Super-types: | Product < ReturnSwapBase (by extension) |
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Sub-types: |
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Name | ReturnSwapBase |
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Abstract | yes |
Documentation | A type describing the components that are common for return type swaps, including short and long form equity swaps representations. |
'A classification of the type of product. FpML defines a simple product categorization using a coding scheme.'
'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.'
'BuyerSeller.model has been included as an optional child of ReturnSwapBase to support the situation where an implementor wishes to indicate who has manufactured the Swap through representing them as the Seller. It may be removed in future major revisions.'
'A reference to the party that buys this instrument, ie. pays for this instrument and receives the rights defined by it. See 2000 ISDA definitions Article 11.1 (b). In the case of FRAs this the fixed rate payer.'
'A reference to the party that sells (\"writes\") this instrument, i.e. that grants the rights defined by this instrument and in return receives a payment for it. See 2000 ISDA definitions Article 11.1 (a). In the case of FRAs this is the floating rate payer.'
'This is used to document a Fully Funded Return Swap.'