| underlyingAsset | Field must be replaced by one of next elments:
basket,
bond,
cash,
commodity,
convertibleBond,
equity,
exchangeTradedFund,
future,
index,
loan,
mortgage,
mutualFund,
| | | | 1-1, mre | |
| openUnits | xsd:decimal | The number of units (index or securities) that constitute the underlyer of the swap
or other derivative. In the case of a basket swap (basket derivative), this element
is used to reference both the number of basket units, and the number of each asset
components of the basket when these are expressed in absolute terms.
| Number of units. | | 0-1,
mre,
mfr | |
| dividendPayout | DividendPayout | Specifies the dividend payout ratio associated with an equity underlyer. A basket
swap can have different payout ratios across the various underlying constituents.
In certain cases the actual ratio is not known on trade inception, and only general
conditions are then specified. Users should note that FpML makes a distinction between
the derivative contract and the underlyer of the contract. It would be better if the
agreed dividend payout on a derivative contract was modelled at the level of the derivative
contract, an approach which may be adopted in the next major version of FpML.
| Dividend payout. | | 0-1,
ncf | At the first stage this element is not used in the repository messages. |
| couponPayment | PendingPayment | The next upcoming coupon payment. | Coupon payment. | | 0-1,
ncf | At the first stage this element is not used in the repository messages. |
| averageDailyTradingVolume | AverageDailyTradingVolumeLimit | The average amount of individual securities traded in a day or over a specified amount
of time.
| Avarage daily trading volume. | | 0-1,
ncf | At the first stage this element is not used in the repository messages. |
| depositoryReceipt | xsd:boolean | A Depository Receipt is a negotiable certificate issued by a trust company or security
depository. This element is used to represent whether a Depository Receipt is applicable
or not to the underlyer.
| Depository receipt. | | 0-1,
ncf | In the messages to the repository this is used only for equity assets. |