XML Schema Documentation

Complex Type: DividendLeg

[Table of contents]

Super-types: DirectionalLegUnderlyer < DividendLeg (by extension)
Sub-types: None
Name DividendLeg
Used by (from the same schema document) Complex Type DividendSwapTransactionSupplement
Abstract no
Documentation Floating Payment Leg of a Dividend Swap.
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.'

<declaredCashDividendPercentage> NonNegativeDecimal </declaredCashDividendPercentage> [0..1]

'Declared Cash Dividend Percentage.'

<declaredCashEquivalentDividendPercentage> NonNegativeDecimal </declaredCashEquivalentDividendPercentage> [0..1]

'Declared Cash Equivalent Dividend Percentage.'

<dividendPeriod> DividendPeriodPayment </dividendPeriod> [1..*]

'One to many time bounded dividend payment periods, each with a fixed strike and dividend payment date per period.'

<specialDividends> xsd:boolean </specialDividends> [0..1]

'If present and true, then special dividends and memorial dividends are applicable.'

<materialDividend> xsd:boolean </materialDividend> [0..1]

'If present and true, then material non cash dividends are applicable.'

</...>
Diagram
Schema Component Representation
<xsd:complexType name="DividendLeg">
<xsd:complexContent>
<xsd:extension base=" DirectionalLegUnderlyer ">
<xsd:sequence>
<xsd:element name="declaredCashDividendPercentage" type=" NonNegativeDecimal " minOccurs="0"/>
<xsd:element name="declaredCashEquivalentDividendPercentage" type=" NonNegativeDecimal " minOccurs="0"/>
<xsd:element name="dividendPeriod" type=" DividendPeriodPayment " maxOccurs="unbounded"/>
<xsd:element name="specialDividends" type=" xsd:boolean " minOccurs="0"/>
<xsd:element name="materialDividend" type=" xsd:boolean " minOccurs="0"/>
</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.