fpml:EquitySwapTransactionSupplement

A type for defining Equity Swap Transaction Supplement

Complex type information

Content

• Sequence [1..1]
  from type fpml:Product
  from group fpml:Product.model
  Sequence [0..1]
  1. fpml:primaryAssetClass [0..1]    A classification of the most important risk class of the trade. FpML defines a simple asset class categorization using a coding scheme.
  2. fpml:secondaryAssetClass [0..*]    A classification of additional risk classes of the trade, if any. FpML defines a simple asset class categorization using a coding scheme.
  3. fpml:productType [0..*]    A classification of the type of product. FpML defines a simple product categorization using a coding scheme.
  4. fpml:productId [0..*]    A product reference identifier. The product ID is an identifier that describes the key economic characteristics of the trade type, with the exception of concepts such as size (notional, quantity, number of units) and price (fixed rate, strike, etc.) that are negotiated for each transaction. It can be used to hold identifiers such as the "UPI" (universal product identifier) required by certain regulatory reporting rules. It can also be used to hold identifiers of benchmark products or product temnplates used by certain trading systems or facilities. FpML does not define the domain values associated with this element. Note that the domain values for this element are not strictly an enumerated list.
  5. fpml:assetClass [0..*]    A classification of the risk class of the trade. FpML defines a simple asset class categorization using a coding scheme.
  from type fpml:ReturnSwapBase
  from group fpml:BuyerSeller.model
  Sequence [0..1]
  1. fpml:buyerPartyReference [1..1]    A reference to the party that buys this instrument, ie. pays for this instrument and receives the rights defined by it. See 2000 ISDA definitions Article 11.1 (b). In the case of FRAs this the fixed rate payer.
  2. fpml:buyerAccountReference [0..1]    A reference to the account that buys this instrument.
  3. fpml:sellerPartyReference [1..1]    A reference to the party that sells ("writes") this instrument, i.e. that grants the rights defined by this instrument and in return receives a payment for it. See 2000 ISDA definitions Article 11.1 (a). In the case of FRAs this is the floating rate payer.
  4. fpml:sellerAccountReference [0..1]    A reference to the account that sells this instrument.
  Choice [1..*]
  from subst. group fpml:returnSwapLeg
  fpml:interestLeg    The fixed income amounts of the return type swap.
  fpml:returnLeg    Return amounts of the return type swap.
  fpml:principalExchangeFeatures [0..1]    This is used to document a Fully Funded Return Swap.
  fpml:additionalPayment [0..*]    Specifies additional payment(s) between the principal parties to the trade.
  from group fpml:MutualOrOptionalEarlyTermination.model
  Choice [0..1]
  • fpml:mutualEarlyTermination [0..1]    Used for specifying whether the Mutual Early Termination Right that is detailed in the Master Confirmation will apply.
  • Sequence [1..1]
    1. fpml:optionalEarlyTermination [1..1]    A Boolean element used for specifying whether the Optional Early Termination clause detailed in the agreement will apply.
    2. fpml:optionalEarlyTerminationDate [0..1]    Optional Early Termination Date
    3. fpml:optionalEarlyTerminationElectingPartyReference [0..1]    Optional Early Termination Electing Party Reference
    4. fpml:breakFundingRecovery [0..1]    A Boolean element used for specifying whether the Break Funding Recovery detailed in the agreement will apply.
    5. Sequence [0..1]
       1. fpml:breakFeeElection [1..1]    Defines the fee type.
       2. fpml:breakFeeRate [0..1]    
  from group fpml:EquityUnderlyerProvisions.model
  Sequence [0..1]
  from group fpml:IndexAnnexFallback.model
  Choice [0..1]
  • fpml:multipleExchangeIndexAnnexFallback    For an index option transaction, a flag to indicate whether a relevant Multiple Exchange Index Annex is applicable to the transaction. This annex defines additional provisions which are applicable where an index is comprised of component securities that are traded on multiple exchanges.
  • fpml:componentSecurityIndexAnnexFallback    For an index option transaction, a flag to indicate whether a relevant Component Security Index Annex is applicable to the transaction.
  1. fpml:localJurisdiction [0..1]    Local Jurisdiction is a term used in the AEJ Master Confirmation, which is used to determine local taxes, which shall mean taxes, duties, and similar charges imposed by the taxing authority of the Local Jurisdiction If this element is not present Local Jurisdiction is Not Applicable.
  2. fpml:relevantJurisdiction [0..1]    Relevent Jurisdiction is a term used in the AEJ Master Confirmation, which is used to determine local taxes, which shall mean taxes, duties and similar charges that would be imposed by the taxing authority of the Country of Underlyer on a Hypothetical Broker Dealer assuming the Applicable Hedge Positions are held by its office in the Relevant Jurisdiction. If this element is not present Relevant Jurisdiction is Not Applicable.
  1. fpml:extraordinaryEvents [0..1]    Where the underlying is shares, specifies events affecting the issuer of those shares that may require the terms of the transaction to be adjusted.

Attributes

Used by

• Element fpml:equitySwapTransactionSupplement

Type inheritance chain

• fpml:Product
  • fpml:ReturnSwapBase
    • fpml:EquitySwapTransactionSupplement