All Element Summary
additionalPayment (in correlationSwap)	Specifies additional payment(s) between the principal parties to the netted swap. Type: ClassifiedPayment Content: complex, 1 attribute, 2 elements Defined: locally witnin NettedSwapBase complexType; see XML source
additionalPayment (in returnSwap)	Specifies additional payment(s) between the principal parties to the trade. Type: ReturnSwapAdditionalPayment Content: complex, 1 attribute, 3 elements Defined: locally witnin ReturnSwap complexType; see XML source
additionalPaymentAmount	Specifies the amount of the fee along with, when applicable, the formula that supports its determination. Type: AdditionalPaymentAmount Content: complex, 2 elements Defined: locally witnin ReturnSwapAdditionalPayment complexType; see XML source
additionalPaymentDate	Specifies the value date of the fee payment/receipt. Type: AdjustableOrRelativeDate Content: complex, 1 attribute, 2 elements Defined: locally witnin ReturnSwapAdditionalPayment complexType; see XML source
adjustableDate (in startingDate)	Date from which early termination clause can be exercised. Type: AdjustableDate Content: complex, 1 attribute, 1 element Defined: locally witnin StartingDate complexType; see XML source
adjustableDate (in valuationDate defined in EquityValuation complexType)	A date that shall be subject to adjustment if it would otherwise fall on a day that is not a business day in the specified business centers, together with the convention for adjusting the date. Type: AdjustableDate Content: complex, 1 attribute, 1 element Defined: locally witnin AdjustableDateOrRelativeDateSequence complexType; see XML source
amount (in returnLeg)	Specifies, in relation to each Payment Date, the amount to which the Payment Date relates. Type: ReturnSwapAmount Content: complex, 6 elements Defined: locally witnin ReturnLeg complexType; see XML source
amountRelativeTo (in principalExchangeAmount in principalExchangeDescriptions)	Reference to an amount defined elsewhere in the document. Type: AmountReference Content: empty, 1 attribute Defined: locally witnin PrincipalExchangeAmount complexType; see XML source
boundedCorrelation	Bounded Correlation. Type: BoundedCorrelation Content: complex, 2 elements Defined: locally witnin Correlation complexType; see XML source
boundedVariance	Conditions which bound variance. Type: BoundedVariance Content: complex, 4 elements Defined: locally witnin Variance complexType; see XML source
calculationDates (defined in CalculatedAmount complexType)	Specifies the date on which a calculation or an observation will be performed for the purpose of calculating the amount. Type: AdjustableRelativeOrPeriodicDates Content: complex, 1 attribute, 2 elements Defined: locally witnin CalculatedAmount complexType; see XML source
calculationDates (defined in LegAmount complexType)	Specifies the date on which a calculation or an observation will be performed for the purpose of defining the Equity Amount, and in accordance to the definition terms of this latter. Type: AdjustableRelativeOrPeriodicDates Content: complex, 1 attribute, 2 elements Defined: locally witnin LegAmount complexType; see XML source
calculationPeriodDatesReference	A pointer style reference to the associated calculation period dates component defined elsewhere in the document. Type: InterestLegCalculationPeriodDatesReference Content: empty, 1 attribute Defined: locally witnin InterestLegResetDates complexType; see XML source
cashSettlement (in amount in returnLeg)	If true, then cash settlement is applicable. Type: xsd:boolean Content: simple Defined: locally witnin ReturnSwapAmount complexType; see XML source
closingLevel	If true this contract will strike off the closing level of the default exchange traded contract. Type: xsd:boolean Content: simple Defined: locally witnin CalculationFromObservation complexType; see XML source
componentSecurityIndexAnnexFallback	For an index option transaction, a flag to indicate whether a relevant Component Security Index Annex is applicable to the transaction. Type: xsd:boolean Content: simple Defined: locally witnin IndexAnnexFallback.model group; see XML source
compounding	Defines compounding rates on the Interest Leg. Type: Compounding Content: complex, 4 elements Defined: locally witnin InterestCalculation complexType; see XML source
compoundingDates	Defines the compounding dates. Type: AdjustableRelativeOrPeriodicDates2 Content: complex, 1 attribute, 2 elements Defined: locally witnin Compounding complexType; see XML source
compoundingMethod (in compounding)	If more that one calculation period contributes to a single payment amount this element specifies whether compounding is applicable, and if so, what compounding method is to be used. Type: CompoundingMethodEnum Content: simple Defined: locally witnin Compounding complexType; see XML source
compoundingRate	Defines a compounding rate. Type: CompoundingRate Content: complex, 2 elements Defined: locally witnin Compounding complexType; see XML source
compoundingSpread	Defines the spread to be used for compounding. Type: xsd:decimal Content: simple Defined: locally witnin Compounding complexType; see XML source
correlationStrikePrice	Correlation Strike Price. Type: CorrelationValue Content: simple Defined: locally witnin Correlation complexType; see XML source
currency (defined in CurrencyAndDeterminationMethod.model group)	The currency in which an amount is denominated. Type: IdentifiedCurrency Content: simple, 2 attributes Defined: locally witnin CurrencyAndDeterminationMethod.model group; see XML source
currency (defined in EquityStrike complexType)	The currency in which an amount is denominated. Type: Currency Content: simple, 1 attribute Defined: locally witnin EquityStrike complexType; see XML source
currencyReference	Reference to a currency defined elsewhere in the document Type: IdentifiedCurrencyReference Content: empty, 1 attribute Defined: locally witnin CurrencyAndDeterminationMethod.model group; see XML source
dateAdjustments	Date adjustments for all unadjusted dates in this dividend period. Type: BusinessDayAdjustments Content: complex, 1 attribute, 3 elements Defined: locally witnin DividendPeriod complexType; see XML source
dateRelativeTo (in startingDate)	Reference to a date defined elswhere in the document. Type: DateReference Content: empty, 1 attribute Defined: locally witnin StartingDate complexType; see XML source
dayCountFraction (in interestCalculation)	The day count fraction. Type: DayCountFraction Content: simple, 1 attribute Defined: locally witnin InterestCalculation complexType; see XML source
daysInRangeAdjustment	The contract specifies whether the notional should be scaled by the Number of Days in Range divided by the Expected N. Type: xsd:boolean Content: simple Defined: locally witnin BoundedVariance complexType; see XML source
declaredCashDividendPercentage	Declared Cash Dividend Percentage. Type: NonNegativeDecimal Content: simple Defined: locally witnin DeclaredCashAndCashEquivalentDividendPercentage.model group; see XML source
declaredCashEquivalentDividendPercentage	Declared Cash Equivalent Dividend Percentage. Type: NonNegativeDecimal Content: simple Defined: locally witnin DeclaredCashAndCashEquivalentDividendPercentage.model group; see XML source
determinationMethod (defined in CurrencyAndDeterminationMethod.model group)	Specifies the method according to which an amount or a date is determined. Type: DeterminationMethod Content: simple, 2 attributes Defined: locally witnin CurrencyAndDeterminationMethod.model group; see XML source
determinationMethod (defined in ReturnSwapNotional complexType)	Specifies the method according to which an amount or a date is determined. Type: DeterminationMethod Content: simple, 2 attributes Defined: locally witnin ReturnSwapNotional complexType; see XML source
determinationMethod (in principalExchangeAmount in principalExchangeDescriptions)	Specifies the method according to which an amount or a date is determined. Type: DeterminationMethod Content: simple, 2 attributes Defined: locally witnin PrincipalExchangeAmount complexType; see XML source
dividend	Expected dividend in this period. Type: NonNegativeMoney Content: complex, 1 attribute, 2 elements Defined: locally witnin DividendPeriodDividend complexType; see XML source
dividendPeriod (defined in DividendAdjustment complexType)	A single Dividend Adjustment Period. Type: DividendPeriodDividend Content: complex, 1 attribute, 6 elements Defined: locally witnin DividendAdjustment complexType; see XML source
earlyTermination	Specifies, for one or for both the parties to the trade, the date from which it can early terminate it. Type: ReturnSwapEarlyTermination Content: complex, 2 elements Defined: locally witnin ReturnSwap complexType; see XML source
effectiveDate (defined in DirectionalLeg complexType)	Specifies the effective date of this leg of the swap. Type: AdjustableOrRelativeDate Content: complex, 1 attribute, 2 elements Defined: locally witnin DirectionalLeg complexType; see XML source
effectiveDate (in interestLegCalculationPeriodDates)	Specifies the effective date of the return swap. Type: AdjustableOrRelativeDate Content: complex, 1 attribute, 2 elements Defined: locally witnin InterestLegCalculationPeriodDates complexType; see XML source
exchangeTradedContractNearest (in rateOfReturn)	References a Contract on the Exchange. Type: ExchangeTradedContract Content: complex, 1 attribute, 11 elements Defined: locally witnin ReturnLegValuation complexType; see XML source
exchangeTradedContractNearest (in variance)	Specification of the exchange traded contract nearest. Type: ExchangeTradedContract Content: complex, 1 attribute, 11 elements Defined: locally witnin Variance complexType; see XML source
expectedN	Expected number of trading days. Type: xsd:positiveInteger Content: simple Defined: locally witnin CalculationFromObservation complexType; see XML source
expiringLevel	If true this contract will strike off the expiring level of the default exchange traded contract. Type: xsd:boolean Content: simple Defined: locally witnin CalculationFromObservation complexType; see XML source
fixingDates	Specifies the fixing date relative to the reset date in terms of a business days offset, or by providing a series of adjustable dates. Type: AdjustableDatesOrRelativeDateOffset Content: complex, 2 elements Defined: locally witnin InterestLegResetDates complexType; see XML source
formula (in additionalPaymentAmount)	Specifies a formula, with its description and components. Type: Formula Content: complex, 3 elements Defined: locally witnin AdditionalPaymentAmount complexType; see XML source
futuresPriceValuation	The official settlement price as announced by the related exchange is applicable, in accordance with the ISDA 2002 definitions. Type: xsd:boolean Content: simple Defined: locally witnin EquityValuation complexType; see XML source
initialLevel	Contract will strike off this initial level. Type: xsd:decimal Content: simple Defined: locally witnin CalculationFromObservation complexType; see XML source
initialPrice	Specifies the initial reference price of the underlyer. Type: ReturnLegValuationPrice Content: complex, 10 elements Defined: locally witnin ReturnLegValuation complexType; see XML source
interestAmount	Specifies, in relation to each Interest Payment Date, the amount to which the Interest Payment Date relates. Type: LegAmount Content: complex, 5 elements Defined: locally witnin InterestLeg complexType; see XML source
interestCalculation	Specifies the calculation method of the interest rate leg of the equity swap. Type: InterestCalculation Content: complex, 1 attribute, 6 elements Defined: locally witnin InterestLeg complexType; see XML source
interestLeg	The fixed income amounts of the return type swap. Type: InterestLeg Content: complex, 1 attribute, 7 elements Subst.Gr: may substitute for element returnSwapLeg Defined: globally; see XML source Used: never
interestLegCalculationPeriodDates	Component that holds the various dates used to specify the interest leg of the equity swap. Type: InterestLegCalculationPeriodDates Content: complex, 1 attribute, 4 elements Defined: locally witnin InterestLeg complexType; see XML source
interestLegPaymentDates	Specifies the payment dates of the interest leg of the swap. Type: AdjustableRelativeOrPeriodicDates2 Content: complex, 1 attribute, 2 elements Defined: locally witnin InterestLegCalculationPeriodDates complexType; see XML source
interestLegRate	Reference to the floating rate calculation of interest calculation node on the Interest Leg. Type: FloatingRateCalculationReference Content: empty, 1 attribute Defined: locally witnin CompoundingRate complexType; see XML source
interestLegResetDates	Specifies the reset dates of the interest leg of the swap. Type: InterestLegResetDates Content: complex, 4 elements Defined: locally witnin InterestLegCalculationPeriodDates complexType; see XML source
interpolationMethod (in interestCalculation)	Specifies the type of interpolation used. Type: InterpolationMethod Content: simple, 1 attribute Defined: locally witnin InterestCalculation complexType; see XML source
interpolationPeriod	Defines applicable periods for interpolation. Type: InterpolationPeriodEnum Content: simple Defined: locally witnin InterestCalculation complexType; see XML source
legId	Identity of this leg. Type: LegId Content: simple, 1 attribute Defined: locally witnin LegIdentifier complexType; see XML source
legIdentifier	Version aware identification of this leg. Type: LegIdentifier Content: complex, 3 elements Defined: locally witnin DirectionalLeg complexType; see XML source
lowerBarrier	All observations below this price level will be excluded from the variance calculation. Type: NonNegativeDecimal Content: simple Defined: locally witnin BoundedVariance complexType; see XML source
makeWholeDate	Date through which option can not be exercised without penalty. Type: xsd:date Content: simple Defined: locally witnin MakeWholeProvisions complexType; see XML source
maximumBoundaryPercent	Maximum Boundary as a percentage of the Strike Price. Type: xsd:decimal Content: simple Defined: locally witnin BoundedCorrelation complexType; see XML source
minimumBoundaryPercent	Minimum Boundary as a percentage of the Strike Price. Type: xsd:decimal Content: simple Defined: locally witnin BoundedCorrelation complexType; see XML source
multipleExchangeIndexAnnexFallback	For an index option transaction, a flag to indicate whether a relevant Multiple Exchange Index Annex is applicable to the transaction. Type: xsd:boolean Content: simple Defined: locally witnin IndexAnnexFallback.model group; see XML source
multiplier (in dividendPeriod defined in DividendAdjustment complexType)	Multiplier is a percentage value which is used to produce Deviation by multiplying the difference between Expected Dividend and Actual Dividend Deviation = Multiplier * (Expected Dividend — Actual Dividend). Type: PositiveDecimal Content: simple Defined: locally witnin DividendPeriodDividend complexType; see XML source
mutualEarlyTermination	Used for specifying whether the Mutual Early Termination Right that is detailed in the Master Confirmation will apply. Type: xsd:boolean Content: simple Defined: locally witnin MutualOrOptionalEarlyTermination.model group; see XML source
notional (in interestLeg)	Specifies the notional of a return type swap. Type: ReturnSwapNotional Content: complex, 1 attribute, 4 elements Defined: locally witnin InterestLeg complexType; see XML source
notional (in returnLeg)	Specifies the notional of a return type swap. Type: ReturnSwapNotional Content: complex, 1 attribute, 4 elements Defined: locally witnin ReturnLeg complexType; see XML source
notionalAdjustments	Specifies the conditions that govern the adjustment to the number of units of the return swap. Type: NotionalAdjustmentEnum Content: simple Defined: locally witnin ReturnLeg complexType; see XML source
notionalAmount (defined in ReturnSwapNotional complexType)	The notional amount. Type: NotionalAmount Content: complex, 1 attribute, 2 elements Defined: locally witnin ReturnSwapNotional complexType; see XML source
notionalAmount (in correlation)	Notional amount, which is a cash multiplier. Type: NonNegativeMoney Content: complex, 1 attribute, 2 elements Defined: locally witnin Correlation complexType; see XML source
notionalReset	For return swaps, this element is equivalent to the term "Equity Notional Reset" as defined in the ISDA 2002 Equity Derivatives Definitions. Type: xsd:boolean Content: simple Defined: locally witnin ReturnLegValuation complexType; see XML source
numberOfDataSeries	Number of data series, normal market practice is that correlation data sets are drawn from geographic market areas, such as America, Europe and Asia Pacific, each of these geographic areas will have its own data series to avoid contagion. Type: xsd:positiveInteger Content: simple Defined: locally witnin Correlation complexType; see XML source
observationStartDate	The start of the period over which observations are made which are used in the calculation Used when the observation start date differs from the trade date such as for forward starting swaps. Type: AdjustableOrRelativeDate Content: complex, 1 attribute, 2 elements Defined: locally witnin CalculatedAmount complexType; see XML source
optionalEarlyTermination (in equitySwapTransactionSupplement)	A Boolean element used for specifying whether the Optional Early Termination clause detailed in the agreement will apply. Type: xsd:boolean Content: simple Defined: locally witnin MutualOrOptionalEarlyTermination.model group; see XML source
partyReference (in earlyTermination)	Reference to a party defined elsewhere in this document which may be allowed to terminate the trade. Type: PartyReference Content: empty, 1 attribute Defined: locally witnin ReturnSwapEarlyTermination complexType; see XML source
paymentAmount (defined in EquityPremium complexType)	The currency amount of the payment. Type: NonNegativeMoney Content: complex, 1 attribute, 2 elements Defined: locally witnin EquityPremium complexType; see XML source
paymentAmount (in additionalPaymentAmount)	The currency amount of the payment. Type: NonNegativeMoney Content: complex, 1 attribute, 2 elements Defined: locally witnin AdditionalPaymentAmount complexType; see XML source
paymentDate (defined in EquityPremium complexType)	The payment date. Type: AdjustableDate Content: complex, 1 attribute, 1 element Defined: locally witnin EquityPremium complexType; see XML source
paymentDateFinal	Specifies the final payment date of the swap. Type: AdjustableOrRelativeDate Content: complex, 1 attribute, 2 elements Defined: locally witnin ReturnSwapPaymentDates complexType; see XML source
paymentDates (in rateOfReturn)	Specifies the payment dates of the swap. Type: ReturnSwapPaymentDates Content: complex, 1 attribute, 2 elements Defined: locally witnin ReturnLegValuation complexType; see XML source
paymentDatesInterim	Specifies the interim payment dates of the swap. Type: AdjustableOrRelativeDates Content: complex, 1 attribute, 2 elements Defined: locally witnin ReturnSwapPaymentDates complexType; see XML source
paymentType (in additionalPayment in returnSwap)	Classification of the payment. Type: PaymentType Content: simple, 1 attribute Defined: locally witnin ReturnSwapAdditionalPayment complexType; see XML source
percentageOfNotional (defined in EquityPremium complexType)	The amount of premium to be paid expressed as a percentage of the notional value of the transaction. Type: NonNegativeDecimal Content: simple Defined: locally witnin EquityPremium complexType; see XML source
premiumType	Forward start Premium type Type: PremiumTypeEnum Content: simple Defined: locally witnin EquityPremium complexType; see XML source
pricePerOption (defined in EquityPremium complexType)	The amount of premium to be paid expressed as a function of the number of options. Type: NonNegativeMoney Content: complex, 1 attribute, 2 elements Defined: locally witnin EquityPremium complexType; see XML source
principalAmount (in principalExchangeAmount in principalExchangeDescriptions)	Principal exchange amount when explictly stated. Type: NonNegativeMoney Content: complex, 1 attribute, 2 elements Defined: locally witnin PrincipalExchangeAmount complexType; see XML source
principalExchangeAmount (in principalExchangeDescriptions)	Specifies the principal echange amount, either by explicitly defining it, or by point to an amount defined somewhere else in the swap document. Type: PrincipalExchangeAmount Content: complex, 3 elements Defined: locally witnin PrincipalExchangeDescriptions complexType; see XML source
principalExchangeDate	Date on which each of the principal exchanges will take place. Type: AdjustableOrRelativeDate Content: complex, 1 attribute, 2 elements Defined: locally witnin PrincipalExchangeDescriptions complexType; see XML source
principalExchangeDescriptions	Specifies each of the characteristics of the principal exchange cashflows, in terms of paying/receiving counterparties, amounts and dates. Type: PrincipalExchangeDescriptions Content: complex, 2 elements Defined: locally witnin PrincipalExchangeFeatures complexType; see XML source
principalExchangeFeatures	This is used to document a Fully Funded Return Swap. Type: PrincipalExchangeFeatures Content: complex, 2 elements Defined: locally witnin ReturnSwapBase complexType; see XML source
principalExchanges (in principalExchangeFeatures)	The true/false flags indicating whether initial, intermediate or final exchanges of principal should occur. Type: PrincipalExchanges Content: complex, 1 attribute, 3 elements Defined: locally witnin PrincipalExchangeFeatures complexType; see XML source
rateOfReturn	Specifies the terms of the initial price of the return type swap and of the subsequent valuations of the underlyer. Type: ReturnLegValuation Content: complex, 6 elements Defined: locally witnin ReturnLeg complexType; see XML source
realisedVarianceMethod	The contract specifies whether which price must satisfy the boundary condition. Type: RealisedVarianceMethodEnum Content: simple Defined: locally witnin BoundedVariance complexType; see XML source
recallSpread	Spread used if exercised before make whole date. Type: xsd:decimal Content: simple Defined: locally witnin MakeWholeProvisions complexType; see XML source
referenceAmount	Specifies the reference Amount when this term either corresponds to the standard ISDA Definition (either the 2002 Equity Definition for the Equity Amount, or the 2000 Definition for the Interest Amount), or points to a term defined elsewhere in the swap document. Type: ReferenceAmount Content: simple, 1 attribute Defined: locally witnin LegAmount complexType; see XML source
relativeDateSequence (in valuationDate defined in EquityValuation complexType)	A date specified in relation to some other date defined in the document (the anchor date), where there is the opportunity to specify a combination of offset rules. Type: RelativeDateSequence Content: complex, 4 elements Defined: locally witnin AdjustableDateOrRelativeDateSequence complexType; see XML source
relativeDeterminationMethod	A reference to the return swap notional determination method defined elsewhere in this document. Type: DeterminationMethodReference Content: empty, 1 attribute Defined: locally witnin ReturnSwapNotional complexType; see XML source
relativeNotionalAmount	A reference to the return swap notional amount defined elsewhere in this document. Type: ReturnSwapNotionalAmountReference Content: empty, 1 attribute Defined: locally witnin ReturnSwapNotional complexType; see XML source
resetFrequency (in interestLegResetDates)	The frequency at which reset dates occur. Type: ResetFrequency Content: complex, 1 attribute, 2 elements Defined: locally witnin InterestLegResetDates complexType; see XML source
resetRelativeTo	Specifies whether the reset dates are determined with respect to each adjusted calculation period start date or adjusted calculation period end date. Type: ResetRelativeToEnum Content: simple Defined: locally witnin InterestLegResetDates complexType; see XML source
return	Specifies the conditions under which dividend affecting the underlyer will be paid to the receiver of the amounts. Type: Return Content: complex, 1 element Defined: locally witnin ReturnLeg complexType; see XML source
returnLeg	Return amounts of the return type swap. Type: ReturnLeg Content: complex, 1 attribute, 10 elements Subst.Gr: may substitute for element returnSwapLeg Defined: globally; see XML source Used: never
returnSwap	Specifies the structure of a return type swap. Type: ReturnSwap Content: complex, 1 attribute, 9 elements Subst.Gr: may substitute for element product Defined: globally; see XML source Used: never
returnSwapLeg	An placeholder for the actual Return Swap Leg definition. Type: DirectionalLeg Content: complex, 1 attribute, 3 elements Abstract: (may not be used directly in instance XML documents) Subst.Gr: may be substituted with 2 elements Defined: globally; see XML source Used: at 3 locations
returnType	Defines the type of return associated with the return swap. Type: ReturnTypeEnum Content: simple Defined: locally witnin Return complexType; see XML source
specificRate	Defines a specific rate. Type: InterestAccrualsMethod Content: complex, 2 elements Defined: locally witnin CompoundingRate complexType; see XML source
startingDate	Specifies the date from which the early termination clause can be exercised. Type: StartingDate Content: complex, 2 elements Defined: locally witnin ReturnSwapEarlyTermination complexType; see XML source
strikeDate	Specifies the strike date of this leg of the swap, used for forward starting swaps. Type: AdjustableOrRelativeDate Content: complex, 1 attribute, 2 elements Defined: locally witnin ReturnSwapLegUnderlyer complexType; see XML source
strikePrice (defined in EquityStrike complexType)	The price or level at which the option has been struck. Type: xsd:decimal Content: simple Defined: locally witnin EquityStrike complexType; see XML source
swapPremium	Specifies whether or not the premium is to be paid in the style of payments under an interest rate swap contract. Type: xsd:boolean Content: simple Defined: locally witnin EquityPremium complexType; see XML source
terminationDate (defined in DirectionalLeg complexType)	Specifies the termination date of this leg of the swap. Type: AdjustableOrRelativeDate Content: complex, 1 attribute, 2 elements Defined: locally witnin DirectionalLeg complexType; see XML source
terminationDate (in interestLegCalculationPeriodDates)	Specifies the termination date of the return swap. Type: AdjustableOrRelativeDate Content: complex, 1 attribute, 2 elements Defined: locally witnin InterestLegCalculationPeriodDates complexType; see XML source
unadjustedEndDate	Unadjusted inclusive dividend period end date. Type: IdentifiedDate Content: simple, 1 attribute Defined: locally witnin DividendPeriod complexType; see XML source
unadjustedStartDate	Unadjusted inclusive dividend period start date. Type: IdentifiedDate Content: simple, 1 attribute Defined: locally witnin DividendPeriod complexType; see XML source
unadjustedVarianceCap	For use when varianceCap is applicable. Type: PositiveDecimal Content: simple Defined: locally witnin Variance complexType; see XML source
underlyer (defined in DirectionalLegUnderlyer complexType)	Specifies the underlyer of the leg. Type: Underlyer Content: complex, 2 elements Defined: locally witnin DirectionalLegUnderlyer complexType; see XML source
underlyer (in returnLeg)	Specifies the underlying component of the leg, which can be either one or many and consists in either equity, index or convertible bond component, or a combination of these. Type: Underlyer Content: complex, 2 elements Defined: locally witnin ReturnSwapLegUnderlyer complexType; see XML source
underlyerReference (defined in DividendPeriod complexType)	Reference to the underlyer which is paying dividends. Type: AssetReference Content: empty, 1 attribute Defined: locally witnin DividendPeriod complexType; see XML source
upperBarrier	All observations above this price level will be excluded from the variance calculation. Type: NonNegativeDecimal Content: simple Defined: locally witnin BoundedVariance complexType; see XML source
valuation	Valuation of the underlyer. Type: EquityValuation Content: complex, 1 attribute, 5 elements Defined: locally witnin DirectionalLegUnderlyerValuation complexType; see XML source
valuationDate (defined in EquityValuation complexType)	The term "Valuation Date" is assumed to have the meaning as defined in the ISDA 2002 Equity Derivatives Definitions. Type: AdjustableDateOrRelativeDateSequence Content: complex, 1 attribute, 2 elements Defined: locally witnin EquityValuation complexType; see XML source
valuationDates	Specifies the interim equity valuation dates of a swap. Type: AdjustableOrRelativeDates Content: complex, 1 attribute, 2 elements Defined: locally witnin EquityValuation complexType; see XML source
valuationPriceFinal	Specifies the final valuation price of the underlyer. Type: ReturnLegValuationPrice Content: complex, 10 elements Defined: locally witnin ReturnLegValuation complexType; see XML source
valuationPriceInterim	Specifies the final valuation price of the underlyer. Type: ReturnLegValuationPrice Content: complex, 10 elements Defined: locally witnin ReturnLegValuation complexType; see XML source
valuationRules	Specifies valuation. Type: EquityValuation Content: complex, 1 attribute, 5 elements Defined: locally witnin ReturnLegValuationPrice complexType; see XML source
valuationTime	The specific time of day at which the calculation agent values the underlying. Type: BusinessCenterTime Content: complex, 2 elements Defined: locally witnin EquityValuation complexType; see XML source
valuationTimeType	The time of day at which the calculation agent values the underlying, for example the official closing time of the exchange. Type: TimeTypeEnum Content: simple Defined: locally witnin EquityValuation complexType; see XML source
varianceAmount	Variance amount, which is a cash multiplier. Type: NonNegativeMoney Content: complex, 1 attribute, 2 elements Defined: locally witnin Variance complexType; see XML source
varianceCap	If present and true, then variance cap is applicable. Type: xsd:boolean Content: simple Defined: locally witnin Variance complexType; see XML source
varianceStrikePrice	Type: NonNegativeDecimal Content: simple Defined: locally witnin Variance complexType; see XML source
vegaNotionalAmount	Vega Notional represents the approximate gain/loss at maturity for a 1% difference between RVol (realised vol) and KVol (strike vol). Type: xsd:decimal Content: simple Defined: locally witnin Variance complexType; see XML source
volatilityStrikePrice	Type: NonNegativeDecimal Content: simple Defined: locally witnin Variance complexType; see XML source

Complex Type Summary
AdditionalPaymentAmount	Specifies the amount of the fee along with, when applicable, the formula that supports its determination. Content: complex, 2 elements Defined: globally; see XML source Includes: definitions of 2 elements Used: at 1 location
AdjustableDateOrRelativeDateSequence	A type describing a date defined as subject to adjustment or defined in reference to another date through one or several date offsets. Content: complex, 1 attribute, 2 elements Defined: globally; see XML source Includes: definitions of 1 attribute, 2 elements Used: at 1 location
BoundedCorrelation	A type describing correlation bounds, which form a cap and a floor on the realized correlation. Content: complex, 2 elements Defined: globally; see XML source Includes: definitions of 2 elements Used: at 1 location
BoundedVariance	A type describing variance bounds, which are used to exclude money price values outside of the specified range In a Up Conditional Swap Underlyer price must be equal to or higher than Lower Barrier In a Down Conditional Swap Underlyer price must be equal to or lower than Upper Barrier In a Corridor Conditional Swap Underlyer price must be equal to or higher than Lower Barrier and must be equal to or lower than Upper Barrier. Content: complex, 4 elements Defined: globally; see XML source Includes: definitions of 4 elements Used: at 1 location
CalculatedAmount	An abstract base class for all calculated money amounts, which are in the currency of the cash multiplier of the calculation. Content: complex, 2 elements Abstract: (cannot be assigned directly to elements used in instance XML documents) Defined: globally; see XML source Includes: definitions of 2 elements Used: at 2 locations
CalculationFromObservation	Abstract base class for all calculation from observed values. Content: complex, 4 elements Abstract: (cannot be assigned directly to elements used in instance XML documents) Defined: globally; see XML source Includes: definitions of 4 elements Used: at 2 locations
Compounding	Specifies the compounding method and the compounding rate. Content: complex, 4 elements Defined: globally; see XML source Includes: definitions of 4 elements Used: at 1 location
CompoundingRate	A type defining a compounding rate. Content: complex, 2 elements Defined: globally; see XML source Includes: definitions of 2 elements Used: at 1 location
Correlation	A type describing the correlation amount of a correlation swap. Content: complex, 8 elements Defined: globally; see XML source Includes: definitions of 4 elements Used: at 1 location
DirectionalLeg	An abstract base class for all directional leg types with effective date, termination date, where a payer makes a stream of payments of greater than zero value to a receiver. Content: complex, 1 attribute, 3 elements Abstract: (cannot be assigned directly to elements used in instance XML documents) Defined: globally; see XML source Includes: definitions of 3 elements Used: at 5 locations
DirectionalLegUnderlyer	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. Content: complex, 1 attribute, 8 elements Abstract: (cannot be assigned directly to elements used in instance XML documents) Defined: globally; see XML source Includes: definition of 1 element Used: at 2 locations
DirectionalLegUnderlyerValuation	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. Content: complex, 1 attribute, 9 elements Abstract: (cannot be assigned directly to elements used in instance XML documents) Defined: globally; see XML source Includes: definition of 1 element Used: at 2 locations
DividendAdjustment	Container for Dividend Adjustment Periods, which are used to calculate the Deviation between Expected Dividend and Actual Dividend in that Period. Content: complex, 1 element Defined: globally; see XML source Includes: definition of 1 element Used: never
DividendPeriod	Abstract base class of all time bounded dividend period types. Content: complex, 1 attribute, 4 elements Abstract: (cannot be assigned directly to elements used in instance XML documents) Defined: globally; see XML source Includes: definitions of 1 attribute, 4 elements Used: at 2 locations
DividendPeriodDividend	A time bounded dividend period, with an expected dividend for each period. Content: complex, 1 attribute, 6 elements Defined: globally; see XML source Includes: definitions of 2 elements Used: at 1 location
EquityPremium	A type used to describe the amount paid for an equity option. Content: complex, 1 attribute, 6 elements Defined: globally; see XML source Includes: definitions of 6 elements Used: at 3 locations
EquityStrike	A type for defining the strike price for an equity option. Content: complex, 2 elements Defined: globally; see XML source Includes: definitions of 2 elements Used: at 2 locations
EquityValuation	A type for defining how and when an equity option is to be valued. Content: complex, 1 attribute, 5 elements Defined: globally; see XML source Includes: definitions of 1 attribute, 5 elements Used: at 3 locations
FloatingRateCalculationReference	Reference to a floating rate calculation of interest calculation component. Content: empty, 1 attribute Defined: globally; see XML source Includes: definition of 1 attribute Used: at 1 location
InterestCalculation	Specifies the calculation method of the interest rate leg of the return swap. Content: complex, 1 attribute, 6 elements Defined: globally; see XML source Includes: definitions of 1 attribute, 4 elements Used: at 1 location
InterestLeg	A type describing the fixed income leg of the equity swap. Content: complex, 1 attribute, 7 elements Defined: globally; see XML source Includes: definitions of 4 elements Used: at 1 location
InterestLegCalculationPeriodDates	Component that holds the various dates used to specify the interest leg of the return swap. Content: complex, 1 attribute, 4 elements Defined: globally; see XML source Includes: definitions of 1 attribute, 4 elements Used: at 1 location
InterestLegCalculationPeriodDatesReference	Reference to the calculation period dates of the interest leg. Content: empty, 1 attribute Defined: globally; see XML source Includes: definition of 1 attribute Used: at 1 location
InterestLegResetDates	Content: complex, 4 elements Defined: globally; see XML source Includes: definitions of 4 elements Used: at 1 location
LegAmount	A type describing the amount that will paid or received on each of the payment dates. Content: complex, 5 elements Defined: globally; see XML source Includes: definitions of 2 elements Used: at 2 locations
LegId	Leg identity. Content: simple, 1 attribute Defined: globally; see XML source Includes: definition of 1 attribute Used: at 1 location
LegIdentifier	Version aware identification of a leg. Content: complex, 3 elements Defined: globally; see XML source Includes: definition of 1 element Used: at 1 location
MakeWholeProvisions	A type to hold early exercise provisions. Content: complex, 2 elements Defined: globally; see XML source Includes: definitions of 2 elements Used: never
NettedSwapBase	An abstract base class for all swap types which have a single netted leg, such as Variance Swaps, and Correlation Swaps. Content: complex, 1 attribute, 6 elements Abstract: (cannot be assigned directly to elements used in instance XML documents) Defined: globally; see XML source Includes: definition of 1 element Used: at 1 location
PrincipalExchangeAmount	Specifies the principal exchange amount, either by explicitly defining it, or by point to an amount defined somewhere else in the swap document. Content: complex, 3 elements Defined: globally; see XML source Includes: definitions of 3 elements Used: at 1 location
PrincipalExchangeDescriptions	Specifies each of the characteristics of the principal exchange cashflows, in terms of paying/receiving counterparties, amounts and dates. Content: complex, 2 elements Defined: globally; see XML source Includes: definitions of 2 elements Used: at 1 location
PrincipalExchangeFeatures	A type describing the principal exchange features of the return swap. Content: complex, 2 elements Defined: globally; see XML source Includes: definitions of 2 elements Used: at 1 location
Return	A type describing the dividend return conditions applicable to the swap. Content: complex, 1 element Defined: globally; see XML source Includes: definition of 1 element Used: at 1 location
ReturnLeg	A type describing the return leg of a return type swap. Content: complex, 1 attribute, 10 elements Defined: globally; see XML source Includes: definitions of 5 elements Used: at 1 location
ReturnLegValuation	A type describing the initial and final valuation of the underlyer. Content: complex, 6 elements Defined: globally; see XML source Includes: definitions of 6 elements Used: at 1 location
ReturnLegValuationPrice	Content: complex, 10 elements Defined: globally; see XML source Includes: definition of 1 element Used: at 3 locations
ReturnSwap	A type describing return swaps including return swaps (long form), total return swaps, and variance swaps. Content: complex, 1 attribute, 9 elements Defined: globally; see XML source Includes: definitions of 2 elements Used: at 1 location
ReturnSwapAdditionalPayment	A type describing the additional payment(s) between the principal parties to the trade. Content: complex, 1 attribute, 3 elements Defined: globally; see XML source Includes: definitions of 3 elements Used: at 1 location
ReturnSwapAmount	Specifies, in relation to each Payment Date, the amount to which the Payment Date relates. Content: complex, 6 elements Defined: globally; see XML source Includes: definition of 1 element Used: at 1 location
ReturnSwapBase	A type describing the components that are common for return type swaps, including short and long form return swaps representations. Content: complex, 1 attribute, 7 elements Abstract: (cannot be assigned directly to elements used in instance XML documents) Defined: globally; see XML source Includes: definitions of 2 elements Used: at 2 locations
ReturnSwapEarlyTermination	A type describing the date from which each of the party may be allowed to terminate the trade. Content: complex, 2 elements Defined: globally; see XML source Includes: definitions of 2 elements Used: at 1 location
ReturnSwapLegUnderlyer	A base class for all return leg types with an underlyer. Content: complex, 1 attribute, 5 elements Abstract: (cannot be assigned directly to elements used in instance XML documents) Defined: globally; see XML source Includes: definitions of 2 elements Used: at 1 location
ReturnSwapNotional	Specifies the notional of return type swap. Content: complex, 1 attribute, 4 elements Defined: globally; see XML source Includes: definitions of 1 attribute, 4 elements Used: at 2 locations
ReturnSwapPaymentDates	A type describing the return payment dates of the swap. Content: complex, 1 attribute, 2 elements Defined: globally; see XML source Includes: definitions of 1 attribute, 2 elements Used: at 1 location
StartingDate	A type specifying the date from which the early termination clause can be exercised. Content: complex, 2 elements Defined: globally; see XML source Includes: definitions of 2 elements Used: at 1 location
Variance	A type describing the variance amount of a variance swap. Content: complex, 12 elements Defined: globally; see XML source Includes: definitions of 8 elements Used: at 1 location

Element Group Summary
CurrencyAndDeterminationMethod.model	A group containing return swap amount currency definition methods Content: 3 elements Defined: globally; see XML source Includes: definitions of 3 elements Used: at 1 location
DeclaredCashAndCashEquivalentDividendPercentage.model	Content: 2 elements Defined: globally; see XML source Includes: definitions of 2 elements Used: at 1 location
IndexAnnexFallback.model	Content: 2 elements Defined: globally; see XML source Includes: definitions of 2 elements Used: never
MutualOrOptionalEarlyTermination.model	Content: 2 elements Defined: globally; see XML source Includes: definitions of 2 elements Used: at 1 location