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• fpml-correlation-swaps-4-6.xsd

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schemas.fpml-4-6.fpml-correlation-swaps-4-6.xsd Maven / Gradle / Ivy

    
    
        
            Correlation Amount.
        
        
            
                
                    
                        
                            Specifies Correlation.
                        
                    
                
            
        
    
    
        
            A type describing return which is driven by a Correlation calculation.
        
        
            
                
                    
                        
                            Specifies, in relation to each Equity Payment Date, the Equity Amount to which the Equity Payment Date relates. Unless otherwise specified,
                                this term has the meaning defined in the ISDA 2002 Equity Derivatives Definitions.
                            
                        
                    
                
            
        
    
    
        
            A Correlation Swap modelled using a single netted leg.
        
        
            
                
                    
                        
                            Correlation Leg. Correlation Buyer is deemed to be the Equity Amount Receiver, Correlation Seller is deemed to be the Equity Amount
                                Payer.
                            
                        
                    
                
            
        
    
    
        
            Specifies the structure of a correlation swap.