XML Schema Documentation

Super-types:	Leg < DirectionalLeg (by extension) < DirectionalLegUnderlyer (by extension)
Sub-types:	DirectionalLegUnderlyerValuation (by extension)

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

XML Instance Representation

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

<payerPartyReference> PartyOrAccountReference </payerPartyReference> [1]

'A reference to the party responsible for making the payments defined by this structure.'

<receiverPartyReference> PartyOrAccountReference </receiverPartyReference> [1]

'A reference to the party that receives the payments corresponding to this structure.'

<effectiveDate> AdjustableOrRelativeDate </effectiveDate> [0..1]

'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.'

<terminationDate> AdjustableOrRelativeDate </terminationDate> [0..1]

'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.'

<underlyer> Underlyer </underlyer> [1]

'Specifies the underlyer of the leg.'

<settlementType> SettlementTypeEnum </settlementType> [1]

<settlementDate> AdjustableOrRelativeDate </settlementDate> [0..1]

Start Group: SettlementAmountOrCurrency.model [0..1]
Start Choice [1]

<settlementAmount> Money </settlementAmount> [1]

'Settlement Amount'

<settlementCurrency> Currency </settlementCurrency> [1]

'Settlement Currency for use where the Settlement Amount cannot be known in advance'

End Choice
End Group: SettlementAmountOrCurrency.model

<fxFeature> FxFeature </fxFeature> [0..1]

'Quanto, Composite, or Cross Currency FX features.'

</...>

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

Complex Type: DirectionalLegUnderlyer

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