fpml:protectionTerms

This element contains all the terms relevant to defining the applicable floating rate payer calculation amount, credit events and associated conditions to settlement, and reference obligations.

Element information

Content

• Sequence [1..1]
  1. fpml:calculationAmount [1..1]    The notional amount of protection coverage. ISDA 2003 Term: Floating Rate Payer Calculation Amount
  2. fpml:creditEvents [0..1]    This element contains all the ISDA terms relating to credit events.

Attributes

Used in

• Type fpml:CreditDefaultSwap (Element fpml:creditDefaultSwap)
• Type fpml:LimitedCreditDefaultSwap (Element fpml:creditDefaultSwap)

Sample instance

<protectionTerms>
   <calculationAmount>
      <currency>JPY</currency>
      <amount>500000000.0</amount>
   </calculationAmount>
   <creditEvents>
      <restructuring>
         <applicable>true</applicable>
      </restructuring>
   </creditEvents>
</protectionTerms>