| @id | xsd:ID | | | | 1-1,
ncf | |
| expirationDate | AdjustableOrRelativeDate | 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.
| Expiration date. | Exercise period. | 1-1,
mre | |
| relevantUnderlyingDate | AdjustableOrRelativeDates | The date on the underlying set by the exercise of an option. What this date is depends
on the option (e.g. in a swaption it is the swap effective date, in an extendible/cancelable
provision it is the swap termination date).
| Relevant underlying date. | | 0-1,
ncf | |
| earliestExerciseTime | BusinessCenterTime | The earliest time at which notice of exercise can be given by the buyer to the seller
(or seller's agent): (i) on the expriation date, in the case of a European style option,
(ii) on each bermuda option exercise date and the expiration date, in the case of
a Bermuda style option, (iii) from the commencement date to, and including, the expiration
date, in the case of an American option.
| Earliest exercise time. | | 0-1,
ncf | |
| expirationTime | BusinessCenterTime | The latest time for exercise on expirationDate. | Expiration time. | | 0-1,
ncf | |
| partialExercise | PartialExercise | As defined in the 2000 ISDA Definitions, Section 12.3. Partial Exercise, the buyer
of the option has the right to exercise all or less than all the notional amount of
the underlying swap on the expiration date, but may not exercise less than the minimum
notional amount, and if an integral multiple amount is specified, the notional amount
exercised must be equal to, or be an integral multiple of, the integral multiple amount.
| Partial exercise. | | 0-1 | |
| exerciseFee | ExerciseFee | A fee to be paid on exercise. This could be represented as an amount or a rate and
notional reference on which to apply the rate.
| Exercise fee. | | 0-1,
ncf | |