Namespace "http://www.fpml.org/FpML-5/pretrade"

All Element Summary

A deliverable obligation characteristic.

Type:	xsd:boolean
Content:	simple
Defined:	locally witnin DeliverableObligations complexType in fpml-cd-5-6.xsd; see XML source

account

Optional account information used to precisely define the origination and destination of financial instruments.

Type:	Account
Content:	complex, 1 attribute, 5 elements
Defined:	locally witnin PartiesAndAccounts.model group in fpml-shared-5-6.xsd; see XML source

accountBeneficiary

A reference to the party beneficiary of the account.

Type:	PartyReference
Content:	empty, 1 attribute
Defined:	locally witnin Account complexType in fpml-shared-5-6.xsd; see XML source

accountId

An account identifier.

Type:	AccountId
Content:	simple, 1 attribute
Defined:	locally witnin Account complexType in fpml-shared-5-6.xsd; see XML source

accountName

The name by which the account is known.

Type:	AccountName
Content:	simple, 1 attribute
Defined:	locally witnin Account complexType in fpml-shared-5-6.xsd; see XML source

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:	AccountReference
Content:	empty, 1 attribute
Defined:	locally witnin OnBehalfOf complexType in fpml-shared-5-6.xsd; see XML source

accountReference (defined in PartyAndAccountReferences.model group)

Reference to an account.

Type:	AccountReference
Content:	empty, 1 attribute
Defined:	locally witnin PartyAndAccountReferences.model group in fpml-shared-5-6.xsd; see XML source

accountType

The type of account. e.g., Client, House

Type:	AccountType
Content:	simple, 1 attribute
Defined:	locally witnin Account complexType in fpml-shared-5-6.xsd; see XML source

accruedInterest (in cashSettlementTerms)

Indicates whether accrued interest is included (true) or not (false).

Type:	xsd:boolean
Content:	simple
Defined:	locally witnin CashSettlementTerms complexType in fpml-cd-5-6.xsd; see XML source

accruedInterest (in deliverableObligations)

Indicates whether accrued interest is included (true) or not (false).

Type:	xsd:boolean
Content:	simple
Defined:	locally witnin DeliverableObligations complexType in fpml-cd-5-6.xsd; see XML source

accruedInterest (in dividendPayment)

Accrued interest on the dividend or coupon payment.

Type:	Money
Content:	complex, 1 attribute, 2 elements
Defined:	locally witnin PendingPayment complexType in fpml-asset-5-6.xsd; see XML source

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:	AdditionalData
Content:	complex, 5 elements
Defined:	locally witnin Exception.model group in fpml-msg-5-6.xsd; see XML source

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:	AdditionalData
Content:	complex, 5 elements
Defined:	locally witnin Reason complexType in fpml-msg-5-6.xsd; see XML source

additionalEvent

The additionalEvent element is an extension/substitution point to customize FpML and add additional events.

Type:	AdditionalEvent
Content:	complex, 1 element
Abstract:	(may not be used directly in instance XML documents)
Defined:	globally in fpml-business-events-5-6.xsd; see XML source
Used:	at 1 location

additionalFixedPayments

Specifies the events that will give rise to the payment a additional fixed payments.

Type:	AdditionalFixedPayments
Content:	complex, 3 elements
Defined:	locally witnin FloatingAmountEvents complexType in fpml-cd-5-6.xsd; see XML source

additionalPayment

For use with Credit Limit Check messages.

Type:	Payment
Content:	complex, 2 attributes, 10 elements
Defined:	locally witnin Swap complexType in fpml-ird-5-6.xsd; see XML source

additionalTerm

This element is used for representing information contained in the Additional Terms field of the 2003 Master Credit Derivatives confirm.

Type:	AdditionalTerm
Content:	simple, 1 attribute
Defined:	locally witnin GeneralTerms complexType in fpml-cd-5-6.xsd; see XML source

additionalTerms

For use with Credit Limit Check messages.

Type:	SwapAdditionalTerms
Content:	complex, 1 element
Defined:	locally witnin Swap complexType in fpml-ird-5-6.xsd; see XML source

address

A postal or street address.

Type:	Address
Content:	complex, 5 elements
Defined:	locally witnin ContactInformation complexType in fpml-shared-5-6.xsd; see XML source

adjustableDate

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:	AdjustableDate
Content:	complex, 1 attribute, 2 elements
Defined:	locally witnin AdjustableOrRelativeDate complexType in fpml-shared-5-6.xsd; see XML source

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:	AdjustableDates
Content:	complex, 1 attribute, 2 elements
Defined:	locally witnin AdjustableOrRelativeDates complexType in fpml-shared-5-6.xsd; see XML source

adjustableDates (in cashSettlementPaymentDate)

Type:	AdjustableDates
Content:	complex, 1 attribute, 2 elements
Defined:	locally witnin CashSettlementPaymentDate complexType in fpml-ird-5-6.xsd; see XML source

adjustablePaymentDate

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-5-6.xsd; see XML source

adjustedCashSettlementPaymentDate (in earlyTerminationEvent)

The date on which the cash settlement amount is paid.

Type:	xsd:date
Content:	simple
Defined:	locally witnin EarlyTerminationEvent complexType in fpml-ird-5-6.xsd; see XML source

adjustedCashSettlementPaymentDate (in mandatoryEarlyTerminationAdjustedDates)

The date on which the cash settlement amount is paid.

Type:	xsd:date
Content:	simple
Defined:	locally witnin MandatoryEarlyTerminationAdjustedDates complexType in fpml-ird-5-6.xsd; see XML source

adjustedCashSettlementValuationDate (in earlyTerminationEvent)

The date by which the cash settlement amount must be agreed.

Type:	xsd:date
Content:	simple
Defined:	locally witnin EarlyTerminationEvent complexType in fpml-ird-5-6.xsd; see XML source

adjustedCashSettlementValuationDate (in mandatoryEarlyTerminationAdjustedDates)

The date by which the cash settlement amount must be agreed.

Type:	xsd:date
Content:	simple
Defined:	locally witnin MandatoryEarlyTerminationAdjustedDates complexType in fpml-ird-5-6.xsd; see XML source

adjustedDate

The date once the adjustment has been performed.

Type:	IdentifiedDate
Content:	simple, 1 attribute
Defined:	locally witnin AdjustableDate2 complexType in fpml-shared-5-6.xsd; see XML source

adjustedEarlyTerminationDate (in cancellationEvent)

The early termination date that is applicable if an early termination provision is exercised.

Type:	xsd:date
Content:	simple
Defined:	locally witnin CancellationEvent complexType in fpml-ird-5-6.xsd; see XML source

adjustedEarlyTerminationDate (in earlyTerminationEvent)

The early termination date that is applicable if an early termination provision is exercised.

Type:	xsd:date
Content:	simple
Defined:	locally witnin EarlyTerminationEvent complexType in fpml-ird-5-6.xsd; see XML source

adjustedEarlyTerminationDate (in mandatoryEarlyTerminationAdjustedDates)

The early termination date that is applicable if an early termination provision is exercised.

Type:	xsd:date
Content:	simple
Defined:	locally witnin MandatoryEarlyTerminationAdjustedDates complexType in fpml-ird-5-6.xsd; see XML source

adjustedEndDate

The calculation period end date, adjusted according to any relevant business day convention.

Type:	xsd:date
Content:	simple
Defined:	locally witnin CalculationPeriod complexType in fpml-ird-5-6.xsd; see XML source

adjustedExerciseDate (in cancellationEvent)

The date on which option exercise takes place.

Type:	xsd:date
Content:	simple
Defined:	locally witnin CancellationEvent complexType in fpml-ird-5-6.xsd; see XML source

adjustedExerciseDate (in earlyTerminationEvent)

The date on which option exercise takes place.

Type:	xsd:date
Content:	simple
Defined:	locally witnin EarlyTerminationEvent complexType in fpml-ird-5-6.xsd; see XML source

adjustedExerciseDate (in extensionEvent)

The date on which option exercise takes place.

Type:	xsd:date
Content:	simple
Defined:	locally witnin ExtensionEvent complexType in fpml-ird-5-6.xsd; see XML source

adjustedExerciseFeePaymentDate

The date on which the exercise fee amount is paid.

Type:	xsd:date
Content:	simple
Defined:	locally witnin EarlyTerminationEvent complexType in fpml-ird-5-6.xsd; see XML source

adjustedExtendedTerminationDate

The termination date if an extendible provision is exercised.

Type:	xsd:date
Content:	simple
Defined:	locally witnin ExtensionEvent complexType in fpml-ird-5-6.xsd; see XML source

adjustedFixingDate

The adjusted fixing date, i.e. the actual date the rate is observed.

Type:	xsd:date
Content:	simple
Defined:	locally witnin RateObservation complexType in fpml-shared-5-6.xsd; see XML source

adjustedFxSpotFixingDate

The date on which the fx spot rate is observed.

Type:	xsd:date
Content:	simple
Defined:	locally witnin FxLinkedNotionalAmount complexType in fpml-ird-5-6.xsd; see XML source

adjustedPaymentDate (in adjustedPaymentDates)

The adjusted payment date.

Type:	xsd:date
Content:	simple
Defined:	locally witnin AdjustedPaymentDates complexType in fpml-cd-5-6.xsd; see XML source

adjustedPaymentDate (in paymentCalculationPeriod)

The adjusted payment date.

Type:	xsd:date
Content:	simple
Defined:	locally witnin PaymentCalculationPeriod complexType in fpml-ird-5-6.xsd; see XML source

adjustedPaymentDate (in singlePayment)

The adjusted payment date.

Type:	xsd:date
Content:	simple
Defined:	locally witnin SinglePayment complexType in fpml-cd-5-6.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:	AdjustedPaymentDates
Content:	complex, 2 elements
Defined:	locally witnin PeriodicPayment complexType in fpml-cd-5-6.xsd; see XML source

adjustedPrincipalExchangeDate

The principal exchange date.

Type:	xsd:date
Content:	simple
Defined:	locally witnin PrincipalExchange complexType in fpml-ird-5-6.xsd; see XML source

adjustedStartDate

The calculation period start date, adjusted according to any relevant business day convention.

Type:	xsd:date
Content:	simple
Defined:	locally witnin CalculationPeriod complexType in fpml-ird-5-6.xsd; see XML source

advisory

A human-readable message providing information about the service..

Type:	ServiceAdvisory
Content:	complex, 4 elements
Defined:	locally witnin ServiceNotification complexType in fpml-msg-5-6.xsd; see XML source

agreement

An agrement that references the related party.

Type:	GenericAgreement
Content:	complex, 5 elements
Defined:	locally witnin PartyRelationshipDocumentation complexType in fpml-shared-5-6.xsd; see XML source

agreementDate

The date on which the change was agreed.

Type:	xsd:date
Content:	simple
Defined:	locally witnin AgreementAndEffectiveDates.model group in fpml-business-events-5-6.xsd; see XML source

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:	locally witnin ReferenceInformation complexType in fpml-cd-5-6.xsd; see XML source

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-5-6.xsd; see XML source

allocatedNotional

The notional allocation (amount and currency) to this particular client account.

Type:	Money
Content:	complex, 1 attribute, 2 elements
Defined:	locally witnin Allocation complexType in fpml-doc-5-6.xsd; see XML source

allocation

Type:	Allocation
Content:	complex, 10 elements
Defined:	locally witnin Allocations complexType in fpml-doc-5-6.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:	Allocations
Content:	complex, 1 element
Defined:	locally witnin Trade complexType in fpml-doc-5-6.xsd; see XML source

allocationsCompleted

When allocations for this trade were completely processed.

Type:	xsd:dateTime
Content:	simple
Defined:	locally witnin TradeProcessingTimestamps complexType in fpml-doc-5-6.xsd; see XML source

allocationsSubmitted

When allocations for this trade were submitted or received by this party.

Type:	xsd:dateTime
Content:	simple
Defined:	locally witnin TradeProcessingTimestamps complexType in fpml-doc-5-6.xsd; see XML source

allocationStatus

Specifies whether the trade is anticipated to be allocated, has been allocated, or will not be allocated.

Type:	AllocationReportingStatus
Content:	simple, 1 attribute
Defined:	locally witnin PartyTradeInformation complexType in fpml-doc-5-6.xsd; see XML source

allocationsUpdated

When allocations for this trade were most recently corrected.

Type:	xsd:dateTime
Content:	simple
Defined:	locally witnin TradeProcessingTimestamps complexType in fpml-doc-5-6.xsd; see XML source

allocationTradeId (defined in PartyTradeIdentifier complexType)

The trade id of the allocated trade.

Type:	TradeIdentifier
Content:	complex, 1 attribute, 6 elements
Defined:	locally witnin PartyTradeIdentifier complexType in fpml-doc-5-6.xsd; see XML source

allocationTradeId (in allocation)

Unique ID for the allocation.

Type:	TradeIdentifier
Content:	complex, 1 attribute, 6 elements
Defined:	locally witnin Allocation complexType in fpml-doc-5-6.xsd; see XML source

amendment

Type:	TradeAmendmentContent
Content:	complex, 6 elements
Defined:	locally witnin Events.model group in fpml-business-events-5-6.xsd; see XML source

amendmentDate

A date on which the agreement was amended.

Type:	xsd:date
Content:	simple
Defined:	locally witnin GenericAgreement complexType in fpml-shared-5-6.xsd; see XML source

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:	AmericanExercise
Content:	complex, 1 attribute, 8 elements
Subst.Gr:	may substitute for element exercise
Defined:	globally in fpml-shared-5-6.xsd; see XML source
Used:	never

amount (defined in ActualPrice complexType)

Specifies the net price amount.

Type:	xsd:decimal
Content:	simple
Defined:	locally witnin ActualPrice complexType in fpml-asset-5-6.xsd; see XML source

amount (defined in Money complexType)

The monetary quantity in currency units.

Type:	xsd:decimal
Content:	simple
Defined:	locally witnin Money complexType in fpml-shared-5-6.xsd; see XML source

amount (defined in NonNegativeMoney complexType)

The non negative monetary quantity in currency units.

Type:	NonNegativeDecimal
Content:	simple
Defined:	locally witnin NonNegativeMoney complexType in fpml-shared-5-6.xsd; see XML source

amount (defined in PositiveMoney complexType)

The positive monetary quantity in currency units.

Type:	PositiveDecimal
Content:	simple
Defined:	locally witnin PositiveMoney complexType in fpml-shared-5-6.xsd; see XML source

amount (in dividendPayment)

The amount of the dividend or coupon payment.

Type:	Money
Content:	complex, 1 attribute, 2 elements
Defined:	locally witnin PendingPayment complexType in fpml-asset-5-6.xsd; see XML source

amountRelativeTo

Type:	AmountReference
Content:	empty, 1 attribute
Defined:	locally witnin FxConversion complexType in fpml-asset-5-6.xsd; see XML source

amountRemaining

Type:	xsd:integer
Content:	simple
Defined:	locally witnin LimitApplicable complexType in fpml-pretrade-processes-5-6.xsd; see XML source

amountUtilized

Type:	xsd:integer
Content:	simple
Defined:	locally witnin LimitApplicable complexType in fpml-pretrade-processes-5-6.xsd; see XML source

applicable (defined in NotDomesticCurrency complexType)

Indicates whether the not domestic currency provision is applicable.

Type:	xsd:boolean
Content:	simple
Defined:	locally witnin NotDomesticCurrency complexType in fpml-cd-5-6.xsd; see XML source

applicable (defined in PCDeliverableObligationCharac complexType)

Indicates whether the provision is applicable.

Type:	xsd:boolean
Content:	simple
Defined:	locally witnin PCDeliverableObligationCharac complexType in fpml-cd-5-6.xsd; see XML source

applicable (defined in SpecifiedCurrency complexType)

Indicates whether the specified currency provision is applicable.

Type:	xsd:boolean
Content:	simple
Defined:	locally witnin SpecifiedCurrency complexType in fpml-cd-5-6.xsd; see XML source

applicable (in failureToPay)

Indicates whether the failure to pay provision is applicable.

Type:	xsd:boolean
Content:	simple
Defined:	locally witnin FailureToPay complexType in fpml-option-shared-5-6.xsd; see XML source

applicable (in gracePeriodExtension)

Indicates whether the grace period extension provision is applicable.

Type:	xsd:boolean
Content:	simple
Defined:	locally witnin GracePeriodExtension complexType in fpml-option-shared-5-6.xsd; see XML source

applicable (in restructuring)

Indicates whether the restructuring provision is applicable.

Type:	xsd:boolean
Content:	simple
Defined:	locally witnin Restructuring complexType in fpml-option-shared-5-6.xsd; see XML source

approval

Type:	Approval
Content:	complex, 3 elements
Defined:	locally witnin Approvals complexType in fpml-doc-5-6.xsd; see XML source

approvalId

Type:	ApprovalId
Content:	simple, 1 attribute
Defined:	locally witnin CreditLimitReference complexType in fpml-pretrade-processes-5-6.xsd; see XML source

approvals

A container for approval states in the workflow.

Type:	Approvals
Content:	complex, 1 element
Defined:	locally witnin AllocationContent.model group in fpml-doc-5-6.xsd; see XML source

approvedNotionalAmount

(partial approval) Specifies the fixed amount approved expressed as notional amount.

Type:	Money
Content:	complex, 1 attribute, 2 elements
Defined:	locally witnin CreditRiskLimit complexType in fpml-pretrade-processes-5-6.xsd; see XML source

approvedNumberOfOptions

(partial approval) Specifies the fixed amount approved expressed as number of options.

Type:	xsd:decimal
Content:	simple
Defined:	locally witnin CreditRiskLimit complexType in fpml-pretrade-processes-5-6.xsd; see XML source

approvedNumberOfUnits

(partial approval) Specifies the fixed amount approved expressed as number of units.

Type:	xsd:decimal
Content:	simple
Defined:	locally witnin CreditRiskLimit complexType in fpml-pretrade-processes-5-6.xsd; see XML source

approver

The full name or identifiying ID of the relevant approver.

Type:	xsd:normalizedString
Content:	simple
Defined:	locally witnin Approval complexType in fpml-doc-5-6.xsd; see XML source

approvingPartyReference

Type:	PartyReference
Content:	empty, 1 attribute
Defined:	locally witnin CreditLimitReference complexType in fpml-pretrade-processes-5-6.xsd; see XML source

assignableLoan

A deliverable obligation characteristic.

Type:	PCDeliverableObligationCharac
Content:	complex, 2 elements
Defined:	locally witnin DeliverableObligations complexType in fpml-cd-5-6.xsd; see XML source

attachment

A human readable document related to this transaction, for example a confirmation.

Type:	Resource
Content:	complex, 12 elements
Defined:	locally witnin Documentation complexType in fpml-shared-5-6.xsd; see XML source

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-5-6.xsd; see XML source

automaticExercise

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:	Empty
Content:	empty
Defined:	locally witnin ExerciseProcedureOption complexType in fpml-shared-5-6.xsd; see XML source

averagingMethod

For use with pre-trade Credit Limit Check messages.

Type:	AveragingMethodEnum
Content:	simple
Defined:	locally witnin FloatingRateCalculation complexType in fpml-shared-5-6.xsd; see XML source

bankruptcy

A credit event.

Type:	xsd:boolean
Content:	simple
Defined:	locally witnin CreditEvents complexType in fpml-option-shared-5-6.xsd; see XML source

barrierDeterminationAgent

The party referenced is specified in the related Confirmation as Barrier Determination Agent.

Type:	PartyReference
Content:	empty, 1 attribute
Defined:	locally witnin Trade complexType in fpml-doc-5-6.xsd; see XML source

base64Binary (defined in AdditionalData complexType)

Provides extra information as binary contents coded in base64.

Type:	xsd:base64Binary
Content:	simple
Defined:	locally witnin AdditionalData complexType in fpml-msg-5-6.xsd; see XML source

base64Binary (in attachment)

Provides extra information as binary contents coded in base64.

Type:	xsd:base64Binary
Content:	simple
Defined:	locally witnin Resource complexType in fpml-shared-5-6.xsd; see XML source

basePath

XPath to the element in the base object.

Type:	xsd:string
Content:	simple
Defined:	locally witnin TradeDifference complexType in fpml-doc-5-6.xsd; see XML source

baseValue

The value of the element in the base object.

Type:	xsd:string
Content:	simple
Defined:	locally witnin TradeDifference complexType in fpml-doc-5-6.xsd; see XML source

basketAmount

DEPRECATED.

Type:	Money
Content:	complex, 1 attribute, 2 elements
Defined:	locally witnin ConstituentWeight complexType in fpml-asset-5-6.xsd; see XML source

basketChange

Describes a change due to change in composition of basket underlyer

Type:	BasketChangeEvent
Content:	complex, 1 element
Subst.Gr:	may substitute for element changeEvent
Defined:	globally in fpml-business-events-5-6.xsd; see XML source
Used:	never

basketId

A CDS basket identifier

Type:	BasketId
Content:	simple, 1 attribute
Defined:	locally witnin BasketIdentifier.model group in fpml-asset-5-6.xsd; see XML source

basketName

The name of the basket expressed as a free format string.

Type:	BasketName
Content:	simple, 1 attribute
Defined:	locally witnin BasketIdentifier.model group in fpml-asset-5-6.xsd; see XML source

basketPercentage

The relative weight of each respective basket constituent, expressed in percentage.

Type:	RestrictedPercentage
Content:	simple
Defined:	locally witnin ConstituentWeight complexType in fpml-asset-5-6.xsd; see XML source

basketReferenceInformation

This element contains all the terms relevant to defining the Credit Default Swap Basket.

Type:	BasketReferenceInformation
Content:	complex, 6 elements
Defined:	locally witnin GeneralTerms complexType in fpml-cd-5-6.xsd; see XML source

beneficiary (in settlementInstruction)

The ultimate beneficiary of the funds.

Type:	Beneficiary
Content:	complex, 4 elements
Defined:	locally witnin SettlementInstruction complexType in fpml-shared-5-6.xsd; see XML source

beneficiary (in splitSettlement)

The ultimate beneficiary of the funds.

Type:	Routing
Content:	complex, 3 elements
Defined:	locally witnin SplitSettlement complexType in fpml-shared-5-6.xsd; see XML source

beneficiaryBank (in settlementInstruction)

The bank that acts for the ultimate beneficiary of the funds in receiving payments.

Type:	Beneficiary
Content:	complex, 4 elements
Defined:	locally witnin SettlementInstruction complexType in fpml-shared-5-6.xsd; see XML source

beneficiaryBank (in splitSettlement)

The bank that acts for the ultimate beneficiary of the funds in receiving payments.

Type:	Routing
Content:	complex, 3 elements
Defined:	locally witnin SplitSettlement complexType in fpml-shared-5-6.xsd; see XML source

beneficiaryPartyReference

Link to the party acting as beneficiary.

Type:	PartyReference
Content:	empty, 1 attribute
Defined:	locally witnin Beneficiary complexType in fpml-shared-5-6.xsd; see XML source

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:	BermudaExercise
Content:	complex, 1 attribute, 7 elements
Subst.Gr:	may substitute for element exercise
Defined:	globally in fpml-shared-5-6.xsd; see XML source
Used:	never

bermudaExerciseDates

The dates the define the Bermuda option exercise dates and the expiration date.

Type:	AdjustableOrRelativeDates
Content:	complex, 1 attribute, 2 elements
Defined:	locally witnin BermudaExercise complexType in fpml-shared-5-6.xsd; see XML source

blockTradeId

The trade id of the block trade.

Type:	TradeIdentifier
Content:	complex, 1 attribute, 6 elements
Defined:	locally witnin PartyTradeIdentifier complexType in fpml-doc-5-6.xsd; see XML source

bond

Identifies the underlying asset when it is a series or a class of bonds.

Type:	Bond
Content:	complex, 1 attribute, 16 elements
Subst.Gr:	may substitute for element underlyingAsset
Defined:	globally in fpml-asset-5-6.xsd; see XML source
Used:	at 2 locations

bondReference

Reference to a bond underlyer to represent an asset swap or Condition Precedent Bond.

Type:	BondReference
Content:	complex, 3 elements
Defined:	locally witnin SwapAdditionalTerms complexType in fpml-ird-5-6.xsd; see XML source

borrower

Type:	LegalEntity
Content:	complex, 1 attribute, 2 elements
Defined:	locally witnin Loan complexType in fpml-asset-5-6.xsd; see XML source

borrowerReference

Type:	LegalEntityReference
Content:	empty, 1 attribute
Defined:	locally witnin Loan complexType in fpml-asset-5-6.xsd; see XML source

brokerConfirmation

Specifies the deails for a broker confirm.

Type:	BrokerConfirmation
Content:	complex, 1 element
Defined:	locally witnin Documentation complexType in fpml-shared-5-6.xsd; see XML source

brokerConfirmationType

The type of broker confirmation executed between the parties.

Type:	BrokerConfirmationType
Content:	simple, 1 attribute
Defined:	locally witnin BrokerConfirmation complexType in fpml-shared-5-6.xsd; see XML source

brokerPartyReference

Identifies that party (or parties) that brokered this trade.

Type:	PartyReference
Content:	empty, 1 attribute
Defined:	locally witnin Trade complexType in fpml-doc-5-6.xsd; see XML source

businessCenter (defined in BusinessCenterTime complexType)

Type:	BusinessCenter
Content:	simple, 2 attributes
Defined:	locally witnin BusinessCenterTime complexType in fpml-shared-5-6.xsd; see XML source

businessCenter (defined in ExerciseNotice complexType)

Type:	BusinessCenter
Content:	simple, 2 attributes
Defined:	locally witnin ExerciseNotice complexType in fpml-shared-5-6.xsd; see XML source

businessCenter (defined in QuoteLocation.model group)

A city or other business center.

Type:	BusinessCenter
Content:	simple, 2 attributes
Defined:	locally witnin QuoteLocation.model group in fpml-asset-5-6.xsd; see XML source

businessCenter (in businessCenters)

Type:	BusinessCenter
Content:	simple, 2 attributes
Defined:	locally witnin BusinessCenters complexType in fpml-shared-5-6.xsd; see XML source

businessCenter (in creditEventNotice)

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:	BusinessCenter
Content:	simple, 2 attributes
Defined:	locally witnin CreditEventNotice complexType in fpml-option-shared-5-6.xsd; see XML source

businessCenters

Type:	BusinessCenters
Content:	complex, 1 attribute, 1 element
Defined:	locally witnin BusinessCentersOrReference.model group in fpml-shared-5-6.xsd; see XML source

businessDateRange

A range of contiguous business days.

Type:	BusinessDateRange
Content:	complex, 4 elements
Defined:	locally witnin CashSettlementPaymentDate complexType in fpml-ird-5-6.xsd; see XML source

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:	BusinessDayConventionEnum
Content:	simple
Defined:	locally witnin BusinessDayAdjustments complexType in fpml-shared-5-6.xsd; see XML source

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:	BusinessDayConventionEnum
Content:	simple
Defined:	locally witnin RelativeDateOffset complexType in fpml-shared-5-6.xsd; see XML source

businessDayConvention (in businessDateRange)

The convention for adjusting a date if it would otherwise fall on a day that is not a business day.

Type:	BusinessDayConventionEnum
Content:	simple
Defined:	locally witnin BusinessDateRange complexType in fpml-shared-5-6.xsd; see XML source

businessDayConvention (in dateOffset)

The convention for adjusting a date if it would otherwise fall on a day that is not a business day.

Type:	BusinessDayConventionEnum
Content:	simple
Defined:	locally witnin DateOffset complexType in fpml-shared-5-6.xsd; see XML source

businessDayConvention (in finalCalculationPeriodDateAdjustment)

Override business date convention.

Type:	BusinessDayConventionEnum
Content:	simple
Defined:	locally witnin FinalCalculationPeriodDateAdjustment complexType in fpml-ird-5-6.xsd; see XML source

businessDayConvention (in fxFixingDate)

The convention for adjusting a date if it would otherwise fall on a day that is not a business day.

Type:	BusinessDayConventionEnum
Content:	simple
Defined:	locally witnin FxFixingDate complexType in fpml-ird-5-6.xsd; see XML source

businessDays (defined in SingleValuationDate complexType)

A number of business days.

Type:	xsd:nonNegativeInteger
Content:	simple
Defined:	locally witnin SingleValuationDate complexType in fpml-cd-5-6.xsd; see XML source

businessDays (in physicalSettlementPeriod)

A number of business days.

Type:	xsd:nonNegativeInteger
Content:	simple
Defined:	locally witnin PhysicalSettlementPeriod complexType in fpml-cd-5-6.xsd; see XML source

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:	locally witnin PhysicalSettlementPeriod complexType in fpml-cd-5-6.xsd; see XML source

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:	locally witnin MultipleValuationDates complexType in fpml-cd-5-6.xsd; see XML source

businessProcess

Type:	BusinessProcess
Content:	simple, 1 attribute
Defined:	locally witnin RequestEventStatus complexType in fpml-msg-5-6.xsd; see XML source

businessUnit

Optional organization unit information used to describe the organization units (e.g. trading desks) involved in a transaction or business process .

Type:	BusinessUnit
Content:	complex, 1 attribute, 4 elements
Defined:	locally witnin Party complexType in fpml-shared-5-6.xsd; see XML source

businessUnitId

An identifier used to uniquely identify organization unit

Type:	Unit
Content:	simple, 1 attribute
Defined:	locally witnin BusinessUnit complexType in fpml-shared-5-6.xsd; see XML source

businessUnitReference (in person)

The unit for which the indvidual works.

Type:	BusinessUnitReference
Content:	empty, 1 attribute
Defined:	locally witnin Person complexType in fpml-shared-5-6.xsd; see XML source

businessUnitReference (in relatedBusinessUnit)

The unit that is related to this.

Type:	BusinessUnitReference
Content:	empty, 1 attribute
Defined:	locally witnin RelatedBusinessUnit complexType in fpml-shared-5-6.xsd; see XML source

buyer

The buyer of the option

Type:	IdentifiedPayerReceiver
Content:	simple, 1 attribute
Defined:	locally witnin Strike complexType in fpml-shared-5-6.xsd; see XML source

buyerAccountReference

A reference to the account that buys this instrument.

Type:	AccountReference
Content:	empty, 1 attribute
Defined:	locally witnin BuyerSeller.model group in fpml-shared-5-6.xsd; see XML source

buyerConvention

The purpose of this element is to disambiguate whether the buyer of the product effectively buys protection or whether he buys risk (and, hence, sells protection) in the case, such as high yields instruments, where no firm standard appears to exist at the execution level.

Type:	BuyerConventionEnum
Content:	simple
Defined:	locally witnin GeneralTerms complexType in fpml-cd-5-6.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:	PartyReference
Content:	empty, 1 attribute
Defined:	locally witnin BuyerSeller.model group in fpml-shared-5-6.xsd; see XML source

buyerPartyReference (in notifyingParty)

Type:	PartyReference
Content:	empty, 1 attribute
Defined:	locally witnin NotifyingParty complexType in fpml-option-shared-5-6.xsd; see XML source

calculatedRate

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:	locally witnin FloatingRateDefinition complexType in fpml-ird-5-6.xsd; see XML source

calculation

The parameters used in the calculation of fixed or floaring rate calculation period amounts.

Type:	Calculation
Content:	complex, 8 elements
Defined:	locally witnin CalculationPeriodAmount complexType in fpml-ird-5-6.xsd; see XML source

calculationAgent (defined in CalculationAgent.model group)

The ISDA calculation agent responsible for performing duties as defined in the applicable product definitions.

Type:	CalculationAgent
Content:	complex, 1 element
Defined:	locally witnin CalculationAgent.model group in fpml-doc-5-6.xsd; see XML source

calculationAgent (in mandatoryEarlyTermination)

The ISDA Calculation Agent responsible for performing duties associated with an optional early termination.

Type:	CalculationAgent
Content:	complex, 1 element
Defined:	locally witnin MandatoryEarlyTermination complexType in fpml-ird-5-6.xsd; see XML source

calculationAgent (in optionalEarlyTermination)

The ISDA Calculation Agent responsible for performing duties associated with an optional early termination.

Type:	CalculationAgent
Content:	complex, 1 element
Defined:	locally witnin OptionalEarlyTermination complexType in fpml-ird-5-6.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:	BusinessCenter
Content:	simple, 2 attributes
Defined:	locally witnin CalculationAgent.model group in fpml-doc-5-6.xsd; see XML source

calculationAgentDetermination

The calculation agent will decide the rate.

Type:	CalculationAgent
Content:	complex, 1 element
Defined:	locally witnin FallbackReferencePrice complexType in fpml-ird-5-6.xsd; see XML source

calculationAgentParty

The ISDA calculation agent responsible for performing duties as defined in the applicable product definitions.

Type:	CalculationAgentPartyEnum
Content:	simple
Defined:	locally witnin CalculationAgent complexType in fpml-shared-5-6.xsd; see XML source

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:	CalculationAmount
Content:	complex, 1 attribute, 3 elements
Defined:	locally witnin FixedAmountCalculation complexType in fpml-cd-5-6.xsd; see XML source

calculationAmount (in protectionTerms)

The notional amount of protection coverage.

Type:	Money
Content:	complex, 1 attribute, 2 elements
Defined:	locally witnin ProtectionTerms complexType in fpml-cd-5-6.xsd; see XML source

calculationEndDate

Type:	AdjustableOrRelativeDate
Content:	complex, 1 attribute, 2 elements
Defined:	locally witnin PeriodicDates complexType in fpml-shared-5-6.xsd; see XML source

calculationPeriod

The parameters used in the calculation of a fixed or floating rate calculation period amount.

Type:	CalculationPeriod
Content:	complex, 1 attribute, 12 elements
Defined:	locally witnin PaymentCalculationPeriod complexType in fpml-ird-5-6.xsd; see XML source

calculationPeriodAmount

The calculation period amount parameters.

Type:	CalculationPeriodAmount
Content:	complex, 1 element
Defined:	locally witnin InterestRateStream complexType in fpml-ird-5-6.xsd; see XML source

calculationPeriodDates

The calculation periods dates schedule.

Type:	CalculationPeriodDates
Content:	complex, 1 attribute, 11 elements
Defined:	locally witnin InterestRateStream complexType in fpml-ird-5-6.xsd; see XML source

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:	BusinessDayAdjustments
Content:	complex, 1 attribute, 2 elements
Defined:	locally witnin CalculationPeriodDates complexType in fpml-ird-5-6.xsd; see XML source

calculationPeriodDatesAdjustments (in periodicDates)

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:	BusinessDayAdjustments
Content:	complex, 1 attribute, 2 elements
Defined:	locally witnin PeriodicDates complexType in fpml-shared-5-6.xsd; see XML source

calculationPeriodDatesReference (in dateRelativeToCalculationPeriodDates)

A set of href pointers to calculation period dates defined somewhere else in the document.

Type:	CalculationPeriodDatesReference
Content:	empty, 1 attribute
Defined:	locally witnin DateRelativeToCalculationPeriodDates complexType in fpml-ird-5-6.xsd; see XML source

calculationPeriodDatesReference (in notionalStepParameters)

A pointer style reference to the associated calculation period dates component defined elsewhere in the document.

Type:	CalculationPeriodDatesReference
Content:	empty, 1 attribute
Defined:	locally witnin NotionalStepRule complexType in fpml-ird-5-6.xsd; see XML source

calculationPeriodDatesReference (in paymentDates)

A pointer style reference to the associated calculation period dates component defined elsewhere in the document.

Type:	CalculationPeriodDatesReference
Content:	empty, 1 attribute
Defined:	locally witnin PaymentDates complexType in fpml-ird-5-6.xsd; see XML source

calculationPeriodDatesReference (in resetDates)

A pointer style reference to the associated calculation period dates component defined elsewhere in the document.

Type:	CalculationPeriodDatesReference
Content:	empty, 1 attribute
Defined:	locally witnin ResetDates complexType in fpml-ird-5-6.xsd; see XML source

calculationPeriodDatesReference (in stubCalculationPeriodAmount)

For use with Credit Limit Check messages.

Type:	CalculationPeriodDatesReference
Content:	empty, 1 attribute
Defined:	locally witnin StubCalculationPeriodAmount complexType in fpml-ird-5-6.xsd; see XML source

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:	CalculationPeriodFrequency
Content:	complex, 1 attribute, 3 elements
Defined:	locally witnin CalculationPeriodDates complexType in fpml-ird-5-6.xsd; see XML source

calculationPeriodFrequency (in periodicDates)

The frequency at which calculation period end dates occur with the regular part of the calculation period schedule and their roll date convention.

Type:	CalculationPeriodFrequency
Content:	complex, 1 attribute, 3 elements
Defined:	locally witnin PeriodicDates complexType in fpml-shared-5-6.xsd; see XML source

calculationPeriodNumberOfDays (in calculationPeriod)

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:	locally witnin CalculationPeriod complexType in fpml-ird-5-6.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:	locally witnin FutureValueAmount complexType in fpml-shared-5-6.xsd; see XML source

calculationStartDate

Type:	AdjustableOrRelativeDate
Content:	complex, 1 attribute, 2 elements
Defined:	locally witnin PeriodicDates complexType in fpml-shared-5-6.xsd; see XML source

cancelableProvision

For use with Credit Limit Check messages.

Type:	CancelableProvision
Content:	complex, 10 elements
Defined:	locally witnin Swap complexType in fpml-ird-5-6.xsd; see XML source

cancelableProvisionAdjustedDates

The adjusted dates associated with a cancelable provision.

Type:	CancelableProvisionAdjustedDates
Content:	complex, 1 element
Defined:	locally witnin CancelableProvision complexType in fpml-ird-5-6.xsd; see XML source

cancellationEvent

The adjusted dates for an individual cancellation date.

Type:	CancellationEvent
Content:	complex, 1 attribute, 2 elements
Defined:	locally witnin CancelableProvisionAdjustedDates complexType in fpml-ird-5-6.xsd; see XML source

capRate

The cap rate, if any, which applies to the floating rate for the calculation period.

Type:	Strike
Content:	complex, 1 attribute, 3 elements
Defined:	locally witnin FloatingRateDefinition complexType in fpml-ird-5-6.xsd; see XML source

cash

Identifies a simple underlying asset type that is a cash payment.

Type:	Cash
Content:	complex, 1 attribute, 3 elements
Subst.Gr:	may substitute for element underlyingAsset
Defined:	globally in fpml-asset-5-6.xsd; see XML source
Used:	never

cashflowAmount

Cash flow amount in a given currency to be paid/received.

Type:	Money
Content:	complex, 1 attribute, 2 elements
Defined:	locally witnin GrossCashflow complexType in fpml-shared-5-6.xsd; see XML source

cashflowId

Unique identifier for a cash flow.

Type:	CashflowId
Content:	simple, 1 attribute
Defined:	locally witnin GrossCashflow complexType in fpml-shared-5-6.xsd; see XML source

cashflows

For use with pretrade Credit Limit Check messages.

Type:	Cashflows
Content:	complex, 3 elements
Defined:	locally witnin InterestRateStream complexType in fpml-ird-5-6.xsd; see XML source

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-5-6.xsd; see XML source

cashflowType (defined in GrossCashflow complexType)

Defines the type of cash flow.

Type:	CashflowType
Content:	simple, 1 attribute
Defined:	locally witnin GrossCashflow complexType in fpml-shared-5-6.xsd; see XML source

cashflowType (defined in QuotationCharacteristics.model group)

For cash flows, the type of the cash flows.

Type:	CashflowType
Content:	simple, 1 attribute
Defined:	locally witnin QuotationCharacteristics.model group in fpml-asset-5-6.xsd; see XML source

cashPriceAlternateMethod

An ISDA defined cash settlement method used for the determination of the applicable cash settlement amount.

Type:	CashPriceMethod
Content:	complex, 3 elements
Defined:	locally witnin CashSettlement complexType in fpml-ird-5-6.xsd; see XML source

cashPriceMethod

An ISDA defined cash settlement method used for the determination of the applicable cash settlement amount.

Type:	CashPriceMethod
Content:	complex, 3 elements
Defined:	locally witnin CashSettlement complexType in fpml-ird-5-6.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:	CashSettlement
Content:	complex, 1 attribute, 10 elements
Defined:	locally witnin MandatoryEarlyTermination complexType in fpml-ird-5-6.xsd; see XML source

cashSettlement (in optionalEarlyTermination)

If specified, this means that cash settlement is applicable to the transaction and defines the parameters associated with the cash settlement prodcedure.

Type:	CashSettlement
Content:	complex, 1 attribute, 10 elements
Defined:	locally witnin OptionalEarlyTermination complexType in fpml-ird-5-6.xsd; see XML source

cashSettlementAmount

The amount paid by the seller to the buyer for cash settlement on the cash settlement date.

Type:	Money
Content:	complex, 1 attribute, 2 elements
Defined:	locally witnin FixedRecovery.model group in fpml-cd-5-6.xsd; see XML source

cashSettlementBusinessDays

The number of business days used in the determination of the cash settlement payment date.

Type:	xsd:nonNegativeInteger
Content:	simple
Defined:	locally witnin CashSettlementTerms complexType in fpml-cd-5-6.xsd; see XML source

cashSettlementCurrency (defined in CashPriceMethod complexType)

The currency in which the cash settlement amount will be calculated and settled.

Type:	Currency
Content:	simple, 1 attribute
Defined:	locally witnin CashPriceMethod complexType in fpml-ird-5-6.xsd; see XML source

cashSettlementCurrency (in crossCurrencyMethod)

The currency, or currencies, in which the cash settlement amount(s) will be calculated and settled.

Type:	Currency
Content:	simple, 1 attribute
Defined:	locally witnin CrossCurrencyMethod complexType in fpml-ird-5-6.xsd; see XML source

cashSettlementOnly

An obligation and deliverable obligation characteristic.

Type:	xsd:boolean
Content:	simple
Defined:	locally witnin Obligations complexType in fpml-cd-5-6.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:	CashSettlementPaymentDate
Content:	complex, 1 attribute, 3 elements
Defined:	locally witnin CashSettlement complexType in fpml-ird-5-6.xsd; see XML source

cashSettlementReferenceBanks (defined in CashPriceMethod complexType)

A container for a set of reference institutions.

Type:	CashSettlementReferenceBanks
Content:	complex, 1 attribute, 1 element
Defined:	locally witnin CashPriceMethod complexType in fpml-ird-5-6.xsd; see XML source

cashSettlementReferenceBanks (in crossCurrencyMethod)

A container for a set of reference institutions.

Type:	CashSettlementReferenceBanks
Content:	complex, 1 attribute, 1 element
Defined:	locally witnin CrossCurrencyMethod complexType in fpml-ird-5-6.xsd; see XML source

cashSettlementReferenceBanks (in settlementRateSource defined in YieldCurveMethod complexType)

A container for a set of reference institutions.

Type:	CashSettlementReferenceBanks
Content:	complex, 1 attribute, 1 element
Defined:	locally witnin SettlementRateSource complexType in fpml-shared-5-6.xsd; see XML source

cashSettlementTerms

This element contains all the ISDA terms relevant to cash settlement for when cash settlement is applicable.

Type:	CashSettlementTerms
Content:	complex, 1 attribute, 13 elements
Defined:	locally witnin CreditDefaultSwap complexType in fpml-cd-5-6.xsd; see XML source

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:	RelativeDateOffset
Content:	complex, 1 attribute, 6 elements
Defined:	locally witnin CashSettlement complexType in fpml-ird-5-6.xsd; see XML source

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:	BusinessCenterTime
Content:	complex, 2 elements
Defined:	locally witnin CashSettlement complexType in fpml-ird-5-6.xsd; see XML source

category (defined in PartyTradeInformation complexType)

Used to categorize trades into user-defined categories, such as house trades vs. customer trades.

Type:	TradeCategory
Content:	simple, 1 attribute
Defined:	locally witnin PartyTradeInformation complexType in fpml-doc-5-6.xsd; see XML source

category (in advisory)

The category or type of the notification message, e.g. availability, product coverage, rules, etc.

Type:	ServiceAdvisoryCategory
Content:	simple, 1 attribute
Defined:	locally witnin ServiceAdvisory complexType in fpml-msg-5-6.xsd; see XML source

category (in deliverableObligations)

Used in both obligations and deliverable obligations to represent a class or type of securities which apply.

Type:	ObligationCategoryEnum
Content:	simple
Defined:	locally witnin DeliverableObligations complexType in fpml-cd-5-6.xsd; see XML source

category (in obligations)

Used in both obligations and deliverable obligations to represent a class or type of securities which apply.

Type:	ObligationCategoryEnum
Content:	simple
Defined:	locally witnin Obligations complexType in fpml-cd-5-6.xsd; see XML source

change

Type:	TradeChangeContent
Content:	complex, 6 elements
Defined:	locally witnin Events.model group in fpml-business-events-5-6.xsd; see XML source

changeEvent

Abstract substitutable place holder for specific change details.

Type:	ChangeEvent
Content:	complex, 1 element
Subst.Gr:	may be substituted with 3 elements
Defined:	globally in fpml-business-events-5-6.xsd; see XML source
Used:	at 4 locations

changeInNotionalAmount (defined in TradeLegNotionalChange.model group)

Type:	NonNegativeMoney
Content:	complex, 1 attribute, 2 elements
Defined:	locally witnin TradeLegNotionalChange.model group in fpml-business-events-5-6.xsd; see XML source

changeInNotionalAmount (defined in TradeNotionalChange.model group)

Specifies the fixed amount by which the Notional Amount changes.

Type:	NonNegativeMoney
Content:	complex, 1 attribute, 2 elements
Defined:	locally witnin TradeNotionalChange.model group in fpml-business-events-5-6.xsd; see XML source

changeInNumberOfOptions (defined in TradeLegNumberOfOptionsChange.model group)

Type:	xsd:decimal
Content:	simple
Defined:	locally witnin TradeLegNumberOfOptionsChange.model group in fpml-business-events-5-6.xsd; see XML source

changeInNumberOfOptions (defined in TradeNotionalChange.model group)

Specifies the fixed amount by which the Number of Options changes

Type:	xsd:decimal
Content:	simple
Defined:	locally witnin TradeNotionalChange.model group in fpml-business-events-5-6.xsd; see XML source

changeInNumberOfUnits (defined in TradeLegNumberOfUnitsChange.model group)

Type:	xsd:decimal
Content:	simple
Defined:	locally witnin TradeLegNumberOfUnitsChange.model group in fpml-business-events-5-6.xsd; see XML source

changeInNumberOfUnits (defined in TradeNotionalChange.model group)

Specifies the fixed amount by which the Number of Units changes

Type:	xsd:decimal
Content:	simple
Defined:	locally witnin TradeNotionalChange.model group in fpml-business-events-5-6.xsd; see XML source

city

The city component of a postal address.

Type:	xsd:string
Content:	simple
Defined:	locally witnin Address complexType in fpml-shared-5-6.xsd; see XML source

classification

The party's industry sector classification.

Type:	IndustryClassification
Content:	simple, 1 attribute
Defined:	locally witnin PartyInformation.model group in fpml-shared-5-6.xsd; see XML source

clearanceSystem

Identification of the clearance system associated with the transaction exchange.

Type:	ClearanceSystem
Content:	simple, 1 attribute
Defined:	locally witnin UnderlyingAsset complexType in fpml-asset-5-6.xsd; see XML source

cleared

When this trade was cleared.

Type:	xsd:dateTime
Content:	simple
Defined:	locally witnin TradeProcessingTimestamps complexType in fpml-doc-5-6.xsd; see XML source

clearedDate

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:	IdentifiedDate
Content:	simple, 1 attribute
Defined:	locally witnin TradeHeader complexType in fpml-doc-5-6.xsd; see XML source

clearingEligibility

Type:	ClearingEligibility
Content:	complex, 3 attributes, 20 elements
Defined:	globally in fpml-clearing-processes-5-6.xsd; see XML source
Used:	never

clearingEligibilityAcknowledgement

Type:	Acknowledgement
Content:	complex, 3 attributes, 9 elements
Defined:	globally in fpml-clearing-processes-5-6.xsd; see XML source
Used:	never

clearingEligibilityException

Type:	Exception
Content:	complex, 3 attributes, 7 elements
Defined:	globally in fpml-clearing-processes-5-6.xsd; see XML source
Used:	never

clearingRequirements

Type:	ClearingRequirements
Content:	complex, 3 elements
Defined:	locally witnin ClearingEligibility complexType in fpml-clearing-processes-5-6.xsd; see XML source

clearingStatus

Describes the status with respect to clearing (e.g.

Type:	ClearingStatusValue
Content:	simple, 1 attribute
Defined:	locally witnin PartyTradeInformation complexType in fpml-doc-5-6.xsd; see XML source

clipSize

Type:	xsd:integer
Content:	simple
Defined:	locally witnin LimitApplicable complexType in fpml-pretrade-processes-5-6.xsd; see XML source

collateral (defined in Trade complexType)

Defines collateral obiligations of a Party

Type:	Collateral
Content:	complex, 1 element
Defined:	locally witnin Trade complexType in fpml-doc-5-6.xsd; see XML source

collateral (in allocation)

The sum that must be posted upfront to collateralize against counterparty credit risk.

Type:	Collateral
Content:	complex, 1 element
Defined:	locally witnin AllocationContent.model group in fpml-doc-5-6.xsd; see XML source

collateralizationType

Specifies whether this party posts collateral.

Type:	CollateralizationType
Content:	simple, 1 attribute
Defined:	locally witnin PartyTradeInformation complexType in fpml-doc-5-6.xsd; see XML source

collateralizedCashPriceMethod

An ISDA defined cash settlement method used for the determination of the applicable cash settlement amount.

Type:	YieldCurveMethod
Content:	complex, 2 elements
Defined:	locally witnin CashSettlement complexType in fpml-ird-5-6.xsd; see XML source

collateralPortfolio

Provides a name, code, or other identifier for the collateral portfolio to which this belongs.

Type:	PortfolioName
Content:	simple, 2 attributes
Defined:	locally witnin PartyTradeInformation complexType in fpml-doc-5-6.xsd; see XML source

commencementDate

The first day of the exercise period for an American style option.

Type:	AdjustableOrRelativeDate
Content:	complex, 1 attribute, 2 elements
Defined:	locally witnin AmericanExercise complexType in fpml-shared-5-6.xsd; see XML source

comments

Any additional comments that are deemed necessary.

Type:	xsd:string
Content:	simple
Defined:	locally witnin Resource complexType in fpml-shared-5-6.xsd; see XML source

componentDescription

Text description of the component

Type:	xsd:string
Content:	simple
Defined:	locally witnin FormulaComponent complexType in fpml-shared-5-6.xsd; see XML source

compounding

Type:	xsd:boolean
Content:	simple
Defined:	locally witnin InterestShortFall complexType in fpml-cd-5-6.xsd; see XML source

compoundingMethod

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:	CompoundingMethodEnum
Content:	simple
Defined:	locally witnin Calculation complexType in fpml-ird-5-6.xsd; see XML source

compressionType

Type:	CompressionType
Content:	simple, 1 attribute
Defined:	locally witnin CompressionActivity complexType in fpml-business-events-5-6.xsd; see XML source

conditionPrecedentBond

To indicate whether the Condition Precedent Bond is applicable.

Type:	xsd:boolean
Content:	simple
Defined:	locally witnin BondReference complexType in fpml-ird-5-6.xsd; see XML source

confirmationMethod

Used to describe how the trade was confirmed, e.g via a confirmation facility, via private electronic service, or via written documentation.

Type:	ConfirmationMethod
Content:	simple, 1 attribute
Defined:	locally witnin PartyTradeInformation complexType in fpml-doc-5-6.xsd; see XML source

confirmed

When this trade was confirmed.

Type:	xsd:dateTime
Content:	simple
Defined:	locally witnin TradeProcessingTimestamps complexType in fpml-doc-5-6.xsd; see XML source

consentRequiredLoan

A deliverable obligation characteristic.

Type:	PCDeliverableObligationCharac
Content:	complex, 2 elements
Defined:	locally witnin DeliverableObligations complexType in fpml-cd-5-6.xsd; see XML source

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:	NotionalReference
Content:	empty, 1 attribute
Defined:	locally witnin FxLinkedNotionalSchedule complexType in fpml-ird-5-6.xsd; see XML source

constituentExchangeId

Identification of all the exchanges where constituents are traded.

Type:	ExchangeId
Content:	simple, 1 attribute
Defined:	locally witnin ExchangeTradedCalculatedPrice complexType in fpml-asset-5-6.xsd; see XML source

constituentWeight

Describes the weight of each of the constituents within the basket.

Type:	ConstituentWeight
Content:	complex, 3 elements
Defined:	locally witnin ReferencePoolItem complexType in fpml-cd-5-6.xsd; see XML source

contactInfo (in businessUnit)

Information on how to contact the unit using various means.

Type:	ContactInformation
Content:	complex, 3 elements
Defined:	locally witnin BusinessUnit complexType in fpml-shared-5-6.xsd; see XML source

contactInfo (in party)

Information on how to contact the party using various means.

Type:	ContactInformation
Content:	complex, 3 elements
Defined:	locally witnin Party complexType in fpml-shared-5-6.xsd; see XML source

contactInfo (in person)

Information on how to contact the individual using various means.

Type:	ContactInformation
Content:	complex, 3 elements
Defined:	locally witnin Person complexType in fpml-shared-5-6.xsd; see XML source

continuity

An obligation and deliverable obligation characteristic.

Type:	xsd:boolean
Content:	simple
Defined:	locally witnin Obligations complexType in fpml-cd-5-6.xsd; see XML source

contractId

Type:	ContractId
Content:	simple, 2 attributes
Defined:	locally witnin VersionedContractId complexType in fpml-doc-5-6.xsd; see XML source

contractReference

Specifies the contract that can be referenced, besides the undelyer type.

Type:	xsd:string
Content:	simple
Defined:	locally witnin ExchangeTradedContract complexType in fpml-asset-5-6.xsd; see XML source

contractualDefinitions (in documentation)

The definitions such as those published by ISDA that will define the terms of the trade.

Type:	ContractualDefinitions
Content:	simple, 1 attribute
Defined:	locally witnin Documentation complexType in fpml-shared-5-6.xsd; see XML source

contractualDefinitions (in novation)

The definitions (such as those published by ISDA) that will define the terms of the novation transaction.

Type:	ContractualDefinitions
Content:	simple, 1 attribute
Defined:	locally witnin NovationTerms.model group in fpml-business-events-5-6.xsd; see XML source

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:	ContractualMatrix
Content:	complex, 3 elements
Defined:	locally witnin Documentation complexType in fpml-shared-5-6.xsd; see XML source

contractualTermsSupplement (in documentation)

A contractual supplement (such as those published by ISDA) that will apply to the trade.

Type:	ContractualTermsSupplement
Content:	complex, 2 elements
Defined:	locally witnin Documentation complexType in fpml-shared-5-6.xsd; see XML source

contractualTermsSupplement (in novation)

A contractual supplement (such as those published by ISDA) that will apply to the trade.

Type:	ContractualTermsSupplement
Content:	complex, 2 elements
Defined:	locally witnin NovationTerms.model group in fpml-business-events-5-6.xsd; see XML source

contractYearMonth

The contract month of the futures contract. i.e.

Type:	xsd:gYearMonth
Content:	simple
Defined:	locally witnin Future complexType in fpml-asset-5-6.xsd; see XML source

convertibleBond

Identifies the underlying asset when it is a convertible bond.

Type:	ConvertibleBond
Content:	complex, 1 attribute, 18 elements
Subst.Gr:	may substitute for element underlyingAsset
Defined:	globally in fpml-asset-5-6.xsd; see XML source
Used:	at 1 location

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:	MessageAddress
Content:	simple, 1 attribute
Defined:	locally witnin MessageHeader.model group in fpml-msg-5-6.xsd; see XML source

corporateAction

Describes a change due to a corporate action

Type:	CorporateActionEvent
Content:	complex, 2 elements
Subst.Gr:	may substitute for element changeEvent
Defined:	globally in fpml-business-events-5-6.xsd; see XML source
Used:	never

correlationId

A qualified identifier used to correlate between messages

Type:	CorrelationId
Content:	simple, 1 attribute
Defined:	locally witnin CorrelationId.model group in fpml-msg-5-6.xsd; see XML source

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:	CorrespondentInformation
Content:	complex, 4 elements
Defined:	locally witnin SettlementInstruction complexType in fpml-shared-5-6.xsd; see XML source

correspondentPartyReference

Link to the party acting as correspondent.

Type:	PartyReference
Content:	empty, 1 attribute
Defined:	locally witnin CorrespondentInformation complexType in fpml-shared-5-6.xsd; see XML source

counterofferQuote

Type:	xsd:string
Content:	simple
Defined:	locally witnin OrderStatus complexType in fpml-pretrade-processes-5-6.xsd; see XML source

counterpartyReference

Type:	PartyReference
Content:	empty, 1 attribute
Defined:	locally witnin OrderFill complexType in fpml-pretrade-processes-5-6.xsd; see XML source

country (defined in Address complexType)

The ISO 3166 standard code for the country within which the postal address is located.

Type:	CountryCode
Content:	simple, 1 attribute
Defined:	locally witnin Address complexType in fpml-shared-5-6.xsd; see XML source

country (in businessUnit)

The ISO 3166 standard code for the country where the individual works.

Type:	CountryCode
Content:	simple, 1 attribute
Defined:	locally witnin BusinessUnit complexType in fpml-shared-5-6.xsd; see XML source

country (in party)

The country where the party is domiciled.

Type:	CountryCode
Content:	simple, 1 attribute
Defined:	locally witnin PartyInformation.model group in fpml-shared-5-6.xsd; see XML source

country (in person)

The ISO 3166 standard code for the country where the individual works.

Type:	CountryCode
Content:	simple, 1 attribute
Defined:	locally witnin Person complexType in fpml-shared-5-6.xsd; see XML source

couponRate

Specifies the coupon rate (expressed in percentage) of a fixed income security or convertible bond.

Type:	xsd:decimal
Content:	simple
Defined:	locally witnin FixedIncomeSecurityContent.model group in fpml-asset-5-6.xsd; see XML source

couponType

Specifies if the bond has a variable coupon, step-up/down coupon or a zero-coupon.

Type:	CouponType
Content:	simple, 1 attribute
Defined:	locally witnin FixedIncomeSecurityContent.model group in fpml-asset-5-6.xsd; see XML source

creationTimestamp

The date and time (on the source system) when this message instance was created.

Type:	xsd:dateTime
Content:	simple
Defined:	locally witnin MessageHeader.model group in fpml-msg-5-6.xsd; see XML source

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-5-6.xsd; see XML source

creditApprovalModel (defined in OriginalRequestDetails complexType)

Type:	CreditApprovalModel
Content:	simple, 1 attribute
Defined:	locally witnin OriginalRequestDetails complexType in fpml-pretrade-processes-5-6.xsd; see XML source

creditApprovalModel (in requestLimitCheck)

Code to indicate the credit approval model e.g., PushToPing, PushToStop, Plus1ToStop, Plus1ToPing, Ping.

Type:	CreditApprovalModel
Content:	simple, 1 attribute
Defined:	locally witnin RequestLimitCheck complexType in fpml-pretrade-processes-5-6.xsd; see XML source

creditApprovalRequestType (defined in OriginalRequestDetails complexType)

Type:	CreditApprovalRequestTypeEnum
Content:	simple
Defined:	locally witnin OriginalRequestDetails complexType in fpml-pretrade-processes-5-6.xsd; see XML source

creditApprovalRequestType (in requestLimitCheck)

Type:	CreditApprovalRequestTypeEnum
Content:	simple
Defined:	locally witnin RequestLimitCheck complexType in fpml-pretrade-processes-5-6.xsd; see XML source

creditChargeAmount

Special credit fee assessed to certain institutions.

Type:	Money
Content:	complex, 1 attribute, 2 elements
Defined:	locally witnin AllocationContent.model group in fpml-doc-5-6.xsd; see XML source

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:	CreditDefaultSwap
Content:	complex, 1 attribute, 8 elements
Subst.Gr:	may substitute for element product
Defined:	globally in fpml-cd-5-6.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:	CreditDerivativesNotices
Content:	complex, 3 elements
Defined:	locally witnin NovationTerms.model group in fpml-business-events-5-6.xsd; see XML source

creditDocument

What arrangements will be made to provide credit?

Type:	CreditDocument
Content:	simple, 1 attribute
Defined:	locally witnin EndUserExceptionDeclaration complexType in fpml-doc-5-6.xsd; see XML source

creditEntityReference

An XML reference a credit entity defined elsewhere in the document.

Type:	LegalEntityReference
Content:	empty, 1 attribute
Defined:	locally witnin CreditEntity.model group in fpml-asset-5-6.xsd; see XML source

creditEvent

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:	locally witnin CreditDerivativesNotices complexType in fpml-doc-5-6.xsd; see XML source

creditEventNotice

A specified condition to settlement.

Type:	CreditEventNotice
Content:	complex, 3 elements
Defined:	locally witnin CreditEvents complexType in fpml-option-shared-5-6.xsd; see XML source

creditEvents

This element contains all the ISDA terms relating to credit events.

Type:	CreditEvents
Content:	complex, 1 attribute, 14 elements
Defined:	locally witnin ProtectionTerms complexType in fpml-cd-5-6.xsd; see XML source

creditLimit (defined in CreditLimitInformationExtended complexType)

Type:	CreditLimitExtended
Content:	complex, 10 elements
Defined:	locally witnin CreditLimitInformationExtended complexType in fpml-pretrade-processes-5-6.xsd; see XML source

creditLimit (in creditLimitInformation in creditLimitReport)

Type:	CreditLimit
Content:	complex, 8 elements
Defined:	locally witnin CreditLimitInformation complexType in fpml-pretrade-processes-5-6.xsd; see XML source

creditLimitException

Type:	Exception
Content:	complex, 3 attributes, 7 elements
Defined:	globally in fpml-pretrade-processes-5-6.xsd; see XML source
Used:	never

creditLimitInformation (in creditLimitReport)

Type:	CreditLimitInformation
Content:	complex, 3 elements
Defined:	locally witnin CreditLimitReport complexType in fpml-pretrade-processes-5-6.xsd; see XML source

creditLimitInformation (in restoreCredit)

Type:	CreditLimitInformationExtended
Content:	complex, 3 elements
Defined:	locally witnin RestoreCredit complexType in fpml-pretrade-processes-5-6.xsd; see XML source

creditLimitInformation (in setCreditLimit)

Type:	CreditLimitInformationExtended
Content:	complex, 3 elements
Defined:	locally witnin SetCreditLimit complexType in fpml-pretrade-processes-5-6.xsd; see XML source

creditLimitReference (in creditRiskLimit in limitCheckApproved)

Type:	CreditLimitReference
Content:	complex, 2 elements
Defined:	locally witnin CreditRiskLimit complexType in fpml-pretrade-processes-5-6.xsd; see XML source

creditLimitReference (in creditRiskLimit in limitCheckRefused)

Type:	CreditLimitReference
Content:	complex, 2 elements
Defined:	locally witnin CreditRiskLimitRefused complexType in fpml-pretrade-processes-5-6.xsd; see XML source

creditLimitReference (in orderStatus)

Type:	CreditLimitReference
Content:	complex, 2 elements
Defined:	locally witnin OrderStatus complexType in fpml-pretrade-processes-5-6.xsd; see XML source

creditLimitReport

Type:	CreditLimitReport
Content:	complex, 3 attributes, 9 elements
Defined:	globally in fpml-pretrade-processes-5-6.xsd; see XML source
Used:	never

creditLimitResponse

Type:	CreditLimitResponse
Content:	complex, 3 attributes, 8 elements
Defined:	globally in fpml-pretrade-processes-5-6.xsd; see XML source
Used:	never

creditRating

The party's credit rating.

Type:	CreditRating
Content:	simple, 1 attribute
Defined:	locally witnin PartyInformation.model group in fpml-shared-5-6.xsd; see XML source

creditRiskLimit (in limitCheckApproved)

Type:	CreditRiskLimit
Content:	complex, 11 elements
Defined:	locally witnin LimitCheckApproved complexType in fpml-pretrade-processes-5-6.xsd; see XML source

creditRiskLimit (in limitCheckRefused)

Type:	CreditRiskLimitRefused
Content:	complex, 5 elements
Defined:	locally witnin LimitCheckRefused complexType in fpml-pretrade-processes-5-6.xsd; see XML source

creditSupportAgreement (defined in PartyRelationshipDocumentation complexType)

An agreement executed between two parties intended to govern collateral arrangement for OTC derivatives transactions between those parties, and that references the related party.

Type:	CreditSupportAgreement
Content:	complex, 3 elements
Defined:	locally witnin PartyRelationshipDocumentation complexType in fpml-shared-5-6.xsd; see XML source

creditSupportAgreement (in documentation)

The agreement executed between the parties and intended to govern collateral arrangement for all OTC derivatives transactions between those parties.

Type:	CreditSupportAgreement
Content:	complex, 3 elements
Defined:	locally witnin Documentation complexType in fpml-shared-5-6.xsd; see XML source

crossCurrencyMethod

An ISDA defined cash settlement method used for the determination of the applicable cash settlement amount.

Type:	CrossCurrencyMethod
Content:	complex, 3 elements
Defined:	locally witnin CashSettlement complexType in fpml-ird-5-6.xsd; see XML source

currency (defined in ActualPrice complexType)

Specifies the currency associated with the net price.

Type:	Currency
Content:	simple, 1 attribute
Defined:	locally witnin ActualPrice complexType in fpml-asset-5-6.xsd; see XML source

currency (defined in CreditLimit complexType)

Type:	Currency
Content:	simple, 1 attribute
Defined:	locally witnin CreditLimit complexType in fpml-pretrade-processes-5-6.xsd; see XML source

currency (defined in MoneyBase complexType)

The currency in which an amount is denominated.

Type:	Currency
Content:	simple, 1 attribute
Defined:	locally witnin MoneyBase complexType in fpml-shared-5-6.xsd; see XML source

currency (defined in NotDomesticCurrency complexType)

An explicit specification of the domestic currency.

Type:	Currency
Content:	simple, 1 attribute
Defined:	locally witnin NotDomesticCurrency complexType in fpml-cd-5-6.xsd; see XML source

currency (defined in QuotationCharacteristics.model group)

The optional currency that the measure is expressed in.

Type:	Currency
Content:	simple, 1 attribute
Defined:	locally witnin QuotationCharacteristics.model group in fpml-asset-5-6.xsd; see XML source

currency (defined in SpecifiedCurrency complexType)

The currency in which an amount is denominated.

Type:	Currency
Content:	simple, 1 attribute
Defined:	locally witnin SpecifiedCurrency complexType in fpml-cd-5-6.xsd; see XML source

currency (defined in UnderlyingAsset complexType)

Trading currency of the underlyer when transacted as a cash instrument.

Type:	IdentifiedCurrency
Content:	simple, 2 attributes
Defined:	locally witnin UnderlyingAsset complexType in fpml-asset-5-6.xsd; see XML source

currency (in cash)

The currency in which an amount is denominated.

Type:	Currency
Content:	simple, 1 attribute
Defined:	locally witnin Cash complexType in fpml-asset-5-6.xsd; see XML source

currency (in feeAmountSchedule)

The currency in which an amount is denominated.

Type:	Currency
Content:	simple, 1 attribute
Defined:	locally witnin AmountSchedule complexType in fpml-shared-5-6.xsd; see XML source

currency (in limitApplicable)

Type:	Currency
Content:	simple, 1 attribute
Defined:	locally witnin LimitApplicable complexType in fpml-pretrade-processes-5-6.xsd; see XML source

currency (in notionalStepSchedule)

The currency in which an amount is denominated.

Type:	Currency
Content:	simple, 1 attribute
Defined:	locally witnin NonNegativeAmountSchedule complexType in fpml-shared-5-6.xsd; see XML source

currency1

The first currency specified when a pair of currencies is to be evaluated.

Type:	Currency
Content:	simple, 1 attribute
Defined:	locally witnin QuotedCurrencyPair complexType in fpml-shared-5-6.xsd; see XML source

currency2

The second currency specified when a pair of currencies is to be evaluated.

Type:	Currency
Content:	simple, 1 attribute
Defined:	locally witnin QuotedCurrencyPair complexType in fpml-shared-5-6.xsd; see XML source

currencyType

The optional currency that the measure is expressed in.

Type:	ReportingCurrencyType
Content:	simple, 1 attribute
Defined:	locally witnin QuotationCharacteristics.model group in fpml-asset-5-6.xsd; see XML source

currentFactor

The part of the mortgage that is currently outstanding.

Type:	xsd:decimal
Content:	simple
Defined:	locally witnin AssetPool complexType in fpml-asset-5-6.xsd; see XML source

curveInstrument

Defines the underlying asset when it is a curve instrument.

Type:	Asset
Content:	empty, 1 attribute
Abstract:	(may not be used directly in instance XML documents)
Subst.Gr:	may be substituted with 6 elements
Defined:	globally in fpml-asset-5-6.xsd; see XML source
Used:	at 6 locations

cycle

The processing cycle or phase that this message describes.

Type:	ServiceProcessingCycle
Content:	simple, 1 attribute
Defined:	locally witnin ServiceProcessingStatus complexType in fpml-msg-5-6.xsd; see XML source

dataDocument

A document containing trade and/or portfolio and/or party data without expressing any processing intention.

Type:	DataDocument
Content:	complex, 3 attributes, 7 elements
Defined:	globally in fpml-main-5-6.xsd; see XML source
Used:	never

date (defined in CreditSupportAgreement complexType)

The date of the agreement executed between the parties and intended to govern collateral arrangements for all OTC derivatives transactions between those parties.

Type:	xsd:date
Content:	simple
Defined:	locally witnin CreditSupportAgreement complexType in fpml-shared-5-6.xsd; see XML source

date (defined in OptionExpiry complexType)

Type:	xsd:date
Content:	simple
Defined:	locally witnin OptionExpiry complexType in fpml-business-events-5-6.xsd; see XML source

date (in agreement)

The date on which the agreement was signed.

Type:	xsd:date
Content:	simple
Defined:	locally witnin GenericAgreement complexType in fpml-shared-5-6.xsd; see XML source

date (in implementationSpecification)

Type:	xsd:date
Content:	simple
Defined:	locally witnin ImplementationSpecification complexType in fpml-msg-5-6.xsd; see XML source

date (in optionExpiry)

Type:	xsd:date
Content:	simple
Defined:	locally witnin OptionExpiryBase complexType in fpml-business-events-5-6.xsd; see XML source

date (in tradeMaturity)

Type:	xsd:date
Content:	simple
Defined:	locally witnin TradeMaturity complexType in fpml-business-events-5-6.xsd; see XML source

dateAdjustments (defined in AdjustableDate.model group)

The business day convention and financial business centers used for adjusting the date if it would otherwise fall on a day that is not a business date in the specified business centers.

Type:	BusinessDayAdjustments
Content:	complex, 1 attribute, 2 elements
Defined:	locally witnin AdjustableDate.model group in fpml-shared-5-6.xsd; see XML source

dateAdjustments (defined in AdjustableDate2 complexType)

The business day convention and financial business centers used for adjusting the date if it would otherwise fall on a day that is not a business dat in the specified business centers.

Type:	BusinessDayAdjustments
Content:	complex, 1 attribute, 2 elements
Defined:	locally witnin AdjustableDate2 complexType in fpml-shared-5-6.xsd; see XML source

dateAdjustments (defined in AdjustableDates complexType)

The business day convention and financial business centers used for adjusting the date if it would otherwise fall on a day that is not a business dat in the specified business centers.

Type:	BusinessDayAdjustments
Content:	complex, 1 attribute, 2 elements
Defined:	locally witnin AdjustableDates complexType in fpml-shared-5-6.xsd; see XML source

dateAdjustments (in generalTerms)

ISDA 2003 Terms: Business Day and Business Day Convention.

Type:	BusinessDayAdjustments
Content:	complex, 1 attribute, 2 elements
Defined:	locally witnin GeneralTerms complexType in fpml-cd-5-6.xsd; see XML source

dateAdjustmentsReference

A pointer style reference to date adjustments defined elsewhere in the document.

Type:	BusinessDayAdjustmentsReference
Content:	empty, 1 attribute
Defined:	locally witnin AdjustableDate2 complexType in fpml-shared-5-6.xsd; see XML source

dateOffset

Type:	DateOffset
Content:	complex, 1 attribute, 4 elements
Defined:	locally witnin RelativeDateSequence complexType in fpml-shared-5-6.xsd; see XML source

dateRelativeTo (defined in RelativeDateOffset complexType)

Specifies the anchor as an href attribute.

Type:	DateReference
Content:	empty, 1 attribute
Defined:	locally witnin RelativeDateOffset complexType in fpml-shared-5-6.xsd; see XML source

dateRelativeTo (in relativeDateSequence)

Specifies the anchor as an href attribute.

Type:	DateReference
Content:	empty, 1 attribute
Defined:	locally witnin RelativeDateSequence complexType in fpml-shared-5-6.xsd; see XML source

dateRelativeToCalculationPeriodDates

The calculation period references on which settlements in non-deliverable currency are due and will then have to be converted according to the terms specified through the other parts of the nonDeliverableSettlement structure.

Type:	DateRelativeToCalculationPeriodDates
Content:	complex, 1 element
Defined:	locally witnin FxFixingDate complexType in fpml-ird-5-6.xsd; see XML source

dateRelativeToPaymentDates

The payment date references on which settlements in non-deliverable currency are due and will then have to be converted according to the terms specified through the other parts of the nonDeliverableSettlement structure.

Type:	DateRelativeToPaymentDates
Content:	complex, 1 element
Defined:	locally witnin FxFixingDate complexType in fpml-ird-5-6.xsd; see XML source

dayCountFraction (defined in BondCalculation.model group)

The day count basis for the bond.

Type:	DayCountFraction
Content:	simple, 1 attribute
Defined:	locally witnin BondCalculation.model group in fpml-asset-5-6.xsd; see XML source

dayCountFraction (in calculation)

The day count fraction.

Type:	DayCountFraction
Content:	simple, 1 attribute
Defined:	locally witnin Calculation complexType in fpml-ird-5-6.xsd; see XML source

dayCountFraction (in deposit)

The day count basis for the deposit.

Type:	DayCountFraction
Content:	simple, 1 attribute
Defined:	locally witnin Deposit complexType in fpml-asset-5-6.xsd; see XML source

dayCountFraction (in fixedAmountCalculation)

The day count fraction.

Type:	DayCountFraction
Content:	simple, 1 attribute
Defined:	locally witnin FixedAmountCalculation complexType in fpml-cd-5-6.xsd; see XML source

dayCountFraction (in rateIndex)

The day count basis for the index.

Type:	DayCountFraction
Content:	simple, 1 attribute
Defined:	locally witnin RateIndex complexType in fpml-asset-5-6.xsd; see XML source

dayCountFraction (in simpleFra)

The day count basis for the FRA.

Type:	DayCountFraction
Content:	simple, 1 attribute
Defined:	locally witnin SimpleFra complexType in fpml-asset-5-6.xsd; see XML source

dayCountFraction (in simpleIrSwap)

The day count basis for the swap.

Type:	DayCountFraction
Content:	simple, 1 attribute
Defined:	locally witnin SimpleIRSwap complexType in fpml-asset-5-6.xsd; see XML source

dayCountYearFraction

The year fraction value of the calculation period, result of applying the ISDA rules for day count fraction defined in the ISDA Annex.

Type:	xsd:decimal
Content:	simple
Defined:	locally witnin CalculationPeriod complexType in fpml-ird-5-6.xsd; see XML source

dayType

In the case of an offset specified as a number of days, this element defines whether consideration is given as to whether a day is a good business day or not.

Type:	DayTypeEnum
Content:	simple
Defined:	locally witnin Offset complexType in fpml-shared-5-6.xsd; see XML source

dealer

A dealer from whom quotations are obtained by the calculation agent on the reference obligation for purposes of cash settlement.

Type:	xsd:string
Content:	simple
Defined:	locally witnin CashSettlementTerms complexType in fpml-cd-5-6.xsd; see XML source

defaultRequirement

In relation to certain credit events, serves as a threshold for Obligation Acceleration, Obligation Default, Repudiation/Moratorium and Restructuring.

Type:	Money
Content:	complex, 1 attribute, 2 elements
Defined:	locally witnin CreditEvents complexType in fpml-option-shared-5-6.xsd; see XML source

definition

An optional reference to a full FpML product that defines the simple product in greater detail.

Type:	ProductReference
Content:	empty, 1 attribute
Defined:	locally witnin UnderlyingAsset complexType in fpml-asset-5-6.xsd; see XML source

deliverableObligations

This element contains all the ISDA terms relevant to defining the deliverable obligations.

Type:	DeliverableObligations
Content:	complex, 23 elements
Defined:	locally witnin PhysicalSettlementTerms complexType in fpml-cd-5-6.xsd; see XML source

deliveryNearbyMultiplier

A time multiplier, e.g. 1, 2 or 3 etc. used in defining Delivery Nearby date.

Type:	xsd:positiveInteger
Content:	simple
Defined:	locally witnin DeliveryNearby complexType in fpml-asset-5-6.xsd; see XML source

deliveryNearbyType

Defines a type of the delivery nearby qualifier, expect to be used in conjunction with a delivery nearby multiplier, e.g. 1NearByMonth, 1NearbyWeek, etc.

Type:	DeliveryNearbyTypeEnum
Content:	simple
Defined:	locally witnin DeliveryNearby complexType in fpml-asset-5-6.xsd; see XML source

deliveryOfCommitments

An obligation and deliverable obligation characteristic.

Type:	xsd:boolean
Content:	simple
Defined:	locally witnin Obligations complexType in fpml-cd-5-6.xsd; see XML source

deposit

Identifies a simple underlying asset that is a term deposit.

Type:	Deposit
Content:	complex, 1 attribute, 9 elements
Subst.Gr:	may substitute for element curveInstrument
Defined:	globally in fpml-asset-5-6.xsd; see XML source
Used:	never

depositoryPartyReference

Reference to the depository of the settlement.

Type:	PartyReference
Content:	empty, 1 attribute
Defined:	locally witnin SettlementInstruction complexType in fpml-shared-5-6.xsd; see XML source

description (defined in CreditLimitCheckReason complexType)

Type:	xsd:string
Content:	simple
Defined:	locally witnin CreditLimitCheckReason complexType in fpml-pretrade-processes-5-6.xsd; see XML source

description (defined in CreditLimitCheckReason complexType)

free form description of the reason

Type:	xsd:string
Content:	simple
Defined:	locally witnin CreditLimitCheckReason complexType in fpml-pretrade-processes-5-6.xsd; see XML source

description (defined in IdentifiedAsset complexType)

Long name of the underlying asset.

Type:	xsd:string
Content:	simple
Defined:	locally witnin IdentifiedAsset complexType in fpml-asset-5-6.xsd; see XML source

description (defined in Reason complexType)

Plain English text describing the associated error condition

Type:	xsd:string
Content:	simple
Defined:	locally witnin Reason complexType in fpml-msg-5-6.xsd; see XML source

description (in advisory)

A human-readable notification.

Type:	xsd:string
Content:	simple
Defined:	locally witnin ServiceAdvisory complexType in fpml-msg-5-6.xsd; see XML source

description (in cash)

Long name of the underlying asset.

Type:	xsd:string
Content:	simple
Defined:	locally witnin Cash complexType in fpml-asset-5-6.xsd; see XML source

designatedPriority

Applies to Loan CDS, to indicate what lien level is appropriate for a deliverable obligation.

Type:	Lien
Content:	simple, 1 attribute
Defined:	locally witnin Obligations complexType in fpml-cd-5-6.xsd; see XML source

determiningParty

The party referenced is the ISDA Determination Party that specified in the related Confirmation as Determination Party.

Type:	PartyReference
Content:	empty, 1 attribute
Defined:	locally witnin Trade complexType in fpml-doc-5-6.xsd; see XML source

differenceSeverity

An indication of the severity of the difference.

Type:	DifferenceSeverityEnum
Content:	simple
Defined:	locally witnin TradeDifference complexType in fpml-doc-5-6.xsd; see XML source

differenceType

The type of difference that exists.

Type:	DifferenceTypeEnum
Content:	simple
Defined:	locally witnin TradeDifference complexType in fpml-doc-5-6.xsd; see XML source

directLoanParticipation

A deliverable obligation characteristic.

Type:	LoanParticipation
Content:	complex, 3 elements
Defined:	locally witnin DeliverableObligations complexType in fpml-cd-5-6.xsd; see XML source

discountFactor (defined in Payment complexType)

The value representing the discount factor used to calculate the present value of the cash flow.

Type:	xsd:decimal
Content:	simple
Defined:	locally witnin Payment complexType in fpml-shared-5-6.xsd; see XML source

discountFactor (in paymentCalculationPeriod)

A decimal value representing the discount factor used to calculate the present value of cash flow.

Type:	xsd:decimal
Content:	simple
Defined:	locally witnin PaymentCalculationPeriod complexType in fpml-ird-5-6.xsd; see XML source

discountFactor (in principalExchange)

The value representing the discount factor used to calculate the present value of the principal exchange amount.

Type:	xsd:decimal
Content:	simple
Defined:	locally witnin PrincipalExchange complexType in fpml-ird-5-6.xsd; see XML source

discounting

For Credit Limit Check messages.

Type:	Discounting
Content:	complex, 3 elements
Defined:	locally witnin Calculation complexType in fpml-ird-5-6.xsd; see XML source

discountingType

The discounting method that is applicable.

Type:	DiscountingTypeEnum
Content:	simple
Defined:	locally witnin Discounting complexType in fpml-ird-5-6.xsd; see XML source

discountRate

A discount rate, expressed as a decimal, to be used in the calculation of a discounted amount.

Type:	xsd:decimal
Content:	simple
Defined:	locally witnin DiscountRate.model group in fpml-ird-5-6.xsd; see XML source

discountRateDayCountFraction

A discount day count fraction to be used in the calculation of a discounted amount.

Type:	DayCountFraction
Content:	simple, 1 attribute
Defined:	locally witnin DiscountRate.model group in fpml-ird-5-6.xsd; see XML source

discrepancyClause

To indicate whether the Discrepancy Clause is applicable.

Type:	xsd:boolean
Content:	simple
Defined:	locally witnin BondReference complexType in fpml-ird-5-6.xsd; see XML source

distressedRatingsDowngrade

A credit event.

Type:	xsd:boolean
Content:	simple
Defined:	locally witnin CreditEvents complexType in fpml-option-shared-5-6.xsd; see XML source

dividendPayment

The next upcoming dividend payment or payments.

Type:	PendingPayment
Content:	complex, 1 attribute, 3 elements
Defined:	locally witnin DividendPayout complexType in fpml-asset-5-6.xsd; see XML source

dividendPayoutConditions

Specifies the dividend payout conditions that will be applied in the case where the actual ratio is not known, typically because of regulatory or legal uncertainties.

Type:	xsd:string
Content:	simple
Defined:	locally witnin DividendPayout complexType in fpml-asset-5-6.xsd; see XML source

dividendPayoutRatio

Specifies the total actual dividend payout ratio associated with the equity underlyer.

Type:	xsd:decimal
Content:	simple
Defined:	locally witnin DividendPayout complexType in fpml-asset-5-6.xsd; see XML source

dividendPayoutRatioCash

Specifies the cash actual dividend payout ratio associated with the equity underlyer.

Type:	xsd:decimal
Content:	simple
Defined:	locally witnin DividendPayout complexType in fpml-asset-5-6.xsd; see XML source

dividendPayoutRatioNonCash

Specifies the non cash actual dividend payout ratio associated with the equity underlyer.

Type:	xsd:decimal
Content:	simple
Defined:	locally witnin DividendPayout complexType in fpml-asset-5-6.xsd; see XML source

documentation

Defines the definitions that govern the document and should include the year and type of definitions referenced, along with any relevant documentation (such as master agreement) and the date it was signed.

Type:	Documentation
Content:	complex, 8 elements
Defined:	locally witnin Trade complexType in fpml-doc-5-6.xsd; see XML source

earliestExerciseDateTenor

The time interval to the first (and possibly only) exercise date in the exercise period.

Type:	Period
Content:	complex, 1 attribute, 2 elements
Defined:	locally witnin ExercisePeriod complexType in fpml-ird-5-6.xsd; see XML source

earliestExerciseTime (in americanExercise)

The earliest time at which notice of exercise can be given by the buyer to the seller (or seller's agent) i) on the expriation date, in the case of a European style option, (ii) on each bermuda option exercise date and the expiration date, in the case of a Bermuda style option the commencement date to, and including, the expiration date , in the case of an American option.

Type:	BusinessCenterTime
Content:	complex, 2 elements
Defined:	locally witnin AmericanExercise complexType in fpml-shared-5-6.xsd; see XML source

earliestExerciseTime (in bermudaExercise)

Type:	BusinessCenterTime
Content:	complex, 2 elements
Defined:	locally witnin BermudaExercise complexType in fpml-shared-5-6.xsd; see XML source

earliestExerciseTime (in europeanExercise)

Type:	BusinessCenterTime
Content:	complex, 2 elements
Defined:	locally witnin EuropeanExercise complexType in fpml-shared-5-6.xsd; see XML source

earlyTerminationEvent

The adjusted dates associated with an individual earley termination date.

Type:	EarlyTerminationEvent
Content:	complex, 1 attribute, 5 elements
Defined:	locally witnin OptionalEarlyTerminationAdjustedDates complexType in fpml-ird-5-6.xsd; see XML source

earlyTerminationProvision

For use with Credit Limit Check messages.

Type:	EarlyTerminationProvision
Content:	complex, 1 attribute, 4 elements
Defined:	locally witnin Swap complexType in fpml-ird-5-6.xsd; see XML source

effectiveDate (defined in AgreementAndEffectiveDates.model group)

The date on which the change become effective.

Type:	xsd:date
Content:	simple
Defined:	locally witnin AgreementAndEffectiveDates.model group in fpml-business-events-5-6.xsd; see XML source

effectiveDate (defined in DirectionalLeg complexType)

Specifies the effective date of this leg of the swap.

Type:	AdjustableOrRelativeDate
Content:	complex, 1 attribute, 2 elements
Defined:	locally witnin DirectionalLeg complexType in fpml-shared-5-6.xsd; see XML source

effectiveDate (defined in VersionHistory.model group)

Optionally it is possible to specify a version effective date when a versionId is supplied.

Type:	IdentifiedDate
Content:	simple, 1 attribute
Defined:	locally witnin VersionHistory.model group in fpml-shared-5-6.xsd; see XML source

effectiveDate (in calculationPeriodDates)

The first day of the term of the trade.

Type:	AdjustableDate
Content:	complex, 1 attribute, 2 elements
Defined:	locally witnin CalculationPeriodDates complexType in fpml-ird-5-6.xsd; see XML source

effectiveDate (in change)

The date on which the change become effective

Type:	xsd:date
Content:	simple
Defined:	locally witnin TradeChangeContent complexType in fpml-business-events-5-6.xsd; see XML source

effectiveDate (in generalTerms)

The first day of the term of the trade.

Type:	AdjustableDate2
Content:	complex, 1 attribute, 4 elements
Defined:	locally witnin GeneralTerms complexType in fpml-cd-5-6.xsd; see XML source

effectiveFrom

The time at which the information supplied by the advisory becomes effective.

Type:	xsd:dateTime
Content:	simple
Defined:	locally witnin ServiceAdvisory complexType in fpml-msg-5-6.xsd; see XML source

effectiveTo

The time at which the information supplied by the advisory becomes no longer effective.

Type:	xsd:dateTime
Content:	simple
Defined:	locally witnin ServiceAdvisory complexType in fpml-msg-5-6.xsd; see XML source

element

The name of the element affected.

Type:	xsd:string
Content:	simple
Defined:	locally witnin TradeDifference complexType in fpml-doc-5-6.xsd; see XML source

eligibleForClearing

Type:	xsd:boolean
Content:	simple
Defined:	locally witnin ClearingEligibility complexType in fpml-clearing-processes-5-6.xsd; see XML source

An address on an electronic mail or messaging sysem .

Type:	xsd:normalizedString
Content:	simple
Defined:	locally witnin ContactInformation complexType in fpml-shared-5-6.xsd; see XML source

endTerm

Specifies the end term of the simple fra, e.g. 9M.

Type:	Period
Content:	complex, 1 attribute, 2 elements
Defined:	locally witnin SimpleFra complexType in fpml-asset-5-6.xsd; see XML source

endUserException

Specifies whether the trade is not obligated to be cleared via a derivative clearing organization because the "End User Exception" was invoked.

Type:	xsd:boolean
Content:	simple
Defined:	locally witnin PartyTradeInformation complexType in fpml-doc-5-6.xsd; see XML source

endUserExceptionDeclaration

Claims an end user exception and provides supporting evidence.

Type:	EndUserExceptionDeclaration
Content:	complex, 4 elements
Defined:	locally witnin PartyTradeInformation complexType in fpml-doc-5-6.xsd; see XML source

entityClassification

Indicates the category or classification or business role of the organization referenced by the partyTradeInformation with respect to this reporting regime, for example Financial, NonFinancial etc.

Type:	EntityClassification
Content:	simple, 1 attribute
Defined:	locally witnin ReportingRegime complexType in fpml-doc-5-6.xsd; see XML source

entityId

A legal entity identifier (e.g.

Type:	EntityId
Content:	simple, 1 attribute
Defined:	locally witnin LegalEntity complexType in fpml-shared-5-6.xsd; see XML source

entityName

The name of the reference entity.

Type:	EntityName
Content:	simple, 1 attribute
Defined:	locally witnin LegalEntity complexType in fpml-shared-5-6.xsd; see XML source

entityType

Defines the reference entity types corresponding to a list of types in the ISDA First to Default documentation.

Type:	EntityType
Content:	simple, 1 attribute
Defined:	locally witnin ReferencePair complexType in fpml-cd-5-6.xsd; see XML source

equity

Identifies the underlying asset when it is a listed equity.

Type:	EquityAsset
Content:	complex, 1 attribute, 9 elements
Subst.Gr:	may substitute for element underlyingAsset
Defined:	globally in fpml-asset-5-6.xsd; see XML source
Used:	never

escrow

If this element is specified and set to 'true', indicates that physical settlement must take place through the use of an escrow agent.

Type:	xsd:boolean
Content:	simple
Defined:	locally witnin PhysicalSettlementTerms complexType in fpml-cd-5-6.xsd; see XML source

europeanExercise

The parameters for defining the exercise period for a European 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:	EuropeanExercise
Content:	complex, 1 attribute, 6 elements
Subst.Gr:	may substitute for element exercise
Defined:	globally in fpml-shared-5-6.xsd; see XML source
Used:	never

event

The event that occurred within the cycle or step, for example "Started" or "Completed"..

Type:	ServiceProcessingEvent
Content:	simple, 1 attribute
Defined:	locally witnin ServiceProcessingStatus complexType in fpml-msg-5-6.xsd; see XML source

eventId

Type:	EventId
Content:	simple, 2 attributes
Defined:	locally witnin BusinessEventIdentifier complexType in fpml-business-events-5-6.xsd; see XML source

eventIdentifier (defined in AbstractEvent complexType)

Type:	BusinessEventIdentifier
Content:	complex, 1 attribute, 3 elements
Defined:	locally witnin AbstractEvent complexType in fpml-business-events-5-6.xsd; see XML source

eventIdentifier (defined in TradingEventSummary complexType)

Type:	BusinessEventIdentifier
Content:	complex, 1 attribute, 3 elements
Defined:	locally witnin TradingEventSummary complexType in fpml-business-events-5-6.xsd; see XML source

eventIdentifier (in requestEventStatus)

Type:	EventIdentifier
Content:	complex, 3 elements
Defined:	locally witnin RequestEventStatus complexType in fpml-msg-5-6.xsd; see XML source

eventIdentifier (in statusItem)

An instance of a unique event identifier.

Type:	EventIdentifier
Content:	complex, 3 elements
Defined:	locally witnin EventStatusItem complexType in fpml-msg-5-6.xsd; see XML source

eventStatusException

Type:	Exception
Content:	complex, 3 attributes, 7 elements
Defined:	globally in fpml-msg-5-6.xsd; see XML source
Used:	never

eventStatusResponse

Type:	EventStatusResponse
Content:	complex, 3 attributes, 9 elements
Defined:	globally in fpml-msg-5-6.xsd; see XML source
Used:	never

eventType

Type:	EventType
Content:	simple, 1 attribute
Defined:	locally witnin TradingEventSummary complexType in fpml-business-events-5-6.xsd; see XML source

exceedsClearingThreshold

Indicates whether the counterparty exceeds the volume threshold above which trades are required to be cleared.

Type:	xsd:boolean
Content:	simple
Defined:	locally witnin ReportingRegime complexType in fpml-doc-5-6.xsd; see XML source

exchangeId (defined in QuoteLocation.model group)

The exchange (e.g. stock or futures exchange) from which the quote is obtained.

Type:	ExchangeId
Content:	simple, 1 attribute
Defined:	locally witnin QuoteLocation.model group in fpml-asset-5-6.xsd; see XML source

exchangeId (defined in UnderlyingAsset complexType)

Identification of the exchange on which this asset is transacted for the purposes of calculating a contractural payoff.

Type:	ExchangeId
Content:	simple, 1 attribute
Defined:	locally witnin UnderlyingAsset complexType in fpml-asset-5-6.xsd; see XML source

exchangeTradedFund

Identifies the underlying asset when it is an exchange-traded fund.

Type:	ExchangeTradedFund
Content:	complex, 1 attribute, 11 elements
Subst.Gr:	may substitute for element underlyingAsset
Defined:	globally in fpml-asset-5-6.xsd; see XML source
Used:	never

excluded (in deliverableObligations)

A free format string to specify any excluded obligations or deliverable obligations, as the case may be, of the reference entity or excluded types of obligations or deliverable obligations.

Type:	xsd:string
Content:	simple
Defined:	locally witnin DeliverableObligations complexType in fpml-cd-5-6.xsd; see XML source

excluded (in obligations)

A free format string to specify any excluded obligations or deliverable obligations, as the case may be, of the reference entity or excluded types of obligations or deliverable obligations.

Type:	xsd:string
Content:	simple
Defined:	locally witnin Obligations complexType in fpml-cd-5-6.xsd; see XML source

excludedReferenceEntity

Excluded reference entity.

Type:	LegalEntity
Content:	complex, 1 attribute, 2 elements
Defined:	locally witnin IndexReferenceInformation complexType in fpml-cd-5-6.xsd; see XML source

executionDateTime (defined in AgreementAndEffectiveDates.model group)

The date and time at which the negotiated change to the terms of the original contract was agreed, such as via telephone or electronic trading system (i.e., agreement date/time).

Type:	ExecutionDateTime
Content:	simple, 1 attribute
Defined:	locally witnin AgreementAndEffectiveDates.model group in fpml-business-events-5-6.xsd; see XML source

executionDateTime (defined in PartyTradeInformation complexType)

Trade execution date time, for example as provided by a central execution facility.

Type:	ExecutionDateTime
Content:	simple, 1 attribute
Defined:	locally witnin PartyTradeInformation complexType in fpml-doc-5-6.xsd; see XML source

executionDateTime (in fill)

Type:	xsd:dateTime
Content:	simple
Defined:	locally witnin OrderFill complexType in fpml-pretrade-processes-5-6.xsd; see XML source

executionDateTime (in novation)

The date and time at which the change was agreed.

Type:	ExecutionDateTime
Content:	simple, 1 attribute
Defined:	locally witnin NovationDates.model group in fpml-business-events-5-6.xsd; see XML source

executionType

Used to describe how the trade was executed, e.g. via voice or electronically.

Type:	ExecutionType
Content:	simple, 1 attribute
Defined:	locally witnin PartyTradeInformation complexType in fpml-doc-5-6.xsd; see XML source

executionVenueType

Used to describe the type of venue where trade was executed, e.g via an execution facility or privately.

Type:	ExecutionVenueType
Content:	simple, 1 attribute
Defined:	locally witnin PartyTradeInformation complexType in fpml-doc-5-6.xsd; see XML source

exercise

An placeholder for the actual option exercise definitions.

Type:	Exercise
Content:	empty, 1 attribute
Abstract:	(may not be used directly in instance XML documents)
Subst.Gr:	may be substituted with 3 elements
Defined:	globally in fpml-shared-5-6.xsd; see XML source
Used:	at 6 locations

exerciseFee

A fee to be paid on exercise.

Type:	ExerciseFee
Content:	complex, 8 elements
Defined:	locally witnin EuropeanExercise complexType in fpml-shared-5-6.xsd; see XML source

exerciseFeeSchedule (in americanExercise)

The fees associated with an exercise date.

Type:	ExerciseFeeSchedule
Content:	complex, 8 elements
Defined:	locally witnin AmericanExercise complexType in fpml-shared-5-6.xsd; see XML source

exerciseFeeSchedule (in bermudaExercise)

The fees associated with an exercise date.

Type:	ExerciseFeeSchedule
Content:	complex, 8 elements
Defined:	locally witnin BermudaExercise complexType in fpml-shared-5-6.xsd; see XML source

exerciseFrequency

The frequency of subsequent exercise dates in the exercise period following the earliest exercise date.

Type:	Period
Content:	complex, 1 attribute, 2 elements
Defined:	locally witnin ExercisePeriod complexType in fpml-ird-5-6.xsd; see XML source

exerciseNotice (defined in ManualExercise complexType)

Definition of the party to whom notice of exercise should be given.

Type:	ExerciseNotice
Content:	complex, 3 elements
Defined:	locally witnin ManualExercise complexType in fpml-shared-5-6.xsd; see XML source

exerciseNotice (in cancelableProvision)

Definition of the party to whom notice of exercise should be given.

Type:	ExerciseNotice
Content:	complex, 3 elements
Defined:	locally witnin CancelableProvision complexType in fpml-ird-5-6.xsd; see XML source

exerciseNotice (in extendibleProvision)

Definition of the party to whom notice of exercise should be given.

Type:	ExerciseNotice
Content:	complex, 3 elements
Defined:	locally witnin ExtendibleProvision complexType in fpml-ird-5-6.xsd; see XML source

exerciseNotice (in optionalEarlyTermination)

Definition of the party to whom notice of exercise should be given.

Type:	ExerciseNotice
Content:	complex, 3 elements
Defined:	locally witnin OptionalEarlyTermination complexType in fpml-ird-5-6.xsd; see XML source

exerciseNoticePartyReference

The party referenced is the party to which notice of exercise should be given by the buyer.

Type:	PartyReference
Content:	empty, 1 attribute
Defined:	locally witnin ExerciseNotice complexType in fpml-shared-5-6.xsd; see XML source

exerciseProcedure

Type:	ExerciseProcedureOption
Content:	complex, 2 elements
Defined:	locally witnin OptionExpiry complexType in fpml-business-events-5-6.xsd; see XML source

exhaustionPoint

Upper 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-5-6.xsd; see XML source

expirationDate (defined in CreditLimit complexType)

Type:	xsd:dateTime
Content:	simple
Defined:	locally witnin CreditLimit complexType in fpml-pretrade-processes-5-6.xsd; see XML source

expirationDate (in americanExercise)

The last day within an exercise period for an American style option.

Type:	AdjustableOrRelativeDate
Content:	complex, 1 attribute, 2 elements
Defined:	locally witnin AmericanExercise complexType in fpml-shared-5-6.xsd; see XML source

expirationDate (in europeanExercise)

The last day within an exercise period for an American style option.

Type:	AdjustableOrRelativeDate
Content:	complex, 1 attribute, 2 elements
Defined:	locally witnin EuropeanExercise complexType in fpml-shared-5-6.xsd; see XML source

expirationDate (in option)

The date when the contract expires.

Type:	AdjustableOrRelativeDate
Content:	complex, 1 attribute, 2 elements
Defined:	locally witnin ExchangeTradedContract complexType in fpml-asset-5-6.xsd; see XML source

expirationTime (in americanExercise)

The latest time for exercise on expirationDate.

Type:	BusinessCenterTime
Content:	complex, 2 elements
Defined:	locally witnin AmericanExercise complexType in fpml-shared-5-6.xsd; see XML source

expirationTime (in bermudaExercise)

The latest time for exercise on expirationDate.

Type:	BusinessCenterTime
Content:	complex, 2 elements
Defined:	locally witnin BermudaExercise complexType in fpml-shared-5-6.xsd; see XML source

expirationTime (in europeanExercise)

The latest time for exercise on expirationDate.

Type:	BusinessCenterTime
Content:	complex, 2 elements
Defined:	locally witnin EuropeanExercise complexType in fpml-shared-5-6.xsd; see XML source

expiryTime

When does the quote cease to be valid.

Type:	xsd:dateTime
Content:	simple
Defined:	locally witnin QuotationCharacteristics.model group in fpml-asset-5-6.xsd; see XML source

expiryTimestamp

The date and time (on the source system) when this message instance will be considered expired.

Type:	xsd:dateTime
Content:	simple
Defined:	locally witnin MessageHeader.model group in fpml-msg-5-6.xsd; see XML source

extendibleProvision

For use with Credit Limit Check messages.

Type:	ExtendibleProvision
Content:	complex, 8 elements
Defined:	locally witnin Swap complexType in fpml-ird-5-6.xsd; see XML source

extendibleProvisionAdjustedDates

The adjusted dates associated with an extendible provision.

Type:	ExtendibleProvisionAdjustedDates
Content:	complex, 1 element
Defined:	locally witnin ExtendibleProvision complexType in fpml-ird-5-6.xsd; see XML source

extensionEvent

The adjusted dates associated with a single extendible exercise date.

Type:	ExtensionEvent
Content:	complex, 1 attribute, 2 elements
Defined:	locally witnin ExtendibleProvisionAdjustedDates complexType in fpml-ird-5-6.xsd; see XML source

extraElement

Element(s) that are extraneous in the other object.

Type:	xsd:string
Content:	simple
Defined:	locally witnin TradeDifference complexType in fpml-doc-5-6.xsd; see XML source

faceAmount

Specifies the total amount of the issue.

Type:	xsd:decimal
Content:	simple
Defined:	locally witnin Bond complexType in fpml-asset-5-6.xsd; see XML source

facilityType

The type of loan facility (letter of credit, revolving, ...).

Type:	FacilityType
Content:	simple, 1 attribute
Defined:	locally witnin Loan complexType in fpml-asset-5-6.xsd; see XML source

factoredCalculationAmount

Type:	Money
Content:	complex, 1 attribute, 2 elements
Defined:	locally witnin IndexChange complexType in fpml-business-events-5-6.xsd; see XML source

failureToPay

A credit event.

Type:	FailureToPay
Content:	complex, 3 elements
Defined:	locally witnin CreditEvents complexType in fpml-option-shared-5-6.xsd; see XML source

failureToPayInterest

A credit event.

Type:	xsd:boolean
Content:	simple
Defined:	locally witnin CreditEvents complexType in fpml-option-shared-5-6.xsd; see XML source

failureToPayPrincipal (in creditEvents)

A credit event.

Type:	xsd:boolean
Content:	simple
Defined:	locally witnin CreditEvents complexType in fpml-option-shared-5-6.xsd; see XML source

failureToPayPrincipal (in floatingAmountEvents)

A floating rate payment event.

Type:	xsd:boolean
Content:	simple
Defined:	locally witnin FloatingAmountEvents complexType in fpml-cd-5-6.xsd; see XML source

fallbackExercise

If fallback exercise is specified then the notional amount of the underlying swap, not previously exercised under the swaption, will be automatically exercised at the expiration 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 one tenth of a percentage point (0.10% or 0.001).

Type:	xsd:boolean
Content:	simple
Defined:	locally witnin ManualExercise complexType in fpml-shared-5-6.xsd; see XML source

fallbackReferencePrice

The method, prioritzed by the order it is listed in this element, to get a replacement rate for the disrupted settlement rate option.

Type:	FallbackReferencePrice
Content:	complex, 4 elements
Defined:	locally witnin PriceSourceDisruption complexType in fpml-ird-5-6.xsd; see XML source

fallbackSettlementRateOption

This settlement rate option will be used in its place.

Type:	SettlementRateOption
Content:	simple, 1 attribute
Defined:	locally witnin FallbackReferencePrice complexType in fpml-ird-5-6.xsd; see XML source

fallbackSurveyValuationPostponenment

Request rate quotes from the market.

Type:	Empty
Content:	empty
Defined:	locally witnin FallbackReferencePrice complexType in fpml-ird-5-6.xsd; see XML source

feeAmount

The amount of fee to be paid on exercise.

Type:	xsd:decimal
Content:	simple
Defined:	locally witnin ExerciseFee complexType in fpml-shared-5-6.xsd; see XML source

feeAmountSchedule

The exercise fee amount schedule.

Type:	AmountSchedule
Content:	complex, 1 attribute, 3 elements
Defined:	locally witnin ExerciseFeeSchedule complexType in fpml-shared-5-6.xsd; see XML source

feeLeg

This element contains all the terms relevant to defining the fixed amounts/payments per the applicable ISDA definitions.

Type:	FeeLeg
Content:	complex, 1 attribute, 6 elements
Defined:	locally witnin CreditDefaultSwap complexType in fpml-cd-5-6.xsd; see XML source

feePaymentDate (defined in ExerciseFeeSchedule complexType)

The date on which exercise fee(s) will be paid.

Type:	RelativeDateOffset
Content:	complex, 1 attribute, 6 elements
Defined:	locally witnin ExerciseFeeSchedule complexType in fpml-shared-5-6.xsd; see XML source

feePaymentDate (in exerciseFee)

The date on which exercise fee(s) will be paid.

Type:	RelativeDateOffset
Content:	complex, 1 attribute, 6 elements
Defined:	locally witnin ExerciseFee complexType in fpml-shared-5-6.xsd; see XML source

feeRate

A fee represented as a percentage of some referenced notional.

Type:	xsd:decimal
Content:	simple
Defined:	locally witnin ExerciseFee complexType in fpml-shared-5-6.xsd; see XML source

feeRateSchedule

The exercise free rate schedule.

Type:	Schedule
Content:	complex, 1 attribute, 2 elements
Defined:	locally witnin ExerciseFeeSchedule complexType in fpml-shared-5-6.xsd; see XML source

feeTrade

Indicates the original trade between the transferor and the remaining party.

Type:	Trade
Content:	complex, 1 attribute, 13 elements
Defined:	locally witnin FeeTrade.model group in fpml-business-events-5-6.xsd; see XML source

feeTradeIdentifier

Indicates a reference to the implied trade (the "fee trade") that the associated novation fee based on.

Type:	PartyTradeIdentifier
Content:	complex, 1 attribute, 11 elements
Defined:	locally witnin FeeTrade.model group in fpml-business-events-5-6.xsd; see XML source

fill

Type:	OrderFill
Content:	complex, 6 elements
Defined:	locally witnin OrderStatus complexType in fpml-pretrade-processes-5-6.xsd; see XML source

filledSize

Type:	xsd:decimal
Content:	simple
Defined:	locally witnin OrderStatus complexType in fpml-pretrade-processes-5-6.xsd; see XML source

fillId

Type:	xsd:normalizedString
Content:	simple
Defined:	locally witnin OrderFill complexType in fpml-pretrade-processes-5-6.xsd; see XML source

fills

Type:	xsd:integer
Content:	simple
Defined:	locally witnin OrderStatus complexType in fpml-pretrade-processes-5-6.xsd; see XML source

finalCalculationPeriodDateAdjustment

Business date convention adjustment to final payment period per leg (swapStream) upon exercise event.

Type:	FinalCalculationPeriodDateAdjustment
Content:	complex, 3 elements
Defined:	locally witnin CancelableProvision complexType in fpml-ird-5-6.xsd; see XML source

finalExchange

A true/false flag to indicate whether there is a final exchange of principal on the termination date.

Type:	xsd:boolean
Content:	simple
Defined:	locally witnin PrincipalExchanges complexType in fpml-shared-5-6.xsd; see XML source

finalRateRounding

For use with pre-trade Credit Limit Check messages.

Type:	Rounding
Content:	complex, 2 elements
Defined:	locally witnin FloatingRateCalculation complexType in fpml-shared-5-6.xsd; see XML source

finalStub

Specifies how the final stub amount is calculated.

Type:	StubValue
Content:	complex, 1 element
Defined:	locally witnin StubCalculationPeriodAmount complexType in fpml-ird-5-6.xsd; see XML source

firstCompoundingPeriodEndDate

The end date of the initial compounding period when compounding is applicable.

Type:	xsd:date
Content:	simple
Defined:	locally witnin CalculationPeriodDates complexType in fpml-ird-5-6.xsd; see XML source

firstName

Given name, such as John or Mary.

Type:	xsd:normalizedString
Content:	simple
Defined:	locally witnin Person complexType in fpml-shared-5-6.xsd; see XML source

firstNotionalStepDate

Effective date of the first change in notional (i.e. a calculation period start date).

Type:	xsd:date
Content:	simple
Defined:	locally witnin NotionalStepRule complexType in fpml-ird-5-6.xsd; see XML source

firstPaymentDate (in paymentDates)

The first unadjusted payment date.

Type:	xsd:date
Content:	simple
Defined:	locally witnin PaymentDates complexType in fpml-ird-5-6.xsd; see XML source

firstPaymentDate (in periodicPayment)

The first unadjusted fixed rate payer payment date.

Type:	xsd:date
Content:	simple
Defined:	locally witnin PeriodicPayment complexType in fpml-cd-5-6.xsd; see XML source

firstPeriodStartDate (in calculationPeriodDates)

For use with pretrade Credit Limit Check messages.

Type:	AdjustableDate
Content:	complex, 1 attribute, 2 elements
Defined:	locally witnin CalculationPeriodDates complexType in fpml-ird-5-6.xsd; see XML source

firstPeriodStartDate (in novation)

Element that is used to be able to make sense of the �new transaction� without requiring reference back to the �old transaction�.

Type:	FirstPeriodStartDate
Content:	simple, 1 attribute
Defined:	locally witnin NovationTerms.model group in fpml-business-events-5-6.xsd; see XML source

firstPeriodStartDate (in periodicPayment)

The start date of the initial calculation period if such date is not equal to the trade�s effective date.

Type:	xsd:date
Content:	simple
Defined:	locally witnin PeriodicPayment complexType in fpml-cd-5-6.xsd; see XML source

firstRegularPeriodStartDate

The start date of the regular part of the calculation period schedule.

Type:	xsd:date
Content:	simple
Defined:	locally witnin CalculationPeriodDates complexType in fpml-ird-5-6.xsd; see XML source

fixedAmount (in periodicPayment)

A fixed payment amount.

Type:	Money
Content:	complex, 1 attribute, 2 elements
Defined:	locally witnin PeriodicPayment complexType in fpml-cd-5-6.xsd; see XML source

fixedAmount (in singlePayment)

A fixed payment amount.

Type:	Money
Content:	complex, 1 attribute, 2 elements
Defined:	locally witnin SinglePayment complexType in fpml-cd-5-6.xsd; see XML source

fixedAmountCalculation

This element contains all the terms relevant to calculating a fixed amount where the fixed amount is calculated by reference to a per annum fixed rate.

Type:	FixedAmountCalculation
Content:	complex, 3 elements
Defined:	locally witnin PeriodicPayment complexType in fpml-cd-5-6.xsd; see XML source

fixedPaymentAmount

A known fixed payment amount.

Type:	xsd:decimal
Content:	simple
Defined:	locally witnin PaymentCalculationPeriod complexType in fpml-ird-5-6.xsd; see XML source

fixedRate (defined in InterestAccrualsMethod complexType)

The calculation period fixed rate.

Type:	xsd:decimal
Content:	simple
Defined:	locally witnin InterestAccrualsMethod complexType in fpml-shared-5-6.xsd; see XML source

fixedRate (in calculationPeriod)

The calculation period fixed rate.

Type:	xsd:decimal
Content:	simple
Defined:	locally witnin CalculationPeriod complexType in fpml-ird-5-6.xsd; see XML source

fixedRate (in fixedAmountCalculation)

The calculation period fixed rate.

Type:	FixedRate
Content:	simple, 1 attribute
Defined:	locally witnin FixedAmountCalculation complexType in fpml-cd-5-6.xsd; see XML source

fixedRateSchedule

The fixed rate or fixed rate schedule expressed as explicit fixed rates and dates.

Type:	Schedule
Content:	complex, 1 attribute, 2 elements
Defined:	locally witnin Calculation complexType in fpml-ird-5-6.xsd; see XML source

fixedSettlement

Used for Recovery Lock, to indicate whether fixed Settlement is Applicable or Not Applicable.

Type:	xsd:boolean
Content:	simple
Defined:	locally witnin CashSettlementTerms complexType in fpml-cd-5-6.xsd; see XML source

fixingDate (defined in FxFixing complexType)

Describes the specific date when a non-deliverable forward or cash-settled option will "fix" against a particular rate, which will be used to compute the ultimate cash settlement.

Type:	xsd:date
Content:	simple
Defined:	locally witnin FxFixing complexType in fpml-shared-5-6.xsd; see XML source

fixingDate (defined in FxRateSourceFixing complexType)

The date on which the fixing is scheduled to occur.

Type:	AdjustableDate
Content:	complex, 1 attribute, 2 elements
Defined:	locally witnin FxRateSourceFixing complexType in fpml-shared-5-6.xsd; see XML source

fixingDates

Specifies the fixing date relative to the reset date in terms of a business days offset and an associated set of financial business centers.

Type:	RelativeDateOffset
Content:	complex, 1 attribute, 6 elements
Defined:	locally witnin ResetDates complexType in fpml-ird-5-6.xsd; see XML source

fixingTime (defined in FxSpotRateSource complexType)

The time at which the spot currency exchange rate will be observed.

Type:	BusinessCenterTime
Content:	complex, 2 elements
Defined:	locally witnin FxSpotRateSource complexType in fpml-shared-5-6.xsd; see XML source

fixingTime (in nonstandardSettlementRate)

The time that the fixing will be taken along with a business center to define the time zone

Type:	BusinessCenterTime
Content:	complex, 2 elements
Defined:	locally witnin FxInformationSource complexType in fpml-shared-5-6.xsd; see XML source

floatingAmountEvents

This element contains the ISDA terms relating to the floating rate payment events and the implied additional fixed payments, applicable to the credit derivatives transactions on mortgage-backed securities with pay-as-you-go or physical settlement.

Type:	FloatingAmountEvents
Content:	complex, 6 elements
Defined:	locally witnin ProtectionTerms complexType in fpml-cd-5-6.xsd; see XML source

floatingAmountProvisions

Specifies the floating amount provisions associated with the floatingAmountEvents.

Type:	FloatingAmountProvisions
Content:	complex, 2 elements
Defined:	locally witnin FloatingAmountEvents complexType in fpml-cd-5-6.xsd; see XML source

floatingRate

The rates to be applied to the initial or final stub may be the linear interpolation of two different rates.

Type:	FloatingRate
Content:	complex, 1 attribute, 3 elements
Defined:	locally witnin StubValue complexType in fpml-shared-5-6.xsd; see XML source

floatingRateCalculation

A floating rate calculation definition.

Type:	FloatingRateCalculation
Content:	complex, 1 attribute, 7 elements
Subst.Gr:	may substitute for element rateCalculation
Defined:	globally in fpml-ird-5-6.xsd; see XML source
Used:	never

floatingRateCalculation (defined in InterestAccrualsMethod complexType)

The floating rate calculation definitions

Type:	FloatingRateCalculation
Content:	complex, 1 attribute, 7 elements
Defined:	locally witnin InterestAccrualsMethod complexType in fpml-shared-5-6.xsd; see XML source

floatingRateDefinition

The floating rate reset information for the calculation period.

Type:	FloatingRateDefinition
Content:	complex, 6 elements
Defined:	locally witnin CalculationPeriod complexType in fpml-ird-5-6.xsd; see XML source

floatingRateIndex (defined in FloatingRateIndex.model group)

Type:	FloatingRateIndex
Content:	simple, 1 attribute
Defined:	locally witnin FloatingRateIndex.model group in fpml-shared-5-6.xsd; see XML source

floatingRateIndex (in rateIndex)

Type:	FloatingRateIndex
Content:	simple, 1 attribute
Defined:	locally witnin RateIndex complexType in fpml-asset-5-6.xsd; see XML source

floatingRateMultiplier

A rate multiplier to apply to the floating rate.

Type:	xsd:decimal
Content:	simple
Defined:	locally witnin FloatingRateDefinition complexType in fpml-ird-5-6.xsd; see XML source

floorRate

The floor rate, if any, which applies to the floating rate for the calculation period.

Type:	Strike
Content:	complex, 1 attribute, 3 elements
Defined:	locally witnin FloatingRateDefinition complexType in fpml-ird-5-6.xsd; see XML source

followUpConfirmation (in cancelableProvision)

A flag to indicate whether follow-up confirmation of exercise (written or electronic) is required following telephonic notice by the buyer to the seller or seller's agent.

Type:	xsd:boolean
Content:	simple
Defined:	locally witnin CancelableProvision complexType in fpml-ird-5-6.xsd; see XML source

followUpConfirmation (in extendibleProvision)

A flag to indicate whether follow-up confirmation of exercise (written or electronic) is required following telephonic notice by the buyer to the seller or seller's agent.

Type:	xsd:boolean
Content:	simple
Defined:	locally witnin ExtendibleProvision complexType in fpml-ird-5-6.xsd; see XML source

followUpConfirmation (in optionalEarlyTermination)

A flag to indicate whether follow-up confirmation of exercise (written or electronic) is required following telephonic notice by the buyer to the seller or seller's agent.

Type:	xsd:boolean
Content:	simple
Defined:	locally witnin OptionalEarlyTermination complexType in fpml-ird-5-6.xsd; see XML source

forecastAmount

The amount representing the forecast of the accrued value of the calculation period.

Type:	Money
Content:	complex, 1 attribute, 2 elements
Defined:	locally witnin CalculationPeriod complexType in fpml-ird-5-6.xsd; see XML source

forecastPaymentAmount

A monetary amount representing the forecast of the future value of the payment.

Type:	Money
Content:	complex, 1 attribute, 2 elements
Defined:	locally witnin PaymentCalculationPeriod complexType in fpml-ird-5-6.xsd; see XML source

forecastRate (in calculationPeriod)

A value representing the forecast rate used to calculate the forecast future value of the accrual period.

Type:	xsd:decimal
Content:	simple
Defined:	locally witnin CalculationPeriod complexType in fpml-ird-5-6.xsd; see XML source

forecastRate (in rateObservation)

The value representing the forecast rate used to calculate the forecast future value of the accrual period.A value of 1% should be represented as 0.01

Type:	xsd:decimal
Content:	simple
Defined:	locally witnin RateObservation complexType in fpml-shared-5-6.xsd; see XML source

formula (in formulaComponent)

Additional formulas required to describe this component

Type:	Formula
Content:	complex, 3 elements
Defined:	locally witnin FormulaComponent complexType in fpml-shared-5-6.xsd; see XML source

formula (in swapStream)

For use with pretrade Credit Limit Check messages.

Type:	Formula
Content:	complex, 3 elements
Defined:	locally witnin InterestRateStream complexType in fpml-ird-5-6.xsd; see XML source

formulaComponent

Elements describing the components of the formula.

Type:	FormulaComponent
Content:	complex, 1 attribute, 2 elements
Defined:	locally witnin Formula complexType in fpml-shared-5-6.xsd; see XML source

formulaDescription

Text description of the formula

Type:	xsd:string
Content:	simple
Defined:	locally witnin Formula complexType in fpml-shared-5-6.xsd; see XML source

fullApproval

Type:	xsd:boolean
Content:	simple
Defined:	locally witnin CreditRiskLimit complexType in fpml-pretrade-processes-5-6.xsd; see XML source

fullFaithAndCreditObLiability (in deliverableObligations)

An obligation and deliverable obligation characteristic.

Type:	xsd:boolean
Content:	simple
Defined:	locally witnin DeliverableObligations complexType in fpml-cd-5-6.xsd; see XML source

fullFaithAndCreditObLiability (in obligations)

An obligation and deliverable obligation characteristic.

Type:	xsd:boolean
Content:	simple
Defined:	locally witnin Obligations complexType in fpml-cd-5-6.xsd; see XML source

fullFirstCalculationPeriod

This element corresponds to the applicability of the Full First Calculation Period as defined in the 2004 ISDA Novation Definitions, section 1.20.

Type:	xsd:boolean
Content:	simple
Defined:	locally witnin NovationTerms.model group in fpml-business-events-5-6.xsd; see XML source

fundManager (in exchangeTradedFund)

Specifies the fund manager that is in charge of the fund.

Type:	xsd:string
Content:	simple
Defined:	locally witnin ExchangeTradedFund complexType in fpml-asset-5-6.xsd; see XML source

fundManager (in mutualFund)

Specifies the fund manager that is in charge of the fund.

Type:	xsd:string
Content:	simple
Defined:	locally witnin MutualFund complexType in fpml-asset-5-6.xsd; see XML source

future

Identifies the underlying asset when it is a listed future contract.

Type:	Future
Content:	complex, 1 attribute, 13 elements
Subst.Gr:	may substitute for element underlyingAsset
Defined:	globally in fpml-asset-5-6.xsd; see XML source
Used:	never

futureContractReference

Specifies the future contract that can be referenced, besides the equity or index reference defined as part of the UnderlyerAsset type.

Type:	xsd:string
Content:	simple
Defined:	locally witnin Future complexType in fpml-asset-5-6.xsd; see XML source

futureId

A short form unique identifier for the reference future contract in the case of an index underlyer.

Type:	FutureId
Content:	simple, 1 attribute
Defined:	locally witnin Index complexType in fpml-asset-5-6.xsd; see XML source

futureValueNotional

For Credit Limit Check messages.

Type:	FutureValueAmount
Content:	complex, 1 attribute, 4 elements
Defined:	locally witnin Calculation complexType in fpml-ird-5-6.xsd; see XML source

Identifies a simple underlying asset type that is an FX rate.

Type:	FxRateAsset
Content:	complex, 1 attribute, 8 elements
Subst.Gr:	may substitute for element curveInstrument
Defined:	globally in fpml-asset-5-6.xsd; see XML source
Used:	never

fxFixingDate

The date, when expressed as a relative date, on which the currency rate will be determined for the purpose of specifying the amount in deliverable currency.

Type:	FxFixingDate
Content:	complex, 1 attribute, 7 elements
Defined:	locally witnin NonDeliverableSettlement complexType in fpml-ird-5-6.xsd; see XML source

fxFixingSchedule

The date, when expressed as a schedule of date(s), on which the currency rate will be determined for the purpose of specifying the amount in deliverable currency.

Type:	AdjustableDates
Content:	complex, 1 attribute, 2 elements
Defined:	locally witnin NonDeliverableSettlement complexType in fpml-ird-5-6.xsd; see XML source

fxLinkedNotionalAmount

The amount that a cashflow will accrue interest on.

Type:	FxLinkedNotionalAmount
Content:	complex, 4 elements
Defined:	locally witnin CalculationPeriod complexType in fpml-ird-5-6.xsd; see XML source

fxLinkedNotionalSchedule

For use with pre-trade Credit Limit Check messages.A notional amount schedule where each notional that applied to a calculation period is calculated with reference to a notional amount or notional amount schedule in a different currency by means of a spot currency exchange rate which is normally observed at the beginning of each period.

Type:	FxLinkedNotionalSchedule
Content:	complex, 6 elements
Defined:	locally witnin Calculation complexType in fpml-ird-5-6.xsd; see XML source

fxRate

Specifies a currency conversion rate.

Type:	FxRate
Content:	complex, 2 elements
Defined:	locally witnin FxConversion complexType in fpml-asset-5-6.xsd; see XML source

fxSpotRateSource (defined in FxFixing complexType)

Specifies the methodology (reference source and, optionally, fixing time) to be used for determining a currency conversion rate.

Type:	FxSpotRateSource
Content:	complex, 3 elements
Defined:	locally witnin FxFixing complexType in fpml-shared-5-6.xsd; see XML source

fxSpotRateSource (in fxLinkedNotionalSchedule)

The information source and time at which the spot currency exchange rate will be observed.

Type:	FxSpotRateSource
Content:	complex, 3 elements
Defined:	locally witnin FxLinkedNotionalSchedule complexType in fpml-ird-5-6.xsd; see XML source

generalFundObligationLiability (in deliverableObligations)

An obligation and deliverable obligation characteristic.

Type:	xsd:boolean
Content:	simple
Defined:	locally witnin DeliverableObligations complexType in fpml-cd-5-6.xsd; see XML source

generalFundObligationLiability (in obligations)

An obligation and deliverable obligation characteristic.

Type:	xsd:boolean
Content:	simple
Defined:	locally witnin Obligations complexType in fpml-cd-5-6.xsd; see XML source

generalTerms

This element contains all the data that appears in the section entitled "1.

Type:	GeneralTerms
Content:	complex, 14 elements
Defined:	locally witnin CreditDefaultSwap complexType in fpml-cd-5-6.xsd; see XML source

governingLaw (defined in Trade complexType)

Identification of the law governing the transaction.

Type:	GoverningLaw
Content:	simple, 1 attribute
Defined:	locally witnin Trade complexType in fpml-doc-5-6.xsd; see XML source

governingLaw (in agreement)

Identification of the law governing the agreement.

Type:	GoverningLaw
Content:	simple, 1 attribute
Defined:	locally witnin GenericAgreement complexType in fpml-shared-5-6.xsd; see XML source

gracePeriod

The number of calendar or business days after any due date that the reference entity has to fulfil its obligations before a failure to pay credit event is deemed to have occurred.

Type:	Offset
Content:	complex, 1 attribute, 3 elements
Defined:	locally witnin GracePeriodExtension complexType in fpml-option-shared-5-6.xsd; see XML source

gracePeriodExtension

If this element is specified, indicates whether or not a grace period extension is applicable.

Type:	GracePeriodExtension
Content:	complex, 2 elements
Defined:	locally witnin FailureToPay complexType in fpml-option-shared-5-6.xsd; see XML source

guarantor

The party that guarantees by way of a contractual arrangement to pay the debts of an obligor if the obligor is unable to make the required payments itself.

Type:	LegalEntity
Content:	complex, 1 attribute, 2 elements
Defined:	locally witnin ReferenceObligation complexType in fpml-cd-5-6.xsd; see XML source

guarantorReference

A pointer style reference to a reference entity defined elsewhere in the document.

Type:	LegalEntityReference
Content:	empty, 1 attribute
Defined:	locally witnin ReferenceObligation complexType in fpml-cd-5-6.xsd; see XML source

header (defined in Exception complexType)

Type:	ExceptionMessageHeader
Content:	complex, 10 elements
Defined:	locally witnin Exception complexType in fpml-msg-5-6.xsd; see XML source

header (defined in NotificationMessage complexType)

Type:	NotificationMessageHeader
Content:	complex, 10 elements
Defined:	locally witnin NotificationMessage complexType in fpml-msg-5-6.xsd; see XML source

header (defined in RequestMessage complexType)

Type:	RequestMessageHeader
Content:	complex, 9 elements
Defined:	locally witnin RequestMessage complexType in fpml-msg-5-6.xsd; see XML source

header (defined in ResponseMessage complexType)

Type:	ResponseMessageHeader
Content:	complex, 10 elements
Defined:	locally witnin ResponseMessage complexType in fpml-msg-5-6.xsd; see XML source

hedgingParty

The party referenced is the ISDA Hedging Party that specified in the related Confirmation as Hedging, or if no Hedging Party is specified, either party to the Transaction.

Type:	PartyReference
Content:	empty, 1 attribute
Defined:	locally witnin Trade complexType in fpml-doc-5-6.xsd; see XML source

hexadecimalBinary (defined in AdditionalData complexType)

Provides extra information as binary contents coded in hexadecimal.

Type:	xsd:hexBinary
Content:	simple
Defined:	locally witnin AdditionalData complexType in fpml-msg-5-6.xsd; see XML source

hexadecimalBinary (in attachment)

Provides extra information as binary contents coded in hexadecimal.

Type:	xsd:hexBinary
Content:	simple
Defined:	locally witnin Resource complexType in fpml-shared-5-6.xsd; see XML source

honorific

An honorific title, such as Mr., Ms., Dr. etc.

Type:	xsd:normalizedString
Content:	simple
Defined:	locally witnin Person complexType in fpml-shared-5-6.xsd; see XML source

hourMinuteTime (defined in BusinessCenterTime complexType)

A time specified in hh:mm:ss format where the second component must be '00', e.g. 11am would be represented as 11:00:00.

Type:	HourMinuteTime
Content:	simple
Defined:	locally witnin BusinessCenterTime complexType in fpml-shared-5-6.xsd; see XML source

hourMinuteTime (defined in PrevailingTime complexType)

A time specified in hh:mm:ss format where the second component must be '00', e.g. 11am would be represented as 11:00:00.

Type:	HourMinuteTime
Content:	simple
Defined:	locally witnin PrevailingTime complexType in fpml-shared-5-6.xsd; see XML source

identifier

An identifier used to uniquely identify the CSA

Type:	CreditSupportAgreementIdentifier
Content:	simple, 1 attribute
Defined:	locally witnin CreditSupportAgreement complexType in fpml-shared-5-6.xsd; see XML source

implementationSpecification

The version(s) of specifications that the sender asserts the message was developed for.

Type:	ImplementationSpecification
Content:	complex, 3 elements
Defined:	locally witnin MessageHeader.model group in fpml-msg-5-6.xsd; see XML source

impliedWritedown (in creditEvents)

A credit event.

Type:	xsd:boolean
Content:	simple
Defined:	locally witnin CreditEvents complexType in fpml-option-shared-5-6.xsd; see XML source

impliedWritedown (in floatingAmountEvents)

A floating rate payment event.

Type:	xsd:boolean
Content:	simple
Defined:	locally witnin FloatingAmountEvents complexType in fpml-cd-5-6.xsd; see XML source

increase

Type:	TradeNotionalChange
Content:	complex, 14 elements
Defined:	locally witnin Events.model group in fpml-business-events-5-6.xsd; see XML source

increasedCostOfStockBorrow

If true, then increased cost of stock borrow is applicable.

Type:	xsd:boolean
Content:	simple
Defined:	locally witnin StockLoan.model group in fpml-shared-5-6.xsd; see XML source

incurredRecoveryApplicable

Outstanding Swap Notional Amount is defined at any time on any day, as the greater of: (a) Zero; If Incurred Recovery Amount Applicable: (b) The Original Swap Notional Amount minus the sum of all Incurred Loss Amounts and all Incurred Recovery Amounts (if any) determined under this Confirmation at or prior to such time.Incurred Recovery Amount not populated: (b) The Original Swap Notional Amount minus the sum of all Incurred Loss Amounts determined under this Confirmation at or prior to such time.

Type:	xsd:boolean
Content:	simple
Defined:	locally witnin Tranche complexType in fpml-cd-5-6.xsd; see XML source

independentAmount

Independent Amount is an amount that usually less creditworthy counterparties are asked to provide.

Type:	IndependentAmount
Content:	complex, 5 elements
Defined:	locally witnin Collateral complexType in fpml-shared-5-6.xsd; see XML source

index

Identifies the underlying asset when it is a financial index.

Type:	Index
Content:	complex, 1 attribute, 11 elements
Subst.Gr:	may substitute for element underlyingAsset
Defined:	globally in fpml-asset-5-6.xsd; see XML source
Used:	never

indexAnnexDate

A CDS index series annex date.

Type:	xsd:date
Content:	simple
Defined:	locally witnin IndexReferenceInformation complexType in fpml-cd-5-6.xsd; see XML source

indexAnnexSource

A CDS index series annex source.

Type:	IndexAnnexSource
Content:	simple, 1 attribute
Defined:	locally witnin IndexReferenceInformation complexType in fpml-cd-5-6.xsd; see XML source

indexAnnexVersion

A CDS index series version identifier, e.g. 1, 2, 3 etc.

Type:	xsd:positiveInteger
Content:	simple
Defined:	locally witnin IndexReferenceInformation complexType in fpml-cd-5-6.xsd; see XML source

indexChange

Describes a change due to an index component being adjusted.

Type:	IndexChange
Content:	complex, 3 elements
Subst.Gr:	may substitute for element changeEvent
Defined:	globally in fpml-business-events-5-6.xsd; see XML source
Used:	never

indexFactor

Type:	xsd:decimal
Content:	simple
Defined:	locally witnin IndexChange complexType in fpml-business-events-5-6.xsd; see XML source

indexId

A CDS index identifier (e.g.

Type:	IndexId
Content:	simple, 1 attribute
Defined:	locally witnin IndexReferenceInformation complexType in fpml-cd-5-6.xsd; see XML source

indexName

The name of the index expressed as a free format string.

Type:	IndexName
Content:	simple, 1 attribute
Defined:	locally witnin IndexReferenceInformation complexType in fpml-cd-5-6.xsd; see XML source

indexReferenceInformation

This element contains all the terms relevant to defining the Credit DefaultSwap Index.

Type:	IndexReferenceInformation
Content:	complex, 1 attribute, 9 elements
Defined:	locally witnin GeneralTerms complexType in fpml-cd-5-6.xsd; see XML source

indexSeries

A CDS index series identifier, e.g. 1, 2, 3 etc.

Type:	xsd:positiveInteger
Content:	simple
Defined:	locally witnin IndexReferenceInformation complexType in fpml-cd-5-6.xsd; see XML source

indexTenor

The ISDA Designated Maturity, i.e. the tenor of the floating rate.

Type:	Period
Content:	complex, 1 attribute, 2 elements
Defined:	locally witnin FloatingRateIndex.model group in fpml-shared-5-6.xsd; see XML source

indirectLoanParticipation

ISDA 1999 Term: Indirect Loan Participation.

Type:	LoanParticipation
Content:	complex, 3 elements
Defined:	locally witnin DeliverableObligations complexType in fpml-cd-5-6.xsd; see XML source

informationSource (defined in QuotationCharacteristics.model group)

The information source where a published or displayed market rate will be obtained, e.g.

Type:	InformationSource
Content:	complex, 3 elements
Defined:	locally witnin QuotationCharacteristics.model group in fpml-asset-5-6.xsd; see XML source

informationSource (in settlementRateSource defined in YieldCurveMethod complexType)

The information source where a published or displayed market rate will be obtained, e.g.

Type:	InformationSource
Content:	complex, 3 elements
Defined:	locally witnin SettlementRateSource complexType in fpml-shared-5-6.xsd; see XML source

initial

Type:	Initial
Content:	simple
Defined:	locally witnin Person complexType in fpml-shared-5-6.xsd; see XML source

initialExchange

A true/false flag to indicate whether there is an initial exchange of principal on the effective date.

Type:	xsd:boolean
Content:	simple
Defined:	locally witnin PrincipalExchanges complexType in fpml-shared-5-6.xsd; see XML source

initialFactor

The part of the mortgage that is outstanding on trade inception, i.e. has not been repaid yet as principal.

Type:	xsd:decimal
Content:	simple
Defined:	locally witnin AssetPool complexType in fpml-asset-5-6.xsd; see XML source

initialFee

An initial fee for the cancelable option.

Type:	SimplePayment
Content:	complex, 1 attribute, 6 elements
Defined:	locally witnin CancelableProvision complexType in fpml-ird-5-6.xsd; see XML source

initialFixingDate

Type:	RelativeDateOffset
Content:	complex, 1 attribute, 6 elements
Defined:	locally witnin ResetDates complexType in fpml-ird-5-6.xsd; see XML source

initialPoints

An optional element that contains the up-front points expressed as a percentage of the notional.

Type:	xsd:decimal
Content:	simple
Defined:	locally witnin FeeLeg complexType in fpml-cd-5-6.xsd; see XML source

initialRate

For use with pre-trade Credit Limit Check messages.

Type:	xsd:decimal
Content:	simple
Defined:	locally witnin FloatingRateCalculation complexType in fpml-shared-5-6.xsd; see XML source

initialStockLoanRate

Specifies the initial stock loan rate for Increased Cost of Stock Borrow.

Type:	RestrictedPercentage
Content:	simple
Defined:	locally witnin StockLoan.model group in fpml-shared-5-6.xsd; see XML source

initialStub

Specifies how the initial stub amount is calculated.

Type:	StubValue
Content:	complex, 1 element
Defined:	locally witnin StubCalculationPeriodAmount complexType in fpml-ird-5-6.xsd; see XML source

initialValue (defined in PositiveSchedule complexType)

The strictly-positive initial rate or amount, as the case may be.

Type:	PositiveDecimal
Content:	simple
Defined:	locally witnin PositiveSchedule complexType in fpml-shared-5-6.xsd; see XML source

initialValue (defined in Schedule complexType)

The initial rate or amount, as the case may be.

Type:	xsd:decimal
Content:	simple
Defined:	locally witnin Schedule complexType in fpml-shared-5-6.xsd; see XML source

initialValue (in fxLinkedNotionalSchedule)

The initial currency amount for the varying notional.

Type:	xsd:decimal
Content:	simple
Defined:	locally witnin FxLinkedNotionalSchedule complexType in fpml-ird-5-6.xsd; see XML source

initialValue (in notionalStepSchedule)

The non-negative initial rate or amount, as the case may be.

Type:	NonNegativeDecimal
Content:	simple
Defined:	locally witnin NonNegativeSchedule complexType in fpml-shared-5-6.xsd; see XML source

inReplyTo (in header defined in Exception complexType)

A copy of the unique message identifier (within it own coding scheme) to which this message is responding.

Type:	MessageId
Content:	simple, 1 attribute
Defined:	locally witnin ExceptionMessageHeader complexType in fpml-msg-5-6.xsd; see XML source

inReplyTo (in header defined in NotificationMessage complexType)

A copy of the unique message identifier (within it own coding scheme) to which this message is responding.

Type:	MessageId
Content:	simple, 1 attribute
Defined:	locally witnin NotificationMessageHeader complexType in fpml-msg-5-6.xsd; see XML source

inReplyTo (in header defined in ResponseMessage complexType)

A copy of the unique message identifier (within it own coding scheme) to which this message is responding.

Type:	MessageId
Content:	simple, 1 attribute
Defined:	locally witnin ResponseMessageHeader complexType in fpml-msg-5-6.xsd; see XML source

instrumentId (defined in IdentifiedAsset complexType)

Identification of the underlying asset, using public and/or private identifiers.

Type:	InstrumentId
Content:	simple, 1 attribute
Defined:	locally witnin IdentifiedAsset complexType in fpml-asset-5-6.xsd; see XML source

instrumentId (in cash)

Identification of the underlying asset, using public and/or private identifiers.

Type:	InstrumentId
Content:	simple, 1 attribute
Defined:	locally witnin Cash complexType in fpml-asset-5-6.xsd; see XML source

insurer

Type:	LegalEntity
Content:	complex, 1 attribute, 2 elements
Defined:	locally witnin Mortgage complexType in fpml-asset-5-6.xsd; see XML source

insurerReference

Type:	LegalEntityReference
Content:	empty, 1 attribute
Defined:	locally witnin Mortgage complexType in fpml-asset-5-6.xsd; see XML source

integralMultipleAmount

A notional amount which restricts the amount of notional that can be exercised when partial exercise or multiple exercise is applicable.

Type:	xsd:decimal
Content:	simple
Defined:	locally witnin PartialExercise.model group in fpml-shared-5-6.xsd; see XML source

intentToAllocate

Specifies whether the trade is anticipated to be allocated.

Type:	xsd:boolean
Content:	simple
Defined:	locally witnin PartyTradeInformation complexType in fpml-doc-5-6.xsd; see XML source

intentToClear

Specifies whether the trade is anticipated to be cleared via a derivative clearing organization

Type:	xsd:boolean
Content:	simple
Defined:	locally witnin PartyTradeInformation complexType in fpml-doc-5-6.xsd; see XML source

interestShortfall

A floating rate payment event.

Type:	InterestShortFall
Content:	complex, 3 elements
Defined:	locally witnin FloatingAmountEvents complexType in fpml-cd-5-6.xsd; see XML source

interestShortfallCap

Specifies the nature of the interest Shortfall cap (i.e.

Type:	InterestShortfallCapEnum
Content:	simple
Defined:	locally witnin InterestShortFall complexType in fpml-cd-5-6.xsd; see XML source

interestShortfallReimbursement

An additional Fixed Payment Event.

Type:	xsd:boolean
Content:	simple
Defined:	locally witnin AdditionalFixedPayments complexType in fpml-cd-5-6.xsd; see XML source

intermediaryInformation

Information to identify an intermediary through which payment will be made by the correspondent bank to the ultimate beneficiary of the funds.

Type:	IntermediaryInformation
Content:	complex, 5 elements
Defined:	locally witnin SettlementInstruction complexType in fpml-shared-5-6.xsd; see XML source

intermediaryPartyReference

Reference to the party acting as intermediary.

Type:	PartyReference
Content:	empty, 1 attribute
Defined:	locally witnin IntermediaryInformation complexType in fpml-shared-5-6.xsd; see XML source

intermediarySequenceNumber

A sequence number that gives the position of the current intermediary in the chain of payment intermediaries.

Type:	xsd:positiveInteger
Content:	simple
Defined:	locally witnin IntermediaryInformation complexType in fpml-shared-5-6.xsd; see XML source

intermediateExchange

A true/false flag to indicate whether there are intermediate or interim exchanges of principal during the term of the swap.

Type:	xsd:boolean
Content:	simple
Defined:	locally witnin PrincipalExchanges complexType in fpml-shared-5-6.xsd; see XML source

isAccountingHedge

Specifies whether the trade used to hedge a risk for accounting purposes for the specified party.

Type:	xsd:boolean
Content:	simple
Defined:	locally witnin PartyTradeInformation complexType in fpml-doc-5-6.xsd; see XML source

isCorrection

Indicates if this message corrects an earlier request.

Type:	xsd:boolean
Content:	simple
Defined:	locally witnin CorrectableRequestMessage complexType in fpml-msg-5-6.xsd; see XML source

issuer (defined in TradeIdentifier complexType)

Type:	IssuerId
Content:	simple, 1 attribute
Defined:	locally witnin TradeIdentifier complexType in fpml-doc-5-6.xsd; see XML source

issuer (in productComponentIdentifier)

Type:	IssuerId
Content:	simple, 1 attribute
Defined:	locally witnin ProductComponentIdentifier complexType in fpml-doc-5-6.xsd; see XML source

issuerName

Type:	xsd:string
Content:	simple
Defined:	locally witnin FixedIncomeSecurityContent.model group in fpml-asset-5-6.xsd; see XML source

issuerPartyReference

Type:	PartyReference
Content:	empty, 1 attribute
Defined:	locally witnin FixedIncomeSecurityContent.model group in fpml-asset-5-6.xsd; see XML source

jurisdiction

The legal jurisdiction of the entity's registration.

Type:	GoverningLaw
Content:	simple, 1 attribute
Defined:	locally witnin PartyInformation.model group in fpml-shared-5-6.xsd; see XML source

language

Indicates the language of the resource, described using the ISO 639-2/T Code.

Type:	Language
Content:	simple, 1 attribute
Defined:	locally witnin Resource complexType in fpml-shared-5-6.xsd; see XML source

largeSizeTrade

Specifies whether the sender of this trade considers it to be a large notional trade or block trade for reporting purposes, and thus eligible for delayed public reporting.

Type:	xsd:boolean
Content:	simple
Defined:	locally witnin PartyTradeInformation complexType in fpml-doc-5-6.xsd; see XML source

lastNotionalStepDate

Effective date of the last change in notional (i.e. a calculation period start date).

Type:	xsd:date
Content:	simple
Defined:	locally witnin NotionalStepRule complexType in fpml-ird-5-6.xsd; see XML source

lastRegularPaymentDate (in paymentDates)

For use of the pre-trade Credit Limit Check messages.

Type:	xsd:date
Content:	simple
Defined:	locally witnin PaymentDates complexType in fpml-ird-5-6.xsd; see XML source

lastRegularPaymentDate (in periodicPayment)

The last regular unadjusted fixed rate payer payment date.

Type:	xsd:date
Content:	simple
Defined:	locally witnin PeriodicPayment complexType in fpml-cd-5-6.xsd; see XML source

lastRegularPeriodEndDate

For use with pretrade Credit Limit Check messages.

Type:	xsd:date
Content:	simple
Defined:	locally witnin CalculationPeriodDates complexType in fpml-ird-5-6.xsd; see XML source

latestExerciseTime (in americanExercise)

For a Bermuda or American style option, the latest time on an exercise business day (excluding the expiration date) within the exercise period that notice can be given by the buyer to the seller or seller's agent.

Type:	BusinessCenterTime
Content:	complex, 2 elements
Defined:	locally witnin AmericanExercise complexType in fpml-shared-5-6.xsd; see XML source

latestExerciseTime (in bermudaExercise)

Type:	BusinessCenterTime
Content:	complex, 2 elements
Defined:	locally witnin BermudaExercise complexType in fpml-shared-5-6.xsd; see XML source

legId

Identity of this leg.

Type:	LegId
Content:	simple, 1 attribute
Defined:	locally witnin LegIdentifier complexType in fpml-shared-5-6.xsd; see XML source

legIdentifier

Version aware identification of this leg.

Type:	LegIdentifier
Content:	complex, 3 elements
Defined:	locally witnin DirectionalLeg complexType in fpml-shared-5-6.xsd; see XML source

length

Indicates the length of the resource.

Type:	ResourceLength
Content:	complex, 2 elements
Defined:	locally witnin Resource complexType in fpml-shared-5-6.xsd; see XML source

lengthUnit

The length unit of the resource.

Type:	LengthUnitEnum
Content:	simple
Defined:	locally witnin ResourceLength complexType in fpml-shared-5-6.xsd; see XML source

lengthValue

The length value of the resource.

Type:	xsd:decimal
Content:	simple
Defined:	locally witnin ResourceLength complexType in fpml-shared-5-6.xsd; see XML source

lien

Specifies the seniority level of the lien.

Type:	Lien
Content:	simple, 1 attribute
Defined:	locally witnin Loan complexType in fpml-asset-5-6.xsd; see XML source

limitApplicable

Type:	LimitApplicable
Content:	complex, 6 elements
Defined:	locally witnin CreditLimit complexType in fpml-pretrade-processes-5-6.xsd; see XML source

limitationPercentage

Specifies the limitation percentage in Average Daily trading volume.

Type:	RestrictedPercentage
Content:	simple
Defined:	locally witnin AverageDailyTradingVolumeLimit complexType in fpml-shared-5-6.xsd; see XML source

limitationPeriod

Specifies the limitation period for Average Daily trading volume in number of days.

Type:	xsd:nonNegativeInteger
Content:	simple
Defined:	locally witnin AverageDailyTradingVolumeLimit complexType in fpml-shared-5-6.xsd; see XML source

limitCheckApproved

Type:	LimitCheckApproved
Content:	complex, 3 attributes, 9 elements
Defined:	globally in fpml-pretrade-processes-5-6.xsd; see XML source
Used:	never

limitCheckRefused

Type:	LimitCheckRefused
Content:	complex, 3 attributes, 9 elements
Defined:	globally in fpml-pretrade-processes-5-6.xsd; see XML source
Used:	never

limitExpiryTimeStamp (in creditRiskLimit in limitCheckApproved)

Type:	xsd:dateTime
Content:	simple
Defined:	locally witnin CreditRiskLimit complexType in fpml-pretrade-processes-5-6.xsd; see XML source

limitExpiryTimeStamp (in creditRiskLimit in limitCheckRefused)

Type:	xsd:dateTime
Content:	simple
Defined:	locally witnin CreditRiskLimitRefused complexType in fpml-pretrade-processes-5-6.xsd; see XML source

limitId

Type:	LimitId
Content:	simple, 1 attribute
Defined:	locally witnin CreditLimit complexType in fpml-pretrade-processes-5-6.xsd; see XML source

limitModel (defined in CreditLimitInformationExtended complexType)

Type:	LimitModelEnum
Content:	simple
Defined:	locally witnin CreditLimitInformationExtended complexType in fpml-pretrade-processes-5-6.xsd; see XML source

limitModel (in creditLimitInformation in creditLimitReport)

Type:	LimitModelEnum
Content:	simple
Defined:	locally witnin CreditLimitInformation complexType in fpml-pretrade-processes-5-6.xsd; see XML source

limitRefused

Type:	xsd:boolean
Content:	simple
Defined:	locally witnin CreditRiskLimitRefused complexType in fpml-pretrade-processes-5-6.xsd; see XML source

limitType

Standard code to indicate which type of credit line is being referred to - i.e.

Type:	LimitType
Content:	simple, 1 attribute
Defined:	locally witnin LimitApplicable complexType in fpml-pretrade-processes-5-6.xsd; see XML source

linkId

A link identifier allowing the trade to be associated with other related trades, e.g. the linkId may contain a tradeId for an associated trade or several related trades may be given the same linkId.

Type:	LinkId
Content:	simple, 2 attributes
Defined:	locally witnin PartyTradeIdentifier complexType in fpml-doc-5-6.xsd; see XML source

listed (in deliverableObligations)

An obligation and deliverable obligation characteristic.

Type:	xsd:boolean
Content:	simple
Defined:	locally witnin DeliverableObligations complexType in fpml-cd-5-6.xsd; see XML source

listed (in obligations)

An obligation and deliverable obligation characteristic.

Type:	xsd:boolean
Content:	simple
Defined:	locally witnin Obligations complexType in fpml-cd-5-6.xsd; see XML source

loan

Identifies a simple underlying asset that is a loan.

Type:	Loan
Content:	complex, 1 attribute, 13 elements
Subst.Gr:	may substitute for element underlyingAsset
Defined:	globally in fpml-asset-5-6.xsd; see XML source
Used:	at 1 location

location (defined in PrevailingTime complexType)

The geographic location to which the hourMinuteTime applies.

Type:	TimezoneLocation
Content:	simple, 1 attribute
Defined:	locally witnin PrevailingTime complexType in fpml-shared-5-6.xsd; see XML source

location (defined in Reason complexType)

A value indicating the location of the problem within the subject message.

Type:	ProblemLocation
Content:	simple, 1 attribute
Defined:	locally witnin Reason complexType in fpml-msg-5-6.xsd; see XML source

lossOfStockBorrow

If true, then loss of stock borrow is applicable.

Type:	xsd:boolean
Content:	simple
Defined:	locally witnin StockLoan.model group in fpml-shared-5-6.xsd; see XML source

mandatorilyClearable (in clearingRequirements)

Whether the particular trade type in question is required by this regulator to be cleared.

Type:	xsd:boolean
Content:	simple
Defined:	locally witnin ClearingRequirements complexType in fpml-clearing-processes-5-6.xsd; see XML source

mandatorilyClearable (in reportingRegime)

Whether the particular trade type in question is required by this regulator to be cleared.

Type:	xsd:boolean
Content:	simple
Defined:	locally witnin ReportingRegime complexType in fpml-doc-5-6.xsd; see XML source

mandatoryEarlyTermination

A mandatory early termination provision to terminate the swap at fair value.

Type:	MandatoryEarlyTermination
Content:	complex, 1 attribute, 4 elements
Defined:	locally witnin MandatoryEarlyTermination.model group in fpml-ird-5-6.xsd; see XML source

mandatoryEarlyTerminationAdjustedDates

The adjusted dates associated with a mandatory early termination provision.

Type:	MandatoryEarlyTerminationAdjustedDates
Content:	complex, 3 elements
Defined:	locally witnin MandatoryEarlyTermination complexType in fpml-ird-5-6.xsd; see XML source

mandatoryEarlyTerminationDate

The early termination date associated with a mandatory early termination of a swap.

Type:	AdjustableDate
Content:	complex, 1 attribute, 2 elements
Defined:	locally witnin MandatoryEarlyTermination complexType in fpml-ird-5-6.xsd; see XML source

mandatoryEarlyTerminationDateTenor

Period after trade date of the mandatory early termination date.

Type:	Period
Content:	complex, 1 attribute, 2 elements
Defined:	locally witnin MandatoryEarlyTermination.model group in fpml-ird-5-6.xsd; see XML source

manualExercise

Specifies that the notice of exercise must be given by the buyer to the seller or seller's agent.

Type:	Empty
Content:	empty
Defined:	locally witnin ExerciseProcedureOption complexType in fpml-shared-5-6.xsd; see XML source

marketFixedRate

An optional element that only has meaning in a credit index trade.

Type:	xsd:decimal
Content:	simple
Defined:	locally witnin FeeLeg complexType in fpml-cd-5-6.xsd; see XML source

masterAgreement (defined in PartyRelationshipDocumentation complexType)

A agreement executed between two parties that includes or references the related party.

Type:	MasterAgreement
Content:	complex, 3 elements
Defined:	locally witnin PartyRelationshipDocumentation complexType in fpml-shared-5-6.xsd; see XML source

masterAgreement (in documentation)

The agreement executed between the parties and intended to govern all OTC derivatives transactions between those parties.

Type:	MasterAgreement
Content:	complex, 3 elements
Defined:	locally witnin Documentation complexType in fpml-shared-5-6.xsd; see XML source

masterAgreementDate

The date on which the master agreement was signed.

Type:	xsd:date
Content:	simple
Defined:	locally witnin MasterAgreement complexType in fpml-shared-5-6.xsd; see XML source

masterAgreementType

The agreement executed between the parties and intended to govern product-specific derivatives transactions between those parties.

Type:	MasterAgreementType
Content:	simple, 1 attribute
Defined:	locally witnin MasterAgreement complexType in fpml-shared-5-6.xsd; see XML source

masterAgreementVersion

The version of the master agreement.

Type:	MasterAgreementVersion
Content:	simple, 1 attribute
Defined:	locally witnin MasterAgreement complexType in fpml-shared-5-6.xsd; see XML source

masterConfirmation

The agreement executed between the parties and intended to govern all OTC derivatives transactions between those parties.

Type:	MasterConfirmation
Content:	complex, 4 elements
Defined:	locally witnin Documentation complexType in fpml-shared-5-6.xsd; see XML source

masterConfirmationAnnexDate

The date that an annex to the master confirmation was executed between the parties.

Type:	xsd:date
Content:	simple
Defined:	locally witnin MasterConfirmation complexType in fpml-shared-5-6.xsd; see XML source

masterConfirmationAnnexType

The type of master confirmation annex executed between the parties.

Type:	MasterConfirmationAnnexType
Content:	simple, 1 attribute
Defined:	locally witnin MasterConfirmation complexType in fpml-shared-5-6.xsd; see XML source

masterConfirmationDate (in allocation)

The date of the confirmation executed between the parties and intended to govern the allocated trade between those parties.

Type:	xsd:date
Content:	simple
Defined:	locally witnin AllocationContent.model group in fpml-doc-5-6.xsd; see XML source

masterConfirmationDate (in masterConfirmation)

The date of the confirmation executed between the parties and intended to govern all relevant transactions between those parties.

Type:	xsd:date
Content:	simple
Defined:	locally witnin MasterConfirmation complexType in fpml-shared-5-6.xsd; see XML source

masterConfirmationType

The type of master confirmation executed between the parties.

Type:	MasterConfirmationType
Content:	simple, 1 attribute
Defined:	locally witnin MasterConfirmation complexType in fpml-shared-5-6.xsd; see XML source

math

An element for containing an XML representation of the formula.

Type:	Math
Content:	mixed (allows character data), elem. wildcard
Defined:	locally witnin Formula complexType in fpml-shared-5-6.xsd; see XML source

matrixSource

Relevant settled entity matrix source.

Type:	MatrixSource
Content:	simple, 1 attribute
Defined:	locally witnin SettledEntityMatrix complexType in fpml-cd-5-6.xsd; see XML source

matrixTerm

Defines any applicable key into the relevant matrix.

Type:	MatrixTerm
Content:	simple, 1 attribute
Defined:	locally witnin ContractualMatrix complexType in fpml-shared-5-6.xsd; see XML source

matrixType

Identifies the form of applicable matrix.

Type:	MatrixType
Content:	simple, 1 attribute
Defined:	locally witnin ContractualMatrix complexType in fpml-shared-5-6.xsd; see XML source

maturity (defined in FixedIncomeSecurityContent.model group)

The date when the principal amount of a security becomes due and payable.

Type:	xsd:date
Content:	simple
Defined:	locally witnin FixedIncomeSecurityContent.model group in fpml-asset-5-6.xsd; see XML source

maturity (in future)

The date when the future contract expires.

Type:	xsd:date
Content:	simple
Defined:	locally witnin Future complexType in fpml-asset-5-6.xsd; see XML source

maturity (in loan)

The date when the principal amount of the loan becomes due and payable.

Type:	xsd:date
Content:	simple
Defined:	locally witnin Loan complexType in fpml-asset-5-6.xsd; see XML source

maturityExtension

A credit event.

Type:	xsd:boolean
Content:	simple
Defined:	locally witnin CreditEvents complexType in fpml-option-shared-5-6.xsd; see XML source

maximumBusinessDays

A maximum number of business days.

Type:	xsd:nonNegativeInteger
Content:	simple
Defined:	locally witnin PhysicalSettlementPeriod complexType in fpml-cd-5-6.xsd; see XML source

maximumDaysOfPostponement

The maximum number of days to wait for a quote from the disrupted settlement rate option before proceding to the next method.

Type:	xsd:positiveInteger
Content:	simple
Defined:	locally witnin ValuationPostponement complexType in fpml-ird-5-6.xsd; see XML source

maximumMaturity

A deliverable obligation characteristic.

Type:	Period
Content:	complex, 1 attribute, 2 elements
Defined:	locally witnin DeliverableObligations complexType in fpml-cd-5-6.xsd; see XML source

maximumNotionalAmount

The maximum notional amount that can be exercised on a given exercise date.

Type:	xsd:decimal
Content:	simple
Defined:	locally witnin MultipleExercise complexType in fpml-shared-5-6.xsd; see XML source

maximumNumberOfOptions

The maximum number of options that can be exercised on a given exercise date.

Type:	NonNegativeDecimal
Content:	simple
Defined:	locally witnin MultipleExercise complexType in fpml-shared-5-6.xsd; see XML source

maximumStockLoanRate

Specifies the maximum stock loan rate for Loss of Stock Borrow.

Type:	RestrictedPercentage
Content:	simple
Defined:	locally witnin StockLoan.model group in fpml-shared-5-6.xsd; see XML source

measureType

The type of the value that is measured.

Type:	AssetMeasureType
Content:	simple, 1 attribute
Defined:	locally witnin QuotationCharacteristics.model group in fpml-asset-5-6.xsd; see XML source

message

A human readable description of the problem.

Type:	xsd:string
Content:	simple
Defined:	locally witnin TradeDifference complexType in fpml-doc-5-6.xsd; see XML source

messageId

A unique identifier (within its coding scheme) assigned to the message by its creating party.

Type:	MessageId
Content:	simple, 1 attribute
Defined:	locally witnin MessageHeader complexType in fpml-msg-5-6.xsd; see XML source

messageRejected

The root element used for rejected message exceptions

Type:	Exception
Content:	complex, 3 attributes, 7 elements
Defined:	globally in fpml-msg-5-6.xsd; see XML source
Used:	never

middleName

Type:	xsd:normalizedString
Content:	simple
Defined:	locally witnin Person complexType in fpml-shared-5-6.xsd; see XML source

mimeType (defined in AdditionalData complexType)

Indicates the type of media used to provide the extra information. mimeType is used to determine the software product(s) that can read the content.

Type:	MimeType
Content:	simple, 1 attribute
Defined:	locally witnin AdditionalData complexType in fpml-msg-5-6.xsd; see XML source

mimeType (in attachment)

Indicates the type of media used to store the content. mimeType is used to determine the software product(s) that can read the content.

Type:	MimeType
Content:	simple, 1 attribute
Defined:	locally witnin Resource complexType in fpml-shared-5-6.xsd; see XML source

minimumNotionalAmount

The minimum notional amount that can be exercised on a given exercise date.

Type:	xsd:decimal
Content:	simple
Defined:	locally witnin PartialExercise.model group in fpml-shared-5-6.xsd; see XML source

minimumNumberOfOptions

The minimum number of options that can be exercised on a given exercise date.

Type:	xsd:nonNegativeInteger
Content:	simple
Defined:	locally witnin PartialExercise.model group in fpml-shared-5-6.xsd; see XML source

minimumQuotationAmount

In the determination of a cash settlement amount, if weighted average quotations are to be obtained, the minimum quotation amount specifies a minimum intended threshold amount of outstanding principal balance of the reference obligation for which the quote should be obtained.

Type:	Money
Content:	complex, 1 attribute, 2 elements
Defined:	locally witnin CashSettlementTerms complexType in fpml-cd-5-6.xsd; see XML source

missingElement

Element(s) that are missing in the other trade.

Type:	xsd:string
Content:	simple
Defined:	locally witnin TradeDifference complexType in fpml-doc-5-6.xsd; see XML source

modifiedEquityDelivery

Value of this element set to 'true' indicates that modified equity delivery is applicable.

Type:	xsd:boolean
Content:	simple
Defined:	locally witnin GeneralTerms complexType in fpml-cd-5-6.xsd; see XML source

mortgage

Identifies a mortgage backed security.

Type:	Mortgage
Content:	complex, 1 attribute, 20 elements
Subst.Gr:	may substitute for element underlyingAsset
Defined:	globally in fpml-asset-5-6.xsd; see XML source
Used:	at 1 location

mthToDefault

M th reference obligation to default to allow representation of N th to M th defaults.

Type:	xsd:positiveInteger
Content:	simple
Defined:	locally witnin BasketReferenceInformation complexType in fpml-cd-5-6.xsd; see XML source

multipleCreditEventNotices

Presence of this element and value set to 'true' indicates that Section 3.9 of the 2003 Credit Derivatives Definitions shall apply.

Type:	xsd:boolean
Content:	simple
Defined:	locally witnin Restructuring complexType in fpml-option-shared-5-6.xsd; see XML source

multipleExercise (in americanExercise)

As defined in the 2000 ISDA Definitions, Section 12.4.

Type:	MultipleExercise
Content:	complex, 6 elements
Defined:	locally witnin AmericanExercise complexType in fpml-shared-5-6.xsd; see XML source

multipleExercise (in bermudaExercise)

As defined in the 2000 ISDA Definitions, Section 12.4.

Type:	MultipleExercise
Content:	complex, 6 elements
Defined:	locally witnin BermudaExercise complexType in fpml-shared-5-6.xsd; see XML source

multipleHolderObligation

In relation to a restructuring credit event, unless multiple holder obligation is not specified restructurings are limited to multiple holder obligations.

Type:	xsd:boolean
Content:	simple
Defined:	locally witnin Restructuring complexType in fpml-option-shared-5-6.xsd; see XML source

multipleValuationDates

Where multiple valuation dates are specified as being applicable for cash settlement, this element specifies (a) the number of applicable valuation dates, and (b) the number of business days after satisfaction of all conditions to settlement when the first such valuation date occurs, and (c) the number of business days thereafter of each successive valuation date.

Type:	MultipleValuationDates
Content:	complex, 3 elements
Defined:	locally witnin ValuationDate complexType in fpml-cd-5-6.xsd; see XML source

multiplier (in future)

The multiplier is the minimum number of the underlying - index or stock - that a participant has to trade while taking a position in the Future contract.

Type:	xsd:positiveInteger
Content:	simple
Defined:	locally witnin Future complexType in fpml-asset-5-6.xsd; see XML source

multiplier (in option)

Specifies the contract multiplier that can be associated with the number of units.

Type:	xsd:positiveInteger
Content:	simple
Defined:	locally witnin ExchangeTradedContract complexType in fpml-asset-5-6.xsd; see XML source

mutualFund

Identifies the class of unit issued by a fund.

Type:	MutualFund
Content:	complex, 1 attribute, 8 elements
Subst.Gr:	may substitute for element underlyingAsset
Defined:	globally in fpml-asset-5-6.xsd; see XML source
Used:	never

name (in attachment)

The name of the resource.

Type:	xsd:normalizedString
Content:	simple
Defined:	locally witnin Resource complexType in fpml-shared-5-6.xsd; see XML source

name (in businessUnit)

A name used to describe the organization unit

Type:	xsd:string
Content:	simple
Defined:	locally witnin BusinessUnit complexType in fpml-shared-5-6.xsd; see XML source

name (in implementationSpecification)

Type:	xsd:normalizedString
Content:	simple
Defined:	locally witnin ImplementationSpecification complexType in fpml-msg-5-6.xsd; see XML source

name (in reportingRegime)

Identifies the reporting regime under which this data is reported.

Type:	ReportingRegimeName
Content:	simple, 1 attribute
Defined:	locally witnin ReportingRegime complexType in fpml-doc-5-6.xsd; see XML source

negativeInterestRateTreatment

For use with pre-trade Credit Limit Check messages.

Type:	NegativeInterestRateTreatmentEnum
Content:	simple
Defined:	locally witnin FloatingRateCalculation complexType in fpml-shared-5-6.xsd; see XML source

newTrade

Indicates the new trade between the transferee and the remaining party.

Type:	Trade
Content:	complex, 1 attribute, 13 elements
Defined:	locally witnin NewTrade.model group in fpml-business-events-5-6.xsd; see XML source

newTradeIdentifier

Indicates a reference to the new trade between the transferee and the remaining party.

Type:	PartyTradeIdentifier
Content:	complex, 1 attribute, 11 elements
Defined:	locally witnin NewTrade.model group in fpml-business-events-5-6.xsd; see XML source

nonDeliverableSettlement

The specification of the non-deliverable settlement provision.

Type:	NonDeliverableSettlement
Content:	complex, 5 elements
Defined:	locally witnin SettlementProvision complexType in fpml-ird-5-6.xsd; see XML source

nonpubliclyReported

When the non-public report of this was created or received by this party.

Type:	xsd:dateTime
Content:	simple
Defined:	locally witnin TradeProcessingTimestamps complexType in fpml-doc-5-6.xsd; see XML source

nonpublicReportUpdated

When the non-public report of this was most recently corrected or corrections were received by this party.

Type:	xsd:dateTime
Content:	simple
Defined:	locally witnin TradeProcessingTimestamps complexType in fpml-doc-5-6.xsd; see XML source

nonReliance

This element corresponds to the non-Reliance section in the 2004 ISDA Novation Definitions, section 2.1 (c) (i).

Type:	Empty
Content:	empty
Defined:	locally witnin NovationTerms.model group in fpml-business-events-5-6.xsd; see XML source

nonstandardSettlementRate

Indicates that a non-standard rate source will be used for the fixing.

Type:	FxInformationSource
Content:	complex, 4 elements
Defined:	locally witnin FxSettlementRateSource complexType in fpml-shared-5-6.xsd; see XML source

nonStandardTerms

Indicates that the trade has price-affecting characteristics in addition to the standard real-time reportable terms.

Type:	xsd:boolean
Content:	simple
Defined:	locally witnin PartyTradeInformation complexType in fpml-doc-5-6.xsd; see XML source

noReferenceObligation (in referenceInformation)

Used to indicate that there is no Reference Obligation associated with this Credit Default Swap and that there will never be one.

Type:	xsd:boolean
Content:	simple
Defined:	locally witnin ReferenceInformation complexType in fpml-cd-5-6.xsd; see XML source

noReferenceObligation (in referencePair)

Used to indicate that there is no Reference Obligation associated with this Credit Default Swap and that there will never be one.

Type:	xsd:boolean
Content:	simple
Defined:	locally witnin ReferencePair complexType in fpml-cd-5-6.xsd; see XML source

notBearer

A deliverable obligation characteristic.

Type:	xsd:boolean
Content:	simple
Defined:	locally witnin DeliverableObligations complexType in fpml-cd-5-6.xsd; see XML source

notContingent (in deliverableObligations)

A deliverable obligation characteristic.

Type:	xsd:boolean
Content:	simple
Defined:	locally witnin DeliverableObligations complexType in fpml-cd-5-6.xsd; see XML source

notContingent (in obligations)

NOTE: Only allowed as an obligation charcteristic under ISDA Credit 1999.

Type:	xsd:boolean
Content:	simple
Defined:	locally witnin Obligations complexType in fpml-cd-5-6.xsd; see XML source

notDomesticCurrency (in deliverableObligations)

An obligation and deliverable obligation characteristic.

Type:	NotDomesticCurrency
Content:	complex, 2 elements
Defined:	locally witnin DeliverableObligations complexType in fpml-cd-5-6.xsd; see XML source

notDomesticCurrency (in obligations)

An obligation and deliverable obligation characteristic.

Type:	NotDomesticCurrency
Content:	complex, 2 elements
Defined:	locally witnin Obligations complexType in fpml-cd-5-6.xsd; see XML source

notDomesticIssuance (in deliverableObligations)

An obligation and deliverable obligation characteristic.

Type:	xsd:boolean
Content:	simple
Defined:	locally witnin DeliverableObligations complexType in fpml-cd-5-6.xsd; see XML source

notDomesticIssuance (in obligations)

An obligation and deliverable obligation characteristic.

Type:	xsd:boolean
Content:	simple
Defined:	locally witnin Obligations complexType in fpml-cd-5-6.xsd; see XML source

notDomesticLaw (in deliverableObligations)

An obligation and deliverable obligation characteristic.

Type:	xsd:boolean
Content:	simple
Defined:	locally witnin DeliverableObligations complexType in fpml-cd-5-6.xsd; see XML source

notDomesticLaw (in obligations)

An obligation and deliverable obligation characteristic.

Type:	xsd:boolean
Content:	simple
Defined:	locally witnin Obligations complexType in fpml-cd-5-6.xsd; see XML source

notifyingParty

Pointer style references to a party identifier defined elsewhere in the document.

Type:	NotifyingParty
Content:	complex, 2 elements
Defined:	locally witnin CreditEventNotice complexType in fpml-option-shared-5-6.xsd; see XML source

notionalAmount (in calculationPeriod)

The amount that a cashflow will accrue interest on.

Type:	xsd:decimal
Content:	simple
Defined:	locally witnin CalculationPeriod complexType in fpml-ird-5-6.xsd; see XML source

notionalAmount (in fxLinkedNotionalAmount)

The calculation period notional amount.

Type:	xsd:decimal
Content:	simple
Defined:	locally witnin FxLinkedNotionalAmount complexType in fpml-ird-5-6.xsd; see XML source

notionalReference (defined in ExerciseFeeSchedule complexType)

A pointer style reference to the associated notional schedule defined elsewhere in the document.

Type:	ScheduleReference
Content:	empty, 1 attribute
Defined:	locally witnin ExerciseFeeSchedule complexType in fpml-shared-5-6.xsd; see XML source

notionalReference (defined in PartialExercise.model group)

A pointer style reference to the associated notional schedule defined elsewhere in the document.

Type:	NotionalReference
Content:	empty, 1 attribute
Defined:	locally witnin PartialExercise.model group in fpml-shared-5-6.xsd; see XML source

notionalReference (defined in TradeLegNotionalChange.model group)

Type:	NotionalReference
Content:	empty, 1 attribute
Defined:	locally witnin TradeLegNotionalChange.model group in fpml-business-events-5-6.xsd; see XML source

notionalReference (in exerciseFee)

A pointer style reference to the associated notional schedule defined elsewhere in the document.

Type:	NotionalReference
Content:	empty, 1 attribute
Defined:	locally witnin ExerciseFee complexType in fpml-shared-5-6.xsd; see XML source

notionalSchedule

The notional amount or notional amount schedule.

Type:	Notional
Content:	complex, 1 attribute, 2 elements
Defined:	locally witnin Calculation complexType in fpml-ird-5-6.xsd; see XML source

notionalStepAmount

The explicit amount that the notional changes on each step date.

Type:	xsd:decimal
Content:	simple
Defined:	locally witnin NotionalStepRule complexType in fpml-ird-5-6.xsd; see XML source

notionalStepParameters

For use with pre-trade Credit Limit Check messages.

Type:	NotionalStepRule
Content:	complex, 7 elements
Defined:	locally witnin Notional complexType in fpml-ird-5-6.xsd; see XML source

notionalStepRate

The percentage amount by which the notional changes on each step date.

Type:	xsd:decimal
Content:	simple
Defined:	locally witnin NotionalStepRule complexType in fpml-ird-5-6.xsd; see XML source

notionalStepSchedule

The notional amount or notional amount schedule expressed as explicit outstanding notional amounts and dates.

Type:	NonNegativeAmountSchedule
Content:	complex, 1 attribute, 3 elements
Defined:	locally witnin Notional complexType in fpml-ird-5-6.xsd; see XML source

notSovereignLender (in deliverableObligations)

An obligation and deliverable obligation characteristic.

Type:	xsd:boolean
Content:	simple
Defined:	locally witnin DeliverableObligations complexType in fpml-cd-5-6.xsd; see XML source

notSovereignLender (in obligations)

An obligation and deliverable obligation characteristic.

Type:	xsd:boolean
Content:	simple
Defined:	locally witnin Obligations complexType in fpml-cd-5-6.xsd; see XML source

notSubordinated (in deliverableObligations)

An obligation and deliverable obligation characteristic.

Type:	xsd:boolean
Content:	simple
Defined:	locally witnin DeliverableObligations complexType in fpml-cd-5-6.xsd; see XML source

notSubordinated (in obligations)

An obligation and deliverable obligation characteristic.

Type:	xsd:boolean
Content:	simple
Defined:	locally witnin Obligations complexType in fpml-cd-5-6.xsd; see XML source

novatedAmount

The amount which represents the portion of the Old Contract being novated.

Type:	Money
Content:	complex, 1 attribute, 2 elements
Defined:	locally witnin NovationAmountsOld.model group in fpml-business-events-5-6.xsd; see XML source

novatedNumberOfOptions

The number of options which represent the portion of the Old Contract being novated.

Type:	xsd:decimal
Content:	simple
Defined:	locally witnin NovationAmountsOld.model group in fpml-business-events-5-6.xsd; see XML source

novatedNumberOfUnits

The number of options which represent the portion of the Old Contract being novated.

Type:	xsd:decimal
Content:	simple
Defined:	locally witnin NovationAmountsOld.model group in fpml-business-events-5-6.xsd; see XML source

novation

Type:	TradeNovationContent
Content:	complex, 34 elements
Defined:	locally witnin Events.model group in fpml-business-events-5-6.xsd; see XML source

novationAmount

Type:	TradeLegSizeChange
Content:	complex, 9 elements
Defined:	locally witnin NovationAmounts.model group in fpml-business-events-5-6.xsd; see XML source

novationDate

Specifies the date that one party's legal obligations with regard to a trade are transferred to another party.

Type:	xsd:date
Content:	simple
Defined:	locally witnin NovationDates.model group in fpml-business-events-5-6.xsd; see XML source

novationTradeDate

Specifies the date the parties agree to assign or novate a Contract.

Type:	xsd:date
Content:	simple
Defined:	locally witnin NovationDates.model group in fpml-business-events-5-6.xsd; see XML source

nthToDefault

N th reference obligation to default triggers payout.

Type:	xsd:positiveInteger
Content:	simple
Defined:	locally witnin BasketReferenceInformation complexType in fpml-cd-5-6.xsd; see XML source

number

A telephonic contact.

Type:	xsd:string
Content:	simple
Defined:	locally witnin TelephoneNumber complexType in fpml-shared-5-6.xsd; see XML source

numberOfOptionsReference

Type:	NumberOfOptionsReference
Content:	empty, 1 attribute
Defined:	locally witnin TradeLegNumberOfOptionsChange.model group in fpml-business-events-5-6.xsd; see XML source

numberOfUnitsReference

Type:	NumberOfUnitsReference
Content:	empty, 1 attribute
Defined:	locally witnin TradeLegNumberOfUnitsChange.model group in fpml-business-events-5-6.xsd; see XML source

numberValuationDates

Type:	xsd:positiveInteger
Content:	simple
Defined:	locally witnin MultipleValuationDates complexType in fpml-cd-5-6.xsd; see XML source

obligationAcceleration

A credit event.

Type:	xsd:boolean
Content:	simple
Defined:	locally witnin CreditEvents complexType in fpml-option-shared-5-6.xsd; see XML source

obligationDefault

A credit event.

Type:	xsd:boolean
Content:	simple
Defined:	locally witnin CreditEvents complexType in fpml-option-shared-5-6.xsd; see XML source

obligations

The underlying obligations of the reference entity on which you are buying or selling protection.

Type:	Obligations
Content:	complex, 18 elements
Defined:	locally witnin ProtectionTerms complexType in fpml-cd-5-6.xsd; see XML source

observationWeight

The number of days weighting to be associated with the rate observation, i.e. the number of days such rate is in effect.

Type:	xsd:positiveInteger
Content:	simple
Defined:	locally witnin RateObservation complexType in fpml-shared-5-6.xsd; see XML source

observedFxSpotRate

The actual observed fx spot rate.

Type:	xsd:decimal
Content:	simple
Defined:	locally witnin FxLinkedNotionalAmount complexType in fpml-ird-5-6.xsd; see XML source

observedRate

The actual observed rate before any required rate treatment is applied, e.g. before converting a rate quoted on a discount basis to an equivalent yield.

Type:	xsd:decimal
Content:	simple
Defined:	locally witnin RateObservation complexType in fpml-shared-5-6.xsd; see XML source

offMarketPrice

Indicates that the price does not reflect the current market.

Type:	xsd:boolean
Content:	simple
Defined:	locally witnin PartyTradeInformation complexType in fpml-doc-5-6.xsd; see XML source

oldTrade (in change)

The original trade details.

Type:	Trade
Content:	complex, 1 attribute, 13 elements
Defined:	locally witnin TradeChangeContent complexType in fpml-business-events-5-6.xsd; see XML source

oldTrade (in novation)

Indicates the original trade between the transferor and the remaining party.

Type:	Trade
Content:	complex, 1 attribute, 13 elements
Defined:	locally witnin OldTrade.model group in fpml-business-events-5-6.xsd; see XML source

oldTradeIdentifier (in change)

The original qualified trade identifier.

Type:	PartyTradeIdentifier
Content:	complex, 1 attribute, 11 elements
Defined:	locally witnin TradeChangeContent complexType in fpml-business-events-5-6.xsd; see XML source

oldTradeIdentifier (in novation)

Indicates a reference to the original trade between the transferor and the remaining party.

Type:	PartyTradeIdentifier
Content:	complex, 1 attribute, 11 elements
Defined:	locally witnin OldTrade.model group in fpml-business-events-5-6.xsd; see XML source

onBehalfOf (defined in OnBehalfOf.model group)

Indicates which party (or parties) (and accounts) a trade or event is being processed for.

Type:	OnBehalfOf
Content:	complex, 2 elements
Defined:	locally witnin OnBehalfOf.model group in fpml-shared-5-6.xsd; see XML source

onBehalfOf (in dataDocument)

Indicates which party (and accounts) a trade is being processed for.

Type:	OnBehalfOf
Content:	complex, 2 elements
Defined:	locally witnin DataDocument complexType in fpml-doc-5-6.xsd; see XML source

openEndedFund

Boolean indicator to specify whether the mutual fund is an open-ended mutual fund.

Type:	xsd:boolean
Content:	simple
Defined:	locally witnin MutualFund complexType in fpml-asset-5-6.xsd; see XML source

openUnits

The number of units (index or securities) that constitute the underlyer of the swap.

Type:	xsd:decimal
Content:	simple
Defined:	locally witnin ConstituentWeight complexType in fpml-asset-5-6.xsd; see XML source

option

Identifies the underlying asset when it is a listed option contract.

Type:	ExchangeTradedOption
Content:	complex, 1 attribute, 14 elements
Subst.Gr:	may substitute for element underlyingAsset
Defined:	globally in fpml-asset-5-6.xsd; see XML source
Used:	never

optionalEarlyTermination

An option for either or both parties to terminate the swap at fair value.

Type:	OptionalEarlyTermination
Content:	complex, 7 elements
Defined:	locally witnin OptionalEarlyTermination.model group in fpml-ird-5-6.xsd; see XML source

optionalEarlyTerminationAdjustedDates

An early termination provision to terminate the trade at fair value where one or both parties have the right to decide on termination.

Type:	OptionalEarlyTerminationAdjustedDates
Content:	complex, 1 element
Defined:	locally witnin OptionalEarlyTermination complexType in fpml-ird-5-6.xsd; see XML source

optionalEarlyTerminationParameters

Definition of the first early termination date and the frequency of the termination dates subsequent to that.

Type:	ExercisePeriod
Content:	complex, 1 attribute, 2 elements
Defined:	locally witnin OptionalEarlyTermination.model group in fpml-ird-5-6.xsd; see XML source

optionExpiry

Type:	OptionExpiryBase
Content:	complex, 3 elements
Defined:	locally witnin MaturityAndExpiryEvents.model group in fpml-business-events-5-6.xsd; see XML source

optionsExchangeId

A short form unique identifier for an exchange on which the reference option contract is listed.

Type:	ExchangeId
Content:	simple, 1 attribute
Defined:	locally witnin ExchangeIdentifier.model group in fpml-asset-5-6.xsd; see XML source

optionType

Specifies whether the option allows the hodler to buy or sell tne underlying asset.

Type:	PutCallEnum
Content:	simple
Defined:	locally witnin ExchangeTradedOption complexType in fpml-asset-5-6.xsd; see XML source

order

Type:	xsd:string
Content:	simple
Defined:	locally witnin OrderStatus complexType in fpml-pretrade-processes-5-6.xsd; see XML source

orderEntered

When an order was first generated, as recorded for the first time when it was first entered by a person or generated by a trading algorithm (i.e., the first record of the order).

Type:	xsd:dateTime
Content:	simple
Defined:	locally witnin TradeProcessingTimestamps complexType in fpml-doc-5-6.xsd; see XML source

orderId (in fill)

Type:	xsd:normalizedString
Content:	simple
Defined:	locally witnin OrderFill complexType in fpml-pretrade-processes-5-6.xsd; see XML source

orderId (in orderStatus)

Type:	xsd:normalizedString
Content:	simple
Defined:	locally witnin OrderStatus complexType in fpml-pretrade-processes-5-6.xsd; see XML source

orderId (in orderStatus)

Type:	xsd:normalizedString
Content:	simple
Defined:	locally witnin OrderStatus complexType in fpml-pretrade-processes-5-6.xsd; see XML source

orderRevalidation

Type:	xsd:boolean
Content:	simple
Defined:	locally witnin CreditLimitExtended complexType in fpml-pretrade-processes-5-6.xsd; see XML source

orderStatus

Type:	OrderStatus
Content:	complex, 16 elements
Defined:	locally witnin OrderStatusNotification complexType in fpml-pretrade-processes-5-6.xsd; see XML source

orderStatusNotification

Type:	OrderStatusNotification
Content:	complex, 3 attributes, 9 elements
Defined:	globally in fpml-pretrade-processes-5-6.xsd; see XML source
Used:	never

orderSubmitted

The time when an order is submitted by a market participant to an execution facility, as recorded based on the timestamp of the message that was sent by the participant.

Type:	xsd:dateTime
Content:	simple
Defined:	locally witnin TradeProcessingTimestamps complexType in fpml-doc-5-6.xsd; see XML source

organizationCharacteristic

Allows the organization to specify which categories or characteristics apply to it for end-user exception determination.

Type:	OrganizationCharacteristic
Content:	simple, 1 attribute
Defined:	locally witnin EndUserExceptionDeclaration complexType in fpml-doc-5-6.xsd; see XML source

organizationType

The type of an organization's participantion in the OTC derivatives market.

Type:	OrganizationType
Content:	simple, 1 attribute
Defined:	locally witnin PartyInformation.model group in fpml-shared-5-6.xsd; see XML source

originalMessage (defined in Acknowledgement complexType)

Type:	UnprocessedElementWrapper
Content:	complex, elem. wildcard
Defined:	locally witnin Acknowledgement complexType in fpml-msg-5-6.xsd; see XML source

originalMessage (defined in AdditionalData complexType)

Provides extra information as binary contents coded in base64.

Type:	anonymous complexType
Content:	complex, elem. wildcard
Defined:	locally witnin AdditionalData complexType in fpml-msg-5-6.xsd; see XML source
Includes:	definition of elem. wildcard

originalPrincipalAmount

The initial issued amount of the mortgage obligation.

Type:	xsd:decimal
Content:	simple
Defined:	locally witnin Mortgage complexType in fpml-asset-5-6.xsd; see XML source

originalRequestDetails (in creditRiskLimit in limitCheckApproved)

Type:	OriginalRequestDetails
Content:	complex, 5 elements
Defined:	locally witnin CreditRiskLimit complexType in fpml-pretrade-processes-5-6.xsd; see XML source

originalRequestDetails (in creditRiskLimit in limitCheckRefused)

Type:	OriginalRequestDetails
Content:	complex, 5 elements
Defined:	locally witnin CreditRiskLimitRefused complexType in fpml-pretrade-processes-5-6.xsd; see XML source

originalTrade (defined in OptionExpiry complexType)

Fully describes the original trade (prior to the exercise).

Type:	Trade
Content:	complex, 1 attribute, 13 elements
Defined:	locally witnin OptionExpiry complexType in fpml-business-events-5-6.xsd; see XML source

originalTrade (defined in OriginalRequestDetails complexType)

Fully describes the original trade (prior to the exercise).

Type:	Trade
Content:	complex, 1 attribute, 13 elements
Defined:	locally witnin OriginalRequestDetails complexType in fpml-pretrade-processes-5-6.xsd; see XML source

originalTrade (defined in TradeChangeBase complexType)

Type:	Trade
Content:	complex, 1 attribute, 13 elements
Defined:	locally witnin TradeChangeBase complexType in fpml-business-events-5-6.xsd; see XML source

originatingEvent (defined in Events.model group)

Type:	OriginatingEvent
Content:	simple, 1 attribute
Defined:	locally witnin Events.model group in fpml-business-events-5-6.xsd; see XML source

originatingEvent (in dataDocument)

Type:	OriginatingEvent
Content:	simple, 1 attribute
Defined:	locally witnin DataDocument complexType in fpml-doc-5-6.xsd; see XML source

originatingEvent (in tradeReferenceInformation)

This may be used to describe why a trade was created.

Type:	OriginatingEvent
Content:	simple, 1 attribute
Defined:	locally witnin TradeReferenceInformation complexType in fpml-business-events-5-6.xsd; see XML source

originatingTradeId (defined in CompressionActivity complexType)

Type:	TradeId
Content:	simple, 2 attributes
Defined:	locally witnin CompressionActivity complexType in fpml-business-events-5-6.xsd; see XML source

originatingTradeId (defined in PartyTradeIdentifier complexType)

The trade id of the trade(s) upon which this was based, for example the ID of the trade that was submitted for clearing if this is a cleared trade, or of the original trade if this was novated or cancelled and rebooked, or the list of trades that were netted or compressed together in the case of a compression event.

Type:	TradeIdentifier
Content:	complex, 1 attribute, 6 elements
Defined:	locally witnin PartyTradeIdentifier complexType in fpml-doc-5-6.xsd; see XML source

originatingTradeIdentifier

Type:	TradeIdentifier
Content:	complex, 1 attribute, 6 elements
Defined:	locally witnin CompressionActivity complexType in fpml-business-events-5-6.xsd; see XML source

otherPartyPayment

Other fees or additional payments associated with the trade, e.g. broker commissions, where one or more of the parties involved are not principal parties involved in the trade.

Type:	Payment
Content:	complex, 2 attributes, 10 elements
Defined:	locally witnin Trade complexType in fpml-doc-5-6.xsd; see XML source

otherPath

XPath to the element in the other object.

Type:	xsd:string
Content:	simple
Defined:	locally witnin TradeDifference complexType in fpml-doc-5-6.xsd; see XML source

otherRemainingParty

A pointer style reference to a party identifier defined elsewhere in the document.

Type:	PartyReference
Content:	empty, 1 attribute
Defined:	locally witnin NovationRoles.model group in fpml-business-events-5-6.xsd; see XML source

otherRemainingPartyAccount

Type:	AccountReference
Content:	empty, 1 attribute
Defined:	locally witnin NovationRoles.model group in fpml-business-events-5-6.xsd; see XML source

otherTransferee

A pointer style reference to a party identifier defined elsewhere in the document.

Type:	PartyReference
Content:	empty, 1 attribute
Defined:	locally witnin NovationRoles.model group in fpml-business-events-5-6.xsd; see XML source

otherTransfereeAccount

Type:	AccountReference
Content:	empty, 1 attribute
Defined:	locally witnin NovationRoles.model group in fpml-business-events-5-6.xsd; see XML source

otherValue

Value of the element in the other trade.

Type:	xsd:string
Content:	simple
Defined:	locally witnin TradeDifference complexType in fpml-doc-5-6.xsd; see XML source

othReferenceEntityObligations (in deliverableObligations)

This element is used to specify any other obligations of a reference entity in both obligations and deliverable obligations.

Type:	xsd:string
Content:	simple
Defined:	locally witnin DeliverableObligations complexType in fpml-cd-5-6.xsd; see XML source

othReferenceEntityObligations (in obligations)

This element is used to specify any other obligations of a reference entity in both obligations and deliverable obligations.

Type:	xsd:string
Content:	simple
Defined:	locally witnin Obligations complexType in fpml-cd-5-6.xsd; see XML source

outstandingNotionalAmount (defined in TradeLegNotionalChange.model group)

Type:	NonNegativeMoney
Content:	complex, 1 attribute, 2 elements
Defined:	locally witnin TradeLegNotionalChange.model group in fpml-business-events-5-6.xsd; see XML source

outstandingNotionalAmount (defined in TradeNotionalChange.model group)

Specifies the Notional amount after the Change

Type:	NonNegativeMoney
Content:	complex, 1 attribute, 2 elements
Defined:	locally witnin TradeNotionalChange.model group in fpml-business-events-5-6.xsd; see XML source

outstandingNumberOfOptions (defined in TradeLegNumberOfOptionsChange.model group)

Type:	xsd:decimal
Content:	simple
Defined:	locally witnin TradeLegNumberOfOptionsChange.model group in fpml-business-events-5-6.xsd; see XML source

outstandingNumberOfOptions (defined in TradeNotionalChange.model group)

Specifies the Number of Options after the Change.

Type:	xsd:decimal
Content:	simple
Defined:	locally witnin TradeNotionalChange.model group in fpml-business-events-5-6.xsd; see XML source

outstandingNumberOfUnits (defined in TradeLegNumberOfUnitsChange.model group)

Type:	xsd:decimal
Content:	simple
Defined:	locally witnin TradeLegNumberOfUnitsChange.model group in fpml-business-events-5-6.xsd; see XML source

outstandingNumberOfUnits (defined in TradeNotionalChange.model group)

Specifies the Number of Units

Type:	xsd:decimal
Content:	simple
Defined:	locally witnin TradeNotionalChange.model group in fpml-business-events-5-6.xsd; see XML source

parentCorrelationId

An optional identifier used to correlate between related processes

Type:	CorrelationId
Content:	simple, 1 attribute
Defined:	locally witnin Correlation.model group in fpml-msg-5-6.xsd; see XML source

partialCashSettlement

Specifies whether either 'Partial Cash Settlement of Assignable Loans', 'Partial Cash Settlement of Consent Required Loans' or 'Partial Cash Settlement of Participations' is applicable.

Type:	xsd:boolean
Content:	simple
Defined:	locally witnin PCDeliverableObligationCharac complexType in fpml-cd-5-6.xsd; see XML source

partialExercise

As defined in the 2000 ISDA Definitions, Section 12.3.

Type:	PartialExercise
Content:	complex, 4 elements
Defined:	locally witnin EuropeanExercise complexType in fpml-shared-5-6.xsd; see XML source

party

A legal entity or a subdivision of a legal entity.

Type:	Party
Content:	complex, 1 attribute, 11 elements
Defined:	locally witnin PartiesAndAccounts.model group in fpml-shared-5-6.xsd; see XML source

partyId

A party identifier, e.g. a S.W.I.F.T. bank identifier code (BIC).

Type:	PartyId
Content:	simple, 1 attribute
Defined:	locally witnin Party complexType in fpml-shared-5-6.xsd; see XML source

partyInformation (defined in CreditLimitInformationExtended complexType)

Type:	PartyTradeInformation
Content:	complex, 28 elements
Defined:	locally witnin CreditLimitInformationExtended complexType in fpml-pretrade-processes-5-6.xsd; see XML source

partyInformation (in creditLimitInformation in creditLimitReport)

Type:	PartyTradeInformation
Content:	complex, 28 elements
Defined:	locally witnin CreditLimitInformation complexType in fpml-pretrade-processes-5-6.xsd; see XML source

partyMessageInformation

Additional message information that may be provided by each involved party.

Type:	PartyMessageInformation
Content:	complex, 1 element
Defined:	locally witnin MessageHeader.model group in fpml-msg-5-6.xsd; see XML source

partyName

The legal name of the organization.

Type:	PartyName
Content:	simple, 1 attribute
Defined:	locally witnin Party complexType in fpml-shared-5-6.xsd; see XML source

partyPortfolioName

The name of the portfolio together with the party that gave the name.

Type:	PartyPortfolioName
Content:	complex, 1 attribute, 2 elements
Defined:	locally witnin Portfolio complexType in fpml-doc-5-6.xsd; see XML source

partyReference (defined in ExerciseNotice complexType)

The party referenced has allocated the trade identifier.

Type:	PartyReference
Content:	empty, 1 attribute
Defined:	locally witnin ExerciseNotice complexType in fpml-shared-5-6.xsd; see XML source

partyReference (defined in OnBehalfOf complexType)

The party for which the message reciever should work.

Type:	PartyReference
Content:	empty, 1 attribute
Defined:	locally witnin OnBehalfOf complexType in fpml-shared-5-6.xsd; see XML source

partyReference (defined in PartyAndAccountReferences.model group)

Reference to a party.

Type:	PartyReference
Content:	empty, 1 attribute
Defined:	locally witnin PartyAndAccountReferences.model group in fpml-shared-5-6.xsd; see XML source

partyReference (in partyMessageInformation)

Identifies that party that has ownership of this information.

Type:	PartyReference
Content:	empty, 1 attribute
Defined:	locally witnin PartyMessageInformation complexType in fpml-msg-5-6.xsd; see XML source

partyReference (in partyPortfolioName)

A pointer style reference to a party identifier defined elsewhere in the document.

Type:	PartyReference
Content:	empty, 1 attribute
Defined:	locally witnin PartyPortfolioName complexType in fpml-doc-5-6.xsd; see XML source

partyTradeIdentifier (defined in Portfolio complexType)

Type:	PartyTradeIdentifier
Content:	complex, 1 attribute, 11 elements
Defined:	locally witnin Portfolio complexType in fpml-doc-5-6.xsd; see XML source

partyTradeIdentifier (in clearingEligibility)

Type:	PartyTradeIdentifier
Content:	complex, 1 attribute, 11 elements
Defined:	locally witnin ClearingEligibility complexType in fpml-clearing-processes-5-6.xsd; see XML source

partyTradeIdentifier (in tradeHeader)

The trade reference identifier(s) allocated to the trade by the parties involved.

Type:	PartyTradeIdentifier
Content:	complex, 1 attribute, 11 elements
Defined:	locally witnin TradeHeader complexType in fpml-doc-5-6.xsd; see XML source

partyTradeIdentifier (in tradeReference)

Type:	PartyTradeIdentifier
Content:	complex, 1 attribute, 11 elements
Defined:	locally witnin PartyTradeIdentifiers complexType in fpml-doc-5-6.xsd; see XML source

partyTradeIdentifier (in tradeReferenceInformation)

This allows the acknowledging party to supply additional trade identifiers for a trade underlying a request relating to a business event.

Type:	PartyTradeIdentifier
Content:	complex, 1 attribute, 11 elements
Defined:	locally witnin TradeReferenceInformation complexType in fpml-business-events-5-6.xsd; see XML source

partyTradeIdentifier (in verificationStatusNotification)

Type:	PartyTradeIdentifier
Content:	complex, 1 attribute, 11 elements
Defined:	locally witnin VerificationStatusNotification complexType in fpml-msg-5-6.xsd; see XML source

partyTradeIdentifierReference

Pointer-style reference to the partyTradeIdentifier block within the tradeIdentifyingItems collection, which identifies the parent trade for this cashflow.

Type:	PartyTradeIdentifierReference
Content:	empty, 1 attribute
Defined:	locally witnin GrossCashflow complexType in fpml-shared-5-6.xsd; see XML source

partyTradeInformation (in tradeHeader)

Additional trade information that may be provided by each involved party.

Type:	PartyTradeInformation
Content:	complex, 28 elements
Defined:	locally witnin TradeHeader complexType in fpml-doc-5-6.xsd; see XML source

partyTradeInformation (in tradeReferenceInformation)

This allows the acknowledging party to supply additional trade information about a trade underlying a request relating to a business event.

Type:	PartyTradeInformation
Content:	complex, 28 elements
Defined:	locally witnin TradeReferenceInformation complexType in fpml-business-events-5-6.xsd; see XML source

parValue

Specifies the nominal amount of a fixed income security or convertible bond.

Type:	xsd:decimal
Content:	simple
Defined:	locally witnin Bond complexType in fpml-asset-5-6.xsd; see XML source

parYieldCurveAdjustedMethod

An ISDA defined cash settlement method used for the determination of the applicable cash settlement amount.

Type:	YieldCurveMethod
Content:	complex, 2 elements
Defined:	locally witnin CashSettlement complexType in fpml-ird-5-6.xsd; see XML source

parYieldCurveUnadjustedMethod

An ISDA defined cash settlement method used for the determination of the applicable cash settlement amount.

Type:	YieldCurveMethod
Content:	complex, 2 elements
Defined:	locally witnin CashSettlement complexType in fpml-ird-5-6.xsd; see XML source

payerAccountReference

A reference to the account responsible for making the payments defined by this structure.

Type:	AccountReference
Content:	empty, 1 attribute
Defined:	locally witnin PayerReceiver.model group in fpml-shared-5-6.xsd; see XML source

payerPartyReference

A reference to the party responsible for making the payments defined by this structure.

Type:	PartyReference
Content:	empty, 1 attribute
Defined:	locally witnin PayerReceiver.model group in fpml-shared-5-6.xsd; see XML source

payment (defined in TradeAlterationPayment.model group)

Describes a payment made in settlement of the change.

Type:	Payment
Content:	complex, 2 attributes, 10 elements
Defined:	locally witnin TradeAlterationPayment.model group in fpml-business-events-5-6.xsd; see XML source

payment (defined in TradingEventSummary complexType)

A fee which compensates one of the parties for taking on a position that is off market.

Type:	NonNegativePayment
Content:	complex, 1 attribute, 6 elements
Defined:	locally witnin TradingEventSummary complexType in fpml-business-events-5-6.xsd; see XML source

payment (in change)

Describes a payment made in settlement of the change.

Type:	Payment
Content:	complex, 2 attributes, 10 elements
Defined:	locally witnin TradeChangeContent complexType in fpml-business-events-5-6.xsd; see XML source

payment (in novation)

Describes a payment made in settlement of the novation.

Type:	Payment
Content:	complex, 2 attributes, 10 elements
Defined:	locally witnin TradeNovationContent complexType in fpml-business-events-5-6.xsd; see XML source

paymentAmount (defined in Payment complexType)

The currency amount of the payment.

Type:	NonNegativeMoney
Content:	complex, 1 attribute, 2 elements
Defined:	locally witnin Payment complexType in fpml-shared-5-6.xsd; see XML source

paymentAmount (in adjustedPaymentDates)

The currency amount of the payment.

Type:	Money
Content:	complex, 1 attribute, 2 elements
Defined:	locally witnin AdjustedPaymentDates complexType in fpml-cd-5-6.xsd; see XML source

paymentAmount (in initialFee)

Type:	NonNegativeMoney
Content:	complex, 1 attribute, 2 elements
Defined:	locally witnin SimplePayment complexType in fpml-shared-5-6.xsd; see XML source

paymentAmount (in payment defined in TradingEventSummary complexType)

Non negative payment amount.

Type:	NonNegativeMoney
Content:	complex, 1 attribute, 2 elements
Defined:	locally witnin NonNegativePayment complexType in fpml-shared-5-6.xsd; see XML source

paymentAmount (in paymentDetail)

A fixed payment amount.

Type:	Money
Content:	complex, 1 attribute, 2 elements
Defined:	locally witnin PaymentDetail complexType in fpml-shared-5-6.xsd; see XML source

paymentCalculationPeriod

The adjusted payment date and associated calculation period parameters required to calculate the actual or projected payment amount.

Type:	PaymentCalculationPeriod
Content:	complex, 2 attributes, 7 elements
Defined:	locally witnin Cashflows complexType in fpml-ird-5-6.xsd; see XML source

paymentDate (defined in Payment complexType)

The payment date.

Type:	AdjustableOrAdjustedDate
Content:	complex, 1 attribute, 2 elements
Defined:	locally witnin Payment complexType in fpml-shared-5-6.xsd; see XML source

paymentDate (in dividendPayment)

The date that the dividend or coupon is due.

Type:	xsd:date
Content:	simple
Defined:	locally witnin PendingPayment complexType in fpml-asset-5-6.xsd; see XML source

paymentDate (in initialFee)

The payment date.

Type:	AdjustableOrRelativeDate
Content:	complex, 1 attribute, 2 elements
Defined:	locally witnin SimplePayment complexType in fpml-shared-5-6.xsd; see XML source

paymentDate (in payment defined in TradingEventSummary complexType)

The payment date, which can be expressed as either an adjustable or relative date.

Type:	AdjustableOrRelativeDate
Content:	complex, 1 attribute, 2 elements
Defined:	locally witnin PaymentBaseExtended complexType in fpml-shared-5-6.xsd; see XML source

paymentDate (in paymentDetail)

Payment date.

Type:	AdjustableOrRelativeDate
Content:	complex, 1 attribute, 2 elements
Defined:	locally witnin PaymentDetail complexType in fpml-shared-5-6.xsd; see XML source

paymentDates

The payment dates schedule.

Type:	PaymentDates
Content:	complex, 1 attribute, 9 elements
Defined:	locally witnin InterestRateStream complexType in fpml-ird-5-6.xsd; see XML source

paymentDatesAdjustments

The business day convention to apply to each payment date if it would otherwise fall on a day that is not a business day in the specified financial business centers.

Type:	BusinessDayAdjustments
Content:	complex, 1 attribute, 2 elements
Defined:	locally witnin PaymentDates complexType in fpml-ird-5-6.xsd; see XML source

paymentDatesReference

A set of href pointers to payment dates defined somewhere else in the document.

Type:	PaymentDatesReference
Content:	empty, 1 attribute
Defined:	locally witnin DateRelativeToPaymentDates complexType in fpml-ird-5-6.xsd; see XML source

paymentDaysOffset

If early payment or delayed payment is required, specifies the number of days offset that the payment occurs relative to what would otherwise be the unadjusted payment date.

Type:	Offset
Content:	complex, 1 attribute, 3 elements
Defined:	locally witnin PaymentDates complexType in fpml-ird-5-6.xsd; see XML source

paymentDelay

Applicable to CDS on MBS to specify whether payment delays are applicable to the fixed Amount.

Type:	xsd:boolean
Content:	simple
Defined:	locally witnin FeeLeg complexType in fpml-cd-5-6.xsd; see XML source

paymentDetail

A container element allowing a schedule of payments associated with the Independent Amount.

Type:	PaymentDetail
Content:	complex, 1 attribute, 3 elements
Defined:	locally witnin IndependentAmount complexType in fpml-shared-5-6.xsd; see XML source

paymentFrequency (defined in BondCalculation.model group)

Specifies the frequency at which the bond pays, e.g. 6M.

Type:	Period
Content:	complex, 1 attribute, 2 elements
Defined:	locally witnin BondCalculation.model group in fpml-asset-5-6.xsd; see XML source

paymentFrequency (in deposit)

Specifies the frequency at which the deposit pays, e.g. 6M.

Type:	Period
Content:	complex, 1 attribute, 2 elements
Defined:	locally witnin Deposit complexType in fpml-asset-5-6.xsd; see XML source

paymentFrequency (in paymentDates)

The frequency at which regular payment dates occur.

Type:	Frequency
Content:	complex, 1 attribute, 2 elements
Defined:	locally witnin PaymentDates complexType in fpml-ird-5-6.xsd; see XML source

paymentFrequency (in periodicPayment)

The time interval between regular fixed rate payer payment dates.

Type:	Period
Content:	complex, 1 attribute, 2 elements
Defined:	locally witnin PeriodicPayment complexType in fpml-cd-5-6.xsd; see XML source

paymentFrequency (in rateIndex)

Specifies the frequency at which the index pays, e.g. 6M.

Type:	Period
Content:	complex, 1 attribute, 2 elements
Defined:	locally witnin RateIndex complexType in fpml-asset-5-6.xsd; see XML source

paymentFrequency (in simpleCreditDefaultSwap)

Specifies the frequency at which the swap pays, e.g. 6M.

Type:	Period
Content:	complex, 1 attribute, 2 elements
Defined:	locally witnin SimpleCreditDefaultSwap complexType in fpml-asset-5-6.xsd; see XML source

paymentFrequency (in simpleIrSwap)

Specifies the frequency at which the swap pays, e.g. 6M.

Type:	Period
Content:	complex, 1 attribute, 2 elements
Defined:	locally witnin SimpleIRSwap complexType in fpml-asset-5-6.xsd; see XML source

paymentRequirement

Specifies a threshold for the failure to pay credit event.

Type:	Money
Content:	complex, 1 attribute, 2 elements
Defined:	locally witnin FailureToPay complexType in fpml-option-shared-5-6.xsd; see XML source

paymentRule

A type defining the calculation rule.

Type:	PaymentRule
Content:	empty
Defined:	locally witnin PaymentDetail complexType in fpml-shared-5-6.xsd; see XML source

paymentType

A classification of the type of fee or additional payment, e.g. brokerage, upfront fee etc.

Type:	PaymentType
Content:	simple, 1 attribute
Defined:	locally witnin Payment complexType in fpml-shared-5-6.xsd; see XML source

payRelativeTo

For use of the pre-trade Credit Limit Check messages.

Type:	PayRelativeToEnum
Content:	simple
Defined:	locally witnin PaymentDates complexType in fpml-ird-5-6.xsd; see XML source

period (defined in Frequency complexType)

A time period, e.g. a day, week, month, year or term of the stream.

Type:	PeriodExtendedEnum
Content:	simple
Defined:	locally witnin Frequency complexType in fpml-shared-5-6.xsd; see XML source

period (defined in Period complexType)

A time period, e.g. a day, week, month or year of the stream.

Type:	PeriodEnum
Content:	simple
Defined:	locally witnin Period complexType in fpml-shared-5-6.xsd; see XML source

period (in velocity)

Type:	PeriodTimeEnum
Content:	simple
Defined:	locally witnin Velocity complexType in fpml-pretrade-processes-5-6.xsd; see XML source

periodicDates

Type:	PeriodicDates
Content:	complex, 4 elements
Defined:	locally witnin AdjustableRelativeOrPeriodicDates complexType in fpml-shared-5-6.xsd; see XML source

periodicPayment

Specifies a periodic schedule of fixed amounts that are payable by the buyer to the seller on the fixed rate payer payment dates.

Type:	PeriodicPayment
Content:	complex, 1 attribute, 8 elements
Defined:	locally witnin FeeLeg complexType in fpml-cd-5-6.xsd; see XML source

periodMultiplier (defined in Frequency complexType)

A time period multiplier, e.g. 1, 2 or 3 etc.

Type:	xsd:positiveInteger
Content:	simple
Defined:	locally witnin Frequency complexType in fpml-shared-5-6.xsd; see XML source

periodMultiplier (defined in Period complexType)

A time period multiplier, e.g. 1, 2 or 3 etc.

Type:	xsd:integer
Content:	simple
Defined:	locally witnin Period complexType in fpml-shared-5-6.xsd; see XML source

periodMultiplier (in velocity)

Type:	xsd:integer
Content:	simple
Defined:	locally witnin Velocity complexType in fpml-pretrade-processes-5-6.xsd; see XML source

periodSkip

The number of periods in the referenced date schedule that are between each date in the relative date schedule.

Type:	xsd:positiveInteger
Content:	simple
Defined:	locally witnin RelativeDates complexType in fpml-shared-5-6.xsd; see XML source

person

Optional information about people involved in a transaction or busines process.

Type:	Person
Content:	complex, 1 attribute, 10 elements
Defined:	locally witnin Party complexType in fpml-shared-5-6.xsd; see XML source

personId

An identifier assigned by a system for uniquely identifying the individual

Type:	PersonId
Content:	simple, 1 attribute
Defined:	locally witnin Person complexType in fpml-shared-5-6.xsd; see XML source

personReference

The individual person that is related to this.

Type:	PersonReference
Content:	empty, 1 attribute
Defined:	locally witnin RelatedPerson complexType in fpml-shared-5-6.xsd; see XML source

physicalSettlement

This element corresponds to the Notice of Intended Physical Settlement Delivered Under Old Transaction under the EXHIBIT C to 2004 ISDA Novation Definitions.

Type:	xsd:boolean
Content:	simple
Defined:	locally witnin CreditDerivativesNotices complexType in fpml-doc-5-6.xsd; see XML source

physicalSettlementPeriod

The number of business days used in the determination of the physical settlement date.

Type:	PhysicalSettlementPeriod
Content:	complex, 3 elements
Defined:	locally witnin PhysicalSettlementTerms complexType in fpml-cd-5-6.xsd; see XML source

physicalSettlementTerms

This element contains all the ISDA terms relevant to physical settlement for when physical settlement is applicable.

Type:	PhysicalSettlementTerms
Content:	complex, 1 attribute, 5 elements
Defined:	locally witnin CreditDefaultSwap complexType in fpml-cd-5-6.xsd; see XML source

pool

The morgage pool that is underneath the mortgage obligation.

Type:	AssetPool
Content:	complex, 4 elements
Defined:	locally witnin Mortgage complexType in fpml-asset-5-6.xsd; see XML source

portfolio (defined in Portfolio complexType)

An arbitary grouping of trade references (and possibly other portfolios).

Type:	Portfolio
Content:	complex, 1 attribute, 4 elements
Defined:	locally witnin Portfolio complexType in fpml-doc-5-6.xsd; see XML source

portfolio (in dataDocument)

An arbitary grouping of trade references (and possibly other portfolios).

Type:	Portfolio
Content:	complex, 1 attribute, 4 elements
Defined:	locally witnin DataDocument complexType in fpml-doc-5-6.xsd; see XML source

portfolioName (in partyPortfolioName)

Type:	PortfolioName
Content:	simple, 2 attributes
Defined:	locally witnin PartyPortfolioName complexType in fpml-doc-5-6.xsd; see XML source

portfolioName (in portfolioReference)

An identifier that is unique for each portfolio-level request, and which can be used to group together the individual messages in the portfolio request.

Type:	PortfolioName
Content:	simple, 2 attributes
Defined:	locally witnin PortfolioReferenceBase complexType in fpml-msg-5-6.xsd; see XML source

portfolioReference

Type:	PortfolioConstituentReference
Content:	complex, 2 elements
Defined:	locally witnin PortfolioConstituentReference.model group in fpml-msg-5-6.xsd; see XML source

postalCode

The code, required for computerised mail sorting systems, that is allocated to a physical address by a national postal authority.

Type:	xsd:string
Content:	simple
Defined:	locally witnin Address complexType in fpml-shared-5-6.xsd; see XML source

precision

Specifies the rounding precision in terms of a number of decimal places.

Type:	xsd:nonNegativeInteger
Content:	simple
Defined:	locally witnin Rounding complexType in fpml-shared-5-6.xsd; see XML source

premiumProductReference

Indicates which product within a strategy this ID is associated with.

Type:	ProductReference
Content:	empty, 1 attribute
Defined:	locally witnin ProductComponentIdentifier complexType in fpml-doc-5-6.xsd; see XML source

presentValueAmount (defined in Payment complexType)

The amount representing the present value of the forecast payment.

Type:	Money
Content:	complex, 1 attribute, 2 elements
Defined:	locally witnin Payment complexType in fpml-shared-5-6.xsd; see XML source

presentValueAmount (in paymentCalculationPeriod)

A monetary amount representing the present value of the forecast payment.

Type:	Money
Content:	complex, 1 attribute, 2 elements
Defined:	locally witnin PaymentCalculationPeriod complexType in fpml-ird-5-6.xsd; see XML source

presentValuePrincipalExchangeAmount

The amount representing the present value of the principal exchange.

Type:	Money
Content:	complex, 1 attribute, 2 elements
Defined:	locally witnin PrincipalExchange complexType in fpml-ird-5-6.xsd; see XML source

price

Type:	xsd:decimal
Content:	simple
Defined:	locally witnin OrderFill complexType in fpml-pretrade-processes-5-6.xsd; see XML source

priceExpression

Specifies whether the price is expressed in absolute or relative terms.

Type:	PriceExpressionEnum
Content:	simple
Defined:	locally witnin ActualPrice complexType in fpml-asset-5-6.xsd; see XML source

priceSourceDisruption

A type defining the parameters to get a new quote when a settlement rate option is disrupted.

Type:	PriceSourceDisruption
Content:	complex, 1 element
Defined:	locally witnin NonDeliverableSettlement complexType in fpml-ird-5-6.xsd; see XML source

pricingModel

Type:	PricingModel
Content:	simple, 1 attribute
Defined:	locally witnin QuotationCharacteristics.model group in fpml-asset-5-6.xsd; see XML source

primaryAssetClass

A classification of the most important risk class of the trade.

Type:	AssetClass
Content:	simple, 1 attribute
Defined:	locally witnin Product.model group in fpml-shared-5-6.xsd; see XML source

primaryObligor

The entity primarily responsible for repaying debt to a creditor as a result of borrowing or issuing bonds.

Type:	LegalEntity
Content:	complex, 1 attribute, 2 elements
Defined:	locally witnin ReferenceObligation complexType in fpml-cd-5-6.xsd; see XML source

primaryObligorReference

A pointer style reference to a reference entity defined elsewhere in the document.

Type:	LegalEntityReference
Content:	empty, 1 attribute
Defined:	locally witnin ReferenceObligation complexType in fpml-cd-5-6.xsd; see XML source

primaryRateSource

The primary source for where the rate observation will occur.

Type:	InformationSource
Content:	complex, 3 elements
Defined:	locally witnin FxSpotRateSource complexType in fpml-shared-5-6.xsd; see XML source

principalExchange

The initial, intermediate and final principal exchange amounts.

Type:	PrincipalExchange
Content:	complex, 1 attribute, 5 elements
Defined:	locally witnin Cashflows complexType in fpml-ird-5-6.xsd; see XML source

principalExchangeAmount

The principal exchange amount.

Type:	xsd:decimal
Content:	simple
Defined:	locally witnin PrincipalExchange complexType in fpml-ird-5-6.xsd; see XML source

principalExchanges

The true/false flags indicating whether initial, intermediate or final exchanges of principal should occur.

Type:	PrincipalExchanges
Content:	complex, 1 attribute, 3 elements
Defined:	locally witnin InterestRateStream complexType in fpml-ird-5-6.xsd; see XML source

principalShortfallReimbursement

An additional Fixed Payment Event.

Type:	xsd:boolean
Content:	simple
Defined:	locally witnin AdditionalFixedPayments complexType in fpml-cd-5-6.xsd; see XML source

processingStatus

A description of the stage of processing of the service, for example EndofDayProcessingCutoffOccurred, EndOfDayProcessingCompleted.

Type:	ServiceProcessingStatus
Content:	complex, 3 elements
Defined:	locally witnin ServiceNotification complexType in fpml-msg-5-6.xsd; see XML source

product

An abstract element used as a place holder for the substituting product elements.

Type:	Product
Content:	complex, 1 attribute, 3 elements
Abstract:	(may not be used directly in instance XML documents)
Subst.Gr:	may be substituted with 2 elements
Defined:	globally in fpml-shared-5-6.xsd; see XML source
Used:	at 3 locations

productComponentIdentifier

The USIs of the components of this trade, when this trade contains a strategy.

Type:	ProductComponentIdentifier
Content:	complex, 3 elements
Defined:	locally witnin PartyTradeIdentifier complexType in fpml-doc-5-6.xsd; see XML source

productId (defined in Product.model group)

A product reference identifier.

Type:	ProductId
Content:	simple, 1 attribute
Defined:	locally witnin Product.model group in fpml-shared-5-6.xsd; see XML source

productId (in tradeReferenceInformation)

Type:	ProductId
Content:	simple, 1 attribute
Defined:	locally witnin TradeReferenceInformation complexType in fpml-business-events-5-6.xsd; see XML source

productType (defined in Product.model group)

A classification of the type of product.

Type:	ProductType
Content:	simple, 1 attribute
Defined:	locally witnin Product.model group in fpml-shared-5-6.xsd; see XML source

productType (in tradeReferenceInformation)

Type:	ProductType
Content:	simple, 1 attribute
Defined:	locally witnin TradeReferenceInformation complexType in fpml-business-events-5-6.xsd; see XML source

protectionTerms

This element contains all the terms relevant to defining the applicable floating rate payer calculation amount, credit events and associated conditions to settlement, and reference obligations.

Type:	ProtectionTerms
Content:	complex, 1 attribute, 4 elements
Defined:	locally witnin CreditDefaultSwap complexType in fpml-cd-5-6.xsd; see XML source

protectionTermsReference

Reference to the documentation terms applicable to this item.

Type:	ProtectionTermsReference
Content:	empty, 1 attribute
Defined:	locally witnin ReferencePoolItem complexType in fpml-cd-5-6.xsd; see XML source

publicationDate (defined in ContractualTermsSupplement complexType)

Specifies the publication date of the applicable version of the contractual supplement.

Type:	xsd:date
Content:	simple
Defined:	locally witnin ContractualTermsSupplement complexType in fpml-shared-5-6.xsd; see XML source

publicationDate (in contractualMatrix)

Specifies the publication date of the applicable version of the matrix.

Type:	xsd:date
Content:	simple
Defined:	locally witnin ContractualMatrix complexType in fpml-shared-5-6.xsd; see XML source

publicationDate (in settledEntityMatrix)

Specifies the publication date of the applicable version of the matrix.

Type:	xsd:date
Content:	simple
Defined:	locally witnin SettledEntityMatrix complexType in fpml-cd-5-6.xsd; see XML source

publiclyAvailableInformation (in creditDerivativesNotices)

This element corresponds to the Notice of Publicly Available Information 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:	locally witnin CreditDerivativesNotices complexType in fpml-doc-5-6.xsd; see XML source

publiclyAvailableInformation (in creditEventNotice)

A specified condition to settlement.

Type:	PubliclyAvailableInformation
Content:	complex, 3 elements
Defined:	locally witnin CreditEventNotice complexType in fpml-option-shared-5-6.xsd; see XML source

publiclyReported

When the public report of this was created or received by this party.

Type:	xsd:dateTime
Content:	simple
Defined:	locally witnin TradeProcessingTimestamps complexType in fpml-doc-5-6.xsd; see XML source

publicReportUpdated

When the public report of this was most recently corrected or corrections were sent or received by this party.

Type:	xsd:dateTime
Content:	simple
Defined:	locally witnin TradeProcessingTimestamps complexType in fpml-doc-5-6.xsd; see XML source

publicSource

A public information source, e.g. a particular newspaper or electronic news service, that may publish relevant information used in the determination of whether or not a credit event has occurred.

Type:	xsd:string
Content:	simple
Defined:	locally witnin PubliclyAvailableInformation complexType in fpml-option-shared-5-6.xsd; see XML source

qualifyingParticipationSeller

If Direct Loan Participation is specified as a deliverable obligation characteristic, this specifies any requirements for the Qualifying Participation Seller.

Type:	xsd:string
Content:	simple
Defined:	locally witnin LoanParticipation complexType in fpml-cd-5-6.xsd; see XML source

queryParameterId

Type:	QueryParameterId
Content:	simple, 2 attributes
Defined:	locally witnin QueryParameter complexType in fpml-doc-5-6.xsd; see XML source

queryParameterOperator

Type:	QueryParameterOperator
Content:	simple, 2 attributes
Defined:	locally witnin QueryParameter complexType in fpml-doc-5-6.xsd; see XML source

queryParameterValue

Type:	xsd:normalizedString
Content:	simple
Defined:	locally witnin QueryParameter complexType in fpml-doc-5-6.xsd; see XML source

quotationAmount

In the determination of a cash settlement amount, if weighted average quotations are to be obtained, the quotation amount specifies an upper limit to the outstanding principal balance of the reference obligation for which the quote should be obtained.

Type:	Money
Content:	complex, 1 attribute, 2 elements
Defined:	locally witnin CashSettlementTerms complexType in fpml-cd-5-6.xsd; see XML source

quotationMethod

The type of price quotations to be requested from dealers when determining the market value of the reference obligation for purposes of cash settlement.

Type:	QuotationRateTypeEnum
Content:	simple
Defined:	locally witnin CashSettlementTerms complexType in fpml-cd-5-6.xsd; see XML source

quotationRateType (defined in CashPriceMethod complexType)

Which rate quote is to be observed, either Bid, Mid, Offer or Exercising Party Pays.

Type:	QuotationRateTypeEnum
Content:	simple
Defined:	locally witnin CashPriceMethod complexType in fpml-ird-5-6.xsd; see XML source

quotationRateType (defined in YieldCurveMethod complexType)

Which rate quote is to be observed, either Bid, Mid, Offer or Exercising Party Pays.

Type:	QuotationRateTypeEnum
Content:	simple
Defined:	locally witnin YieldCurveMethod complexType in fpml-ird-5-6.xsd; see XML source

quotationRateType (in crossCurrencyMethod)

Which rate quote is to be observed, either Bid, Mid, Offer or Exercising Party Pays.

Type:	QuotationRateTypeEnum
Content:	simple
Defined:	locally witnin CrossCurrencyMethod complexType in fpml-ird-5-6.xsd; see XML source

quotationStyle

The type of quotation that was used between the trading desks.

Type:	QuotationStyleEnum
Content:	simple
Defined:	locally witnin FeeLeg complexType in fpml-cd-5-6.xsd; see XML source

quote (defined in EventValuation.model group)

Pricing information for the trade.

Type:	BasicQuotation
Content:	complex, 1 attribute, 15 elements
Defined:	locally witnin EventValuation.model group in fpml-business-events-5-6.xsd; see XML source

quote (in requestLimitCheck)

Type:	BasicQuotation
Content:	complex, 1 attribute, 15 elements
Defined:	locally witnin RequestLimitCheck complexType in fpml-pretrade-processes-5-6.xsd; see XML source

quoteBasis

The method by which the exchange rate is quoted.

Type:	QuoteBasisEnum
Content:	simple
Defined:	locally witnin QuotedCurrencyPair complexType in fpml-shared-5-6.xsd; see XML source

quotedCurrencyPair (defined in FxFixing complexType)

Defines the two currencies for an FX trade and the quotation relationship between the two currencies.

Type:	QuotedCurrencyPair
Content:	complex, 3 elements
Defined:	locally witnin FxFixing complexType in fpml-shared-5-6.xsd; see XML source

quotedCurrencyPair (in fx)

Defines the two currencies for an FX trade and the quotation relationship between the two currencies.

Type:	QuotedCurrencyPair
Content:	complex, 3 elements
Defined:	locally witnin FxRateAsset complexType in fpml-asset-5-6.xsd; see XML source

quotedCurrencyPair (in fxRate)

Defines the two currencies for an FX trade and the quotation relationship between the two currencies.

Type:	QuotedCurrencyPair
Content:	complex, 3 elements
Defined:	locally witnin FxRate complexType in fpml-shared-5-6.xsd; see XML source

quoteUnits

The optional units that the measure is expressed in.

Type:	PriceQuoteUnits
Content:	simple, 1 attribute
Defined:	locally witnin QuotationCharacteristics.model group in fpml-asset-5-6.xsd; see XML source

rate

The rate of exchange between the two currencies of the leg of a deal.

Type:	xsd:decimal
Content:	simple
Defined:	locally witnin FxRate complexType in fpml-shared-5-6.xsd; see XML source

rateCalculation

The base element for the floating rate calculation definitions.

Type:	Rate
Content:	empty, 1 attribute
Abstract:	(may not be used directly in instance XML documents)
Subst.Gr:	may be substituted with 1 element
Defined:	globally in fpml-ird-5-6.xsd; see XML source
Used:	at 2 locations

rateCutOffDaysOffset

Specifies the number of business days before the period end date when the rate cut-off date is assumed to apply.

Type:	Offset
Content:	complex, 1 attribute, 3 elements
Defined:	locally witnin ResetDates complexType in fpml-ird-5-6.xsd; see XML source

rateIndex

Identifies a simple underlying asset that is an interest rate index.

Type:	RateIndex
Content:	complex, 1 attribute, 10 elements
Subst.Gr:	may substitute for element curveInstrument
Defined:	globally in fpml-asset-5-6.xsd; see XML source
Used:	never

rateObservation

The details of a particular rate observation, including the fixing date and observed rate.

Type:	RateObservation
Content:	complex, 1 attribute, 8 elements
Defined:	locally witnin FloatingRateDefinition complexType in fpml-ird-5-6.xsd; see XML source

rateReference

A pointer style reference to a floating rate component defined as part of a stub calculation period amount component.

Type:	RateReference
Content:	empty, 1 attribute
Defined:	locally witnin RateObservation complexType in fpml-shared-5-6.xsd; see XML source

rateSource (defined in CommodityInformationSource complexType)

The publication in which the rate, price, index or factor is to be found.

Type:	CommodityInformationProvider
Content:	simple, 1 attribute
Defined:	locally witnin CommodityInformationSource complexType in fpml-asset-5-6.xsd; see XML source

rateSource (defined in InformationSource complexType)

An information source for obtaining a market rate.

Type:	InformationProvider
Content:	simple, 1 attribute
Defined:	locally witnin InformationSource complexType in fpml-shared-5-6.xsd; see XML source

rateSource (in fx)

Defines the source of the FX rate.

Type:	FxSpotRateSource
Content:	complex, 3 elements
Defined:	locally witnin FxRateAsset complexType in fpml-asset-5-6.xsd; see XML source

rateSource (in interestShortfall)

The rate source in the case of a variable cap.

Type:	FloatingRateIndex
Content:	simple, 1 attribute
Defined:	locally witnin InterestShortFall complexType in fpml-cd-5-6.xsd; see XML source

rateSourcePage (defined in CommodityInformationSource complexType)

A specific page or screen (in the case of electronically published information) on which the rate source is to be found.

Type:	RateSourcePage
Content:	simple, 1 attribute
Defined:	locally witnin CommodityInformationSource complexType in fpml-asset-5-6.xsd; see XML source

rateSourcePage (defined in InformationSource complexType)

A specific page for the rate source for obtaining a market rate.

Type:	RateSourcePage
Content:	simple, 1 attribute
Defined:	locally witnin InformationSource complexType in fpml-shared-5-6.xsd; see XML source

rateSourcePageHeading (defined in CommodityInformationSource complexType)

The heading for the rate source on a given rate source page or screen.

Type:	xsd:string
Content:	simple
Defined:	locally witnin CommodityInformationSource complexType in fpml-asset-5-6.xsd; see XML source

rateSourcePageHeading (defined in InformationSource complexType)

The heading for the rate source on a given rate source page.

Type:	xsd:string
Content:	simple
Defined:	locally witnin InformationSource complexType in fpml-shared-5-6.xsd; see XML source

reason (defined in Exception.model group)

An instance of the Reason type used to record the nature of any errors associated with a message.

Type:	Reason
Content:	complex, 5 elements
Defined:	locally witnin Exception.model group in fpml-msg-5-6.xsd; see XML source

reason (in clearingRequirements)

Indicates a reason supporting why the trade is mandatorily clearable or not.

Type:	Reason
Content:	complex, 5 elements
Defined:	locally witnin ClearingRequirements complexType in fpml-clearing-processes-5-6.xsd; see XML source

reason (in creditLimitResponse)

Type:	CreditLimitCheckReason
Content:	complex, 3 elements
Defined:	locally witnin CreditLimitResponse complexType in fpml-pretrade-processes-5-6.xsd; see XML source

reason (in creditRiskLimit in limitCheckApproved)

Type:	CreditLimitCheckReason
Content:	complex, 3 elements
Defined:	locally witnin CreditRiskLimit complexType in fpml-pretrade-processes-5-6.xsd; see XML source

reason (in creditRiskLimit in limitCheckRefused)

Type:	CreditLimitCheckReason
Content:	complex, 3 elements
Defined:	locally witnin CreditRiskLimitRefused complexType in fpml-pretrade-processes-5-6.xsd; see XML source

reason (in orderStatus)

Type:	Reason
Content:	complex, 5 elements
Defined:	locally witnin OrderStatus complexType in fpml-pretrade-processes-5-6.xsd; see XML source

reason (in restoreCredit)

Type:	CreditLimitCheckReason
Content:	complex, 3 elements
Defined:	locally witnin RestoreCredit complexType in fpml-pretrade-processes-5-6.xsd; see XML source

reason (in suspendCredit)

Type:	CreditLimitCheckReason
Content:	complex, 3 elements
Defined:	locally witnin SuspendCredit complexType in fpml-pretrade-processes-5-6.xsd; see XML source

reason (in verificationStatusNotification)

The reason for any dispute or change in verification status.

Type:	Reason
Content:	complex, 5 elements
Defined:	locally witnin VerificationStatusNotification complexType in fpml-msg-5-6.xsd; see XML source

reasonCode (defined in CreditLimitCheckReason complexType)

reason codes for credit limit check messages

Type:	CreditLimitCheckReasonCode
Content:	simple, 1 attribute
Defined:	locally witnin CreditLimitCheckReason complexType in fpml-pretrade-processes-5-6.xsd; see XML source

reasonCode (defined in Reason complexType)

A machine interpretable error code.

Type:	ReasonCode
Content:	simple, 1 attribute
Defined:	locally witnin Reason complexType in fpml-msg-5-6.xsd; see XML source

receiverAccountReference

A reference to the account that receives the payments corresponding to this structure.

Type:	AccountReference
Content:	empty, 1 attribute
Defined:	locally witnin PayerReceiver.model group in fpml-shared-5-6.xsd; see XML source

receiverPartyReference

A reference to the party that receives the payments corresponding to this structure.

Type:	PartyReference
Content:	empty, 1 attribute
Defined:	locally witnin PayerReceiver.model group in fpml-shared-5-6.xsd; see XML source

recoveryFactor

Used for fixed recovery, specifies the recovery level, determined at contract inception, to be applied on a default.

Type:	RestrictedPercentage
Content:	simple
Defined:	locally witnin FixedRecovery.model group in fpml-cd-5-6.xsd; see XML source

redemptionDate

Earlier date between the convertible bond put dates and its maturity date.

Type:	xsd:date
Content:	simple
Defined:	locally witnin ConvertibleBond complexType in fpml-asset-5-6.xsd; see XML source

referenceBank

An institution (party) identified by means of a coding scheme and an optional name.

Type:	ReferenceBank
Content:	complex, 2 elements
Defined:	locally witnin CashSettlementReferenceBanks complexType in fpml-shared-5-6.xsd; see XML source

referenceBankId

An institution (party) identifier, e.g. a bank identifier code (BIC).

Type:	ReferenceBankId
Content:	simple, 1 attribute
Defined:	locally witnin ReferenceBank complexType in fpml-shared-5-6.xsd; see XML source

referenceBankName

The name of the institution (party).

Type:	xsd:string
Content:	simple
Defined:	locally witnin ReferenceBank complexType in fpml-shared-5-6.xsd; see XML source

referenceCurrency

The currency in which the swap stream is denominated.

Type:	Currency
Content:	simple, 1 attribute
Defined:	locally witnin NonDeliverableSettlement complexType in fpml-ird-5-6.xsd; see XML source

referenceEntity (in referenceInformation)

The corporate or sovereign entity on which you are buying or selling protection and any successor that assumes all or substantially all of its contractual and other obligations.

Type:	LegalEntity
Content:	complex, 1 attribute, 2 elements
Defined:	locally witnin ReferenceInformation complexType in fpml-cd-5-6.xsd; see XML source

referenceEntity (in referencePair)

The corporate or sovereign entity on which you are buying or selling protection and any successor that assumes all or substantially all of its contractual and other obligations.

Type:	LegalEntity
Content:	complex, 1 attribute, 2 elements
Defined:	locally witnin ReferencePair complexType in fpml-cd-5-6.xsd; see XML source

referenceEntity (in simpleCreditDefaultSwap)

The entity for which this is defined.

Type:	LegalEntity
Content:	complex, 1 attribute, 2 elements
Defined:	locally witnin CreditEntity.model group in fpml-asset-5-6.xsd; see XML source

referenceInformation

This element contains all the terms relevant to defining the reference entity and reference obligation(s).

Type:	ReferenceInformation
Content:	complex, 8 elements
Defined:	locally witnin GeneralTerms complexType in fpml-cd-5-6.xsd; see XML source

referenceObligation (in referenceInformation)

The Reference Obligation is a financial instrument that is either issued or guaranteed by the reference entity.

Type:	ReferenceObligation
Content:	complex, 8 elements
Defined:	locally witnin ReferenceInformation complexType in fpml-cd-5-6.xsd; see XML source

referenceObligation (in referencePair)

The Reference Obligation is a financial instrument that is either issued or guaranteed by the reference entity.

Type:	ReferenceObligation
Content:	complex, 8 elements
Defined:	locally witnin ReferencePair complexType in fpml-cd-5-6.xsd; see XML source

referencePair

Type:	ReferencePair
Content:	complex, 4 elements
Defined:	locally witnin ReferencePoolItem complexType in fpml-cd-5-6.xsd; see XML source

referencePolicy

Applicable to the transactions on mortgage-backed security, which can make use of a reference policy.

Type:	xsd:boolean
Content:	simple
Defined:	locally witnin ReferenceInformation complexType in fpml-cd-5-6.xsd; see XML source

referencePool

This element contains all the reference pool items to define the reference entity and reference obligation(s) in the basket

Type:	ReferencePool
Content:	complex, 1 element
Defined:	locally witnin BasketReferenceInformation complexType in fpml-cd-5-6.xsd; see XML source

referencePoolItem

Type:	ReferencePoolItem
Content:	complex, 4 elements
Defined:	locally witnin ReferencePool complexType in fpml-cd-5-6.xsd; see XML source

referencePrice

Used to determine (a) for physically settled trades, the Physical Settlement Amount, which equals the Floating Rate Payer Calculation Amount times the Reference Price and (b) for cash settled trades, the Cash Settlement Amount, which equals the greater of (i) the difference between the Reference Price and the Final Price and (ii) zero.

Type:	xsd:decimal
Content:	simple
Defined:	locally witnin ReferenceInformation complexType in fpml-cd-5-6.xsd; see XML source

region

A code for a grouping of countries to which this belongs.

Type:	Region
Content:	simple, 1 attribute
Defined:	locally witnin PartyInformation.model group in fpml-shared-5-6.xsd; see XML source

registrationNumber

The ID assigned by the regulator (e.g.

Type:	RegulatorId
Content:	simple, 1 attribute
Defined:	locally witnin SupervisorRegistration.model group in fpml-doc-5-6.xsd; see XML source

relatedBusinessUnit

Provides information about a unit/division/desk etc. that executed or supports this trade

Type:	RelatedBusinessUnit
Content:	complex, 2 elements
Defined:	locally witnin PartyTradeInformation complexType in fpml-doc-5-6.xsd; see XML source

relatedExchangeId

A short form unique identifier for a related exchange.

Type:	ExchangeId
Content:	simple, 1 attribute
Defined:	locally witnin ExchangeIdentifier.model group in fpml-asset-5-6.xsd; see XML source

relatedParty (defined in PartyTradeInformation complexType)

This may be used to identify one or more parties that perform a role within the transaction.

Type:	RelatedParty
Content:	complex, 4 elements
Defined:	locally witnin PartyTradeInformation complexType in fpml-doc-5-6.xsd; see XML source

relatedParty (in allocation)

Specifies any relevant parties to the allocation which should be referenced.

Type:	RelatedParty
Content:	complex, 4 elements
Defined:	locally witnin AllocationContent.model group in fpml-doc-5-6.xsd; see XML source

relatedPerson

Provides information about a person that executed or supports this trade

Type:	RelatedPerson
Content:	complex, 2 elements
Defined:	locally witnin PartyTradeInformation complexType in fpml-doc-5-6.xsd; see XML source

relativeDate (defined in AdjustableOrRelativeDate complexType)

A date specified as some offset to another date (the anchor date).

Type:	RelativeDateOffset
Content:	complex, 1 attribute, 6 elements
Defined:	locally witnin AdjustableOrRelativeDate complexType in fpml-shared-5-6.xsd; see XML source

relativeDate (in cashSettlementPaymentDate)

A date specified as some offset to another date (the anchor date).

Type:	RelativeDateOffset
Content:	complex, 1 attribute, 6 elements
Defined:	locally witnin CashSettlementPaymentDate complexType in fpml-ird-5-6.xsd; see XML source

relativeDateAdjustments

The business day convention and financial business centers used for adjusting the relative date if it would otherwise fall on a day that is not a business date in the specified business centers.

Type:	BusinessDayAdjustments
Content:	complex, 1 attribute, 2 elements
Defined:	locally witnin AdjustedRelativeDateOffset complexType in fpml-shared-5-6.xsd; see XML source

relativeDates

A series of dates specified as some offset to another series of dates (the anchor dates).

Type:	RelativeDates
Content:	complex, 1 attribute, 8 elements
Defined:	locally witnin AdjustableOrRelativeDates complexType in fpml-shared-5-6.xsd; see XML source

relativeDateSequence

A series of dates specified as some offset to other dates (the anchor dates) which can

Type:	RelativeDateSequence
Content:	complex, 3 elements
Defined:	locally witnin AdjustableRelativeOrPeriodicDates complexType in fpml-shared-5-6.xsd; see XML source

relativeEffectiveDate

Defines the effective date.

Type:	AdjustedRelativeDateOffset
Content:	complex, 1 attribute, 7 elements
Defined:	locally witnin CalculationPeriodDates complexType in fpml-ird-5-6.xsd; see XML source

relativeTerminationDate

The term/maturity of the swap, express as a tenor (typically in years).

Type:	RelativeDateOffset
Content:	complex, 1 attribute, 6 elements
Defined:	locally witnin CalculationPeriodDates complexType in fpml-ird-5-6.xsd; see XML source

relevantUnderlyingDate (in americanExercise)

The date on the underlying set by the exercise of an option.

Type:	AdjustableOrRelativeDates
Content:	complex, 1 attribute, 2 elements
Defined:	locally witnin AmericanExercise complexType in fpml-shared-5-6.xsd; see XML source

relevantUnderlyingDate (in bermudaExercise)

The date on the underlying set by the exercise of an option.

Type:	AdjustableOrRelativeDates
Content:	complex, 1 attribute, 2 elements
Defined:	locally witnin BermudaExercise complexType in fpml-shared-5-6.xsd; see XML source

relevantUnderlyingDate (in europeanExercise)

The date on the underlying set by the exercise of an option.

Type:	AdjustableOrRelativeDates
Content:	complex, 1 attribute, 2 elements
Defined:	locally witnin EuropeanExercise complexType in fpml-shared-5-6.xsd; see XML source

relevantUnderlyingDateReference

Reference to the unadjusted cancellation effective dates.

Type:	RelevantUnderlyingDateReference
Content:	empty, 1 attribute
Defined:	locally witnin FinalCalculationPeriodDateAdjustment complexType in fpml-ird-5-6.xsd; see XML source

remainingAmount

The amount which represents the portion of the Old Contract not being novated.

Type:	Money
Content:	complex, 1 attribute, 2 elements
Defined:	locally witnin NovationAmountsOld.model group in fpml-business-events-5-6.xsd; see XML source

remainingNumberOfOptions

The number of options which represent the portion of the Old Contract not being novated.

Type:	xsd:decimal
Content:	simple
Defined:	locally witnin NovationAmountsOld.model group in fpml-business-events-5-6.xsd; see XML source

remainingNumberOfUnits

The number of options which represent the portion of the Old Contract not being novated.

Type:	xsd:decimal
Content:	simple
Defined:	locally witnin NovationAmountsOld.model group in fpml-business-events-5-6.xsd; see XML source

remainingParty

A pointer style reference to a party identifier defined elsewhere in the document.

Type:	PartyReference
Content:	empty, 1 attribute
Defined:	locally witnin NovationRoles.model group in fpml-business-events-5-6.xsd; see XML source

remainingPartyAccount

Type:	AccountReference
Content:	empty, 1 attribute
Defined:	locally witnin NovationRoles.model group in fpml-business-events-5-6.xsd; see XML source

remainingSize

Type:	xsd:decimal
Content:	simple
Defined:	locally witnin OrderStatus complexType in fpml-pretrade-processes-5-6.xsd; see XML source

replacementTradeId

Type:	TradeId
Content:	simple, 2 attributes
Defined:	locally witnin CompressionActivity complexType in fpml-business-events-5-6.xsd; see XML source

replacementTradeIdentifier

Type:	TradeIdentifier
Content:	complex, 1 attribute, 6 elements
Defined:	locally witnin CompressionActivity complexType in fpml-business-events-5-6.xsd; see XML source

reportId

An identifier for the specific instance of this report.

Type:	ReportId
Content:	simple, 1 attribute
Defined:	locally witnin ReportSectionIdentification complexType in fpml-msg-5-6.xsd; see XML source

reportIdentification

Type:	ReportSectionIdentification
Content:	complex, 2 elements
Defined:	locally witnin ReportSectionIdentification.model group in fpml-msg-5-6.xsd; see XML source

reportingPurpose

The reason this message is being sent, for example Snapshot, PET, Confirmation, RealTimePublic.

Type:	ReportingPurpose
Content:	simple, 1 attribute
Defined:	locally witnin ReportingRegime complexType in fpml-doc-5-6.xsd; see XML source

reportingRegime

Allows the organization to specify which if any relevant regulators or other supervisory bodies this is relevant for, and what reporting rules apply.

Type:	ReportingRegime
Content:	complex, 8 elements
Defined:	locally witnin PartyTradeInformation complexType in fpml-doc-5-6.xsd; see XML source

reportingRole (defined in PartyTradeInformation complexType)

Identifies the role of this party in reporting this trade (e.g. originator, counterparty).

Type:	ReportingRole
Content:	simple, 2 attributes
Defined:	locally witnin PartyTradeInformation complexType in fpml-doc-5-6.xsd; see XML source

reportingRole (in reportingRegime)

Identifies the role of this party in reporting this trade for this regulator; roles could include ReportingParty and Voluntary reporting.

Type:	ReportingRole
Content:	simple, 2 attributes
Defined:	locally witnin ReportingRegime complexType in fpml-doc-5-6.xsd; see XML source

repudiationMoratorium

A credit event.

Type:	xsd:boolean
Content:	simple
Defined:	locally witnin CreditEvents complexType in fpml-option-shared-5-6.xsd; see XML source

requestClearingEligibilty

Type:	RequestClearingEligibility
Content:	complex, 3 attributes, 19 elements
Defined:	globally in fpml-clearing-processes-5-6.xsd; see XML source
Used:	never

requestedNotionalAmount

Specifies the fixed amount requested expressed as notional amount.

Type:	Money
Content:	complex, 1 attribute, 2 elements
Defined:	locally witnin CreditRiskLimit complexType in fpml-pretrade-processes-5-6.xsd; see XML source

requestedNumberOfOptions

(partial approval) Specifies the fixed amount approved expressed as number of options.

Type:	xsd:decimal
Content:	simple
Defined:	locally witnin CreditRiskLimit complexType in fpml-pretrade-processes-5-6.xsd; see XML source

requestedNumberOfUnits

(partial approval) Specifies the fixed amount approved expressed as number of units.

Type:	xsd:decimal
Content:	simple
Defined:	locally witnin CreditRiskLimit complexType in fpml-pretrade-processes-5-6.xsd; see XML source

requesterOrderId

Type:	xsd:normalizedString
Content:	simple
Defined:	locally witnin OrderStatus complexType in fpml-pretrade-processes-5-6.xsd; see XML source

requestEventStatus

Type:	RequestEventStatus
Content:	complex, 3 attributes, 10 elements
Defined:	globally in fpml-msg-5-6.xsd; see XML source
Used:	never

requestingPartyReference (defined in OriginalRequestDetails complexType)

Type:	PartyReference
Content:	empty, 1 attribute
Defined:	locally witnin OriginalRequestDetails complexType in fpml-pretrade-processes-5-6.xsd; see XML source

requestingPartyReference (in requestClearingEligibilty)

Type:	PartyReference
Content:	empty, 1 attribute
Defined:	locally witnin RequestClearingEligibility complexType in fpml-clearing-processes-5-6.xsd; see XML source

requestingPartyReference (in requestLimitCheck)

Type:	PartyReference
Content:	empty, 1 attribute
Defined:	locally witnin RequestLimitCheck complexType in fpml-pretrade-processes-5-6.xsd; see XML source

requestLimitCheck

Type:	RequestLimitCheck
Content:	complex, 3 attributes, 14 elements
Defined:	globally in fpml-pretrade-processes-5-6.xsd; see XML source
Used:	never

requestRetransmission

Type:	RequestRetransmission
Content:	complex, 3 attributes, 10 elements
Defined:	globally in fpml-msg-5-6.xsd; see XML source
Used:	never

resetDate (in fxLinkedNotionalAmount)

Type:	xsd:date
Content:	simple
Defined:	locally witnin FxLinkedNotionalAmount complexType in fpml-ird-5-6.xsd; see XML source

resetDate (in rateObservation)

The reset date.

Type:	xsd:date
Content:	simple
Defined:	locally witnin RateObservation complexType in fpml-shared-5-6.xsd; see XML source

resetDates

For use with pretrade Credit Limit Check messages.

Type:	ResetDates
Content:	complex, 1 attribute, 7 elements
Defined:	locally witnin InterestRateStream complexType in fpml-ird-5-6.xsd; see XML source

resetDatesAdjustments

The business day convention to apply to each reset date if it would otherwise fall on a day that is not a business day in the specified financial business centers.

Type:	BusinessDayAdjustments
Content:	complex, 1 attribute, 2 elements
Defined:	locally witnin ResetDates complexType in fpml-ird-5-6.xsd; see XML source

resetDatesReference

A pointer style reference to the associated reset dates component defined elsewhere in the document.

Type:	ResetDatesReference
Content:	empty, 1 attribute
Defined:	locally witnin PaymentDates complexType in fpml-ird-5-6.xsd; see XML source

resetFrequency

The frequency at which reset dates occur.

Type:	ResetFrequency
Content:	complex, 1 attribute, 3 elements
Defined:	locally witnin ResetDates complexType in fpml-ird-5-6.xsd; see XML source

resetRelativeTo

Specifies whether the reset dates are determined with respect to each adjusted calculation period start date or adjusted calculation period end date.

Type:	ResetRelativeToEnum
Content:	simple
Defined:	locally witnin ResetDates complexType in fpml-ird-5-6.xsd; see XML source

resourceId

The unique identifier of the resource within the event.

Type:	ResourceId
Content:	simple, 1 attribute
Defined:	locally witnin Resource complexType in fpml-shared-5-6.xsd; see XML source

resourceType

A description of the type of the resource, e.g. a confirmation.

Type:	ResourceType
Content:	simple, 1 attribute
Defined:	locally witnin Resource complexType in fpml-shared-5-6.xsd; see XML source

response

Type:	SetCreditLimitResponseEnum
Content:	simple
Defined:	locally witnin CreditLimitResponse complexType in fpml-pretrade-processes-5-6.xsd; see XML source

restoreCredit

Type:	RestoreCredit
Content:	complex, 3 attributes, 10 elements
Defined:	globally in fpml-pretrade-processes-5-6.xsd; see XML source
Used:	never

restructuring

A credit event.

Type:	Restructuring
Content:	complex, 4 elements
Defined:	locally witnin CreditEvents complexType in fpml-option-shared-5-6.xsd; see XML source

restructuringType

Specifies the type of restructuring that is applicable.

Type:	RestructuringType
Content:	simple, 1 attribute
Defined:	locally witnin Restructuring complexType in fpml-option-shared-5-6.xsd; see XML source

revenueObligationLiability (in deliverableObligations)

An obligation and deliverable obligation characteristic.

Type:	xsd:boolean
Content:	simple
Defined:	locally witnin DeliverableObligations complexType in fpml-cd-5-6.xsd; see XML source

revenueObligationLiability (in obligations)

An obligation and deliverable obligation characteristic.

Type:	xsd:boolean
Content:	simple
Defined:	locally witnin Obligations complexType in fpml-cd-5-6.xsd; see XML source

rfqRevalidation

Type:	xsd:boolean
Content:	simple
Defined:	locally witnin CreditLimitExtended complexType in fpml-pretrade-processes-5-6.xsd; see XML source

role (defined in RelatedParty complexType)

The category of the relationship.

Type:	PartyRole
Content:	simple, 1 attribute
Defined:	locally witnin RelatedParty complexType in fpml-shared-5-6.xsd; see XML source

role (in relatedBusinessUnit)

The category of the relationship.

Type:	BusinessUnitRole
Content:	simple, 1 attribute
Defined:	locally witnin RelatedBusinessUnit complexType in fpml-shared-5-6.xsd; see XML source

role (in relatedPerson)

The category of the relationship.

Type:	PersonRole
Content:	simple, 1 attribute
Defined:	locally witnin RelatedPerson complexType in fpml-shared-5-6.xsd; see XML source

rollConvention (defined in CalculationPeriodFrequency complexType)

Used in conjunction with a frequency and the regular period start date of a calculation period, determines each calculation period end date within the regular part of a calculation period schedule.

Type:	RollConventionEnum
Content:	simple
Defined:	locally witnin CalculationPeriodFrequency complexType in fpml-shared-5-6.xsd; see XML source

rollConvention (in periodicPayment)

Used in conjunction with the effectiveDate, scheduledTerminationDate, firstPaymentDate, lastRegularPaymentDate and paymentFrequency to determine the regular fixed rate payer payment dates.

Type:	RollConventionEnum
Content:	simple
Defined:	locally witnin PeriodicPayment complexType in fpml-cd-5-6.xsd; see XML source

roundingDirection

Specifies the rounding direction.

Type:	RoundingDirectionEnum
Content:	simple
Defined:	locally witnin Rounding complexType in fpml-shared-5-6.xsd; see XML source

routingAccountNumber

An account number via which a payment can be routed.

Type:	xsd:string
Content:	simple
Defined:	locally witnin RoutingExplicitDetails.model group in fpml-shared-5-6.xsd; see XML source

routingAddress

A physical postal address via which a payment can be routed.

Type:	Address
Content:	complex, 5 elements
Defined:	locally witnin RoutingExplicitDetails.model group in fpml-shared-5-6.xsd; see XML source

routingExplicitDetails

A set of details that is used to identify a party involved in the routing of a payment when the party does not have a code that identifies it within one of the recognized payment systems.

Type:	RoutingExplicitDetails
Content:	complex, 4 elements
Defined:	locally witnin RoutingIdentification.model group in fpml-shared-5-6.xsd; see XML source

routingId

A unique identifier for party that is a participant in a recognized payment system.

Type:	RoutingId
Content:	simple, 1 attribute
Defined:	locally witnin RoutingIds complexType in fpml-shared-5-6.xsd; see XML source

routingIds (defined in RoutingIdentification.model group)

A set of unique identifiers for a party, eachone identifying the party within a payment system.

Type:	RoutingIds
Content:	complex, 1 element
Defined:	locally witnin RoutingIdentification.model group in fpml-shared-5-6.xsd; see XML source

routingIds (in routingIdsAndExplicitDetails)

A set of unique identifiers for a party, eachone identifying the party within a payment system.

Type:	RoutingIds
Content:	complex, 1 element
Defined:	locally witnin RoutingIdsAndExplicitDetails complexType in fpml-shared-5-6.xsd; see XML source

routingIdsAndExplicitDetails

A combination of coded payment system identifiers and details for physical addressing for a party involved in the routing of a payment.

Type:	RoutingIdsAndExplicitDetails
Content:	complex, 5 elements
Defined:	locally witnin RoutingIdentification.model group in fpml-shared-5-6.xsd; see XML source

routingName

A real name that is used to identify a party involved in the routing of a payment.

Type:	xsd:string
Content:	simple
Defined:	locally witnin RoutingExplicitDetails.model group in fpml-shared-5-6.xsd; see XML source

routingReferenceText

A piece of free-format text used to assist the identification of a party involved in the routing of a payment.

Type:	xsd:string
Content:	simple
Defined:	locally witnin RoutingExplicitDetails.model group in fpml-shared-5-6.xsd; see XML source

scheduleBounds

The first and last dates of a schedule.

Type:	DateRange
Content:	complex, 2 elements
Defined:	locally witnin RelativeDates complexType in fpml-shared-5-6.xsd; see XML source

scheduledTerminationDate

The scheduled date on which the credit protection will lapse.

Type:	AdjustableDate2
Content:	complex, 1 attribute, 4 elements
Defined:	locally witnin GeneralTerms complexType in fpml-cd-5-6.xsd; see XML source

secondaryRateSource

An alternative, or secondary, source for where the rate observation will occur.

Type:	InformationSource
Content:	complex, 3 elements
Defined:	locally witnin FxSpotRateSource complexType in fpml-shared-5-6.xsd; see XML source

sectionNumber

A strictly ascending sequential (gapless) numeric value that can be used to identify the section of a report.

Type:	xsd:positiveInteger
Content:	simple
Defined:	locally witnin ReportSectionIdentification complexType in fpml-msg-5-6.xsd; see XML source

sector

The sector classification of the mortgage obligation.

Type:	MortgageSector
Content:	simple, 1 attribute
Defined:	locally witnin Mortgage complexType in fpml-asset-5-6.xsd; see XML source

securedList

With respect to any day, the list of Syndicated Secured Obligations of the Designated Priority of the Reference Entity published by Markit Group Limited or any successor thereto appointed by the Specified Dealers (the "Secured List Publisher") on or most recently before such day, which list is currently available at [http://www.markit.com].

Type:	xsd:boolean
Content:	simple
Defined:	locally witnin ReferenceInformation complexType in fpml-cd-5-6.xsd; see XML source

seller

The party that has sold.

Type:	IdentifiedPayerReceiver
Content:	simple, 1 attribute
Defined:	locally witnin Strike complexType in fpml-shared-5-6.xsd; see XML source

sellerAccountReference

A reference to the account that sells this instrument.

Type:	AccountReference
Content:	empty, 1 attribute
Defined:	locally witnin BuyerSeller.model group in fpml-shared-5-6.xsd; see XML source

sellerPartyReference (defined in BuyerSeller.model group)

A reference to the party that sells ("writes") this instrument, i.e. that grants the rights defined by this instrument and in return receives a payment for it.

Type:	PartyReference
Content:	empty, 1 attribute
Defined:	locally witnin BuyerSeller.model group in fpml-shared-5-6.xsd; see XML source

sellerPartyReference (in notifyingParty)

Type:	PartyReference
Content:	empty, 1 attribute
Defined:	locally witnin NotifyingParty complexType in fpml-option-shared-5-6.xsd; see XML source

sendTo

A unique identifier (within its coding scheme) indicating an intended recipent of a message.

Type:	MessageAddress
Content:	simple, 1 attribute
Defined:	locally witnin MessageHeader.model group in fpml-msg-5-6.xsd; see XML source

seniority

The repayment precedence of a debt instrument.

Type:	CreditSeniority
Content:	simple, 1 attribute
Defined:	locally witnin FixedIncomeSecurityContent.model group in fpml-asset-5-6.xsd; see XML source

sentBy

The unique identifier (within its coding scheme) for the originator of a message instance.

Type:	MessageAddress
Content:	simple, 1 attribute
Defined:	locally witnin MessageHeader.model group in fpml-msg-5-6.xsd; see XML source

sequenceNumber (defined in PortfolioReference complexType)

A numeric, sequentially ascending (i.e. gapless) value (starting at 1) that can be used to identify and distinguish the individual constituents of a portfolio request.

Type:	xsd:positiveInteger
Content:	simple
Defined:	locally witnin PortfolioReference complexType in fpml-msg-5-6.xsd; see XML source

sequenceNumber (defined in Sequence.model group)

A numeric value that can be used to order messages with the same correlation identifier from the same sender.

Type:	xsd:positiveInteger
Content:	simple
Defined:	locally witnin Sequence.model group in fpml-msg-5-6.xsd; see XML source

sequenceNumber (in portfolioReference)

A numeric, sequentially ascending (i.e. gapless) value (starting at 1) that can be used to identify and distinguish the individual constituents of a portfolio request.

Type:	xsd:positiveInteger
Content:	simple
Defined:	locally witnin PortfolioConstituentReference complexType in fpml-msg-5-6.xsd; see XML source

serviceName

The name of the service to which the message applies

Type:	xsd:normalizedString
Content:	simple
Defined:	locally witnin ServiceNotification complexType in fpml-msg-5-6.xsd; see XML source

serviceNotification

Type:	ServiceNotification
Content:	complex, 3 attributes, 10 elements
Defined:	globally in fpml-msg-5-6.xsd; see XML source
Used:	never

serviceNotificationException

Type:	Exception
Content:	complex, 3 attributes, 7 elements
Defined:	globally in fpml-msg-5-6.xsd; see XML source
Used:	never

servicingParty

A reference to the party that services/supports the account.

Type:	PartyReference
Content:	empty, 1 attribute
Defined:	locally witnin Account complexType in fpml-shared-5-6.xsd; see XML source

setCreditLimit

Type:	SetCreditLimit
Content:	complex, 3 attributes, 9 elements
Defined:	globally in fpml-pretrade-processes-5-6.xsd; see XML source
Used:	never

settledEntityMatrix

Used to specify the Relevant Settled Entity Matrix when there are settled entities at the time of the trade.

Type:	SettledEntityMatrix
Content:	complex, 2 elements
Defined:	locally witnin IndexReferenceInformation complexType in fpml-cd-5-6.xsd; see XML source

settlementCurrency (defined in SettlementTerms complexType)

ISDA 2003 Term: Settlement Currency

Type:	Currency
Content:	simple, 1 attribute
Defined:	locally witnin SettlementTerms complexType in fpml-option-shared-5-6.xsd; see XML source

settlementCurrency (in settlementProvision)

The currency that stream settles in (to support swaps that settle in a currency different from the notional currency).

Type:	Currency
Content:	simple, 1 attribute
Defined:	locally witnin SettlementProvision complexType in fpml-ird-5-6.xsd; see XML source

settlementInformation

The information required to settle a currency payment that results from a trade.

Type:	SettlementInformation
Content:	complex, 2 elements
Defined:	locally witnin Payment complexType in fpml-shared-5-6.xsd; see XML source

settlementInstruction

An explicit specification of how a currency payment is to be made, when the payment is not netted and the route is other than the recipient's standard settlement instruction.

Type:	SettlementInstruction
Content:	complex, 7 elements
Defined:	locally witnin SettlementInformation complexType in fpml-shared-5-6.xsd; see XML source

settlementMethod

The mechanism by which settlement is to be made.

Type:	SettlementMethod
Content:	simple, 1 attribute
Defined:	locally witnin SettlementInstruction complexType in fpml-shared-5-6.xsd; see XML source

settlementProvision

For use with pretrade Credit Limit Check messages.

Type:	SettlementProvision
Content:	complex, 2 elements
Defined:	locally witnin InterestRateStream complexType in fpml-ird-5-6.xsd; see XML source

settlementRateOption (in nonDeliverableSettlement)

The rate source for the conversion to the settlement currency.

Type:	SettlementRateOption
Content:	simple, 1 attribute
Defined:	locally witnin NonDeliverableSettlement complexType in fpml-ird-5-6.xsd; see XML source

settlementRateOption (in settlementRateSource defined in FxRateSourceFixing complexType)

Indicates that an officially defined rate settlement rate option will be the used for the fixing.

Type:	SettlementRateOption
Content:	simple, 1 attribute
Defined:	locally witnin FxSettlementRateSource complexType in fpml-shared-5-6.xsd; see XML source

settlementRateSource (defined in FxRateSourceFixing complexType)

Type:	FxSettlementRateSource
Content:	complex, 2 elements
Defined:	locally witnin FxRateSourceFixing complexType in fpml-shared-5-6.xsd; see XML source

settlementRateSource (defined in YieldCurveMethod complexType)

The method for obtaining a settlement rate.

Type:	SettlementRateSource
Content:	complex, 2 elements
Defined:	locally witnin YieldCurveMethod complexType in fpml-ird-5-6.xsd; see XML source

settlementTermsReference

Reference to the settlement terms applicable to this item.

Type:	SettlementTermsReference
Content:	empty, 1 attribute
Defined:	locally witnin ReferencePoolItem complexType in fpml-cd-5-6.xsd; see XML source

side

The side (bid/mid/ask) of the measure.

Type:	QuotationSideEnum
Content:	simple
Defined:	locally witnin QuotationCharacteristics.model group in fpml-asset-5-6.xsd; see XML source

simpleCreditDefaultSwap

Identifies a simple underlying asset that is a credit default swap.

Type:	SimpleCreditDefaultSwap
Content:	complex, 1 attribute, 10 elements
Subst.Gr:	may substitute for element curveInstrument
Defined:	globally in fpml-asset-5-6.xsd; see XML source
Used:	never

simpleFra

Identifies a simple underlying asset that is a forward rate agreement.

Type:	SimpleFra
Content:	complex, 1 attribute, 9 elements
Subst.Gr:	may substitute for element curveInstrument
Defined:	globally in fpml-asset-5-6.xsd; see XML source
Used:	never

simpleIrSwap

Identifies a simple underlying asset that is a swap.

Type:	SimpleIRSwap
Content:	complex, 1 attribute, 9 elements
Subst.Gr:	may substitute for element curveInstrument
Defined:	globally in fpml-asset-5-6.xsd; see XML source
Used:	never

singlePartyOption

If optional early termination is not available to both parties then this component specifies the buyer and seller of the option.

Type:	SinglePartyOption
Content:	complex, 4 elements
Defined:	locally witnin OptionalEarlyTermination complexType in fpml-ird-5-6.xsd; see XML source

singlePayment

Specifies a single fixed amount that is payable by the buyer to the seller on the fixed rate payer payment date.

Type:	SinglePayment
Content:	complex, 1 attribute, 3 elements
Defined:	locally witnin FeeLeg complexType in fpml-cd-5-6.xsd; see XML source

singleValuationDate

Where single valuation date is specified as being applicable for cash settlement, this element specifies the number of business days after satisfaction of all conditions to settlement when such valuation date occurs.

Type:	SingleValuationDate
Content:	complex, 1 element
Defined:	locally witnin ValuationDate complexType in fpml-cd-5-6.xsd; see XML source

sixtyBusinessDaySettlementCap

If this element is specified and set to 'true', for a transaction documented under the 2003 ISDA Credit Derivatives Definitions, has the effect of incorporating the language set forth below into the confirmation.

Type:	xsd:boolean
Content:	simple
Defined:	locally witnin PhysicalSettlementTerms complexType in fpml-cd-5-6.xsd; see XML source

size

Type:	xsd:decimal
Content:	simple
Defined:	locally witnin OrderFill complexType in fpml-pretrade-processes-5-6.xsd; see XML source

sizeChange

Type:	TradeLegSizeChange
Content:	complex, 9 elements
Defined:	locally witnin TradeNotionalChange complexType in fpml-business-events-5-6.xsd; see XML source

sizeInBytes

Indicates the size of the resource in bytes.

Type:	xsd:decimal
Content:	simple
Defined:	locally witnin Resource complexType in fpml-shared-5-6.xsd; see XML source

specifiedClearingOrganization

Type that specifies the pre-determined clearing organization for the resulting swap created from the exercise of the swaption.

Type:	SpecifiedClearingOrganization
Content:	simple, 1 attribute
Defined:	locally witnin PredeterminedClearing complexType in fpml-shared-5-6.xsd; see XML source

specifiedCurrency (in deliverableObligations)

An obligation and deliverable obligation characteristic.

Type:	SpecifiedCurrency
Content:	complex, 2 elements
Defined:	locally witnin DeliverableObligations complexType in fpml-cd-5-6.xsd; see XML source

specifiedCurrency (in obligations)

An obligation and deliverable obligation characteristic.

Type:	SpecifiedCurrency
Content:	complex, 2 elements
Defined:	locally witnin Obligations complexType in fpml-cd-5-6.xsd; see XML source

specifiedExchangeId

A short form unique identifier for a specified exchange.

Type:	ExchangeId
Content:	simple, 1 attribute
Defined:	locally witnin ExchangeIdentifier.model group in fpml-asset-5-6.xsd; see XML source

specifiedNumber

The minimum number of the specified public information sources that must publish information that reasonably confirms that a credit event has occurred.

Type:	xsd:positiveInteger
Content:	simple
Defined:	locally witnin PubliclyAvailableInformation complexType in fpml-option-shared-5-6.xsd; see XML source

splitSettlement

The set of individual payments that are to be made when a currency payment settling a trade needs to be split between a number of ultimate beneficiaries.

Type:	SplitSettlement
Content:	complex, 3 elements
Defined:	locally witnin SettlementInstruction complexType in fpml-shared-5-6.xsd; see XML source

splitSettlementAmount

One of the monetary amounts in a split settlement payment.

Type:	Money
Content:	complex, 1 attribute, 2 elements
Defined:	locally witnin SplitSettlement complexType in fpml-shared-5-6.xsd; see XML source

spread

The ISDA Spread, if any, which applies for the calculation period.

Type:	xsd:decimal
Content:	simple
Defined:	locally witnin FloatingRateDefinition complexType in fpml-ird-5-6.xsd; see XML source

spreadSchedule

The ISDA Spread or a Spread schedule expressed as explicit spreads and dates.

Type:	SpreadSchedule
Content:	complex, 1 attribute, 3 elements
Defined:	locally witnin FloatingRate complexType in fpml-shared-5-6.xsd; see XML source

standardPublicSources

If this element is specified and set to 'true', indicates that ISDA defined Standard Public Sources are applicable.

Type:	xsd:boolean
Content:	simple
Defined:	locally witnin PubliclyAvailableInformation complexType in fpml-option-shared-5-6.xsd; see XML source

standardSettlementStyle

An optional element used to describe how a trade will settle.

Type:	StandardSettlementStyleEnum
Content:	simple
Defined:	locally witnin SettlementInformation complexType in fpml-shared-5-6.xsd; see XML source

startTerm

Specifies the start term of the simple fra, e.g. 3M.

Type:	Period
Content:	complex, 1 attribute, 2 elements
Defined:	locally witnin SimpleFra complexType in fpml-asset-5-6.xsd; see XML source

state

A country subdivision used in postal addresses in some countries.

Type:	xsd:string
Content:	simple
Defined:	locally witnin Address complexType in fpml-shared-5-6.xsd; see XML source

status (in approval)

The current state of approval (.e.g preapproved, pending approval, etc.)

Type:	xsd:normalizedString
Content:	simple
Defined:	locally witnin Approval complexType in fpml-doc-5-6.xsd; see XML source

status (in orderStatus)

Type:	OrderStatusEnum
Content:	simple
Defined:	locally witnin OrderStatus complexType in fpml-pretrade-processes-5-6.xsd; see XML source

status (in serviceNotification)

The current state of the service (e.g.

Type:	ServiceStatus
Content:	simple, 1 attribute
Defined:	locally witnin ServiceNotification complexType in fpml-msg-5-6.xsd; see XML source

status (in statusItem)

An event status value.

Type:	EventStatus
Content:	simple, 1 attribute
Defined:	locally witnin EventStatusItem complexType in fpml-msg-5-6.xsd; see XML source

status (in verificationStatusNotification)

Type:	VerificationStatus
Content:	simple, 1 attribute
Defined:	locally witnin VerificationStatusNotification complexType in fpml-msg-5-6.xsd; see XML source

statusItem

Type:	EventStatusItem
Content:	complex, 2 elements
Defined:	locally witnin EventStatusResponse complexType in fpml-msg-5-6.xsd; see XML source

step (defined in PositiveSchedule complexType)

The schedule of step date and strictly-positive value pairs.

Type:	PositiveStep
Content:	complex, 1 attribute, 2 elements
Defined:	locally witnin PositiveSchedule complexType in fpml-shared-5-6.xsd; see XML source

step (defined in Schedule complexType)

The schedule of step date and value pairs.

Type:	Step
Content:	complex, 1 attribute, 2 elements
Defined:	locally witnin Schedule complexType in fpml-shared-5-6.xsd; see XML source

step (in calculationAmount in fixedAmountCalculation)

A schedule of step date and value pairs.

Type:	Step
Content:	complex, 1 attribute, 2 elements
Defined:	locally witnin CalculationAmount complexType in fpml-cd-5-6.xsd; see XML source

step (in notionalStepSchedule)

The schedule of step date and non-negative value pairs.

Type:	NonNegativeStep
Content:	complex, 1 attribute, 2 elements
Defined:	locally witnin NonNegativeSchedule complexType in fpml-shared-5-6.xsd; see XML source

step (in processingStatus)

The stage within a processing cycle or phase that this message describes.

Type:	ServiceProcessingStep
Content:	simple, 1 attribute
Defined:	locally witnin ServiceProcessingStatus complexType in fpml-msg-5-6.xsd; see XML source

stepDate

The date on which the associated stepValue becomes effective.

Type:	xsd:date
Content:	simple
Defined:	locally witnin StepBase complexType in fpml-shared-5-6.xsd; see XML source

stepFrequency

The frequency at which the notional step changes occur.

Type:	Frequency
Content:	complex, 1 attribute, 2 elements
Defined:	locally witnin NotionalStepRule complexType in fpml-ird-5-6.xsd; see XML source

stepRelativeTo

Specifies whether the notionalStepRate should be applied to the initial notional or the previous notional in order to calculate the notional step change amount.

Type:	StepRelativeToEnum
Content:	simple
Defined:	locally witnin NotionalStepRule complexType in fpml-ird-5-6.xsd; see XML source

stepUpProvision

As specified by the ISDA Standard Terms Supplement for use with trades on mortgage-backed securities.

Type:	xsd:boolean
Content:	simple
Defined:	locally witnin FloatingAmountProvisions complexType in fpml-cd-5-6.xsd; see XML source

stepValue (defined in Step complexType)

The rate or amount which becomes effective on the associated stepDate.

Type:	xsd:decimal
Content:	simple
Defined:	locally witnin Step complexType in fpml-shared-5-6.xsd; see XML source

stepValue (in step defined in PositiveSchedule complexType)

The strictly positive rate or amount which becomes effective on the associated stepDate.

Type:	PositiveDecimal
Content:	simple
Defined:	locally witnin PositiveStep complexType in fpml-shared-5-6.xsd; see XML source

stepValue (in step in notionalStepSchedule)

The non-negative rate or amount which becomes effective on the associated stepDate.

Type:	NonNegativeDecimal
Content:	simple
Defined:	locally witnin NonNegativeStep complexType in fpml-shared-5-6.xsd; see XML source

streetAddress

The set of street and building number information that identifies a postal address within a city.

Type:	StreetAddress
Content:	complex, 1 element
Defined:	locally witnin Address complexType in fpml-shared-5-6.xsd; see XML source

streetLine

An individual line of street and building number information, forming part of a postal address.

Type:	xsd:string
Content:	simple
Defined:	locally witnin StreetAddress complexType in fpml-shared-5-6.xsd; see XML source

strike

Specifies the price at which the option can be exercised.

Type:	xsd:decimal
Content:	simple
Defined:	locally witnin ExchangeTradedOption complexType in fpml-asset-5-6.xsd; see XML source

strikeRate

The rate for a cap or floor.

Type:	xsd:decimal
Content:	simple
Defined:	locally witnin Strike complexType in fpml-shared-5-6.xsd; see XML source

string (defined in AdditionalData complexType)

Provides extra information as string.

Type:	xsd:string
Content:	simple
Defined:	locally witnin AdditionalData complexType in fpml-msg-5-6.xsd; see XML source

string (in attachment)

Provides extra information as string.

Type:	xsd:string
Content:	simple
Defined:	locally witnin Resource complexType in fpml-shared-5-6.xsd; see XML source

stubCalculationPeriodAmount

The stub calculation period amount parameters.

Type:	StubCalculationPeriodAmount
Content:	complex, 3 elements
Defined:	locally witnin InterestRateStream complexType in fpml-ird-5-6.xsd; see XML source

stubPeriodType

For use with pretrade Credit Limit Check messages.

Type:	StubPeriodTypeEnum
Content:	simple
Defined:	locally witnin CalculationPeriodDates complexType in fpml-ird-5-6.xsd; see XML source

submissionsComplete

Indicates whether all individual requests have been submitted for this portfolio request.

Type:	xsd:boolean
Content:	simple
Defined:	locally witnin PortfolioReference complexType in fpml-msg-5-6.xsd; see XML source

submittedForClearing

When this trade was supplied to a clearing service for clearing.

Type:	xsd:dateTime
Content:	simple
Defined:	locally witnin TradeProcessingTimestamps complexType in fpml-doc-5-6.xsd; see XML source

submittedForConfirmation

When this trade was supplied to a confirmation service or counterparty for confirmation.

Type:	xsd:dateTime
Content:	simple
Defined:	locally witnin TradeProcessingTimestamps complexType in fpml-doc-5-6.xsd; see XML source

submittedTime

Type:	xsd:dateTime
Content:	simple
Defined:	locally witnin OrderStatus complexType in fpml-pretrade-processes-5-6.xsd; see XML source

substitution

Value of this element set to 'true' indicates that substitution is applicable.

Type:	xsd:boolean
Content:	simple
Defined:	locally witnin GeneralTerms complexType in fpml-cd-5-6.xsd; see XML source

suffix

Name suffix, such as Jr., III, etc.

Type:	xsd:normalizedString
Content:	simple
Defined:	locally witnin Person complexType in fpml-shared-5-6.xsd; see XML source

supervisorRegistration (in endUserExceptionDeclaration)

Allows the organization to specify which if any relevant regulators it is registered with, and if so their identification number.

Type:	SupervisorRegistration
Content:	complex, 2 elements
Defined:	locally witnin EndUserExceptionDeclaration complexType in fpml-doc-5-6.xsd; see XML source

supervisorRegistration (in reportingRegime)

Identifies the specific regulator or other supervisory body for which this data is produced.

Type:	SupervisorRegistration
Content:	complex, 2 elements
Defined:	locally witnin ReportingRegime complexType in fpml-doc-5-6.xsd; see XML source

supervisorRegistration (in reportingRegime)

Identifies the specific regulator or other supervisory body for which this data is produced.

Type:	SupervisorRegistration
Content:	complex, 2 elements
Defined:	locally witnin ReportingRegime complexType in fpml-doc-5-6.xsd; see XML source

supervisoryBody (defined in SupervisorRegistration.model group)

The regulator or other supervisory body the organization is registered with (e.g.

Type:	SupervisoryBody
Content:	simple, 1 attribute
Defined:	locally witnin SupervisorRegistration.model group in fpml-doc-5-6.xsd; see XML source

supervisoryBody (in clearingRequirements)

The regulator or other supervisory body to which the clearing requirements apply.

Type:	SupervisoryBody
Content:	simple, 1 attribute
Defined:	locally witnin ClearingRequirements complexType in fpml-clearing-processes-5-6.xsd; see XML source

surname

Family name, such as Smith or Jones.

Type:	xsd:normalizedString
Content:	simple
Defined:	locally witnin Person complexType in fpml-shared-5-6.xsd; see XML source

suspendCredit

Type:	SuspendCredit
Content:	complex, 3 attributes, 11 elements
Defined:	globally in fpml-pretrade-processes-5-6.xsd; see XML source
Used:	never

swap

A swap product definition.

Type:	Swap
Content:	complex, 1 attribute, 9 elements
Subst.Gr:	may substitute for element product
Defined:	globally in fpml-ird-5-6.xsd; see XML source
Used:	never

swapStream

The swap streams.

Type:	InterestRateStream
Content:	complex, 1 attribute, 13 elements
Defined:	locally witnin Swap complexType in fpml-ird-5-6.xsd; see XML source

swapStreamReference

Reference to the leg, where date adjustments may apply.

Type:	InterestRateStreamReference
Content:	empty, 1 attribute
Defined:	locally witnin FinalCalculationPeriodDateAdjustment complexType in fpml-ird-5-6.xsd; see XML source

telephone

A telephonic contact.

Type:	TelephoneNumber
Content:	complex, 2 elements
Defined:	locally witnin ContactInformation complexType in fpml-shared-5-6.xsd; see XML source

tenor

Type:	Period
Content:	complex, 1 attribute, 2 elements
Defined:	locally witnin CreditLimit complexType in fpml-pretrade-processes-5-6.xsd; see XML source

term (in deposit)

Specifies the term of the deposit, e.g. 5Y.

Type:	Period
Content:	complex, 1 attribute, 2 elements
Defined:	locally witnin Deposit complexType in fpml-asset-5-6.xsd; see XML source

term (in rateIndex)

Specifies the term of the simple swap, e.g. 5Y.

Type:	Period
Content:	complex, 1 attribute, 2 elements
Defined:	locally witnin RateIndex complexType in fpml-asset-5-6.xsd; see XML source

term (in simpleCreditDefaultSwap)

Specifies the term of the simple CD swap, e.g. 5Y.

Type:	Period
Content:	complex, 1 attribute, 2 elements
Defined:	locally witnin SimpleCreditDefaultSwap complexType in fpml-asset-5-6.xsd; see XML source

term (in simpleIrSwap)

Specifies the term of the simple swap, e.g. 5Y.

Type:	Period
Content:	complex, 1 attribute, 2 elements
Defined:	locally witnin SimpleIRSwap complexType in fpml-asset-5-6.xsd; see XML source

terminatingEvent (defined in Events.model group)

This may be used to describe why a trade was terminated.

Type:	TerminatingEvent
Content:	simple, 1 attribute
Defined:	locally witnin Events.model group in fpml-business-events-5-6.xsd; see XML source

terminatingEvent (in tradeReferenceInformation)

This may be used to describe why a trade was terminated.

Type:	TerminatingEvent
Content:	simple, 1 attribute
Defined:	locally witnin TradeReferenceInformation complexType in fpml-business-events-5-6.xsd; see XML source

termination

Type:	TradeNotionalChange
Content:	complex, 14 elements
Defined:	locally witnin Events.model group in fpml-business-events-5-6.xsd; see XML source

terminationDate (defined in DirectionalLeg complexType)

Specifies the termination date of this leg of the swap.

Type:	AdjustableOrRelativeDate
Content:	complex, 1 attribute, 2 elements
Defined:	locally witnin DirectionalLeg complexType in fpml-shared-5-6.xsd; see XML source

terminationDate (in calculationPeriodDates)

The last day of the term of the trade.

Type:	AdjustableDate
Content:	complex, 1 attribute, 2 elements
Defined:	locally witnin CalculationPeriodDates complexType in fpml-ird-5-6.xsd; see XML source

thresholdRate

A threshold rate.

Type:	xsd:decimal
Content:	simple
Defined:	locally witnin AutomaticExercise complexType in fpml-shared-5-6.xsd; see XML source

time (defined in OptionExpiry complexType)

Type:	xsd:time
Content:	simple
Defined:	locally witnin OptionExpiry complexType in fpml-business-events-5-6.xsd; see XML source

time (defined in QuotationCharacteristics.model group)

When the quote was observed or when a calculated value was generated.

Type:	xsd:dateTime
Content:	simple
Defined:	locally witnin QuotationCharacteristics.model group in fpml-asset-5-6.xsd; see XML source

time (in optionExpiry)

Type:	xsd:time
Content:	simple
Defined:	locally witnin OptionExpiryBase complexType in fpml-business-events-5-6.xsd; see XML source

timestamp

Other timestamps for this trade.

Type:	TradeTimestamp
Content:	complex, 2 elements
Defined:	locally witnin TradeProcessingTimestamps complexType in fpml-doc-5-6.xsd; see XML source

timestamps

Allows timing information about a trade to be recorded.

Type:	TradeProcessingTimestamps
Content:	complex, 16 elements
Defined:	locally witnin PartyTradeInformation complexType in fpml-doc-5-6.xsd; see XML source

timing

When during a day the quote is for.

Type:	QuoteTiming
Content:	simple, 1 attribute
Defined:	locally witnin QuotationCharacteristics.model group in fpml-asset-5-6.xsd; see XML source

totalSize

Type:	xsd:decimal
Content:	simple
Defined:	locally witnin OrderStatus complexType in fpml-pretrade-processes-5-6.xsd; see XML source

trade (defined in Events.model group)

Type:	Trade
Content:	complex, 1 attribute, 13 elements
Defined:	locally witnin Events.model group in fpml-business-events-5-6.xsd; see XML source

trade (defined in TradeOrTradeReference.model group)

An element that allows the full details of the trade to be used as a mechanism for identifying the trade for which the post-trade event pertains

Type:	Trade
Content:	complex, 1 attribute, 13 elements
Defined:	locally witnin TradeOrTradeReference.model group in fpml-doc-5-6.xsd; see XML source

trade (in amendment)

A fulll description of the amended trade (i.e. the trade after the amendment).

Type:	Trade
Content:	complex, 1 attribute, 13 elements
Defined:	locally witnin TradeAmendmentContent complexType in fpml-business-events-5-6.xsd; see XML source

trade (in change)

A full description of the amended trade.

Type:	Trade
Content:	complex, 1 attribute, 13 elements
Defined:	locally witnin TradeChangeContent complexType in fpml-business-events-5-6.xsd; see XML source

trade (in dataDocument)

The root element in an FpML trade document.

Type:	Trade
Content:	complex, 1 attribute, 13 elements
Defined:	locally witnin DataDocument complexType in fpml-doc-5-6.xsd; see XML source

trade (in orderStatus)

trade description.

Type:	Trade
Content:	complex, 1 attribute, 13 elements
Defined:	locally witnin OrderStatus complexType in fpml-pretrade-processes-5-6.xsd; see XML source

trade (in requestLimitCheck)

The root element in an FpML trade document.

Type:	Trade
Content:	complex, 1 attribute, 13 elements
Defined:	locally witnin RequestLimitCheck complexType in fpml-pretrade-processes-5-6.xsd; see XML source

tradeDate

The trade date.

Type:	IdentifiedDate
Content:	simple, 1 attribute
Defined:	locally witnin TradeHeader complexType in fpml-doc-5-6.xsd; see XML source

tradeHeader

The information on the trade which is not product specific, e.g. trade date.

Type:	TradeHeader
Content:	complex, 4 elements
Defined:	locally witnin Trade complexType in fpml-doc-5-6.xsd; see XML source

tradeId (defined in Portfolio complexType)

Type:	TradeId
Content:	simple, 2 attributes
Defined:	locally witnin Portfolio complexType in fpml-doc-5-6.xsd; see XML source

tradeId (defined in TradeIdentifier complexType)

Type:	TradeId
Content:	simple, 2 attributes
Defined:	locally witnin TradeIdentifier complexType in fpml-doc-5-6.xsd; see XML source

tradeId (defined in TradeIdentifier complexType)

Type:	TradeId
Content:	simple, 2 attributes
Defined:	locally witnin TradeIdentifier complexType in fpml-doc-5-6.xsd; see XML source

tradeId (in productComponentIdentifier)

Type:	TradeId
Content:	simple, 2 attributes
Defined:	locally witnin ProductComponentIdentifier complexType in fpml-doc-5-6.xsd; see XML source

tradeId (in versionedTradeId)

Type:	TradeId
Content:	simple, 2 attributes
Defined:	locally witnin VersionedTradeId complexType in fpml-doc-5-6.xsd; see XML source

tradeIdentifier (defined in EventIdentifier complexType)

Type:	TradeIdentifier
Content:	complex, 1 attribute, 6 elements
Defined:	locally witnin EventIdentifier complexType in fpml-msg-5-6.xsd; see XML source

tradeIdentifier (defined in OptionExpiry complexType)

Type:	PartyTradeIdentifier
Content:	complex, 1 attribute, 11 elements
Defined:	locally witnin OptionExpiry complexType in fpml-business-events-5-6.xsd; see XML source

tradeIdentifier (defined in OriginalRequestDetails complexType)

Type:	TradeIdentifier
Content:	complex, 1 attribute, 6 elements
Defined:	locally witnin OriginalRequestDetails complexType in fpml-pretrade-processes-5-6.xsd; see XML source

tradeIdentifier (defined in TradeChangeBase complexType)

Type:	PartyTradeIdentifier
Content:	complex, 1 attribute, 11 elements
Defined:	locally witnin TradeChangeBase complexType in fpml-business-events-5-6.xsd; see XML source

tradeIdentifier (in optionExpiry)

Type:	PartyTradeIdentifier
Content:	complex, 1 attribute, 11 elements
Defined:	locally witnin OptionExpiryBase complexType in fpml-business-events-5-6.xsd; see XML source

tradeIdentifier (in orderStatus)

Type:	TradeIdentifier
Content:	complex, 1 attribute, 6 elements
Defined:	locally witnin OrderStatus complexType in fpml-pretrade-processes-5-6.xsd; see XML source

tradeIdentifier (in tradeMaturity)

Type:	PartyTradeIdentifier
Content:	complex, 1 attribute, 11 elements
Defined:	locally witnin TradeMaturity complexType in fpml-business-events-5-6.xsd; see XML source

tradeMaturity

Type:	TradeMaturity
Content:	complex, 2 elements
Defined:	locally witnin MaturityAndExpiryEvents.model group in fpml-business-events-5-6.xsd; see XML source

trader

Identifies the person or persons who assumed the role of trader for this trade.

Type:	Trader
Content:	simple, 1 attribute
Defined:	locally witnin PartyTradeInformation complexType in fpml-doc-5-6.xsd; see XML source

tradeReference

A container since an individual trade can be referenced by two or more different partyTradeIdentifier elements - each allocated by a different party.

Type:	PartyTradeIdentifiers
Content:	complex, 1 element
Defined:	locally witnin TradeOrTradeReference.model group in fpml-doc-5-6.xsd; see XML source

tradeReferenceInformation

Information about a trade.

Type:	TradeReferenceInformation
Content:	complex, 6 elements
Defined:	locally witnin TradeReferenceInformation.model group in fpml-business-events-5-6.xsd; see XML source

tranche (in basketReferenceInformation)

This element contains CDS tranche terms.

Type:	Tranche
Content:	complex, 3 elements
Defined:	locally witnin BasketReferenceInformation complexType in fpml-cd-5-6.xsd; see XML source

tranche (in indexReferenceInformation)

This element contains CDS tranche terms.

Type:	Tranche
Content:	complex, 3 elements
Defined:	locally witnin IndexReferenceInformation complexType in fpml-cd-5-6.xsd; see XML source

tranche (in loan)

The loan tranche that is subject to the derivative transaction.

Type:	UnderlyingAssetTranche
Content:	simple, 1 attribute
Defined:	locally witnin Loan complexType in fpml-asset-5-6.xsd; see XML source

tranche (in mortgage)

The mortgage obligation tranche that is subject to the derivative transaction.

Type:	xsd:token
Content:	simple
Defined:	locally witnin Mortgage complexType in fpml-asset-5-6.xsd; see XML source

transactionCharacteristic

Allows the relevant transaction level categories or characteristics to be recorded for end-user exception determination.

Type:	TransactionCharacteristic
Content:	simple, 1 attribute
Defined:	locally witnin EndUserExceptionDeclaration complexType in fpml-doc-5-6.xsd; see XML source

transferable

A deliverable obligation characteristic.

Type:	xsd:boolean
Content:	simple
Defined:	locally witnin DeliverableObligations complexType in fpml-cd-5-6.xsd; see XML source

transferee

A pointer style reference to a party identifier defined elsewhere in the document.

Type:	PartyReference
Content:	empty, 1 attribute
Defined:	locally witnin NovationRoles.model group in fpml-business-events-5-6.xsd; see XML source

transfereeAccount

Type:	AccountReference
Content:	empty, 1 attribute
Defined:	locally witnin NovationRoles.model group in fpml-business-events-5-6.xsd; see XML source

transferor

A pointer style reference to a party identifier defined elsewhere in the document.

Type:	PartyReference
Content:	empty, 1 attribute
Defined:	locally witnin NovationRoles.model group in fpml-business-events-5-6.xsd; see XML source

transferorAccount

Type:	AccountReference
Content:	empty, 1 attribute
Defined:	locally witnin NovationRoles.model group in fpml-business-events-5-6.xsd; see XML source

treatedForecastRate

The value representing the forecast rate after applying rate treatment rules.

Type:	xsd:decimal
Content:	simple
Defined:	locally witnin RateObservation complexType in fpml-shared-5-6.xsd; see XML source

treatedRate

The observed rate after any required rate treatment is applied.

Type:	xsd:decimal
Content:	simple
Defined:	locally witnin RateObservation complexType in fpml-shared-5-6.xsd; see XML source

type (defined in ContractualTermsSupplement complexType)

Identifies the form of applicable contractual supplement.

Type:	ContractualSupplement
Content:	simple, 1 attribute
Defined:	locally witnin ContractualTermsSupplement complexType in fpml-shared-5-6.xsd; see XML source

type (defined in CreditSupportAgreement complexType)

The type of ISDA Credit Support Agreement

Type:	CreditSupportAgreementType
Content:	simple, 1 attribute
Defined:	locally witnin CreditSupportAgreement complexType in fpml-shared-5-6.xsd; see XML source

type (defined in RelatedParty complexType)

Additional definition refining the type of relationship.

Type:	PartyRoleType
Content:	simple, 1 attribute
Defined:	locally witnin RelatedParty complexType in fpml-shared-5-6.xsd; see XML source

type (in agreement)

The type of agreement executed between the parties.

Type:	AgreementType
Content:	simple, 1 attribute
Defined:	locally witnin GenericAgreement complexType in fpml-shared-5-6.xsd; see XML source

type (in approval)

The type of approval (e.g.

Type:	xsd:normalizedString
Content:	simple
Defined:	locally witnin Approval complexType in fpml-doc-5-6.xsd; see XML source

type (in corporateAction)

Type:	CorporateActionType
Content:	simple, 1 attribute
Defined:	locally witnin CorporateActionEvent complexType in fpml-business-events-5-6.xsd; see XML source

type (in spreadSchedule)

Type:	SpreadScheduleType
Content:	simple, 1 attribute
Defined:	locally witnin SpreadSchedule complexType in fpml-shared-5-6.xsd; see XML source

type (in telephone)

The type of telephone number (work, personal, mobile).

Type:	TelephoneTypeEnum
Content:	simple
Defined:	locally witnin TelephoneNumber complexType in fpml-shared-5-6.xsd; see XML source

type (in timestamp)

Type:	TimestampTypeScheme
Content:	simple, 1 attribute
Defined:	locally witnin TradeTimestamp complexType in fpml-doc-5-6.xsd; see XML source

unadjustedDate (defined in AdjustableDate.model group)

A date subject to adjustment.

Type:	IdentifiedDate
Content:	simple, 1 attribute
Defined:	locally witnin AdjustableDate.model group in fpml-shared-5-6.xsd; see XML source

unadjustedDate (defined in AdjustableDate2 complexType)

A date subject to adjustment.

Type:	IdentifiedDate
Content:	simple, 1 attribute
Defined:	locally witnin AdjustableDate2 complexType in fpml-shared-5-6.xsd; see XML source

unadjustedDate (defined in AdjustableDates complexType)

A date subject to adjustment.

Type:	IdentifiedDate
Content:	simple, 1 attribute
Defined:	locally witnin AdjustableDates complexType in fpml-shared-5-6.xsd; see XML source

unadjustedEndDate

Type:	xsd:date
Content:	simple
Defined:	locally witnin CalculationPeriod complexType in fpml-ird-5-6.xsd; see XML source

unadjustedFirstDate

The first date of a date range.

Type:	xsd:date
Content:	simple
Defined:	locally witnin DateRange complexType in fpml-shared-5-6.xsd; see XML source

unadjustedLastDate

The last date of a date range.

Type:	xsd:date
Content:	simple
Defined:	locally witnin DateRange complexType in fpml-shared-5-6.xsd; see XML source

unadjustedPaymentDate

Type:	xsd:date
Content:	simple
Defined:	locally witnin PaymentCalculationPeriod complexType in fpml-ird-5-6.xsd; see XML source

unadjustedPrincipalExchangeDate

Type:	xsd:date
Content:	simple
Defined:	locally witnin PrincipalExchange complexType in fpml-ird-5-6.xsd; see XML source

unadjustedStartDate

Type:	xsd:date
Content:	simple
Defined:	locally witnin CalculationPeriod complexType in fpml-ird-5-6.xsd; see XML source

underlyingAsset

Define the underlying asset, either a listed security or other instrument.

Type:	Asset
Content:	empty, 1 attribute
Abstract:	(may not be used directly in instance XML documents)
Subst.Gr:	may be substituted with 11 elements
Defined:	globally in fpml-asset-5-6.xsd; see XML source
Used:	at 11 locations

underlyingEquity

Specifies the equity in which the convertible bond can be converted.

Type:	EquityAsset
Content:	complex, 1 attribute, 9 elements
Defined:	locally witnin ConvertibleBond complexType in fpml-asset-5-6.xsd; see XML source

unit

Identifies the unit/division/desk etc. that executed or supports this trade

Type:	Unit
Content:	simple, 1 attribute
Defined:	locally witnin PartyTradeInformation complexType in fpml-doc-5-6.xsd; see XML source

unknownReferenceObligation

Used to indicate that the Reference obligation associated with the Credit Default Swap is currently not known.

Type:	xsd:boolean
Content:	simple
Defined:	locally witnin ReferenceInformation complexType in fpml-cd-5-6.xsd; see XML source

updatedForClearing

When the most recent correction to this trade was supplied to a clearing service for clearing.

Type:	xsd:dateTime
Content:	simple
Defined:	locally witnin TradeProcessingTimestamps complexType in fpml-doc-5-6.xsd; see XML source

updatedForConfirmation

When the most recent correction to this trade was supplied to a confirmation service or counterparty for confirmation.

Type:	xsd:dateTime
Content:	simple
Defined:	locally witnin TradeProcessingTimestamps complexType in fpml-doc-5-6.xsd; see XML source

url

Indicates where the resource can be found, as a URL that references the information on a web server accessible to the message recipient.

Type:	xsd:anyURI
Content:	simple
Defined:	locally witnin Resource complexType in fpml-shared-5-6.xsd; see XML source

validation

A list of validation sets the sender asserts the document is valid with respect to.

Type:	Validation
Content:	simple, 1 attribute
Defined:	locally witnin Validation.model group in fpml-doc-5-6.xsd; see XML source

validationRuleId

A reference identifying a rule within a validation scheme

Type:	Validation
Content:	simple, 1 attribute
Defined:	locally witnin Reason complexType in fpml-msg-5-6.xsd; see XML source

valuationDate (defined in QuotationCharacteristics.model group)

When the quote was computed.

Type:	xsd:date
Content:	simple
Defined:	locally witnin QuotationCharacteristics.model group in fpml-asset-5-6.xsd; see XML source

valuationDate (in cashSettlementTerms)

The number of business days after conditions to settlement have been satisfied when the calculation agent obtains a price quotation on the Reference Obligation for purposes of cash settlement.

Type:	ValuationDate
Content:	complex, 2 elements
Defined:	locally witnin CashSettlementTerms complexType in fpml-cd-5-6.xsd; see XML source

valuationDatesReference

A pointer style reference to the associated valuation dates component defined elsewhere in the document.

Type:	ValuationDatesReference
Content:	empty, 1 attribute
Defined:	locally witnin PaymentDates complexType in fpml-ird-5-6.xsd; see XML source

valuationMethod

The ISDA defined methodology for determining the final price of the reference obligation for purposes of cash settlement.

Type:	ValuationMethodEnum
Content:	simple
Defined:	locally witnin CashSettlementTerms complexType in fpml-cd-5-6.xsd; see XML source

valuationPostponement

Specifies how long to wait to get a quote from a settlement rate option upon a price source disruption

Type:	ValuationPostponement
Content:	complex, 1 element
Defined:	locally witnin FallbackReferencePrice complexType in fpml-ird-5-6.xsd; see XML source

valuationTime

The time of day in the specified business center when the calculation agent seeks quotations for an amount of the reference obligation for purposes of cash settlement.

Type:	BusinessCenterTime
Content:	complex, 2 elements
Defined:	locally witnin CashSettlementTerms complexType in fpml-cd-5-6.xsd; see XML source

value (defined in Quotation.model group)

The value of the the quotation.

Type:	xsd:decimal
Content:	simple
Defined:	locally witnin Quotation.model group in fpml-asset-5-6.xsd; see XML source

value (in timestamp)

Type:	xsd:dateTime
Content:	simple
Defined:	locally witnin TradeTimestamp complexType in fpml-doc-5-6.xsd; see XML source

valueDate

Adjusted value date of the future value amount.

Type:	xsd:date
Content:	simple
Defined:	locally witnin FutureValueAmount complexType in fpml-shared-5-6.xsd; see XML source

varyingNotionalCurrency

The currency of the varying notional amount, i.e. the notional amount being determined periodically based on observation of a spot currency exchange rate.

Type:	Currency
Content:	simple, 1 attribute
Defined:	locally witnin FxLinkedNotionalSchedule complexType in fpml-ird-5-6.xsd; see XML source

varyingNotionalFixingDates

The dates on which spot currency exchange rates are observed for purposes of determining the varying notional currency amount that will apply to a calculation period.

Type:	RelativeDateOffset
Content:	complex, 1 attribute, 6 elements
Defined:	locally witnin FxLinkedNotionalSchedule complexType in fpml-ird-5-6.xsd; see XML source

varyingNotionalInterimExchangePaymentDates

The dates on which interim exchanges of notional are paid.

Type:	RelativeDateOffset
Content:	complex, 1 attribute, 6 elements
Defined:	locally witnin FxLinkedNotionalSchedule complexType in fpml-ird-5-6.xsd; see XML source

velocity

Type:	Velocity
Content:	complex, 2 elements
Defined:	locally witnin LimitApplicable complexType in fpml-pretrade-processes-5-6.xsd; see XML source

verificationMethod

Used to describe how the trade was or will be verified, e.g via a confirmation facility, via private electronic service, or via written documentation.

Type:	VerificationMethod
Content:	simple, 1 attribute
Defined:	locally witnin PartyTradeInformation complexType in fpml-doc-5-6.xsd; see XML source

verificationStatusAcknowledgement

Type:	Acknowledgement
Content:	complex, 3 attributes, 9 elements
Defined:	globally in fpml-msg-5-6.xsd; see XML source
Used:	never

verificationStatusException

Type:	Exception
Content:	complex, 3 attributes, 7 elements
Defined:	globally in fpml-msg-5-6.xsd; see XML source
Used:	never

verificationStatusNotification

Type:	VerificationStatusNotification
Content:	complex, 3 attributes, 11 elements
Defined:	globally in fpml-msg-5-6.xsd; see XML source
Used:	never

version (defined in VersionHistory.model group)

The version number

Type:	xsd:nonNegativeInteger
Content:	simple
Defined:	locally witnin VersionHistory.model group in fpml-shared-5-6.xsd; see XML source

version (in agreement)

The version of the agreement.

Type:	AgreementVersion
Content:	simple, 1 attribute
Defined:	locally witnin GenericAgreement complexType in fpml-shared-5-6.xsd; see XML source

version (in implementationSpecification)

Type:	ImplementationSpecificationVersion
Content:	simple, 1 attribute
Defined:	locally witnin ImplementationSpecification complexType in fpml-msg-5-6.xsd; see XML source

versionedTradeId

A trade identifier accompanied by a version number.

Type:	VersionedTradeId
Content:	complex, 3 elements
Defined:	locally witnin TradeIdentifier complexType in fpml-doc-5-6.xsd; see XML source

WACCapInterestProvision

As specified by the ISDA Supplement for use with trades on mortgage-backed securities, "WAC Cap" means a weighted average coupon or weighted average rate cap provision (however defined in the Underlying Instruments) of the Underlying Instruments that limits, increases or decreases the interest rate or interest entitlement, as set out in the Underlying Instruments on the Effective Date without regard to any subsequent amendment The presence of the element with value set to 'true' signifies that the provision is applicable.

Type:	xsd:boolean
Content:	simple
Defined:	locally witnin FloatingAmountProvisions complexType in fpml-cd-5-6.xsd; see XML source

weeklyRollConvention

The day of the week on which a weekly reset date occurs.

Type:	WeeklyRollConventionEnum
Content:	simple
Defined:	locally witnin ResetFrequency complexType in fpml-shared-5-6.xsd; see XML source

writedown (in creditEvents)

A credit event.

Type:	xsd:boolean
Content:	simple
Defined:	locally witnin CreditEvents complexType in fpml-option-shared-5-6.xsd; see XML source

writedown (in floatingAmountEvents)

A floating rate payment event.

Type:	xsd:boolean
Content:	simple
Defined:	locally witnin FloatingAmountEvents complexType in fpml-cd-5-6.xsd; see XML source

writedownReimbursement

An Additional Fixed Payment.

Type:	xsd:boolean
Content:	simple
Defined:	locally witnin AdditionalFixedPayments complexType in fpml-cd-5-6.xsd; see XML source

zeroCouponYieldAdjustedMethod

An ISDA defined cash settlement method used for the determination of the applicable cash settlement amount.

Type:	YieldCurveMethod
Content:	complex, 2 elements
Defined:	locally witnin CashSettlement complexType in fpml-ird-5-6.xsd; see XML source

Complex Type Summary

AbstractEvent

Abstract base type for all events.

Content:	complex, 1 element
Abstract:	(cannot be assigned directly to elements used in instance XML documents)
Defined:	globally in fpml-business-events-5-6.xsd; see XML source
Includes:	definition of 1 element
Used:	at 6 locations

Account

A generic account that represents any party's account at another party.

Content:	complex, 1 attribute, 5 elements
Defined:	globally in fpml-shared-5-6.xsd; see XML source
Includes:	definitions of 1 attribute, 5 elements
Used:	at 1 location

AccountId

The data type used for account identifiers.

Content:	simple, 1 attribute
Defined:	globally in fpml-shared-5-6.xsd; see XML source
Includes:	definition of 1 attribute
Used:	at 1 location

AccountName

The data type used for the name of the account.

Content:	simple, 1 attribute
Defined:	globally in fpml-shared-5-6.xsd; see XML source
Includes:	definition of 1 attribute
Used:	at 1 location

AccountReference

Reference to an account.

Content:	empty, 1 attribute
Defined:	globally in fpml-shared-5-6.xsd; see XML source
Includes:	definition of 1 attribute
Used:	at 11 locations

AccountType

The data type used for account type.

Content:	simple, 1 attribute
Defined:	globally in fpml-shared-5-6.xsd; see XML source
Includes:	definition of 1 attribute
Used:	at 1 location

Acknowledgement

Content:	complex, 3 attributes, 9 elements
Defined:	globally in fpml-msg-5-6.xsd; see XML source
Includes:	definition of 1 element
Used:	at 2 locations

ActualPrice

Content:	complex, 3 elements
Defined:	globally in fpml-asset-5-6.xsd; see XML source
Includes:	definitions of 3 elements
Used:	never

AdditionalData

Provides extra information not represented in the model that may be useful in processing the message i.e. diagnosing the reason for failure.

Content:	complex, 5 elements
Defined:	globally in fpml-msg-5-6.xsd; see XML source
Includes:	definitions of 5 elements
Used:	at 2 locations

AdditionalEvent

Abstract base type for an extension/substitution point to customize FpML and add additional events.

Content:	complex, 1 element
Abstract:	(cannot be assigned directly to elements used in instance XML documents)
Defined:	globally in fpml-business-events-5-6.xsd; see XML source
Used:	at 1 location

AdditionalFixedPayments

Content:	complex, 3 elements
Defined:	globally in fpml-cd-5-6.xsd; see XML source
Includes:	definitions of 3 elements
Used:	at 1 location

AdditionalTerm

Content:	simple, 1 attribute
Defined:	globally in fpml-cd-5-6.xsd; see XML source
Includes:	definition of 1 attribute
Used:	at 1 location

Address

A type that represents a physical postal address.

Content:	complex, 5 elements
Defined:	globally in fpml-shared-5-6.xsd; see XML source
Includes:	definitions of 5 elements
Used:	at 2 locations

AdjustableDate

A type for defining 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.

Content:	complex, 1 attribute, 2 elements
Defined:	globally in fpml-shared-5-6.xsd; see XML source
Includes:	definition of 1 attribute
Used:	at 6 locations

AdjustableDate2

A type that is different from AdjustableDate in two regards.

Content:	complex, 1 attribute, 4 elements
Defined:	globally in fpml-shared-5-6.xsd; see XML source
Includes:	definitions of 1 attribute, 4 elements
Used:	at 2 locations

AdjustableDates

A type for defining 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 dates.

Content:	complex, 1 attribute, 2 elements
Defined:	globally in fpml-shared-5-6.xsd; see XML source
Includes:	definitions of 1 attribute, 2 elements
Used:	at 3 locations

AdjustableOrAdjustedDate

Content:	complex, 1 attribute, 2 elements
Defined:	globally in fpml-shared-5-6.xsd; see XML source
Includes:	definition of 1 attribute
Used:	at 1 location

AdjustableOrRelativeDate

A type giving the choice between defining a date as an explicit date together with applicable adjustments or as relative to some other (anchor) date.

Content:	complex, 1 attribute, 2 elements
Defined:	globally in fpml-shared-5-6.xsd; see XML source
Includes:	definitions of 1 attribute, 2 elements
Used:	at 11 locations

AdjustableOrRelativeDates

A type giving the choice between defining a series of dates as an explicit list of dates together with applicable adjustments or as relative to some other series of (anchor) dates.

Content:	complex, 1 attribute, 2 elements
Defined:	globally in fpml-shared-5-6.xsd; see XML source
Includes:	definitions of 1 attribute, 2 elements
Used:	at 4 locations

AdjustableRelativeOrPeriodicDates

Content:	complex, 1 attribute, 2 elements
Defined:	globally in fpml-shared-5-6.xsd; see XML source
Includes:	definitions of 1 attribute, 2 elements
Used:	never

AdjustedPaymentDates

Content:	complex, 2 elements
Defined:	globally in fpml-cd-5-6.xsd; see XML source
Includes:	definitions of 2 elements
Used:	at 1 location

AdjustedRelativeDateOffset

A type defining a date (referred to as the derived date) as a relative offset from another date (referred to as the anchor date) plus optional date adjustments.

Content:	complex, 1 attribute, 7 elements
Defined:	globally in fpml-shared-5-6.xsd; see XML source
Includes:	definition of 1 element
Used:	at 1 location

AgreementType

Content:	simple, 1 attribute
Defined:	globally in fpml-shared-5-6.xsd; see XML source
Includes:	definition of 1 attribute
Used:	at 1 location

AgreementVersion

Content:	simple, 1 attribute
Defined:	globally in fpml-shared-5-6.xsd; see XML source
Includes:	definition of 1 attribute
Used:	at 1 location

Allocation

Content:	complex, 10 elements
Defined:	globally in fpml-doc-5-6.xsd; see XML source
Includes:	definitions of 3 elements
Used:	at 1 location

AllocationReportingStatus

Code that describes what type of allocation applies to the trade.

Content:	simple, 1 attribute
Defined:	globally in fpml-doc-5-6.xsd; see XML source
Includes:	definition of 1 attribute
Used:	at 1 location

Allocations

Content:	complex, 1 element
Defined:	globally in fpml-doc-5-6.xsd; see XML source
Includes:	definition of 1 element
Used:	at 1 location

AmericanExercise

A type 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.

Content:	complex, 1 attribute, 8 elements
Defined:	globally in fpml-shared-5-6.xsd; see XML source
Includes:	definitions of 8 elements
Used:	at 1 location

AmountReference

Specifies a reference to a monetary amount.

Content:	empty, 1 attribute
Defined:	globally in fpml-shared-5-6.xsd; see XML source
Includes:	definition of 1 attribute
Used:	at 1 location

AmountSchedule

A type defining a currency amount or a currency amount schedule.

Content:	complex, 1 attribute, 3 elements
Defined:	globally in fpml-shared-5-6.xsd; see XML source
Includes:	definition of 1 element
Used:	at 1 location

Approval

A specific approval state in the workflow.

Content:	complex, 3 elements
Defined:	globally in fpml-doc-5-6.xsd; see XML source
Includes:	definitions of 3 elements
Used:	at 1 location

ApprovalId

Content:	simple, 1 attribute
Defined:	globally in fpml-pretrade-processes-5-6.xsd; see XML source
Includes:	definition of 1 attribute
Used:	at 1 location

Approvals

Content:	complex, 1 element
Defined:	globally in fpml-doc-5-6.xsd; see XML source
Includes:	definition of 1 element
Used:	at 1 location

Asset

Abstract base class for all underlying assets.

Content:	empty, 1 attribute
Abstract:	(cannot be assigned directly to elements used in instance XML documents)
Defined:	globally in fpml-asset-5-6.xsd; see XML source
Includes:	definition of 1 attribute
Used:	at 4 locations

AssetClass

Content:	simple, 1 attribute
Defined:	globally in fpml-shared-5-6.xsd; see XML source
Includes:	definition of 1 attribute
Used:	at 1 location

AssetMeasureType

A scheme identifying the types of measures that can be used to describe an asset.

Content:	simple, 1 attribute
Defined:	globally in fpml-asset-5-6.xsd; see XML source
Includes:	definition of 1 attribute
Used:	at 1 location

AssetPool

Characterise the asset pool behind an asset backed bond.

Content:	complex, 4 elements
Defined:	globally in fpml-asset-5-6.xsd; see XML source
Includes:	definitions of 2 elements
Used:	at 1 location

AutomaticExercise

A type to define automatic exercise of a swaption.

Content:	complex, 1 element
Defined:	globally in fpml-shared-5-6.xsd; see XML source
Includes:	definition of 1 element
Used:	never

AverageDailyTradingVolumeLimit

To indicate the limitation percentage and limitation period.

Content:	complex, 2 elements
Defined:	globally in fpml-shared-5-6.xsd; see XML source
Includes:	definitions of 2 elements
Used:	never

BasicQuotation

Some kind of numerical measure about an asset, eg. its NPV, together with characteristics of that measure.

Content:	complex, 1 attribute, 15 elements
Defined:	globally in fpml-asset-5-6.xsd; see XML source
Includes:	definition of 1 attribute
Used:	at 2 locations

BasketChangeEvent

A structure indicating that the basket underlyer of the trade has changed due to client trading activity

Content:	complex, 1 element
Defined:	globally in fpml-business-events-5-6.xsd; see XML source
Used:	at 1 location

BasketId

Content:	simple, 1 attribute
Defined:	globally in fpml-asset-5-6.xsd; see XML source
Includes:	definition of 1 attribute
Used:	at 1 location

BasketName

Content:	simple, 1 attribute
Defined:	globally in fpml-asset-5-6.xsd; see XML source
Includes:	definition of 1 attribute
Used:	at 1 location

BasketReferenceInformation

CDS Basket Reference Information

Content:	complex, 6 elements
Defined:	globally in fpml-cd-5-6.xsd; see XML source
Includes:	definitions of 4 elements
Used:	at 1 location

Beneficiary

A type defining the beneficiary of the funds.

Content:	complex, 4 elements
Defined:	globally in fpml-shared-5-6.xsd; see XML source
Includes:	definition of 1 element
Used:	at 2 locations

BermudaExercise

A type defining the Bermuda option exercise dates and the expiration date together with any rules govenerning the notional amount of the underlying which can be exercised on any given exercise date and any associated exercise fee.

Content:	complex, 1 attribute, 7 elements
Defined:	globally in fpml-shared-5-6.xsd; see XML source
Includes:	definitions of 7 elements
Used:	at 1 location

Bond

An exchange traded bond.

Content:	complex, 1 attribute, 16 elements
Defined:	globally in fpml-asset-5-6.xsd; see XML source
Includes:	definitions of 2 elements
Used:	at 2 locations

BondReference

For use with pre-trade Credit Limit Check messages.

Content:	complex, 3 elements
Defined:	globally in fpml-ird-5-6.xsd; see XML source
Includes:	definitions of 3 elements
Used:	at 1 location

BrokerConfirmation

Identifies the market sector in which the trade has been arranged.

Content:	complex, 1 element
Defined:	globally in fpml-shared-5-6.xsd; see XML source
Includes:	definition of 1 element
Used:	at 1 location

BrokerConfirmationType

Identifies the market sector in which the trade has been arranged.

Content:	simple, 1 attribute
Defined:	globally in fpml-shared-5-6.xsd; see XML source
Includes:	definition of 1 attribute
Used:	at 1 location

BusinessCenter

A code identifying a business day calendar location.

Content:	simple, 2 attributes
Defined:	globally in fpml-shared-5-6.xsd; see XML source
Includes:	definitions of 2 attributes
Used:	at 6 locations

BusinessCenters

A type for defining business day calendar used in determining whether a day is a business day or not.

Content:	complex, 1 attribute, 1 element
Defined:	globally in fpml-shared-5-6.xsd; see XML source
Includes:	definitions of 1 attribute, 1 element
Used:	at 1 location

BusinessCenterTime

A type for defining a time with respect to a business day calendar location.

Content:	complex, 2 elements
Defined:	globally in fpml-shared-5-6.xsd; see XML source
Includes:	definitions of 2 elements
Used:	at 12 locations

BusinessDateRange

A type defining a range of contiguous business days by defining an unadjusted first date, an unadjusted last date and a business day convention and business centers for adjusting the first and last dates if they would otherwise fall on a non business day in the specified business centers.

Content:	complex, 4 elements
Defined:	globally in fpml-shared-5-6.xsd; see XML source
Includes:	definition of 1 element
Used:	at 1 location

BusinessDayAdjustments

A type defining the business day convention and financial business centers used for adjusting any relevant date if it would otherwise fall on a day that is not a business day in the specified business centers.

Content:	complex, 1 attribute, 2 elements
Defined:	globally in fpml-shared-5-6.xsd; see XML source
Includes:	definitions of 1 attribute, 1 element
Used:	at 9 locations

BusinessDayAdjustmentsReference

Reference to a business day adjustments structure.

Content:	empty, 1 attribute
Defined:	globally in fpml-shared-5-6.xsd; see XML source
Includes:	definition of 1 attribute
Used:	at 1 location

BusinessEventIdentifier

A type defining an event identifier issued by the indicated party.

Content:	complex, 1 attribute, 3 elements
Defined:	globally in fpml-business-events-5-6.xsd; see XML source
Includes:	definitions of 1 attribute, 1 element
Used:	at 2 locations

BusinessProcess

A type that can be used to identify the type of business process in a request.

Content:	simple, 1 attribute
Defined:	globally in fpml-msg-5-6.xsd; see XML source
Includes:	definition of 1 attribute
Used:	at 1 location

BusinessUnit

A type that represents information about a unit within an organization.

Content:	complex, 1 attribute, 4 elements
Defined:	globally in fpml-shared-5-6.xsd; see XML source
Includes:	definitions of 1 attribute, 4 elements
Used:	at 1 location

BusinessUnitReference

Reference to an organizational unit.

Content:	empty, 1 attribute
Defined:	globally in fpml-shared-5-6.xsd; see XML source
Includes:	definition of 1 attribute
Used:	at 2 locations

BusinessUnitRole

A type describing a role played by a unit in one or more transactions.

Content:	simple, 1 attribute
Defined:	globally in fpml-shared-5-6.xsd; see XML source
Includes:	definition of 1 attribute
Used:	at 1 location

Calculation

A type definining the parameters used in the calculation of fixed or floating calculation period amounts.

Content:	complex, 8 elements
Defined:	globally in fpml-ird-5-6.xsd; see XML source
Includes:	definitions of 8 elements
Used:	at 1 location

CalculationAgent

A type defining the ISDA calculation agent responsible for performing duties as defined in the applicable product definitions.

Content:	complex, 1 element
Defined:	globally in fpml-shared-5-6.xsd; see XML source
Includes:	definition of 1 element
Used:	at 4 locations

CalculationAmount

Content:	complex, 1 attribute, 3 elements
Defined:	globally in fpml-cd-5-6.xsd; see XML source
Includes:	definition of 1 element
Used:	at 1 location

CalculationPeriod

A type defining the parameters used in the calculation of a fixed or floating rate calculation period amount.

Content:	complex, 1 attribute, 12 elements
Defined:	globally in fpml-ird-5-6.xsd; see XML source
Includes:	definitions of 1 attribute, 12 elements
Used:	at 1 location

CalculationPeriodAmount

A type defining the parameters used in the calculation of fixed or floating rate calculation period amounts or for specifying a known calculation period amount or known amount schedule.

Content:	complex, 1 element
Defined:	globally in fpml-ird-5-6.xsd; see XML source
Includes:	definition of 1 element
Used:	at 1 location

CalculationPeriodDates

A type defining the parameters used to generate the calculation period dates schedule, including the specification of any initial or final stub calculation periods.

Content:	complex, 1 attribute, 11 elements
Defined:	globally in fpml-ird-5-6.xsd; see XML source
Includes:	definitions of 1 attribute, 11 elements
Used:	at 1 location

CalculationPeriodDatesReference

Reference to a calculation period dates component.

Content:	empty, 1 attribute
Defined:	globally in fpml-ird-5-6.xsd; see XML source
Includes:	definition of 1 attribute
Used:	at 5 locations

CalculationPeriodFrequency

A type defining the frequency at which calculation period end dates occur within the regular part of the calculation period schedule and thier roll date convention.

Content:	complex, 1 attribute, 3 elements
Defined:	globally in fpml-shared-5-6.xsd; see XML source
Includes:	definition of 1 element
Used:	at 2 locations

CancelableProvision

For use with pretrade Credit Limit Check messages.

Content:	complex, 10 elements
Defined:	globally in fpml-ird-5-6.xsd; see XML source
Includes:	definitions of 6 elements
Used:	at 1 location

CancelableProvisionAdjustedDates

For use with pretrade Credit Limit Check messages.

Content:	complex, 1 element
Defined:	globally in fpml-ird-5-6.xsd; see XML source
Includes:	definition of 1 element
Used:	at 1 location

CancellationEvent

The adjusted dates for a specific cancellation date, including the adjusted exercise date and adjusted termination date.

Content:	complex, 1 attribute, 2 elements
Defined:	globally in fpml-ird-5-6.xsd; see XML source
Includes:	definitions of 1 attribute, 2 elements
Used:	at 1 location

Cash

Content:	complex, 1 attribute, 3 elements
Defined:	globally in fpml-asset-5-6.xsd; see XML source
Includes:	definitions of 3 elements
Used:	at 1 location

CashflowId

An identifier used to identify a single component cashflow.

Content:	simple, 1 attribute
Defined:	globally in fpml-shared-5-6.xsd; see XML source
Includes:	definition of 1 attribute
Used:	at 1 location

Cashflows

A type defining the cashflow representation of a swap trade.

Content:	complex, 3 elements
Defined:	globally in fpml-ird-5-6.xsd; see XML source
Includes:	definitions of 3 elements
Used:	at 1 location

CashflowType

A coding scheme used to describe the type or purpose of a cash flow or cash flow component.

Content:	simple, 1 attribute
Defined:	globally in fpml-shared-5-6.xsd; see XML source
Includes:	definition of 1 attribute
Used:	at 2 locations

CashPriceMethod

A type defining the parameters necessary for each of the ISDA cash price methods for cash settlement.

Content:	complex, 3 elements
Defined:	globally in fpml-ird-5-6.xsd; see XML source
Includes:	definitions of 3 elements
Used:	at 2 locations

CashSettlement

A type to define the cash settlement terms for a product where cash settlement is applicable.

Content:	complex, 1 attribute, 10 elements
Defined:	globally in fpml-ird-5-6.xsd; see XML source
Includes:	definitions of 1 attribute, 10 elements
Used:	at 2 locations

CashSettlementPaymentDate

A type defining the cash settlement payment date(s) as either a set of explicit dates, together with applicable adjustments, or as a date relative to some other (anchor) date, or as any date in a range of contiguous business days.

Content:	complex, 1 attribute, 3 elements
Defined:	globally in fpml-ird-5-6.xsd; see XML source
Includes:	definitions of 1 attribute, 3 elements
Used:	at 1 location

CashSettlementReferenceBanks

A type defining the list of reference institutions polled for relevant rates or prices when determining the cash settlement amount for a product where cash settlement is applicable.

Content:	complex, 1 attribute, 1 element
Defined:	globally in fpml-shared-5-6.xsd; see XML source
Includes:	definitions of 1 attribute, 1 element
Used:	at 3 locations

CashSettlementTerms

Content:	complex, 1 attribute, 13 elements
Defined:	globally in fpml-cd-5-6.xsd; see XML source
Includes:	definitions of 10 elements
Used:	at 1 location

ChangeEvent

Abstract base type for non-negotiated trade change descriptions

Content:	complex, 1 element
Abstract:	(cannot be assigned directly to elements used in instance XML documents)
Defined:	globally in fpml-business-events-5-6.xsd; see XML source
Used:	at 4 locations

ClearanceSystem

Unless otherwise specified, the principal clearance system customarily used for settling trades in the relevant underlying.

Content:	simple, 1 attribute
Defined:	globally in fpml-shared-5-6.xsd; see XML source
Includes:	definition of 1 attribute
Used:	at 1 location

ClearingEligibility

Content:	complex, 3 attributes, 20 elements
Defined:	globally in fpml-clearing-processes-5-6.xsd; see XML source
Includes:	definitions of 3 elements
Used:	at 1 location

ClearingRequirements

Content:	complex, 3 elements
Defined:	globally in fpml-clearing-processes-5-6.xsd; see XML source
Includes:	definitions of 3 elements
Used:	at 1 location

ClearingStatusValue

The current status value of a clearing request.

Content:	simple, 1 attribute
Defined:	globally in fpml-doc-5-6.xsd; see XML source
Includes:	definition of 1 attribute
Used:	at 1 location

Collateral

A type for defining the obligations of the counterparty subject to credit support requirements.

Content:	complex, 1 element
Defined:	globally in fpml-shared-5-6.xsd; see XML source
Includes:	definition of 1 element
Used:	at 2 locations

CollateralizationType

Code that describes what type of collateral is posted by a party to a transaction.

Content:	simple, 1 attribute
Defined:	globally in fpml-doc-5-6.xsd; see XML source
Includes:	definition of 1 attribute
Used:	at 1 location

CommodityBase

Content:	simple, 1 attribute
Defined:	globally in fpml-asset-5-6.xsd; see XML source
Includes:	definition of 1 attribute
Used:	never

CommodityDetails

Content:	simple, 1 attribute
Defined:	globally in fpml-asset-5-6.xsd; see XML source
Includes:	definition of 1 attribute
Used:	never

CommodityInformationProvider

The publication in which the rate, price, index or factor is to be found.

Content:	simple, 1 attribute
Defined:	globally in fpml-asset-5-6.xsd; see XML source
Includes:	definition of 1 attribute
Used:	at 1 location

CommodityInformationSource

A type defining the source of a commodity rate, price or index or of a market rate or of a conversion factor (e.g. a fx conversion factor).

Content:	complex, 3 elements
Defined:	globally in fpml-asset-5-6.xsd; see XML source
Includes:	definitions of 3 elements
Used:	never

CompressionActivity

A type that shows how multiple trades have been combined into a result.

Content:	complex, 5 elements
Defined:	globally in fpml-business-events-5-6.xsd; see XML source
Includes:	definitions of 5 elements
Used:	never

CompressionType

A type that identifies the type of trade amalgamation, for example netting or portfolio compression.

Content:	simple, 1 attribute
Defined:	globally in fpml-business-events-5-6.xsd; see XML source
Includes:	definition of 1 attribute
Used:	at 1 location

ConfirmationMethod

A type used to represent the type of mechanism that can be used to confirm a trade.

Content:	simple, 1 attribute
Defined:	globally in fpml-doc-5-6.xsd; see XML source
Includes:	definition of 1 attribute
Used:	at 1 location

ConstituentWeight

A type describing the weight of each of the underlyer constituent within the basket, either in absolute or relative terms.

Content:	complex, 3 elements
Defined:	globally in fpml-asset-5-6.xsd; see XML source
Includes:	definitions of 3 elements
Used:	at 1 location

ContactInformation

A type that represents how to contact an individual or organization.

Content:	complex, 3 elements
Defined:	globally in fpml-shared-5-6.xsd; see XML source
Includes:	definitions of 3 elements
Used:	at 3 locations

ContractId

A contact id identifier allocated by a party.

Content:	simple, 2 attributes
Defined:	globally in fpml-doc-5-6.xsd; see XML source
Includes:	definitions of 2 attributes
Used:	at 1 location

ContractualDefinitions

The definitions, such as those published by ISDA, that will define the terms of the trade.

Content:	simple, 1 attribute
Defined:	globally in fpml-shared-5-6.xsd; see XML source
Includes:	definition of 1 attribute
Used:	at 2 locations

ContractualMatrix

Content:	complex, 3 elements
Defined:	globally in fpml-shared-5-6.xsd; see XML source
Includes:	definitions of 3 elements
Used:	at 1 location

ContractualSupplement

A contractual supplement (such as those published by ISDA) that will apply to the trade.

Content:	simple, 1 attribute
Defined:	globally in fpml-shared-5-6.xsd; see XML source
Includes:	definition of 1 attribute
Used:	at 1 location

ContractualTermsSupplement

A contractual supplement (such as those published by ISDA) and its publication date that will apply to the trade.

Content:	complex, 2 elements
Defined:	globally in fpml-shared-5-6.xsd; see XML source
Includes:	definitions of 2 elements
Used:	at 2 locations

ConvertibleBond

Content:	complex, 1 attribute, 18 elements
Defined:	globally in fpml-asset-5-6.xsd; see XML source
Includes:	definitions of 2 elements
Used:	at 1 location

CorporateActionEvent

A structure indicating that a trade has changed due to a corporate action

Content:	complex, 2 elements
Defined:	globally in fpml-business-events-5-6.xsd; see XML source
Includes:	definition of 1 element
Used:	at 1 location

CorporateActionType

A type that describes what type of corporate action occurred.

Content:	simple, 1 attribute
Defined:	globally in fpml-business-events-5-6.xsd; see XML source
Includes:	definition of 1 attribute
Used:	at 1 location

CorrectableRequestMessage

A type defining the content model for a request message that can be subsequently corrected or retracted.

Content:	complex, 3 attributes, 7 elements
Defined:	globally in fpml-msg-5-6.xsd; see XML source
Includes:	definition of 1 element
Used:	at 2 locations

CorrelationId

A type defining a correlation identifier and qualifying scheme

Content:	simple, 1 attribute
Defined:	globally in fpml-msg-5-6.xsd; see XML source
Includes:	definition of 1 attribute
Used:	at 2 locations

CorrespondentInformation

A type that describes the information to identify a 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.

Content:	complex, 4 elements
Defined:	globally in fpml-shared-5-6.xsd; see XML source
Includes:	definition of 1 element
Used:	at 1 location

CountryCode

The code representation of a country or an area of special sovereignty.

Content:	simple, 1 attribute
Defined:	globally in fpml-shared-5-6.xsd; see XML source
Includes:	definition of 1 attribute
Used:	at 4 locations

CouponType

Defines a scheme of values for specifiying if the bond has a variable coupon, step-up/down coupon or a zero-coupon.

Content:	simple, 1 attribute
Defined:	globally in fpml-asset-5-6.xsd; see XML source
Includes:	definition of 1 attribute
Used:	at 1 location

CreditApprovalModel

Content:	simple, 1 attribute
Defined:	globally in fpml-pretrade-processes-5-6.xsd; see XML source
Includes:	definition of 1 attribute
Used:	at 2 locations

CreditDefaultSwap

Content:	complex, 1 attribute, 8 elements
Defined:	globally in fpml-cd-5-6.xsd; see XML source
Includes:	definitions of 5 elements
Used:	at 1 location

CreditDerivativesNotices

Content:	complex, 3 elements
Defined:	globally in fpml-doc-5-6.xsd; see XML source
Includes:	definitions of 3 elements
Used:	at 1 location

CreditDocument

A credit arrangement used in support of swaps trading.

Content:	simple, 1 attribute
Defined:	globally in fpml-doc-5-6.xsd; see XML source
Includes:	definition of 1 attribute
Used:	at 1 location

CreditEventNotice

Content:	complex, 3 elements
Defined:	globally in fpml-option-shared-5-6.xsd; see XML source
Includes:	definitions of 3 elements
Used:	at 1 location

CreditEvents

Content:	complex, 1 attribute, 14 elements
Defined:	globally in fpml-option-shared-5-6.xsd; see XML source
Includes:	definitions of 1 attribute, 14 elements
Used:	at 1 location

CreditLimit

Content:	complex, 8 elements
Defined:	globally in fpml-pretrade-processes-5-6.xsd; see XML source
Includes:	definitions of 5 elements
Used:	at 2 locations

CreditLimitCheckReason

Content:	complex, 3 elements
Defined:	globally in fpml-pretrade-processes-5-6.xsd; see XML source
Includes:	definitions of 3 elements
Used:	at 5 locations

CreditLimitCheckReasonCode

Content:	simple, 1 attribute
Defined:	globally in fpml-pretrade-processes-5-6.xsd; see XML source
Includes:	definition of 1 attribute
Used:	at 1 location

CreditLimitExtended

Content:	complex, 10 elements
Defined:	globally in fpml-pretrade-processes-5-6.xsd; see XML source
Includes:	definitions of 2 elements
Used:	at 1 location

CreditLimitInformation

Content:	complex, 3 elements
Defined:	globally in fpml-pretrade-processes-5-6.xsd; see XML source
Includes:	definitions of 3 elements
Used:	at 1 location

CreditLimitInformationExtended

Content:	complex, 3 elements
Defined:	globally in fpml-pretrade-processes-5-6.xsd; see XML source
Includes:	definitions of 3 elements
Used:	at 2 locations

CreditLimitReference

Content:	complex, 2 elements
Defined:	globally in fpml-pretrade-processes-5-6.xsd; see XML source
Includes:	definitions of 2 elements
Used:	at 3 locations

CreditLimitReport

Content:	complex, 3 attributes, 9 elements
Defined:	globally in fpml-pretrade-processes-5-6.xsd; see XML source
Includes:	definition of 1 element
Used:	at 1 location

CreditLimitResponse

Content:	complex, 3 attributes, 8 elements
Defined:	globally in fpml-pretrade-processes-5-6.xsd; see XML source
Includes:	definitions of 2 elements
Used:	at 1 location

CreditRating

A party's credit rating.

Content:	simple, 1 attribute
Defined:	globally in fpml-shared-5-6.xsd; see XML source
Includes:	definition of 1 attribute
Used:	at 1 location

CreditRiskLimit

Content:	complex, 11 elements
Defined:	globally in fpml-pretrade-processes-5-6.xsd; see XML source
Includes:	definitions of 11 elements
Used:	at 1 location

CreditRiskLimitRefused

Content:	complex, 5 elements
Defined:	globally in fpml-pretrade-processes-5-6.xsd; see XML source
Includes:	definitions of 5 elements
Used:	at 1 location

CreditSeniority

The repayment precedence of a debt instrument.

Content:	simple, 1 attribute
Defined:	globally in fpml-shared-5-6.xsd; see XML source
Includes:	definition of 1 attribute
Used:	at 1 location

CreditSupportAgreement

The agreement executed between the parties and intended to govern collateral arrangement for all OTC derivatives transactions between those parties.

Content:	complex, 3 elements
Defined:	globally in fpml-shared-5-6.xsd; see XML source
Includes:	definitions of 3 elements
Used:	at 2 locations

CreditSupportAgreementIdentifier

Content:	simple, 1 attribute
Defined:	globally in fpml-shared-5-6.xsd; see XML source
Includes:	definition of 1 attribute
Used:	at 1 location

CreditSupportAgreementType

Content:	simple, 1 attribute
Defined:	globally in fpml-shared-5-6.xsd; see XML source
Includes:	definition of 1 attribute
Used:	at 1 location

CrossCurrencyMethod

Content:	complex, 3 elements
Defined:	globally in fpml-ird-5-6.xsd; see XML source
Includes:	definitions of 3 elements
Used:	at 1 location

Currency

The code representation of a currency or fund.

Content:	simple, 1 attribute
Defined:	globally in fpml-shared-5-6.xsd; see XML source
Includes:	definition of 1 attribute
Used:	at 19 locations

DataDocument

A type defining a content model that is backwards compatible with older FpML releases and which can be used to contain sets of data without expressing any processing intention.

Content:	complex, 3 attributes, 7 elements
Defined:	globally in fpml-doc-5-6.xsd; see XML source
Includes:	definitions of 4 elements
Used:	at 1 location

DateOffset

A type defining an offset used in calculating a date when this date is defined in reference to another date through a date offset.

Content:	complex, 1 attribute, 4 elements
Defined:	globally in fpml-shared-5-6.xsd; see XML source
Includes:	definition of 1 element
Used:	at 1 location

DateRange

A type defining a contiguous series of calendar dates.

Content:	complex, 2 elements
Defined:	globally in fpml-shared-5-6.xsd; see XML source
Includes:	definitions of 2 elements
Used:	at 2 locations

DateReference

Reference to an identified date or a complex date structure.

Content:	empty, 1 attribute
Defined:	globally in fpml-shared-5-6.xsd; see XML source
Includes:	definition of 1 attribute
Used:	at 2 locations

DateRelativeToCalculationPeriodDates

A type to provide the ability to point to multiple payment nodes in the document through the unbounded paymentDatesReference.

Content:	complex, 1 element
Defined:	globally in fpml-ird-5-6.xsd; see XML source
Includes:	definition of 1 element
Used:	at 1 location

DateRelativeToPaymentDates

A type to provide the ability to point to multiple payment nodes in the document through the unbounded paymentDatesReference.

Content:	complex, 1 element
Defined:	globally in fpml-ird-5-6.xsd; see XML source
Includes:	definition of 1 element
Used:	at 1 location

DayCountFraction

The specification for how the number of days between two dates is calculated for purposes of calculation of a fixed or floating payment amount and the basis for how many days are assumed to be in a year.

Content:	simple, 1 attribute
Defined:	globally in fpml-shared-5-6.xsd; see XML source
Includes:	definition of 1 attribute
Used:	at 8 locations

DeclearReason

A type that describes why a trade was removed from clearing.

Content:	simple, 1 attribute
Defined:	globally in fpml-business-events-5-6.xsd; see XML source
Includes:	definition of 1 attribute
Used:	never

DeliverableObligations

Content:	complex, 23 elements
Defined:	globally in fpml-cd-5-6.xsd; see XML source
Includes:	definitions of 23 elements
Used:	at 1 location

DeliveryNearby

A type defines nearest Delivery Date of the underlying Commodity of expiration of the futures contract.

Content:	complex, 1 attribute, 2 elements
Defined:	globally in fpml-asset-5-6.xsd; see XML source
Includes:	definitions of 1 attribute, 2 elements
Used:	never

Deposit

Content:	complex, 1 attribute, 9 elements
Defined:	globally in fpml-asset-5-6.xsd; see XML source
Includes:	definitions of 3 elements
Used:	at 1 location

DeterminationMethod

Coding scheme that specifies the method according to which an amount or a date is determined.

Content:	simple, 2 attributes
Defined:	globally in fpml-shared-5-6.xsd; see XML source
Includes:	definitions of 2 attributes
Used:	never

DirectionalLeg

An abstract base class for all directional leg types with effective date, termination date, where a payer makes a stream of payments of greater than zero value to a receiver.

Content:	complex, 1 attribute, 7 elements
Abstract:	(cannot be assigned directly to elements used in instance XML documents)
Defined:	globally in fpml-shared-5-6.xsd; see XML source
Includes:	definitions of 3 elements
Used:	never

Discounting

For Credit Limit Check messages.

Content:	complex, 3 elements
Defined:	globally in fpml-ird-5-6.xsd; see XML source
Includes:	definition of 1 element
Used:	at 1 location

DividendPayout

A type describing the dividend payout ratio associated with an equity underlyer.

Content:	complex, 5 elements
Defined:	globally in fpml-asset-5-6.xsd; see XML source
Includes:	definitions of 5 elements
Used:	never

Document

The abstract base type from which all FpML compliant messages and documents must be derived.

Content:	empty, 3 attributes
Abstract:	(cannot be assigned directly to elements used in instance XML documents)
Defined:	globally in fpml-doc-5-6.xsd; see XML source
Used:	at 2 locations

Documentation

An entity for defining the definitions that govern the document and should include the year and type of definitions referenced, along with any relevant documentation (such as master agreement) and the date it was signed.

Content:	complex, 8 elements
Defined:	globally in fpml-shared-5-6.xsd; see XML source
Includes:	definitions of 8 elements
Used:	at 1 location

EarlyTerminationEvent

A type to define the adjusted dates associated with an early termination provision.

Content:	complex, 1 attribute, 5 elements
Defined:	globally in fpml-ird-5-6.xsd; see XML source
Includes:	definitions of 1 attribute, 5 elements
Used:	at 1 location

EarlyTerminationProvision

For Credit Limit Check messages.

Content:	complex, 1 attribute, 4 elements
Defined:	globally in fpml-ird-5-6.xsd; see XML source
Includes:	definition of 1 attribute
Used:	at 1 location

Empty

A special type meant to be used for elements with no content and no attributes.

Content:	empty
Defined:	globally in fpml-shared-5-6.xsd; see XML source
Used:	at 4 locations

EndUserExceptionDeclaration

Records supporting information justifying an end user exception under 17 CFR part 39.

Content:	complex, 4 elements
Defined:	globally in fpml-doc-5-6.xsd; see XML source
Includes:	definitions of 4 elements
Used:	at 1 location

EntityClassification

A type describing the entity of a party, for example Financial, NonFinancial etc.

Content:	simple, 1 attribute
Defined:	globally in fpml-doc-5-6.xsd; see XML source
Includes:	definition of 1 attribute
Used:	at 1 location

EntityId

A legal entity identifier (e.g.

Content:	simple, 1 attribute
Defined:	globally in fpml-shared-5-6.xsd; see XML source
Includes:	definition of 1 attribute
Used:	at 1 location

EntityName

The name of the reference entity.

Content:	simple, 1 attribute
Defined:	globally in fpml-shared-5-6.xsd; see XML source
Includes:	definition of 1 attribute
Used:	at 1 location

EntityType

Defines a coding scheme of the entity types defined in the ISDA First to Default documentation.

Content:	simple, 1 attribute
Defined:	globally in fpml-cd-5-6.xsd; see XML source
Includes:	definition of 1 attribute
Used:	at 1 location

EquityAsset

An exchange traded equity asset.

Content:	complex, 1 attribute, 9 elements
Defined:	globally in fpml-asset-5-6.xsd; see XML source
Used:	at 2 locations

EuropeanExercise

A type defining the exercise period for a European 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.

Content:	complex, 1 attribute, 6 elements
Defined:	globally in fpml-shared-5-6.xsd; see XML source
Includes:	definitions of 6 elements
Used:	at 1 location

EventId

A post-trade event reference identifier allocated by a party.

Content:	simple, 2 attributes
Defined:	globally in fpml-business-events-5-6.xsd; see XML source
Includes:	definitions of 2 attributes
Used:	at 1 location

EventIdentifier

Identification of a business event, for example through its correlation id or a business identifier.

Content:	complex, 3 elements
Defined:	globally in fpml-msg-5-6.xsd; see XML source
Includes:	definition of 1 element
Used:	at 2 locations

EventStatus

A coding scheme used to describe the matching/confirmation status of a trade, post-trade event, position, or cash flows.

Content:	simple, 1 attribute
Defined:	globally in fpml-msg-5-6.xsd; see XML source
Includes:	definition of 1 attribute
Used:	at 1 location

EventStatusItem

A type used in event status enquiry messages which relates an event identifier to its current status value.

Content:	complex, 2 elements
Defined:	globally in fpml-msg-5-6.xsd; see XML source
Includes:	definitions of 2 elements
Used:	at 1 location

EventStatusResponse

A type defining the content model for a message normally generated in response to a requestEventStatus request.

Content:	complex, 3 attributes, 9 elements
Defined:	globally in fpml-msg-5-6.xsd; see XML source
Includes:	definition of 1 element
Used:	at 1 location

EventType

Content:	simple, 1 attribute
Defined:	globally in fpml-business-events-5-6.xsd; see XML source
Includes:	definition of 1 attribute
Used:	at 1 location

Exception

A type defining the basic content for a message sent to inform another system that some exception has been detected.

Content:	complex, 3 attributes, 7 elements
Defined:	globally in fpml-msg-5-6.xsd; see XML source
Includes:	definition of 1 element
Used:	at 6 locations

ExceptionMessageHeader

A type defining the content model for an exception message header.

Content:	complex, 10 elements
Defined:	globally in fpml-msg-5-6.xsd; see XML source
Includes:	definition of 1 element
Used:	at 1 location

ExchangeId

A short form unique identifier for an exchange.

Content:	simple, 1 attribute
Defined:	globally in fpml-shared-5-6.xsd; see XML source
Includes:	definition of 1 attribute
Used:	at 6 locations

ExchangeTraded

An abstract base class for all exchange traded financial products.

Content:	complex, 1 attribute, 9 elements
Abstract:	(cannot be assigned directly to elements used in instance XML documents)
Defined:	globally in fpml-asset-5-6.xsd; see XML source
Used:	at 4 locations

ExchangeTradedCalculatedPrice

Abstract base class for all exchange traded financial products with a price which is calculated from exchange traded constituents.

Content:	complex, 1 attribute, 10 elements
Abstract:	(cannot be assigned directly to elements used in instance XML documents)
Defined:	globally in fpml-asset-5-6.xsd; see XML source
Includes:	definition of 1 element
Used:	at 2 locations

ExchangeTradedContract

An exchange traded derivative contract.

Content:	complex, 1 attribute, 12 elements
Defined:	globally in fpml-asset-5-6.xsd; see XML source
Includes:	definitions of 3 elements
Used:	at 1 location

ExchangeTradedFund

An exchange traded fund whose price depends on exchange traded constituents.

Content:	complex, 1 attribute, 11 elements
Defined:	globally in fpml-asset-5-6.xsd; see XML source
Includes:	definition of 1 element
Used:	at 1 location

ExchangeTradedOption

An exchange traded option.

Content:	complex, 1 attribute, 14 elements
Defined:	globally in fpml-asset-5-6.xsd; see XML source
Includes:	definitions of 2 elements
Used:	at 1 location

ExecutionDateTime

A type defining the trade execution date time and the source of it.

Content:	simple, 1 attribute
Defined:	globally in fpml-doc-5-6.xsd; see XML source
Includes:	definition of 1 attribute
Used:	at 3 locations

ExecutionType

A type used to represent the type of market where a trade can be executed.

Content:	simple, 1 attribute
Defined:	globally in fpml-doc-5-6.xsd; see XML source
Includes:	definition of 1 attribute
Used:	at 1 location

ExecutionVenueType

A type used to represent the type of market where a trade can be executed.

Content:	simple, 1 attribute
Defined:	globally in fpml-doc-5-6.xsd; see XML source
Includes:	definition of 1 attribute
Used:	at 1 location

Exercise

The abstract base class for all types which define way in which options may be exercised.

Content:	empty, 1 attribute
Defined:	globally in fpml-shared-5-6.xsd; see XML source
Includes:	definition of 1 attribute
Used:	at 4 locations

ExerciseFee

A type defining the fee payable on exercise of an option.

Content:	complex, 8 elements
Defined:	globally in fpml-shared-5-6.xsd; see XML source
Includes:	definitions of 4 elements
Used:	at 1 location

ExerciseFeeSchedule

A type to define a fee or schedule of fees to be payable on the exercise of an option.

Content:	complex, 8 elements
Defined:	globally in fpml-shared-5-6.xsd; see XML source
Includes:	definitions of 4 elements
Used:	at 2 locations

ExerciseNotice

A type defining to whom and where notice of execution should be given.

Content:	complex, 3 elements
Defined:	globally in fpml-shared-5-6.xsd; see XML source
Includes:	definitions of 3 elements
Used:	at 4 locations

ExercisePeriod

For Credit Limit Check messages.

Content:	complex, 1 attribute, 2 elements
Defined:	globally in fpml-ird-5-6.xsd; see XML source
Includes:	definitions of 1 attribute, 2 elements
Used:	at 1 location

ExerciseProcedureOption

A type describing how notice of exercise should be given.

Content:	complex, 2 elements
Defined:	globally in fpml-shared-5-6.xsd; see XML source
Includes:	definitions of 2 elements
Used:	at 1 location

ExtendibleProvision

For Credit Limit Check messages.

Content:	complex, 8 elements
Defined:	globally in fpml-ird-5-6.xsd; see XML source
Includes:	definitions of 4 elements
Used:	at 1 location

ExtendibleProvisionAdjustedDates

For Credit Limit Check messages.

Content:	complex, 1 element
Defined:	globally in fpml-ird-5-6.xsd; see XML source
Includes:	definition of 1 element
Used:	at 1 location

ExtensionEvent

For Credit Limit Check messages.

Content:	complex, 1 attribute, 2 elements
Defined:	globally in fpml-ird-5-6.xsd; see XML source
Includes:	definitions of 1 attribute, 2 elements
Used:	at 1 location

FacilityType

A type describing the type of loan facility.

Content:	simple, 1 attribute
Defined:	globally in fpml-asset-5-6.xsd; see XML source
Includes:	definition of 1 attribute
Used:	at 1 location

FailureToPay

Content:	complex, 3 elements
Defined:	globally in fpml-option-shared-5-6.xsd; see XML source
Includes:	definitions of 3 elements
Used:	at 1 location

FallbackReferencePrice

The method, prioritzed by the order it is listed in this element, to get a replacement rate for the disrupted settlement rate option.

Content:	complex, 4 elements
Defined:	globally in fpml-ird-5-6.xsd; see XML source
Includes:	definitions of 4 elements
Used:	at 1 location

FeeLeg

Content:	complex, 1 attribute, 6 elements
Defined:	globally in fpml-cd-5-6.xsd; see XML source
Includes:	definitions of 6 elements
Used:	at 1 location

FinalCalculationPeriodDateAdjustment

For Credit Limit Check messages.

Content:	complex, 3 elements
Defined:	globally in fpml-ird-5-6.xsd; see XML source
Includes:	definitions of 3 elements
Used:	at 1 location

FirstPeriodStartDate

Content:	simple, 1 attribute
Defined:	globally in fpml-doc-5-6.xsd; see XML source
Includes:	definition of 1 attribute
Used:	at 1 location

FixedAmountCalculation

Content:	complex, 3 elements
Defined:	globally in fpml-cd-5-6.xsd; see XML source
Includes:	definitions of 3 elements
Used:	at 1 location

FixedRate

The calculation period fixed rate.

Content:	simple, 1 attribute
Defined:	globally in fpml-cd-5-6.xsd; see XML source
Includes:	definition of 1 attribute
Used:	at 1 location

FixedRateReference

Content:	empty, 1 attribute
Defined:	globally in fpml-cd-5-6.xsd; see XML source
Includes:	definition of 1 attribute
Used:	never

FloatingAmountEvents

Content:	complex, 6 elements
Defined:	globally in fpml-cd-5-6.xsd; see XML source
Includes:	definitions of 6 elements
Used:	at 1 location

FloatingAmountProvisions

Content:	complex, 2 elements
Defined:	globally in fpml-cd-5-6.xsd; see XML source
Includes:	definitions of 2 elements
Used:	at 1 location

FloatingRate

A type defining a floating rate.

Content:	complex, 1 attribute, 3 elements
Defined:	globally in fpml-shared-5-6.xsd; see XML source
Includes:	definition of 1 element
Used:	at 2 locations

FloatingRateCalculation

A type defining the floating rate and definitions relating to the calculation of floating rate amounts.

Content:	complex, 1 attribute, 7 elements
Defined:	globally in fpml-shared-5-6.xsd; see XML source
Includes:	definitions of 4 elements
Used:	at 2 locations

FloatingRateDefinition

A type defining parameters associated with a floating rate reset.

Content:	complex, 6 elements
Defined:	globally in fpml-ird-5-6.xsd; see XML source
Includes:	definitions of 6 elements
Used:	at 1 location

FloatingRateIndex

The ISDA Floating Rate Option, i.e. the floating rate index.

Content:	simple, 1 attribute
Defined:	globally in fpml-shared-5-6.xsd; see XML source
Includes:	definition of 1 attribute
Used:	at 3 locations

Formula

A type describing a financial formula, with its description and components.

Content:	complex, 3 elements
Defined:	globally in fpml-shared-5-6.xsd; see XML source
Includes:	definitions of 3 elements
Used:	at 2 locations

FormulaComponent

Elements describing the components of the formula.

Content:	complex, 1 attribute, 2 elements
Defined:	globally in fpml-shared-5-6.xsd; see XML source
Includes:	definitions of 1 attribute, 2 elements
Used:	at 1 location

Frequency

A type defining a time frequency, e.g. one day, three months.

Content:	complex, 1 attribute, 2 elements
Defined:	globally in fpml-shared-5-6.xsd; see XML source
Includes:	definitions of 1 attribute, 2 elements
Used:	at 4 locations

Future

An exchange traded future contract.

Content:	complex, 1 attribute, 13 elements
Defined:	globally in fpml-asset-5-6.xsd; see XML source
Includes:	definitions of 4 elements
Used:	at 1 location

FutureId

A type defining a short form unique identifier for a future contract.

Content:	simple, 1 attribute
Defined:	globally in fpml-asset-5-6.xsd; see XML source
Includes:	definition of 1 attribute
Used:	at 1 location

FutureValueAmount

For Credit Limit Check messages.

Content:	complex, 1 attribute, 4 elements
Defined:	globally in fpml-shared-5-6.xsd; see XML source
Includes:	definitions of 2 elements
Used:	at 1 location

FxConversion

Content:	complex, 2 elements
Defined:	globally in fpml-asset-5-6.xsd; see XML source
Includes:	definitions of 2 elements
Used:	never

FxFixing

A type that specifies the source for and timing of a fixing of an exchange rate.

Content:	complex, 3 elements
Defined:	globally in fpml-shared-5-6.xsd; see XML source
Includes:	definitions of 3 elements
Used:	never

FxFixingDate

For Credit Limit Check messages.

Content:	complex, 1 attribute, 7 elements
Defined:	globally in fpml-ird-5-6.xsd; see XML source
Includes:	definitions of 3 elements
Used:	at 1 location

FxInformationSource

Content:	complex, 4 elements
Defined:	globally in fpml-shared-5-6.xsd; see XML source
Includes:	definition of 1 element
Used:	at 1 location

FxLinkedNotionalAmount

A type to describe the cashflow representation for fx linked notionals.

Content:	complex, 4 elements
Defined:	globally in fpml-ird-5-6.xsd; see XML source
Includes:	definitions of 4 elements
Used:	at 1 location

FxLinkedNotionalSchedule

A type to describe a notional schedule where each notional that applies to a calculation period is calculated with reference to a notional amount or notional amount schedule in a different currency by means of a spot currency exchange rate which is normally observed at the beginning of each period.

Content:	complex, 6 elements
Defined:	globally in fpml-ird-5-6.xsd; see XML source
Includes:	definitions of 6 elements
Used:	at 1 location

FxRate

A type describing the rate of a currency conversion: pair of currency, quotation mode and exchange rate.

Content:	complex, 2 elements
Defined:	globally in fpml-shared-5-6.xsd; see XML source
Includes:	definitions of 2 elements
Used:	at 1 location

FxRateAsset

Content:	complex, 1 attribute, 8 elements
Defined:	globally in fpml-asset-5-6.xsd; see XML source
Includes:	definitions of 2 elements
Used:	at 1 location

FxRateSourceFixing

Describes a rate source to be fixed and the date the fixing occurs

Content:	complex, 2 elements
Defined:	globally in fpml-shared-5-6.xsd; see XML source
Includes:	definitions of 2 elements
Used:	never

FxSettlementRateSource

Content:	complex, 2 elements
Defined:	globally in fpml-shared-5-6.xsd; see XML source
Includes:	definitions of 2 elements
Used:	at 1 location

FxSpotRateSource

A type defining the source and time for an fx rate.

Content:	complex, 3 elements
Defined:	globally in fpml-shared-5-6.xsd; see XML source
Includes:	definitions of 3 elements
Used:	at 3 locations

GeneralTerms

Content:	complex, 14 elements
Defined:	globally in fpml-cd-5-6.xsd; see XML source
Includes:	definitions of 10 elements
Used:	at 1 location

GenericAgreement

An entity for defining a generic agreement executed between two parties for any purpose.

Content:	complex, 5 elements
Defined:	globally in fpml-shared-5-6.xsd; see XML source
Includes:	definitions of 5 elements
Used:	at 1 location

GoverningLaw

Identification of the law governing the transaction.

Content:	simple, 1 attribute
Defined:	globally in fpml-shared-5-6.xsd; see XML source
Includes:	definition of 1 attribute
Used:	at 3 locations

GracePeriodExtension

Content:	complex, 2 elements
Defined:	globally in fpml-option-shared-5-6.xsd; see XML source
Includes:	definitions of 2 elements
Used:	at 1 location

GrossCashflow

A payment component owed from one party to the other for the cash flow date.

Content:	complex, 8 elements
Defined:	globally in fpml-shared-5-6.xsd; see XML source
Includes:	definitions of 4 elements
Used:	never

HTTPAttachmentReference

A special type that allows references to HTTP attachments identified with an HTTP "Content-ID" header, as is done with SOAP with Attachments (http://www.w3.org/TR/SOAP-attachments).

Content:	empty, 1 attribute
Defined:	globally in fpml-shared-5-6.xsd; see XML source
Includes:	definition of 1 attribute
Used:	never

IdentifiedAsset

A generic type describing an identified asset.

Content:	complex, 1 attribute, 2 elements
Abstract:	(cannot be assigned directly to elements used in instance XML documents)
Defined:	globally in fpml-asset-5-6.xsd; see XML source
Includes:	definitions of 2 elements
Used:	at 1 location

IdentifiedCurrency

Specifies Currency with ID attribute.

Content:	simple, 2 attributes
Defined:	globally in fpml-shared-5-6.xsd; see XML source
Includes:	definition of 1 attribute
Used:	at 1 location

IdentifiedDate

A date which can be referenced elsewhere.

Content:	simple, 1 attribute
Defined:	globally in fpml-shared-5-6.xsd; see XML source
Includes:	definition of 1 attribute
Used:	at 7 locations

IdentifiedPayerReceiver

A type extending the PayerReceiverEnum type wih an id attribute.

Content:	simple, 1 attribute
Defined:	globally in fpml-shared-5-6.xsd; see XML source
Includes:	definition of 1 attribute
Used:	at 2 locations

ImplementationSpecification

A version of a specification document used by the message generator to format the document.

Content:	complex, 3 elements
Defined:	globally in fpml-msg-5-6.xsd; see XML source
Includes:	definitions of 3 elements
Used:	at 1 location

ImplementationSpecificationVersion

Content:	simple, 1 attribute
Defined:	globally in fpml-msg-5-6.xsd; see XML source
Includes:	definition of 1 attribute
Used:	at 1 location

IndependentAmount

Content:	complex, 5 elements
Defined:	globally in fpml-shared-5-6.xsd; see XML source
Includes:	definition of 1 element
Used:	at 1 location

Index

A published index whose price depends on exchange traded constituents.

Content:	complex, 1 attribute, 11 elements
Defined:	globally in fpml-asset-5-6.xsd; see XML source
Includes:	definition of 1 element
Used:	at 1 location

IndexAnnexSource

Content:	simple, 1 attribute
Defined:	globally in fpml-cd-5-6.xsd; see XML source
Includes:	definition of 1 attribute
Used:	at 1 location

IndexChange

A structure describing the effect of a change to an index.

Content:	complex, 3 elements
Defined:	globally in fpml-business-events-5-6.xsd; see XML source
Includes:	definitions of 2 elements
Used:	at 1 location

IndexId

Content:	simple, 1 attribute
Defined:	globally in fpml-cd-5-6.xsd; see XML source
Includes:	definition of 1 attribute
Used:	at 1 location

IndexName

Content:	simple, 1 attribute
Defined:	globally in fpml-cd-5-6.xsd; see XML source
Includes:	definition of 1 attribute
Used:	at 1 location

IndexReferenceInformation

A type defining a Credit Default Swap Index.

Content:	complex, 1 attribute, 9 elements
Defined:	globally in fpml-cd-5-6.xsd; see XML source
Includes:	definitions of 1 attribute, 9 elements
Used:	at 1 location

IndustryClassification

A party's industry sector classification.

Content:	simple, 1 attribute
Defined:	globally in fpml-shared-5-6.xsd; see XML source
Includes:	definition of 1 attribute
Used:	at 1 location

InformationProvider

Content:	simple, 1 attribute
Defined:	globally in fpml-shared-5-6.xsd; see XML source
Includes:	definition of 1 attribute
Used:	at 1 location

InformationSource

A type defining the source for a piece of information (e.g. a rate refix or an fx fixing).

Content:	complex, 3 elements
Defined:	globally in fpml-shared-5-6.xsd; see XML source
Includes:	definitions of 3 elements
Used:	at 5 locations

InstrumentId

A short form unique identifier for a security.

Content:	simple, 1 attribute
Defined:	globally in fpml-shared-5-6.xsd; see XML source
Includes:	definition of 1 attribute
Used:	at 2 locations

InterestAccrualsMethod

A type describing the method for accruing interests on dividends.

Content:	complex, 2 elements
Defined:	globally in fpml-shared-5-6.xsd; see XML source
Includes:	definitions of 2 elements
Used:	never

InterestRateStream

A type defining the components specifiying an interest rate stream, including both a parametric and cashflow representation for the stream of payments.

Content:	complex, 1 attribute, 13 elements
Defined:	globally in fpml-ird-5-6.xsd; see XML source
Includes:	definitions of 9 elements
Used:	at 1 location

InterestRateStreamReference

Reference to an InterestRateStream component.

Content:	empty, 1 attribute
Defined:	globally in fpml-ird-5-6.xsd; see XML source
Includes:	definition of 1 attribute
Used:	at 1 location

InterestShortFall

Content:	complex, 3 elements
Defined:	globally in fpml-cd-5-6.xsd; see XML source
Includes:	definitions of 3 elements
Used:	at 1 location

IntermediaryInformation

A type that describes the information to identify an intermediary through which payment will be made by the correspondent bank to the ultimate beneficiary of the funds.

Content:	complex, 5 elements
Defined:	globally in fpml-shared-5-6.xsd; see XML source
Includes:	definitions of 2 elements
Used:	at 1 location

IssuerId

The data type used for issuer identifiers.

Content:	simple, 1 attribute
Defined:	globally in fpml-doc-5-6.xsd; see XML source
Includes:	definition of 1 attribute
Used:	at 2 locations

Language

The data type used for indicating the language of the resource, described using the ISO 639-2/T Code.

Content:	simple, 1 attribute
Defined:	globally in fpml-shared-5-6.xsd; see XML source
Includes:	definition of 1 attribute
Used:	at 1 location

Leg

A supertype of leg.

Content:	empty, 1 attribute
Abstract:	(cannot be assigned directly to elements used in instance XML documents)
Defined:	globally in fpml-shared-5-6.xsd; see XML source
Includes:	definition of 1 attribute
Used:	at 3 locations

LegalEntity

A type defining a legal entity.

Content:	complex, 1 attribute, 2 elements
Defined:	globally in fpml-shared-5-6.xsd; see XML source
Includes:	definitions of 1 attribute, 2 elements
Used:	at 8 locations

LegalEntityReference

References a credit entity defined elsewhere in the document.

Content:	empty, 1 attribute
Defined:	globally in fpml-shared-5-6.xsd; see XML source
Includes:	definition of 1 attribute
Used:	at 5 locations

LegId

Leg identity.

Content:	simple, 1 attribute
Defined:	globally in fpml-shared-5-6.xsd; see XML source
Includes:	definition of 1 attribute
Used:	at 1 location

LegIdentifier

Version aware identification of a leg.

Content:	complex, 3 elements
Defined:	globally in fpml-shared-5-6.xsd; see XML source
Includes:	definition of 1 element
Used:	at 1 location

Lien

A type describing the liens associated with a loan facility.

Content:	simple, 1 attribute
Defined:	globally in fpml-asset-5-6.xsd; see XML source
Includes:	definition of 1 attribute
Used:	at 2 locations

LimitApplicable

Content:	complex, 6 elements
Defined:	globally in fpml-pretrade-processes-5-6.xsd; see XML source
Includes:	definitions of 6 elements
Used:	at 1 location

LimitCheckApproved

Content:	complex, 3 attributes, 9 elements
Defined:	globally in fpml-pretrade-processes-5-6.xsd; see XML source
Includes:	definition of 1 element
Used:	at 1 location

LimitCheckRefused

Content:	complex, 3 attributes, 9 elements
Defined:	globally in fpml-pretrade-processes-5-6.xsd; see XML source
Includes:	definition of 1 element
Used:	at 1 location

LimitId

Content:	simple, 1 attribute
Defined:	globally in fpml-pretrade-processes-5-6.xsd; see XML source
Includes:	definition of 1 attribute
Used:	at 1 location

LimitType

Content:	simple, 1 attribute
Defined:	globally in fpml-pretrade-processes-5-6.xsd; see XML source
Includes:	definition of 1 attribute
Used:	at 1 location

LinkId

The data type used for link identifiers.

Content:	simple, 2 attributes
Defined:	globally in fpml-doc-5-6.xsd; see XML source
Includes:	definitions of 2 attributes
Used:	at 1 location

Loan

A type describing a loan underlying asset.

Content:	complex, 1 attribute, 13 elements
Defined:	globally in fpml-asset-5-6.xsd; see XML source
Includes:	definitions of 7 elements
Used:	at 1 location

LoanParticipation

Content:	complex, 3 elements
Defined:	globally in fpml-cd-5-6.xsd; see XML source
Includes:	definition of 1 element
Used:	at 2 locations

MandatoryEarlyTermination

For use with pretrade Credit Limit Check messages.

Content:	complex, 1 attribute, 4 elements
Defined:	globally in fpml-ird-5-6.xsd; see XML source
Includes:	definitions of 1 attribute, 4 elements
Used:	at 1 location

MandatoryEarlyTerminationAdjustedDates

A type defining the adjusted dates associated with a mandatory early termination provision.

Content:	complex, 3 elements
Defined:	globally in fpml-ird-5-6.xsd; see XML source
Includes:	definitions of 3 elements
Used:	at 1 location

ManualExercise

A type defining manual exercise, i.e. that the option buyer counterparty must give notice to the option seller of exercise.

Content:	complex, 2 elements
Defined:	globally in fpml-shared-5-6.xsd; see XML source
Includes:	definitions of 2 elements
Used:	never

MasterAgreement

An entity for defining the agreement executed between the parties and intended to govern all OTC derivatives transactions between those parties.

Content:	complex, 3 elements
Defined:	globally in fpml-shared-5-6.xsd; see XML source
Includes:	definitions of 3 elements
Used:	at 2 locations

MasterAgreementType

Content:	simple, 1 attribute
Defined:	globally in fpml-shared-5-6.xsd; see XML source
Includes:	definition of 1 attribute
Used:	at 1 location

MasterAgreementVersion

Content:	simple, 1 attribute
Defined:	globally in fpml-shared-5-6.xsd; see XML source
Includes:	definition of 1 attribute
Used:	at 1 location

MasterConfirmation

An entity for defining the master confirmation agreement executed between the parties.

Content:	complex, 4 elements
Defined:	globally in fpml-shared-5-6.xsd; see XML source
Includes:	definitions of 4 elements
Used:	at 1 location

MasterConfirmationAnnexType

Content:	simple, 1 attribute
Defined:	globally in fpml-shared-5-6.xsd; see XML source
Includes:	definition of 1 attribute
Used:	at 1 location

MasterConfirmationType

Content:	simple, 1 attribute
Defined:	globally in fpml-shared-5-6.xsd; see XML source
Includes:	definition of 1 attribute
Used:	at 1 location

MatchId

An identifier used to identify matched cashflows.

Content:	simple, 1 attribute
Defined:	globally in fpml-shared-5-6.xsd; see XML source
Includes:	definition of 1 attribute
Used:	never

Math

A type defining a mathematical expression.

Content:	mixed (allows character data), elem. wildcard
Defined:	globally in fpml-shared-5-6.xsd; see XML source
Includes:	definition of elem. wildcard
Used:	at 1 location

MatrixSource

Content:	simple, 1 attribute
Defined:	globally in fpml-cd-5-6.xsd; see XML source
Includes:	definition of 1 attribute
Used:	at 1 location

MatrixTerm

Content:	simple, 1 attribute
Defined:	globally in fpml-shared-5-6.xsd; see XML source
Includes:	definition of 1 attribute
Used:	at 1 location

MatrixType

Content:	simple, 1 attribute
Defined:	globally in fpml-shared-5-6.xsd; see XML source
Includes:	definition of 1 attribute
Used:	at 1 location

Message

A type defining the basic structure of all FpML messages which is refined by its derived types.

Content:	empty, 3 attributes
Abstract:	(cannot be assigned directly to elements used in instance XML documents)
Defined:	globally in fpml-msg-5-6.xsd; see XML source
Used:	at 4 locations

MessageAddress

The data type used for identifying a message address.

Content:	simple, 1 attribute
Defined:	globally in fpml-msg-5-6.xsd; see XML source
Includes:	definition of 1 attribute
Used:	at 3 locations

MessageHeader

A type defining the content model for a generic message header that is refined by its derived classes.

Content:	complex, 1 element
Abstract:	(cannot be assigned directly to elements used in instance XML documents)
Defined:	globally in fpml-msg-5-6.xsd; see XML source
Includes:	definition of 1 element
Used:	at 4 locations

MessageId

The data type use for message identifiers.

Content:	simple, 1 attribute
Defined:	globally in fpml-msg-5-6.xsd; see XML source
Includes:	definition of 1 attribute
Used:	at 4 locations

MimeType

The type that indicates the type of media used to store the content.

Content:	simple, 1 attribute
Defined:	globally in fpml-shared-5-6.xsd; see XML source
Includes:	definition of 1 attribute
Used:	at 2 locations

Money

A type defining a currency amount.

Content:	complex, 1 attribute, 2 elements
Defined:	globally in fpml-shared-5-6.xsd; see XML source
Includes:	definition of 1 element
Used:	at 28 locations

MoneyBase

Abstract base class for all money types.

Content:	complex, 1 attribute, 1 element
Abstract:	(cannot be assigned directly to elements used in instance XML documents)
Defined:	globally in fpml-shared-5-6.xsd; see XML source
Includes:	definitions of 1 attribute, 1 element
Used:	at 3 locations

Mortgage

A type describing a mortgage asset.

Content:	complex, 1 attribute, 20 elements
Defined:	globally in fpml-asset-5-6.xsd; see XML source
Includes:	definitions of 6 elements
Used:	at 1 location

MortgageSector

A type describing the typology of mortgage obligations.

Content:	simple, 1 attribute
Defined:	globally in fpml-asset-5-6.xsd; see XML source
Includes:	definition of 1 attribute
Used:	at 1 location

MultipleExercise

A type defining multiple exercises.

Content:	complex, 6 elements
Defined:	globally in fpml-shared-5-6.xsd; see XML source
Includes:	definitions of 2 elements
Used:	at 2 locations

MultipleValuationDates

Content:	complex, 3 elements
Defined:	globally in fpml-cd-5-6.xsd; see XML source
Includes:	definitions of 2 elements
Used:	at 1 location

MutualFund

Content:	complex, 1 attribute, 8 elements
Defined:	globally in fpml-asset-5-6.xsd; see XML source
Includes:	definitions of 2 elements
Used:	at 1 location

NonCorrectableRequestMessage

A type defining the content model for a request message that cannot be subsequently corrected or retracted.

Content:	complex, 3 attributes, 6 elements
Defined:	globally in fpml-msg-5-6.xsd; see XML source
Used:	at 6 locations

NonDeliverableSettlement

For use with pretrade Credit Limit Check messages.

Content:	complex, 5 elements
Defined:	globally in fpml-ird-5-6.xsd; see XML source
Includes:	definitions of 5 elements
Used:	at 1 location

NonNegativeAmountSchedule

A type defining a currency amount or a currency amount schedule.

Content:	complex, 1 attribute, 3 elements
Defined:	globally in fpml-shared-5-6.xsd; see XML source
Includes:	definition of 1 element
Used:	at 1 location

NonNegativeMoney

A type defining a non negative money amount.

Content:	complex, 1 attribute, 2 elements
Defined:	globally in fpml-shared-5-6.xsd; see XML source
Includes:	definition of 1 element
Used:	at 8 locations

NonNegativePayment

A complex type to specify non negative payments.

Content:	complex, 1 attribute, 6 elements
Defined:	globally in fpml-shared-5-6.xsd; see XML source
Includes:	definition of 1 element
Used:	at 1 location

NonNegativeSchedule

A type defining a schedule of non-negative rates or amounts in terms of an initial value and then a series of step date and value pairs.

Content:	complex, 1 attribute, 2 elements
Defined:	globally in fpml-shared-5-6.xsd; see XML source
Includes:	definitions of 1 attribute, 2 elements
Used:	at 1 location

NonNegativeStep

A type defining a step date and non-negative step value pair.

Content:	complex, 1 attribute, 2 elements
Defined:	globally in fpml-shared-5-6.xsd; see XML source
Includes:	definition of 1 element
Used:	at 1 location

NotDomesticCurrency

Content:	complex, 2 elements
Defined:	globally in fpml-cd-5-6.xsd; see XML source
Includes:	definitions of 2 elements
Used:	at 2 locations

NotificationMessage

A type defining the basic content for a message sent to inform another system that some 'business event' has occured.

Content:	complex, 3 attributes, 6 elements
Abstract:	(cannot be assigned directly to elements used in instance XML documents)
Defined:	globally in fpml-msg-5-6.xsd; see XML source
Includes:	definition of 1 element
Used:	at 6 locations

NotificationMessageHeader

A type that refines the generic message header to match the requirements of a NotificationMessage.

Content:	complex, 10 elements
Defined:	globally in fpml-msg-5-6.xsd; see XML source
Includes:	definition of 1 element
Used:	at 1 location

NotifyingParty

Content:	complex, 2 elements
Defined:	globally in fpml-option-shared-5-6.xsd; see XML source
Includes:	definitions of 2 elements
Used:	at 1 location

Notional

An type defining the notional amount or notional amount schedule associated with a swap stream.

Content:	complex, 1 attribute, 2 elements
Defined:	globally in fpml-ird-5-6.xsd; see XML source
Includes:	definitions of 1 attribute, 2 elements
Used:	at 1 location

NotionalAmountReference

A reference to the notional amount.

Content:	empty, 1 attribute
Defined:	globally in fpml-shared-5-6.xsd; see XML source
Includes:	definition of 1 attribute
Used:	never

NotionalReference

A reference to the notional amount.

Content:	empty, 1 attribute
Defined:	globally in fpml-shared-5-6.xsd; see XML source
Includes:	definition of 1 attribute
Used:	at 4 locations

NotionalStepRule

For use with pre-trade Credit Limit Check messages.

Content:	complex, 7 elements
Defined:	globally in fpml-ird-5-6.xsd; see XML source
Includes:	definitions of 7 elements
Used:	at 1 location

NumberOfOptionsReference

A reference to the number of options.

Content:	empty, 1 attribute
Defined:	globally in fpml-shared-5-6.xsd; see XML source
Includes:	definition of 1 attribute
Used:	at 1 location

NumberOfUnitsReference

A reference to the number of units.

Content:	empty, 1 attribute
Defined:	globally in fpml-shared-5-6.xsd; see XML source
Includes:	definition of 1 attribute
Used:	at 1 location

Obligations

Content:	complex, 18 elements
Defined:	globally in fpml-cd-5-6.xsd; see XML source
Includes:	definitions of 18 elements
Used:	at 1 location

Offset

A type defining an offset used in calculating a new date relative to a reference date.

Content:	complex, 1 attribute, 3 elements
Defined:	globally in fpml-shared-5-6.xsd; see XML source
Includes:	definition of 1 element
Used:	at 6 locations

OnBehalfOf

Content:	complex, 2 elements
Defined:	globally in fpml-shared-5-6.xsd; see XML source
Includes:	definitions of 2 elements
Used:	at 2 locations

OptionalEarlyTermination

For use with pre-trade Credit Limit Check messages.

Content:	complex, 7 elements
Defined:	globally in fpml-ird-5-6.xsd; see XML source
Includes:	definitions of 7 elements
Used:	at 1 location

OptionalEarlyTerminationAdjustedDates

A type defining the adjusted dates associated with an optional early termination provision.

Content:	complex, 1 element
Defined:	globally in fpml-ird-5-6.xsd; see XML source
Includes:	definition of 1 element
Used:	at 1 location

OptionExpiry

A structure describing an option expiring (i.e. passing its last exercise time and becoming worthless.)

Content:	complex, 6 elements
Defined:	globally in fpml-business-events-5-6.xsd; see XML source
Includes:	definitions of 5 elements
Used:	never

OptionExpiryBase

A structure describing an option expiring.

Content:	complex, 3 elements
Defined:	globally in fpml-business-events-5-6.xsd; see XML source
Includes:	definitions of 3 elements
Used:	at 1 location

OrderFill

Content:	complex, 6 elements
Defined:	globally in fpml-pretrade-processes-5-6.xsd; see XML source
Includes:	definitions of 6 elements
Used:	at 1 location

OrderStatus

Content:	complex, 16 elements
Defined:	globally in fpml-pretrade-processes-5-6.xsd; see XML source
Includes:	definitions of 16 elements
Used:	at 1 location

OrderStatusNotification

Content:	complex, 3 attributes, 9 elements
Defined:	globally in fpml-pretrade-processes-5-6.xsd; see XML source
Includes:	definition of 1 element
Used:	at 1 location

OrganizationCharacteristic

A characteristic of an organization used in declaring an end-user exception.

Content:	simple, 1 attribute
Defined:	globally in fpml-doc-5-6.xsd; see XML source
Includes:	definition of 1 attribute
Used:	at 1 location

OrganizationType

A code that describes what type of role an organization plays, for example a SwapsDealer, a Major Swaps Participant, or Other

Content:	simple, 1 attribute
Defined:	globally in fpml-shared-5-6.xsd; see XML source
Includes:	definition of 1 attribute
Used:	at 1 location

OriginalRequestDetails

Content:	complex, 5 elements
Defined:	globally in fpml-pretrade-processes-5-6.xsd; see XML source
Includes:	definitions of 5 elements
Used:	at 2 locations

OriginatingEvent

Content:	simple, 1 attribute
Defined:	globally in fpml-shared-5-6.xsd; see XML source
Includes:	definition of 1 attribute
Used:	at 3 locations

PartialExercise

A type defining partial exercise.

Content:	complex, 4 elements
Defined:	globally in fpml-shared-5-6.xsd; see XML source
Used:	at 1 location

Party

A type defining a legal entity or a subdivision of a legal entity.

Content:	complex, 1 attribute, 11 elements
Defined:	globally in fpml-shared-5-6.xsd; see XML source
Includes:	definitions of 1 attribute, 5 elements
Used:	at 1 location

PartyId

The data type used for party identifiers.

Content:	simple, 1 attribute
Defined:	globally in fpml-shared-5-6.xsd; see XML source
Includes:	definition of 1 attribute
Used:	at 1 location

PartyMessageInformation

A type defining additional information that may be recorded against a message.

Content:	complex, 1 element
Defined:	globally in fpml-msg-5-6.xsd; see XML source
Includes:	definition of 1 element
Used:	at 1 location

PartyName

The data type used for the legal name of an organization.

Content:	simple, 1 attribute
Defined:	globally in fpml-shared-5-6.xsd; see XML source
Includes:	definition of 1 attribute
Used:	at 1 location

PartyPortfolioName

A type to represent a portfolio name for a particular party.

Content:	complex, 1 attribute, 2 elements
Defined:	globally in fpml-doc-5-6.xsd; see XML source
Includes:	definitions of 1 attribute, 2 elements
Used:	at 1 location

PartyReference

Reference to a party.

Content:	empty, 1 attribute
Defined:	globally in fpml-shared-5-6.xsd; see XML source
Includes:	definition of 1 attribute
Used:	at 33 locations

PartyRelationshipDocumentation

A description of the legal agreement(s) and definitions that document a party's relationships with other parties

Content:	complex, 3 elements
Defined:	globally in fpml-shared-5-6.xsd; see XML source
Includes:	definitions of 3 elements
Used:	never

PartyRole

A type describing a role played by a party in one or more transactions.

Content:	simple, 1 attribute
Defined:	globally in fpml-shared-5-6.xsd; see XML source
Includes:	definition of 1 attribute
Used:	at 1 location

PartyRoleType

A type refining the role a role played by a party in one or more transactions.

Content:	simple, 1 attribute
Defined:	globally in fpml-shared-5-6.xsd; see XML source
Includes:	definition of 1 attribute
Used:	at 1 location

PartyTradeIdentifier

A type defining one or more trade identifiers allocated to the trade by a party.

Content:	complex, 1 attribute, 11 elements
Defined:	globally in fpml-doc-5-6.xsd; see XML source
Includes:	definitions of 5 elements
Used:	at 14 locations

PartyTradeIdentifierReference

A reference to a partyTradeIdentifier object.

Content:	empty, 1 attribute
Defined:	globally in fpml-shared-5-6.xsd; see XML source
Includes:	definition of 1 attribute
Used:	at 1 location

PartyTradeIdentifiers

A type containing multiple partyTradeIdentifier.

Content:	complex, 1 element
Defined:	globally in fpml-doc-5-6.xsd; see XML source
Includes:	definition of 1 element
Used:	at 1 location

PartyTradeInformation

A type defining party-specific additional information that may be recorded against a trade.

Content:	complex, 28 elements
Defined:	globally in fpml-doc-5-6.xsd; see XML source
Includes:	definitions of 26 elements
Used:	at 4 locations

Payment

A type for defining payments.

Content:	complex, 2 attributes, 10 elements
Defined:	globally in fpml-shared-5-6.xsd; see XML source
Includes:	definitions of 1 attribute, 6 elements
Used:	at 5 locations

PaymentBase

An abstract base class for payment types.

Content:	empty, 1 attribute
Abstract:	(cannot be assigned directly to elements used in instance XML documents)
Defined:	globally in fpml-shared-5-6.xsd; see XML source
Includes:	definition of 1 attribute
Used:	at 8 locations

PaymentBaseExtended

Base type for payments.

Content:	complex, 1 attribute, 5 elements
Abstract:	(cannot be assigned directly to elements used in instance XML documents)
Defined:	globally in fpml-shared-5-6.xsd; see XML source
Includes:	definition of 1 element
Used:	at 1 location

PaymentCalculationPeriod

For use of pre-trade Credit Limit Check messages.

Content:	complex, 2 attributes, 7 elements
Defined:	globally in fpml-ird-5-6.xsd; see XML source
Includes:	definitions of 1 attribute, 7 elements
Used:	at 1 location

PaymentDates

For use with pre-trade Credit Limit Check messages.

Content:	complex, 1 attribute, 9 elements
Defined:	globally in fpml-ird-5-6.xsd; see XML source
Includes:	definitions of 1 attribute, 9 elements
Used:	at 1 location

PaymentDatesReference

Reference to a payment dates structure.

Content:	empty, 1 attribute
Defined:	globally in fpml-ird-5-6.xsd; see XML source
Includes:	definition of 1 attribute
Used:	at 1 location

PaymentDetail

Content:	complex, 1 attribute, 3 elements
Defined:	globally in fpml-shared-5-6.xsd; see XML source
Includes:	definitions of 3 elements
Used:	at 1 location

PaymentId

An identifier used to identify a matchable payment.

Content:	simple, 1 attribute
Defined:	globally in fpml-shared-5-6.xsd; see XML source
Includes:	definition of 1 attribute
Used:	never

PaymentReference

Reference to a payment.

Content:	empty, 1 attribute
Defined:	globally in fpml-shared-5-6.xsd; see XML source
Includes:	definition of 1 attribute
Used:	never

PaymentRule

The abstract base type from which all calculation rules of the independent amount must be derived.

Content:	empty
Abstract:	(cannot be assigned directly to elements used in instance XML documents)
Defined:	globally in fpml-shared-5-6.xsd; see XML source
Used:	at 1 location

PaymentType

Content:	simple, 1 attribute
Defined:	globally in fpml-shared-5-6.xsd; see XML source
Includes:	definition of 1 attribute
Used:	at 1 location

PCDeliverableObligationCharac

Content:	complex, 2 elements
Defined:	globally in fpml-cd-5-6.xsd; see XML source
Includes:	definitions of 2 elements
Used:	at 3 locations

PendingPayment

A structure representing a pending dividend or coupon payment.

Content:	complex, 1 attribute, 3 elements
Defined:	globally in fpml-asset-5-6.xsd; see XML source
Includes:	definitions of 3 elements
Used:	at 1 location

Period

A type to define recurring periods or time offsets.

Content:	complex, 1 attribute, 2 elements
Defined:	globally in fpml-shared-5-6.xsd; see XML source
Includes:	definitions of 1 attribute, 2 elements
Used:	at 19 locations

PeriodicDates

Content:	complex, 4 elements
Defined:	globally in fpml-shared-5-6.xsd; see XML source
Includes:	definitions of 4 elements
Used:	at 1 location

PeriodicPayment

Content:	complex, 1 attribute, 8 elements
Defined:	globally in fpml-cd-5-6.xsd; see XML source
Includes:	definitions of 8 elements
Used:	at 1 location

Person

A type that represents information about a person connected with a trade or business process.

Content:	complex, 1 attribute, 10 elements
Defined:	globally in fpml-shared-5-6.xsd; see XML source
Includes:	definitions of 1 attribute, 10 elements
Used:	at 1 location

PersonId

An identifier used to identify an individual person.

Content:	simple, 1 attribute
Defined:	globally in fpml-shared-5-6.xsd; see XML source
Includes:	definition of 1 attribute
Used:	at 1 location

PersonReference

Reference to an individual.

Content:	empty, 1 attribute
Defined:	globally in fpml-shared-5-6.xsd; see XML source
Includes:	definition of 1 attribute
Used:	at 1 location

PersonRole

A type describing a role played by a person in one or more transactions.

Content:	simple, 1 attribute
Defined:	globally in fpml-shared-5-6.xsd; see XML source
Includes:	definition of 1 attribute
Used:	at 1 location

PhysicalSettlementPeriod

Content:	complex, 3 elements
Defined:	globally in fpml-cd-5-6.xsd; see XML source
Includes:	definitions of 3 elements
Used:	at 1 location

PhysicalSettlementTerms

Content:	complex, 1 attribute, 5 elements
Defined:	globally in fpml-cd-5-6.xsd; see XML source
Includes:	definitions of 4 elements
Used:	at 1 location

Portfolio

A type representing an arbitary grouping of trade references.

Content:	complex, 1 attribute, 4 elements
Defined:	globally in fpml-doc-5-6.xsd; see XML source
Includes:	definitions of 1 attribute, 4 elements
Used:	at 2 locations

PortfolioConstituentReference

A structure used to group together individual messages that can be acted on at a group level.

Content:	complex, 2 elements
Defined:	globally in fpml-msg-5-6.xsd; see XML source
Includes:	definition of 1 element
Used:	at 1 location

PortfolioName

The data type used for portfolio names.

Content:	simple, 2 attributes
Defined:	globally in fpml-doc-5-6.xsd; see XML source
Includes:	definitions of 2 attributes
Used:	at 3 locations

PortfolioReference

A structure used to group together individual messages that can be acted on at a group level.

Content:	complex, 3 elements
Defined:	globally in fpml-msg-5-6.xsd; see XML source
Includes:	definitions of 2 elements
Used:	never

PortfolioReferenceBase

A structure used to identify a portfolio in a message.

Content:	complex, 1 element
Defined:	globally in fpml-msg-5-6.xsd; see XML source
Includes:	definition of 1 element
Used:	at 2 locations

PositiveMoney

A type defining a positive money amount

Content:	complex, 1 attribute, 2 elements
Defined:	globally in fpml-shared-5-6.xsd; see XML source
Includes:	definition of 1 element
Used:	never

PositiveSchedule

A type defining a schedule of strictly-postive rates or amounts in terms of an initial value and then a series of step date and value pairs.

Content:	complex, 1 attribute, 2 elements
Defined:	globally in fpml-shared-5-6.xsd; see XML source
Includes:	definitions of 1 attribute, 2 elements
Used:	never

PositiveStep

A type defining a step date and strictly-positive step value pair.

Content:	complex, 1 attribute, 2 elements
Defined:	globally in fpml-shared-5-6.xsd; see XML source
Includes:	definition of 1 element
Used:	at 1 location

PredeterminedClearing

Content:	complex, 1 element
Defined:	globally in fpml-shared-5-6.xsd; see XML source
Includes:	definition of 1 element
Used:	never

PrevailingTime

A type for defining a time with respect to a geographic location, for example 11:00 Phoenix, USA.

Content:	complex, 2 elements
Defined:	globally in fpml-shared-5-6.xsd; see XML source
Includes:	definitions of 2 elements
Used:	never

PriceQuoteUnits

The units in which a price is quoted.

Content:	simple, 1 attribute
Defined:	globally in fpml-asset-5-6.xsd; see XML source
Includes:	definition of 1 attribute
Used:	at 1 location

PriceSourceDisruption

For use with Credit Limit Check messages.

Content:	complex, 1 element
Defined:	globally in fpml-ird-5-6.xsd; see XML source
Includes:	definition of 1 element
Used:	at 1 location

PricingModel

A scheme identifying the types of pricing model used to evaluate the price of an asset.

Content:	simple, 1 attribute
Defined:	globally in fpml-asset-5-6.xsd; see XML source
Includes:	definition of 1 attribute
Used:	at 1 location

PrincipalExchange

For use with Credit Limit Check messages.

Content:	complex, 1 attribute, 5 elements
Defined:	globally in fpml-ird-5-6.xsd; see XML source
Includes:	definitions of 1 attribute, 5 elements
Used:	at 1 location

PrincipalExchanges

A type defining which principal exchanges occur for the stream.

Content:	complex, 1 attribute, 3 elements
Defined:	globally in fpml-shared-5-6.xsd; see XML source
Includes:	definitions of 1 attribute, 3 elements
Used:	at 1 location

ProblemLocation

Provides a lexical location (i.e. a line number and character for bad XML) or an XPath location (i.e. place to identify the bad location for valid XML).

Content:	simple, 1 attribute
Defined:	globally in fpml-msg-5-6.xsd; see XML source
Includes:	definition of 1 attribute
Used:	at 1 location

Product

The base type which all FpML products extend.

Content:	complex, 1 attribute, 3 elements
Abstract:	(cannot be assigned directly to elements used in instance XML documents)
Defined:	globally in fpml-shared-5-6.xsd; see XML source
Includes:	definition of 1 attribute
Used:	at 3 locations

ProductComponentIdentifier

A type defining a USI for the a subproduct component of a strategy.

Content:	complex, 3 elements
Defined:	globally in fpml-doc-5-6.xsd; see XML source
Includes:	definitions of 3 elements
Used:	at 1 location

ProductId

Content:	simple, 1 attribute
Defined:	globally in fpml-shared-5-6.xsd; see XML source
Includes:	definition of 1 attribute
Used:	at 2 locations

ProductReference

Reference to a full FpML product.

Content:	empty, 1 attribute
Defined:	globally in fpml-shared-5-6.xsd; see XML source
Includes:	definition of 1 attribute
Used:	at 2 locations

ProductType

Content:	simple, 1 attribute
Defined:	globally in fpml-shared-5-6.xsd; see XML source
Includes:	definition of 1 attribute
Used:	at 2 locations

ProtectionTerms

Content:	complex, 1 attribute, 4 elements
Defined:	globally in fpml-cd-5-6.xsd; see XML source
Includes:	definitions of 1 attribute, 4 elements
Used:	at 1 location

ProtectionTermsReference

Reference to protectionTerms component.

Content:	empty, 1 attribute
Defined:	globally in fpml-cd-5-6.xsd; see XML source
Includes:	definition of 1 attribute
Used:	at 1 location

PubliclyAvailableInformation

Content:	complex, 3 elements
Defined:	globally in fpml-option-shared-5-6.xsd; see XML source
Includes:	definitions of 3 elements
Used:	at 1 location

QuantityUnit

Content:	simple, 1 attribute
Defined:	globally in fpml-asset-5-6.xsd; see XML source
Includes:	definition of 1 attribute
Used:	never

QueryParameter

A type representing criteria for defining a query portfolio.

Content:	complex, 3 elements
Defined:	globally in fpml-doc-5-6.xsd; see XML source
Includes:	definitions of 3 elements
Used:	never

QueryParameterId

A type representing an identifier for a parameter describing a query portfolio.

Content:	simple, 2 attributes
Defined:	globally in fpml-doc-5-6.xsd; see XML source
Includes:	definitions of 2 attributes
Used:	at 1 location

QueryParameterOperator

A type representing an operator describing the relationship of a value to its corresponding identifier for a parameter describing a query portfolio.

Content:	simple, 2 attributes
Defined:	globally in fpml-doc-5-6.xsd; see XML source
Includes:	definitions of 2 attributes
Used:	at 1 location

QuotedCurrencyPair

A type that describes the composition of a rate that has been quoted or is to be quoted.

Content:	complex, 3 elements
Defined:	globally in fpml-shared-5-6.xsd; see XML source
Includes:	definitions of 3 elements
Used:	at 3 locations

QuoteTiming

The type of the time of the quote.

Content:	simple, 1 attribute
Defined:	globally in fpml-asset-5-6.xsd; see XML source
Includes:	definition of 1 attribute
Used:	at 1 location

Rate

The abstract base class for all types which define interest rate streams.

Content:	empty, 1 attribute
Abstract:	(cannot be assigned directly to elements used in instance XML documents)
Defined:	globally in fpml-shared-5-6.xsd; see XML source
Includes:	definition of 1 attribute
Used:	at 2 locations

RateIndex

Content:	complex, 1 attribute, 10 elements
Defined:	globally in fpml-asset-5-6.xsd; see XML source
Includes:	definitions of 4 elements
Used:	at 1 location

RateObservation

A type defining parameters associated with an individual observation or fixing.

Content:	complex, 1 attribute, 8 elements
Defined:	globally in fpml-shared-5-6.xsd; see XML source
Includes:	definitions of 1 attribute, 8 elements
Used:	at 1 location

RateReference

Reference to any rate (floating, inflation) derived from the abstract Rate component.

Content:	empty, 1 attribute
Defined:	globally in fpml-shared-5-6.xsd; see XML source
Includes:	definition of 1 attribute
Used:	at 1 location

RateSourcePage

Content:	simple, 1 attribute
Defined:	globally in fpml-shared-5-6.xsd; see XML source
Includes:	definition of 1 attribute
Used:	at 2 locations

Reason

A type defining a content model for describing the nature and possible location of a error within a previous message.

Content:	complex, 5 elements
Defined:	globally in fpml-msg-5-6.xsd; see XML source
Includes:	definitions of 5 elements
Used:	at 4 locations

ReasonCode

Defines a list of machine interpretable error codes.

Content:	simple, 1 attribute
Defined:	globally in fpml-msg-5-6.xsd; see XML source
Includes:	definition of 1 attribute
Used:	at 1 location

Reference

The abstract base class for all types which define intra-document pointers.

Content:	empty
Abstract:	(cannot be assigned directly to elements used in instance XML documents)
Defined:	globally in fpml-shared-5-6.xsd; see XML source
Used:	at 26 locations

ReferenceBank

A type to describe an institution (party) identified by means of a coding scheme and an optional name.

Content:	complex, 2 elements
Defined:	globally in fpml-shared-5-6.xsd; see XML source
Includes:	definitions of 2 elements
Used:	at 1 location

ReferenceBankId

Content:	simple, 1 attribute
Defined:	globally in fpml-shared-5-6.xsd; see XML source
Includes:	definition of 1 attribute
Used:	at 1 location

ReferenceInformation

Content:	complex, 8 elements
Defined:	globally in fpml-cd-5-6.xsd; see XML source
Includes:	definitions of 8 elements
Used:	at 1 location

ReferenceObligation

Content:	complex, 8 elements
Defined:	globally in fpml-cd-5-6.xsd; see XML source
Includes:	definitions of 8 elements
Used:	at 2 locations

ReferencePair

Content:	complex, 4 elements
Defined:	globally in fpml-cd-5-6.xsd; see XML source
Includes:	definitions of 4 elements
Used:	at 1 location

ReferencePool

This type contains all the reference pool items to define the reference entity and reference obligation(s) in the basket.

Content:	complex, 1 element
Defined:	globally in fpml-cd-5-6.xsd; see XML source
Includes:	definition of 1 element
Used:	at 1 location

ReferencePoolItem

This type contains all the constituent weight and reference information.

Content:	complex, 4 elements
Defined:	globally in fpml-cd-5-6.xsd; see XML source
Includes:	definitions of 4 elements
Used:	at 1 location

Region

A code that describes the world region of a counterparty.

Content:	simple, 1 attribute
Defined:	globally in fpml-shared-5-6.xsd; see XML source
Includes:	definition of 1 attribute
Used:	at 1 location

RegulatorId

An ID assigned by a regulator to an organization registered with it.

Content:	simple, 1 attribute
Defined:	globally in fpml-doc-5-6.xsd; see XML source
Includes:	definition of 1 attribute
Used:	at 1 location

RelatedBusinessUnit

Content:	complex, 2 elements
Defined:	globally in fpml-shared-5-6.xsd; see XML source
Includes:	definitions of 2 elements
Used:	at 1 location

RelatedParty

Content:	complex, 4 elements
Defined:	globally in fpml-shared-5-6.xsd; see XML source
Includes:	definitions of 2 elements
Used:	at 2 locations

RelatedPerson

Content:	complex, 2 elements
Defined:	globally in fpml-shared-5-6.xsd; see XML source
Includes:	definitions of 2 elements
Used:	at 1 location

RelativeDateOffset

A type defining a date (referred to as the derived date) as a relative offset from another date (referred to as the anchor date).

Content:	complex, 1 attribute, 6 elements
Defined:	globally in fpml-shared-5-6.xsd; see XML source
Includes:	definitions of 2 elements
Used:	at 12 locations

RelativeDates

A type describing a set of dates defined as relative to another set of dates.

Content:	complex, 1 attribute, 8 elements
Defined:	globally in fpml-shared-5-6.xsd; see XML source
Includes:	definitions of 2 elements
Used:	at 1 location

RelativeDateSequence

A type describing a date when this date is defined in reference to another date through one or several date offsets.

Content:	complex, 3 elements
Defined:	globally in fpml-shared-5-6.xsd; see XML source
Includes:	definitions of 2 elements
Used:	at 1 location

RelevantUnderlyingDateReference

Reference to relevant underlying date.

Content:	empty, 1 attribute
Defined:	globally in fpml-ird-5-6.xsd; see XML source
Includes:	definition of 1 attribute
Used:	at 1 location

ReportId

A type that can be used to hold an identifier for a report instance.

Content:	simple, 1 attribute
Defined:	globally in fpml-msg-5-6.xsd; see XML source
Includes:	definition of 1 attribute
Used:	at 1 location

ReportingCurrencyType

A scheme identifying the type of currency that was used to report the value of an asset.

Content:	simple, 1 attribute
Defined:	globally in fpml-asset-5-6.xsd; see XML source
Includes:	definition of 1 attribute
Used:	at 1 location

ReportingPurpose

A value that explains the reason or purpose that information is being reported.

Content:	simple, 1 attribute
Defined:	globally in fpml-doc-5-6.xsd; see XML source
Includes:	definition of 1 attribute
Used:	at 1 location

ReportingRegime

Provides information about how the information in this message is applicable to a regulatory reporting process.

Content:	complex, 8 elements
Defined:	globally in fpml-doc-5-6.xsd; see XML source
Includes:	definitions of 8 elements
Used:	at 1 location

ReportingRegimeName

An identifier of an reporting regime or format used for regulatory reporting, for example DoddFrankAct, MiFID, HongKongOTCDRepository, etc.

Content:	simple, 1 attribute
Defined:	globally in fpml-doc-5-6.xsd; see XML source
Includes:	definition of 1 attribute
Used:	at 1 location

ReportingRole

A type containing a code representing the role of a party in a report, e.g. the originator, the recipient, the counterparty, etc.

Content:	simple, 2 attributes
Defined:	globally in fpml-doc-5-6.xsd; see XML source
Includes:	definitions of 2 attributes
Used:	at 2 locations

ReportSectionIdentification

A type that allows the specific report and section to be identified.

Content:	complex, 2 elements
Defined:	globally in fpml-msg-5-6.xsd; see XML source
Includes:	definitions of 2 elements
Used:	at 1 location

RequestClearingEligibility

Content:	complex, 3 attributes, 19 elements
Defined:	globally in fpml-clearing-processes-5-6.xsd; see XML source
Includes:	definition of 1 element
Used:	at 1 location

RequestedWithdrawalAction

A type that describes what the requester would like to see done to implement the withdrawal, e.g.

Content:	simple, 1 attribute
Defined:	globally in fpml-business-events-5-6.xsd; see XML source
Includes:	definition of 1 attribute
Used:	never

RequestEventStatus

A type defining the content model for a message allowing one party to query the status of one event (trade or post-trade event) previously sent to another party.

Content:	complex, 3 attributes, 10 elements
Defined:	globally in fpml-msg-5-6.xsd; see XML source
Includes:	definitions of 2 elements
Used:	at 1 location

RequestLimitCheck

Content:	complex, 3 attributes, 14 elements
Defined:	globally in fpml-pretrade-processes-5-6.xsd; see XML source
Includes:	definitions of 5 elements
Used:	at 1 location

RequestMessage

A type defining the basic content of a message that requests the receiver to perform some business operation determined by the message type and its content.

Content:	complex, 3 attributes, 2 elements
Abstract:	(cannot be assigned directly to elements used in instance XML documents)
Defined:	globally in fpml-msg-5-6.xsd; see XML source
Includes:	definition of 1 element
Used:	at 2 locations

RequestMessageHeader

A type refining the generic message header content to make it specific to request messages.

Content:	complex, 9 elements
Defined:	globally in fpml-msg-5-6.xsd; see XML source
Used:	at 1 location

RequestRetransmission

A message to request that a message be retransmitted.

Content:	complex, 3 attributes, 10 elements
Defined:	globally in fpml-msg-5-6.xsd; see XML source
Used:	at 1 location

ResetDates

For use with Credit Limit Check messages.

Content:	complex, 1 attribute, 7 elements
Defined:	globally in fpml-ird-5-6.xsd; see XML source
Includes:	definitions of 1 attribute, 7 elements
Used:	at 1 location

ResetDatesReference

For use with Credit Limit Check messages.

Content:	empty, 1 attribute
Defined:	globally in fpml-ird-5-6.xsd; see XML source
Includes:	definition of 1 attribute
Used:	at 1 location

ResetFrequency

A type defining the reset frequency.

Content:	complex, 1 attribute, 3 elements
Defined:	globally in fpml-shared-5-6.xsd; see XML source
Includes:	definition of 1 element
Used:	at 1 location

Resource

Describes the resource that contains the media representation of a business event (i.e used for stating the Publicly Available Information).

Content:	complex, 12 elements
Defined:	globally in fpml-shared-5-6.xsd; see XML source
Includes:	definitions of 12 elements
Used:	at 1 location

ResourceId

The data type used for resource identifiers.

Content:	simple, 1 attribute
Defined:	globally in fpml-shared-5-6.xsd; see XML source
Includes:	definition of 1 attribute
Used:	at 1 location

ResourceLength

The type that indicates the length of the resource.

Content:	complex, 2 elements
Defined:	globally in fpml-shared-5-6.xsd; see XML source
Includes:	definitions of 2 elements
Used:	at 1 location

ResourceType

The data type used for describing the type or purpose of a resource, e.g.

Content:	simple, 1 attribute
Defined:	globally in fpml-shared-5-6.xsd; see XML source
Includes:	definition of 1 attribute
Used:	at 1 location

ResponseMessage

A type refining the generic message content model to make it specific to response messages.

Content:	complex, 3 attributes, 6 elements
Abstract:	(cannot be assigned directly to elements used in instance XML documents)
Defined:	globally in fpml-msg-5-6.xsd; see XML source
Includes:	definition of 1 element
Used:	at 3 locations

ResponseMessageHeader

A type refining the generic message header to make it specific to response messages.

Content:	complex, 10 elements
Defined:	globally in fpml-msg-5-6.xsd; see XML source
Includes:	definition of 1 element
Used:	at 1 location

RestoreCredit

Content:	complex, 3 attributes, 10 elements
Defined:	globally in fpml-pretrade-processes-5-6.xsd; see XML source
Includes:	definitions of 2 elements
Used:	at 1 location

Restructuring

Content:	complex, 4 elements
Defined:	globally in fpml-option-shared-5-6.xsd; see XML source
Includes:	definitions of 4 elements
Used:	at 1 location

RestructuringType

Content:	simple, 1 attribute
Defined:	globally in fpml-option-shared-5-6.xsd; see XML source
Includes:	definition of 1 attribute
Used:	at 1 location

Rounding

A type defining a rounding direction and precision to be used in the rounding of a rate.

Content:	complex, 2 elements
Defined:	globally in fpml-shared-5-6.xsd; see XML source
Includes:	definitions of 2 elements
Used:	at 1 location

Routing

A type that provides three alternative ways of identifying a party involved in the routing of a payment.

Content:	complex, 3 elements
Defined:	globally in fpml-shared-5-6.xsd; see XML source
Used:	at 2 locations

RoutingExplicitDetails

A type that models name, address and supplementary textual information for the purposes of identifying a party involved in the routing of a payment.

Content:	complex, 4 elements
Defined:	globally in fpml-shared-5-6.xsd; see XML source
Used:	at 1 location

RoutingId

Content:	simple, 1 attribute
Defined:	globally in fpml-shared-5-6.xsd; see XML source
Includes:	definition of 1 attribute
Used:	at 1 location

RoutingIds

A type that provides for identifying a party involved in the routing of a payment by means of one or more standard identification codes.

Content:	complex, 1 element
Defined:	globally in fpml-shared-5-6.xsd; see XML source
Includes:	definition of 1 element
Used:	at 2 locations

RoutingIdsAndExplicitDetails

A type that provides a combination of payment system identification codes with physical postal address details, for the purposes of identifying a party involved in the routing of a payment.

Content:	complex, 5 elements
Defined:	globally in fpml-shared-5-6.xsd; see XML source
Includes:	definition of 1 element
Used:	at 1 location

Schedule

A type defining a schedule of rates or amounts in terms of an initial value and then a series of step date and value pairs.

Content:	complex, 1 attribute, 2 elements
Defined:	globally in fpml-shared-5-6.xsd; see XML source
Includes:	definitions of 1 attribute, 2 elements
Used:	at 4 locations

ScheduleReference

Reference to a schedule of rates or amounts.

Content:	empty, 1 attribute
Defined:	globally in fpml-shared-5-6.xsd; see XML source
Includes:	definition of 1 attribute
Used:	at 1 location

ServiceAdvisory

A type defining the content model for a human-readable notification to the users of a service.

Content:	complex, 4 elements
Defined:	globally in fpml-msg-5-6.xsd; see XML source
Includes:	definitions of 4 elements
Used:	at 1 location

ServiceAdvisoryCategory

A type that can be used to describe the category of an advisory message, e.g..

Content:	simple, 1 attribute
Defined:	globally in fpml-msg-5-6.xsd; see XML source
Includes:	definition of 1 attribute
Used:	at 1 location

ServiceNotification

A type defining the content model for a message that allows a service to send a notification message to a user of the service.

Content:	complex, 3 attributes, 10 elements
Defined:	globally in fpml-msg-5-6.xsd; see XML source
Includes:	definitions of 4 elements
Used:	at 1 location

ServiceProcessingCycle

A type that can be used to describe the processing phase of a service.

Content:	simple, 1 attribute
Defined:	globally in fpml-msg-5-6.xsd; see XML source
Includes:	definition of 1 attribute
Used:	at 1 location

ServiceProcessingEvent

A type that can be used to describe a stage or step in processing provided by a service, for example processing completed.

Content:	simple, 1 attribute
Defined:	globally in fpml-msg-5-6.xsd; see XML source
Includes:	definition of 1 attribute
Used:	at 1 location

ServiceProcessingStatus

A type defining the content model for report on the status of the processing by a service.

Content:	complex, 3 elements
Defined:	globally in fpml-msg-5-6.xsd; see XML source
Includes:	definitions of 3 elements
Used:	at 1 location

ServiceProcessingStep

A type that can be used to describe what stage of processing a service is in.

Content:	simple, 1 attribute
Defined:	globally in fpml-msg-5-6.xsd; see XML source
Includes:	definition of 1 attribute
Used:	at 1 location

ServiceStatus

A type that can be used to describe the availability or other state of a service, e.g.

Content:	simple, 1 attribute
Defined:	globally in fpml-msg-5-6.xsd; see XML source
Includes:	definition of 1 attribute
Used:	at 1 location

SetCreditLimit

Content:	complex, 3 attributes, 9 elements
Defined:	globally in fpml-pretrade-processes-5-6.xsd; see XML source
Includes:	definition of 1 element
Used:	at 1 location

SettledEntityMatrix

Content:	complex, 2 elements
Defined:	globally in fpml-cd-5-6.xsd; see XML source
Includes:	definitions of 2 elements
Used:	at 1 location

SettlementInformation

A type that represents the choice of methods for settling a potential currency payment resulting from a trade: by means of a standard settlement instruction, by netting it out with other payments, or with an explicit settlement instruction.

Content:	complex, 2 elements
Defined:	globally in fpml-shared-5-6.xsd; see XML source
Includes:	definitions of 2 elements
Used:	at 1 location

SettlementInstruction

A type that models a complete instruction for settling a currency payment, including the settlement method to be used, the correspondent bank, any intermediary banks and the ultimate beneficary.

Content:	complex, 7 elements
Defined:	globally in fpml-shared-5-6.xsd; see XML source
Includes:	definitions of 7 elements
Used:	at 1 location

SettlementMethod

Content:	simple, 1 attribute
Defined:	globally in fpml-shared-5-6.xsd; see XML source
Includes:	definition of 1 attribute
Used:	at 1 location

SettlementProvision

For use with Credit Limit Check messages.

Content:	complex, 2 elements
Defined:	globally in fpml-ird-5-6.xsd; see XML source
Includes:	definitions of 2 elements
Used:	at 1 location

SettlementRateOption

A type defining the settlement rate options through a scheme reflecting the terms of the Annex A to the 1998 FX and Currency Option Definitions.

Content:	simple, 1 attribute
Defined:	globally in fpml-shared-5-6.xsd; see XML source
Includes:	definition of 1 attribute
Used:	at 3 locations

SettlementRateSource

A type describing the method for obtaining a settlement rate.

Content:	complex, 2 elements
Defined:	globally in fpml-shared-5-6.xsd; see XML source
Includes:	definitions of 2 elements
Used:	at 1 location

SettlementTerms

Content:	complex, 1 attribute, 1 element
Defined:	globally in fpml-option-shared-5-6.xsd; see XML source
Includes:	definitions of 1 attribute, 1 element
Used:	at 2 locations

SettlementTermsReference

Reference to a settlement terms derived construct (cashSettlementTerms or physicalSettlementTerms).

Content:	empty, 1 attribute
Defined:	globally in fpml-cd-5-6.xsd; see XML source
Includes:	definition of 1 attribute
Used:	at 1 location

SimpleCreditDefaultSwap

Content:	complex, 1 attribute, 10 elements
Defined:	globally in fpml-asset-5-6.xsd; see XML source
Includes:	definitions of 2 elements
Used:	at 1 location

SimpleFra

Content:	complex, 1 attribute, 9 elements
Defined:	globally in fpml-asset-5-6.xsd; see XML source
Includes:	definitions of 3 elements
Used:	at 1 location

SimpleIRSwap

Content:	complex, 1 attribute, 9 elements
Defined:	globally in fpml-asset-5-6.xsd; see XML source
Includes:	definitions of 3 elements
Used:	at 1 location

SimplePayment

A complex type to specified payments in a simpler fashion than the Payment type.

Content:	complex, 1 attribute, 6 elements
Defined:	globally in fpml-shared-5-6.xsd; see XML source
Includes:	definitions of 2 elements
Used:	at 1 location

SinglePartyOption

A type describing the buyer and seller of an option.

Content:	complex, 4 elements
Defined:	globally in fpml-ird-5-6.xsd; see XML source
Used:	at 1 location

SinglePayment

Content:	complex, 1 attribute, 3 elements
Defined:	globally in fpml-cd-5-6.xsd; see XML source
Includes:	definitions of 3 elements
Used:	at 1 location

SingleValuationDate

Content:	complex, 1 element
Defined:	globally in fpml-cd-5-6.xsd; see XML source
Includes:	definition of 1 element
Used:	at 2 locations

SpecifiedClearingOrganization

The organization that acts as a central counterparty to clear the resulting swap created from the exercise of the swaption.

Content:	simple, 1 attribute
Defined:	globally in fpml-shared-5-6.xsd; see XML source
Includes:	definition of 1 attribute
Used:	at 1 location

SpecifiedCurrency

Content:	complex, 2 elements
Defined:	globally in fpml-cd-5-6.xsd; see XML source
Includes:	definitions of 2 elements
Used:	at 2 locations

SplitSettlement

A type that supports the division of a gross settlement amount into a number of split settlements, each requiring its own settlement instruction.

Content:	complex, 3 elements
Defined:	globally in fpml-shared-5-6.xsd; see XML source
Includes:	definitions of 3 elements
Used:	at 1 location

SpreadSchedule

Adds an optional spread type element to the Schedule to identify a long or short spread value.

Content:	complex, 1 attribute, 3 elements
Defined:	globally in fpml-shared-5-6.xsd; see XML source
Includes:	definition of 1 element
Used:	at 1 location

SpreadScheduleType

Defines a Spread Type Scheme to identify a long or short spread value.

Content:	simple, 1 attribute
Defined:	globally in fpml-shared-5-6.xsd; see XML source
Includes:	definition of 1 attribute
Used:	at 1 location

Step

A type defining a step date and step value pair.

Content:	complex, 1 attribute, 2 elements
Defined:	globally in fpml-shared-5-6.xsd; see XML source
Includes:	definition of 1 element
Used:	at 2 locations

StepBase

A type defining a step date and step value pair.

Content:	complex, 1 attribute, 1 element
Abstract:	(cannot be assigned directly to elements used in instance XML documents)
Defined:	globally in fpml-shared-5-6.xsd; see XML source
Includes:	definitions of 1 attribute, 1 element
Used:	at 3 locations

StreetAddress

A type that describes the set of street and building number information that identifies a postal address within a city.

Content:	complex, 1 element
Defined:	globally in fpml-shared-5-6.xsd; see XML source
Includes:	definition of 1 element
Used:	at 1 location

Strike

A type describing a single cap or floor rate.

Content:	complex, 1 attribute, 3 elements
Defined:	globally in fpml-shared-5-6.xsd; see XML source
Includes:	definitions of 1 attribute, 3 elements
Used:	at 2 locations

StubCalculationPeriodAmount

A type defining how the initial or final stub calculation period amounts is calculated.

Content:	complex, 3 elements
Defined:	globally in fpml-ird-5-6.xsd; see XML source
Includes:	definitions of 3 elements
Used:	at 1 location

StubValue

A type defining how a stub calculation period amount is calculated.

Content:	complex, 1 element
Defined:	globally in fpml-shared-5-6.xsd; see XML source
Includes:	definition of 1 element
Used:	at 2 locations

SupervisorRegistration

Provides information about a regulator or other supervisory body that an organization is registered with.

Content:	complex, 2 elements
Defined:	globally in fpml-doc-5-6.xsd; see XML source
Used:	at 3 locations

SupervisoryBody

An identifier of an organization that supervises or regulates trading activity, e.g.

Content:	simple, 1 attribute
Defined:	globally in fpml-doc-5-6.xsd; see XML source
Includes:	definition of 1 attribute
Used:	at 2 locations

SuspendCredit

Content:	complex, 3 attributes, 11 elements
Defined:	globally in fpml-pretrade-processes-5-6.xsd; see XML source
Includes:	definition of 1 element
Used:	at 1 location

Swap

A type defining swap streams and additional payments between the principal parties involved in the swap.

Content:	complex, 1 attribute, 9 elements
Defined:	globally in fpml-ird-5-6.xsd; see XML source
Includes:	definitions of 6 elements
Used:	at 1 location

SwapAdditionalTerms

For use with Credit Limit Check messages.

Content:	complex, 1 element
Defined:	globally in fpml-ird-5-6.xsd; see XML source
Includes:	definition of 1 element
Used:	at 1 location

TelephoneNumber

A type that represents a telephonic contact.

Content:	complex, 2 elements
Defined:	globally in fpml-shared-5-6.xsd; see XML source
Includes:	definitions of 2 elements
Used:	at 1 location

TerminatingEvent

A type that describes why a trade terminated.

Content:	simple, 1 attribute
Defined:	globally in fpml-business-events-5-6.xsd; see XML source
Includes:	definition of 1 attribute
Used:	at 2 locations

TimestampTypeScheme

The type or meaning of a timestamp.

Content:	simple, 1 attribute
Defined:	globally in fpml-doc-5-6.xsd; see XML source
Includes:	definition of 1 attribute
Used:	at 1 location

TimezoneLocation

A geophraphic location for the purposes of defining a prevailing time according to the tz database.

Content:	simple, 1 attribute
Defined:	globally in fpml-shared-5-6.xsd; see XML source
Includes:	definition of 1 attribute
Used:	at 1 location

Trade

A type defining an FpML trade.

Content:	complex, 1 attribute, 13 elements
Defined:	globally in fpml-doc-5-6.xsd; see XML source
Includes:	definitions of 1 attribute, 11 elements
Used:	at 14 locations

TradeAmendmentContent

A structure describing a negotiated amendment.

Content:	complex, 6 elements
Defined:	globally in fpml-business-events-5-6.xsd; see XML source
Includes:	definition of 1 element
Used:	at 1 location

TradeCategory

A scheme used to categorize positions.

Content:	simple, 1 attribute
Defined:	globally in fpml-doc-5-6.xsd; see XML source
Includes:	definition of 1 attribute
Used:	at 1 location

TradeChangeBase

A structure describing a trade change.

Content:	complex, 7 elements
Defined:	globally in fpml-business-events-5-6.xsd; see XML source
Includes:	definitions of 2 elements
Used:	at 1 location

TradeChangeContent

A structure describing a non-negotiated trade resulting from a market event.

Content:	complex, 6 elements
Defined:	globally in fpml-business-events-5-6.xsd; see XML source
Includes:	definitions of 6 elements
Used:	at 1 location

TradeDifference

A type used to record the details of a difference between two business objects/

Content:	complex, 10 elements
Defined:	globally in fpml-doc-5-6.xsd; see XML source
Includes:	definitions of 10 elements
Used:	never

TradeHeader

A type defining trade related information which is not product specific.

Content:	complex, 4 elements
Defined:	globally in fpml-doc-5-6.xsd; see XML source
Includes:	definitions of 4 elements
Used:	at 1 location

TradeId

A trade reference identifier allocated by a party.

Content:	simple, 2 attributes
Defined:	globally in fpml-doc-5-6.xsd; see XML source
Includes:	definitions of 2 attributes
Used:	at 7 locations

TradeIdentifier

A type defining a trade identifier issued by the indicated party.

Content:	complex, 1 attribute, 6 elements
Defined:	globally in fpml-doc-5-6.xsd; see XML source
Includes:	definitions of 1 attribute, 4 elements
Used:	at 10 locations

TradeLegSizeChange

A structure describing a change to the size of a single leg or stream of a trade.

Content:	complex, 9 elements
Defined:	globally in fpml-business-events-5-6.xsd; see XML source
Used:	at 2 locations

TradeMaturity

A structure describing a trade maturing.

Content:	complex, 2 elements
Defined:	globally in fpml-business-events-5-6.xsd; see XML source
Includes:	definitions of 2 elements
Used:	at 1 location

TradeNotionalChange

A structure describing a change to the size of a trade.

Content:	complex, 14 elements
Defined:	globally in fpml-business-events-5-6.xsd; see XML source
Includes:	definition of 1 element
Used:	at 2 locations

TradeNovationContent

A structure describing a novation.

Content:	complex, 34 elements
Defined:	globally in fpml-business-events-5-6.xsd; see XML source
Includes:	definition of 1 element
Used:	at 1 location

TradeProcessingTimestamps

Allows timing information about when a trade was processed and reported to be recorded.

Content:	complex, 16 elements
Defined:	globally in fpml-doc-5-6.xsd; see XML source
Includes:	definitions of 16 elements
Used:	at 1 location

Trader

Content:	simple, 1 attribute
Defined:	globally in fpml-doc-5-6.xsd; see XML source
Includes:	definition of 1 attribute
Used:	at 1 location

TradeReferenceInformation

Defines a type that allows trade identifiers and/or trade information to be represented for a trade.

Content:	complex, 6 elements
Defined:	globally in fpml-business-events-5-6.xsd; see XML source
Includes:	definitions of 6 elements
Used:	at 1 location

TradeTimestamp

A generic trade timestamp

Content:	complex, 2 elements
Defined:	globally in fpml-doc-5-6.xsd; see XML source
Includes:	definitions of 2 elements
Used:	at 1 location

TradingEventSummary

A type that records a short form event history of a trade.

Content:	complex, 6 elements
Defined:	globally in fpml-business-events-5-6.xsd; see XML source
Includes:	definitions of 3 elements
Used:	never

Tranche

This type represents a CDS Tranche.

Content:	complex, 3 elements
Defined:	globally in fpml-cd-5-6.xsd; see XML source
Includes:	definitions of 3 elements
Used:	at 2 locations

TransactionCharacteristic

A characteristic of a transaction used in declaring an end-user exception.

Content:	simple, 1 attribute
Defined:	globally in fpml-doc-5-6.xsd; see XML source
Includes:	definition of 1 attribute
Used:	at 1 location

UnderlyingAsset

Abstract base class for all underlying assets.

Content:	complex, 1 attribute, 6 elements
Abstract:	(cannot be assigned directly to elements used in instance XML documents)
Defined:	globally in fpml-asset-5-6.xsd; see XML source
Includes:	definitions of 4 elements
Used:	at 11 locations

UnderlyingAssetTranche

Content:	simple, 1 attribute
Defined:	globally in fpml-asset-5-6.xsd; see XML source
Includes:	definition of 1 attribute
Used:	at 1 location

Unit

A type used to record information about a unit, subdivision, desk, or other similar business entity.

Content:	simple, 1 attribute
Defined:	globally in fpml-shared-5-6.xsd; see XML source
Includes:	definition of 1 attribute
Used:	at 2 locations

UnprocessedElementWrapper

A type holding a structure that is unvalidated

Content:	complex, elem. wildcard
Defined:	globally in fpml-msg-5-6.xsd; see XML source
Includes:	definition of elem. wildcard
Used:	at 1 location

Validation

A reference identifying a rule within a validation scheme.

Content:	simple, 1 attribute
Defined:	globally in fpml-doc-5-6.xsd; see XML source
Includes:	definition of 1 attribute
Used:	at 2 locations

ValuationDate

Content:	complex, 2 elements
Defined:	globally in fpml-cd-5-6.xsd; see XML source
Includes:	definitions of 2 elements
Used:	at 1 location

ValuationDatesReference

For use with pre-trade Credit Limit Check messages.

Content:	empty, 1 attribute
Defined:	globally in fpml-ird-5-6.xsd; see XML source
Includes:	definition of 1 attribute
Used:	at 1 location

ValuationPostponement

Specifies how long to wait to get a quote from a settlement rate option upon a price source disruption.

Content:	complex, 1 element
Defined:	globally in fpml-ird-5-6.xsd; see XML source
Includes:	definition of 1 element
Used:	at 1 location

Velocity

Content:	complex, 2 elements
Defined:	globally in fpml-pretrade-processes-5-6.xsd; see XML source
Includes:	definitions of 2 elements
Used:	at 1 location

VerificationMethod

A type used to represent the type of mechanism that can be used to verify a trade.

Content:	simple, 1 attribute
Defined:	globally in fpml-doc-5-6.xsd; see XML source
Includes:	definition of 1 attribute
Used:	at 1 location

VerificationStatus

The verification status of the position as reported by the sender (Verified, Disputed).

Content:	simple, 1 attribute
Defined:	globally in fpml-msg-5-6.xsd; see XML source
Includes:	definition of 1 attribute
Used:	at 1 location

VerificationStatusNotification

Content:	complex, 3 attributes, 11 elements
Defined:	globally in fpml-msg-5-6.xsd; see XML source
Includes:	definitions of 3 elements
Used:	at 1 location

VersionedContractId

Contract Id with Version Support

Content:	complex, 3 elements
Defined:	globally in fpml-doc-5-6.xsd; see XML source
Includes:	definition of 1 element
Used:	never

VersionedTradeId

Trade Id with Version Support

Content:	complex, 3 elements
Defined:	globally in fpml-doc-5-6.xsd; see XML source
Includes:	definition of 1 element
Used:	at 1 location

WithdrawalReason

A type that describes why a trade was withdrawn.

Content:	simple, 1 attribute
Defined:	globally in fpml-business-events-5-6.xsd; see XML source
Includes:	definition of 1 attribute
Used:	never

YieldCurveMethod

A type defining the parameters required for each of the ISDA defined yield curve methods for cash settlement.

Content:	complex, 2 elements
Defined:	globally in fpml-ird-5-6.xsd; see XML source
Includes:	definitions of 2 elements
Used:	at 4 locations

Schema Summary
fpml-asset-5-6.xsd	Target Namespace: http://www.fpml.org/FpML-5/pretrade Version: $Revision: 10268 $ Defined Components: 19 global elements, 110 local elements, 49 complexTypes, 8 element groups Default Namespace-Qualified Form: Local Elements: qualified; Local Attributes: unqualified Schema Location: C:\Users\mkoli\FpML Specifications\trunk-new\xml\pretrade\fpml-asset-5-6.xsd; see XML source Includes Schema: fpml-shared-5-6.xsd Included in Schemas (4): fpml-business-events-5-6.xsd, fpml-doc-5-6.xsd, fpml-ird-5-6.xsd, fpml-option-shared-5-6.xsd
fpml-business-events-5-6.xsd	Target Namespace: http://www.fpml.org/FpML-5/pretrade Version: $Revision: 10281 $ Defined Components: 5 global elements, 102 local elements, 27 complexTypes, 18 element groups Default Namespace-Qualified Form: Local Elements: qualified; Local Attributes: unqualified Schema Location: C:\Users\mkoli\FpML Specifications\trunk-new\xml\pretrade\fpml-business-events-5-6.xsd; see XML source Includes Schemas (2): fpml-asset-5-6.xsd, fpml-msg-5-6.xsd Included in Schemas (2): fpml-clearing-processes-5-6.xsd, fpml-pretrade-processes-5-6.xsd
fpml-cd-5-6.xsd	Target Namespace: http://www.fpml.org/FpML-5/pretrade Version: $Revision: 10093 $ Defined Components: 1 global element, 167 local elements, 44 complexTypes, 1 element group Default Namespace-Qualified Form: Local Elements: qualified; Local Attributes: unqualified Schema Location: C:\Users\mkoli\FpML Specifications\trunk-new\xml\pretrade\fpml-cd-5-6.xsd; see XML source Includes Schema: fpml-option-shared-5-6.xsd Included in Schema: fpml-main-5-6.xsd
fpml-clearing-processes-5-6.xsd	Target Namespace: http://www.fpml.org/FpML-5/pretrade Version: $Revision: 9756 $ Defined Components: 4 global elements, 7 local elements, 3 complexTypes Default Namespace-Qualified Form: Local Elements: qualified; Local Attributes: unqualified Schema Location: C:\Users\mkoli\FpML Specifications\trunk-new\xml\pretrade\fpml-clearing-processes-5-6.xsd; see XML source Includes Schema: fpml-business-events-5-6.xsd Included in Schema: fpml-main-5-6.xsd
fpml-doc-5-6.xsd	Target Namespace: http://www.fpml.org/FpML-5/pretrade Version: $Revision: 10234 $ Defined Components: 131 local elements, 54 complexTypes, 5 element groups, 1 attribute group Default Namespace-Qualified Form: Local Elements: qualified; Local Attributes: unqualified Schema Location: C:\Users\mkoli\FpML Specifications\trunk-new\xml\pretrade\fpml-doc-5-6.xsd; see XML source Includes Schema: fpml-asset-5-6.xsd Included in Schema: fpml-msg-5-6.xsd
fpml-enum-5-6.xsd	Target Namespace: http://www.fpml.org/FpML-5/pretrade Version: $Revision: 10268 $ Defined Components: 42 simpleTypes Default Namespace-Qualified Form: Local Elements: qualified; Local Attributes: unqualified Schema Location: C:\Users\mkoli\FpML Specifications\trunk-new\xml\pretrade\fpml-enum-5-6.xsd; see XML source Included in Schema: fpml-shared-5-6.xsd
fpml-ird-5-6.xsd	Target Namespace: http://www.fpml.org/FpML-5/pretrade Version: $Revision: 10230 $ Defined Components: 3 global elements, 192 local elements, 54 complexTypes, 3 element groups Default Namespace-Qualified Form: Local Elements: qualified; Local Attributes: unqualified Schema Location: C:\Users\mkoli\FpML Specifications\trunk-new\xml\pretrade\fpml-ird-5-6.xsd; see XML source Includes Schema: fpml-asset-5-6.xsd Included in Schema: fpml-main-5-6.xsd
fpml-main-5-6.xsd	products Target Namespace: http://www.fpml.org/FpML-5/pretrade Version: $Revision: 10281 $ Defined Components: 1 global element Default Namespace-Qualified Form: Local Elements: qualified; Local Attributes: unqualified Schema Location: C:\Users\mkoli\FpML Specifications\trunk-new\xml\pretrade\fpml-main-5-6.xsd; see XML source Includes Schemas (4): fpml-cd-5-6.xsd, fpml-clearing-processes-5-6.xsd, fpml-ird-5-6.xsd, fpml-pretrade-processes-5-6.xsd
fpml-msg-5-6.xsd	Event Status messages. Target Namespace: http://www.fpml.org/FpML-5/pretrade Version: $Revision: 10093 $ Defined Components: 10 global elements, 64 local elements, 46 complexTypes, 10 element groups Default Namespace-Qualified Form: Local Elements: qualified; Local Attributes: unqualified Schema Location: C:\Users\mkoli\FpML Specifications\trunk-new\xml\pretrade\fpml-msg-5-6.xsd; see XML source Imports Schema: xmldsig-core-schema.xsd Includes Schema: fpml-doc-5-6.xsd Included in Schema: fpml-business-events-5-6.xsd
fpml-option-shared-5-6.xsd	Target Namespace: http://www.fpml.org/FpML-5/pretrade Version: $Revision: 10232 $ Defined Components: 32 local elements, 9 complexTypes Default Namespace-Qualified Form: Local Elements: qualified; Local Attributes: unqualified Schema Location: C:\Users\mkoli\FpML Specifications\trunk-new\xml\pretrade\fpml-option-shared-5-6.xsd; see XML source Includes Schema: fpml-asset-5-6.xsd Included in Schema: fpml-cd-5-6.xsd
fpml-pretrade-processes-5-6.xsd	Target Namespace: http://www.fpml.org/FpML-5/pretrade Version: $Revision: 10272 $ Defined Components: 10 global elements, 84 local elements, 27 complexTypes Default Namespace-Qualified Form: Local Elements: qualified; Local Attributes: unqualified Schema Location: C:\Users\mkoli\FpML Specifications\trunk-new\xml\pretrade\fpml-pretrade-processes-5-6.xsd; see XML source Includes Schema: fpml-business-events-5-6.xsd Included in Schema: fpml-main-5-6.xsd
fpml-shared-5-6.xsd	Target Namespace: http://www.fpml.org/FpML-5/pretrade Version: $Revision: 10286 $ Defined Components: 5 global elements, 331 local elements, 212 complexTypes, 7 simpleTypes, 15 element groups Default Namespace-Qualified Form: Local Elements: qualified; Local Attributes: unqualified Schema Location: C:\Users\mkoli\FpML Specifications\trunk-new\xml\pretrade\fpml-shared-5-6.xsd; see XML source Includes Schema: fpml-enum-5-6.xsd Included in Schema: fpml-asset-5-6.xsd