complexType "BasketConstituent"
Namespace: |
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Content: |
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Defined: |
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Includes: |
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Used: |
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XML Representation Summary |
<... |
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> |
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Content: |
( payerPartyReference, payerAccountReference?, receiverPartyReference?, receiverAccountReference?)?, underlyingAsset, constituentWeight?, underlyerPrice?, underlyerNotional?, underlyerSpread?, underlyerFinancing?, underlyerLoanRate?, underlyerCollateral? |
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</...> |
Content Model Elements (12):
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All Direct / Indirect Based Elements (1):
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Annotation
A type describing each of the constituents of a basket.
XML Source (w/o annotations (9); see within schema source)
<xsd:sequence>
</xsd:sequence>
<xsd:attribute name="id" type="xsd:ID" use="optional"/>
</xsd:complexType>
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Attribute Detail (all declarations; defined within this component only; 1/1)
id
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Type: |
xsd:ID, predefined |
Use: |
optional |
XML Source (see within schema source)
<xsd:attribute name="id" type="xsd:ID" use="optional"/>
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Content Element Detail (all declarations; defined within this component only; 8/12)
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Specifies the weight of each of the underlyer constituent within the basket, either in absolute or relative terms. This is an optional component, as certain swaps do not specify a specific weight for each of their basket constituents.
XML Source (w/o annotations (1); see within schema source)
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Collateral associated with this underlyer. Note that this is not typical usage, collateral is more often at transaction level
XML Source (w/o annotations (1); see within schema source)
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Financing terms associated with this underlyer
XML Source (w/o annotations (1); see within schema source)
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Loan rate terms associated with this underlyer. Commonly used for stock loan. You must not duplicate data elements already contained within dividend conditions at transaction level
XML Source (w/o annotations (1); see within schema source)
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Specifies the notional (i.e. price * quantity) that is associated with each of the basket constituents. This component is optional, as it is not absolutely required to accurately describe the economics of the trade, considering the notional that characterizes the equity swap is associated to the leg of the trade.
XML Source (w/o annotations (1); see within schema source)
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Specifies the price that is associated with each of the basket constituents. This component is optional, as it is not absolutely required to accurately describe the economics of the trade, considering the price that characterizes the equity swap is associated to the leg of the trade.
XML Source (w/o annotations (1); see within schema source)
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Provides a link to the spread schedule used for this underlyer.
XML Source (w/o annotations (1); see within schema source)
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Type: |
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Abstract: |
(may not be used directly in instance XML documents) |
Subst.Gr: |
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XML Source (see within schema source)