Documentation

Fields

correlAmount_calculationDates :: Maybe AdjustableRelativeOrPeriodicDates

Specifies the date on which a calculation or an observation will be performed for the purpose of calculating the amount.

correlAmount_observationStartDate :: Maybe AdjustableOrRelativeDate

The start of the period over which observations are made which are used in the calculation Used when the observation start date differs from the trade date such as for forward starting swaps.

correlAmount_optionsExchangeDividends :: Maybe Boolean

If present and true, then options exchange dividends are applicable.

correlAmount_additionalDividends :: Maybe Boolean

If present and true, then additional dividends are applicable.

correlAmount_allDividends :: Maybe Boolean

Represents the European Master Confirmation value of 'All Dividends' which, when applicable, signifies that, for a given Ex-Date, the daily observed Share Price for that day is adjusted (reduced) by the cash dividend and/or the cash value of any non cash dividend per Share (including Extraordinary Dividends) declared by the Issuer.

correlAmount_correlation :: Maybe Correlation

Specifies Correlation.

Fields

correlLeg_ID :: Maybe ID

 

correlLeg_legIdentifier :: [LegIdentifier]

Version aware identification of this leg.

correlLeg_payerPartyReference :: Maybe PartyReference

A reference to the party responsible for making the payments defined by this structure.

correlLeg_payerAccountReference :: Maybe AccountReference

A reference to the account responsible for making the payments defined by this structure.

correlLeg_receiverPartyReference :: Maybe PartyReference

A reference to the party that receives the payments corresponding to this structure.

correlLeg_receiverAccountReference :: Maybe AccountReference

A reference to the account that receives the payments corresponding to this structure.

correlLeg_effectiveDate :: Maybe AdjustableOrRelativeDate

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.

correlLeg_terminationDate :: Maybe AdjustableOrRelativeDate

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.

correlLeg_underlyer :: Maybe Underlyer

Specifies the underlyer of the leg.

correlLeg_settlementType :: Maybe SettlementTypeEnum

 

correlLeg_settlementDate :: Maybe AdjustableOrRelativeDate

 

correlLeg_choice10 :: Maybe (OneOf2 Money Currency)

Choice between:

1. Settlement Amount
2. Settlement Currency for use where the Settlement Amount cannot be known in advance

correlLeg_fxFeature :: Maybe FxFeature

Quanto, Composite, or Cross Currency FX features.

correlLeg_valuation :: Maybe EquityValuation

Valuation of the underlyer.

correlLeg_amount :: Maybe CorrelationAmount

Specifies, in relation to each Equity Payment Date, the Equity Amount to which the Equity Payment Date relates. Unless otherwise specified, this term has the meaning defined in the ISDA 2002 Equity Derivatives Definitions.

Fields

correlSwap_ID :: Maybe ID

 

correlSwap_primaryAssetClass :: Maybe AssetClass

A classification of the most important risk class of the trade. FpML defines a simple asset class categorization using a coding scheme.

correlSwap_secondaryAssetClass :: [AssetClass]

A classification of additional risk classes of the trade, if any. FpML defines a simple asset class categorization using a coding scheme.

correlSwap_productType :: [ProductType]

A classification of the type of product. FpML defines a simple product categorization using a coding scheme.

correlSwap_productId :: [ProductId]

A product reference identifier. The product ID is an identifier that describes the key economic characteristics of the trade type, with the exception of concepts such as size (notional, quantity, number of units) and price (fixed rate, strike, etc.) that are negotiated for each transaction. It can be used to hold identifiers such as the UPI (universal product identifier) required by certain regulatory reporting rules. It can also be used to hold identifiers of benchmark products or product temnplates used by certain trading systems or facilities. FpML does not define the domain values associated with this element. Note that the domain values for this element are not strictly an enumerated list.

correlSwap_additionalPayment :: [ClassifiedPayment]

Specifies additional payment(s) between the principal parties to the netted swap.

correlSwap_extraordinaryEvents :: Maybe ExtraordinaryEvents

Where the underlying is shares, specifies events affecting the issuer of those shares that may require the terms of the transaction to be adjusted.

correlSwap_correlationLeg :: Maybe CorrelationLeg

Correlation Leg. Correlation Buyer is deemed to be the Equity Amount Receiver, Correlation Seller is deemed to be the Equity Amount Payer.