schemas.fpml-5-13.confirmation.fpml-eqd-5-13.xsd Maven / Gradle / Ivy
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.
The date when the option is to be settled relative to the valuation date. If the settlement date is not specified explicitly then settlement will take place on the valuation date.
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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