complexType "DirectionalLeg"

Namespace:	http://www.fpml.org/FpML-5/confirmation
Content:	complex, 1 attribute, 7 elements
Abstract:	(cannot be assigned directly to elements used in instance XML documents)
Defined:	globally in fpml-shared-5-13.xsd; see XML source
Includes:	definitions of 3 elements
Used:	at 6 locations

Component Diagram

XML Representation Summary

<...

xsd:ID

Content:

legIdentifier*, payerPartyReference, payerAccountReference?, receiverPartyReference, receiverAccountReference?, effectiveDate?, terminationDate?

</...>

Content Model Elements (7):

effectiveDate (defined in DirectionalLeg complexType),

legIdentifier (defined in DirectionalLeg complexType),

payerAccountReference,

payerPartyReference (defined in Payer.model group),

receiverAccountReference,

receiverPartyReference (defined in Receiver.model group),

terminationDate (defined in DirectionalLeg complexType)

Known Direct Subtypes (5):

DirectionalLegUnderlyer, FixedPaymentLeg, InterestLeg, ReturnSwapLegUnderlyer, UnderlyerInterestLeg

Known Indirect Subtypes (6):

CorrelationLeg, DirectionalLegUnderlyerValuation, DividendLeg, ReturnLeg, VarianceLeg, VolatilityLeg

All Direct / Indirect Based Elements (11):

correlationLeg,

dividendLeg,

fixedLeg (defined in DividendSwapTransactionSupplement complexType),

varianceLeg (defined in VarianceSwapTransactionSupplement complexType),

varianceLeg (in varianceSwap),

volatilityLeg (in volatilitySwap),

volatilityLeg (in volatilitySwapTransactionSupplement)

Known Usage Locations

In derivations of other global types (5):

DirectionalLegUnderlyer (as extension base),

FixedPaymentLeg (as extension base),

InterestLeg (as extension base),

ReturnSwapLegUnderlyer (as extension base),

UnderlyerInterestLeg (as extension base)

As direct type of elements (1):

returnSwapLeg

Annotation

An abstract base class for all directional leg types with effective date, termination date, where a payer makes a stream of payments of greater than zero value to a receiver.

Type Definition Detail

Type Derivation Tree

Leg (extension)

DirectionalLeg

XML Source (w/o annotations (4); see within schema source)

<xsd:complexType abstract="true" name="DirectionalLeg">

<xsd:complexContent>

<xsd:extension base="Leg">

<xsd:sequence>

<xsd:element maxOccurs="unbounded" minOccurs="0" name="legIdentifier" type="LegIdentifier"/>

<xsd:group ref="PayerReceiver.model"/>

<xsd:element minOccurs="0" name="effectiveDate" type="AdjustableOrRelativeDate"/>

<xsd:element minOccurs="0" name="terminationDate" type="AdjustableOrRelativeDate"/>

</xsd:sequence>

</xsd:extension>

</xsd:complexContent>

</xsd:complexType>

Content Element Detail (all declarations; defined within this component only; 3/7)

effectiveDate

Type:

AdjustableOrRelativeDate, complex content

Specifies the effective date of this leg of the swap. When defined in relation to a date specified somewhere else in the document (through the relativeDate component), this element will typically point to the effective date of the other leg of the swap.

XML Source (w/o annotations (1); see within schema source)

<xsd:element minOccurs="0" name="effectiveDate" type="AdjustableOrRelativeDate"/>

legIdentifier

Type:

LegIdentifier, complex content

Version aware identification of this leg.

XML Source (w/o annotations (1); see within schema source)

<xsd:element maxOccurs="unbounded" minOccurs="0" name="legIdentifier" type="LegIdentifier"/>

terminationDate

Type:

AdjustableOrRelativeDate, complex content

Specifies the termination date of this leg of the swap. When defined in relation to a date specified somewhere else in the document (through the relativeDate component), this element will typically point to the termination date of the other leg of the swap.

XML Source (w/o annotations (1); see within schema source)

<xsd:element minOccurs="0" name="terminationDate" type="AdjustableOrRelativeDate"/>

XML schema documentation generated with FlexDoc/XML 1.12.2 using FlexDoc/XML XSDDoc 2.9.1 template set. All XSD diagrams generated by FlexDoc/XML DiagramKit.