XML Schema Documentation

Complex Type: ReturnSwapLegUnderlyer

[Table of contents]

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.
XML Instance Representation
<...
legIdentifier=" xsd:ID [0..1]

'DEPRECATED This element will be renamed to id in the next major FpML version.'

"
>
<payerPartyReference> PartyOrAccountReference </payerPartyReference> [1]

'A reference to the party responsible for making the payments defined by this structure.'

<receiverPartyReference> PartyOrAccountReference </receiverPartyReference> [1]

'A reference to the party that receives the payments corresponding to this structure.'

<paymentFrequency> Frequency </paymentFrequency> [0..1]

'DEPRECATED This element will be removed in the next FpML major version. Frequency at which this leg pays.'

<effectiveDate> AdjustableOrRelativeDate </effectiveDate> [1]

'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.'

<terminationDate> AdjustableOrRelativeDate </terminationDate> [1]

'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.'

<strikeDate> AdjustableOrRelativeDate </strikeDate> [0..1]

'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.'

<underlyer> Underlyer </underlyer> [1]

'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.'

</...>
Diagram
Schema Component Representation
<xsd:complexType name="ReturnSwapLegUnderlyer" abstract="true">
<xsd:complexContent>
<xsd:extension base=" ReturnSwapLeg ">
<xsd:sequence>
<xsd:element name="effectiveDate" type=" AdjustableOrRelativeDate "/>
<xsd:element name="terminationDate" type=" AdjustableOrRelativeDate "/>
<xsd:element name="strikeDate" type=" AdjustableOrRelativeDate " minOccurs="0"/>
<xsd:element name="underlyer" type=" Underlyer "/>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>