MultipleExercise

A type defining multiple exercises. As defining in the 2000 ISDA Definitions, Section 12.4. Multiple Exercise, the buyer of the option has the right to exercise all or less than all the unexercised notional amount of the underlying swap on one or more days in the exercise period, but on any such day may not exercise less than the minimum notional amount or more than the maximum notional amount, and if an integral multiple amount is specified, the notional exercised must be equal to or, be an integral multiple of, the integral multiple amount.

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Field	Type	Description	Print form title	FFSM title	Properties	Conditions
notionalReference	NotionalReference	A pointer style reference to the associated notional schedule defined elsewhere in the document. This element has been made optional as part of its integration in the OptionBaseExtended, because not required for the options on securities.	Notional reference.		0-∞, ncf
integralMultipleAmount	xsd:decimal	A notional amount which restricts the amount of notional that can be exercised when partial exercise or multiple exercise is applicable. The integral multiple amount defines a lower limit of notional that can be exercised and also defines a unit multiple of notional that can be exercised, i.e. only integer multiples of this amount can be exercised.	Integral multiple amount.		0-1, afr
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minimumNotionalAmount	xsd:decimal	The minimum notional amount that can be exercised on a given exercise date. See multipleExercise.	Minimum notional amount.		1-1, mre, afr
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minimumNumberOfOptions	xsd:nonNegativeInteger	The minimum number of options that can be exercised on a given exercise date.	Minimum number of options.		1-1, mre, afr
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maximumNotionalAmount	xsd:decimal	The maximum notional amount that can be exercised on a given exercise date.	Maximum notional amount.		1-1, mre, afr
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maximumNumberOfOptions	NonNegativeDecimal	The maximum number of options that can be exercised on a given exercise date. If the number is not specified, it means that the maximum number of options corresponds to the remaining unexercised options.	Maximum number of options.		1-1, mre, afr
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MultipleExercise

integralMultipleAmount(decimal)

A notional amount which restricts the amount of notional that can be exercised when partial exercise or multiple exercise is applicable. The integral multiple amount defines a lower limit of notional that can be exercised and also defines a unit multiple of notional that can be exercised, i.e. only integer multiples of this amount can be exercised.

A choice of the minimum exercise volume.

minimumNotionalAmount(decimal)

	The minimum notional amount that can be exercised on a given exercise date. See multipleExercise.

minimumNumberOfOptions(nonNegativeInteger)

	The minimum number of options that can be exercised on a given exercise date.

A choice of the maximum exercise volume.

maximumNotionalAmount(decimal)

	The maximum notional amount that can be exercised on a given exercise date.

maximumNumberOfOptions(NonNegativeDecimal)

	The maximum number of options that can be exercised on a given exercise date. If the number is not specified, it means that the maximum number of options corresponds to the remaining unexercised options.
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