Schema Central > FpML 5.5 Transparency > fpml-cd-5-5.xsd > fpml:creditDefaultSwap
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fpml:creditDefaultSwap

Element information

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

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

Other elements with the same name: fpml:creditDefaultSwap

Type: fpml:LimitedCreditDefaultSwap

Properties: Local, Qualified

Content

Attributes

None

Used in

Sample instance

<creditDefaultSwap>
   <primaryAssetClass>Credit</primaryAssetClass>
   <productType>Credit:SingleName:Corporate:StandardNorthAmericanCorporate</productType>
   <generalTerms>
      <effectiveDate>
         <unadjustedDate>2002-12-05</unadjustedDate>
      </effectiveDate>
      <scheduledTerminationDate>
         <unadjustedDate>2007-12-05</unadjustedDate>
      </scheduledTerminationDate>
      <referenceInformation>
         <referenceEntity id="referenceEntity">
            <entityName>ACOM CO., LTD.</entityName>
            <entityId entityIdScheme="http://www.fpml.org/spec/2003/entity-id-RED-1-0">004CC9</entityId>
         </referenceEntity>
         <referenceObligation>
            <bond>
               <instrumentId instrumentIdScheme="http://www.fpml.org/spec/2002/instrument-id-ISIN-1-0">JP310860A032</instrumentId>
               <couponRate>0.0213</couponRate>
               <maturity>2007-03-08</maturity>
            </bond>
         </referenceObligation>
      </referenceInformation>
   </generalTerms>
   <feeLeg>
      <periodicPayment>
         <fixedAmountCalculation>
            <fixedRate>0.007</fixedRate>
         </fixedAmountCalculation>
      </periodicPayment>
   </feeLeg>
   <protectionTerms>
      <calculationAmount>
         <currency>JPY</currency>
         <amount>500000000.0</amount>
      </calculationAmount>
      <creditEvents>
         <restructuring>
            <applicable>true</applicable>
         </restructuring>
      </creditEvents>
   </protectionTerms>
</creditDefaultSwap>

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