FpML-IRD Changes in FpML Transparency view

[harry.mcallister@xxxxxxxxxxxxxxxxx]

All,

I have an action from the FpML Reporting
working group, to circulate to the Interest Rates working group a report
detailing recent changes made to the FpMLTransparency view to support regulatory
reporting to the SDRs (please see view-overrides.html, attached).

Please provide any comment or feedback
to this list (irdwg@xxxxxxxx), privately to me (irdchair@xxxxxxxx),
or direct to the FpML Reporting working group (rptwg@xxxxxxxx).

Best regards,

Harry McAllister,
Chair, FpML IRD-WG




____________________________________________________________________________________________
Harry McAllister | Information Architect | Fixed Income & Transversal
Architecture | BNP Paribas
4W333 | 10 Harewood Avenue | London NW1 6AA
tel: +44 (0)20 7595 3416 | email : harry.mcallister@xxxxxxxxxxxxxxxxx
 
___________________________________________________________
This e-mail may contain confidential and/or privileged information. If you are not the intended recipient (or have received this e-mail in error) please notify the sender immediately and delete this e-mail. Any unauthorised copying, disclosure or distribution of the material in this e-mail is prohibited.

Please refer to http://www.bnpparibas.co.uk/en/information/legal_information.asp?Code=ECAS-845C5H  for additional disclosures.


BNP Paribas is proud to sponsor David Hockney RA: A Bigger Picture at the Royal Academy, 21 January - 9 April 2012

Title: Transparency Overrides

Transparency View Overrides by Asset Class

Contents

Rates

Credit

FX

Equities

Commodities

Total of 431 elements skipped in Transparency view

Total of 229 elements overridden in Transparency view

Explanation of rationales (for skipped elements)

DateAdjustments - Date adjustments and other similar date calculations re out of scope of transparency view because they are typically fairly standardized and have minimal effect on the price of the product.

Standardized - Generally standard (default) values for this field apply for a standard product - products with other values are "nonstandard" and these out of scope of transparency view.

NonStandardFeature - This element represents a specialized feature of a non-standard product and should not occur in a non-customized product.

Unsupported - This product is unsupported in Transparency view.

Technical - Skipped for technical reasons (e.g. as part of a choice block). (Normally these elements are available by using a different element of the choice; they are omitted because if they are present the cause parsing non-determinism errors.)

Documentation - This is a documentation detail, not strongly price affecting, and so is omitted from Transparency view.

PartySpecific - This is party-specific or proprietary information, and so is omitted from Transparency view.

---

Asset Class Overrides for Rates

Skipped 90 Elements in Rates

Within Calculation

fxLinkedNotionalSchedule - Rationale: Unsupported

futureValueNotional - Rationale: NonStandardFeature

discounting - Rationale: Documentation

compoundingMethod - Rationale: TBD

Within CalculationPeriodAmount

knownAmountSchedule - Rationale: NonStandardFeature

Within CalculationPeriodDates

relativeEffectiveDate - Rationale: Unsupported

relativeTerminationDate - Rationale: Unsupported

calculationPeriodDatesAdjustments - Rationale: DateAdjustments

firstPeriodStartDate - Rationale: NonStandardFeature

firstRegularPeriodStartDate - Rationale: NonStandardFeature

firstCompoundingPeriodEndDate - Rationale: NonStandardFeature

lastRegularPeriodEndDate - Rationale: NonStandardFeature

stubPeriodType - Rationale: NonStandardFeature

calculationPeriodFrequency - Rationale: Other=This is not requested by the CFTC, and so compounding swaps are not fully represented

exerciseNotice - Rationale: Documentation

followUpConfirmation - Rationale: Documentation

cancelableProvisionAdjustedDates - Rationale: DateAdjustments

finalCalculationPeriodDateAdjustment - Rationale: DateAdjustments

paymentDate - Rationale: Documentation

fixingDateOffset - Rationale: Documentation

calculationPeriodNumberOfDays - Rationale: Documentation

stubCalculationPeriodAmount - Rationale: NonStandardFeature

cashflows - Rationale: Unsupported

settlementProvision - Rationale: NonStandardFeature

formula - Rationale: NonStandardFeature

Within MandatoryEarlyTermination

cashSettlement - Rationale: Documentation

Within Notional

notionalStepParameters - Rationale: NonStandardFeature

Within OptionalEarlyTermination

singlePartyOption - Rationale: Documentation

cashSettlement - Rationale: Documentation

Within OptionalEarlyTerminationAdjustedDates

earlyTerminationEvent - Rationale: DateAdjustments

Within PaymentDates

calculationPeriodDatesReference - Rationale: DateAdjustments

resetDatesReference - Rationale: DateAdjustments

valuationDatesReference - Rationale: DateAdjustments

firstPaymentDate - Rationale: NonStandardFeature

lastRegularPaymentDate - Rationale: NonStandardFeature

payRelativeTo - Rationale: Standardized

paymentDaysOffset - Rationale: Standardized

paymentDatesAdjustments - Rationale: DateAdjustments

Within PrincipalExchange

discountFactor - Rationale: Unsupported

presentValuePrincipalExchangeAmount - Rationale: Unsupported

Within ResetDates

calculationPeriodDatesReference - Rationale: Documentation

resetRelativeTo - Rationale: Standardized

initialFixingDate - Rationale: Documentation

fixingDates - Rationale: Standardized

rateCutOffDaysOffset - Rationale: Documentation

resetDatesAdjustments - Rationale: DateAdjustments

Within StubCalculationPeriodAmount

finalStub - Rationale: Technical

Within Swap

earlyTerminationProvision - Rationale: NonStandardFeature

additionalTerms - Rationale: NonStandardFeature

exerciseProcedure - Rationale: Documentation

calculationAgent - Rationale: Documentation

cashSettlement - Rationale: NonStandardFeature

physicalSettlement - Rationale: NonStandardFeature

swaptionAdjustedDates - Rationale: DateAdjustments

Within MandatoryEarlyTermination.model

mandatoryEarlyTermination - Rationale: Technical

Within OptionalEarlyTermination.model

optionalEarlyTermination - Rationale: Technical

Within AutomaticExercise

thresholdRate - Rationale: Documentation

Within FloatingRate

floatingRateMultiplierSchedule - Rationale: Unsupported

rateTreatment - Rationale: Documentation

Within NonNegativeSchedule

step - Rationale: NonStandardFeature

Within Offset

dayType - Rationale: Standardized

settlementInformation - Rationale: Documentation

discountFactor - Rationale: NonStandardFeature

presentValueAmount - Rationale: NonStandardFeature

Within RelativeDateOffset

businessDayConvention - Rationale: DateAdjustments

adjustedDate - Rationale: DateAdjustments

Within ResetFrequency

weeklyRollConvention - Rationale: Standardized

Within Schedule

step - Rationale: NonStandardFeature

Within AdjustableDate.model

dateAdjustments - Rationale: DateAdjustments

adjustedDate - Rationale: DateAdjustments

Within BuyerSeller.model

buyerPartyReference - Rationale: PartySpecific

buyerAccountReference - Rationale: PartySpecific

sellerPartyReference - Rationale: PartySpecific

sellerAccountReference - Rationale: PartySpecific

Within PayerReceiver.model

payerPartyReference - Rationale: PartySpecific

payerAccountReference - Rationale: PartySpecific

receiverPartyReference - Rationale: PartySpecific

receiverAccountReference - Rationale: PartySpecific

Within Product.model

productType - Rationale: Other-new view doesn't need to maintain compatibility with deprecated sequence

productId - Rationale: Other-new view doesn't need to maintain compatibility with deprecated sequence

productId - Rationale: Other-new view doesn't need to maintain compatibility with deprecated sequence

assetClass - Rationale: Other-new view doesn't need to maintain compatibility with deprecated sequence

Overridden 49 Elements in Rates

(These elements are mostly forced to be present [made mandatory] in Transparency view)

Within Calculation

notionalSchedule

fixedRateSchedule

dayCountFraction

calculation

effectiveDate

terminationDate

id

Within FinalCalculationPeriodDateAdjustment

swapStreamReference

Within Fra

adjustedEffectiveDate

adjustedTerminationDate

dayCountFraction

notional

fixedRate

floatingRateIndex

indexTenor

Within InterestRateStream

calculationPeriodDates

paymentDates

calculationPeriodAmount

Within Notional

notionalStepSchedule

Within PaymentDates

paymentFrequency

Within ResetDates

resetFrequency

id

Within Swap

swapStream

Within Swaption

premium

swaptionStraddle

swap

Within Frequency

periodMultiplier

period

amount

Within MoneyBase

currency

amount

Within NonNegativeSchedule

initialValue

Within Payment

paymentAmount

Within Period

periodMultiplier

period

Within Schedule

initialValue

Within AdjustableDate.model

unadjustedDate

Within FloatingRateIndex.model

floatingRateIndex

Within Product.model

assetClass

productType

Number skipped = 90

Number overridden = 49

---

Asset Class Overrides for Credit

Skipped 91 Elements in Credit

Within BasketIdentifier.model

basketId - Rationale: Technical

Within CreditDefaultSwap

cashSettlementTerms - Rationale: Standardized

physicalSettlementTerms - Rationale: Standardized

cashSettlementTerms - Rationale: Standardized

physicalSettlementTerms - Rationale: Standardized

Within FeeLeg

marketFixedRate - Rationale: Other - supported in 'quote' element'

paymentDelay - Rationale: Standardized

initialPoints - Rationale: Other - supported in 'quote' element

quotationStyle - Rationale: Other - supported in quote element

Within FixedAmountCalculation

calculationAmount - Rationale: Standardized

dayCountFraction - Rationale: Standardized

dateAdjustments - Rationale: DateAdjustments

basketReferenceInformation - Rationale: Unsupported

additionalTerm - Rationale: Documentation

substitution - Rationale: Documentation

modifiedEquityDelivery - Rationale: Documentation

Within IndexReferenceInformation

indexSeries - Rationale: Documentation

indexAnnexVersion - Rationale: Documentation

indexAnnexDate - Rationale: Documentation

indexAnnexSource - Rationale: Documentation

excludedReferenceEntity - Rationale: Documentation

settledEntityMatrix - Rationale: Documentation

adjustablePaymentDate - Rationale: Standardized

adjustedPaymentDate - Rationale: Standardized

Within PeriodicPayment

firstPeriodStartDate - Rationale: Standardized

firstPaymentDate - Rationale: Standardized

lastRegularPaymentDate - Rationale: Standardized

rollConvention - Rationale: Standardized

adjustedPaymentDates - Rationale: DateAdjustments

Within ProtectionTerms

obligations - Rationale: Standardized

floatingAmountEvents - Rationale: Standardized

Within ReferenceInformation

allGuarantees - Rationale: Standardized

referencePrice - Rationale: Standardized

referencePolicy - Rationale: Standardized

securedList - Rationale: Documentation

Within ReferenceObligation

primaryObligor - Rationale: Standardized

primaryObligorReference - Rationale: Standardized

guarantor - Rationale: Standardized

guarantorReference - Rationale: Standardized

Within SinglePayment

adjustedPaymentDate - Rationale: Standardized

Within Tranche

incurredRecoveryApplicable - Rationale: Unsupported

Within CreditEvents

bankruptcy - Rationale: Standardized

failureToPay - Rationale: Standardized

failureToPayPrincipal - Rationale: Standardized

failureToPayInterest - Rationale: Standardized

obligationDefault - Rationale: Standardized

obligationAcceleration - Rationale: Standardized

repudiationMoratorium - Rationale: Standardized

distressedRatingsDowngrade - Rationale: Standardized

maturityExtension - Rationale: Standardized

writedown - Rationale: Standardized

impliedWritedown - Rationale: Standardized

defaultRequirement - Rationale: Standardized

creditEventNotice - Rationale: Standardized

Within OptionBaseExtended

exerciseProcedure - Rationale: Documentation

feature - Rationale: NonStandardFeature

Within Restructuring

restructuringType - Rationale: Documentation

multipleHolderObligation - Rationale: Standardized

multipleCreditEventNotices - Rationale: Standardized

Within Trigger

creditEvents - Rationale: Standardized

creditEventsReference - Rationale: Documentation

Within AdjustableDate2

dateAdjustments - Rationale: DateAdjustments

dateAdjustmentsReference - Rationale: DateAdjustments

adjustedDate - Rationale: DateAdjustments

Within AutomaticExercise

thresholdRate - Rationale: Documentation

Within LegalEntity

entityId - Rationale: Technical

Within Offset

dayType - Rationale: Standardized

Within RelativeDateOffset

businessDayConvention - Rationale: DateAdjustments

adjustedDate - Rationale: DateAdjustments

Within AdjustableDate.model

dateAdjustments - Rationale: DateAdjustments

adjustedDate - Rationale: DateAdjustments

Within BuyerSeller.model

buyerPartyReference - Rationale: PartySpecific

buyerAccountReference - Rationale: PartySpecific

sellerPartyReference - Rationale: PartySpecific

sellerAccountReference - Rationale: PartySpecific

Within PayerReceiver.model

payerPartyReference - Rationale: PartySpecific

payerAccountReference - Rationale: PartySpecific

receiverPartyReference - Rationale: PartySpecific

receiverAccountReference - Rationale: PartySpecific

Within Premium.model

premiumType - Rationale: Documentation

Within Product.model

productType - Rationale: Other-new view doesn't need to maintain compatibility with deprecated sequence

productId - Rationale: Other-new view doesn't need to maintain compatibility with deprecated sequence

productId - Rationale: Other-new view doesn't need to maintain compatibility with deprecated sequence

assetClass - Rationale: Other-new view doesn't need to maintain compatibility with deprecated sequence

Overridden 46 Elements in Credit

(These elements are mostly forced to be present [made mandatory] in Transparency view)

Within BondOption

strike

Within CreditDefaultSwap

generalTerms

feeLeg

protectionTerms

Within CreditDefaultSwapOption

strike

creditDefaultSwap

Within FixedAmountCalculation

fixedRate

Within GeneralTerms

effectiveDate

scheduledTerminationDate

referenceInformation

indexReferenceInformation

Within IndexReferenceInformation

indexName

indexId

Within InitialPayment

paymentAmount

fixedAmountCalculation

Within ProtectionTerms

calculationAmount

Within ReferenceInformation

referenceEntity

Within SinglePayment

fixedAmount

Within OptionBase

optionType

Within OptionBaseExtended

premium

Within Restructuring

applicable

Within AdjustableDate2

unadjustedDate

Within Frequency

periodMultiplier

period

amount

Within MoneyBase

currency

amount

Within Period

periodMultiplier

period

Within AdjustableDate.model

unadjustedDate

Within FloatingRateIndex.model

floatingRateIndex

Within Product.model

assetClass

productType

Number skipped = 91

Number overridden = 46

---

Asset Class Overrides for FX

Skipped 35 Elements in FX

Within FxAmericanExercise

multipleExercise - Rationale: Documentation

Within FxDigitalAmericanExercise

expiryTime - Rationale: Documentation

cutName - Rationale: Documentation

Within FxDigitalOption

exerciseProcedure - Rationale: Documentation

Within FxOption

exerciseProcedure - Rationale: Documentation

features - Rationale: NonStandardFeature

cashSettlement - Rationale: Documentation

Within FxOptionPremium

settlementInformation - Rationale: Documentation

Within FxCoreDetails.model

nonDeliverableSettlement - Rationale: Unsupported

Within AutomaticExercise

thresholdRate - Rationale: Documentation

Within Offset

dayType - Rationale: Standardized

settlementInformation - Rationale: Documentation

discountFactor - Rationale: NonStandardFeature

presentValueAmount - Rationale: NonStandardFeature

Within RelativeDateOffset

businessDayConvention - Rationale: DateAdjustments

adjustedDate - Rationale: DateAdjustments

Within AdjustableDate.model

dateAdjustments - Rationale: DateAdjustments

adjustedDate - Rationale: DateAdjustments

Within BuyerSeller.model

buyerPartyReference - Rationale: PartySpecific

buyerAccountReference - Rationale: PartySpecific

sellerPartyReference - Rationale: PartySpecific

sellerAccountReference - Rationale: PartySpecific

Within PayerReceiver.model

payerPartyReference - Rationale: PartySpecific

payerAccountReference - Rationale: PartySpecific

receiverPartyReference - Rationale: PartySpecific

receiverAccountReference - Rationale: PartySpecific

Within Product.model

productType - Rationale: Other-new view doesn't need to maintain compatibility with deprecated sequence

productId - Rationale: Other-new view doesn't need to maintain compatibility with deprecated sequence

productId - Rationale: Other-new view doesn't need to maintain compatibility with deprecated sequence

assetClass - Rationale: Other-new view doesn't need to maintain compatibility with deprecated sequence

Overridden 37 Elements in FX

(These elements are mostly forced to be present [made mandatory] in Transparency view)

Within FxDigitalAmericanExercise

commencementDate

expiryDate

americanExercise

europeanExercise

putCurrencyAmount

callCurrencyAmount

strike

premium

Within FxOptionFeatures

asian

barrier

Within FxSwap

nearLeg

farLeg

Within FxCoreDetails.model

exchangedCurrency1

exchangedCurrency2

valueDate

currency1ValueDate

currency2ValueDate

exchangeRate

Within Frequency

periodMultiplier

period

amount

Within MoneyBase

currency

amount

Within Payment

paymentAmount

Within Period

periodMultiplier

period

Within AdjustableDate.model

unadjustedDate

Within Product.model

assetClass

productType

Number skipped = 35

Number overridden = 37

---

Asset Class Overrides for Equities

Skipped 98 Elements in Equities

Within BasketIdentifier.model

basketId - Rationale: Technical

Within DividendPeriodPayment

paymentDate - Rationale: Documentation

valuationDate - Rationale: Documentation

Within FixedPaymentAmount

paymentDate - Rationale: Documentation

Within DirectionalLegUnderlyer

fxFeature - Rationale: NonStandardFeature

Within EquityStrike

strikePercentage - Rationale: Unsupported

strikeDeterminationDate - Rationale: Unsupported

Within NettedSwapBase

extraordinaryEvents - Rationale: Documentation

Within ReturnSwap

extraordinaryEvents - Rationale: Documentation

Within MutualOrOptionalEarlyTermination.model

breakFundingRecovery - Rationale: Documentation

breakFeeElection - Rationale: Documentation

breakFeeRate - Rationale: Documentation

Within BrokerEquityOption

deltaCrossed - Rationale: NonStandardFeature

brokerageFee - Rationale: Documentation

brokerNotes - Rationale: Documentation

strategyFeature - Rationale: NonStandardFeature

Within EquityDerivativeLongFormBase

dividendConditions - Rationale: Documentation

methodOfAdjustment - Rationale: Documentation

extraordinaryEvents - Rationale: Documentation

Within EquityExerciseValuationSettlement

automaticExercise - Rationale: Documentation

makeWholeProvisions - Rationale: Documentation

prePayment - Rationale: Documentation

equityValuation - Rationale: Documentation

settlementCurrency - Rationale: NonStandardFeature

settlementPriceSource - Rationale: NonStandardFeature

settlementType - Rationale: NonStandardFeature

settlementMethodElectionDate - Rationale: NonStandardFeature

settlementMethodElectingPartyReference - Rationale: NonStandardFeature

settlementPriceDefaultElection - Rationale: NonStandardFeature

Within EquityOptionTransactionSupplement

exchangeLookAlike - Rationale: Documentation

exchangeTradedContractNearest - Rationale: Documentation

methodOfAdjustment - Rationale: Documentation

localJurisdiction - Rationale: Documentation

extraordinaryEvents - Rationale: Documentation

Within CreditEvents

bankruptcy - Rationale: Standardized

failureToPay - Rationale: Standardized

failureToPayPrincipal - Rationale: Standardized

failureToPayInterest - Rationale: Standardized

obligationDefault - Rationale: Standardized

obligationAcceleration - Rationale: Standardized

repudiationMoratorium - Rationale: Standardized

distressedRatingsDowngrade - Rationale: Standardized

maturityExtension - Rationale: Standardized

writedown - Rationale: Standardized

impliedWritedown - Rationale: Standardized

defaultRequirement - Rationale: Standardized

creditEventNotice - Rationale: Standardized

Within Restructuring

restructuringType - Rationale: Documentation

multipleHolderObligation - Rationale: Standardized

multipleCreditEventNotices - Rationale: Standardized

Within Trigger

creditEvents - Rationale: Standardized

creditEventsReference - Rationale: Documentation

extraordinaryEvents - Rationale: Documentation

Within AdjustableRelativeOrPeriodicDates

adjustableDates - Rationale: Unsupported

Within FloatingRate

floatingRateMultiplierSchedule - Rationale: Unsupported

rateTreatment - Rationale: Documentation

Within FloatingRateCalculation

initialRate - Rationale: Documentation

finalRateRounding - Rationale: Documentation

averagingMethod - Rationale: Documentation

negativeInterestRateTreatment - Rationale: Documentation

Within Offset

dayType - Rationale: Standardized

Within RelativeDateOffset

businessDayConvention - Rationale: DateAdjustments

adjustedDate - Rationale: DateAdjustments

Within Schedule

step - Rationale: NonStandardFeature

Within SharedAmericanExercise

latestExerciseTime - Rationale: Documentation

latestExerciseTimeDetermination - Rationale: Documentation

Within AdjustableDate.model

dateAdjustments - Rationale: DateAdjustments

adjustedDate - Rationale: DateAdjustments

Within BuyerSeller.model

buyerPartyReference - Rationale: PartySpecific

buyerAccountReference - Rationale: PartySpecific

sellerPartyReference - Rationale: PartySpecific

sellerAccountReference - Rationale: PartySpecific

Within PayerReceiver.model

payerPartyReference - Rationale: PartySpecific

payerAccountReference - Rationale: PartySpecific

receiverPartyReference - Rationale: PartySpecific

receiverAccountReference - Rationale: PartySpecific

Within Product.model

productType - Rationale: Other-new view doesn't need to maintain compatibility with deprecated sequence

productId - Rationale: Other-new view doesn't need to maintain compatibility with deprecated sequence

productId - Rationale: Other-new view doesn't need to maintain compatibility with deprecated sequence

assetClass - Rationale: Other-new view doesn't need to maintain compatibility with deprecated sequence

Within VarianceOptionTransactionSupplement

exchangeLookAlike - Rationale: Documentation

methodOfAdjustment - Rationale: Documentation

Overridden 29 Elements in Equities

(These elements are mostly forced to be present [made mandatory] in Transparency view)

Within Price

determinationMethod

amountRelativeTo

Within EquityValuation

valuationDates

Within EquityForward

forwardPrice

Within OptionBase

optionType

Within Restructuring

applicable

Within Frequency

periodMultiplier

period

floatingRateCalculation

fixedRate

amount

Within MoneyBase

currency

amount

Within Period

periodMultiplier

period

Within Schedule

initialValue

Within AdjustableDate.model

unadjustedDate

Within FloatingRateIndex.model

floatingRateIndex

Within Product.model

assetClass

productType

Within VarianceOptionTransactionSupplement

varianceSwapTransactionSupplement

Number skipped = 98

Number overridden = 29

---

Asset Class Overrides for Commodities

Skipped 117 Elements in Commodities

Within BasketIdentifier.model

basketId - Rationale: Technical

Within CoalAttributeDecimal

rejectionLimit - Rationale: Technical

Within CoalAttributePercentage

rejectionLimit - Rationale: Technical

Within CoalPhysicalLeg

deliveryPeriods - Rationale: Documentation

Within CoalProduct

coalProductSpecifications - Rationale: Documentation

source - Rationale: Documentation

Within CommodityAmericanExercise

expirationTime - Rationale: Documentation

multipleExercise - Rationale: Documentation

Within CommodityEuropeanExercise

expirationTime - Rationale: Documentation

Within CommodityExercise

automaticExercise - Rationale: Documentation

writtenConfirmation - Rationale: Documentation

settlementCurrency - Rationale: Standardized

fx - Rationale: NonStandardFeature

conversionFactor - Rationale: Documentation

Within CommodityFx

fixingTime - Rationale: Documentation

fxObservationDates - Rationale: Documentation

fixingTime - Rationale: Documentation

fixingTime - Rationale: Technical

Within CommodityNotionalQuantity

quantityFrequency - Rationale: Other-represented by total quantity

quantity - Rationale: Other-represented by total quantity

Within CommodityPhysicalAmericanExercise

latestExerciseTime - Rationale: Documentation

expirationTime - Rationale: Documentation

Within CommodityPhysicalEuropeanExercise

expirationTime - Rationale: Documentation

lag - Rationale: Standardized

businessCalendar - Rationale: DateAdjustments

settlementPeriods - Rationale: Documentation

settlementPeriodsReference - Rationale: Documentation

pricingDates - Rationale: Documentation

Within CommoditySwap

settlementCurrency - Rationale: Standardized

Within ElectricityDelivery

transmissionContingency - Rationale: Documentation

deliveryZone - Rationale: Documentation

electingPartyReference - Rationale: Documentation

Within ElectricityDeliveryFirm

forceMajeure - Rationale: Documentation

Within ElectricityDeliverySystemFirm

system - Rationale: Documentation

Within ElectricityDeliveryUnitFirm

generationAsset - Rationale: Documentation

Within ElectricityPhysicalLeg

deliveryPeriods - Rationale: Documentation

Within ElectricityPhysicalQuantity

physicalQuantity - Rationale: Other-represented elswhere

physicalQuantitySchedule - Rationale: Other-represented elswhere

Within FloatingLegCalculation

averagingMethod - Rationale: Documentation

conversionFactor - Rationale: Documentation

rounding - Rationale: Documentation

spreadSchedule - Rationale: NonStandardFeature

fx - Rationale: NonStandardFeature

Within GasPhysicalLeg

deliveryConditions - Rationale: Documentation

Within GasProduct

calorificValue - Rationale: Documentation

quality - Rationale: Documentation

Within NonPeriodicFixedPriceLeg

totalPrice - Rationale: Other-represented elsewhere

quantityReference - Rationale: Other-represented elsewhere

Within OilDelivery

importerOfRecord - Rationale: Documentation

absoluteTolerance - Rationale: Documentation

percentageTolerance - Rationale: Documentation

absoluteTolerance - Rationale: Documentation

Within OilPhysicalLeg

deliveryPeriods - Rationale: Documentation

deliveryConditions - Rationale: Documentation

Within CommodityFixedPhysicalQuantity.model

physicalQuantity - Rationale: Documentation

physicalQuantitySchedule - Rationale: Documentation

physicalQuantity - Rationale: Other-represented elsewhere

physicalQuantitySchedule - Rationale: Documentation

Within CommodityFixedPrice.model

fixedPriceSchedule - Rationale: NonStandardFeature

worldscaleRate - Rationale: NonStandardFeature

contractRate - Rationale: NonStandardFeature

settlementPeriodsPrice - Rationale: NonStandardFeature

totalPrice - Rationale: Other - not required to establish pricing

Within CommodityNotionalQuantity.model

notionalQuantitySchedule - Rationale: Other-represented elsewhere

settlementPeriodsNotionalQuantity - Rationale: Documentation

Within CommodityStrikePrice.model

strikePricePerUnitSchedule - Rationale: Other-represented elsewhere

Within LegAmount

formula - Rationale: NonStandardFeature

encodedDescription - Rationale: NonStandardFeature

Within AdjustableRelativeOrPeriodicDates

adjustableDates - Rationale: Unsupported

Within AdjustableRelativeOrPeriodicDates2

adjustableDates - Rationale: Unsupported

Within Offset

dayType - Rationale: Standardized

Within RelativeDateOffset

businessDayConvention - Rationale: DateAdjustments

adjustedDate - Rationale: DateAdjustments

Within RelativeDates

periodSkip - Rationale: NonStandardFeature

scheduleBounds - Rationale: NonStandardFeature

Within Schedule

step - Rationale: NonStandardFeature

Within SharedAmericanExercise

latestExerciseTime - Rationale: Documentation

latestExerciseTimeDetermination - Rationale: Documentation

Within AdjustableDate.model

dateAdjustments - Rationale: DateAdjustments

adjustedDate - Rationale: DateAdjustments

Within BuyerSeller.model

buyerPartyReference - Rationale: PartySpecific

buyerAccountReference - Rationale: PartySpecific

sellerPartyReference - Rationale: PartySpecific

sellerAccountReference - Rationale: PartySpecific

Within PartyAndAccountReferences.model

accountReference - Rationale: PartySpecific

Within PayerReceiver.model

payerPartyReference - Rationale: PartySpecific

payerAccountReference - Rationale: PartySpecific

receiverPartyReference - Rationale: PartySpecific

receiverAccountReference - Rationale: PartySpecific

Within Product.model

productType - Rationale: Other-new view doesn't need to maintain compatibility with deprecated sequence

productId - Rationale: Other-new view doesn't need to maintain compatibility with deprecated sequence

productId - Rationale: Other-new view doesn't need to maintain compatibility with deprecated sequence

assetClass - Rationale: Other-new view doesn't need to maintain compatibility with deprecated sequence

Overridden 68 Elements in Commodities

(These elements are mostly forced to be present [made mandatory] in Transparency view)

Within Price

determinationMethod

amountRelativeTo

Within CoalDelivery

deliveryPoint

deliveryAtSource

Within CoalPhysicalLeg

coal

deliveryConditions

deliveryQuantity

Within CoalProduct

type

Within CommodityNotionalQuantity

quantityUnit

Within CommodityPremium

premiumPerUnit

Within CommoditySwap

effectiveDate

terminationDate

Within ElectricityDelivery

deliveryPoint

deliveryType

Within ElectricityPhysicalLeg

settlementPeriods

electricity

deliveryConditions

deliveryQuantity

Within ElectricityPhysicalQuantity

totalPhysicalQuantity

Within FixedPrice

price

Within FloatingLegCalculation

pricingDates

Within FloatingPriceLeg

commodity

calculation

supplyStartTime

supplyEndTime

Within GasPhysicalLeg

deliveryPeriods

gas

deliveryQuantity

Within GasProduct

type

Within NonPeriodicFixedPriceLeg

fixedPrice

Within OilPhysicalLeg

oil

deliveryQuantity

Within OilProduct

type

grade

Within UnitQuantity

quantityUnit

quantity

Within CommodityFixedPhysicalQuantity.model

totalPhysicalQuantity

Within CommodityFixedPrice.model

fixedPrice

Within CommodityNotionalQuantity.model

notionalQuantity

totalNotionalQuantity

quantityReference

Within CommodityStrikePrice.model

strikePricePerUnit

Within Price.model

priceCurrency

priceUnit

Within EquityValuation

valuationDates

Within Frequency

periodMultiplier

period

amount

Within MoneyBase

currency

amount

Within Period

periodMultiplier

period

Within Schedule

initialValue

Within AdjustableDate.model

unadjustedDate

Within PartyAndAccountReferences.model

partyReference

Within Product.model

assetClass

productType

Number skipped = 117

Number overridden = 68

---