodMultiplier>2</periodMultiplier>
         <period>D</period>
         <dayType>Business</dayType>
         <businessDayConvention>NONE</businessDayConvention>
         <businessCenters>
            <businessCenter>EUTA</businessCenter>
            <businessCenter>GBLO</businessCenter>
         </businessCenters>
         <dateRelativeTo href="bermudaExercise0"/>
      </relativeDates>
   </relevantUnderlyingDate>
   <earliestExerciseTime>
      <hourMinuteTime>09:00:00</hourMinuteTime>
      <businessCenter>BEBR</businessCenter>
   </earliestExerciseTime>
   <expirationTime>
      <hourMinuteTime>11:00:00</hourMinuteTime>
      <businessCenter>BEBR</businessCenter>
   </expirationTime>
</bermudaExercise>

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