XML Schema Documentation

Super-types:	None
Sub-types:	None

Name	BasketConstituent
Used by (from the same schema document)	Complex Type Basket
Abstract	no
Documentation	A type describing each of the constituents of a basket swap.

XML Instance Representation

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

<underlyingAsset> ... </underlyingAsset> [1]

<constituentWeight> ConstituentWeight </constituentWeight> [0..1]

'Specifies the weight of each of the underlyer constituent within the basket, either in absolute or relative terms. This is an optional component, as certain swaps do not specify a specific weight for each of their basket constituents.'

<dividendPayout> DividendPayout </dividendPayout> [0..1]

'Specifies the dividend payout ratio associated with an equity underlyer. A basket swap can have different payout ratios across the various underlying constituents. In certain cases the actual ratio is not known on trade inception, and only general conditions are then specified.'

<underlyerPrice> Price </underlyerPrice> [0..1]

'Specifies the price that is associated with each of the basket constituents. This component is optional, as it is not absolutely required to accurately describe the economics of the trade, considering the price that characterizes the equity swap is associated to the leg of the trade.'

<underlyerNotional> Money </underlyerNotional> [0..1]

'Specifies the notional (i.e. price * quantity) that is associated with each of the basket constituents. This component is optional, as it is not absolutely required to accurately describe the economics of the trade, considering the notional that characterizes the equity swap is associated to the leg of the trade.'

<underlyerSpread> SpreadScheduleReference </underlyerSpread> [0..1]

'Provides a link to the spread schedule used for this underlyer.'

<couponPayment> PendingPayment </couponPayment> [0..1]

'The next upcoming coupon payment.'

</...>

Schema Component Representation

<xsd:complexType name="BasketConstituent">

<xsd:sequence>

<xsd:element ref=" underlyingAsset "/>

<xsd:element name="constituentWeight" type=" ConstituentWeight " minOccurs="0"/>

<xsd:element name="dividendPayout" type=" DividendPayout " minOccurs="0"/>

<xsd:element name="underlyerPrice" type=" Price " minOccurs="0"/>

<xsd:element name="underlyerNotional" type=" Money " minOccurs="0"/>

<xsd:element name="underlyerSpread" type=" SpreadScheduleReference " minOccurs="0"/>

<xsd:element name="couponPayment" type=" PendingPayment " minOccurs="0"/>

</xsd:sequence>

<xsd:attribute name="id" type=" xsd:ID " use="optional"/>

</xsd:complexType>

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

Complex Type: BasketConstituent

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