XML Schema Documentation

Super-types:	DirectionalLegUnderlyerValuation < CorrelationLeg (by extension)
Sub-types:	None

Name	CorrelationLeg
Used by (from the same schema document)	Complex Type CorrelationSwap
Abstract	no
Documentation	A type describing return which is driven by a Correlation calculation.

XML Instance Representation

<...
id=" xsd:ID [0..1]">

<legIdentifier> LegIdentifier </legIdentifier> [0..*]

'Version aware identification of this leg'

<payerPartyReference> PartyOrAccountReference </payerPartyReference> [1]

'A reference to the party responsible for making the payments defined by this structure.'

<receiverPartyReference> PartyOrAccountReference </receiverPartyReference> [1]

'A reference to the party that receives the payments corresponding to this structure.'

<effectiveDate> AdjustableOrRelativeDate </effectiveDate> [0..1]

'Specifies the effective date of this leg of the swap. When defined in relation to a date specified somewhere else in the document (through the relativeDate component), this element will typically point to the effective date of the other leg of the swap.'

<terminationDate> AdjustableOrRelativeDate </terminationDate> [0..1]

'Specifies the termination date of this leg of the swap. When defined in relation to a date specified somewhere else in the document (through the relativeDate component), this element will typically point to the termination date of the other leg of the swap.'

<underlyer> Underlyer </underlyer> [1]

'Specifies the underlyer of the leg.'

<settlementType> SettlementTypeEnum </settlementType> [0..1]

<settlementDate> AdjustableOrRelativeDate </settlementDate> [0..1]

Start Group: SettlementAmountOrCurrency.model [0..1]
Start Choice [1]

<settlementAmount> Money </settlementAmount> [1]

'Settlement Amount'

<settlementCurrency> Currency </settlementCurrency> [1]

'Settlement Currency for use where the Settlement Amount cannot be known in advance'

End Choice
End Group: SettlementAmountOrCurrency.model

<fxFeature> FxFeature </fxFeature> [0..1]

'Quanto, Composite, or Cross Currency FX features.'

<valuation> EquityValuation </valuation> [1]

'Valuation of the underlyer.'

<amount> CorrelationAmount </amount> [1]

'Specifies, in relation to each Equity Payment Date, the Equity Amount to which the Equity Payment Date relates. Unless otherwise specified, this term has the meaning defined in the ISDA 2002 Equity Derivatives Definitions.'

</...>

Generated by <oXygen/> XML Editor using a modified version of xs3p that adds schema diagrams and chunking support.

Complex Type: CorrelationLeg

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