Schema Central > FpML 5.5 Confirmation > fpml-dividend-swaps-5-5.xsd > fpml:dividendSwapOptionTransactionSupplement
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fpml:dividendSwapOptionTransactionSupplement

Specifies the structure of the dividend swap transaction supplement.

Element information

Content

Attributes

NameOccTypeDescriptionNotes
id [0..1]xsd:IDfrom type fpml:Product

Used in

Substitution hierarchy

Sample instance

<dividendSwapOptionTransactionSupplement>
   <buyerPartyReference href="partyA"/>
   <sellerPartyReference href="partyB"/>
   <optionType>Call</optionType>
   <equityPremium>
      <payerPartyReference href="partyA"/>
      <receiverPartyReference href="partyB"/>
      <paymentAmount>
         <currency>GBP</currency>
         <amount>1500000</amount>
      </paymentAmount>
      <paymentDate>
         <unadjustedDate>2009-01-29</unadjustedDate>
         <dateAdjustments>
            <businessDayConvention>NotApplicable</businessDayConvention>
         </dateAdjustments>
      </paymentDate>
   </equityPremium>
   <equityExercise>
      <equityEuropeanExercise>
         <expirationDate>
            <adjustableDate>
               <unadjustedDate>2015-03-20</unadjustedDate>
               <dateAdjustments>
                  <businessDayConvention>NotApplicable</businessDayConvention>
               </dateAdjustments>
            </adjustableDate>
         </expirationDate>
         <equityExpirationTimeType>OSP</equityExpirationTimeType>
      </equityEuropeanExercise>
      <automaticExercise>true</automaticExercise>
      <equityValuation id="valuationDate">
         <futuresPriceValuation>true</futuresPriceValuation>
      </equityValuation>
      <settlementCurrency>USD</settlementCurrency>
      <settlementType>Cash</settlementType>
   </equityExercise>
   <dividendSwapTransactionSupplement>
      <dividendLeg>
         <payerPartyReference href="partyA"/>
         <receiverPartyReference href="partyB"/>
         <underlyer>
            <singleUnderlyer>
               <index>
                  <instrumentId instrumentIdScheme="http://example.com/instrumentId">.FCHI</instrumentId>
                  <description>France CAC 40 Index</description>
                  <currency>EUR</currency>
                  <exchangeId>XPAR</exchangeId>
                  <relatedExchangeId>XMAT</relatedExchangeId>
                  <relatedExchangeId>XMON</relatedExchangeId>
               </index>
               <openUnits>1000</openUnits>
            </singleUnderlyer>
         </underlyer>
         <settlementType>Cash</settlementType>
         <settlementCurrency>USD</settlementCurrency>
         <declaredCashDividendPercentage>1.0</declaredCashDividendPercentage>
         <declaredCashEquivalentDividendPercentage>1.0</declaredCashEquivalentDividendPercentage>
         <dividendPeriod id="d1">
            <unadjustedStartDate>2010-12-20</unadjustedStartDate>
            <unadjustedEndDate id="e1">2011-12-19</unadjustedEndDate>
            <dateAdjustments>
               <businessDayConvention>FOLLOWING</businessDayConvention>
               <businessCenters>
                  <businessCenter>EUTA</businessCenter>
               </businessCenters>
            </dateAdjustments>
            <fixedStrike>0.045</fixedStrike>
            <paymentDate id="p1">
               <relativeDate>
                  <periodMultiplier>3</periodMultiplier>
                  <period>D</period>
                  <dayType>Calendar</dayType>
                  <businessDayConvention>FOLLOWING</businessDayConvention>
                  <dateRelativeTo href="e1"/>
               </relativeDate>
            </paymentDate>
         </dividendPeriod>
         <dividendPeriod id="d2">
            <unadjustedStartDate>2011-12-20</unadjustedStartDate>
            <unadjustedEndDate id="e2">2012-12-19</unadjustedEndDate>
            <dateAdjustments>
               <businessDayConvention>FOLLOWING</businessDayConvention>
               <businessCenters>
                  <businessCenter>EUTA</businessCenter>
               </businessCenters>
            </dateAdjustments>
            <fixedStrike>0.045</fixedStrike>
            <paymentDate id="p2">
               <relativeDate>
                  <periodMultiplier>3</periodMultiplier>
                  <period>D</period>
                  <dayType>Calendar</dayType>
                  <businessDayConvention>FOLLOWING</businessDayConvention>
                  <dateRelativeTo href="e2"/>
               </relativeDate>
            </paymentDate>
         </dividendPeriod>
      </dividendLeg>
      <fixedLeg>
         <payerPartyReference href="partyB"/>
         <receiverPartyReference href="partyA"/>
         <fixedPayment>
            <paymentAmount>
               <currency>USD</currency>
               <amount>50000</amount>
            </paymentAmount>
            <paymentDate>
               <periodMultiplier>0</periodMultiplier>
               <period>D</period>
               <businessDayConvention>NONE</businessDayConvention>
               <dateRelativeTo href="p1"/>
            </paymentDate>
         </fixedPayment>
         <fixedPayment>
            <paymentAmount>
               <currency>USD</currency>
               <amount>56000</amount>
            </paymentAmount>
            <paymentDate>
               <periodMultiplier>0</periodMultiplier>
               <period>D</period>
               <businessDayConvention>NONE</businessDayConvention>
               <dateRelativeTo href="p1"/>
            </paymentDate>
         </fixedPayment>
      </fixedLeg>
   </dividendSwapTransactionSupplement>
</dividendSwapOptionTransactionSupplement>

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