| Choice begin |
| Branch1 |
| equityEuropeanExercise | EquityEuropeanExercise | The parameters for defining the expiration date and time for a European style equity
option.
| European exercise. | | 1-1,
mre | This element is also used for defining exercise procedures for equity forwards. |
| Branch2 |
| equityAmericanExercise | EquityAmericanExercise | 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.
| American exercise. | | 1-1,
mre | |
| Branch3 |
| equityBermudaExercise | EquityBermudaExercise | 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.
| Bermuda exercise. | | 1-1,
mre | |
| Choice end |
| Choice begin |
| Branch1 |
| automaticExercise | xsd:boolean | 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.
| Automatic exercise. | | 0-1,
afr | |
| makeWholeProvisions | MakeWholeProvisions | Provisions covering early exercise of option. | Make whole provisions. | | 0-1,
ncf | At the first stage this element is not used in the repository messages. |
| Branch2 |
| prePayment | PrePayment | Prepayment features for Forward. | Prepayment. | | 1-1,
ncf | |
| Choice end |
| equityValuation | EquityValuation | The parameters for defining when valuation of the underlying takes place. | Equity valuation. | | 0-1,
ncf | |
| settlementDate | AdjustableOrRelativeDate | A date on which settlement under equity option or equity forward exercise, including
delivery of shares or other securities, will occur. This date can be defined with
reference to Exercise Date under an option transaction or to the Valuation Date under
a Forward Transaction.
| Settlement date. | | 0-1,
ncf | |
| settlementCurrency | Currency | The currency in which a cash settlement will occur for non-deliverable forwards and
non-deliverable options.
| Settlement currency. | | 1-1,
mre,
mfr | |
| settlementPriceSource | SettlementPriceSource | The source from which the settlement price is to be obtained, e.g. a Reuters page,
Prezzo di Riferimento, etc.
| Settlement price source. | Code of price source. | 0-1,
ncf | Conditionally filled element. This is to be included in case of reporting information
about cash exercise of an option or a forward. In other cases this is not supposed
to be used. All underlying elements are included only in specified case.
|
| settlementType | SettlementTypeEnum | Defines how the option or the forward will be settled. | Settlement type. | | 1-1,
mre,
mfr | |
| settlementMethodElectionDate | AdjustableOrRelativeDate | Defines settlement method election date. | Settlement method election date. | | 0-1,
ncf | |
| settlementMethodElectingPartyReference | PartyReference | Defines settlement method electing party reference. | Settlement method electing party. | | 0-1,
ncf | |
| settlementPriceDefaultElection | SettlementPriceDefaultElection | Defines settlement price default election. | Settlement price default election. | | 0-1,
ncf | |