complexType "DirectionalLeg"

Namespace:	http://www.fpml.org/FpML-5/confirmation
Content:	complex, 1 attribute, 7 elements
Abstract:	(cannot be assigned directly to elements used in instance XML documents)
Defined:	globally in fpml-shared-5-8.xsd; see XML source
Includes:	definitions of 3 elements
Used:	at 6 locations

Content Model Diagram

XML Representation Summary

<...

xsd:ID

Content:

legIdentifier*, payerPartyReference, payerAccountReference?, receiverPartyReference, receiverAccountReference?, effectiveDate?, terminationDate?

</...>

Content Model Elements (7):

effectiveDate (defined in DirectionalLeg complexType),

legIdentifier,

payerAccountReference,

payerPartyReference (defined in Payer.model group),

receiverAccountReference,

receiverPartyReference (defined in Receiver.model group),

terminationDate (defined in DirectionalLeg complexType)

Known Direct Subtypes (5):

DirectionalLegUnderlyer, FixedPaymentLeg, InterestLeg, ReturnSwapLegUnderlyer, UnderlyerInterestLeg

Known Indirect Subtypes (5):

CorrelationLeg, DirectionalLegUnderlyerValuation, DividendLeg, ReturnLeg, VarianceLeg

All Direct / Indirect Based Elements (9):

correlationLeg,

dividendLeg,

fixedLeg (defined in DividendSwapTransactionSupplement complexType),

varianceLeg (defined in VarianceSwapTransactionSupplement complexType),

varianceLeg (in varianceSwap)

Known Usage Locations

In derivations of other global types (5):

DirectionalLegUnderlyer (as extension base),

FixedPaymentLeg (as extension base),

InterestLeg (as extension base),

ReturnSwapLegUnderlyer (as extension base),

UnderlyerInterestLeg (as extension base)

As direct type of elements (1):

returnSwapLeg

Annotation

An abstract base class for all directional leg types with effective date, termination date, 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

XML Source (w/o annotations (4); see within schema source)

<xsd:complexType abstract="true" name="DirectionalLeg">

<xsd:complexContent>

<xsd:extension base="Leg">

<xsd:sequence>

<xsd:element maxOccurs="unbounded" minOccurs="0" name="legIdentifier" type="LegIdentifier"/>

<xsd:group ref="PayerReceiver.model"/>

<xsd:element minOccurs="0" name="effectiveDate" type="AdjustableOrRelativeDate"/>

<xsd:element minOccurs="0" name="terminationDate" type="AdjustableOrRelativeDate"/>

</xsd:sequence>

</xsd:extension>

</xsd:complexContent>

</xsd:complexType>

Content Element Detail (all declarations; defined within this component only; 3/7)

effectiveDate

Type:

AdjustableOrRelativeDate, complex content

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.

XML Source (w/o annotations (1); see within schema source)

<xsd:element minOccurs="0" name="effectiveDate" type="AdjustableOrRelativeDate"/>

legIdentifier

Type:

LegIdentifier, complex content

Version aware identification of this leg.

XML Source (w/o annotations (1); see within schema source)

<xsd:element maxOccurs="unbounded" minOccurs="0" name="legIdentifier" type="LegIdentifier"/>

terminationDate

Type:

AdjustableOrRelativeDate, complex content

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.

XML Source (w/o annotations (1); see within schema source)

<xsd:element minOccurs="0" name="terminationDate" type="AdjustableOrRelativeDate"/>

XML schema documentation generated with DocFlex/XML 1.9.0 using DocFlex/XML XSDDoc 2.8.0 template set. All content model diagrams generated by Altova XMLSpy via DocFlex/XML XMLSpy Integration.