Documentation for Financial products Markup Language (FpML®)
Definition Type: ComplexType
Name: BasketConstituent
Namespace: http://www.fpml.org/2003/FpML-4-0
Containing Schema: fpml-asset-4-0.xsd
Abstract
Documentation:
A type describing each of the constituents of a basket swap.
Collapse XSD Schema Diagram:
Drilldown into underlyerNotional in schema fpml-asset-4-0_xsd Drilldown into underlyerPrice in schema fpml-asset-4-0_xsd Drilldown into dividendPayout in schema fpml-asset-4-0_xsd Drilldown into constituentWeight in schema fpml-asset-4-0_xsd Drilldown into underlyingAsset in schema fpml-asset-4-0_xsdXSD Diagram of BasketConstituent in schema fpml-asset-4-0_xsd (Financial products Markup Language (FpML®))
Collapse XSD Schema Code: 
<xsd:complexType name="BasketConstituent">
    <xsd:annotation>
        <xsd:documentation xml:lang="en">A type describing each of the constituents of a basket swap.</xsd:documentation>
    </xsd:annotation>
    <xsd:sequence>
        <xsd:element ref="underlyingAsset" />
        <xsd:element name="constituentWeight" type="ConstituentWeight" minOccurs="0">
            <xsd:annotation>
                <xsd:documentation xml:lang="en">Specifies the weight of each of the underlyer constituent within the basket, either in absolute or relative terms. This is an optional component, as certain swaps do not specify a specific weight for each of their basket constituents.</xsd:documentation>
            </xsd:annotation>
        </xsd:element>
        <xsd:element name="dividendPayout" type="DividendPayout" minOccurs="0">
            <xsd:annotation>
                <xsd:documentation xml:lang="en">Specifies the dividend payout ratio associated with an equity underlyer. A basket swap can have different payout ratios across the various underlying constituents. In certain cases the actual ratio is not known on trade inception, and only general conditions are then specified.</xsd:documentation>
            </xsd:annotation>
        </xsd:element>
        <xsd:element name="underlyerPrice" type="Price" minOccurs="0">
            <xsd:annotation>
                <xsd:documentation xml:lang="en">Specifies the price that is associated with each of the basket constituents. This component is optional, as it is not absolutely required to accurately describe the economics of the trade, considering the price that characterizes the equity swap is associated to the leg of the trade.</xsd:documentation>
            </xsd:annotation>
        </xsd:element>
        <xsd:element name="underlyerNotional" type="Money" minOccurs="0">
            <xsd:annotation>
                <xsd:documentation xml:lang="en">Specifies the notional (i.e. price * quantity) that is associated with each of the basket constituents. This component is optional, as it is not absolutely required to accurately describe the economics of the trade, considering the notional that characterizes the equity swap is associated to the leg of the trade.</xsd:documentation>
            </xsd:annotation>
        </xsd:element>
    </xsd:sequence>
</xsd:complexType>
Collapse Child Elements:
Name Type Min Occurs Max Occurs
underlyingAsset nsA:underlyingAsset (1) (1)
constituentWeight nsA:constituentWeight 0 (1)
dividendPayout nsA:dividendPayout 0 (1)
underlyerPrice nsA:underlyerPrice 0 (1)
underlyerNotional nsA:underlyerNotional 0 (1)
Collapse Derivation Tree:
Collapse References:
nsA:basketConstituent
Documentation for Financial products Markup Language (FpML®)

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