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

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Data.FpML.V53.Swaps.Dividend

Synopsis

Documentation

data DividendLeg Source

Floating Payment Leg of a Dividend Swap.

Constructors

DividendLeg 

Fields

dividendLeg_ID :: Maybe ID
 
dividendLeg_legIdentifier :: [LegIdentifier]

Version aware identification of this leg.

dividendLeg_payerPartyReference :: Maybe PartyReference

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

dividendLeg_payerAccountReference :: Maybe AccountReference

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

dividendLeg_receiverPartyReference :: Maybe PartyReference

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

dividendLeg_receiverAccountReference :: Maybe AccountReference

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

dividendLeg_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.

dividendLeg_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.

dividendLeg_underlyer :: Maybe Underlyer

Specifies the underlyer of the leg.

dividendLeg_settlementType :: Maybe SettlementTypeEnum
 
dividendLeg_settlementDate :: Maybe AdjustableOrRelativeDate
 
dividendLeg_choice10 :: Maybe (OneOf2 Money Currency)

Choice between:

  1. Settlement Amount
  2. Settlement Currency for use where the Settlement Amount cannot be known in advance
dividendLeg_fxFeature :: Maybe FxFeature

Quanto, Composite, or Cross Currency FX features.

dividendLeg_declaredCashDividendPercentage :: Maybe NonNegativeDecimal

Declared Cash Dividend Percentage.

dividendLeg_declaredCashEquivalentDividendPercentage :: Maybe NonNegativeDecimal

Declared Cash Equivalent Dividend Percentage.

dividendLeg_dividendPeriod :: [DividendPeriodPayment]

One to many time bounded dividend payment periods, each with a fixed strike and dividend payment date per period.

dividendLeg_specialDividends :: Maybe Boolean

If present and true, then special dividends and memorial dividends are applicable.

dividendLeg_materialDividend :: Maybe Boolean

If present and true, then material non cash dividends are applicable.

data DividendPeriodPayment Source

A time bounded dividend period, with fixed strike and a dividend payment date per period.

Constructors

DividendPeriodPayment 

Fields

dividPeriodPayment_ID :: Maybe ID
 
dividPeriodPayment_unadjustedStartDate :: Maybe IdentifiedDate

Unadjusted inclusive dividend period start date.

dividPeriodPayment_unadjustedEndDate :: Maybe IdentifiedDate

Unadjusted inclusive dividend period end date.

dividPeriodPayment_dateAdjustments :: Maybe BusinessDayAdjustments

Date adjustments for all unadjusted dates in this dividend period.

dividPeriodPayment_underlyerReference :: Maybe AssetReference

Reference to the underlyer which is paying dividends. This should be used in all cases, and must be used where there are multiple underlying assets, to avoid any ambiguity about which asset the dividend period relates to.

dividPeriodPayment_fixedStrike :: Maybe PositiveDecimal

Fixed strike.

dividPeriodPayment_paymentDate :: Maybe AdjustableOrRelativeDate

Dividend period amount payment date.

dividPeriodPayment_valuationDate :: Maybe AdjustableOrRelativeDate

Dividend period amount valuation date.

data DividendSwapTransactionSupplement Source

A Dividend Swap Transaction Supplement.

Constructors

DividendSwapTransactionSupplement 

Fields

dividSwapTransSuppl_ID :: Maybe ID
 
dividSwapTransSuppl_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.

dividSwapTransSuppl_secondaryAssetClass :: [AssetClass]

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

dividSwapTransSuppl_productType :: [ProductType]

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

dividSwapTransSuppl_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.

dividSwapTransSuppl_dividendLeg :: Maybe DividendLeg

Dividend leg.

dividSwapTransSuppl_fixedLeg :: Maybe FixedPaymentLeg

Fixed payment leg.

dividSwapTransSuppl_choice6 :: 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.
dividSwapTransSuppl_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.

dividSwapTransSuppl_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.

data FixedPaymentAmount Source

Fixed payment amount within a Dividend Swap.

Constructors

FixedPaymentAmount 

Fields

fixedPaymentAmount_ID :: Maybe ID
 
fixedPaymentAmount_paymentAmount :: Maybe NonNegativeMoney

Payment amount, which is optional since the payment amount may be calculated using fixed strike and number of open units.

fixedPaymentAmount_paymentDate :: Maybe RelativeDateOffset

Payment date relative to another date.

data FixedPaymentLeg Source

Fixed Payment Leg of a Dividend Swap.

Constructors

FixedPaymentLeg 

Fields

fixedPaymentLeg_ID :: Maybe ID
 
fixedPaymentLeg_legIdentifier :: [LegIdentifier]

Version aware identification of this leg.

fixedPaymentLeg_payerPartyReference :: Maybe PartyReference

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

fixedPaymentLeg_payerAccountReference :: Maybe AccountReference

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

fixedPaymentLeg_receiverPartyReference :: Maybe PartyReference

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

fixedPaymentLeg_receiverAccountReference :: Maybe AccountReference

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

fixedPaymentLeg_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.

fixedPaymentLeg_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.

fixedPaymentLeg_fixedPayment :: [FixedPaymentAmount]

Fixed payment of a dividend swap, payment date is relative to a dividend period payment date. Commonly the dividend leg and the fixed payment leg will pay out on the same date, and the payments will be netted.

elementDividendSwapTransactionSupplement :: XMLParser DividendSwapTransactionSupplementSource

Specifies the structure of the dividend swap transaction supplement.