schemas.fpml-schemas.fpml-dividend-swaps-5-9.xsd Maven / Gradle / Ivy
Floating Payment Leg of a Dividend Swap.
One to many time bounded dividend payment periods, each
with a fixed strike and dividend payment date per period.
If present and true, then special dividends and memorial
dividends are applicable.
If present and true, then material non cash dividends are
applicable.
A time bounded dividend period, with fixed strike and a dividend payment
date per period.
Fixed strike.
Dividend period amount payment date.
Dividend period amount valuation date.
The variance option premium payable by the buyer to the
seller.
The parameters for defining how the equity option can be
exercised, how it is valued and how it is settled.
For a share option transaction, a flag used to indicate
whether the transaction is to be treated as an 'exchange look-alike'. This designation
has significance for how share adjustments (arising from corporate actions) will be
determined for the transaction. For an 'exchange look-alike' transaction the relevant
share adjustments will follow that for a corresponding designated contract listed on the
related exchange (referred to as Options Exchange Adjustment (ISDA defined term),
otherwise the share adjustments will be determined by the calculation agent (referred to
as Calculation Agent Adjustment (ISDA defined term)).
Defines how adjustments will be made to the contract should
one or more of the extraordinary events occur.
The number of shares per option comprised in the option
transaction supplement.
Specifies the contract multiplier that can be
associated with an index option.
Specifies any instructions on how the physical settlement
is to be effected when the option is exercised.
The variance swap details.
A Dividend Swap Transaction Supplement.
Dividend leg.
Fixed payment leg.
Fixed payment amount within a Dividend Swap.
Payment amount, which is optional since the payment amount
may be calculated using fixed strike and number of open units.
Payment date relative to another date.
Fixed Payment Leg of a Dividend Swap.
Fixed payment of a dividend swap, payment date is relative
to a dividend period payment date. Commonly the dividend leg and the fixed payment leg
will pay out on the same date, and the payments will be netted.
Specifies the structure of the dividend swap transaction supplement.
Specifies the structure of the dividend swap transaction supplement.
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