XML Schema Documentation

Super-types:	NettedSwapBase < CorrelationSwap (by extension)
Sub-types:	None

Name	CorrelationSwap
Used by (from the same schema document)	Element correlationSwap
Abstract	no
Documentation	A Correlation Swap modelled using a single netted leg.

XML Instance Representation

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

<productType> ProductType </productType> [0..*]

'A classification of the type of product. FpML defines a simple product categorization using a coding scheme.'

<productId> ProductId </productId> [0..*]

'A product reference identifier allocated by a party. FpML does not define the domain values associated with this element. Note that the domain values for this element are not strictly an enumerated list.'

<additionalPayment> ClassifiedPayment </additionalPayment> [0..*]

'Specifies additional payment(s) between the principal parties to the netted swap.'

<extraordinaryEvents> ExtraordinaryEvents </extraordinaryEvents> [0..1]

'Where the underlying is shares, specifies events affecting the issuer of those shares that may require the terms of the transaction to be adjusted.'

<correlationLeg> CorrelationLeg </correlationLeg> [1]

'Correlation Leg. Correlation Buyer is deemed to be the Equity Amount Receiver, Correlation Seller is deemed to be the Equity Amount Payer.'

</...>

Schema Component Representation

<xsd:complexType name="CorrelationSwap">

<xsd:complexContent>

<xsd:extension base=" NettedSwapBase ">

<xsd:sequence>

<xsd:element name="correlationLeg" type=" CorrelationLeg "/>

</xsd:sequence>

</xsd:extension>

</xsd:complexContent>

</xsd:complexType>

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

Complex Type: CorrelationSwap

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