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

Specifies the structure of the dividend swap transaction supplement.

Element information

Type: fpml:DividendSwapTransactionSupplement

Properties: Global, Qualified

Content

Attributes

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

Used in

Substitution hierarchy

Sample instance

<dividendSwapTransactionSupplement>
   <dividendLeg>
      <payerPartyReference href="kom722"/>
      <receiverPartyReference href="kow029"/>
      <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="kow029"/>
      <receiverPartyReference href="kom722"/>
      <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>

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