Legs
/FundsXML4/AssetMasterData/Asset/AssetDetails/Swap/Legs
Diagram
Documentation
Swap leg details
Properties
- Type
- (anonymous)
- Cardinality
- 0..1
- Namespace
- xs = "http://www.w3.org/2001/XMLSchema"
altova = "http://www.altova.com/xml-schema-extensions"
ds = "http://www.w3.org/2000/09/xmldsig#" - Level
- 5
- Sample Data
Child Elements & Attributes
| Name (XPath) | Type | Documentation | Sample Data |
|---|---|---|---|
| /AssetMasterData/.../Leg | (anonymous) | Swap leg details |
XML Snippet
<xs:element xmlns:altova="http://www.altova.com/xml-schema-extensions"
xmlns:ds="http://www.w3.org/2000/09/xmldsig#"
xmlns:xs="http://www.w3.org/2001/XMLSchema"
minOccurs="0"
name="Legs">
<xs:annotation>
<xs:documentation>Swap leg details</xs:documentation>
</xs:annotation>
<xs:complexType>
<xs:sequence>
<xs:element maxOccurs="unbounded" name="Leg">
<xs:annotation>
<xs:documentation>Swap leg details</xs:documentation>
</xs:annotation>
<xs:complexType>
<xs:complexContent>
<xs:extension base="LegType">
<xs:sequence>
<xs:element name="Type">
<xs:annotation>
<xs:documentation>Buy or Sell</xs:documentation>
</xs:annotation>
<xs:simpleType>
<xs:restriction base="xs:string">
<xs:enumeration value="BUY"/>
<xs:enumeration value="SELL"/>
</xs:restriction>
</xs:simpleType>
</xs:element>
<xs:element name="Currency" type="ISOCurrencyCodeType">
<xs:annotation>
<xs:documentation>Notional Currency</xs:documentation>
</xs:annotation>
</xs:element>
<xs:element name="Notional" type="xs:decimal">
<xs:annotation>
<xs:documentation>Notional Amount</xs:documentation>
</xs:annotation>
</xs:element>
<xs:element minOccurs="0" name="BulletPaymentAmount" type="xs:decimal"/>
<xs:element minOccurs="0" name="BulletPaymentDate" type="xs:date"/>
<xs:element minOccurs="0" name="UpfrontPaymentAmount" type="xs:decimal"/>
<xs:element minOccurs="0" name="UpfrontPaymentDate" type="xs:date"/>
<xs:element minOccurs="0" name="AccrualDate" type="xs:date"/>
<xs:element minOccurs="0" name="YieldType">
<xs:annotation>
<xs:documentation>Fixed rate or variable rate</xs:documentation>
</xs:annotation>
<xs:simpleType>
<xs:restriction base="xs:string">
<xs:enumeration value="Fixed Rate"/>
<xs:enumeration value="Variable Rate"/>
</xs:restriction>
</xs:simpleType>
</xs:element>
<xs:element minOccurs="0" name="Spread" type="xs:decimal">
<xs:annotation>
<xs:documentation>Spread in basis points</xs:documentation>
</xs:annotation>
</xs:element>
<xs:element minOccurs="0" name="FixedRate" type="xs:decimal"/>
<xs:element minOccurs="0" name="RecoveryRate" type="xs:decimal"/>
<xs:element minOccurs="0" name="PayFrequency" type="FrequencyType"/>
<xs:element minOccurs="0" name="FixingFrequency" type="FrequencyType"/>
<xs:element minOccurs="0" name="FirstFixingDate" type="xs:date"/>
<xs:element minOccurs="0" name="ResetType">
<xs:annotation>
<xs:documentation>In arrears or Upfront</xs:documentation>
</xs:annotation>
<xs:simpleType>
<xs:restriction base="xs:string">
<xs:enumeration value="In arrears"/>
<xs:enumeration value="Upfront"/>
</xs:restriction>
</xs:simpleType>
</xs:element>
<xs:element minOccurs="0" name="SettlementType">
<xs:annotation>
<xs:documentation>Cash or Cash Netted or Notional Exchange or Physical Delivery</xs:documentation>
</xs:annotation>
<xs:simpleType>
<xs:restriction base="xs:string">
<xs:enumeration value="Cash"/>
<xs:enumeration value="Cash Netted"/>
<xs:enumeration value="Notional Exchange"/>
<xs:enumeration value="Physical Delivery"/>
</xs:restriction>
</xs:simpleType>
</xs:element>
<xs:element minOccurs="0" name="RollConvention">
<xs:annotation>
<xs:documentation>End of month
Floating
Following
Following modified
Preceeding
Preceeding modified</xs:documentation>
</xs:annotation>
<xs:simpleType>
<xs:restriction base="xs:string">
<xs:enumeration value="End of month"/>
<xs:enumeration value="Floating"/>
<xs:enumeration value="Following"/>
<xs:enumeration value="Following modified"/>
<xs:enumeration value="Preceeding"/>
<xs:enumeration value="Preceeding modified"/>
</xs:restriction>
</xs:simpleType>
</xs:element>
<xs:element minOccurs="0" name="YieldCalculationMethod">
<xs:annotation>
<xs:documentation>Average
Compound
Flat compounding
Simple</xs:documentation>
</xs:annotation>
<xs:simpleType>
<xs:restriction base="xs:string">
<xs:enumeration value="Average"/>
<xs:enumeration value="Compound"/>
<xs:enumeration value="Flat compounding"/>
<xs:enumeration value="Simple"/>
</xs:restriction>
</xs:simpleType>
</xs:element>
<xs:element minOccurs="0" name="YieldDayConvention">
<xs:annotation>
<xs:documentation>ACT/ACT, ACT/360, ...</xs:documentation>
</xs:annotation>
<xs:simpleType>
<xs:restriction base="xs:string">
<xs:enumeration value="ACT/ACT"/>
<xs:enumeration value="ACT/360"/>
<xs:enumeration value="ACT/365"/>
<xs:enumeration value="30/360"/>
<xs:enumeration value="30/365"/>
<xs:enumeration value="30B/360"/>
<xs:enumeration value="30E/360"/>
<xs:enumeration value="30U/360"/>
<xs:enumeration value="BusinessDays/252"/>
</xs:restriction>
</xs:simpleType>
</xs:element>
<xs:element minOccurs="0" name="Underlying" type="IdentifiersType">
<xs:annotation>
<xs:appinfo>@deprecated: please use UnderlyingAsset instead
@deprecated-since: 4.2.7
</xs:appinfo>
<xs:documentation>Depricated: Underlying Index</xs:documentation>
</xs:annotation>
</xs:element>
<xs:element minOccurs="0" name="UnderlyingAsset" type="UnderlyingType">
<xs:annotation>
<xs:documentation>Refers to the security underlying the derivative product</xs:documentation>
</xs:annotation>
</xs:element>
<xs:element minOccurs="0" name="ExchangeConvention">
<xs:annotation>
<xs:documentation>Begin, End, Begin and end, None</xs:documentation>
</xs:annotation>
<xs:simpleType>
<xs:restriction base="xs:string">
<xs:enumeration value="Begin"/>
<xs:enumeration value="Begin+End"/>
<xs:enumeration value="End"/>
<xs:enumeration value="None"/>
</xs:restriction>
</xs:simpleType>
</xs:element>
<xs:element minOccurs="0" name="InitialReferenceMonth">
<xs:simpleType>
<xs:restriction base="xs:int">
<xs:minInclusive value="1"/>
<xs:maxInclusive value="12"/>
</xs:restriction>
</xs:simpleType>
</xs:element>
<xs:element minOccurs="0" name="FinalReferenceMonth">
<xs:simpleType>
<xs:restriction base="xs:int">
<xs:minInclusive value="1"/>
<xs:maxInclusive value="12"/>
</xs:restriction>
</xs:simpleType>
</xs:element>
<xs:element minOccurs="0" name="FirstCouponRate" type="xs:decimal"/>
<xs:element minOccurs="0" name="FirstCouponDate" type="xs:date"/>
<xs:element minOccurs="0" name="ShortPeriod">
<xs:annotation>
<xs:documentation>Interpolation at beginning, Interpolation at the end, Interpolation at beginning and end</xs:documentation>
</xs:annotation>
<xs:simpleType>
<xs:restriction base="xs:string">
<xs:enumeration value="Interpolation at start"/>
<xs:enumeration value="Interpolation at end"/>
<xs:enumeration value="Interpolation at start+end"/>
</xs:restriction>
</xs:simpleType>
</xs:element>
<xs:element minOccurs="0" name="FixingCalendars">
<xs:complexType>
<xs:sequence>
<xs:element maxOccurs="unbounded" name="Calendar">
<xs:simpleType>
<xs:restriction base="xs:string">
<xs:length value="3"/>
</xs:restriction>
</xs:simpleType>
</xs:element>
</xs:sequence>
</xs:complexType>
</xs:element>
<xs:element minOccurs="0" name="PaymentCalendars">
<xs:complexType>
<xs:sequence>
<xs:element maxOccurs="unbounded" name="Calendar">
<xs:simpleType>
<xs:restriction base="xs:string">
<xs:length value="3"/>
</xs:restriction>
</xs:simpleType>
</xs:element>
</xs:sequence>
</xs:complexType>
</xs:element>
<xs:element minOccurs="0" name="CreditEvents">
<xs:complexType>
<xs:sequence>
<xs:element maxOccurs="unbounded" name="Event">
<xs:annotation>
<xs:documentation>Bankruptcy, Cross acceleration, Cross Default, Downgrade, Failure to pay principal, Merger, Moratorium, Obligation acceleration, Obligation default, Other, Reputation Moratorium, Restructuring, Withholding Tax</xs:documentation>
</xs:annotation>
<xs:simpleType>
<xs:restriction base="xs:string">
<xs:enumeration value="BR"/>
<xs:enumeration value="CA"/>
<xs:enumeration value="CD"/>
<xs:enumeration value="DG"/>
<xs:enumeration value="FP"/>
<xs:enumeration value="ME"/>
<xs:enumeration value="MO"/>
<xs:enumeration value="OA"/>
<xs:enumeration value="OD"/>
<xs:enumeration value="OT"/>
<xs:enumeration value="RM"/>
<xs:enumeration value="RS"/>
<xs:enumeration value="WT"/>
</xs:restriction>
</xs:simpleType>
</xs:element>
</xs:sequence>
</xs:complexType>
</xs:element>
</xs:sequence>
</xs:extension>
</xs:complexContent>
</xs:complexType>
</xs:element>
</xs:sequence>
</xs:complexType>
</xs:element>