XML Schema Documentation

Name	swap
Used by (from the same schema document)	Complex Type Swaption
Type	Swap
Nillable	no
Abstract	no
Documentation	A swap product definition.

XML Instance Representation

<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.'

<swapStream> InterestRateStream </swapStream> [1..*]

'The swap streams.'

<earlyTerminationProvision> EarlyTerminationProvision </earlyTerminationProvision> [0..1]

'Parameters specifying provisions relating to the optional and mandatory early terminarion of a swap transaction.'

<cancelableProvision> CancelableProvision </cancelableProvision> [0..1]

'A provision that allows the specification of an embedded option within a swap giving the buyer of the option the right to terminate the swap, in whole or in part, on the early termination date.'

<extendibleProvision> ExtendibleProvision </extendibleProvision> [0..1]

'A provision that allows the specification of an embedded option with a swap giving the buyer of the option the right to extend the swap, in whole or in part, to the extended termination date.'

<additionalPayment> Payment </additionalPayment> [0..*]

'Additional payments between the principal parties.'

<additionalTerms> SwapAdditionalTerms </additionalTerms> [0..1]

'Contains any additional terms to the swap contract.'

</swap>

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

XML Schema Documentation

Element: swap

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