Definition Type: ComplexType
Name: ReturnLeg
Namespace: http://www.fpml.org/FpML-5/transparency
Type: nsA:ReturnSwapLegUnderlyer
Containing Schema: fpml-eq-shared-5-9.xsd
Abstract
Documentation:
A type describing the return leg of a return type swap.
Collapse XSD Schema Diagram:
Drilldown into notionalAdjustments in schema fpml-eq-shared-5-9_xsd Drilldown into return in schema fpml-eq-shared-5-9_xsd Drilldown into amount in schema fpml-eq-shared-5-9_xsd Drilldown into notional in schema fpml-eq-shared-5-9_xsd Drilldown into rateOfReturn in schema fpml-eq-shared-5-9_xsd Drilldown into settlementCurrency in schema fpml-shared-5-9_xsd Drilldown into settlementAmount in schema fpml-shared-5-9_xsd Drilldown into SettlementAmountOrCurrency.model in schema fpml-shared-5-9_xsd Drilldown into settlementDate in schema fpml-option-shared-5-9_xsd Drilldown into settlementType in schema fpml-option-shared-5-9_xsd Drilldown into OptionSettlement.model in schema fpml-option-shared-5-9_xsd Drilldown into underlyer in schema fpml-eq-shared-5-9_xsd Drilldown into strikeDate in schema fpml-eq-shared-5-9_xsd Drilldown into terminationDate in schema fpml-shared-5-9_xsd Drilldown into effectiveDate in schema fpml-shared-5-9_xsd Drilldown into legIdentifier in schema fpml-shared-5-9_xsd Drilldown into id in schema fpml-shared-5-9_xsd Drilldown into Leg in schema fpml-shared-5-9_xsd Drilldown into DirectionalLeg in schema fpml-shared-5-9_xsd Drilldown into ReturnSwapLegUnderlyer in schema fpml-eq-shared-5-9_xsdXSD Diagram of ReturnLeg in schema fpml-eq-shared-5-9_xsd (Financial products Markup Language (FpML®) - Transparency)
Collapse XSD Schema Code:
<xsd:complexType name="ReturnLeg">
    <xsd:annotation>
        <xsd:documentation xml:lang="en">A type describing the return leg of a return type swap.</xsd:documentation>
    </xsd:annotation>
    <xsd:complexContent>
        <xsd:extension base="ReturnSwapLegUnderlyer">
            <xsd:sequence>
                <xsd:element name="rateOfReturn" type="ReturnLegValuation">
                    <xsd:annotation>
                        <xsd:documentation xml:lang="en">Specifies the terms of the initial price of the return type swap and of the subsequent valuations of the underlyer.</xsd:documentation>
                    </xsd:annotation>
                </xsd:element>
                <xsd:element name="notional" type="ReturnSwapNotional" minOccurs="0">
                    <xsd:annotation>
                        <xsd:documentation xml:lang="en">Specifies the notional of a return type swap. When used in the equity leg, the definition will typically combine the actual amount (using the notional component defined by the FpML industry group) and the determination method. When used in the interest leg, the definition will typically point to the definition of the equity leg.</xsd:documentation>
                    </xsd:annotation>
                </xsd:element>
                <xsd:element name="amount" type="ReturnSwapAmount">
                    <xsd:annotation>
                        <xsd:documentation xml:lang="en">Specifies, in relation to each Payment Date, the amount to which the Payment Date relates. For return swaps this element is equivalent to the Equity Amount term as defined in the ISDA 2002 Equity Derivatives Definitions.</xsd:documentation>
                    </xsd:annotation>
                </xsd:element>
                <xsd:element name="return" type="Return" minOccurs="0">
                    <xsd:annotation>
                        <xsd:documentation xml:lang="en">Specifies the conditions under which dividend affecting the underlyer will be paid to the receiver of the amounts.</xsd:documentation>
                    </xsd:annotation>
                </xsd:element>
                <xsd:element name="notionalAdjustments" type="NotionalAdjustmentEnum" minOccurs="0">
                    <xsd:annotation>
                        <xsd:documentation xml:lang="en">Specifies the conditions that govern the adjustment to the number of units of the return swap.</xsd:documentation>
                    </xsd:annotation>
                </xsd:element>
            </xsd:sequence>
        </xsd:extension>
    </xsd:complexContent>
</xsd:complexType>
Collapse Child Elements:
Name Type Min Occurs Max Occurs
legIdentifier nsA:legIdentifier 0 unbounded
effectiveDate nsA:effectiveDate 0 (1)
terminationDate nsA:terminationDate 0 (1)
strikeDate nsA:strikeDate 0 (1)
underlyer nsA:underlyer (1) (1)
settlementType nsA:settlementType 0 (1)
settlementDate nsA:settlementDate 0 (1)
settlementAmount nsA:settlementAmount (1) (1)
settlementCurrency nsA:settlementCurrency (1) (1)
rateOfReturn nsA:rateOfReturn (1) (1)
notional nsA:notional 0 (1)
amount nsA:amount (1) (1)
return nsA:return 0 (1)
notionalAdjustments nsA:notionalAdjustments 0 (1)
<xs:group> nsA:OptionSettlement.model (1) (1)
<xs:group> nsA:SettlementAmountOrCurrency.model 0 (1)
Collapse Child Attributes:
Name Type Default Value Use
id nsA:id (Optional)
Collapse Derivation Tree:
Collapse References:
nsA:returnLeg
Collapse Comments:
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