Schema Central > FpML 5.5 Transparency > fpml-cd-5-5.xsd > fpml:creditDefaultSwapOption
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fpml:creditDefaultSwapOption

An option on a credit default swap.

Element information

Type: fpml:CreditDefaultSwapOption

Properties: Global, Qualified

Content

Attributes

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

Used in

Substitution hierarchy

Sample instance

<fpml:creditDefaultSwapOption>
   <fpml:primaryAssetClass>normalizedString</fpml:primaryAssetClass>
   <fpml:secondaryAssetClass>normalizedString</fpml:secondaryAssetClass>
   <fpml:productType>normalizedString</fpml:productType>
   <fpml:productId>normalizedString</fpml:productId>
   <fpml:embeddedOptionType>normalizedString</fpml:embeddedOptionType>
   <fpml:buyerPartyReference href="IDREF"/>
   <fpml:sellerPartyReference href="IDREF"/>
   <fpml:optionType>Payer</fpml:optionType>
   <fpml:premium>
      <fpml:paymentAmount>
         <fpml:currency>normalizedString</fpml:currency>
         <fpml:amount>1.0</fpml:amount>
      </fpml:paymentAmount>
      <fpml:paymentDate>
         <fpml:adjustableDate>...
         </fpml:adjustableDate>
      </fpml:paymentDate>
      <fpml:pricePerOption>
         <fpml:currency>normalizedString</fpml:currency>
         <fpml:amount>1.0</fpml:amount>
      </fpml:pricePerOption>
      <fpml:percentageOfNotional>1.0</fpml:percentageOfNotional>
   </fpml:premium>
   <fpml:americanExercise>
      <fpml:commencementDate>
         <fpml:adjustableDate>...
         </fpml:adjustableDate>
      </fpml:commencementDate>
      <fpml:expirationDate>
         <fpml:adjustableDate>...
         </fpml:adjustableDate>
      </fpml:expirationDate>
      <fpml:relevantUnderlyingDate>
         <fpml:adjustableDates>...
         </fpml:adjustableDates>
      </fpml:relevantUnderlyingDate>
      <fpml:earliestExerciseTime>
         <fpml:hourMinuteTime>12:00:00</fpml:hourMinuteTime>
         <fpml:businessCenter>normalizedString</fpml:businessCenter>
      </fpml:earliestExerciseTime>
      <fpml:latestExerciseTime>
         <fpml:hourMinuteTime>12:00:00</fpml:hourMinuteTime>
         <fpml:businessCenter>normalizedString</fpml:businessCenter>
      </fpml:latestExerciseTime>
      <fpml:expirationTime>
         <fpml:hourMinuteTime>12:00:00</fpml:hourMinuteTime>
         <fpml:businessCenter>normalizedString</fpml:businessCenter>
      </fpml:expirationTime>
      <fpml:multipleExercise>
         <fpml:notionalReference href="IDREF"/>
         <fpml:integralMultipleAmount>1.0</fpml:integralMultipleAmount>
         <fpml:minimumNotionalAmount>1.0</fpml:minimumNotionalAmount>
         <fpml:maximumNotionalAmount>1.0</fpml:maximumNotionalAmount>
      </fpml:multipleExercise>
      <fpml:exerciseFeeSchedule>
         <fpml:notionalReference href="IDREF"/>
         <fpml:feeAmountSchedule>...
         </fpml:feeAmountSchedule>
         <fpml:feePaymentDate>...
         </fpml:feePaymentDate>
      </fpml:exerciseFeeSchedule>
   </fpml:americanExercise>
   <fpml:notionalReference href="IDREF"/>
   <fpml:optionEntitlement>1.0</fpml:optionEntitlement>
   <fpml:entitlementCurrency>normalizedString</fpml:entitlementCurrency>
   <fpml:numberOfOptions>1.0</fpml:numberOfOptions>
   <fpml:strike>
      <fpml:spread>1.0</fpml:spread>
   </fpml:strike>
   <fpml:creditDefaultSwap>
      <fpml:generalTerms>
         <fpml:effectiveDate>...
         </fpml:effectiveDate>
         <fpml:scheduledTerminationDate>...
         </fpml:scheduledTerminationDate>
         <fpml:referenceInformation>...
         </fpml:referenceInformation>
      </fpml:generalTerms>
      <fpml:feeLeg>
         <fpml:initialPayment>...
         </fpml:initialPayment>
         <fpml:singlePayment>...
         </fpml:singlePayment>
         <fpml:periodicPayment>...
         </fpml:periodicPayment>
      </fpml:feeLeg>
      <fpml:protectionTerms>
         <fpml:calculationAmount>...
         </fpml:calculationAmount>
         <fpml:creditEvents>...
         </fpml:creditEvents>
      </fpml:protectionTerms>
   </fpml:creditDefaultSwap>
</fpml:creditDefaultSwapOption>

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