Super-types: | Leg < ReturnSwapLeg (by extension) < ReturnSwapLegUnderlyer (by extension) |
---|---|
Sub-types: |
|
Name | ReturnSwapLegUnderlyer |
---|---|
Abstract | yes |
Documentation | A base class for all return leg types with an underlyer. |
'DEPRECATED This element will be renamed to id in the next major FpML version.'
">'A reference to the party responsible for making the payments defined by this structure.'
'A reference to the party that receives the payments corresponding to this structure.'
'DEPRECATED This element will be removed in the next FpML major version. Frequency at which this leg pays.'
'Specifies the effective date of this leg of the swap. When defined in relation to a date specified somewhere else in the document (through the relativeDate component), this element will typically point to the effective date of the other leg of the swap.'
'Specifies the termination date of this leg of the swap. When defined in relation to a date specified somewhere else in the document (through the relativeDate component), this element will typically point to the termination date of the other leg of the swap.'
'Specifies the strike date of this leg of the swap, used for forward starting swaps. When defined in relation to a date specified somewhere else in the document (through the relativeDate component), this element will typically by relative to the trade date of the swap.'
'Specifies the underlying component of the leg, which can be either one or many and consists in either equity, index or convertible bond component, or a combination of these.'