schemas.fpml-schemas.fpml-eqd-5-9.xsd Maven / Gradle / Ivy
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Project to support the implementation a of smart derivative contract.
A type for defining the broker equity options.
A type for defining exercise procedures associated with an American style
exercise of an equity option. This entity inherits from the type SharedAmericanExercise.
The latest time of day at which the equity option can be
exercised, for example the official closing time of the exchange.
The presence of this element indicates that the option may
be exercised on different days. It is not applicable to European options.
A type for defining exercise procedures associated with a Bermuda style
exercise of an equity option. The term Bermuda is adopted in FpML for consistency with the ISDA
Definitions.
List of Exercise Dates for a Bermuda option.
The latest time of day at which the equity option can be
exercised, for example the official closing time of the exchange.
The presence of this element indicates that the option may
be exercised on different days. It is not applicable to European options.
A type for defining the common features of equity derivatives.
The type of option transaction.
Effective date for a forward starting option.
Specifies the underlying component, which can be either one
or many and consists in either equity, index or convertible bond component, or a
combination of these.
The notional amount.
The parameters for defining how the equity option can be
exercised, how it is valued and how it is settled.
A equity option simple strategy feature.
type for defining the common features of equity derivatives.
Defines how adjustments will be made to the contract should
one or more of the extraordinary events occur.
Where the underlying is shares, specifies events affecting
the issuer of those shares that may require the terms of the transaction to be adjusted.
A type for defining short form equity option basic features.
Defines whether it is a price or level at which the option
has been, or will be, struck.
The price per share, index or basket observed on the trade
or effective date.
The number of options comprised in the option
transaction.
The equity option premium payable by the buyer to the
seller.
A type for defining exercise procedures associated with a European style
exercise of an equity option.
The last day within an exercise period for an American
style option. For a European style option it is the only day within the exercise period.
A type for defining exercise procedures for equity options.
The parameters for defining how the equity option can be exercised,
how it is valued and how it is settled.
The parameters for defining the expiration date and time for a
European style equity option.
The parameters for defining the exercise period for an American
style equity option together with the rules governing the quantity of the underlying that
can be exercised on any given exercise date.
The parameters for defining the exercise period for an Bermuda
style equity option together with the rules governing the quantity of the underlying that
can be exercised on any given exercise date.
If true then each option not previously exercised will be
deemed to be exercised at the expiration time on the expiration date without service of
notice unless the buyer notifies the seller that it no longer wishes this to occur.
Provisions covering early exercise of option.
Prepayment features for Forward.
The parameters for defining when valuation of the underlying takes
place.
Date on which settlement of option premiums will occur.
The currency in which a cash settlement for non-deliverable forward
and non-deliverable options.
How the option will be settled.
A type for defining equity forwards.
The forward price per share, index or basket.
A type for defining the multiple exercise provisions of an American or
Bermuda style equity option.
When multiple exercise is applicable and this element is present it
specifies that the number of options that can be exercised on a given exercise date must either
be equal to the value of this element or be an integral multiple of it.
When multiple exercise is applicable this element specifies the
minimum number of options that can be exercised on a given exercise date. If this element is not
present then the minimum number is deemed to be 1. Its value can be a fractional number as a
result of corporate actions.
When multiple exercise is applicable this element specifies the
maximum number of options that can be exercised on a given exercise date. If this element is not
present then the maximum number is deemed to be the same as the number of options. Its value can
be a fractional number as a result of corporate actions.
A type for defining equity options.
Defines whether it is a price or level at which the option
has been, or will be, struck.
The price per share, index or basket observed on the trade
or effective date.
The number of options comprised in the option
transaction.
The number of shares per option comprised in the option
transaction.
The equity option premium payable by the buyer to the
seller.
A type for defining equity option transaction supplements.
For a share option transaction, a flag used to indicate
whether the transaction is to be treated as an 'exchange look-alike'. This designation
has significance for how share adjustments (arising from corporate actions) will be
determined for the transaction. For an 'exchange look-alike' transaction the relevant
share adjustments will follow that for a corresponding designated contract listed on the
related exchange (referred to as Options Exchange Adjustment (ISDA defined term),
otherwise the share adjustments will be determined by the calculation agent (referred to
as Calculation Agent Adjustment (ISDA defined term)).
For an index option transaction, a flag used in conjuction
with Futures Price Valuation (ISDA defined term) to indicate whether the Nearest Index
Contract provision is applicable. The Nearest Index Contract provision is a rule for
determining the Exchange-traded Contract (ISDA defined term) without having to
explicitly state the actual contract, delivery month and exchange on which it is traded.
Local Jurisdiction is a term used in the AEJ Master
Confirmation, which is used to determine local taxes, which shall mean taxes, duties,
and similar charges imposed by the taxing authority of the Local Jurisdiction If this
element is not present Local Jurisdiction is Not Applicable.
The number of shares per option comprised in the option
transaction supplement.
Specifies the contract multiplier that can be
associated with an index option.
A component to contain elements that represent an
extraordinary event.
A type for defining PrePayment.
A component describing a Broker View of an Equity Option.
A component describing an Equity Forward product.
A component describing an Equity Option product.
A component describing an Equity Option Transaction Supplement.
Choice between expiration expressed as symbolic and optional literal time,
or using a determination method.
The time of day at which the equity option expires, for example
the official closing time of the exchange.
The specific time of day at which the equity option expires.
Expiration time determination method.
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