Schema Summary |
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Target Namespace:
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Includes Schemas (1):
Included in Schemas (7):
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Target Namespace:
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Target Namespace:
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Includes Schemas (3):
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Target Namespace:
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Target Namespace:
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Target Namespace:
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Credit Event Notification message.
Target Namespace:
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Includes Schemas (1):
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Target Namespace:
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Target Namespace:
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Target Namespace:
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Target Namespace:
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Generic products - for use in Transparency reporting to define a product that represents an OTC derivative transaction whose economics are not fully described using an FpML schema.
Target Namespace:
Version:
Defined Components:
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Includes Schemas (5):
Included in Schemas (1):
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Target Namespace:
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products
Target Namespace:
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Includes Schemas (22):
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Target Namespace:
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Includes Schemas (4):
Included in Schemas (1):
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Event Status messages.
Target Namespace:
Version:
Defined Components:
Default Namespace-Qualified Form:
Imports Schemas (1):
Includes Schemas (1):
Included in Schemas (4):
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Reconciliation messages.
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Included in Schemas (3):
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Reporting messages.
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Standard products - for use in Transparency reporting to define a product that represents a standardized OTC derivative transaction whose economics do not need to be fully described using an FpML schema because they are implied by the product ID.
Target Namespace:
Version:
Defined Components:
Default Namespace-Qualified Form:
Includes Schemas (2):
Included in Schemas (1):
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Target Namespace:
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Includes Schemas (4):
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Reporting messages.
Target Namespace:
Version:
Defined Components:
Default Namespace-Qualified Form:
Includes Schemas (2):
Included in Schemas (2):
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Target Namespace:
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Target Namespace:
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All Element Summary |
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Applies to U.S.
|
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Specifies the allowable quantity tolerance as an absolute quantity.
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A deliverable obligation characteristic.
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Optional account information used to precisely define the origination and destination of financial instruments.
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A reference to the party beneficiary of the account.
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An account identifier.
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The name by which the account is known.
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accountReference (defined in OnBehalfOf complexType) |
Identifies the account(s) related to the party when they cannot be determined from the party alone, for example in a inter-book trade.
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accountReference (defined in PartyAndAccountReferences.model group) |
Reference to an account.
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accountReference (defined in PartyExposureCategory.model group) |
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accountReference (defined in ReportContents complexType) |
The account for which this report was generated.
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The type of account. e.g., Client, House
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Describes accrual features within the product.
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accrual (in fxAccrualForward) |
Describes accrual features within the product.
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accrual (in fxAccrualOption) |
Describes accrual features within the product.
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accrual (in fxRangeAccrual) |
Describes accrual features within the product.
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A multiplier applied to the notional amount per fixing of each currency to specify the amount accrued each time the spot rate fixes within the accrual region.
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Accrual factor for the settlement period.
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|
Actual fixing dates within the fixing period.
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Defines the regions of the spot rate where fixings generate an accumulation of notional.
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Specifies the behavior with respect to settlement rights for the accrual period in which a global knockout event occurs (the "knockout period").
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|
Accruals, relationship is clean price and accruals equals dirty price, all prices are expressed in percentage points, 100 is the initial value of the bond.
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|
Accruals expressed as amount.
|
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|
The amount of payment accrued during this accrual period.
|
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accruedInterest (defined in DeliverableObligations complexType) |
Indicates whether accrued interest is included (true) or not (false).
|
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accruedInterest (defined in PendingPayment complexType) |
Accrued interest on the dividend or coupon payment.
|
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|
Indicates whether accrued interest is included (true) or not (false).
|
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|
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|
Specifies the accrued interest that are part of the dirty price in the case of a fixed income security or a convertible bond.
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actionType (defined in ReportingRegimeIdentifier complexType) |
Reports a regulator-specific code for the action associated with this submission.
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actionType (in reportingRegime defined in PartyTradeInformation complexType) |
Reports a regulator-specific code for the action associated with this submission.
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A reference to the party responsible for reporting trading activities.
|
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|
If true, then additional acknowledgements are applicable.
|
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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).
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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).
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|
ISDA 2002 Equity Additional Disruption Events.
|
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If present and true, then additional dividends are applicable.
|
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|
The additionalEvent element is an extension/substitution point to customize FpML and add additional events.
|
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|
Specifies the events that will give rise to the payment a additional fixed payments.
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|
To be used when marketDisruptionEvents is set to "Applicable" and additional market disruption events(s) apply to the default market disruption events of Section 7.4(d)(i) of the ISDA Commodity Definitions.
|
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additionalPayment (defined in FxPerformanceSwap complexType) |
Additional Payment means, in respect of an FX Transaction, where such fee is required, and a Transaction Fee Payment Date, the amount, if any, that is specified or otherwise determined as provided in the related Confirmation and, subject to any applicable condition precedent, is payable by one party to the other as further specified or otherwise determined as provided in the related Confirmation on the Transaction Fee Payment Date or on each Transaction Fee Payment Date if more than one is specified, for value on such date.
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additionalPayment (defined in NettedSwapBase complexType) |
Specifies additional payment(s) between the principal parties to the netted swap.
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additionalPayment (defined in ReturnSwapBase complexType) |
Specifies additional payment(s) between the principal parties to the trade.
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additionalPayment (defined in Swap complexType) |
Additional payments between the principal parties.
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Additional payments between the principal parties.
|
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additionalPayment (in fra) |
Additional payments between the principal parties (i.e. the parties referenced as the FRA buyer and seller).
|
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It supports the representation of premiums, fees, etc.
|
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Fee paid by the client at inception (analagous to an option premium).
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The currency, amount and payment details for the Forward Volatility Agreement, as agreed at the time of execution.
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It supports the representation of premiums, fees, etc.
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Additional payments between the principal parties.
|
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Specifies the amount of the fee along with, when applicable, the formula that supports its determination.
|
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Specifies the value date of the fee payment/receipt.
|
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This element is used for representing information contained in the Additional Terms field of the 2003 Master Credit Derivatives confirm.
|
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Contains any additional terms to the swap contract.
|
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A postal or street address.
|
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adjustableDate (defined in AdjustableOrRelativeDate complexType) |
A date that shall be subject to adjustment if it would otherwise fall on a day that is not a business day in the specified business centers, together with the convention for adjusting the date.
|
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adjustableDate (defined in DividendPaymentDate complexType) |
A date that shall be subject to adjustment if it would otherwise fall on a day that is not a business day in the specified business centers, together with the convention for adjusting the date.
|
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Date from which early termination clause can be exercised.
|
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adjustableDate (in startingDate in earlyTermination in returnSwap) |
Date from which early termination clause can be exercised.
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adjustableDate (in valuationDate defined in EquityValuation complexType) |
A date that shall be subject to adjustment if it would otherwise fall on a day that is not a business day in the specified business centers, together with the convention for adjusting the date.
|
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adjustableDates (defined in AdjustableDatesOrRelativeDateOffset complexType) |
A series of adjustable dates
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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.
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adjustableDates (defined in AdjustableRelativeOrPeriodicDates complexType) |
A series of dates that shall be subject to adjustment if they would otherwise fall on a day that is not a business day in the specified business centers, together with the convention for adjusting the date.
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adjustableDates (defined in AdjustableRelativeOrPeriodicDates2 complexType) |
A series of dates that shall be subject to adjustment if they would otherwise fall on a day that is not a business day in the specified business centers, together with the convention for adjusting the date.
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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.
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A fixed payment date that shall be subject to adjustment in accordance with the applicable business day convention if it would otherwise fall on a day that is not a business day.
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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.
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The date on which the cash settlement amount is paid.
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The date on which the cash settlement amount is paid.
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The date on which the cash settlement amount is paid.
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The date by which the cash settlement amount must be agreed.
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The date by which the cash settlement amount must be agreed.
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The date by which the cash settlement amount must be agreed.
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adjustedDate (defined in AdjustableDate complexType) |
The date once the adjustment has been performed.
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adjustedDate (defined in AdjustableDate.model group) |
The date once the adjustment has been performed.
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adjustedDate (defined in AdjustableDate2 complexType) |
The date once the adjustment has been performed.
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adjustedDate (defined in AdjustableDates complexType) |
The date once the adjustment has been performed.
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adjustedDate (defined in AdjustedAndOrUnadjustedDate.model group) |
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adjustedDate (defined in FxAdjustedDateAndDateAdjustments complexType) |
List of schedule dates.
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adjustedDate (defined in FxSchedule complexType) |
List of schedule dates.
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adjustedDate (defined in FxSchedule complexType) |
List of schedule dates.
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adjustedDate (defined in RelativeDateOffset complexType) |
The date once the adjustment has been performed.
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The early termination date that is applicable if an early termination provision is exercised.
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The early termination date that is applicable if an early termination provision is exercised.
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The early termination date that is applicable if an early termination provision is exercised.
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The start date of the calculation period.
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Date that defines the end of the calculation period.
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The calculation period end date, adjusted according to any relevant business day convention.
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The date on which option exercise takes place.
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The date on which option exercise takes place.
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The date on which option exercise takes place.
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The date on which option exercise takes place.
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The date on which the exercise fee amount is paid.
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The date on which the exercise fee amount is paid.
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The termination date if an extendible provision is exercised.
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The adjusted fixing date, i.e. the actual date the rate is observed.
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The date on which the fx spot rate is observed.
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adjustedPaymentDate (defined in NettedTradeCashflows.model group) |
The adjusted date in which the payments are being paid/received.
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adjustedPaymentDate (defined in TradeCashflows.model group) |
The adjusted date in which the payments are being paid/received.
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The adjusted payment date.
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The adjusted payment date.
|
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adjustedPaymentDate (in payment in position in positionReport) |
The date on which this payment will settle.
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The adjusted payment date.
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The adjusted payment date.
|
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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.
|
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The principal exchange date.
|
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The effective date of the underlying swap associated with a given exercise date.
|
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Date that defines the beginning of the calculation period.
|
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The calculation period start date, adjusted according to any relevant business day convention.
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The end date of the calculation period.
|
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An adjustment factor, such as for vol smile/skew.
|
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The Weather Index Station from which data with which to apply the "Adjustement to Fallback Station Data" terms.
|
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The value of the dependent variable, the actual adjustment amount.
|
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Date and time of the admission to trading on the trading venue or the date and time when the instrument was first traded or an order or quote was first received by the trading venue.
|
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|
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A human-readable message providing information about the service..
|
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The positions affected by this fixing.
|
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|
Trades affected by this event.
|
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The agreedAmount block allows the responder to detail the undisputed amount for any Variation Margin requirement and/or Segregated Independent Amount requirement they may have received in the corresponding requestMargin message.
|
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|
The agreedAmount block allows the responder to detail the undisputed amount for any Variation Margin requirement and/or Segregated Independent Amount requirement they may have received in the corresponding requestMargin message.
|
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|
An agrement that references the related party.
|
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|
The date on which the change was agreed.
|
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|
If true, then agreements regarding hedging are applicable.
|
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algorithm (defined in PartyTradeInformation complexType) |
Provides information about an algorithm that executed or otherwise participated in this trade this trade
|
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algorithm (in yieldCurve) |
|
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|
Represents the European Master Confirmation value of 'All Dividends' which, when applicable, signifies that, for a given Ex-Date, the daily observed Share Price for that day is adjusted (reduced) by the cash dividend and/or the cash value of any non cash dividend per Share (including Extraordinary Dividends) declared by the Issuer.
|
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|
Cashflow (or set of cashflows for cross-currency swap) asserted by the "other side's" party.
|
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|
Cashflow (or set of cashflows for cross-currency swap) asserted by the "other side's" party.
|
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|
Position asserted by the "other side's" party.
|
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|
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.
|
||||||||||||||
|
Bond all-in-price which is a price that includes all relevant price adjustments (i.e. accrued interest, haircut or margin ratio, inflation factor,etc.).
|
||||||||||||||
|
The fractional allocation (0.45 = 45%) of the notional and "block" fees to this particular client subaccount.
|
||||||||||||||
|
The notional allocation (amount and currency) to this particular client account.
|
||||||||||||||
|
A pointer style reference to one of the parties to the trade, defined elsewhere in the document.
|
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|
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|
Reference to an account.
|
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|
Reference to a party.
|
||||||||||||||
|
"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.
|
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|
When allocations for this trade were completely processed.
|
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|
When allocations for this trade were submitted or received by this party.
|
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allocationStatus (defined in PartyTradeInformation complexType) |
Specifies whether the trade is anticipated to be allocated, has been allocated, or will not be allocated.
|
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|
Specifies whether the trade is anticipated to be allocated, has been allocated, or will not be allocated.
|
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|
When allocations for this trade were most recently corrected.
|
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allocationTradeId (defined in PartyTradeIdentifier complexType) |
The trade id of the allocated trade.
|
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|
Unique ID for the allocation.
|
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|
A provider of either temperature data or precipitation data specified by the parties in the related Confirmation.
|
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amendment (defined in Events.model group) |
|
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amendment (defined in PostTradeEventsBase.model group) |
|
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|
A date on which the agreement was amended.
|
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|
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.
|
||||||||||||||
americanExercise (defined in CommodityExercise complexType) |
The parameters for defining the expiration date for an American option.
|
|||||||||||||
americanExercise (defined in CommodityPhysicalExercise complexType) |
The parameters for defining the expiration date(s) and time(s) for an American style option.
|
|||||||||||||
|
The parameters for defining the exercise period for an American style option together with the rules governing the quantity of the commodity that can be exercised on any given exercise date.
|
||||||||||||||
|
The parameters for defining the expiration date for an American option.
|
||||||||||||||
|
The parameters for defining the exercise period for an American style option.
|
||||||||||||||
americanExercise (in fxOption) |
The parameters for defining the exercise period for an American style option.
|
|||||||||||||
amount (defined in ActualPrice complexType) |
Specifies the net price amount.
|
|||||||||||||
amount (defined in CashflowNotional complexType) |
The quantity of notional (in currency or other units).
|
|||||||||||||
amount (defined in DeliverReturn.model group) |
|
|||||||||||||
|
The monetary quantity in currency units.
|
||||||||||||||
amount (defined in NonNegativeMoney complexType) |
The non negative monetary quantity in currency units.
|
|||||||||||||
amount (defined in PendingPayment complexType) |
The amount of the dividend or coupon payment.
|
|||||||||||||
amount (defined in PositiveMoney complexType) |
The positive monetary quantity in currency units.
|
|||||||||||||
amount (defined in VarianceLeg complexType) |
Specifies, in relation to each Equity Payment Date, the amount to which the Equity Payment Date relates.
|
|||||||||||||
amount (defined in VolatilityLeg complexType) |
Specifies, in relation to each Equity Payment Date, the amount to which the Equity Payment Date relates.
|
|||||||||||||
amount (in changeInNumberOfOptions defined in ReportingNotionalChange.model group) |
|
|||||||||||||
amount (in correlationLeg) |
Specifies, in relation to each Equity Payment Date, the Equity Amount to which the Equity Payment Date relates.
|
|||||||||||||
amount (in featurePayment) |
The monetary quantity in currency units.
|
|||||||||||||
amount (in knockoutLevel) |
Target level expressed as a cash amount.
|
|||||||||||||
amount (in letterOfCredit) |
|
|||||||||||||
amount (in referenceLevel) |
|
|||||||||||||
|
Specifies, in relation to each Payment Date, the amount to which the Payment Date relates.
|
||||||||||||||
|
||||||||||||||
amount (in transferRounding) |
|
|||||||||||||
|
||||||||||||||
amountRelativeTo (defined in Price complexType) |
The href attribute value will be a pointer style reference to the element or component elsewhere in the document where the anchor amount is defined.
|
|||||||||||||
|
||||||||||||||
|
Reference to an amount defined elsewhere in the document.
|
||||||||||||||
annualizationFactor (defined in FxPerformanceSwap complexType) |
This specifies the numerator of an annualization factor.
|
|||||||||||||
|
This specifies the numerator of an annualization factor.
|
||||||||||||||
applicable (defined in NotDomesticCurrency complexType) |
Indicates whether the not domestic currency provision is applicable.
|
|||||||||||||
applicable (defined in PCDeliverableObligationCharac complexType) |
Indicates whether the provision is applicable.
|
|||||||||||||
applicable (defined in Restructuring complexType) |
Indicates whether the restructuring provision is applicable.
|
|||||||||||||
applicable (defined in SpecifiedCurrency complexType) |
Indicates whether the specified currency provision is applicable.
|
|||||||||||||
applicable (in failureToPay defined in CreditEvents complexType) |
Indicates whether the failure to pay provision is applicable.
|
|||||||||||||
|
Indicates whether the grace period extension provision is applicable.
|
||||||||||||||
applicable (in systemFirm) |
Indicates that the trade is for a System Firm product.
|
|||||||||||||
applicable (in transfer) |
Indicates that the oil product will be delivered by title transfer.
|
|||||||||||||
applicable (in unitFirm) |
Indicates that the trade is for a Unit Firm product.
|
|||||||||||||
applicable (in volatilityCap) |
Indicates whether the volatility cap is applicable in accordance with the ISDA 2011 Equity Derivatives Definitions.
|
|||||||||||||
applicableDay (defined in SettlementPeriods complexType) |
Specifies the Applicable Day with respect to a range of Settlement Periods.
|
|||||||||||||
|
Specifies the Applicable Day with respect to a range of Settlement Periods.
|
||||||||||||||
|
Applies to U.S.
|
||||||||||||||
|
Indicates the template terms that describe the events and fallbacks.
|
||||||||||||||
|
||||||||||||||
|
Date and time the issuer has approved admission to trading or trading in its financial instruments on a trading venue.
|
||||||||||||||
|
An identifer for a specific appoval, to allow the approval to be identified and tracked.
|
||||||||||||||
|
A container for approval states in the workflow.
|
||||||||||||||
approvals (defined in TradePackage complexType) |
A container for approval states in the workflow.
|
|||||||||||||
approvals (in allocation) |
A container for approval states in the workflow.
|
|||||||||||||
|
A pointer style reference to a party defined elsewhere in the document.
|
||||||||||||||
|
The full name or identifiying ID of the relevant approver.
|
||||||||||||||
|
A pointer style reference to a party defined elsewhere in the document.
|
||||||||||||||
|
The ash content of the coal product.
|
||||||||||||||
|
The temperature at which the ash form of the coal product fuses completely in accordance with the ASTM International D1857 Standard Test Methodology.
|
||||||||||||||
asian (in feature defined in Feature.model group) |
An option where and average price is taken on valuation.
|
|||||||||||||
asian (in feature defined in OptionBaseExtended complexType) |
An option where and average price is taken on valuation.
|
|||||||||||||
|
||||||||||||||
|
A price "asked" by a seller for an asset, i.e. the price at which a seller is willing to sell.
|
||||||||||||||
asOfDate (defined in PortfolioDefinition complexType) |
|
|||||||||||||
asOfDate (defined in TradeCashflowsDefinition.model group) |
The date and time at which the set of cashflows was defined.
|
|||||||||||||
|
The date for which this document reports positions and valuations.
|
||||||||||||||
asOfDate (in exposureReport) |
The date for which this report was created.
|
|||||||||||||
|
The date for which this document reports positions and valuations.
|
||||||||||||||
asOfDate (in partyReport) |
The date for which this report was generated.
|
|||||||||||||
|
The date for which this document reports positions and valuations.
|
||||||||||||||
asOfDate (in positionReport) |
The date for which this document reports positions and valuations.
|
|||||||||||||
asOfDate (in requestPortfolio) |
The date for which this request desires positions and valuations.
|
|||||||||||||
|
The date for which this request desires positions and valuations.
|
||||||||||||||
|
The date for which this report is requested.
|
||||||||||||||
asOfDate (in resetReport) |
The date for which this request was generated.
|
|||||||||||||
|
The date for which this document reports positions and valuations.
|
||||||||||||||
asOfDate (in valuationReport) |
The date for which this request was create.
|
|||||||||||||
|
The date for which this request was generated.
|
||||||||||||||
asOfTime (in exposureReport) |
The time within the as-of date for which this report was created (i.e., the cut-off time of the report).
|
|||||||||||||
|
The time for which this report was generated (i.e., the cut-off time of the report).
|
||||||||||||||
asOfTime (in valuationReport) |
The time within the as-of date for which this report was created (i.e., the cut-off time of the report).
|
|||||||||||||
|
Cashflow (or set of cashflows for cross-currency swap) asserted by one of the parties.
|
||||||||||||||
|
Cashflow (or set of cashflows for cross-currency swap) asserted by one of the parties.
|
||||||||||||||
|
Position asserted by one of the parties.
|
||||||||||||||
|
A reference to the asset whose volatility is modeled.
|
||||||||||||||
assetClass (defined in Product.model group) |
A classification of the risk class of the trade.
|
|||||||||||||
assetClass (defined in ProductExposureCategory.model group) |
|
|||||||||||||
assetClass (defined in ReportContents complexType) |
A classification of the risk class of the trade.
|
|||||||||||||
|
A collection of valuations (quotes) for the assets needed in the set.
|
||||||||||||||
assetReference (defined in CollateralValuation complexType) |
A reference to explicitly identify which asset is being valued.
|
|||||||||||||
assetReference (defined in ScheduledDate complexType) |
A reference to the leg (or other product component) for which these dates occur.
|
|||||||||||||
|
The asset whose price is required.
|
||||||||||||||
assetReference (in cash defined in ProposedCollateralDeliveryReturn complexType) |
Refers to the asset which specifies the currency of the cash being delivered or returned.
|
|||||||||||||
|
A reference to the rate index whose forwards are modeled.
|
||||||||||||||
assetReference (in margin) |
A reference to the collateral asset to which the margin requirement applies.
|
|||||||||||||
assetReference (in security) |
|
|||||||||||||
assets (defined in SubstituteReturnConfirmationStatus complexType) |
The list of assets being moved.
|
|||||||||||||
|
The list of assets to be moved.
|
||||||||||||||
|
The list of assets to be moved.
|
||||||||||||||
assets (in requestMargin) |
The list of assets to be moved.
|
|||||||||||||
|
The list of assets being moved.
|
||||||||||||||
assets (in substitutionStatus) |
The list of assets being moved.
|
|||||||||||||
|
Valuations reported in this valuation set.
|
||||||||||||||
|
A deliverable obligation characteristic.
|
||||||||||||||
|
||||||||||||||
|
The value that is associated with the scheduled date.
|
||||||||||||||
|
A reference to the value associated with this scheduled date.
|
||||||||||||||
|
A human readable document related to this transaction, for example a confirmation.
|
||||||||||||||
|
Lower bound percentage of the loss that the Tranche can endure, expressed as a decimal.
|
||||||||||||||
automaticExercise (defined in CommodityExercise complexType) |
Specifies whether or not Automatic Exercise applies to a Commodity Option Transaction.
|
|||||||||||||
automaticExercise (defined in CommodityPhysicalExercise complexType) |
Specifies whether or not Automatic Exercise applies to a Commodity Option Transaction.
|
|||||||||||||
automaticExercise (defined in EquityExerciseValuationSettlement complexType) |
If true then each option not previously exercised will be deemed to be exercised at the expiration time on the expiration date without service of notice unless the buyer notifies the seller that it no longer wishes this to occur.
|
|||||||||||||
automaticExercise (defined in ExerciseProcedure complexType) |
If automatic is specified then the notional amount of the underlying swap, not previously exercised under the swaption will be automatically exercised at the expriration time on the expiration date if at such time the buyer is in-the-money, provided that the difference between the settlement rate and the fixed rate under the relevant underlying swap is not less than the specified threshold rate.
|
|||||||||||||
|
Specifies whether or not Automatic Exercise applies to a Commodity Option Transaction.
|
||||||||||||||
|
Specifies whether or not Automatic Exercise applies to a Commodity Option Transaction.
|
||||||||||||||
automaticExercise (in exerciseProcedure defined in OptionExpiry complexType) |
If automatic is specified then the notional amount of the underlying swap, not previously exercised under the swaption will be automatically exercised at the expriration time on the expiration date if at such time the buyer is in-the-money, provided that the difference between the settlement rate and the fixed rate under the relevant underlying swap is not less than the specified threshold rate.
|
|||||||||||||
|
The value is calculated by perturbing by the perturbationAmount and then the negative of the perturbationAmount and then averaging the two values (i.e. the value is half of the difference between perturbing up and perturbing down).
|
||||||||||||||
|
The average amount of individual securities traded in a day or over a specified amount of time.
|
||||||||||||||
|
Specifies the calculated floating price leg of a Commodity Forward Transaction.
|
||||||||||||||
|
Average Rate Forward: means the average of the Reference Spot Rate on each Business Day from and including the Calculation Start Date up to and including the Calculation End Date rounded to the precision decimal places.
|
||||||||||||||
|
Average Rate: means the average of the Reference Spot Rate on each Business Day from and including the Calculation Start Date up to and including the Calculation End Date rounded to the precision decimal places.
|
||||||||||||||
|
Average Rate Fixing Dates.
|
||||||||||||||
|
An optional factor that can be used for weighting certain observation dates.
|
||||||||||||||
|
Average Strike: means the average of the Reference Spot Rate on each Business Day from and including the Calculation Start Date up to and including the Calculation End Date rounded to the precision decimal places.
|
||||||||||||||
|
Average Strike Forward: means the average of the Reference Spot Rate on each Business Day from and including the Calculation Start Date up to and including the Calculation End Date rounded to the precision decimal places.
|
||||||||||||||
|
Average Strike Fixing Dates.
|
||||||||||||||
|
Reference to an average rate defined within the FxAccrualForward and FxAccrualOption products.
|
||||||||||||||
|
Averaging Dates used in the swap.
|
||||||||||||||
|
An unweighted list of averaging observation date and times.
|
||||||||||||||
|
||||||||||||||
averagingMethod (defined in CommodityAsian.model group) |
The Method of Averaging if there is more than one Pricing Date.
|
|||||||||||||
averagingMethod (defined in CommodityBasketUnderlyingBase complexType) |
The Method of Averaging if there is more than one Pricing Date.
|
|||||||||||||
averagingMethod (defined in CommodityFx complexType) |
The parties may specify a Method of Averaging when averaging of the FX rate is applicable.
|
|||||||||||||
averagingMethod (defined in FloatingLegCalculation complexType) |
The parties may specify a Method of Averaging where more than one pricing Dates is being specified as being applicable.
|
|||||||||||||
averagingMethod (defined in FloatingRateCalculation complexType) |
If averaging is applicable, this component specifies whether a weighted or unweighted average method of calculation is to be used.
|
|||||||||||||
averagingMethod (defined in FxAveragingProcess complexType) |
|
|||||||||||||
averagingMethod (in underlyer in genericProduct) |
The parties may specify a Method of Averaging where more than one pricing Dates is being specified as being applicable.
|
|||||||||||||
|
A single weighted averaging observation.
|
||||||||||||||
|
A weighted list of averaging observation date and times.
|
||||||||||||||
|
The frequency at which averaging period occurs with the regular part of the valuation schedule and their roll date convention.
|
||||||||||||||
|
The averaging in period.
|
||||||||||||||
|
The averaging out period.
|
||||||||||||||
|
If true, indicates that that the first Calculation Period should run from the Effective Date to the end of the calendar period in which the Effective Date falls, e.g.
|
||||||||||||||
|
||||||||||||||
bankruptcy (defined in CreditEvents complexType) |
A credit event.
|
|||||||||||||
barrier (in commodityOption) |
Defines a commodity option barrier product feature.
|
|||||||||||||
barrier (in feature defined in Feature.model group) |
An option with a barrier feature.
|
|||||||||||||
barrier (in feature defined in OptionBaseExtended complexType) |
An option with a barrier feature.
|
|||||||||||||
|
||||||||||||||
|
||||||||||||||
|
Defines a knockout barrier conditions where if a barrier event occurs, the accrual process is terminated for the duration of all remaining accrual periods.
|
||||||||||||||
barrier (in fxAccrualForward) |
Defines a FX Accrual barrier conditions.
|
|||||||||||||
barrier (in fxAccrualOption) |
Defines a knockout barrier conditions where if a barrier event occurs, the accrual process is terminated for the duration of all remaining accrual periods.
|
|||||||||||||
barrier (in fxRangeAccrual) |
Defines a knockout barrier conditions where if a barrier event occurs, the accrual process is terminated for the duration of all remaining accrual periods.
|
|||||||||||||
|
Generic FxTarget barrier.
|
||||||||||||||
|
The trigger rate of the Global Knockout Barrier for the settlement period.
|
||||||||||||||
|
The trigger rate of the barrier (Per Expiry or Global Knockout) for the settlement period.
|
||||||||||||||
|
A trigger level approached from beneath.
|
||||||||||||||
|
The party referenced is specified in the related Confirmation as Barrier Determination Agent.
|
||||||||||||||
|
A trigger level approached from above.
|
||||||||||||||
barrierReference (defined in FxSettlementPeriodBarrier complexType) |
Reference to the barrier structure within the parametric representation of the product.
|
|||||||||||||
barrierReference (defined in FxTargetConditionLevel.model group) |
Reference to a perExpiryBarrier component to indicate theat the bound of the region is defined by the barrier component.
|
|||||||||||||
barrierType (defined in FxBarrierFeature complexType) |
This specifies whether the option becomes effective ("knock-in") or is annulled ("knock-out") when the respective barrier event occurs.
|
|||||||||||||
barrierType (defined in FxComplexBarrierBase complexType) |
Specifies the outcome (action) in the event that the barrier is triggered i.e. whether the product becomes active (Knockin) or is extinguished (Knockout).
|
|||||||||||||
base64Binary (defined in AdditionalData complexType) |
Provides extra information as binary contents coded in base64.
|
|||||||||||||
base64Binary (defined in Resource complexType) |
Provides extra information as binary contents coded in base64.
|
|||||||||||||
|
A reference to the party from whose perspective the position is valued, ie. the owner or holder of the position.
|
||||||||||||||
|
Denomination currency as specified in the margin agreement.
|
||||||||||||||
baseCurrency (in disruption) |
The base currency in the exchange rate monitored for disruption events.
|
|||||||||||||
|
Denomination currency as specified in the margin agreement.
|
||||||||||||||
|
Denomination currency as specified in the margin agreement.
|
||||||||||||||
|
The base date for which the structure applies, i.e. the curve date.
|
||||||||||||||
baseParty (defined in ReportingRoles complexType) |
A reference to the party from whose perspective the position is valued, ie. the owner or holder of the position.
|
|||||||||||||
baseParty (in valuationSet) |
Reference to the party from whose point of view the assets are valued.
|
|||||||||||||
|
XPath to the element in the base object.
|
||||||||||||||
|
The value of the element in the base object.
|
||||||||||||||
|
A reference to the yield curve values used as a basis for this credit curve valuation.
|
||||||||||||||
|
Defines the underlying asset when it is a basket.
|
||||||||||||||
|
Describes the swap's underlyer when it has multiple asset components.
|
||||||||||||||
|
DEPRECATED.
|
||||||||||||||
|
Describes a change due to change in composition of basket underlyer
|
||||||||||||||
|
Describes each of the components of the basket.
|
||||||||||||||
|
Specifies the currency for this basket.
|
||||||||||||||
|
Specifies the basket divisor amount.
|
||||||||||||||
|
A CDS basket identifier
|
||||||||||||||
|
The name of the basket expressed as a free format string.
|
||||||||||||||
|
The relative weight of each respective basket constituent, expressed in percentage.
|
||||||||||||||
|
This element contains all the terms relevant to defining the Credit Default Swap Basket.
|
||||||||||||||
|
Basket version, used to record changes in basket composition or weights
|
||||||||||||||
|
The pricing structure used to quote a benchmark instrument.
|
||||||||||||||
|
A collection of benchmark instruments and quotes used as inputs to the pricing models.
|
||||||||||||||
|
The ultimate beneficiary of the funds.
|
||||||||||||||
|
The ultimate beneficiary of the funds.
|
||||||||||||||
|
The bank that acts for the ultimate beneficiary of the funds in receiving payments.
|
||||||||||||||
|
The bank that acts for the ultimate beneficiary of the funds in receiving payments.
|
||||||||||||||
|
Link to the party acting as beneficiary.
|
||||||||||||||
|
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.
|
||||||||||||||
|
The dates the define the Bermuda option exercise dates and the expiration date.
|
||||||||||||||
|
List of Exercise Dates for a Bermuda option.
|
||||||||||||||
|
A price "bid" by a buyer for an asset, i.e. the price a buyer is willing to pay.
|
||||||||||||||
|
The trade id of the block trade.
|
||||||||||||||
|
Identifies the underlying asset when it is a series or a class of bonds.
|
||||||||||||||
|
A component describing a Bond Option product.
|
||||||||||||||
|
Reference to a bond underlyer to represent an asset swap or Condition Precedent Bond.
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
bothDirections (defined in InterestDirection complexType) |
|
|||||||||||||
bothDirections (defined in InterestStatementDirection complexType) |
|
|||||||||||||
|
Bounded Correlation.
|
||||||||||||||
|
Conditions which bound variance.
|
||||||||||||||
|
The brand(s) of material which can be delivered in Seller's option.
|
||||||||||||||
|
||||||||||||||
|
Defines the fee type.
|
||||||||||||||
|
||||||||||||||
|
A Boolean element used for specifying whether the Break Funding Recovery detailed in the agreement will apply.
|
||||||||||||||
|
||||||||||||||
|
Specifies the deails for a broker confirm.
|
||||||||||||||
|
The type of broker confirmation executed between the parties.
|
||||||||||||||
|
A component describing a Broker View of an Equity Option.
|
||||||||||||||
|
||||||||||||||
|
Identifies that party (or parties) that brokered this trade.
|
||||||||||||||
|
The number of British Thermal Units per Pound of the coal product.
|
||||||||||||||
|
The Quality Adjustment formula to be used where the Actual Shipment BTU/Lb value differs from the Standard BTU/Lb value.
|
||||||||||||||
|
The date and time when the pricing input was generated.
|
||||||||||||||
|
A product to represent a single known payment.
|
||||||||||||||
|
The physical leg of a Commodity Forward Transaction for which the underlyer is Bullion.
|
||||||||||||||
|
The type of Bullion underlying a Bullion Transaction.
|
||||||||||||||
businessCalendar (defined in CommodityPricingDates complexType) |
Identifies a commodity business day calendar from which the pricing dates will be determined.
|
|||||||||||||
businessCalendar (defined in CommodityValuationDates complexType) |
Identifies a commodity business day calendar from which the pricing dates will be determined.
|
|||||||||||||
businessCenter (defined in BusinessCenters complexType) |
|
|||||||||||||
businessCenter (defined in BusinessCenterTime complexType) |
|
|||||||||||||
businessCenter (defined in ExerciseNotice complexType) |
|
|||||||||||||
businessCenter (defined in QuoteLocation.model group) |
A city or other business center.
|
|||||||||||||
businessCenter (in creditEventNotice defined in CreditEvents complexType) |
Inclusion of this business center element implies that Greenwich Mean Time in Section 3.3 of the 2003 ISDA Credit Derivatives Definitions is replaced by the local time of the city indicated by the businessCenter element value.
|
|||||||||||||
businessCenters (defined in BusinessCentersOrReference.model group) |
|
|||||||||||||
|
Business centers for determination of execution period business days.
|
||||||||||||||
|
A pointer style reference to a set of financial business centers defined elsewhere in the document.
|
||||||||||||||
|
A range of contiguous business days.
|
||||||||||||||
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.
|
|||||||||||||
businessDayConvention (defined in DateOffset complexType) |
The convention for adjusting a date if it would otherwise fall on a day that is not a business day.
|
|||||||||||||
businessDayConvention (defined in Days.model group) |
The convention for adjusting a date if it would otherwise fall on a day that is not a business day.
|
|||||||||||||
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.
|
|||||||||||||
|
The convention for adjusting a date if it would otherwise fall on a day that is not a business day.
|
||||||||||||||
|
Override business date convention.
|
||||||||||||||
|
The convention for adjusting a date if it would otherwise fall on a day that is not a business day.
|
||||||||||||||
businessDays (defined in SingleValuationDate complexType) |
A number of business days.
|
|||||||||||||
businessDays (defined in WeatherLegCalculation complexType) |
A day on which commmercial banks settle payments and are open for general business in the place(s) specified in the Confirmation.
|
|||||||||||||
|
A number of business days.
|
||||||||||||||
|
An explicit indication that a number of business days are not specified and therefore ISDA fallback provisions should apply.
|
||||||||||||||
|
The number of business days between successive valuation dates when multiple valuation dates are applicable for cash settlement.
|
||||||||||||||
|
||||||||||||||
|
Optional organization unit information used to describe the organization units (e.g. trading desks) involved in a transaction or business process .
|
||||||||||||||
|
An identifier used to uniquely identify organization unit
|
||||||||||||||
|
The unit for which the indvidual works.
|
||||||||||||||
|
The unit that is related to this.
|
||||||||||||||
|
The buyer of the option
|
||||||||||||||
buyer (defined in StrikeSchedule complexType) |
The buyer of the option
|
|||||||||||||
|
A reference to the account that buys this instrument.
|
||||||||||||||
|
The hub code of the gas buyer.
|
||||||||||||||
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.
|
|||||||||||||
|
||||||||||||||
|
The computed rate(s) or price(s) used to calculate the amount of this cashflow component.
|
||||||||||||||
|
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.
|
||||||||||||||
|
Reference to the fixing details defined somewhere in the document.
|
||||||||||||||
|
The value computed based on averaging the underlying observation and applying any spreads, multipliers, and cap and floors values. average or treated value computed based on the underlyer observations, following the calculation rules.
|
||||||||||||||
|
Captures details relevant to the calculation of the floating price.
|
||||||||||||||
|
The parameters used in the calculation of fixed or floaring rate calculation period amounts.
|
||||||||||||||
|
Contains parameters which figure in the calculation of payments on a Weather Index Option.
|
||||||||||||||
calculation (in floatingLeg) |
Defines details relevant to the calculation of the floating price.
|
|||||||||||||
calculation (in weatherLeg) |
Defines details relevant to the calculation of the aggregate weather index amount.
|
|||||||||||||
calculationAgent (defined in CalculationAgent.model group) |
The ISDA calculation agent responsible for performing duties as defined in the applicable product definitions.
|
|||||||||||||
|
The ISDA Calculation Agent responsible for performing duties associated with an optional early termination.
|
||||||||||||||
calculationAgent (in optionalEarlyTermination defined in OptionalEarlyTermination.model group) |
The ISDA Calculation Agent responsible for performing duties associated with an optional early termination.
|
|||||||||||||
calculationAgent (in swaption) |
The ISDA Calculation Agent responsible for performing duties associated with an optional early termination.
|
|||||||||||||
|
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.
|
||||||||||||||
|
Indicates that the Calculation Agent shall determine the Spot Rate (or a method for determining the Spot Rate) taking into consideration all available information that it reasonably and in good faith deems relevent.
|
||||||||||||||
|
The calculation agent will decide the rate.
|
||||||||||||||
|
The ISDA calculation agent responsible for performing duties as defined in the applicable product definitions.
|
||||||||||||||
|
A pointer style reference to a party identifier defined elsewhere in the document.
|
||||||||||||||
|
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.
|
||||||||||||||
|
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.
|
||||||||||||||
|
The notional amount of protection coverage.
|
||||||||||||||
calculationDate (defined in WeatherLegCalculation complexType) |
The number of days following the final day of the Calculation Period specified in the Confirmation on which is is practicable to provide the notice that the Calculation Agent is required to give for that Settlement Date or Payment Date.
|
|||||||||||||
|
||||||||||||||
calculationDates (defined in CalculatedAmount complexType) |
Specifies the date on which a calculation or an observation will be performed for the purpose of calculating the amount.
|
|||||||||||||
calculationDates (defined in CommodityCalculationPeriods.model group) |
The Calculation Period dates for this leg of the trade where the Calculation Periods are all one day long.
|
|||||||||||||
calculationDates (defined in LegAmount complexType) |
Specifies the date on which a calculation or an observation will be performed for the purpose of defining the Equity Amount, and in accordance to the definition terms of this latter.
|
|||||||||||||
calculationDetails (defined in PaymentMatching complexType) |
The set of cash flow components with calculations that comprise this payment.
|
|||||||||||||
calculationDetails (in payment in position in positionReport) |
The set of cash flow components with calculations that comprise this payment.
|
|||||||||||||
|
||||||||||||||
|
||||||||||||||
|
The period details for calculation/accrual periods that comprise this cashflow component.
|
||||||||||||||
|
The parameters used in the calculation of a fixed or floating rate calculation period amount.
|
||||||||||||||
|
||||||||||||||
|
The calculation period amount parameters.
|
||||||||||||||
|
The calculation periods dates schedule.
|
||||||||||||||
calculationPeriodDatesAdjustments (defined in PeriodicDates complexType) |
The business day convention to apply to each calculation period end date if it would otherwise fall on a day that is not a business day in the specified financial business centers.
|
|||||||||||||
|
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.
|
||||||||||||||
|
A set of href pointers to calculation period dates defined somewhere else in the document.
|
||||||||||||||
|
A pointer style reference to the associated calculation period dates component defined elsewhere in the document.
|
||||||||||||||
|
A pointer style reference to the associated calculation period dates component defined elsewhere in the document.
|
||||||||||||||
calculationPeriodDatesReference (in paymentDates defined in InterestRateStream complexType) |
A pointer style reference to the associated calculation period dates component defined elsewhere in the document.
|
|||||||||||||
|
A pointer style reference to the associated calculation period dates component defined elsewhere in the document.
|
||||||||||||||
|
A pointer style reference to the associated calculation period dates component defined elsewhere in the document.
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
calculationPeriodFrequency (defined in PeriodicDates complexType) |
The frequency at which calculation period end dates occur with the regular part of the calculation period schedule and their roll date convention.
|
|||||||||||||
|
The frequency at which calculation period end dates occur with the regular part of the calculation period schedule and their roll date convention.
|
||||||||||||||
|
The frequency at which calculation period end dates occur with the regular part of the calculation period schedule and their roll date convention.
|
||||||||||||||
|
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.
|
||||||||||||||
|
The number of days from the adjusted effective date to the adjusted termination date calculated in accordance with the applicable day count fraction.
|
||||||||||||||
|
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.
|
||||||||||||||
calculationPeriods (defined in CommodityAsian.model group) |
An absolute representation of the Calculation Period start dates of the Commodity Option Transaction.
|
|||||||||||||
calculationPeriods (defined in CommodityCalculationPeriods.model group) |
The Calculation Period start dates for this leg of the swap.
|
|||||||||||||
|
An absolute representation of the Calculation Period start dates of the Commodity Option Transaction.
|
||||||||||||||
|
A pointer style reference to single-day-duration Calculation Periods defined on another leg.
|
||||||||||||||
|
A pointer style reference to the Calculation Periods defined on another leg.
|
||||||||||||||
calculationPeriodsSchedule (defined in CommodityAsian.model group) |
A parametric representation of the Calculation Periods of the Commodity Option Transaction.
|
|||||||||||||
calculationPeriodsSchedule (defined in CommodityCalculationPeriods.model group) |
The Calculation Periods for this leg of the swap.
|
|||||||||||||
|
A parametric representation of the Calculation Periods of the Commodity Option Transaction.
|
||||||||||||||
|
A pointer style reference to the Calculation Periods Schedule defined on another leg.
|
||||||||||||||
|
The method by which a derivative is computed, e.g. analytic, numerical model, perturbation, etc., and the corresponding parameters
|
||||||||||||||
|
The method by which each derivative is computed, e.g. analytic, numerical model, perturbation, etc., and the corresponding parameters (eg. shift amounts).
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
calendarSource (defined in CommodityPricingDates complexType) |
Used in conjunction with an exchange-based pricing source.
|
|||||||||||||
calendarSource (defined in CommodityValuationDates complexType) |
Used in conjunction with an exchange-based pricing source.
|
|||||||||||||
|
Definition of the later expiration date in a calendar spread.
|
||||||||||||||
|
The currency which: - the option buyer will receive (buy) - the option writer will pay (sell)
|
||||||||||||||
|
The currency amount that the option gives the right to buy.
|
||||||||||||||
|
Defines the latest date when the open repo transaction can be exercised (and no later than which it must be exercised) on demand by a party to the trade indicated in the electingParty element (or in the Master Agreement, if the electingParty element has AsDefinedInMasterAgreement value).
|
||||||||||||||
|
A party to the open repo transaction that has a right to demand for exercise of far leg of the open repo transaction.
|
||||||||||||||
|
The calorific value of the gas to be delivered, specified in megajoules per cubic meter (MJ/m3).
|
||||||||||||||
|
A provision that allows the specification of an embedded option within a swap giving the buyer of the option the right to terminate the swap, in whole or in part, on the early termination date.
|
||||||||||||||
|
The adjusted dates associated with a cancelable provision.
|
||||||||||||||
|
The adjusted dates for an individual cancellation date.
|
||||||||||||||
|
||||||||||||||
|
A cap, floor or cap floor structures product definition.
|
||||||||||||||
|
Reference to the leg, where date adjustments may apply.
|
||||||||||||||
|
The cap rate, if any, which applies to the floating rate for the calculation period.
|
||||||||||||||
capRateSchedule (defined in FloatingRate complexType) |
The cap rate or cap rate schedule, if any, which applies to the floating rate.
|
|||||||||||||
capRateSchedule (in floatingRate defined in StubValue complexType) |
The cap rate or cap rate schedule, if any, which applies to the floating rate.
|
|||||||||||||
|
The cap rate or price, if any, which applies to the floating rate for the calculation period.
|
||||||||||||||
|
Identifies a simple underlying asset type that is a cash payment.
|
||||||||||||||
cash (defined in ProposedCollateralDeliveryReturn complexType) |
|
|||||||||||||
|
Cash flow amount in a given currency to be paid/received.
|
||||||||||||||
|
Unique identifier for a cash flow.
|
||||||||||||||
|
The cashflows representation of the swap stream.
|
||||||||||||||
|
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.
|
||||||||||||||
cashflowType (defined in QuotationCharacteristics.model group) |
For cash flows, the type of the cash flows.
|
|||||||||||||
|
Defines the type of cash flow.
|
||||||||||||||
|
An ISDA defined cash settlement method used for the determination of the applicable cash settlement amount.
|
||||||||||||||
|
An ISDA defined cash settlement method used for the determination of the applicable cash settlement amount.
|
||||||||||||||
cashSettlement (defined in FxPerformanceSwap complexType) |
Specifies the Settlement currency and fixing details for cash settlement.
|
|||||||||||||
cashSettlement (defined in OptionExercise complexType) |
|
|||||||||||||
cashSettlement (in amount in returnLeg) |
If true, then cash settlement is applicable.
|
|||||||||||||
|
Cash settlement currency.
|
||||||||||||||
cashSettlement (in fxOption) |
Specifies the currency and fixing details for cash settlement.
|
|||||||||||||
|
Cash settlement currency.
|
||||||||||||||
|
If specified, this means that cash settlement is applicable to the transaction and defines the parameters associated with the cash settlement prodcedure.
|
||||||||||||||
cashSettlement (in noTouch) |
|
|||||||||||||
cashSettlement (in optionalEarlyTermination defined in OptionalEarlyTermination.model group) |
If specified, this means that cash settlement is applicable to the transaction and defines the parameters associated with the cash settlement prodcedure.
|
|||||||||||||
cashSettlement (in straddle) |
Specifies the settlement type for the FxStraddle.
|
|||||||||||||
cashSettlement (in swaption) |
If specified, this means that cash settlement is applicable to the transaction and defines the parameters associated with the cash settlement procedure.
|
|||||||||||||
cashSettlement (in touch in optionEvent) |
|
|||||||||||||
|
The amount paid by the seller to the buyer for cash settlement on the cash settlement date.
|
||||||||||||||
|
The number of business days used in the determination of the cash settlement payment date.
|
||||||||||||||
cashSettlementCurrency (defined in CashPriceMethod complexType) |
The currency in which the cash settlement amount will be calculated and settled.
|
|||||||||||||
|
The currency, or currencies, in which the cash settlement amount(s) will be calculated and settled.
|
||||||||||||||
|
An obligation and deliverable obligation characteristic.
|
||||||||||||||
|
The date on which the cash settlement amount will be paid, subject to adjustment in accordance with any applicable business day convention.
|
||||||||||||||
cashSettlementReferenceBanks (defined in CashPriceMethod complexType) |
A container for a set of reference institutions.
|
|||||||||||||
|
A container for a set of reference institutions.
|
||||||||||||||
cashSettlementReferenceBanks (in settlementRateSource defined in YieldCurveMethod complexType) |
A container for a set of reference institutions.
|
|||||||||||||
|
This element contains all the ISDA terms relevant to cash settlement for when cash settlement is applicable.
|
||||||||||||||
|
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.
|
||||||||||||||
|
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.
|
||||||||||||||
|
Specifies cash as type of expected collateral.
|
||||||||||||||
category (defined in DeliverableObligations complexType) |
Used in both obligations and deliverable obligations to represent a class or type of securities which apply.
|
|||||||||||||
category (defined in Obligations complexType) |
Used in both obligations and deliverable obligations to represent a class or type of securities which apply.
|
|||||||||||||
category (defined in PartyExposureCategory.model group) |
Used to categorize trades into user-defined categories, such as house trades vs. customer trades.
|
|||||||||||||
category (defined in PartyTradeInformation complexType) |
Used to categorize trades into user-defined categories, such as house trades vs. customer trades.
|
|||||||||||||
category (defined in ReportContents complexType) |
Used to categorize trades into user-defined categories, such as house trades vs. customer trades.
|
|||||||||||||
|
The category or type of the notification message, e.g. availability, product coverage, rules, etc.
|
||||||||||||||
|
Used to categorize trades into user-defined categories, such as house trades vs. customer trades.
|
||||||||||||||
change (defined in ChangeEventsBase.model group) |
|
|||||||||||||
change (defined in Events.model group) |
|
|||||||||||||
|
Abstract substitutable place holder for specific change details.
|
||||||||||||||
|
||||||||||||||
|
If true, then change in law is applicable.
|
||||||||||||||
|
The change in notional amount for a prior report as a result of this event.
|
||||||||||||||
changeInNotionalAmount (defined in TradeLegNotionalChange.model group) |
|
|||||||||||||
changeInNotionalAmount (defined in TradeNotionalChange.model group) |
Specifies the fixed amount by which the Notional Amount changes.
|
|||||||||||||
|
||||||||||||||
changeInNumberOfOptions (defined in ReportingNotionalChange.model group) |
The change in nominal amount from a prior report as a result of this event.
|
|||||||||||||
changeInNumberOfOptions (defined in TradeLegNumberOfOptionsChange.model group) |
|
|||||||||||||
changeInNumberOfOptions (defined in TradeNotionalChange.model group) |
Specifies the fixed amount by which the Number of Options changes
|
|||||||||||||
changeInNumberOfUnits (defined in TradeLegNumberOfUnitsChange.model group) |
|
|||||||||||||
changeInNumberOfUnits (defined in TradeNotionalChange.model group) |
Specifies the fixed amount by which the Number of Units changes
|
|||||||||||||
|
The change in quantity(s) from a prior report as a result of this event.
|
||||||||||||||
|
The city component of a postal address.
|
||||||||||||||
|
The party's industry sector classification.
|
||||||||||||||
|
The net price excluding accrued interest.
|
||||||||||||||
|
Bond clean price, expressed in percentage points, 100 is the initial value of the bond.
|
||||||||||||||
|
Identification of the clearance system associated with the transaction exchange.
|
||||||||||||||
cleared (defined in PartyExposureCategory.model group) |
|
|||||||||||||
cleared (defined in TradeProcessingTimestamps complexType) |
When this trade was cleared.
|
|||||||||||||
clearedDate (in tradeDetails) |
If the trade was cleared (novated) through a central counterparty clearing service, this represents the date the trade was cleared (transferred to the central counterparty).
|
|||||||||||||
clearedDate (in tradeHeader) |
If the trade was cleared (novated) through a central counterparty clearing service, this represents the date the trade was cleared (transferred to the central counterparty).
|
|||||||||||||
|
Specifies whether the swap resulting from physical settlement of the swaption transaction will clear through a clearing house.
|
||||||||||||||
clearingInstructions (defined in CommodityPhysicalExercise complexType) |
Specifies any instructions on how the physical settlement is to be effected when the option is exercised.
|
|||||||||||||
clearingInstructions (defined in OptionExercise complexType) |
|
|||||||||||||
|
Specifies any instructions on how the physical settlement is to be effected when the option is exercised.
|
||||||||||||||
|
Specifies any instructions on how the physical settlement is to be effected when the option is exercised.
|
||||||||||||||
|
||||||||||||||
clearingInstructions (in touch in optionEvent) |
|
|||||||||||||
|
Specifies any instructions on how the physical settlement is to be effected when the option is exercised.
|
||||||||||||||
clearingStatus (defined in PartyTradeInformation complexType) |
Describes the status with respect to clearing (e.g.
|
|||||||||||||
|
Describes the status with respect to clearing (e.g.
|
||||||||||||||
|
Describes the status of the clearing process relating to the identified trade.
|
||||||||||||||
|
The status of the clearing process for the identified trade.
|
||||||||||||||
|
DEPRECATED.
|
||||||||||||||
|
The specification of the Coal Product to be delivered.
|
||||||||||||||
|
Physically settled coal leg.
|
||||||||||||||
|
The type of coal product to be delivered specified in full.
|
||||||||||||||
|
A code summarizing the reason for the update (e.g. new trade, amdendment, novation).
|
||||||||||||||
|
The coefficient by which this term is multiplied, typically 1 or -1.
|
||||||||||||||
collateral (defined in MarginDetails.model group) |
|
|||||||||||||
collateral (defined in Trade complexType) |
Defines collateral obiligations of a Party
|
|||||||||||||
collateral (in allocation) |
The sum that must be posted upfront to collateralize against counterparty credit risk.
|
|||||||||||||
collateral (in farLeg in repo) |
Collateral element is used to carry the quantity and price details that are required to ensure that a repo contract is executed at fair value, with the value of the collateral matching the cash amount of the repo.
|
|||||||||||||
collateral (in nearLeg in repo) |
Collateral element is used to carry the quantity and price details that are required to ensure that a repo contract is executed at fair value, with the value of the collateral matching the cash amount of the repo.
|
|||||||||||||
|
||||||||||||||
|
||||||||||||||
|
Allocation details
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
The party paying the margin / issuing the allocation request.
|
||||||||||||||
|
Specifies whether this party posts collateral.
|
||||||||||||||
|
An ISDA defined cash settlement method used for the determination of the applicable cash settlement amount.
|
||||||||||||||
|
Provides a name, code, or other identifier for the collateral portfolio to which this belongs.
|
||||||||||||||
|
The collateral profile specified at the tri-party agent.
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
Defines a list of collateral retraction reason codes.
|
||||||||||||||
|
||||||||||||||
|
Defines a list of collateral retraction reason codes.
|
||||||||||||||
|
Defines a list of collateral retraction reason codes.
|
||||||||||||||
|
Defines a list of collateral retraction reason codes.
|
||||||||||||||
|
Defines a list of collateral retraction reason codes.
|
||||||||||||||
|
The collateral type, which is a restriction of the collateral deemed acceptable for the purpose of the transaction.
|
||||||||||||||
collateralValue (in cash defined in ProposedCollateralDeliveryReturn complexType) |
This is the value of the proposed collateral after the application of the haircut.
|
|||||||||||||
|
||||||||||||||
collateralValue (in security) |
|
|||||||||||||
|
Collateral allocation by value.
|
||||||||||||||
commencementDate (defined in FxDigitalAmericanExercise complexType) |
The earliest date on which the option can be exercised.
|
|||||||||||||
commencementDate (defined in SharedAmericanExercise complexType) |
The first day of the exercise period for an American style option.
|
|||||||||||||
|
The first day of the exercise period for an American style option.
|
||||||||||||||
|
The first day of the exercise period for an American style option.
|
||||||||||||||
|
For options, the earliest exercise date of the option.
|
||||||||||||||
|
The first day(s) of the exercise period(s) for an American-style option.
|
||||||||||||||
comment (in interestStatement) |
|
|||||||||||||
comment (in reason in positionUpdate) |
A freeform description of the reason for the update.
|
|||||||||||||
comment (in requestInterest) |
|
|||||||||||||
|
Any additional comments that are deemed necessary.
|
||||||||||||||
|
This optional component specifies the commission to be charged for executing the hedge transactions.
|
||||||||||||||
|
The commission amount, expressed in the way indicated by the commissionType element.
|
||||||||||||||
|
The type of units used to express a commission.
|
||||||||||||||
|
The total commission per trade.
|
||||||||||||||
|
Identifies the underlying asset when it is a listed commodity.
|
||||||||||||||
commodity (defined in CommodityBasketUnderlyingBase complexType) |
Specifies the underlying component.
|
|||||||||||||
commodity (defined in CommodityUnderlyerChoice.model group) |
Describes the swap's underlyer when it has only one asset component.
|
|||||||||||||
|
Specifies the underlying instrument.
|
||||||||||||||
commodity (in commodityOption) |
Specifies the underlying instrument.
|
|||||||||||||
commodity (in floatingLeg) |
Specifies the underlying instrument.
|
|||||||||||||
|
A coding scheme value to identify the base type of the commodity being traded.
|
||||||||||||||
|
Describes the swap's underlyer when it has multiple asset components.
|
||||||||||||||
|
Defines a commodity basket option product.
|
||||||||||||||
|
A coding scheme value to identify the commodity being traded more specifically.
|
||||||||||||||
|
Defines a commodity digital option product.
|
||||||||||||||
|
Specifies the interest payment amount on a return swap.
|
||||||||||||||
|
Defines a commodity forward product.
|
||||||||||||||
|
Defines the substitutable commodity forward leg.
|
||||||||||||||
|
Specifies the fixed payments of a commodity performance swap.
|
||||||||||||||
|
Defines a commodity option product.
|
||||||||||||||
|
A swap the payoff of which is linked to the performance of the underlying asset.
|
||||||||||||||
|
A placeholder within 'commodityPerformanceSwap' structure for the actual commodity swap legs (e.g.
|
||||||||||||||
|
Specifies, in relation to each Payment Date, the return percentage which, when multiplied times the notional amount is the amount to which the Payment Date relates.
|
||||||||||||||
|
Specifies the return payments of a commodity return swap.
|
||||||||||||||
|
Defines a commodity swap product.
|
||||||||||||||
|
The underlying commodity swap definiton.
|
||||||||||||||
|
Defines the substitutable commodity swap leg
|
||||||||||||||
|
Defines a commodity swaption product
|
||||||||||||||
|
Specifies the variance payments of a commodity variance swap.
|
||||||||||||||
|
If Common Pricing is elected (“true”) for a Transaction with referencing more than one Commodity Reference Price then no date will be a Pricing Date unless such a date is a day on which all Commodity Reference Prices are scheduled to be published.
|
||||||||||||||
|
Applies to E.U.
|
||||||||||||||
|
Text description of the component
|
||||||||||||||
|
A reference to a component of the strategy (typically a product).
|
||||||||||||||
|
For an index option transaction, a flag to indicate whether a relevant Component Security Index Annex is applicable to the transaction.
|
||||||||||||||
|
If “Composite” is specified as the Settlement Type in the relevant Transaction Supplement, an amount in the Settlement Currency, determined by the Calculation Agent as being equal to the number of Options exercised or deemed exercised, multiplied by: (Settlement Price – Strike Price) / (Strike Price – Settlement Price) x Multiplier provided that if the above is equal to a negative amount the Option Cash Settlement Amount shall be deemed to be zero.
|
||||||||||||||
|
If present and true, then composition of combined consideration is applicable.
|
||||||||||||||
|
Defines compounding rates on the Interest Leg.
|
||||||||||||||
|
||||||||||||||
|
Defines the compounding dates.
|
||||||||||||||
|
The frequency at which the rates are compounded (e.g. continuously compounded).
|
||||||||||||||
|
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.
|
||||||||||||||
|
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.
|
||||||||||||||
|
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.
|
||||||||||||||
|
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.
|
||||||||||||||
|
Defines a compounding rate.
|
||||||||||||||
|
Defines the spread to be used for compounding.
|
||||||||||||||
|
Specifies whether this trade is a result of compression activity.
|
||||||||||||||
condition (defined in FxAccrualRegionUpperBound complexType) |
The Upper Bound Direction.
|
|||||||||||||
condition (defined in FxComplexBarrierBase complexType) |
Defines the condition when the barrier applies: AtOrAbove, AtOrBelow, Above, Below.
|
|||||||||||||
condition (defined in FxPayoffCap complexType) |
Condition in which Cap or Floor applies.
|
|||||||||||||
condition (defined in FxTargetRegionLowerBound complexType) |
AtOrAbove, Above.
|
|||||||||||||
condition (defined in FxTargetRegionUpperBound complexType) |
AtOrBelow, Below.
|
|||||||||||||
condition (in leverage defined in FxTargetLinearPayoffRegion complexType) |
Condition in which leverage applies.
|
|||||||||||||
condition (in leverage in linearPayoffRegion in fxAccrualForward) |
Condition in which leverage applies.
|
|||||||||||||
condition (in lowerBound defined in FxAccrualRegionBound.model group) |
The Lower Bound Direction.
|
|||||||||||||
|
Number of fixings that are in the money.
|
||||||||||||||
|
To indicate whether the Condition Precedent Bond is applicable.
|
||||||||||||||
|
Used to describe how the trade was confirmed, e.g via a confirmation facility, via private electronic service, or via written documentation.
|
||||||||||||||
|
When this trade was confirmed.
|
||||||||||||||
|
A deliverable obligation characteristic.
|
||||||||||||||
|
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.
|
||||||||||||||
|
A region in which constant payoff applies i.e. the payoff is defined as a contant currency amount or fixing adjustment, unrelated to the fixing.
|
||||||||||||||
|
It defines a region in which a digital payment occurs.
|
||||||||||||||
|
It defines a region in which a digital payment occurs.
|
||||||||||||||
constituent (defined in Position complexType) |
The components that create this position.
|
|||||||||||||
constituent (defined in PositionWithoutId.model group) |
The components that create this position.
|
|||||||||||||
|
Identification of all the exchanges where constituents are traded.
|
||||||||||||||
|
Specifies the weight of each of the underlyer constituent within the basket, either in absolute or relative terms.
|
||||||||||||||
|
Describes the weight of each of the constituents within the basket.
|
||||||||||||||
|
If the Notional Quantity is specified in a unit that does not match the unit in which the Commodity Reference Price is quoted, the scaling or conversion factor used to convert the Commodity Reference Price unit into the Notional Quantity unit should be stated here.
|
||||||||||||||
contactInfo (defined in Party.model group) |
Information on how to contact the party using various means.
|
|||||||||||||
contactInfo (in businessUnit) |
Information on how to contact the unit using various means.
|
|||||||||||||
contactInfo (in person) |
Information on how to contact the individual using various means.
|
|||||||||||||
|
The conditions under which the party specified in contingentParty will be excused from damages if transmission is interrupted or curtailed.
|
||||||||||||||
|
The party to which the contingency applies.
|
||||||||||||||
|
An obligation and deliverable obligation characteristic.
|
||||||||||||||
contractId (in identifier in letterOfCredit) |
A contract id which is not version aware.
|
|||||||||||||
|
||||||||||||||
|
For a DRY Voyage Charter or Time Charter Commodity Swap, the price per relevant unit for pruposes of the calculation of a Fixed Amount.
|
||||||||||||||
|
For a DRY Voyage Charter or Time Charter Freight Swap, the price per relevant unit for pruposes of the calculation of a Fixed Amount for a given Calculation Period during the life of the trade.
|
||||||||||||||
|
Specifies the contract that can be referenced, besides the undelyer type.
|
||||||||||||||
contractualDefinitions (defined in NovationTerms.model group) |
The definitions (such as those published by ISDA) that will define the terms of the novation transaction.
|
|||||||||||||
contractualDefinitions (in documentation defined in Trade complexType) |
The definitions such as those published by ISDA that will define the terms of the trade.
|
|||||||||||||
|
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.
|
||||||||||||||
contractualTermsSupplement (defined in NovationTerms.model group) |
A contractual supplement (such as those published by ISDA) that will apply to the trade.
|
|||||||||||||
contractualTermsSupplement (in documentation defined in Trade complexType) |
A contractual supplement (such as those published by ISDA) that will apply to the trade.
|
|||||||||||||
|
The contract month of the futures contract. i.e.
|
||||||||||||||
convention (defined in IndependentAmountType complexType) |
|
|||||||||||||
convention (in dateOffset defined in FxSchedule complexType) |
The FX Offset Convention can be FxSpot or FxForward.
|
|||||||||||||
convention (in markToMarket) |
Specifies whether the exposure should be treated on a net or gross basis.
|
|||||||||||||
conversionFactor (defined in CommodityExercise complexType) |
If the Notional Quantity is specified in a unit that does not match the unit in which the Commodity Reference Price is quoted, the scaling or conversion factor used to convert the Commodity Reference Price unit into the Notional Quantity unit should be stated here.
|
|||||||||||||
conversionFactor (defined in FloatingLegCalculation complexType) |
If the Notional Quantity is specified in units that do not match the units in which the Commodity Reference Price is quoted, the scaling or conversion factor used to convert the Commodity Reference Price units into the Notional Quantity units should be stated here.
|
|||||||||||||
|
If the Notional Quantity is specified in a unit that does not match the unit in which the Commodity Reference Price is quoted, the scaling or conversion factor used to convert the Commodity Reference Price unit into the Notional Quantity unit should be stated here.
|
||||||||||||||
|
If the Notional Quantity is specified in a unit that does not match the unit in which the Commodity Reference Price is quoted, the scaling or conversion factor used to convert the Commodity Reference Price unit into the Notional Quantity unit should be stated here.
|
||||||||||||||
|
Identifies the underlying asset when it is a convertible bond.
|
||||||||||||||
|
An explicit, filled in data point coordinate.
|
||||||||||||||
|
A reference to a pricing data point coordinate within this document.
|
||||||||||||||
|
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.
|
||||||||||||||
|
Describes a change due to a corporate action
|
||||||||||||||
|
If 'dataCorrection'=true, this indicates how long after the initial publication of the data corrections can be made.
|
||||||||||||||
|
Specifies Correlation.
|
||||||||||||||
|
A qualified identifier used to correlate between messages
|
||||||||||||||
|
Correlation Leg.
|
||||||||||||||
|
Correlation Strike Price.
|
||||||||||||||
|
Specifies the structure of a correlation swap.
|
||||||||||||||
|
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
|
||||||||||||||
|
Link to the party acting as correspondent.
|
||||||||||||||
|
The counter currency and amount for the FxStraddle.
|
||||||||||||||
counterCurrencyAmount (defined in FxTargetLinearPayoffRegion complexType) |
The opposite currency amount of the Target.
|
|||||||||||||
counterCurrencyAmount (defined in SettlementPeriodLeverage complexType) |
Leverage counter currency notional.
|
|||||||||||||
|
The opposite currency amount.
|
||||||||||||||
|
The opposite currency amount the amount which is not always deterministic.
|
||||||||||||||
counterCurrencyAmount (in leverage defined in FxTargetLinearPayoffRegion complexType) |
The opposite currency amount of the Target.
|
|||||||||||||
|
The opposite currency amount.
|
||||||||||||||
|
The opposite currency amount.
|
||||||||||||||
|
Counter Currency Amount for the settlement period.
|
||||||||||||||
|
Counter Currency Amount for the settlement period.
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
The ISO 3166 standard code for the country within which the postal address is located.
|
||||||||||||||
country (defined in PartyExposureCategory.model group) |
|
|||||||||||||
country (defined in PartyInformation.model group) |
The country where the party is domiciled.
|
|||||||||||||
|
||||||||||||||
country (in businessUnit) |
The ISO 3166 standard code for the country where the individual works.
|
|||||||||||||
|
The ISO 3166 standard code for the country where the individual works.
|
||||||||||||||
|
The next upcoming coupon payment.
|
||||||||||||||
|
The next upcoming coupon payment.
|
||||||||||||||
couponRate (defined in FixedIncomeSecurityContent.model group) |
Specifies the coupon rate (expressed in percentage) of a fixed income security or convertible bond.
|
|||||||||||||
couponRate (defined in ProductExposureCategory.model group) |
Specifies the coupon rate (expressed in percentage) of a fixed income security or convertible bond.
|
|||||||||||||
|
The date interest started accruing for the accrued interest calculation on an interest bearing security.
|
||||||||||||||
|
Specifies if the bond has a variable coupon, step-up/down coupon or a zero-coupon.
|
||||||||||||||
|
||||||||||||||
|
The date and time (on the source system) when this message instance was created.
|
||||||||||||||
|
The credit agreement date is the closing date (the date where the agreement has been signed) for the loans in the credit agreement.
|
||||||||||||||
|
Special credit fee assessed to certain institutions.
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
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.
|
||||||||||||||
|
||||||||||||||
|
An option on a credit default swap.
|
||||||||||||||
|
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.
|
||||||||||||||
|
What arrangements will be made to provide credit?
|
||||||||||||||
|
An XML reference a credit entity defined elsewhere in the document.
|
||||||||||||||
|
||||||||||||||
|
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.
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
A global element used to hold CENs.
|
||||||||||||||
creditEventNotice (defined in CreditEvents complexType) |
A specified condition to settlement.
|
|||||||||||||
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
A message defining the ISDA defined Credit Event Notice.
|
||||||||||||||
|
A message retracting a previous credit event notification.
|
||||||||||||||
creditEvents (in creditCurve) |
The material credit event.
|
|||||||||||||
|
This element contains all the ISDA terms relating to credit events.
|
||||||||||||||
creditEvents (in trigger defined in TriggerEvent complexType) |
|
|||||||||||||
|
||||||||||||||
creditRating (defined in PartyExposureCategory.model group) |
|
|||||||||||||
creditRating (defined in PartyInformation.model group) |
The party's credit rating.
|
|||||||||||||
creditSupportAgreement (defined in SubstituteReturnConfirmationStatus complexType) |
The agreement executed between the parties and intended to govern collateral arrangement for all OTC derivatives transactions between those parties.
|
|||||||||||||
|
References the legal agreement.
|
||||||||||||||
creditSupportAgreement (in documentation defined in Trade complexType) |
The agreement executed between the parties and intended to govern collateral arrangement for all OTC derivatives transactions between those parties.
|
|||||||||||||
creditSupportAgreement (in documentation in relatedParty defined in Party.model group) |
An agreement executed between two parties intended to govern collateral arrangement for OTC derivatives transactions between those parties, and that references the related party.
|
|||||||||||||
|
The agreement executed between the parties and intended to govern collateral arrangement for all OTC derivatives transactions between those parties.
|
||||||||||||||
|
The agreement executed between the parties and intended to govern collateral arrangement for all OTC derivatives transactions between those parties.
|
||||||||||||||
|
The agreement executed between the parties and intended to govern collateral arrangement for all OTC derivatives transactions between those parties.
|
||||||||||||||
|
The agreement executed between the parties and intended to govern collateral arrangement for all OTC derivatives transactions between those parties.
|
||||||||||||||
|
The agreement executed between the parties and intended to govern collateral arrangement for all OTC derivatives transactions between those parties.
|
||||||||||||||
|
The agreement executed between the parties and intended to govern collateral arrangement for all OTC derivatives transactions between those parties.
|
||||||||||||||
|
The agreement executed between the parties and intended to govern collateral arrangement for all OTC derivatives transactions between those parties.
|
||||||||||||||
|
If “Cross-Currency” is specified as the Settlement Type in the relevant Transaction Supplement, an amount in the Settlement Currency, determined by the Calculation Agent as being equal to the number of Options exercised or deemed exercised, multiplied by: (Settlement Price – Strike Price) / (Strike Price – Settlement Price) x Multiplier x one unit of the Reference Currency converted into an amount in the Settlement Currency using the rate of exchange of the Settlement Currency as quoted on the Reference Price Source on the Valuation Date, provided that if the above is equal to a negative amount the Option Cash Settlement Amount shall be deemed to be zero.
|
||||||||||||||
|
An ISDA defined cash settlement method used for the determination of the applicable cash settlement amount.
|
||||||||||||||
crossRate (defined in FxRateObservable complexType) |
Contains the currency exchange rates information used to cross between the traded currencies for non-base currency FX contracts.
|
|||||||||||||
crossRate (in exchangeRate defined in FxCoreDetails.model group) |
An optional element that allow for definition of the currency exchange rates used to cross between the traded currencies for non-base currency FX contracts.
|
|||||||||||||
crossRate (in exchangeRate in underlyer in genericProduct) |
An optional element that allow for definition of the currency exchange rates used to cross between the traded currencies for non-base currency FX contracts.
|
|||||||||||||
|
||||||||||||||
currency (defined in ActualPrice complexType) |
Specifies the currency associated with the net price.
|
|||||||||||||
currency (defined in AmountSchedule complexType) |
The currency in which an amount is denominated.
|
|||||||||||||
currency (defined in CashflowNotional complexType) |
The currency in which an amount is denominated.
|
|||||||||||||
currency (defined in CommodityReferencePriceFramework.model group) |
The currency in which the Commodity Reference Price is published (e.g.
|
|||||||||||||
currency (defined in CurrencyAndDeterminationMethod.model group) |
The currency in which an amount is denominated.
|
|||||||||||||
currency (defined in DeliverReturn.model group) |
|
|||||||||||||
currency (defined in EquityStrike complexType) |
The currency in which an amount is denominated.
|
|||||||||||||
currency (defined in FxExchangedCurrency complexType) |
|
|||||||||||||
|
The currency in which an amount is denominated.
|
||||||||||||||
currency (defined in NonNegativeAmountSchedule complexType) |
The currency in which an amount is denominated.
|
|||||||||||||
currency (defined in NotDomesticCurrency complexType) |
An explicit specification of the domestic currency.
|
|||||||||||||
currency (defined in OptionStrike complexType) |
The currency in which an amount is denominated.
|
|||||||||||||
currency (defined in PricingStructure complexType) |
The currency that the structure is expressed in (this is relevant mostly for the Interes Rates asset class).
|
|||||||||||||
currency (defined in ProductExposureCategory.model group) |
|
|||||||||||||
currency (defined in QuotationCharacteristics.model group) |
The optional currency that the measure is expressed in.
|
|||||||||||||
currency (defined in SpecifiedCurrency complexType) |
The currency in which an amount is denominated.
|
|||||||||||||
currency (defined in UnderlyingAsset complexType) |
Trading currency of the underlyer when transacted as a cash instrument.
|
|||||||||||||
|
The currency in which an amount is denominated.
|
||||||||||||||
|
||||||||||||||
currency (in commission) |
The currency in which an amount is denominated.
|
|||||||||||||
currency (in dualCurrency) |
The Alternate currency i.e. the currency in which the deposit will be redeemed in the event that the spot rate fixes below the strike rate at the specified fixing date and time.
|
|||||||||||||
currency (in featurePayment) |
The currency in which an amount is denominated.
|
|||||||||||||
currency (in marginTerm) |
|
|||||||||||||
|
The code for the currency which can be delivered if settlement in the original non-deliverable currency is not possible.
|
||||||||||||||
currency1 (defined in QuotedCurrencyPair complexType) |
The first currency specified when a pair of currencies is to be evaluated.
|
|||||||||||||
currency1 (in quotedCurrencyPair in exchangeRate in underlyer in genericProduct) |
The first currency specified when a pair of currencies is to be evaluated.
|
|||||||||||||
|
The date on which the currency1 amount will be settled.
|
||||||||||||||
currency2 (defined in QuotedCurrencyPair complexType) |
The second currency specified when a pair of currencies is to be evaluated.
|
|||||||||||||
currency2 (in quotedCurrencyPair in exchangeRate in underlyer in genericProduct) |
The second currency specified when a pair of currencies is to be evaluated.
|
|||||||||||||
|
The date on which the currency2 amount will be settled.
|
||||||||||||||
|
Reports a regulator-specific code classifying the currency pair in the trade into risk categories such as Major Currencies or Emerging Markets.
|
||||||||||||||
|
Reference to a currency defined elsewhere in the document
|
||||||||||||||
|
The optional currency that the measure is expressed in.
|
||||||||||||||
|
The part of the mortgage that is currently outstanding.
|
||||||||||||||
|
The notional in effect on the as-of date.
|
||||||||||||||
|
Defines the underlying asset when it is a curve instrument.
|
||||||||||||||
cutName (defined in FxDigitalAmericanExercise complexType) |
A code by which the expiry time is known in the market.
|
|||||||||||||
cutName (defined in FxEuropeanExercise complexType) |
A code by which the expiry time is known in the market.
|
|||||||||||||
|
The cycle(s) during which the oil product will be transported in the pipeline.
|
||||||||||||||
cycle (in processingStatus) |
The processing cycle or phase that this message describes.
|
|||||||||||||
|
Specifies the interest calculations for one day of the interest period.
|
||||||||||||||
|
The date payment often revised after its publication, this indicates if the payment date could be recalculated.
|
||||||||||||||
|
A document containing trade and/or portfolio and/or party data without expressing any processing intention.
|
||||||||||||||
|
The values of the adjustment parameter.
|
||||||||||||||
|
The raw volatility matrix data, expressed as a multi-dimensional array.
|
||||||||||||||
|
The provider of either temperature data or precipitation data specified by the parties in the related Confirmation.
|
||||||||||||||
|
The name of the data set (portfolio, product type, etc.) that this report corresponds to.
|
||||||||||||||
|
The name of the data set (portfolio, product type, etc.) that this request corresponds to.
|
||||||||||||||
dataSetName (in partyReport) |
The name of the data set (portfolio, product type, etc.) that this request corresponds to.
|
|||||||||||||
|
The name of the data set (portfolio, product type, etc.) that this report corresponds to.
|
||||||||||||||
|
The name of the data set (portfolio, product type, etc.) that this report corresponds to.
|
||||||||||||||
|
The name of the data set (portfolio, product type, etc.) that this request corresponds to.
|
||||||||||||||
dataSetName (in resetReport) |
The name of the data set (portfolio, product type, etc.) that this report corresponds to.
|
|||||||||||||
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.
|
|||||||||||||
|
||||||||||||||
date (defined in FxBusinessCenterDateTime complexType) |
|
|||||||||||||
date (defined in FxFixingObservation complexType) |
A specific date for which an observation against a particular rate will be made and will be used for subsequent computations.
|
|||||||||||||
date (defined in ObservedPrice complexType) |
The date when the rate was observed.
|
|||||||||||||
date (defined in ObservedRate complexType) |
The date when the rate was observed.
|
|||||||||||||
date (defined in OptionExpiry complexType) |
|
|||||||||||||
date (defined in TimeDimension complexType) |
The absolute date corresponding to this term point, for example January 3, 2005.
|
|||||||||||||
|
The date on which the agreement was signed.
|
||||||||||||||
|
||||||||||||||
date (in optionExpiry in terminatingEventsReport) |
|
|||||||||||||
date (in otherAgreement) |
The date on which the agreement was signed.
|
|||||||||||||
date (in rateObservation in asian in features in fxOption) |
A specific date for which an observation against a particular rate will be made and will be used for subsequent computations.
|
|||||||||||||
date (in tradeMaturity) |
|
|||||||||||||
dateAdjustments (defined in AdjustableDate 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 date in the specified business centers.
|
|||||||||||||
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.
|
|||||||||||||
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.
|
|||||||||||||
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.
|
|||||||||||||
dateAdjustments (defined in DividendPeriod complexType) |
Date adjustments for all unadjusted dates in this dividend period.
|
|||||||||||||
dateAdjustments (defined in FxAdjustedDateAndDateAdjustments complexType) |
Date adjustments applied to the adjusted dates including the business day convention and the business centers.
|
|||||||||||||
dateAdjustments (defined in FxSchedule complexType) |
Date adjustments applied to the adjusted dates including the business day convention and the business centers.
|
|||||||||||||
dateAdjustments (defined in ParametricSchedule.model group) |
Date adjustments applied to the schedule including the business day convention and the business centers.
|
|||||||||||||
dateAdjustments (in fixingSchedule defined in FxAccrual complexType) |
Date adjustments applied to the adjusted dates including the business day convention and the business centers.
|
|||||||||||||
dateAdjustments (in fixingSchedule defined in FxAveragingProcess complexType) |
Date adjustments applied to the adjusted dates including the business day convention and the business centers.
|
|||||||||||||
|
ISDA 2003 Terms: Business Day and Business Day Convention.
|
||||||||||||||
|
A pointer style reference to date adjustments defined elsewhere in the document.
|
||||||||||||||
|
The birth date of the person, e.g. 1970-01-01
|
||||||||||||||
dateOffset (defined in FxSchedule complexType) |
The representation of the schedule as an offset relative to another schedule.
|
|||||||||||||
dateOffset (defined in RelativeDateSequence complexType) |
|
|||||||||||||
dateRelativeTo (defined in RelativeDateOffset complexType) |
Specifies the anchor as an href attribute.
|
|||||||||||||
dateRelativeTo (defined in RelativeDateSequence complexType) |
Specifies the anchor as an href attribute.
|
|||||||||||||
|
Reference to a party defined elsewhere in this document which may be allowed to terminate the trade.
|
||||||||||||||
dateRelativeTo (in startingDate in earlyTermination in returnSwap) |
Reference to a date defined elswhere in the document.
|
|||||||||||||
|
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.
|
||||||||||||||
|
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.
|
||||||||||||||
|
||||||||||||||
|
Observation date time, which should be used when literal observation dates are required.
|
||||||||||||||
|
The number of days over which pricing should take place.
|
||||||||||||||
dayCountFraction (defined in BondCalculation.model group) |
The day count basis for the bond.
|
|||||||||||||
|
The day count fraction.
|
||||||||||||||
|
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.
|
||||||||||||||
|
Specifies the basis for the adjustment of a rate from an annual rate to a rate appropriate for the Calculation Period: e.g. the number of calendar days in the Calculation Period divided by the calendar days basis e.g. actual number of days in the Calculation Period divided by 365.
|
||||||||||||||
dayCountFraction (in deposit) |
The day count basis for the deposit.
|
|||||||||||||
|
The day count fraction.
|
||||||||||||||
|
The day count fraction.
|
||||||||||||||
dayCountFraction (in fra) |
The day count fraction.
|
|||||||||||||
|
The day count fraction.
|
||||||||||||||
|
||||||||||||||
|
The day count basis for the index.
|
||||||||||||||
dayCountFraction (in repo) |
The day count fraction.
|
|||||||||||||
|
The day count basis for the FRA.
|
||||||||||||||
|
The day count basis for the swap.
|
||||||||||||||
|
The day count fraction.
|
||||||||||||||
dayCountFraction (in underlyer in genericProduct) |
Specifies a day count fraction or fractions that apply to this underlyer; this is provided to meet regulatory reporting requirements, but is not sufficient to to fully represent the economics of the trade..
|
|||||||||||||
|
The year fraction value of the calculation period, result of applying the ISDA rules for day count fraction defined in the ISDA Annex.
|
||||||||||||||
|
The year fraction value of the calculation period, result of applying the ISDA rules for day count fraction defined in the ISDA Annex.
|
||||||||||||||
|
The method by which the pricing days are distributed across the pricing period.
|
||||||||||||||
|
The occurrence of the dayOfWeek within the pricing period on which pricing will take place, e.g. the 3rd Friday within each Calculation Period.
|
||||||||||||||
|
The day(s) of the week on which pricing will take place during the pricing period.
|
||||||||||||||
|
The contract specifies whether the notional should be scaled by the Number of Days in Range divided by the Expected N.
|
||||||||||||||
dayType (defined in Days.model group) |
The type of day on which pricing occurs.
|
|||||||||||||
|
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.
|
||||||||||||||
dayType (defined in ParametricSchedule.model group) |
A day type classification, e.g.
|
|||||||||||||
dayType (in fixingSchedule defined in FxPerformanceSwap complexType) |
Specifies whether the schedule follows the business or calendar days.
|
|||||||||||||
|
A dealer from whom quotations are obtained by the calculation agent on the reference obligation for purposes of cash settlement.
|
||||||||||||||
|
Indicates which currency was dealt.
|
||||||||||||||
|
Declared Cash Dividend Percentage.
|
||||||||||||||
|
Declared Cash Equivalent Dividend Percentage.
|
||||||||||||||
|
A structure describing a declear event.
|
||||||||||||||
|
A collection of default probabilities.
|
||||||||||||||
|
A curve of default probabilities.
|
||||||||||||||
|
In relation to certain credit events, serves as a threshold for Obligation Acceleration, Obligation Default, Repudiation/Moratorium and Restructuring.
|
||||||||||||||
|
||||||||||||||
|
Used to specify a new position.
|
||||||||||||||
|
Used to specify a position, whether it is a new or updated position.
|
||||||||||||||
|
||||||||||||||
definition (defined in UnderlyingAsset complexType) |
An optional reference to a full FpML product that defines the simple product in greater detail.
|
|||||||||||||
definition (in point defined in TermCurve complexType) |
An optional reference to an underlying asset that defines the meaning of the value, i.e. the product that the value corresponds to.
|
|||||||||||||
|
A reference to a sensitivity set definition.
|
||||||||||||||
|
The term "Delisting" has the meaning defined in the ISDA 2002 Equity Derivatives Definitions.
|
||||||||||||||
deliver (defined in ExpectedCollateralDeliveryReturn complexType) |
|
|||||||||||||
deliver (defined in ProposedCollateral complexType) |
proposed collateral to be delivered
|
|||||||||||||
deliver (defined in SubstituteCollateral complexType) |
|
|||||||||||||
deliver (defined in SubstituteCollateral complexType) |
return details for substitute collateral
|
|||||||||||||
deliver (defined in VariationRequirement complexType) |
variation margin to be delivered
|
|||||||||||||
|
Whether or not the delivery can go to barge.
|
||||||||||||||
|
What sort of obligation may be delivered in the event of the credit event.
|
||||||||||||||
|
This element contains all the ISDA terms relevant to defining the deliverable obligations.
|
||||||||||||||
deliveringPartyReference (defined in DeliverReturn.model group) |
|
|||||||||||||
deliveringPartyReference (defined in InterestAccrued complexType) |
The party delivering the accrued interest.
|
|||||||||||||
deliveringPartyReference (defined in ProposedCollateralDeliveryReturn complexType) |
|
|||||||||||||
|
The point at which the Coal Product as a reference to the Source of the Coal Product.
|
||||||||||||||
|
The physical delivery conditions for the transaction.
|
||||||||||||||
|
The physical delivery conditions for the transaction.
|
||||||||||||||
|
The physical delivery conditions for the transaction.
|
||||||||||||||
|
The physical delivery arrangements and requirements for a physically settled non-precious metal transaction.
|
||||||||||||||
|
The physical delivery conditions for the transaction.
|
||||||||||||||
deliveryDate (defined in CommodityProduct.model group) |
The Delivery Date is a fixed, single day.
|
|||||||||||||
|
The date on which allowances are to be delivered as specified in the related Confirmation.
|
||||||||||||||
deliveryDate (in farLeg in repo) |
Delivery Date for the transaction.
|
|||||||||||||
deliveryDate (in nearLeg in repo) |
Delivery Date for the transaction.
|
|||||||||||||
|
The 'deliveryDateExpirationConvention' specifies, for a Commodity Transaction that references a listed future via the 'deliveryDates' element, the day on which the specified future will expire ahead of the actual expiration of the referenced future.
|
||||||||||||||
|
The 'deliveryDateRollConvention' specifies, for a Commodity Transaction that references a listed future via the 'deliveryDates' element, the day on which the specified future will roll to the next nearby month prior to the expiration of the referenced future.
|
||||||||||||||
|
Deprecated: The 'deliveryDates' element is applicable for a Commodity Reference Price that references a listed future contract (e.g.
|
||||||||||||||
|
The Delivery Date is a fixed, single month.
|
||||||||||||||
|
The physical delivery location for the transaction.
|
||||||||||||||
|
The Delivery Point for a physically settled non-precious metal transaction.
|
||||||||||||||
deliveryLocation (in transfer) |
The location at which the transfer of the title to the commodity takes place.
|
|||||||||||||
deliveryMethod (in farLeg in repo) |
Specifies a delivery method for the security transaction.
|
|||||||||||||
deliveryMethod (in nearLeg in repo) |
Specifies a delivery method for the security transaction.
|
|||||||||||||
|
A container for the parametric representation of nearby contracts.
|
||||||||||||||
|
A time multiplier, e.g. 1, 2 or 3 etc. used in defining Delivery Nearby date.
|
||||||||||||||
|
Defines a type of the delivery nearby qualifier, expect to be used in conjunction with a delivery nearby multiplier, e.g. 1NearByMonth, 1NearbyWeek, etc.
|
||||||||||||||
|
An obligation and deliverable obligation characteristic.
|
||||||||||||||
|
The period during which delivery/deliveries of Coal Products may be scheduled.
|
||||||||||||||
|
The different options for specifying the Delivery or Supply Periods.
|
||||||||||||||
|
The different options for specifying the Delivery or Supply Periods.
|
||||||||||||||
|
The period during which delivery/deliveries of Metal may be scheduled.
|
||||||||||||||
|
The different options for specifying the Delivery or Supply Periods.
|
||||||||||||||
|
A pointer style reference to the Delivery Periods defined elsewhere.
|
||||||||||||||
|
A pointer style reference to the Calculation Periods Schedule defined elsewhere.
|
||||||||||||||
|
The point at which the Coal Product will be delivered and received.
|
||||||||||||||
|
The point at which delivery of the electricity will occur.
|
||||||||||||||
|
The physical or virtual point at which the commodity will be delivered.
|
||||||||||||||
|
The different options for specifying the quantity.
|
||||||||||||||
|
The different options for specifying the quantity.
|
||||||||||||||
|
The different options for specifying the quantity.
|
||||||||||||||
|
The different options for specifying the quantity.
|
||||||||||||||
|
Indicates the under what conditions the Parties' delivery obligations apply.
|
||||||||||||||
|
Indicates whether the buyer and seller are contractually obliged to consume and supply the specified quantities of the commodity.
|
||||||||||||||
|
The zone covering potential delivery points for the electricity.
|
||||||||||||||
|
||||||||||||||
|
A denominator term of the formula.
|
||||||||||||||
|
Identifies a simple underlying asset that is a term deposit.
|
||||||||||||||
|
Reference to the depository of the settlement.
|
||||||||||||||
|
A Depository Receipt is a negotiable certificate issued by a trust company or security depository.
|
||||||||||||||
|
The formula used to compute the derivative (perhaps could be updated to use the Formula type in EQS.).
|
||||||||||||||
description (defined in CollateralRetractionReason complexType) |
|
|||||||||||||
description (defined in CollateralRetractionReason complexType) |
free form description of the reason
|
|||||||||||||
description (defined in ExposureUnderlyingAsset complexType) |
A textual description of the asset that underlies the exposure.
|
|||||||||||||
description (defined in IdentifiedAsset complexType) |
Long name of the underlying asset.
|
|||||||||||||
description (defined in PartyTradeInformation complexType) |
A human readable brief description of or comment about the trade
|
|||||||||||||
description (defined in Reason complexType) |
Plain English text describing the associated error condition
|
|||||||||||||
description (defined in SubstitutionConfirmation complexType) |
|
|||||||||||||
description (in advisory) |
A human-readable notification.
|
|||||||||||||
description (in cash) |
Long name of the underlying asset.
|
|||||||||||||
|
||||||||||||||
|
free form description of the reason
|
||||||||||||||
|
||||||||||||||
|
free form description of the reason
|
||||||||||||||
|
||||||||||||||
|
free form description of the reason
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
free form description of the reason
|
||||||||||||||
|
A description, if needed, of how the derivative is computed.
|
||||||||||||||
description (in securityType) |
|
|||||||||||||
|
||||||||||||||
|
free form description of the reason
|
||||||||||||||
|
Applies to Loan CDS, to indicate what lien level is appropriate for a deliverable obligation.
|
||||||||||||||
|
Does this valuation set include a market environment?
|
||||||||||||||
determinationMethod (defined in Composite complexType) |
Specifies the method according to which an amount or a date is determined.
|
|||||||||||||
determinationMethod (defined in CurrencyAndDeterminationMethod.model group) |
Specifies the method according to which an amount or a date is determined.
|
|||||||||||||
determinationMethod (defined in Price complexType) |
Specifies the method according to which an amount or a date is determined.
|
|||||||||||||
determinationMethod (defined in ReturnSwapNotional complexType) |
Specifies the method according to which an amount or a date is determined.
|
|||||||||||||
|
Specifies the method according to which an amount or a date is determined.
|
||||||||||||||
|
The party referenced is the ISDA Determination Party that specified in the related Confirmation as Determination Party.
|
||||||||||||||
|
A reference to the party which determines additional disruption events.
|
||||||||||||||
difference (defined in ProposedMatch.model group) |
A type used to record the details of a difference between two sides of a business event.
|
|||||||||||||
|
A type used to record the details of a difference between two sides of a payment.
|
||||||||||||||
|
An indication of the severity of the difference.
|
||||||||||||||
|
The type of difference that exists.
|
||||||||||||||
|
The barrier and cash payout features of the digital option.
|
||||||||||||||
direction (defined in CommodityBasketUnderlyingBase complexType) |
Indicates the role of the option buyer with regard to this underlyer.
|
|||||||||||||
direction (defined in FxBarrierFeature complexType) |
This specifies whether the barrier direction is "Up" or "Down"; that is, that a barrier event occurs if the spot rate is at or above the trigger rate, or at or below the trigger rate during the period of observation of an american barrier, or at the times of observation of a discrete or european barrier.
|
|||||||||||||
direction (in touch in fxDigitalOption) |
This specifies whether the trigger direction is "AtOrAbove" or "AtOrBelow; that is, that a barrier event occurs if the spot rate is at or above the trigger rate, or at or below the trigger rate during the period of observation of an american trigger, or at the times of observation of a discrete trigger.
|
|||||||||||||
|
||||||||||||||
|
A deliverable obligation characteristic.
|
||||||||||||||
dirtyPrice (defined in BondPriceAndYield.model group) |
Bond dirty price, expressed in percentage points, 100 is the initial value of the bond.
|
|||||||||||||
dirtyPrice (defined in BondPriceAndYield.model group) |
Bond dirty price, expressed in percentage points, 100 is the initial value of the bond.
|
|||||||||||||
dirtyPrice (in security) |
Bond dirty price, expressed in percentage points, 100 is the initial value of the bond.
|
|||||||||||||
discountFactor (defined in Payment complexType) |
The value representing the discount factor used to calculate the present value of the cash flow.
|
|||||||||||||
|
A decimal value representing the discount factor used to calculate the present value of cash flow.
|
||||||||||||||
discountFactor (in premium defined in OptionBaseExtended complexType) |
The value representing the discount factor used to calculate the present value of the cash flow.
|
|||||||||||||
|
The value representing the discount factor used to calculate the present value of the principal exchange amount.
|
||||||||||||||
|
A curve of discount factors.
|
||||||||||||||
|
The parameters specifying any discounting conventions that may apply.
|
||||||||||||||
|
The discounting method that is applicable.
|
||||||||||||||
|
A discount rate, expressed as a decimal, to be used in the calculation of a discounted amount.
|
||||||||||||||
|
A discount day count fraction to be used in the calculation of a discounted amount.
|
||||||||||||||
|
To indicate whether the Discrepancy Clause is applicable.
|
||||||||||||||
|
||||||||||||||
|
This is confirmation of the amount being disputed this would be the difference between the undisputed amount and the call amount from the requestMargin message.
|
||||||||||||||
|
This is the date from which the Dispute is deemed by the sending party to have occurred on.
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
The disputeResolutionMethod can consist of either a resolutionCode and description, a resolution code only or a description only.
|
||||||||||||||
|
||||||||||||||
|
Describes the disruption events and fallbacks applicable to a currency pair referenced by the transaction.
|
||||||||||||||
|
||||||||||||||
|
To be used where disruption fallbacks are set out in the relevant Master Agreement governing the trade.
|
||||||||||||||
|
A credit event.
|
||||||||||||||
|
Expected dividend in this period.
|
||||||||||||||
|
Dividend adjustment of the contract is driven by the difference between the Expected Dividend, and the Actual Dividend, which is multiplied by an agreed Factor to produce a Deviation, which is used as the basis for adjusting the contract.
|
||||||||||||||
|
||||||||||||||
|
Defines how the composition of Dividends is to be determined.
|
||||||||||||||
dividendConditions (defined in EquityDerivativeLongFormBase complexType) |
|
|||||||||||||
dividendConditions (in return in returnLeg) |
Specifies the conditions governing the payment of the dividends to the receiver of the equity return.
|
|||||||||||||
|
Specification of the dividend date using an enumeration, with values such as the pay date, the ex date or the record date.
|
||||||||||||||
|
Defines the date on which the receiver on the equity return is entitled to the dividend.
|
||||||||||||||
|
Specifies the date on which the FX rate will be considered in the case of a Composite FX swap.
|
||||||||||||||
|
Dividend leg.
|
||||||||||||||
|
The next upcoming dividend payment or payments.
|
||||||||||||||
|
Specifies when the dividend will be paid to the receiver of the equity return.
|
||||||||||||||
|
Specifies the dividend payout ratio associated with an equity underlyer.
|
||||||||||||||
|
Specifies the dividend payout ratio associated with an equity underlyer.
|
||||||||||||||
|
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.
|
||||||||||||||
|
Specifies the total actual dividend payout ratio associated with the equity underlyer.
|
||||||||||||||
|
Specifies the cash actual dividend payout ratio associated with the equity underlyer.
|
||||||||||||||
|
Specifies the non cash actual dividend payout ratio associated with the equity underlyer.
|
||||||||||||||
dividendPeriod (defined in DividendConditions complexType) |
Defines the First Period or the Second Period, as defined in the 2002 ISDA Equity Derivatives Definitions.
|
|||||||||||||
|
A single Dividend Adjustment Period.
|
||||||||||||||
|
One to many time bounded dividend payment periods, each with a fixed strike and dividend payment date per period.
|
||||||||||||||
|
Dividend period has the meaning as defined in the ISDA 2002 Equity Derivatives Definitions.
|
||||||||||||||
|
Dividend period has the meaning as defined in the ISDA 2002 Equity Derivatives Definitions.
|
||||||||||||||
|
Boolean element that defines whether the dividend will be reinvested or not.
|
||||||||||||||
|
Specifies the structure of the dividend swap transaction supplement.
|
||||||||||||||
|
Specifies the structure of the dividend swap transaction supplement.
|
||||||||||||||
|
The variance swap details.
|
||||||||||||||
|
Specifies the dividend valuation dates of the swap.
|
||||||||||||||
documentation (defined in Trade complexType) |
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.
|
|||||||||||||
documentation (in relatedParty defined in Party.model group) |
Describes the agreements that define the party relationship.
|
|||||||||||||
|
||||||||||||||
|
If present indicates that the event is considered to have occured if two or more numeric values of currency exchange rate specified in the Settllement Option are applicable to the transaction.
|
||||||||||||||
duration (defined in SettlementPeriods complexType) |
The length of each Settlement Period.
|
|||||||||||||
|
A duration code for the repo transaction.
|
||||||||||||||
|
The earliest time of day at the specified business center, at which the client may execute a transaction.
|
||||||||||||||
|
The time interval to the first (and possibly only) exercise date in the exercise period.
|
||||||||||||||
|
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.
|
||||||||||||||
|
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.
|
||||||||||||||
|
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.
|
||||||||||||||
|
Date prior to which the option buyer will have to pay a Make Whole Amount to the option seller if he/she exercises the option.
|
||||||||||||||
|
Specifies, for one or for both the parties to the trade, the date prior to the Termination Date from which the contract can be terminated.
|
||||||||||||||
|
Specifies, for one or for both the parties to the trade, the date from which it can early terminate it.
|
||||||||||||||
|
The adjusted dates associated with an individual earley termination date.
|
||||||||||||||
earlyTerminationProvision (defined in Swap complexType) |
Parameters specifying provisions relating to the optional and mandatory early terminarion of a swap transaction.
|
|||||||||||||
|
Parameters specifying provisions relating to the optional and mandatory early terminarion of a CapFloor transaction.
|
||||||||||||||
|
If Excess Emission Penalty is specified to be applicable in the Confirmation then the Excess Emission Penalty will be determined in the manner specified in the Confirmation (see other EEP parameters)
|
||||||||||||||
|
Applies to EU Emissions Allowance Transactions.
|
||||||||||||||
effectiveDate (defined in AgreementAndEffectiveDates.model group) |
The date on which the change become effective.
|
|||||||||||||
effectiveDate (defined in CommoditySwapDetails.model group) |
Specifies the effective date of this leg of the swap.
|
|||||||||||||
effectiveDate (defined in DirectionalLeg complexType) |
Specifies the effective date of this leg of the swap.
|
|||||||||||||
effectiveDate (defined in TradeChangeContent complexType) |
The date on which the change become effective
|
|||||||||||||
effectiveDate (defined in VersionHistory.model group) |
Optionally it is possible to specify a version effective date when a versionId is supplied.
|
|||||||||||||
effectiveDate (defined in Withdrawal complexType) |
|
|||||||||||||
|
The first day of the term of the trade.
|
||||||||||||||
|
The effective date of the Commodity Option Transaction.
|
||||||||||||||
|
The effective date of the Commodity Option Transaction.
|
||||||||||||||
|
The effective date of the Commodity Option Transaction.
|
||||||||||||||
|
Effective date of an option.
|
||||||||||||||
|
Specifies the Eeffective Date of the swap.
|
||||||||||||||
effectiveDate (in deClear) |
|
|||||||||||||
|
Effective date for a forward starting derivative.
|
||||||||||||||
effectiveDate (in fxOption) |
Effective date for a forward starting derivative.
|
|||||||||||||
|
The first day of the term of the trade.
|
||||||||||||||
|
The earliest of all the effective dates of all constituent streams.
|
||||||||||||||
|
Specifies the effective date of the return swap.
|
||||||||||||||
effectiveDate (in relatedParty defined in Party.model group) |
The date on which the relationship begins or began.
|
|||||||||||||
|
The earliest of all the effective dates of all constituent streams.
|
||||||||||||||
|
The time at which the information supplied by the advisory becomes effective.
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
The time at which the information supplied by the advisory becomes no longer effective.
|
||||||||||||||
|
Indicates the party able to choose whether the gas is delivered for a particular period e.g. a swing or interruptible contract.
|
||||||||||||||
|
Indicates the party able to decide which delivery point within the deliveryPoint is used for delivery.
|
||||||||||||||
|
The specification of the electricity to be delivered.
|
||||||||||||||
|
Physically settled electricity leg.
|
||||||||||||||
|
The name of the element affected.
|
||||||||||||||
|
An address on an electronic mail or messaging sysem .
|
||||||||||||||
|
Describes the type of any embedded optionality in the transaction that might not otherwise be apparent.
|
||||||||||||||
|
Description of the leg amount when represented through an encoded image.
|
||||||||||||||
endDate (defined in ParametricSchedule.model group) |
End of the schedule.
|
|||||||||||||
endDate (defined in ParametricSchedule.model group) |
End of the schedule.
|
|||||||||||||
endDate (defined in Period.model group) |
Date on which this period ends.
|
|||||||||||||
endDate (defined in PricingInputDates.model group) |
The last date for which data is supplied in this pricing input.
|
|||||||||||||
endDate (defined in SettlementPeriodFixingDates complexType) |
End date of the period.
|
|||||||||||||
endDate (in accrualRegion) |
Defines the end date of the observation period for the barrier.
|
|||||||||||||
endDate (in accrualRegion) |
Defines the end date of the observation period for the barrier.
|
|||||||||||||
endDate (in fixingSchedule defined in FxPerformanceSwap complexType) |
The end of the period over which observations are made to determine whether a trigger event has occurred.
|
|||||||||||||
|
The end of the period over which observations are made to determine whether a trigger event has occurred.
|
||||||||||||||
endDate (in riskPeriod) |
|
|||||||||||||
|
Specifies the end term of the simple fra, e.g. 9M.
|
||||||||||||||
endTime (defined in SettlementPeriods complexType) |
Specifies the hour-ending End Time with respect to a range of Settlement Periods.
|
|||||||||||||
endTime (in settlementPeriods in genericProduct) |
Specifies the hour-ending End Time with respect to a range of Settlement Periods.
|
|||||||||||||
|
Specifies whether the trade is not obligated to be cleared via a derivative clearing organization, i.e. wehter there is an exemption from clearing.
|
||||||||||||||
|
Claims an end user exception and provides supporting evidence.
|
||||||||||||||
|
Specifies a reason that the trade is exempted from a clearing requirement.
|
||||||||||||||
|
The last year of the Commpliance Period.
|
||||||||||||||
|
TODO
|
||||||||||||||
|
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.
|
||||||||||||||
entityClassification (in reportingRegime defined in PartyTradeInformation complexType) |
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.
|
|||||||||||||
|
A legal entity identifier (e.g.
|
||||||||||||||
|
The name of the reference entity.
|
||||||||||||||
|
Defines the reference entity types corresponding to a list of types in the ISDA First to Default documentation.
|
||||||||||||||
|
The physical or virtual point at which the commodity enters a transportation system.
|
||||||||||||||
entryPoint (in pipeline) |
The point at which the oil product will enter the pipeline.
|
|||||||||||||
|
The specification of the type of allowance or credit.
|
||||||||||||||
|
Physically settled environmental leg.
|
||||||||||||||
|
Identifies the underlying asset when it is a listed equity.
|
||||||||||||||
|
The parameters for defining the exercise period for an American style equity option together with the rules governing the quantity of the underlying that can be exercised on any given exercise date.
|
||||||||||||||
|
The parameters for defining the exercise period for an Bermuda style equity option together with the rules governing the quantity of the underlying that can be exercised on any given exercise date.
|
||||||||||||||
|
Effective date for a forward starting option.
|
||||||||||||||
|
The parameters for defining the expiration date and time for a European style equity option.
|
||||||||||||||
equityExercise (defined in EquityDerivativeBase complexType) |
The parameters for defining how the equity option can be exercised, how it is valued and how it is settled.
|
|||||||||||||
|
The parameters for defining how the equity option can be exercised, how it is valued and how it is settled.
|
||||||||||||||
|
The parameters for defining how the equity option can be exercised, how it is valued and how it is settled.
|
||||||||||||||
|
The specific time of day at which the equity option expires.
|
||||||||||||||
|
The time of day at which the equity option expires, for example the official closing time of the exchange.
|
||||||||||||||
|
A component describing an Equity Forward product.
|
||||||||||||||
|
The presence of this element indicates that the option may be exercised on different days.
|
||||||||||||||
|
The presence of this element indicates that the option may be exercised on different days.
|
||||||||||||||
|
A component describing an Equity Option product.
|
||||||||||||||
|
A component describing an Equity Option Transaction Supplement.
|
||||||||||||||
equityPremium (defined in EquityDerivativeShortFormBase complexType) |
The equity option premium payable by the buyer to the seller.
|
|||||||||||||
|
The variance option premium payable by the buyer to the seller.
|
||||||||||||||
|
The equity option premium payable by the buyer to the seller.
|
||||||||||||||
|
The variance option premium payable by the buyer to the seller.
|
||||||||||||||
|
Specifies the structure of the equity swap transaction supplement.
|
||||||||||||||
|
The parameters for defining when valuation of the underlying takes place.
|
||||||||||||||
|
When "true" the EEP Equivalent is applicable.
|
||||||||||||||
|
If this element is specified and set to 'true', indicates that physical settlement must take place through the use of an escrow agent.
|
||||||||||||||
|
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.
|
||||||||||||||
europeanExercise (defined in CommodityExercise complexType) |
The parameters for defining the expiration date and time for a European or Asian style option.
|
|||||||||||||
europeanExercise (defined in CommodityPhysicalExercise complexType) |
The parameters for defining the expiration date(s) and time(s) for a European style option.
|
|||||||||||||
|
The parameters for defining the expiration date and time for a European or Asian style option.
|
||||||||||||||
|
The parameters for defining the expiration date and time for a European or Asian style option.
|
||||||||||||||
|
The parameters for defining the exercise period for an European style option.
|
||||||||||||||
europeanExercise (in fxOption) |
The parameters for defining the exercise period for an European style option.
|
|||||||||||||
europeanExercise (in straddle) |
The parameters for exercising the FxStraddle (underlying options), the underlying options are always European style options.
|
|||||||||||||
|
The event that occurred within the cycle or step, for example "Started" or "Completed"..
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
eventIdentifier (defined in AbstractEvent complexType) |
|
|||||||||||||
|
Individual parties should only use a single event identifier to identify a retraction.
|
||||||||||||||
|
||||||||||||||
|
An instance of a unique event identifier.
|
||||||||||||||
|
If any of the events listed in this section occurs then the associated fallbacks willl be applied.
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
Indicates whether the counterparty exceeds the volume threshold above which trades are required to be cleared.
|
||||||||||||||
|
Determination of Gross Cash Dividend per Share.
|
||||||||||||||
exchangedCurrency1 (defined in FxCoreDetails.model group) |
This is the first of the two currency flows that define a single leg of a standard foreign exchange transaction.
|
|||||||||||||
exchangedCurrency1 (defined in FxExchangedCurrency.model group) |
Indicates the first direction of who pays and receives a specific currency without specifying the amount.
|
|||||||||||||
exchangedCurrency2 (defined in FxCoreDetails.model group) |
This is the second of the two currency flows that define a single leg of a standard foreign exchange transaction.
|
|||||||||||||
exchangedCurrency2 (defined in FxExchangedCurrency.model group) |
Indicates the second direction of who pays and receives a specific currency without specifying the amount.
|
|||||||||||||
exchangeId (defined in CommodityReferencePriceFramework.model group) |
For those commodities being traded with reference to the price of a listed instrument, the exchange where that instrument is listed should be specified in the 'exchange' element.
|
|||||||||||||
exchangeId (defined in QuoteLocation.model group) |
The exchange (e.g. stock or futures exchange) from which the quote is obtained.
|
|||||||||||||
exchangeId (defined in UnderlyingAsset complexType) |
Identification of the exchange on which this asset is transacted for the purposes of calculating a contractural payoff.
|
|||||||||||||
|
For a share option transaction, a flag used to indicate whether the transaction is to be treated as an 'exchange look-alike'.
|
||||||||||||||
|
For a share option transaction, a flag used to indicate whether the transaction is to be treated as an 'exchange look-alike'.
|
||||||||||||||
|
For a share option transaction, a flag used to indicate whether the transaction is to be treated as an 'exchange look-alike'.
|
||||||||||||||
exchangeRate (defined in FxCoreDetails.model group) |
The rate of exchange between the two currencies.
|
|||||||||||||
exchangeRate (in underlyer in genericProduct) |
The rate of exchange between two currencies.
|
|||||||||||||
|
If present indicates that the event is considered to have occured if the settlement in either currency is prohibited or materially restricted.
|
||||||||||||||
|
For an index option transaction, a flag used in conjuction with Futures Price Valuation (ISDA defined term) to indicate whether the Nearest Index Contract provision is applicable.
|
||||||||||||||
|
References a Contract on the Exchange.
|
||||||||||||||
|
Specification of the exchange traded contract nearest.
|
||||||||||||||
|
Identifies the underlying asset when it is an exchange-traded fund.
|
||||||||||||||
excluded (defined in DeliverableObligations complexType) |
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.
|
|||||||||||||
excluded (defined in Obligations complexType) |
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.
|
|||||||||||||
|
Excluded reference entity.
|
||||||||||||||
|
Indicates that days that are holidays according to the referenced commodity business calendar should be excluded from this range of Settlement Periods, even if such day is an applicable day.
|
||||||||||||||
|
The date when a distribution of dividends or interest is deducted from a securities asset, or set aside for payment to the original bondholders.
|
||||||||||||||
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).
|
|||||||||||||
executionDateTime (defined in NovationDates.model group) |
The date and time at which the change was agreed.
|
|||||||||||||
executionDateTime (defined in PartyTradeInformation complexType) |
Trade execution date time, for example as provided by a central execution facility.
|
|||||||||||||
|
Trade execution date time, for example as provided by a central execution facility.
|
||||||||||||||
|
The period during which the client has the right to execute a transaction, on any business day defined by reference to the specified business centers, subject to the constraints of the minimum execution amount and aggregate total notional amount. * Period dates are inclusive i.e. the expiry date is the final date on which execution may occur.
|
||||||||||||||
|
Used to describe how the trade was executed, e.g. via voice or electronically.
|
||||||||||||||
executionVenueType (defined in PartyTradeInformation complexType) |
Used to describe the type of venue where trade was executed, e.g via an execution facility or privately.
|
|||||||||||||
|
Used to describe the type of venue where trade was executed, e.g via an execution facility or privately.
|
||||||||||||||
|
An placeholder for the actual option exercise definitions.
|
||||||||||||||
|
The parameters for defining how the commodity option can be exercised and how it is settled.
|
||||||||||||||
|
The parameters for defining how the commodity option can be exercised and how it is settled.
|
||||||||||||||
exercise (in commodityOption) |
The parameters for defining how the commodity option can be exercised and how it is settled.
|
|||||||||||||
exercise (in commodityOption) |
|
|||||||||||||
|
||||||||||||||
|
||||||||||||||
|
The adjusted dates associated with an individual swaption exercise date.
|
||||||||||||||
|
A fee to be paid on exercise.
|
||||||||||||||
|
The fees associated with an exercise date.
|
||||||||||||||
|
The fees associated with an exercise date.
|
||||||||||||||
exerciseFrequency (defined in CommodityAmericanExercise complexType) |
The exercise frequency for the strip.
|
|||||||||||||
exerciseFrequency (defined in CommodityEuropeanExercise complexType) |
The exercise frequency for the strip.
|
|||||||||||||
|
The frequency of subsequent exercise dates in the exercise period following the earliest exercise date.
|
||||||||||||||
exerciseInNotionalAmount (defined in OptionExerciseAmount.model group) |
Specifies the fixed amount by which the option should be exercised expressed as notional amount.
|
|||||||||||||
|
Specifies the fixed amount by which the option should be exercised expressed as notional amount.
|
||||||||||||||
|
Specifies the amount by which the option should be exercised expressed as notional schedule.
|
||||||||||||||
exerciseInNumberOfOptions (defined in OptionExerciseAmount.model group) |
Specifies the fixed amount by which the option should be exercised expressed as number of options.
|
|||||||||||||
|
Specifies the fixed amount by which the option should be exercised expressed as number of options.
|
||||||||||||||
exerciseInNumberOfUnits (defined in OptionExerciseAmount.model group) |
Specifies the fixed amount by which the option should be exercised express as number of units.
|
|||||||||||||
|
Specifies the fixed amount by which the option should be exercised express as number of units.
|
||||||||||||||
|
Definition of the party to whom notice of exercise should be given.
|
||||||||||||||
|
Definition of the party to whom notice of exercise should be given.
|
||||||||||||||
exerciseNotice (in manualExercise defined in ExerciseProcedure complexType) |
Definition of the party to whom notice of exercise should be given.
|
|||||||||||||
exerciseNotice (in optionalEarlyTermination defined in OptionalEarlyTermination.model group) |
Definition of the party to whom notice of exercise should be given.
|
|||||||||||||
|
The party referenced is the party to which notice of exercise should be given by the buyer.
|
||||||||||||||
|
Describes the American exercise periods.
|
||||||||||||||
exerciseProcedure (defined in OptionBaseExtended complexType) |
A set of parameters defining procedures associated with the exercise.
|
|||||||||||||
exerciseProcedure (defined in OptionExpiry complexType) |
|
|||||||||||||
|
A set of parameters defining procedures associated with the exercise.
|
||||||||||||||
|
A set of parameters defining procedures associated with the exercise.
|
||||||||||||||
|
A set of parameters defining procedures associated with the exercise.
|
||||||||||||||
|
A set of parameters defining procedures associated with the exercise.
|
||||||||||||||
|
A set of parameters defining procedures associated with the exercise.
|
||||||||||||||
|
A set of parameters defining procedures associated with the exercise.
|
||||||||||||||
exerciseSide (defined in OptionExercise complexType) |
|
|||||||||||||
exerciseSide (in noTouch) |
|
|||||||||||||
exerciseSide (in touch in optionEvent) |
|
|||||||||||||
|
For options, whether the option is a put or call option.
|
||||||||||||||
exerciseStyle (in option) |
Specifies the exercise style of the option {American, Bermuda, European}
|
|||||||||||||
|
||||||||||||||
|
||||||||||||||
|
Upper bound percentage of the loss that the Tranche can endure, expressed as a decimal.
|
||||||||||||||
expectedCollateral (defined in ProposedCollateralResponse complexType) |
|
|||||||||||||
|
Structure that allows for the definition of collateral that the party making the margin call would prefer to receive or have returned.
|
||||||||||||||
|
Expected number of trading days.
|
||||||||||||||
|
A time dimension that represents the time to expiration of an option.
|
||||||||||||||
expirationDate (defined in CommodityEuropeanExercise complexType) |
The last day within an exercise period for an American style option.
|
|||||||||||||
expirationDate (defined in ExchangeTradedContract complexType) |
The date when the contract expires.
|
|||||||||||||
expirationDate (defined in ProductExposureCategory.model group) |
|
|||||||||||||
expirationDate (defined in SharedAmericanExercise complexType) |
The last day within an exercise period for an American style option.
|
|||||||||||||
|
The last day within an exercise period for an American style option.
|
||||||||||||||
|
The last day within an exercise period for an American style option.
|
||||||||||||||
expirationDate (in europeanExercise defined in CommodityPhysicalExercise complexType) |
The Expiration Date of a single expiry European-style option or the first Expiration Date of a multiple expiry or daily expiring option.
|
|||||||||||||
|
The last day within an exercise period for an American style option.
|
||||||||||||||
|
The last day within an exercise period for an American style option.
|
||||||||||||||
|
For options, the last exercise date of the option.
|
||||||||||||||
|
Specifies any offset from the adjusted Calculation Period start date or adjusted Calculation Period end date applicable to each Payment Date.
|
||||||||||||||
expirationDates (in americanExercise defined in CommodityPhysicalExercise complexType) |
The Expiration Date(s) of an American-style option.
|
|||||||||||||
expirationDates (in europeanExercise defined in CommodityPhysicalExercise complexType) |
The Expiration Date(s) of a European-style option.
|
|||||||||||||
|
||||||||||||||
expirationTime (defined in CommodityAmericanExercise complexType) |
The specific time of day on which the option expires.
|
|||||||||||||
expirationTime (defined in CommodityEuropeanExercise complexType) |
The specific time of day on which the option expires.
|
|||||||||||||
expirationTime (in americanExercise defined in CommodityPhysicalExercise complexType) |
The specific time of day at which the option expires.
|
|||||||||||||
|
The latest time for exercise on expirationDate.
|
||||||||||||||
|
The latest time for exercise on expirationDate.
|
||||||||||||||
expirationTime (in europeanExercise defined in CommodityPhysicalExercise complexType) |
The specific time of day at which the option expires.
|
|||||||||||||
|
The latest time for exercise on expirationDate.
|
||||||||||||||
|
Expiration time determination method.
|
||||||||||||||
|
Specifies whether the payment(s) occur relative to the date of a physical event.
|
||||||||||||||
|
DEPRECATED.
|
||||||||||||||
|
||||||||||||||
expiryDate (defined in FxDigitalAmericanExercise complexType) |
The latest date on which the option can be exercised.
|
|||||||||||||
expiryDate (defined in FxEuropeanExercise complexType) |
Represents a standard expiry date as defined for an FX OTC option.
|
|||||||||||||
expiryDate (defined in FxExpiryDateOrSchedule.model group) |
Defines the expiry of a single period accrual forward FX transaction.
|
|||||||||||||
expiryDate (defined in SettlementPeriod complexType) |
Expiry date for the settlement period.
|
|||||||||||||
|
Expiry (maturity) date of the execution period.
|
||||||||||||||
expirySchedule (defined in FxExpiryDateOrSchedule.model group) |
The parameters for defining a schedule of expiry periods for an accrual forward FX transaction.
|
|||||||||||||
|
Defines the expiry/observation schedule of the target product.
|
||||||||||||||
expiryTime (defined in FxDigitalAmericanExercise complexType) |
Time at which the option expires on the expiry date, at the specified business center.
|
|||||||||||||
expiryTime (defined in FxEuropeanExercise complexType) |
Time at which the option expires on the expiry date, at the specified business center.
|
|||||||||||||
expiryTime (defined in FxExpirySchedule complexType) |
Time of expiration of each expiry date.
|
|||||||||||||
expiryTime (defined in QuotationCharacteristics.model group) |
When does the quote cease to be valid.
|
|||||||||||||
expiryTime (in expiryDate defined in FxExpiryDateOrSchedule.model group) |
Time of expiration of each expiry date.
|
|||||||||||||
|
The date and time (on the source system) when this message instance will be considered expired.
|
||||||||||||||
|
The party that is exposed.
|
||||||||||||||
exposure (defined in ReportedExposure complexType) |
Sub-divisions of this total expsoure.
|
|||||||||||||
exposure (in exposureReport) |
A specific exposure record (which may include more details in the form of sub-records.
|
|||||||||||||
exposure (in markToMarket) |
|
|||||||||||||
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
A provision that allows the specification of an embedded option with a swap giving the buyer of the option the right to extend the swap, in whole or in part, to the extended termination date.
|
||||||||||||||
|
The adjusted dates associated with an extendible provision.
|
||||||||||||||
|
The adjusted dates associated with a single extendible exercise date.
|
||||||||||||||
|
Element(s) that are extraneous in the other object.
|
||||||||||||||
|
Reference to the party which determines if dividends are extraordinary in relation to normal levels.
|
||||||||||||||
extraordinaryEvents (defined in EquityDerivativeLongFormBase complexType) |
Where the underlying is shares, specifies events affecting the issuer of those shares that may require the terms of the transaction to be adjusted.
|
|||||||||||||
extraordinaryEvents (defined in NettedSwapBase complexType) |
Where the underlying is shares, specifies events affecting the issuer of those shares that may require the terms of the transaction to be adjusted.
|
|||||||||||||
|
A component to contain elements that represent an extraordinary event.
|
||||||||||||||
|
Where the underlying is shares, specifies events affecting the issuer of those shares that may require the terms of the transaction to be adjusted.
|
||||||||||||||
|
Where the underlying is shares, specifies events affecting the issuer of those shares that may require the terms of the transaction to be adjusted.
|
||||||||||||||
|
||||||||||||||
|
Specifies the total amount of the issue.
|
||||||||||||||
|
The type of loan facility (letter of credit, revolving, ...).
|
||||||||||||||
|
||||||||||||||
failureToDeliver (defined in ExtraordinaryEvents complexType) |
If true, failure to deliver is applicable.
|
|||||||||||||
|
Where the underlying is shares and the transaction is physically settled, then, if true, a failure to deliver the shares on the settlement date will not be an event of default for the purposes of the master agreement.
|
||||||||||||||
|
Applies to EU Emissions Allowance Transactions.
|
||||||||||||||
|
||||||||||||||
failureToPay (defined in CreditEvents complexType) |
A credit event.
|
|||||||||||||
|
A credit event.
|
||||||||||||||
failureToPayPrincipal (defined in CreditEvents complexType) |
A credit event.
|
|||||||||||||
|
A floating rate payment event.
|
||||||||||||||
|
Disruption fallback that applies to the trade.
|
||||||||||||||
|
The applicability of a fallback bond as defined in the 2006 ISDA Inflation Derivatives Definitions, sections 1.3 and 1.8.
|
||||||||||||||
|
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).
|
||||||||||||||
|
If present indicates alternative price sources
|
||||||||||||||
fallbackReferencePrice (in marketDisruption defined in CommodityContent.model group) |
A fallback commodity reference price for use when relying on Disruption Fallbacks in Section 7.5(d)(i) of the ISDA Commodity Definitions or have selected "Fallback Reference Price" as a disruptionFallback.
|
|||||||||||||
|
The method, prioritzed by the order it is listed in this element, to get a replacement rate for the disrupted settlement rate option.
|
||||||||||||||
|
Describes the fallback processing or termination procedures that can be applied if an event occurs
|
||||||||||||||
|
This settlement rate option will be used in its place.
|
||||||||||||||
|
Request rate quotes from the market.
|
||||||||||||||
|
The FX transaction with the latest value date.
|
||||||||||||||
|
The far leg of the repo contract, i.e. the repurchase transaction.
|
||||||||||||||
feature (defined in Feature.model group) |
Asian, Barrier, Knock and Pass Through features.
|
|||||||||||||
feature (defined in OptionBaseExtended complexType) |
An Option feature such as quanto, asian, barrier, knock.
|
|||||||||||||
feature (in genericProduct) |
Special features that the option may have, such as Asian averaging, Barriers, Digital payout, etc.
|
|||||||||||||
|
The feature payment.
|
||||||||||||||
|
In the case of barrier options where the option automatically expires and the barrier is breached in such a way to to result in a "knock-out" vent, this amount is paid to the the option holder so as to refund or rebate a portion of any premium paid.
|
||||||||||||||
|
The cash payment that is made when the digital barrier is breached.
|
||||||||||||||
|
The feature payment date.
|
||||||||||||||
|
Describes additional features within the option.
|
||||||||||||||
features (in termDeposit) |
An optional container that holds additional features of the deposit (e.g.
|
|||||||||||||
|
The amount of fee to be paid on exercise.
|
||||||||||||||
|
The exercise fee amount schedule.
|
||||||||||||||
|
This element contains all the terms relevant to defining the fixed amounts/payments per the applicable ISDA definitions.
|
||||||||||||||
feePaymentDate (defined in ExerciseFeeSchedule complexType) |
The date on which exercise fee(s) will be paid.
|
|||||||||||||
|
The date on which exercise fee(s) will be paid.
|
||||||||||||||
|
A fee represented as a percentage of some referenced notional.
|
||||||||||||||
|
The exercise free rate schedule.
|
||||||||||||||
|
Indicates the original trade between the transferor and the remaining party.
|
||||||||||||||
|
Indicates a reference to the implied trade (the "fee trade") that the associated novation fee based on.
|
||||||||||||||
|
Business date convention adjustment to final payment period per leg (swapStream) upon exercise event.
|
||||||||||||||
|
If specified by the parties to apply in the related Confirmation, Final Edited Data means that the parties will have recourse to Primary Disruption Fallbacks even if relevant data is available from the Data Provider, so long as such data is not published in its final edited form.
|
||||||||||||||
|
A true/false flag to indicate whether there is a final exchange of principal on the termination date.
|
||||||||||||||
|
The final expiry date facilitates informing the final date without having to process all expiry dates in the schedule.
|
||||||||||||||
|
||||||||||||||
|
The rounding convention to apply to the final rate used in determination of a calculation period amount.
|
||||||||||||||
finalSettlementDate (defined in FxSettlementSchedule complexType) |
The final settlement date facilitates informing the final date without having to process all settlement dates in the schedule.
|
|||||||||||||
|
The final date for settlement.
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
Specifies how the final stub amount is calculated.
|
||||||||||||||
|
||||||||||||||
|
Indicates under what condtitions the Parties' delivery obligations apply.
|
||||||||||||||
|
The end date of the initial compounding period when compounding is applicable.
|
||||||||||||||
|
Given name, such as John or Mary.
|
||||||||||||||
|
Effective date of the first change in notional (i.e. a calculation period start date).
|
||||||||||||||
|
The interval between the start of each lagDuration and the start of each respective calculation period.
|
||||||||||||||
firstPaymentDate (defined in PeriodicPayment complexType) |
The first unadjusted fixed rate payer payment date.
|
|||||||||||||
firstPaymentDate (in paymentDates defined in InterestRateStream complexType) |
The first unadjusted payment date.
|
|||||||||||||
firstPeriodStartDate (defined in NovationTerms.model group) |
Element that is used to be able to make sense of the “new transaction” without requiring reference back to the “old transaction”.
|
|||||||||||||
firstPeriodStartDate (defined in PeriodicPayment complexType) |
The start date of the initial calculation period if such date is not equal to the trade’s effective date.
|
|||||||||||||
|
The start date of the calculation period if the date falls before the effective date.
|
||||||||||||||
|
The start date of the regular part of the calculation period schedule.
|
||||||||||||||
fixedAmount (defined in PeriodicPayment complexType) |
A fixed payment amount.
|
|||||||||||||
fixedAmount (in singlePayment) |
A fixed payment amount.
|
|||||||||||||
|
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.
|
||||||||||||||
|
Fixed Price Leg.
|
||||||||||||||
fixedLeg (defined in DividendSwapTransactionSupplement complexType) |
Fixed payment leg.
|
|||||||||||||
fixedLeg (defined in FxPerformanceSwap complexType) |
Fixed FX Rate component describes the Fixed FX Rate and Fixed FX Rate Payer as such in the Confirmation for the Non-Deliverable Swap FX Transaction.
|
|||||||||||||
fixedLeg (in commodityForward) |
The fixed leg of a Commodity Forward Transaction.
|
|||||||||||||
|
Fixed payment of a dividend swap, payment date is relative to a dividend period payment date.
|
||||||||||||||
|
A known fixed payment amount.
|
||||||||||||||
fixedPrice (in fixedLeg in commodityForward) |
Fixed price on which fixed payments are based.
|
|||||||||||||
fixedPrice (in fixedLeg) |
Fixed price on which fixed payments are based.
|
|||||||||||||
fixedPrice (in genericProduct) |
Fixed price on which fixed payments are based.
|
|||||||||||||
|
Allows the specification of a Fixed Price that varies over the life of the trade.
|
||||||||||||||
|
The Fixed Price for a given Calculation Period during the life of the trade.
|
||||||||||||||
fixedRate (defined in InterestAccrualsMethod complexType) |
The calculation period fixed rate.
|
|||||||||||||
fixedRate (defined in TradeUnderlyer complexType) |
The fixed rate or fixed rate schedule expressed as explicit fixed rates and dates.
|
|||||||||||||
|
The calculation period fixed rate.
|
||||||||||||||
|
The calculation period fixed rate or "fee" rate.
|
||||||||||||||
|
The calculation period fixed rate.
|
||||||||||||||
fixedRate (in fixedLeg defined in FxPerformanceSwap complexType) |
Fixed Rate means a rate, expressed as a decimal, equal to the per annum rate specified as such in the Confirmation for the Non-Deliverable Swap FX Transaction or that party (i.e., a per annum rate of 15.10% as specified in a Confirmation shall be expressed as 0.1510 for calculation purposes).
|
|||||||||||||
|
The calculation period fixed rate.
|
||||||||||||||
fixedRate (in termDeposit) |
The calculation period fixed rate.
|
|||||||||||||
fixedRate (in underlyer in genericProduct) |
The fixed rate or fixed rate schedule expressed as explicit fixed rates and dates.
|
|||||||||||||
|
The calculation period fixed rate.
|
||||||||||||||
|
The fixed rate or fixed rate schedule expressed as explicit fixed rates and dates.
|
||||||||||||||
fixedRateSchedule (in repo) |
The fixed repo rate.
|
|||||||||||||
|
Reference to the fixed rate schedule's step in order to identify the calculation period fixed rate.
|
||||||||||||||
|
Used for Recovery Lock, to indicate whether fixed Settlement is Applicable or Not Applicable.
|
||||||||||||||
|
Fixed strike.
|
||||||||||||||
fixing (defined in FxCashSettlement complexType) |
Specifies the source for and timing of a fixing of an exchange rate.
|
|||||||||||||
fixing (defined in FxCashSettlementSimple complexType) |
Quoted currency pair.
|
|||||||||||||
fixing (in fixingSchedule defined in FxAveragingProcess complexType) |
List of schedule dates.
|
|||||||||||||
fixing (in fixingSchedule defined in FxAveragingProcess complexType) |
An explicit list of dates in the schedule.
|
|||||||||||||
|
Payoff (gain) expressed as a fixing adjustment.
|
||||||||||||||
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.
|
|||||||||||||
fixingDate (defined in FxRateSourceFixing complexType) |
The date on which the fixing is scheduled to occur.
|
|||||||||||||
fixingDate (defined in SettlementPeriodFixingDates complexType) |
Observation date in a fixing period.
|
|||||||||||||
fixingDate (in dualCurrency) |
The date on which the fx spot rate is compared against the strike rate, in order to determine the delivery currency.
|
|||||||||||||
fixingDate (in fixingSchedule defined in FxAccrual complexType) |
List of schedule dates.
|
|||||||||||||
fixingDate (in fixingSchedule defined in FxAccrual complexType) |
An explicit list of dates in the schedule.
|
|||||||||||||
fixingDate (in fixingSchedule defined in FxPerformanceSwap complexType) |
An explicit list of dates in the schedule.
|
|||||||||||||
|
The date when the underlying options are priced using the agreed forwardVolatilityStrikePrice and other market factors as agreed by the parties.
|
||||||||||||||
|
Specifies the fixing date relative to the reset date in terms of a business days offset and an associated set of financial business centers.
|
||||||||||||||
|
Specifies the fixing date relative to the reset date in terms of a business days offset, or by providing a series of adjustable dates.
|
||||||||||||||
fixingDates (in resetDates) |
Specifies the fixing date relative to the reset date in terms of a business days offset and an associated set of financial business centers.
|
|||||||||||||
fixingInformationSource (defined in FxPerformanceSwap complexType) |
Fixing Information source parameters to determine the rate observed for each good business day within the Fixing Schedule.
|
|||||||||||||
|
Information source for fixing the exchange rate.
|
||||||||||||||
fixingSchedule (defined in FxAccrual complexType) |
Describes a parametric schedule of fixing dates.
|
|||||||||||||
fixingSchedule (defined in FxAveragingProcess complexType) |
Describes a parametric schedule of fixing dates.
|
|||||||||||||
fixingSchedule (defined in FxPerformanceSwap complexType) |
Parametric schedule of rate observation dates.
|
|||||||||||||
fixingTime (defined in CommodityFx complexType) |
The time at which the spot currency exchange rate will be observed.
|
|||||||||||||
fixingTime (defined in FxInformationSource complexType) |
The time that the fixing will be taken along with a business center to define the time zone
|
|||||||||||||
fixingTime (defined in FxSpotRateSource complexType) |
The time at which the spot currency exchange rate will be observed.
|
|||||||||||||
fixingTime (in asian in features in fxOption) |
The time at which the spot currency exchange rate will be observed.
|
|||||||||||||
fixingTime (in dualCurrency) |
The time at which the fx spot rate observation is made i.e. the option cut off time on the expiry date.
|
|||||||||||||
|
The time of the fixing date when the underlying options are priced using the agreed forwardVolatilityStrikePrice and other market factors as agreed by the parties.
|
||||||||||||||
|
Whether the Flat Rate is the New Worldwide Tanker Nominal Freight Scale for the Freight Index Route taken at the Trade Date of the transaction or taken on each Pricing Date.
|
||||||||||||||
|
If flatRate is set to "Fixed", the actual value of the Flat Rate.
|
||||||||||||||
|
||||||||||||||
|
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.
|
||||||||||||||
|
Specifies the floating amount provisions associated with the floatingAmountEvents.
|
||||||||||||||
|
Floating Price leg.
|
||||||||||||||
floatingLeg (defined in FxPerformanceSwap complexType) |
Floating FX Rate component describes the Floating FX Rate Payer of the rate determined in accordance with the Floating FX Rate Option specified in the Definitions.
|
|||||||||||||
floatingRate (defined in StubValue complexType) |
The rates to be applied to the initial or final stub may be the linear interpolation of two different rates.
|
|||||||||||||
floatingRate (defined in TradeUnderlyer complexType) |
A floating rate.
|
|||||||||||||
|
The calculation period floating rate.
|
||||||||||||||
floatingRate (in underlyer in genericProduct) |
A floating rate.
|
|||||||||||||
|
A floating rate calculation definition.
|
||||||||||||||
floatingRateCalculation (defined in InterestAccrualsMethod complexType) |
The floating rate calculation definitions
|
|||||||||||||
|
The floating rate index and tenor, with additional definitions relating to the calculation of floating rate amounts, including spread and multiplier.
|
||||||||||||||
|
The floating rate reset information for the calculation period.
|
||||||||||||||
floatingRateIndex (defined in FloatingRateIndex.model group) |
|
|||||||||||||
floatingRateIndex (defined in ForecastRateIndex complexType) |
The ISDA Floating Rate Option, i.e. the floating rate index.
|
|||||||||||||
floatingRateIndex (in floatingRate defined in StubValue complexType) |
|
|||||||||||||
floatingRateIndex (in fra) |
|
|||||||||||||
|
||||||||||||||
|
A rate multiplier to apply to the floating rate.
|
||||||||||||||
floatingRateMultiplierSchedule (defined in FloatingRate complexType) |
A rate multiplier or multiplier schedule to apply to the floating rate.
|
|||||||||||||
floatingRateMultiplierSchedule (in floatingRate defined in StubValue complexType) |
A rate multiplier or multiplier schedule to apply to the floating rate.
|
|||||||||||||
|
The currency amount of the strike price per unit.
|
||||||||||||||
|
||||||||||||||
|
The floor rate, if any, which applies to the floating rate for the calculation period.
|
||||||||||||||
floorRateSchedule (defined in FloatingRate complexType) |
The floor rate or floor rate schedule, if any, which applies to the floating rate.
|
|||||||||||||
floorRateSchedule (in floatingRate defined in StubValue complexType) |
The floor rate or floor rate schedule, if any, which applies to the floating rate.
|
|||||||||||||
|
The floor rate or price, if any, which applies to the floating rate for the calculation period.
|
||||||||||||||
|
The temperature at which the ash cone flattens.
|
||||||||||||||
followUpConfirmation (defined in ExerciseProcedure complexType) |
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.
|
|||||||||||||
|
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.
|
||||||||||||||
|
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.
|
||||||||||||||
followUpConfirmation (in optionalEarlyTermination defined in OptionalEarlyTermination.model group) |
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.
|
|||||||||||||
|
If true, indicates that the buyer and seller should be excused of their delivery obligations when such performance is prevented by Force Majeure.
|
||||||||||||||
|
An optional reference to a position supplied by the matching party that is known to match this one.
|
||||||||||||||
|
The amount representing the forecast of the accrued value of the calculation period.
|
||||||||||||||
|
||||||||||||||
|
A monetary amount representing the forecast of the future value of the payment.
|
||||||||||||||
forecastRate (defined in RateObservation complexType) |
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
|
|||||||||||||
|
A value representing the forecast rate used to calculate the forecast future value of the accrual period.
|
||||||||||||||
|
||||||||||||||
|
If true, then foreign ownership event is applicable.
|
||||||||||||||
formula (defined in InterestRateStream complexType) |
An interest rate derivative formula.
|
|||||||||||||
|
Specifies a formula, with its description and components.
|
||||||||||||||
|
Specifies a formula, with its description and components.
|
||||||||||||||
|
Defines the value of the commodity return calculation formula as simple or compound.
|
||||||||||||||
formula (in formulaComponent) |
Additional formulas required to describe this component
|
|||||||||||||
|
A formula defining how to compute the derivative from the partial derivatives.
|
||||||||||||||
|
Elements describing the components of the formula.
|
||||||||||||||
|
Text description of the formula
|
||||||||||||||
|
A curve of forward rates.
|
||||||||||||||
forwardPoints (defined in CrossRate complexType) |
An optional element used for deals consumated in the FX Forwards market.
|
|||||||||||||
forwardPoints (in exchangeRate defined in FxCoreDetails.model group) |
An optional element used for deals consumated in the FX Forwards market.
|
|||||||||||||
forwardPoints (in exchangeRate in underlyer in genericProduct) |
An optional element used for deals consumated in the FX Forwards market.
|
|||||||||||||
|
The forward price per share, index or basket.
|
||||||||||||||
|
Definition of the forward exchange rate for transactions executed during the execution period.
|
||||||||||||||
|
the Volatility level as agreed on the Trade Date.
|
||||||||||||||
|
Specifies the fallback provisions for Hedging Party in the determination of the Final Price.
|
||||||||||||||
|
A forward rate agreement product definition.
|
||||||||||||||
|
Specifies whether discounting applies and, if so, what type.
|
||||||||||||||
|
The starting point for reporting activity in this report.
|
||||||||||||||
|
The starting point for reporting activity in this report.
|
||||||||||||||
|
The starting point for reporting expirations/maturities in this report.
|
||||||||||||||
|
||||||||||||||
fullFaithAndCreditObLiability (defined in DeliverableObligations complexType) |
An obligation and deliverable obligation characteristic.
|
|||||||||||||
fullFaithAndCreditObLiability (defined in Obligations complexType) |
An obligation and deliverable obligation characteristic.
|
|||||||||||||
|
This element corresponds to the applicability of the Full First Calculation Period as defined in the 2004 ISDA Novation Definitions, section 1.20.
|
||||||||||||||
|
Specifies the fund manager that is in charge of the fund.
|
||||||||||||||
fundManager (in mutualFund) |
Specifies the fund manager that is in charge of the fund.
|
|||||||||||||
|
Identifies the underlying asset when it is a listed future contract.
|
||||||||||||||
|
Native identifier for the contract on the listing exchange.
|
||||||||||||||
|
A short form unique identifier for the reference future contract in the case of an index underlyer.
|
||||||||||||||
|
||||||||||||||
|
The official settlement price as announced by the related exchange is applicable, in accordance with the ISDA 2002 definitions.
|
||||||||||||||
|
The future value notional is normally only required for BRL CDI Swaps.
|
||||||||||||||
|
Identifies a simple underlying asset type that is an FX rate.
|
||||||||||||||
fx (defined in CommodityExercise complexType) |
FX observations to be used to convert the observed Commodity Reference Price to the Settlement Currency.
|
|||||||||||||
fx (defined in FloatingLegCalculation complexType) |
Defines how observations of FX prices are to be used to calculate a factor with which to convert the observed Commodity Reference Price to the Settlement Currency.
|
|||||||||||||
fx (in underlying in notionalQuantityBasket) |
FX observations to be used to convert the observed Commodity Reference Price to the Settlement Currency.
|
|||||||||||||
|
A structured option product which consists of a single digital option or a strip of digital options.
|
||||||||||||||
|
A structured forward product consisting of a single forward or a strip of forwards.
|
||||||||||||||
|
A financial contract between two parties (the buyer and the seller) that provides the buyer the right to buy a currency (or receive a payment) at expiry.
|
||||||||||||||
|
Specifies the currency conversion rate that applies to an amount.
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
An FX digital option transaction definition.
|
||||||||||||||
|
The abstract element used to create the extendible set of disruption events
|
||||||||||||||
|
The abstract element used to create the extendible set of disruption fallbacks.
|
||||||||||||||
fxFeature (defined in DirectionalLegUnderlyer complexType) |
Quanto, Composite, or Cross Currency FX features.
|
|||||||||||||
fxFeature (defined in Feature.model group) |
Quanto, Composite, or Cross Currency FX features.
|
|||||||||||||
fxFeature (in feature defined in OptionBaseExtended complexType) |
A quanto or composite FX feature.
|
|||||||||||||
|
A quanto or composite FX feature.
|
||||||||||||||
|
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.
|
||||||||||||||
|
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.
|
||||||||||||||
|
A flexible term fx forward product definition.
|
||||||||||||||
|
A curve of fx forward rates.
|
||||||||||||||
|
A curve of fx forward point spreads.
|
||||||||||||||
|
An FX Forward Volatility Agreement transaction definition.
|
||||||||||||||
|
The amount that a cashflow will accrue interest on.
|
||||||||||||||
|
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.
|
||||||||||||||
|
A list of the fx observation dates for a given Calculation Period.
|
||||||||||||||
|
An FX option transaction definition.
|
||||||||||||||
|
A structured product which consists of a single cash payment or a strip of cash payments.
|
||||||||||||||
fxRate (defined in AssetValuation complexType) |
Indicates the rate of a currency conversion that may have been used to compute valuations.
|
|||||||||||||
fxRate (in commission) |
FX Rates that have been used to convert commissions to a single currency.
|
|||||||||||||
|
Indicates the rate of a currency conversion that is used to compute settlement amount for cross-currency transactions.
|
||||||||||||||
fxRate (in fxConversion) |
Specifies a currency conversion rate.
|
|||||||||||||
|
Indicates the rate of a currency conversion that is used to compute settlement amount for cross-currency transactions.
|
||||||||||||||
|
Specifies a currency conversion rate.
|
||||||||||||||
|
A simple FX spot or forward transaction definition.
|
||||||||||||||
fxSpotRateSource (defined in Composite complexType) |
Specifies the methodology (reference source and, optionally, fixing time) to be used for determining a currency conversion rate.
|
|||||||||||||
fxSpotRateSource (defined in FxFixing complexType) |
Specifies the methodology (reference source and, optionally, fixing time) to be used for determining a currency conversion rate.
|
|||||||||||||
|
The information source and time at which the spot currency exchange rate will be observed.
|
||||||||||||||
fxSpotRateSource (in quanto) |
Specifies the methodology (reference source and, optionally, fixing time) to be used for determining a currency conversion rate.
|
|||||||||||||
|
An FX Swap transaction definition.
|
||||||||||||||
|
A structured forward product which consists of a strip of forwards.
|
||||||||||||||
|
A type to identify how the FX rate will be applied.
|
||||||||||||||
|
An FX variance swap transaction definition.
|
||||||||||||||
|
An FX volatility swap transaction definition.
|
||||||||||||||
|
The specification of the gas to be delivered.
|
||||||||||||||
|
Physically settled natural gas leg.
|
||||||||||||||
generalFundObligationLiability (defined in DeliverableObligations complexType) |
An obligation and deliverable obligation characteristic.
|
|||||||||||||
generalFundObligationLiability (defined in Obligations complexType) |
An obligation and deliverable obligation characteristic.
|
|||||||||||||
|
This element contains all the data that appears in the section entitled "1.
|
||||||||||||||
|
The time this report was actually generated (i.e., the processing time of the report).
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
Generic products - for use in Transparency reporting to define a product that represents an OTC derivative transaction whose economics are not fully described using an FpML schema.
|
||||||||||||||
|
||||||||||||||
governingLaw (defined in Trade complexType) |
Identification of the law governing the transaction.
|
|||||||||||||
governingLaw (in agreement) |
Identification of the law governing the agreement.
|
|||||||||||||
|
A credit event.
|
||||||||||||||
|
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.
|
||||||||||||||
|
If this element is specified, indicates whether or not a grace period extension is applicable.
|
||||||||||||||
grade (in genericProduct) |
The grade(s) of material which can be delivered in seller's option.
|
|||||||||||||
|
The grade(s) of material which can be delivered in seller's option.
|
||||||||||||||
|
The grade of oil product to be delivered.
|
||||||||||||||
|
The Hardgrove Grindability Index value of the coal to be delivered.
|
||||||||||||||
|
Value including fees and commissions.
|
||||||||||||||
|
Payment details of this cash flow component, including currency, amount and payer/payee.
|
||||||||||||||
|
Specifies the price of the underlyer, before commissions.
|
||||||||||||||
|
||||||||||||||
|
Party Group Type, e.g.
|
||||||||||||||
|
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.
|
||||||||||||||
|
A pointer style reference to a reference entity defined elsewhere in the document.
|
||||||||||||||
haircut (in cash defined in ProposedCollateralDeliveryReturn complexType) |
The amount to which the collaterals market value will be discounted to take into account the ability to realize the value of that collateral.
|
|||||||||||||
haircut (in letterOfCredit) |
|
|||||||||||||
|
An element defining a haircut expressed as the percentage difference between the Market Value of the collateral and the Purchase Price of the repo and calculated as 100 multiplied by a ratio of the difference between the Market Value of the collateral and the Purchase Price of the repo to the Market Value of the collateral.
|
||||||||||||||
|
||||||||||||||
|
An element defining a haircut percentage threshold which is the value above (when it's lower than initial haircut) or below (when it's higher than initial haircut) which parties agree they will not call a margin from each other.
|
||||||||||||||
|
||||||||||||||
header (defined in NotificationMessage complexType) |
|
|||||||||||||
header (defined in RequestMessage complexType) |
|
|||||||||||||
header (defined in ResponseMessage complexType) |
|
|||||||||||||
|
If true, then hedging disruption is applicable.
|
||||||||||||||
|
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.
|
||||||||||||||
heldCollateral (defined in MarginCollateral complexType) |
|
|||||||||||||
heldCollateral (defined in MarginCollateral complexType) |
held collateral
|
|||||||||||||
hexadecimalBinary (defined in AdditionalData complexType) |
Provides extra information as binary contents coded in hexadecimal.
|
|||||||||||||
hexadecimalBinary (defined in Resource complexType) |
Provides extra information as binary contents coded in hexadecimal.
|
|||||||||||||
|
||||||||||||||
|
An amount of an instrument that is held.
|
||||||||||||||
|
The party holding the collateral.
|
||||||||||||||
|
An honorific title, such as Mr., Ms., Dr. etc.
|
||||||||||||||
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.
|
|||||||||||||
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.
|
|||||||||||||
|
||||||||||||||
identifier (defined in CreditSupportAgreement complexType) |
An identifier used to uniquely identify the CSA
|
|||||||||||||
identifier (defined in PaymentDetails.model group) |
Unique identifier assigned by either party or matching service, as agreed, to a payment.
|
|||||||||||||
identifier (in letterOfCredit) |
|
|||||||||||||
identifier (in otherAgreement) |
An identifier that has been created to identify the agreement.
|
|||||||||||||
|
The version(s) of specifications that the sender asserts the message was developed for.
|
||||||||||||||
impliedWritedown (defined in CreditEvents complexType) |
A credit event.
|
|||||||||||||
|
A floating rate payment event.
|
||||||||||||||
|
Specifies which party is the Importer of Record for the purposes of paying customs duties and applicable taxes or costs related to the import of the oil product.
|
||||||||||||||
|
Indicates that days that are holidays according to the referenced commodity business calendar should be included in this range of Settlement Periods, even if such day is not an applicable day.
|
||||||||||||||
increase (defined in Events.model group) |
|
|||||||||||||
increase (defined in PostTradeEventsBase.model group) |
|
|||||||||||||
|
If true, then increased cost of hedging is applicable.
|
||||||||||||||
|
If true, then increased cost of stock borrow is applicable.
|
||||||||||||||
|
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.
|
||||||||||||||
independentAmount (defined in Collateral complexType) |
Independent Amount is an amount that usually less creditworthy counterparties are asked to provide.
|
|||||||||||||
independentAmount (defined in MarginDetails.model group) |
|
|||||||||||||
|
Identifies the underlying asset when it is a financial index.
|
||||||||||||||
|
||||||||||||||
index (in resetReport) |
The rate index that has set.
|
|||||||||||||
|
ISDA 2002 Equity Index Adjustment Events.
|
||||||||||||||
|
A CDS index series annex date.
|
||||||||||||||
|
A CDS index series annex source.
|
||||||||||||||
|
A CDS index series version identifier, e.g. 1, 2, 3 etc.
|
||||||||||||||
|
Consequence of index cancellation.
|
||||||||||||||
|
Describes a change due to an index component being adjusted.
|
||||||||||||||
|
If present and true, then index disclaimer is applicable.
|
||||||||||||||
|
Consequence of index disruption.
|
||||||||||||||
indexFactor (defined in IndexReferenceInformation complexType) |
Index Factor is the index version factor or percent, expressed as an absolute decimal value between 0 and 1, that multiplied by the original notional amount yields the notional amount covered by the seller of protection.
|
|||||||||||||
indexFactor (in indexChange) |
|
|||||||||||||
|
DEPRECATED.
|
||||||||||||||
|
A CDS index identifier (e.g.
|
||||||||||||||
|
Consequence of index modification.
|
||||||||||||||
|
The name of the index expressed as a free format string.
|
||||||||||||||
|
This element contains all the terms relevant to defining the Credit DefaultSwap Index.
|
||||||||||||||
|
This element contains all the terms relevant to defining the Credit DefaultSwap Index.
|
||||||||||||||
|
A CDS index series identifier, e.g. 1, 2, 3 etc.
|
||||||||||||||
|
The reference source such as Reuters or Bloomberg.
|
||||||||||||||
indexSource (in resetReport) |
The reference source such as Reuters or Bloomberg.
|
|||||||||||||
indexTenor (defined in FloatingRateIndex.model group) |
The ISDA Designated Maturity, i.e. the tenor of the floating rate.
|
|||||||||||||
indexTenor (defined in ForecastRateIndex complexType) |
The ISDA Designated Maturity, i.e. the tenor of the floating rate.
|
|||||||||||||
indexTenor (defined in ProductExposureCategory.model group) |
|
|||||||||||||
indexTenor (in floatingRate defined in StubValue complexType) |
The ISDA Designated Maturity, i.e. the tenor of the floating rate.
|
|||||||||||||
indexTenor (in fra) |
The ISDA Designated Maturity, i.e. the tenor of the floating rate.
|
|||||||||||||
|
ISDA 1999 Term: Indirect Loan Participation.
|
||||||||||||||
|
||||||||||||||
|
The inflation factor is specified for inflation-linked products which require some additional elements to calculate prices correctly.
|
||||||||||||||
|
an offsetting period from the payment date which determines the reference period for which the inflation index is onserved.
|
||||||||||||||
|
An inflation rate calculation definition.
|
||||||||||||||
informationSource (defined in FxAccrualBarrier complexType) |
The information source where a published or displayed market rate will be obtained, e.g.
|
|||||||||||||
informationSource (defined in FxBarrierFeature complexType) |
The information source where a published or displayed market rate will be obtained, e.g.
|
|||||||||||||
informationSource (defined in FxRateObservable complexType) |
Information source for fixing the exchange rate.
|
|||||||||||||
informationSource (defined in ObservedPrice complexType) |
The source of the observation.
|
|||||||||||||
informationSource (defined in ObservedRate complexType) |
The source of the observation.
|
|||||||||||||
informationSource (defined in QuotationCharacteristics.model group) |
The information source where a published or displayed market rate will be obtained, e.g.
|
|||||||||||||
informationSource (defined in TriggerRateObservation complexType) |
|
|||||||||||||
informationSource (in crossRate defined in FxRateObservable complexType) |
|
|||||||||||||
informationSource (in settlementRateSource defined in YieldCurveMethod complexType) |
The information source where a published or displayed market rate will be obtained, e.g.
|
|||||||||||||
informationSource (in touch in fxDigitalOption) |
The information source where a published or displayed market rate will be obtained, e.g.
|
|||||||||||||
|
The information source where a published or displayed market rate will be obtained, e.g.
|
||||||||||||||
informationSource (in trigger in fxDigitalOption) |
The information source where a published or displayed market rate will be obtained, e.g.
|
|||||||||||||
|
||||||||||||||
|
The temperature at which an ash cone shows evidence of deformation.
|
||||||||||||||
|
A true/false flag to indicate whether there is an initial exchange of principal on the effective date.
|
||||||||||||||
|
The part of the mortgage that is outstanding on trade inception, i.e. has not been repaid yet as principal.
|
||||||||||||||
|
An initial fee for the cancelable option.
|
||||||||||||||
|
||||||||||||||
|
Initial fixing date expressed as an offset to another date defined elsewhere in the document.
|
||||||||||||||
|
||||||||||||||
|
initial known index level for the first calculation period.
|
||||||||||||||
|
Contract will strike off this initial level.
|
||||||||||||||
initialLevelSource (defined in CalculationFromObservation complexType) |
In this context, this is AgreedInitialPrice - a specified Initial Index Level.
|
|||||||||||||
initialLevelSource (defined in CalculationFromObservation complexType) |
Specifies whether the Initial Index Level determination method should be the Closing Price Level, the Expiring Contract Level, VWAPPrice, TWAPPrice, NAV or Open Price.
|
|||||||||||||
|
Defines initial margin applied to a repo transaction.
|
||||||||||||||
|
Specifies a single fixed payment that is payable by the payer to the receiver on the initial payment date.
|
||||||||||||||
|
An optional element that contains the up-front points expressed as a percentage of the notional.
|
||||||||||||||
|
If specified in the confirmation, the price or index level at the beginning of the initial Calculation Period.
|
||||||||||||||
initialPrice (in rateOfReturn) |
Specifies the initial reference price of the underlyer.
|
|||||||||||||
|
The initial floating rate reset agreed between the principal parties involved in the trade.
|
||||||||||||||
|
Specifies the initial stock loan rate for Increased Cost of Stock Borrow.
|
||||||||||||||
|
||||||||||||||
|
Specifies how the initial stub amount is calculated.
|
||||||||||||||
initialValue (defined in NonNegativeSchedule complexType) |
The non-negative initial rate or amount, as the case may be.
|
|||||||||||||
initialValue (defined in Schedule complexType) |
The initial rate or amount, as the case may be.
|
|||||||||||||
|
The initial currency amount for the varying notional.
|
||||||||||||||
|
The date from which the input data used to construct the pricing input was obtained.
|
||||||||||||||
|
Reference(s) to the pricing input dates that are shifted when the sensitivity is computed.
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
The units of the input parameter, e.g.
|
||||||||||||||
|
A copy of the unique message identifier (within it own coding scheme) to which this message is responding.
|
||||||||||||||
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.
|
|||||||||||||
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.
|
|||||||||||||
|
If true, then insolvency filing is applicable.
|
||||||||||||||
instrumentId (defined in ExposureUnderlyingAsset complexType) |
Identification of the underlying asset, using public and/or private identifiers.
|
|||||||||||||
instrumentId (defined in IdentifiedAsset complexType) |
Identification of the underlying asset, using public and/or private identifiers.
|
|||||||||||||
instrumentId (in cash) |
Identification of the underlying asset, using public and/or private identifiers.
|
|||||||||||||
instrumentId (in priceChange) |
Identification of the underlying asset, using public and/or private identifiers.
|
|||||||||||||
|
A collection of instruments used as a basis for quotation.
|
||||||||||||||
|
A type to hold trades of multiply-traded instruments such as securities (e.g., stocks or bonds) or listed derivatives.
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
A notional amount which restricts the amount of notional that can be exercised when partial exercise or multiple exercise is applicable.
|
||||||||||||||
|
When multiple exercise is applicable and this element is present it specifies that the number of options that can be exercised on a given exercise date must either be equal to the value of this element or be an integral multiple of it.
|
||||||||||||||
|
The integral multiple quantity defines a lower limit of the Notional Quantity that can be exercised and also defines a unit multiple of the Notional Quantity that can be exercised, i.e. only integer multiples of this Notional Quantity can be exercised.
|
||||||||||||||
intentToAllocate (defined in PartyTradeInformation complexType) |
Specifies whether the trade is anticipated to be allocated.
|
|||||||||||||
|
Specifies whether the trade is anticipated to be allocated.
|
||||||||||||||
intentToClear (defined in PartyTradeInformation complexType) |
Specifies whether the trade is anticipated to be cleared via a derivative clearing organization
|
|||||||||||||
|
Specifies whether the trade is anticipated to be cleared via a derivative clearing organization
|
||||||||||||||
|
Identification of the border(s) or border point(s) of a transportation contract.
|
||||||||||||||
|
Identification of the border(s) or border point(s) of a transportation contract.
|
||||||||||||||
|
Identification of the border(s) or border point(s) of a transportation contract.
|
||||||||||||||
interest (defined in InterestAccrued complexType) |
|
|||||||||||||
interest (in termDeposit) |
The total interest of at maturity of the trade.
|
|||||||||||||
|
Defines the way in which interests are accrued: the applicable rate (fixed or floating reference) and the compounding method.
|
||||||||||||||
interestAccrued (in bothDirections defined in InterestDirection complexType) |
|
|||||||||||||
interestAccrued (in bothDirections defined in InterestStatementDirection complexType) |
|
|||||||||||||
interestAccrued (in singleDirection defined in InterestDirection complexType) |
|
|||||||||||||
interestAccrued (in singleDirection defined in InterestStatementDirection complexType) |
|
|||||||||||||
|
Specifies, in relation to each Interest Payment Date, the amount to which the Interest Payment Date relates.
|
||||||||||||||
|
||||||||||||||
|
Specifies whether the interest component of the redemption amount is subject to conversion to the Alternate currency, in the event that the spot rate is strictly lower than the strike rate at the specified fixing date and time.
|
||||||||||||||
|
Specifies the calculation method of the interest rate leg of the equity swap.
|
||||||||||||||
|
Details optional calculations for each day of the interest period.
|
||||||||||||||
|
Specifies the terms of the interest calculations.
|
||||||||||||||
|
The fixed income amounts of the return type swap.
|
||||||||||||||
|
Component that holds the various dates used to specify the interest leg of the equity swap.
|
||||||||||||||
|
Specifies the payment dates of the interest leg of the swap.
|
||||||||||||||
|
Reference to the floating rate calculation of interest calculation node on the Interest Leg.
|
||||||||||||||
|
Specifies the reset dates of the interest leg of the swap.
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
A floating rate payment event.
|
||||||||||||||
|
Specifies the nature of the interest Shortfall cap (i.e.
|
||||||||||||||
|
An additional Fixed Payment Event.
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
Information to identify an intermediary through which payment will be made by the correspondent bank to the ultimate beneficiary of the funds.
|
||||||||||||||
|
Reference to the party acting as intermediary.
|
||||||||||||||
|
A sequence number that gives the position of the current intermediary in the chain of payment intermediaries.
|
||||||||||||||
|
A true/false flag to indicate whether there are intermediate or interim exchanges of principal during the term of the swap.
|
||||||||||||||
interpolationMethod (defined in TermCurve complexType) |
|
|||||||||||||
|
The method used when calculating the Inflation Index Level from multiple points - the most common is Linear.
|
||||||||||||||
|
Specifies the type of interpolation used.
|
||||||||||||||
|
The type of interpolation method that the calculation agent reserves the right to use.
|
||||||||||||||
|
Defines applicable periods for interpolation.
|
||||||||||||||
|
Target level expressed as intrinsic value (cumulative benefit over the prevailing spot rate at each observation point).
|
||||||||||||||
|
Specifies whether the trade used to hedge a risk for accounting purposes for the specified party.
|
||||||||||||||
|
Whether the transaction reduces risk in an objectively measurable way.
|
||||||||||||||
|
Indicates if this message corrects an earlier request.
|
||||||||||||||
|
Used to report whether the trade is in dispute
|
||||||||||||||
isExercisable (in noTouch) |
If the touch or no touch event hasn't generated an exercise, then we specify whether the option is exercisable or not.
|
|||||||||||||
isExercisable (in touch in optionEvent) |
If the touch or no touch event hasn't generated an exercise, then we specify whether the option is exercisable or not.
|
|||||||||||||
|
||||||||||||||
|
||||||||||||||
|
Whether the transaction falls within the scope of activity but is exempted from reporting under [Securities Financing Transactions Regulation]
|
||||||||||||||
issuer (defined in IssuerTradeId.model group) |
|
|||||||||||||
|
||||||||||||||
|
||||||||||||||
issuerPartyReference (defined in FixedIncomeSecurityContent.model group) |
|
|||||||||||||
|
The party issuing the interest statement.
|
||||||||||||||
|
The party issuing the interest notification.
|
||||||||||||||
|
The party issuing the interest notification.
|
||||||||||||||
|
The party issuing the interest notification.
|
||||||||||||||
|
The party issuing the interest notification.
|
||||||||||||||
jurisdiction (defined in PartyInformation.model group) |
The legal jurisdiction of the entity's registration.
|
|||||||||||||
|
||||||||||||||
knock (in barrier in commodityOption) |
The knock feature of a commodity barrier option.
|
|||||||||||||
knock (in feature defined in Feature.model group) |
A knock feature.
|
|||||||||||||
knock (in feature defined in OptionBaseExtended complexType) |
A knock feature.
|
|||||||||||||
|
The knock in.
|
||||||||||||||
knockIn (in optionEvent) |
A structure describing a barrier knock in event
|
|||||||||||||
|
The knock out.
|
||||||||||||||
knockOut (in optionEvent) |
A structure describing a barrier knock out event
|
|||||||||||||
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
The known calculation period amount or a known amount schedule expressed as explicit known amounts and dates.
|
||||||||||||||
lag (defined in CommodityPricingDates complexType) |
The pricing period per calculation period if the pricing days do not wholly fall within the respective calculation period.
|
|||||||||||||
lag (defined in CommodityValuationDates complexType) |
The pricing period per calculation period if the pricing days do not wholly fall within the respective calculation period.
|
|||||||||||||
lag (defined in LagOrReference.model group) |
The pricing period per calculation period if the pricing days do not wholly fall within the respective calculation period.
|
|||||||||||||
|
The period during which observations will be made.
|
||||||||||||||
|
Allows a lag to reference one already defined elsewhere in the trade.
|
||||||||||||||
|
Indicates the language of the resource, described using the ISO 639-2/T Code.
|
||||||||||||||
|
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.
|
||||||||||||||
|
Effective date of the last change in notional (i.e. a calculation period start date).
|
||||||||||||||
lastRegularPaymentDate (defined in PeriodicPayment complexType) |
The last regular unadjusted fixed rate payer payment date.
|
|||||||||||||
lastRegularPaymentDate (in paymentDates defined in InterestRateStream complexType) |
The last regular unadjusted payment date.
|
|||||||||||||
|
The end date of the regular part of the calculation period schedule.
|
||||||||||||||
|
The latest time of day at the specified business center, at which the client may execute a transaction.
|
||||||||||||||
latestExerciseTime (defined in CommodityAmericanExercise complexType) |
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.
|
|||||||||||||
latestExerciseTime (defined in SharedAmericanExercise complexType) |
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.
|
|||||||||||||
latestExerciseTime (in americanExercise defined in CommodityPhysicalExercise complexType) |
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.
|
|||||||||||||
|
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.
|
||||||||||||||
|
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.
|
||||||||||||||
latestExerciseTimeDetermination (defined in CommodityAmericanExercise complexType) |
Latest exercise time determination method.
|
|||||||||||||
latestExerciseTimeDetermination (defined in SharedAmericanExercise complexType) |
Latest exercise time determination method.
|
|||||||||||||
|
The latest time of day at which the equity option can be exercised, for example the official closing time of the exchange.
|
||||||||||||||
|
The latest time of day at which the equity option can be exercised, for example the official closing time of the exchange.
|
||||||||||||||
|
The latest date on which both currencies traded will settle.
|
||||||||||||||
|
Identity of this leg.
|
||||||||||||||
|
Version aware identification of this leg.
|
||||||||||||||
|
Indicates the length of the resource.
|
||||||||||||||
|
The length unit of the resource.
|
||||||||||||||
|
The length value of the resource.
|
||||||||||||||
|
||||||||||||||
|
Specifies a letter of credit as type of expected collateral.
|
||||||||||||||
level (defined in FxAccrualConditionLevel.model group) |
Level expressed as a level.
|
|||||||||||||
level (defined in FxTargetConditionLevel.model group) |
Level expressed as a level with optional steps different from strike, pivot, or barrier.
|
|||||||||||||
level (in trigger defined in TriggerEvent complexType) |
The trigger level.
|
|||||||||||||
levelPercentage (defined in CommodityTrigger complexType) |
A barrier expressed as a percentage of notional quantity or commodity price level.
|
|||||||||||||
|
The trigger level percentage.
|
||||||||||||||
levelPercentage (in trigger defined in TriggerEvent complexType) |
The trigger level percentage.
|
|||||||||||||
|
A barrier expressed as a price level.
|
||||||||||||||
|
The amount used the specify the barrier in terms of an quantity of commodity or a change in the quantity of commodity.
|
||||||||||||||
|
Reference to a level defined within the FX product.
|
||||||||||||||
|
The units (e.g.
|
||||||||||||||
leverage (defined in FxTargetLinearPayoffRegion complexType) |
Notional leverage.
|
|||||||||||||
|
These structures define a leverage multiplier to the payoff amounts at settlement points.
|
||||||||||||||
leverage (in payoff in settlementPeriod in settlementPeriodSchedule in fxAccrualForward) |
Leverage within the period expressed as either an amount or ratio.
|
|||||||||||||
|
Leverage within the period expressed as either an amount or ratio.
|
||||||||||||||
|
Specifies the seniority level of the lien.
|
||||||||||||||
|
Specifies the limitation percentage in Average Daily trading volume.
|
||||||||||||||
|
Specifies the limitation period for Average Daily trading volume in number of days.
|
||||||||||||||
|
Has the meaning defined as part of the 1997 ISDA Government Bond Option Definitions, section 4.5 Limited Right to Confirm Exercise.
|
||||||||||||||
|
A region in which linear payoff applies i.e. the payoff bears a linear relationship to the fixing value (increases/decreases linearly with the fixing).
|
||||||||||||||
|
A region in which linear payoff applies i.e. the payoff bears a linear relationship to the fixing value (increases/decreases linearly with the fixing).
|
||||||||||||||
|
A region in which linear payoff applies i.e. the payoff bears a linear relationship to the fixing value (increases/decreases linearly with the fixing).
|
||||||||||||||
|
A region in which linear payoff applies i.e. the payoff bears a linear relationship to the fixing value (increases/decreases linearly with the fixing).
|
||||||||||||||
|
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.
|
||||||||||||||
listed (defined in DeliverableObligations complexType) |
An obligation and deliverable obligation characteristic.
|
|||||||||||||
listed (defined in Obligations complexType) |
An obligation and deliverable obligation characteristic.
|
|||||||||||||
|
LoadType is a summary of the full description of the settlement periods with respect to the region.
|
||||||||||||||
loadType (in genericProduct) |
LoadType is a summary of the full description of the settlement periods with respect to the region.
|
|||||||||||||
|
Identifies a simple underlying asset that is a loan.
|
||||||||||||||
localJurisdiction (defined in EquityUnderlyerProvisions.model group) |
Local Jurisdiction is a term used in the AEJ Master Confirmation, which is used to determine local taxes, which shall mean taxes, duties, and similar charges imposed by the taxing authority of the Local Jurisdiction If this element is not present Local Jurisdiction is Not Applicable.
|
|||||||||||||
|
Local Jurisdiction is a term used in the AEJ Master Confirmation, which is used to determine local taxes, which shall mean taxes, duties, and similar charges imposed by the taxing authority of the Local Jurisdiction If this element is not present Local Jurisdiction is Not Applicable.
|
||||||||||||||
location (defined in PrevailingTime complexType) |
The geographic location to which the hourMinuteTime applies.
|
|||||||||||||
|
A value indicating the location of the problem within the subject message.
|
||||||||||||||
|
If true, then loss of stock borrow is applicable.
|
||||||||||||||
|
All observations below this price level will be excluded from the variance calculation.
|
||||||||||||||
lowerBarrier (in noTouch) |
|
|||||||||||||
lowerBound (defined in FxAccrualRegionBound.model group) |
Defines the lower bound of a payoff region.
|
|||||||||||||
lowerBound (defined in FxTargetLinearPayoffRegion complexType) |
Defines the lower bound of a payoff region.
|
|||||||||||||
lowerBound (defined in FxTargetRegionBound.model group) |
Defines the lower bound of a payoff region.
|
|||||||||||||
lowerBound (in payoff in settlementPeriod in settlementPeriodSchedule in fxAccrualForward) |
Lower bound to the region.
|
|||||||||||||
|
Lower bound to the region.
|
||||||||||||||
|
The current main publication source such as relevant web site or a government body.
|
||||||||||||||
|
Amount to be paid by the buyer of the option if the option is exercised prior to the Early Call Date.
|
||||||||||||||
|
Date through which option can not be exercised without penalty.
|
||||||||||||||
|
Provisions covering early exercise of option.
|
||||||||||||||
|
Whether the particular trade type in question is required by this regulator to be cleared.
|
||||||||||||||
|
A mandatory early termination provision to terminate the swap at fair value.
|
||||||||||||||
|
The adjusted dates associated with a mandatory early termination provision.
|
||||||||||||||
|
The early termination date associated with a mandatory early termination of a swap.
|
||||||||||||||
|
Period after trade date of the mandatory early termination date.
|
||||||||||||||
|
Whether the particular product must be executed on a SEF or DCM.
|
||||||||||||||
|
Specifies whether the party invoked exception to not execute the trade on facility such as SEF and DCM even though the particular product is mandated to execute on a SEF.
|
||||||||||||||
|
Provides supporting evidence when a party invoked exception to not execute the trade on facility such as SEF and DCM even though the particular product is mandated to execute on a SEF.
|
||||||||||||||
manualExercise (defined in ExerciseProcedure complexType) |
Specifies that the notice of exercise must be given by the buyer to the seller or seller's agent.
|
|||||||||||||
manualExercise (in exerciseProcedure defined in OptionExpiry complexType) |
Specifies that the notice of exercise must be given by the buyer to the seller or seller's agent.
|
|||||||||||||
|
Initial margin calculation for a collateral asset.
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
The party issuing the margin call.
|
||||||||||||||
|
The party receiving the margin call.
|
||||||||||||||
|
The party issuing the margin call.
|
||||||||||||||
|
The party issuing the margin call.
|
||||||||||||||
|
The party issuing the margin call.
|
||||||||||||||
|
The party issuing the margin call.
|
||||||||||||||
|
The party issuing the margin call.
|
||||||||||||||
|
The party issuing the margin call.
|
||||||||||||||
|
The party receiving the margin call.
|
||||||||||||||
|
The party receiving the margin call.
|
||||||||||||||
|
The party receiving the margin call.
|
||||||||||||||
|
The party receiving the margin call.
|
||||||||||||||
|
The party receiving the margin call.
|
||||||||||||||
|
The party receiving the margin call.
|
||||||||||||||
|
The party receiving the margin call.
|
||||||||||||||
|
The party receiving the margin call.
|
||||||||||||||
|
Defines a list of collateral response reason codes.
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
An element defining an initial margin expressed as a ratio of the Market Value of the collateral to the Purchase Price.
|
||||||||||||||
|
An element defining a margin ratio threshold which is the value above (when it's lower than initial margin ratio) or below (when it's higher than initial margin ratio) which parties agree they will not call a margin from each other.
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
An element defining a margin threshold which is the Net Exposure of a trade below which parties agree they will not call a margin from each other.
|
||||||||||||||
|
An element defining the type of assets (cash or securities) specified to apply as margin to the repo transaction.
|
||||||||||||||
|
This is a global element used for creating global types.
|
||||||||||||||
marketDisruption (defined in AveragingPeriod complexType) |
The market disruption event as defined by ISDA 2002 Definitions.
|
|||||||||||||
marketDisruption (defined in CommodityContent.model group) |
Contains contract terms related to triggers and responses to market disruptions as defined in the 1993 or 2005 Commodity Definitions.
|
|||||||||||||
|
Market disruption event(s) that apply.
|
||||||||||||||
|
If Market disruption Events are stated to be Applicable then the default Market Disruption Events of Section 7.4(d)(i) of the ISDA Commodity Definitions shall apply unless specific Market Disruption Events are stated hereunder, in which case these shall override the ISDA defaults.
|
||||||||||||||
|
An optional element that only has meaning in a credit index trade.
|
||||||||||||||
|
An optional element that only has meaning in a credit index trade.
|
||||||||||||||
|
A reference to the market environment used to price the asset.
|
||||||||||||||
marketValue (in cash defined in ProposedCollateralDeliveryReturn complexType) |
The value of the proposed collateral movement prior to the application of any haircut amount.
|
|||||||||||||
|
||||||||||||||
marketValue (in security) |
|
|||||||||||||
|
||||||||||||||
masterAgreement (in documentation defined in Trade complexType) |
The agreement executed between the parties and intended to govern all OTC derivatives transactions between those parties.
|
|||||||||||||
masterAgreement (in documentation in relatedParty defined in Party.model group) |
A agreement executed between two parties that includes or references the related party.
|
|||||||||||||
|
The date on which the master agreement was signed.
|
||||||||||||||
|
An identifier that has been created to identify the master agreement.
|
||||||||||||||
|
If present and true indicates that the Payment Date(s) are specified in the relevant master agreement.
|
||||||||||||||
|
The agreement executed between the parties and intended to govern product-specific derivatives transactions between those parties.
|
||||||||||||||
|
The version of the master agreement.
|
||||||||||||||
|
The agreement executed between the parties and intended to govern all OTC derivatives transactions between those parties.
|
||||||||||||||
|
The date that an annex to the master confirmation was executed between the parties.
|
||||||||||||||
|
The type of master confirmation annex executed between the parties.
|
||||||||||||||
|
The date of the confirmation executed between the parties and intended to govern the allocated trade between those parties.
|
||||||||||||||
|
The date of the confirmation executed between the parties and intended to govern all relevant transactions between those parties.
|
||||||||||||||
|
The type of master confirmation executed between the parties.
|
||||||||||||||
|
Flag indicating whether the Matching Service has finished sending all matching results.
|
||||||||||||||
matchId (defined in ProposedMatch.model group) |
A unique identifier assigned by the matching service to each set of matched positions.
|
|||||||||||||
|
A unique identifier assigned by matching service to each set of matched cashflows.
|
||||||||||||||
|
A unique identifier assigned by either party, or matching service, as agreed, to each set of matched cashflows.
|
||||||||||||||
|
A unique identifier assigned by matching service to each set of matched cashflows.
|
||||||||||||||
|
A unique identifier assigned by the matching service to each set of matched cashflows.
|
||||||||||||||
|
A unique identifier assigned by either party, or matching service, as agreed, to each set of matched cashflows.
|
||||||||||||||
|
||||||||||||||
|
Numeric score to represent the quality of the match.
|
||||||||||||||
|
The types of metal product for a physically settled metal trade.
|
||||||||||||||
|
If present and true, then material non cash dividends are applicable.
|
||||||||||||||
|
An element for containing an XML representation of the formula.
|
||||||||||||||
|
Relevant settled entity matrix source.
|
||||||||||||||
|
Defines any applicable key into the relevant matrix.
|
||||||||||||||
|
Identifies the form of applicable matrix.
|
||||||||||||||
maturity (defined in FixedIncomeSecurityContent.model group) |
The date when the principal amount of a security becomes due and payable.
|
|||||||||||||
|
The date when the future contract expires.
|
||||||||||||||
|
The date when the principal amount of the loan becomes due and payable.
|
||||||||||||||
|
The end date of the calculation period.
|
||||||||||||||
|
A credit event.
|
||||||||||||||
|
Maximum Boundary as a percentage of the Strike Price.
|
||||||||||||||
|
A maximum number of business days.
|
||||||||||||||
|
The maximum number of days to wait for a quote from the disrupted settlement rate option before proceding to the next method.
|
||||||||||||||
|
A deliverable obligation characteristic.
|
||||||||||||||
maximumNotionalAmount (defined in MultipleExercise complexType) |
The maximum notional amount that can be exercised on a given exercise date.
|
|||||||||||||
|
The maximum amount of notiional that can be exercised.
|
||||||||||||||
|
The maximum number of days of postponement.
|
||||||||||||||
|
2005 Commodity Definitions only.
|
||||||||||||||
maximumNumberOfOptions (defined in EquityMultipleExercise complexType) |
When multiple exercise is applicable this element specifies the maximum number of options that can be exercised on a given exercise date.
|
|||||||||||||
maximumNumberOfOptions (defined in MultipleExercise complexType) |
The maximum number of options that can be exercised on a given exercise date.
|
|||||||||||||
|
The maximum value observed during the condition period
|
||||||||||||||
|
The maximum value observed during the condition period
|
||||||||||||||
|
The maximum total payment amount that will be paid in any particular transaction.
|
||||||||||||||
|
Specifies the maximum stock loan rate for Loss of Stock Borrow.
|
||||||||||||||
|
The maximum payment amount that will be paid in any particular Calculation Period.
|
||||||||||||||
|
The maximum quantity to be delivered.
|
||||||||||||||
|
Specifies whether "Mean Adjustment" is applicable or not in the calculation of the Realized Volatility.
|
||||||||||||||
|
The type of the value that is measured.
|
||||||||||||||
|
Occurs when the underlying ceases to exist following a merger between the Issuer and another company.
|
||||||||||||||
|
A human readable description of the problem.
|
||||||||||||||
|
A unique identifier (within its coding scheme) assigned to the message by its creating party.
|
||||||||||||||
|
The root element used for rejected message exceptions
|
||||||||||||||
|
The specification of the Metal Product to be delivered.
|
||||||||||||||
|
Physically settled metal products leg.
|
||||||||||||||
method (defined in DerivativeCalculationProcedure complexType) |
The method by which a derivative is computed, e.g. analytic, numerical model, perturbation, etc.
|
|||||||||||||
method (defined in InterestPaymentDetails complexType) |
|
|||||||||||||
methodOfAdjustment (defined in EquityDerivativeLongFormBase complexType) |
Defines how adjustments will be made to the contract should one or more of the extraordinary events occur.
|
|||||||||||||
|
Defines how adjustments will be made to the contract should one or more of the extraordinary events occur.
|
||||||||||||||
|
||||||||||||||
|
Defines how adjustments will be made to the contract should one or more of the extraordinary events occur.
|
||||||||||||||
|
A price midway between the bid and the ask price.
|
||||||||||||||
|
||||||||||||||
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.
|
|||||||||||||
|
Indicates the type of media used to store the content. mimeType is used to determine the software product(s) that can read the content.
|
||||||||||||||
|
Minimum Boundary as a percentage of the Strike Price.
|
||||||||||||||
|
The minimum notional amount which must be executed in any single transaction.
|
||||||||||||||
|
1993 Commodity Definitions only.
|
||||||||||||||
minimumNotionalAmount (defined in PartialExercise.model group) |
The minimum notional amount that can be exercised on a given exercise date.
|
|||||||||||||
|
The minimum amount of notional that can be exercised.
|
||||||||||||||
|
The minimum Notional Quantity that can be exercised on a given Exercise Date.
|
||||||||||||||
minimumNumberOfOptions (defined in EquityMultipleExercise complexType) |
When multiple exercise is applicable this element specifies the minimum number of options that can be exercised on a given exercise date.
|
|||||||||||||
minimumNumberOfOptions (defined in PartialExercise.model group) |
The minimum number of options that can be exercised on a given exercise date.
|
|||||||||||||
|
The minimum value observed during the condition period
|
||||||||||||||
|
The minimum value observed during the condition period.
|
||||||||||||||
|
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.
|
||||||||||||||
minimumTransferAmount (defined in TransferDetails.model group) |
|
|||||||||||||
|
An element defining a minimum transfer amount which is the minimum margin call parties will make once the margin threshold (or margin ratio threshold / haircut threshold) has been exceeded.
|
||||||||||||||
|
The minimum quantity to be delivered.
|
||||||||||||||
|
Element(s) that are missing in the other trade.
|
||||||||||||||
|
Value of this element set to 'true' indicates that modified equity delivery is applicable.
|
||||||||||||||
|
The moisture content of the coal product.
|
||||||||||||||
|
Identifies a mortgage backed security.
|
||||||||||||||
|
M th reference obligation to default to allow representation of N th to M th defaults.
|
||||||||||||||
|
Indicates whether this transaction has multiple components, not all of which may be reported.
|
||||||||||||||
|
Presence of this element and value set to 'true' indicates that Section 3.9 of the 2003 Credit Derivatives Definitions shall apply.
|
||||||||||||||
|
For an index option transaction, a flag to indicate whether a relevant Multiple Exchange Index Annex is applicable to the transaction.
|
||||||||||||||
multipleExercise (defined in CommodityAmericanExercise complexType) |
The presence of this element indicates that the option may be partially exercised.
|
|||||||||||||
multipleExercise (in americanExercise in fxOption) |
Characteristics for multiple exercise.
|
|||||||||||||
|
As defined in the 2000 ISDA Definitions, Section 12.4.
|
||||||||||||||
|
As defined in the 2000 ISDA Definitions, Section 12.4.
|
||||||||||||||
|
In relation to a restructuring credit event, unless multiple holder obligation is not specified restructurings are limited to multiple holder obligations.
|
||||||||||||||
|
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.
|
||||||||||||||
multiplier (defined in CommodityProduct.model group) |
The 'multiplier' specifies the multiplier associated with the Transaction.
|
|||||||||||||
multiplier (defined in ExchangeTradedContract complexType) |
Specifies the contract multiplier that can be associated with the number of units.
|
|||||||||||||
|
This is the factor that increases gain, not notional.
|
||||||||||||||
|
A rate multiplier to apply to the floating rate.
|
||||||||||||||
|
Multiplier is a percentage value which is used to produce Deviation by multiplying the difference between Expected Dividend and Actual Dividend Deviation = Multiplier * (Expected Dividend — Actual Dividend).
|
||||||||||||||
|
Specifies the contract multiplier that can be associated with an index option.
|
||||||||||||||
|
Specifies the contract multiplier that can be associated with an index option.
|
||||||||||||||
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.
|
|||||||||||||
|
Specifies the contract multiplier that can be associated with an index option.
|
||||||||||||||
|
Used for specifying whether the Mutual Early Termination Right that is detailed in the Master Confirmation will apply.
|
||||||||||||||
|
Identifies the class of unit issued by a fund.
|
||||||||||||||
|
Specifies whether denominator of the annualization factor is N ("false") or N - 1 ("true").
|
||||||||||||||
name (defined in PricingStructure complexType) |
The name of the structure, e.g "USDLIBOR-3M EOD Curve".
|
|||||||||||||
name (defined in ReportingRegimeIdentifier complexType) |
Identifies the reporting regime under which this data is reported.
|
|||||||||||||
|
The name of the resource.
|
||||||||||||||
name (in adjustment) |
The name of the adjustment parameter (e.g.
|
|||||||||||||
name (in algorithm defined in PartyTradeInformation complexType) |
The name of the algorithm.
|
|||||||||||||
|
||||||||||||||
name (in businessUnit) |
A name used to describe the organization unit
|
|||||||||||||
|
||||||||||||||
|
The name of the market, e.g. the USDLIBOR market.
|
||||||||||||||
name (in reportingRegime defined in PartyTradeInformation complexType) |
Identifies the reporting regime under which this data is reported.
|
|||||||||||||
|
The name of the derivative, e.g. first derivative, Hessian, etc.
|
||||||||||||||
name (in sensitivitySet) |
|
|||||||||||||
|
The name of the sensitivity set definition, e.g.
|
||||||||||||||
name (in valuationScenario) |
The (optional) name for this valuation scenario, used for understandability.
|
|||||||||||||
name (in valuationSet) |
The name of the valuation set, used to understand what it means.
|
|||||||||||||
|
The terms "Nationalisation" and "Insolvency" have the meaning as defined in the ISDA 2002 Equity Derivatives Definitions.
|
||||||||||||||
|
The FX transaction with the earliest value date.
|
||||||||||||||
|
A repo contract is modeled as two purchase/repurchase transactions which are called legs.
|
||||||||||||||
|
The maximum amount by which the quantity delivered can be less than the agreed quantity.
|
||||||||||||||
|
The maximum percentage amount by which the quantity delivered can be less than the agreed quantity.
|
||||||||||||||
|
The specification of any provisions for calculating payment obligations when a floating rate is negative (either due to a quoted negative floating rate or by operation of a spread that is subtracted from the floating rate).
|
||||||||||||||
net (in principalAmount in principal in instrumentTradeDetails) |
Value excluding fees and commissions.
|
|||||||||||||
net (in principalAmount in principal in instrumentTradeDetails) |
Value excluding fees and commissions.
|
|||||||||||||
|
A portfolio level Independent Amounts related to a Parties Net Open Position (NOP).
|
||||||||||||||
|
Specifies the price of the underlyer, net of commissions.
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
Indicates whether it's a definition of a new portfolio (true) or an update to an existing one (false).
|
||||||||||||||
|
||||||||||||||
|
Indicates the new trade between the transferee and the remaining party.
|
||||||||||||||
|
Indicates a reference to the new trade between the transferee and the remaining party.
|
||||||||||||||
|
Indicates that the event may cause the transaction to terminate if all applicable provisions have been met.
|
||||||||||||||
|
The monetary value of the security (eg. fixed income security) that was traded).
|
||||||||||||||
nominalAmount (defined in BondCollateral.model group) |
Total nominal amount of the given bonds used as collateral.
|
|||||||||||||
nominalAmount (in cash defined in ProposedCollateralDeliveryReturn complexType) |
The amount of cash to be moved.
|
|||||||||||||
nominalAmount (in security) |
nominal amount of the collateral to be moved.
|
|||||||||||||
|
Defines treatment of Non-Cash Dividends.
|
||||||||||||||
nonDeliverableSettlement (defined in FxCoreDetails.model group) |
Used to describe a particular type of FX forward transaction that is settled in a single currency (for example, a non-deliverable forward).
|
|||||||||||||
|
The specification of the non-deliverable settlement provision.
|
||||||||||||||
|
If present indicates that the obligation to pay the In-the-Money amount of foreign currency is replaced with an obligation to pay an equivalent amount in another currency.
|
||||||||||||||
|
If present and set to true, indicates that delivery or receipt of the electricity may be interrupted for any reason or for no reason, without liability on the part of either Party.
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
When the non-public report of this was created or received by this party.
|
||||||||||||||
|
When the non-public report of this was first accepted for submission to a regulator.
|
||||||||||||||
|
When the non-public report of this was most recently corrected or corrections were received by this party.
|
||||||||||||||
nonReliance (defined in NovationTerms.model group) |
This element corresponds to the non-Reliance section in the 2004 ISDA Novation Definitions, section 2.1 (c) (i).
|
|||||||||||||
|
If true, then non reliance is applicable.
|
||||||||||||||
|
Indicates that a non-standard rate source will be used for the fixing.
|
||||||||||||||
|
Indicates that the trade has price-affecting characteristics in addition to the standard real-time reportable terms.
|
||||||||||||||
|
Used to indicate that there is no Reference Obligation associated with this Credit Default Swap and that there will never be one.
|
||||||||||||||
|
Used to indicate that there is no Reference Obligation associated with this Credit Default Swap and that there will never be one.
|
||||||||||||||
|
A deliverable obligation characteristic.
|
||||||||||||||
notContingent (defined in DeliverableObligations complexType) |
A deliverable obligation characteristic.
|
|||||||||||||
notContingent (defined in Obligations complexType) |
NOTE: Only allowed as an obligation charcteristic under ISDA Credit 1999.
|
|||||||||||||
notDomesticCurrency (defined in DeliverableObligations complexType) |
An obligation and deliverable obligation characteristic.
|
|||||||||||||
notDomesticCurrency (defined in Obligations complexType) |
An obligation and deliverable obligation characteristic.
|
|||||||||||||
notDomesticIssuance (defined in DeliverableObligations complexType) |
An obligation and deliverable obligation characteristic.
|
|||||||||||||
notDomesticIssuance (defined in Obligations complexType) |
An obligation and deliverable obligation characteristic.
|
|||||||||||||
notDomesticLaw (defined in DeliverableObligations complexType) |
An obligation and deliverable obligation characteristic.
|
|||||||||||||
notDomesticLaw (defined in Obligations complexType) |
An obligation and deliverable obligation characteristic.
|
|||||||||||||
|
Notice period for open repo transactions in number of days.
|
||||||||||||||
noticePeriod (in repo) |
Notice period for open repo transactions in number of days.
|
|||||||||||||
|
||||||||||||||
|
Pointer style references to a party identifier defined elsewhere in the document.
|
||||||||||||||
|
||||||||||||||
notional (defined in EquityDerivativeBase complexType) |
The notional amount.
|
|||||||||||||
notional (defined in FxPerformanceSwap complexType) |
Notional Amount means, in the case of Transaction Type Variance Swap, the currency and amount specified as such in the related Confirmation or an amount calculated in accordance with the following: Notional Amount = Vega Notional Amount / (0.02 x Fixed FX Rate).
|
|||||||||||||
|
Identifies the notional in effect for this calculation period.
|
||||||||||||||
|
The notional amount.
|
||||||||||||||
notional (in genericProduct) |
The notional or notionals in effect on the reporting date.
|
|||||||||||||
notional (in interestLeg) |
Specifies the notional of a return type swap.
|
|||||||||||||
|
Specifies the notional of a return type swap.
|
||||||||||||||
notional (in standardProduct) |
The notional amount that was traded.
|
|||||||||||||
|
The currency amount for the FxStraddle.
|
||||||||||||||
notional (in tradeDetails) |
The notional or notionals in effect on the last day of the last calculation period in each stream.
|
|||||||||||||
|
Specifies the conditions that govern the adjustment to the number of units of the return swap.
|
||||||||||||||
notionalAmount (defined in FxCashSettlement complexType) |
The amount of money that the settlement will be derived from.
|
|||||||||||||
notionalAmount (defined in OptionBaseExtended complexType) |
|
|||||||||||||
notionalAmount (defined in ReturnSwapNotional complexType) |
The notional amount.
|
|||||||||||||
notionalAmount (defined in SettlementPeriod complexType) |
Notional Amount for the settlement period.
|
|||||||||||||
notionalAmount (defined in SettlementPeriodLeverage complexType) |
Leverage notional.
|
|||||||||||||
|
Notional amount Schedule.
|
||||||||||||||
|
The amount that a cashflow will accrue interest on.
|
||||||||||||||
|
Volume contracted when volume is specified as a currency-denominated amount.
|
||||||||||||||
|
Specifies the notional amount of a commodity performance type swap.
|
||||||||||||||
|
Specifies the notional amount of a commodity performance type swap.
|
||||||||||||||
|
Specifies the notional amount of a commodity performance type swap.
|
||||||||||||||
|
Notional amount, which is a cash multiplier.
|
||||||||||||||
|
Notional amount Schedule.
|
||||||||||||||
|
Notional amount Schedule.
|
||||||||||||||
|
Notional amount Schedule.
|
||||||||||||||
|
The aggregate notional amount which will be exchanged, possibly as multiple partial executions, during the course of the execution period.
|
||||||||||||||
|
The calculation period notional amount.
|
||||||||||||||
|
Notional amount Schedule.
|
||||||||||||||
|
Notional amount of the Target.
|
||||||||||||||
notionalAmount (in leverage defined in FxTargetLinearPayoffRegion complexType) |
Leveraged notional expressed as amount with optional steps.
|
|||||||||||||
notionalAmount (in leverage in linearPayoffRegion in fxAccrualForward) |
Notional amount Schedule.
|
|||||||||||||
|
||||||||||||||
|
||||||||||||||
notionalAmountReference (defined in PercentageRule complexType) |
A reference to the notional amount.
|
|||||||||||||
|
A reference to the Return swap notional amount defined in another leg of the return swap.
|
||||||||||||||
|
A reference to the Return swap notional amount defined in another leg of the return swap.
|
||||||||||||||
|
A reference to the Return swap notional amount defined in another leg of the return swap.
|
||||||||||||||
|
Indication as to whether the transaction is an increase or decrease of notional of a derivative contract.
|
||||||||||||||
notionalQuantity (defined in CommodityNotionalQuantity.model group) |
The Notional Quantity.
|
|||||||||||||
|
The volume contracted when the volume is specified as a quantity of commodity.
|
||||||||||||||
|
||||||||||||||
|
Allows the documentation of a shaped notional trade where the notional changes over the life of the transaction.
|
||||||||||||||
notionalReference (defined in ExerciseFeeSchedule complexType) |
A pointer style reference to the associated notional schedule defined elsewhere in the document.
|
|||||||||||||
notionalReference (defined in OptionBaseExtended complexType) |
|
|||||||||||||
notionalReference (defined in PartialExercise.model group) |
A pointer style reference to the associated notional schedule defined elsewhere in the document.
|
|||||||||||||
notionalReference (defined in TradeLegNotionalChange.model group) |
|
|||||||||||||
|
A pointer style reference to the associated notional schedule defined elsewhere in the document.
|
||||||||||||||
|
A pointer style reference to the associated notional schedule defined elsewhere in the document.
|
||||||||||||||
|
||||||||||||||
|
For return swaps, this element is equivalent to the term "Equity Notional Reset" as defined in the ISDA 2002 Equity Derivatives Definitions.
|
||||||||||||||
|
The notional amount or notional amount schedule.
|
||||||||||||||
|
The notional amount or notional amount schedule.
|
||||||||||||||
notionalScheduleReference (defined in TradeLegNotionalScheduleChange.model group) |
|
|||||||||||||
|
||||||||||||||
|
The Notional Quantity per Calculation Period.
|
||||||||||||||
|
The explicit amount that the notional changes on each step date.
|
||||||||||||||
|
A parametric representation of the notional step schedule, i.e. parameters used to generate the notional schedule.
|
||||||||||||||
|
The percentage amount by which the notional changes on each step date.
|
||||||||||||||
|
The notional amount or notional amount schedule expressed as explicit outstanding notional amounts and dates.
|
||||||||||||||
|
How the notional amount should be reported for the reporting regime.
|
||||||||||||||
|
A structure describing the outcome of an option having no touch events
|
||||||||||||||
notSovereignLender (defined in DeliverableObligations complexType) |
An obligation and deliverable obligation characteristic.
|
|||||||||||||
notSovereignLender (defined in Obligations complexType) |
An obligation and deliverable obligation characteristic.
|
|||||||||||||
notSubordinated (defined in DeliverableObligations complexType) |
An obligation and deliverable obligation characteristic.
|
|||||||||||||
notSubordinated (defined in Obligations complexType) |
An obligation and deliverable obligation characteristic.
|
|||||||||||||
|
The amount which represents the portion of the Old Contract being novated.
|
||||||||||||||
|
The number of options which represent the portion of the Old Contract being novated.
|
||||||||||||||
|
The number of options which represent the portion of the Old Contract being novated.
|
||||||||||||||
novation (defined in Events.model group) |
|
|||||||||||||
novation (defined in PostTradeEventsBase.model group) |
|
|||||||||||||
|
||||||||||||||
|
Specifies the date that one party's legal obligations with regard to a trade are transferred to another party.
|
||||||||||||||
|
Specifies the date the parties agree to assign or novate a Contract.
|
||||||||||||||
|
N th reference obligation to default triggers payout.
|
||||||||||||||
number (defined in InstrumentTradeQuantity complexType) |
The (absolute) number of units of the underlying instrument that were traded.
|
|||||||||||||
|
A telephonic contact.
|
||||||||||||||
|
The number of allowances, certificates or credit to be transaction in the transaction.
|
||||||||||||||
|
Number of data series, normal market practice is that correlation data sets are drawn from geographic market areas, such as America, Europe and Asia Pacific, each of these geographic areas will have its own data series to avoid contagion.
|
||||||||||||||
|
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.
|
||||||||||||||
numberOfFixings (defined in SettlementPeriodFixingDates complexType) |
Number of fixings between the fixing start and end date.
|
|||||||||||||
numberOfFixings (in fixingSchedule defined in FxAccrual complexType) |
The number of fixing points in the fixing schedule.
|
|||||||||||||
numberOfFixings (in fixingSchedule defined in FxAveragingProcess complexType) |
The number of fixing points in the fixing schedule.
|
|||||||||||||
|
Defines the Number Of Index Units applicable to a Dividend.
|
||||||||||||||
numberOfOptions (defined in EquityDerivativeShortFormBase complexType) |
The number of options comprised in the option transaction.
|
|||||||||||||
numberOfOptions (defined in OptionDenomination.model group) |
The number of options comprised in the option transaction.
|
|||||||||||||
|
The number of options comprised in the option transaction.
|
||||||||||||||
|
The number of options comprised in the option transaction.
|
||||||||||||||
numberOfOptionsReference (defined in TradeLegNumberOfOptionsChange.model group) |
|
|||||||||||||
|
||||||||||||||
|
Number of Returns is the number of Observation Dates in the Observation Period, excluding the Initial Observation Date (where the Observation Rate on the Initial Observation Date shall equal S0).
|
||||||||||||||
|
A numeric value, optionally supplied by the sender, that can be used to specify the number of sections constituting a report.
|
||||||||||||||
numberOfUnits (defined in UnitContract.model group) |
The number of units (index or securities).
|
|||||||||||||
|
||||||||||||||
numberOfUnits (in security) |
The number of units (index or securities).
|
|||||||||||||
numberOfUnitsReference (defined in TradeLegNumberOfUnitsChange.model group) |
|
|||||||||||||
|
||||||||||||||
|
The number of valuation dates between valuation start date and valuation end date.
|
||||||||||||||
|
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.
|
||||||||||||||
|
A reference to the asset or pricing structure that this values.
|
||||||||||||||
|
The party that is obligated..
|
||||||||||||||
|
||||||||||||||
obligationAcceleration (defined in CreditEvents complexType) |
A credit event.
|
|||||||||||||
|
The currency of denomination of the deliverable obligation.
|
||||||||||||||
|
||||||||||||||
obligationDefault (defined in CreditEvents complexType) |
A credit event.
|
|||||||||||||
obligations (in creditCurve) |
The underlying obligations of the reference entity on which you are buying or selling protection
|
|||||||||||||
|
The underlying obligations of the reference entity on which you are buying or selling protection.
|
||||||||||||||
|
Contains the quoted currency pair, and the information source for fixing FX rate.
|
||||||||||||||
observableReference (defined in FxAccrualBarrier complexType) |
Reference to an 'FxRateObservable' structure.
|
|||||||||||||
|
Identifies the FX rate used as the basis for the condition (the accrual region).
|
||||||||||||||
observationDate (defined in TriggerRateObservation complexType) |
The date on which the rate observation occurred, in order to trigger the barrier event.observationDate
|
|||||||||||||
|
The date when the rate is observed.
|
||||||||||||||
|
The underlyer rate or price observation(s) used to compute the amount of this cashflow component.
|
||||||||||||||
observationEndDate (defined in FxBarrierFeature complexType) |
The date on which the observation period for an american barrier ends.
|
|||||||||||||
observationEndDate (defined in FxComplexBarrierBase complexType) |
The date on which the observation period for an american barrier ends.
|
|||||||||||||
|
||||||||||||||
observationEndDate (in touch in fxDigitalOption) |
The date on which the observation period for an american trigger ends.
|
|||||||||||||
observationEndTime (defined in FxBarrierFeature complexType) |
The time on the end date at which the observation period for an american barrier ends.
|
|||||||||||||
observationEndTime (defined in FxComplexBarrierBase complexType) |
The time on the end date at which the observation period for an american barrier ends.
|
|||||||||||||
observationEndTime (in touch in fxDigitalOption) |
The time on the end date at which the observation period for an american trigger ends.
|
|||||||||||||
|
Defines the frequency at which calculation period end dates occur within the period schedule and their roll date convention.
|
||||||||||||||
|
Observation number, which should be unique, within a series generated by a date schedule.
|
||||||||||||||
observationPoint (defined in FxBarrierFeature complexType) |
The dates and times at which rate observations are made to determine whether a barrier event has occurred for a discrete or european barrier.
|
|||||||||||||
observationPoint (in touch in fxDigitalOption) |
The dates and times at which rate observations are made to determine whether a barrier event has occurred for a discrete trigger.
|
|||||||||||||
|
Reference to the observation details of a particular rate observation.
|
||||||||||||||
|
Parametric schedule of rate observations.
|
||||||||||||||
observationStartDate (defined in CalculatedAmount complexType) |
The start of the period over which observations are made which are used in the calculation Used when the observation start date differs from the trade date such as for forward starting swaps.
|
|||||||||||||
observationStartDate (defined in FxBarrierFeature complexType) |
The date on which the observation period for an american barrier starts.
|
|||||||||||||
observationStartDate (defined in FxComplexBarrierBase complexType) |
The date on which the observation period for an american barrier starts.
|
|||||||||||||
|
||||||||||||||
observationStartDate (in touch in fxDigitalOption) |
The date on which the observation period for an american trigger starts.
|
|||||||||||||
observationStartTime (defined in FxBarrierFeature complexType) |
The time on the start date at which the observation period for an american barrier starts.
|
|||||||||||||
observationStartTime (defined in FxComplexBarrierBase complexType) |
The time on the start date at which the observation period for an american barrier starts.
|
|||||||||||||
observationStartTime (in touch in fxDigitalOption) |
The time on the start date at which the observation period for an american trigger starts.
|
|||||||||||||
|
The time at which the observation occurred.
|
||||||||||||||
|
The number of days weighting to be associated with the rate observation, i.e. the number of days such rate is in effect.
|
||||||||||||||
|
The actual observed fx spot rate.
|
||||||||||||||
|
The observed price value which triggered the barrier event.
|
||||||||||||||
observedRate (defined in RateObservation complexType) |
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.
|
|||||||||||||
observedRate (defined in TriggerRateObservation complexType) |
The observed rate value which triggered the barrier event.
|
|||||||||||||
|
||||||||||||||
|
The observed rate or price, together with descriptive information such as units.
|
||||||||||||||
|
Indicates that the price does not reflect the current market.
|
||||||||||||||
offset (defined in OffsetPrevailingTime complexType) |
Indicates whether time applies to the actual day specified (in which case this element should be omitted) the day prior to that day (in which case periodMultiplier should be -1 and period should be Day) or the day subsequent to that day (in which case periodMultiplier should be 1 and period should be Day).
|
|||||||||||||
offset (in dateOffset defined in FxSchedule complexType) |
The settlement offset to the expiry schedule or the expiry offset to the settlement schedule.
|
|||||||||||||
|
The specification of the oil product to be delivered.
|
||||||||||||||
|
Physically settled oil or refined products leg.
|
||||||||||||||
oldTrade (defined in OldTrade.model group) |
Indicates the original trade between the transferor and the remaining party.
|
|||||||||||||
oldTrade (defined in TradeChangeContent complexType) |
The original trade details.
|
|||||||||||||
oldTradeIdentifier (defined in OldTrade.model group) |
Indicates a reference to the original trade between the transferor and the remaining party.
|
|||||||||||||
oldTradeIdentifier (defined in TradeChangeContent complexType) |
The original qualified trade identifier.
|
|||||||||||||
onBehalfOf (defined in DataDocument complexType) |
Indicates which party (and accounts) a trade is being processed for.
|
|||||||||||||
onBehalfOf (defined in OnBehalfOf.model group) |
Indicates which party (or parties) (and accounts) a trade or event is being processed for.
|
|||||||||||||
|
Boolean indicator to specify whether the mutual fund is an open-ended mutual fund.
|
||||||||||||||
|
||||||||||||||
|
The number of units (index or securities) that constitute the underlyer of the swap.
|
||||||||||||||
openUnits (defined in ConstituentWeight complexType) |
The number of units (index or securities) that constitute the underlyer of the swap.
|
|||||||||||||
openUnits (in singleUnderlyer) |
The number of units (index or securities) that constitute the underlyer of the swap.
|
|||||||||||||
|
Identifies the underlying asset when it is a listed option contract.
|
||||||||||||||
|
Indicates whether the tolerance it at the seller's or buyer's option.
|
||||||||||||||
optionalEarlyTermination (defined in OptionalEarlyTermination.model group) |
An option for either or both parties to terminate the swap at fair value.
|
|||||||||||||
|
A Boolean element used for specifying whether the Optional Early Termination clause detailed in the agreement will apply.
|
||||||||||||||
|
An early termination provision to terminate the trade at fair value where one or both parties have the right to decide on termination.
|
||||||||||||||
|
Optional Early Termination Date
|
||||||||||||||
|
Optional Early Termination Electing Party Reference
|
||||||||||||||
|
Definition of the first early termination date and the frequency of the termination dates subsequent to that.
|
||||||||||||||
|
||||||||||||||
optionEntitlement (defined in OptionDenomination.model group) |
The number of units of underlyer per option comprised in the option transaction.
|
|||||||||||||
|
The number of shares per option comprised in the option transaction supplement.
|
||||||||||||||
|
The number of shares per option comprised in the option transaction.
|
||||||||||||||
|
The number of shares per option comprised in the option transaction supplement.
|
||||||||||||||
|
The number of units of underlyer per option comprised in the option transaction.
|
||||||||||||||
|
The number of shares per option comprised in the option transaction supplement.
|
||||||||||||||
|
A structure describing knock in, knock out, touch and no touch events.
|
||||||||||||||
optionExercise (defined in Events.model group) |
A structure describing an option exercise event.
|
|||||||||||||
optionExercise (defined in OptionsEventsBase.model group) |
A structure describing an option exercise event.
|
|||||||||||||
optionExpiry (defined in Events.model group) |
A structure describing an option expiring event (i.e. passing its last exercise time and becoming worthless.)
|
|||||||||||||
optionExpiry (defined in OptionsEventsBase.model group) |
A structure describing an option expiring event (i.e. passing its last exercise time and becoming worthless.)
|
|||||||||||||
|
||||||||||||||
|
Indicates whether the tolerance is at the seller's or buyer's option.
|
||||||||||||||
|
||||||||||||||
|
If present and true, then options exchange dividends are applicable.
|
||||||||||||||
|
A short form unique identifier for an exchange on which the reference option contract is listed.
|
||||||||||||||
|
The official settlement price as announced by the related exchange is applicable, in accordance with the ISDA 2002 definitions.
|
||||||||||||||
optionType (defined in EquityDerivativeBase complexType) |
The type of option transaction.
|
|||||||||||||
optionType (defined in OptionBase complexType) |
The type of option transaction.
|
|||||||||||||
optionType (defined in ProductExposureCategory.model group) |
|
|||||||||||||
|
The type of option transaction.
|
||||||||||||||
|
The type of option transaction.
|
||||||||||||||
|
The type of option transaction.
|
||||||||||||||
|
The type of option transaction.
|
||||||||||||||
optionType (in genericProduct) |
For options, what type of option it is (e.g. butterfly).
|
|||||||||||||
optionType (in option) |
Specifies whether the option allows the holder to buy or sell tne underlying asset.
|
|||||||||||||
optionType (in swaption) |
The type of option transaction.
|
|||||||||||||
|
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).
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
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.
|
||||||||||||||
|
Allows the organization to specify which categories or characteristics apply to it for end-user exception determination.
|
||||||||||||||
|
Allows the organization to specify which categories or characteristics apply to it for end-user exception determination.
|
||||||||||||||
|
The type of an organization's participantion in the OTC derivatives market.
|
||||||||||||||
|
A reference to the original value of the pricing input.
|
||||||||||||||
originalMessage (defined in Acknowledgement complexType) |
|
|||||||||||||
originalMessage (defined in AdditionalData complexType) |
Provides extra information as binary contents coded in base64.
|
|||||||||||||
|
The initial issued amount of the mortgage obligation.
|
||||||||||||||
originalTrade (defined in OptionExercise complexType) |
Fully describes the original trade (prior to the exercise).
|
|||||||||||||
originalTrade (defined in OptionExpiry complexType) |
Fully describes the original trade (prior to the exercise).
|
|||||||||||||
originalTrade (defined in TradeChangeBase complexType) |
|
|||||||||||||
originalTrade (in optionEvent) |
Fully describes the original trade (prior to the exercise).
|
|||||||||||||
originatingEvent (defined in DataDocument complexType) |
|
|||||||||||||
originatingEvent (defined in Events.model group) |
|
|||||||||||||
originatingEvent (defined in PositionStatusInfo.model group) |
|
|||||||||||||
|
||||||||||||||
|
||||||||||||||
|
This may be used to describe why a package was created.
|
||||||||||||||
|
This may be used to describe why a trade was created.
|
||||||||||||||
|
Information about the trade package if any that the trade originated from.
|
||||||||||||||
|
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.
|
||||||||||||||
|
Classification of the OTC transaction.
|
||||||||||||||
|
Any other agreement executed between the parties.
|
||||||||||||||
|
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.
|
||||||||||||||
|
XPath to the element in the other object.
|
||||||||||||||
|
A pointer style reference to a party identifier defined elsewhere in the document.
|
||||||||||||||
|
||||||||||||||
|
A pointer style reference to a party identifier defined elsewhere in the document.
|
||||||||||||||
|
||||||||||||||
|
Value of the element in the other trade.
|
||||||||||||||
othReferenceEntityObligations (defined in DeliverableObligations complexType) |
This element is used to specify any other obligations of a reference entity in both obligations and deliverable obligations.
|
|||||||||||||
othReferenceEntityObligations (defined in Obligations complexType) |
This element is used to specify any other obligations of a reference entity in both obligations and deliverable obligations.
|
|||||||||||||
|
Rebate expressed as amount of outstanding gain.
|
||||||||||||||
|
||||||||||||||
outstandingNotionalAmount (defined in OptionExerciseAmount.model group) |
Specifies the Notional amount after the Change
|
|||||||||||||
outstandingNotionalAmount (defined in TradeLegNotionalChange.model group) |
|
|||||||||||||
outstandingNotionalAmount (defined in TradeNotionalChange.model group) |
Specifies the Notional amount after the Change
|
|||||||||||||
|
Specifies the Notional amount after the Change
|
||||||||||||||
outstandingNotionalSchedule (defined in TradeLegNotionalScheduleChange.model group) |
|
|||||||||||||
|
Specifies the Notional schedule after the Change
|
||||||||||||||
outstandingNumberOfOptions (defined in OptionExerciseAmount.model group) |
Specifies the Number of Options after the Change.
|
|||||||||||||
outstandingNumberOfOptions (defined in TradeLegNumberOfOptionsChange.model group) |
|
|||||||||||||
outstandingNumberOfOptions (defined in TradeNotionalChange.model group) |
Specifies the Number of Options after the Change.
|
|||||||||||||
|
Specifies the Number of Options after the Change.
|
||||||||||||||
outstandingNumberOfUnits (defined in OptionExerciseAmount.model group) |
Specifies the Number of Units
|
|||||||||||||
outstandingNumberOfUnits (defined in TradeLegNumberOfUnitsChange.model group) |
|
|||||||||||||
outstandingNumberOfUnits (defined in TradeNotionalChange.model group) |
Specifies the Number of Units
|
|||||||||||||
|
Specifies the Number of Units
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
packageType (in packageHeader) |
Classification of the package.
|
|||||||||||||
|
A reference to the pricing input parameter to which the sensitivity is computed.
|
||||||||||||||
parameterReference (in shift in valuationScenario) |
|
|||||||||||||
|
The value of the independent variable (e.g. strike offset).
|
||||||||||||||
|
An optional identifier used to correlate between related processes
|
||||||||||||||
|
Specifies whether either 'Partial Cash Settlement of Assignable Loans', 'Partial Cash Settlement of Consent Required Loans' or 'Partial Cash Settlement of Participations' is applicable.
|
||||||||||||||
|
A partial derivative of the measure with respect to an input.
|
||||||||||||||
|
A reference to the partial derivative.
|
||||||||||||||
|
A reference to a partial derivative defined in the ComputedDerivative.model, i.e. defined as part of this sensitivity definition.
|
||||||||||||||
|
As defined in the 2000 ISDA Definitions, Section 12.3.
|
||||||||||||||
|
||||||||||||||
party (defined in PartiesAndAccounts.model group) |
A legal entity or a subdivision of a legal entity.
|
|||||||||||||
|
||||||||||||||
|
||||||||||||||
|
One party element for each of the principal parties and any other party that is referenced.
|
||||||||||||||
|
One party element for each of the principal parties and any other party that is referenced.
|
||||||||||||||
|
One party element for each of the principal parties and any other party that is referenced.
|
||||||||||||||
|
Indicates the category or classification or business role of a trade party with respect to this reporting regime, for example Financial, NonFinancial, Dealer, Non-Dealer, LocalParty, etc.
|
||||||||||||||
|
A party identifier, e.g. a S.W.I.F.T. bank identifier code (BIC).
|
||||||||||||||
|
Additional message information that may be provided by each involved party.
|
||||||||||||||
|
The legal name of the organization.
|
||||||||||||||
|
Notice period for open repo transactions referenced to a party to the trade, in number of days.
|
||||||||||||||
|
The name of the portfolio together with the party that gave the name.
|
||||||||||||||
partyReference (defined in ExerciseNotice complexType) |
The party referenced has allocated the trade identifier.
|
|||||||||||||
partyReference (defined in OnBehalfOf complexType) |
The party for which the message reciever should work.
|
|||||||||||||
partyReference (defined in Party complexType) |
Reference to a party that is a member of the group of entities that are acting together as a single party in a transaction.
|
|||||||||||||
partyReference (defined in PartyAndAccountReferences.model group) |
Reference to a party.
|
|||||||||||||
partyReference (defined in PartyExposureCategory.model group) |
|
|||||||||||||
partyReference (defined in ReportContents complexType) |
The party for which this report was generated.
|
|||||||||||||
|
||||||||||||||
partyReference (in earlyTermination in returnSwap) |
Reference to a party defined elsewhere in this document which may be allowed to terminate the trade.
|
|||||||||||||
partyReference (in identifier in letterOfCredit) |
A pointer style reference to a party identifier defined elsewhere in the document.
|
|||||||||||||
|
A pointer style reference to a party identifier defined elsewhere in the document.
|
||||||||||||||
|
Identifies that party that has ownership of this information.
|
||||||||||||||
|
A reference to a party who has the right to request exercise of the open repo trade and for whom noticePeriod is defined.
|
||||||||||||||
|
A pointer style reference to a party identifier defined elsewhere in the document.
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
partyTradeIdentifier (defined in PartyTradeIdentifiers complexType) |
|
|||||||||||||
partyTradeIdentifier (defined in Portfolio complexType) |
|
|||||||||||||
partyTradeIdentifier (defined in TradeIdentifyingItems complexType) |
Structure defining one or more trade identifiers allocated to the trade by a party.
|
|||||||||||||
partyTradeIdentifier (defined in TradeValuationItem complexType) |
One or more trade identifiers needed to uniquely identify a trade.
|
|||||||||||||
partyTradeIdentifier (defined in Withdrawal complexType) |
Identifiers of the trade that is being withdrawn.
|
|||||||||||||
|
The trade reference identifier(s) allocated to the trade by the parties involved.
|
||||||||||||||
|
This allows the acknowledging party to supply additional trade identifiers for a trade underlying a request relating to a business event.
|
||||||||||||||
|
One or more trade identifiers needed to uniquely identify a trade.
|
||||||||||||||
|
||||||||||||||
|
Pointer-style reference to the partyTradeIdentifier block within the tradeIdentifyingItems collection, which identifies the parent trade for this cashflow.
|
||||||||||||||
partyTradeInformation (defined in Withdrawal complexType) |
Holds party-specific information about the trade that is being withdrawn from.
|
|||||||||||||
|
Additional trade information that may be provided by each involved party.
|
||||||||||||||
|
This allows the acknowledging party to supply additional trade information about a trade underlying a request relating to a business event.
|
||||||||||||||
|
Holds party-specific information about the trade that is being retracted.
|
||||||||||||||
|
Specifies the nominal amount of a fixed income security or convertible bond.
|
||||||||||||||
|
An ISDA defined cash settlement method used for the determination of the applicable cash settlement amount.
|
||||||||||||||
|
An ISDA defined cash settlement method used for the determination of the applicable cash settlement amount.
|
||||||||||||||
passThrough (in feature defined in Feature.model group) |
Pass through payments from the underlyer, such as dividends.
|
|||||||||||||
passThrough (in feature defined in OptionBaseExtended complexType) |
Pass through payments from the underlyer, such as dividends.
|
|||||||||||||
|
One to many pass through payment items.
|
||||||||||||||
|
Percentage of payments from the underlyer which are passed through.
|
||||||||||||||
|
A reference to the account responsible for making the payments defined by this structure.
|
||||||||||||||
payerPartyReference (defined in Payer.model group) |
A reference to the party responsible for making the payments defined by this structure.
|
|||||||||||||
|
||||||||||||||
payment (defined in NettedTradeCashflows.model group) |
Specifies the payment that is exposed to the matching process.
|
|||||||||||||
payment (defined in OptionExercise complexType) |
|
|||||||||||||
payment (defined in TradeAlterationPayment.model group) |
Describes a payment made in settlement of the change.
|
|||||||||||||
payment (defined in TradeCashflows.model group) |
Specifies the payment that is exposed to the matching process.
|
|||||||||||||
payment (defined in TradeChangeContent complexType) |
Describes a payment made in settlement of the change.
|
|||||||||||||
payment (defined in TradeNovationContent complexType) |
Describes a payment made in settlement of the novation.
|
|||||||||||||
payment (in bulletPayment) |
A known payment between two parties.
|
|||||||||||||
|
||||||||||||||
payment (in payoff defined in FxTargetConstantPayoffRegion complexType) |
Cash payment.
|
|||||||||||||
payment (in position in positionReport) |
Zero or more payments associated with this position that are generated for this reporting as-of date, for example coupon payments that pay on this date.
|
|||||||||||||
|
Rebate amount expressed as a payment between the two parties.
|
||||||||||||||
payment (in termDeposit) |
A known payment between two parties.
|
|||||||||||||
payment (in touch in optionEvent) |
|
|||||||||||||
paymentAmount (defined in EquityPremium complexType) |
The currency amount of the payment.
|
|||||||||||||
paymentAmount (defined in HeldCollateral complexType) |
|
|||||||||||||
paymentAmount (defined in IndependentAmountType complexType) |
|
|||||||||||||
paymentAmount (defined in NonNegativePayment complexType) |
Non negative payment amount.
|
|||||||||||||
paymentAmount (defined in Payment complexType) |
The currency amount of the payment.
|
|||||||||||||
paymentAmount (defined in PaymentDetails.model group) |
Payment amount in a given currency to be paid/received.
|
|||||||||||||
paymentAmount (defined in SimplePayment complexType) |
|
|||||||||||||
|
The currency amount of the payment.
|
||||||||||||||
|
The currency amount of the payment.
|
||||||||||||||
|
Payment amount, which is optional since the payment amount may be calculated using fixed strike and number of open units.
|
||||||||||||||
|
A fixed payment amount.
|
||||||||||||||
|
A fixed payment amount.
|
||||||||||||||
|
||||||||||||||
|
The adjusted payment date and associated calculation period parameters required to calculate the actual or projected payment amount.
|
||||||||||||||
|
The Premium Payment Currency.
|
||||||||||||||
paymentDate (defined in EquityPremium complexType) |
The payment date.
|
|||||||||||||
paymentDate (defined in Payment complexType) |
The payment date.
|
|||||||||||||
paymentDate (defined in PaymentBaseExtended complexType) |
The payment date, which can be expressed as either an adjustable or relative date.
|
|||||||||||||
paymentDate (defined in PendingPayment complexType) |
The date that the dividend or coupon is due.
|
|||||||||||||
paymentDate (defined in SimplePayment complexType) |
The payment date.
|
|||||||||||||
paymentDate (in dividendPeriod in dividendLeg) |
Dividend period amount payment date.
|
|||||||||||||
|
||||||||||||||
paymentDate (in fixedPayment) |
Payment date relative to another date.
|
|||||||||||||
paymentDate (in fra) |
The payment date.
|
|||||||||||||
paymentDate (in paymentDetail) |
Payment date.
|
|||||||||||||
|
Specifies the final payment date of the swap.
|
||||||||||||||
|
Only to be used when SharePayment has been specified in the dividendDateReference element.
|
||||||||||||||
paymentDates (defined in CommodityNonPeriodicPaymentDates.model group) |
Dates on which payments will be made.
|
|||||||||||||
paymentDates (defined in InterestRateStream complexType) |
The payment dates schedule.
|
|||||||||||||
paymentDates (in rateOfReturn) |
Specifies the payment dates of the swap.
|
|||||||||||||
paymentDates (in weatherLeg) |
The Payment Dates of the trade relative to the Calculation Periods or Calculation Date
|
|||||||||||||
|
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.
|
||||||||||||||
|
Specifies the interim payment dates of the swap.
|
||||||||||||||
|
A set of href pointers to payment dates defined somewhere else in the document.
|
||||||||||||||
paymentDaysOffset (defined in CommodityRelativePaymentDates complexType) |
Specifies any offset from the adjusted Calculation Period start date, adjusted Calculation Period end date or Calculation Date applicable to each Payment Date.
|
|||||||||||||
paymentDaysOffset (in paymentDates defined in InterestRateStream complexType) |
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.
|
|||||||||||||
|
Applicable to CDS on MBS to specify whether payment delays are applicable to the fixed Amount.
|
||||||||||||||
|
A container element allowing a schedule of payments associated with the Independent Amount.
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
paymentFrequency (defined in BondCalculation.model group) |
Specifies the frequency at which the bond pays, e.g. 6M.
|
|||||||||||||
paymentFrequency (defined in PeriodicPayment complexType) |
The time interval between regular fixed rate payer payment dates.
|
|||||||||||||
paymentFrequency (in deposit) |
Specifies the frequency at which the deposit pays, e.g. 6M.
|
|||||||||||||
|
||||||||||||||
paymentFrequency (in paymentDates defined in InterestRateStream complexType) |
The frequency at which regular payment dates occur.
|
|||||||||||||
|
Specifies the frequency at which the index pays, e.g. 6M.
|
||||||||||||||
|
Specifies the frequency at which the swap pays, e.g. 6M.
|
||||||||||||||
|
Specifies the frequency at which the swap pays, e.g. 6M.
|
||||||||||||||
|
A percentage of the notional amount.
|
||||||||||||||
|
Specifies a threshold for the failure to pay credit event.
|
||||||||||||||
|
A type defining the calculation rule.
|
||||||||||||||
paymentType (defined in Payment complexType) |
A classification of the type of fee or additional payment, e.g. brokerage, upfront fee etc.
|
|||||||||||||
paymentType (in additionalPayment defined in NettedSwapBase complexType) |
Payment classification.
|
|||||||||||||
paymentType (in additionalPayment defined in ReturnSwapBase complexType) |
Classification of the payment.
|
|||||||||||||
payoff (defined in FxTargetConstantPayoffRegion complexType) |
A binary|digital payoff, expressed either as a cash payment, or a (non-zero) fixing adjustment.
|
|||||||||||||
|
Payoff Region within the settlement period to link strike with the relevant payoff components.
|
||||||||||||||
|
Payoff Region within the settlement period to link strike with the relevant payoff components.
|
||||||||||||||
payoffCap (defined in FxTargetLinearPayoffRegion complexType) |
The amount of gain on the client upside or firm upside is limited.
|
|||||||||||||
|
The amount of gain on the client upside or firm upside is limited.
|
||||||||||||||
payoffCap (in payoff in settlementPeriod in settlementPeriodSchedule in fxAccrualForward) |
The amount of gain on the client upside or firm upside is limited.
|
|||||||||||||
|
The amount of gain on the client upside or firm upside is limited.
|
||||||||||||||
|
Optional reference to the Payoff Region in the parametric representation of the product.
|
||||||||||||||
|
Optional reference to the Payoff Region in the parametric representation of the product.
|
||||||||||||||
|
The amount of currency which becomes payable if and when a trigger event occurs.
|
||||||||||||||
|
The description of the mathematical computation for how the payout is computed.
|
||||||||||||||
|
The trigger event and payout may be asynchonous.
|
||||||||||||||
payRelativeTo (defined in CommodityRelativePaymentDates complexType) |
Specifies whether the payment(s) occur relative to a date such as the end of each Calculation Period or the last Pricing Date in each Calculation Period.
|
|||||||||||||
payRelativeTo (in paymentDates defined in InterestRateStream complexType) |
Specifies whether the payments occur relative to each adjusted calculation period start date, adjusted calculation period end date or each reset date.
|
|||||||||||||
|
Specifies whether the payment(s) occur relative to the date of a physical event such as issuance of a bill of lading.
|
||||||||||||||
|
When "true" the Excess Emissions Penalty is applicable.
|
||||||||||||||
|
pending collateral
|
||||||||||||||
|
||||||||||||||
percentageOfNotional (defined in EquityPremium complexType) |
The amount of premium to be paid expressed as a percentage of the notional value of the transaction.
|
|||||||||||||
percentageOfNotional (in premium defined in OptionBaseExtended complexType) |
The amount of premium to be paid expressed as a percentage of the notional value of the transaction.
|
|||||||||||||
|
Specifies the allowable quantity tolerance as a percentage of the quantity.
|
||||||||||||||
|
A time period, e.g. a day, week, month, year or term of the stream.
|
||||||||||||||
|
A time period, e.g. a day, week, month or year of the stream.
|
||||||||||||||
|
Used in conjunction with a frequency and the regular period start date of an observation period, determines each observation period end date within the regular part of a observation period schedule.
|
||||||||||||||
periodicDates (defined in AdjustableRelativeOrPeriodicDates complexType) |
|
|||||||||||||
periodicDates (defined in AdjustableRelativeOrPeriodicDates2 complexType) |
|
|||||||||||||
periodicPayment (in feeLeg) |
Specifies a periodic schedule of fixed amounts that are payable by the buyer to the seller on the fixed rate payer payment dates.
|
|||||||||||||
periodicPayment (in feeLeg) |
Specifies a periodic schedule of fixed amounts that are payable by the buyer to the seller on the fixed rate payer payment dates.
|
|||||||||||||
periodMultiplier (defined in Frequency complexType) |
A time period multiplier, e.g. 1, 2 or 3 etc.
|
|||||||||||||
periodMultiplier (defined in Period complexType) |
A time period multiplier, e.g. 1, 2 or 3 etc.
|
|||||||||||||
|
The +/- percentage quantity tolerance in seller's option which applied to each shipment period.
|
||||||||||||||
|
The Delivery Periods for this leg of the swap.
|
||||||||||||||
|
The number of periods in the referenced date schedule that are between each date in the relative date schedule.
|
||||||||||||||
|
The Delivery Periods for this leg of the swap.
|
||||||||||||||
|
Optional information about people involved in a transaction or busines process.
|
||||||||||||||
|
An identifier assigned by a system for uniquely identifying the individual
|
||||||||||||||
|
The individual person that is related to this.
|
||||||||||||||
|
The size and direction of the perturbation used to compute the derivative, e.g. 0.0001 = 1 bp.
|
||||||||||||||
|
The type of perturbation, if any, used to compute the derivative (Absolute vs Relative).
|
||||||||||||||
|
The parameters for defining how the commodity option can be exercised into a physical transaction.
|
||||||||||||||
|
The parameters for defining how the commodity option can be exercised into a physical transaction.
|
||||||||||||||
physicalQuantity (defined in CommodityFixedPhysicalQuantity.model group) |
The Quantity per Delivery Period.
|
|||||||||||||
|
The Quantity per Delivery Period.
|
||||||||||||||
physicalQuantitySchedule (defined in CommodityFixedPhysicalQuantity.model group) |
Allows the documentation of a shaped quantity trade where the quantity changes over the life of the transaction.
|
|||||||||||||
|
Allows the documentation of a shaped quantity trade where the quantity changes over the life of the transaction.
|
||||||||||||||
physicalSettlement (defined in FxTargetConstantPayoffRegion complexType) |
|
|||||||||||||
physicalSettlement (defined in OptionExercise complexType) |
|
|||||||||||||
|
This element corresponds to the Notice of Intended Physical Settlement Delivered Under Old Transaction under the EXHIBIT C to 2004 ISDA Novation Definitions.
|
||||||||||||||
|
||||||||||||||
|
If specified, this defines physical settlement terms which apply to the transaction.
|
||||||||||||||
physicalSettlement (in touch in optionEvent) |
|
|||||||||||||
|
The number of business days used in the determination of the physical settlement date.
|
||||||||||||||
|
This element contains all the ISDA terms relevant to physical settlement for when physical settlement is applicable.
|
||||||||||||||
|
Specified the delivery conditions where the oil product is to be delivered by pipeline.
|
||||||||||||||
|
The name of pipeline by which the oil product will be delivered.
|
||||||||||||||
|
The boundary where the contract flips from being long and short is the pivot point.
|
||||||||||||||
|
Pivot for the settlement period.
|
||||||||||||||
|
Reference to the pivot defined within the FX product.
|
||||||||||||||
|
||||||||||||||
point (in dataPoints) |
|
|||||||||||||
pointValue (in exchangeRate defined in FxCoreDetails.model group) |
An optional element that documents the size of point (pip) in which a rate was quoted (or in this case, forwardPoints are calculated).
|
|||||||||||||
pointValue (in exchangeRate in underlyer in genericProduct) |
An optional element that documents the size of point (pip) in which a rate was quoted (or in this case, forwardPoints are calculated).
|
|||||||||||||
|
The morgage pool that is underneath the mortgage obligation.
|
||||||||||||||
|
Global portfolio element used as a basis for a substitution group.
|
||||||||||||||
portfolio (defined in DataDocument complexType) |
An arbitary grouping of trade references (and possibly other portfolios).
|
|||||||||||||
|
An arbitary grouping of trade references (and possibly other portfolios).
|
||||||||||||||
|
Contains the portfolio definition.
|
||||||||||||||
|
Contains the portfolio definition.
|
||||||||||||||
|
Contains the portfolio definition.
|
||||||||||||||
portfolioName (defined in PortfolioDefinition complexType) |
|
|||||||||||||
portfolioName (defined in PortfolioReferenceBase complexType) |
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.
|
|||||||||||||
|
||||||||||||||
|
The name of the portfolio that is requested.
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
An instance of a unique portfolio valuation.
|
||||||||||||||
|
An instance of a unique portfolio valuation.
|
||||||||||||||
|
Positions affected by this event.
|
||||||||||||||
position (in positionReport) |
The positions included in the position report.
|
|||||||||||||
position (in positionUpdate) |
The affected position.
|
|||||||||||||
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
A version-independent identifier for the position, possibly based on trade identifier.
|
||||||||||||||
|
||||||||||||||
|
A reference to the party responsible for reporting the position itself and its constituents.
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
The positions included in the position report.
|
||||||||||||||
|
A previously submitted version of the position.
|
||||||||||||||
|
The maxmium amount by which the quantity delivered can exceed the agreed quantity.
|
||||||||||||||
|
The code, required for computerised mail sorting systems, that is allocated to a physical address by a national postal authority.
|
||||||||||||||
|
The party posting the collateral.
|
||||||||||||||
|
The maximum percentage amount by which the quantity delivered can exceed the agreed quantity.
|
||||||||||||||
|
The power to which this term is raised.
|
||||||||||||||
precision (defined in FxAveragingProcess complexType) |
Specifies the rounding precision in terms of a number of decimal places.
|
|||||||||||||
|
Specifies the rounding precision in terms of a number of decimal places.
|
||||||||||||||
|
Specifies the rounding precision in terms of a number of decimal places.
|
||||||||||||||
|
A reference to the clearing organization (CCP, DCO) to which the trade should be cleared.
|
||||||||||||||
|
Reports that this trade was executed prior to the enactment of the relevant reporting regulation.
|
||||||||||||||
premium (defined in OptionBaseExtended complexType) |
The option premium payable by the buyer to the seller.
|
|||||||||||||
|
The option premium amount payable by buyer to seller on the specified payment date.
|
||||||||||||||
|
The option premium payable by the buyer to the seller.
|
||||||||||||||
|
The option premium payable by the buyer to the seller.
|
||||||||||||||
premium (in commodityOption) |
The option premium payable by the buyer to the seller.
|
|||||||||||||
premium (in commoditySwaption) |
The option premium payable by the buyer to the seller.
|
|||||||||||||
|
Premium amount or premium installment amount for an option.
|
||||||||||||||
premium (in fxAccrualOption) |
Premium amount or premium installment amount for an option.
|
|||||||||||||
premium (in fxDigitalOption) |
Premium amount or premium installment amount for an option.
|
|||||||||||||
|
Premium amount or premium installment amount for an option.
|
||||||||||||||
premium (in fxRangeAccrual) |
Premium amount or premium installment amount for an option.
|
|||||||||||||
premium (in genericProduct) |
|
|||||||||||||
|
Defines the FX Straddle premium amount, payer and dates.
|
||||||||||||||
|
The option premium amount payable by buyer to seller on the specified payment date.
|
||||||||||||||
|
The currency amount of premium to be paid per Unit of the Total Notional Quantity.
|
||||||||||||||
|
Indicates which product within a strategy this ID is associated with.
|
||||||||||||||
|
Indicates which product within a strategy represents the premium payment.
|
||||||||||||||
premiumType (defined in EquityPremium complexType) |
Forward start Premium type
|
|||||||||||||
premiumType (in premium defined in OptionBaseExtended complexType) |
Forward start Premium type
|
|||||||||||||
prePayment (defined in EquityExerciseValuationSettlement complexType) |
Prepayment features for Forward.
|
|||||||||||||
prePayment (in prePayment defined in EquityExerciseValuationSettlement complexType) |
|
|||||||||||||
|
||||||||||||||
|
||||||||||||||
presentValueAmount (defined in Payment complexType) |
The amount representing the present value of the forecast payment.
|
|||||||||||||
|
A monetary amount representing the present value of the forecast payment.
|
||||||||||||||
presentValueAmount (in premium defined in OptionBaseExtended complexType) |
The amount representing the present value of the forecast payment.
|
|||||||||||||
|
The amount representing the present value of the principal exchange.
|
||||||||||||||
price (defined in FixedPrice complexType) |
The Fixed Price.
|
|||||||||||||
price (defined in ObservedPrice complexType) |
The observed rate value which triggered the barrier event.
|
|||||||||||||
price (in strike in bondOption) |
|
|||||||||||||
price (in strike in creditDefaultSwapOption) |
The strike of a credit default swap option or credit swaption when expressed as in reference to the price of the underlying obligation(s) or index.
|
|||||||||||||
|
||||||||||||||
|
||||||||||||||
|
The currency used to specify the digital barrier in terms of a price per unit of commodity.
|
||||||||||||||
|
Specifies whether the price is expressed in absolute or relative terms.
|
||||||||||||||
|
Defines the require price materiality percentage for the rate source to be considered valid.
|
||||||||||||||
|
2005 Commodity Definitions only.
|
||||||||||||||
pricePerOption (defined in EquityPremium complexType) |
The amount of premium to be paid expressed as a function of the number of options.
|
|||||||||||||
pricePerOption (in premium defined in OptionBaseExtended complexType) |
The amount of premium to be paid expressed as a function of the number of options.
|
|||||||||||||
|
||||||||||||||
|
||||||||||||||
|
If present indicates that the event is considered to have occurred if it is impossible to obtain information about the Spot Rate for a Valuation Date from the price source specified in the Settlement Rate Option that hass been agreed by the parties.
|
||||||||||||||
|
A type defining the parameters to get a new quote when a settlement rate option is disrupted.
|
||||||||||||||
|
The unit of measure used to specify the digital barrier in terms of a price per unit of commodity.
|
||||||||||||||
|
The price paid for the instrument.
|
||||||||||||||
|
Describes why the price of this trade does not reflect the current market price.
|
||||||||||||||
pricingDates (defined in CommodityAsian.model group) |
The dates on which the option will price.
|
|||||||||||||
pricingDates (defined in CommodityBasketUnderlyingBase complexType) |
The dates on which the option will price.
|
|||||||||||||
pricingDates (defined in CommodityPricingDates complexType) |
A list of adjustable dates on which the trade will price.
|
|||||||||||||
pricingDates (defined in FloatingLegCalculation complexType) |
Commodity Pricing Dates.
|
|||||||||||||
|
Describes which dates are valid dates on which to observe a price or index level
|
||||||||||||||
|
Describes which dates are valid dates on which to observe a price or index level.
|
||||||||||||||
|
A reference to the pricing input used to value the asset.
|
||||||||||||||
|
A reference to the pricing input to which the sensitivity is shown, e.g. a reference to a USDLIBOR yield curve.
|
||||||||||||||
|
The type of the pricing input to which the sensitivity is shown, e.g. a yield curve or volatility matrix.
|
||||||||||||||
|
.
|
||||||||||||||
|
Defines the Start of the Pricing period.
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
primaryAssetClass (defined in Product.model group) |
A classification of the most important risk class of the trade.
|
|||||||||||||
primaryAssetClass (defined in ReportContents complexType) |
A classification of the most important risk class of the trade.
|
|||||||||||||
|
||||||||||||||
|
A list of actions available to the parties should a Primary Disruption Event occur.
|
||||||||||||||
|
The entity primarily responsible for repaying debt to a creditor as a result of borrowing or issuing bonds.
|
||||||||||||||
|
A pointer style reference to a reference entity defined elsewhere in the document.
|
||||||||||||||
primaryRateSource (defined in CommodityFx complexType) |
The primary source for where the rate observation will occur.
|
|||||||||||||
primaryRateSource (defined in FxSpotRateSource complexType) |
The primary source for where the rate observation will occur.
|
|||||||||||||
primaryRateSource (defined in PrioritizedRateSource.model group) |
|
|||||||||||||
primaryRateSource (in asian in features in fxOption) |
The primary source for where the rate observation will occur.
|
|||||||||||||
|
The value, in instrument currency, of the amount of the instrument that was traded.
|
||||||||||||||
principal (in termDeposit) |
The principal amount of the trade.
|
|||||||||||||
|
The net and/or gross value of the amount traded in native currency.
|
||||||||||||||
|
Principal exchange amount when explictly stated.
|
||||||||||||||
|
The initial, intermediate and final principal exchange amounts.
|
||||||||||||||
|
The principal exchange amount.
|
||||||||||||||
|
Specifies the principal echange amount, either by explicitly defining it, or by point to an amount defined somewhere else in the swap document.
|
||||||||||||||
|
Date on which each of the principal exchanges will take place.
|
||||||||||||||
|
Specifies each of the characteristics of the principal exchange cashflows, in terms of paying/receiving counterparties, amounts and dates.
|
||||||||||||||
|
This is used to document a Fully Funded Return Swap.
|
||||||||||||||
principalExchanges (defined in InterestRateStream complexType) |
The true/false flags indicating whether initial, intermediate or final exchanges of principal should occur.
|
|||||||||||||
|
The true/false flags indicating whether initial, intermediate or final exchanges of principal should occur.
|
||||||||||||||
|
||||||||||||||
|
An additional Fixed Payment Event.
|
||||||||||||||
|
A description of the stage of processing of the service, for example EndofDayProcessingCutoffOccurred, EndOfDayProcessingCompleted.
|
||||||||||||||
|
||||||||||||||
|
An abstract element used as a place holder for the substituting product elements.
|
||||||||||||||
|
Deprecated: The USIs of the components of this trade, when this trade contains a strategy.
|
||||||||||||||
productId (defined in Product.model group) |
A product reference identifier.
|
|||||||||||||
productId (defined in ProductExposureCategory.model group) |
|
|||||||||||||
|
||||||||||||||
|
||||||||||||||
productType (defined in Product.model group) |
A classification of the type of product.
|
|||||||||||||
productType (defined in ProductExposureCategory.model group) |
|
|||||||||||||
productType (defined in ReportContents complexType) |
A classification of the type of product.
|
|||||||||||||
productType (in environmental) |
Specifies the type of environmental allowance or credit.
|
|||||||||||||
|
||||||||||||||
|
||||||||||||||
|
"Other side's" cashflow that meets the minimimum matching criteria and is proposed as match to the cashflow that is being asserted.
|
||||||||||||||
|
"Other side's" position that meets the minimimum matching criteria and is proposed as match to the position that is being asserted.
|
||||||||||||||
|
"Other side's" cashflow that meets the minimimum matching criteria and is proposed as match to the cashflow that is being asserted.
|
||||||||||||||
|
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.
|
||||||||||||||
|
Reference to the documentation terms applicable to this item.
|
||||||||||||||
|
One or more provisions describiing disruption events and how they will be handled.
|
||||||||||||||
|
For those commodities being traded with reference to a price distributed by a publication, that publication should be specified in the 'publication' element.
|
||||||||||||||
publicationDate (defined in ContractualTermsSupplement complexType) |
Specifies the publication date of the applicable version of the contractual supplement.
|
|||||||||||||
|
Specifies the publication date of the applicable version of the matrix.
|
||||||||||||||
|
Specifies the publication date of the applicable version of the matrix.
|
||||||||||||||
publiclyAvailableInformation (defined in CreditEventNoticeDocument complexType) |
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.
|
|||||||||||||
|
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.
|
||||||||||||||
publiclyAvailableInformation (in creditEventNotice defined in CreditEvents complexType) |
A specified condition to settlement.
|
|||||||||||||
|
When the public report of this was created or received by this party.
|
||||||||||||||
|
When the public report of this was most recently corrected or corrections were sent or received by this party.
|
||||||||||||||
|
When the public report of this was first accepted for submission to a regulator.
|
||||||||||||||
|
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.
|
||||||||||||||
|
The currency which: - the option buyer will pay (sell) - the option writer will receive (buy)
|
||||||||||||||
|
The currency amount that the option gives the right to sell.
|
||||||||||||||
|
If Direct Loan Participation is specified as a deliverable obligation characteristic, this specifies any requirements for the Qualifying Participation Seller.
|
||||||||||||||
|
The quality of the gas to be delivered.
|
||||||||||||||
quantity (defined in CommodityNotionalQuantity complexType) |
Amount of commodity per quantity frequency.
|
|||||||||||||
quantity (defined in UnitQuantity complexType) |
Amount of commodity per quantity frequency.
|
|||||||||||||
quantity (defined in WeatherIndex complexType) |
This is the Reference Level.
|
|||||||||||||
quantity (in genericProduct) |
The periodic quantity.
|
|||||||||||||
|
A description of how much of the instrument is held.
|
||||||||||||||
|
A description of how much of the instrument was traded.
|
||||||||||||||
quantity (in numberOfUnits in calculationElements) |
Amount of units.
|
|||||||||||||
quantityFrequency (defined in CommodityNotionalQuantity complexType) |
The frequency at which the Notional Quantity is deemed to apply for purposes of calculating the Total Notional Quantity.
|
|||||||||||||
|
The frequency at which the Notional Quantity is deemed to apply for purposes of calculating the Total Notional Quantity.
|
||||||||||||||
quantityReference (defined in CommodityNotionalQuantity.model group) |
A pointer style reference to a quantity defined on another leg.
|
|||||||||||||
|
A pointer to a specification of quantity defined elsewhere.
|
||||||||||||||
|
||||||||||||||
|
A pointer style reference to a quantity defined on another leg.
|
||||||||||||||
|
The quantity per Calculation Period.
|
||||||||||||||
quantityUnit (defined in CommodityNotionalQuantity complexType) |
Quantity Unit is the unit of measure applicable for the quantity on the Transaction.
|
|||||||||||||
quantityUnit (defined in UnitQuantity complexType) |
Quantity Unit is the unit of measure applicable for the quantity on the Transaction.
|
|||||||||||||
|
If true, indicates that QVA is applicable.
|
||||||||||||||
|
If “Quanto” is specified as the Settlement Type in the relevant Transaction Supplement, an amount, as determined by the Calculation Agent in accordance with the Section 8.2 of the Equity Definitions.
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
Global element used to substitute for "portfolio".
|
||||||||||||||
queryPortfolio (defined in ReportContents complexType) |
The desired query portfolio.
|
|||||||||||||
queryPortfolio (defined in RequestedPositions complexType) |
The desired query portfolio.
|
|||||||||||||
|
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.
|
||||||||||||||
quotationCharacteristics (defined in Price complexType) |
Allows information about how the price was quoted to be provided.
|
|||||||||||||
|
The default quotation characteristics for this document (e.g. currency, location).
|
||||||||||||||
|
||||||||||||||
|
The default quotation characteristics for this document (e.g. currency, location).
|
||||||||||||||
|
The default quotation characteristics for this document (e.g. currency, location).
|
||||||||||||||
|
Charactistics (measure types, units, sides, etc.) of the quotes used (requested/reported) in the valuation set.
|
||||||||||||||
|
The type of price quotations to be requested from dealers when determining the market value of the reference obligation for purposes of cash settlement.
|
||||||||||||||
quotationRateType (defined in CashPriceMethod complexType) |
Which rate quote is to be observed, either Bid, Mid, Offer or Exercising Party Pays.
|
|||||||||||||
quotationRateType (defined in YieldCurveMethod complexType) |
Which rate quote is to be observed, either Bid, Mid, Offer or Exercising Party Pays.
|
|||||||||||||
|
Which rate quote is to be observed, either Bid, Mid, Offer or Exercising Party Pays.
|
||||||||||||||
|
The type of quotation that was used between the trading desks.
|
||||||||||||||
quote (defined in AssetValuation complexType) |
One or more numerical measures relating to the asset, possibly together with sensitivities of that measure to pricing inputs.
|
|||||||||||||
quote (defined in FxOptionPremium complexType) |
This is the option premium as quoted.
|
|||||||||||||
quote (defined in ReportedExposure complexType) |
One or more numerical exposure values relating to the exposure category
|
|||||||||||||
quote (in assetQuote) |
One or more numerical measures relating to the asset, possibly together with sensitivities of that measure to pricing inputs
|
|||||||||||||
|
Pricing information for the trade.
|
||||||||||||||
|
||||||||||||||
quote (in standardProduct) |
Pricing information for the trade.
|
|||||||||||||
quoteBasis (defined in FxAccrualConditionLevel.model group) |
The Quoted Currency Pair that is used accross the product.
|
|||||||||||||
quoteBasis (defined in QuotedCurrencyPair complexType) |
The method by which the exchange rate is quoted.
|
|||||||||||||
quoteBasis (in quote defined in FxOptionPremium complexType) |
The method by which the option premium was quoted.
|
|||||||||||||
quoteBasis (in quotedCurrencyPair in exchangeRate in underlyer in genericProduct) |
The method by which the exchange rate is quoted.
|
|||||||||||||
quoteBasis (in strike in linearPayoffRegion in fxAccrualForward) |
The Quoted Currency Pair that is used across the product.
|
|||||||||||||
quotedCurrencyPair (defined in ExchangeTradedContractUnderlyer complexType) |
Defines the two currencies for an FX trade and the quotation relationship between the two currencies.
|
|||||||||||||
quotedCurrencyPair (defined in FxAccrualBarrier complexType) |
Defines the two currencies for an FX trade and the quotation relationship between the two currencies.
|
|||||||||||||
quotedCurrencyPair (defined in FxBarrierFeature complexType) |
Defines the two currencies for an FX trade and the quotation relationship between the two currencies.
|
|||||||||||||
quotedCurrencyPair (defined in FxFixing complexType) |
Defines the two currencies for an FX trade and the quotation relationship between the two currencies.
|
|||||||||||||
quotedCurrencyPair (defined in FxPerformanceSwap complexType) |
A Currency Pair with regards to this transaction and the quoting convention.
|
|||||||||||||
quotedCurrencyPair (defined in FxRate complexType) |
Defines the two currencies for an FX trade and the quotation relationship between the two currencies.
|
|||||||||||||
quotedCurrencyPair (defined in FxRateObservable complexType) |
FX rate to be observed.
|
|||||||||||||
quotedCurrencyPair (defined in FxTriggerBase complexType) |
Defines the two currencies for an FX trade and the quotation relationship between the two currencies.
|
|||||||||||||
quotedCurrencyPair (defined in NoTouchUpperBarrierObservation complexType) |
Defines the currency pair and quote basis for an FX rate.
|
|||||||||||||
quotedCurrencyPair (defined in TriggerRateObservation complexType) |
Defines the currency pair and quote basis for an FX rate.
|
|||||||||||||
quotedCurrencyPair (in crossRate defined in FxRateObservable complexType) |
|
|||||||||||||
quotedCurrencyPair (in exchangeRate defined in FxCoreDetails.model group) |
Defines the two currencies for an FX trade and the quotation relationship between the two currencies.
|
|||||||||||||
quotedCurrencyPair (in exchangeRate in underlyer in genericProduct) |
Defines the two currencies for an FX trade and the quotation relationship between the two currencies.
|
|||||||||||||
quotedCurrencyPair (in fx) |
Defines the two currencies for an FX trade and the quotation relationship between the two currencies.
|
|||||||||||||
|
Defines the two currencies for an FX trade and the quotation relationship between the two currencies.
|
||||||||||||||
|
A currency Pair the straddle is based on.
|
||||||||||||||
|
The Quoted Currency Pair that is used accross the product.
|
||||||||||||||
quotedCurrencyPair (in lowerBarrier in noTouch) |
Defines the currency pair and quote basis for an FX rate.
|
|||||||||||||
quotedCurrencyPair (in touch in fxDigitalOption) |
Defines the two currencies for an FX trade and the quotation relationship between the two currencies.
|
|||||||||||||
|
Describes the composition of a rate that has been quoted.
|
||||||||||||||
|
The optional units that the measure is expressed in.
|
||||||||||||||
|
The exchange rate used to cross between the traded currencies.
|
||||||||||||||
rate (defined in FxPayoffCap complexType) |
Cap/Floor rate.
|
|||||||||||||
|
The rate of exchange between the two currencies of the leg of a deal.
|
||||||||||||||
rate (defined in ObservedRate complexType) |
The observed rate value which triggered the barrier event.
|
|||||||||||||
rate (in exchangeRate defined in FxCoreDetails.model group) |
The rate of exchange between the two currencies of the leg of a deal.
|
|||||||||||||
rate (in exchangeRate in underlyer in genericProduct) |
The rate of exchange between the two currencies of the leg of a deal.
|
|||||||||||||
rate (in forwardRate) |
Constant rate value, applicable for the duration of the execution period.
|
|||||||||||||
rate (in rateObservation in asian in features in fxOption) |
The observed rate of exchange between the two option currencies.
|
|||||||||||||
rate (in strike in dualCurrency) |
The rate of exchange between the two currencies of the leg of a deal.
|
|||||||||||||
|
The rate of exchange between the two currencies of the leg of a deal.
|
||||||||||||||
rate (in withholdingTaxTerms) |
|
|||||||||||||
|
The base element for the floating rate calculation definitions.
|
||||||||||||||
rateCurve (in forwardCurve) |
The curve of forward values.
|
|||||||||||||
|
The curve of zero-coupon values.
|
||||||||||||||
|
Specifies the number of business days before the period end date when the rate cut-off date is assumed to apply.
|
||||||||||||||
|
Identifies a simple underlying asset that is an interest rate index.
|
||||||||||||||
rateObservation (in asian in features in fxOption) |
One or more specific rate observation dates.
|
|||||||||||||
|
The details of a particular rate observation, including the fixing date and observed rate.
|
||||||||||||||
|
The value of the index on the reset/fixing date.
|
||||||||||||||
|
The method by which observed rate values are quoted, in terms of the option put/call currencies.
|
||||||||||||||
|
Specifies the terms of the initial price of the return type swap and of the subsequent valuations of the underlyer.
|
||||||||||||||
|
A pointer style reference to a floating rate component defined as part of a stub calculation period amount component.
|
||||||||||||||
rateSource (defined in InformationSource complexType) |
An information source for obtaining a market rate.
|
|||||||||||||
rateSource (in fx) |
Defines the source of the FX rate.
|
|||||||||||||
|
The rate source in the case of a variable cap.
|
||||||||||||||
rateSource (in publication) |
The publication in which the rate, price, index or factor is to be found.
|
|||||||||||||
rateSourceFixing (defined in FxCashSettlement complexType) |
Specifies the source for and timing of a fixing of an exchange rate.
|
|||||||||||||
rateSourceFixing (defined in FxCashSettlementSimple complexType) |
Settlement Rate Source and Fixing Date.
|
|||||||||||||
rateSourcePage (defined in InformationSource complexType) |
A specific page for the rate source for obtaining a market rate.
|
|||||||||||||
|
A specific page or screen (in the case of electronically published information) on which the rate source is to be found.
|
||||||||||||||
rateSourcePageHeading (defined in InformationSource complexType) |
The heading for the rate source on a given rate source page.
|
|||||||||||||
|
The heading for the rate source on a given rate source page or screen.
|
||||||||||||||
rateTreatment (defined in FloatingRate complexType) |
The specification of any rate conversion which needs to be applied to the observed rate before being used in any calculations.
|
|||||||||||||
rateTreatment (in floatingRate defined in StubValue complexType) |
The specification of any rate conversion which needs to be applied to the observed rate before being used in any calculations.
|
|||||||||||||
ratio (defined in SettlementPeriodLeverage complexType) |
Leverage expressed as ratio.
|
|||||||||||||
ratio (in leverage defined in FxTargetLinearPayoffRegion complexType) |
Leverage rate with optional steps.
|
|||||||||||||
ratio (in leverage in linearPayoffRegion in fxAccrualForward) |
Leverage rate with optional steps.
|
|||||||||||||
|
The contract specifies whether which price must satisfy the boundary condition.
|
||||||||||||||
reason (defined in Exception.model group) |
An instance of the Reason type used to record the nature of any errors associated with a message.
|
|||||||||||||
reason (defined in Withdrawal complexType) |
|
|||||||||||||
reason (in clearingStatusItem) |
Supporting information which may be produced to explain the clearing process status.
|
|||||||||||||
|
||||||||||||||
|
Reason for not executing the trade on SEF or other facility.
|
||||||||||||||
reason (in positionUpdate) |
Allows information about reason for the update to be record.
|
|||||||||||||
|
||||||||||||||
|
The reason for any dispute or change in verification status.
|
||||||||||||||
reasonCode (defined in CollateralRetractionReason complexType) |
reason codes that specify the reason for retraction
|
|||||||||||||
reasonCode (defined in Reason complexType) |
A machine interpretable error code.
|
|||||||||||||
|
standard reason codes used for the collateral response message
|
||||||||||||||
|
standard reason codes used for the response to the interest notification.
|
||||||||||||||
|
reason codes used in the margin call response
|
||||||||||||||
|
standard reason codes used for the substitution response message
|
||||||||||||||
|
A rebate payable in the event of knockout.
|
||||||||||||||
|
Any rebate payable as a result of the knock out
|
||||||||||||||
|
Spread used if exercised before make whole date.
|
||||||||||||||
|
A reference to the account that receives the payments corresponding to this structure.
|
||||||||||||||
receiverPartyReference (defined in Receiver.model group) |
A reference to the party that receives the payments corresponding to this structure.
|
|||||||||||||
|
The party receiving the interest statement.
|
||||||||||||||
|
The party receiving the interest notification.
|
||||||||||||||
|
The party receiving the interest notification.
|
||||||||||||||
|
The party receiving the interest notification.
|
||||||||||||||
|
The party receiving the interest notification.
|
||||||||||||||
receivingPartyReference (defined in DeliverReturn.model group) |
|
|||||||||||||
receivingPartyReference (defined in InterestAccrued complexType) |
The party delivering the accrued interest.
|
|||||||||||||
receivingPartyReference (defined in ProposedCollateralDeliveryReturn complexType) |
|
|||||||||||||
|
Used for fixed recovery, specifies the recovery level, determined at contract inception, to be applied on a default.
|
||||||||||||||
|
A single recovery rate, to be used for all terms.
|
||||||||||||||
|
A curve of recovery rates, allowing different terms to have different recovery rates.
|
||||||||||||||
|
Earlier date between the convertible bond put dates and its maturity date.
|
||||||||||||||
|
Specifies the reference Amount when this term either corresponds to the standard ISDA Definition (either the 2002 Equity Definition for the Equity Amount, or the 2000 Definition for the Interest Amount), or points to a term defined elsewhere in the swap document.
|
||||||||||||||
|
An institution (party) identified by means of a coding scheme and an optional name.
|
||||||||||||||
|
An institution (party) identifier, e.g. a bank identifier code (BIC).
|
||||||||||||||
|
The name of the institution (party).
|
||||||||||||||
referenceCurrency (defined in FxCashSettlement complexType) |
|
|||||||||||||
referenceCurrency (defined in FxCashSettlementSimple complexType) |
Reference Currency.
|
|||||||||||||
referenceCurrency (defined in FxFeature complexType) |
Specifies the reference currency of the trade.
|
|||||||||||||
|
The reference currency in the exchange rate being monitored for disruption events.
|
||||||||||||||
|
The currency in which the swap stream is denominated.
|
||||||||||||||
referenceEntity (defined in CreditEntity.model group) |
The entity for which this is defined.
|
|||||||||||||
referenceEntity (defined in CreditEventNoticeDocument complexType) |
|
|||||||||||||
referenceEntity (defined in TradeUnderlyer complexType) |
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.
|
|||||||||||||
|
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.
|
||||||||||||||
|
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.
|
||||||||||||||
referenceEntity (in underlyer in genericProduct) |
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.
|
|||||||||||||
|
This element contains all the terms relevant to defining the reference entity and reference obligation(s).
|
||||||||||||||
|
Reference level is the number of degree-days (in the case of HDD and CDD) or inches/millimeters (in the case of CPD) on which the differential is calculated.
|
||||||||||||||
|
If Reference Level Equals Zero is specified to be applicable then CPD means, for any day during the Calculation Period, (A) 1 if the Daily Precipitation for that day is greater than or equal to the CPD Reference Level or (B) zero if the the Daily Precipitation for that day is less than the CPD Reference Level.
|
||||||||||||||
|
||||||||||||||
|
The Reference Obligation is a financial instrument that is either issued or guaranteed by the reference entity.
|
||||||||||||||
|
The Reference Obligation is a financial instrument that is either issued or guaranteed by the reference entity.
|
||||||||||||||
|
||||||||||||||
|
Applicable to the transactions on mortgage-backed security, which can make use of a reference policy.
|
||||||||||||||
|
This element contains all the reference pool items to define the reference entity and reference obligation(s) in the basket
|
||||||||||||||
|
||||||||||||||
|
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.
|
||||||||||||||
|
The strike of an option when expressed by reference to a swap curve.
|
||||||||||||||
region (defined in PartyExposureCategory.model group) |
|
|||||||||||||
region (defined in PartyInformation.model group) |
A code for a grouping of countries to which this belongs.
|
|||||||||||||
|
The ID assigned by the regulator (e.g.
|
||||||||||||||
|
This element indicates whether the notional amount (or equivalent) is constant across each Calculation Period or whether the notional amount in each Calculation Period ("false") is the notional amount in the previous period multiplied by 1 + commodity index return in the current period ("true").
|
||||||||||||||
rejectionLimit (defined in CoalAttributeDecimal complexType) |
The actual limits of the quality characteristics of the Coal Product above or below which the Buyer may reject a Shipment.
|
|||||||||||||
rejectionLimit (defined in CoalAttributePercentage complexType) |
The actual limits of the quality characteristics of the Coal Product above or below which the Buyer may reject a Shipment.
|
|||||||||||||
|
This can be used to report assets that are related to this exposure, such as the asset on the other side of a basis trade.
|
||||||||||||||
|
Provides information about a unit/division/desk etc. that executed or supports this trade
|
||||||||||||||
|
A short form unique identifier for a related exchange.
|
||||||||||||||
relatedParty (defined in Party.model group) |
Identifies a party that is related to this party, such as a parent, guarantor, or counterparty.
|
|||||||||||||
relatedParty (defined in PartyExposureCategory.model group) |
|
|||||||||||||
relatedParty (defined in PartyTradeInformation complexType) |
This may be used to identify one or more parties that perform a role within the transaction.
|
|||||||||||||
relatedParty (defined in TradeValuationItem complexType) |
This may be used to identify one or more parties that perform a role within the transaction.
|
|||||||||||||
relatedParty (in allocation) |
Specifies any relevant parties to the allocation which should be referenced.
|
|||||||||||||
|
This may be used to identify one or more parties that perform a role within the transaction.
|
||||||||||||||
|
This may be used to identify one or more parties that perform a role within the transaction.
|
||||||||||||||
relatedParty (in partyTradeInformation defined in Withdrawal complexType) |
This may be used to identify one or more parties that perform a role within the transaction.
|
|||||||||||||
|
This may be used to identify one or more parties that perform a role within the transaction.
|
||||||||||||||
relatedParty (in reportingRegime defined in PartyTradeInformation complexType) |
This may be used to identify one or more parties that perform a role within the transaction.
|
|||||||||||||
|
Provides information about a person that executed or supports this trade
|
||||||||||||||
|
The first day(s) of the exercise period(s) for an American-style option where it is relative to the occurrence of an external event.
|
||||||||||||||
relativeDate (defined in AdjustableDatesOrRelativeDateOffset complexType) |
A series of dates specified as a repeating sequence from a base date.
|
|||||||||||||
relativeDate (defined in AdjustableOrRelativeDate complexType) |
A date specified as some offset to another date (the anchor date).
|
|||||||||||||
relativeDate (defined in Composite complexType) |
A date specified as some offset to another date (the anchor date).
|
|||||||||||||
|
A date specified as some offset to another date (the anchor date).
|
||||||||||||||
|
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.
|
||||||||||||||
relativeDates (defined in AdjustableOrRelativeDates complexType) |
A series of dates specified as some offset to another series of dates (the anchor dates).
|
|||||||||||||
relativeDates (defined in AdjustableRelativeOrPeriodicDates2 complexType) |
A series of dates specified as some offset to another series of dates (the anchor dates).
|
|||||||||||||
relativeDateSequence (defined in AdjustableRelativeOrPeriodicDates complexType) |
A series of dates specified as some offset to other dates (the anchor dates) which can
|
|||||||||||||
relativeDateSequence (in valuationDate defined in EquityValuation complexType) |
A date specified in relation to some other date defined in the document (the anchor date), where there is the opportunity to specify a combination of offset rules.
|
|||||||||||||
|
A reference to the return swap notional determination method defined elsewhere in this document.
|
||||||||||||||
|
Defines the effective date.
|
||||||||||||||
relativeExpirationDates (in americanExercise defined in CommodityPhysicalExercise complexType) |
The Expiration Date(s) of an American-style option where it is relative to the occurrence of an external event.
|
|||||||||||||
relativeExpirationDates (in europeanExercise defined in CommodityPhysicalExercise complexType) |
The Expiration Date(s) of a European-style option where it is relative to the occurrence of an external event.
|
|||||||||||||
|
A reference to the return swap notional amount defined elsewhere in this document.
|
||||||||||||||
|
The Payment Dates of the trade relative to the Calculation Periods.
|
||||||||||||||
|
Bond price relative to a Benchmark.
|
||||||||||||||
|
The term/maturity of the swap, express as a tenor (typically in years).
|
||||||||||||||
|
Indicates whether the settlement schedule is relative to the expiry schedule or the expiry schedule is relative to the settlement schedule.
|
||||||||||||||
|
||||||||||||||
|
Relevent Jurisdiction is a term used in the AEJ Master Confirmation, which is used to determine local taxes, which shall mean taxes, duties and similar charges that would be imposed by the taxing authority of the Country of Underlyer on a Hypothetical Broker Dealer assuming the Applicable Hedge Positions are held by its office in the Relevant Jurisdiction.
|
||||||||||||||
|
The date on the underlying set by the exercise of an option.
|
||||||||||||||
|
The date on the underlying set by the exercise of an option.
|
||||||||||||||
|
The date on the underlying set by the exercise of an option.
|
||||||||||||||
|
Reference to the unadjusted cancellation effective dates.
|
||||||||||||||
|
The amount which represents the portion of the Old Contract not being novated.
|
||||||||||||||
|
The number of options which represent the portion of the Old Contract not being novated.
|
||||||||||||||
|
The number of options which represent the portion of the Old Contract not being novated.
|
||||||||||||||
|
A pointer style reference to a party identifier defined elsewhere in the document.
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
Used to remove a position from the portfolio.
|
||||||||||||||
|
Indicates that this message replaces all previous positions for this portfolio.
|
||||||||||||||
|
A collection of shifts to be applied to market inputs prior to computation of the derivative.
|
||||||||||||||
|
A reference to the substitution to do.
|
||||||||||||||
|
A reference to the replacement version of the market input, e.g. a bumped yield curve.
|
||||||||||||||
|
Global element representing a Repo.
|
||||||||||||||
|
The repo interest is basically the difference between the settlement amounts at spot and forward date.
|
||||||||||||||
reportContents (defined in TradeCashflowsDefinition.model group) |
The specific characteristics included in the report.
|
|||||||||||||
|
The specific characteristics included in the report.
|
||||||||||||||
|
The specific characteristics included in the report.
|
||||||||||||||
|
The specific characteristics included in the report.
|
||||||||||||||
|
The specific characteristics included in the report.
|
||||||||||||||
|
The specific characteristics included in the report.
|
||||||||||||||
|
The specific characteristics that should be provided.
|
||||||||||||||
|
The specific characteristics to be included in the report.
|
||||||||||||||
|
The specific characteristics included in the report.
|
||||||||||||||
|
The specific characteristics included in the report.
|
||||||||||||||
|
The specific characteristics included in the report.
|
||||||||||||||
|
The specific characteristics included in the report.
|
||||||||||||||
|
An identifier for the specific instance of this report.
|
||||||||||||||
|
||||||||||||||
|
Identifiers for the report instance and section.
|
||||||||||||||
|
Identifiers for the report instance and section.
|
||||||||||||||
|
||||||||||||||
|
The reason this message is being sent, for example Snapshot, PET, Confirmation, RealTimePublic.
|
||||||||||||||
reportingRegime (defined in PartyTradeInformation complexType) |
Allows the organization to specify which if any relevant regulators or other supervisory bodies this is relevant for, and what reporting rules apply.
|
|||||||||||||
reportingRegime (defined in ReportContents complexType) |
The regulatory reporting regime for which this report contains information
|
|||||||||||||
reportingRegime (defined in Withdrawal complexType) |
DEPRECATED.
|
|||||||||||||
reportingRegime (in partyTradeInformation defined in Withdrawal complexType) |
Allows the organization to specify which if any relevant regulators or other supervisory bodies this is relevant for, and what reporting rules apply.
|
|||||||||||||
|
Allows the organization to specify which if any relevant regulators or other supervisory bodies this is relevant for, and what reporting rules apply.
|
||||||||||||||
reportingRole (defined in PartyTradeInformation complexType) |
Identifies the role of this party in reporting this trade (e.g. originator, counterparty).
|
|||||||||||||
reportingRole (defined in ReportingRegimeIdentifier complexType) |
Identifies the role of this party in reporting this trade for this regulator; roles could include ReportingParty and Voluntary reporting.
|
|||||||||||||
reportingRole (defined in TradeIdentifier complexType) |
Identifies the role of this party in reporting this trade (e.g. originator, counterparty, recipient).
|
|||||||||||||
reportingRole (in reportingRegime defined in PartyTradeInformation complexType) |
Identifies the role of this party in reporting this trade for this regulator; roles could include ReportingParty and Voluntary reporting.
|
|||||||||||||
reportingRoles (defined in Position complexType) |
Information about the roles of the parties with respect to reporting the positions.
|
|||||||||||||
reportingRoles (defined in PositionWithoutId.model group) |
Information about the roles of the parties with respect to reporting the positions.
|
|||||||||||||
|
ISDA 2002 Equity Derivative Representations.
|
||||||||||||||
|
||||||||||||||
repudiationMoratorium (defined in CreditEvents complexType) |
A credit event.
|
|||||||||||||
|
||||||||||||||
|
Date and time of the request for admission to trading on the trading venue.
|
||||||||||||||
|
Whether the issuer of the financial instrument has requested or approved the trading or admission to trading of their financial instruments on a trading venue.
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
The name of the data set (portfolio, product type, etc.) that this request corresponds to.
|
||||||||||||||
|
The specific positions that this request corresponds to.
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
resetDate (defined in RateObservation complexType) |
The reset date.
|
|||||||||||||
|
||||||||||||||
|
The reset dates schedule.
|
||||||||||||||
|
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.
|
||||||||||||||
|
A pointer style reference to the associated reset dates component defined elsewhere in the document.
|
||||||||||||||
|
||||||||||||||
|
The frequency at which reset dates occur.
|
||||||||||||||
resetFrequency (in resetDates) |
The frequency at which reset dates occur.
|
|||||||||||||
|
Specifies whether the reset dates are determined with respect to each adjusted calculation period start date or adjusted calculation period end date.
|
||||||||||||||
|
Specifies whether the reset dates are determined with respect to each adjusted calculation period start date or adjusted calculation period end date.
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
reason codes that specify the reason for the dispute
|
||||||||||||||
|
The unique identifier of the resource within the event.
|
||||||||||||||
|
A description of the type of the resource, e.g. a confirmation.
|
||||||||||||||
|
||||||||||||||
restructuring (defined in CreditEvents complexType) |
A credit event.
|
|||||||||||||
restructuring (defined in ProductExposureCategory.model group) |
A credit event.
|
|||||||||||||
|
Specifies the type of restructuring that is applicable.
|
||||||||||||||
resultingTrade (defined in PhysicalSettlement complexType) |
The trade that resulted from the physical settlement.
|
|||||||||||||
resultingTrade (defined in TradeChangeBase complexType) |
|
|||||||||||||
|
The trade id of a resulting trade (beta or gamma trade) that resulted from this trade during a clearing or similar operation (e.g. prime brokerage).
|
||||||||||||||
|
The ID of the trade that resulted from the physical settlement.
|
||||||||||||||
return (defined in ExpectedCollateralDeliveryReturn complexType) |
|
|||||||||||||
return (defined in ProposedCollateral complexType) |
|
|||||||||||||
return (defined in ProposedCollateral complexType) |
proposed collateral to be returned
|
|||||||||||||
return (defined in SubstituteCollateral complexType) |
return details for substitute collateral
|
|||||||||||||
return (defined in VariationRequirement complexType) |
|
|||||||||||||
return (defined in VariationRequirement complexType) |
variation margin to be returned
|
|||||||||||||
|
Specifies the conditions under which dividend affecting the underlyer will be paid to the receiver of the amounts.
|
||||||||||||||
|
||||||||||||||
|
Return amounts of the return type swap.
|
||||||||||||||
|
Specifies the structure of a return type swap.
|
||||||||||||||
|
An placeholder for the actual Return Swap Leg definition.
|
||||||||||||||
|
Defines the type of return associated with the return swap.
|
||||||||||||||
revenueObligationLiability (defined in DeliverableObligations complexType) |
An obligation and deliverable obligation characteristic.
|
|||||||||||||
revenueObligationLiability (defined in Obligations complexType) |
An obligation and deliverable obligation characteristic.
|
|||||||||||||
risk (in deliveryConditions in coalPhysicalLeg) |
Specifies how the risk associated with the delivery is assigned.
|
|||||||||||||
risk (in deliveryConditions in metalPhysicalLeg) |
"Risk of loss" may also be used, equivalently, on confirmation documents.
|
|||||||||||||
|
Specifies how the risk associated with the delivery is assigned.
|
||||||||||||||
|
Used to determine how provisions in Part [7] Page 7 (B) Failure to Deliver Not Remedied are to be applied.
|
||||||||||||||
role (defined in RelatedParty complexType) |
The category of the relationship.
|
|||||||||||||
role (in algorithm defined in PartyTradeInformation complexType) |
The category of the function of the algorithm.
|
|||||||||||||
role (in relatedBusinessUnit) |
The category of the relationship.
|
|||||||||||||
role (in relatedParty defined in Party.model group) |
The category of the relationship.
|
|||||||||||||
role (in relatedPerson) |
The category of the relationship.
|
|||||||||||||
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.
|
|||||||||||||
rollConvention (defined in PeriodicPayment complexType) |
Used in conjunction with the effectiveDate, scheduledTerminationDate, firstPaymentDate, lastRegularPaymentDate and paymentFrequency to determine the regular fixed rate payer payment dates.
|
|||||||||||||
rounding (defined in CommodityContent.model group) |
Rounding direction and precision for amounts.
|
|||||||||||||
rounding (defined in FloatingLegCalculation complexType) |
Rounding direction and precision for price values.
|
|||||||||||||
rounding (defined in WeatherLegCalculation complexType) |
Rounding direction and precision for price values.
|
|||||||||||||
|
Specifies the rounding direction.
|
||||||||||||||
|
An account number via which a payment can be routed.
|
||||||||||||||
|
A physical postal address via which a payment can be routed.
|
||||||||||||||
|
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.
|
||||||||||||||
|
A unique identifier for party that is a participant in a recognized payment system.
|
||||||||||||||
routingIds (defined in RoutingIdentification.model group) |
A set of unique identifiers for a party, eachone identifying the party within a payment system.
|
|||||||||||||
|
A set of unique identifiers for a party, eachone identifying the party within a payment system.
|
||||||||||||||
|
A combination of coded payment system identifiers and details for physical addressing for a party involved in the routing of a payment.
|
||||||||||||||
|
A real name that is used to identify a party involved in the routing of a payment.
|
||||||||||||||
|
A piece of free-format text used to assist the identification of a party involved in the routing of a payment.
|
||||||||||||||
|
The size of the denominator, e.g. 0.0001 = 1 bp.
|
||||||||||||||
schedule (defined in AveragingPeriod complexType) |
A schedule for generating averaging observation dates.
|
|||||||||||||
schedule (defined in TriggerEvent complexType) |
A Equity Derivative schedule.
|
|||||||||||||
|
The first and last dates of a schedule.
|
||||||||||||||
scheduledDate (defined in Position complexType) |
Position level schedule date, such as final payment dates, in a simple and flexible format.
|
|||||||||||||
scheduledDate (defined in PositionWithoutId.model group) |
Position level schedule date, such as final payment dates, in a simple and flexible format.
|
|||||||||||||
|
The scheduled date on which the credit protection will lapse.
|
||||||||||||||
|
The scope of the barrier (PerExpiry|Global).
|
||||||||||||||
|
Indicates whether type and source refer to globalCOAL SCoTA specifications.
|
||||||||||||||
secondaryAssetClass (defined in Product.model group) |
A classification of additional risk classes of the trade, if any.
|
|||||||||||||
secondaryAssetClass (defined in ReportContents complexType) |
A classification of additional risk classes of the trade, if any.
|
|||||||||||||
|
A list of actions available to the parties should a Secondary Disruption Event occur.
|
||||||||||||||
secondaryRateSource (defined in CommodityFx complexType) |
An alternative, or secondary, source for where the rate observation will occur.
|
|||||||||||||
secondaryRateSource (defined in FxSpotRateSource complexType) |
An alternative, or secondary, source for where the rate observation will occur.
|
|||||||||||||
secondaryRateSource (defined in PrioritizedRateSource.model group) |
|
|||||||||||||
secondaryRateSource (in asian in features in fxOption) |
An alternative, or secondary, source for where the rate observation will occur.
|
|||||||||||||
|
A strictly ascending sequential (gapless) numeric value that can be used to identify the section of a report.
|
||||||||||||||
sector (defined in ProductExposureCategory.model group) |
|
|||||||||||||
|
The sector classification of the mortgage obligation.
|
||||||||||||||
|
||||||||||||||
|
Whether the deliverable obligation is secured or unsecured.
|
||||||||||||||
|
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].
|
||||||||||||||
|
||||||||||||||
|
Specifies a security as type of expected collateral.
|
||||||||||||||
segregatedIndependentAmount (defined in AgreedAmount complexType) |
|
|||||||||||||
segregatedIndependentAmount (defined in AgreedAmount complexType) |
segregated independent amount part of the agreed amount.
|
|||||||||||||
segregatedIndependentAmount (defined in SubstitutionConfirmationDetails.model group) |
|
|||||||||||||
segregatedIndependentAmount (defined in SubstitutionConfirmationDetails.model group) |
segregated independent amount details for substitute collateral
|
|||||||||||||
segregatedIndependentAmount (in collateral defined in MarginDetails.model group) |
|
|||||||||||||
segregatedIndependentAmount (in collateral defined in MarginDetails.model group) |
segregated independent amount part of the collateral balance.
|
|||||||||||||
|
||||||||||||||
|
segregated independent amount details for proposed collateral response
|
||||||||||||||
|
||||||||||||||
|
segregated independent amount details
|
||||||||||||||
|
||||||||||||||
|
segregated independent amount part of the expected collateral.
|
||||||||||||||
|
||||||||||||||
|
segregated independent amount details for the interest statement
|
||||||||||||||
|
||||||||||||||
|
segregated independent amount details for the interest direction
|
||||||||||||||
|
||||||||||||||
|
segregated independent amount details for the interest reponse
|
||||||||||||||
|
||||||||||||||
|
summary of the segregated independent amount.
|
||||||||||||||
|
||||||||||||||
|
segregated independent amount requirement
|
||||||||||||||
|
||||||||||||||
|
segregated independent amount terms
|
||||||||||||||
|
||||||||||||||
|
segregated independent amount details for proposed collateral
|
||||||||||||||
|
||||||||||||||
|
segregated independent amount details for substitute collateral
|
||||||||||||||
|
||||||||||||||
|
segregated independent amount details for substitute collateral
|
||||||||||||||
|
The party that has sold.
|
||||||||||||||
seller (defined in StrikeSchedule complexType) |
The party that has sold.
|
|||||||||||||
|
A reference to the account that sells this instrument.
|
||||||||||||||
|
The hub code of the has seller.
|
||||||||||||||
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.
|
|||||||||||||
|
||||||||||||||
|
A unique identifier (within its coding scheme) indicating an intended recipent of a message.
|
||||||||||||||
seniority (defined in FixedIncomeSecurityContent.model group) |
The repayment precedence of a debt instrument.
|
|||||||||||||
seniority (defined in IndexReferenceInformation complexType) |
Seniority of debt instruments comprising the index.
|
|||||||||||||
seniority (defined in ProductExposureCategory.model group) |
The repayment precedence of a debt instrument.
|
|||||||||||||
seniority (in creditCurve) |
The level of seniority of the deliverable obligation.
|
|||||||||||||
|
The seniority.
|
||||||||||||||
seniority (in productSummary) |
DEPRECATED.
|
|||||||||||||
|
||||||||||||||
|
The default characteristics of the quotation, e.g. type, units, etc.
|
||||||||||||||
|
A set of sensitivity definitions.
|
||||||||||||||
|
Zero or more sets of sensitivities of this measure to various input parameters.
|
||||||||||||||
|
Definition(s) of sensitivity sets used (requested or reported) in this valuation set.
|
||||||||||||||
|
The unique identifier (within its coding scheme) for the originator of a message instance.
|
||||||||||||||
|
Sequence in which the reference to the disruption fallback should be applied.
|
||||||||||||||
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.
|
|||||||||||||
|
||||||||||||||
|
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.
|
||||||||||||||
|
The name of the service to which the message applies
|
||||||||||||||
|
The name of the service to which the message applies
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
A reference to the party that services/supports the account.
|
||||||||||||||
|
Used to specify the Relevant Settled Entity Matrix when there are settled entities at the time of the trade.
|
||||||||||||||
settlementAdjustmentStyle (defined in FxPayoffCap complexType) |
The Settlement Adjustment Style can be VariedStrike or VariedNotional.
|
|||||||||||||
|
Specifies the calculation method by which the final accumulated value is adjusted equal to the target value, in the case where the target style is "Exact".
|
||||||||||||||
|
The Settlement Adjustment Style can be VariedStrike or VariedNotional.
|
||||||||||||||
settlementAdjustmentStyle (in physicalSettlement defined in FxTargetConstantPayoffRegion complexType) |
The Settlement Adjustment Style can be VariedStrike or VariedNotional.
|
|||||||||||||
settlementAmount (defined in SettlementAmountOrCurrency.model group) |
Settlement Amount
|
|||||||||||||
|
The total amount of settlement currency that will be paid over the life of the trade if calculable.
|
||||||||||||||
settlementAmount (in nearLeg in repo) |
Settlement Amount
|
|||||||||||||
|
Whether there is settlement at knockout.
|
||||||||||||||
settlementCurrency (defined in CommodityExercise complexType) |
The currency into which the Commodity Option Transaction will settle.
|
|||||||||||||
settlementCurrency (defined in CommoditySwapDetails.model group) |
The currency into which the Commodity Swap Transaction will settle.
|
|||||||||||||
settlementCurrency (defined in EquityExerciseValuationSettlement complexType) |
The currency in which a cash settlement for non-deliverable forward and non-deliverable options.
|
|||||||||||||
settlementCurrency (defined in FxCashSettlement complexType) |
The currency in which cash settlement occurs for non-deliverable forwards and cash-settled options (non-deliverable or otherwise).
|
|||||||||||||
settlementCurrency (defined in FxCashSettlementSimple complexType) |
The currency in which cash settlement occurs.
|
|||||||||||||
settlementCurrency (defined in SettlementAmountOrCurrency.model group) |
Settlement Currency for use where the Settlement Amount cannot be known in advance
|
|||||||||||||
settlementCurrency (defined in SettlementTerms complexType) |
ISDA 2003 Term: Settlement Currency
|
|||||||||||||
|
The currency in which the commodity performance swap transaction will settle.
|
||||||||||||||
|
The currency into which the Commodity Option Transaction will settle.
|
||||||||||||||
|
The currency or currencies in which the product can settle.
|
||||||||||||||
|
The currency that stream settles in (to support swaps that settle in a currency different from the notional currency).
|
||||||||||||||
|
||||||||||||||
settlementDate (defined in EquityExerciseValuationSettlement complexType) |
Date on which settlement of option premiums will occur.
|
|||||||||||||
settlementDate (defined in FxCashSettlement complexType) |
The date on which settlement is scheduled to occur
|
|||||||||||||
settlementDate (defined in FxPerformanceSwap complexType) |
The date on which the Settlement Amount will be settled.
|
|||||||||||||
settlementDate (defined in FxSettlementDateOrSchedule.model group) |
The date on which settlement takes place for a settlement period.
|
|||||||||||||
settlementDate (defined in OptionSettlement.model group) |
|
|||||||||||||
settlementDate (defined in RepoLegBase complexType) |
Settlement or Payment Date for the transaction.
|
|||||||||||||
settlementDate (defined in SettlementPeriod complexType) |
Settlement date for the settlement period.
|
|||||||||||||
|
Date on which the bullion will settle.
|
||||||||||||||
settlementDate (in straddle) |
DEPRECATED.
|
|||||||||||||
|
The date on which delivery of the transacted currency amounts will occur, expressed as an offset from the execution date. * This property is optional in the schema, allowing it to be omitted by systems which do not support it; however this information would be expected in contractual documentation (e.g. termsheet, confirmation).
|
||||||||||||||
|
Describes contract terms related to the consequences of Bullion Settlement Disruption Events.
|
||||||||||||||
settlementInformation (defined in FxOptionPremium complexType) |
The information required to settle a currency payment that results from a trade.
|
|||||||||||||
settlementInformation (defined in Payment complexType) |
The information required to settle a currency payment that results from a trade.
|
|||||||||||||
|
The information required to settle a currency payment that results from a trade.
|
||||||||||||||
settlementInformation (in premium in straddle) |
The Seller details for settling the FxStraddlePremium.
|
|||||||||||||
|
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.
|
||||||||||||||
|
The Settlement Level means either the cumulative number of Weather Index Units for each day in the Calculation Period (Cumulative) or the cumulative number of Weather Index Units for each day in the Calculation Period divided by the number of days in the Calculation Period (Average) or the maximum number of Weather Index Units for any day in the Calculation Period (Maximum) or the minimum number of Weather Index Units for any day in the Calculation Period.
|
||||||||||||||
|
The mechanism by which settlement is to be made.
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
Defines each settlement period in the tabular/matrix representation of the product.
|
||||||||||||||
|
Defines each settlement period in the tabular/matrix representation of the product.
|
||||||||||||||
settlementPeriods (defined in CommodityPricingDates complexType) |
Specifies a set of Settlement Periods associated with an Electricity Transaction for delivery on an Applicable Day or for a series of Applicable Days.
|
|||||||||||||
settlementPeriods (defined in CommodityValuationDates complexType) |
Specifies a set of Settlement Periods associated with an Electricity Transaction for delivery on an Applicable Day or for a series of Applicable Days.
|
|||||||||||||
|
The specification of the Settlement Periods in which the electricity will be delivered.
|
||||||||||||||
|
Specifies the delivery time periods (normally used for electricity swaps).
|
||||||||||||||
|
It supports the representation of a matrix/tabular approach of the product by defining a set of settlement periods.
|
||||||||||||||
|
It supports the representation of a matrix/tabular approach of the product by defining a set of settlement periods.
|
||||||||||||||
|
For an electricity transaction, the Notional Quantity for a one or more groups of Settlement Periods to which the Notional Quantity is based.
|
||||||||||||||
|
For an electricity transaction, the Notional Quantity schedule for a one or more groups of Settlement Periods to which the Notional Quantity is based.
|
||||||||||||||
|
For an electricity transaction, the Notional Quantity for a given Calculation Period during the life of the trade which applies to the range(s) of Settlement Periods referenced by settlementPeriodsReference.
|
||||||||||||||
|
For an electricity transaction, the fixed price for one or more groups of Settlement Periods on which fixed payments are based.
|
||||||||||||||
|
For an electricity transaction, the fixed price schedule for one or more groups of Settlement Periods on which fixed payments are based. if the schedule differs for different groups of Settlement Periods, this element should be repeated.
|
||||||||||||||
|
For an electricity transaction, the Fixed Price for a given Calculation Period during the life of the trade which applies to the range(s) of Settlement Periods referenced by settlementPeriods Reference.
|
||||||||||||||
settlementPeriodsReference (defined in CommodityPricingDates complexType) |
Allows a set of Settlement Periods to reference one already defined elsewhere in the trade structure.
|
|||||||||||||
settlementPeriodsReference (defined in CommodityValuationDates complexType) |
Allows a set of Settlement Periods to reference one already defined elsewhere in the trade structure.
|
|||||||||||||
|
A pointer style reference to the range(s) of Settlement Periods to which this quantity applies.
|
||||||||||||||
|
A pointer style reference to the range(s) of Settlement Periods to which this quantity applies.
|
||||||||||||||
|
The range(s) of Settlement Periods to which the Notional Quantity applies.
|
||||||||||||||
|
The range(s) of Settlement Periods to which the Fixed Price steps apply.
|
||||||||||||||
|
||||||||||||||
|
The range(s) of Settlement Periods to which the Fixed Price steps apply.
|
||||||||||||||
|
The specification of the Settlement Periods in which the electricity will be delivered.
|
||||||||||||||
|
The specification of the Settlement Periods in which the electricity will be delivered for a "shaped" trade i.e. where different Settlement Period ranges will apply to different periods of the trade.
|
||||||||||||||
|
The range of Settlement Periods per Calculation Period.
|
||||||||||||||
|
Indicates that the Settlement Date for the tranaction shall be deemed to be the first Business Day following the day on which the applicable Disruption Event ceases to exist, unless the events continues to exists for more than a maximum number of days.
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
A provision that allows the specification of settlement terms, occuring when the settlement currency is different to the notional currency of the trade.
|
||||||||||||||
|
The rate source for the conversion to the settlement currency.
|
||||||||||||||
settlementRateOption (in settlementRateSource defined in FxRateSourceFixing complexType) |
Indicates that an officially defined rate settlement rate option will be the used for the fixing.
|
|||||||||||||
settlementRateSource (defined in FxRateSourceFixing complexType) |
|
|||||||||||||
settlementRateSource (defined in YieldCurveMethod complexType) |
The method for obtaining a settlement rate.
|
|||||||||||||
settlementSchedule (defined in FxSettlementDateOrSchedule.model group) |
The parameters for defining a schedule of settlement periods for a accrual forward FX transaction.
|
|||||||||||||
|
Defines the settlement/payment schedule of the target product.
|
||||||||||||||
|
Reference to the settlement terms applicable to this item.
|
||||||||||||||
settlementType (defined in EquityExerciseValuationSettlement complexType) |
How the option will be settled.
|
|||||||||||||
settlementType (defined in OptionExercise complexType) |
|
|||||||||||||
settlementType (defined in OptionSettlement.model group) |
|
|||||||||||||
settlementType (in future) |
Settlement method for the contract (Cash, Physical).
|
|||||||||||||
|
How the trade settles (cash or physical).
|
||||||||||||||
settlementType (in noTouch) |
|
|||||||||||||
settlementType (in option) |
Settlement method for the contract (Cash, Physical).
|
|||||||||||||
|
||||||||||||||
settlementType (in touch in optionEvent) |
|
|||||||||||||
|
The physical shape(s) which can be delivered in Seller's option.
|
||||||||||||||
|
The consideration paid for the original shares following the Merger Event consists of both cash/securities and new shares.
|
||||||||||||||
|
The consideration paid for the original shares following the Merger Event consists wholly of cash/securities other than new shares.
|
||||||||||||||
|
The consideration paid for the original shares following the Merger Event consists wholly of new shares.
|
||||||||||||||
shift (in shift in valuationScenario) |
The size of the denominator, e.g. 0.0001 = 1 bp.
|
|||||||||||||
shift (in valuationScenario) |
A collection of shifts to be applied to market inputs prior to computation of the derivative.
|
|||||||||||||
|
The units of the denominator, e.g. currency.
|
||||||||||||||
|
Classification of the transaction as a short sale or not and, if short, of the type of transaction.
|
||||||||||||||
side (defined in QuotationCharacteristics.model group) |
The side (bid/mid/ask) of the measure.
|
|||||||||||||
side (defined in SwapCurveValuation complexType) |
The side (bid/mid/ask) of the measure.
|
|||||||||||||
|
Identifies a simple underlying asset that is a credit default swap.
|
||||||||||||||
|
Identifies a simple underlying asset that is a forward rate agreement.
|
||||||||||||||
|
Identifies a simple underlying asset that is a swap.
|
||||||||||||||
singleDirection (defined in InterestDirection complexType) |
|
|||||||||||||
singleDirection (defined in InterestStatementDirection complexType) |
|
|||||||||||||
|
If optional early termination is not available to both parties then this component specifies the buyer and seller of the option.
|
||||||||||||||
|
Specifies a single fixed amount that is payable by the buyer to the seller on the fixed rate payer payment date.
|
||||||||||||||
|
||||||||||||||
|
Describes the swap's underlyer when it has only one asset component.
|
||||||||||||||
|
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.
|
||||||||||||||
|
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.
|
||||||||||||||
size (in originatingPackage) |
|
|||||||||||||
size (in packageHeader) |
|
|||||||||||||
|
||||||||||||||
|
Indicates the size of the resource in bytes.
|
||||||||||||||
|
The sulfur/sulphur dioxide content of the coal product.
|
||||||||||||||
|
The Quality Adjustment formula to be used where the Actual Shipment SO2/MMBTU value differs from the Standard SO2/MMBTU value.
|
||||||||||||||
|
The temperature at which the height of an ash cone equals half its width.
|
||||||||||||||
|
The temperature at which the height of an ash cone equals its width.
|
||||||||||||||
|
Indicates how the product was original sold as a Put or a Call.
|
||||||||||||||
|
The SCoTA cargo origin, mining region, mine(s), mining complex(es), loadout(s) or river dock(s) or other point(s) of origin that Seller and Buyer agree are acceptable origins for the Coal Product.
|
||||||||||||||
specialDividends (defined in DividendConditions complexType) |
Specifies the method according to which special dividends are determined.
|
|||||||||||||
|
If present and true, then special dividends and memorial dividends are applicable.
|
||||||||||||||
|
Defines a specific rate.
|
||||||||||||||
specifiedCurrency (defined in DeliverableObligations complexType) |
An obligation and deliverable obligation characteristic.
|
|||||||||||||
specifiedCurrency (defined in Obligations complexType) |
An obligation and deliverable obligation characteristic.
|
|||||||||||||
|
A short form unique identifier for a specified exchange.
|
||||||||||||||
|
Specifies the Number of Units
|
||||||||||||||
|
The minimum number of the specified public information sources that must publish information that reasonably confirms that a credit event has occurred.
|
||||||||||||||
|
The 'specified Price' describes the nature of the underlying price that is observed.
|
||||||||||||||
|
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.
|
||||||||||||||
|
One of the monetary amounts in a split settlement payment.
|
||||||||||||||
|
Typically applicable to the physical settlement of bond and convertible bond options.
|
||||||||||||||
|
The spot settlement date for which the structure applies, normally 0-2 days after the base date.
|
||||||||||||||
spotPrice (defined in EquityDerivativeShortFormBase complexType) |
The price per share, index or basket observed on the trade or effective date.
|
|||||||||||||
spotPrice (in equityOption) |
The price per share, index or basket observed on the trade or effective date.
|
|||||||||||||
|
An optional element used for FX forwards and certain types of FX OTC options.
|
||||||||||||||
spotRate (defined in FxTriggerBase complexType) |
An optional element used for FX forwards and certain types of FX OTC options.
|
|||||||||||||
spotRate (in dualCurrency) |
The spot rate at the time the trade was agreed.
|
|||||||||||||
spotRate (in exchangeRate defined in FxCoreDetails.model group) |
An element used for FX forwards and certain types of FX OTC options.
|
|||||||||||||
spotRate (in exchangeRate in underlyer in genericProduct) |
An element used for FX forwards and certain types of FX OTC options.
|
|||||||||||||
spotRate (in forwardRate) |
The spot exchange rate for the specified currency pair as per the specified quote basis, as at the trade date.
|
|||||||||||||
spotRate (in fxAccrualForward) |
An optional element used for FX forwards and certain types of FX OTC options.
|
|||||||||||||
spotRate (in fxAccrualOption) |
An optional element used for FX forwards and certain types of FX OTC options.
|
|||||||||||||
spotRate (in fxCurveValuation) |
|
|||||||||||||
|
An optional element used for FX forwards and certain types of FX OTC options.
|
||||||||||||||
|
Spot rate
|
||||||||||||||
spotRate (in touch in fxDigitalOption) |
An optional element used for FX forwards and certain types of FX OTC options.
|
|||||||||||||
spread (defined in FloatingLegCalculation complexType) |
The spread over or under the Commodity Reference Price for this leg of the trade.
|
|||||||||||||
spread (defined in SwapCurveValuation complexType) |
Spread in basis points over the floating rate index.
|
|||||||||||||
spread (in calculatedRate in calculationElements) |
The ISDA Spread, if any, which applies for the calculation period.
|
|||||||||||||
|
||||||||||||||
|
The ISDA Spread, if any, which applies for the calculation period.
|
||||||||||||||
|
||||||||||||||
spread (in relativePrice) |
Basis Point spread over a Benchmark.
|
|||||||||||||
spread (in strike in creditDefaultSwapOption) |
The strike of a credit default swap option or credit swaption when expressed as a spread per annum.
|
|||||||||||||
|
spreadConversionFactor should be used when the unit of measure of the Commodity Reference Price and the unit of measure in which the spread is quoted are different.
|
||||||||||||||
|
The spread percentage over or under the Commodity Reference Price for this leg of the trade.
|
||||||||||||||
spreadSchedule (defined in FloatingLegCalculation complexType) |
The spread over or under the Commodity Reference Price for this leg of the trade for each Calculation Period.
|
|||||||||||||
spreadSchedule (defined in FloatingRate complexType) |
The ISDA Spread or a Spread schedule expressed as explicit spreads and dates.
|
|||||||||||||
spreadSchedule (in floatingRate defined in StubValue complexType) |
The ISDA Spread or a Spread schedule expressed as explicit spreads and dates.
|
|||||||||||||
|
The ISDA Spread or a Spread schedule expressed as explicit spreads and dates.
|
||||||||||||||
|
The spread per Calculation Period.
|
||||||||||||||
|
spreadUnit should be used when the unit of measure of the Commodity Reference Price and the unit of measure in which the spread is quoted are different.
|
||||||||||||||
|
The spread value can be used in conjunction with the "mid" value to define the bid and the ask value.
|
||||||||||||||
standardContent (defined in CoalAttributeDecimal complexType) |
The actual content of the quality characteristics of the Coal Product Shipment expected by the Buyer.
|
|||||||||||||
standardContent (defined in CoalAttributePercentage complexType) |
The actual content of the quality characteristics of the Coal Product Shipment expected by the Buyer.
|
|||||||||||||
|
Standard products - for use in Transparency reporting to define a product that represents a standardized OTC derivative transaction whose economics do not need to be fully described using an FpML schema because they are implied by the product ID.
|
||||||||||||||
|
If this element is specified and set to 'true', indicates that ISDA defined Standard Public Sources are applicable.
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
Indicates if the reference obligation is a Standard Reference Obligation.
|
||||||||||||||
|
An optional element used to describe how a trade will settle.
|
||||||||||||||
startDate (defined in ParametricSchedule.model group) |
Start of the schedule.
|
|||||||||||||
startDate (defined in Period.model group) |
Date on which this period begins.
|
|||||||||||||
startDate (defined in SettlementPeriodFixingDates complexType) |
Start date of the period.
|
|||||||||||||
startDate (in accrualRegion) |
Defines the end date of the observation period for the barrier.
|
|||||||||||||
|
Start date of the execution period/window.
|
||||||||||||||
startDate (in fixingSchedule defined in FxPerformanceSwap complexType) |
The start of the period over which observations are made to determine whether a trigger has occurred.
|
|||||||||||||
|
The start of the period over which observations are made to determine whether a trigger has occurred.
|
||||||||||||||
startDate (in riskPeriod) |
|
|||||||||||||
startDate (in termDeposit) |
The start date of the calculation period.
|
|||||||||||||
|
||||||||||||||
startingDate (in earlyTermination in returnSwap) |
Specifies the date from which the early termination clause can be exercised.
|
|||||||||||||
|
Specifies the start term of the simple fra, e.g. 3M.
|
||||||||||||||
startTime (defined in SettlementPeriods complexType) |
Specifies the hour-ending Start Time with respect to a range of Settlement Periods.
|
|||||||||||||
startTime (in settlementPeriods in genericProduct) |
Specifies the hour-ending Start Time with respect to a range of Settlement Periods.
|
|||||||||||||
|
The first year of the Compliance Period.
|
||||||||||||||
|
A country subdivision used in postal addresses in some countries.
|
||||||||||||||
status (defined in PositionStatusInfo.model group) |
|
|||||||||||||
|
The current state of approval (.e.g preapproved, pending approval, etc.)
|
||||||||||||||
|
Reconciliation status of the set of cashflows.
|
||||||||||||||
|
Reconciliation status of the position.
|
||||||||||||||
|
The current state of the service (e.g.
|
||||||||||||||
status (in statusItem) |
An event status value.
|
|||||||||||||
|
Reconciliation status of the set of cashflows.
|
||||||||||||||
|
||||||||||||||
|
Reference to parties currently in this status, e.g. parties for which we are awaiting approval.
|
||||||||||||||
|
||||||||||||||
step (defined in CalculationAmount complexType) |
A schedule of step date and value pairs.
|
|||||||||||||
step (defined in NonNegativeSchedule complexType) |
The schedule of step date and non-negative value pairs.
|
|||||||||||||
|
The schedule of step date and value pairs.
|
||||||||||||||
step (in processingStatus) |
The stage within a processing cycle or phase that this message describes.
|
|||||||||||||
|
The date on which the associated stepValue becomes effective.
|
||||||||||||||
|
The frequency at which the notional step changes occur.
|
||||||||||||||
|
Specifies whether the notionalStepRate should be applied to the initial notional or the previous notional in order to calculate the notional step change amount.
|
||||||||||||||
|
As specified by the ISDA Standard Terms Supplement for use with trades on mortgage-backed securities.
|
||||||||||||||
|
The rate or amount which becomes effective on the associated stepDate.
|
||||||||||||||
stepValue (in step defined in NonNegativeSchedule complexType) |
The non-negative rate or amount which becomes effective on the associated stepDate.
|
|||||||||||||
|
details of the straddle (underlying options).
|
||||||||||||||
|
The type Straddle as agreed on the Trade Date, e.g. at the money forward straddle, or delta neutral straddle.
|
||||||||||||||
|
A strategy product.
|
||||||||||||||
|
Provides distinct identification for a component of a strategy.
|
||||||||||||||
strategyFeature (defined in EquityDerivativeBase complexType) |
A equity option simple strategy feature.
|
|||||||||||||
strategyFeature (in feature defined in OptionBaseExtended complexType) |
A simple strategy feature.
|
|||||||||||||
|
The set of street and building number information that identifies a postal address within a city.
|
||||||||||||||
|
An individual line of street and building number information, forming part of a postal address.
|
||||||||||||||
strike (defined in EquityDerivativeShortFormBase complexType) |
Defines whether it is a price or level at which the option has been, or will be, struck.
|
|||||||||||||
strike (defined in FxTargetLinearPayoffRegion complexType) |
Strike price of the Target.
|
|||||||||||||
strike (in bondOption) |
Strike of the the Bond Option.
|
|||||||||||||
strike (in coordinate) |
A numerical dimension that represents the strike rate or price of an option.
|
|||||||||||||
|
Specifies the strike of the option on credit default swap.
|
||||||||||||||
strike (in dualCurrency) |
The rate at which the deposit will be converted to the Alternate currency, in the event that the spot rate is strictly lower than the strike rate at the specified fixing date and time.
|
|||||||||||||
strike (in equityOption) |
Defines whether it is a price or level at which the option has been, or will be, struck.
|
|||||||||||||
strike (in fxAccrualOption) |
Defines the option strike price.
|
|||||||||||||
|
Defines the option strike price.
|
||||||||||||||
strike (in genericProduct) |
The option strike or strikes.
|
|||||||||||||
strike (in linearPayoffRegion in fxAccrualForward) |
The rate of exchange between the two currencies.
|
|||||||||||||
|
Specifies the price at which the option can be exercised.
|
||||||||||||||
strike (in payoff in settlementPeriod in settlementPeriodSchedule in fxAccrualForward) |
Strike for the settlement period.
|
|||||||||||||
|
Strike for the settlement period.
|
||||||||||||||
strike (in physicalSettlement defined in FxTargetConstantPayoffRegion complexType) |
Strike price of the Target.
|
|||||||||||||
|
A layer an Adjustment on the top of the average of the fixings across the schedule.
|
||||||||||||||
|
The currency in which the strike of the option is expressed.
|
||||||||||||||
|
Specifies the strike date of this leg of the swap, used for forward starting swaps.
|
||||||||||||||
|
The date on which the strike is determined, where this is not the effective date of a forward starting option.
|
||||||||||||||
|
The factor of strike.
|
||||||||||||||
strikePercentage (defined in EquityStrike complexType) |
The price or level expressed as a percentage of the forward starting spot price.
|
|||||||||||||
strikePercentage (defined in OptionNumericStrike complexType) |
The price or level expressed as a percentage of the forward starting spot price.
|
|||||||||||||
strikePrice (defined in EquityStrike complexType) |
The price or level at which the option has been struck.
|
|||||||||||||
strikePrice (defined in OptionNumericStrike complexType) |
The price or level at which the option has been struck.
|
|||||||||||||
|
||||||||||||||
|
The currency amount of the strike price per unit.
|
||||||||||||||
|
||||||||||||||
|
The strike price per unit per Calculation Period.
|
||||||||||||||
|
||||||||||||||
strikeQuoteBasis (in strike in dualCurrency) |
The method by which the strike rate is quoted, in terms of the deposit (principal) and alternate currencies.
|
|||||||||||||
strikeQuoteBasis (in strike in fxAccrualOption) |
The method by which the strike rate is quoted.
|
|||||||||||||
strikeQuoteBasis (in strike in fxOption) |
The method by which the strike rate is quoted.
|
|||||||||||||
|
The rate for a cap or floor.
|
||||||||||||||
strikeReference (defined in FxAccrualConditionLevel.model group) |
Reference to a strike defined within the FxAccrualForward and FxAccrualOption products.
|
|||||||||||||
strikeReference (defined in FxCounterCurrencyAmount complexType) |
In case of multiple counter currency notionals, a strike reference to the appropriate strike may be provided.
|
|||||||||||||
strikeReference (defined in FxTargetConditionLevel.model group) |
Reference to a strike defined within the FX product.
|
|||||||||||||
strikeReference (in physicalSettlement defined in FxTargetConstantPayoffRegion complexType) |
Reference to an existing strike structure within the FX product.
|
|||||||||||||
|
The strike of a credit default swap option or credit swaption when expressed in reference to the spread of the underlying swap (typical practice in the case of single name swaps).
|
||||||||||||||
|
Definition of the upper strike in a strike spread.
|
||||||||||||||
|
Units in which the option strike is expressed e.g. currency Amount, BasisPoints, Percentage, Rate.
|
||||||||||||||
string (defined in AdditionalData complexType) |
Provides extra information as string.
|
|||||||||||||
|
Provides extra information as string.
|
||||||||||||||
|
An actual amount to apply for the initial or final stub period may have been agreed between th two parties.
|
||||||||||||||
|
Specifies the stub calculation period.
|
||||||||||||||
|
The stub calculation period amount parameters.
|
||||||||||||||
|
End date of stub period.
|
||||||||||||||
|
Method to allocate any irregular period remaining after regular periods have been allocated between the effective and termination date.
|
||||||||||||||
|
An actual rate to apply for the initial or final stub period may have been agreed between the principal parties (in a similar way to how an initial rate may have been agreed for the first regular period).
|
||||||||||||||
|
Start date of stub period.
|
||||||||||||||
|
The barrier observation style: continuous (American) or discrete (European).
|
||||||||||||||
submissionsComplete (defined in ReportIdentification complexType) |
Indicates whether all sections have been sent for this report instance ID.
|
|||||||||||||
|
Indicates whether all portfolio updates have been submitted for this as-of date
|
||||||||||||||
|
Indicates whether all portfolio updates have been submitted for this as-of date
|
||||||||||||||
|
Indicates whether all portfolio updates have been submitted for this as-of date
|
||||||||||||||
|
Indicates whether all portfolio updates have been submitted for this as-of date
|
||||||||||||||
|
When this trade was supplied to a clearing service for clearing.
|
||||||||||||||
|
When this trade was supplied to a confirmation service or counterparty for confirmation.
|
||||||||||||||
|
||||||||||||||
|
Value of this element set to 'true' indicates that substitution is applicable.
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
substitutionIssuerPartyReference (defined in SubstituteReturnConfirmationStatus complexType) |
The party issuing the substitution request.
|
|||||||||||||
|
The party issuing the substitution request.
|
||||||||||||||
|
The party issuing the substitution request.
|
||||||||||||||
|
The party issuing the substitution request.
|
||||||||||||||
|
The party issuing the substitution request.
|
||||||||||||||
substitutionReceiverPartyReference (defined in SubstituteReturnConfirmationStatus complexType) |
The party receiving the substitution request.
|
|||||||||||||
|
The party receiving the substitution request.
|
||||||||||||||
|
The party receiving the substitution request.
|
||||||||||||||
|
The party receiving the substitution request.
|
||||||||||||||
|
The party receiving the substitution request.
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
Name suffix, such as Jr., III, etc.
|
||||||||||||||
|
The sulfur/sulphur content of the coal product.
|
||||||||||||||
supervisorRegistration (defined in ReportingRegimeIdentifier complexType) |
Identifies the specific regulator or other supervisory body for which this data is produced.
|
|||||||||||||
supervisorRegistration (defined in ReportingRegimeIdentifier complexType) |
Identifies the specific regulator or other supervisory body for which this data is produced.
|
|||||||||||||
|
Allows the organization to specify which if any relevant regulators it is registered with, and if so their identification number.
|
||||||||||||||
|
Allows the organization to specify which if any relevant regulators it is registered with, and if so their identification number.
|
||||||||||||||
supervisorRegistration (in reportingRegime defined in PartyTradeInformation complexType) |
Identifies the specific regulator or other supervisory body for which this data is produced.
|
|||||||||||||
supervisorRegistration (in reportingRegime defined in PartyTradeInformation complexType) |
Identifies the specific regulator or other supervisory body for which this data is produced.
|
|||||||||||||
|
The regulator or other supervisory body the organization is registered with (e.g.
|
||||||||||||||
|
The time at which gas delivery should end on each day of the Delivery Period(s).
|
||||||||||||||
|
The time at which gas delivery should start on each day of the Delivery Period(s).
|
||||||||||||||
|
Family name, such as Smith or Jones.
|
||||||||||||||
|
A swap product definition.
|
||||||||||||||
|
||||||||||||||
|
Specifies whether or not the premium is to be paid in the style of payments under an interest rate swap contract.
|
||||||||||||||
|
The swap streams.
|
||||||||||||||
|
Reference to the leg, where date adjustments may apply.
|
||||||||||||||
|
A swaption product definition.
|
||||||||||||||
|
The adjusted dates associated with swaption exercise.
|
||||||||||||||
|
Whether the option is a swaption or a swaption straddle.
|
||||||||||||||
|
||||||||||||||
|
If the parties specify "Not Applicable", the "Synoptic Data" Disruption Fallback will not apply.
|
||||||||||||||
|
||||||||||||||
|
Indicates that the electricity is intended to be supplied from the owned or controlled generation or pre-existing purchased power assets of the system specified.
|
||||||||||||||
|
||||||||||||||
|
It defines the target level of gain.
|
||||||||||||||
|
Reference to a target structure within the product.
|
||||||||||||||
|
Target style when it settles, whether it is Inclusive, Exclusive, or Exact.
|
||||||||||||||
|
A telephonic contact.
|
||||||||||||||
|
DEPRECATED.
|
||||||||||||||
|
ISDA 2002 Equity Tender Offer Events.
|
||||||||||||||
|
The amount of time from the base date of the pricing input to the specified term point, e.g. 6M or 5Y.
|
||||||||||||||
|
A tenor expressed with a standard business term (i.e.
|
||||||||||||||
tenorPeriod (defined in FxTenor.model group) |
A tenor expressed as a period type and multiplier (e.g. 1D, 1Y, etc.)
|
|||||||||||||
|
A tenor expressed as a period type and multiplier (e.g. 1D, 1Y, etc.)
|
||||||||||||||
tenorPeriod (in fxOption) |
A tenor expressed as a period type and multiplier (e.g. 1D, 1Y, etc.)
|
|||||||||||||
tenorPeriod (in straddle) |
A Tenor (time to maturity) of the straddle starting from the Fixing Date (e.g. 1y, 3m)
|
|||||||||||||
term (in coordinate) |
A time dimension that represents the term of a financial instrument, e.g. of a zero-coupon bond on a curve, or of an underlying caplet or swap for an option.
|
|||||||||||||
|
Specifies the term of the deposit, e.g. 5Y.
|
||||||||||||||
term (in formula in sensitivityDefinition) |
A term of the formula.
|
|||||||||||||
|
The time dimension of the point (tenor and/or date)
|
||||||||||||||
|
Specifies the term of the simple swap, e.g. 5Y.
|
||||||||||||||
|
The time dimension of the sensitivity point (tenor and/or date).
|
||||||||||||||
|
Specifies the term of the simple CD swap, e.g. 5Y.
|
||||||||||||||
term (in simpleIrSwap) |
Specifies the term of the simple swap, e.g. 5Y.
|
|||||||||||||
|
A term deposit product definition.
|
||||||||||||||
terminatingEvent (defined in Events.model group) |
This may be used to describe why a trade was terminated.
|
|||||||||||||
terminatingEvent (defined in PostTradeEventsBase.model group) |
This may be used to describe why a trade was terminated.
|
|||||||||||||
|
This may be used to describe why a trade was terminated.
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
termination (defined in Events.model group) |
|
|||||||||||||
termination (defined in PostTradeEventsBase.model group) |
|
|||||||||||||
terminationDate (defined in CommoditySwapDetails.model group) |
Specifies the termination date of this leg of the swap.
|
|||||||||||||
terminationDate (defined in DirectionalLeg complexType) |
Specifies the termination date of this leg of the swap.
|
|||||||||||||
|
Date and time when the financial instrument ceases to be traded or to be admitted to trading on the trading venue.
|
||||||||||||||
|
The last day of the term of the trade.
|
||||||||||||||
|
Specifies the termination date of the Commodity Option Transaction.
|
||||||||||||||
|
Specifies the termination date of the Commodity Option Transaction.
|
||||||||||||||
|
Specifies the termination date of the Commodity Option Transaction.
|
||||||||||||||
|
Specifies the Termination Date of the swap.
|
||||||||||||||
|
The latest of all of the termination (accrual end) dates of the constituent or underlying streams.
|
||||||||||||||
|
Specifies the termination date of the return swap.
|
||||||||||||||
terminationDate (in relatedParty defined in Party.model group) |
The date on which the relationship ends or ended.
|
|||||||||||||
|
The latest of all of the termination dates of the constituent streams.
|
||||||||||||||
|
||||||||||||||
|
A threshold rate.
|
||||||||||||||
time (defined in FxBusinessCenterDateTime complexType) |
|
|||||||||||||
time (defined in ObservedPrice complexType) |
The time when the rate ws observed.
|
|||||||||||||
time (defined in ObservedRate complexType) |
The time when the rate ws observed.
|
|||||||||||||
time (defined in OffsetPrevailingTime complexType) |
|
|||||||||||||
time (defined in OptionExpiry complexType) |
|
|||||||||||||
time (defined in QuotationCharacteristics.model group) |
When the quote was observed or when a calculated value was generated.
|
|||||||||||||
time (in featurePayment) |
The feature payment time.
|
|||||||||||||
time (in optionExpiry in terminatingEventsReport) |
|
|||||||||||||
|
Specifies the duration of the time window during which settlement/delivery occurs.
|
||||||||||||||
timestamp (defined in TradeProcessingTimestamps complexType) |
Other timestamps for this trade.
|
|||||||||||||
timestamp (in positionUpdate) |
Records when the update occurred.
|
|||||||||||||
timestamps (defined in PartyTradeInformation complexType) |
Allows timing information about a trade to be recorded.
|
|||||||||||||
|
Allows timing information about a trade to be recorded.
|
||||||||||||||
|
When during a day the quote is for.
|
||||||||||||||
|
Describes how and when title to the commodity transfers.
|
||||||||||||||
|
The ending point for reporting activity in this report.
|
||||||||||||||
|
The ending point for reporting activity in this report.
|
||||||||||||||
|
The ending point for reporting expirations/maturities in this report.
|
||||||||||||||
|
The smallest sieve opening that will result in less than 5% of a sample of the coal product remaining.
|
||||||||||||||
totalNotionalQuantity (defined in CommodityNotionalQuantity.model group) |
The Total Notional Quantity.
|
|||||||||||||
|
||||||||||||||
totalPhysicalQuantity (defined in CommodityFixedPhysicalQuantity.model group) |
The Total Quantity of the commodity to be delivered.
|
|||||||||||||
|
The Total Quantity of the commodity to be delivered.
|
||||||||||||||
totalPrice (in fixedLeg in commodityForward) |
The total amount of the fixed payment for all units of the underlying commodity.
|
|||||||||||||
totalPrice (in fixedLeg) |
The total amount of all fixed payments due during the term of the trade.
|
|||||||||||||
|
The +/- percent tolerance in seller's option which applies to the total quantity delivered over all shipment periods.
|
||||||||||||||
|
Volatility Cap Amount in accordance with the ISDA 2011 Equity Derivatives Definitions.
|
||||||||||||||
|
Volatility Cap Amount in accordance with the ISDA 2011 Equity Derivatives Definitions.
|
||||||||||||||
touch (in fxDigitalOption) |
Defines one or more conditions underwhich the option will payout if exercisable.
|
|||||||||||||
touch (in optionEvent) |
A structure describing a touch event
|
|||||||||||||
|
This specifies whether the applied trigger is a touch or no touch type.
|
||||||||||||||
|
Applies to U.S.
|
||||||||||||||
trade (defined in DataDocument complexType) |
The root element in an FpML trade document.
|
|||||||||||||
trade (defined in Events.model group) |
|
|||||||||||||
trade (defined in PositionConstituent complexType) |
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.
|
|||||||||||||
trade (defined in TradeAmendmentContent complexType) |
A full description of the amended trade (i.e. the trade after the amendment).
|
|||||||||||||
trade (defined in TradeChangeContent complexType) |
A full description of the amended trade.
|
|||||||||||||
trade (defined in TradePackage complexType) |
|
|||||||||||||
trade (defined in TradeValuationItem complexType) |
Fully-described trades whose values are reported.
|
|||||||||||||
trade (defined in Withdrawal complexType) |
The full trade representation that is being withdrawn.
|
|||||||||||||
|
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
|
||||||||||||||
trade (in clearingStatusItem) |
Complete economics of the trade
|
|||||||||||||
trade (in independentAmount defined in MarginDetails.model group) |
This is the total Independent Amount defined in the confirmations of individual trades.
|
|||||||||||||
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
tradeCashflowsId (defined in IdAndNettedTradeCashflows.model group) |
Unique identifier assigned by either party to a set of cashflows.
|
|||||||||||||
tradeCashflowsId (defined in IdAndTradeCashflows.model group) |
Unique identifier assigned by either party to a set of cashflows.
|
|||||||||||||
tradeCashflowsId (defined in TradeCashflowsDefinition.model group) |
Unique identifier assigned by the party asserting the set of cashflows to be reconciled.
|
|||||||||||||
|
||||||||||||||
tradeDate (in tradeDetails) |
The trade date.
|
|||||||||||||
tradeDate (in tradeHeader) |
The trade date.
|
|||||||||||||
|
Structure that holds some trade-specific elements for identifying the trade only in the case of trades that have not been negotiated through electronic platforms and for which the counterparty's trade ID has not been captured.
|
||||||||||||||
|
Whether the accrued interest in included when the trade settles.
|
||||||||||||||
|
The information on the trade which is not product specific, e.g. trade date.
|
||||||||||||||
tradeId (defined in IssuerTradeId.model group) |
|
|||||||||||||
|
||||||||||||||
tradeId (defined in TradeIdentifier complexType) |
|
|||||||||||||
|
||||||||||||||
tradeId (in versionedTradeId) |
|
|||||||||||||
tradeIdentifier (defined in EventIdentifier complexType) |
|
|||||||||||||
tradeIdentifier (defined in OptionExercise complexType) |
|
|||||||||||||
tradeIdentifier (defined in OptionExpiry complexType) |
|
|||||||||||||
tradeIdentifier (defined in TradeChangeBase complexType) |
|
|||||||||||||
tradeIdentifier (defined in TradePackage complexType) |
|
|||||||||||||
|
Identifier(s) for the trade which is the subject of the clearing request to which this status relates.
|
||||||||||||||
tradeIdentifier (in deClear) |
|
|||||||||||||
|
||||||||||||||
|
Identified the trade to which the option event applies.
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
tradeIdentifierReference (defined in FxSwapLeg complexType) |
A reference to a party trade ID.
|
|||||||||||||
|
A reference to a party trade ID.
|
||||||||||||||
tradeIdentifyingItems (defined in NettedTradeCashflows.model group) |
A collection of structures holding a reference or references to each trade through the tradeId, and optionally some trade-specific elements for identifying the trade in the case of trades that have not been negotiated through electronic platforms, and for which the counterparty's trade ID has not been captured.
|
|||||||||||||
tradeIdentifyingItems (defined in TradeCashflows.model group) |
Structure that holds reference to the trade through the tradeId and optionally some trade-specific elements for identifying the trade in the case of trades that have not been negotiated through electronic platforms and for which the counterparty's trade ID has not been captured.
|
|||||||||||||
|
||||||||||||||
tradePackage (defined in Events.model group) |
|
|||||||||||||
|
||||||||||||||
|
Indicates how the parties to the trade (the counterparties) are related to each other with respect to this reporting regime, e.g.
|
||||||||||||||
|
Identifies the person or persons who assumed the role of trader for this trade.
|
||||||||||||||
tradeReference (defined in PositionConstituent complexType) |
The trade reference identifier(s) allocated to the trade by the parties involved.
|
|||||||||||||
|
A container since an individual trade can be referenced by two or more different partyTradeIdentifier elements - each allocated by a different party.
|
||||||||||||||
|
Information about a trade.
|
||||||||||||||
|
||||||||||||||
tradeValuationItem (defined in PortfolioValuationItem complexType) |
Zero or more trade valuation items.
|
|||||||||||||
|
An instance of a unique trade valuation.
|
||||||||||||||
|
A collection of data values describing the state of the given trade.
|
||||||||||||||
|
Classification of the pre-trade waiver, if any, that the transaction was executed under.
|
||||||||||||||
tranche (defined in IndexReferenceInformation complexType) |
This element contains CDS tranche terms.
|
|||||||||||||
|
This element contains CDS tranche terms.
|
||||||||||||||
|
The loan tranche that is subject to the derivative transaction.
|
||||||||||||||
|
The mortgage obligation tranche that is subject to the derivative transaction.
|
||||||||||||||
|
Allows the relevant transaction level categories or characteristics to be recorded for end-user exception determination.
|
||||||||||||||
|
Allows the relevant transaction level categories or characteristics to be recorded for end-user exception determination.
|
||||||||||||||
|
Specified the delivery conditions where the oil product is to be delivered by title transfer.
|
||||||||||||||
|
A deliverable obligation characteristic.
|
||||||||||||||
|
A pointer style reference to a party identifier defined elsewhere in the document.
|
||||||||||||||
|
||||||||||||||
|
A pointer style reference to a party identifier defined elsewhere in the document.
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
Indicates that the performance of the buyer or seller shall be excused (under the conditions specified) if transmission of the elctricity is unavailable or interrupted.
|
||||||||||||||
|
||||||||||||||
|
The transportation equipment with which the Coal Product will be delivered and received.
|
||||||||||||||
|
The value representing the forecast rate after applying rate treatment rules.
|
||||||||||||||
|
The observed rate after any required rate treatment is applied.
|
||||||||||||||
trigger (defined in TriggerEvent complexType) |
The trigger level.
|
|||||||||||||
trigger (in barrier in commodityOption) |
|
|||||||||||||
|
||||||||||||||
|
Defines one or more conditions under which the option will payout if exercisable.
|
||||||||||||||
trigger (in fxDigitalOption) |
Defines one or more conditions underwhich the option will payout if exercisable.
|
|||||||||||||
triggerCondition (defined in FxTriggerBase complexType) |
The condition that applies to a european trigger applied to an FX digital option.
|
|||||||||||||
triggerCondition (defined in TriggerRateObservation complexType) |
The side of the trigger rate/price (level) on which a rate observation occurred, in order to trigger the barrier event.
|
|||||||||||||
|
The trigger Dates.
|
||||||||||||||
triggerPrice (defined in NoTouchUpperBarrierObservation complexType) |
The price value (level) which was attained/breached, in order to trigger the barrier event.
|
|||||||||||||
triggerPrice (defined in TriggerRateObservation complexType) |
The price value (level) which was attained/breached, in order to trigger the barrier event.
|
|||||||||||||
triggerPrice (in lowerBarrier in noTouch) |
The price value (level) which was attained/breached, in order to trigger the barrier event.
|
|||||||||||||
triggerRate (defined in FxBarrierFeature complexType) |
The market rate is observed relative to the trigger rate, and if it is found to be on the predefined side of (above or below) the trigger rate, a trigger event is deemed to have occurred.
|
|||||||||||||
triggerRate (defined in FxComplexBarrierBase complexType) |
The market rate is observed relative to the trigger rate, and if it is found to be on the predefined side of (above or below) the trigger rate, a barrier event is deemed to have occurred.
|
|||||||||||||
triggerRate (defined in FxSettlementPeriodBarrier complexType) |
Barrier trigger rate.
|
|||||||||||||
triggerRate (defined in FxTriggerBase complexType) |
The market rate is observed relative to the trigger rate, and if it is found to be on the predefined side of (above or below) the trigger rate, a barrier event is deemed to have occurred.
|
|||||||||||||
triggerRate (defined in NoTouchUpperBarrierObservation complexType) |
The rate value (level) which was attained/breached, in order to trigger the barrier event.
|
|||||||||||||
triggerRate (defined in TriggerRateObservation complexType) |
The rate value (level) which was attained/breached, in order to trigger the barrier event.
|
|||||||||||||
triggerRate (in lowerBarrier in noTouch) |
The rate value (level) which was attained/breached, in order to trigger the barrier event.
|
|||||||||||||
triggerRate (in touch in fxDigitalOption) |
The market rate is observed relative to the trigger rate, and if it is found to be on the predefined side of (above or below) the trigger rate, a barrier event is deemed to have occurred.
|
|||||||||||||
|
Reference to a trigger defined within the FxAccrualDigitalOption product.
|
||||||||||||||
|
The valuation time type of knock condition.
|
||||||||||||||
triggerType (defined in CommodityTrigger complexType) |
For barrier options: the specification of how an option will trigger or expire based on the position of the spot rate relative to the trigger level.
|
|||||||||||||
triggerType (in trigger defined in TriggerEvent complexType) |
The Triggering condition.
|
|||||||||||||
|
||||||||||||||
|
The reference to the tri-party agent.
|
||||||||||||||
type (defined in ContractualTermsSupplement complexType) |
Identifies the form of applicable contractual supplement.
|
|||||||||||||
type (defined in CreditSupportAgreement complexType) |
The type of ISDA Credit Support Agreement
|
|||||||||||||
type (defined in RelatedParty complexType) |
Additional definition refining the type of relationship.
|
|||||||||||||
type (defined in ScheduledDate complexType) |
The type of the date, e.g. next or previous payment.
|
|||||||||||||
type (defined in SpreadSchedule complexType) |
|
|||||||||||||
|
The type of agreement executed between the parties.
|
||||||||||||||
|
The type of approval (e.g.
|
||||||||||||||
|
The type of coal product to be delivered by reference to a pre-defined specification.
|
||||||||||||||
|
The type of allocation e.g.
|
||||||||||||||
type (in corporateAction) |
|
|||||||||||||
type (in electricity) |
The type of electricity product to be delivered.
|
|||||||||||||
|
The type of gas to be delivered.
|
||||||||||||||
|
Whether the position is actually owned or is borrowed.
|
||||||||||||||
|
The type of oil product to be delivered.
|
||||||||||||||
type (in otherAgreement) |
The agreement executed between the parties and intended to govern product-specific derivatives transactions between those parties.
|
|||||||||||||
type (in positionUpdate) |
Records the type of update that occurred (created, modified, deleted).
|
|||||||||||||
type (in relatedParty defined in Party.model group) |
Additional definition refining the type of relationship.
|
|||||||||||||
|
The type of telephone number (work, personal, mobile).
|
||||||||||||||
|
||||||||||||||
type (in timestamp defined in TradeProcessingTimestamps complexType) |
|
|||||||||||||
unadjustedDate (defined in AdjustableDate complexType) |
A date subject to adjustment.
|
|||||||||||||
unadjustedDate (defined in AdjustableDate.model group) |
A date subject to adjustment.
|
|||||||||||||
unadjustedDate (defined in AdjustableDate2 complexType) |
A date subject to adjustment.
|
|||||||||||||
unadjustedDate (defined in AdjustableDates complexType) |
A date subject to adjustment.
|
|||||||||||||
unadjustedDate (defined in AdjustedAndOrUnadjustedDate.model group) |
|
|||||||||||||
unadjustedEndDate (defined in DividendPeriod complexType) |
Unadjusted inclusive dividend period end date.
|
|||||||||||||
|
||||||||||||||
|
The first date of a date range.
|
||||||||||||||
|
The last date of a date range.
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
unadjustedStartDate (defined in DividendPeriod complexType) |
Unadjusted inclusive dividend period start date.
|
|||||||||||||
|
||||||||||||||
|
For use when varianceCap is applicable.
|
||||||||||||||
underlyer (defined in DirectionalLegUnderlyer complexType) |
Specifies the underlyer of the leg.
|
|||||||||||||
underlyer (defined in EquityDerivativeBase complexType) |
Specifies the underlying component, which can be either one or many and consists in either equity, index or convertible bond component, or a combination of these.
|
|||||||||||||
|
The underlyer(s) used to calculate the amount of this cashflow component.
|
||||||||||||||
|
Underlyer of the option e.g. a listed future.
|
||||||||||||||
underlyer (in genericProduct) |
The set of underlyers to the trade that can be used in computing the trade's cashflows.
|
|||||||||||||
|
Underlyer of the option e.g. a listed future.
|
||||||||||||||
|
Specifies the underlying component of the leg, which can be either one or many and consists in either equity, index or convertible bond component, or a combination of these.
|
||||||||||||||
underlyer (in tradeDetails) |
The set of underlyers to the trade that can be used in computing the trade's cashflows.
|
|||||||||||||
|
Collateral associated with this underlyer.
|
||||||||||||||
|
Financing terms associated with this underlyer
|
||||||||||||||
|
Loan rate terms associated with this underlyer.
|
||||||||||||||
|
Specifies the notional (i.e. price * quantity) that is associated with each of the basket constituents.
|
||||||||||||||
|
Specifies the price that is associated with each of the basket constituents.
|
||||||||||||||
underlyerReference (defined in DividendPeriod complexType) |
Reference to the underlyer which is paying dividends.
|
|||||||||||||
|
Reference to the underlyer defined within the calculationElements structure.
|
||||||||||||||
|
The underlyer whose rate or price is observed.
|
||||||||||||||
|
Reference to the underlyer whose payments are being passed through.
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
Provides a link to the spread schedule used for this underlyer.
|
||||||||||||||
|
Indicates the role of the option buyer with regard to this underlyer.
|
||||||||||||||
|
Indicates the role of the option buyer with regard to this underlyer.
|
||||||||||||||
|
Define the underlying asset, either a listed security or other instrument.
|
||||||||||||||
underlyingAsset (defined in ProductExposureCategory.model group) |
|
|||||||||||||
|
A reference to an underlying asset that defines the meaning of the value, i.e. the product that the value corresponds to.
|
||||||||||||||
|
Specifies the equity in which the convertible bond can be converted.
|
||||||||||||||
unit (defined in CommodityReferencePriceFramework.model group) |
A coding scheme value to identify the unit of measure (e.g.
|
|||||||||||||
unit (defined in PartyTradeInformation complexType) |
Identifies the unit/division/desk etc. that executed or supports this trade
|
|||||||||||||
unit (defined in WeatherIndex complexType) |
Weather Index Unit derived from one of the following variable methods of determination: Cooling Degree Day (CDD), Heating Degree Day (HDD), Critical Precipitation Day (CPD) as defined in Section 11.15 of the 2005 ISDA Commodity Definitions and User Guide.
|
|||||||||||||
unit (in absoluteTolerance) |
The unit in which the tolerance is specified.
|
|||||||||||||
|
Indicates that the electricity is intended to be supplied from a generation asset which can optionally be specified.
|
||||||||||||||
unitPrice (defined in UnitContract.model group) |
The price of each unit.
|
|||||||||||||
|
The price of each unit.
|
||||||||||||||
units (defined in CashflowNotional complexType) |
The units in which an amount (not monetary) is denominated.
|
|||||||||||||
units (in strike in genericProduct) |
The units in which an amount (not monetary) is denominated.
|
|||||||||||||
|
Used to indicate that the Reference obligation associated with the Credit Default Swap is currently not known.
|
||||||||||||||
|
||||||||||||||
|
When the clearing status changed to the current value.
|
||||||||||||||
|
When the most recent correction to this trade was supplied to a clearing service for clearing.
|
||||||||||||||
|
When the most recent correction to this trade was supplied to a confirmation service or counterparty for confirmation.
|
||||||||||||||
|
All observations above this price level will be excluded from the variance calculation.
|
||||||||||||||
upperBarrier (in noTouch) |
|
|||||||||||||
upperBarrier (in noTouch) |
|
|||||||||||||
upperBound (defined in FxAccrualRegionBound.model group) |
Defines the upper bound of a payoff region.
|
|||||||||||||
upperBound (defined in FxAccrualRegionBound.model group) |
Defines the upper bound of a payoff region.
|
|||||||||||||
upperBound (defined in FxTargetLinearPayoffRegion complexType) |
Defines the upper bound of a payoff region.
|
|||||||||||||
upperBound (defined in FxTargetRegionBound.model group) |
Defines the upper bound of a payoff region.
|
|||||||||||||
upperBound (defined in FxTargetRegionBound.model group) |
Defines the upper bound of a payoff region.
|
|||||||||||||
upperBound (in payoff in settlementPeriod in settlementPeriodSchedule in fxAccrualForward) |
Upper bound to the region.
|
|||||||||||||
|
Upper bound to the region.
|
||||||||||||||
|
Upper strike in a strike spread.
|
||||||||||||||
|
Number of options at the upper strike price in a strike spread.
|
||||||||||||||
|
Indicates where the resource can be found, as a URL that references the information on a web server accessible to the message recipient.
|
||||||||||||||
|
A list of validation sets the sender asserts the document is valid with respect to.
|
||||||||||||||
|
A reference identifying a rule within a validation scheme
|
||||||||||||||
valuation (defined in DirectionalLegUnderlyerValuation complexType) |
Valuation of the underlyer.
|
|||||||||||||
|
Valuation reported for the position, such as NPV or accrued interest.
|
||||||||||||||
valuation (defined in PositionWithoutId.model group) |
Valuation reported for the position, such as NPV or accrued interest.
|
|||||||||||||
valuationDate (defined in EquityValuation complexType) |
The term "Valuation Date" is assumed to have the meaning as defined in the ISDA 2002 Equity Derivatives Definitions.
|
|||||||||||||
valuationDate (defined in FxPerformanceSwap complexType) |
Final Observation Date when Settlement Amount and Settlement Amount Payer determination date.
|
|||||||||||||
valuationDate (defined in QuotationCharacteristics.model group) |
When the quote was computed.
|
|||||||||||||
|
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.
|
||||||||||||||
|
Close of business date the local counterparty is valuing and issuing the margin call.
|
||||||||||||||
valuationDate (in dividendPeriod in dividendLeg) |
Dividend period amount valuation date.
|
|||||||||||||
|
Close of business date the local counterparty is valuing and issuing the margin call.
|
||||||||||||||
|
Close of business date the local counterparty is valuing and issuing the margin call.
|
||||||||||||||
|
The date for which the assets are valued.
|
||||||||||||||
|
Valuation date offset relative to the Final Observation Date and can be: [Final Observation Date][The first Business Day following the Final Observation Date].
|
||||||||||||||
valuationDates (defined in CommodityValuationDates complexType) |
A list of adjustable dates on which the trade will price.
|
|||||||||||||
valuationDates (defined in EquityValuation complexType) |
Specifies the interim equity valuation dates of a swap.
|
|||||||||||||
|
Defines when a price or index level will be observed that will figure in the return calculation.
|
||||||||||||||
|
Defines when a price or index level will be observed that will figure in the return calculation.
|
||||||||||||||
|
A pointer style reference to the associated valuation dates component defined elsewhere in the document.
|
||||||||||||||
|
A document that includes trade and/or valuation (pricing and risk) data without expressing any processing intention.
|
||||||||||||||
|
The ISDA defined methodology for determining the final price of the reference obligation for purposes of cash settlement.
|
||||||||||||||
|
Indicates that the Valuation Date for the tranaction shall be deemed to be the first Business Day following the day on which the applicable Disruption Event ceases to exist, unless the events continues to exists for more than a maximum number of days.
|
||||||||||||||
|
Specifies how long to wait to get a quote from a settlement rate option upon a price source disruption
|
||||||||||||||
|
Specifies the final valuation price of the underlyer.
|
||||||||||||||
|
Specifies the final valuation price of the underlyer.
|
||||||||||||||
|
A reference to the party responsible for calculating and reporting the valuations of the positions.
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
Specifies valuation.
|
||||||||||||||
|
Valuation scenerios used (requested/reported) in this valuation set.
|
||||||||||||||
valuationScenarioReference (defined in Valuation complexType) |
A reference to the valuation scenario used to calculate this valuation.
|
|||||||||||||
|
Reference to the valuation scenario to which this sensitivity definition applies.
|
||||||||||||||
|
Reference to the valuation scenario to which this sensitivity definition applies, e.g. a reference to the EOD valuation scenario.
|
||||||||||||||
|
References to valuation scenarios used (requested/reported) in this valuation set.
|
||||||||||||||
|
||||||||||||||
valuationTime (defined in EquityValuation complexType) |
The specific time of day at which the calculation agent values the underlying.
|
|||||||||||||
|
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.
|
||||||||||||||
|
The time of day at which the calculation agent values the underlying, for example the official closing time of the exchange.
|
||||||||||||||
value (defined in Quotation.model group) |
The value of the the quotation.
|
|||||||||||||
|
||||||||||||||
value (in quote defined in FxOptionPremium complexType) |
The value of the premium quote.
|
|||||||||||||
value (in timestamp defined in TradeProcessingTimestamps complexType) |
|
|||||||||||||
|
A portfolio level Independent Amount that reflects portfolio change over a short time period using statistical techniques such as volatility and risk factor correlations.
|
||||||||||||||
valueDate (defined in FxCoreDetails.model group) |
The date on which both currencies traded will settle.
|
|||||||||||||
valueDate (defined in FxEuropeanExercise complexType) |
The date on which both currencies traded will settle.
|
|||||||||||||
valueDate (in cash defined in ProposedCollateralDeliveryReturn complexType) |
The date on which the proposed collateral will be settled .
|
|||||||||||||
|
Specifies the value date of the Commodity Forward Transaction.
|
||||||||||||||
|
Adjusted value date of the future value amount.
|
||||||||||||||
valueDate (in letterOfCredit) |
|
|||||||||||||
|
||||||||||||||
|
Specifies Variance.
|
||||||||||||||
|
Variance amount, which is a cash multiplier.
|
||||||||||||||
|
Specifies, in relation to each Payment Date, the variance percentage which, when multiplied times the notional amount is the amount to which the Payment Date relates.
|
||||||||||||||
|
If present and true, then variance cap is applicable.
|
||||||||||||||
varianceLeg (defined in VarianceSwapTransactionSupplement complexType) |
Variance Leg.
|
|||||||||||||
varianceLeg (in varianceSwap) |
Variance Leg.
|
|||||||||||||
|
Specifies the structure of a variance option.
|
||||||||||||||
|
Specifies the variance strike price when this strike is expressed in variance units.
|
||||||||||||||
|
||||||||||||||
|
Specifies the structure of a variance swap.
|
||||||||||||||
|
Specifies the structure of a variance swap transaction supplement.
|
||||||||||||||
|
The variance swap details.
|
||||||||||||||
variationMargin (defined in AgreedAmount complexType) |
variation margin part of the agreed amount.
|
|||||||||||||
variationMargin (defined in SubstitutionConfirmationDetails.model group) |
variation margin details for substitute collateral
|
|||||||||||||
variationMargin (in collateral defined in MarginDetails.model group) |
variation margin part of the collateral balance.
|
|||||||||||||
|
variation margin details for proposed collateral response
|
||||||||||||||
|
variation margin details
|
||||||||||||||
|
variation margin part of the expected collateral.
|
||||||||||||||
|
variation margin details for the interest statement
|
||||||||||||||
|
variation margin details for the interest direction
|
||||||||||||||
|
variation margin details for the interest reponse
|
||||||||||||||
|
summary of the variation margin.
|
||||||||||||||
|
variation margin requirement
|
||||||||||||||
|
variation margin terms
|
||||||||||||||
|
variation margin details for proposed collateral
|
||||||||||||||
|
variation margin details for substitute collateral
|
||||||||||||||
|
variation margin details for substitute collateral
|
||||||||||||||
|
The currency of the varying notional amount, i.e. the notional amount being determined periodically based on observation of a spot currency exchange rate.
|
||||||||||||||
|
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.
|
||||||||||||||
|
The dates on which interim exchanges of notional are paid.
|
||||||||||||||
|
Vega Notional means the currency and amount specified as such in the related Confirmation.
|
||||||||||||||
|
Vega Notional represents the approximate gain/loss at maturity for a 1% difference between RVol (realised vol) and KVol (strike vol).
|
||||||||||||||
|
Vega Notional represents the approximate gain/loss at maturity for a 1% difference between RVol(realised vol) and KVol (strike vol).
|
||||||||||||||
|
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.
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
version (defined in PositionIdAndVersion.model group) |
A version identifier.
|
|||||||||||||
version (defined in VersionHistory.model group) |
The version number
|
|||||||||||||
|
The version of the agreement.
|
||||||||||||||
|
||||||||||||||
version (in otherAgreement) |
The version of the agreement.
|
|||||||||||||
|
A contract id which is version aware.
|
||||||||||||||
|
A trade identifier accompanied by a version number.
|
||||||||||||||
|
Applies to U.S.
|
||||||||||||||
|
The volatile content of the coal product.
|
||||||||||||||
|
Specifies Volatility.
|
||||||||||||||
|
Volatility Cap needs to be specified in accordance with the ISDA 2011 Equity Derivatives Definitions.
|
||||||||||||||
|
Volatility Cap Factor in accordance with the ISDA 2011 Equity Derivatives Definitions.
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
Specifies the volatility strike price when this strike is expressed in standard deviation units.
|
||||||||||||||
|
||||||||||||||
|
Volatility Strike Price in accordance with the ISDA 2011 Equity Derivatives Definitions.
|
||||||||||||||
|
Specifies the structure of a volatility swap.
|
||||||||||||||
|
||||||||||||||
|
The voltage, expressed as a number of volts, of the electricity to be delivered.
|
||||||||||||||
|
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.
|
||||||||||||||
|
Defines the underlying asset when it is a warrant.
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
Specifies where the data (e.g.
|
||||||||||||||
|
Specifies where the data (e.g.
|
||||||||||||||
|
Defining the Weather Index Level or Weather Index Strike Level.
|
||||||||||||||
|
Weather Index strike price level is specified in terms of weather index units (e.g. 1 Days, 3 Inches, etc.)
|
||||||||||||||
|
A weather leg element of a Commodity Swap defines Weather Index Swap transactions.
|
||||||||||||||
|
||||||||||||||
|
Defines the price per weather index unit.
|
||||||||||||||
|
The source or sources of weather index data specified by the parties in the related Confirmation.
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
If weather index data is not available for the weather station specified by the parties in the related Confirmation, the first alternative Weather Index Station.
|
||||||||||||||
|
If weather index data is neither available for the weather station specified by the parties in the related Confirmation nor the first alternative Weather Index Station, the second alternative Weather Index Station.
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
The day of the week on which a weekly reset date occurs.
|
||||||||||||||
weight (defined in FxFixingObservation complexType) |
An optional factor that can be used for weighting certain observation dates.
|
|||||||||||||
|
Observation weight, which is used as a multiplier for the observation value.
|
||||||||||||||
|
The factor used to weight the observation in computing a weighted average.
|
||||||||||||||
weight (in weightedPartial) |
The weight factor to be applied to the partial derivative, e.g. 1 or -1, or some other scaling value.
|
|||||||||||||
|
A partial derivative multiplied by a weighting factor.
|
||||||||||||||
withdrawal (defined in Events.model group) |
|
|||||||||||||
withdrawal (defined in PostTradeEventsBase.model group) |
|
|||||||||||||
|
The physical or virtual point at which the commodity is withdrawn from a transportation system.
|
||||||||||||||
withdrawalPoint (in pipeline) |
The location at which the transfer of the title to the commodity takes place.
|
|||||||||||||
|
Specifies the amount of tax withheld.
|
||||||||||||||
|
Specifies the terms of the tax withholding.
|
||||||||||||||
|
For a WET Voyager Charter Commodity Swap, the number of Worldscale Points for purposes of the calculation of a Fixed Amount.
|
||||||||||||||
|
For a Wet Voyager Charter Freight Swap, the number of Worldscale Points for purposes of the calculation of a Fixed Amount for a given Calculation Period during the life of the trade.
|
||||||||||||||
writedown (defined in CreditEvents complexType) |
A credit event.
|
|||||||||||||
|
A floating rate payment event.
|
||||||||||||||
|
An Additional Fixed Payment.
|
||||||||||||||
writtenConfirmation (defined in CommodityExercise complexType) |
Specifies whether or not Written Confirmation applies to a Commodity Option Transaction.
|
|||||||||||||
writtenConfirmation (defined in CommodityPhysicalExercise complexType) |
Specifies whether or not Written Confirmation applies to a Commodity Option Transaction.
|
|||||||||||||
|
Specifies whether or not Written Confirmation applies to a Commodity Option Transaction.
|
||||||||||||||
|
Specifies whether or not Written Confirmation applies to a Commodity Option Transaction.
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
Yield to Maturity.
|
||||||||||||||
|
An ISDA defined cash settlement method used for the determination of the applicable cash settlement amount.
|
||||||||||||||
|
A curve of zero rates.
|
||||||||||||||
Complex Type Summary |
||||||||||||
|
The acceptable tolerance in the delivered quantity of a physical commodity product in terms of a number of units of that product.
|
||||||||||||
|
Abstract base type for all events.
|
||||||||||||
|
A generic account that represents any party's account at another party.
|
||||||||||||
|
The data type used for account identifiers.
|
||||||||||||
|
The data type used for the name of the account.
|
||||||||||||
|
Reference to an account.
|
||||||||||||
|
The data type used for account type.
|
||||||||||||
|
||||||||||||
|
||||||||||||
|
The data type used for ESMA action type.
|
||||||||||||
|
||||||||||||
|
Provides extra information not represented in the model that may be useful in processing the message i.e. diagnosing the reason for failure.
|
||||||||||||
|
A type for defining ISDA 2002 Equity Derivative Additional Disruption Events.
|
||||||||||||
|
Abstract base type for an extension/substitution point to customize FpML and add additional events.
|
||||||||||||
|
||||||||||||
|
Specifies the amount of the fee along with, when applicable, the formula that supports its determination.
|
||||||||||||
|
||||||||||||
|
A type that represents a physical postal address.
|
||||||||||||
|
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.
|
||||||||||||
|
A type that is different from AdjustableDate in two regards.
|
||||||||||||
|
A type describing a date defined as subject to adjustment or defined in reference to another date through one or several date offsets.
|
||||||||||||
|
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.
|
||||||||||||
|
A type for defining a series of dates, either as a list of adjustable dates, or a as a repeating sequence from a base date
|
||||||||||||
|
An adjustable offset can be used to specify a number of days, business or calendar, for example in a notice period.
|
||||||||||||
|
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.
|
||||||||||||
|
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.
|
||||||||||||
|
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.
|
||||||||||||
|
||||||||||||
|
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, or as a set of factors to specify periodic occurences.
|
||||||||||||
|
||||||||||||
|
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.
|
||||||||||||
|
Information about whether and when a product was admitted to trading on a facility.
|
||||||||||||
|
A type that allows a list of positions affected by some event to be represented.
|
||||||||||||
|
||||||||||||
|
||||||||||||
|
||||||||||||
|
||||||||||||
|
||||||||||||
|
||||||||||||
|
A type describing a role played by an algorithm in one or more transactions.
|
||||||||||||
|
||||||||||||
|
||||||||||||
|
||||||||||||
|
Code that describes what type of allocation applies to the trade.
|
||||||||||||
|
The allocations for a single side of a trade.
|
||||||||||||
|
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.
|
||||||||||||
|
A type defining a nominal amount with a reference.
|
||||||||||||
|
Specifies a reference to a monetary amount.
|
||||||||||||
|
A type defining a currency amount or a currency amount schedule.
|
||||||||||||
|
A reference to an asset, e.g. a portfolio, trade, or reference instrument..
|
||||||||||||
|
A specific approval state in the workflow.
|
||||||||||||
|
An approval identifier allocated by a party.
|
||||||||||||
|
||||||||||||
|
A type that qualifies the type of approval.
|
||||||||||||
|
As per ISDA 2002 Definitions.
|
||||||||||||
|
A type that defines a cashflow (or set of cashflows for cross-currency swap) asserted by one of the parties.
|
||||||||||||
|
A type that defines a cashflow (or set of cashflows for cross-currency swap) asserted by one of the parties.
|
||||||||||||
|
A type that defines a position asserted by one of the parties.
|
||||||||||||
|
Abstract base class for all underlying assets.
|
||||||||||||
|
||||||||||||
|
A scheme identifying the types of measures that can be used to describe an asset.
|
||||||||||||
|
Reference to an underlying asset, term point or pricing structure (yield curve).
|
||||||||||||
|
Characterise the asset pool behind an asset backed bond.
|
||||||||||||
|
Reference to an underlying asset.
|
||||||||||||
|
||||||||||||
|
A structure that holds a set of measures about an asset, including possibly their sensitivities.
|
||||||||||||
|
A type to define automatic exercise of a swaption.
|
||||||||||||
|
To indicate the limitation percentage and limitation period.
|
||||||||||||
|
The average price leg of an average price commodity bullion or non-precious metal forward transaction.
|
||||||||||||
|
An un ordered list of weighted averaging observations.
|
||||||||||||
|
Period over which an average value is taken.
|
||||||||||||
|
Method of generating a series of dates.
|
||||||||||||
|
||||||||||||
|
As per ISDA 2002 Definitions.
|
||||||||||||
|
A structure that holds a set of measures about an asset.
|
||||||||||||
|
Some kind of numerical measure about an asset, eg. its NPV, together with characteristics of that measure.
|
||||||||||||
|
A type describing the underlyer features of a basket swap.
|
||||||||||||
|
A structure indicating that the basket underlyer of the trade has changed due to client trading activity
|
||||||||||||
|
A type describing each of the constituents of a basket.
|
||||||||||||
|
||||||||||||
|
||||||||||||
|
CDS Basket Reference Information
|
||||||||||||
|
A type defining the beneficiary of the funds.
|
||||||||||||
|
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.
|
||||||||||||
|
An exchange traded bond.
|
||||||||||||
|
A Bond Option
|
||||||||||||
|
A complex type to specify the strike of a bond or convertible bond option.
|
||||||||||||
|
A type including a reference to a bond to support the representation of an asset swap or Condition Precedent Bond.
|
||||||||||||
|
||||||||||||
|
||||||||||||
|
A type describing correlation bounds, which form a cap and a floor on the realized correlation.
|
||||||||||||
|
A type describing variance bounds, which are used to exclude money price values outside of the specified range In a Up Conditional Swap Underlyer price must be equal to or higher than Lower Barrier In a Down Conditional Swap Underlyer price must be equal to or lower than Upper Barrier In a Corridor Conditional Swap Underlyer price must be equal to or higher than Lower Barrier and must be equal to or lower than Upper Barrier.
|
||||||||||||
|
Identifies the market sector in which the trade has been arranged.
|
||||||||||||
|
Identifies the market sector in which the trade has been arranged.
|
||||||||||||
|
A type for defining the broker equity options.
|
||||||||||||
|
A product to represent a single cashflow.
|
||||||||||||
|
A scheme defining where bullion is to be delivered for a Bullion Transaction.
|
||||||||||||
|
Physically settled leg of a physically settled Bullion Transaction.
|
||||||||||||
|
A code identifying a business day calendar location.
|
||||||||||||
|
A type for defining business day calendar used in determining whether a day is a business day or not.
|
||||||||||||
|
A pointer style reference to a set of business day calendar defined elsewhere in the document.
|
||||||||||||
|
A type for defining a time with respect to a business day calendar location.
|
||||||||||||
|
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.
|
||||||||||||
|
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.
|
||||||||||||
|
Reference to a business day adjustments structure.
|
||||||||||||
|
A type defining an event identifier issued by the indicated party.
|
||||||||||||
|
A type that can be used to identify the type of business process in a request.
|
||||||||||||
|
A type that represents information about a unit within an organization.
|
||||||||||||
|
Reference to an organizational unit.
|
||||||||||||
|
A type describing a role played by a unit in one or more transactions.
|
||||||||||||
|
An abstract base class for all calculated money amounts, which are in the currency of the cash multiplier of the calculation.
|
||||||||||||
|
A type definining the parameters used in the calculation of fixed or floating calculation period amounts.
|
||||||||||||
|
A type defining the ISDA calculation agent responsible for performing duties as defined in the applicable product definitions.
|
||||||||||||
|
||||||||||||
|
A cashflow component with optional calculation details that explain how the cashflow amount was computed.
|
||||||||||||
|
Abstract base class for all calculation from observed values.
|
||||||||||||
|
A type defining the parameters used in the calculation of a fixed or floating rate calculation period amount.
|
||||||||||||
|
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.
|
||||||||||||
|
A type defining the parameters used to generate the calculation period dates schedule, including the specification of any initial or final stub calculation periods.
|
||||||||||||
|
Reference to a calculation period dates component.
|
||||||||||||
|
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.
|
||||||||||||
|
A pointer style reference to single-day-duration calculation periods defined elsewhere - note that this schedule consists of a parameterised schedule in a calculationPeriodsSchedule container.
|
||||||||||||
|
A pointer style reference to a calculation periods schedule defined elsewhere - note that this schedule consists of a series of actual dates in a calculationPeriods container.
|
||||||||||||
|
A pointer style reference to a calculation periods schedule defined elsewhere - note that this schedule consists of a parameterised schedule in a calculationPeriodsSchedule container.
|
||||||||||||
|
A type for defining a calendar spread feature.
|
||||||||||||
|
A type defining the right of a party to cancel a swap transaction on the specified exercise dates.
|
||||||||||||
|
A type to define the adjusted dates for a cancelable provision on a swap transaction.
|
||||||||||||
|
The adjusted dates for a specific cancellation date, including the adjusted exercise date and adjusted termination date.
|
||||||||||||
|
Message for cancellation of payments to be reconciled.
|
||||||||||||
|
A type defining an interest rate cap, floor, or cap/floor strategy (e.g. collar) product.
|
||||||||||||
|
||||||||||||
|
||||||||||||
|
||||||||||||
|
The period calculation details for a calculation/accrual period.
|
||||||||||||
|
Details of the computation of a computed rate or price used to calculate the amount of a cashflow component.
|
||||||||||||
|
A type defining a reference to a cash flow fixing component defined somewhere in the document.
|
||||||||||||
|
An identifier used to identify a single component cashflow.
|
||||||||||||
|
The notional/principal value/quantity/volume used to compute the cashflow.
|
||||||||||||
|
An observation of a rate or a price of an underlyer used in the computation of a cash flow amount.
|
||||||||||||
|
Reference to a cash flow obervation component.
|
||||||||||||
|
A type defining the cashflow representation of a swap trade.
|
||||||||||||
|
A coding scheme used to describe the type or purpose of a cash flow or cash flow component.
|
||||||||||||
|
A type defining the parameters necessary for each of the ISDA cash price methods for cash settlement.
|
||||||||||||
|
A type to define the cash settlement terms for a product where cash settlement is applicable.
|
||||||||||||
|
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.
|
||||||||||||
|
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.
|
||||||||||||
|
||||||||||||
|
Specifies cash currency as type of expected collateral.
|
||||||||||||
|
Abstract base type for non-negotiated trade change descriptions
|
||||||||||||
|
A classified non negative payment.
|
||||||||||||
|
Unless otherwise specified, the principal clearance system customarily used for settling trades in the relevant underlying.
|
||||||||||||
|
The reason a trade is exempted from a clearing mandate.
|
||||||||||||
|
||||||||||||
|
A component of a clearing status report.
|
||||||||||||
|
The current status value of a clearing request.
|
||||||||||||
|
The different options for specifying the attributes of a coal quality measure as a decimal value.
|
||||||||||||
|
The different options for specifying the attributes of a coal quality measure as a percentage of the measured value.
|
||||||||||||
|
The physical delivery conditions for coal.
|
||||||||||||
|
A scheme identifying the types of the Delivery Point for a physically settled coal trade.
|
||||||||||||
|
Physically settled leg of a physically settled coal transaction.
|
||||||||||||
|
A type defining the characteristics of the coal being traded in a physically settled gas transaction.
|
||||||||||||
|
A scheme identifying the sources of coal for a physically settled coal trade.
|
||||||||||||
|
The different options for specifying the quality attributes of the coal to be delivered.
|
||||||||||||
|
A scheme identifying the types of coal for a physically settled coal trade.
|
||||||||||||
|
A scheme identifying the quality adjustment formulae for a physically settled coal trade.
|
||||||||||||
|
The quality attributes of the coal to be delivered.
|
||||||||||||
|
The quality attributes of the coal to be delivered, specified on a periodic basis.
|
||||||||||||
|
A scheme identifying the methods by which coal may be transported.
|
||||||||||||
|
A type for defining the obligations of the counterparty subject to credit support requirements.
|
||||||||||||
|
A type defining the content model for a message allowing one party to send a report listing collateral allocation.
|
||||||||||||
|
||||||||||||
|
Code that describes what type of collateral is posted by a party to a transaction.
|
||||||||||||
|
||||||||||||
|
||||||||||||
|
||||||||||||
|
||||||||||||
|
||||||||||||
|
||||||||||||
|
||||||||||||
|
This type is used in Repo trades, to specify the valuation of a specific piece of collateral in the transaction.
|
||||||||||||
|
||||||||||||
|
A type describing the commission that will be charged for each of the hedge transactions.
|
||||||||||||
|
A type describing a commodity underlying asset.
|
||||||||||||
|
A type for defining exercise procedures associated with an American style exercise of a commodity option.
|
||||||||||||
|
The specification of how a barrier option will trigger (that is, knock-in or knock-out) or expire based on the position of the spot rate relative to trigger level.
|
||||||||||||
|
||||||||||||
|
Describes the swap's underlyer when it has multiple asset components.
|
||||||||||||
|
Abstract base class for all underlying assets.
|
||||||||||||
|
||||||||||||
|
||||||||||||
|
||||||||||||
|
||||||||||||
|
||||||||||||
|
||||||||||||
|
Defines a commodity business day calendar.
|
||||||||||||
|
A parametric representation of the Calculation Periods for on Asian option or a leg of a swap.
|
||||||||||||
|
The different options for specifying the Delivery Periods of a physical leg.
|
||||||||||||
|
A scheme identifying the types of the Delivery Point for a physically settled commodity trade.
|
||||||||||||
|
A scheme identifying how the parties to the trade aportion responsibility for the delivery of the commodity product (for example Free On Board, Cost, Insurance, Freight)
|
||||||||||||
|
||||||||||||
|
Defined the conditions under which the digital option can triggers and, if triggered, what payment results.
|
||||||||||||
|
The parameters for defining how the commodity digital option can be exercised.
|
||||||||||||
|
Defines the digital commodity option product type.
|
||||||||||||
|
A type for defining exercise procedures associated with a European style exercise of a commodity option.
|
||||||||||||
|
The parameters for defining how the commodity option can be exercised, how it is priced and how it is settled.
|
||||||||||||
|
The parameters for defining how the commodity option can be exercised, how it is priced and how it is settled.
|
||||||||||||
|
||||||||||||
|
A scheme identifying the physical event relative to which option expiration occurs.
|
||||||||||||
|
||||||||||||
|
The Fixed Price for a given Calculation Period during the life of the trade.
|
||||||||||||
|
Commodity Forward
|
||||||||||||
|
Abstract base class for all commodity forward legs.
|
||||||||||||
|
Frequency Type for use in Pricing Date specifications.
|
||||||||||||
|
A type defining the FX observations to be used to convert the observed Commodity Reference Price to the Settlement Currency.
|
||||||||||||
|
Identifes how the FX rate will be applied.
|
||||||||||||
|
A type defining a hub or other reference for a physically settled commodity trade.
|
||||||||||||
|
A scheme identifying the code for a hub or other reference for a physically settled commodity trade.
|
||||||||||||
|
The publication in which the rate, price, index or factor is to be found.
|
||||||||||||
|
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).
|
||||||||||||
|
A type describing the interest rate leg (a.k.a fee leg) of the commodity performance swap.
|
||||||||||||
|
ISDA 1993 or 2005 commodity market disruption elements.
|
||||||||||||
|
||||||||||||
|
||||||||||||
|
The name of the entity that issues the brand
|
||||||||||||
|
||||||||||||
|
||||||||||||
|
||||||||||||
|
A type for defining the multiple exercise provisions of an American style commodity option.
|
||||||||||||
|
A complex type to specify the notional amount.
|
||||||||||||
|
A reference to the return swap notional amount.
|
||||||||||||
|
Commodity Notional.
|
||||||||||||
|
The Notional Quantity per Calculation Period.
|
||||||||||||
|
Defines a commodity option product type.
|
||||||||||||
|
A scheme identifying the physical event relative to which payment occurs.
|
||||||||||||
|
A type describing a commodity performance swap in which one leg pays out based on the return on a reference commodity index or commodity reference price.
|
||||||||||||
|
A product with which to represent return swaps, total return swaps and excess return swaps.
|
||||||||||||
|
||||||||||||
|
Abstract base class for all commodity performance swap legs.
|
||||||||||||
|
The parameters for defining the expiration date(s) and time(s) for an American style option.
|
||||||||||||
|
The parameters for defining the expiration date(s) and time(s) for a European style option.
|
||||||||||||
|
The parameters for defining how the physically-settled commodity option can be exercised and how it is settled.
|
||||||||||||
|
A type defining the physical quantity of the commodity to be delivered.
|
||||||||||||
|
An abstract base class for physical quantity types.
|
||||||||||||
|
The Quantity per Delivery Period.
|
||||||||||||
|
The pipeline through which the physical commodity will be delivered.
|
||||||||||||
|
The pipeline cycle during which the physical commodity will be delivered.
|
||||||||||||
|
The commodity option premium payable by the buyer to the seller.
|
||||||||||||
|
The dates on which prices are observed for the underlyer.
|
||||||||||||
|
A scheme identifying the grade of physical commodity product to be delivered.
|
||||||||||||
|
A type for defining the frequency at which the Notional Quantity is deemed to apply for purposes of calculating the Total Notional Quantity.
|
||||||||||||
|
The Expiration Dates of the trade relative to the Calculation Periods.
|
||||||||||||
|
The Payment Dates of the trade relative to the Calculation Periods.
|
||||||||||||
|
||||||||||||
|
A type describing the return leg of a commodity return swap.
|
||||||||||||
|
The notional quantity of electricity that applies to one or more groups of Settlement Periods.
|
||||||||||||
|
The notional quantity schedule of electricity that applies to one or more groups of Settlement Periods.
|
||||||||||||
|
The fixed price schedule for electricity that applies to one or more groups of Settlement Periods.
|
||||||||||||
|
||||||||||||
|
The Spread per Calculation Period.
|
||||||||||||
|
A type specifying the date from which the early termination clause can be exercised.
|
||||||||||||
|
The Strike Price per Unit per Calculation Period.
|
||||||||||||
|
The commodity swap product model is designed to support fixed-float swaps, float-float swaps, fixed vs. physical swaps, float vs. physical swaps as well as, weather specific swaps.
|
||||||||||||
|
Abstract base class for all commodity swap legs
|
||||||||||||
|
Commodity Swaption.
|
||||||||||||
|
||||||||||||
|
The barrier which, when breached, triggers the knock-in or knock-out of the barrier option.
|
||||||||||||
|
The dates on which prices are observed for the underlyer.
|
||||||||||||
|
||||||||||||
|
A type describing the variance leg of a commodity variance swap.
|
||||||||||||
|
Specifies the conditions to be applied for converting into a reference currency when the actual currency rate is not determined upfront.
|
||||||||||||
|
Specifies the compounding method and the compounding rate.
|
||||||||||||
|
The frequency at which a rate is compounded.
|
||||||||||||
|
A type defining a compounding rate.
|
||||||||||||
|
A type used to represent the type of mechanism that can be used to confirm a trade.
|
||||||||||||
|
A type describing the weight of each of the underlyer constituent within the basket, either in absolute or relative terms.
|
||||||||||||
|
A type that represents how to contact an individual or organization.
|
||||||||||||
|
A contact id identifier allocated by a party.
|
||||||||||||
|
A type defining a contract identifier issued by the indicated party.
|
||||||||||||
|
The definitions, such as those published by ISDA, that will define the terms of the trade.
|
||||||||||||
|
||||||||||||
|
A contractual supplement (such as those published by ISDA) that will apply to the trade.
|
||||||||||||
|
A contractual supplement (such as those published by ISDA) and its publication date that will apply to the trade.
|
||||||||||||
|
||||||||||||
|
A structure indicating that a trade has changed due to a corporate action
|
||||||||||||
|
A type that describes what type of corporate action occurred.
|
||||||||||||
|
A type defining the content model for a request message that can be subsequently corrected or retracted.
|
||||||||||||
|
A type describing the correlation amount of a correlation swap.
|
||||||||||||
|
Correlation Amount.
|
||||||||||||
|
A type defining a correlation identifier and qualifying scheme
|
||||||||||||
|
A type describing return which is driven by a Correlation calculation.
|
||||||||||||
|
A Correlation Swap modelled using a single netted leg.
|
||||||||||||
|
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.
|
||||||||||||
|
The code representation of a country or an area of special sovereignty.
|
||||||||||||
|
Defines a scheme of values for specifiying if the bond has a variable coupon, step-up/down coupon or a zero-coupon.
|
||||||||||||
|
A generic credit curve definition.
|
||||||||||||
|
A set of credit curve values, which can include pricing inputs (which are typically credit spreads), default probabilities, and recovery rates.
|
||||||||||||
|
||||||||||||
|
A complex type to support the credit default swap option.
|
||||||||||||
|
||||||||||||
|
A credit arrangement used in support of swaps trading.
|
||||||||||||
|
||||||||||||
|
||||||||||||
|
An event type that records the occurrence of a credit event notice.
|
||||||||||||
|
A message type defining the ISDA defined Credit Event Notice.
|
||||||||||||
|
A message type retracting a previous credit event notification.
|
||||||||||||
|
||||||||||||
|
Reference to credit events.
|
||||||||||||
|
A complex type to specify the strike of a credit swaption or a credit default swap option.
|
||||||||||||
|
A party's credit rating.
|
||||||||||||
|
The repayment precedence of a debt instrument.
|
||||||||||||
|
The agreement executed between the parties and intended to govern collateral arrangement for all OTC derivatives transactions between those parties.
|
||||||||||||
|
||||||||||||
|
||||||||||||
|
||||||||||||
|
A type that is used for including the currency exchange rates used to cross between the traded currencies for non-base currency FX contracts.
|
||||||||||||
|
The code representation of a currency or fund.
|
||||||||||||
|
A type containing a code representing the risk classification of a currency pair, as specified by a regulator.
|
||||||||||||
|
Allows for an option expiry cut time to be described by name, as per established market convention.
|
||||||||||||
|
||||||||||||
|
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.
|
||||||||||||
|
Specify as applicable.
|
||||||||||||
|
List of Dates
|
||||||||||||
|
A type defining an offset used in calculating a date when this date is defined in reference to another date through a date offset.
|
||||||||||||
|
A type defining a contiguous series of calendar dates.
|
||||||||||||
|
Reference to an identified date or a complex date structure.
|
||||||||||||
|
A type to provide the ability to point to multiple payment nodes in the document through the unbounded paymentDatesReference.
|
||||||||||||
|
A type to provide the ability to point to multiple payment nodes in the document through the unbounded paymentDatesReference.
|
||||||||||||
|
List of DateTimes
|
||||||||||||
|
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.
|
||||||||||||
|
A structure describing a declear event.
|
||||||||||||
|
A type that describes why a trade was removed from clearing.
|
||||||||||||
|
A set of default probabilities.
|
||||||||||||
|
A type that allows a position to be defined.
|
||||||||||||
|
||||||||||||
|
Specifies delivery methods for securities transactions.
|
||||||||||||
|
A type defines nearest Delivery Date of the underlying Commodity of expiration of the futures contract.
|
||||||||||||
|
The type defining a denominator term of the formula.
|
||||||||||||
|
||||||||||||
|
The method by which a derivative is computed.
|
||||||||||||
|
A description of how a numerical derivative is computed.
|
||||||||||||
|
A formula for computing a complex derivative from partial derivatives.
|
||||||||||||
|
Coding scheme that specifies the method according to which an amount or a date is determined.
|
||||||||||||
|
A reference to the return swap notional determination method.
|
||||||||||||
|
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.
|
||||||||||||
|
An abstract base class for all directional leg types with effective date, termination date, and underlyer where a payer makes a stream of payments of greater than zero value to a receiver.
|
||||||||||||
|
An abstract base class for all directional leg types with effective date, termination date, and underlyer, where a payer makes a stream of payments of greater than zero value to a receiver.
|
||||||||||||
|
A type defining discounting information.
|
||||||||||||
|
||||||||||||
|
||||||||||||
|
||||||||||||
|
||||||||||||
|
||||||||||||
|
A Disruption Fallback.
|
||||||||||||
|
Container for Dividend Adjustment Periods, which are used to calculate the Deviation between Expected Dividend and Actual Dividend in that Period.
|
||||||||||||
|
A type describing the conditions governing the payment of dividends to the receiver of the equity return.
|
||||||||||||
|
Floating Payment Leg of a Dividend Swap.
|
||||||||||||
|
A type describing the date on which the dividend will be paid/received.
|
||||||||||||
|
A type describing the dividend payout ratio associated with an equity underlyer.
|
||||||||||||
|
Abstract base class of all time bounded dividend period types.
|
||||||||||||
|
A time bounded dividend period, with an expected dividend for each period.
|
||||||||||||
|
A time bounded dividend period, with fixed strike and a dividend payment date per period.
|
||||||||||||
|
||||||||||||
|
A Dividend Swap Transaction Supplement.
|
||||||||||||
|
The abstract base type from which all FpML compliant messages and documents must be derived.
|
||||||||||||
|
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.
|
||||||||||||
|
Describes the parameters for a dual currency option transaction.
|
||||||||||||
|
A type that describes the rate of exchange at which the embedded option in a Dual Currency Deposit has been struck.
|
||||||||||||
|
A type to define the adjusted dates associated with an early termination provision.
|
||||||||||||
|
A type defining an early termination provision for a swap.
|
||||||||||||
|
Excess Emission Penalty related parameters.
|
||||||||||||
|
TBD.
|
||||||||||||
|
The physical delivery conditions for electricity.
|
||||||||||||
|
The physical delivery obligation options specific to a firm transaction.
|
||||||||||||
|
A scheme identifying the types of the Delivery Point for a physically settled electricity trade.
|
||||||||||||
|
The physical delivery obligation options specific to a system firm transaction.
|
||||||||||||
|
||||||||||||
|
The physical delivery obligation options specific to a unit firm transaction.
|
||||||||||||
|
A type defining the physical quantity of the electricity to be delivered.
|
||||||||||||
|
Allows the documentation of a shaped quantity trade where the quantity changes over the life of the transaction.
|
||||||||||||
|
Physically settled leg of a physically settled electricity transaction.
|
||||||||||||
|
The quantity of gas to be delivered.
|
||||||||||||
|
The specification of the electricity to be delivered.
|
||||||||||||
|
A structure to specify the tranmission contingency and the party that bears the obligation.
|
||||||||||||
|
The type of transmission contingency, i.e. what portion of the transmission the delivery obligations are applicable.
|
||||||||||||
|
A flexible description of the type or characteristics of an option embbedded within another product.
|
||||||||||||
|
A special type meant to be used for elements with no content and no attributes.
|
||||||||||||
|
Records supporting information justifying an end user exception under 17 CFR part 39.
|
||||||||||||
|
A type describing the entity of a party, for example Financial, NonFinancial etc.
|
||||||||||||
|
A legal entity identifier (e.g.
|
||||||||||||
|
The name of the reference entity.
|
||||||||||||
|
Defines a coding scheme of the entity types defined in the ISDA First to Default documentation.
|
||||||||||||
|
||||||||||||
|
A type defining the characteristics of the environmental allowance or credit being traded.
|
||||||||||||
|
TBD.
|
||||||||||||
|
||||||||||||
|
For US Emissions Allowance Transactions.
|
||||||||||||
|
A type for defining exercise procedures associated with an American style exercise of an equity option.
|
||||||||||||
|
An exchange traded equity asset.
|
||||||||||||
|
A type for defining exercise procedures associated with a Bermuda style exercise of an equity option.
|
||||||||||||
|
A type for defining the merger events and their treatment.
|
||||||||||||
|
A type for defining the common features of equity derivatives.
|
||||||||||||
|
type for defining the common features of equity derivatives.
|
||||||||||||
|
A type for defining short form equity option basic features.
|
||||||||||||
|
A type for defining exercise procedures associated with a European style exercise of an equity option.
|
||||||||||||
|
A type for defining exercise procedures for equity options.
|
||||||||||||
|
A type for defining equity forwards.
|
||||||||||||
|
A type for defining the multiple exercise provisions of an American or Bermuda style equity option.
|
||||||||||||
|
A type for defining equity options.
|
||||||||||||
|
A type for defining equity option transaction supplements.
|
||||||||||||
|
A type used to describe the amount paid for an equity option.
|
||||||||||||
|
A type for defining the strike price for an equity option.
|
||||||||||||
|
A type for defining Equity Swap Transaction Supplement
|
||||||||||||
|
A type for defining how and when an equity option is to be valued.
|
||||||||||||
|
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.
|
||||||||||||
|
A type defining the content model for a message allowing one party to send a report consisting of a series of trading events that may affect positions.
|
||||||||||||
|
A post-trade event reference identifier allocated by a party.
|
||||||||||||
|
Identification of a business event, for example through its correlation id or a business identifier.
|
||||||||||||
|
A coding scheme used to describe the matching/confirmation status of a trade, post-trade event, position, or cash flows.
|
||||||||||||
|
A type used in event status enquiry messages which relates an event identifier to its current status value.
|
||||||||||||
|
A type defining the content model for a message normally generated in response to a requestEventStatus request.
|
||||||||||||
|
A type defining the basic content for a message sent to inform another system that some exception has been detected.
|
||||||||||||
|
A type defining the content model for an exception message header.
|
||||||||||||
|
A short form unique identifier for an exchange.
|
||||||||||||
|
A type that is used for describing the exchange rate for a particular transaction.
|
||||||||||||
|
An abstract base class for all exchange traded financial products.
|
||||||||||||
|
Abstract base class for all exchange traded financial products with a price which is calculated from exchange traded constituents.
|
||||||||||||
|
An exchange traded derivative contract.
|
||||||||||||
|
A type describing a single underlyer
|
||||||||||||
|
An exchange traded fund whose price depends on exchange traded constituents.
|
||||||||||||
|
An exchange traded option.
|
||||||||||||
|
A type defining the trade execution date time and the source of it.
|
||||||||||||
|
A type used to represent the type of market where a trade can be executed.
|
||||||||||||
|
A type used to represent the type of market where a trade can be executed.
|
||||||||||||
|
The abstract base class for all types which define way in which options may be exercised.
|
||||||||||||
|
A type defining the adjusted dates associated with a particular exercise event.
|
||||||||||||
|
A type defining the fee payable on exercise of an option.
|
||||||||||||
|
A type to define a fee or schedule of fees to be payable on the exercise of an option.
|
||||||||||||
|
A type defining to whom and where notice of execution should be given.
|
||||||||||||
|
This defines the time interval to the start of the exercise period, i.e. the earliest exercise date, and the frequency of subsequent exercise dates (if any).
|
||||||||||||
|
A type describing how notice of exercise should be given.
|
||||||||||||
|
A type describing how notice of exercise should be given.
|
||||||||||||
|
Expected Collateral allows for the definition of collateral that the party making the margin call would prefer to receive or have returned.
|
||||||||||||
|
||||||||||||
|
||||||||||||
|
Consists of two elements, the first MarkToMarkExposureParty supports the definition of which party is the exposed party and which is the obligated party.
|
||||||||||||
|
A code that describes the high level category of the counterparty for exposure purposes.
|
||||||||||||
|
A type defining the content model for a message allowing a firm to send a report listing aggregate exposure to a variety of counterparty and market risk categories.
|
||||||||||||
|
A code that describes the type of risk or exposure, based on the type of instrument that created the exposure.
|
||||||||||||
|
A description of the underlying asset of the transaction
|
||||||||||||
|
A type defining an option to extend an existing swap transaction on the specified exercise dates for a term ending on the specified new termination date.
|
||||||||||||
|
A type defining the adjusted dates associated with a provision to extend a swap.
|
||||||||||||
|
A type to define the adjusted dates associated with an individual extension event.
|
||||||||||||
|
Where the underlying is shares, defines market events affecting the issuer of those shares that may require the terms of the transaction to be adjusted.
|
||||||||||||
|
Provides supporting evidence when a party invoked exception to not execute the trade on facility such as SEF and DCM even though the particular product is mandated to execute on a SEF.
|
||||||||||||
|
A type describing the type of loan facility.
|
||||||||||||
|
||||||||||||
|
||||||||||||
|
The method, prioritzed by the order it is listed in this element, to get a replacement rate for the disrupted settlement rate option.
|
||||||||||||
|
Payment made following trigger occurence.
|
||||||||||||
|
||||||||||||
|
A type to define business date convention adjustment to final payment period per leg.
|
||||||||||||
|
The common components of a financially settled leg of a Commodity Swap.
|
||||||||||||
|
||||||||||||
|
||||||||||||
|
Fixed payment amount within a Dividend Swap.
|
||||||||||||
|
Fixed Payment Leg of a Dividend Swap.
|
||||||||||||
|
A type defining the Fixed Price.
|
||||||||||||
|
Fixed Price Leg of a Commodity Swap.
|
||||||||||||
|
The calculation period fixed rate.
|
||||||||||||
|
||||||||||||
|
||||||||||||
|
||||||||||||
|
||||||||||||
|
A type to capture details relevant to the calculation of the floating price.
|
||||||||||||
|
Floating Price Leg of a Commodity Swap.
|
||||||||||||
|
A type defining a floating rate.
|
||||||||||||
|
A type defining the floating rate and definitions relating to the calculation of floating rate amounts.
|
||||||||||||
|
Reference to a floating rate calculation of interest calculation component.
|
||||||||||||
|
A type defining parameters associated with a floating rate reset.
|
||||||||||||
|
The ISDA Floating Rate Option, i.e. the floating rate index.
|
||||||||||||
|
||||||||||||
|
A type defining a rate index.
|
||||||||||||
|
A type describing a financial formula, with its description and components.
|
||||||||||||
|
Elements describing the components of the formula.
|
||||||||||||
|
A type defining a term of the formula.
|
||||||||||||
|
A curve used to model a set of forward interest rates.
|
||||||||||||
|
A type defining a Forward Rate Agreement (FRA) product.
|
||||||||||||
|
A type defining a time frequency, e.g. one day, three months.
|
||||||||||||
|
An exchange traded future contract.
|
||||||||||||
|
A type defining a short form unique identifier for a future contract.
|
||||||||||||
|
A type defining a currency amount as at a future value date.
|
||||||||||||
|
Accrual calculation process.
|
||||||||||||
|
Reference to an average rate structure in FxAccrualForward or FxAccrualOption products.
|
||||||||||||
|
||||||||||||
|
An FX Accrual Digital Option product The product defines a list of fixing (or observation) dates.
|
||||||||||||
|
The product defines a schedule of expiry and delivery dates which specify settlement periods.
|
||||||||||||
|
||||||||||||
|
A fixing region in which the payoff varies linearly with the fixing value.
|
||||||||||||
|
An FX Accrual Option product The product defines a list of fixing (or observation) dates.
|
||||||||||||
|
||||||||||||
|
Reference to a FX Accrual Payoff Region.
|
||||||||||||
|
Defines a region of spot rate where the notional for the settlement period accrues by the accrued amount per fixing each time the spot rate fixes within the region.
|
||||||||||||
|
||||||||||||
|
||||||||||||
|
||||||||||||
|
Payoff region
|
||||||||||||
|
||||||||||||
|
A shared type between accrual forwards and options where the FX accrual strike reference can point to.
|
||||||||||||
|
Reference to a strike structure in FxAccrualForward or FxAccrualOption products.
|
||||||||||||
|
Describes a european trigger applied to an FX digtal option.
|
||||||||||||
|
Reference to a trigger structure in FxAccrualDigitalOption product.
|
||||||||||||
|
Defines the expiry/observation schedule of the target.
|
||||||||||||
|
Describes the characteristics for american exercise of FX products.
|
||||||||||||
|
Descibes the averaging period properties for an asian option.
|
||||||||||||
|
||||||||||||
|
A type that, for average rate options, is used to describe each specific observation date, as opposed to a parametric frequency of rate observations.
|
||||||||||||
|
A type that describes average rate options rate observations.
|
||||||||||||
|
||||||||||||
|
Accrual calculation process.
|
||||||||||||
|
Describes the properties of an FX barrier.
|
||||||||||||
|
||||||||||||
|
A type that is used for describing cash settlement of an option / non deliverable forward.
|
||||||||||||
|
A type that is used for describing cash settlement of a variance or volatility swap option.
|
||||||||||||
|
||||||||||||
|
Reference to a barrier structure defined within the parametric representation.
|
||||||||||||
|
||||||||||||
|
||||||||||||
|
A type that is used for including the currency exchange rates information used to cross between the traded currencies for non-base currency FX contracts.
|
||||||||||||
|
An fx curve object., which includes pricing inputs and term structures for fx forwards.
|
||||||||||||
|
A valuation of an FX curve object., which includes pricing inputs and term structures for fx forwards.
|
||||||||||||
|
The representation of the schedule as an offset relative to another schedule.
|
||||||||||||
|
Descrines the characteristics for American exercise in FX digital options.
|
||||||||||||
|
Describes an option having a triggerable fixed payout.
|
||||||||||||
|
A structure describing how disruption for a specified currency pair should be handled
|
||||||||||||
|
The base class for all disruption events
|
||||||||||||
|
A container for the disruption event set
|
||||||||||||
|
The base class for all disruption fallbacks
|
||||||||||||
|
A container for the disruption fallback set
|
||||||||||||
|
Describes a set of disruption events and the fallbacks they will invoke
|
||||||||||||
|
Describes the characteristics for European exercise of FX products.
|
||||||||||||
|
Indicates the direction who pays and receives a specific currency without specifying the amount.
|
||||||||||||
|
Defines the expiry date of the accrual.
|
||||||||||||
|
Defines the expiry/observation schedule of the target.
|
||||||||||||
|
Describes an alternative set of price sources
|
||||||||||||
|
A type for defining Fx Features.
|
||||||||||||
|
A type that specifies the source for and timing of a fixing of an exchange rate.
|
||||||||||||
|
A type that is extending the Offset structure for providing the ability to specify an FX fixing date as an offset to dates specified somewhere else in the document.
|
||||||||||||
|
||||||||||||
|
Describes a schedule of fixing dates as a parametric description, an explicit list of dates or both.
|
||||||||||||
|
Describes the FX fixing schedule, a single continuous observation period which follows the applicable business day schedule for the quoted rate source.
|
||||||||||||
|
Product model for a flexible-term fx forward (also known as callable forward, window forward).
|
||||||||||||
|
||||||||||||
|
||||||||||||
|
A type that describes the rate of exchange between the two currencies of the leg of a deal.
|
||||||||||||
|
Describes a contract on future levels of implied volatility.
|
||||||||||||
|
||||||||||||
|
||||||||||||
|
Defines the Target level of gain.
|
||||||||||||
|
Level is expressed as Schedule, with an initial value and optional steps.
|
||||||||||||
|
Reference to a level structure.
|
||||||||||||
|
A type to describe the cashflow representation for fx linked notionals.
|
||||||||||||
|
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.
|
||||||||||||
|
Describes the limits on the size of notional when multiple exercise is allowed.
|
||||||||||||
|
Describes an FX option with optional asian and barrier features.
|
||||||||||||
|
A type describing the features that may be present in an FX option.
|
||||||||||||
|
A type that contains full details of a predefined fixed payout which may occur (or not) in a Barrier Option or Digital Option when a trigger event occurs (or not).
|
||||||||||||
|
A type that specifies the premium exchanged for a single option trade or option strategy.
|
||||||||||||
|
A type that describes the rate of exchange at which the option has been struck.
|
||||||||||||
|
||||||||||||
|
The amount of gain on the client upside or firm upside is limited.
|
||||||||||||
|
FX Performance Fixed Leg describes Fixed FX Rate Payer and Fixed Rate.
|
||||||||||||
|
Fx Performance Floating Leg describes Floating FX Rate Payer.
|
||||||||||||
|
Floating FX Rate describes Fixed FX Rate Payer and Fixed Rate
|
||||||||||||
|
Describes an FX volatility and variance swap.
|
||||||||||||
|
Pivot is expressed as Schedule, with an initial value and optional steps.
|
||||||||||||
|
Reference to a pivot structure.
|
||||||||||||
|
An FX Range Accrual product.
|
||||||||||||
|
A type describing the rate of a currency conversion: pair of currency, quotation mode and exchange rate.
|
||||||||||||
|
||||||||||||
|
||||||||||||
|
Reference to an "FxRateObservable" structure.
|
||||||||||||
|
A collection of spot FX rates used in pricing.
|
||||||||||||
|
Describes a rate source to be fixed and the date the fixing occurs
|
||||||||||||
|
The FxSchedule may be expressed as explicit adjusted dates, or a parametric representation plus optional adjusted dates, or as an offset plus optional adusted dates.
|
||||||||||||
|
Reference to a FX Schedule structure.
|
||||||||||||
|
||||||||||||
|
||||||||||||
|
||||||||||||
|
A type defining either a spot or forward FX transactions.
|
||||||||||||
|
A type defining the rate source and fixing time for an fx rate.
|
||||||||||||
|
Straddle details.
|
||||||||||||
|
The Currency and Amount to be paid by the Buyer to the Seller.
|
||||||||||||
|
Strike is expressed as Schedule, with an initial value and optional steps.
|
||||||||||||
|
A type that describes the rate of exchange at which the option has been struck.
|
||||||||||||
|
Reference to a strike structure.
|
||||||||||||
|
A type defining either a spot/forward or forward/forward FX swap transaction.
|
||||||||||||
|
||||||||||||
|
||||||||||||
|
||||||||||||
|
||||||||||||
|
||||||||||||
|
A fixing region in which the payoff is a constant value (a binary|digital payoff, or zero).
|
||||||||||||
|
A structured forward product which consists of a strip of forwards.
|
||||||||||||
|
||||||||||||
|
A fixing region in which the payoff varies linearly with the fixing value.
|
||||||||||||
|
||||||||||||
|
Reference to a FX Target Payoff Region.
|
||||||||||||
|
||||||||||||
|
A rebate can be expressed as a payment amount or as amount of outstanding gain.
|
||||||||||||
|
Reference to a target structure.
|
||||||||||||
|
||||||||||||
|
||||||||||||
|
||||||||||||
|
Payoff region
|
||||||||||||
|
||||||||||||
|
Reference a code defining the origin of the trade template terms
|
||||||||||||
|
Describes an american or discrete touch or no-touch trigger applied to an FX binary or digital option.
|
||||||||||||
|
Describes a european trigger applied to an FX digtal option.
|
||||||||||||
|
Describes a european trigger applied to an FX digtal option.
|
||||||||||||
|
Valuation date offset is used in FX Variance Swap and Volatility Swap to always relate the Final Observation Date and can be: [Final Observation Date][The first Business Day following the Final Observation Date]
|
||||||||||||
|
Describes a schedule of fixing dates as a parametric description, an explicit list of dates or both.
|
||||||||||||
|
The specification of the gas to be delivered.
|
||||||||||||
|
The different options for specifying the Delivery Periods for a physically settled gas trade.
|
||||||||||||
|
A scheme identifying the types of the Delivery Point for a physically settled gas trade.
|
||||||||||||
|
Physically settled leg of a physically settled gas transaction.
|
||||||||||||
|
The quantity of gas to be delivered.
|
||||||||||||
|
A type defining the characteristics of the gas being traded in a physically settled gas transaction.
|
||||||||||||
|
The quantity of gas to be delivered.
|
||||||||||||
|
||||||||||||
|
An entity for defining a generic agreement executed between two parties for any purpose.
|
||||||||||||
|
||||||||||||
|
A flexible description of the type or characteristics of a commodity grade
|
||||||||||||
|
A generic (user defined) dimension, e.g. for use in a correlation surface. e.g. a currency, stock, etc.
|
||||||||||||
|
The data type used to hold the exercise style description of an option in a generic product (e.g.
|
||||||||||||
|
||||||||||||
|
||||||||||||
|
Simple product representation providing key information about a variety of different products.
|
||||||||||||
|
A type that is used for describing the exchange rate for a particular transaction.
|
||||||||||||
|
A flexible description a special feature or characteristic of a complex product not otherwise modeled, such as digital payout.
|
||||||||||||
|
A type that describes the composition of a rate that has been quoted or is to be quoted.
|
||||||||||||
|
||||||||||||
|
Identification of the law governing the transaction.
|
||||||||||||
|
||||||||||||
|
A payment component owed from one party to the other for the cash flow date.
|
||||||||||||
|
||||||||||||
|
||||||||||||
|
A net accumulated position held in an asset.
|
||||||||||||
|
A generic type describing an identified asset.
|
||||||||||||
|
Specifies Currency with ID attribute.
|
||||||||||||
|
Reference to a currency with ID attribute
|
||||||||||||
|
A date which can be referenced elsewhere.
|
||||||||||||
|
A type extending the PayerReceiverEnum type wih an id attribute.
|
||||||||||||
|
A rate which can be referenced elsewhere.
|
||||||||||||
|
A version of a specification document used by the message generator to format the document.
|
||||||||||||
|
||||||||||||
|
||||||||||||
|
||||||||||||
|
A published index whose price depends on exchange traded constituents.
|
||||||||||||
|
Defines the specification of the consequences of Index Events as defined by the 2002 ISDA Equity Derivatives Definitions.
|
||||||||||||
|
||||||||||||
|
A structure describing the effect of a change to an index.
|
||||||||||||
|
||||||||||||
|
||||||||||||
|
A type defining a Credit Default Swap Index.
|
||||||||||||
|
A party's industry sector classification.
|
||||||||||||
|
A type defining the components specifiying an Inflation Rate Calculation
|
||||||||||||
|
||||||||||||
|
A type defining the source for a piece of information (e.g. a rate refix or an fx fixing).
|
||||||||||||
|
Defines initial margin applied to a repo transaction.
|
||||||||||||
|
Defines the initial margin calculation applicable to a single piece of collateral.
|
||||||||||||
|
||||||||||||
|
||||||||||||
|
A short form unique identifier for a security.
|
||||||||||||
|
A collection of instruments usable for quotation purposes.
|
||||||||||||
|
The economics of a trade of a multiply traded instrument.
|
||||||||||||
|
A structure describing the price paid for the instrument.
|
||||||||||||
|
A structure describing the value in "native" currency of an instrument that was traded.
|
||||||||||||
|
A structure describing the amount of an instrument that was traded.
|
||||||||||||
|
Identification of the border(s) or border point(s) of a transportation contract.
|
||||||||||||
|
A type defining the way in which interests are accrued: the applicable rate (fixed or floating reference) and the compounding method.
|
||||||||||||
|
A type describing the method for accruing interests on dividends.
|
||||||||||||
|
||||||||||||
|
Specifies the calculation method of the interest rate leg of the return swap.
|
||||||||||||
|
||||||||||||
|
||||||||||||
|
||||||||||||
|
A type describing the fixed income leg of the equity swap.
|
||||||||||||
|
Component that holds the various dates used to specify the interest leg of the return swap.
|
||||||||||||
|
Reference to the calculation period dates of the interest leg.
|
||||||||||||
|
||||||||||||
|
||||||||||||
|
||||||||||||
|
A type defining the components specifiying an interest rate stream, including both a parametric and cashflow representation for the stream of payments.
|
||||||||||||
|
Reference to an InterestRateStream component.
|
||||||||||||
|
||||||||||||
|
||||||||||||
|
||||||||||||
|
||||||||||||
|
||||||||||||
|
IN1 Interest Notification Message Definition.
|
||||||||||||
|
||||||||||||
|
||||||||||||
|
||||||||||||
|
||||||||||||
|
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.
|
||||||||||||
|
The type of interpolation used.
|
||||||||||||
|
The data type used for issuer identifiers.
|
||||||||||||
|
A complex type for a two part identifier such as a USI.
|
||||||||||||
|
Knock In means option to exercise comes into existence.
|
||||||||||||
|
Describes an observation that caused a barrier knock out to trigger
|
||||||||||||
|
An observation period that is offset from a Calculation Period.
|
||||||||||||
|
Allows a lag to reference one already defined elsewhere in the trade.
|
||||||||||||
|
The data type used for indicating the language of the resource, described using the ISO 639-2/T Code.
|
||||||||||||
|
A basic set of fields to identify an LC.
|
||||||||||||
|
A supertype of leg.
|
||||||||||||
|
A type defining a legal entity.
|
||||||||||||
|
References a credit entity defined elsewhere in the document.
|
||||||||||||
|
A type describing the amount that will paid or received on each of the payment dates.
|
||||||||||||
|
Leg identity.
|
||||||||||||
|
Version aware identification of a leg.
|
||||||||||||
|
Defines a letter of credit.
|
||||||||||||
|
Specifies a letter of credit as type of expected collateral.
|
||||||||||||
|
A type describing the liens associated with a loan facility.
|
||||||||||||
|
The data type used for link identifiers.
|
||||||||||||
|
A type describing a loan underlying asset.
|
||||||||||||
|
||||||||||||
|
A type to define the main publication source.
|
||||||||||||
|
A complex type to specify the amount to be paid by the buyer of the option if the option is exercised prior to the Early Call Date (Typically applicable to the convertible bond options).
|
||||||||||||
|
A type to hold early exercise provisions.
|
||||||||||||
|
A type to define an early termination provision for which exercise is mandatory.
|
||||||||||||
|
A type defining the adjusted dates associated with a mandatory early termination provision.
|
||||||||||||
|
A type defining manual exercise, i.e. that the option buyer counterparty must give notice to the option seller of exercise.
|
||||||||||||
|
||||||||||||
|
||||||||||||
|
This composite type is an aggregation of the data supplied in the Margin Requirement composite type.
|
||||||||||||
|
||||||||||||
|
||||||||||||
|
||||||||||||
|
||||||||||||
|
||||||||||||
|
||||||||||||
|
Margin Terms can be defined as they apply to Variation Margin and/or Segregated Independent Amount.
|
||||||||||||
|
A collection of pricing inputs.
|
||||||||||||
|
Defines the handling of an averaging date market disruption for an equity derivative transaction.
|
||||||||||||
|
A Market Disruption Event.
|
||||||||||||
|
Reference to a market structure.
|
||||||||||||
|
The net market value of the portfolio in base currency
|
||||||||||||
|
An entity for defining the agreement executed between the parties and intended to govern all OTC derivatives transactions between those parties.
|
||||||||||||
|
A master agreement identifier allocated by a party.
|
||||||||||||
|
||||||||||||
|
||||||||||||
|
An entity for defining the master confirmation agreement executed between the parties.
|
||||||||||||
|
||||||||||||
|
||||||||||||
|
An identifier used to identify matched cashflows.
|
||||||||||||
|
A scheme identifying the types of metal product for a physically settled metal trade.
|
||||||||||||
|
A type defining a mathematical expression.
|
||||||||||||
|
||||||||||||
|
||||||||||||
|
||||||||||||
|
A type defining the basic structure of all FpML messages which is refined by its derived types.
|
||||||||||||
|
The data type used for identifying a message address.
|
||||||||||||
|
A type defining the content model for a generic message header that is refined by its derived classes.
|
||||||||||||
|
The data type use for message identifiers.
|
||||||||||||
|
A type defining the characteristics of the metal product being traded in a physically settled metal transaction.
|
||||||||||||
|
The physical delivery conditions for the transaction.
|
||||||||||||
|
Physically settled leg of a physically settled Metal transaction.
|
||||||||||||
|
The type that indicates the type of media used to store the content.
|
||||||||||||
|
A type defining a currency amount.
|
||||||||||||
|
Abstract base class for all money types.
|
||||||||||||
|
A type defining a currency amount with a reference.
|
||||||||||||
|
A type describing a mortgage asset.
|
||||||||||||
|
A type describing the typology of mortgage obligations.
|
||||||||||||
|
A pricing data set that contains a series of points with coordinates.
|
||||||||||||
|
A type defining multiple exercises.
|
||||||||||||
|
||||||||||||
|
||||||||||||
|
A structure including a net and/or a gross amount and possibly fees and commissions.
|
||||||||||||
|
An abstract base class for all swap types which have a single netted leg, such as Variance Swaps, and Correlation Swaps.
|
||||||||||||
|
Message for assertion of payments to be reconciled.
|
||||||||||||
|
Message for sending match results.
|
||||||||||||
|
"Other side's" cashflow that meets the minimimum matching criteria and is proposed as match to the cash flow that is being asserted.
|
||||||||||||
|
Message for cancellation of payments to be reconciled.
|
||||||||||||
|
||||||||||||
|
A type defining the content model for a request message that cannot be subsequently corrected or retracted.
|
||||||||||||
|
A type defining the parameters used when the reference currency of the swapStream is non-deliverable.
|
||||||||||||
|
Describes a currency which may be delivered instead
|
||||||||||||
|
A type defining a currency amount or a currency amount schedule.
|
||||||||||||
|
A type defining a non negative money amount.
|
||||||||||||
|
A complex type to specify non negative payments.
|
||||||||||||
|
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.
|
||||||||||||
|
A type defining a step date and non-negative step value pair.
|
||||||||||||
|
The details of a fixed payment.
|
||||||||||||
|
||||||||||||
|
||||||||||||
|
||||||||||||
|
A type defining the basic content for a message sent to inform another system that some 'business event' has occured.
|
||||||||||||
|
A type that refines the generic message header to match the requirements of a NotificationMessage.
|
||||||||||||
|
||||||||||||
|
An type defining the notional amount or notional amount schedule associated with a swap stream.
|
||||||||||||
|
A complex type to specify the notional amount.
|
||||||||||||
|
A reference to the notional amount.
|
||||||||||||
|
A reference to the notional amount.
|
||||||||||||
|
How a notional is to be reported for this reporting regime.
|
||||||||||||
|
A type defining a parametric representation of the notional step schedule, i.e. parameters used to generate the notional balance on each step date.
|
||||||||||||
|
||||||||||||
|
||||||||||||
|
||||||||||||
|
A reference to the number of options.
|
||||||||||||
|
A reference to the number of units.
|
||||||||||||
|
||||||||||||
|
||||||||||||
|
||||||||||||
|
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.
|
||||||||||||
|
||||||||||||
|
||||||||||||
|
A type defining an offset used in calculating a new date relative to a reference date.
|
||||||||||||
|
Allows the specification of a time that may be on a day prior or subsequent to the day in question.
|
||||||||||||
|
The physical delivery conditions for an oil product.
|
||||||||||||
|
Physically settled leg of a physically settled oil product transaction.
|
||||||||||||
|
The physical delivery conditions specific to an oil product delivered by pipeline.
|
||||||||||||
|
The specification of the oil product to be delivered.
|
||||||||||||
|
The type of physical commodity product to be delivered.
|
||||||||||||
|
The physical delivery conditions specific to an oil product delivered by title transfer.
|
||||||||||||
|
||||||||||||
|
A type for defining the common features of options.
|
||||||||||||
|
A type defining an early termination provision where either or both parties have the right to exercise.
|
||||||||||||
|
A type defining the adjusted dates associated with an optional early termination provision.
|
||||||||||||
|
A type for defining the common features of options.
|
||||||||||||
|
Base type for options starting with the 4-3 release, until we refactor the schema as part of the 5-0 release series.
|
||||||||||||
|
||||||||||||
|
A structure describing an option exercise.
|
||||||||||||
|
||||||||||||
|
A structure describing an option expiring (i.e. passing its last exercise time and becoming worthless.)
|
||||||||||||
|
A structure describing an option expiring.
|
||||||||||||
|
A type for defining option features.
|
||||||||||||
|
A type for defining option features.
|
||||||||||||
|
A type for defining the strike price for an option as a numeric value without currency.
|
||||||||||||
|
A type for defining the strike price for an equity option.
|
||||||||||||
|
The type of option transaction (e.g.
|
||||||||||||
|
A type that an identifier for an order.
|
||||||||||||
|
A type that an order's identifier(s).
|
||||||||||||
|
A characteristic of an organization used in declaring an end-user exception.
|
||||||||||||
|
A code that describes what type of role an organization plays, for example a SwapsDealer, a Major Swaps Participant, or Other
|
||||||||||||
|
||||||||||||
|
Indicator as to the type of transaction in accordance with Articles 20(3)(a) and 21(5)(a) of Regulation (EU) 600/2014.
|
||||||||||||
|
An entity for defining the an agreement executed between parties.
|
||||||||||||
|
A agreement identifier allocated by a party.
|
||||||||||||
|
||||||||||||
|
||||||||||||
|
Identifying information for a tradePackage (a bundle of trades).
|
||||||||||||
|
A type defining additional information that may be recorded against a package of trades.
|
||||||||||||
|
Summary information about a trade package.
|
||||||||||||
|
A type that describes what thpe of package this is, e.g.
|
||||||||||||
|
An adjustment used to accommodate a parameter of the input trade, e.g. the strike.
|
||||||||||||
|
A value of the adjustment point, consisting of the x value and the corresponding y value.
|
||||||||||||
|
A type defining partial exercise.
|
||||||||||||
|
A type defining a legal entity or a subdivision of a legal entity.
|
||||||||||||
|
A type that specifies the classification of a party.
|
||||||||||||
|
The data type used for party group classification.
|
||||||||||||
|
The data type used for party identifiers.
|
||||||||||||
|
A type defining additional information that may be recorded against a message.
|
||||||||||||
|
The data type used for the legal name of an organization.
|
||||||||||||
|
A type to represent agreed period of notice to be given in advance before exercise of the open repo trade by a party requesting such exercise and reference to that party.
|
||||||||||||
|
A type to represent a portfolio name for a particular party.
|
||||||||||||
|
Reference to a party.
|
||||||||||||
|
||||||||||||
|
A description of the legal agreement(s) and definitions that document a party's relationships with other parties
|
||||||||||||
|
A type containing a code representing how two parties are related, e.g.
|
||||||||||||
|
A type defining the content model for a message allowing one party to send a report listing party information and relationships.
|
||||||||||||
|
A type describing a role played by a party in one or more transactions.
|
||||||||||||
|
A type refining the role a role played by a party in one or more transactions.
|
||||||||||||
|
A type defining one or more trade identifiers allocated to the trade by a party.
|
||||||||||||
|
A reference to a partyTradeIdentifier object.
|
||||||||||||
|
A type containing multiple partyTradeIdentifier.
|
||||||||||||
|
A type defining party-specific additional information that may be recorded against a trade.
|
||||||||||||
|
A type defining party-specific additional information that may be recorded against a trade.
|
||||||||||||
|
Type which contains pass through payments.
|
||||||||||||
|
Type to represent a single pass through payment.
|
||||||||||||
|
A type for defining payments.
|
||||||||||||
|
An abstract base class for payment types.
|
||||||||||||
|
Base type for payments.
|
||||||||||||
|
A type defining the adjusted payment date and associated calculation period parameters required to calculate the actual or projected payment amount.
|
||||||||||||
|
A type defining parameters used to generate the payment dates schedule, including the specification of early or delayed payments.
|
||||||||||||
|
Reference to a payment dates structure.
|
||||||||||||
|
||||||||||||
|
An identifier used to identify a matchable payment.
|
||||||||||||
|
A global type describing the payment exposed to the matching process, along with its gross component(s) and calculation details.
|
||||||||||||
|
The abstract base type from which all calculation rules of the independent amount must be derived.
|
||||||||||||
|
||||||||||||
|
||||||||||||
|
||||||||||||
|
A structure representing a pending dividend or coupon payment.
|
||||||||||||
|
A type defining a content model for a calculation rule defined as percentage of the notional amount.
|
||||||||||||
|
The acceptable tolerance in the delivered quantity of a physical commodity product in terms of a percentage of the agreed delivery quantity.
|
||||||||||||
|
A type to define recurring periods or time offsets.
|
||||||||||||
|
||||||||||||
|
||||||||||||
|
A type that represents information about a person connected with a trade or business process.
|
||||||||||||
|
An identifier used to identify an individual person.
|
||||||||||||
|
Reference to an individual.
|
||||||||||||
|
A type describing a role played by a person in one or more transactions.
|
||||||||||||
|
The type of perturbation applied to compute a derivative perturbatively.
|
||||||||||||
|
The common components of a physically settled leg of a Commodity Forward.
|
||||||||||||
|
A structure that describes how an option settles into a physical trade.
|
||||||||||||
|
||||||||||||
|
||||||||||||
|
The common components of a physically settled leg of a Commodity Swap.
|
||||||||||||
|
A type representing an arbitary grouping of trade references.
|
||||||||||||
|
A structure used to group together individual messages that can be acted on at a group level.
|
||||||||||||
|
The set of elements that identify a portfolio.
|
||||||||||||
|
The data type used for portfolio names.
|
||||||||||||
|
A structure used to identify a portfolio in a message.
|
||||||||||||
|
A type used in valuation enquiry messages which relates a portfolio to its trades and current value.
|
||||||||||||
|
A collection of related trades or positions and the corresponding aggregate exposures generated by these.
|
||||||||||||
|
A type defining the content model for a message allowing one party to send a report consisting of a series of updates to positions.
|
||||||||||||
|
The items (trades, trade references, holdings, other positions) that comprise this position.
|
||||||||||||
|
A list of events that have affected a position.
|
||||||||||||
|
A unique identifier for the position.
|
||||||||||||
|
||||||||||||
|
A global type describing the payment exposed to the matching process, along with its gross component(s) and calculation details.
|
||||||||||||
|
||||||||||||
|
A type that allows referencing a position by ID and version.
|
||||||||||||
|
A type defining the content model for a message allowing one party to send a report consisting of positions.
|
||||||||||||
|
||||||||||||
|
Request that a portfolio be defined, either by replacing any pre-existing definition, or by updating or removing individual positions.
|
||||||||||||
|
Reports the results of the portfolio reconciliation operation.
|
||||||||||||
|
A type that allows a position to be defined.
|
||||||||||||
|
A code that describes the reason that an update occurred.
|
||||||||||||
|
A code that describes the reason that an update occurred.
|
||||||||||||
|
A type defining a positive money amount
|
||||||||||||
|
Describes a postponement
|
||||||||||||
|
A type for defining a premium.
|
||||||||||||
|
A type that describes the option premium as quoted.
|
||||||||||||
|
A type for defining PrePayment.
|
||||||||||||
|
A type for defining a time with respect to a geographic location, for example 11:00 Phoenix, USA.
|
||||||||||||
|
A type describing the strike price.
|
||||||||||||
|
A structure describing the criteria for price materiality.
|
||||||||||||
|
The units in which a price is quoted.
|
||||||||||||
|
A type defining the parameters used to get a price quote to replace the settlement rate option that is disrupted.
|
||||||||||||
|
The reason a trade's price does not reflect the current market price.
|
||||||||||||
|
A set of index values that identify a pricing data point.
|
||||||||||||
|
Reference to a Pricing Data Point Coordinate.
|
||||||||||||
|
The substitution of a pricing input (e.g. curve) for another, used in generating prices and risks for valuation scenarios.
|
||||||||||||
|
The type of pricing structure represented.
|
||||||||||||
|
For an asset (e.g. a reference/benchmark asset), the pricing structure used to price it.
|
||||||||||||
|
A scheme identifying the types of pricing model used to evaluate the price of an asset.
|
||||||||||||
|
A definition of the mathematical derivative with respect to a specific pricing parameter.
|
||||||||||||
|
Reference to a partial derivative.
|
||||||||||||
|
A definition of a shift with respect to a specific pricing parameter.
|
||||||||||||
|
An abstract pricing structure base type.
|
||||||||||||
|
A single valued point with a set of coordinates that define an arbitrary number of indentifying indexes (0 or more).
|
||||||||||||
|
Reference to a pricing structure or any derived components (i.e. yield curve).
|
||||||||||||
|
An abstract pricing structure valuation base type.
|
||||||||||||
|
A type defining a principal exchange amount and adjusted exchange date.
|
||||||||||||
|
Specifies the principal exchange amount, either by explicitly defining it, or by point to an amount defined somewhere else in the swap document.
|
||||||||||||
|
Specifies each of the characteristics of the principal exchange cashflows, in terms of paying/receiving counterparties, amounts and dates.
|
||||||||||||
|
A type describing the principal exchange features of the return swap.
|
||||||||||||
|
A type defining which principal exchanges occur for the stream.
|
||||||||||||
|
||||||||||||
|
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).
|
||||||||||||
|
The base type which all FpML products extend.
|
||||||||||||
|
Deprecated: A type defining a USI for the a subproduct component of a strategy.
|
||||||||||||
|
||||||||||||
|
Reference to a full FpML product.
|
||||||||||||
|
Summary information about the product that was traded.
|
||||||||||||
|
||||||||||||
|
||||||||||||
|
The proposed collateral allocation.
|
||||||||||||
|
||||||||||||
|
||||||||||||
|
||||||||||||
|
Reference to protectionTerms component.
|
||||||||||||
|
||||||||||||
|
A pointer tyle reference to a Quantity defined elsewhere.
|
||||||||||||
|
||||||||||||
|
Determines the currency rate that the seller of the equity amounts will apply at each valuation date for converting the respective amounts into a currency that is different from the currency denomination of the underlyer.
|
||||||||||||
|
A type representing criteria for defining a query portfolio.
|
||||||||||||
|
A type representing an identifier for a parameter describing a query portfolio.
|
||||||||||||
|
A type representing an operator describing the relationship of a value to its corresponding identifier for a parameter describing a query portfolio.
|
||||||||||||
|
A type representing a portfolio obtained by querying the set of trades held in a repository.
|
||||||||||||
|
Some kind of numerical measure about an asset, eg. its NPV, together with characteristics of that measure, together with optional sensitivities.
|
||||||||||||
|
A type representing a set of characteristics that describe a quotation.
|
||||||||||||
|
A collection of quoted assets.
|
||||||||||||
|
A type that describes the composition of a rate that has been quoted or is to be quoted.
|
||||||||||||
|
The type of the time of the quote.
|
||||||||||||
|
The abstract base class for all types which define interest rate streams.
|
||||||||||||
|
||||||||||||
|
A type defining parameters associated with an individual observation or fixing.
|
||||||||||||
|
Reference to any rate (floating, inflation) derived from the abstract Rate component.
|
||||||||||||
|
||||||||||||
|
A type defining a content model for describing the nature and possible location of a error within a previous message.
|
||||||||||||
|
Defines a list of machine interpretable error codes.
|
||||||||||||
|
The abstract base class for all types which define intra-document pointers.
|
||||||||||||
|
Specifies the reference amount using a scheme.
|
||||||||||||
|
A type to describe an institution (party) identified by means of a coding scheme and an optional name.
|
||||||||||||
|
||||||||||||
|
||||||||||||
|
||||||||||||
|
CPD Reference Level: millimeters or inches of daily precipitation HDD Reference Level: degree-days CDD Reference Level: degree-days.
|
||||||||||||
|
||||||||||||
|
||||||||||||
|
This type contains all the reference pool items to define the reference entity and reference obligation(s) in the basket.
|
||||||||||||
|
This type contains all the constituent weight and reference information.
|
||||||||||||
|
A complex type used to specify the option and convertible bond option strike when expressed in reference to a swap curve.
|
||||||||||||
|
A code that describes the world region of a counterparty.
|
||||||||||||
|
An ID assigned by a regulator to an organization registered with it.
|
||||||||||||
|
||||||||||||
|
||||||||||||
|
||||||||||||
|
A type defining a date (referred to as the derived date) as a relative offset from another date (referred to as the anchor date).
|
||||||||||||
|
A type describing a set of dates defined as relative to another set of dates.
|
||||||||||||
|
A type describing a date when this date is defined in reference to another date through one or several date offsets.
|
||||||||||||
|
A type which represents Pricing relative to a Benchmark.
|
||||||||||||
|
Reference to relevant underlying date.
|
||||||||||||
|
A Repo, modeled as an FpML:Product.
|
||||||||||||
|
A transaction leg for a repo is equivalent to a single cash transaction.
|
||||||||||||
|
A transaction leg for a repo is equivalent to a single cash transaction.
|
||||||||||||
|
A transaction leg for a repo is equivalent to a single cash transaction.
|
||||||||||||
|
A type used to describe the scope/contents of a report.
|
||||||||||||
|
A type defining the content model for an exposure record to a specific set of counterparty and market risk factors, as well as optionally to a series of sub-factors
|
||||||||||||
|
A type defining the content model report of a position.
|
||||||||||||
|
A type that can be used to hold an identifier for a report instance.
|
||||||||||||
|
A type that allows the specific report and section to be identified.
|
||||||||||||
|
How a Boolean value is to be reported for this regulator.
|
||||||||||||
|
A scheme identifying the type of currency that was used to report the value of an asset.
|
||||||||||||
|
A type containing a code representing the level at which this is reported (e.g.
|
||||||||||||
|
A value that explains the reason or purpose that information is being reported.
|
||||||||||||
|
Provides information about how the information in this message is applicable to a regulatory reporting process.
|
||||||||||||
|
A type that provides identification for reporting regimes.
|
||||||||||||
|
An identifier of an reporting regime or format used for regulatory reporting, for example DoddFrankAct, MiFID, HongKongOTCDRepository, etc.
|
||||||||||||
|
A type containing a code representing the role of a party in a report, e.g. the originator, the recipient, the counterparty, etc.
|
||||||||||||
|
The roles of the parties in reporting information such as positions.
|
||||||||||||
|
A type that allows the specific report and section to be identified.
|
||||||||||||
|
A type for defining ISDA 2002 Equity Derivative Representations.
|
||||||||||||
|
||||||||||||
|
||||||||||||
|
A type that describes whether a trade is to be cleared.
|
||||||||||||
|
A definition of the positions that are requested.
|
||||||||||||
|
A type that describes what the requester would like to see done to implement the withdrawal, e.g.
|
||||||||||||
|
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.
|
||||||||||||
|
||||||||||||
|
||||||||||||
|
||||||||||||
|
||||||||||||
|
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.
|
||||||||||||
|
A type refining the generic message header content to make it specific to request messages.
|
||||||||||||
|
A type defining the content model for a message requesting a portfolio (for reconciliation purposes).
|
||||||||||||
|
A type defining the content model for a message requesting a position report .
|
||||||||||||
|
A message to request that a message be retransmitted.
|
||||||||||||
|
||||||||||||
|
||||||||||||
|
A type defining the content model for a message allowing one party a report containing valuations of one or many existing trades.
|
||||||||||||
|
A date with a required identifier which can be referenced elsewhere.
|
||||||||||||
|
A type defining the parameters used to generate the reset dates schedule and associated fixing dates.
|
||||||||||||
|
Reference to a reset dates component.
|
||||||||||||
|
A type defining the reset frequency.
|
||||||||||||
|
A type defining the content model for a message allowing one party to send a report listing an index that has been observed/set and the affected positions.
|
||||||||||||
|
Describes the resource that contains the media representation of a business event (i.e used for stating the Publicly Available Information).
|
||||||||||||
|
The data type used for resource identifiers.
|
||||||||||||
|
The type that indicates the length of the resource.
|
||||||||||||
|
The data type used for describing the type or purpose of a resource, e.g.
|
||||||||||||
|
A type refining the generic message content model to make it specific to response messages.
|
||||||||||||
|
A type refining the generic message header to make it specific to response messages.
|
||||||||||||
|
||||||||||||
|
||||||||||||
|
||||||||||||
|
A type describing the dividend return conditions applicable to the swap.
|
||||||||||||
|
A type describing the return leg of a return type swap.
|
||||||||||||
|
A type describing the initial and final valuation of the underlyer.
|
||||||||||||
|
||||||||||||
|
A type describing return swaps including return swaps (long form), total return swaps, and variance swaps.
|
||||||||||||
|
A type describing the additional payment(s) between the principal parties to the trade.
|
||||||||||||
|
Specifies, in relation to each Payment Date, the amount to which the Payment Date relates.
|
||||||||||||
|
A type describing the components that are common for return type swaps, including short and long form return swaps representations.
|
||||||||||||
|
A type describing the date from which each of the party may be allowed to terminate the trade.
|
||||||||||||
|
A base class for all return leg types with an underlyer.
|
||||||||||||
|
Specifies the notional of return type swap.
|
||||||||||||
|
A reference to the return swap notional amount.
|
||||||||||||
|
A type describing the return payment dates of the swap.
|
||||||||||||
|
A type defining a rounding direction and precision to be used in the rounding of a rate.
|
||||||||||||
|
A type that provides three alternative ways of identifying a party involved in the routing of a payment.
|
||||||||||||
|
A type that models name, address and supplementary textual information for the purposes of identifying a party involved in the routing of a payment.
|
||||||||||||
|
||||||||||||
|
A type that provides for identifying a party involved in the routing of a payment by means of one or more standard identification codes.
|
||||||||||||
|
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.
|
||||||||||||
|
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.
|
||||||||||||
|
An servicing date relevant for a trade structure, such as a payment or a reset.
|
||||||||||||
|
A scheme used to identify the type of a stream scheduled servicing date.
|
||||||||||||
|
Reference to a schedule of rates or amounts.
|
||||||||||||
|
A code that describes the industry sector of a product or instrument.
|
||||||||||||
|
A code that describes the type of industry sector of a product or instrument.
|
||||||||||||
|
||||||||||||
|
Specifies security as type of expected collateral.
|
||||||||||||
|
||||||||||||
|
The sensitivity of a value to a defined change in input parameters.
|
||||||||||||
|
A set of characteristics describing a sensitivity.
|
||||||||||||
|
A collection of sensitivities.
|
||||||||||||
|
A sensitivity report definition, consisting of a collection of sensitivity definitions.
|
||||||||||||
|
A reference to a sensitivity set definition.
|
||||||||||||
|
A Disruption Fallback with the sequence in which it should be applied relative to other Disruption Fallbacks.
|
||||||||||||
|
A type defining the content model for a human-readable notification to the users of a service.
|
||||||||||||
|
A type that can be used to describe the category of an advisory message, e.g..
|
||||||||||||
|
A type defining the content model for a message that allows a service to send a notification message to a user of the service.
|
||||||||||||
|
A type that can be used to describe the processing phase of a service.
|
||||||||||||
|
A type that can be used to describe a stage or step in processing provided by a service, for example processing completed.
|
||||||||||||
|
A type defining the content model for report on the status of the processing by a service.
|
||||||||||||
|
A type that can be used to describe what stage of processing a service is in.
|
||||||||||||
|
A type that can be used to describe the availability or other state of a service, e.g.
|
||||||||||||
|
||||||||||||
|
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.
|
||||||||||||
|
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.
|
||||||||||||
|
||||||||||||
|
||||||||||||
|
||||||||||||
|
||||||||||||
|
Specifies a set of Settlement Periods associated with an Electricity Transaction for delivery on an Applicable Day or for a series of Applicable Days.
|
||||||||||||
|
A type defining the Fixed Price applicable to a range or ranges of Settlement Periods.
|
||||||||||||
|
Allows a set of Settlement Periods to reference one already defined elsewhere in the trade.
|
||||||||||||
|
The specification of the Settlement Periods in which the electricity will be delivered for a "shaped" trade i.e. where different Settlement Period ranges will apply to different periods of the trade.
|
||||||||||||
|
A reference to the range of Settlement Periods that applies to a given period of a transaction.
|
||||||||||||
|
Coding scheme that specifies the settlement price default election.
|
||||||||||||
|
The source from which the settlement price is to be obtained, e.g. a Reuters page, Prezzo di Riferimento, etc.
|
||||||||||||
|
A type defining the specification of settlement terms, occuring when the settlement currency is different to the notional currency of the trade.
|
||||||||||||
|
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.
|
||||||||||||
|
A type describing the method for obtaining a settlement rate.
|
||||||||||||
|
||||||||||||
|
Reference to a settlement terms derived construct (cashSettlementTerms or physicalSettlementTerms).
|
||||||||||||
|
TBA
|
||||||||||||
|
A short sale concluded by an investment firm on its own behalf or on behalf of a client, as described in Article 11.
|
||||||||||||
|
||||||||||||
|
||||||||||||
|
||||||||||||
|
A complex type to specified payments in a simpler fashion than the Payment type.
|
||||||||||||
|
||||||||||||
|
||||||||||||
|
A type describing the buyer and seller of an option.
|
||||||||||||
|
||||||||||||
|
||||||||||||
|
A type describing a single underlyer
|
||||||||||||
|
||||||||||||
|
||||||||||||
|
A type that supports the division of a gross settlement amount into a number of split settlements, each requiring its own settlement instruction.
|
||||||||||||
|
Adds an optional spread type element to the Schedule to identify a long or short spread value.
|
||||||||||||
|
Provides a reference to a spread schedule.
|
||||||||||||
|
Defines a Spread Type Scheme to identify a long or short spread value.
|
||||||||||||
|
Simple product representation providing key information about a variety of different products.
|
||||||||||||
|
A type specifying the date from which the early termination clause can be exercised.
|
||||||||||||
|
A type defining a step date and step value pair.
|
||||||||||||
|
A type defining a step date and step value pair.
|
||||||||||||
|
Reference to a Schedule's Step.
|
||||||||||||
|
A type defining a group of products making up a single trade.
|
||||||||||||
|
Associates trade identifiers with components of a strategy.
|
||||||||||||
|
A type for definining equity option simple strike or calendar spread strategy features.
|
||||||||||||
|
A type that describes the set of street and building number information that identifies a postal address within a city.
|
||||||||||||
|
A type describing a single cap or floor rate.
|
||||||||||||
|
A pointer style reference to a basket in the document
|
||||||||||||
|
A pointer style reference to a product leg in the document
|
||||||||||||
|
A type describing a schedule of cap or floor rates.
|
||||||||||||
|
A type for defining a strike spread feature.
|
||||||||||||
|
A type defining how a stub calculation period amount is calculated and the start and end date of the stub.
|
||||||||||||
|
A type describing the Stub Calculation Period.
|
||||||||||||
|
A type defining how the initial or final stub calculation period amounts is calculated.
|
||||||||||||
|
A type defining a floating rate.
|
||||||||||||
|
A type defining how a stub calculation period amount is calculated.
|
||||||||||||
|
||||||||||||
|
||||||||||||
|
||||||||||||
|
||||||||||||
|
||||||||||||
|
||||||||||||
|
||||||||||||
|
||||||||||||
|
Provides information about a regulator or other supervisory body that an organization is registered with.
|
||||||||||||
|
An identifier of an organization that supervises or regulates trading activity, e.g.
|
||||||||||||
|
A type defining swap streams and additional payments between the principal parties involved in the swap.
|
||||||||||||
|
Additional terms to a swap contract.
|
||||||||||||
|
A complex type to specify a valuation swap curve, which is used as part of the strike construct for the bond and convertible bond options.
|
||||||||||||
|
A type to define an option on a swap.
|
||||||||||||
|
A type describing the adjusted dates associated with swaption exercise and settlement.
|
||||||||||||
|
||||||||||||
|
A type that represents a telephonic contact.
|
||||||||||||
|
A curve consisting only of values over a term.
|
||||||||||||
|
A class defining the content model for a term deposit product.
|
||||||||||||
|
||||||||||||
|
A type that describes why a trade terminated.
|
||||||||||||
|
A type defining the content model for a message allowing one party to send a report consisting of a series of maturity and option expiry events for trades.
|
||||||||||||
|
A value point that can have a time dimension.
|
||||||||||||
|
||||||||||||
|
The time dimensions of a term-structure.
|
||||||||||||
|
The type or meaning of a timestamp.
|
||||||||||||
|
A geophraphic location for the purposes of defining a prevailing time according to the tz database.
|
||||||||||||
|
||||||||||||
|
A type defining an FpML trade.
|
||||||||||||
|
A structure describing a negotiated amendment.
|
||||||||||||
|
Message for assertion of payments to be reconciled.
|
||||||||||||
|
An identifier used to identify the collection of cashflows for a particular trade on a particular day.
|
||||||||||||
|
Message for sending match results.
|
||||||||||||
|
"Other side's" cashflow that meets the minimimum matching criteria and is proposed as match to the cash flow that is being asserted.
|
||||||||||||
|
An coding scheme used to describe the matching status of a TradeCashFlows element.
|
||||||||||||
|
A scheme used to categorize positions.
|
||||||||||||
|
A structure describing a trade change.
|
||||||||||||
|
A structure describing a non-negotiated trade resulting from a market event.
|
||||||||||||
|
Summary trade economic details used to help identify a trade where no shared trade ID is available.
|
||||||||||||
|
A type used to record the details of a difference between two business objects/
|
||||||||||||
|
A type defining trade related information which is not product specific.
|
||||||||||||
|
A trade reference identifier allocated by a party.
|
||||||||||||
|
A type defining a trade identifier issued by the indicated party.
|
||||||||||||
|
A type defining a trade identifier with a reference to the party that this trade is associated with.
|
||||||||||||
|
Data elements that can be used to identify the trade for which cashflows are being communicated.
|
||||||||||||
|
A structure describing a change to the size of a single leg or stream of a trade.
|
||||||||||||
|
A structure describing a change to the size of a single leg or stream of a trade.
|
||||||||||||
|
A structure describing a trade maturing.
|
||||||||||||
|
A structure describing a change to the size of a trade.
|
||||||||||||
|
A structure describing a novation.
|
||||||||||||
|
A bundle of trades collected together into a single unit for reporting.
|
||||||||||||
|
Allows timing information about when a trade was processed and reported to be recorded.
|
||||||||||||
|
||||||||||||
|
Defines a type that allows trade identifiers and/or trade information to be represented for a trade.
|
||||||||||||
|
Summary information about the trade.
|
||||||||||||
|
A generic trade timestamp
|
||||||||||||
|
The underlying asset/index/reference price etc. whose rate/price may be observed to compute the value of the cashflow.
|
||||||||||||
|
The underlying asset/index/reference price etc. whose rate/price may be observed to compute the value of the cashflow.
|
||||||||||||
|
Reference to a trade underlyer component.
|
||||||||||||
|
A type used in trade valuation enquiry messages which relates a trade identifier to its current value.
|
||||||||||||
|
Indication as to whether the transaction was executed under a pre-trade waiver in accordance with Articles 4 and 9 of Regulation (EU) 600/2014.
|
||||||||||||
|
This type represents a CDS Tranche.
|
||||||||||||
|
A characteristic of a transaction used in declaring an end-user exception.
|
||||||||||||
|
||||||||||||
|
Trigger point at which feature is effective.
|
||||||||||||
|
Observation point for trigger.
|
||||||||||||
|
||||||||||||
|
The tri-party terms.
|
||||||||||||
|
A type describing the whole set of possible underlyers: single underlyers or multiple underlyers, each of these having either security or index components.
|
||||||||||||
|
A type describing interest payments associated with and underlyer, such as financing
|
||||||||||||
|
Defines stock loan information where this is required per underlyer.
|
||||||||||||
|
Reference to an underlyer
|
||||||||||||
|
||||||||||||
|
Abstract base class for all underlying assets.
|
||||||||||||
|
||||||||||||
|
A type used to record information about a unit, subdivision, desk, or other similar business entity.
|
||||||||||||
|
A quantity and associated unit.
|
||||||||||||
|
A type defining a quantity and unit with a reference.
|
||||||||||||
|
A type holding a structure that is unvalidated
|
||||||||||||
|
A type describing the situation when an entire position change cannot be processed.
|
||||||||||||
|
A reference identifying a rule within a validation scheme.
|
||||||||||||
|
A valuation of an valuable object - an asset or a pricing input.
|
||||||||||||
|
||||||||||||
|
Reference to a Valuation dates node.
|
||||||||||||
|
A type defining a content model that includes valuation (pricing and risk) data without expressing any processing intention.
|
||||||||||||
|
Specifies how long to wait to get a quote from a settlement rate option upon a price source disruption.
|
||||||||||||
|
Reference to a Valuation or any derived structure such as PricingStructureValuation.
|
||||||||||||
|
A type defining the content model for a message normally generated in response to a RequestValuationReport request.
|
||||||||||||
|
A type defining the content model for a message that retracts a valuation report.
|
||||||||||||
|
A set of rules for generating a valuation.
|
||||||||||||
|
Reference to a valuation scenario.
|
||||||||||||
|
A set of valuation inputs and results.
|
||||||||||||
|
The amount of detail provided in the valuation set, e.g. is market environment data provided, are risk definitions provided, etc.
|
||||||||||||
|
A type describing the variance amount of a variance swap.
|
||||||||||||
|
Calculation of a Variance Amount.
|
||||||||||||
|
A type describing return which is driven by a Variance Calculation.
|
||||||||||||
|
||||||||||||
|
A Variance Swap.
|
||||||||||||
|
A Variance Swap Transaction Supplement.
|
||||||||||||
|
||||||||||||
|
||||||||||||
|
||||||||||||
|
A type used to represent the type of mechanism that can be used to verify a trade.
|
||||||||||||
|
The verification status of the position as reported by the sender (Verified, Disputed).
|
||||||||||||
|
||||||||||||
|
Contract Id with Version Support
|
||||||||||||
|
Trade Id with Version Support
|
||||||||||||
|
Under 2002 Definitions, When entering into the Transaction, the parties should specify whether, for purposes of determining the initial Share price, they are agreeing to (a) a specific initial price (in which case, the initialLevel element should be populated with the price) or (b) use the price of a Share at the close of the regular trading session on the Trade Date (in which case the closingLevel element should be populated as true) or (c) in the case of a forward starting transaction only, use the Official Settlement Price of the Expiring Contract on the Observation Start Date (in which case expiring Level element should be populated as true).
|
||||||||||||
|
||||||||||||
|
||||||||||||
|
||||||||||||
|
A matrix of volatilities with dimension 0-3.
|
||||||||||||
|
A representation of volatilities of an asset.
|
||||||||||||
|
A Volatility Swap.
|
||||||||||||
|
||||||||||||
|
The schedule of Calculation Period First Days and Lasts Days.
|
||||||||||||
|
The schedule of Calculation Period First Days and Lasts Days.
|
||||||||||||
|
A type defining the Weather Index Level or Weather Index Strike Level.
|
||||||||||||
|
||||||||||||
|
A weather leg of a Commodity Swap defines Weather Index Swap transactions.
|
||||||||||||
|
A type to capture details of the calculation of the Payment Amount on a Weather Index Transaction.
|
||||||||||||
|
Weather Station.
|
||||||||||||
|
A code identifying a Weather Station Airport (based on the the IATA standard).
|
||||||||||||
|
A code identifying a Weather Station WBAN.
|
||||||||||||
|
A code identifying a Weather Index WMO.
|
||||||||||||
|
A single weighted averaging observation.
|
||||||||||||
|
A partial derivative multiplied by a weighting factor.
|
||||||||||||
|
A structure describing the removal of a trade from a service, such as a reporting service.
|
||||||||||||
|
A type defining party-specific additional information that may be recorded against a trade, for withdrawal purposes.
|
||||||||||||
|
A type that describes why a trade was withdrawn.
|
||||||||||||
|
||||||||||||
|
A generic yield curve object, which can be valued in a variety of ways.
|
||||||||||||
|
A type defining the parameters required for each of the ISDA defined yield curve methods for cash settlement.
|
||||||||||||
|
The values of a yield curve, including possibly inputs and outputs (dfs, forwards, zero rates).
|
||||||||||||
|
A curve used to model a set of zero-coupon interest rates.
|
||||||||||||
Simple Type Summary |
||||||
|
The type of averaging used in an Asian option.
|
||||||
|
The method of calculation to be used when averaging rates.
|
||||||
|
Defines which type of bullion is applicable for a Bullion Transaction.
|
||||||
|
The convention for adjusting any relevant date if it would otherwise fall on a day that is not a valid business day.
|
||||||
|
The specification of how a calculation agent will be determined.
|
||||||
|
Describes the date source calendar for a contract whereby the prices are from the underlying commodity price source (e.g. exchange traded futures contract), but the dates are based off another calendar (e.g. the listed option on the futures contract).
|
||||||
|
Identifies a party to the on-demand repo transaction that has a right to demand for termination of the repo transaction.
|
||||||
|
Denotes the method of collateral value allocation
|
||||||
|
The unit in which a commission is denominated.
|
||||||
|
The consequences of Bullion Settlement Disruption Events.
|
||||||
|
A day type classification used in counting the number of days between two dates for a commodity transaction.
|
||||||
|
Barrier Knock In or Out.
|
||||||
|
The Commodity specification of whether payments occur relative e.g. to the Trade Date, or the end of the month, etc.
|
||||||
|
Defines the value of the commodity return calculation formula as simple or compound.
|
||||||
|
The compounding calculation method
|
||||||
|
Defines a condition when an event applies.
|
||||||
|
A type defining a number specified as a decimal between -1 and 1 inclusive.
|
||||||
|
A day of the seven-day week.
|
||||||
|
A day of the seven-day week, plus codes for weekends and weekdays.
|
||||||
|
A day type classification used in counting the number of days between two dates.
|
||||||
|
||||||
|
Deprecated: In respect of a Transaction and a Commodity Reference Price, the relevant date or month for delivery of the underlying Commodity.
|
||||||
|
The type of nearby qualifier, expect to be used in conjunction with a nearby count.
|
||||||
|
||||||
|
The ISDA defined value indicating the severity of a difference.
|
||||||
|
The ISDA defined value indicating the nature of a difference.
|
||||||
|
The method of calculating discounted payment amounts.
|
||||||
|
The specification of how disruption fallbacks will be represented.
|
||||||
|
Refers to one on the 3 Amounts
|
||||||
|
Defines how the composition of dividends is to be determined.
|
||||||
|
The reference to a dividend date.
|
||||||
|
The date on which the receiver of the equity return is entitled to the dividend.
|
||||||
|
Defines the First Period or the Second Period, as specified in the 2002 ISDA Equity Derivatives Definitions.
|
||||||
|
A type which permits the Dual Currency strike quote basis to be expressed in terms of the deposit and alternate currencies.
|
||||||
|
Symbolic specification of early termination date.
|
||||||
|
The type of electricity product.
|
||||||
|
Upon the occurrence of an Abandonment of Scheme, as defined in clause (h)(iv) of the Emissions Annex, one of the following elections, the specific terms of which are set forth in clause (b)(iii) of the Emissions Annex, will govern the parties’ rights and obligations with respect to this Emissions Transaction.
|
||||||
|
Environmental Product (e.g. allowance, certificate or unit).
|
||||||
|
Specifies an additional Forward type.
|
||||||
|
The specification of whether an OTC option will be exercised.
|
||||||
|
The specification of which of the pay-side or the receive-side should be exercised when a straddle is exercised.
|
||||||
|
||||||
|
When a requested option exercise event is desired to be performed.
|
||||||
|
Defines the fee type.
|
||||||
|
The method by which the Flat Rate is calculated for a commodity freight transaction.
|
||||||
|
Specifies the fallback provisions in respect to the applicable Futures Price Valuation.
|
||||||
|
The method of FRA discounting, if any, that will apply.
|
||||||
|
The type of a knockout barrier used in an accrual product (e.g.
|
||||||
|
Average calculation method e.g.
|
||||||
|
The specification of whether the direction of a barrier within an FX OTC option is Down or Up.
|
||||||
|
The specification of whether a barrier has effect for the current expiry period, or globally to the whole product.
|
||||||
|
Defines the barrier observation style i.e. continuous (American) or discrete (Euriopean).
|
||||||
|
The specification of whether a barrier within an FX OTC option is a knockin or knockout.
|
||||||
|
Defines the outcome in the event that the barrier is triggered i.e. whether the product becomes active (Knockin) or is extinguished (Knockout).
|
||||||
|
Standard FX Spot and Forward offset conventions.
|
||||||
|
The Lower Bound Direction.
|
||||||
|
The Upper Bound Direction.
|
||||||
|
Target specific settlement adjustment method.
|
||||||
|
Forward Volatility Agreement Straddle Type.
|
||||||
|
Defines the method for calculating the gain in the period where the Target Knock-Out event occurs (Exact, Exclusive, Inclusive).
|
||||||
|
The specification of a time period containing values such as Today, Tomorrow etc.
|
||||||
|
The type of gas product.
|
||||||
|
A type defining 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.
|
||||||
|
The type of independent amount convention.
|
||||||
|
The specification of the consequences of Index Events.
|
||||||
|
||||||
|
The type of calculation.
|
||||||
|
The type of method.
|
||||||
|
The specification of the interest shortfall cap, applicable to mortgage derivatives.
|
||||||
|
Defines applicable periods for interpolation.
|
||||||
|
Used for indicating the length unit in the Resource type.
|
||||||
|
LoadType is a summary of the full description of the settlement periods with respect to the region.
|
||||||
|
This indicator defines which type of assets (cash or securities) is specified to apply as margin to the repo transaction.
|
||||||
|
The specification of how market disruption events will be represented.
|
||||||
|
The type of mark to market convention.
|
||||||
|
Describes how and when title to the commodity transfers.
|
||||||
|
Defines how adjustments will be made to the contract should one or more of the extraordinary events occur.
|
||||||
|
Defines the consequences of nationalisation, insolvency and delisting events relating to the underlying.
|
||||||
|
The method of calculating payment obligations when a floating rate is negative (either due to a quoted negative floating rate or by operation of a spread that is subtracted from the floating rate).
|
||||||
|
Defines treatment of non-cash dividends.
|
||||||
|
The base class for all types which define coding schemes that must be populated.
|
||||||
|
The base class for all types which define coding schemes that must be populated.
|
||||||
|
A URI that cannot be empty.
|
||||||
|
A type defining a number specified as non negative decimal greater than 0 inclusive.
|
||||||
|
A normalized string
|
||||||
|
The conditions that govern the adjustment to the number of units of the equity swap.
|
||||||
|
Indicator as to the type of transaction in accordance with Articles 20(3)(a) and 21(5)(a) of Regulation (EU) 600/2014.
|
||||||
|
Used in both the obligations and deliverable obligations of the credit default swap to represent a class or type of securities which apply.
|
||||||
|
Specifies the type of the option.
|
||||||
|
The specification of an interest rate stream payer or receiver party.
|
||||||
|
The specification of how an FX OTC option with a trigger payout will be paid if the trigger condition is met.
|
||||||
|
The specification of whether payments occur relative to the calculation period start or end date, or the reset date.
|
||||||
|
The specification of a time period
|
||||||
|
The specification of a time period containing additional values such as Term.
|
||||||
|
Constrains the forward point tick/pip factor to 1, 0.1, 0.01, 0.001, etc.
|
||||||
|
The type of averaging used in an Asian option.
|
||||||
|
Specifies whether a position is long (the transactor owns the securities) or short (the transactor has borrowed the securities).
|
||||||
|
A type defining a number specified as positive decimal greater than 0 exclusive.
|
||||||
|
The specification of how the premium for an FX OTC option is quoted.
|
||||||
|
Premium Type for Forward Start Equity Option
|
||||||
|
The mode of expression of a price.
|
||||||
|
Specifies whether the option is a call or a put.
|
||||||
|
The specification of the type of quotation rate to be obtained from each cash settlement reference bank.
|
||||||
|
The side from which perspective a value is quoted.
|
||||||
|
Indicates the actual quotation style of of PointsUpFront or TradedSpread that was used to quote this trade.
|
||||||
|
How an exchange rate is quoted.
|
||||||
|
The specification of methods for converting rates from one basis to another.
|
||||||
|
The contract specifies whether which price must satisfy the boundary condition.
|
||||||
|
A duration code for a Repo (or Securities Lending) transaction.
|
||||||
|
The specification of whether resets occur relative to the first or last day of a calculation period.
|
||||||
|
A type defining a percentage specified as decimal from 0 to 1.
|
||||||
|
The type of return associated with the equity swap.
|
||||||
|
The convention for determining the sequence of calculation period end dates.
|
||||||
|
The method of rounding a fractional number.
|
||||||
|
The base class for all types which define coding schemes that are allowed to be empty.
|
||||||
|
Defines the Settlement Period Duration for an Electricity Transaction.
|
||||||
|
Shows how the transaction is to be settled when it is exercised.
|
||||||
|
Defines the consequences of extraordinary events relating to the underlying.
|
||||||
|
The Specified Price in respect of a Transaction and a Commodity Reference Price.
|
||||||
|
The code specification of whether a trade is settling using standard settlement instructions as well as whether it is a candidate for settlement netting.
|
||||||
|
The specification of whether a percentage rate change, used to calculate a change in notional outstanding, is expressed as a percentage of the initial notional amount or the previously outstanding notional amount.
|
||||||
|
The specification of how an FX OTC option strike price is quoted.
|
||||||
|
A string.
|
||||||
|
Element to define how to deal with a none standard calculation period within a swap stream.
|
||||||
|
Specifies the type of the swaption.
|
||||||
|
The type of telephone number used to reach a contact.
|
||||||
|
The type of threshold.
|
||||||
|
Defines points in the day when equity option exercise and valuation can occur.
|
||||||
|
A token.
|
||||||
|
A type defining a token of length between 1 and 60 characters inclusive.
|
||||||
|
The specification of, for American-style digitals, whether the trigger level must be touched or not touched.
|
||||||
|
The specification of whether a payout will occur on an option depending upon whether the spot rate is at or above or at or below the trigger rate.
|
||||||
|
The time of day which would be considered for valuing the knock event.
|
||||||
|
The specification of whether an option will trigger or expire depending upon whether the spot rate is above or below the barrier rate.
|
||||||
|
The type of update to a record in a report.
|
||||||
|
The ISDA defined methodology for determining the final price of the reference obligation for purposes of cash settlement.
|
||||||
|
How a valuation for a trade was determined
|
||||||
|
||||||
|
The specification of a weekly roll day.
|
||||||
|
A type defining a date that includes a year and month.
|
||||||
Element Group Summary |
||||||||||
|
||||||||||
|
Contains at least one of an adjusted date and and unadjusted date, using the usual meanings of those terms.
|
||||||||||
|
A model group defining agreement and effective dates.
|
||||||||||
|
||||||||||
|
Parameters used in the computation of a derivative using analytical (closed form formula) techiques.
|
||||||||||
|
An associated value or reference for a scheduled date.
|
||||||||||
|
A group that specifies a name and an identifier for a given basket.
|
||||||||||
|
The bid, mid, or ask values relevant for a quote
|
||||||||||
|
A group that specifies Bond Calculation elements.
|
||||||||||
|
A model group which provides choices between all bond underlyers.
|
||||||||||
|
A group which has Collateral elements.
|
||||||||||
|
A model group that allows us to specify that a repo contract can reference bond or equity instruments.
|
||||||||||
|
A group which has either Bond Price or Yield elements.
|
||||||||||
|
||||||||||
|
||||||||||
|
||||||||||
|
Choice between change-related events.
|
||||||||||
|
||||||||||
|
Model group containing features specific to Asian/averaging commodity options.
|
||||||||||
|
||||||||||
|
Describes the features a commodity basket option.
|
||||||||||
|
The different options for specifying the Calculation Periods.
|
||||||||||
|
Model group enables users to reference a Calculation Periods schedule in the form of a series of actual dates in a calculationPeriods container or in the form of a parameterized schedule in a calculationPeriodsSchedule container.
|
||||||||||
|
Items defining the chemical composition of the coal product.
|
||||||||||
|
Items defining the physical attributes of the coal product.
|
||||||||||
|
Items defining the attributes of the coal product determined by ash fusion tests.
|
||||||||||
|
Items common to all Commodity Transactions.
|
||||||||||
|
Model group to enable users to reference a Delivery Periods schedule in the form of a series of actual dates in a deliveryPeriods container or in the form of a parameterised schedule in a deliveryPeriodsSchedule container.
|
||||||||||
|
A Delivery Point, applicable to physically settled commodity transactions.
|
||||||||||
|
Describes features of the digital option.
|
||||||||||
|
Items specific to financially-settled commodity options.
|
||||||||||
|
The different options for specifying a fixed physical quantity of commodity to be delivered.
|
||||||||||
|
The different options for specifying the Fixed Price.
|
||||||||||
|
The different options for specifying the average strike price per unit.
|
||||||||||
|
The Flat Rate, applicable to Wet Voyager Charter Freight Swaps.
|
||||||||||
|
The different options for specifying the Payment Date.
|
||||||||||
|
The different options for specifying the Notional Quantity.
|
||||||||||
|
Describes additional features within the option.
|
||||||||||
|
The different options for specifying the Payment Date.
|
||||||||||
|
Items specific to financially-settled commodity options.
|
||||||||||
|
A group used to specify details of a commodity underlyer.
|
||||||||||
|
A group used to specify the commodity underlyer in the event that no ISDA Commofity Reference Price exists.
|
||||||||||
|
The different options for specifying the Strike price per unit.
|
||||||||||
|
||||||||||
|
A type describing the type of underlyer: a single commodity or a basket of commodities.
|
||||||||||
|
Items specific to the definition of the delivery of a US Coal Product.
|
||||||||||
|
Items specific to the definition of a US Coal Product.
|
||||||||||
|
Described Weather Index Option component.
|
||||||||||
|
A group describing a derivative as combination of partial derivatives.
|
||||||||||
|
A model group defining the elements used for process correlation.
|
||||||||||
|
A model group defining the full messsage correlation mechanism, but with optional sequence.
|
||||||||||
|
A model group defining the full messsage correlation mechanism.
|
||||||||||
|
A model group defining the element used for process correlation.
|
||||||||||
|
The set of characterstics that describe the outputs of a credit curve.
|
||||||||||
|
An item which has credit characteristics that can be modeled, e.g. a firm, index, or region.
|
||||||||||
|
A group containing return swap amount currency definition methods
|
||||||||||
|
The different options for specifying which days are pricing days within a pricing period.
|
||||||||||
|
||||||||||
|
||||||||||
|
||||||||||
|
||||||||||
|
Parameters used in the computation of a derivative.
|
||||||||||
|
Model group enforces association of day count fraction with the discount rate.
|
||||||||||
|
||||||||||
|
A group containing Dividend content
|
||||||||||
|
Choice between expiration expressed as symbolic and optional literal time, or using a determination method.
|
||||||||||
|
||||||||||
|
A group containing Equity Underlyer provisions.
|
||||||||||
|
Choice between a trade and a post-trade event.
|
||||||||||
|
A model group holding valuation information for an event.
|
||||||||||
|
A model group which has exception elements.
|
||||||||||
|
||||||||||
|
A group a specific set of counterparty and market risk factors for which an exposure record is provided.
|
||||||||||
|
A group containing Swap and Derivative features.
|
||||||||||
|
||||||||||
|
Parameters used in the computation of a derivative using numerical (finite difference) techniques.
|
||||||||||
|
A group that specifies Bond Content elements.
|
||||||||||
|
||||||||||
|
||||||||||
|
Conditions can be expressed in different ways: as a specific level, or a reference to a strike, or a reference to an average strike in FxAccrualForward and FxAccrualOption, or a reference to a trigger in FxDigitalOption.
|
||||||||||
|
Defines the boundaries of the accrual region.
|
||||||||||
|
The elements common to FX spot, forward and swap legs.
|
||||||||||
|
The set of characterstics that describe the outputs of a fx curve.
|
||||||||||
|
Indicates the directions of who pays and receives a specific currency without specifying the amount.
|
||||||||||
|
Defines the expiry/observation date or schedule of the accrual product.
|
||||||||||
|
The elements common to FX rate observation.
|
||||||||||
|
Defines the settlement/payment date or schedule of the accrual product.
|
||||||||||
|
Conditions can be expressed in different ways: as a specific level, as strike, pivot, or barrier.
|
||||||||||
|
||||||||||
|
||||||||||
|
||||||||||
|
||||||||||
|
||||||||||
|
||||||||||
|
||||||||||
|
||||||||||
|
||||||||||
|
||||||||||
|
A model group for a two part identifier such as a USI.
|
||||||||||
|
Allows a Lag or a LagReference to be specified.
|
||||||||||
|
||||||||||
|
||||||||||
|
||||||||||
|
Specifies which party is the exposed party and which is the obligated party.
|
||||||||||
|
||||||||||
|
Defines the structure that contains routing and identification information, which allows processing and transfer of the message.
|
||||||||||
|
||||||||||
|
A group including a net and/or a gross amount.
|
||||||||||
|
A group describing the cashflows owing on a particular adjustedPaymentDate for set of trades.
|
||||||||||
|
||||||||||
|
||||||||||
|
||||||||||
|
||||||||||
|
||||||||||
|
The roles of the parties involved in the novation.
|
||||||||||
|
Documentation and other terms (such as date terms) specific to this novation event.
|
||||||||||
|
||||||||||
|
||||||||||
|
||||||||||
|
A model group containing Option Base Feature Elements.
|
||||||||||
|
A model group containing the option denomination components.
|
||||||||||
|
||||||||||
|
A model group containing Option Base Feature Elements.
|
||||||||||
|
A group which has Option Settlement elements.
|
||||||||||
|
Choice between options related events.
|
||||||||||
|
The schedule defined by the set of parameters to be able to calculate the schedule of adjusted date.
|
||||||||||
|
||||||||||
|
Supporting party and account definitions.
|
||||||||||
|
A model group with the content model of a party.
|
||||||||||
|
||||||||||
|
A group a specific set of counterparty risk factors for which an exposure record is provided.
|
||||||||||
|
Information about a party for reporting purposes.
|
||||||||||
|
||||||||||
|
||||||||||
|
A group that covers key elements used in payment reporting messages.
|
||||||||||
|
A model group for representing the discounting elements that can be associated with a payment.
|
||||||||||
|
||||||||||
|
Defines a model group that allows a constituent of a portfolio to be included in a request retransmission message.
|
||||||||||
|
Defines a model group that allows a portfolio to be identified in a response message.
|
||||||||||
|
Defines a model group that allows either details of a portoflio constituent or report constituent to be provided.
|
||||||||||
|
A model group that includes a position ID and an optional version.
|
||||||||||
|
Contains information about the status of the position
|
||||||||||
|
A group specifying the position model without including position identification elements.
|
||||||||||
|
Choice between amendment, increase, termination, and novation events.
|
||||||||||
|
A model group for representing the option premium when expressed in a way other than an amount.
|
||||||||||
|
Price model group.
|
||||||||||
|
A pricing structure coordinate, or a reference to one.
|
||||||||||
|
The dates that might be relevant for a pricing input, e.g. what valuation date it applies to, when it was built, when the data comes from, etc..
|
||||||||||
|
The index (an ordinate) of a pricing structure.
|
||||||||||
|
Defines a primary and optional secondary rate sources
|
||||||||||
|
||||||||||
|
A group a specific set of market risk factors for which an exposure record is provided.
|
||||||||||
|
||||||||||
|
||||||||||
|
A structure that describes a potential match for a trade or event, together with descriptors of that match (quality, etc.).
|
||||||||||
|
||||||||||
|
Some kind of numerical measure about an asset, eg. its price or NPV, together with characteristics of that measure.
|
||||||||||
|
A group collecting a set of characteristics that can be used to describe a quotation.
|
||||||||||
|
A group describing where a quote was or will be obtained, e.g. observed or calculated.
|
||||||||||
|
||||||||||
|
The model of the recovery rate (single value or curve).
|
||||||||||
|
||||||||||
|
||||||||||
|
Defines a model group that allows a chunck of a report to be included in a request retransmission message.
|
||||||||||
|
||||||||||
|
||||||||||
|
A group describing a specific sensitivity without an explicity reference to the market data input point.
|
||||||||||
|
A model group defining the element used for message sequencing
|
||||||||||
|
||||||||||
|
Stock Loan Content Model
|
||||||||||
|
||||||||||
|
||||||||||
|
||||||||||
|
Parameters used in the computation of a derivative by substituting a supplied market environment.
|
||||||||||
|
||||||||||
|
||||||||||
|
Provides information about a regulator or other supervisory body that an organization is registered with.
|
||||||||||
|
A model group defining a payment structure.
|
||||||||||
|
A group describing the cashflows owing on a particular adjustedPaymentDate for a specific trade.
|
||||||||||
|
||||||||||
|
||||||||||
|
||||||||||
|
||||||||||
|
||||||||||
|
||||||||||
|
DEPRECATED.
|
||||||||||
|
Choice between identification and representation of trade execution.
|
||||||||||
|
Defines a model group that allows information about a trade to be represented.
|
||||||||||
|
||||||||||
|
||||||||||
|
Include or reference an underlying asset definition.
|
||||||||||
|
A group which has unit based trade elements (copied from FpML Extensions 2.2 - fpmlext-repo.xsd).
|
||||||||||
|
||||||||||
|
||||||||||
|
Descriptions of a calculation period.
|
||||||||||
|
The set of characteristics that describe the outputs of a yield curve.
|
||||||||||
Attribute Group Summary |
||||||||||
|
Set of attributes that define versioning information.
|
||||||||||
|
XML schema documentation generated with DocFlex/XML 1.10b5 using DocFlex/XML XSDDoc 2.8.1 template set. All content model diagrams generated by Altova XMLSpy via DocFlex/XML XMLSpy Integration.
|