Schema Central > FpML 5.5 Confirmation > fpml-eq-shared-5-5.xsd > fpml:returnLeg
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fpml:returnLeg

Return amounts of the return type swap.

Element information

Type: fpml:ReturnLeg

Properties: Global, Qualified

Content

Attributes

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

Used in

Substitution hierarchy

Sample instance

<returnLeg>
   <payerPartyReference href="party2"/>
   <receiverPartyReference href="party1"/>
   <effectiveDate>
      <adjustableDate>
         <unadjustedDate>2008-06-02</unadjustedDate>
         <dateAdjustments>
            <businessDayConvention>NotApplicable</businessDayConvention>
         </dateAdjustments>
      </adjustableDate>
   </effectiveDate>
   <terminationDate>
      <adjustableDate>
         <unadjustedDate>2008-06-04</unadjustedDate>
         <dateAdjustments>
            <businessDayConvention>NotApplicable</businessDayConvention>
         </dateAdjustments>
      </adjustableDate>
   </terminationDate>
   <underlyer>
      <singleUnderlyer>
         <equity>
            <instrumentId instrumentIdScheme="http://www.abc.com/instrument-id-Reuters-RIC-1-0">PHGe.AS</instrumentId>
            <instrumentId instrumentIdScheme="http://www.abc.com/instrument-id-ISIN-1-0">NL0000009322</instrumentId>
            <description>PHILIPS BUY BACK ORD</description>
            <exchangeId exchangeIdScheme="http://www.abc.com/exchangeId">XAMS</exchangeId>
         </equity>
      </singleUnderlyer>
   </underlyer>
   <rateOfReturn>
      <initialPrice>
         <netPrice>
            <currency>EUR</currency>
            <amount>10.0</amount>
            <priceExpression>AbsoluteTerms</priceExpression>
         </netPrice>
      </initialPrice>
      <notionalReset>true</notionalReset>
      <valuationPriceInterim>
         <determinationMethod>ValuationTime</determinationMethod>
         <valuationRules>
            <valuationDates id="interimValuationDate">
               <relativeDateSequence>
                  <dateRelativeTo href="interestLegPaymentDates"/>
                  <dateOffset>
                     <periodMultiplier>-2</periodMultiplier>
                     <period>D</period>
                     <businessDayConvention>PRECEDING</businessDayConvention>
                  </dateOffset>
               </relativeDateSequence>
            </valuationDates>
         </valuationRules>
      </valuationPriceInterim>
      <valuationPriceFinal>
         <determinationMethod>HedgeExecution</determinationMethod>
         <valuationRules>
            <valuationDate id="finalValuationDate">
               <adjustableDate>
                  <unadjustedDate>2009-06-02</unadjustedDate>
                  <dateAdjustments>
                     <businessDayConvention>NotApplicable</businessDayConvention>
                  </dateAdjustments>
               </adjustableDate>
            </valuationDate>
         </valuationRules>
      </valuationPriceFinal>
      <paymentDates>
         <paymentDatesInterim>
            <relativeDates>
               <periodMultiplier>2</periodMultiplier>
               <period>D</period>
               <dayType>CurrencyBusiness</dayType>
               <businessDayConvention>FOLLOWING</businessDayConvention>
               <businessCenters>
                  <businessCenter>EUTA</businessCenter>
               </businessCenters>
               <dateRelativeTo href="interimValuationDate"/>
            </relativeDates>
         </paymentDatesInterim>
         <paymentDateFinal>
            <relativeDate>
               <periodMultiplier>2</periodMultiplier>
               <period>D</period>
               <dayType>CurrencyBusiness</dayType>
               <businessDayConvention>FOLLOWING</businessDayConvention>
               <businessCenters>
                  <businessCenter>EUTA</businessCenter>
               </businessCenters>
               <dateRelativeTo href="finalValuationDate"/>
            </relativeDate>
         </paymentDateFinal>
      </paymentDates>
   </rateOfReturn>
   <notional>
      <notionalAmount id="equityNotionalAmount">
         <currency>EUR</currency>
         <amount>300000.0</amount>
      </notionalAmount>
   </notional>
   <amount>
      <currency id="equityPaymentCurrency">EUR</currency>
      <referenceAmount>StandardISDA</referenceAmount>
      <cashSettlement>true</cashSettlement>
   </amount>
   <return>
      <returnType>Price</returnType>
   </return>
   <notionalAdjustments>Standard</notionalAdjustments>
</returnLeg>

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