The subliminal component contains a detailed description of the underlying (s) characteristic. Seven types of asset classes have been included in this version, six of which are actually used by the stock swet. These six underlying types are the convertible bond, equity, exchange-traded fund, futures contract, index and investment fund. The 7th is the borrowing used by the scheme for credit derivatives and which is then used in the trigger swap scheme as soon as it is released. Each of these asset types has been defined by the extension of a component called underlyingAsset, which contains some key attributes common to most sublyers: the identifier, the descriptive name, the unit value currency, the exchange on which the underlyer is listed, and the clearance system. With the exception of the descriptor element, all of these attributes are optional. The objective of the initial componentPrice is to indicate the starting price of the underlyer of trading (equities, loans, index). In most cases, this price will be known. However, there may be specific cases, such as futures trading. B, in which the actual price is not known at the date of trading and where commercial confirmation instead determines the conditions under which this initial price will be determined at a later date. The objective of the ValuationPriceInterim component is to indicate the intermediate price (s) (s) for the under-ratio of equity of the trading capital. This is an optional component because it does not apply in the case of a bubble swap that does not have a reset date. Its other specificity over the initial and final components of the evaluation is that these components may contain a certain amount of evaluation data, unlike a single evaluation date.

“Hedging Vehicle”, with respect to a transaction, any ad hoc vehicle that (i) has a significant commercial swap relationship with BNPP, (ii) does not have a significant swap trading relationship with another swap trader, iii) maintains its related reference commitment as coverage of that transaction and (iv) is organized in the Republic of Ireland. The fictitious component indicates the fictitious of the different legs of the swap (in fact, it is also present in the interest rate portion of the trade). Like the price of the underlyer, four possibilities for defining this fictitious possibility are available: the extent of this FpML representation for return swaps consists of: the following types of swaps with share-related subcontractors: b) When, for the purpose of a repaid obligation, the corresponding payment of the obligation repaid by the holder of the underwriting obligation is repaid (in whole or in part) by the holder of the obligation to under the applicable , or in some other way or by other means under a right of bankruptcy or insolvency or some other applicable law. (i) the parties are revoked for this purpose for several years or on their previous positions in the context of this subsence, and all the rights and obligations of the parties in connection with this subs trickery existed as if no repayment had been made, and (ii) without limitation of the universality of the above, when a party close to the party made a payment to the other party with respect to capital appreciation or amortization of the principal in relation to the with such a refund in accordance with paragraph 2 , the party that received the payment for that valuation or amortization of the principal must repay this amount to the other party (subject to item 8 c). If the amount repaid, paid or subsequently paid is paid later by the bound reference unit or by another person or entity, the party concerned pays the amount of that valuation or amortization of the principal if necessary on the fifth working day following the last day of the following month` period. There are three ways to define the price of the underlyer: as a real price and currency, for an amount defined elsewhere in the document using the DerelativeTo amount, or by specifying a determined determination method using the metadonc component.