XML Schema Documentation

Super-types:	None
Sub-types:	None

Name	CreditOptionStrike
Used by (from the same schema document)	Complex Type CreditDefaultSwapOption
Abstract	no
Documentation	A complex type to specify the strike of a credit swaption or a credit default swap option.

XML Instance Representation

<...>
Start Choice [1]

<spread> xsd:decimal </spread> [1]

'The strike of a credit default swap option or credit swaption when expressed as a spread per annum.'

<price> xsd:decimal </price> [1]

'The strike of a credit default swap option or credit swaption when expressed as in reference to the price of the underlying obligation(s) or index.'

<strikeReference> FixedRateReference </strikeReference> [1]

'The strike of a credit default swap option or credit swaption when expressed in reference to the spread of the underlying swap (typical practice in the case of single name swaps).'

End Choice
</...>

Schema Component Representation

<xsd:complexType name="CreditOptionStrike">

<xsd:choice>

<xsd:element name="spread" type=" xsd:decimal "/>

<xsd:element name="price" type=" xsd:decimal "/>

<xsd:element name="strikeReference" type=" FixedRateReference "/>

</xsd:choice>

</xsd:complexType>

Generated by <oXygen/> XML Editor using a modified version of xs3p that adds schema diagrams and chunking support.

Complex Type: CreditOptionStrike

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