Documentation for Financial products Markup Language (FpML®)
Definition Type: ComplexType
Name: ProtectionTerms
Namespace: http://www.fpml.org/2007/FpML-4-4
Containing Schema: fpml-cd-4-4.xsd
Abstract
Collapse XSD Schema Diagram:
Drilldown into floatingAmountEvents in schema fpml-cd-4-4_xsd Drilldown into obligations in schema fpml-cd-4-4_xsd Drilldown into creditEvents in schema fpml-cd-4-4_xsd Drilldown into calculationAmount in schema fpml-cd-4-4_xsd Drilldown into id in schema fpml-cd-4-4_xsdXSD Diagram of ProtectionTerms in schema fpml-cd-4-4_xsd (Financial products Markup Language (FpML®))
Collapse XSD Schema Code: 
<xsd:complexType name="ProtectionTerms">
    <xsd:sequence>
        <xsd:element name="calculationAmount" type="Money">
            <xsd:annotation>
                <xsd:documentation xml:lang="en">The notional amount of protection coverage. ISDA 2003 Term: Floating Rate Payer Calculation Amount</xsd:documentation>
            </xsd:annotation>
        </xsd:element>
        <xsd:element name="creditEvents" type="CreditEvents" minOccurs="0">
            <xsd:annotation>
                <xsd:documentation xml:lang="en">This element contains all the ISDA terms relating to credit events.</xsd:documentation>
            </xsd:annotation>
        </xsd:element>
        <xsd:element name="obligations" type="Obligations" minOccurs="0">
            <xsd:annotation>
                <xsd:documentation xml:lang="en">The underlying obligations of the reference entity on which you are buying or selling protection. The credit events Failure to Pay, Obligation Acceleration, Obligation Default, Restructuring, Repudiation/Moratorium are defined with respect to these obligations. ISDA 2003 Term:</xsd:documentation>
            </xsd:annotation>
        </xsd:element>
        <xsd:element name="floatingAmountEvents" type="FloatingAmountEvents" minOccurs="0">
            <xsd:annotation>
                <xsd:documentation xml:lang="en">This element contains the ISDA terms relating to the floating rate payment events and the implied additional fixed payments, applicable to the credit derivatives transactions on mortgage-backed securities with pay-as-you-go or physical settlement.</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
calculationAmount fpml:calculationAmount (1) (1)
creditEvents fpml:creditEvents 0 (1)
obligations fpml:obligations 0 (1)
floatingAmountEvents fpml:floatingAmountEvents 0 (1)
Collapse Child Attributes:
Name Type Default Value Use
id fpml:id Optional
Collapse Derivation Tree:
Collapse References:
fpml:protectionTerms
Documentation for Financial products Markup Language (FpML®)

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