## 12 DIVIDEND PRODUCT ARCHITECTURE

### 12.1 Dividend Derivatives Scope

The Equity Derivative Working Group extended FpML to cover:

- Dividend Swap Transaction Supplement

### 12.2 Overall Architecture

Dividend Swaps (Transaction Supplement form) are modelled using the following product element in FpML: dividendSwapTransactionSupplement.

- dividendSwapTransactionSupplement

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12.2.1 dividendSwapTransactionSupplement

dividendSwapTransactionSupplement specifies the structure of the dividend swap transaction supplement.

| 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.

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12.2.2 dividendLeg

dividendLeg - Floating Payment Leg of a Dividend Swap.

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12.2.3 fixedLeg

fixedLeg - Fixed Payment Leg of a Dividend Swap.

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