Definition of references to the set of FpML coding schemes.
2021-10-01
- The following new coding scheme has been updated:
- floatingRateIndexScheme
- Added new 2021 FRO values, as per 2021 ISDA FRO Matrix v.2, by setting the metadata field - "IN 2021 DEFS"=YES.
- EUR-EuroSTR Average 1W
- EUR-EuroSTR Average 1M
- EUR-EuroSTR Average 3M
- EUR-EuroSTR Average 6M
- EUR-EuroSTR Average 12M
- EUR-EuroSTR Compounded Index
- GBP-SONIA ICE Term
- GBP-SONIA Refinitiv Term
- INR-Modified MIFOR
- JPY-TONA Average 30D
- JPY-TONA Average 90D
- JPY-TONA Average 180D
- JPY-TONA Compounded Index
- JPY-TORF QUICK
- USD-AMERIBOR Term Structure
- USD-SOFR Average 30D
- USD-SOFR Average 90D
- USD-SOFR Average 180D
- USD-SOFR CME Term
- USD-SOFR Compounded Index
- Added corresponding metadata fields for the new 2021 FRO values.
- Source: ISDA
- Version changed from 3-0 to 3-1
- Publication Date: 2021-10-01
- businessCenterScheme.
- Removed INST (India Standard Time) value. Rationale: V2 of the FR Matrix states India Standard (Mumbai) Time – ISDA is not aware of any difference between the time in Mumbai and India Standard Time.
- Version changed from 8-0 to 8-1
- Publication Date: 2021-10-01
FpML Set of Coding Schemes
2-1
http://www.fpml.org/coding-scheme/set-of-schemes
http://www.fpml.org/coding-scheme/set-of-schemes-2-1
http://www.fpml.org/coding-scheme/set-of-schemes-2-1.xml
Contains a code representing the type of an account, for example in a clearing or exchange model.
2016-06-13
http://www.fpml.org/coding-scheme/account-type
http://www.fpml.org/coding-scheme/account-type-1-1
http://www.fpml.org/coding-scheme/account-type-1-1.xml
Facility-level accruing fees.
2015-07-15
http://www.fpml.org/coding-scheme/accruing-fee-type
http://www.fpml.org/coding-scheme/accruing-fee-type-1-0
http://www.fpml.org/coding-scheme/accruing-fee-type-1-0.xml
Action type as defined by the European Securities and Markets Authority (ESMA).
2015-06-24
http://www.fpml.org/coding-scheme/action-type
http://www.fpml.org/coding-scheme/action-type-1-0
http://www.fpml.org/coding-scheme/action-type-1-0.xml
Action type as defined by SFTR. A notation to indicate whether the report is New, Modification, Valuation, Collateral update, Error, Correction, Termination / Early Termination or Position component.
2019-08-02
http://www.fpml.org/coding-scheme/sftr-action-type
http://www.fpml.org/coding-scheme/sftr-action-type-1-0
http://www.fpml.org/coding-scheme/sftr-action-type-1-0.xml
Defines the role of the algorithm.
2016-06-13
http://www.fpml.org/coding-scheme/algorithm-role
http://www.fpml.org/coding-scheme/algorithm-role-1-0
http://www.fpml.org/coding-scheme/algorithm-role-1-0.xml
Defines an allocation reporting status categorization. Specifies whether the trade is anticipated to be allocated, has been allocated, or will not be allocated.
2012-04-20
http://www.fpml.org/coding-scheme/allocation-reporting-status
http://www.fpml.org/coding-scheme/allocation-reporting-status-1-0
http://www.fpml.org/coding-scheme/allocation-reporting-status-1-0.xml
A list of settlement tasks at the allocation level, the completion of which are prerequisites to the settlement of a trade (or allocation).
2017-12-22
http://www.fpml.org/coding-scheme/allocation-settlement-task-type
http://www.fpml.org/coding-scheme/allocation-settlement-task-type-1-0
http://www.fpml.org/coding-scheme/allocation-settlement-task-type-1-0.xml
The purpose of a person or business unit in relation to an asset or assets.
2017-12-22
http://www.fpml.org/coding-scheme/applicable-purpose
http://www.fpml.org/coding-scheme/applicable-purpose-1-0
http://www.fpml.org/coding-scheme/applicable-purpose-1-0.xml
The transaction (event) types that the associated settlement instructions apply to.
2017-12-22
http://www.fpml.org/coding-scheme/applicable-transaction-type
http://www.fpml.org/coding-scheme/applicable-transaction-type-1-0
http://www.fpml.org/coding-scheme/applicable-transaction-type-1-0.xml
Defines the type of approval in a consent or approval process.
2014-01-23
http://www.fpml.org/coding-scheme/approval-type
http://www.fpml.org/coding-scheme/approval-type-1-0
http://www.fpml.org/coding-scheme/approval-type-1-0.xml
Defines a simple asset class categorization. Used for classification of the risk class of the trade.
2019-10-01
http://www.fpml.org/coding-scheme/asset-class
http://www.fpml.org/coding-scheme/asset-class-2-1
http://www.fpml.org/coding-scheme/asset-class-2-1.xml
The type of measure about an asset. Used for escribing valuation, sensitivity, and risk measures.
2021-05-06
http://www.fpml.org/coding-scheme/asset-measure
http://www.fpml.org/coding-scheme/asset-measure-5-6
http://www.fpml.org/coding-scheme/asset-measure-5-6.xml
List of assignment fee payment rules.
2015-07-15
http://www.fpml.org/coding-scheme/assignment-fee-rule
http://www.fpml.org/coding-scheme/assignment-fee-rule-1-0
http://www.fpml.org/coding-scheme/assignment-fee-rule-1-0.xml
Defines the type of Broker Confirm the FpML trade represents.
2013-01-15
http://www.fpml.org/coding-scheme/broker-confirmation-type
http://www.fpml.org/coding-scheme/broker-confirmation-type-5-0
http://www.fpml.org/coding-scheme/broker-confirmation-type-5-0.xml
Defines where bullion is to be delivered for a Bullion Transaction.
http://www.fpml.org/coding-scheme/bullion-delivery-location
http://www.fpml.org/coding-scheme/bullion-delivery-location-1-0
http://www.fpml.org/coding-scheme/bullion-delivery-location-1-0.xml
Contains a code representing the type of business process a message (e.g. a status request) applies to.
2011-09-29
http://www.fpml.org/coding-scheme/business-process
http://www.fpml.org/coding-scheme/business-process-1-0
http://www.fpml.org/coding-scheme/business-process-1-0.xml
The type of cash flows associated with OTC derivatives contracts and their lifecycle events.
http://www.fpml.org/coding-scheme/cashflow-type
http://www.fpml.org/coding-scheme/cashflow-type-2-0
http://www.fpml.org/coding-scheme/cashflow-type-2-0.xml
Contains a code representing the type of organization. Used to clarify which participant's information is being reported.
2011-09-29
http://www.fpml.org/coding-scheme/org-type-category
http://www.fpml.org/coding-scheme/org-type-category-1-0
http://www.fpml.org/coding-scheme/org-type-category-1-0.xml
Contains a flag for when a trade is being executed anonymously in a Swap Execution Facility (SEF). It is meant to cover the requirement under CFTC 37.9(d) https://www.cftc.gov/sites/default/files/2020/07/2020-14343a.pdf known as the PTNGU (Post-Trade Name Give-Up) Rule. The rule requires that trades executed anonymously on a SEF e.g. CLOB trades be guaranteed anonymity post-trade. Therefore the SEF requires the ability to flag a trade as executed anonymously so that anonymity is guaranteed throughout the workflow. Although the source of the trade is known, the SEF, not all trades executed on the SEF will be flagged as anonymous. Therefore this needs to be specified on a trade-by-trade basis.
2020-12-14
http://www.fpml.org/coding-scheme/category-anonymous-execution
http://www.fpml.org/coding-scheme/category-anonymous-execution-1-0
http://www.fpml.org/coding-scheme/category-anonymous-execution-1-0.xml
A clearance system
http://www.fpml.org/coding-scheme/clearance-system
http://www.fpml.org/coding-scheme/clearance-system-1-0
http://www.fpml.org/coding-scheme/clearance-system-1-0.xml
Defines a list of clearing status codes.
2012-03-21
http://www.fpml.org/coding-scheme/clearing-status
http://www.fpml.org/coding-scheme/clearing-status-1-1
http://www.fpml.org/coding-scheme/clearing-status-1-1.xml
The reason a trade is exempted from a clearing mandate.
2016-09-16
http://www.fpml.org/coding-scheme/clearing-exception-reason
http://www.fpml.org/coding-scheme/clearing-exception-reason-1-1
http://www.fpml.org/coding-scheme/clearing-exception-reason-1-1.xml
Method used to provide collateral. Indication whether the collateral is subject to a title transfer collateral arrangement, a securities financial collateral arrangement, or a securities financial with the right of use.
2019-08-02
http://www.fpml.org/coding-scheme/collateral-arrangement
http://www.fpml.org/coding-scheme/collateral-arrangement-1-0
http://www.fpml.org/coding-scheme/collateral-arrangement-1-0.xml
ISDA Collateral Assets Definitions as published by ISDA in the 2003 ISDA Collateral Asset Definitions.
2014-05-06
http://www.fpml.org/coding-scheme/collateral-asset-definitions
http://www.fpml.org/coding-scheme/collateral-asset-definitions-1-0
http://www.fpml.org/coding-scheme/collateral-asset-definitions-1-0.xml
Defines a list of collateral dispute resolution method codes.
http://www.fpml.org/coding-scheme/collateral-dispute-resolution-method-reason
http://www.fpml.org/coding-scheme/collateral-dispute-resolution-method-reason-2-0
http://www.fpml.org/coding-scheme/collateral-dispute-resolution-method-reason-2-0.xml
Defines a list of collateral interest response reason codes.
http://www.fpml.org/coding-scheme/collateral-interest-response-reason
http://www.fpml.org/coding-scheme/collateral-interest-response-reason-1-0
http://www.fpml.org/coding-scheme/collateral-interest-response-reason-1-0.xml
Collateralization Level. Indicates whether the trade is collateralized at the individual trade level, the portfolio level, or position level.
2019-08-02
http://www.fpml.org/coding-scheme/collateralized-exposure-grouping
http://www.fpml.org/coding-scheme/collateralized-exposure-grouping-1-0
http://www.fpml.org/coding-scheme/collateralized-exposure-grouping-1-0.xml
Defines a list of collateral reason codes.
http://www.fpml.org/coding-scheme/collateral-margin-call-response-reason
http://www.fpml.org/coding-scheme/collateral-margin-call-response-reason-1-0
http://www.fpml.org/coding-scheme/collateral-margin-call-response-reason-1-0.xml
Defines a list of collateral response reason codes.
http://www.fpml.org/coding-scheme/collateral-response-reason
http://www.fpml.org/coding-scheme/collateral-response-reason-1-0
http://www.fpml.org/coding-scheme/collateral-response-reason-1-0.xml
Defines a list of collateral retraction reason codes.
http://www.fpml.org/coding-scheme/collateral-retraction-reason
http://www.fpml.org/coding-scheme/collateral-retraction-reason-1-1
http://www.fpml.org/coding-scheme/collateral-retraction-reason-1-1.xml
Defines a list of collateral substitution response reason codes.
http://www.fpml.org/coding-scheme/collateral-substitution-response-reason
http://www.fpml.org/coding-scheme/collateral-substitution-response-reason-1-0
http://www.fpml.org/coding-scheme/collateral-substitution-response-reason-1-0.xml
Contains a code representing the type of collateral obtained by a party to offset its counterparty risk.
2012-03-07
http://www.fpml.org/coding-scheme/collateral-type
http://www.fpml.org/coding-scheme/collateral-type-1-0
http://www.fpml.org/coding-scheme/collateral-type-1-0.xml
Specifies the commodity business calendar.
The commodity business calendar codes are based on the Section 7.2 of the 2005 ISDA Commodity Definitions, or exchange code, or some other codes.
Exchange codes could be added based on the ISO 10383 MIC code [https://www.iso20022.org/sites/default/files/ISO10383_MIC/ISO10383_MIC.xls] according to the following rules: 1. it would be the acronym of the MIC. If acronym is not available, 2. it would be the MIC code. If the MIC code starts with an 'X', 3. the FpML AWG will compose the code.
2020-02-04
http://www.fpml.org/coding-scheme/commodity-business-calendar
http://www.fpml.org/coding-scheme/commodity-business-calendar-3-6
http://www.fpml.org/coding-scheme/commodity-business-calendar-3-6.xml
Defines a scheme of Coal Quality Adjustments.
http://www.fpml.org/coding-scheme/commodity-coal-quality-adjustments
http://www.fpml.org/coding-scheme/commodity-coal-quality-adjustments-2-0
http://www.fpml.org/coding-scheme/commodity-coal-quality-adjustments-2-0.xml
Defines a scheme of Coal Product Sources.
2015-12-14
http://www.fpml.org/coding-scheme/commodity-coal-product-source
http://www.fpml.org/coding-scheme/commodity-coal-product-source-3-0
http://www.fpml.org/coding-scheme/commodity-coal-product-source-3-0.xml
Defines a scheme of Coal Products specified in Exhibit A to the ISDA Coal Annex.
http://www.fpml.org/coding-scheme/commodity-coal-product-type
http://www.fpml.org/coding-scheme/commodity-coal-product-type-2-0
http://www.fpml.org/coding-scheme/commodity-coal-product-type-2-0.xml
Defines a scheme of Coal Transportation Equipment values.
http://www.fpml.org/coding-scheme/commodity-coal-transportation-equipment
http://www.fpml.org/coding-scheme/commodity-coal-transportation-equipment-2-0
http://www.fpml.org/coding-scheme/commodity-coal-transportation-equipment-2-0.xml
For US Emissions Allowance Transactions. A system where all electronic certificates are stored and emissions are tracked.
2012-08-02
http://www.fpml.org/coding-scheme/commodity-environmental-tracking-system
http://www.fpml.org/coding-scheme/commodity-environmental-tracking-system-1-0
http://www.fpml.org/coding-scheme/commodity-environmental-tracking-system-1-0.xml
Specifies the event relative to which optional expiration(s) occur.
http://www.fpml.org/coding-scheme/commodity-expire-relative-to-event
http://www.fpml.org/coding-scheme/commodity-expire-relative-to-event-2-0
http://www.fpml.org/coding-scheme/commodity-expire-relative-to-event-2-0.xml
Specifies the frequency with which a price shall be observed.
http://www.fpml.org/coding-scheme/commodity-frequency-type
http://www.fpml.org/coding-scheme/commodity-frequency-type-1-0
http://www.fpml.org/coding-scheme/commodity-frequency-type-1-0.xml
Specifies the method by which FX rate will be applied.
http://www.fpml.org/coding-scheme/commodity-fx-type
http://www.fpml.org/coding-scheme/commodity-fx-type-1-0
http://www.fpml.org/coding-scheme/commodity-fx-type-1-0.xml
Defines a publication in which the rate, price, index or factor is to be found. (e.g Gas Daily, Platts Bloomberg.)
2014-09-15
http://www.fpml.org/coding-scheme/commodity-information-provider
http://www.fpml.org/coding-scheme/commodity-information-provider-4-0
http://www.fpml.org/coding-scheme/commodity-information-provider-4-0.xml
Specifies the Disruption Fallbacks that are applicable.
http://www.fpml.org/coding-scheme/commodity-market-disruption-fallback
http://www.fpml.org/coding-scheme/commodity-market-disruption-fallback-1-0
http://www.fpml.org/coding-scheme/commodity-market-disruption-fallback-1-0.xml
Specifies the Market Disruption Events that are applicable.
http://www.fpml.org/coding-scheme/commodity-market-disruption
http://www.fpml.org/coding-scheme/commodity-market-disruption-1-0
http://www.fpml.org/coding-scheme/commodity-market-disruption-1-0.xml
Specifies the brand manager of metal product for a physically settled metal trade.
2012-08-02
http://www.fpml.org/coding-scheme/commodity-metal-brand-manager
http://www.fpml.org/coding-scheme/commodity-metal-brand-manager-1-0
http://www.fpml.org/coding-scheme/commodity-metal-brand-manager-1-0.xml
Specifies the brand name of metal product for a physically settled metal trade.
2012-08-02
http://www.fpml.org/coding-scheme/commodity-metal-brand-name
http://www.fpml.org/coding-scheme/commodity-metal-brand-name-1-0
http://www.fpml.org/coding-scheme/commodity-metal-brand-name-1-0.xml
Specifies the types of metal product for a physically settled metal trade. Note: the coding scheme is intended for non-precious metals only.
2016-09-16
http://www.fpml.org/coding-scheme/commodity-metal-product-type
http://www.fpml.org/coding-scheme/commodity-metal-product-type-3-0
http://www.fpml.org/coding-scheme/commodity-metal-product-type-3-0.xml
Specifies the shape(s) of metal product for a physically settled metal trade.
2012-08-02
http://www.fpml.org/coding-scheme/commodity-metal-shape
http://www.fpml.org/coding-scheme/commodity-metal-shape-1-0
http://www.fpml.org/coding-scheme/commodity-metal-shape-1-0.xml
Defines a type of physical commodity product to be delivered.
2014-09-15
http://www.fpml.org/coding-scheme/commodity-oil-product-type
http://www.fpml.org/coding-scheme/commodity-oil-product-type-3-0
http://www.fpml.org/coding-scheme/commodity-oil-product-type-3-0.xml
Specifies the event relative to which payment(s) occur.
2011-07-08
http://www.fpml.org/coding-scheme/commodity-pay-relative-to-event
http://www.fpml.org/coding-scheme/commodity-pay-relative-to-event-1-0
http://www.fpml.org/coding-scheme/commodity-pay-relative-to-event-1-0.xml
Specifies the frequency at which the Quantity or Notional Quantity is deemed to apply for purposes of calculating the Total Quantity or Total Notional Quantity.
2012-03-07
http://www.fpml.org/coding-scheme/commodity-quantity-frequency
http://www.fpml.org/coding-scheme/commodity-quantity-frequency-1-2
http://www.fpml.org/coding-scheme/commodity-quantity-frequency-1-2.xml
Contains a code representing a CFTC Part 20 covered commodity. The CFTC Part 20 Large Trader Reporting for Physical Commodity Swaps guidebook can be found on - http://www.cftc.gov/. Note: FpML defines the coding scheme, but the values are defined by an external source. The source of each value indicates the organization that defines it (e.g. CFTC, FpML).
2018-10-31
http://www.fpml.org/coding-scheme/cftc-commodity-code
http://www.fpml.org/coding-scheme/cftc-commodity-code-1-0
Defines a scheme of Commodity Reference Prices specified in the Annex to the 2005 ISDA Commodity Definitions.
2018-08-29
http://www.fpml.org/coding-scheme/commodity-reference-price
http://www.fpml.org/coding-scheme/commodity-reference-price-3-4
http://www.fpml.org/coding-scheme/commodity-reference-price-3-4.xml
The frequency at which a rate is compounded.
http://www.fpml.org/coding-scheme/compounding-frequency
http://www.fpml.org/coding-scheme/compounding-frequency-1-0
http://www.fpml.org/coding-scheme/compounding-frequency-1-0.xml
Indicates what type of trade compression activity took place.
2012-03-21
http://www.fpml.org/coding-scheme/compression-type
http://www.fpml.org/coding-scheme/compression-type-1-0
http://www.fpml.org/coding-scheme/compression-type-1-0.xml
Contains a code representing a trade could be confirmed (ie. how the legally binding terms of a derivatives contract could be documented and agreed.).
2012-11-05
http://www.fpml.org/coding-scheme/confirmation-method
http://www.fpml.org/coding-scheme/confirmation-method-1-1
http://www.fpml.org/coding-scheme/confirmation-method-1-1.xml
Specifies a set of standard contract definitions relevant to the transaction
2021-08-16
http://www.fpml.org/coding-scheme/contractual-definitions
http://www.fpml.org/coding-scheme/contractual-definitions-3-8
http://www.fpml.org/coding-scheme/contractual-definitions-3-8.xml
Defines the supplements to a base set of ISDA Definitions that are applicable to the transaction.
2015-10-16
http://www.fpml.org/coding-scheme/contractual-supplement
http://www.fpml.org/coding-scheme/contractual-supplement-8-0
http://www.fpml.org/coding-scheme/contractual-supplement-8-0.xml
Defines a scheme of values for specifying the type of corporate action.
2013-07-26
http://www.fpml.org/coding-scheme/corporate-action
http://www.fpml.org/coding-scheme/corporate-action-1-1
http://www.fpml.org/coding-scheme/corporate-action-1-1.xml
Defines a scheme of values for specifying if the bond has a variable coupon, step-up/down coupon or a zero-coupon.
http://www.fpml.org/coding-scheme/coupon-type
http://www.fpml.org/coding-scheme/coupon-type-1-0
http://www.fpml.org/coding-scheme/coupon-type-1-0.xml
The method jointly employed by the Credit Extender and Limit Checker for a given Credit User through which the credit value of a trade is verified to be within the credit limit prior to the placement of an order and the execution of a trade. Defines the pre-execution model.
2013-06-07
http://www.fpml.org/coding-scheme/credit-approval-model
http://www.fpml.org/coding-scheme/credit-approval-model-1-0
http://www.fpml.org/coding-scheme/credit-approval-model-1-0.xml
Indicates a type of credit document.
2012-03-21
http://www.fpml.org/coding-scheme/credit-document
http://www.fpml.org/coding-scheme/credit-document-1-0
http://www.fpml.org/coding-scheme/credit-document-1-0.xml
Standard code to indicate which type of credit limit check reason.
2014-08-29
http://www.fpml.org/coding-scheme/credit-limit-check-reason
http://www.fpml.org/coding-scheme/credit-limit-check-reason-1-0
http://www.fpml.org/coding-scheme/credit-limit-check-reason-1-0.xml
"Standard code to indicate which type of credit line is being referred to.
2019-10-31
http://www.fpml.org/coding-scheme/credit-limit-type
http://www.fpml.org/coding-scheme/credit-limit-type-1-1
http://www.fpml.org/coding-scheme/credit-limit-type-1-1.xml
SFTR specified the credit quality type: 'INVG' - Investment grade; 'NIVG' - Non-investment grade; 'NOTR' - Non-rated. Note: 'NOAP' - "Not applicable" is indicated by the absence of the 'creditQuality' element;
2019-08-02
http://www.fpml.org/coding-scheme/sftr-credit-quality
http://www.fpml.org/coding-scheme/sftr-credit-quality-1-0
http://www.fpml.org/coding-scheme/sftr-credit-quality-1-0.xml
Specifies the credit rating agencies.
2014-05-06
http://www.fpml.org/coding-scheme/credit-rating-agency
http://www.fpml.org/coding-scheme/credit-rating-agency-1-0
http://www.fpml.org/coding-scheme/credit-rating-agency-1-0.xml
Specifies the repayment precedence of a debt instrument.
2017-12-22
http://www.fpml.org/coding-scheme/credit-seniority
http://www.fpml.org/coding-scheme/credit-seniority-2-3
http://www.fpml.org/coding-scheme/credit-seniority-2-3.xml
Specifies the seniority of the reference obligation used in a single name credit default swap trade. It overrides the creditSeniorityScheme.
2017-12-22
http://www.fpml.org/coding-scheme/credit-seniority-trading
http://www.fpml.org/coding-scheme/credit-seniority-trading-1-1
http://www.fpml.org/coding-scheme/credit-seniority-trading-1-1.xml
Specifies the type of ISDA Credit Support Agreement governing the transaction.
http://www.fpml.org/coding-scheme/credit-support-agreement-type
http://www.fpml.org/coding-scheme/credit-support-agreement-type-1-1
http://www.fpml.org/coding-scheme/credit-support-agreement-type-1-1.xml
The FpML currency code coding scheme is the union of the ISO 4217 currency scheme (currencyScheme) and the FpML non ISO currency scheme (nonIsoCurrency).
2016-10-28
http://www.fpml.org/coding-scheme/currency
http://www.fpml.org/coding-scheme/currency-1-0
http://www.fpml.org/coding-scheme/currency-1-0.xml
Currency pair classification as defined under ESMA MiFID II.
2017-12-22
http://www.fpml.org/coding-scheme/esma-currency-pair-classification
http://www.fpml.org/coding-scheme/esma-currency-pair-classification-1-0
http://www.fpml.org/coding-scheme/esma-currency-pair-classification-1-0.xml
The specification of the cut name, or expiry date and time, for an FX OTC option.
http://www.fpml.org/coding-scheme/cut-name
http://www.fpml.org/coding-scheme/cut-name-1-0
http://www.fpml.org/coding-scheme/cut-name-1-0.xml
A structure used to uniquely identify a date adjustment type, based on a business case (e.g. grace days).
2021-06-25
working-draft
http://www.fpml.org/coding-scheme/date-adjustment-type
http://www.fpml.org/coding-scheme/date-adjustment-type-1-0
http://www.fpml.org/coding-scheme/date-adjustment-type-1-0.xml
Specifies the denominator for accrual calculation to be used as part of the ISDA Standard CSA document.
2014-05-06
http://www.fpml.org/coding-scheme/day-count
http://www.fpml.org/coding-scheme/day-count-1-0
http://www.fpml.org/coding-scheme/day-count-1-0.xml
Defines a scheme of values for specifying 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.
021-06-25
http://www.fpml.org/coding-scheme/day-count-fraction
http://www.fpml.org/coding-scheme/day-count-fraction-2-3
http://www.fpml.org/coding-scheme/day-count-fraction-2-3.xml
Indicates the reason that a declear was requested.
2012-08-02
http://www.fpml.org/coding-scheme/declear-reason
http://www.fpml.org/coding-scheme/declear-reason-1-0
http://www.fpml.org/coding-scheme/declear-reason-1-0.xml
Defines the possible delivery methods for securities.
2015-02-11
http://www.fpml.org/coding-scheme/delivery-method
http://www.fpml.org/coding-scheme/delivery-method-1-0
http://www.fpml.org/coding-scheme/delivery-method-1-0.xml
Specifies how the parties to the trade aportion responsibility for the delivery of the commodity product (for example Free On Board, Cost, Insurance, Freight).
2012-08-02
http://www.fpml.org/coding-scheme/commodity-delivery-risk
http://www.fpml.org/coding-scheme/commodity-delivery-risk-1-0
http://www.fpml.org/coding-scheme/commodity-delivery-risk-1-0.xml
Specifies the method by which a derivative is computed.
http://www.fpml.org/coding-scheme/derivative-calculation-method
http://www.fpml.org/coding-scheme/derivative-calculation-method-1-0
http://www.fpml.org/coding-scheme/derivative-calculation-method-1-0.xml
Specifies the types of liens that can be associated with a loan facility. In practice there could be any number of liens. Practice shows that the number does not typically goes beyond 3.
http://www.fpml.org/coding-scheme/designated-priority
http://www.fpml.org/coding-scheme/designated-priority-1-0
http://www.fpml.org/coding-scheme/designated-priority-1-0.xml
Specifies the method according to which an amount or a date is determined.
2015-07-15
http://www.fpml.org/coding-scheme/determination-method
http://www.fpml.org/coding-scheme/determination-method-3-4
http://www.fpml.org/coding-scheme/determination-method-3-4.xml
Indicates a type of embedded option contained in an OTC derivative contract.
2012-05-11
http://www.fpml.org/coding-scheme/embedded-option-type
http://www.fpml.org/coding-scheme/embedded-option-type-1-0
http://www.fpml.org/coding-scheme/embedded-option-type-1-0.xml
This specifies the entity classification of a party.
2016-06-13
http://www.fpml.org/coding-scheme/entity-classification
http://www.fpml.org/coding-scheme/entity-classification-2-0
http://www.fpml.org/coding-scheme/entity-classification-2-0.xml
Specifies the dealer status of a party under Canadian Securities Administrators (CSA).
2017-03-17
http://www.fpml.org/coding-scheme/csa-dealer-status-entity-classification
http://www.fpml.org/coding-scheme/csa-dealer-status-entity-classification-2-0
http://www.fpml.org/coding-scheme/csa-dealer-status-entity-classification-2-0.xml
Specifies the local party status of a party under Canadian Securities Administrators (CSA).
2017-03-17
http://www.fpml.org/coding-scheme/csa-local-party-status-entity-classification
http://www.fpml.org/coding-scheme/csa-local-party-status-entity-classification-2-0
http://www.fpml.org/coding-scheme/csa-local-party-status-entity-classification-2-0.xml
Specifies the entity classification of a party under ESMA.
2017-03-17
http://www.fpml.org/coding-scheme/esma-entity-classification
http://www.fpml.org/coding-scheme/esma-entity-classification-2-0
http://www.fpml.org/coding-scheme/esma-entity-classification-2-0.xml
Specifies the entity classification of a party under the U.S. Securities and Exchange Commission (SEC).
2017-03-17
http://www.fpml.org/coding-scheme/sec-entity-classification
http://www.fpml.org/coding-scheme/sec-entity-classification-2-0
http://www.fpml.org/coding-scheme/sec-entity-classification-2-0.xml
This specifies the reference entity types corresponding to a list of types defined in the ISDA First to Default documentation.
http://www.fpml.org/coding-scheme/entity-type
http://www.fpml.org/coding-scheme/entity-type-1-0
http://www.fpml.org/coding-scheme/entity-type-1-0.xml
Status of the set of payments once the matching process is performed.
2012-03-21
http://www.fpml.org/coding-scheme/event-status
http://www.fpml.org/coding-scheme/event-status-1-1
http://www.fpml.org/coding-scheme/event-status-1-1.xml
Contains a code representing an event type. This major version of the scheme introduces a simpler structure for describing reportable events in which the events against each trade are reported separately. The type of event is indicated by a structured code value. The first part of the code indicates the general action while subsequent parts provide the specific context. Some codes signal that the trade has reached an 'end of life' state where we not normally expect to see any further activity once any final settlements have occurred. This new event classification is associated with the Reporting Redesign Work available in FpML version 5.11 Recordkeeping View.
2019-03-25
http://www.fpml.org/coding-scheme/event-type
http://www.fpml.org/coding-scheme/event-type-2-0
http://www.fpml.org/coding-scheme/event-type-2-0.xml
Defines the alternate meaning for Exchange Date as specified in Paragraph 3(d)(ii) of the ISDA Standard Credit Support Annex (English Law).
2015-01-20
http://www.fpml.org/coding-scheme/exchange-date
http://www.fpml.org/coding-scheme/exchange-date-2-0
http://www.fpml.org/coding-scheme/exchange-date-2-0.xml
Contains a code representing a trade could be executed (ie. how a legally enforceable contract could be agreed, as per CFTC's 17 CFR Part 43.
2011-06-24
http://www.fpml.org/coding-scheme/execution-type
http://www.fpml.org/coding-scheme/execution-type-1-0
http://www.fpml.org/coding-scheme/execution-type-1-0.xml
Contains a code representing the type of venue where a trade could be executed.
2015-06-24
http://www.fpml.org/coding-scheme/execution-venue-type
http://www.fpml.org/coding-scheme/execution-venue-type-1-2
http://www.fpml.org/coding-scheme/execution-venue-type-1-2.xml
Option Exercise Style.
2015-10-16
http://www.fpml.org/coding-scheme/generic-exercise-style
http://www.fpml.org/coding-scheme/generic-exercise-style-1-1
http://www.fpml.org/coding-scheme/generic-exercise-style-1-1.xml
Contains a code representing the type of exposure.
2011-06-10
http://www.fpml.org/coding-scheme/exposure-type
http://www.fpml.org/coding-scheme/exposure-type-1-0
http://www.fpml.org/coding-scheme/exposure-type-1-0.xml
Various features associated with a given facility.
2019-10-31
http://www.fpml.org/coding-scheme/facility-feature
http://www.fpml.org/coding-scheme/facility-feature-1-1
http://www.fpml.org/coding-scheme/facility-feature-1-1.xml
Commodity Rate Options.
2013-02-12
http://www.fpml.org/coding-scheme/commodity-floating-rate-index
http://www.fpml.org/coding-scheme/commodity-floating-rate-index-1-0
http://www.fpml.org/coding-scheme/commodity-floating-rate-index-1-0.xml
A structure used to uniquely identify a financial metric type, described by a scheme.
2021-06-25
working-draft
http://www.fpml.org/coding-scheme/loan-covenant-obligation-numerator-denominator-type
http://www.fpml.org/coding-scheme/loan-covenant-obligation-numerator-denominator-type-1-0
http://www.fpml.org/coding-scheme/loan-covenant-obligation-numerator-denominator-type-1-0.xml
Contains a code representing the type of template terms used to define FX disruption events and thier fallbacks.
2013-04-26
http://www.fpml.org/coding-scheme/fx-template-terms
http://www.fpml.org/coding-scheme/fx-template-terms-1-0
http://www.fpml.org/coding-scheme/fx-template-terms-1-0.xml
Identification of the law governing the transaction.
In general the codes are the ISO country code where the applicable law is the law of an entire country
For countries that have more than one legal regime the code is constructed from the two-character ISO country code followed by two characters indicating the legal regime. In the cases of Canada and the United States of America, these two characters are the conventional abbreviations for the provinces and states respectively. In the case of the United Kingdom, the first two characters are "GB" followed by two characters indicating the legal regime.
The following are examples of valid codes, not an exhaustive list.
2012-03-21
http://www.fpml.org/coding-scheme/governing-law
http://www.fpml.org/coding-scheme/governing-law-1-2
http://www.fpml.org/coding-scheme/governing-law-1-2.xml
Defines the provisions under which the respective parties are permitted to hold collateral. This scheme is initially developed as part of the ISDA Standard Credit Support Annex document (SCSA), although its usage could be extended beyond it. If this is the case, we would need to be thoughtful about the fact that the number of possible values is meant to be controlled in order to maintain the standardized feature of the SCSA.
2014-05-06
http://www.fpml.org/coding-scheme/holding-posted-collateral
http://www.fpml.org/coding-scheme/holding-posted-collateral-1-0
http://www.fpml.org/coding-scheme/holding-posted-collateral-1-0.xml
List of assignment fee payment rules.
2017-06-09
http://www.fpml.org/coding-scheme/hedge-type
http://www.fpml.org/coding-scheme/hedge-type-1-0
http://www.fpml.org/coding-scheme/hedge-type-1-0
List of party roles.
2017-06-09
http://www.fpml.org/coding-scheme/pretrade-party-role
http://www.fpml.org/coding-scheme/pretrade-party-role-1-0
http://www.fpml.org/coding-scheme/pretrade-party-role-1-0
Specifies the way the independent amount is determined. This scheme is initially developed as part of the ISDA Standard Credit Support Annex document (SCSA), although its usage could be extended beyond it. If this is the case, we would need to be thoughtful about the fact that the number of possible values is meant to be controlled in order to maintain the standardized feature of the SCSA.
2014-05-06
http://www.fpml.org/coding-scheme/independent-amount-determination
http://www.fpml.org/coding-scheme/independent-amount-determination-1-0
http://www.fpml.org/coding-scheme/independent-amount-determination-1-0.xml
Specifies the instances where the independent amount eligible collateral is not defined as a set of eligible collateral assets. This scheme is initially developed as part of the ISDA Standard Credit Support Annex document (SCSA), although its usage could be extended beyond it.
2014-05-06
http://www.fpml.org/coding-scheme/independent-amount-eligibility
http://www.fpml.org/coding-scheme/independent-amount-eligibility-1-0
http://www.fpml.org/coding-scheme/independent-amount-eligibility-1-0.xml
Defines a scheme of values for specifying the CDX index annex source.
http://www.fpml.org/coding-scheme/cdx-index-annex-source
http://www.fpml.org/coding-scheme/cdx-index-annex-source-1-0
http://www.fpml.org/coding-scheme/cdx-index-annex-source-1-0.xml
A structure used to describe the reason why a party (i.e. lender) may be ineligible to vote on a legal action approval.
2021-06-25
working-draft
http://www.fpml.org/coding-scheme/ineligible-party-reason-type
http://www.fpml.org/coding-scheme/ineligible-party-reason-type-1-0
http://www.fpml.org/coding-scheme/ineligible-party-reason-type-1-0.xml
The specification of the Index Descriptions based on Annex A to the 2008 ISDA Inflation Derivatives Definitions
2013-07-18
http://www.fpml.org/coding-scheme/inflation-index-description
http://www.fpml.org/coding-scheme/inflation-index-description-2-2
http://www.fpml.org/coding-scheme/inflation-index-description-2-2.xml
The specification of the Index Source.
2017-04-07
http://www.fpml.org/coding-scheme/inflation-index-source
http://www.fpml.org/coding-scheme/inflation-index-source-2-3
http://www.fpml.org/coding-scheme/inflation-index-source-2-3.xml
The specification of the Inflation Index Main Publication.
2013-02-22
http://www.fpml.org/coding-scheme/inflation-main-publication
http://www.fpml.org/coding-scheme/inflation-main-publication-1-1
http://www.fpml.org/coding-scheme/inflation-main-publication-1-1.xml
The specification of a list of information providers and vendors who publish financial markets information. Their information sources will typically be used to determine a relevant market rate, price or index.
List compiled from the Annex to the 2000 ISDA Definitions Section 7.2 - Certain Published and Displayed Sources, and other sources.
2020-07-22
http://www.fpml.org/coding-scheme/information-provider
http://www.fpml.org/coding-scheme/information-provider-2-3
http://www.fpml.org/coding-scheme/information-provider-2-3.xml
Defines the interest rate terms applicable to the cash held/posted as independent amount. This scheme is initially developed as part of the ISDA Standard Credit Support Annex document (SCSA), although its usage could be extended beyond it.
2014-05-06
http://www.fpml.org/coding-scheme/initial-margin-interest-rate-terms
http://www.fpml.org/coding-scheme/initial-margin-interest-rate-terms-1-0
http://www.fpml.org/coding-scheme/initial-margin-interest-rate-terms-1-0.xml
Specifies the type of interpolation used.
2020-06-08
http://www.fpml.org/coding-scheme/interpolation-method
http://www.fpml.org/coding-scheme/interpolation-method-1-2
http://www.fpml.org/coding-scheme/interpolation-method-1-2.xml
A scheme defining the list of Letter of Credit purposes.
2015-07-15
http://www.fpml.org/coding-scheme/lc-purpose
http://www.fpml.org/coding-scheme/lc-purpose-1-0
http://www.fpml.org/coding-scheme/lc-purpose-1-0.xml
A scheme defining the different types of Letters of Credit.
2015-07-15
http://www.fpml.org/coding-scheme/lc-type
http://www.fpml.org/coding-scheme/lc-type-1-0
http://www.fpml.org/coding-scheme/lc-type-1-0.xml
Specifies the legal document name.
2014-05-06
http://www.fpml.org/coding-scheme/legal-document-name
http://www.fpml.org/coding-scheme/legal-document-name-1-0
http://www.fpml.org/coding-scheme/legal-document-name-1-0.xml
Specifies the legal document publisher.
2014-05-06
http://www.fpml.org/coding-scheme/legal-document-publisher
http://www.fpml.org/coding-scheme/legal-document-publisher-1-0
http://www.fpml.org/coding-scheme/legal-document-publisher-1-0.xml
Specifies the reference style applicable to the legal document.
2019-08-31
http://www.fpml.org/coding-scheme/legal-document-style
http://www.fpml.org/coding-scheme/legal-document-style-2-1
http://www.fpml.org/coding-scheme/legal-document-style-2-1.xml
The category the purchaser of a loan falls within, with respect to lender consent rules.
2015-07-15
http://www.fpml.org/coding-scheme/lender-classification
http://www.fpml.org/coding-scheme/lender-classification-1-0
http://www.fpml.org/coding-scheme/lender-classification-1-0.xml
Qualifies the link identifier allowing the trade to be associated with other related trades. For new implementations, the use of the "linkedTrade" element is preferred.
2019-03-25
http://www.fpml.org/coding-scheme/link-type
http://www.fpml.org/coding-scheme/link-type-1-0
http://www.fpml.org/coding-scheme/link-type-1-0.xml
A structure used to uniquely identify a loan covenant obligation category type (e.g. affirmative, negative, or financial) based on a scheme.
2021-06-25
working-draft
http://www.fpml.org/coding-scheme/loan-covenant-obligation-category-type
http://www.fpml.org/coding-scheme/loan-covenant-obligation-category-type-1-0
http://www.fpml.org/coding-scheme/loan-covenant-obligation-category-type-1-0.xml
A structure used to uniquely identify a loan covenant obligation task type.
2021-06-25
working-draft
http://www.fpml.org/coding-scheme/loan-covenant-obligation-task-type
http://www.fpml.org/coding-scheme/loan-covenant-obligation-task-type-1-0
http://www.fpml.org/coding-scheme/loan-covenant-obligation-task-type-1-0.xml
A structure used to uniquely identify a loan covenant obligation type.
2021-06-25
working-draft
http://www.fpml.org/coding-scheme/loan-covenant-obligation-type
http://www.fpml.org/coding-scheme/loan-covenant-obligation-type-1-0
http://www.fpml.org/coding-scheme/loan-covenant-obligation-type-1-0.xml
A structure used to uniquely identify a loan covenant obligation metric type.
2021-06-25
working-draft
http://www.fpml.org/coding-scheme/loan-covenant-obligation-metric-type
http://www.fpml.org/coding-scheme/loan-covenant-obligation-metric-type-1-0
http://www.fpml.org/coding-scheme/loan-covenant-obligation-metric-type-1-0.xml
A structure used to identify a legal action approval status type, based on a scheme.
2021-06-25
working-draft
http://www.fpml.org/coding-scheme/loan-legal-action-approval-status-type
http://www.fpml.org/coding-scheme/loan-legal-action-approval-status-type-1-0
http://www.fpml.org/coding-scheme/loan-legal-action-approval-status-type-1-0.xml
A structure used to identify a loan legal action status type, based on a scheme.
2021-06-25
working-draft
http://www.fpml.org/coding-scheme/loan-legal-action-status-type
http://www.fpml.org/coding-scheme/loan-legal-action-status-type-1-0
http://www.fpml.org/coding-scheme/loan-legal-action-status-type-1-0.xml
A structure that uniquely identifies a task type within a legal action structure.
2021-06-25
working-draft
http://www.fpml.org/coding-scheme/loan-legal-action-task-type
http://www.fpml.org/coding-scheme/loan-legal-action-task-type-1-0
http://www.fpml.org/coding-scheme/loan-legal-action-task-type-1-0.xml
A structure used to uniquely identify a legal action type; e.g. Amendment, Amended and Restated Agreement, Restructure.
2021-06-25
working-draft
http://www.fpml.org/coding-scheme/loan-legal-action-type
http://www.fpml.org/coding-scheme/loan-legal-action-type-1-0
http://www.fpml.org/coding-scheme/loan-legal-action-type-1-0.xml
Specifies a typology for loan facilities.
2017-12-22
http://www.fpml.org/coding-scheme/facility-type
http://www.fpml.org/coding-scheme/facility-type-2-0
http://www.fpml.org/coding-scheme/facility-type-2-0.xml
This overrides the countryScheme. Specifies the Local Jurisdiction that applies to a Transaction, for example for the purposes of defining which Local Taxes will apply.
2013-01-15
http://www.fpml.org/coding-scheme/local-jurisdiction
http://www.fpml.org/coding-scheme/local-jurisdiction-1-1
http://www.fpml.org/coding-scheme/local-jurisdiction-1-1.xml
Includes the currency codes to expand the ISO 4217 currency list, including the offshore and historical currencies.
2016-10-28
http://www.fpml.org/coding-scheme/non-iso-currency
http://www.fpml.org/coding-scheme/non-iso-currency-1-0
http://www.fpml.org/coding-scheme/non-iso-currency-1-0.xml
Allows the requestor to specify if they want this trade/trade set margining with an associated portfolio with the Clearing Organization or not.
2013-08-30
http://www.fpml.org/coding-scheme/margin-quote-type
http://www.fpml.org/coding-scheme/margin-quote-type-1-0
http://www.fpml.org/coding-scheme/margin-quote-type-1-0.xml
Defines the handling of a averaging date market disruption for an equity derivative transaction.
http://www.fpml.org/coding-scheme/market-disruption
http://www.fpml.org/coding-scheme/market-disruption-1-0
http://www.fpml.org/coding-scheme/market-disruption-1-0.xml
Defines the type of the master agreement governing the transaction.
2018-09-04
http://www.fpml.org/coding-scheme/master-agreement-type
http://www.fpml.org/coding-scheme/master-agreement-type-3-1
http://www.fpml.org/coding-scheme/master-agreement-type-3-1.xml
Defines the version of the master agreement governing the transaction.
2014-02-05
http://www.fpml.org/coding-scheme/master-agreement-version
http://www.fpml.org/coding-scheme/master-agreement-version-1-4
http://www.fpml.org/coding-scheme/master-agreement-version-1-4.xml
Defines the type of annex to be used with master confirmation agreement governing the transaction.
http://www.fpml.org/coding-scheme/master-confirmation-annex-type
http://www.fpml.org/coding-scheme/master-confirmation-annex-type-2-6
http://www.fpml.org/coding-scheme/master-confirmation-annex-type-2-6.xml
Defines the type of master confirmation agreement governing the transaction.
2015-07-15
http://www.fpml.org/coding-scheme/master-confirmation-type
http://www.fpml.org/coding-scheme/master-confirmation-type-7-7
http://www.fpml.org/coding-scheme/master-confirmation-type-7-7.xml
Defines a scheme of transaction types specified in the Credit Derivatives Physical Settlement Matrix.
2017-12-07
http://www.fpml.org/coding-scheme/credit-matrix-transaction-type
http://www.fpml.org/coding-scheme/credit-matrix-transaction-type-3-11
http://www.fpml.org/coding-scheme/credit-matrix-transaction-type-3-11.xml
Defines a scheme of transaction types specified in the Equity Derivatives Settlement Matrix.
2015-06-15
http://www.fpml.org/coding-scheme/equity-matrix-transaction-type
http://www.fpml.org/coding-scheme/equity-matrix-transaction-type-1-0
http://www.fpml.org/coding-scheme/equity-matrix-transaction-type-1-0.xml
Defines a scheme of values for identifying the form of applicable matrix.
2015-07-15
http://www.fpml.org/coding-scheme/matrix-type
http://www.fpml.org/coding-scheme/matrix-type-1-1
http://www.fpml.org/coding-scheme/matrix-type-1-1.xml
A structure used to uniquely identify a metric adjustment type, described by a scheme.
2021-06-25
working-draft
http://www.fpml.org/coding-scheme/loan-covenant-obligation-metric-adjustment-type
http://www.fpml.org/coding-scheme/loan-covenant-obligation-metric-adjustment-type-1-0
http://www.fpml.org/coding-scheme/loan-covenant-obligation-metric-adjustment-type-1-0.xml
Specifies a mortgage typology.
http://www.fpml.org/coding-scheme/mortgage-sector
http://www.fpml.org/coding-scheme/mortgage-sector-1-0
http://www.fpml.org/coding-scheme/mortgage-sector-1-0.xml
A period during which no settlement of a trade can occur, other than non-business days.
2017-12-22
http://www.fpml.org/coding-scheme/no-settle-period-type
http://www.fpml.org/coding-scheme/no-settle-period-type-1-0
http://www.fpml.org/coding-scheme/no-settle-period-type-1-0.xml
Indicates a type of option contained in a complex OTC derivative contract.
2012-05-11
http://www.fpml.org/coding-scheme/option-type
http://www.fpml.org/coding-scheme/option-type-1-0
http://www.fpml.org/coding-scheme/option-type-1-0.xml
Indicates a type of organization characteristic.
2012-03-21
http://www.fpml.org/coding-scheme/organization-characteristic
http://www.fpml.org/coding-scheme/organization-characteristic-1-0
http://www.fpml.org/coding-scheme/organization-characteristic-1-0.xml
Indicates a type of organization.
2016-06-13
http://www.fpml.org/coding-scheme/organization-type
http://www.fpml.org/coding-scheme/organization-type-2-0
http://www.fpml.org/coding-scheme/organization-type-2-0.xml
Indicates whether a counterparty is an entity established pursuant to a U.S. federal law, including CFTC Amendments to Part 45 (2020).
2021-05-06
working-draft
http://www.fpml.org/coding-scheme/cftc-organization-type
http://www.fpml.org/coding-scheme/cftc-organization-type-1-0
http://www.fpml.org/coding-scheme/cftc-organization-type-1-0.xml
Specifies the type of business event that triggered the origination of this trade. This is used to provide additional detail about how or why a trade originatated, particularly when this is not self-evident. For example, it can indicated that the trade was created as a result of netting, or as a result of a novation or transfer party initiated by a third party.
2016-06-13
http://www.fpml.org/coding-scheme/originating-event
http://www.fpml.org/coding-scheme/originating-event-1-3
http://www.fpml.org/coding-scheme/originating-event-1-3.xml
Specifies the OTC post-trade indicator, as defined under ESMA MiFID II.
2017-02-17
http://www.fpml.org/coding-scheme/esma-mifir-otc-classification
http://www.fpml.org/coding-scheme/esma-mifir-otc-classification-2-0
http://www.fpml.org/coding-scheme/esma-mifir-otc-classification-2-0.xml
Specifies the type of package.
2014-06-04
http://www.fpml.org/coding-scheme/package-type
http://www.fpml.org/coding-scheme/package-type-1-0
http://www.fpml.org/coding-scheme/package-type-1-0.xml
Qualifies a group of parties.
2015-11-04
http://www.fpml.org/coding-scheme/party-group-type
http://www.fpml.org/coding-scheme/party-group-type-1-0
http://www.fpml.org/coding-scheme/party-group-type-1-0.xml
Contains a code representing a related party role. This can be extended to provide custom roles.
2017-04-13
http://www.fpml.org/coding-scheme/party-role
http://www.fpml.org/coding-scheme/party-role-3-8
http://www.fpml.org/coding-scheme/party-role-3-8.xml
Contains a code representing a related party role type. A type refining the role a role played by a party in one or more transactions. This can be extended to provide custom types.
2011-04-24
http://www.fpml.org/coding-scheme/party-role-type
http://www.fpml.org/coding-scheme/party-role-type-1-0
http://www.fpml.org/coding-scheme/party-role-type-1-0.xml
A type is containing a code representing how two parties are related, e.g. Affiliated, Intragroup.
2015-05-10
http://www.fpml.org/coding-scheme/party-relationship-type
http://www.fpml.org/coding-scheme/party-relationship-type-1-1
http://www.fpml.org/coding-scheme/party-relationship-type-1-1.xml
Indicates the role of a person in a transaction.
2019-10-31
http://www.fpml.org/coding-scheme/person-role
http://www.fpml.org/coding-scheme/person-role-1-3
http://www.fpml.org/coding-scheme/person-role-1-3.xml
Specifies the type of perturbation applied to compute a derivative perturbatively.
http://www.fpml.org/coding-scheme/perturbation-type
http://www.fpml.org/coding-scheme/perturbation-type-1-0
http://www.fpml.org/coding-scheme/perturbation-type-1-0.xml
Defines the types of business events which can cause a change in position for a given facility.
http://www.fpml.org/coding-scheme/position-change-type
http://www.fpml.org/coding-scheme/position-change-type-1-0
http://www.fpml.org/coding-scheme/position-change-type-1-0.xml
Indicates the status of the reconciliation of a position.
http://www.fpml.org/coding-scheme/position-status
http://www.fpml.org/coding-scheme/position-status-1-0
http://www.fpml.org/coding-scheme/position-status-1-0.xml
A code that describes the reason that an update occurred.
2012-03-21
http://www.fpml.org/coding-scheme/position-update-reason-code
http://www.fpml.org/coding-scheme/position-update-reason-code-1-1
http://www.fpml.org/coding-scheme/position-update-reason-code-1-1.xml
Specifies the units in which a price is quoted.
2015-11-04
http://www.fpml.org/coding-scheme/price-quote-units
http://www.fpml.org/coding-scheme/price-quote-units-2-3
http://www.fpml.org/coding-scheme/price-quote-units-2-3.xml
The pricing context field has dual usage: 1) It can be used, in a recordkeeping submission, to explain why the trade was not publicly reported (i.e. why there isn’t an associated public price report); or, in case the trade is publicly reported, to explain why the public report may not reflect market price. 2)In the context of a real-time report, the field describes why the price of a trade may not have been representative of market price, e.g. in according with SEC SBSR requirements. In the context of Recordkeeping, the values (ClearingForcedTrade, Clearing DefaultTrade, Inter-Affiliate, PackageOrBespoke, PrimeBrokerage) are related to the public reporting i.e. they indicate why the public reporting for that particular trade might not have reflected a market price (these values mirror the values on the public report itself). The other values available for use in recordkeeping are to provide information why the trade was not publicly
reported.
2016-09-16
http://www.fpml.org/coding-scheme/pricing-context
http://www.fpml.org/coding-scheme/pricing-context-2-0
http://www.fpml.org/coding-scheme/pricing-context-2-0.xml
Specifies the type of pricing structure represented.
http://www.fpml.org/coding-scheme/pricing-input-type
http://www.fpml.org/coding-scheme/pricing-input-type-1-0
http://www.fpml.org/coding-scheme/pricing-input-type-1-0.xml
Defines a scheme of values for specifying the type of corporate action.
2016-06-13
http://www.fpml.org/coding-scheme/pricing-model
http://www.fpml.org/coding-scheme/pricing-model-1-1
http://www.fpml.org/coding-scheme/pricing-model-1-1.xml
Identifies the grade of physical commodity product to be delivered.
2012-09-14
http://www.fpml.org/coding-scheme/commodity-oil-product-grade
http://www.fpml.org/coding-scheme/commodity-oil-product-grade-1-0
http://www.fpml.org/coding-scheme/commodity-oil-product-grade-1-0.xml
Contains a product type code based on the ISDA product taxonomy
2016-10-28
http://www.fpml.org/coding-scheme/product-taxonomy
http://www.fpml.org/coding-scheme/product-taxonomy-4-0
http://www.fpml.org/coding-scheme/product-taxonomy-4-0.xml
A simple product typology, focused on identifing the type of financial instrument, without characterizing its features.
2019-10-01
http://www.fpml.org/coding-scheme/product-type-simple
http://www.fpml.org/coding-scheme/product-type-simple-1-7
http://www.fpml.org/coding-scheme/product-type-simple-1-7.xml
FpML coding scheme supporting the ESMA Asset Class and Sub Asset Class product classification. Each value contains an FpML defined taxonomy style code for the corresponding ESMA codes. The description of the code contains the full string ESMA value. This coding scheme should be used in the productType element.
2016-12-22
http://www.fpml.org/coding-scheme/esma-product-classification
http://www.fpml.org/coding-scheme/esma-product-classification-1-0
http://www.fpml.org/coding-scheme/esma-product-classification-1-0.xml
Specifies the query parameter operator.
http://www.fpml.org/coding-scheme/query-parameter-operator
http://www.fpml.org/coding-scheme/query-parameter-operator-1-0
http://www.fpml.org/coding-scheme/query-parameter-operator-1-0.xml
Specifies the type of the time of the quote.
2016-06-13
http://www.fpml.org/coding-scheme/quote-timing
http://www.fpml.org/coding-scheme/quote-timing-1-2
http://www.fpml.org/coding-scheme/quote-timing-1-2.xml
Defines a list of machine interpretable error codes.
http://www.fpml.org/coding-scheme/reason-code
http://www.fpml.org/coding-scheme/reason-code-1-0
http://www.fpml.org/coding-scheme/reason-code-1-0.xml
Specifies Region
2011-11-30
http://www.fpml.org/coding-scheme/region
http://www.fpml.org/coding-scheme/region-1-0
http://www.fpml.org/coding-scheme/region-1-0.xml
Specifies Corporate sector as defined by or for regulators including ESMA, CFTC, etc.
2016-06-13
http://www.fpml.org/coding-scheme/regulatory-corporate-sector
http://www.fpml.org/coding-scheme/regulatory-corporate-sector-1-2
http://www.fpml.org/coding-scheme/regulatory-corporate-sector-1-2.xml
Defines an overridable boolean scheme for regulatory reporting
2016-06-13
http://www.fpml.org/coding-scheme/reporting-boolean
http://www.fpml.org/coding-scheme/reporting-boolean-1-0
http://www.fpml.org/coding-scheme/reporting-boolean-1-0.xml
Defines an overridable boolean scheme for regulatory reporting, for ESMA specifications
2017-02-17
http://www.fpml.org/coding-scheme/esma-reporting-boolean
http://www.fpml.org/coding-scheme/esma-reporting-boolean-2-0
http://www.fpml.org/coding-scheme/esma-reporting-boolean-2-0.xml
Defines the type of currency that was used to report the value of an asset.
http://www.fpml.org/coding-scheme/reporting-currency-type
http://www.fpml.org/coding-scheme/reporting-currency-type-1-0
http://www.fpml.org/coding-scheme/reporting-currency-type-1-0.xml
Defines a scheme for expressing the level of reporting for regulatory reporting
2016-06-13
http://www.fpml.org/coding-scheme/reporting-level
http://www.fpml.org/coding-scheme/reporting-level
http://www.fpml.org/coding-scheme/reporting-level-1-0.xml
Contains a code representing a reportingregime under which this transaction may be reported.
2016-06-13
http://www.fpml.org/coding-scheme/reporting-regime
http://www.fpml.org/coding-scheme/reporting-regime-1-5
http://www.fpml.org/coding-scheme/reporting-regime-1-5.xml
Contains a code representing the role of a party in a report. Used to clarify which participant's information is being reported.
2013-05-03
http://www.fpml.org/coding-scheme/reporting-role
http://www.fpml.org/coding-scheme/reporting-role-2-1
http://www.fpml.org/coding-scheme/reporting-role-2-1.xml
Contains a code representing the purpose of a report.
2016-06-21
http://www.fpml.org/coding-scheme/reporting-purpose
http://www.fpml.org/coding-scheme/reporting-purpose-1-1
http://www.fpml.org/coding-scheme/reporting-purpose-1-1.xml
Indicates the action that is requested to be performed, in a withdrawal request message.
2012-03-21
http://www.fpml.org/coding-scheme/requested-withdrawal-action
http://www.fpml.org/coding-scheme/requested-withdrawal-action-1-0
http://www.fpml.org/coding-scheme/requested-withdrawal-action-1-0.xml
Indicates the action that is requested to be performed, for example in a consent request message.
2011-05-13
http://www.fpml.org/coding-scheme/requested-action
http://www.fpml.org/coding-scheme/requested-action-1-0
http://www.fpml.org/coding-scheme/requested-action-1-0.xml
Indicates the action that is requested to be performed. The purpose is to allow FCMs to specify how the allocations are to be processed.
2013-04-12
http://www.fpml.org/coding-scheme/requested-collateral-allocation-action
http://www.fpml.org/coding-scheme/requested-collateral-allocation-action-1-0
http://www.fpml.org/coding-scheme/requested-collateral-allocation-action-1-0.xml
Contains a code representing the type of a resource (e.g. document).
2013-09-10
http://www.fpml.org/coding-scheme/resource-type
http://www.fpml.org/coding-scheme/resource-type-1-1
http://www.fpml.org/coding-scheme/resource-type-1-1.xml
Specifies the form of the restructuring credit event that is applicable to the credit default swap.
2015-01-20
http://www.fpml.org/coding-scheme/restructuring
http://www.fpml.org/coding-scheme/restructuring-1-1
http://www.fpml.org/coding-scheme/restructuring-1-1.xml
Defines the type of each scheduled date that is reported.
http://www.fpml.org/coding-scheme/scheduled-date-type
http://www.fpml.org/coding-scheme/scheduled-date-type-1-0
http://www.fpml.org/coding-scheme/scheduled-date-type-1-0.xml
Contains a code representing the overall status of a service.
2012-03-07
http://www.fpml.org/coding-scheme/service-status
http://www.fpml.org/coding-scheme/service-status-1-0
http://www.fpml.org/coding-scheme/service-status-1-0.xml
Contains a code representing a processing event that occurred in a service.
2012-03-07
http://www.fpml.org/coding-scheme/service-processing-event
http://www.fpml.org/coding-scheme/service-processing-event-1-0
http://www.fpml.org/coding-scheme/service-processing-event-1-0.xml
Contains a code representing a processing cycle that a service is performing.
2012-03-07
http://www.fpml.org/coding-scheme/service-processing-cycle
http://www.fpml.org/coding-scheme/service-processing-cycle-1-0
http://www.fpml.org/coding-scheme/service-processing-cycle-1-0.xml
Contains a code representing a processing step (a stage within a processing cycle) that a service is performing.
2012-03-07
http://www.fpml.org/coding-scheme/service-processing-step
http://www.fpml.org/coding-scheme/service-processing-step-1-0
http://www.fpml.org/coding-scheme/service-processing-step-1-0.xml
Contains a code representing the type or category of an advisory issued by a service.
2012-03-07
http://www.fpml.org/coding-scheme/service-advisory-category
http://www.fpml.org/coding-scheme/service-advisory-category-1-0
http://www.fpml.org/coding-scheme/service-advisory-category-1-0.xml
Specifies the settlement cycle. This scheme is initially developed as part of the ISDA Standard Credit Support Annex document (SCSA), although its usage could be extended beyond it. If this is the case, we would need to be thoughtful about the fact that the number of possible values is meant to be controlled in order to maintain the standardized feature of the SCSA.
2015-01-20
http://www.fpml.org/coding-scheme/settlement-day
http://www.fpml.org/coding-scheme/settlement-day-1-0
http://www.fpml.org/coding-scheme/settlement-day-1-0.xml
Used to specify the relevant settled entity matrix source.
http://www.fpml.org/coding-scheme/settled-entity-matrix-source
http://www.fpml.org/coding-scheme/settled-entity-matrix-source-1-0
http://www.fpml.org/coding-scheme/settled-entity-matrix-source-1-0.xml
The specification of the method for settling a particular trade.
http://www.fpml.org/coding-scheme/settlement-method
http://www.fpml.org/coding-scheme/settlement-method-1-0
http://www.fpml.org/coding-scheme/settlement-method-1-0.xml
Specifies the method according to which an amount or a date is determined.
http://www.fpml.org/coding-scheme/settlement-price-default-election
http://www.fpml.org/coding-scheme/settlement-price-default-election-1-0
http://www.fpml.org/coding-scheme/settlement-price-default-election-1-0.xml
The source from which the settlement price is to be obtained.
http://www.fpml.org/coding-scheme/settlement-price-source
http://www.fpml.org/coding-scheme/settlement-price-source-1-0
http://www.fpml.org/coding-scheme/settlement-price-source-1-0.xml
Defines a scheme of settlement rate options specified in the Annex A to the 1998 FX and Currency Option Definitions.
2018-07-10
http://www.fpml.org/coding-scheme/settlement-rate-option
http://www.fpml.org/coding-scheme/settlement-rate-option-2-11
http://www.fpml.org/coding-scheme/settlement-rate-option-2-11.xml
Specifies the type of short selling indicator, as defined under ESMA MiFID II.
2017-02-17
http://www.fpml.org/coding-scheme/esma-mifir-short-sale
http://www.fpml.org/coding-scheme/esma-mifir-short-sale-2-0
http://www.fpml.org/coding-scheme/esma-mifir-short-sale-2-0.xml
Defines the type of each spread schedule type.
http://www.fpml.org/coding-scheme/spread-schedule-type
http://www.fpml.org/coding-scheme/spread-schedule-type-1-0
http://www.fpml.org/coding-scheme/spread-schedule-type-1-0.xml
Contains a code representing a supervisory-body that may be supervising this transaction.
2014-04-24
http://www.fpml.org/coding-scheme/supervisory-body
http://www.fpml.org/coding-scheme/supervisory-body-2-0
http://www.fpml.org/coding-scheme/supervisory-body-2-0.xml
Type of tax form registered.
2017-12-22
http://www.fpml.org/coding-scheme/tax-form-type
http://www.fpml.org/coding-scheme/tax-form-type-1-0
http://www.fpml.org/coding-scheme/tax-form-type-1-0.xml
Specifies the type of business event that triggered the termination of this trade. This is used to provide additional detail about how or why a trade terminatated, particularly when this is not self-evident. For example, it can indicated that the trade was terminated as a result of netting, or as a result of a novation or transfer party initiated by a third party.
2015-12-14
http://www.fpml.org/coding-scheme/terminating-event
http://www.fpml.org/coding-scheme/terminating-event-1-1
http://www.fpml.org/coding-scheme/terminating-event-1-1.xml
Status of the set of payments once the matching process is performed.
http://www.fpml.org/coding-scheme/trade-cashflows-status
http://www.fpml.org/coding-scheme/trade-cashflows-status-1-0
http://www.fpml.org/coding-scheme/trade-cashflows-status-1-0.xml
A list of settlement tasks at the trade level, the completion of which are prerequisites to the settlement of a trade (or allocation).
2017-12-22
http://www.fpml.org/coding-scheme/trade-settlement-task-type
http://www.fpml.org/coding-scheme/trade-settlement-task-type-1-0
http://www.fpml.org/coding-scheme/trade-settlement-task-type-1-0.xml
Specifies the type of trading capacity, as defined under ESMA MiFID II / MIFIR.
2017-07-19
http://www.fpml.org/coding-scheme/esma-mifir-trading-capacity
http://www.fpml.org/coding-scheme/esma-mifir-trading-capacity-1-0
http://www.fpml.org/coding-scheme/esma-mifir-trading-capacity-1-0.xml
A list that describes the party's role in relation to a syndication. It is also used to associate a party role of the author in relation to a trading identifier.
2017-12-22
http://www.fpml.org/coding-scheme/trading-party-role
http://www.fpml.org/coding-scheme/trading-party-role-1-0
http://www.fpml.org/coding-scheme/trading-party-role-1-0.xml
Specifies the type of waiver indicator, as defined under ESMA MiFID II.
2017-02-17
http://www.fpml.org/coding-scheme/esma-mifir-trading-waiver
http://www.fpml.org/coding-scheme/esma-mifir-trading-waiver-2-0
http://www.fpml.org/coding-scheme/esma-mifir-trading-waiver-2-0.xml
Indicates a type of transaction characteristic.
2012-03-21
http://www.fpml.org/coding-scheme/transaction-characteristic
http://www.fpml.org/coding-scheme/transaction-characteristic-1-0
http://www.fpml.org/coding-scheme/transaction-characteristic-1-0.xml
Defines the list of transport currencies admissible as part of the ISDA Standard Credit Support Annex document.
2014-05-06
http://www.fpml.org/coding-scheme/transport-currency
http://www.fpml.org/coding-scheme/transport-currency-1-0
http://www.fpml.org/coding-scheme/transport-currency-1-0.xml
Indicates the role of a unit in a transaction.
2016-06-13
http://www.fpml.org/coding-scheme/unit-role
http://www.fpml.org/coding-scheme/unit-role-2-1
http://www.fpml.org/coding-scheme/unit-role-2-1.xml
Indicates a type of verification status.
2012-03-21
http://www.fpml.org/coding-scheme/verification-status
http://www.fpml.org/coding-scheme/verification-status-1-0
http://www.fpml.org/coding-scheme/verification-status-1-0.xml
Contains a code representing a trade could be verified (ie. how the economic terms of a contract could be checked for consistency).
2012-06-01
http://www.fpml.org/coding-scheme/verification-method
http://www.fpml.org/coding-scheme/verification-method-1-0
http://www.fpml.org/coding-scheme/verification-method-1-0.xml
Defines a data provider. The list compiled from the Sub-Annex C to the 2005 ISDA Commodity Definitions ARTICLE XI, Section 11.17. Weather Index Stations or Locations. Parties may wish to refer to the state meteorological authority in a particular location or to an exchange or other third party data provider. Parties may find the definitions in the Commodity Definitions useful as a means of identifying potential Data Providers.
2012-10-05
http://www.fpml.org/coding-scheme/weather-data-provider
http://www.fpml.org/coding-scheme/weather-data-provider-1-0
http://www.fpml.org/coding-scheme/weather-data-provider-1-0.xml
Specifies CPD Reference Level: millimeters or inches of daily precipitation HDD Reference Level: degree-days CDD Reference Level: degree-days.
2012-08-02
http://www.fpml.org/coding-scheme/weather-index-reference-level
http://www.fpml.org/coding-scheme/weather-index-reference-level-1-0
http://www.fpml.org/coding-scheme/weather-index-reference-level-1-0.xml
Indicates the reason that a withdrawal was requested.
2014-01-23
http://www.fpml.org/coding-scheme/withdrawal-reason
http://www.fpml.org/coding-scheme/withdrawal-reason-1-1
http://www.fpml.org/coding-scheme/withdrawal-reason-1-1.xml
A list of reasons for withholding tax being applied to a cash flow.
2015-07-15
http://www.fpml.org/coding-scheme/withholding-tax-reason
http://www.fpml.org/coding-scheme/withholding-tax-reason-1-0
http://www.fpml.org/coding-scheme/withholding-tax-reason-1-0.xml
The coding-scheme accepts a 4 character code of the real geographical business calendar location or FpML format of the rate publication calendar. While the 4 character codes of the business calendar location are implicitly locatable and used for identifying a bad business day for the purpose of payment and rate calculation day adjustments, the rate publication calendar codes are used in the context of the fixing day offsets.
2021-10-01
http://www.fpml.org/coding-scheme/business-center
http://www.fpml.org/coding-scheme/business-center-8-1
http://www.fpml.org/coding-scheme/business-center-8-1.xml
The FpML floating rate index codes contained in this document are based on the ISDA Floating Rate Options as published by ISDA in the 2021 ISDA Definitions, the 2006 ISDA Definitions, the Annex to the 2000 Definitions, Section 7.1. Rate Options, and other sources, including broker rates. The codes correspond to their respective ISDA FRO only in the context of a transaction incorporating the corresponding contractual definitions.
2021-10-01
http://www.fpml.org/coding-scheme/floating-rate-index
http://www.fpml.org/coding-scheme/floating-rate-index-3-1
http://www.fpml.org/coding-scheme/floating-rate-index-3-1.xml
FpML Benchmark rates
2021-08-02
http://www.fpml.org/coding-scheme/benchmark-rate
http://www.fpml.org/coding-scheme/benchmark-rate-1-0
http://www.fpml.org/coding-scheme/benchmark-rate-1-0.xml