schemas.cme-cleared-confirm-1-17.fpml-eqd-5-0.xsd Maven / Gradle / Ivy
A type for defining exercise procedures associated with an American style exercise of an equity option.
The first day of the exercise period.
Specification of multiple exercise.
Provisions covering early exercise of option.
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.
The dates the define the Bermuda option exercise dates and the expiration date. The last specified date is assumed to be the expiration date. The dates can either be specified as a series of explicit dates and associated adjustments or as a series of dates defined relative to another schedule of dates, for example, the calculation period start dates. Where a relative series of dates are defined the first and last possible exercise dates can be separately specified.
A type for defining the common features of equity derivatives.
Effective date for a forward starting derivative. If this element is not present, the effective date is the trade date.
Specifies the underlying component, which can be either a single asset, an index, or a custom basket of assets.
The notional amount.
The number of options comprised in the option transaction.
An Option feature such as quanto, asian, barrier, knock.
The parameters for defining when valuation of the underlying takes place.
Equity option contractural settlement information.
A type for defining a long form equity option contract.
A type for defining the common features of equity derivatives.
Put or Call option contract
Date where he holder of a Chooser option contract determines a choice of either a Call or a Put
The price per share, index or basket observed on the trade or effective date.
Defines whether it is a price or level at which the option has been, or will be, struck.
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.
The equity option premium payable by the buyer to the seller.
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 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.
Choice between an expiration time type, such as official close of the exchange, or an explicit time.
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.
Choice between a latest exercise time type, such as official close of the exchange, or an explicit time.
The latest time of day at which the option can be exercised, for example the official closing time of the exchange.
The latest specific time of day at which the option can be exercise.
If present and 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.
A type for defining equity forwards.
The forward price per share, index or basket.
The parameters for defining the expiration date and time for a European style equity option.
Prepayment features for Forward.
A type for defining Equity Option Termination.
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.
Defines how adjustments will be made to the contract should one or more of the extraordinary events occur.
A component describing an Equity Forward product.
A component describing an Equity Option product.
A component describing an Equity Option Transaction Supplement.
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