XML Schema Documentation

Complex Type: ReturnSwapAmount

[Table of contents]

Super-types: LegAmount < ReturnSwapAmount (by extension)
Sub-types:
Name ReturnSwapAmount
Used by (from the same schema document) Complex Type ReturnLeg
Abstract no
Documentation Specifies, in relation to each Payment Date, the amount to which the Payment Date relates. For Equity Swaps this element is equivalent to the Equity Amount term as defined in the ISDA 2002 Equity Derivatives Definitions.
XML Instance Representation
<...>
Start Group: CurrencyAndDeterminationMethod.model [0..1]
Start Choice [1]
<currency> Currency </currency> [1]

'The currency in which an amount is denominated.'

<determinationMethod> DeterminationMethod </determinationMethod> [1]

'Specifies the method according to which an amount or a date is determined.'

<currencyReference> IdentifiedCurrencyReference </currencyReference> [1]

'Reference to a currency defined elsewhere in the document'

End Choice
End Group: CurrencyAndDeterminationMethod.model
<paymentCurrency> PaymentCurrency </paymentCurrency> [0..1]

'DEPRECATED. Currency in which the payment relating to the leg amount (equity amount or interest amount) or the dividend will be denominated.'

Start Choice [1]
<referenceAmount> ReferenceAmount </referenceAmount> [1]

'Specifies the reference Amount when this term either corresponds to the standard ISDA Definition (either the 2002 Equity Definition for the Equity Amount, or the 2000 Definition for the Interest Amount), or points to a term defined elsewhere in the swap document.'

<formula> Formula </formula> [1]

'Specifies a formula, with its description and components.'

<encodedDescription> xsd:base64Binary </encodedDescription> [1]

'Description of the leg amount when represented through an encoded image.'

<variance> DeprecatedVariance </variance> [1]

'DEPRECATED This element will be removed in the next FpML major version. Return Swap model should not be used for Variance Swaps, use the Variance Swap Product. Specifies Variance for Variance Leg.'

End Choice
<calculationDates> AdjustableRelativeOrPeriodicDates </calculationDates> [0..1]

'Specifies the date on which a calculation or an observation will be performed for the purpose of defining the Equity Amount, and in accordance to the definition terms of this latter.'

<cashSettlement> xsd:boolean </cashSettlement> [1]

'If true, then cash settlement is applicable.'

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

'If present and true, then options exchange dividends are applicable.'

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

'If present and true, then additional dividends are applicable.'

</...>
Diagram
Schema Component Representation
<xsd:complexType name="ReturnSwapAmount">
<xsd:complexContent>
<xsd:extension base=" LegAmount ">
<xsd:sequence>
<xsd:element name="cashSettlement" type=" xsd:boolean "/>
<xsd:element name="optionsExchangeDividends" type=" xsd:boolean " minOccurs="0"/>
<xsd:element name="additionalDividends" type=" xsd:boolean " minOccurs="0"/>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>