XML Schema Documentation

Complex Type: SingleUnderlyer

[Table of contents]

Super-types: None
Sub-types: None
Name SingleUnderlyer
Used by (from the same schema document) Complex Type Underlyer
Abstract no
Documentation A type describing the single underlyer of a swap.
XML Instance Representation
<...>
<underlyingAsset> ... </underlyingAsset> [1]
<openUnits> xsd:decimal </openUnits> [0..1]

'The number of units (index or securities) that constitute the underlyer of the swap. In the case of a basket swap, this element is used to reference both the number of basket units, and the number of each asset components of the basket when these are expressed in absolute terms.'

<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.'

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

'The next upcoming coupon payment.'

</...>
Diagram
element_underlyingAsset
Schema Component Representation
<xsd:complexType name="SingleUnderlyer">
<xsd:sequence>
<xsd:element ref=" underlyingAsset "/>
<xsd:element name="openUnits" type=" xsd:decimal " minOccurs="0"/>
<xsd:element name="dividendPayout" type=" DividendPayout " minOccurs="0"/>
<xsd:element name="couponPayment" type=" PendingPayment " minOccurs="0"/>
</xsd:sequence>
</xsd:complexType>

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