XML Schema Documentation

Complex Type: ProtectionTerms

[Table of contents]

Super-types: None
Sub-types: None
Name ProtectionTerms
Used by (from the same schema document) Complex Type CreditDefaultSwap
Abstract no
XML Instance Representation
<...
id=" xsd:ID [0..1]">
<calculationAmount> Money </calculationAmount> [1]

'The notional amount of protection coverage. ISDA 2003 Term: Floating Rate Payer Calculation Amount'

<factoredCalculationAmount> Money </factoredCalculationAmount> [0..1]

'This relates only to CDS index contracts and represents the factored notional amount, obtained by multiplying the index factor to the contract notional amount. See indexAnnexVersionFactor description.'

<creditEvents> CreditEvents </creditEvents> [0..1]

'This element contains all the ISDA terms relating to credit events.'

<obligations> Obligations </obligations> [0..1]

'The underlying obligations of the reference entity on which you are buying or selling protection. The credit events Failure to Pay, Obligation Acceleration, Obligation Default, Restructuring, Repudiation/Moratorium are defined with respect to these obligations. ISDA 2003 Term:'

<floatingAmountEvents> FloatingAmountEvents </floatingAmountEvents> [0..1]

'This element contains the ISDA terms relating to the floating rate payment events and the implied additional fixed payments, applicable to the credit derivatives transactions on mortgage-backed securities with pay-as-you-go or physical settlement.'

</...>
Diagram
Schema Component Representation
<xsd:complexType name="ProtectionTerms">
<xsd:sequence>
<xsd:element name="calculationAmount" type=" Money "/>
<xsd:element name="factoredCalculationAmount" type=" Money " minOccurs="0"/>
<xsd:element name="creditEvents" type=" CreditEvents " minOccurs="0"/>
<xsd:element name="obligations" type=" Obligations " minOccurs="0"/>
<xsd:element name="floatingAmountEvents" type=" FloatingAmountEvents " minOccurs="0"/>
</xsd:sequence>
<xsd:attribute name="id" type=" xsd:ID " use="optional"/>
</xsd:complexType>

Generated by <oXygen/> XML Editor using a modified version of xs3p that adds schema diagrams and chunking support.