fpml:PhysicalSettlement
A structure that describes how an option settles into a physical trade.
Complex type information
Namespace: http://www.fpml.org/FpML-5/transparency
Schema document: fpml-business-events-5-5.xsd
Content
- Choice [1..1]
- fpml:resultingTradeIdentifier The ID of the trade that resulted from the physical settlement.
- fpml:resultingTrade The trade that resulted from the physical settlement.
- fpml:bondOption A component describing a Bond Option product.
- fpml:creditDefaultSwap In a credit default swap one party (the protection seller) agrees to compensate another party (the protection buyer) if a specified company or Sovereign (the reference entity) experiences a credit event, indicating it is or may be unable to service its debts. The protection seller is typically paid a fee and/or premium, expressed as an annualized percent of the notional in basis points, regularly over the life of the transaction or otherwise as agreed by the parties.
- fpml:creditDefaultSwapOption An option on a credit default swap.
- fpml:commodityForward Defines a commodity forward product.
- fpml:commodityOption Defines a commodity option product. The product support for financially-settled exercises or exercise into physical forward contracts written on precious and non-precious metals. options in FpML is based on the creation of a 'commodityOption' product. The product references the 'commodity' underlyer in order to support the underlying asset of the option.
- fpml:commoditySwap Defines a commodity swap product.
- fpml:commoditySwaption Defines a commodity swaption product
- fpml:correlationSwap Specifies the structure of a correlation swap.
- fpml:dividendSwapOptionTransactionSupplement Specifies the structure of the dividend swap transaction supplement.
- fpml:dividendSwapTransactionSupplement Specifies the structure of the dividend swap transaction supplement.
- fpml:returnSwap Specifies the structure of a return type swap. It can represent return swaps, total return swaps, variance swaps.
- fpml:equityForward A component describing an Equity Forward product.
- fpml:equityOptionTransactionSupplement A component describing an Equity Option Transaction Supplement.
- fpml:fxDigitalOption An FX digital option transaction definition.
- fpml:fxFlexibleForward A flexible term fx forward product definition.
- fpml:fxSingleLeg A simple FX spot or forward transaction definition.
- fpml:fxSwap An FX Swap transaction definition.
- fpml:fxOption An FX option transaction definition.
- fpml:genericProduct Generic products - for use in Transparency reporting to define a product that represents an OTC derivative transaction whose economics are not fully described using an FpML schema. In other views, generic products are present for convenience to support internal messaging and workflows that are cross-product. Generic products are not full trade representations as such they are not intended to be used for confirming trades.
- fpml:nonSchemaProduct DEPRECATED: Generic products - for use in Transparency reporting to define a product that represents an OTC derivative transaction whose economics are not fully described using an FpML schema. In other views, generic products are present for convenience to support internal messaging and workflows that are cross-product. Generic products are not full trade representations as such they are not intended to be used for confirming trades.
- fpml:capFloor A cap, floor or cap floor structures product definition.
- fpml:fra A forward rate agreement product definition.
- fpml:swap A swap product definition.
- fpml:swaption A swaption product definition.
- fpml:equitySwapTransactionSupplement Specifies the structure of the equity swap transaction supplement.
- fpml:standardProduct Standard products - for use in Transparency reporting to define a product that represents a standardized OTC derivative transaction whose economics do not need to be fully described using an FpML schema because they are implied by the product ID. In other views, standard products are present for convenience to support internal messaging and workflows that are cross-product. Standard products are not full trade representations as such they are not intended to be used for confirming trades.
- fpml:varianceOptionTransactionSupplement Specifies the structure of a variance option.
- fpml:varianceSwapTransactionSupplement Specifies the structure of a variance swap transaction supplement.
from subst. group fpml:product
Attributes
None
Used by
- Element fpml:physicalSettlement