Namespace "http://www.fpml.org/FpML-5/reporting"
Targeting Schemas (29):
fpml-asset-5-3.xsd, fpml-bond-option-5-3.xsd, fpml-business-events-5-3.xsd, fpml-cd-5-3.xsd, fpml-collateral-processes-5-3.xsd, fpml-com-5-3.xsd, fpml-correlation-swaps-5-3.xsd, fpml-credit-event-notification-5-3.xsd, fpml-dividend-swaps-5-3.xsd, fpml-doc-5-3.xsd, fpml-enum-5-3.xsd, fpml-eq-shared-5-3.xsd, fpml-eqd-5-3.xsd, fpml-fx-5-3.xsd, fpml-generic-5-3.xsd, fpml-ird-5-3.xsd, fpml-main-5-3.xsd, fpml-mktenv-5-3.xsd, fpml-msg-5-3.xsd, fpml-option-shared-5-3.xsd, fpml-reconciliation-5-3.xsd, fpml-reporting-5-3.xsd, fpml-return-swaps-5-3.xsd, fpml-riskdef-5-3.xsd, fpml-shared-5-3.xsd, fpml-standard-5-3.xsd, fpml-valuation-5-3.xsd, fpml-valuation-reporting-5-3.xsd, fpml-variance-swaps-5-3.xsd
Targeting Components:
161 global elements, 2696 local elements, 1008 complexTypes, 104 simpleTypes, 148 element groups, 1 attribute group
Schema Summary
Target Namespace:
Version:
$Revision: 8603 $
Defined Components:
Default Namespace-Qualified Form:
Local Elements: qualified; Local Attributes: unqualified
Schema Location:
C:\Irina-Local\SVN-FpML\trunk\xml\reporting\fpml-asset-5-3.xsd; see XML source
Includes Schema:
Included in Schemas (8):
Target Namespace:
Version:
$Revision: 8563 $
Defined Components:
Default Namespace-Qualified Form:
Local Elements: qualified; Local Attributes: unqualified
Schema Location:
C:\Irina-Local\SVN-FpML\trunk\xml\reporting\fpml-bond-option-5-3.xsd; see XML source
Includes Schema:
Included in Schema:
Target Namespace:
Version:
$Revision: 8615 $
Defined Components:
Default Namespace-Qualified Form:
Local Elements: qualified; Local Attributes: unqualified
Schema Location:
C:\Irina-Local\SVN-FpML\trunk\xml\reporting\fpml-business-events-5-3.xsd; see XML source
Includes Schemas (2):
Included in Schemas (4):
Target Namespace:
Version:
$Revision: 8563 $
Defined Components:
Default Namespace-Qualified Form:
Local Elements: qualified; Local Attributes: unqualified
Schema Location:
C:\Irina-Local\SVN-FpML\trunk\xml\reporting\fpml-cd-5-3.xsd; see XML source
Includes Schema:
Included in Schemas (2):
Collateral Messages
Target Namespace:
Version:
$Revision: 8563 $
Defined Components:
Default Namespace-Qualified Form:
Local Elements: qualified; Local Attributes: unqualified
Schema Location:
C:\Irina-Local\SVN-FpML\trunk\xml\reporting\fpml-collateral-processes-5-3.xsd; see XML source
Includes Schemas (2):
Included in Schema:
Target Namespace:
Version:
$Revision: 8642 $
Defined Components:
Default Namespace-Qualified Form:
Local Elements: qualified; Local Attributes: unqualified
Schema Location:
C:\Irina-Local\SVN-FpML\trunk\xml\reporting\fpml-com-5-3.xsd; see XML source
Includes Schema:
Included in Schema:
Target Namespace:
Version:
$Revision: 8563 $
Defined Components:
Default Namespace-Qualified Form:
Local Elements: qualified; Local Attributes: unqualified
Schema Location:
C:\Irina-Local\SVN-FpML\trunk\xml\reporting\fpml-correlation-swaps-5-3.xsd; see XML source
Includes Schema:
Included in Schema:
Credit Event Notification message.
Target Namespace:
Version:
$Revision: 8566 $
Defined Components:
Default Namespace-Qualified Form:
Local Elements: qualified; Local Attributes: unqualified
Schema Location:
C:\Irina-Local\SVN-FpML\trunk\xml\reporting\fpml-credit-event-notification-5-3.xsd; see XML source
Includes Schema:
Included in Schema:
Target Namespace:
Version:
$Revision: 8563 $
Defined Components:
Default Namespace-Qualified Form:
Local Elements: qualified; Local Attributes: unqualified
Schema Location:
C:\Irina-Local\SVN-FpML\trunk\xml\reporting\fpml-dividend-swaps-5-3.xsd; see XML source
Includes Schemas (2):
Included in Schema:
Target Namespace:
Version:
$Revision: 8648 $
Defined Components:
Default Namespace-Qualified Form:
Local Elements: qualified; Local Attributes: unqualified
Schema Location:
C:\Irina-Local\SVN-FpML\trunk\xml\reporting\fpml-doc-5-3.xsd; see XML source
Includes Schema:
Included in Schemas (3):
Target Namespace:
Version:
$Revision: 8633 $
Defined Components:
Default Namespace-Qualified Form:
Local Elements: qualified; Local Attributes: unqualified
Schema Location:
C:\Irina-Local\SVN-FpML\trunk\xml\reporting\fpml-enum-5-3.xsd; see XML source
Included in Schemas (2):
Target Namespace:
Version:
$Revision: 8615 $
Defined Components:
Default Namespace-Qualified Form:
Local Elements: qualified; Local Attributes: unqualified
Schema Location:
C:\Irina-Local\SVN-FpML\trunk\xml\reporting\fpml-eq-shared-5-3.xsd; see XML source
Includes Schema:
Included in Schemas (4):
Target Namespace:
Version:
$Revision: 8563 $
Defined Components:
Default Namespace-Qualified Form:
Local Elements: qualified; Local Attributes: unqualified
Schema Location:
C:\Irina-Local\SVN-FpML\trunk\xml\reporting\fpml-eqd-5-3.xsd; see XML source
Includes Schema:
Included in Schemas (2):
Target Namespace:
Version:
$Revision: 8563 $
Defined Components:
Default Namespace-Qualified Form:
Local Elements: qualified; Local Attributes: unqualified
Schema Location:
C:\Irina-Local\SVN-FpML\trunk\xml\reporting\fpml-fx-5-3.xsd; see XML source
Includes Schema:
Included in Schema:
Target Namespace:
Version:
$Revision: 8603 $
Defined Components:
Default Namespace-Qualified Form:
Local Elements: qualified; Local Attributes: unqualified
Schema Location:
C:\Irina-Local\SVN-FpML\trunk\xml\reporting\fpml-generic-5-3.xsd; see XML source
Includes Schemas (2):
Included in Schema:
Target Namespace:
Version:
$Revision: 8627 $
Defined Components:
Default Namespace-Qualified Form:
Local Elements: qualified; Local Attributes: unqualified
Schema Location:
C:\Irina-Local\SVN-FpML\trunk\xml\reporting\fpml-ird-5-3.xsd; see XML source
Includes Schema:
Included in Schema:
products
Target Namespace:
Version:
$Revision: 8615 $
Defined Components:
Default Namespace-Qualified Form:
Local Elements: qualified; Local Attributes: unqualified
Schema Location:
C:\Irina-Local\SVN-FpML\trunk\xml\reporting\fpml-main-5-3.xsd; see XML source
Includes Schemas (17):
Target Namespace:
Version:
$Revision: 8563 $
Defined Components:
Default Namespace-Qualified Form:
Local Elements: qualified; Local Attributes: unqualified
Schema Location:
C:\Irina-Local\SVN-FpML\trunk\xml\reporting\fpml-mktenv-5-3.xsd; see XML source
Includes Schemas (4):
Included in Schema:
Event Status messages.
Target Namespace:
Version:
$Revision: 8648 $
Defined Components:
Default Namespace-Qualified Form:
Local Elements: qualified; Local Attributes: unqualified
Schema Location:
C:\Irina-Local\SVN-FpML\trunk\xml\reporting\fpml-msg-5-3.xsd; see XML source
Imports Schema:
Includes Schema:
Included in Schemas (4):
Target Namespace:
Version:
$Revision: 8648 $
Defined Components:
Default Namespace-Qualified Form:
Local Elements: qualified; Local Attributes: unqualified
Schema Location:
C:\Irina-Local\SVN-FpML\trunk\xml\reporting\fpml-option-shared-5-3.xsd; see XML source
Includes Schema:
Included in Schemas (5):
Reconciliation messages.
Target Namespace:
Version:
$Revision: 8648 $
Defined Components:
Default Namespace-Qualified Form:
Local Elements: qualified; Local Attributes: unqualified
Schema Location:
C:\Irina-Local\SVN-FpML\trunk\xml\reporting\fpml-reconciliation-5-3.xsd; see XML source
Includes Schemas (3):
Included in Schemas (3):
Reporting messages.
Target Namespace:
Version:
$Revision: 8633 $
Defined Components:
Default Namespace-Qualified Form:
Local Elements: qualified; Local Attributes: unqualified
Schema Location:
C:\Irina-Local\SVN-FpML\trunk\xml\reporting\fpml-reporting-5-3.xsd; see XML source
Includes Schemas (2):
Included in Schema:
Target Namespace:
Version:
$Revision: 8563 $
Defined Components:
Default Namespace-Qualified Form:
Local Elements: qualified; Local Attributes: unqualified
Schema Location:
C:\Irina-Local\SVN-FpML\trunk\xml\reporting\fpml-return-swaps-5-3.xsd; see XML source
Includes Schema:
Included in Schema:
Target Namespace:
Version:
$Revision: 8563 $
Defined Components:
Default Namespace-Qualified Form:
Local Elements: qualified; Local Attributes: unqualified
Schema Location:
C:\Irina-Local\SVN-FpML\trunk\xml\reporting\fpml-riskdef-5-3.xsd; see XML source
Includes Schemas (3):
Included in Schemas (2):
Target Namespace:
Version:
$Revision: 8644 $
Defined Components:
Default Namespace-Qualified Form:
Local Elements: qualified; Local Attributes: unqualified
Schema Location:
C:\Irina-Local\SVN-FpML\trunk\xml\reporting\fpml-shared-5-3.xsd; see XML source
Includes Schema:
Included in Schemas (4):
Target Namespace:
Version:
$Revision: 7614 $
Defined Components:
Default Namespace-Qualified Form:
Local Elements: qualified; Local Attributes: unqualified
Schema Location:
C:\Irina-Local\SVN-FpML\trunk\xml\reporting\fpml-standard-5-3.xsd; see XML source
Includes Schemas (2):
Included in Schema:
Target Namespace:
Version:
$Revision: 8633 $
Defined Components:
Default Namespace-Qualified Form:
Local Elements: qualified; Local Attributes: unqualified
Schema Location:
C:\Irina-Local\SVN-FpML\trunk\xml\reporting\fpml-valuation-5-3.xsd; see XML source
Includes Schemas (4):
Included in Schemas (2):
Reporting messages.
Target Namespace:
Version:
$Revision: 8571 $
Defined Components:
Default Namespace-Qualified Form:
Local Elements: qualified; Local Attributes: unqualified
Schema Location:
C:\Irina-Local\SVN-FpML\trunk\xml\reporting\fpml-valuation-reporting-5-3.xsd; see XML source
Includes Schemas (2):
Included in Schemas (2):
Target Namespace:
Version:
$Revision: 8648 $
Defined Components:
Default Namespace-Qualified Form:
Local Elements: qualified; Local Attributes: unqualified
Schema Location:
C:\Irina-Local\SVN-FpML\trunk\xml\reporting\fpml-variance-swaps-5-3.xsd; see XML source
Includes Schema:
Included in Schema:
All Element Summary
absoluteTolerance Specifies the allowable quantity tolerance as an absolute quantity.
Type:
Content:
complex, 4 elements
Defined:
locally witnin OilDelivery complexType in fpml-com-5-3.xsd; see XML source
acceleratedOrMatured A deliverable obligation characteristic.
Type:
xsd:boolean
Content:
simple
Defined:
account Optional account information used to precisely define the origination and destination of financial instruments.
Type:
Content:
complex, 1 attribute, 4 elements
Defined:
accountBeneficiary A reference to the party beneficiary of the account.
Type:
Content:
empty, 1 attribute
Defined:
locally witnin Account complexType in fpml-shared-5-3.xsd; see XML source
accountId An account identifier.
Type:
Content:
simple, 1 attribute
Defined:
locally witnin Account complexType in fpml-shared-5-3.xsd; see XML source
accountName The name by which the account is known.
Type:
Content:
simple, 1 attribute
Defined:
locally witnin Account complexType in fpml-shared-5-3.xsd; see XML source
accountReference (defined in AccountReferenceOrPartyReference.model group) Reference to the subaccount definition in the Party list.
Type:
Content:
empty, 1 attribute
Defined:
accountReference (defined in OnBehalfOf complexType) Identifies the account(s) related to the party when they can be determined from the party alone, for example in a inter-book trade.
Type:
Content:
empty, 1 attribute
Defined:
accountReference (defined in PartyAndAccountReferences.model group) Reference to an account.
Type:
Content:
empty, 1 attribute
Defined:
accountReference (defined in PartyExposureCategory.model group)
Type:
Content:
empty, 1 attribute
Defined:
accountReference (defined in ReportContents complexType) The account for which this report was generated.
Type:
Content:
empty, 1 attribute
Defined:
accruedAmount The amount of payment accrued during this accrual period.
Type:
xsd:decimal
Content:
simple
Defined:
accruedInterest (defined in DeliverableObligations complexType) Indicates whether accrued interest is included (true) or not (false).
Type:
xsd:boolean
Content:
simple
Defined:
accruedInterest (defined in PendingPayment complexType) Accrued interest on the dividend or coupon payment.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
accruedInterest (in cashSettlementTerms) Indicates whether accrued interest is included (true) or not (false).
Type:
xsd:boolean
Content:
simple
Defined:
accruedInterestAmount
Type:
Content:
simple
Defined:
accruedInterestPrice Specifies the accrued interest that are part of the dirty price in the case of a fixed income security or a convertible bond.
Type:
xsd:decimal
Content:
simple
Defined:
activityProvider A reference to the party responsible for reporting trading activities.
Type:
Content:
empty, 1 attribute
Defined:
additionalAcknowledgements If true, then additional acknowledgements are applicable.
Type:
xsd:boolean
Content:
simple
Defined:
additionalCommodityForwardLeg
Type:
Content:
empty, 1 attribute
Abstract:
(may not be used directly in instance XML documents)
Defined:
globally in fpml-com-5-3.xsd; see XML source
Used:
additionalCommoditySwapLeg
Type:
Content:
empty, 1 attribute
Abstract:
(may not be used directly in instance XML documents)
Defined:
globally in fpml-com-5-3.xsd; see XML source
Used:
additionalData (defined in Exception.model group) Any string of additional data that may help the message processor, for example in a rejection message this might contain a code value or the text of the original request (within a CDATA section).
Type:
Content:
complex, 5 elements
Defined:
additionalData (defined in Reason complexType) Any string of additional data that may help the message processor, for example in a rejection message this might contain a code value or the text of any one of the messages (within a CDATA section).
Type:
Content:
complex, 5 elements
Defined:
locally witnin Reason complexType in fpml-msg-5-3.xsd; see XML source
additionalDisruptionEvents ISDA 2002 Equity Additional Disruption Events.
Type:
Content:
complex, 11 elements
Defined:
additionalDividends If present and true, then additional dividends are applicable.
Type:
xsd:boolean
Content:
simple
Defined:
additionalEvent The additionalEvent element is an extension/substitution point to customize FpML and add additional events.
Type:
Content:
empty
Abstract:
(may not be used directly in instance XML documents)
Defined:
Used:
additionalFixedPayments Specifies the events that will give rise to the payment a additional fixed payments.
Type:
Content:
complex, 3 elements
Defined:
additionalMarketDisruptionEvent To be used when marketDisruptionEvents is set to "Applicable" and additional market disruption events(s) apply to the default market disruption events of Section 7.4(d)(i) of the ISDA Commodity Definitions.
Type:
Content:
simple, 1 attribute
Defined:
additionalPayment (defined in NettedSwapBase complexType) Specifies additional payment(s) between the principal parties to the netted swap.
Type:
Content:
complex, 1 attribute, 7 elements
Defined:
additionalPayment (defined in Swap complexType) Additional payments between the principal parties.
Type:
Content:
complex, 2 attributes, 10 elements
Defined:
locally witnin Swap complexType in fpml-ird-5-3.xsd; see XML source
additionalPayment (in capFloor) Additional payments between the principal parties.
Type:
Content:
complex, 2 attributes, 10 elements
Defined:
locally witnin CapFloor complexType in fpml-ird-5-3.xsd; see XML source
additionalPayment (in returnSwap) Specifies additional payment(s) between the principal parties to the trade.
Type:
Content:
complex, 1 attribute, 7 elements
Defined:
additionalPaymentAmount Specifies the amount of the fee along with, when applicable, the formula that supports its determination.
Type:
Content:
complex, 2 elements
Defined:
additionalPaymentDate Specifies the value date of the fee payment/receipt.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
additionalTerm This element is used for representing information contained in the Additional Terms field of the 2003 Master Credit Derivatives confirm.
Type:
Content:
simple, 1 attribute
Defined:
locally witnin GeneralTerms complexType in fpml-cd-5-3.xsd; see XML source
additionalTerms Contains any additional terms to the swap contract.
Type:
Content:
complex, 1 element
Defined:
locally witnin Swap complexType in fpml-ird-5-3.xsd; see XML source
address A postal or street address.
Type:
Content:
complex, 5 elements
Defined:
adjustableDate (defined in AdjustableOrRelativeDate complexType) A date that shall be subject to adjustment if it would otherwise fall on a day that is not a business day in the specified business centers, together with the convention for adjusting the date.
Type:
Content:
complex, 1 attribute, 3 elements
Defined:
adjustableDate (defined in DividendPaymentDate complexType) A date that shall be subject to adjustment if it would otherwise fall on a day that is not a business day in the specified business centers, together with the convention for adjusting the date.
Type:
Content:
complex, 1 attribute, 3 elements
Defined:
adjustableDate (in startingDate) Date from which early termination clause can be exercised.
Type:
Content:
complex, 1 attribute, 3 elements
Defined:
adjustableDate (in valuationDate defined in EquityValuation complexType) A date that shall be subject to adjustment if it would otherwise fall on a day that is not a business day in the specified business centers, together with the convention for adjusting the date.
Type:
Content:
complex, 1 attribute, 3 elements
Defined:
adjustableDates (defined in AdjustableDatesOrRelativeDateOffset complexType) A series of adjustable dates
Type:
Content:
complex, 1 attribute, 3 elements
Defined:
adjustableDates (defined in AdjustableOrRelativeDates complexType) A series of dates that shall be subject to adjustment if they would otherwise fall on a day that is not a business day in the specified business centers, together with the convention for adjusting the date.
Type:
Content:
complex, 1 attribute, 3 elements
Defined:
adjustableDates (defined in AdjustableRelativeOrPeriodicDates complexType) A series of dates that shall be subject to adjustment if they would otherwise fall on a day that is not a business day in the specified business centers, together with the convention for adjusting the date.
Type:
Content:
complex, 1 attribute, 3 elements
Defined:
adjustableDates (defined in AdjustableRelativeOrPeriodicDates2 complexType) A series of dates that shall be subject to adjustment if they would otherwise fall on a day that is not a business day in the specified business centers, together with the convention for adjusting the date.
Type:
Content:
complex, 1 attribute, 3 elements
Defined:
adjustableDates (in cashSettlementPaymentDate) A series of dates that shall be subject to adjustment if they would otherwise fall on a day that is not a business day in the specified business centers, together with the convention for adjusting the date.
Type:
Content:
complex, 1 attribute, 3 elements
Defined:
adjustablePaymentDate (in initialPayment) A fixed payment date that shall be subject to adjustment in accordance with the applicable business day convention if it would otherwise fall on a day that is not a business day.
Type:
xsd:date
Content:
simple
Defined:
adjustablePaymentDate (in singlePayment) A fixed amount payment date that shall be subject to adjustment in accordance with the applicable business day convention if it would otherwise fall on a day that is not a business day.
Type:
xsd:date
Content:
simple
Defined:
locally witnin SinglePayment complexType in fpml-cd-5-3.xsd; see XML source
adjustedCashSettlementPaymentDate (in earlyTerminationEvent) The date on which the cash settlement amount is paid.
Type:
xsd:date
Content:
simple
Defined:
adjustedCashSettlementPaymentDate (in exerciseEvent) The date on which the cash settlement amount is paid.
Type:
xsd:date
Content:
simple
Defined:
adjustedCashSettlementPaymentDate (in mandatoryEarlyTerminationAdjustedDates) The date on which the cash settlement amount is paid.
Type:
xsd:date
Content:
simple
Defined:
adjustedCashSettlementValuationDate (in earlyTerminationEvent) The date by which the cash settlement amount must be agreed.
Type:
xsd:date
Content:
simple
Defined:
adjustedCashSettlementValuationDate (in exerciseEvent) The date by which the cash settlement amount must be agreed.
Type:
xsd:date
Content:
simple
Defined:
adjustedCashSettlementValuationDate (in mandatoryEarlyTerminationAdjustedDates) The date by which the cash settlement amount must be agreed.
Type:
xsd:date
Content:
simple
Defined:
adjustedDate (defined in AdjustableDate.model group) The date once the adjustment has been performed.
Type:
Content:
simple, 1 attribute
Defined:
adjustedDate (defined in AdjustableDate2 complexType) The date once the adjustment has been performed.
Type:
Content:
simple, 1 attribute
Defined:
adjustedDate (defined in AdjustableDates complexType) The date once the adjustment has been performed.
Type:
Content:
simple, 1 attribute
Defined:
adjustedDate (defined in AdjustedAndOrUnadjustedDate.model group)
Type:
xsd:date
Content:
simple
Defined:
adjustedDate (defined in RelativeDateOffset complexType) The date once the adjustment has been performed.
Type:
Content:
simple, 1 attribute
Defined:
adjustedEarlyTerminationDate (in cancellationEvent) The early termination date that is applicable if an early termination provision is exercised.
Type:
xsd:date
Content:
simple
Defined:
adjustedEarlyTerminationDate (in earlyTerminationEvent) The early termination date that is applicable if an early termination provision is exercised.
Type:
xsd:date
Content:
simple
Defined:
adjustedEarlyTerminationDate (in mandatoryEarlyTerminationAdjustedDates) The early termination date that is applicable if an early termination provision is exercised.
Type:
xsd:date
Content:
simple
Defined:
adjustedEffectiveDate The start date of the calculation period.
Type:
Content:
simple, 1 attribute
Defined:
locally witnin Fra complexType in fpml-ird-5-3.xsd; see XML source
adjustedEndDate (in calculationPeriod in calculationElements) Date that defines the end of the calculation period.
Type:
xsd:date
Content:
simple
Defined:
adjustedEndDate (in calculationPeriod in paymentCalculationPeriod) The calculation period end date, adjusted according to any relevant business day convention.
Type:
xsd:date
Content:
simple
Defined:
adjustedExerciseDate (in cancellationEvent) The date on which option exercise takes place.
Type:
xsd:date
Content:
simple
Defined:
adjustedExerciseDate (in earlyTerminationEvent) The date on which option exercise takes place.
Type:
xsd:date
Content:
simple
Defined:
adjustedExerciseDate (in exerciseEvent) The date on which option exercise takes place.
Type:
xsd:date
Content:
simple
Defined:
adjustedExerciseDate (in extensionEvent) The date on which option exercise takes place.
Type:
xsd:date
Content:
simple
Defined:
adjustedExerciseFeePaymentDate (in earlyTerminationEvent) The date on which the exercise fee amount is paid.
Type:
xsd:date
Content:
simple
Defined:
adjustedExerciseFeePaymentDate (in exerciseEvent) The date on which the exercise fee amount is paid.
Type:
xsd:date
Content:
simple
Defined:
adjustedExtendedTerminationDate The termination date if an extendible provision is exercised.
Type:
xsd:date
Content:
simple
Defined:
adjustedFixingDate The adjusted fixing date, i.e. the actual date the rate is observed.
Type:
xsd:date
Content:
simple
Defined:
adjustedFxSpotFixingDate The date on which the fx spot rate is observed.
Type:
xsd:date
Content:
simple
Defined:
adjustedPaymentDate (defined in NettedTradeCashflows.model group) The adjusted date in which the payments are being paid/received.
Type:
xsd:date
Content:
simple
Defined:
adjustedPaymentDate (defined in TradeCashflows.model group) The adjusted date in which the payments are being paid/received.
Type:
xsd:date
Content:
simple
Defined:
adjustedPaymentDate (in adjustedPaymentDates) The adjusted payment date.
Type:
xsd:date
Content:
simple
Defined:
adjustedPaymentDate (in initialPayment) The adjusted payment date.
Type:
xsd:date
Content:
simple
Defined:
adjustedPaymentDate (in payment in position in positionReport) The date on which this payment will settle.
Type:
xsd:date
Content:
simple
Defined:
adjustedPaymentDate (in paymentCalculationPeriod) The adjusted payment date.
Type:
xsd:date
Content:
simple
Defined:
adjustedPaymentDate (in singlePayment) The adjusted payment date.
Type:
xsd:date
Content:
simple
Defined:
locally witnin SinglePayment complexType in fpml-cd-5-3.xsd; see XML source
adjustedPaymentDates An optional cashflow-like structure allowing the equivalent representation of the periodic fixed payments in terms of a series of adjusted payment dates and amounts.
Type:
Content:
complex, 2 elements
Defined:
adjustedPrincipalExchangeDate The principal exchange date.
Type:
xsd:date
Content:
simple
Defined:
adjustedRelevantSwapEffectiveDate The effective date of the underlying swap associated with a given exercise date.
Type:
xsd:date
Content:
simple
Defined:
adjustedStartDate (in calculationPeriod in calculationElements) Date that defines the beginning of the calculation period.
Type:
xsd:date
Content:
simple
Defined:
adjustedStartDate (in calculationPeriod in paymentCalculationPeriod) The calculation period start date, adjusted according to any relevant business day convention.
Type:
xsd:date
Content:
simple
Defined:
adjustedTerminationDate The end date of the calculation period.
Type:
xsd:date
Content:
simple
Defined:
locally witnin Fra complexType in fpml-ird-5-3.xsd; see XML source
adjustment An adjustment factor, such as for vol smile/skew.
Type:
Content:
complex, 3 elements
Defined:
adjustmentValue The value of the dependent variable, the actual adjustment amount.
Type:
xsd:decimal
Content:
simple
Defined:
affectedPositions The positions affected by this fixing.
Type:
Content:
complex, 1 element
Defined:
affectedTransactions Trades affected by this event.
Type:
Content:
complex, 2 elements
Defined:
agreedAmount (in marginCallStatus) The agreedAmount block allows the responder to detail the undisputed amount for any Variation Margin requirement and/or Segregated Independent Amount requirement they may have received in the corresponding requestMargin message.
Type:
Content:
complex, 5 elements
Defined:
agreedAmount (in requestCollateralAcceptance) The agreedAmount block allows the responder to detail the undisputed amount for any Variation Margin requirement and/or Segregated Independent Amount requirement they may have received in the corresponding requestMargin message.
Type:
Content:
complex, 5 elements
Defined:
agreement An agrement that references the related party.
Type:
Content:
complex, 5 elements
Defined:
agreementDate The date on which the change was agreed.
Type:
xsd:date
Content:
simple
Defined:
agreementsRegardingHedging If true, then agreements regarding hedging are applicable.
Type:
xsd:boolean
Content:
simple
Defined:
algorithm
Type:
xsd:string
Content:
simple
Defined:
allDividends Represents the European Master Confirmation value of 'All Dividends' which, when applicable, signifies that, for a given Ex-Date, the daily observed Share Price for that day is adjusted (reduced) by the cash dividend and/or the cash value of any non cash dividend per Share (including Extraordinary Dividends) declared by the Issuer.
Type:
xsd:boolean
Content:
simple
Defined:
allegedCashflow (in nettedTradeCashflowsMatchResult) Cashflow (or set of cashflows for cross-currency swap) asserted by the "other side's" party.
Type:
Content:
complex, 6 elements
Defined:
allegedCashflow (in tradeCashflowsMatchResult) Cashflow (or set of cashflows for cross-currency swap) asserted by the "other side's" party.
Type:
Content:
complex, 6 elements
Defined:
allegedPosition Position asserted by the "other side's" party.
Type:
Content:
complex, 6 elements
Defined:
allGuarantees Indicates whether an obligation of the Reference Entity, guaranteed by the Reference Entity on behalf of a non-Affiliate, is to be considered an Obligation for the purpose of the transaction.
Type:
xsd:boolean
Content:
simple
Defined:
allocatedFraction The fractional allocation (0.45 = 45%) of the notional and "block" fees to this particular client subaccount.
Type:
xsd:decimal
Content:
simple
Defined:
locally witnin Allocation complexType in fpml-doc-5-3.xsd; see XML source
allocatedNotional The notional allocation (amount and currency) to this particular client account.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
locally witnin Allocation complexType in fpml-doc-5-3.xsd; see XML source
allocation
Type:
Content:
complex, 9 elements
Defined:
locally witnin Allocations complexType in fpml-doc-5-3.xsd; see XML source
allocations "Short-form" representation of allocations in which the key block economics are stated once within the trade structure, and the allocation data is contained in this allocations structure.
Type:
Content:
complex, 1 element
Defined:
locally witnin Trade complexType in fpml-doc-5-3.xsd; see XML source
allocationsCompleted When allocations for this trade were completely processed.
Type:
xsd:dateTime
Content:
simple
Defined:
allocationsSubmitted When allocations for this trade were submitted or received by this party.
Type:
xsd:dateTime
Content:
simple
Defined:
allocationsUpdated When allocations for this trade were most recently corrected.
Type:
xsd:dateTime
Content:
simple
Defined:
allocationTradeId (defined in PartyTradeIdentifier complexType) The trade id of the allocated trade.
Type:
Content:
complex, 1 attribute, 4 elements
Defined:
allocationTradeId (in allocation) Unique ID for the allocation.
Type:
Content:
complex, 1 attribute, 4 elements
Defined:
locally witnin Allocation complexType in fpml-doc-5-3.xsd; see XML source
amendment
Type:
Content:
complex, 5 elements
Defined:
amendmentDate A date on which the agreement was amended.
Type:
xsd:date
Content:
simple
Defined:
amendmentEffectiveDate The date on which the Amendment becomes effective
Type:
xsd:date
Content:
simple
Defined:
amendmentTradeDate The date on which the the parties enter into the Amendment transaction
Type:
xsd:date
Content:
simple
Defined:
americanExercise The parameters for defining the exercise period for an American style option together with any rules governing the notional amount of the underlying which can be exercised on any given exercise date and any associated exercise fees.
Type:
Content:
complex, 1 attribute, 8 elements
Subst.Gr:
may substitute for element exercise
Defined:
Used:
never
americanExercise (in exercise in commodityOption) The parameters for defining the exercise period for an American style option together with the rules governing the quantity of the commodity that can be exercised on any given exercise date.
Type:
Content:
complex, 1 attribute, 6 elements
Defined:
americanExercise (in fxDigitalOption) The parameters for defining the exercise period for an American style option.
Type:
Content:
complex, 1 attribute, 5 elements
Defined:
americanExercise (in fxOption) The parameters for defining the exercise period for an American style option.
Type:
Content:
complex, 1 attribute, 6 elements
Defined:
locally witnin FxOption complexType in fpml-fx-5-3.xsd; see XML source
americanExercise (in physicalExercise) The parameters for defining the expiration date(s) and time(s) for an American style option.
Type:
Content:
complex, 1 attribute, 6 elements
Defined:
amount (defined in ActualPrice complexType) Specifies the net price amount.
Type:
xsd:decimal
Content:
simple
Defined:
amount (defined in CashflowNotional complexType) The quantity of notional (in currency or other units).
Type:
xsd:decimal
Content:
simple
Defined:
amount (defined in DeliverReturn.model group)
Type:
Content:
simple
Defined:
amount (defined in Money complexType) The monetary quantity in currency units.
Type:
xsd:decimal
Content:
simple
Defined:
locally witnin Money complexType in fpml-shared-5-3.xsd; see XML source
amount (defined in NonNegativeMoney complexType) The non negative monetary quantity in currency units.
Type:
Content:
simple
Defined:
amount (defined in PendingPayment complexType) The amount of the dividend or coupon payment.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
amount (defined in PositiveMoney complexType) The positive monetary quantity in currency units.
Type:
Content:
simple
Defined:
amount (defined in VarianceLeg complexType) Specifies, in relation to each Equity Payment Date, the amount to which the Equity Payment Date relates.
Type:
Content:
complex, 6 elements
Defined:
amount (in correlationLeg) Specifies, in relation to each Equity Payment Date, the Equity Amount to which the Equity Payment Date relates.
Type:
Content:
complex, 6 elements
Defined:
amount (in featurePayment) The monetary quantity in currency units.
Type:
Content:
simple
Defined:
amount (in letterOfCredit)
Type:
Content:
simple
Defined:
amount (in returnLeg) Specifies, in relation to each Payment Date, the amount to which the Payment Date relates.
Type:
Content:
complex, 11 elements
Defined:
amount (in threshold)
Type:
Content:
simple
Defined:
amount (in transferRounding)
Type:
Content:
simple
Defined:
amountRelativeTo (defined in Price complexType) The href attribute value will be a pointer style reference to the element or component elsewhere in the document where the anchor amount is defined.
Type:
Content:
empty, 1 attribute
Defined:
locally witnin Price complexType in fpml-asset-5-3.xsd; see XML source
amountRelativeTo (in fxConversion)
Type:
Content:
empty, 1 attribute
Defined:
amountRelativeTo (in principalExchangeAmount in principalExchangeDescriptions) Reference to an amount defined elsewhere in the document.
Type:
Content:
empty, 1 attribute
Defined:
applicable (defined in NotDomesticCurrency complexType) Indicates whether the not domestic currency provision is applicable.
Type:
xsd:boolean
Content:
simple
Defined:
applicable (defined in PCDeliverableObligationCharac complexType) Indicates whether the provision is applicable.
Type:
xsd:boolean
Content:
simple
Defined:
applicable (defined in Restructuring complexType) Indicates whether the restructuring provision is applicable.
Type:
xsd:boolean
Content:
simple
Defined:
applicable (defined in SpecifiedCurrency complexType) Indicates whether the specified currency provision is applicable.
Type:
xsd:boolean
Content:
simple
Defined:
applicable (in failureToPay defined in CreditEvents complexType) Indicates whether the failure to pay provision is applicable.
Type:
xsd:boolean
Content:
simple
Defined:
applicable (in gracePeriodExtension) Indicates whether the grace period extension provision is applicable.
Type:
xsd:boolean
Content:
simple
Defined:
applicable (in systemFirm) Indicates that the trade is for a System Firm product.
Type:
xsd:boolean
Content:
simple
Defined:
applicable (in transfer) Indicates that the oil product will be delivered by title transfer.
Type:
xsd:boolean
Content:
simple
Defined:
applicable (in unitFirm) Indicates that the trade is for a Unit Firm product.
Type:
xsd:boolean
Content:
simple
Defined:
applicableDay Specifies the Applicable Day with respect to a range of Settlement Periods.
Type:
Content:
simple
Defined:
approval
Type:
Content:
complex, 3 elements
Defined:
locally witnin Approvals complexType in fpml-doc-5-3.xsd; see XML source
approvals A container for approval states in the workflow.
Type:
Content:
complex, 1 element
Defined:
approver The full name or identifiying ID of the relevant approver.
Type:
xsd:normalizedString
Content:
simple
Defined:
locally witnin Approval complexType in fpml-doc-5-3.xsd; see XML source
ash The ash content of the coal product.
Type:
Content:
complex, 2 elements
Defined:
ashFusionTemperature The temperature at which the ash form of the coal product fuses completely in accordance with the ASTM International D1857 Standard Test Methodology.
Type:
Content:
complex, 2 elements
Defined:
asian (in feature defined in Feature.model group) An option where and average price is taken on valuation.
Type:
Content:
complex, 4 elements
Defined:
asian (in feature defined in OptionBaseExtended complexType) An option where and average price is taken on valuation.
Type:
Content:
complex, 4 elements
Defined:
asian (in features in fxOption)
Type:
Content:
complex, 8 elements
Defined:
ask A price "asked" by a seller for an asset, i.e. the price at which a seller is willing to sell.
Type:
xsd:decimal
Content:
simple
Defined:
asOfDate (defined in PortfolioDefinition complexType)
Type:
xsd:date
Content:
simple
Defined:
asOfDate (defined in TradeCashflowsDefinition.model group) The date and time at which the set of cashflows was defined.
Type:
xsd:dateTime
Content:
simple
Defined:
asOfDate (in eventActivityReport) The date for which this document reports positions and valuations.
Type:
Content:
simple, 1 attribute
Defined:
asOfDate (in exposureReport) The date for which this report was generated.
Type:
Content:
simple, 1 attribute
Defined:
asOfDate (in partyReport) The date for which this report was generated.
Type:
Content:
simple, 1 attribute
Defined:
asOfDate (in positionActivityReport) The date for which this document reports positions and valuations.
Type:
Content:
simple, 1 attribute
Defined:
asOfDate (in positionReport) The date for which this document reports positions and valuations.
Type:
Content:
simple, 1 attribute
Defined:
asOfDate (in requestPortfolio) The date for which this request desires positions and valuations.
Type:
Content:
simple, 1 attribute
Defined:
asOfDate (in requestPositionReport) The date for which this request desires positions and valuations.
Type:
Content:
simple, 1 attribute
Defined:
asOfDate (in requestValuationReport) The date for which this report is requested.
Type:
Content:
simple, 1 attribute
Defined:
asOfDate (in resetReport) The date for which this request was generated.
Type:
Content:
simple, 1 attribute
Defined:
asOfDate (in terminatingEventsReport) The date for which this document reports positions and valuations.
Type:
Content:
simple, 1 attribute
Defined:
asOfDate (in valuationReport) The date for which this request was generated.
Type:
Content:
simple, 1 attribute
Defined:
asOfTime The time for which this report was generated (i.e., the cut-off time of the report).
Type:
xsd:time
Content:
simple
Defined:
assertedCashflow (in nettedTradeCashflowsMatchResult) Cashflow (or set of cashflows for cross-currency swap) asserted by one of the parties.
Type:
Content:
complex, 6 elements
Defined:
assertedCashflow (in tradeCashflowsMatchResult) Cashflow (or set of cashflows for cross-currency swap) asserted by one of the parties.
Type:
Content:
complex, 6 elements
Defined:
assertedPosition Position asserted by one of the parties.
Type:
Content:
complex, 6 elements
Defined:
asset A reference to the asset whose volatility is modeled.
Type:
Content:
empty, 1 attribute
Defined:
assetClass (defined in Product.model group) A classification of the risk class of the trade.
Type:
Content:
simple, 1 attribute
Defined:
assetClass (defined in ProductExposureCategory.model group)
Type:
Content:
simple, 1 attribute
Defined:
assetClass (defined in ReportContents complexType) A classification of the risk class of the trade.
Type:
Content:
simple, 1 attribute
Defined:
assetQuote A collection of valuations (quotes) for the assets needed in the set.
Type:
Content:
complex, 2 attributes, 3 elements
Defined:
assetReference (defined in ScheduledDate complexType) A reference to the leg (or other product component) for which these dates occur.
Type:
Content:
empty, 1 attribute
Defined:
assetReference (in benchmarkPricingMethod) The asset whose price is required.
Type:
Content:
empty, 1 attribute
Defined:
assetReference (in cash defined in ProposedCollateralDeliveryReturn complexType) Refers to the asset which specifies the currency of the cash being delivered or returned.
Type:
Content:
empty, 1 attribute
Defined:
assetReference (in forwardCurve) A reference to the rate index whose forwards are modeled.
Type:
Content:
empty, 1 attribute
Defined:
assetReference (in security)
Type:
Content:
empty, 1 attribute
Defined:
assets (defined in SubstituteReturnConfirmationStatus complexType) The list of assets being moved.
Type:
Content:
complex, 1 element
Defined:
assets (in collateralProposalStatus) The list of assets to be moved.
Type:
Content:
complex, 1 element
Defined:
assets (in requestCollateralAcceptance) The list of assets to be moved.
Type:
Content:
complex, 1 element
Defined:
assets (in requestMargin) The list of assets to be moved.
Type:
Content:
complex, 1 element
Defined:
assets (in requestSubstitution) The list of assets being moved.
Type:
Content:
complex, 1 element
Defined:
assets (in substitutionStatus) The list of assets being moved.
Type:
Content:
complex, 1 element
Defined:
assetValuation Valuations reported in this valuation set.
Type:
Content:
complex, 2 attributes, 4 elements
Defined:
assignableLoan A deliverable obligation characteristic.
Type:
Content:
complex, 2 elements
Defined:
associatedValue The value that is associated with the scheduled date.
Type:
Content:
complex, 2 attributes, 4 elements
Defined:
associatedValueReference A reference to the value associated with this scheduled date.
Type:
Content:
empty, 1 attribute
Defined:
attachment A human readable document related to this transaction, for example a confirmation.
Type:
Content:
complex, 12 elements
Defined:
attachmentPoint Lower bound percentage of the loss that the Tranche can endure, expressed as a decimal.
Type:
xsd:decimal
Content:
simple
Defined:
locally witnin Tranche complexType in fpml-cd-5-3.xsd; see XML source
attachmentReference Provides a place to put a reference to an attachment on an HTTP message, such as is used by SOAP with Attachments and ebXML.
Type:
Content:
empty, 1 attribute
Defined:
automaticExercise (defined in EquityExerciseValuationSettlement complexType) If true then each option not previously exercised will be deemed to be exercised at the expiration time on the expiration date without service of notice unless the buyer notifies the seller that it no longer wishes this to occur.
Type:
xsd:boolean
Content:
simple
Defined:
automaticExercise (defined in ExerciseProcedure complexType) If automatic is specified then the notional amount of the underlying swap, not previously exercised under the swaption will be automatically exercised at the expriration time on the expiration date if at such time the buyer is in-the-money, provided that the difference between the settlement rate and the fixed rate under the relevant underlying swap is not less than the specified threshold rate.
Type:
Content:
complex, 1 element
Defined:
automaticExercise (in exercise in commodityOption) Specifies whether or not Automatic Exercise applies to a Commodity Option Transaction.
Type:
xsd:boolean
Content:
simple
Defined:
automaticExercise (in exerciseProcedure in optionExpiry defined in Events.model group) If automatic is specified then the notional amount of the underlying swap, not previously exercised under the swaption will be automatically exercised at the expriration time on the expiration date if at such time the buyer is in-the-money, provided that the difference between the settlement rate and the fixed rate under the relevant underlying swap is not less than the specified threshold rate.
Type:
Content:
empty
Defined:
automaticExercise (in physicalExercise) Specifies whether or not Automatic Exercise applies to a Commodity Option Transaction.
Type:
xsd:boolean
Content:
simple
Defined:
averaged The value is calculated by perturbing by the perturbationAmount and then the negative of the perturbationAmount and then averaging the two values (i.e. the value is half of the difference between perturbing up and perturbing down).
Type:
xsd:boolean
Content:
simple
Defined:
averageDailyTradingVolume The average amount of individual securities traded in a day or over a specified amount of time.
Type:
Content:
complex, 2 elements
Defined:
averageRateWeightingFactor An optional factor that can be used for weighting certain observation dates.
Type:
xsd:decimal
Content:
simple
Defined:
averagingDates Averaging Dates used in the swap.
Type:
Content:
complex, 4 elements
Defined:
averagingDateTimes An unweighted list of averaging observation date and times.
Type:
Content:
complex, 1 element
Defined:
averagingInOut
Type:
Content:
simple
Defined:
averagingMethod (defined in CommodityFx complexType) The parties may specify a Method of Averaging when averaging of the FX rate is applicable.
Type:
Content:
simple
Defined:
locally witnin CommodityFx complexType in fpml-com-5-3.xsd; see XML source
averagingMethod (defined in FloatingRateCalculation complexType) If averaging is applicable, this component specifies whether a weighted or unweighted average method of calculation is to be used.
Type:
Content:
simple
Defined:
averagingMethod (in calculation in floatingLeg) The parties may specify a Method of Averaging where more than one pricing Dates is being specified as being applicable.
Type:
Content:
simple
Defined:
averagingMethod (in commodityOption) The Method of Averaging if there is more than one Pricing Date.
Type:
Content:
simple
Defined:
averagingObservation A single weighted averaging observation.
Type:
Content:
complex, 3 elements
Defined:
averagingObservations A weighted list of averaging observation date and times.
Type:
Content:
complex, 1 element
Defined:
averagingPeriodFrequency The frequency at which averaging period occurs with the regular part of the valuation schedule and their roll date convention.
Type:
Content:
complex, 1 attribute, 3 elements
Defined:
averagingPeriodIn The averaging in period.
Type:
Content:
complex, 4 elements
Defined:
averagingPeriodOut The averaging out period.
Type:
Content:
complex, 4 elements
Defined:
balanceOfFirstPeriod If true, indicates that that the first Calculation Period should run from the Effective Date to the end of the calendar period in which the Effective Date falls, e.g.
Type:
xsd:boolean
Content:
simple
Defined:
bankruptcy
Type:
Content:
empty
Subst.Gr:
may substitute for element creditEvent
Defined:
Used:
never
bankruptcy (defined in CreditEvents complexType) A credit event.
Type:
xsd:boolean
Content:
simple
Defined:
barrier (in feature defined in Feature.model group) An option with a barrier feature.
Type:
Content:
complex, 2 elements
Defined:
barrier (in feature defined in OptionBaseExtended complexType) An option with a barrier feature.
Type:
Content:
complex, 2 elements
Defined:
barrier (in features in fxOption)
Type:
Content:
complex, 6 elements
Defined:
barrier (in features in fxOption)
Type:
Content:
complex, 6 elements
Defined:
barrierCap A trigger level approached from beneath.
Type:
Content:
complex, 4 elements
Defined:
barrierFloor A trigger level approached from above.
Type:
Content:
complex, 4 elements
Defined:
barrierType This specifies whether the option becomes effective ("knock-in") or is annulled ("knock-out") when the respective trigger event occurs.
Type:
Content:
simple
Defined:
base64Binary (defined in AdditionalData complexType) Provides extra information as binary contents coded in base64.
Type:
xsd:base64Binary
Content:
simple
Defined:
base64Binary (defined in ExternalDocument complexType) Provides extra information as binary contents coded in base64.
Type:
xsd:base64Binary
Content:
simple
Defined:
base64Binary (defined in Resource complexType) Provides extra information as binary contents coded in base64.
Type:
xsd:base64Binary
Content:
simple
Defined:
locally witnin Resource complexType in fpml-shared-5-3.xsd; see XML source
baseAccount A reference to the party from whose perspective the position is valued, ie. the owner or holder of the position.
Type:
Content:
empty, 1 attribute
Defined:
baseCurrency (in disputeNotification) Denomination currency as specified in the margin agreement.
Type:
Content:
simple, 1 attribute
Defined:
baseCurrency (in marginCallStatus) Denomination currency as specified in the margin agreement.
Type:
Content:
simple, 1 attribute
Defined:
baseCurrency (in requestMargin) Denomination currency as specified in the margin agreement.
Type:
Content:
simple, 1 attribute
Defined:
baseDate The base date for which the structure applies, i.e. the curve date.
Type:
Content:
simple, 1 attribute
Defined:
baseParty (defined in ReportingRoles complexType) A reference to the party from whose perspective the position is valued, ie. the owner or holder of the position.
Type:
Content:
empty, 1 attribute
Defined:
baseParty (in valuationSet) Reference to the party from whose point of view the assets are valued.
Type:
Content:
empty, 1 attribute
Defined:
basePath XPath to the element in the base object.
Type:
xsd:string
Content:
simple
Defined:
baseValuationScenario An (optional) reference to a valuation scenario from which this one is derived.
Type:
Content:
empty, 1 attribute
Defined:
baseValue The value of the element in the base object.
Type:
xsd:string
Content:
simple
Defined:
baseYieldCurve A reference to the yield curve values used as a basis for this credit curve valuation.
Type:
Content:
empty, 1 attribute
Defined:
basket Defines the underlying asset when it is a basket.
Type:
Content:
complex, 1 attribute, 6 elements
Subst.Gr:
may substitute for element underlyingAsset
Defined:
Used:
never
basket (defined in Underlyer complexType) Describes the swap's underlyer when it has multiple asset components.
Type:
Content:
complex, 1 attribute, 6 elements
Defined:
locally witnin Underlyer complexType in fpml-asset-5-3.xsd; see XML source
basketAmount DEPRECATED.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
basketConstituent Describes each of the components of the basket.
Type:
Content:
complex, 1 attribute, 7 elements
Defined:
locally witnin Basket complexType in fpml-asset-5-3.xsd; see XML source
basketCurrency Specifies the currency for this basket.
Type:
Content:
simple, 1 attribute
Defined:
locally witnin Basket complexType in fpml-asset-5-3.xsd; see XML source
basketDivisor Specifies the basket divisor amount.
Type:
xsd:decimal
Content:
simple
Defined:
locally witnin Basket complexType in fpml-asset-5-3.xsd; see XML source
basketId A CDS basket identifier
Type:
Content:
simple, 1 attribute
Defined:
basketName The name of the basket expressed as a free format string.
Type:
Content:
simple, 1 attribute
Defined:
basketPercentage The relative weight of each respective basket constituent, expressed in percentage.
Type:
Content:
simple
Defined:
basketReferenceInformation This element contains all the terms relevant to defining the Credit Default Swap Basket.
Type:
Content:
complex, 6 elements
Defined:
locally witnin GeneralTerms complexType in fpml-cd-5-3.xsd; see XML source
benchmarkPricingMethod The pricing structure used to quote a benchmark instrument.
Type:
Content:
complex, 2 elements
Defined:
locally witnin Market complexType in fpml-riskdef-5-3.xsd; see XML source
benchmarkQuotes A collection of benchmark instruments and quotes used as inputs to the pricing models.
Type:
Content:
complex, 2 elements
Defined:
locally witnin Market complexType in fpml-riskdef-5-3.xsd; see XML source
beneficiary (in settlementInstruction) The ultimate beneficiary of the funds.
Type:
Content:
complex, 4 elements
Defined:
beneficiary (in splitSettlement) The ultimate beneficiary of the funds.
Type:
Content:
complex, 3 elements
Defined:
beneficiaryBank (in settlementInstruction) The bank that acts for the ultimate beneficiary of the funds in receiving payments.
Type:
Content:
complex, 4 elements
Defined:
beneficiaryBank (in splitSettlement) The bank that acts for the ultimate beneficiary of the funds in receiving payments.
Type:
Content:
complex, 3 elements
Defined:
beneficiaryPartyReference Link to the party acting as beneficiary.
Type:
Content:
empty, 1 attribute
Defined:
bermudaExercise The parameters for defining the exercise period for a Bermuda style option together with any rules governing the notional amount of the underlying which can be exercised on any given exercise date and any associated exercise fees.
Type:
Content:
complex, 1 attribute, 7 elements
Subst.Gr:
may substitute for element exercise
Defined:
Used:
never
bermudaExerciseDates (in bermudaExercise) The dates the define the Bermuda option exercise dates and the expiration date.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
bermudaExerciseDates (in equityBermudaExercise) List of Exercise Dates for a Bermuda option.
Type:
Content:
complex, 1 element
Defined:
bid A price "bid" by a buyer for an asset, i.e. the price a buyer is willing to pay.
Type:
xsd:decimal
Content:
simple
Defined:
blockTradeId The trade id of the block trade.
Type:
Content:
complex, 1 attribute, 4 elements
Defined:
boardOfDirectorsApproval If the exempted counterparties are registered with the SEC did their Board of Directors (or alternative governance body for non-corporate end users) approve the exemption from clearing?.
Type:
xsd:boolean
Content:
simple
Defined:
bond Identifies the underlying asset when it is a series or a class of bonds.
Type:
Content:
complex, 1 attribute, 16 elements
Subst.Gr:
may substitute for element underlyingAsset
Defined:
Used:
bondOption A component describing a Bond Option product.
Type:
Content:
complex, 1 attribute, 24 elements
Subst.Gr:
may substitute for element product
Defined:
Used:
never
bondReference Reference to a bond underlyer to represent an asset swap or Condition Precedent Bond.
Type:
Content:
complex, 3 elements
Defined:
borrower
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
locally witnin Loan complexType in fpml-asset-5-3.xsd; see XML source
borrowerReference
Type:
Content:
empty, 1 attribute
Defined:
locally witnin Loan complexType in fpml-asset-5-3.xsd; see XML source
bothDirections (defined in InterestDirection complexType)
Type:
Content:
complex, 3 elements
Defined:
bothDirections (defined in InterestStatementDirection complexType)
Type:
Content:
complex, 1 element
Defined:
boundedCorrelation Bounded Correlation.
Type:
Content:
complex, 2 elements
Defined:
boundedVariance Conditions which bound variance.
Type:
Content:
complex, 4 elements
Defined:
breakFeeElection Defines the fee type.
breakFeeRate
Type:
Content:
simple
Defined:
breakFundingRecovery A Boolean element used for specifying whether the Break Funding Recovery detailed in the agreement will apply.
Type:
xsd:boolean
Content:
simple
Defined:
brokerageFee
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
brokerConfirmation Specifies the deails for a broker confirm.
Type:
Content:
complex, 1 element
Defined:
brokerConfirmationType The type of broker confirmation executed between the parties.
Type:
Content:
simple, 1 attribute
Defined:
brokerEquityOption A component describing a Broker View of an Equity Option.
Type:
Content:
complex, 1 attribute, 22 elements
Subst.Gr:
may substitute for element product
Defined:
globally in fpml-eqd-5-3.xsd; see XML source
Used:
never
brokerNotes
Type:
xsd:string
Content:
simple
Defined:
brokerPartyReference Identifies that party (or parties) that brokered this trade.
Type:
Content:
empty, 1 attribute
Defined:
locally witnin Trade complexType in fpml-doc-5-3.xsd; see XML source
BTUperLB The number of British Thermal Units per Pound of the coal product.
Type:
Content:
complex, 2 elements
Defined:
btuQualityAdjustment The Quality Adjustment formula to be used where the Actual Shipment BTU/Lb value differs from the Standard BTU/Lb value.
Type:
Content:
simple, 1 attribute
Defined:
buildDateTime The date and time when the pricing input was generated.
Type:
xsd:dateTime
Content:
simple
Defined:
bulletPayment A product to represent a single known payment.
Type:
Content:
complex, 1 attribute, 4 elements
Subst.Gr:
may substitute for element product
Defined:
globally in fpml-ird-5-3.xsd; see XML source
Used:
never
bullionPhysicalLeg The physical leg of a Commodity Forward Transaction for which the underlyer is Bullion.
Type:
Content:
complex, 1 attribute, 10 elements
Defined:
bullionType The type of Bullion underlying a Bullion Transaction.
Type:
Content:
simple
Defined:
businessCalendar (defined in CommodityBusinessCalendarTime complexType) Identifies a commodity business day calendar.
Type:
Content:
simple, 1 attribute
Defined:
businessCalendar (defined in CommodityPricingDates complexType) Identifies a commodity business day calendar from which the pricing dates will be generated.
Type:
Content:
simple, 1 attribute
Defined:
businessCenter (defined in BusinessCenterTime complexType)
Type:
Content:
simple, 2 attributes
Defined:
businessCenter (defined in ExerciseNotice complexType)
Type:
Content:
simple, 2 attributes
Defined:
businessCenter (defined in QuoteLocation.model group) A city or other business center.
Type:
Content:
simple, 2 attributes
Defined:
businessCenter (in businessCenters)
Type:
Content:
simple, 2 attributes
Defined:
businessCenter (in creditEventNotice defined in CreditEvents complexType) Inclusion of this business center element implies that Greenwich Mean Time in Section 3.3 of the 2003 ISDA Credit Derivatives Definitions is replaced by the local time of the city indicated by the businessCenter element value.
Type:
Content:
simple, 2 attributes
Defined:
businessCenters
Type:
Content:
complex, 1 attribute, 1 element
Defined:
businessCentersReference A pointer style reference to a set of financial business centers defined elsewhere in the document.
Type:
Content:
empty, 1 attribute
Defined:
businessDateRange A range of contiguous business days.
Type:
Content:
complex, 5 elements
Defined:
businessDayConvention (defined in BusinessDayAdjustments complexType) The convention for adjusting a date if it would otherwise fall on a day that is not a business day.
Type:
Content:
simple
Defined:
businessDayConvention (defined in DateOffset complexType) The convention for adjusting a date if it would otherwise fall on a day that is not a business day.
Type:
Content:
simple
Defined:
businessDayConvention (defined in RelativeDateOffset complexType) The convention for adjusting a date if it would otherwise fall on a day that is not a business day.
Type:
Content:
simple
Defined:
businessDayConvention (in businessDateRange) The convention for adjusting a date if it would otherwise fall on a day that is not a business day.
Type:
Content:
simple
Defined:
businessDayConvention (in finalCalculationPeriodDateAdjustment) Override business date convention.
Type:
Content:
simple
Defined:
businessDayConvention (in fxFixingDate) The convention for adjusting a date if it would otherwise fall on a day that is not a business day.
Type:
Content:
simple
Defined:
locally witnin FxFixingDate complexType in fpml-ird-5-3.xsd; see XML source
businessDays (defined in SingleValuationDate complexType) A number of business days.
Type:
xsd:nonNegativeInteger
Content:
simple
Defined:
businessDays (in physicalSettlementPeriod) A number of business days.
Type:
xsd:nonNegativeInteger
Content:
simple
Defined:
businessDaysNotSpecified An explicit indication that a number of business days are not specified and therefore ISDA fallback provisions should apply.
Type:
xsd:boolean
Content:
simple
Defined:
businessDaysThereafter The number of business days between successive valuation dates when multiple valuation dates are applicable for cash settlement.
Type:
xsd:positiveInteger
Content:
simple
Defined:
businessProcess
Type:
Content:
simple, 1 attribute
Defined:
businessUnit Optional organization unit information used to describe the organization units (e.g. trading desks) involved in a transaction or business process .
Type:
Content:
complex, 1 attribute, 4 elements
Defined:
locally witnin Party complexType in fpml-shared-5-3.xsd; see XML source
businessUnitReference (in person) The unit for which the indvidual works.
Type:
Content:
empty, 1 attribute
Defined:
locally witnin Person complexType in fpml-shared-5-3.xsd; see XML source
businessUnitReference (in relatedBusinessUnit) The unit that is related to this.
Type:
Content:
empty, 1 attribute
Defined:
buyer (defined in Strike complexType) The buyer of the option
Type:
Content:
simple, 1 attribute
Defined:
locally witnin Strike complexType in fpml-shared-5-3.xsd; see XML source
buyer (defined in StrikeSchedule complexType) The buyer of the option
Type:
Content:
simple, 1 attribute
Defined:
buyerAccountReference A reference to the account that buys this instrument.
Type:
Content:
empty, 1 attribute
Defined:
buyerHub The hub code of the gas buyer.
Type:
Content:
complex, 3 elements
Defined:
locally witnin GasDelivery complexType in fpml-com-5-3.xsd; see XML source
buyerPartyReference (defined in BuyerSeller.model group) A reference to the party that buys this instrument, ie. pays for this instrument and receives the rights defined by it.
Type:
Content:
empty, 1 attribute
Defined:
buyerPartyReference (in notifyingParty)
Type:
Content:
empty, 1 attribute
Defined:
calculatedRate (in calculationElements) The computed rate(s) or price(s) used to calculate the amount of this cashflow component.
Type:
Content:
complex, 1 attribute, 6 elements
Defined:
calculatedRate (in floatingRateDefinition) The final calculated rate for a calculation period after any required averaging of rates A calculated rate of 5% would be represented as 0.05.
Type:
xsd:decimal
Content:
simple
Defined:
calculatedRateReference Reference to the fixing details defined somewhere in the document.
Type:
Content:
empty, 1 attribute
Defined:
calculatedValue The value computed based on averaging the underlying observation and applying any spreads, multipliers, and cap and floors values. average or treated value computed based on the underlyer observations, following the calculation rules.
Type:
xsd:decimal
Content:
simple
Defined:
calculation (in calculationPeriodAmount) The parameters used in the calculation of fixed or floaring rate calculation period amounts.
Type:
Content:
complex, 8 elements
Defined:
calculation (in floatingLeg) Defines details relevant to the calculation of the floating price.
Type:
Content:
complex, 7 elements
Defined:
calculationAgent (defined in CalculationAgent.model group) The ISDA calculation agent responsible for performing duties as defined in the applicable product definitions.
Type:
Content:
complex, 2 elements
Defined:
calculationAgent (in mandatoryEarlyTermination) The ISDA Calculation Agent responsible for performing duties associated with an optional early termination.
Type:
Content:
complex, 2 elements
Defined:
calculationAgent (in optionalEarlyTermination defined in OptionalEarlyTermination.model group) The ISDA Calculation Agent responsible for performing duties associated with an optional early termination.
Type:
Content:
complex, 2 elements
Defined:
calculationAgent (in swaption) The ISDA Calculation Agent responsible for performing duties associated with an optional early termination.
Type:
Content:
complex, 2 elements
Defined:
locally witnin Swaption complexType in fpml-ird-5-3.xsd; see XML source
calculationAgentBusinessCenter The city in which the office through which ISDA Calculation Agent is acting for purposes of the transaction is located The short-form confirm for a trade that is executed under a Sovereign or Asia Pacific Master Confirmation Agreement ( MCA ), does not need to specify the Calculation Agent.
Type:
Content:
simple, 2 attributes
Defined:
calculationAgentDetermination The calculation agent will decide the rate.
Type:
Content:
complex, 2 elements
Defined:
calculationAgentParty The ISDA calculation agent responsible for performing duties as defined in the applicable product definitions.
Type:
Content:
simple
Defined:
calculationAgentPartyReference A pointer style reference to a party identifier defined elsewhere in the document.
Type:
Content:
empty, 1 attribute
Defined:
calculationAmount (defined in ProtectionTerms complexType) The notional amount of protection coverage.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
calculationAmount (in fixedAmountCalculation) The notional amount used in the calculation of fixed amounts where an amount is calculated on a formula basis, i.e. fixed amount = fixed rate payer calculation amount x fixed rate x fixed rate day count fraction.
Type:
Content:
complex, 1 attribute, 3 elements
Defined:
calculationDate
Type:
xsd:date
Content:
simple
Defined:
calculationDates (defined in CalculatedAmount complexType) Specifies the date on which a calculation or an observation will be performed for the purpose of calculating the amount.
Type:
Content:
complex, 1 attribute, 3 elements
Defined:
calculationDates (defined in CommodityCalculationPeriods.model group) The Calculation Period dates for this leg of the trade where the Calculation Periods are all one day long, typically a physically-settled emissions or metals trade.
Type:
Content:
complex, 1 attribute, 3 elements
Defined:
calculationDates (defined in LegAmount complexType) Specifies the date on which a calculation or an observation will be performed for the purpose of defining the Equity Amount, and in accordance to the definition terms of this latter.
Type:
Content:
complex, 1 attribute, 3 elements
Defined:
calculationDetails (defined in PaymentMatching complexType) The set of cash flow components with calculations that comprise this payment.
Type:
Content:
complex, 3 elements
Defined:
calculationDetails (in payment in position in positionReport) The set of cash flow components with calculations that comprise this payment.
Type:
Content:
complex, 3 elements
Defined:
calculationElements
Type:
Content:
complex, 5 elements
Defined:
calculationEndDate
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
calculationPeriod (in calculationElements) The period details for calculation/accrual periods that comprise this cashflow component.
Type:
Content:
complex, 9 elements
Defined:
calculationPeriod (in paymentCalculationPeriod) The parameters used in the calculation of a fixed or floating rate calculation period amount.
Type:
Content:
complex, 1 attribute, 12 elements
Defined:
calculationPeriodAmount The calculation period amount parameters.
Type:
Content:
complex, 2 elements
Defined:
calculationPeriodDates The calculation periods dates schedule.
Type:
Content:
complex, 1 attribute, 11 elements
Defined:
calculationPeriodDatesAdjustments (defined in PeriodicDates complexType) The business day convention to apply to each calculation period end date if it would otherwise fall on a day that is not a business day in the specified financial business centers.
Type:
Content:
complex, 1 attribute, 3 elements
Defined:
calculationPeriodDatesAdjustments (in calculationPeriodDates) The business day convention to apply to each calculation period end date if it would otherwise fall on a day that is not a business day in the specified financial business centers.
Type:
Content:
complex, 1 attribute, 3 elements
Defined:
calculationPeriodDatesReference (in dateRelativeToCalculationPeriodDates) A set of href pointers to calculation period dates defined somewhere else in the document.
Type:
Content:
empty, 1 attribute
Defined:
calculationPeriodDatesReference (in interestLegResetDates) A pointer style reference to the associated calculation period dates component defined elsewhere in the document.
Type:
Content:
empty, 1 attribute
Defined:
calculationPeriodDatesReference (in notionalStepParameters) A pointer style reference to the associated calculation period dates component defined elsewhere in the document.
Type:
Content:
empty, 1 attribute
Defined:
calculationPeriodDatesReference (in paymentDates defined in InterestRateStream complexType) A pointer style reference to the associated calculation period dates component defined elsewhere in the document.
Type:
Content:
empty, 1 attribute
Defined:
locally witnin PaymentDates complexType in fpml-ird-5-3.xsd; see XML source
calculationPeriodDatesReference (in resetDates) A pointer style reference to the associated calculation period dates component defined elsewhere in the document.
Type:
Content:
empty, 1 attribute
Defined:
locally witnin ResetDates complexType in fpml-ird-5-3.xsd; see XML source
calculationPeriodDatesReference (in stubCalculationPeriodAmount) A pointer style reference to the associated calculation period dates component defined elsewhere in the document.
Type:
Content:
empty, 1 attribute
Defined:
calculationPeriodFrequency (defined in PeriodicDates complexType) The frequency at which calculation period end dates occur with the regular part of the calculation period schedule and their roll date convention.
Type:
Content:
complex, 1 attribute, 3 elements
Defined:
calculationPeriodFrequency (in calculationPeriodDates) The frequency at which calculation period end dates occur with the regular part of the calculation period schedule and their roll date convention.
Type:
Content:
complex, 1 attribute, 3 elements
Defined:
calculationPeriodFrequency (in observationSchedule) The frequency at which calculation period end dates occur with the regular part of the calculation period schedule and their roll date convention.
Type:
Content:
complex, 1 attribute, 3 elements
Defined:
calculationPeriodNumberOfDays (in calculationPeriod in paymentCalculationPeriod) The number of days from the adjusted effective / start date to the adjusted termination / end date calculated in accordance with the applicable day count fraction.
Type:
xsd:positiveInteger
Content:
simple
Defined:
calculationPeriodNumberOfDays (in fra) The number of days from the adjusted effective date to the adjusted termination date calculated in accordance with the applicable day count fraction.
Type:
xsd:positiveInteger
Content:
simple
Defined:
locally witnin Fra complexType in fpml-ird-5-3.xsd; see XML source
calculationPeriodNumberOfDays (in futureValueNotional) The number of days from the adjusted calculation period start date to the adjusted value date, calculated in accordance with the applicable day count fraction.
Type:
xsd:positiveInteger
Content:
simple
Defined:
calculationPeriods (defined in CommodityCalculationPeriods.model group) The Calculation Period start dates for this leg of the swap.
Type:
Content:
complex, 1 attribute, 3 elements
Defined:
calculationPeriods (in commodityOption) An absolute representation of the Calculation Period start dates of the Commodity Option Transaction.
Type:
Content:
complex, 1 attribute, 3 elements
Defined:
calculationPeriodsDatesReference A pointer style reference to single-day-duration Calculation Periods defined on another leg.
Type:
Content:
empty, 1 attribute
Defined:
calculationPeriodsReference A pointer style reference to the Calculation Periods defined on another leg.
Type:
Content:
empty, 1 attribute
Defined:
calculationPeriodsSchedule (defined in CommodityCalculationPeriods.model group) The Calculation Periods for this leg of the swap.
Type:
Content:
complex, 1 attribute, 3 elements
Defined:
calculationPeriodsSchedule (in commodityOption) A parametric representation of the Calculation Periods of the Commodity Option Transaction.
Type:
Content:
complex, 1 attribute, 3 elements
Defined:
calculationPeriodsScheduleReference A pointer style reference to the Calculation Periods Schedule defined on another leg.
calculationProcedure (in partialDerivative) The method by which a derivative is computed, e.g. analytic, numerical model, perturbation, etc., and the corresponding parameters
Type:
Content:
complex, 6 elements
Defined:
calculationProcedure (in sensitivitySetDefinition) The method by which each derivative is computed, e.g. analytic, numerical model, perturbation, etc., and the corresponding parameters (eg. shift amounts).
Type:
Content:
complex, 6 elements
Defined:
calculationStartDate
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
calculationType
Type:
Content:
simple
Defined:
calendarSpread Definition of the later expiration date in a calendar spread.
Type:
Content:
complex, 1 element
Defined:
callCurrencyAmount The currency amount that the option gives the right to buy.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
locally witnin FxOption complexType in fpml-fx-5-3.xsd; see XML source
calorificValue The calorific value of the gas to be delivered, specified in megajoules per cubic meter (MJ/m3).
Type:
Content:
simple
Defined:
locally witnin GasProduct complexType in fpml-com-5-3.xsd; see XML source
cancelableProvision A provision that allows the specification of an embedded option within a swap giving the buyer of the option the right to terminate the swap, in whole or in part, on the early termination date.
Type:
Content:
complex, 10 elements
Defined:
locally witnin Swap complexType in fpml-ird-5-3.xsd; see XML source
cancelableProvisionAdjustedDates The adjusted dates associated with a cancelable provision.
Type:
Content:
complex, 1 element
Defined:
cancellationEvent The adjusted dates for an individual cancellation date.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
cancelTradeCashflows
Type:
Content:
complex, 3 attributes, 13 elements
Defined:
Used:
never
capFloor A cap, floor or cap floor structures product definition.
Type:
Content:
complex, 1 attribute, 7 elements
Subst.Gr:
may substitute for element product
Defined:
globally in fpml-ird-5-3.xsd; see XML source
Used:
never
capFloorStream
Type:
Content:
complex, 1 attribute, 13 elements
Defined:
locally witnin CapFloor complexType in fpml-ird-5-3.xsd; see XML source
capRate The cap rate, if any, which applies to the floating rate for the calculation period.
Type:
Content:
complex, 1 attribute, 3 elements
Defined:
capRateSchedule The cap rate or cap rate schedule, if any, which applies to the floating rate.
Type:
Content:
complex, 1 attribute, 4 elements
Defined:
capValue The cap rate or price, if any, which applies to the floating rate for the calculation period.
Type:
Content:
complex, 1 attribute, 3 elements
Defined:
cash Identifies a simple underlying asset type that is a cash payment.
Type:
Content:
complex, 1 attribute, 3 elements
Subst.Gr:
may substitute for element underlyingAsset
Defined:
Used:
never
cash (defined in ProposedCollateralDeliveryReturn complexType)
Type:
Content:
complex, 6 elements
Defined:
cashflowAmount Cash flow amount in a given currency to be paid/received.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
cashflowId Unique identifier for a cash flow.
Type:
Content:
simple, 1 attribute
Defined:
cashflows The cashflows representation of the swap stream.
Type:
Content:
complex, 3 elements
Defined:
cashflowsMatchParameters A true/false flag to indicate whether the cashflows match the parametric definition of the stream, i.e. whether the cashflows could be regenerated from the parameters without loss of information.
Type:
xsd:boolean
Content:
simple
Defined:
locally witnin Cashflows complexType in fpml-ird-5-3.xsd; see XML source
cashflowType (defined in GrossCashflow complexType) Defines the type of cash flow.
Type:
Content:
simple, 1 attribute
Defined:
cashflowType (defined in QuotationCharacteristics.model group) For cash flows, the type of the cash flows.
Type:
Content:
simple, 1 attribute
Defined:
cashPriceAlternateMethod An ISDA defined cash settlement method used for the determination of the applicable cash settlement amount.
Type:
Content:
complex, 3 elements
Defined:
cashPriceMethod An ISDA defined cash settlement method used for the determination of the applicable cash settlement amount.
Type:
Content:
complex, 3 elements
Defined:
cashSettlement (in amount in returnLeg) If true, then cash settlement is applicable.
Type:
xsd:boolean
Content:
simple
Defined:
cashSettlement (in fxOption) Specifies the currency and fixing details for cash settlement.
Type:
Content:
complex, 2 elements
Defined:
locally witnin FxOption complexType in fpml-fx-5-3.xsd; see XML source
cashSettlement (in mandatoryEarlyTermination) If specified, this means that cash settlement is applicable to the transaction and defines the parameters associated with the cash settlement prodcedure.
Type:
Content:
complex, 1 attribute, 10 elements
Defined:
cashSettlement (in optionalEarlyTermination defined in OptionalEarlyTermination.model group) If specified, this means that cash settlement is applicable to the transaction and defines the parameters associated with the cash settlement prodcedure.
Type:
Content:
complex, 1 attribute, 10 elements
Defined:
cashSettlement (in optionExercise)
Type:
Content:
complex, 1 attribute, 6 elements
Defined:
cashSettlement (in swaption) If specified, this means that cash settlement is applicable to the transaction and defines the parameters associated with the cash settlement procedure.
Type:
Content:
complex, 1 attribute, 10 elements
Defined:
locally witnin Swaption complexType in fpml-ird-5-3.xsd; see XML source
cashSettlementAmount The amount paid by the seller to the buyer for cash settlement on the cash settlement date.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
cashSettlementBusinessDays The number of business days used in the determination of the cash settlement payment date.
Type:
xsd:nonNegativeInteger
Content:
simple
Defined:
cashSettlementCurrency (defined in CashPriceMethod complexType) The currency in which the cash settlement amount will be calculated and settled.
Type:
Content:
simple, 1 attribute
Defined:
cashSettlementCurrency (in crossCurrencyMethod) The currency, or currencies, in which the cash settlement amount(s) will be calculated and settled.
Type:
Content:
simple, 1 attribute
Defined:
cashSettlementOnly An obligation and deliverable obligation characteristic.
Type:
xsd:boolean
Content:
simple
Defined:
locally witnin Obligations complexType in fpml-cd-5-3.xsd; see XML source
cashSettlementPaymentDate The date on which the cash settlement amount will be paid, subject to adjustment in accordance with any applicable business day convention.
Type:
Content:
complex, 1 attribute, 3 elements
Defined:
cashSettlementReferenceBanks (defined in CashPriceMethod complexType) A container for a set of reference institutions.
Type:
Content:
complex, 1 attribute, 1 element
Defined:
cashSettlementReferenceBanks (in crossCurrencyMethod) A container for a set of reference institutions.
Type:
Content:
complex, 1 attribute, 1 element
Defined:
cashSettlementReferenceBanks (in settlementRateSource) A container for a set of reference institutions.
Type:
Content:
complex, 1 attribute, 1 element
Defined:
cashSettlementTerms This element contains all the ISDA terms relevant to cash settlement for when cash settlement is applicable.
Type:
Content:
complex, 1 attribute, 13 elements
Defined:
cashSettlementValuationDate The date on which the cash settlement amount will be determined according to the cash settlement method if the parties have not otherwise been able to agree the cash settlement amount.
Type:
Content:
complex, 1 attribute, 8 elements
Defined:
cashSettlementValuationTime The time of the cash settlement valuation date when the cash settlement amount will be determined according to the cash settlement method if the parties have not otherwise been able to agree the cash settlement amount.
Type:
Content:
complex, 2 elements
Defined:
cashType Specifies cash as type of expected collateral.
Type:
Content:
complex, 1 element
Defined:
category (defined in DeliverableObligations complexType) Used in both obligations and deliverable obligations to represent a class or type of securities which apply.
Type:
Content:
simple
Defined:
category (defined in Obligations complexType) Used in both obligations and deliverable obligations to represent a class or type of securities which apply.
Type:
Content:
simple
Defined:
locally witnin Obligations complexType in fpml-cd-5-3.xsd; see XML source
category (defined in PartyExposureCategory.model group) Used to categorize trades into user-defined categories, such as house trades vs. customer trades.
Type:
Content:
simple, 1 attribute
Defined:
category (defined in PartyTradeInformation complexType) Used to categorize trades into user-defined categories, such as house trades vs. customer trades.
Type:
Content:
simple, 1 attribute
Defined:
category (defined in ReportContents complexType) Used to categorize trades into user-defined categories, such as house trades vs. customer trades.
Type:
Content:
simple, 1 attribute
Defined:
changeEvent Abstract substitutable place holder for specific change details.
Type:
Content:
empty
Abstract:
(may not be used directly in instance XML documents)
Subst.Gr:
may be substituted with 1 element
Defined:
Used:
changeInLaw If true, then change in law is applicable.
Type:
xsd:boolean
Content:
simple
Defined:
changeInNotionalAmount Specifies the fixed amount by which the Notional Amount changes
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
changeInNumberOfOptions Specifies the fixed amount by which the Number of Options changes
Type:
xsd:decimal
Content:
simple
Defined:
changeInNumberOfUnits Specifies the fixed amount by which the Number of Units changes
Type:
xsd:decimal
Content:
simple
Defined:
city The city component of a postal address.
Type:
xsd:string
Content:
simple
Defined:
locally witnin Address complexType in fpml-shared-5-3.xsd; see XML source
classification The party's industry sector classification.
Type:
Content:
simple, 1 attribute
Defined:
cleanNetPrice The net price excluding accrued interest.
Type:
xsd:decimal
Content:
simple
Defined:
locally witnin Price complexType in fpml-asset-5-3.xsd; see XML source
clearanceSystem (defined in CurveInstrument complexType) Identification of the clearance system associated with the transaction exchange.
Type:
Content:
simple, 1 attribute
Defined:
clearanceSystem (defined in UnderlyingAsset complexType) Identification of the clearance system associated with the transaction exchange.
Type:
Content:
simple, 1 attribute
Defined:
cleared (defined in PartyExposureCategory.model group)
Type:
xsd:boolean
Content:
simple
Defined:
cleared (defined in PartyTradeInformation complexType) Specifies whether the trade is anticipated to be cleared via a derivative clearing organization
Type:
xsd:boolean
Content:
simple
Defined:
cleared (in timestamps) When this trade was cleared.
Type:
xsd:dateTime
Content:
simple
Defined:
clearedDate (in tradeDetails) If the trade was cleared (novated) through a central counterparty clearing service, this represents the date the trade was cleared (transferred to the central counterparty).
Type:
Content:
simple, 1 attribute
Defined:
clearedDate (in tradeHeader) If the trade was cleared (novated) through a central counterparty clearing service, this represents the date the trade was cleared (transferred to the central counterparty).
Type:
Content:
simple, 1 attribute
Defined:
locally witnin TradeHeader complexType in fpml-doc-5-3.xsd; see XML source
clearedPhysicalSettlement Specifies whether the swap resulting from physical settlement of the swaption transaction will clear through a clearing house.
Type:
xsd:boolean
Content:
simple
Defined:
closingLevel If true this contract will strike off the closing level of the default exchange traded contract.
Type:
xsd:boolean
Content:
simple
Defined:
coal The specification of the Coal Product to be delivered.
Type:
Content:
complex, 5 elements
Defined:
coalPhysicalLeg Physically settled coal leg.
Type:
Content:
complex, 1 attribute, 8 elements
Defined:
coalProductSpecifications The type of coal product to be delivered specified in full.
Type:
Content:
complex, 2 elements
Defined:
locally witnin CoalProduct complexType in fpml-com-5-3.xsd; see XML source
code A code summarizing the reason for the update (e.g. new trade, amdendment, novation).
Type:
Content:
simple, 1 attribute
Defined:
coefficient The coefficient by which this term is multiplied, typically 1 or -1.
Type:
xsd:decimal
Content:
simple
Defined:
collateral (defined in MarginDetails.model group)
Type:
Content:
complex, 3 elements
Defined:
collateral (defined in Trade complexType) Defines collateral obiligations of a Party
Type:
Content:
complex, 1 element
Defined:
locally witnin Trade complexType in fpml-doc-5-3.xsd; see XML source
collateral (in allocation) The sum that must be posted upfront to collateralize against counterparty credit risk.
Type:
Content:
complex, 1 element
Defined:
collateralAcceptanceAcknowledgement
Type:
Content:
complex, 3 attributes, 9 elements
Defined:
Used:
never
collateralAcceptanceException
Type:
Content:
complex, 3 attributes, 7 elements
Defined:
Used:
never
collateralized Specifies whether the trade is included under a collateral agreement.
Type:
xsd:boolean
Content:
simple
Defined:
collateralizedCashPriceMethod An ISDA defined cash settlement method used for the determination of the applicable cash settlement amount.
Type:
Content:
complex, 2 elements
Defined:
collateralProposalStatus
Type:
Content:
complex, 3 attributes, 14 elements
Defined:
Used:
never
collateralResponseReason
Type:
Content:
complex, 3 elements
Defined:
collateralRetractionReason (in disputeRetracted)
Type:
Content:
complex, 3 elements
Defined:
collateralRetractionReason (in interestStatusRetracted) Defines a list of collateral retraction reason codes.
Type:
Content:
complex, 3 elements
Defined:
collateralRetractionReason (in marginCallStatusRetracted)
Type:
Content:
complex, 3 elements
Defined:
collateralRetractionReason (in requestInterestRetracted) Defines a list of collateral retraction reason codes.
Type:
Content:
complex, 3 elements
Defined:
collateralRetractionReason (in requestMarginRetracted) Defines a list of collateral retraction reason codes.
Type:
Content:
complex, 3 elements
Defined:
collateralRetractionReason (in requestSubstitutionRetracted) Defines a list of collateral retraction reason codes.
Type:
Content:
complex, 3 elements
Defined:
collateralRetractionReason (in substitutionStatusRetracted) Defines a list of collateral retraction reason codes.
Type:
Content:
complex, 3 elements
Defined:
collateralValue (in cash defined in ProposedCollateralDeliveryReturn complexType) This is the value of the proposed collateral after the application of the haircut.
Type:
Content:
simple
Defined:
collateralValue (in letterOfCredit)
Type:
Content:
simple
Defined:
collateralValue (in security)
Type:
Content:
simple
Defined:
commencementDate (defined in FxDigitalAmericanExercise complexType) The earliest date on which the option can be exercised.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
commencementDate (defined in SharedAmericanExercise complexType) The first day of the exercise period for an American style option.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
commencementDate (in americanExercise) The first day of the exercise period for an American style option.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
commencementDates The first day(s) of the exercise period(s) for an American-style option.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
comment (in interestStatement)
Type:
xsd:string
Content:
simple
Defined:
comment (in reason in positionUpdate) A freeform description of the reason for the update.
Type:
xsd:string
Content:
simple
Defined:
comment (in requestInterest)
Type:
xsd:string
Content:
simple
Defined:
comments Any additional comments that are deemed necessary.
Type:
xsd:string
Content:
simple
Defined:
locally witnin Resource complexType in fpml-shared-5-3.xsd; see XML source
commission This optional component specifies the commission to be charged for executing the hedge transactions.
Type:
Content:
complex, 5 elements
Defined:
locally witnin Price complexType in fpml-asset-5-3.xsd; see XML source
commissionAmount The commission amount, expressed in the way indicated by the commissionType element.
Type:
xsd:decimal
Content:
simple
Defined:
locally witnin Commission complexType in fpml-asset-5-3.xsd; see XML source
commissionDenomination The type of units used to express a commission.
Type:
Content:
simple
Defined:
locally witnin Commission complexType in fpml-asset-5-3.xsd; see XML source
commissionPerTrade The total commission per trade.
Type:
xsd:decimal
Content:
simple
Defined:
locally witnin Commission complexType in fpml-asset-5-3.xsd; see XML source
commodity Identifies the underlying asset when it is a listed commodity.
Type:
Content:
complex, 1 attribute, 14 elements
Subst.Gr:
may substitute for element underlyingAsset
Defined:
Used:
never
commodity (in commodityOption) Specifies the underlying component.
Type:
Content:
complex, 1 attribute, 14 elements
Defined:
commodity (in floatingLeg) Specifies the underlying instrument.
Type:
Content:
complex, 1 attribute, 14 elements
Defined:
commodityBase A coding scheme value to identify the base type of the commodity being traded.
Type:
Content:
simple, 1 attribute
Defined:
commodityDetails A coding scheme value to identify the commodity being traded more specifically.
Type:
Content:
simple, 1 attribute
Defined:
commodityForward Defines a commodity forward product.
Type:
Content:
complex, 1 attribute, 11 elements
Subst.Gr:
may substitute for element product
Defined:
globally in fpml-com-5-3.xsd; see XML source
Used:
commodityOption Defines a commodity option product.
Type:
Content:
complex, 1 attribute, 30 elements
Subst.Gr:
may substitute for element product
Defined:
globally in fpml-com-5-3.xsd; see XML source
Used:
never
commoditySwap Defines a commodity swap product.
Type:
Content:
complex, 1 attribute, 17 elements
Subst.Gr:
may substitute for element product
Defined:
globally in fpml-com-5-3.xsd; see XML source
Used:
commonPricing Common pricing may be relevant for a Transaction that references more than one Commodity Reference Price.
Type:
xsd:boolean
Content:
simple
Defined:
componentDescription Text description of the component
Type:
xsd:string
Content:
simple
Defined:
componentSecurityIndexAnnexFallback For an index option transaction, a flag to indicate whether a relevant Component Security Index Annex is applicable to the transaction.
Type:
xsd:boolean
Content:
simple
Defined:
composite If “Composite” is specified as the Settlement Type in the relevant Transaction Supplement, an amount in the Settlement Currency, determined by the Calculation Agent as being equal to the number of Options exercised or deemed exercised, multiplied by: (Settlement Price – Strike Price) / (Strike Price – Settlement Price) x Multiplier provided that if the above is equal to a negative amount the Option Cash Settlement Amount shall be deemed to be zero.
Type:
Content:
complex, 3 elements
Defined:
compositionOfCombinedConsideration If present and true, then composition of combined consideration is applicable.
Type:
xsd:boolean
Content:
simple
Defined:
compounding (in interestCalculation) Defines compounding rates on the Interest Leg.
Type:
Content:
complex, 4 elements
Defined:
compounding (in interestShortfall)
Type:
xsd:boolean
Content:
simple
Defined:
compoundingDates Defines the compounding dates.
Type:
Content:
complex, 1 attribute, 3 elements
Defined:
compoundingFrequency The frequency at which the rates are compounded (e.g. continuously compounded).
Type:
Content:
simple, 1 attribute
Defined:
compoundingMethod (in calculation in calculationPeriodAmount) If more that one calculation period contributes to a single payment amount this element specifies whether compounding is applicable, and if so, what compounding method is to be used.
Type:
Content:
simple
Defined:
locally witnin Calculation complexType in fpml-ird-5-3.xsd; see XML source
compoundingMethod (in calculationPeriod in calculationElements) If more that one calculation period contributes to a single payment amount this element specifies whether compounding is applicable, and if so, what compounding method is to be used.
Type:
Content:
simple
Defined:
compoundingMethod (in compounding in interestCalculation) If more that one calculation period contributes to a single payment amount this element specifies whether compounding is applicable, and if so, what compounding method is to be used.
Type:
Content:
simple
Defined:
compoundingMethod (in interestAccrualsMethod) If more that one calculation period contributes to a single payment amount this element specifies whether compounding is applicable, and if so, what compounding method is to be used.
Type:
Content:
simple
Defined:
compoundingRate Defines a compounding rate.
Type:
Content:
complex, 2 elements
Defined:
compoundingSpread Defines the spread to be used for compounding.
Type:
xsd:decimal
Content:
simple
Defined:
compressionActivity Compression information for the trade.
Type:
Content:
complex, 3 elements
Defined:
compressionType
Type:
Content:
simple, 1 attribute
Defined:
conditionPrecedentBond To indicate whether the Condition Precedent Bond is applicable.
Type:
xsd:boolean
Content:
simple
Defined:
confirmationMethod Used to describe how the trade was confirmed, e.g via a confirmation facility, via private electronic service, or via written documentation.
Type:
Content:
simple, 1 attribute
Defined:
confirmed When this trade was confirmed.
Type:
xsd:dateTime
Content:
simple
Defined:
consentRequiredLoan A deliverable obligation characteristic.
Type:
Content:
complex, 2 elements
Defined:
constantNotionalScheduleReference A pointer style reference to the associated constant notional schedule defined elsewhere in the document which contains the currency amounts which will be converted into the varying notional currency amounts using the spot currency exchange rate.
Type:
Content:
empty, 1 attribute
Defined:
constituent (defined in Position complexType) The components that create this position.
Type:
Content:
complex, 3 elements
Defined:
constituent (defined in PositionWithoutId.model group) The components that create this position.
Type:
Content:
complex, 3 elements
Defined:
constituentExchangeId Identification of all the exchanges where constituents are traded.
Type:
Content:
simple, 1 attribute
Defined:
constituentWeight (in basketConstituent) Specifies the weight of each of the underlyer constituent within the basket, either in absolute or relative terms.
Type:
Content:
complex, 3 elements
Defined:
constituentWeight (in referencePoolItem) Describes the weight of each of the constituents within the basket.
Type:
Content:
complex, 3 elements
Defined:
contactInfo (defined in Party complexType) Information on how to contact the party using various means.
Type:
Content:
complex, 3 elements
Defined:
locally witnin Party complexType in fpml-shared-5-3.xsd; see XML source
contactInfo (in businessUnit) Information on how to contact the unit using various means.
Type:
Content:
complex, 3 elements
Defined:
contactInfo (in person) Information on how to contact the individual using various means.
Type:
Content:
complex, 3 elements
Defined:
locally witnin Person complexType in fpml-shared-5-3.xsd; see XML source
contingency The conditions under which the party specified in contingentParty will be excused from damages if transmission is interrupted or curtailed.
Type:
Content:
simple, 1 attribute
Defined:
contingentParty The party to which the contingency applies.
Type:
Content:
empty, 1 attribute
Defined:
continuity An obligation and deliverable obligation characteristic.
Type:
xsd:boolean
Content:
simple
Defined:
locally witnin Obligations complexType in fpml-cd-5-3.xsd; see XML source
contractId (in identifier in letterOfCredit) A contract id which is not version aware.
Type:
Content:
simple, 2 attributes
Defined:
contractId (in versionedContractId)
Type:
Content:
simple, 2 attributes
Defined:
contractRate For a DRY Voyage Charter or Time Charter Commodity Swap, the price per relevant unit for pruposes of the calculation of a Fixed Amount.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
contractRateStep For a DRY Voyage Charter or Time Charter Freight Swap, the price per relevant unit for pruposes of the calculation of a Fixed Amount for a given Calculation Period during the life of the trade.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
contractReference Specifies the contract that can be referenced, besides the undelyer type.
Type:
xsd:string
Content:
simple
Defined:
contractualDefinitions (in documentation defined in Trade complexType) The definitions such as those published by ISDA that will define the terms of the trade.
Type:
Content:
simple, 1 attribute
Defined:
contractualDefinitions (in novation) The definitions (such as those published by ISDA) that will define the terms of the novation transaction.
Type:
Content:
simple, 1 attribute
Defined:
contractualMatrix A reference to a contractual matrix of elected terms/values (such as those published by ISDA) that shall be deemed to apply to the trade.
Type:
Content:
complex, 3 elements
Defined:
contractualTermsSupplement (in documentation defined in Trade complexType) A contractual supplement (such as those published by ISDA) that will apply to the trade.
Type:
Content:
complex, 2 elements
Defined:
contractualTermsSupplement (in novation) A contractual supplement (such as those published by ISDA) that will apply to the trade.
Type:
Content:
complex, 2 elements
Defined:
convention (defined in IndependentAmountType complexType)
Type:
Content:
simple
Defined:
convention (in markToMarket) Specifies whether the exposure should be treated on a net or gross basis.
Type:
Content:
simple
Defined:
conversionFactor (in calculation in floatingLeg) If the Notional Quantity is specified in a unit that does not match the unit in which the Commodity Reference Price is quoted, the scaling or conversion factor used to convert the Commodity Reference Price unit into the Notional Quantity unit should be stated here.
Type:
xsd:decimal
Content:
simple
Defined:
conversionFactor (in exercise in commodityOption) If the Notional Quantity is specified in a unit that does not match the unit in which the Commodity Reference Price is quoted, the scaling or conversion factor used to convert the Commodity Reference Price unit into the Notional Quantity unit should be stated here.
Type:
xsd:decimal
Content:
simple
Defined:
convertibleBond Identifies the underlying asset when it is a convertible bond.
Type:
Content:
complex, 1 attribute, 18 elements
Subst.Gr:
may substitute for element underlyingAsset
Defined:
Used:
coordinate An explicit, filled in data point coordinate.
Type:
Content:
complex, 1 attribute, 4 elements
Defined:
coordinateReference A reference to a pricing data point coordinate within this document.
Type:
Content:
empty, 1 attribute
Defined:
copyTo A unique identifier (within the specified coding scheme) giving the details of some party to whom a copy of this message will be sent for reference.
Type:
Content:
simple, 1 attribute
Defined:
correlation Specifies Correlation.
Type:
Content:
complex, 8 elements
Defined:
correlationId A qualified identifier used to correlate between messages
Type:
Content:
simple, 1 attribute
Defined:
correlationLeg Correlation Leg.
Type:
Content:
complex, 1 attribute, 15 elements
Defined:
correlationStrikePrice Correlation Strike Price.
Type:
Content:
simple
Defined:
correlationSwap Specifies the structure of a correlation swap.
Type:
Content:
complex, 1 attribute, 6 elements
Subst.Gr:
may substitute for element product
Defined:
Used:
never
correspondentInformation The information required to identify the correspondent bank that will make delivery of the funds on the paying bank's behalf in the country where the payment is to be made
Type:
Content:
complex, 4 elements
Defined:
correspondentPartyReference Link to the party acting as correspondent.
Type:
Content:
empty, 1 attribute
Defined:
counterpartyType
Type:
Content:
simple, 1 attribute
Defined:
counterpartyTypes Used to identify whether this trades involves swaps dealers, major swaps participants, or other types of organizations.
Type:
Content:
simple, 1 attribute
Defined:
country (defined in Address complexType) The ISO 3166 standard code for the country within which the postal address is located.
Type:
Content:
simple, 1 attribute
Defined:
locally witnin Address complexType in fpml-shared-5-3.xsd; see XML source
country (defined in PartyExposureCategory.model group)
Type:
Content:
simple, 1 attribute
Defined:
country (defined in PartyInformation.model group) The country where the party is domiciled.
Type:
Content:
simple, 1 attribute
Defined:
country (in businessUnit) The ISO 3166 standard code for the country where the individual works.
Type:
Content:
simple, 1 attribute
Defined:
country (in person) The ISO 3166 standard code for the country where the individual works.
Type:
Content:
simple, 1 attribute
Defined:
locally witnin Person complexType in fpml-shared-5-3.xsd; see XML source
couponPayment (in basketConstituent) The next upcoming coupon payment.
Type:
Content:
complex, 1 attribute, 3 elements
Defined:
couponPayment (in singleUnderlyer) The next upcoming coupon payment.
Type:
Content:
complex, 1 attribute, 3 elements
Defined:
couponRate (defined in FixedIncomeSecurityContent.model group) Specifies the coupon rate (expressed in percentage) of a fixed income security or convertible bond.
Type:
xsd:decimal
Content:
simple
Defined:
couponRate (defined in ProductExposureCategory.model group) Specifies the coupon rate (expressed in percentage) of a fixed income security or convertible bond.
Type:
xsd:decimal
Content:
simple
Defined:
couponType Specifies if the bond has a variable coupon, step-up/down coupon or a zero-coupon.
Type:
Content:
simple, 1 attribute
Defined:
creationDate
Type:
xsd:date
Content:
simple
Defined:
creationTimestamp The date and time (on the source system) when this message instance was created.
Type:
xsd:dateTime
Content:
simple
Defined:
creditAgreementDate The credit agreement date is the closing date (the date where the agreement has been signed) for the loans in the credit agreement.
Type:
xsd:date
Content:
simple
Defined:
locally witnin Loan complexType in fpml-asset-5-3.xsd; see XML source
creditChargeAmount Special credit fee assessed to certain institutions.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
creditCurve
Type:
Content:
complex, 1 attribute, 10 elements
Subst.Gr:
may substitute for element pricingStructure
Defined:
Used:
never
creditCurveValuation
Type:
Content:
complex, 2 attributes, 11 elements
Subst.Gr:
may substitute for element pricingStructureValuation
Defined:
Used:
never
creditDefaultSwap In a credit default swap one party (the protection seller) agrees to compensate another party (the protection buyer) if a specified company or Sovereign (the reference entity) experiences a credit event, indicating it is or may be unable to service its debts.
Type:
Content:
complex, 1 attribute, 8 elements
Subst.Gr:
may substitute for element product
Defined:
globally in fpml-cd-5-3.xsd; see XML source
Used:
never
creditDefaultSwap (in creditDefaultSwapOption)
Type:
Content:
complex, 1 attribute, 8 elements
Defined:
creditDefaultSwapOption An option on a credit default swap.
Type:
Content:
complex, 1 attribute, 23 elements
Subst.Gr:
may substitute for element product
Defined:
globally in fpml-cd-5-3.xsd; see XML source
Used:
never
creditDerivativesNotices This element should be specified if one or more of either a Credit Event Notice, Notice of Publicly Available Information, Notice of Physical Settlement or Notice of Intended Physical Settlement, as applicable, has been delivered by or to the Transferor or the Remaining Party.
Type:
Content:
complex, 3 elements
Defined:
creditEntityReference An XML reference a credit entity defined elsewhere in the document.
Type:
Content:
empty, 1 attribute
Defined:
creditEvent
Type:
Content:
empty
Abstract:
(may not be used directly in instance XML documents)
Subst.Gr:
may be substituted with 6 elements
Defined:
Used:
creditEvent (in creditDerivativesNotices) This element corresponds to the Credit Event Notice Delivered Under Old Transaction and Deemed Delivered Under New Transaction under the EXHIBIT C to 2004 ISDA Novation Definitions.
Type:
xsd:boolean
Content:
simple
Defined:
creditEventDate
Type:
xsd:date
Content:
simple
Defined:
creditEventNotice A global element used to hold CENs.
Type:
Content:
complex, 8 elements
Defined:
Used:
never
creditEventNotice (defined in CreditEvents complexType) A specified condition to settlement.
Type:
Content:
complex, 3 elements
Defined: