Documentation for Financial products Markup Language (FpML®)
Definition Type: ComplexType
Name: CorrelationSwap
Namespace: http://www.fpml.org/FpML-5/recordkeeping
Type: nsD:NettedSwapBase
Containing Schema: fpml-correlation-swaps-5-10.xsd
Abstract
Documentation:
A Correlation Swap modelled using a single netted leg.
Collapse XSD Schema Diagram:
Drilldown into correlationLeg in schema fpml-correlation-swaps-5-10_xsd1 Drilldown into extraordinaryEvents in schema fpml-eq-shared-5-10_xsd1 Drilldown into additionalPayment in schema fpml-eq-shared-5-10_xsd1 Drilldown into embeddedOptionType in schema fpml-shared-5-10_xsd3 Drilldown into productId in schema fpml-shared-5-10_xsd3 Drilldown into productId in schema fpml-shared-5-10_xsd3 Drilldown into productType in schema fpml-shared-5-10_xsd3 Drilldown into secondaryAssetClass in schema fpml-shared-5-10_xsd3 Drilldown into primaryAssetClass in schema fpml-shared-5-10_xsd3 Drilldown into Product.model in schema fpml-shared-5-10_xsd3 Drilldown into id in schema fpml-shared-5-10_xsd3 Drilldown into Product in schema fpml-shared-5-10_xsd3 Drilldown into NettedSwapBase in schema fpml-eq-shared-5-10_xsd1XSD Diagram of CorrelationSwap in schema fpml-correlation-swaps-5-10_xsd1 (Financial products Markup Language (FpML®))
Collapse XSD Schema Code: 
<xsd:complexType name="CorrelationSwap">
    <xsd:annotation>
        <xsd:documentation xml:lang="en">A Correlation Swap modelled using a single netted leg.</xsd:documentation>
    </xsd:annotation>
    <xsd:complexContent>
        <xsd:extension base="NettedSwapBase">
            <xsd:sequence>
                <xsd:element name="correlationLeg" type="CorrelationLeg">
                    <xsd:annotation>
                        <xsd:documentation xml:lang="en">Correlation Leg. Correlation Buyer is deemed to be the Equity Amount Receiver, Correlation Seller is deemed to be the Equity Amount Payer.</xsd:documentation>
                    </xsd:annotation>
                </xsd:element>
            </xsd:sequence>
        </xsd:extension>
    </xsd:complexContent>
</xsd:complexType>
Collapse Child Elements:
Name Type Min Occurs Max Occurs
primaryAssetClass nsD:primaryAssetClass (1) (1)
secondaryAssetClass nsD:secondaryAssetClass 0 unbounded
productType nsD:productType (1) unbounded
productId nsD:productId 0 unbounded
productId nsD:productId (1) unbounded
embeddedOptionType nsD:embeddedOptionType 0 2
additionalPayment nsD:additionalPayment 0 unbounded
extraordinaryEvents nsD:extraordinaryEvents 0 (1)
correlationLeg nsD:correlationLeg (1) (1)
Collapse Child Attributes:
Name Type Default Value Use
id nsD:id (Optional)
Collapse Derivation Tree:
Collapse References:
nsD:correlationSwap
Documentation for Financial products Markup Language (FpML®)

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