FxOptionFeatures

A type describing the features that may be present in an FX option.

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Field	Type	Description	Print form title	FFSM title	Properties	Conditions
Choice begin
Branch1
asian	FxAsianFeature	Describes FX asian option features.	Asian option features.		1-1, mre	Conditionally filled element. This is to be included in case of reporting information about special features of asian options. In other cases this is not supposed to be used. All underlying elements are included only in specified case.
barrier	FxBarrierFeature	Describes FX barrier option features.	Barrier option features.		0-∞	Conditionally filled element. This is to be included in case of reporting information about special features of barrier options. In other cases this is not supposed to be used. All underlying elements are included only in specified case.
Branch2
barrier	FxBarrierFeature	Describes FX barrier option features.	Barrier option features.		1-∞, mre	Conditionally filled element. This is to be included in case of reporting information about special features of barrier options. In other cases this is not supposed to be used. All underlying elements are included only in specified case.
Choice end

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FxOptionFeatures

A choice of exotic option features.

barrier(FxBarrierFeature)

	Conditionally filled element. This is to be included in case of reporting information about special features of barrier options. In other cases this is not supposed to be used. All underlying elements are included only in specified case.
	Describes FX barrier option features.

barrierType(FxBarrierTypeEnum)

	This specifies whether the option becomes effective ("knock-in") or is annulled ("knock-out") when the respective trigger event occurs.
	Knockin;Knockout;ReverseKnockin;ReverseKnockout;

quotedCurrencyPair(QuotedCurrencyPair)

	Defines the two currencies for an FX trade and the quotation relationship between the two currencies.
	Code of knock-in currency of denomination; Code of knock-out currency of denomination.

currency1(Currency)

	The first currency specified when a pair of currencies is to be evaluated.

currency2(Currency)

	The second currency specified when a pair of currencies is to be evaluated.

quoteBasis(QuoteBasisEnum)

	The method by which the exchange rate is quoted.
	Currency1PerCurrency2;Currency2PerCurrency1;

triggerRate(PositiveDecimal)

	The market rate is observed relative to the trigger rate, and if it is found to be on the predefined side of (above or below) the trigger rate, a trigger event is deemed to have occurred.
	Knock-in price; Knock-out price.
	(0;

informationSource(InformationSource)

	The information source where a published or displayed market rate will be obtained, e.g. Telerate Page 3750.

rateSource(InformationProvider)

An information source for obtaining a market rate. For example Bloomberg, Reuters, Telerate etc.

observationStartDate(date)

The start of the period over which observations are made to determine whether a trigger has occurred.

observationEndDate(date)

The end of the period over which observations are made to determine whether a trigger event has occurred.

Sequence

asian(FxAsianFeature)

	Conditionally filled element. This is to be included in case of reporting information about special features of asian options. In other cases this is not supposed to be used. All underlying elements are included only in specified case.
	Describes FX asian option features.

primaryRateSource(InformationSource)

The primary source for where the rate observation will occur. Will typically be either a page or a reference bank published rate.

rateSource(InformationProvider)

An information source for obtaining a market rate. For example Bloomberg, Reuters, Telerate etc.

observationSchedule(FxAverageRateObservationSchedule)

	Conditionally filled element. This is to be included in case of reporting information about parametric FX rate observation schedule for asian FX options. In other cases this is not supposed to be used. All underlying elements are included only in specified case.
	Parametric schedule of rate observations.
	Period of strike price calculation.

startDate(date)

	The start of the period over which observations of the exchange rate are made to determine whether a trigger has occurred or to calculate payouts.

endDate(date)

	The end of the period over which observations of the exchange rate are made to determine whether a trigger event has occurred or to calculate payouts.

calculationPeriodFrequency(CalculationPeriodFrequency)

The frequency at which calculation period end dates occur with the regular part of the calculation period schedule and their roll date convention.

periodMultiplier(positiveInteger)

	A time period multiplier, e.g. 1, 2 or 3 etc. If the period value is T (Term) then periodMultiplier must contain the value 1.

period(PeriodExtendedEnum)

	A time period, e.g. a day, week, month, year or term of the stream.
	T;

barrier(FxBarrierFeature)

	Conditionally filled element. This is to be included in case of reporting information about special features of barrier options. In other cases this is not supposed to be used. All underlying elements are included only in specified case.
	Describes FX barrier option features.

barrierType(FxBarrierTypeEnum)

	This specifies whether the option becomes effective ("knock-in") or is annulled ("knock-out") when the respective trigger event occurs.
	Knockin;Knockout;ReverseKnockin;ReverseKnockout;

quotedCurrencyPair(QuotedCurrencyPair)

	Defines the two currencies for an FX trade and the quotation relationship between the two currencies.
	Code of knock-in currency of denomination; Code of knock-out currency of denomination.

currency1(Currency)

	The first currency specified when a pair of currencies is to be evaluated.

currency2(Currency)

	The second currency specified when a pair of currencies is to be evaluated.

quoteBasis(QuoteBasisEnum)

	The method by which the exchange rate is quoted.
	Currency1PerCurrency2;Currency2PerCurrency1;

triggerRate(PositiveDecimal)

	The market rate is observed relative to the trigger rate, and if it is found to be on the predefined side of (above or below) the trigger rate, a trigger event is deemed to have occurred.
	Knock-in price; Knock-out price.
	(0;

informationSource(InformationSource)

	The information source where a published or displayed market rate will be obtained, e.g. Telerate Page 3750.

rateSource(InformationProvider)

An information source for obtaining a market rate. For example Bloomberg, Reuters, Telerate etc.

observationStartDate(date)

The start of the period over which observations are made to determine whether a trigger has occurred.

observationEndDate(date)

The end of the period over which observations are made to determine whether a trigger event has occurred.