Documentation for Financial products Markup Language (FpML®)
Definition Type: ComplexType
Name: BasketConstituent
Namespace: http://www.fpml.org/FpML-5/reporting
Containing Schema: fpml-asset-5-10.xsd
Abstract
Documentation:
A type describing each of the constituents of a basket.
Collapse XSD Schema Diagram:
Drilldown into underlyerCollateral in schema fpml-asset-5-10_xsd4 Drilldown into underlyerLoanRate in schema fpml-asset-5-10_xsd4 Drilldown into underlyerFinancing in schema fpml-asset-5-10_xsd4 Drilldown into couponPayment in schema fpml-asset-5-10_xsd4 Drilldown into underlyerSpread in schema fpml-asset-5-10_xsd4 Drilldown into underlyerNotional in schema fpml-asset-5-10_xsd4 Drilldown into underlyerPrice in schema fpml-asset-5-10_xsd4 Drilldown into dividendPayout in schema fpml-asset-5-10_xsd4 Drilldown into constituentWeight in schema fpml-asset-5-10_xsd4 Drilldown into underlyingAsset in schema fpml-asset-5-10_xsd4 Drilldown into receiverAccountReference in schema fpml-shared-5-10_xsd4 Drilldown into receiverPartyReference in schema fpml-shared-5-10_xsd4 Drilldown into Receiver.model in schema fpml-shared-5-10_xsd4 Drilldown into payerAccountReference in schema fpml-shared-5-10_xsd4 Drilldown into payerPartyReference in schema fpml-shared-5-10_xsd4 Drilldown into Payer.model in schema fpml-shared-5-10_xsd4 Drilldown into PayerReceiver.model in schema fpml-shared-5-10_xsd4 Drilldown into id in schema fpml-asset-5-10_xsd4XSD Diagram of BasketConstituent in schema fpml-asset-5-10_xsd4 (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.</xsd:documentation>
    </xsd:annotation>
    <xsd:sequence>
        <xsd:group ref="PayerReceiver.model" minOccurs="0">
            <xsd:annotation>
                <xsd:documentation xml:lang="en">Specifies the direction of performance payment of this underlyer constituent within the basket. This must be used where the basket contains a mix of long and short performance from the perspective of one party to the trade</xsd:documentation>
            </xsd:annotation>
        </xsd:group>
        <xsd:element ref="underlyingAsset" minOccurs="0" />
        <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. Users should note that FpML makes a distinction between the derivative contract and the underlyer of the contract. It would be better if the agreed dividend payout on a derivative contract was modelled at the level of the derivative contract, an approach which may be adopted in the next major version of FpML.</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:element name="underlyerSpread" type="SpreadScheduleReference" minOccurs="0">
            <xsd:annotation>
                <xsd:documentation xml:lang="en">Provides a link to the spread schedule used for this underlyer.</xsd:documentation>
            </xsd:annotation>
        </xsd:element>
        <xsd:element name="couponPayment" type="PendingPayment" minOccurs="0">
            <xsd:annotation>
                <xsd:documentation xml:lang="en">The next upcoming coupon payment.</xsd:documentation>
            </xsd:annotation>
        </xsd:element>
        <xsd:element name="underlyerFinancing" type="UnderlyerInterestLeg" minOccurs="0">
            <xsd:annotation>
                <xsd:documentation xml:lang="en">Financing terms associated with this underlyer</xsd:documentation>
            </xsd:annotation>
        </xsd:element>
        <xsd:element name="underlyerLoanRate" type="UnderlyerLoanRate" minOccurs="0">
            <xsd:annotation>
                <xsd:documentation xml:lang="en">Loan rate terms associated with this underlyer. Commonly used for stock loan. You must not duplicate data elements already contained within dividend conditions at transaction level</xsd:documentation>
            </xsd:annotation>
        </xsd:element>
        <xsd:element name="underlyerCollateral" type="Collateral" minOccurs="0">
            <xsd:annotation>
                <xsd:documentation xml:lang="en">Collateral associated with this underlyer. Note that this is not typical usage, collateral is more often at transaction level</xsd:documentation>
            </xsd:annotation>
        </xsd:element>
    </xsd:sequence>
    <xsd:attribute name="id" type="xsd:ID" use="optional" />
</xsd:complexType>
Collapse Child Elements:
Name Type Min Occurs Max Occurs
payerPartyReference nsE:payerPartyReference 0 (1)
payerAccountReference nsE:payerAccountReference 0 (1)
receiverPartyReference nsE:receiverPartyReference 0 (1)
receiverAccountReference nsE:receiverAccountReference 0 (1)
underlyingAsset nsE:underlyingAsset 0 (1)
constituentWeight nsE:constituentWeight 0 (1)
dividendPayout nsE:dividendPayout 0 (1)
underlyerPrice nsE:underlyerPrice 0 (1)
underlyerNotional nsE:underlyerNotional 0 (1)
underlyerSpread nsE:underlyerSpread 0 (1)
couponPayment nsE:couponPayment 0 (1)
underlyerFinancing nsE:underlyerFinancing 0 (1)
underlyerLoanRate nsE:underlyerLoanRate 0 (1)
underlyerCollateral nsE:underlyerCollateral 0 (1)
<xs:group> nsE:PayerReceiver.model 0 (1)
<xs:group> nsE:Payer.model (1) (1)
<xs:group> nsE:Receiver.model (1) (1)
Collapse Child Attributes:
Name Type Default Value Use
id nsE:id Optional
Collapse Derivation Tree:
Collapse References:
nsE:basketConstituent
Documentation for Financial products Markup Language (FpML®)

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