complexType "DirectionalLegUnderlyer"
Namespace:
http://www.fpml.org/FpML-5/confirmation
Content:
complex, 1 attribute, 13 elements
Abstract:
(cannot be assigned directly to elements used in instance XML documents)
Defined:
globally in fpml-eq-shared-5-13.xsd; see XML source
Includes:
definitions of 2 elements
Used:
at 2 locations
Component Diagram
XML Representation Summary
<...
   
id
 = 
xsd:ID
   
>
   
Content: 
legIdentifier*, payerPartyReference, payerAccountReference?, receiverPartyReference, receiverAccountReference?, effectiveDate?, terminationDate?, underlyer, settlementType?, settlementDate?, (settlementAmount | settlementCurrency)?, fxFeature?
</...>
Content Model Elements (13):
effectiveDate (defined in DirectionalLeg complexType),
fxFeature (defined in DirectionalLegUnderlyer complexType),
legIdentifier (defined in DirectionalLeg complexType),
payerAccountReference,
payerPartyReference (defined in Payer.model group),
receiverAccountReference,
receiverPartyReference (defined in Receiver.model group),
settlementAmount (defined in SettlementAmountOrCurrency.model group),
settlementCurrency (defined in SettlementAmountOrCurrency.model group),
settlementDate (defined in OptionSettlement.model group),
settlementType (defined in OptionSettlement.model group),
terminationDate (defined in DirectionalLeg complexType),
underlyer (defined in DirectionalLegUnderlyer complexType)
Known Direct Subtypes (2):
DirectionalLegUnderlyerValuation, DividendLeg
Known Indirect Subtypes (3):
CorrelationLeg, VarianceLeg, VolatilityLeg
All Direct / Indirect Based Elements (6):
correlationLeg,
dividendLeg,
varianceLeg (defined in VarianceSwapTransactionSupplement complexType),
varianceLeg (in varianceSwap),
volatilityLeg (in volatilitySwap),
volatilityLeg (in volatilitySwapTransactionSupplement)
Known Usage Locations
Annotation
An abstract base class for all directional leg types with effective date, termination date, and underlyer where a payer makes a stream of payments of greater than zero value to a receiver.
Type Definition Detail
Type Derivation Tree
Leg (extension)
  DirectionalLeg (extension)
      DirectionalLegUnderlyer
XML Source (w/o annotations (3); see within schema source)
<xsd:complexType abstract="true" name="DirectionalLegUnderlyer">
<xsd:complexContent>
<xsd:extension base="DirectionalLeg">
<xsd:sequence>
<xsd:element name="underlyer" type="Underlyer"/>
<xsd:group ref="OptionSettlement.model"/>
<xsd:element minOccurs="0" name="fxFeature" type="FxFeature"/>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
Content Element Detail (all declarations; defined within this component only; 2/13)
fxFeature
Type:
FxFeature, complex content
Quanto, Composite, or Cross Currency FX features.
XML Source (w/o annotations (1); see within schema source)
<xsd:element minOccurs="0" name="fxFeature" type="FxFeature"/>
underlyer
Type:
Underlyer, complex content
Specifies the underlyer of the leg.
XML Source (w/o annotations (1); see within schema source)
<xsd:element name="underlyer" type="Underlyer"/>
XML schema documentation generated with FlexDoc/XML 1.12.2 using FlexDoc/XML XSDDoc 2.9.1 template set. All XSD diagrams generated by FlexDoc/XML DiagramKit.