complexType "Swap"
Namespace:
http://www.fpml.org/FpML-5/reporting
Content:
complex, 1 attribute, 12 elements
Defined:
globally in fpml-ird-5-5.xsd; see XML source
Includes:
definitions of 6 elements
Used:
at 2 locations
Content Model Diagram
XML Representation Summary
<...
   
id
 = 
 xsd:ID
    >
   
Content: 
 (primaryAssetClass?, secondaryAssetClass*, productType*, productId*, assetClass*, embeddedOptionType[0..2])?, swapStream*, earlyTerminationProvision?, cancelableProvision?, extendibleProvision?, additionalPayment*, additionalTerms?
</...>
Content Model Elements (12):
additionalPayment (defined in Swap complexType),
assetClass (defined in Product.model group),
earlyTerminationProvision (defined in Swap complexType),
 extendibleProvision,
primaryAssetClass (defined in Product.model group),
productId (defined in Product.model group),
productType (defined in Product.model group),
All Direct / Indirect Based Elements (2):
swap, swap (in swaption)
Known Usage Locations
Annotation
A type defining swap streams and additional payments between the principal parties involved in the swap.
Type Definition Detail
Type Derivation Tree
Product (extension)
  Swap
XML Source (w/o annotations (7); see within schema source)
<xsd:complexType name="Swap">
<xsd:complexContent>
<xsd:extension base="Product">
<xsd:sequence>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="swapStream" type="InterestRateStream"/>
<xsd:element minOccurs="0" name="earlyTerminationProvision" type="EarlyTerminationProvision"/>
<xsd:element minOccurs="0" name="cancelableProvision" type="CancelableProvision"/>
<xsd:element minOccurs="0" name="extendibleProvision" type="ExtendibleProvision"/>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="additionalPayment" type="Payment"/>
<xsd:element minOccurs="0" name="additionalTerms" type="SwapAdditionalTerms"/>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
Content Element Detail (all declarations; defined within this component only; 6/12)
additionalPayment
Type:
Payment, complex content
Additional payments between the principal parties.
XML Source (w/o annotations (1); see within schema source)
<xsd:element maxOccurs="unbounded" minOccurs="0" name="additionalPayment" type="Payment"/>
additionalTerms
Type:
SwapAdditionalTerms, complex content
Contains any additional terms to the swap contract.
XML Source (w/o annotations (1); see within schema source)
<xsd:element minOccurs="0" name="additionalTerms" type="SwapAdditionalTerms"/>
cancelableProvision
Type:
CancelableProvision, complex content
A provision that allows the specification of an embedded option within a swap giving the buyer of the option the right to terminate the swap, in whole or in part, on the early termination date.
XML Source (w/o annotations (1); see within schema source)
<xsd:element minOccurs="0" name="cancelableProvision" type="CancelableProvision"/>
earlyTerminationProvision
Type:
EarlyTerminationProvision, complex content
Parameters specifying provisions relating to the optional and mandatory early terminarion of a swap transaction.
XML Source (w/o annotations (1); see within schema source)
<xsd:element minOccurs="0" name="earlyTerminationProvision" type="EarlyTerminationProvision"/>
extendibleProvision
Type:
ExtendibleProvision, complex content
A provision that allows the specification of an embedded option with a swap giving the buyer of the option the right to extend the swap, in whole or in part, to the extended termination date.
XML Source (w/o annotations (1); see within schema source)
<xsd:element minOccurs="0" name="extendibleProvision" type="ExtendibleProvision"/>
swapStream
Type:
InterestRateStream, complex content
The swap streams.
XML Source (w/o annotations (1); see within schema source)
<xsd:element maxOccurs="unbounded" minOccurs="0" name="swapStream" type="InterestRateStream"/>
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.