complexType "ProtectionTerms"
Namespace:
Content:
complex, 1 attribute, 4 elements
Defined:
globally in fpml-cd-5-3.xsd; see XML source
Includes:
definitions of 1 attribute, 4 elements
Used:
Content Model Diagram
XML Representation Summary
<...
   
 = 
xsd:ID
    >
   
Content: 
calculationAmount?, creditEvents?, obligations?, floatingAmountEvents?
</...>
Content Model Elements (4):
calculationAmount (defined in ProtectionTerms complexType),
creditEvents (defined in ProtectionTerms complexType),
floatingAmountEvents,
obligations (defined in ProtectionTerms complexType)
All Direct / Indirect Based Elements (2):
protectionTerms (defined in CreditDefaultSwap complexType),
protectionTerms (defined in LimitedCreditDefaultSwap complexType)
Known Usage Locations
XML Source (w/o annotations (4); see within schema source)
<xsd:complexType name="ProtectionTerms">
<xsd:sequence>
<xsd:element minOccurs="0" name="calculationAmount" type="Money"/>
<xsd:element minOccurs="0" name="creditEvents" type="CreditEvents"/>
<xsd:element minOccurs="0" name="obligations" type="Obligations"/>
<xsd:element minOccurs="0" name="floatingAmountEvents" type="FloatingAmountEvents"/>
</xsd:sequence>
<xsd:attribute name="id" type="xsd:ID" use="optional"/>
</xsd:complexType>
Attribute Detail (all declarations; defined within this component only; 1/1)
id
Type:
xsd:ID, predefined
Use:
optional
XML Source (see within schema source)
<xsd:attribute name="id" type="xsd:ID" use="optional"/>
Content Element Detail (all declarations; defined within this component only; 4/4)
calculationAmount
Type:
Money, complex content
The notional amount of protection coverage. ISDA 2003 Term: Floating Rate Payer Calculation Amount
XML Source (w/o annotations (1); see within schema source)
<xsd:element minOccurs="0" name="calculationAmount" type="Money"/>

creditEvents
Type:
CreditEvents, complex content
This element contains all the ISDA terms relating to credit events.
XML Source (w/o annotations (1); see within schema source)
<xsd:element minOccurs="0" name="creditEvents" type="CreditEvents"/>

floatingAmountEvents
Type:
FloatingAmountEvents, complex content
This element contains the ISDA terms relating to the floating rate payment events and the implied additional fixed payments, applicable to the credit derivatives transactions on mortgage-backed securities with pay-as-you-go or physical settlement.
XML Source (w/o annotations (1); see within schema source)
<xsd:element minOccurs="0" name="floatingAmountEvents" type="FloatingAmountEvents"/>

obligations
Type:
Obligations, complex content
The underlying obligations of the reference entity on which you are buying or selling protection. The credit events Failure to Pay, Obligation Acceleration, Obligation Default, Restructuring, Repudiation/Moratorium are defined with respect to these obligations. ISDA 2003 Term:
XML Source (w/o annotations (1); see within schema source)
<xsd:element minOccurs="0" name="obligations" type="Obligations"/>

XML schema documentation generated with DocFlex/XML 1.8.6b2 using DocFlex/XML XSDDoc 2.5.1 template set. All content model diagrams generated by Altova XMLSpy via DocFlex/XML XMLSpy Integration.