{
  "$schema": "http://json-schema.org/draft-04/schema#",
  "$anchor": "cdm.product.template",
  "type": "object",
  "title": "PortfolioReturnTerms",
  "description": "Specifies an individual type of return of a Performance Payout, when such individual return is part of an aggregation of multiple similar returns, at Performance Payout level.",
  "properties": {
    "priceReturnTerms": {
      "description": "Return terms based upon the underlier's observed price.",
      "$ref": "cdm-product-asset-PriceReturnTerms.schema.json"
    },
    "dividendReturnTerms": {
      "description": "Return terms based upon dividend payments associated to the underlier.",
      "$ref": "cdm-product-asset-DividendReturnTerms.schema.json"
    },
    "varianceReturnTerms": {
      "description": "Return terms based upon the observed variance of the underlier's price.",
      "$ref": "cdm-product-asset-VarianceReturnTerms.schema.json"
    },
    "volatilityReturnTerms": {
      "description": "Return terms based upon the observed volatility of the underlier's price.",
      "$ref": "cdm-product-asset-VolatilityReturnTerms.schema.json"
    },
    "correlationReturnTerms": {
      "description": "Return terms based upon the observed correlation between the components of the underlying basket.",
      "$ref": "cdm-product-asset-CorrelationReturnTerms.schema.json"
    },
    "payerReceiver": {
      "description": "Canonical representation of the payer and receiver parties applicable to each individual return leg.",
      "$ref": "cdm-base-staticdata-party-PayerReceiver.schema.json"
    },
    "underlier": {
      "description": "Defines the product that is the subject of a tradable product definition, an underlying product definition, a physical exercise, a position, or other purposes.",
      "$ref": "cdm-observable-asset-metafields-ReferenceWithMetaObservable.schema.json"
    },
    "quantity": {
      "description": "Specifies a quantity schedule for the underlier, which applies to each individual return leg.",
      "$ref": "cdm-base-math-metafields-ReferenceWithMetaNonNegativeQuantitySchedule.schema.json"
    },
    "initialValuationPrice": {
      "description": "Specifies the initial valuation price(s) of the underlier. This price can be expressed either as an actual amount/currency, as a determination method, or by reference to another value specified in the swap document.",
      "type": "array",
      "items": {
        "$ref": "cdm-observable-asset-metafields-ReferenceWithMetaPriceSchedule.schema.json"
      },
      "minItems": 0
    },
    "interimValuationPrice": {
      "description": "Specifies the initial valuation price(s) of the underlier. This price can be expressed either as an actual amount/currency, as a determination method, or by reference to another value specified in the swap document.",
      "type": "array",
      "items": {
        "$ref": "cdm-observable-asset-metafields-ReferenceWithMetaPriceSchedule.schema.json"
      },
      "minItems": 0
    },
    "finalValuationPrice": {
      "description": "2018 ISDA CDM Equity Confirmation for Security Equity Swap: Final Price | Specifies the final valuation price of the underlier. This price can be expressed either as an actual amount/currency, as a determination method, or by reference to another value specified in the swap document.",
      "type": "array",
      "items": {
        "$ref": "cdm-observable-asset-metafields-ReferenceWithMetaPriceSchedule.schema.json"
      },
      "minItems": 0
    }
  },
  "required": [
    "payerReceiver",
    "underlier"
  ]
}