XML Schema Documentation

Super-types:	Product < CreditDefaultSwap (by extension)
Sub-types:	None

Name	CreditDefaultSwap
Used by (from the same schema document)	Element creditDefaultSwap
Abstract	no

XML Instance Representation

<...
id=" xsd:ID [0..1]">

<productType> ProductType </productType> [0..*]

'A classification of the type of product. FpML defines a simple product categorization using a coding scheme.'

<productId> ProductId </productId> [0..*]

'A product reference identifier allocated by a party. FpML does not define the domain values associated with this element. Note that the domain values for this element are not strictly an enumerated list.'

<generalTerms> GeneralTerms </generalTerms> [1]

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

<feeLeg> FeeLeg </feeLeg> [1]

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

<protectionTerms> ProtectionTerms </protectionTerms> [1..*]

'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.'

Start Choice [0..*]

<cashSettlementTerms> CashSettlementTerms </cashSettlementTerms> [1]

'This element contains all the ISDA terms relevant to cash settlement for when cash settlement is applicable. ISDA 2003 Term: Cash Settlement'

<physicalSettlementTerms> PhysicalSettlementTerms </physicalSettlementTerms> [1]

'This element contains all the ISDA terms relevant to physical settlement for when physical settlement is applicable. ISDA 2003 Term: Physical Settlement'

End Choice
</...>

Schema Component Representation

<xsd:complexType name="CreditDefaultSwap">

<xsd:complexContent>

<xsd:extension base=" Product ">

<xsd:sequence>

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

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

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

<xsd:choice minOccurs="0" maxOccurs="unbounded">

<xsd:element name="cashSettlementTerms" type=" CashSettlementTerms "/>

<xsd:element name="physicalSettlementTerms" type=" PhysicalSettlementTerms "/>

</xsd:choice>

</xsd:sequence>

</xsd:extension>

</xsd:complexContent>

</xsd:complexType>

Generated by <oXygen/> XML Editor using a modified version of xs3p that adds schema diagrams and chunking support.

Complex Type: CreditDefaultSwap

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