schemas.fpml-schemas.fpml-bond-option-5-9.xsd Maven / Gradle / Ivy
A Bond Option
Strike of the the Bond Option.
A complex type to specify the strike of a bond or convertible bond
option.
The strike of an option when expressed by reference to a swap
curve. (Typically the case for a convertible bond option.)
A complex type to specify the amount to be paid by the buyer of the option
if the option is exercised prior to the Early Call Date (Typically applicable to the convertible bond
options).
The type of interpolation method that the calculation agent
reserves the right to use.
Date prior to which the option buyer will have to pay a
Make Whole Amount to the option seller if he/she exercises the option.
A complex type used to specify the option and convertible bond option
strike when expressed in reference to a swap curve.
Amount to be paid by the buyer of the option if the option is
exercised prior to the Early Call Date. (The market practice in the convertible bond option
space being that the buyer should be penalized if he/she exercises the option early on.)
A complex type to specify a valuation swap curve, which is used as part of
the strike construct for the bond and convertible bond options.
Defines the benchmark floating rate index and the ISDA Designated
Maturity, i.e. the tenor of the floating rate.
Spread in basis points over the floating rate index.
The side (bid/mid/ask) of the measure.
A component describing a Bond Option product.
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