<xsd:complexType name="DirectionalLegUnderlyer" abstract="true">
<xsd:annotation>
<xsd:documentation xml:lang="en">An abstract base class for all directional leg types with effective date, termination date, and underlyer where a payer makes a stream of payments of greater than zero value to a receiver.</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="DirectionalLeg">
<xsd:sequence>
<xsd:element name="underlyer" type="Underlyer">
<xsd:annotation>
<xsd:documentation xml:lang="en">Specifies the underlyer of the leg.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:group ref="OptionSettlement.model" />
<xsd:element name="fxFeature" type="FxFeature" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">Quanto, Composite, or Cross Currency FX features.</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
|