fpml:dividendLeg

Dividend leg.

Element information

Content

• Sequence [1..1]
  from type fpml:DirectionalLeg
  fpml:legIdentifier [0..*]    Version aware identification of this leg.
  fpml:effectiveDate [0..1]    Specifies the effective date of this leg of the swap. When defined in relation to a date specified somewhere else in the document (through the relativeDate component), this element will typically point to the effective date of the other leg of the swap.
  fpml:terminationDate [0..1]    Specifies the termination date of this leg of the swap. When defined in relation to a date specified somewhere else in the document (through the relativeDate component), this element will typically point to the termination date of the other leg of the swap.
  from type fpml:DirectionalLegUnderlyer
  fpml:underlyer [1..1]    Specifies the underlyer of the leg.
  from group fpml:OptionSettlement.model
  fpml:settlementType [0..1]    
  fpml:settlementDate [0..1]    
  from group fpml:SettlementAmountOrCurrency.model
  Choice [0..1]
  • fpml:settlementAmount    Settlement Amount
  • fpml:settlementCurrency    Settlement Currency for use where the Settlement Amount cannot be known in advance
  from group fpml:DeclaredCashAndCashEquivalentDividendPercentage.model
  fpml:declaredCashDividendPercentage [0..1]    Declared Cash Dividend Percentage.
  fpml:declaredCashEquivalentDividendPercentage [0..1]    Declared Cash Equivalent Dividend Percentage.
  1. fpml:dividendPeriod [1..*]    One to many time bounded dividend payment periods, each with a fixed strike and dividend payment date per period.
  2. fpml:specialDividends [0..1]    If present and true, then special dividends and memorial dividends are applicable.
  3. fpml:materialDividend [0..1]    If present and true, then material non cash dividends are applicable.

Attributes

Used in

• Type fpml:DividendSwapTransactionSupplement (Elements fpml:dividendSwapTransactionSupplement, fpml:dividendSwapTransactionSupplement)

Sample instance

<dividendLeg>
   <underlyer>
      <singleUnderlyer>
         <index>
            <instrumentId instrumentIdScheme="http://example.com/instrumentId">.FCHI</instrumentId>
            <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>
      <fixedStrike>0.045</fixedStrike>
   </dividendPeriod>
   <dividendPeriod id="d2">
      <unadjustedStartDate>2011-12-20</unadjustedStartDate>
      <unadjustedEndDate id="e2">2012-12-19</unadjustedEndDate>
      <fixedStrike>0.045</fixedStrike>
   </dividendPeriod>
</dividendLeg>