schemas.fpml-5-12.confirmation.fpml-bond-option-5-12.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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