Documentation for Financial products Markup Language (FpML®)
Definition Type: ComplexType
Name: ReturnSwapLegUnderlyer
Namespace: http://www.fpml.org/FpML-5/reporting
Type: nsB:DirectionalLeg
Containing Schema: fpml-eq-shared-5-0.xsd
Abstract True
Documentation:
A base class for all return leg types with an underlyer.
Collapse XSD Schema Diagram:
Drilldown into underlyer in schema fpml-eq-shared-5-0_xsd1 Drilldown into strikeDate in schema fpml-eq-shared-5-0_xsd1 Drilldown into terminationDate in schema fpml-eq-shared-5-0_xsd1 Drilldown into effectiveDate in schema fpml-eq-shared-5-0_xsd1 Drilldown into receiverAccountReference in schema fpml-shared-5-0_xsd1 Drilldown into receiverPartyReference in schema fpml-shared-5-0_xsd1 Drilldown into payerAccountReference in schema fpml-shared-5-0_xsd1 Drilldown into payerPartyReference in schema fpml-shared-5-0_xsd1 Drilldown into PayerReceiver.model in schema fpml-shared-5-0_xsd1 Drilldown into legIdentifier in schema fpml-eq-shared-5-0_xsd1 Drilldown into id in schema fpml-shared-5-0_xsd1 Drilldown into Leg in schema fpml-shared-5-0_xsd1 Drilldown into DirectionalLeg in schema fpml-eq-shared-5-0_xsd1XSD Diagram of ReturnSwapLegUnderlyer in schema fpml-eq-shared-5-0_xsd1 (Financial products Markup Language (FpML®))
Collapse XSD Schema Code: 
<xsd:complexType name="ReturnSwapLegUnderlyer" abstract="true">
    <xsd:annotation>
        <xsd:documentation xml:lang="en">A base class for all return leg types with an underlyer.</xsd:documentation>
    </xsd:annotation>
    <xsd:complexContent>
        <xsd:extension base="DirectionalLeg">
            <xsd:sequence>
                <xsd:element name="strikeDate" type="AdjustableOrRelativeDate" minOccurs="0">
                    <xsd:annotation>
                        <xsd:documentation xml:lang="en">Specifies the strike date of this leg of the swap, used for forward starting swaps. When defined in relation to a date specified somewhere else in the document (through the relativeDate component), this element will typically by relative to the trade date of the swap.</xsd:documentation>
                    </xsd:annotation>
                </xsd:element>
                <xsd:element name="underlyer" type="Underlyer" minOccurs="0">
                    <xsd:annotation>
                        <xsd:documentation xml:lang="en">Specifies the underlying component of the leg, which can be either one or many and consists in either equity, index or convertible bond component, or a combination of these.</xsd:documentation>
                    </xsd:annotation>
                </xsd:element>
            </xsd:sequence>
        </xsd:extension>
    </xsd:complexContent>
</xsd:complexType>
Collapse Child Elements:
Name Type Min Occurs Max Occurs
legIdentifier nsB:legIdentifier 0 unbounded
payerPartyReference nsB:payerPartyReference 0 (1)
payerAccountReference nsB:payerAccountReference 0 (1)
receiverPartyReference nsB:receiverPartyReference 0 (1)
receiverAccountReference nsB:receiverAccountReference 0 (1)
effectiveDate nsB:effectiveDate 0 (1)
terminationDate nsB:terminationDate 0 (1)
strikeDate nsB:strikeDate 0 (1)
underlyer nsB:underlyer 0 (1)
<xs:group> nsB:PayerReceiver.model (1) (1)
Collapse Child Attributes:
Name Type Default Value Use
id nsB:id (Optional)
Collapse Derivation Tree:
Collapse References:
nsB:ReturnLeg
Documentation for Financial products Markup Language (FpML®)

Generated using Liquid Studio - Developer Bundle 21.0.0.0