complexType "LimitedCreditDefaultSwap"

Namespace:	http://www.fpml.org/FpML-5/transparency
Content:	complex, 3 elements
Defined:	globally in fpml-cd-5-13.xsd; see XML source
Includes:	definitions of 3 elements
Used:	at 1 location

Component Diagram

XML Representation Summary

<...>

Content:

generalTerms, feeLeg, protectionTerms+

</...>

Content Model Elements (3):

feeLeg (in creditDefaultSwap in creditDefaultSwapOption),

generalTerms (in creditDefaultSwap in creditDefaultSwapOption),

protectionTerms (in creditDefaultSwap in creditDefaultSwapOption)

All Direct / Indirect Based Elements (1):

creditDefaultSwap (in creditDefaultSwapOption)

Known Usage Locations

As direct type of elements (1):

creditDefaultSwap (in creditDefaultSwapOption)

Annotation

A limited version of the CDS type used as an underlyer to CDS options in Transparency view, to avoid requiring product type etc.

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

<xsd:complexType name="LimitedCreditDefaultSwap">

<xsd:sequence>

<xsd:element name="generalTerms" type="GeneralTerms"/>

<xsd:element name="feeLeg" type="FeeLeg"/>

<xsd:element maxOccurs="unbounded" name="protectionTerms" type="ProtectionTerms"/>

</xsd:sequence>

</xsd:complexType>

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

feeLeg

Type:

FeeLeg, complex content

This element contains all the terms relevant to defining the fixed amounts/payments per the applicable ISDA definitions.

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

<xsd:element name="feeLeg" type="FeeLeg"/>

generalTerms

Type:

GeneralTerms, complex content

This element contains all the data that appears in the section entitled "1. General Terms" in the 2003 ISDA Credit Derivatives Confirmation.

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

<xsd:element name="generalTerms" type="GeneralTerms"/>

protectionTerms

Type:

ProtectionTerms, complex content

This element contains all the terms relevant to defining the applicable floating rate payer calculation amount, credit events and associated conditions to settlement, and reference obligations.

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

<xsd:element maxOccurs="unbounded" name="protectionTerms" type="ProtectionTerms"/>

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.