FxFeature
Type CDM 7.2.0A type for defining FX Features.
Extends —
Extended by —
Attributes 4
Namespace cdm.product.template
Attributes
All 4 declared on FxFeature. Cardinality in amber is required.
| Name | Type | Card. | Description |
|---|---|---|---|
| referenceCurrency | string | 1..1 | Specifies the reference currency of the trade. |
| composite | Composite | 0..1 | If 'Composite' is specified as the Settlement Type in the relevant Transaction Supplement, an amount in the Settlement Currency, determined by the Calculation Agent as being equal to the number of Options exercised or deemed exercised, multiplied by: (Settlement Price – Strike Price) / (Strike Price – Settlement Price) x Multiplier provided that if the above is equal to a negative amount the Option Cash Settlement Amount shall be deemed to be zero. |
| quanto | Quanto | 0..1 | If 'Quanto' is specified as the Settlement Type in the relevant Transaction Supplement, an amount, as determined by the Calculation Agent in accordance with the Section 8.2 of the Equity Definitions. |
| crossCurrency | Composite | 0..1 | If 'Cross-Currency' is specified as the Settlement Type in the relevant Transaction Supplement, an amount in the Settlement Currency, determined by the Calculation Agent as being equal to the number of Options exercised or deemed exercised, multiplied by: (Settlement Price – Strike Price) / (Strike Price – Settlement Price) x Multiplier x one unit of the Reference Currency converted into an amount in the Settlement Currency using the rate of exchange of the Settlement Currency as quoted on the Reference Price Source on the Valuation Date, provided that if the above is equal to a negative amount the Option Cash Settlement Amount shall be deemed to be zero. |
Conditions
Validation rules the model enforces on this type, in Rune. An instance that breaks one of these is invalid CDM, whatever produced it.
FxFeatureChoice Condition
Choice rule to represent an FpML choice construct.
required choice composite, quanto, crossCurrencyReferenced by
3 types hold a FxFeature as an attribute.
Functions
Model functions that produce or consume this type. These are the CDM's own behaviour — the logic a correct implementation has to match.
| Function | Role | Description |
|---|---|---|
| MapFxFeature | returns | — |
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