fpml:LimitedCreditDefaultSwap

A limited version of the CDS type used as an underlyer to CDS options in Transparency view, to avoid requiring product type etc.

Complex type information

Content

• Sequence [1..1]
  1. fpml:generalTerms [1..1]    This element contains all the data that appears in the section entitled "1. General Terms" in the 2003 ISDA Credit Derivatives Confirmation.
  2. fpml:feeLeg [1..1]    This element contains all the terms relevant to defining the fixed amounts/payments per the applicable ISDA definitions.
  3. fpml:protectionTerms [1..*]    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.

Attributes

None

Used by

• Element fpml:creditDefaultSwap