FpMLv53-0.1: A binding for the Financial Products Markup Language (v5.3)

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Data.FpML.V53.Swaps.Return

Synopsis

Documentation

data EquitySwapTransactionSupplement Source

A type for defining Equity Swap Transaction Supplement

Constructors

EquitySwapTransactionSupplement 

Fields

equitySwapTransSuppl_ID :: Maybe ID
 
equitySwapTransSuppl_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.

equitySwapTransSuppl_secondaryAssetClass :: [AssetClass]

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

equitySwapTransSuppl_productType :: [ProductType]

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

equitySwapTransSuppl_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.

equitySwapTransSuppl_buyerPartyReference :: Maybe PartyReference

A reference to the party that buys this instrument, ie. pays for this instrument and receives the rights defined by it. See 2000 ISDA definitions Article 11.1 (b). In the case of FRAs this the fixed rate payer.

equitySwapTransSuppl_buyerAccountReference :: Maybe AccountReference

A reference to the account that buys this instrument.

equitySwapTransSuppl_sellerPartyReference :: Maybe PartyReference

A reference to the party that sells (writes) this instrument, i.e. that grants the rights defined by this instrument and in return receives a payment for it. See 2000 ISDA definitions Article 11.1 (a). In the case of FRAs this is the floating rate payer.

equitySwapTransSuppl_sellerAccountReference :: Maybe AccountReference

A reference to the account that sells this instrument.

equitySwapTransSuppl_returnSwapLeg :: [DirectionalLeg]

An placeholder for the actual Return Swap Leg definition.

equitySwapTransSuppl_principalExchangeFeatures :: Maybe PrincipalExchangeFeatures

This is used to document a Fully Funded Return Swap.

equitySwapTransSuppl_choice10 :: Maybe (OneOf2 Boolean (Maybe Boolean, Maybe Boolean, Maybe FeeElectionEnum, Maybe NonNegativeDecimal))

Choice between:

  1. Used for specifying whether the Mutual Early Termination Right that is detailed in the Master Confirmation will apply.
  2. Sequence of:
  • A Boolean element used for specifying whether the Optional Early Termination clause detailed in the agreement will apply.
  • A Boolean element used for specifying whether the Break Funding Recovery detailed in the agreement will apply.
  • Defines the fee type.
  • breakFeeRate
equitySwapTransSuppl_choice11 :: Maybe (OneOf2 Boolean Boolean)

Choice between:

  1. For an index option transaction, a flag to indicate whether a relevant Multiple Exchange Index Annex is applicable to the transaction. This annex defines additional provisions which are applicable where an index is comprised of component securities that are traded on multiple exchanges.
  2. For an index option transaction, a flag to indicate whether a relevant Component Security Index Annex is applicable to the transaction.
equitySwapTransSuppl_localJurisdiction :: Maybe CountryCode

Local Jurisdiction is a term used in the AEJ Master Confirmation, which is used to determine local taxes, which shall mean taxes, duties, and similar charges imposed by the taxing authority of the Local Jurisdiction If this element is not present Local Jurisdiction is Not Applicable.

equitySwapTransSuppl_relevantJurisdiction :: Maybe CountryCode

Relevent Jurisdiction is a term used in the AEJ Master Confirmation, which is used to determine local taxes, which shall mean taxes, duties and similar charges that would be imposed by the taxing authority of the Country of Underlyer on a Hypothetical Broker Dealer assuming the Applicable Hedge Positions are held by its office in the Relevant Jurisdiction. If this element is not present Relevant Jurisdiction is Not Applicable.

equitySwapTransSuppl_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.

elementEquitySwapTransactionSupplement :: XMLParser EquitySwapTransactionSupplementSource

Specifies the structure of the equity swap transaction supplement.