fpml:UnderlyingAssetOrReference.model
Include or reference an underlying asset definition.
Group information
Namespace: http://www.fpml.org/FpML-5/confirmation
Schema document: fpml-mktenv-5-5.xsd
Content
- Choice [1..1]
- fpml:basket Defines the underlying asset when it is a basket.
- fpml:bond Identifies the underlying asset when it is a series or a class of bonds.
- fpml:cash Identifies a simple underlying asset type that is a cash payment. Used for specifying discounting factors for future cash flows in the pricing and risk model.
- fpml:commodity Identifies the underlying asset when it is a listed commodity.
- fpml:convertibleBond Identifies the underlying asset when it is a convertible bond.
- fpml:equity Identifies the underlying asset when it is a listed equity.
- fpml:exchangeTradedFund Identifies the underlying asset when it is an exchange-traded fund.
- fpml:future Identifies the underlying asset when it is a listed future contract.
- fpml:index Identifies the underlying asset when it is a financial index.
- fpml:loan Identifies a simple underlying asset that is a loan.
- fpml:mortgage Identifies a mortgage backed security.
- fpml:mutualFund Identifies the class of unit issued by a fund.
- fpml:option Identifies the underlying asset when it is a listed option contract.
- fpml:underlyingAssetReference [0..1] A reference to an underlying asset that defines the meaning of the value, i.e. the product that the value corresponds to. For example, this could be a caplet or simple european swaption.
from subst. group fpml:underlyingAsset
Used in
- Type fpml:PricingStructurePoint (Element fpml:point)