Documentation for Financial products Markup Language (FpML®)
Definition Type: ComplexType
Name: Swap
Namespace: http://www.fpml.org/2007/FpML-4-4
Type: fpml:Product
Containing Schema: fpml-ird-4-4.xsd
Abstract
Documentation:
A type defining swap streams and additional payments between the principal parties involved in the swap.
Collapse XSD Schema Diagram:
Drilldown into additionalTerms in schema fpml-ird-4-4_xsd Drilldown into additionalPayment in schema fpml-ird-4-4_xsd Drilldown into extendibleProvision in schema fpml-ird-4-4_xsd Drilldown into cancelableProvision in schema fpml-ird-4-4_xsd Drilldown into earlyTerminationProvision in schema fpml-ird-4-4_xsd Drilldown into swapStream in schema fpml-ird-4-4_xsd Drilldown into productId in schema fpml-shared-4-4_xsd Drilldown into productType in schema fpml-shared-4-4_xsd Drilldown into Product.model in schema fpml-shared-4-4_xsd Drilldown into id in schema fpml-shared-4-4_xsd Drilldown into Product in schema fpml-shared-4-4_xsdXSD Diagram of Swap in schema fpml-ird-4-4_xsd (Financial products Markup Language (FpML®))
Collapse XSD Schema Code: 
<xsd:complexType name="Swap">
    <xsd:annotation>
        <xsd:documentation xml:lang="en">A type defining swap streams and additional payments between the principal parties involved in the swap.</xsd:documentation>
    </xsd:annotation>
    <xsd:complexContent>
        <xsd:extension base="Product">
            <xsd:sequence>
                <xsd:element name="swapStream" type="InterestRateStream" maxOccurs="unbounded">
                    <xsd:annotation>
                        <xsd:documentation xml:lang="en">The swap streams.</xsd:documentation>
                    </xsd:annotation>
                </xsd:element>
                <xsd:element name="earlyTerminationProvision" type="EarlyTerminationProvision" minOccurs="0">
                    <xsd:annotation>
                        <xsd:documentation xml:lang="en">Parameters specifying provisions relating to the optional and mandatory early terminarion of a swap transaction.</xsd:documentation>
                    </xsd:annotation>
                </xsd:element>
                <xsd:element name="cancelableProvision" type="CancelableProvision" minOccurs="0">
                    <xsd:annotation>
                        <xsd:documentation xml:lang="en">A provision that allows the specification of an embedded option within a swap giving the buyer of the option the right to terminate the swap, in whole or in part, on the early termination date.</xsd:documentation>
                    </xsd:annotation>
                </xsd:element>
                <xsd:element name="extendibleProvision" type="ExtendibleProvision" minOccurs="0">
                    <xsd:annotation>
                        <xsd:documentation xml:lang="en">A provision that allows the specification of an embedded option with a swap giving the buyer of the option the right to extend the swap, in whole or in part, to the extended termination date.</xsd:documentation>
                    </xsd:annotation>
                </xsd:element>
                <xsd:element name="additionalPayment" type="Payment" minOccurs="0" maxOccurs="unbounded">
                    <xsd:annotation>
                        <xsd:documentation xml:lang="en">Additional payments between the principal parties.</xsd:documentation>
                    </xsd:annotation>
                </xsd:element>
                <xsd:element name="additionalTerms" type="SwapAdditionalTerms" minOccurs="0">
                    <xsd:annotation>
                        <xsd:documentation xml:lang="en">Contains any additional terms to the swap contract.</xsd:documentation>
                    </xsd:annotation>
                </xsd:element>
            </xsd:sequence>
        </xsd:extension>
    </xsd:complexContent>
</xsd:complexType>
Collapse Child Elements:
Name Type Min Occurs Max Occurs
productType fpml:productType 0 unbounded
productId fpml:productId 0 unbounded
swapStream fpml:swapStream (1) unbounded
earlyTerminationProvision fpml:earlyTerminationProvision 0 (1)
cancelableProvision fpml:cancelableProvision 0 (1)
extendibleProvision fpml:extendibleProvision 0 (1)
additionalPayment fpml:additionalPayment 0 unbounded
additionalTerms fpml:additionalTerms 0 (1)
Collapse Child Attributes:
Name Type Default Value Use
id fpml:id (Optional)
Collapse Derivation Tree:
Collapse References:
fpml:swap
Documentation for Financial products Markup Language (FpML®)

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