fpml:DirectionalLeg

An abstract base class for all directional leg types with effective date, termination date, where a payer makes a stream of payments of greater than zero value to a receiver.

Complex type information

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

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

Properties: Abstract

Content

Sequence [1..1]
1. fpml:legIdentifier [0..*] Version aware identification of this leg.
2. 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.
3. 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.

Attributes

Name	Occ	Type	Description	Notes
id	[0..1]	xsd:ID		from type fpml:Leg

Used by

Element fpml:returnSwapLeg
Element fpml:correlationLeg via derived type fpml:CorrelationLeg
Element fpml:dividendLeg via derived type fpml:DividendLeg
Element fpml:fixedLeg via derived type fpml:FixedPaymentLeg
Element fpml:interestLeg via derived type fpml:InterestLeg
Element fpml:returnLeg via derived type fpml:ReturnLeg
Element fpml:underlyerFinancing via derived type fpml:UnderlyerInterestLeg
Element fpml:varianceLeg via derived type fpml:VarianceLeg

Type inheritance chain

fpml:Leg
- fpml:DirectionalLeg
  - extended by fpml:FixedPaymentLeg
  - extended by fpml:DirectionalLegUnderlyer
    - extended by fpml:DividendLeg
    - extended by fpml:DirectionalLegUnderlyerValuation
      - extended by fpml:CorrelationLeg
      - extended by fpml:VarianceLeg
  - extended by fpml:InterestLeg
  - extended by fpml:ReturnSwapLegUnderlyer
    - extended by fpml:ReturnLeg
  - extended by fpml:UnderlyerInterestLeg