Element/Description | Used By |
calculationAmount ; entity type: FpML_Money The monetary amount of the contract specified in the credit default swap. Also referred to as the notional amount. Source: creditDerivs-proposal-fpml-dtd-crd-1-0-2002-05-01.dtd |
FpML_CreditDefaultSwap |
creditDefaultSwap ; entity type: FpML_CreditDefaultSwap A financial contract in which a counterparty (a protection buyer) pays a fee, usually captured in basis points on a notional amount, in return for a default payment by the protection seller. The latter is paid only if a credit event, involving a third party reference, occurs. A credit event may be represented by a bankruptcy, a default on payment or a restructuring event, to name just a few. Source: creditDerivs-proposal-fpml-dtd-crd-1-0-2002-05-01.dtd |
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fixedPayerPartyReference ; empty element This is the buyer of credit protection. Source: creditDerivs-proposal-fpml-dtd-crd-1-0-2002-05-01.dtd |
FpML_CreditDefaultSwap |
fixedRatePayerPaymentDates ; entity type: FpML_FixedRatePayerPaymentDates The dates on which the fixed rate payer (protection buyer) pays the premium to the floating rate payer (protection seller). Source: creditDerivs-proposal-fpml-dtd-crd-1-0-2002-05-01.dtd |
FpML_CreditDefaultSwap |
floatingPayerPartyReference ; empty element This is the seller of credit protection. Source: creditDerivs-proposal-fpml-dtd-crd-1-0-2002-05-01.dtd |
FpML_CreditDefaultSwap |
guarantorPartyReference ; empty element The party that guarantees an obligation (reference obligation) and has a legal duty to fulfill it. Source: creditDerivs-proposal-fpml-dtd-crd-1-0-2002-05-01.dtd |
FpML_ReferenceObligation |
instrumentId ; built-in datatype: string ; coding scheme: instrumentIdScheme A unique id that references a financial instrument Source: creditDerivs-proposal-fpml-dtd-crd-1-0-2002-05-01.dtd |
FpML_ReferenceObligation |
maturityDate ; entity type: FpML_AdjustableDate The date on which a debt (reference obligation) becomes due for payment. Source: creditDerivs-proposal-fpml-dtd-crd-1-0-2002-05-01.dtd |
FpML_ReferenceObligation |
originalIssueAmount ; entity type: FpML_Money The amount of money raised in an initial offering of a fixed income instrument (reference obligation). Source: creditDerivs-proposal-fpml-dtd-crd-1-0-2002-05-01.dtd |
FpML_ReferenceObligation |
primaryObligorPartyReference ; empty element the first individual or company that owes debt to another individual or company (the creditor), as a result of borrowing or issuing bonds. Source: creditDerivs-proposal-fpml-dtd-crd-1-0-2002-05-01.dtd |
FpML_ReferenceObligation |
referenceEntity ; empty element the organization that the credit event occurs to in order to trigger the credit default swap. The reference entity is the issuer of the reference obligation. Source: creditDerivs-proposal-fpml-dtd-crd-1-0-2002-05-01.dtd |
FpML_CreditDefaultSwap |
referenceObligation ; entity type: FpML_ReferenceObligation 1) Obligation(s) of Reference Entity, unless specifically excluded in the confirmation. 2) May be designated specifically or generally as a class of reference entities and attributed with financial assets characteristics such as: - tenor/maturity - placement in capital structure (bond, loan, etc.) - currency - repayment type (convertible, etc) Source: creditDerivs-proposal-fpml-dtd-crd-1-0-2002-05-01.dtd |
FpML_CreditDefaultSwap |
restructuring ; built-in datatype: string ; coding scheme: restructuringScheme 4.7 An obligation of the reference entity is exchanged or modified under a prescribed event:Standard ISDA language includes: - reduction in rate or amount of interest or principal; - deferral of interest or principal payments; - change in payment ranking; and - change in currency or composition of interest or principal Source: creditDerivs-proposal-fpml-dtd-crd-1-0-2002-05-01.dtd |
FpML_CreditDefaultSwap |
scheduledTerminationDate ; entity type: FpML_AdjustableDate Transaction end date. Source: creditDerivs-proposal-fpml-dtd-crd-1-0-2002-05-01.dtd |
FpML_CreditDefaultSwap |