Dividend Swaps (Transaction Supplement form) are modelled using the following product element in FpML: dividendSwapTransactionSupplement.
- dividendSwapTransactionSupplement
- productType - A classification of the type of product. FpML defines a simple product categorization using a coding scheme.
- productId - A product reference identifier allocated by a party. FpML does not define the domain values associated with this element. Note that the domain values for this element are not strictly an enumerated list..
- additionalPayment - Specifies additional payment(s) between the principal parties to the netted swap.
- extraordinaryEvents - Where the underlying is shares, defines market events affecting the issuer of those shares that may require the terms of the transaction to be adjusted.
- dividendLeg - Dividend leg.
- fixedLeg - Fixed payment leg.
dividendLeg - Floating Payment Leg of a Dividend Swap.
fixedLeg - Fixed Payment Leg of a Dividend Swap.