Schema Central > FpML 5.0 Confirmation > fpml-bond-option-5-0.xsd > referenceSwapCurve
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referenceSwapCurve

The strike of an option when expressed by reference to a swap curve. (Typically the case for a convertible bond option.)

Element information

Type: ReferenceSwapCurve

Properties: Local, Qualified

Content

Attributes

None

Used in

Sample instance

<referenceSwapCurve>
   <swapUnwindValue>
      <floatingRateIndex>JPY-LIBOR-BBA</floatingRateIndex>
      <indexTenor>
         <periodMultiplier>6</periodMultiplier>
         <period>M</period>
      </indexTenor>
      <spread>27</spread>
   </swapUnwindValue>
</referenceSwapCurve>

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