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            A type for defining ISDA 2002 Equity Derivative Additional Disruption
                Events.
            
        
        
            
                
                    If true, then change in law is applicable.
                
            
            
                
                    Where the underlying is shares and the transaction is physically
                        settled, then, if true, a failure to deliver the shares on the settlement date will not be an
                        event of default for the purposes of the master agreement.
                    
                
            
            
                
                    If true, then insolvency filing is applicable.
                
            
            
                
                    If true, then hedging disruption is applicable.
                
            
            
            
                
                    If true, then increased cost of hedging is applicable.
                    
                
            
            
                
                    A reference to the party which determines additional disruption
                        events.
                    
                
            
            
                
                    If true, then foreign ownership event is applicable.
                    
                
            
        
    
    
        
            Specifies the amount of the fee along with, when applicable, the formula
                that supports its determination.
            
        
        
            
                
                    The currency amount of the payment.
                
            
            
                
                    Specifies a formula, with its description and components.
                    
                
            
        
    
    
        
            A type describing a date defined as subject to adjustment or defined in
                reference to another date through one or several date offsets.
            
        
        
            
                
                    A date that shall be subject to adjustment if it would otherwise
                        fall on a day that is not a business day in the specified business centers, together with the
                        convention for adjusting the date.
                    
                
            
            
                
                    A date specified in relation to some other date defined in the
                        document (the anchor date), where there is the opportunity to specify a combination of offset
                        rules. This component will typically be used for defining the valuation date in relation to the
                        payment date, as both the currency and the exchange holiday calendars need to be considered.
                    
                
            
        
        
    
    
        
            A type describing correlation bounds, which form a cap and a floor on the
                realized correlation.
            
        
        
            
                
                    Minimum Boundary as a percentage of the Strike Price.
                    
                
            
            
                
                    Maximum Boundary as a percentage of the Strike Price.
                    
                
            
        
    
    
        
            A type describing variance bounds, which are used to exclude money price
                values outside of the specified range In a Up Conditional Swap Underlyer price must be equal to or
                higher than Lower Barrier In a Down Conditional Swap Underlyer price must be equal to or lower than
                Upper Barrier In a Corridor Conditional Swap Underlyer price must be equal to or higher than Lower
                Barrier and must be equal to or lower than Upper Barrier.
            
        
        
            
                
                    The contract specifies whether which price must satisfy the
                        boundary condition.
                    
                
            
            
                
                    The contract specifies whether the notional should be scaled by the
                        Number of Days in Range divided by the Expected N. The number of Days in Ranges refers to the
                        number of returns that contribute to the realized volatility.
                    
                
            
            
                
                    All observations above this price level will be excluded from the
                        variance calculation.
                    
                
            
            
                
                    All observations below this price level will be excluded from the
                        variance calculation.
                    
                
            
        
    
    
        
            An abstract base class for all calculated money amounts, which are in the
                currency of the cash multiplier of the calculation.
            
        
        
            
                
                    Specifies the date on which a calculation or an observation will be
                        performed for the purpose of calculating the amount.
                    
                
            
            
                
                    The start of the period over which observations are made which are
                        used in the calculation Used when the observation start date differs from the trade date such as
                        for forward starting swaps. Observation Start Date in accordance with the ISDA 2002 Equity
                        Derivatives Definitions. Observation Period Start Date in accordance with the ISDA 2011 Equity
                        Derivatives Definitions.
                    
                
            
            
        
    
    
        
            Abstract base class for all calculation from observed values.
            
        
        
            
                
                    
                        
                            Specifies whether the Initial Index Level should be the
                                Closing Price Level, the Expiring Contract Level, VWAPPrice, TWAPPrice, NAV or Open
                                Price and/or a specified Initial Index Level.
                            
                        
                        
                            
                                Contract will strike off this initial level. Providing
                                    just the initialLevel without initialLevelSource, infers that this is
                                    AgreedInitialPrice - a specified Initial Index Level.
                                
                            
                        
                        
                            
                                In this context, this is AgreedInitialPrice - a
                                    specified Initial Index Level. Note: No other values from the
                                    DeterminationMethodScheme should not be provided.
                                
                            
                        
                    
                    
                        
                            Specifies whether the Initial Index Level determination
                                method should be the Closing Price Level, the Expiring Contract Level, VWAPPrice,
                                TWAPPrice, NAV or Open Price. Note: the AgreedInitialPrice value is not allowed here.
                            
                        
                    
                
                
                    
                        DEPRECATED. If true this contract will strike off the closing
                            level of the default exchange traded contract.
                        
                    
                
                
                    
                        DEPRECATED. If true this contract will strike off the expiring
                            level of the default exchange traded contract.
                        
                    
                
            
            
                
                    Expected number of trading days.
                
            
        
    
    
        
            Specifies the compounding method and the compounding rate.
            
        
        
            
                
                    If more that one calculation period contributes to a single payment
                        amount this element specifies whether compounding is applicable, and if so, what compounding
                        method is to be used. This element must only be included when more that one calculation period
                        contributes to a single payment amount.
                    
                
            
            
                
                    Defines a compounding rate. The compounding interest can either
                        point back to the interest calculation node on the Interest Leg, or be defined specifically.
                    
                
            
            
                
                    Defines the spread to be used for compounding. This field should be
                        used in scenarios where the interest payment is based on a compounding formula that uses a
                        compounding spread in addition to the regular spread.
                    
                
            
            
                
                    Defines the compounding dates.
                
            
        
    
    
        
            A type defining a compounding rate. The compounding interest can either
                point back to the floating rate calculation of interest calculation node on the Interest Leg, or be
                defined specifically.
            
        
        
            
                
                    Reference to the floating rate calculation of interest calculation
                        node on the Interest Leg.
                    
                
            
            
                
                    Defines a specific rate.
                
            
        
    
    
        
            A type describing the correlation amount of a correlation swap.
            
        
        
            
                
                    
                        
                            Notional amount, which is a cash multiplier.
                            
                        
                    
                    
                        
                            Correlation Strike Price.
                        
                    
                    
                        
                            Bounded Correlation.
                        
                    
                    
                        
                            Number of data series, normal market practice is that
                                correlation data sets are drawn from geographic market areas, such as America, Europe
                                and Asia Pacific, each of these geographic areas will have its own data series to avoid
                                contagion.
                            
                        
                    
                
            
        
    
    
        
            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.
            
        
        
            
                
                    
                        
                            Specifies the underlyer of the leg.
                        
                    
                    
                    
                        
                            Quanto, Composite, or Cross Currency FX features.
                            
                        
                    
                
            
        
    
    
        
            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.
            
        
        
            
                
                    
                        
                            Valuation of the underlyer.
                        
                    
                
            
        
    
    
        
            Container for Dividend Adjustment Periods, which are used to calculate the
                Deviation between Expected Dividend and Actual Dividend in that Period.
            
        
        
            
                
                    A single Dividend Adjustment Period.
                
            
        
    
    
        
            A type describing the conditions governing the payment of dividends to the
                receiver of the equity return. With the exception of the dividend payout ratio, which is defined for
                each of the underlying components.
            
        
        
            
                
                    Boolean element that defines whether the dividend will be
                        reinvested or not.
                    
                
            
            
                
                    Defines the date on which the receiver on the equity return is
                        entitled to the dividend.
                    
                
            
            
            
                
                    Specifies when the dividend will be paid to the receiver of the
                        equity return. Has the meaning as defined in the ISDA 2002 Equity Derivatives Definitions. Is
                        not applicable in the case of a dividend reinvestment election.
                    
                
            
            
                
                    
                        
                            Dividend period has the meaning as defined in the ISDA 2002
                                Equity Derivatives Definitions. This element specifies the date on which the dividend
                                period will commence.
                            
                        
                    
                    
                        
                            Dividend period has the meaning as defined in the ISDA 2002
                                Equity Derivatives Definitions. This element specifies the date on which the dividend
                                period will end. It includes a boolean attribute for defining whether this end date is
                                included or excluded from the dividend period.
                            
                        
                    
                
                
                    
                        Defines the First Period or the Second Period, as defined in
                            the 2002 ISDA Equity Derivatives Definitions.
                        
                    
                
            
            
                
                    Reference to the party which determines if dividends are
                        extraordinary in relation to normal levels.
                    
                
            
            
                
                    Determination of Gross Cash Dividend per Share.
                
            
            
            
                
                    Specifies the date on which the FX rate will be considered in the
                        case of a Composite FX swap.
                    
                
            
            
                
                    Defines the way in which interests are accrued: the applicable rate
                        (fixed or floating reference) and the compounding method.
                    
                    FpML entity
                
            
            
                
                    Defines the Number Of Index Units applicable to a Dividend.
                    
                
            
            
            
                
                    Defines treatment of Non-Cash Dividends.
                
            
            
                
                    Defines how the composition of Dividends is to be determined.
                    
                
            
            
                
                    Specifies the method according to which special dividends are
                        determined.
                    
                
            
        
    
    
        
            A type describing the date on which the dividend will be paid/received.
                This type is also used to specify the date on which the FX rate will be determined, when applicable.
            
        
        
            
                
                    
                        
                            Specification of the dividend date using an enumeration,
                                with values such as the pay date, the ex date or the record date.
                            
                        
                    
                    
                        
                            Only to be used when SharePayment has been specified in the
                                dividendDateReference element. The number of Currency Business Days following the day on
                                which the Issuer of the Shares pays the relevant dividend to holders of record of the
                                Shares.
                            
                        
                    
                
                
                    
                        A date that shall be subject to adjustment if it would
                            otherwise fall on a day that is not a business day in the specified business centers,
                            together with the convention for adjusting the date.
                        
                    
                
            
        
    
    
        
            Abstract base class of all time bounded dividend period types.
            
        
        
            
                
                    Unadjusted inclusive dividend period start date.
                    
                
            
            
                
                    Unadjusted inclusive dividend period end date.
                
            
            
                
                    Date adjustments for all unadjusted dates in this dividend
                        period.
                    
                
            
            
                
                    Reference to the underlyer which is paying dividends. This should
                        be used in all cases, and must be used where there are multiple underlying assets, to avoid any
                        ambiguity about which asset the dividend period relates to.
                    
                
            
        
        
    
    
        
            A time bounded dividend period, with an expected dividend for each
                period.
            
        
        
            
                
                    
                        
                            Expected dividend in this period.
                        
                    
                    
                        
                            Multiplier is a percentage value which is used to produce
                                Deviation by multiplying the difference between Expected Dividend and Actual Dividend
                                Deviation = Multiplier * (Expected Dividend — Actual Dividend).
                            
                        
                    
                
            
        
    
    
        
            A type for defining the merger events and their treatment.
            
        
        
            
                
                    The consideration paid for the original shares following the Merger
                        Event consists wholly of new shares.
                    
                
            
            
                
                    The consideration paid for the original shares following the Merger
                        Event consists wholly of cash/securities other than new shares.
                    
                
            
            
                
                    The consideration paid for the original shares following the Merger
                        Event consists of both cash/securities and new shares.
                    
                
            
        
    
    
        
            A type used to describe the amount paid for an equity option.
            
        
        
            
                
                    
                    
                        
                            Forward start Premium type
                        
                    
                    
                        
                            The currency amount of the payment.
                        
                    
                    
                        
                            The payment date. This date is subject to adjustment in
                                accordance with any applicable business day convention.
                            
                        
                    
                    
                        
                            Specifies whether or not the premium is to be paid in the
                                style of payments under an interest rate swap contract.
                            
                        
                    
                    
                        
                            The amount of premium to be paid expressed as a function of
                                the number of options.
                            
                        
                    
                    
                        
                            The amount of premium to be paid expressed as a percentage
                                of the notional value of the transaction. A percentage of 5% would be expressed as 0.05.
                            
                        
                    
                
            
        
    
    
        
            A type for defining the strike price for an equity option. The strike price
                is either: (i) in respect of an index option transaction, the level of the relevant index specified or
                otherwise determined in the transaction; or (ii) in respect of a share option transaction, the price per
                share specified or otherwise determined in the transaction. This can be expressed either as a percentage
                of notional amount or as an absolute value.
            
        
        
            
                
                    
                        The price or level at which the option has been struck.
                        
                    
                
                
                    
                        
                            The price or level expressed as a percentage of the forward
                                starting spot price.
                            
                        
                    
                    
                        
                            The date on which the strike is determined, where this is
                                not the effective date of a forward starting option.
                            
                        
                    
                
            
            
                
                    The currency in which an amount is denominated.
                
            
        
    
    
        
            A type for defining how and when an equity option is to be valued.
            
        
        
            
                
                    
                        The term "Valuation Date" is assumed to have the meaning as
                            defined in the ISDA 2002 Equity Derivatives Definitions. Cash Settlement Payment Date in
                            accordance with the ISDA 2002 Equity Derivatives Definitions. SettlementCycle in accordance
                            with the ISDA 2011 Equity Derivatives Definitions.
                        
                    
                
                
                    
                        Specifies the interim equity valuation dates of a swap.
                        
                    
                
            
            
                
                    The time of day at which the calculation agent values the
                        underlying, for example the official closing time of the exchange.
                    
                
            
            
                
                    The specific time of day at which the calculation agent values the
                        underlying. The SpecificTime is the only case when the valuationTime (time + business center
                        location – e.g. 10:00:00 USNY) should be provided. You should be able to provide just the
                        valuationTime without valuationTimeType, which infer that this is a specific time.
                    
                
            
            
                
                    
                        The official settlement price as announced by the related
                            exchange is applicable, in accordance with the ISDA 2002 definitions.
                        
                    
                
                
                    
                        The official settlement price as announced by the related
                            exchange is applicable, in accordance with the ISDA 2002 definitions.
                        
                    
                
            
            
                
                    The number of valuation dates between valuation start date and
                        valuation end date.
                    
                
            
            
                
                    Specifies the dividend valuation dates of the swap.
                    
                
            
            
                
                    Specifies the fallback provisions for Hedging Party in the
                        determination of the Final Price.
                    
                
            
        
        
    
    
        
            Where the underlying is shares, defines market events affecting the issuer
                of those shares that may require the terms of the transaction to be adjusted.
            
        
        
            
                
                    Occurs when the underlying ceases to exist following a merger
                        between the Issuer and another company.
                    
                
            
            
                
                    DEPRECATED. If present and true, then tender offer is applicable.
                    
                
            
            
                
                    ISDA 2002 Equity Tender Offer Events.
                
            
            
                
                    If present and true, then composition of combined consideration is
                        applicable.
                    
                
            
            
                
                    ISDA 2002 Equity Index Adjustment Events.
                
            
            
                
                    
                        ISDA 2002 Equity Additional Disruption Events.
                        
                    
                
                
                    
                        If true, failure to deliver is applicable.
                    
                
            
            
                
                    ISDA 2002 Equity Derivative Representations.
                
            
            
                
                    The terms "Nationalisation" and "Insolvency" have the meaning as
                        defined in the ISDA 2002 Equity Derivatives Definitions.
                    
                
            
            
                
                    The term "Delisting" has the meaning defined in the ISDA 2002
                        Equity Derivatives Definitions.
                    
                
            
            
                
                    In order for a contract to be considered a 'Designated Contract',
                        the Related Exchange that the contract is traded on must also be a Specified Exchange (i.e. the
                        Related Exchange specified for the underlier contract must be either Eure, Euronext, MEF, or
                        IDEM or an exchange specified in the Transaction Supplement, in order for the contract to
                        qualify as a Designated Contract). If the Related Exchange is not one of the Specified
                        Exchanges, then no Designated Contract is deemed to exist.
                    
                
            
        
    
    
        
            Reference to a floating rate calculation of interest calculation
                component.
            
        
        
            
                
            
        
    
    
        
            Defines the specification of the consequences of Index Events as defined by
                the 2002 ISDA Equity Derivatives Definitions.
            
        
        
            
                
                    Consequence of index modification.
                
            
            
                
                    Consequence of index cancellation.
                
            
            
                
                    Consequence of index disruption.
                
            
        
    
    
        
            Specifies the calculation method of the interest rate leg of the return
                swap. Includes the floating or fixed rate calculation definitions, along with the determination of the
                day count fraction.
            
        
        
            
                
                    
                        
                            The day count fraction.
                        
                    
                    
                        
                            Defines compounding rates on the Interest Leg.
                            
                        
                    
                    
                        
                            
                                Specifies the type of interpolation used.
                                
                            
                        
                        
                            
                                Defines applicable periods for interpolation.
                                
                            
                        
                    
                
                
            
        
    
    
        
            A type describing the fixed income leg of the equity swap.
            
        
        
            
                
                    
                        
                            Component that holds the various dates used to specify the
                                interest leg of the equity swap. It is used to define the InterestPeriodDates
                                identifyer.
                            
                        
                    
                    
                        
                            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.
                            
                        
                    
                    
                        
                            Specifies, in relation to each Interest Payment Date, the
                                amount to which the Interest Payment Date relates. Unless otherwise specified, this term
                                has the meaning defined in the ISDA 2000 ISDA Definitions.
                            
                        
                    
                    
                        
                            Specifies the calculation method of the interest rate leg
                                of the equity swap. Includes the floating or fixed rate calculation definitions, along
                                with the determination of the day count fraction.
                            
                        
                    
                    
                        
                            Specifies the stub calculation period.
                        
                    
                
            
        
    
    
        
            Component that holds the various dates used to specify the interest leg of
                the return swap. It is used to define the InterestPeriodDates identifyer.
            
        
        
            
                
                    Specifies the effective date of the return swap. This global
                        element is valid within the return swaps namespace. Within the FpML namespace, another
                        effectiveDate global element has been defined, that is different in the sense that it does not
                        propose the choice of refering to another date in the document.
                    
                
            
            
                
                    Specifies the termination date of the return swap. This global
                        element is valid within the return swaps namespace. Within the FpML namespace, another
                        terminationDate global element has been defined, that is different in the sense that it does not
                        propose the choice of refering to another date in the document.
                    
                
            
            
                
                    Specifies the reset dates of the interest leg of the swap.
                    
                
            
            
                
                    Specifies the payment dates of the interest leg of the swap. When
                        defined in relation to a date specified somewhere else in the document (through the
                        relativeDates component), this element will typically point to the payment dates of the equity
                        leg of the swap.
                    
                
            
        
        
    
    
        
            Reference to the calculation period dates of the interest leg.
            
        
        
            
                
            
        
    
    
        
            
                
                    A pointer style reference to the associated calculation period
                        dates component defined elsewhere in the document.
                    
                
            
            
                
                    
                        Specifies whether the reset dates are determined with respect
                            to each adjusted calculation period start date or adjusted calculation period end date. If
                            the reset frequency is specified as daily this element must not be included.
                        
                    
                
                
                    
                        The frequency at which reset dates occur. In the case of a
                            weekly reset frequency, also specifies the day of the week that the reset occurs. If the
                            reset frequency is greater than the calculation period frequency then this implies that more
                            than one reset date is established for each calculation period and some form of rate
                            averaging is applicable.
                        
                    
                
            
            
                
                    Initial fixing date expressed as an offset to another date defined
                        elsewhere in the document.
                    
                
            
            
                
                    Specifies the fixing date relative to the reset date in terms of a
                        business days offset, or by providing a series of adjustable dates.
                    
                
            
        
    
    
        
            A type describing the amount that will paid or received on each of the
                payment dates. This type is used to define both the Equity Amount and the Interest Amount.
            
        
        
            
            
                
                    
                        Specifies the reference Amount when this term either
                            corresponds to the standard ISDA Definition (either the 2002 Equity Definition for the
                            Equity Amount, or the 2000 Definition for the Interest Amount), or points to a term defined
                            elsewhere in the swap document.
                        
                    
                
                
                    
                        Specifies a formula, with its description and components.
                        
                    
                
                
                    
                        Description of the leg amount when represented through an
                            encoded image.
                        
                    
                
            
            
                
                    Specifies the date on which a calculation or an observation will be
                        performed for the purpose of defining the Equity Amount, and in accordance to the definition
                        terms of this latter.
                    
                
            
        
    
    
        
            A type to hold early exercise provisions.
        
        
            
                
                    Date through which option can not be exercised without penalty.
                    
                
            
            
                
                    Spread used if exercised before make whole date. Early termination
                        penalty. Expressed in bp, e.g. 25 bp.
                    
                
            
        
    
    
        
            An abstract base class for all swap types which have a single netted leg,
                such as Variance Swaps, and Correlation Swaps.
            
        
        
            
                
                    
                        
                            Specifies additional payment(s) between the principal
                                parties to the netted swap.
                            
                        
                    
                    
                        
                            Where the underlying is shares, specifies events affecting
                                the issuer of those shares that may require the terms of the transaction to be adjusted.
                            
                        
                    
                
            
        
    
    
        
            A type for defining option features.
        
        
            
                
                    An option where and average price is taken on valuation.
                    
                
            
            
                
                    An option with a barrier feature.
                
            
            
                
                    A knock feature.
                
            
            
                
                    Pass through payments from the underlyer, such as dividends.
                    
                
            
            
                
                    Dividend adjustment of the contract is driven by the difference
                        between the Expected Dividend, and the Actual Dividend, which is multiplied by an agreed Factor
                        to produce a Deviation, which is used as the basis for adjusting the contract. The parties
                        acknowledge that in determining the Call Strike Price of the Transaction the parties have
                        assumed that the Dividend scheduled to be paid by the Issuer to holders of record of the Shares,
                        in the period set out in Column headed Relevant Period will equal per Share the amount stated in
                        respect of such Relevant Period.
                    
                
            
        
    
    
        
            Specifies the principal exchange amount, either by explicitly defining it,
                or by point to an amount defined somewhere else in the swap document.
            
        
        
            
                
                    Reference to an amount defined elsewhere in the document.
                    
                
            
            
                
                    Specifies the method according to which an amount or a date is
                        determined.
                    
                
            
            
                
                    Principal exchange amount when explictly stated.
                    
                
            
        
    
    
        
            Specifies each of the characteristics of the principal exchange cashflows,
                in terms of paying/receiving counterparties, amounts and dates.
            
        
        
            
            
                
                    Specifies the principal echange amount, either by explicitly
                        defining it, or by point to an amount defined somewhere else in the swap document.
                    
                
            
            
                
                    Date on which each of the principal exchanges will take place. This
                        date is either explictly stated, or is defined by reference to another date in the swap
                        document. In this latter case, it will typically refer to one other date of the equity leg:
                        either the effective date (initial exchange), or the last payment date (final exchange).
                    
                
            
        
    
    
        
            A type describing the principal exchange features of the return swap.
            
        
        
            
                
                    The true/false flags indicating whether initial, intermediate or
                        final exchanges of principal should occur.
                    
                
            
            
                
                    Specifies each of the characteristics of the principal exchange
                        cashflows, in terms of paying/receiving counterparties, amounts and dates.
                    
                
            
        
    
    
        
            A type for defining ISDA 2002 Equity Derivative Representations.
            
        
        
            
                
                    If true, then non reliance is applicable.
                
            
            
                
                    If true, then agreements regarding hedging are applicable.
                    
                
            
            
                
                    If present and true, then index disclaimer is applicable.
                    
                
            
            
                
                    If true, then additional acknowledgements are applicable.
                    
                
            
        
    
    
        
            A type describing the dividend return conditions applicable to the swap.
            
        
        
            
                
                    Defines the type of return associated with the return swap.
                    
                
            
            
                
                    Specifies the conditions governing the payment of the dividends to
                        the receiver of the equity return. With the exception of the dividend payout ratio, which is
                        defined for each of the underlying components.
                    
                
            
        
    
    
        
            A type describing the return leg of a return type swap.
        
        
            
                
                    
                        
                            Specifies the terms of the initial price of the return type
                                swap and of the subsequent valuations of the underlyer.
                            
                        
                    
                    
                        
                            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.
                            
                        
                    
                    
                        
                            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.
                            
                        
                    
                    
                        
                            Specifies the conditions under which dividend affecting the
                                underlyer will be paid to the receiver of the amounts.
                            
                        
                    
                    
                        
                            Specifies the conditions that govern the adjustment to the
                                number of units of the return swap.
                            
                        
                    
                    
                        
                            A quanto or composite FX feature.
                        
                    
                    
                        
                            Averaging Dates used in the swap.
                        
                    
                
            
        
    
    
        
            A type describing the initial and final valuation of the underlyer.
            
        
        
            
                
                    Specifies the initial reference price of the underlyer. This price
                        can be expressed either as an actual amount/currency, as a determination method, or by reference
                        to another value specified in the swap document.
                    
                
            
            
                
                    For return swaps, this element is equivalent to the term "Equity
                        Notional Reset" as defined in the ISDA 2002 Equity Derivatives Definitions. The reference to the
                        ISDA definition is either "Applicable" or 'Inapplicable".
                    
                
            
            
                
                    Specifies the final valuation price of the underlyer. This price
                        can be expressed either as an actual amount/currency, as a determination method, or by reference
                        to another value specified in the swap document.
                    
                
            
            
                
                    Specifies the final valuation price of the underlyer. This price
                        can be expressed either as an actual amount/currency, as a determination method, or by reference
                        to another value specified in the swap document.
                    
                
            
            
                
                    Specifies the payment dates of the swap.
                
            
            
                
                    References a Contract on the Exchange.
                
            
        
    
    
        
            
                
                    
                        
                            Specifies valuation.
                        
                    
                
            
        
    
    
        
            A type describing return swaps including return swaps (long form), total
                return swaps, and variance swaps.
            
        
        
            
                
                    
                        
                            Specifies, for one or for both the parties to the trade,
                                the date from which it can early terminate it.
                            
                        
                    
                    
                        
                            Where the underlying is shares, specifies events affecting
                                the issuer of those shares that may require the terms of the transaction to be adjusted.
                            
                        
                    
                
            
        
    
    
        
            A type describing the additional payment(s) between the principal parties
                to the trade. This component extends some of the features of the additionalPayment component previously
                developed in FpML. Appropriate discussions will determine whether it would be appropriate to extend the
                shared component in order to meet the further requirements of equity swaps.
            
        
        
            
                
                    
                    
                        
                            Specifies the amount of the fee along with, when
                                applicable, the formula that supports its determination.
                            
                        
                    
                    
                        
                            Specifies the value date of the fee payment/receipt.
                            
                        
                    
                    
                        
                            Classification of the payment.
                        
                    
                
            
        
    
    
        
            Specifies, in relation to each Payment Date, the amount to which the
                Payment Date relates. For Equity Swaps this element is equivalent to the Equity Amount term as defined
                in the ISDA 2002 Equity Derivatives Definitions.
            
        
        
            
                
                    
                        
                            If true, then cash settlement is applicable.
                            
                        
                    
                    
                
            
        
    
    
        
            A type describing the components that are common for return type swaps,
                including short and long form return swaps representations.
            
        
        
            
                
                    
                        
                            BuyerSeller.model has been included as an optional child of
                                ReturnSwapBase to support the situation where an implementor wishes to indicate who has
                                manufactured the Swap through representing them as the Seller. It may be removed in
                                future major revisions.
                            
                        
                    
                    
                    
                        
                            This is used to document a Fully Funded Return Swap.
                            
                        
                    
                    
                        
                            Specifies additional payment(s) between the principal
                                parties to the trade.
                            
                        
                    
                
            
        
    
    
        
            A type describing the date from which each of the party may be allowed to
                terminate the trade.
            
        
        
            
                
                    Reference to a party defined elsewhere in this document which may
                        be allowed to terminate the trade.
                    
                
            
            
                
                    Specifies the date from which the early termination clause can be
                        exercised.
                    
                
            
        
    
    
        
            A base class for all return leg types with an underlyer.
            
        
        
            
                
                    
                        
                            Specifies the strike date of this leg of the swap, used for
                                forward starting swaps. When defined in relation to a date specified somewhere else in
                                the document (through the relativeDate component), this element will typically by
                                relative to the trade date of the swap.
                            
                        
                    
                    
                        
                            Specifies the underlying component of the leg, which can be
                                either one or many and consists in either equity, index or convertible bond component,
                                or a combination of these.
                            
                        
                    
                    
                
            
        
    
    
        
            Specifies the notional of 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.
            
        
        
            
                
                    A reference to the return swap notional amount defined elsewhere in
                        this document.
                    
                
            
            
                
                    A reference to the return swap notional determination method
                        defined elsewhere in this document.
                    
                
            
            
                
                    Specifies the method according to which an amount or a date is
                        determined.
                    
                
            
            
                
                    The notional amount.
                
            
        
        
    
    
        
            A type describing the return payment dates of the swap.
        
        
            
                
                    Specifies the interim payment dates of the swap. When defined in
                        relation to a date specified somewhere else in the document (through the relativeDates
                        component), this element will typically refer to the valuation dates and add a lag corresponding
                        to the settlement cycle of the underlyer.
                    
                
            
            
                
                    Specifies the final payment date of the swap. When defined in
                        relation to a date specified somewhere else in the document (through the relativeDate
                        component), this element will typically refer to the final valuation date and add a lag
                        corresponding to the settlement cycle of the underlyer.
                    
                
            
        
        
    
    
        
            A type specifying the date from which the early termination clause can be
                exercised.
            
        
        
            
                
                    Reference to a date defined elswhere in the document.
                    
                
            
            
                
                    Date from which early termination clause can be exercised.
                    
                
            
        
    
    
        
            A type describing the Stub Calculation Period.
        
        
            
                Choice group between mandatory specification of initial stub and
                    optional specification of final stub, or mandatory final stub.
                
            
            
                
                
            
            
        
    
    
        
            A type describing the variance amount of a variance swap.
            
        
        
            
                
                    
                        
                            Variance amount, which is a cash multiplier.
                            
                        
                    
                    
                        
                            Choice between expressing the strike as volatility or
                                variance.
                            
                        
                        
                        
                    
                    
                        
                            If present and true, then variance cap is applicable.
                            
                        
                    
                    
                        
                            For use when varianceCap is applicable. Contains the
                                scaling factor of the Variance Cap that can differ on a trade-by-trade basis in the
                                European market. For example, a Variance Cap of 2.5^2 x Variance Strike Price has an
                                unadjustedVarianceCap of 2.5.
                            
                        
                    
                    
                        
                            Conditions which bound variance. The contract specifies one
                                or more boundary levels. These levels are expressed as prices for confirmation purposes
                                Underlyer price must be equal to or higher than Lower Barrier is known as Up Conditional
                                Swap Underlyer price must be equal to or lower than Upper Barrier is known as Down
                                Conditional Swap Underlyer price must be equal to or higher than Lower Barrier and must
                                be equal to or lower than Upper Barrier is known as Barrier Conditional Swap.
                            
                        
                    
                    
                        
                            Specification of the exchange traded contract nearest.
                            
                        
                    
                    
                        
                            Vega Notional represents the approximate gain/loss at
                                maturity for a 1% difference between RVol (realised vol) and KVol (strike vol). It does
                                not necessarily represent the Vega Risk of the trade.
                            
                        
                    
                
            
        
    
    
        
            The fixed income amounts of the return type swap.
        
    
    
        
            Return amounts of the return type swap.
        
    
    
        
            Specifies the structure of a return type swap. It can represent return
                swaps, total return swaps, variance swaps.
            
        
    
    
        
            An placeholder for the actual Return Swap Leg definition.
            
        
    
    
        
            A group containing return swap amount currency definition methods
            
        
        
            
                
                    The currency in which an amount is denominated.
                
            
            
                
                    Specifies the method according to which an amount or a date is
                        determined.
                    
                
            
            
                
                    Reference to a currency defined elsewhere in the document
                    
                
            
        
    
    
        
            
                
                    Declared Cash Dividend Percentage.
                
            
            
                
                    Declared Cash Equivalent Dividend Percentage.
                
            
        
    
    
        
            A group containing Dividend content
        
        
            
                
                    If present and true, then options exchange dividends are
                        applicable.
                    
                
            
            
                
                    If present and true, then additional dividends are applicable.
                    
                
            
            
                
                    Represents the European Master Confirmation value of 'All
                        Dividends' which, when applicable, signifies that, for a given Ex-Date, the daily observed Share
                        Price for that day is adjusted (reduced) by the cash dividend and/or the cash value of any non
                        cash dividend per Share (including Extraordinary Dividends) declared by the Issuer. All
                        Dividends in accordance with the ISDA 2002 Equity Derivatives Definitions.
                    
                
            
        
    
    
        
            A group containing Equity Underlyer provisions.
        
        
            
            
                
                    Local Jurisdiction is a term used in the AEJ Master Confirmation,
                        which is used to determine local taxes, which shall mean taxes, duties, and similar charges
                        imposed by the taxing authority of the Local Jurisdiction If this element is not present Local
                        Jurisdiction is Not Applicable.
                    
                
            
            
                
                    Relevent Jurisdiction is a term used in the AEJ Master
                        Confirmation, which is used to determine local taxes, which shall mean taxes, duties and similar
                        charges that would be imposed by the taxing authority of the Country of Underlyer on a
                        Hypothetical Broker Dealer assuming the Applicable Hedge Positions are held by its office in the
                        Relevant Jurisdiction. If this element is not present Relevant Jurisdiction is Not Applicable.
                    
                
            
        
    
    
        
            A group containing Swap and Derivative features.
        
        
            
                
                    Asian, Barrier, Knock and Pass Through features.
                    
                
            
            
                
                    Quanto, Composite, or Cross Currency FX features.
                    
                
            
        
    
    
        
            
                
                    For an index option transaction, a flag to indicate whether a
                        relevant Multiple Exchange Index Annex is applicable to the transaction. This annex defines
                        additional provisions which are applicable where an index is comprised of component securities
                        that are traded on multiple exchanges.
                    
                
            
            
                
                    For an index option transaction, a flag to indicate whether a
                        relevant Component Security Index Annex is applicable to the transaction.
                    
                
            
        
    
    
        
            
                
                    Used for specifying whether the Mutual Early Termination Right that
                        is detailed in the Master Confirmation will apply.
                    
                
            
            
                
                    
                        A Boolean element used for specifying whether the Optional
                            Early Termination clause detailed in the agreement will apply.
                        
                    
                
                
                    
                        Optional Early Termination Date
                    
                
                
                    
                        Optional Early Termination Electing Party Reference
                        
                    
                
                
                    
                        A Boolean element used for specifying whether the Break Funding
                            Recovery detailed in the agreement will apply.
                        
                    
                
                
                    
                        
                            Defines the fee type.
                        
                    
                    
                
            
        
    






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