Schema Central > FpML 5.5 Confirmation > fpml-ird-5-5.xsd > fpml:swap
Advanced search
Need XML Help?

Recommended Reading:

Definitive XML Schema

 

Web Service Contract Design and Versioning for SOA

 

Advanced XML Applications

 

fpml:swap

A swap product definition.

Element information

Namespace: http://www.fpml.org/FpML-5/confirmation

Schema document: fpml-ird-5-5.xsd

Other elements with the same name: fpml:swap

Type: fpml:Swap

Properties: Global, Qualified

Content

Attributes

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

Used in

Substitution hierarchy

Sample instance

<swap>
   <swapStream>
      <payerPartyReference href="party6"/>
      <receiverPartyReference href="party2"/>
      <calculationPeriodDates id="floatingCalcPeriodDates">
         <effectiveDate>
            <unadjustedDate>1994-12-14</unadjustedDate>
            <dateAdjustments>
               <businessDayConvention>NONE</businessDayConvention>
            </dateAdjustments>
         </effectiveDate>
         <terminationDate>
            <unadjustedDate>1999-12-14</unadjustedDate>
            <dateAdjustments>
               <businessDayConvention>MODFOLLOWING</businessDayConvention>
               <businessCenters id="primaryBusinessCenters">
                  <businessCenter>DEFR</businessCenter>
               </businessCenters>
            </dateAdjustments>
         </terminationDate>
         <calculationPeriodDatesAdjustments>
            <businessDayConvention>MODFOLLOWING</businessDayConvention>
            <businessCentersReference href="primaryBusinessCenters"/>
         </calculationPeriodDatesAdjustments>
         <calculationPeriodFrequency>
            <periodMultiplier>6</periodMultiplier>
            <period>M</period>
            <rollConvention>14</rollConvention>
         </calculationPeriodFrequency>
      </calculationPeriodDates>
      <paymentDates>
         <calculationPeriodDatesReference href="floatingCalcPeriodDates"/>
         <paymentFrequency>
            <periodMultiplier>6</periodMultiplier>
            <period>M</period>
         </paymentFrequency>
         <payRelativeTo>CalculationPeriodEndDate</payRelativeTo>
         <paymentDatesAdjustments>
            <businessDayConvention>MODFOLLOWING</businessDayConvention>
            <businessCentersReference href="primaryBusinessCenters"/>
         </paymentDatesAdjustments>
      </paymentDates>
      <resetDates id="resetDates">
         <calculationPeriodDatesReference href="floatingCalcPeriodDates"/>
         <resetRelativeTo>CalculationPeriodStartDate</resetRelativeTo>
         <fixingDates>
            <periodMultiplier>-2</periodMultiplier>
            <period>D</period>
            <dayType>Business</dayType>
            <businessDayConvention>NONE</businessDayConvention>
            <businessCenters>
               <businessCenter>GBLO</businessCenter>
            </businessCenters>
            <dateRelativeTo href="resetDates"/>
         </fixingDates>
         <resetFrequency>
            <periodMultiplier>6</periodMultiplier>
            <period>M</period>
         </resetFrequency>
         <resetDatesAdjustments>
            <businessDayConvention>MODFOLLOWING</businessDayConvention>
            <businessCentersReference href="primaryBusinessCenters"/>
         </resetDatesAdjustments>
      </resetDates>
      <calculationPeriodAmount>
         <calculation>
            <notionalSchedule>
               <notionalStepSchedule>
                  <initialValue>50000000.00</initialValue>
                  <currency>EUR</currency>
               </notionalStepSchedule>
            </notionalSchedule>
            <floatingRateCalculation>
               <floatingRateIndex>EUR-LIBOR-BBA</floatingRateIndex>
               <indexTenor>
                  <periodMultiplier>6</periodMultiplier>
                  <period>M</period>
               </indexTenor>
            </floatingRateCalculation>
            <dayCountFraction>ACT/360</dayCountFraction>
         </calculation>
      </calculationPeriodAmount>
   </swapStream>
   <swapStream>
      <payerPartyReference href="party2"/>
      <receiverPartyReference href="party6"/>
      <calculationPeriodDates id="fixedCalcPeriodDates">
         <effectiveDate>
            <unadjustedDate>1994-12-14</unadjustedDate>
            <dateAdjustments>
               <businessDayConvention>NONE</businessDayConvention>
            </dateAdjustments>
         </effectiveDate>
         <terminationDate>
            <unadjustedDate>1999-12-14</unadjustedDate>
            <dateAdjustments>
               <businessDayConvention>MODFOLLOWING</businessDayConvention>
               <businessCentersReference href="primaryBusinessCenters"/>
            </dateAdjustments>
         </terminationDate>
         <calculationPeriodDatesAdjustments>
            <businessDayConvention>MODFOLLOWING</businessDayConvention>
            <businessCentersReference href="primaryBusinessCenters"/>
         </calculationPeriodDatesAdjustments>
         <calculationPeriodFrequency>
            <periodMultiplier>1</periodMultiplier>
            <period>Y</period>
            <rollConvention>14</rollConvention>
         </calculationPeriodFrequency>
      </calculationPeriodDates>
      <paymentDates>
         <calculationPeriodDatesReference href="fixedCalcPeriodDates"/>
         <paymentFrequency>
            <periodMultiplier>1</periodMultiplier>
            <period>Y</period>
         </paymentFrequency>
         <payRelativeTo>CalculationPeriodEndDate</payRelativeTo>
         <paymentDatesAdjustments>
            <businessDayConvention>MODFOLLOWING</businessDayConvention>
            <businessCentersReference href="primaryBusinessCenters"/>
         </paymentDatesAdjustments>
      </paymentDates>
      <calculationPeriodAmount>
         <calculation>
            <notionalSchedule>
               <notionalStepSchedule>
                  <initialValue>50000000.00</initialValue>
                  <currency>EUR</currency>
               </notionalStepSchedule>
            </notionalSchedule>
            <fixedRateSchedule>
               <initialValue>0.06</initialValue>
            </fixedRateSchedule>
            <dayCountFraction>30E/360</dayCountFraction>
         </calculation>
      </calculationPeriodAmount>
   </swapStream>
</swap>

Site developed and hosted by Datypic, Inc.

Please report errors or comments about this site to contrib@functx.com