schemas.fpml-5-12.confirmation.fpml-dividend-swaps-5-12.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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