Namespace "http://www.fpml.org/FpML-5/reporting"
Targeting Schemas (29):

  fpml-asset-5-3.xsd, fpml-bond-option-5-3.xsd, fpml-business-events-5-3.xsd, fpml-cd-5-3.xsd, fpml-collateral-processes-5-3.xsd, fpml-com-5-3.xsd, fpml-correlation-swaps-5-3.xsd, fpml-credit-event-notification-5-3.xsd, fpml-dividend-swaps-5-3.xsd, fpml-doc-5-3.xsd, fpml-enum-5-3.xsd, fpml-eq-shared-5-3.xsd, fpml-eqd-5-3.xsd, fpml-fx-5-3.xsd, fpml-generic-5-3.xsd, fpml-ird-5-3.xsd, fpml-main-5-3.xsd, fpml-mktenv-5-3.xsd, fpml-msg-5-3.xsd, fpml-option-shared-5-3.xsd, fpml-reconciliation-5-3.xsd, fpml-reporting-5-3.xsd, fpml-return-swaps-5-3.xsd, fpml-riskdef-5-3.xsd, fpml-shared-5-3.xsd, fpml-standard-5-3.xsd, fpml-valuation-5-3.xsd, fpml-valuation-reporting-5-3.xsd, fpml-variance-swaps-5-3.xsd

Targeting Components:

  161 global elements, 2696 local elements, 1008 complexTypes, 104 simpleTypes, 148 element groups, 1 attribute group

Schema Summary
fpml-asset-5-3.xsd | Target Namespace: http://www.fpml.org/FpML-5/reporting Version: $Revision: 8603 $ Defined Components: 20 global elements, 149 local elements, 58 complexTypes, 12 element groups Default Namespace-Qualified Form: Local Elements: qualified; Local Attributes: unqualified Schema Location: C:\Irina-Local\SVN-FpML\trunk\xml\reporting\fpml-asset-5-3.xsd; see XML source Includes Schema: fpml-shared-5-3.xsd Included in Schemas (8): fpml-business-events-5-3.xsd, fpml-doc-5-3.xsd, fpml-generic-5-3.xsd, fpml-ird-5-3.xsd, fpml-mktenv-5-3.xsd, fpml-option-shared-5-3.xsd, fpml-riskdef-5-3.xsd, fpml-standard-5-3.xsd
fpml-bond-option-5-3.xsd | Target Namespace: http://www.fpml.org/FpML-5/reporting Version: $Revision: 8563 $ Defined Components: 1 global element, 9 local elements, 5 complexTypes Default Namespace-Qualified Form: Local Elements: qualified; Local Attributes: unqualified Schema Location: C:\Irina-Local\SVN-FpML\trunk\xml\reporting\fpml-bond-option-5-3.xsd; see XML source Includes Schema: fpml-option-shared-5-3.xsd Included in Schema: fpml-main-5-3.xsd
fpml-business-events-5-3.xsd | Target Namespace: http://www.fpml.org/FpML-5/reporting Version: $Revision: 8615 $ Defined Components: 3 global elements, 107 local elements, 21 complexTypes, 10 element groups Default Namespace-Qualified Form: Local Elements: qualified; Local Attributes: unqualified Schema Location: C:\Irina-Local\SVN-FpML\trunk\xml\reporting\fpml-business-events-5-3.xsd; see XML source Includes Schemas (2): fpml-asset-5-3.xsd, fpml-msg-5-3.xsd Included in Schemas (4): fpml-collateral-processes-5-3.xsd, fpml-reconciliation-5-3.xsd, fpml-valuation-5-3.xsd, fpml-valuation-reporting-5-3.xsd
fpml-cd-5-3.xsd | Target Namespace: http://www.fpml.org/FpML-5/reporting Version: $Revision: 8563 $ Defined Components: 2 global elements, 179 local elements, 49 complexTypes, 1 element group Default Namespace-Qualified Form: Local Elements: qualified; Local Attributes: unqualified Schema Location: C:\Irina-Local\SVN-FpML\trunk\xml\reporting\fpml-cd-5-3.xsd; see XML source Includes Schema: fpml-option-shared-5-3.xsd Included in Schemas (2): fpml-main-5-3.xsd, fpml-mktenv-5-3.xsd
fpml-collateral-processes-5-3.xsd | Collateral Messages Target Namespace: http://www.fpml.org/FpML-5/reporting Version: $Revision: 8563 $ Defined Components: 25 global elements, 269 local elements, 89 complexTypes, 15 element groups Default Namespace-Qualified Form: Local Elements: qualified; Local Attributes: unqualified Schema Location: C:\Irina-Local\SVN-FpML\trunk\xml\reporting\fpml-collateral-processes-5-3.xsd; see XML source Includes Schemas (2): fpml-business-events-5-3.xsd, fpml-reconciliation-5-3.xsd Included in Schema: fpml-main-5-3.xsd
fpml-com-5-3.xsd | Target Namespace: http://www.fpml.org/FpML-5/reporting Version: $Revision: 8642 $ Defined Components: 5 global elements, 278 local elements, 107 complexTypes, 23 element groups Default Namespace-Qualified Form: Local Elements: qualified; Local Attributes: unqualified Schema Location: C:\Irina-Local\SVN-FpML\trunk\xml\reporting\fpml-com-5-3.xsd; see XML source Includes Schema: fpml-option-shared-5-3.xsd Included in Schema: fpml-main-5-3.xsd
fpml-correlation-swaps-5-3.xsd | Target Namespace: http://www.fpml.org/FpML-5/reporting Version: $Revision: 8563 $ Defined Components: 1 global element, 3 local elements, 3 complexTypes Default Namespace-Qualified Form: Local Elements: qualified; Local Attributes: unqualified Schema Location: C:\Irina-Local\SVN-FpML\trunk\xml\reporting\fpml-correlation-swaps-5-3.xsd; see XML source Includes Schema: fpml-eq-shared-5-3.xsd Included in Schema: fpml-main-5-3.xsd
fpml-credit-event-notification-5-3.xsd | Credit Event Notification message. Target Namespace: http://www.fpml.org/FpML-5/reporting Version: $Revision: 8566 $ Defined Components: 9 global elements, 10 local elements, 10 complexTypes Default Namespace-Qualified Form: Local Elements: qualified; Local Attributes: unqualified Schema Location: C:\Irina-Local\SVN-FpML\trunk\xml\reporting\fpml-credit-event-notification-5-3.xsd; see XML source Includes Schema: fpml-msg-5-3.xsd Included in Schema: fpml-main-5-3.xsd
fpml-dividend-swaps-5-3.xsd | Target Namespace: http://www.fpml.org/FpML-5/reporting Version: $Revision: 8563 $ Defined Components: 1 global element, 11 local elements, 5 complexTypes Default Namespace-Qualified Form: Local Elements: qualified; Local Attributes: unqualified Schema Location: C:\Irina-Local\SVN-FpML\trunk\xml\reporting\fpml-dividend-swaps-5-3.xsd; see XML source Includes Schemas (2): fpml-eq-shared-5-3.xsd, fpml-shared-5-3.xsd Included in Schema: fpml-main-5-3.xsd
fpml-doc-5-3.xsd | Target Namespace: http://www.fpml.org/FpML-5/reporting Version: $Revision: 8648 $ Defined Components: 2 global elements, 135 local elements, 53 complexTypes, 1 simpleType, 8 element groups, 1 attribute group Default Namespace-Qualified Form: Local Elements: qualified; Local Attributes: unqualified Schema Location: C:\Irina-Local\SVN-FpML\trunk\xml\reporting\fpml-doc-5-3.xsd; see XML source Includes Schema: fpml-asset-5-3.xsd Included in Schemas (3): fpml-mktenv-5-3.xsd, fpml-msg-5-3.xsd, fpml-riskdef-5-3.xsd
fpml-enum-5-3.xsd | Target Namespace: http://www.fpml.org/FpML-5/reporting Version: $Revision: 8633 $ Defined Components: 94 simpleTypes Default Namespace-Qualified Form: Local Elements: qualified; Local Attributes: unqualified Schema Location: C:\Irina-Local\SVN-FpML\trunk\xml\reporting\fpml-enum-5-3.xsd; see XML source Included in Schemas (2): fpml-shared-5-3.xsd, fpml-valuation-5-3.xsd
fpml-eq-shared-5-3.xsd | Target Namespace: http://www.fpml.org/FpML-5/reporting Version: $Revision: 8615 $ Defined Components: 4 global elements, 211 local elements, 55 complexTypes, 7 element groups Default Namespace-Qualified Form: Local Elements: qualified; Local Attributes: unqualified Schema Location: C:\Irina-Local\SVN-FpML\trunk\xml\reporting\fpml-eq-shared-5-3.xsd; see XML source Includes Schema: fpml-option-shared-5-3.xsd Included in Schemas (4): fpml-correlation-swaps-5-3.xsd, fpml-dividend-swaps-5-3.xsd, fpml-eqd-5-3.xsd, fpml-return-swaps-5-3.xsd
fpml-eqd-5-3.xsd | Target Namespace: http://www.fpml.org/FpML-5/reporting Version: $Revision: 8563 $ Defined Components: 4 global elements, 60 local elements, 14 complexTypes, 1 element group Default Namespace-Qualified Form: Local Elements: qualified; Local Attributes: unqualified Schema Location: C:\Irina-Local\SVN-FpML\trunk\xml\reporting\fpml-eqd-5-3.xsd; see XML source Includes Schema: fpml-eq-shared-5-3.xsd Included in Schemas (2): fpml-main-5-3.xsd, fpml-variance-swaps-5-3.xsd
fpml-fx-5-3.xsd | Target Namespace: http://www.fpml.org/FpML-5/reporting Version: $Revision: 8563 $ Defined Components: 5 global elements, 124 local elements, 33 complexTypes, 1 simpleType, 2 element groups Default Namespace-Qualified Form: Local Elements: qualified; Local Attributes: unqualified Schema Location: C:\Irina-Local\SVN-FpML\trunk\xml\reporting\fpml-fx-5-3.xsd; see XML source Includes Schema: fpml-option-shared-5-3.xsd Included in Schema: fpml-main-5-3.xsd
fpml-generic-5-3.xsd | Target Namespace: http://www.fpml.org/FpML-5/reporting Version: $Revision: 8603 $ Defined Components: 2 global elements, 13 local elements, 2 complexTypes Default Namespace-Qualified Form: Local Elements: qualified; Local Attributes: unqualified Schema Location: C:\Irina-Local\SVN-FpML\trunk\xml\reporting\fpml-generic-5-3.xsd; see XML source Includes Schemas (2): fpml-asset-5-3.xsd, fpml-shared-5-3.xsd Included in Schema: fpml-main-5-3.xsd
fpml-ird-5-3.xsd | Target Namespace: http://www.fpml.org/FpML-5/reporting Version: $Revision: 8627 $ Defined Components: 8 global elements, 231 local elements, 63 complexTypes, 3 element groups Default Namespace-Qualified Form: Local Elements: qualified; Local Attributes: unqualified Schema Location: C:\Irina-Local\SVN-FpML\trunk\xml\reporting\fpml-ird-5-3.xsd; see XML source Includes Schema: fpml-asset-5-3.xsd Included in Schema: fpml-main-5-3.xsd
fpml-main-5-3.xsd | products Target Namespace: http://www.fpml.org/FpML-5/reporting Version: $Revision: 8615 $ Defined Components: 2 global elements, 1 complexType Default Namespace-Qualified Form: Local Elements: qualified; Local Attributes: unqualified Schema Location: C:\Irina-Local\SVN-FpML\trunk\xml\reporting\fpml-main-5-3.xsd; see XML source Includes Schemas (17): fpml-bond-option-5-3.xsd, fpml-cd-5-3.xsd, fpml-collateral-processes-5-3.xsd, fpml-com-5-3.xsd, fpml-correlation-swaps-5-3.xsd, fpml-credit-event-notification-5-3.xsd, fpml-dividend-swaps-5-3.xsd, fpml-eqd-5-3.xsd, fpml-fx-5-3.xsd, fpml-generic-5-3.xsd, fpml-ird-5-3.xsd, fpml-reconciliation-5-3.xsd, fpml-reporting-5-3.xsd, fpml-return-swaps-5-3.xsd, fpml-standard-5-3.xsd, fpml-valuation-5-3.xsd, fpml-variance-swaps-5-3.xsd
fpml-mktenv-5-3.xsd | Target Namespace: http://www.fpml.org/FpML-5/reporting Version: $Revision: 8563 $ Defined Components: 8 global elements, 47 local elements, 19 complexTypes, 6 element groups Default Namespace-Qualified Form: Local Elements: qualified; Local Attributes: unqualified Schema Location: C:\Irina-Local\SVN-FpML\trunk\xml\reporting\fpml-mktenv-5-3.xsd; see XML source Includes Schemas (4): fpml-asset-5-3.xsd, fpml-cd-5-3.xsd, fpml-doc-5-3.xsd, fpml-riskdef-5-3.xsd Included in Schema: fpml-riskdef-5-3.xsd
fpml-msg-5-3.xsd | Event Status messages. Target Namespace: http://www.fpml.org/FpML-5/reporting Version: $Revision: 8648 $ Defined Components: 5 global elements, 50 local elements, 35 complexTypes, 12 element groups Default Namespace-Qualified Form: Local Elements: qualified; Local Attributes: unqualified Schema Location: C:\Irina-Local\SVN-FpML\trunk\xml\reporting\fpml-msg-5-3.xsd; see XML source Imports Schema: xmldsig-core-schema.xsd Includes Schema: fpml-doc-5-3.xsd Included in Schemas (4): fpml-business-events-5-3.xsd, fpml-credit-event-notification-5-3.xsd, fpml-reconciliation-5-3.xsd, fpml-valuation-5-3.xsd
fpml-option-shared-5-3.xsd | Target Namespace: http://www.fpml.org/FpML-5/reporting Version: $Revision: 8648 $ Defined Components: 101 local elements, 37 complexTypes, 4 element groups Default Namespace-Qualified Form: Local Elements: qualified; Local Attributes: unqualified Schema Location: C:\Irina-Local\SVN-FpML\trunk\xml\reporting\fpml-option-shared-5-3.xsd; see XML source Includes Schema: fpml-asset-5-3.xsd Included in Schemas (5): fpml-bond-option-5-3.xsd, fpml-cd-5-3.xsd, fpml-com-5-3.xsd, fpml-eq-shared-5-3.xsd, fpml-fx-5-3.xsd
fpml-reconciliation-5-3.xsd | Reconciliation messages. Target Namespace: http://www.fpml.org/FpML-5/reporting Version: $Revision: 8648 $ Defined Components: 12 global elements, 101 local elements, 41 complexTypes, 8 element groups Default Namespace-Qualified Form: Local Elements: qualified; Local Attributes: unqualified Schema Location: C:\Irina-Local\SVN-FpML\trunk\xml\reporting\fpml-reconciliation-5-3.xsd; see XML source Includes Schemas (3): fpml-business-events-5-3.xsd, fpml-msg-5-3.xsd, fpml-valuation-reporting-5-3.xsd Included in Schemas (3): fpml-collateral-processes-5-3.xsd, fpml-main-5-3.xsd, fpml-reporting-5-3.xsd
fpml-reporting-5-3.xsd | Reporting messages. Target Namespace: http://www.fpml.org/FpML-5/reporting Version: $Revision: 8633 $ Defined Components: 22 global elements, 86 local elements, 21 complexTypes, 1 simpleType, 3 element groups Default Namespace-Qualified Form: Local Elements: qualified; Local Attributes: unqualified Schema Location: C:\Irina-Local\SVN-FpML\trunk\xml\reporting\fpml-reporting-5-3.xsd; see XML source Includes Schemas (2): fpml-reconciliation-5-3.xsd, fpml-valuation-reporting-5-3.xsd Included in Schema: fpml-main-5-3.xsd
fpml-return-swaps-5-3.xsd | Target Namespace: http://www.fpml.org/FpML-5/reporting Version: $Revision: 8563 $ Defined Components: 1 global element, 1 local element, 1 complexType Default Namespace-Qualified Form: Local Elements: qualified; Local Attributes: unqualified Schema Location: C:\Irina-Local\SVN-FpML\trunk\xml\reporting\fpml-return-swaps-5-3.xsd; see XML source Includes Schema: fpml-eq-shared-5-3.xsd Included in Schema: fpml-main-5-3.xsd
fpml-riskdef-5-3.xsd | Target Namespace: http://www.fpml.org/FpML-5/reporting Version: $Revision: 8563 $ Defined Components: 3 global elements, 66 local elements, 32 complexTypes, 10 element groups Default Namespace-Qualified Form: Local Elements: qualified; Local Attributes: unqualified Schema Location: C:\Irina-Local\SVN-FpML\trunk\xml\reporting\fpml-riskdef-5-3.xsd; see XML source Includes Schemas (3): fpml-asset-5-3.xsd, fpml-doc-5-3.xsd, fpml-mktenv-5-3.xsd Included in Schemas (2): fpml-mktenv-5-3.xsd, fpml-valuation-5-3.xsd
fpml-shared-5-3.xsd | Target Namespace: http://www.fpml.org/FpML-5/reporting Version: $Revision: 8644 $ Defined Components: 5 global elements, 379 local elements, 228 complexTypes, 7 simpleTypes, 19 element groups Default Namespace-Qualified Form: Local Elements: qualified; Local Attributes: unqualified Schema Location: C:\Irina-Local\SVN-FpML\trunk\xml\reporting\fpml-shared-5-3.xsd; see XML source Includes Schema: fpml-enum-5-3.xsd Included in Schemas (4): fpml-asset-5-3.xsd, fpml-dividend-swaps-5-3.xsd, fpml-generic-5-3.xsd, fpml-standard-5-3.xsd
fpml-standard-5-3.xsd | Target Namespace: http://www.fpml.org/FpML-5/reporting Version: $Revision: 7614 $ Defined Components: 1 global element, 2 local elements, 1 complexType Default Namespace-Qualified Form: Local Elements: qualified; Local Attributes: unqualified Schema Location: C:\Irina-Local\SVN-FpML\trunk\xml\reporting\fpml-standard-5-3.xsd; see XML source Includes Schemas (2): fpml-asset-5-3.xsd, fpml-shared-5-3.xsd Included in Schema: fpml-main-5-3.xsd
fpml-valuation-5-3.xsd | Target Namespace: http://www.fpml.org/FpML-5/reporting Version: $Revision: 8633 $ Defined Components: 1 global element, 44 local elements, 15 complexTypes, 4 element groups Default Namespace-Qualified Form: Local Elements: qualified; Local Attributes: unqualified Schema Location: C:\Irina-Local\SVN-FpML\trunk\xml\reporting\fpml-valuation-5-3.xsd; see XML source Includes Schemas (4): fpml-business-events-5-3.xsd, fpml-enum-5-3.xsd, fpml-msg-5-3.xsd, fpml-riskdef-5-3.xsd Included in Schemas (2): fpml-main-5-3.xsd, fpml-valuation-reporting-5-3.xsd
fpml-valuation-reporting-5-3.xsd | Reporting messages. Target Namespace: http://www.fpml.org/FpML-5/reporting Version: $Revision: 8571 $ Defined Components: 6 global elements, 19 local elements, 5 complexTypes Default Namespace-Qualified Form: Local Elements: qualified; Local Attributes: unqualified Schema Location: C:\Irina-Local\SVN-FpML\trunk\xml\reporting\fpml-valuation-reporting-5-3.xsd; see XML source Includes Schemas (2): fpml-business-events-5-3.xsd, fpml-valuation-5-3.xsd Included in Schemas (2): fpml-reconciliation-5-3.xsd, fpml-reporting-5-3.xsd
fpml-variance-swaps-5-3.xsd | Target Namespace: http://www.fpml.org/FpML-5/reporting Version: $Revision: 8648 $ Defined Components: 3 global elements, 11 local elements, 5 complexTypes Default Namespace-Qualified Form: Local Elements: qualified; Local Attributes: unqualified Schema Location: C:\Irina-Local\SVN-FpML\trunk\xml\reporting\fpml-variance-swaps-5-3.xsd; see XML source Includes Schema: fpml-eqd-5-3.xsd Included in Schema: fpml-main-5-3.xsd

All Element Summary
absoluteTolerance | Specifies the allowable quantity tolerance as an absolute quantity.
Type: | AbsoluteTolerance
Content: | complex, 4 elements
Defined: | locally witnin OilDelivery complexType in fpml-com-5-3.xsd; see XML source
acceleratedOrMatured | A deliverable obligation characteristic.
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin DeliverableObligations complexType in fpml-cd-5-3.xsd; see XML source
account | Optional account information used to precisely define the origination and destination of financial instruments.
Type: | Account
Content: | complex, 1 attribute, 4 elements
Defined: | locally witnin PartiesAndAccounts.model group in fpml-shared-5-3.xsd; see XML source
accountBeneficiary | A reference to the party beneficiary of the account.
Type: | PartyReference
Content: | empty, 1 attribute
Defined: | locally witnin Account complexType in fpml-shared-5-3.xsd; see XML source
accountId | An account identifier.
Type: | AccountId
Content: | simple, 1 attribute
Defined: | locally witnin Account complexType in fpml-shared-5-3.xsd; see XML source
accountName | The name by which the account is known.
Type: | AccountName
Content: | simple, 1 attribute
Defined: | locally witnin Account complexType in fpml-shared-5-3.xsd; see XML source
accountReference (defined in AccountReferenceOrPartyReference.model group) | Reference to the subaccount definition in the Party list.
Type: | AccountReference
Content: | empty, 1 attribute
Defined: | locally witnin AccountReferenceOrPartyReference.model group in fpml-doc-5-3.xsd; see XML source
accountReference (defined in OnBehalfOf complexType) | Identifies the account(s) related to the party when they can be determined from the party alone, for example in a inter-book trade.
Type: | AccountReference
Content: | empty, 1 attribute
Defined: | locally witnin OnBehalfOf complexType in fpml-shared-5-3.xsd; see XML source
accountReference (defined in PartyAndAccountReferences.model group) | Reference to an account.
Type: | AccountReference
Content: | empty, 1 attribute
Defined: | locally witnin PartyAndAccountReferences.model group in fpml-shared-5-3.xsd; see XML source
accountReference (defined in PartyExposureCategory.model group) |
Type: | AccountReference
Content: | empty, 1 attribute
Defined: | locally witnin PartyExposureCategory.model group in fpml-reporting-5-3.xsd; see XML source
accountReference (defined in ReportContents complexType) | The account for which this report was generated.
Type: | AccountReference
Content: | empty, 1 attribute
Defined: | locally witnin ReportContents complexType in fpml-valuation-reporting-5-3.xsd; see XML source
accruedAmount | The amount of payment accrued during this accrual period.
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin CashflowCalculationPeriod complexType in fpml-reconciliation-5-3.xsd; see XML source
accruedInterest (defined in DeliverableObligations complexType) | Indicates whether accrued interest is included (true) or not (false).
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin DeliverableObligations complexType in fpml-cd-5-3.xsd; see XML source
accruedInterest (defined in PendingPayment complexType) | Accrued interest on the dividend or coupon payment.
Type: | Money
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin PendingPayment complexType in fpml-asset-5-3.xsd; see XML source
accruedInterest (in cashSettlementTerms) | Indicates whether accrued interest is included (true) or not (false).
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin CashSettlementTerms complexType in fpml-cd-5-3.xsd; see XML source
accruedInterestAmount |
Type: | NonNegativeDecimal
Content: | simple
Defined: | locally witnin DailyInterestCalculation complexType in fpml-collateral-processes-5-3.xsd; see XML source
accruedInterestPrice | Specifies the accrued interest that are part of the dirty price in the case of a fixed income security or a convertible bond.
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin EquityPrice.model group in fpml-asset-5-3.xsd; see XML source
activityProvider | A reference to the party responsible for reporting trading activities.
Type: | PartyReference
Content: | empty, 1 attribute
Defined: | locally witnin ReportingRoles complexType in fpml-valuation-5-3.xsd; see XML source
additionalAcknowledgements | If true, then additional acknowledgements are applicable.
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin Representations complexType in fpml-eq-shared-5-3.xsd; see XML source
additionalCommodityForwardLeg |
Type: | Leg
Content: | empty, 1 attribute
Abstract: | (may not be used directly in instance XML documents)
Defined: | globally in fpml-com-5-3.xsd; see XML source
Used: | at 1 location
additionalCommoditySwapLeg |
Type: | Leg
Content: | empty, 1 attribute
Abstract: | (may not be used directly in instance XML documents)
Defined: | globally in fpml-com-5-3.xsd; see XML source
Used: | at 1 location
additionalData (defined in Exception.model group) | Any string of additional data that may help the message processor, for example in a rejection message this might contain a code value or the text of the original request (within a CDATA section).
Type: | AdditionalData
Content: | complex, 5 elements
Defined: | locally witnin Exception.model group in fpml-msg-5-3.xsd; see XML source
additionalData (defined in Reason complexType) | Any string of additional data that may help the message processor, for example in a rejection message this might contain a code value or the text of any one of the messages (within a CDATA section).
Type: | AdditionalData
Content: | complex, 5 elements
Defined: | locally witnin Reason complexType in fpml-msg-5-3.xsd; see XML source
additionalDisruptionEvents | ISDA 2002 Equity Additional Disruption Events.
Type: | AdditionalDisruptionEvents
Content: | complex, 11 elements
Defined: | locally witnin ExtraordinaryEvents complexType in fpml-eq-shared-5-3.xsd; see XML source
additionalDividends | If present and true, then additional dividends are applicable.
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin Dividends.model group in fpml-eq-shared-5-3.xsd; see XML source
additionalEvent | The additionalEvent element is an extension/substitution point to customize FpML and add additional events.
Type: | AdditionalEvent
Content: | empty
Abstract: | (may not be used directly in instance XML documents)
Defined: | globally in fpml-business-events-5-3.xsd; see XML source
Used: | at 1 location
additionalFixedPayments | Specifies the events that will give rise to the payment a additional fixed payments.
Type: | AdditionalFixedPayments
Content: | complex, 3 elements
Defined: | locally witnin FloatingAmountEvents complexType in fpml-cd-5-3.xsd; see XML source
additionalMarketDisruptionEvent | To be used when marketDisruptionEvents is set to "Applicable" and additional market disruption events(s) apply to the default market disruption events of Section 7.4(d)(i) of the ISDA Commodity Definitions.
Type: | MarketDisruptionEvent
Content: | simple, 1 attribute
Defined: | locally witnin CommodityMarketDisruption complexType in fpml-com-5-3.xsd; see XML source
additionalPayment (defined in NettedSwapBase complexType) | Specifies additional payment(s) between the principal parties to the netted swap.
Type: | ClassifiedPayment
Content: | complex, 1 attribute, 7 elements
Defined: | locally witnin NettedSwapBase complexType in fpml-eq-shared-5-3.xsd; see XML source
additionalPayment (defined in Swap complexType) | Additional payments between the principal parties.
Type: | Payment
Content: | complex, 2 attributes, 10 elements
Defined: | locally witnin Swap complexType in fpml-ird-5-3.xsd; see XML source
additionalPayment (in capFloor) | Additional payments between the principal parties.
Type: | Payment
Content: | complex, 2 attributes, 10 elements
Defined: | locally witnin CapFloor complexType in fpml-ird-5-3.xsd; see XML source
additionalPayment (in returnSwap) | Specifies additional payment(s) between the principal parties to the trade.
Type: | ReturnSwapAdditionalPayment
Content: | complex, 1 attribute, 7 elements
Defined: | locally witnin ReturnSwap complexType in fpml-eq-shared-5-3.xsd; see XML source
additionalPaymentAmount | Specifies the amount of the fee along with, when applicable, the formula that supports its determination.
Type: | AdditionalPaymentAmount
Content: | complex, 2 elements
Defined: | locally witnin ReturnSwapAdditionalPayment complexType in fpml-eq-shared-5-3.xsd; see XML source
additionalPaymentDate | Specifies the value date of the fee payment/receipt.
Type: | AdjustableOrRelativeDate
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin ReturnSwapAdditionalPayment complexType in fpml-eq-shared-5-3.xsd; see XML source
additionalTerm | This element is used for representing information contained in the Additional Terms field of the 2003 Master Credit Derivatives confirm.
Type: | AdditionalTerm
Content: | simple, 1 attribute
Defined: | locally witnin GeneralTerms complexType in fpml-cd-5-3.xsd; see XML source
additionalTerms | Contains any additional terms to the swap contract.
Type: | SwapAdditionalTerms
Content: | complex, 1 element
Defined: | locally witnin Swap complexType in fpml-ird-5-3.xsd; see XML source
address | A postal or street address.
Type: | Address
Content: | complex, 5 elements
Defined: | locally witnin ContactInformation complexType in fpml-shared-5-3.xsd; see XML source
adjustableDate (defined in AdjustableOrRelativeDate complexType) | A date that shall be subject to adjustment if it would otherwise fall on a day that is not a business day in the specified business centers, together with the convention for adjusting the date.
Type: | AdjustableDate
Content: | complex, 1 attribute, 3 elements
Defined: | locally witnin AdjustableOrRelativeDate complexType in fpml-shared-5-3.xsd; see XML source
adjustableDate (defined in DividendPaymentDate complexType) | A date that shall be subject to adjustment if it would otherwise fall on a day that is not a business day in the specified business centers, together with the convention for adjusting the date.
Type: | AdjustableDate
Content: | complex, 1 attribute, 3 elements
Defined: | locally witnin DividendPaymentDate complexType in fpml-eq-shared-5-3.xsd; see XML source
adjustableDate (in startingDate) | Date from which early termination clause can be exercised.
Type: | AdjustableDate
Content: | complex, 1 attribute, 3 elements
Defined: | locally witnin StartingDate complexType in fpml-eq-shared-5-3.xsd; see XML source
adjustableDate (in valuationDate defined in EquityValuation complexType) | A date that shall be subject to adjustment if it would otherwise fall on a day that is not a business day in the specified business centers, together with the convention for adjusting the date.
Type: | AdjustableDate
Content: | complex, 1 attribute, 3 elements
Defined: | locally witnin AdjustableDateOrRelativeDateSequence complexType in fpml-eq-shared-5-3.xsd; see XML source
adjustableDates (defined in AdjustableDatesOrRelativeDateOffset complexType) | A series of adjustable dates
Type: | AdjustableDates
Content: | complex, 1 attribute, 3 elements
Defined: | locally witnin AdjustableDatesOrRelativeDateOffset complexType in fpml-shared-5-3.xsd; see XML source
adjustableDates (defined in AdjustableOrRelativeDates complexType) | A series of dates that shall be subject to adjustment if they would otherwise fall on a day that is not a business day in the specified business centers, together with the convention for adjusting the date.
Type: | AdjustableDates
Content: | complex, 1 attribute, 3 elements
Defined: | locally witnin AdjustableOrRelativeDates complexType in fpml-shared-5-3.xsd; see XML source
adjustableDates (defined in AdjustableRelativeOrPeriodicDates complexType) | A series of dates that shall be subject to adjustment if they would otherwise fall on a day that is not a business day in the specified business centers, together with the convention for adjusting the date.
Type: | AdjustableDates
Content: | complex, 1 attribute, 3 elements
Defined: | locally witnin AdjustableRelativeOrPeriodicDates complexType in fpml-shared-5-3.xsd; see XML source
adjustableDates (defined in AdjustableRelativeOrPeriodicDates2 complexType) | A series of dates that shall be subject to adjustment if they would otherwise fall on a day that is not a business day in the specified business centers, together with the convention for adjusting the date.
Type: | AdjustableDates
Content: | complex, 1 attribute, 3 elements
Defined: | locally witnin AdjustableRelativeOrPeriodicDates2 complexType in fpml-shared-5-3.xsd; see XML source
adjustableDates (in cashSettlementPaymentDate) | A series of dates that shall be subject to adjustment if they would otherwise fall on a day that is not a business day in the specified business centers, together with the convention for adjusting the date.
Type: | AdjustableDates
Content: | complex, 1 attribute, 3 elements
Defined: | locally witnin CashSettlementPaymentDate complexType in fpml-ird-5-3.xsd; see XML source
adjustablePaymentDate (in initialPayment) | A fixed payment date that shall be subject to adjustment in accordance with the applicable business day convention if it would otherwise fall on a day that is not a business day.
Type: | xsd:date
Content: | simple
Defined: | locally witnin InitialPayment complexType in fpml-cd-5-3.xsd; see XML source
adjustablePaymentDate (in singlePayment) | A fixed amount payment date that shall be subject to adjustment in accordance with the applicable business day convention if it would otherwise fall on a day that is not a business day.
Type: | xsd:date
Content: | simple
Defined: | locally witnin SinglePayment complexType in fpml-cd-5-3.xsd; see XML source
adjustedCashSettlementPaymentDate (in earlyTerminationEvent) | The date on which the cash settlement amount is paid.
Type: | xsd:date
Content: | simple
Defined: | locally witnin EarlyTerminationEvent complexType in fpml-ird-5-3.xsd; see XML source
adjustedCashSettlementPaymentDate (in exerciseEvent) | The date on which the cash settlement amount is paid.
Type: | xsd:date
Content: | simple
Defined: | locally witnin ExerciseEvent complexType in fpml-ird-5-3.xsd; see XML source
adjustedCashSettlementPaymentDate (in mandatoryEarlyTerminationAdjustedDates) | The date on which the cash settlement amount is paid.
Type: | xsd:date
Content: | simple
Defined: | locally witnin MandatoryEarlyTerminationAdjustedDates complexType in fpml-ird-5-3.xsd; see XML source
adjustedCashSettlementValuationDate (in earlyTerminationEvent) | The date by which the cash settlement amount must be agreed.
Type: | xsd:date
Content: | simple
Defined: | locally witnin EarlyTerminationEvent complexType in fpml-ird-5-3.xsd; see XML source
adjustedCashSettlementValuationDate (in exerciseEvent) | The date by which the cash settlement amount must be agreed.
Type: | xsd:date
Content: | simple
Defined: | locally witnin ExerciseEvent complexType in fpml-ird-5-3.xsd; see XML source
adjustedCashSettlementValuationDate (in mandatoryEarlyTerminationAdjustedDates) | The date by which the cash settlement amount must be agreed.
Type: | xsd:date
Content: | simple
Defined: | locally witnin MandatoryEarlyTerminationAdjustedDates complexType in fpml-ird-5-3.xsd; see XML source
adjustedDate (defined in AdjustableDate.model group) | The date once the adjustment has been performed.
Type: | IdentifiedDate
Content: | simple, 1 attribute
Defined: | locally witnin AdjustableDate.model group in fpml-shared-5-3.xsd; see XML source
adjustedDate (defined in AdjustableDate2 complexType) | The date once the adjustment has been performed.
Type: | IdentifiedDate
Content: | simple, 1 attribute
Defined: | locally witnin AdjustableDate2 complexType in fpml-shared-5-3.xsd; see XML source
adjustedDate (defined in AdjustableDates complexType) | The date once the adjustment has been performed.
Type: | IdentifiedDate
Content: | simple, 1 attribute
Defined: | locally witnin AdjustableDates complexType in fpml-shared-5-3.xsd; see XML source
adjustedDate (defined in AdjustedAndOrUnadjustedDate.model group) |
Type: | xsd:date
Content: | simple
Defined: | locally witnin AdjustedAndOrUnadjustedDate.model group in fpml-valuation-5-3.xsd; see XML source
adjustedDate (defined in RelativeDateOffset complexType) | The date once the adjustment has been performed.
Type: | IdentifiedDate
Content: | simple, 1 attribute
Defined: | locally witnin RelativeDateOffset complexType in fpml-shared-5-3.xsd; see XML source
adjustedEarlyTerminationDate (in cancellationEvent) | The early termination date that is applicable if an early termination provision is exercised.
Type: | xsd:date
Content: | simple
Defined: | locally witnin CancellationEvent complexType in fpml-ird-5-3.xsd; see XML source
adjustedEarlyTerminationDate (in earlyTerminationEvent) | The early termination date that is applicable if an early termination provision is exercised.
Type: | xsd:date
Content: | simple
Defined: | locally witnin EarlyTerminationEvent complexType in fpml-ird-5-3.xsd; see XML source
adjustedEarlyTerminationDate (in mandatoryEarlyTerminationAdjustedDates) | The early termination date that is applicable if an early termination provision is exercised.
Type: | xsd:date
Content: | simple
Defined: | locally witnin MandatoryEarlyTerminationAdjustedDates complexType in fpml-ird-5-3.xsd; see XML source
adjustedEffectiveDate | The start date of the calculation period.
Type: | RequiredIdentifierDate
Content: | simple, 1 attribute
Defined: | locally witnin Fra complexType in fpml-ird-5-3.xsd; see XML source
adjustedEndDate (in calculationPeriod in calculationElements) | Date that defines the end of the calculation period.
Type: | xsd:date
Content: | simple
Defined: | locally witnin CashflowCalculationPeriod complexType in fpml-reconciliation-5-3.xsd; see XML source
adjustedEndDate (in calculationPeriod in paymentCalculationPeriod) | The calculation period end date, adjusted according to any relevant business day convention.
Type: | xsd:date
Content: | simple
Defined: | locally witnin CalculationPeriod complexType in fpml-ird-5-3.xsd; see XML source
adjustedExerciseDate (in cancellationEvent) | The date on which option exercise takes place.
Type: | xsd:date
Content: | simple
Defined: | locally witnin CancellationEvent complexType in fpml-ird-5-3.xsd; see XML source
adjustedExerciseDate (in earlyTerminationEvent) | The date on which option exercise takes place.
Type: | xsd:date
Content: | simple
Defined: | locally witnin EarlyTerminationEvent complexType in fpml-ird-5-3.xsd; see XML source
adjustedExerciseDate (in exerciseEvent) | The date on which option exercise takes place.
Type: | xsd:date
Content: | simple
Defined: | locally witnin ExerciseEvent complexType in fpml-ird-5-3.xsd; see XML source
adjustedExerciseDate (in extensionEvent) | The date on which option exercise takes place.
Type: | xsd:date
Content: | simple
Defined: | locally witnin ExtensionEvent complexType in fpml-ird-5-3.xsd; see XML source
adjustedExerciseFeePaymentDate (in earlyTerminationEvent) | The date on which the exercise fee amount is paid.
Type: | xsd:date
Content: | simple
Defined: | locally witnin EarlyTerminationEvent complexType in fpml-ird-5-3.xsd; see XML source
adjustedExerciseFeePaymentDate (in exerciseEvent) | The date on which the exercise fee amount is paid.
Type: | xsd:date
Content: | simple
Defined: | locally witnin ExerciseEvent complexType in fpml-ird-5-3.xsd; see XML source
adjustedExtendedTerminationDate | The termination date if an extendible provision is exercised.
Type: | xsd:date
Content: | simple
Defined: | locally witnin ExtensionEvent complexType in fpml-ird-5-3.xsd; see XML source
adjustedFixingDate | The adjusted fixing date, i.e. the actual date the rate is observed.
Type: | xsd:date
Content: | simple
Defined: | locally witnin RateObservation complexType in fpml-shared-5-3.xsd; see XML source
adjustedFxSpotFixingDate | The date on which the fx spot rate is observed.
Type: | xsd:date
Content: | simple
Defined: | locally witnin FxLinkedNotionalAmount complexType in fpml-ird-5-3.xsd; see XML source
adjustedPaymentDate (defined in NettedTradeCashflows.model group) | The adjusted date in which the payments are being paid/received.
Type: | xsd:date
Content: | simple
Defined: | locally witnin NettedTradeCashflows.model group in fpml-reconciliation-5-3.xsd; see XML source
adjustedPaymentDate (defined in TradeCashflows.model group) | The adjusted date in which the payments are being paid/received.
Type: | xsd:date
Content: | simple
Defined: | locally witnin TradeCashflows.model group in fpml-reconciliation-5-3.xsd; see XML source
adjustedPaymentDate (in adjustedPaymentDates) | The adjusted payment date.
Type: | xsd:date
Content: | simple
Defined: | locally witnin AdjustedPaymentDates complexType in fpml-cd-5-3.xsd; see XML source
adjustedPaymentDate (in initialPayment) | The adjusted payment date.
Type: | xsd:date
Content: | simple
Defined: | locally witnin InitialPayment complexType in fpml-cd-5-3.xsd; see XML source
adjustedPaymentDate (in payment in position in positionReport) | The date on which this payment will settle.
Type: | xsd:date
Content: | simple
Defined: | locally witnin PositionPayment complexType in fpml-reporting-5-3.xsd; see XML source
adjustedPaymentDate (in paymentCalculationPeriod) | The adjusted payment date.
Type: | xsd:date
Content: | simple
Defined: | locally witnin PaymentCalculationPeriod complexType in fpml-ird-5-3.xsd; see XML source
adjustedPaymentDate (in singlePayment) | The adjusted payment date.
Type: | xsd:date
Content: | simple
Defined: | locally witnin SinglePayment complexType in fpml-cd-5-3.xsd; see XML source
adjustedPaymentDates | An optional cashflow-like structure allowing the equivalent representation of the periodic fixed payments in terms of a series of adjusted payment dates and amounts.
Type: | AdjustedPaymentDates
Content: | complex, 2 elements
Defined: | locally witnin PeriodicPayment complexType in fpml-cd-5-3.xsd; see XML source
adjustedPrincipalExchangeDate | The principal exchange date.
Type: | xsd:date
Content: | simple
Defined: | locally witnin PrincipalExchange complexType in fpml-ird-5-3.xsd; see XML source
adjustedRelevantSwapEffectiveDate | The effective date of the underlying swap associated with a given exercise date.
Type: | xsd:date
Content: | simple
Defined: | locally witnin ExerciseEvent complexType in fpml-ird-5-3.xsd; see XML source
adjustedStartDate (in calculationPeriod in calculationElements) | Date that defines the beginning of the calculation period.
Type: | xsd:date
Content: | simple
Defined: | locally witnin CashflowCalculationPeriod complexType in fpml-reconciliation-5-3.xsd; see XML source
adjustedStartDate (in calculationPeriod in paymentCalculationPeriod) | The calculation period start date, adjusted according to any relevant business day convention.
Type: | xsd:date
Content: | simple
Defined: | locally witnin CalculationPeriod complexType in fpml-ird-5-3.xsd; see XML source
adjustedTerminationDate | The end date of the calculation period.
Type: | xsd:date
Content: | simple
Defined: | locally witnin Fra complexType in fpml-ird-5-3.xsd; see XML source
adjustment | An adjustment factor, such as for vol smile/skew.
Type: | ParametricAdjustment
Content: | complex, 3 elements
Defined: | locally witnin VolatilityMatrix complexType in fpml-mktenv-5-3.xsd; see XML source
adjustmentValue | The value of the dependent variable, the actual adjustment amount.
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin ParametricAdjustmentPoint complexType in fpml-mktenv-5-3.xsd; see XML source
affectedPositions | The positions affected by this fixing.
Type: | AffectedPositions
Content: | complex, 1 element
Defined: | locally witnin ResetReport complexType in fpml-reporting-5-3.xsd; see XML source
affectedTransactions | Trades affected by this event.
Type: | AffectedTransactions
Content: | complex, 2 elements
Defined: | locally witnin CreditEventNoticeDocument complexType in fpml-credit-event-notification-5-3.xsd; see XML source
agreedAmount (in marginCallStatus) | The agreedAmount block allows the responder to detail the undisputed amount for any Variation Margin requirement and/or Segregated Independent Amount requirement they may have received in the corresponding requestMargin message.
Type: | AgreedAmount
Content: | complex, 5 elements
Defined: | locally witnin MarginCallStatus complexType in fpml-collateral-processes-5-3.xsd; see XML source
agreedAmount (in requestCollateralAcceptance) | The agreedAmount block allows the responder to detail the undisputed amount for any Variation Margin requirement and/or Segregated Independent Amount requirement they may have received in the corresponding requestMargin message.
Type: | AgreedAmount
Content: | complex, 5 elements
Defined: | locally witnin RequestCollateralAcceptance complexType in fpml-collateral-processes-5-3.xsd; see XML source
agreement | An agrement that references the related party.
Type: | GenericAgreement
Content: | complex, 5 elements
Defined: | locally witnin PartyRelationshipDocumentation complexType in fpml-shared-5-3.xsd; see XML source
agreementDate | The date on which the change was agreed.
Type: | xsd:date
Content: | simple
Defined: | locally witnin AgreementAndEffectiveDates.model group in fpml-business-events-5-3.xsd; see XML source
agreementsRegardingHedging | If true, then agreements regarding hedging are applicable.
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin Representations complexType in fpml-eq-shared-5-3.xsd; see XML source
algorithm |
Type: | xsd:string
Content: | simple
Defined: | locally witnin YieldCurveCharacteristics.model group in fpml-mktenv-5-3.xsd; see XML source
allDividends | Represents the European Master Confirmation value of 'All Dividends' which, when applicable, signifies that, for a given Ex-Date, the daily observed Share Price for that day is adjusted (reduced) by the cash dividend and/or the cash value of any non cash dividend per Share (including Extraordinary Dividends) declared by the Issuer.
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin Dividends.model group in fpml-eq-shared-5-3.xsd; see XML source
allegedCashflow (in nettedTradeCashflowsMatchResult) | Cashflow (or set of cashflows for cross-currency swap) asserted by the "other side's" party.
Type: | AllegedNettedCashflow
Content: | complex, 6 elements
Defined: | locally witnin NettedTradeCashflowsMatchResult complexType in fpml-reconciliation-5-3.xsd; see XML source
allegedCashflow (in tradeCashflowsMatchResult) | Cashflow (or set of cashflows for cross-currency swap) asserted by the "other side's" party.
Type: | AllegedCashflow
Content: | complex, 6 elements
Defined: | locally witnin TradeCashflowsMatchResult complexType in fpml-reconciliation-5-3.xsd; see XML source
allegedPosition | Position asserted by the "other side's" party.
Type: | AssertedPosition
Content: | complex, 6 elements
Defined: | locally witnin PositionMatchResult complexType in fpml-reconciliation-5-3.xsd; see XML source
allGuarantees | Indicates whether an obligation of the Reference Entity, guaranteed by the Reference Entity on behalf of a non-Affiliate, is to be considered an Obligation for the purpose of the transaction.
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin ReferenceInformation complexType in fpml-cd-5-3.xsd; see XML source
allocatedFraction | The fractional allocation (0.45 = 45%) of the notional and "block" fees to this particular client subaccount.
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin Allocation complexType in fpml-doc-5-3.xsd; see XML source
allocatedNotional | The notional allocation (amount and currency) to this particular client account.
Type: | Money
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin Allocation complexType in fpml-doc-5-3.xsd; see XML source
allocation |
Type: | Allocation
Content: | complex, 9 elements
Defined: | locally witnin Allocations complexType in fpml-doc-5-3.xsd; see XML source
allocations | "Short-form" representation of allocations in which the key block economics are stated once within the trade structure, and the allocation data is contained in this allocations structure.
Type: | Allocations
Content: | complex, 1 element
Defined: | locally witnin Trade complexType in fpml-doc-5-3.xsd; see XML source
allocationsCompleted | When allocations for this trade were completely processed.
Type: | xsd:dateTime
Content: | simple
Defined: | locally witnin TradeProcessingTimestamps complexType in fpml-doc-5-3.xsd; see XML source
allocationsSubmitted | When allocations for this trade were submitted or received by this party.
Type: | xsd:dateTime
Content: | simple
Defined: | locally witnin TradeProcessingTimestamps complexType in fpml-doc-5-3.xsd; see XML source
allocationsUpdated | When allocations for this trade were most recently corrected.
Type: | xsd:dateTime
Content: | simple
Defined: | locally witnin TradeProcessingTimestamps complexType in fpml-doc-5-3.xsd; see XML source
allocationTradeId (defined in PartyTradeIdentifier complexType) | The trade id of the allocated trade.
Type: | TradeIdentifier
Content: | complex, 1 attribute, 4 elements
Defined: | locally witnin PartyTradeIdentifier complexType in fpml-doc-5-3.xsd; see XML source
allocationTradeId (in allocation) | Unique ID for the allocation.
Type: | TradeIdentifier
Content: | complex, 1 attribute, 4 elements
Defined: | locally witnin Allocation complexType in fpml-doc-5-3.xsd; see XML source
amendment |
Type: | TradeAmendmentContent
Content: | complex, 5 elements
Defined: | locally witnin Events.model group in fpml-business-events-5-3.xsd; see XML source
amendmentDate | A date on which the agreement was amended.
Type: | xsd:date
Content: | simple
Defined: | locally witnin GenericAgreement complexType in fpml-shared-5-3.xsd; see XML source
amendmentEffectiveDate | The date on which the Amendment becomes effective
Type: | xsd:date
Content: | simple
Defined: | locally witnin AmendmentDetails.model group in fpml-doc-5-3.xsd; see XML source
amendmentTradeDate | The date on which the the parties enter into the Amendment transaction
Type: | xsd:date
Content: | simple
Defined: | locally witnin AmendmentDetails.model group in fpml-doc-5-3.xsd; see XML source
americanExercise | The parameters for defining the exercise period for an American style option together with any rules governing the notional amount of the underlying which can be exercised on any given exercise date and any associated exercise fees.
Type: | AmericanExercise
Content: | complex, 1 attribute, 8 elements
Subst.Gr: | may substitute for element exercise
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Used: | never
americanExercise (in exercise in commodityOption) | The parameters for defining the exercise period for an American style option together with the rules governing the quantity of the commodity that can be exercised on any given exercise date.
Type: | CommodityAmericanExercise
Content: | complex, 1 attribute, 6 elements
Defined: | locally witnin CommodityExercise complexType in fpml-com-5-3.xsd; see XML source
americanExercise (in fxDigitalOption) | The parameters for defining the exercise period for an American style option.
Type: | FxDigitalAmericanExercise
Content: | complex, 1 attribute, 5 elements
Defined: | locally witnin FxDigitalOption complexType in fpml-fx-5-3.xsd; see XML source
americanExercise (in fxOption) | The parameters for defining the exercise period for an American style option.
Type: | FxAmericanExercise
Content: | complex, 1 attribute, 6 elements
Defined: | locally witnin FxOption complexType in fpml-fx-5-3.xsd; see XML source
americanExercise (in physicalExercise) | The parameters for defining the expiration date(s) and time(s) for an American style option.
Type: | CommodityPhysicalAmericanExercise
Content: | complex, 1 attribute, 6 elements
Defined: | locally witnin CommodityPhysicalExercise complexType in fpml-com-5-3.xsd; see XML source
amount (defined in ActualPrice complexType) | Specifies the net price amount.
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin ActualPrice complexType in fpml-asset-5-3.xsd; see XML source
amount (defined in CashflowNotional complexType) | The quantity of notional (in currency or other units).
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin CashflowNotional complexType in fpml-shared-5-3.xsd; see XML source
amount (defined in DeliverReturn.model group) |
Type: | NonNegativeDecimal
Content: | simple
Defined: | locally witnin DeliverReturn.model group in fpml-collateral-processes-5-3.xsd; see XML source
amount (defined in Money complexType) | The monetary quantity in currency units.
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin Money complexType in fpml-shared-5-3.xsd; see XML source
amount (defined in NonNegativeMoney complexType) | The non negative monetary quantity in currency units.
Type: | NonNegativeDecimal
Content: | simple
Defined: | locally witnin NonNegativeMoney complexType in fpml-shared-5-3.xsd; see XML source
amount (defined in PendingPayment complexType) | The amount of the dividend or coupon payment.
Type: | Money
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin PendingPayment complexType in fpml-asset-5-3.xsd; see XML source
amount (defined in PositiveMoney complexType) | The positive monetary quantity in currency units.
Type: | PositiveDecimal
Content: | simple
Defined: | locally witnin PositiveMoney complexType in fpml-shared-5-3.xsd; see XML source
amount (defined in VarianceLeg complexType) | Specifies, in relation to each Equity Payment Date, the amount to which the Equity Payment Date relates.
Type: | VarianceAmount
Content: | complex, 6 elements
Defined: | locally witnin VarianceLeg complexType in fpml-variance-swaps-5-3.xsd; see XML source
amount (in correlationLeg) | Specifies, in relation to each Equity Payment Date, the Equity Amount to which the Equity Payment Date relates.
Type: | CorrelationAmount
Content: | complex, 6 elements
Defined: | locally witnin CorrelationLeg complexType in fpml-correlation-swaps-5-3.xsd; see XML source
amount (in featurePayment) | The monetary quantity in currency units.
Type: | NonNegativeDecimal
Content: | simple
Defined: | locally witnin FeaturePayment complexType in fpml-option-shared-5-3.xsd; see XML source
amount (in letterOfCredit) |
Type: | NonNegativeDecimal
Content: | simple
Defined: | locally witnin LetterOfCredit complexType in fpml-collateral-processes-5-3.xsd; see XML source
amount (in returnLeg) | Specifies, in relation to each Payment Date, the amount to which the Payment Date relates.
Type: | ReturnSwapAmount
Content: | complex, 11 elements
Defined: | locally witnin ReturnLeg complexType in fpml-eq-shared-5-3.xsd; see XML source
amount (in threshold) |
Type: | NonNegativeDecimal
Content: | simple
Defined: | locally witnin Threshold complexType in fpml-collateral-processes-5-3.xsd; see XML source
amount (in transferRounding) |
Type: | NonNegativeDecimal
Content: | simple
Defined: | locally witnin TransferRounding complexType in fpml-collateral-processes-5-3.xsd; see XML source
amountRelativeTo (defined in Price complexType) | The href attribute value will be a pointer style reference to the element or component elsewhere in the document where the anchor amount is defined.
Type: | AmountReference
Content: | empty, 1 attribute
Defined: | locally witnin Price complexType in fpml-asset-5-3.xsd; see XML source
amountRelativeTo (in fxConversion) |
Type: | AmountReference
Content: | empty, 1 attribute
Defined: | locally witnin FxConversion complexType in fpml-asset-5-3.xsd; see XML source
amountRelativeTo (in principalExchangeAmount in principalExchangeDescriptions) | Reference to an amount defined elsewhere in the document.
Type: | AmountReference
Content: | empty, 1 attribute
Defined: | locally witnin PrincipalExchangeAmount complexType in fpml-eq-shared-5-3.xsd; see XML source
applicable (defined in NotDomesticCurrency complexType) | Indicates whether the not domestic currency provision is applicable.
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin NotDomesticCurrency complexType in fpml-cd-5-3.xsd; see XML source
applicable (defined in PCDeliverableObligationCharac complexType) | Indicates whether the provision is applicable.
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin PCDeliverableObligationCharac complexType in fpml-cd-5-3.xsd; see XML source
applicable (defined in Restructuring complexType) | Indicates whether the restructuring provision is applicable.
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin Restructuring complexType in fpml-option-shared-5-3.xsd; see XML source
applicable (defined in SpecifiedCurrency complexType) | Indicates whether the specified currency provision is applicable.
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin SpecifiedCurrency complexType in fpml-cd-5-3.xsd; see XML source
applicable (in failureToPay defined in CreditEvents complexType) | Indicates whether the failure to pay provision is applicable.
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin FailureToPay complexType in fpml-option-shared-5-3.xsd; see XML source
applicable (in gracePeriodExtension) | Indicates whether the grace period extension provision is applicable.
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin GracePeriodExtension complexType in fpml-option-shared-5-3.xsd; see XML source
applicable (in systemFirm) | Indicates that the trade is for a System Firm product.
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin ElectricityDeliverySystemFirm complexType in fpml-com-5-3.xsd; see XML source
applicable (in transfer) | Indicates that the oil product will be delivered by title transfer.
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin OilTransferDelivery complexType in fpml-com-5-3.xsd; see XML source
applicable (in unitFirm) | Indicates that the trade is for a Unit Firm product.
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin ElectricityDeliveryUnitFirm complexType in fpml-com-5-3.xsd; see XML source
applicableDay | Specifies the Applicable Day with respect to a range of Settlement Periods.
Type: | DayOfWeekEnum
Content: | simple
Defined: | locally witnin SettlementPeriods complexType in fpml-com-5-3.xsd; see XML source
approval |
Type: | Approval
Content: | complex, 3 elements
Defined: | locally witnin Approvals complexType in fpml-doc-5-3.xsd; see XML source
approvals | A container for approval states in the workflow.
Type: | Approvals
Content: | complex, 1 element
Defined: | locally witnin AllocationContent.model group in fpml-doc-5-3.xsd; see XML source
approver | The full name or identifiying ID of the relevant approver.
Type: | xsd:normalizedString
Content: | simple
Defined: | locally witnin Approval complexType in fpml-doc-5-3.xsd; see XML source
ash | The ash content of the coal product.
Type: | CoalAttributePercentage
Content: | complex, 2 elements
Defined: | locally witnin CommodityCoalComposition.model group in fpml-com-5-3.xsd; see XML source
ashFusionTemperature | The temperature at which the ash form of the coal product fuses completely in accordance with the ASTM International D1857 Standard Test Methodology.
Type: | CoalAttributeDecimal
Content: | complex, 2 elements
Defined: | locally witnin CommodityCoalProperties.model group in fpml-com-5-3.xsd; see XML source
asian (in feature defined in Feature.model group) | An option where and average price is taken on valuation.
Type: | Asian
Content: | complex, 4 elements
Defined: | locally witnin OptionFeatures complexType in fpml-eq-shared-5-3.xsd; see XML source
asian (in feature defined in OptionBaseExtended complexType) | An option where and average price is taken on valuation.
Type: | Asian
Content: | complex, 4 elements
Defined: | locally witnin OptionFeature.model group in fpml-option-shared-5-3.xsd; see XML source
asian (in features in fxOption) |
Type: | FxAsianFeature
Content: | complex, 8 elements
Defined: | locally witnin FxOptionFeatures complexType in fpml-fx-5-3.xsd; see XML source
ask | A price "asked" by a seller for an asset, i.e. the price at which a seller is willing to sell.
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin BidMidAsk.model group in fpml-mktenv-5-3.xsd; see XML source
asOfDate (defined in PortfolioDefinition complexType) |
Type: | xsd:date
Content: | simple
Defined: | locally witnin PortfolioDefinition complexType in fpml-reconciliation-5-3.xsd; see XML source
asOfDate (defined in TradeCashflowsDefinition.model group) | The date and time at which the set of cashflows was defined.
Type: | xsd:dateTime
Content: | simple
Defined: | locally witnin TradeCashflowsDefinition.model group in fpml-reconciliation-5-3.xsd; see XML source
asOfDate (in eventActivityReport) | The date for which this document reports positions and valuations.
Type: | IdentifiedDate
Content: | simple, 1 attribute
Defined: | locally witnin EventActivityReport complexType in fpml-reporting-5-3.xsd; see XML source
asOfDate (in exposureReport) | The date for which this report was generated.
Type: | IdentifiedDate
Content: | simple, 1 attribute
Defined: | locally witnin ExposureReport complexType in fpml-reporting-5-3.xsd; see XML source
asOfDate (in partyReport) | The date for which this report was generated.
Type: | IdentifiedDate
Content: | simple, 1 attribute
Defined: | locally witnin PartyReport complexType in fpml-reporting-5-3.xsd; see XML source
asOfDate (in positionActivityReport) | The date for which this document reports positions and valuations.
Type: | IdentifiedDate
Content: | simple, 1 attribute
Defined: | locally witnin PositionActivityReport complexType in fpml-reporting-5-3.xsd; see XML source
asOfDate (in positionReport) | The date for which this document reports positions and valuations.
Type: | IdentifiedDate
Content: | simple, 1 attribute
Defined: | locally witnin PositionReport complexType in fpml-reporting-5-3.xsd; see XML source
asOfDate (in requestPortfolio) | The date for which this request desires positions and valuations.
Type: | IdentifiedDate
Content: | simple, 1 attribute
Defined: | locally witnin RequestPortfolio complexType in fpml-reconciliation-5-3.xsd; see XML source
asOfDate (in requestPositionReport) | The date for which this request desires positions and valuations.
Type: | IdentifiedDate
Content: | simple, 1 attribute
Defined: | locally witnin RequestPositionReport complexType in fpml-reporting-5-3.xsd; see XML source
asOfDate (in requestValuationReport) | The date for which this report is requested.
Type: | IdentifiedDate
Content: | simple, 1 attribute
Defined: | locally witnin RequestValuationReport complexType in fpml-valuation-reporting-5-3.xsd; see XML source
asOfDate (in resetReport) | The date for which this request was generated.
Type: | IdentifiedDate
Content: | simple, 1 attribute
Defined: | locally witnin ResetReport complexType in fpml-reporting-5-3.xsd; see XML source
asOfDate (in terminatingEventsReport) | The date for which this document reports positions and valuations.
Type: | IdentifiedDate
Content: | simple, 1 attribute
Defined: | locally witnin TerminatingEventsReport complexType in fpml-reporting-5-3.xsd; see XML source
asOfDate (in valuationReport) | The date for which this request was generated.
Type: | IdentifiedDate
Content: | simple, 1 attribute
Defined: | locally witnin ValuationReport complexType in fpml-valuation-reporting-5-3.xsd; see XML source
asOfTime | The time for which this report was generated (i.e., the cut-off time of the report).
Type: | xsd:time
Content: | simple
Defined: | locally witnin ExposureReport complexType in fpml-reporting-5-3.xsd; see XML source
assertedCashflow (in nettedTradeCashflowsMatchResult) | Cashflow (or set of cashflows for cross-currency swap) asserted by one of the parties.
Type: | AssertedNettedCashflow
Content: | complex, 6 elements
Defined: | locally witnin NettedTradeCashflowsMatchResult complexType in fpml-reconciliation-5-3.xsd; see XML source
assertedCashflow (in tradeCashflowsMatchResult) | Cashflow (or set of cashflows for cross-currency swap) asserted by one of the parties.
Type: | AssertedCashflow
Content: | complex, 6 elements
Defined: | locally witnin TradeCashflowsMatchResult complexType in fpml-reconciliation-5-3.xsd; see XML source
assertedPosition | Position asserted by one of the parties.
Type: | AssertedPosition
Content: | complex, 6 elements
Defined: | locally witnin PositionMatchResult complexType in fpml-reconciliation-5-3.xsd; see XML source
asset | A reference to the asset whose volatility is modeled.
Type: | AnyAssetReference
Content: | empty, 1 attribute
Defined: | locally witnin VolatilityRepresentation complexType in fpml-mktenv-5-3.xsd; see XML source
assetClass (defined in Product.model group) | A classification of the risk class of the trade.
Type: | AssetClass
Content: | simple, 1 attribute
Defined: | locally witnin Product.model group in fpml-shared-5-3.xsd; see XML source
assetClass (defined in ProductExposureCategory.model group) |
Type: | AssetClass
Content: | simple, 1 attribute
Defined: | locally witnin ProductExposureCategory.model group in fpml-reporting-5-3.xsd; see XML source
assetClass (defined in ReportContents complexType) | A classification of the risk class of the trade.
Type: | AssetClass
Content: | simple, 1 attribute
Defined: | locally witnin ReportContents complexType in fpml-valuation-reporting-5-3.xsd; see XML source
assetQuote | A collection of valuations (quotes) for the assets needed in the set.
Type: | BasicAssetValuation
Content: | complex, 2 attributes, 3 elements
Defined: | locally witnin QuotedAssetSet complexType in fpml-riskdef-5-3.xsd; see XML source
assetReference (defined in ScheduledDate complexType) | A reference to the leg (or other product component) for which these dates occur.
Type: | AnyAssetReference
Content: | empty, 1 attribute
Defined: | locally witnin ScheduledDate complexType in fpml-valuation-5-3.xsd; see XML source
assetReference (in benchmarkPricingMethod) | The asset whose price is required.
Type: | AnyAssetReference
Content: | empty, 1 attribute
Defined: | locally witnin PricingMethod complexType in fpml-riskdef-5-3.xsd; see XML source
assetReference (in cash defined in ProposedCollateralDeliveryReturn complexType) | Refers to the asset which specifies the currency of the cash being delivered or returned.
Type: | AssetReference
Content: | empty, 1 attribute
Defined: | locally witnin CashDeliveryReturn complexType in fpml-collateral-processes-5-3.xsd; see XML source
assetReference (in forwardCurve) | A reference to the rate index whose forwards are modeled.
Type: | AssetReference
Content: | empty, 1 attribute
Defined: | locally witnin ForwardRateCurve complexType in fpml-mktenv-5-3.xsd; see XML source
assetReference (in security) |
Type: | AssetReference
Content: | empty, 1 attribute
Defined: | locally witnin SecurityDeliveryReturn complexType in fpml-collateral-processes-5-3.xsd; see XML source
assets (defined in SubstituteReturnConfirmationStatus complexType) | The list of assets being moved.
Type: | Assets
Content: | complex, 1 element
Defined: | locally witnin SubstituteReturnConfirmationStatus complexType in fpml-collateral-processes-5-3.xsd; see XML source
assets (in collateralProposalStatus) | The list of assets to be moved.
Type: | Assets
Content: | complex, 1 element
Defined: | locally witnin CollateralProposalStatus complexType in fpml-collateral-processes-5-3.xsd; see XML source
assets (in requestCollateralAcceptance) | The list of assets to be moved.
Type: | Assets
Content: | complex, 1 element
Defined: | locally witnin RequestCollateralAcceptance complexType in fpml-collateral-processes-5-3.xsd; see XML source
assets (in requestMargin) | The list of assets to be moved.
Type: | Assets
Content: | complex, 1 element
Defined: | locally witnin RequestMargin complexType in fpml-collateral-processes-5-3.xsd; see XML source
assets (in requestSubstitution) | The list of assets being moved.
Type: | Assets
Content: | complex, 1 element
Defined: | locally witnin RequestSubstitution complexType in fpml-collateral-processes-5-3.xsd; see XML source
assets (in substitutionStatus) | The list of assets being moved.
Type: | Assets
Content: | complex, 1 element
Defined: | locally witnin SubstitutionStatus complexType in fpml-collateral-processes-5-3.xsd; see XML source
assetValuation | Valuations reported in this valuation set.
Type: | AssetValuation
Content: | complex, 2 attributes, 4 elements
Defined: | locally witnin ValuationSet complexType in fpml-valuation-5-3.xsd; see XML source
assignableLoan | A deliverable obligation characteristic.
Type: | PCDeliverableObligationCharac
Content: | complex, 2 elements
Defined: | locally witnin DeliverableObligations complexType in fpml-cd-5-3.xsd; see XML source
associatedValue | The value that is associated with the scheduled date.
Type: | AssetValuation
Content: | complex, 2 attributes, 4 elements
Defined: | locally witnin AssociatedValue.model group in fpml-valuation-5-3.xsd; see XML source
associatedValueReference | A reference to the value associated with this scheduled date.
Type: | ValuationReference
Content: | empty, 1 attribute
Defined: | locally witnin AssociatedValue.model group in fpml-valuation-5-3.xsd; see XML source
attachment | A human readable document related to this transaction, for example a confirmation.
Type: | Resource
Content: | complex, 12 elements
Defined: | locally witnin Documentation complexType in fpml-shared-5-3.xsd; see XML source
attachmentPoint | Lower bound percentage of the loss that the Tranche can endure, expressed as a decimal.
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin Tranche complexType in fpml-cd-5-3.xsd; see XML source
attachmentReference | Provides a place to put a reference to an attachment on an HTTP message, such as is used by SOAP with Attachments and ebXML.
Type: | HTTPAttachmentReference
Content: | empty, 1 attribute
Defined: | locally witnin ExternalDocument complexType in fpml-shared-5-3.xsd; see XML source
automaticExercise (defined in EquityExerciseValuationSettlement complexType) | If true then each option not previously exercised will be deemed to be exercised at the expiration time on the expiration date without service of notice unless the buyer notifies the seller that it no longer wishes this to occur.
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin EquityExerciseValuationSettlement complexType in fpml-eqd-5-3.xsd; see XML source
automaticExercise (defined in ExerciseProcedure complexType) | If automatic is specified then the notional amount of the underlying swap, not previously exercised under the swaption will be automatically exercised at the expriration time on the expiration date if at such time the buyer is in-the-money, provided that the difference between the settlement rate and the fixed rate under the relevant underlying swap is not less than the specified threshold rate.
Type: | AutomaticExercise
Content: | complex, 1 element
Defined: | locally witnin ExerciseProcedure complexType in fpml-shared-5-3.xsd; see XML source
automaticExercise (in exercise in commodityOption) | Specifies whether or not Automatic Exercise applies to a Commodity Option Transaction.
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin CommodityExercise complexType in fpml-com-5-3.xsd; see XML source
automaticExercise (in exerciseProcedure in optionExpiry defined in Events.model group) | If automatic is specified then the notional amount of the underlying swap, not previously exercised under the swaption will be automatically exercised at the expriration time on the expiration date if at such time the buyer is in-the-money, provided that the difference between the settlement rate and the fixed rate under the relevant underlying swap is not less than the specified threshold rate.
Type: | Empty
Content: | empty
Defined: | locally witnin ExerciseProcedureOption complexType in fpml-shared-5-3.xsd; see XML source
automaticExercise (in physicalExercise) | Specifies whether or not Automatic Exercise applies to a Commodity Option Transaction.
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin CommodityPhysicalExercise complexType in fpml-com-5-3.xsd; see XML source
averaged | The value is calculated by perturbing by the perturbationAmount and then the negative of the perturbationAmount and then averaging the two values (i.e. the value is half of the difference between perturbing up and perturbing down).
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin FiniteDifferenceDerivativeParameters.model group in fpml-riskdef-5-3.xsd; see XML source
averageDailyTradingVolume | The average amount of individual securities traded in a day or over a specified amount of time.
Type: | AverageDailyTradingVolumeLimit
Content: | complex, 2 elements
Defined: | locally witnin SingleUnderlyer complexType in fpml-asset-5-3.xsd; see XML source
averageRateWeightingFactor | An optional factor that can be used for weighting certain observation dates.
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin FxAverageRateObservation complexType in fpml-fx-5-3.xsd; see XML source
averagingDates | Averaging Dates used in the swap.
Type: | AveragingPeriod
Content: | complex, 4 elements
Defined: | locally witnin ReturnLeg complexType in fpml-eq-shared-5-3.xsd; see XML source
averagingDateTimes | An unweighted list of averaging observation date and times.
Type: | DateTimeList
Content: | complex, 1 element
Defined: | locally witnin AveragingPeriod complexType in fpml-option-shared-5-3.xsd; see XML source
averagingInOut |
Type: | AveragingInOutEnum
Content: | simple
Defined: | locally witnin Asian complexType in fpml-option-shared-5-3.xsd; see XML source
averagingMethod (defined in CommodityFx complexType) | The parties may specify a Method of Averaging when averaging of the FX rate is applicable.
Type: | AveragingMethodEnum
Content: | simple
Defined: | locally witnin CommodityFx complexType in fpml-com-5-3.xsd; see XML source
averagingMethod (defined in FloatingRateCalculation complexType) | If averaging is applicable, this component specifies whether a weighted or unweighted average method of calculation is to be used.
Type: | AveragingMethodEnum
Content: | simple
Defined: | locally witnin FloatingRateCalculation complexType in fpml-shared-5-3.xsd; see XML source
averagingMethod (in calculation in floatingLeg) | The parties may specify a Method of Averaging where more than one pricing Dates is being specified as being applicable.
Type: | AveragingMethodEnum
Content: | simple
Defined: | locally witnin FloatingLegCalculation complexType in fpml-com-5-3.xsd; see XML source
averagingMethod (in commodityOption) | The Method of Averaging if there is more than one Pricing Date.
Type: | AveragingMethodEnum
Content: | simple
Defined: | locally witnin CommodityAsian.model group in fpml-com-5-3.xsd; see XML source
averagingObservation | A single weighted averaging observation.
Type: | WeightedAveragingObservation
Content: | complex, 3 elements
Defined: | locally witnin AveragingObservationList complexType in fpml-option-shared-5-3.xsd; see XML source
averagingObservations | A weighted list of averaging observation date and times.
Type: | AveragingObservationList
Content: | complex, 1 element
Defined: | locally witnin AveragingPeriod complexType in fpml-option-shared-5-3.xsd; see XML source
averagingPeriodFrequency | The frequency at which averaging period occurs with the regular part of the valuation schedule and their roll date convention.
Type: | CalculationPeriodFrequency
Content: | complex, 1 attribute, 3 elements
Defined: | locally witnin AveragingSchedule complexType in fpml-option-shared-5-3.xsd; see XML source
averagingPeriodIn | The averaging in period.
Type: | AveragingPeriod
Content: | complex, 4 elements
Defined: | locally witnin Asian complexType in fpml-option-shared-5-3.xsd; see XML source
averagingPeriodOut | The averaging out period.
Type: | AveragingPeriod
Content: | complex, 4 elements
Defined: | locally witnin Asian complexType in fpml-option-shared-5-3.xsd; see XML source
balanceOfFirstPeriod | If true, indicates that that the first Calculation Period should run from the Effective Date to the end of the calendar period in which the Effective Date falls, e.g.
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin CommodityCalculationPeriodsSchedule complexType in fpml-com-5-3.xsd; see XML source
bankruptcy |
Type: | BankruptcyEvent
Content: | empty
Subst.Gr: | may substitute for element creditEvent
Defined: | globally in fpml-credit-event-notification-5-3.xsd; see XML source
Used: | never
bankruptcy (defined in CreditEvents complexType) | A credit event.
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin CreditEvents complexType in fpml-option-shared-5-3.xsd; see XML source
barrier (in feature defined in Feature.model group) | An option with a barrier feature.
Type: | Barrier
Content: | complex, 2 elements
Defined: | locally witnin OptionFeatures complexType in fpml-eq-shared-5-3.xsd; see XML source
barrier (in feature defined in OptionBaseExtended complexType) | An option with a barrier feature.
Type: | Barrier
Content: | complex, 2 elements
Defined: | locally witnin OptionFeature.model group in fpml-option-shared-5-3.xsd; see XML source
barrier (in features in fxOption) |
Type: | FxBarrierFeature
Content: | complex, 6 elements
Defined: | locally witnin FxOptionFeatures complexType in fpml-fx-5-3.xsd; see XML source
barrier (in features in fxOption) |
Type: | FxBarrierFeature
Content: | complex, 6 elements
Defined: | locally witnin FxOptionFeatures complexType in fpml-fx-5-3.xsd; see XML source
barrierCap | A trigger level approached from beneath.
Type: | TriggerEvent
Content: | complex, 4 elements
Defined: | locally witnin Barrier complexType in fpml-option-shared-5-3.xsd; see XML source
barrierFloor | A trigger level approached from above.
Type: | TriggerEvent
Content: | complex, 4 elements
Defined: | locally witnin Barrier complexType in fpml-option-shared-5-3.xsd; see XML source
barrierType | This specifies whether the option becomes effective ("knock-in") or is annulled ("knock-out") when the respective trigger event occurs.
Type: | FxBarrierTypeEnum
Content: | simple
Defined: | locally witnin FxBarrierFeature complexType in fpml-fx-5-3.xsd; see XML source
base64Binary (defined in AdditionalData complexType) | Provides extra information as binary contents coded in base64.
Type: | xsd:base64Binary
Content: | simple
Defined: | locally witnin AdditionalData complexType in fpml-msg-5-3.xsd; see XML source
base64Binary (defined in ExternalDocument complexType) | Provides extra information as binary contents coded in base64.
Type: | xsd:base64Binary
Content: | simple
Defined: | locally witnin ExternalDocument complexType in fpml-shared-5-3.xsd; see XML source
base64Binary (defined in Resource complexType) | Provides extra information as binary contents coded in base64.
Type: | xsd:base64Binary
Content: | simple
Defined: | locally witnin Resource complexType in fpml-shared-5-3.xsd; see XML source
baseAccount | A reference to the party from whose perspective the position is valued, ie. the owner or holder of the position.
Type: | AccountReference
Content: | empty, 1 attribute
Defined: | locally witnin ReportingRoles complexType in fpml-valuation-5-3.xsd; see XML source
baseCurrency (in disputeNotification) | Denomination currency as specified in the margin agreement.
Type: | Currency
Content: | simple, 1 attribute
Defined: | locally witnin DisputeNotification complexType in fpml-collateral-processes-5-3.xsd; see XML source
baseCurrency (in marginCallStatus) | Denomination currency as specified in the margin agreement.
Type: | Currency
Content: | simple, 1 attribute
Defined: | locally witnin MarginCallStatus complexType in fpml-collateral-processes-5-3.xsd; see XML source
baseCurrency (in requestMargin) | Denomination currency as specified in the margin agreement.
Type: | Currency
Content: | simple, 1 attribute
Defined: | locally witnin RequestMargin complexType in fpml-collateral-processes-5-3.xsd; see XML source
baseDate | The base date for which the structure applies, i.e. the curve date.
Type: | IdentifiedDate
Content: | simple, 1 attribute
Defined: | locally witnin PricingInputDates.model group in fpml-riskdef-5-3.xsd; see XML source
baseParty (defined in ReportingRoles complexType) | A reference to the party from whose perspective the position is valued, ie. the owner or holder of the position.
Type: | PartyReference
Content: | empty, 1 attribute
Defined: | locally witnin ReportingRoles complexType in fpml-valuation-5-3.xsd; see XML source
baseParty (in valuationSet) | Reference to the party from whose point of view the assets are valued.
Type: | PartyReference
Content: | empty, 1 attribute
Defined: | locally witnin ValuationSet complexType in fpml-valuation-5-3.xsd; see XML source
basePath | XPath to the element in the base object.
Type: | xsd:string
Content: | simple
Defined: | locally witnin TradeDifference complexType in fpml-doc-5-3.xsd; see XML source
baseValuationScenario | An (optional) reference to a valuation scenario from which this one is derived.
Type: | ValuationScenarioReference
Content: | empty, 1 attribute
Defined: | locally witnin DerivedValuationScenario complexType in fpml-valuation-5-3.xsd; see XML source
baseValue | The value of the element in the base object.
Type: | xsd:string
Content: | simple
Defined: | locally witnin TradeDifference complexType in fpml-doc-5-3.xsd; see XML source
baseYieldCurve | A reference to the yield curve values used as a basis for this credit curve valuation.
Type: | PricingStructureReference
Content: | empty, 1 attribute
Defined: | locally witnin DefaultProbabilityCurve complexType in fpml-mktenv-5-3.xsd; see XML source
basket | Defines the underlying asset when it is a basket.
Type: | Basket
Content: | complex, 1 attribute, 6 elements
Subst.Gr: | may substitute for element underlyingAsset
Defined: | globally in fpml-asset-5-3.xsd; see XML source
Used: | never
basket (defined in Underlyer complexType) | Describes the swap's underlyer when it has multiple asset components.
Type: | Basket
Content: | complex, 1 attribute, 6 elements
Defined: | locally witnin Underlyer complexType in fpml-asset-5-3.xsd; see XML source
basketAmount | DEPRECATED.
Type: | Money
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin ConstituentWeight complexType in fpml-asset-5-3.xsd; see XML source
basketConstituent | Describes each of the components of the basket.
Type: | BasketConstituent
Content: | complex, 1 attribute, 7 elements
Defined: | locally witnin Basket complexType in fpml-asset-5-3.xsd; see XML source
basketCurrency | Specifies the currency for this basket.
Type: | Currency
Content: | simple, 1 attribute
Defined: | locally witnin Basket complexType in fpml-asset-5-3.xsd; see XML source
basketDivisor | Specifies the basket divisor amount.
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin Basket complexType in fpml-asset-5-3.xsd; see XML source
basketId | A CDS basket identifier
Type: | BasketId
Content: | simple, 1 attribute
Defined: | locally witnin BasketIdentifier.model group in fpml-asset-5-3.xsd; see XML source
basketName | The name of the basket expressed as a free format string.
Type: | BasketName
Content: | simple, 1 attribute
Defined: | locally witnin BasketIdentifier.model group in fpml-asset-5-3.xsd; see XML source
basketPercentage | The relative weight of each respective basket constituent, expressed in percentage.
Type: | RestrictedPercentage
Content: | simple
Defined: | locally witnin ConstituentWeight complexType in fpml-asset-5-3.xsd; see XML source
basketReferenceInformation | This element contains all the terms relevant to defining the Credit Default Swap Basket.
Type: | BasketReferenceInformation
Content: | complex, 6 elements
Defined: | locally witnin GeneralTerms complexType in fpml-cd-5-3.xsd; see XML source
benchmarkPricingMethod | The pricing structure used to quote a benchmark instrument.
Type: | PricingMethod
Content: | complex, 2 elements
Defined: | locally witnin Market complexType in fpml-riskdef-5-3.xsd; see XML source
benchmarkQuotes | A collection of benchmark instruments and quotes used as inputs to the pricing models.
Type: | QuotedAssetSet
Content: | complex, 2 elements
Defined: | locally witnin Market complexType in fpml-riskdef-5-3.xsd; see XML source
beneficiary (in settlementInstruction) | The ultimate beneficiary of the funds.
Type: | Beneficiary
Content: | complex, 4 elements
Defined: | locally witnin SettlementInstruction complexType in fpml-shared-5-3.xsd; see XML source
beneficiary (in splitSettlement) | The ultimate beneficiary of the funds.
Type: | Routing
Content: | complex, 3 elements
Defined: | locally witnin SplitSettlement complexType in fpml-shared-5-3.xsd; see XML source
beneficiaryBank (in settlementInstruction) | The bank that acts for the ultimate beneficiary of the funds in receiving payments.
Type: | Beneficiary
Content: | complex, 4 elements
Defined: | locally witnin SettlementInstruction complexType in fpml-shared-5-3.xsd; see XML source
beneficiaryBank (in splitSettlement) | The bank that acts for the ultimate beneficiary of the funds in receiving payments.
Type: | Routing
Content: | complex, 3 elements
Defined: | locally witnin SplitSettlement complexType in fpml-shared-5-3.xsd; see XML source
beneficiaryPartyReference | Link to the party acting as beneficiary.
Type: | PartyReference
Content: | empty, 1 attribute
Defined: | locally witnin Beneficiary complexType in fpml-shared-5-3.xsd; see XML source
bermudaExercise | The parameters for defining the exercise period for a Bermuda style option together with any rules governing the notional amount of the underlying which can be exercised on any given exercise date and any associated exercise fees.
Type: | BermudaExercise
Content: | complex, 1 attribute, 7 elements
Subst.Gr: | may substitute for element exercise
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Used: | never
bermudaExerciseDates (in bermudaExercise) | The dates the define the Bermuda option exercise dates and the expiration date.
Type: | AdjustableOrRelativeDates
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin BermudaExercise complexType in fpml-shared-5-3.xsd; see XML source
bermudaExerciseDates (in equityBermudaExercise) | List of Exercise Dates for a Bermuda option.
Type: | DateList
Content: | complex, 1 element
Defined: | locally witnin EquityBermudaExercise complexType in fpml-eqd-5-3.xsd; see XML source
bid | A price "bid" by a buyer for an asset, i.e. the price a buyer is willing to pay.
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin BidMidAsk.model group in fpml-mktenv-5-3.xsd; see XML source
blockTradeId | The trade id of the block trade.
Type: | TradeIdentifier
Content: | complex, 1 attribute, 4 elements
Defined: | locally witnin PartyTradeIdentifier complexType in fpml-doc-5-3.xsd; see XML source
boardOfDirectorsApproval | If the exempted counterparties are registered with the SEC did their Board of Directors (or alternative governance body for non-corporate end users) approve the exemption from clearing?.
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin PartyTradeInformation complexType in fpml-doc-5-3.xsd; see XML source
bond | Identifies the underlying asset when it is a series or a class of bonds.
Type: | Bond
Content: | complex, 1 attribute, 16 elements
Subst.Gr: | may substitute for element underlyingAsset
Defined: | globally in fpml-asset-5-3.xsd; see XML source
Used: | at 3 locations
bondOption | A component describing a Bond Option product.
Type: | BondOption
Content: | complex, 1 attribute, 24 elements
Subst.Gr: | may substitute for element product
Defined: | globally in fpml-bond-option-5-3.xsd; see XML source
Used: | never
bondReference | Reference to a bond underlyer to represent an asset swap or Condition Precedent Bond.
Type: | BondReference
Content: | complex, 3 elements
Defined: | locally witnin SwapAdditionalTerms complexType in fpml-ird-5-3.xsd; see XML source
borrower |
Type: | LegalEntity
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin Loan complexType in fpml-asset-5-3.xsd; see XML source
borrowerReference |
Type: | LegalEntityReference
Content: | empty, 1 attribute
Defined: | locally witnin Loan complexType in fpml-asset-5-3.xsd; see XML source
bothDirections (defined in InterestDirection complexType) |
Type: | BothDirectionsInterestRequirement
Content: | complex, 3 elements
Defined: | locally witnin InterestDirection complexType in fpml-collateral-processes-5-3.xsd; see XML source
bothDirections (defined in InterestStatementDirection complexType) |
Type: | BothDirectionsInterestStatementRequirement
Content: | complex, 1 element
Defined: | locally witnin InterestStatementDirection complexType in fpml-collateral-processes-5-3.xsd; see XML source
boundedCorrelation | Bounded Correlation.
Type: | BoundedCorrelation
Content: | complex, 2 elements
Defined: | locally witnin Correlation complexType in fpml-eq-shared-5-3.xsd; see XML source
boundedVariance | Conditions which bound variance.
Type: | BoundedVariance
Content: | complex, 4 elements
Defined: | locally witnin Variance complexType in fpml-eq-shared-5-3.xsd; see XML source
breakFeeElection | Defines the fee type.
Type: | FeeElectionEnum
Content: | simple
Defined: | locally witnin MutualOrOptionalEarlyTermination.model group in fpml-eq-shared-5-3.xsd; see XML source
breakFeeRate |
Type: | NonNegativeDecimal
Content: | simple
Defined: | locally witnin MutualOrOptionalEarlyTermination.model group in fpml-eq-shared-5-3.xsd; see XML source
breakFundingRecovery | A Boolean element used for specifying whether the Break Funding Recovery detailed in the agreement will apply.
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin MutualOrOptionalEarlyTermination.model group in fpml-eq-shared-5-3.xsd; see XML source
brokerageFee |
Type: | Money
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin BrokerEquityOption complexType in fpml-eqd-5-3.xsd; see XML source
brokerConfirmation | Specifies the deails for a broker confirm.
Type: | BrokerConfirmation
Content: | complex, 1 element
Defined: | locally witnin Documentation complexType in fpml-shared-5-3.xsd; see XML source
brokerConfirmationType | The type of broker confirmation executed between the parties.
Type: | BrokerConfirmationType
Content: | simple, 1 attribute
Defined: | locally witnin BrokerConfirmation complexType in fpml-shared-5-3.xsd; see XML source
brokerEquityOption | A component describing a Broker View of an Equity Option.
Type: | BrokerEquityOption
Content: | complex, 1 attribute, 22 elements
Subst.Gr: | may substitute for element product
Defined: | globally in fpml-eqd-5-3.xsd; see XML source
Used: | never
brokerNotes |
Type: | xsd:string
Content: | simple
Defined: | locally witnin BrokerEquityOption complexType in fpml-eqd-5-3.xsd; see XML source
brokerPartyReference | Identifies that party (or parties) that brokered this trade.
Type: | PartyReference
Content: | empty, 1 attribute
Defined: | locally witnin Trade complexType in fpml-doc-5-3.xsd; see XML source
BTUperLB | The number of British Thermal Units per Pound of the coal product.
Type: | CoalAttributeDecimal
Content: | complex, 2 elements
Defined: | locally witnin CommodityCoalProperties.model group in fpml-com-5-3.xsd; see XML source
btuQualityAdjustment | The Quality Adjustment formula to be used where the Actual Shipment BTU/Lb value differs from the Standard BTU/Lb value.
Type: | CoalQualityAdjustments
Content: | simple, 1 attribute
Defined: | locally witnin CommodityUSCoalProduct.model group in fpml-com-5-3.xsd; see XML source
buildDateTime | The date and time when the pricing input was generated.
Type: | xsd:dateTime
Content: | simple
Defined: | locally witnin PricingInputDates.model group in fpml-riskdef-5-3.xsd; see XML source
bulletPayment | A product to represent a single known payment.
Type: | BulletPayment
Content: | complex, 1 attribute, 4 elements
Subst.Gr: | may substitute for element product
Defined: | globally in fpml-ird-5-3.xsd; see XML source
Used: | never
bullionPhysicalLeg | The physical leg of a Commodity Forward Transaction for which the underlyer is Bullion.
Type: | BullionPhysicalLeg
Content: | complex, 1 attribute, 10 elements
Defined: | locally witnin CommodityForward complexType in fpml-com-5-3.xsd; see XML source
bullionType | The type of Bullion underlying a Bullion Transaction.
Type: | BullionTypeEnum
Content: | simple
Defined: | locally witnin BullionPhysicalLeg complexType in fpml-com-5-3.xsd; see XML source
businessCalendar (defined in CommodityBusinessCalendarTime complexType) | Identifies a commodity business day calendar.
Type: | CommodityBusinessCalendar
Content: | simple, 1 attribute
Defined: | locally witnin CommodityBusinessCalendarTime complexType in fpml-asset-5-3.xsd; see XML source
businessCalendar (defined in CommodityPricingDates complexType) | Identifies a commodity business day calendar from which the pricing dates will be generated.
Type: | CommodityBusinessCalendar
Content: | simple, 1 attribute
Defined: | locally witnin CommodityPricingDates complexType in fpml-com-5-3.xsd; see XML source
businessCenter (defined in BusinessCenterTime complexType) |
Type: | BusinessCenter
Content: | simple, 2 attributes
Defined: | locally witnin BusinessCenterTime complexType in fpml-shared-5-3.xsd; see XML source
businessCenter (defined in ExerciseNotice complexType) |
Type: | BusinessCenter
Content: | simple, 2 attributes
Defined: | locally witnin ExerciseNotice complexType in fpml-shared-5-3.xsd; see XML source
businessCenter (defined in QuoteLocation.model group) | A city or other business center.
Type: | BusinessCenter
Content: | simple, 2 attributes
Defined: | locally witnin QuoteLocation.model group in fpml-asset-5-3.xsd; see XML source
businessCenter (in businessCenters) |
Type: | BusinessCenter
Content: | simple, 2 attributes
Defined: | locally witnin BusinessCenters complexType in fpml-shared-5-3.xsd; see XML source
businessCenter (in creditEventNotice defined in CreditEvents complexType) | Inclusion of this business center element implies that Greenwich Mean Time in Section 3.3 of the 2003 ISDA Credit Derivatives Definitions is replaced by the local time of the city indicated by the businessCenter element value.
Type: | BusinessCenter
Content: | simple, 2 attributes
Defined: | locally witnin CreditEventNotice complexType in fpml-option-shared-5-3.xsd; see XML source
businessCenters |
Type: | BusinessCenters
Content: | complex, 1 attribute, 1 element
Defined: | locally witnin BusinessCentersOrReference.model group in fpml-shared-5-3.xsd; see XML source
businessCentersReference | A pointer style reference to a set of financial business centers defined elsewhere in the document.
Type: | BusinessCentersReference
Content: | empty, 1 attribute
Defined: | locally witnin BusinessCentersOrReference.model group in fpml-shared-5-3.xsd; see XML source
businessDateRange | A range of contiguous business days.
Type: | BusinessDateRange
Content: | complex, 5 elements
Defined: | locally witnin CashSettlementPaymentDate complexType in fpml-ird-5-3.xsd; see XML source
businessDayConvention (defined in BusinessDayAdjustments complexType) | The convention for adjusting a date if it would otherwise fall on a day that is not a business day.
Type: | BusinessDayConventionEnum
Content: | simple
Defined: | locally witnin BusinessDayAdjustments complexType in fpml-shared-5-3.xsd; see XML source
businessDayConvention (defined in DateOffset complexType) | The convention for adjusting a date if it would otherwise fall on a day that is not a business day.
Type: | BusinessDayConventionEnum
Content: | simple
Defined: | locally witnin DateOffset complexType in fpml-shared-5-3.xsd; see XML source
businessDayConvention (defined in RelativeDateOffset complexType) | The convention for adjusting a date if it would otherwise fall on a day that is not a business day.
Type: | BusinessDayConventionEnum
Content: | simple
Defined: | locally witnin RelativeDateOffset complexType in fpml-shared-5-3.xsd; see XML source
businessDayConvention (in businessDateRange) | The convention for adjusting a date if it would otherwise fall on a day that is not a business day.
Type: | BusinessDayConventionEnum
Content: | simple
Defined: | locally witnin BusinessDateRange complexType in fpml-shared-5-3.xsd; see XML source
businessDayConvention (in finalCalculationPeriodDateAdjustment) | Override business date convention.
Type: | BusinessDayConventionEnum
Content: | simple
Defined: | locally witnin FinalCalculationPeriodDateAdjustment complexType in fpml-ird-5-3.xsd; see XML source
businessDayConvention (in fxFixingDate) | The convention for adjusting a date if it would otherwise fall on a day that is not a business day.
Type: | BusinessDayConventionEnum
Content: | simple
Defined: | locally witnin FxFixingDate complexType in fpml-ird-5-3.xsd; see XML source
businessDays (defined in SingleValuationDate complexType) | A number of business days.
Type: | xsd:nonNegativeInteger
Content: | simple
Defined: | locally witnin SingleValuationDate complexType in fpml-cd-5-3.xsd; see XML source
businessDays (in physicalSettlementPeriod) | A number of business days.
Type: | xsd:nonNegativeInteger
Content: | simple
Defined: | locally witnin PhysicalSettlementPeriod complexType in fpml-cd-5-3.xsd; see XML source
businessDaysNotSpecified | An explicit indication that a number of business days are not specified and therefore ISDA fallback provisions should apply.
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin PhysicalSettlementPeriod complexType in fpml-cd-5-3.xsd; see XML source
businessDaysThereafter | The number of business days between successive valuation dates when multiple valuation dates are applicable for cash settlement.
Type: | xsd:positiveInteger
Content: | simple
Defined: | locally witnin MultipleValuationDates complexType in fpml-cd-5-3.xsd; see XML source
businessProcess |
Type: | BusinessProcess
Content: | simple, 1 attribute
Defined: | locally witnin RequestEventStatus complexType in fpml-msg-5-3.xsd; see XML source
businessUnit | Optional organization unit information used to describe the organization units (e.g. trading desks) involved in a transaction or business process .
Type: | BusinessUnit
Content: | complex, 1 attribute, 4 elements
Defined: | locally witnin Party complexType in fpml-shared-5-3.xsd; see XML source
businessUnitReference (in person) | The unit for which the indvidual works.
Type: | BusinessUnitReference
Content: | empty, 1 attribute
Defined: | locally witnin Person complexType in fpml-shared-5-3.xsd; see XML source
businessUnitReference (in relatedBusinessUnit) | The unit that is related to this.
Type: | BusinessUnitReference
Content: | empty, 1 attribute
Defined: | locally witnin RelatedBusinessUnit complexType in fpml-shared-5-3.xsd; see XML source
buyer (defined in Strike complexType) | The buyer of the option
Type: | IdentifiedPayerReceiver
Content: | simple, 1 attribute
Defined: | locally witnin Strike complexType in fpml-shared-5-3.xsd; see XML source
buyer (defined in StrikeSchedule complexType) | The buyer of the option
Type: | IdentifiedPayerReceiver
Content: | simple, 1 attribute
Defined: | locally witnin StrikeSchedule complexType in fpml-shared-5-3.xsd; see XML source
buyerAccountReference | A reference to the account that buys this instrument.
Type: | AccountReference
Content: | empty, 1 attribute
Defined: | locally witnin BuyerSeller.model group in fpml-shared-5-3.xsd; see XML source
buyerHub | The hub code of the gas buyer.
Type: | CommodityHub
Content: | complex, 3 elements
Defined: | locally witnin GasDelivery complexType in fpml-com-5-3.xsd; see XML source
buyerPartyReference (defined in BuyerSeller.model group) | A reference to the party that buys this instrument, ie. pays for this instrument and receives the rights defined by it.
Type: | PartyReference
Content: | empty, 1 attribute
Defined: | locally witnin BuyerSeller.model group in fpml-shared-5-3.xsd; see XML source
buyerPartyReference (in notifyingParty) |
Type: | PartyReference
Content: | empty, 1 attribute
Defined: | locally witnin NotifyingParty complexType in fpml-option-shared-5-3.xsd; see XML source
calculatedRate (in calculationElements) | The computed rate(s) or price(s) used to calculate the amount of this cashflow component.
Type: | CashflowFixing
Content: | complex, 1 attribute, 6 elements
Defined: | locally witnin CashflowCalculationElements complexType in fpml-reconciliation-5-3.xsd; see XML source
calculatedRate (in floatingRateDefinition) | The final calculated rate for a calculation period after any required averaging of rates A calculated rate of 5% would be represented as 0.05.
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin FloatingRateDefinition complexType in fpml-ird-5-3.xsd; see XML source
calculatedRateReference | Reference to the fixing details defined somewhere in the document.
Type: | CashflowFixingReference
Content: | empty, 1 attribute
Defined: | locally witnin CashflowCalculationPeriod complexType in fpml-reconciliation-5-3.xsd; see XML source
calculatedValue | The value computed based on averaging the underlying observation and applying any spreads, multipliers, and cap and floors values. average or treated value computed based on the underlyer observations, following the calculation rules.
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin CashflowFixing complexType in fpml-reconciliation-5-3.xsd; see XML source
calculation (in calculationPeriodAmount) | The parameters used in the calculation of fixed or floaring rate calculation period amounts.
Type: | Calculation
Content: | complex, 8 elements
Defined: | locally witnin CalculationPeriodAmount complexType in fpml-ird-5-3.xsd; see XML source
calculation (in floatingLeg) | Defines details relevant to the calculation of the floating price.
Type: | FloatingLegCalculation
Content: | complex, 7 elements
Defined: | locally witnin FloatingPriceLeg complexType in fpml-com-5-3.xsd; see XML source
calculationAgent (defined in CalculationAgent.model group) | The ISDA calculation agent responsible for performing duties as defined in the applicable product definitions.
Type: | CalculationAgent
Content: | complex, 2 elements
Defined: | locally witnin CalculationAgent.model group in fpml-doc-5-3.xsd; see XML source
calculationAgent (in mandatoryEarlyTermination) | The ISDA Calculation Agent responsible for performing duties associated with an optional early termination.
Type: | CalculationAgent
Content: | complex, 2 elements
Defined: | locally witnin MandatoryEarlyTermination complexType in fpml-ird-5-3.xsd; see XML source
calculationAgent (in optionalEarlyTermination defined in OptionalEarlyTermination.model group) | The ISDA Calculation Agent responsible for performing duties associated with an optional early termination.
Type: | CalculationAgent
Content: | complex, 2 elements
Defined: | locally witnin OptionalEarlyTermination complexType in fpml-ird-5-3.xsd; see XML source
calculationAgent (in swaption) | The ISDA Calculation Agent responsible for performing duties associated with an optional early termination.
Type: | CalculationAgent
Content: | complex, 2 elements
Defined: | locally witnin Swaption complexType in fpml-ird-5-3.xsd; see XML source
calculationAgentBusinessCenter | The city in which the office through which ISDA Calculation Agent is acting for purposes of the transaction is located The short-form confirm for a trade that is executed under a Sovereign or Asia Pacific Master Confirmation Agreement ( MCA ), does not need to specify the Calculation Agent.
Type: | BusinessCenter
Content: | simple, 2 attributes
Defined: | locally witnin CalculationAgent.model group in fpml-doc-5-3.xsd; see XML source
calculationAgentDetermination | The calculation agent will decide the rate.
Type: | CalculationAgent
Content: | complex, 2 elements
Defined: | locally witnin FallbackReferencePrice complexType in fpml-ird-5-3.xsd; see XML source
calculationAgentParty | The ISDA calculation agent responsible for performing duties as defined in the applicable product definitions.
Type: | CalculationAgentPartyEnum
Content: | simple
Defined: | locally witnin CalculationAgent complexType in fpml-shared-5-3.xsd; see XML source
calculationAgentPartyReference | A pointer style reference to a party identifier defined elsewhere in the document.
Type: | PartyReference
Content: | empty, 1 attribute
Defined: | locally witnin CalculationAgent complexType in fpml-shared-5-3.xsd; see XML source
calculationAmount (defined in ProtectionTerms complexType) | The notional amount of protection coverage.
Type: | Money
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin ProtectionTerms complexType in fpml-cd-5-3.xsd; see XML source
calculationAmount (in fixedAmountCalculation) | The notional amount used in the calculation of fixed amounts where an amount is calculated on a formula basis, i.e. fixed amount = fixed rate payer calculation amount x fixed rate x fixed rate day count fraction.
Type: | CalculationAmount
Content: | complex, 1 attribute, 3 elements
Defined: | locally witnin FixedAmountCalculation complexType in fpml-cd-5-3.xsd; see XML source
calculationDate |
Type: | xsd:date
Content: | simple
Defined: | locally witnin DailyInterestCalculation complexType in fpml-collateral-processes-5-3.xsd; see XML source
calculationDates (defined in CalculatedAmount complexType) | Specifies the date on which a calculation or an observation will be performed for the purpose of calculating the amount.
Type: | AdjustableRelativeOrPeriodicDates
Content: | complex, 1 attribute, 3 elements
Defined: | locally witnin CalculatedAmount complexType in fpml-eq-shared-5-3.xsd; see XML source
calculationDates (defined in CommodityCalculationPeriods.model group) | The Calculation Period dates for this leg of the trade where the Calculation Periods are all one day long, typically a physically-settled emissions or metals trade.
Type: | AdjustableDates
Content: | complex, 1 attribute, 3 elements
Defined: | locally witnin CommodityCalculationPeriods.model group in fpml-com-5-3.xsd; see XML source
calculationDates (defined in LegAmount complexType) | Specifies the date on which a calculation or an observation will be performed for the purpose of defining the Equity Amount, and in accordance to the definition terms of this latter.
Type: | AdjustableRelativeOrPeriodicDates
Content: | complex, 1 attribute, 3 elements
Defined: | locally witnin LegAmount complexType in fpml-eq-shared-5-3.xsd; see XML source
calculationDetails (defined in PaymentMatching complexType) | The set of cash flow components with calculations that comprise this payment.
Type: | CalculationDetails
Content: | complex, 3 elements
Defined: | locally witnin PaymentMatching complexType in fpml-reconciliation-5-3.xsd; see XML source
calculationDetails (in payment in position in positionReport) | The set of cash flow components with calculations that comprise this payment.
Type: | CalculationDetails
Content: | complex, 3 elements
Defined: | locally witnin PositionPayment complexType in fpml-reporting-5-3.xsd; see XML source
calculationElements |
Type: | CashflowCalculationElements
Content: | complex, 5 elements
Defined: | locally witnin CalculationDetails complexType in fpml-reconciliation-5-3.xsd; see XML source
calculationEndDate |
Type: | AdjustableOrRelativeDate
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin PeriodicDates complexType in fpml-shared-5-3.xsd; see XML source
calculationPeriod (in calculationElements) | The period details for calculation/accrual periods that comprise this cashflow component.
Type: | CashflowCalculationPeriod
Content: | complex, 9 elements
Defined: | locally witnin CashflowCalculationElements complexType in fpml-reconciliation-5-3.xsd; see XML source
calculationPeriod (in paymentCalculationPeriod) | The parameters used in the calculation of a fixed or floating rate calculation period amount.
Type: | CalculationPeriod
Content: | complex, 1 attribute, 12 elements
Defined: | locally witnin PaymentCalculationPeriod complexType in fpml-ird-5-3.xsd; see XML source
calculationPeriodAmount | The calculation period amount parameters.
Type: | CalculationPeriodAmount
Content: | complex, 2 elements
Defined: | locally witnin InterestRateStream complexType in fpml-ird-5-3.xsd; see XML source
calculationPeriodDates | The calculation periods dates schedule.
Type: | CalculationPeriodDates
Content: | complex, 1 attribute, 11 elements
Defined: | locally witnin InterestRateStream complexType in fpml-ird-5-3.xsd; see XML source
calculationPeriodDatesAdjustments (defined in PeriodicDates complexType) | The business day convention to apply to each calculation period end date if it would otherwise fall on a day that is not a business day in the specified financial business centers.
Type: | BusinessDayAdjustments
Content: | complex, 1 attribute, 3 elements
Defined: | locally witnin PeriodicDates complexType in fpml-shared-5-3.xsd; see XML source
calculationPeriodDatesAdjustments (in calculationPeriodDates) | The business day convention to apply to each calculation period end date if it would otherwise fall on a day that is not a business day in the specified financial business centers.
Type: | BusinessDayAdjustments
Content: | complex, 1 attribute, 3 elements
Defined: | locally witnin CalculationPeriodDates complexType in fpml-ird-5-3.xsd; see XML source
calculationPeriodDatesReference (in dateRelativeToCalculationPeriodDates) | A set of href pointers to calculation period dates defined somewhere else in the document.
Type: | CalculationPeriodDatesReference
Content: | empty, 1 attribute
Defined: | locally witnin DateRelativeToCalculationPeriodDates complexType in fpml-ird-5-3.xsd; see XML source
calculationPeriodDatesReference (in interestLegResetDates) | A pointer style reference to the associated calculation period dates component defined elsewhere in the document.
Type: | InterestLegCalculationPeriodDatesReference
Content: | empty, 1 attribute
Defined: | locally witnin InterestLegResetDates complexType in fpml-eq-shared-5-3.xsd; see XML source
calculationPeriodDatesReference (in notionalStepParameters) | A pointer style reference to the associated calculation period dates component defined elsewhere in the document.
Type: | CalculationPeriodDatesReference
Content: | empty, 1 attribute
Defined: | locally witnin NotionalStepRule complexType in fpml-ird-5-3.xsd; see XML source
calculationPeriodDatesReference (in paymentDates defined in InterestRateStream complexType) | A pointer style reference to the associated calculation period dates component defined elsewhere in the document.
Type: | CalculationPeriodDatesReference
Content: | empty, 1 attribute
Defined: | locally witnin PaymentDates complexType in fpml-ird-5-3.xsd; see XML source
calculationPeriodDatesReference (in resetDates) | A pointer style reference to the associated calculation period dates component defined elsewhere in the document.
Type: | CalculationPeriodDatesReference
Content: | empty, 1 attribute
Defined: | locally witnin ResetDates complexType in fpml-ird-5-3.xsd; see XML source
calculationPeriodDatesReference (in stubCalculationPeriodAmount) | A pointer style reference to the associated calculation period dates component defined elsewhere in the document.
Type: | CalculationPeriodDatesReference
Content: | empty, 1 attribute
Defined: | locally witnin StubCalculationPeriodAmount complexType in fpml-ird-5-3.xsd; see XML source
calculationPeriodFrequency (defined in PeriodicDates complexType) | The frequency at which calculation period end dates occur with the regular part of the calculation period schedule and their roll date convention.
Type: | CalculationPeriodFrequency
Content: | complex, 1 attribute, 3 elements
Defined: | locally witnin PeriodicDates complexType in fpml-shared-5-3.xsd; see XML source
calculationPeriodFrequency (in calculationPeriodDates) | The frequency at which calculation period end dates occur with the regular part of the calculation period schedule and their roll date convention.
Type: | CalculationPeriodFrequency
Content: | complex, 1 attribute, 3 elements
Defined: | locally witnin CalculationPeriodDates complexType in fpml-ird-5-3.xsd; see XML source
calculationPeriodFrequency (in observationSchedule) | The frequency at which calculation period end dates occur with the regular part of the calculation period schedule and their roll date convention.
Type: | CalculationPeriodFrequency
Content: | complex, 1 attribute, 3 elements
Defined: | locally witnin FxAverageRateObservationSchedule complexType in fpml-fx-5-3.xsd; see XML source
calculationPeriodNumberOfDays (in calculationPeriod in paymentCalculationPeriod) | The number of days from the adjusted effective / start date to the adjusted termination / end date calculated in accordance with the applicable day count fraction.
Type: | xsd:positiveInteger
Content: | simple
Defined: | locally witnin CalculationPeriod complexType in fpml-ird-5-3.xsd; see XML source
calculationPeriodNumberOfDays (in fra) | The number of days from the adjusted effective date to the adjusted termination date calculated in accordance with the applicable day count fraction.
Type: | xsd:positiveInteger
Content: | simple
Defined: | locally witnin Fra complexType in fpml-ird-5-3.xsd; see XML source
calculationPeriodNumberOfDays (in futureValueNotional) | The number of days from the adjusted calculation period start date to the adjusted value date, calculated in accordance with the applicable day count fraction.
Type: | xsd:positiveInteger
Content: | simple
Defined: | locally witnin FutureValueAmount complexType in fpml-shared-5-3.xsd; see XML source
calculationPeriods (defined in CommodityCalculationPeriods.model group) | The Calculation Period start dates for this leg of the swap.
Type: | AdjustableDates
Content: | complex, 1 attribute, 3 elements
Defined: | locally witnin CommodityCalculationPeriods.model group in fpml-com-5-3.xsd; see XML source
calculationPeriods (in commodityOption) | An absolute representation of the Calculation Period start dates of the Commodity Option Transaction.
Type: | AdjustableDates
Content: | complex, 1 attribute, 3 elements
Defined: | locally witnin CommodityAsian.model group in fpml-com-5-3.xsd; see XML source
calculationPeriodsDatesReference | A pointer style reference to single-day-duration Calculation Periods defined on another leg.
Type: | CalculationPeriodsDatesReference
Content: | empty, 1 attribute
Defined: | locally witnin CommodityCalculationPeriodsPointer.model group in fpml-com-5-3.xsd; see XML source
calculationPeriodsReference | A pointer style reference to the Calculation Periods defined on another leg.
Type: | CalculationPeriodsReference
Content: | empty, 1 attribute
Defined: | locally witnin CommodityCalculationPeriodsPointer.model group in fpml-com-5-3.xsd; see XML source
calculationPeriodsSchedule (defined in CommodityCalculationPeriods.model group) | The Calculation Periods for this leg of the swap.
Type: | CommodityCalculationPeriodsSchedule
Content: | complex, 1 attribute, 3 elements
Defined: | locally witnin CommodityCalculationPeriods.model group in fpml-com-5-3.xsd; see XML source
calculationPeriodsSchedule (in commodityOption) | A parametric representation of the Calculation Periods of the Commodity Option Transaction.
Type: | CommodityCalculationPeriodsSchedule
Content: | complex, 1 attribute, 3 elements
Defined: | locally witnin CommodityAsian.model group in fpml-com-5-3.xsd; see XML source
calculationPeriodsScheduleReference | A pointer style reference to the Calculation Periods Schedule defined on another leg.
Type: | CalculationPeriodsScheduleReference
Content: | empty, 1 attribute
Defined: | locally witnin CommodityCalculationPeriodsPointer.model group in fpml-com-5-3.xsd; see XML source
calculationProcedure (in partialDerivative) | The method by which a derivative is computed, e.g. analytic, numerical model, perturbation, etc., and the corresponding parameters
Type: | DerivativeCalculationProcedure
Content: | complex, 6 elements
Defined: | locally witnin PricingParameterDerivative complexType in fpml-riskdef-5-3.xsd; see XML source
calculationProcedure (in sensitivitySetDefinition) | The method by which each derivative is computed, e.g. analytic, numerical model, perturbation, etc., and the corresponding parameters (eg. shift amounts).
Type: | DerivativeCalculationProcedure
Content: | complex, 6 elements
Defined: | locally witnin SensitivitySetDefinition complexType in fpml-riskdef-5-3.xsd; see XML source
calculationStartDate |
Type: | AdjustableOrRelativeDate
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin PeriodicDates complexType in fpml-shared-5-3.xsd; see XML source
calculationType |
Type: | InterestCalculationTypeEnum
Content: | simple
Defined: | locally witnin InterestCalculationTerms complexType in fpml-collateral-processes-5-3.xsd; see XML source
calendarSpread | Definition of the later expiration date in a calendar spread.
Type: | CalendarSpread
Content: | complex, 1 element
Defined: | locally witnin StrategyFeature complexType in fpml-option-shared-5-3.xsd; see XML source
callCurrencyAmount | The currency amount that the option gives the right to buy.
Type: | NonNegativeMoney
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin FxOption complexType in fpml-fx-5-3.xsd; see XML source
calorificValue | The calorific value of the gas to be delivered, specified in megajoules per cubic meter (MJ/m3).
Type: | NonNegativeDecimal
Content: | simple
Defined: | locally witnin GasProduct complexType in fpml-com-5-3.xsd; see XML source
cancelableProvision | A provision that allows the specification of an embedded option within a swap giving the buyer of the option the right to terminate the swap, in whole or in part, on the early termination date.
Type: | CancelableProvision
Content: | complex, 10 elements
Defined: | locally witnin Swap complexType in fpml-ird-5-3.xsd; see XML source
cancelableProvisionAdjustedDates | The adjusted dates associated with a cancelable provision.
Type: | CancelableProvisionAdjustedDates
Content: | complex, 1 element
Defined: | locally witnin CancelableProvision complexType in fpml-ird-5-3.xsd; see XML source
cancellationEvent | The adjusted dates for an individual cancellation date.
Type: | CancellationEvent
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin CancelableProvisionAdjustedDates complexType in fpml-ird-5-3.xsd; see XML source
cancelTradeCashflows |
Type: | CancelTradeCashflows
Content: | complex, 3 attributes, 13 elements
Defined: | globally in fpml-reconciliation-5-3.xsd; see XML source
Used: | never
capFloor | A cap, floor or cap floor structures product definition.
Type: | CapFloor
Content: | complex, 1 attribute, 7 elements
Subst.Gr: | may substitute for element product
Defined: | globally in fpml-ird-5-3.xsd; see XML source
Used: | never
capFloorStream |
Type: | InterestRateStream
Content: | complex, 1 attribute, 13 elements
Defined: | locally witnin CapFloor complexType in fpml-ird-5-3.xsd; see XML source
capRate | The cap rate, if any, which applies to the floating rate for the calculation period.
Type: | Strike
Content: | complex, 1 attribute, 3 elements
Defined: | locally witnin FloatingRateDefinition complexType in fpml-ird-5-3.xsd; see XML source
capRateSchedule | The cap rate or cap rate schedule, if any, which applies to the floating rate.
Type: | StrikeSchedule
Content: | complex, 1 attribute, 4 elements
Defined: | locally witnin FloatingRate complexType in fpml-shared-5-3.xsd; see XML source
capValue | The cap rate or price, if any, which applies to the floating rate for the calculation period.
Type: | Strike
Content: | complex, 1 attribute, 3 elements
Defined: | locally witnin CashflowFixing complexType in fpml-reconciliation-5-3.xsd; see XML source
cash | Identifies a simple underlying asset type that is a cash payment.
Type: | Cash
Content: | complex, 1 attribute, 3 elements
Subst.Gr: | may substitute for element underlyingAsset
Defined: | globally in fpml-asset-5-3.xsd; see XML source
Used: | never
cash (defined in ProposedCollateralDeliveryReturn complexType) |
Type: | CashDeliveryReturn
Content: | complex, 6 elements
Defined: | locally witnin ProposedCollateralDeliveryReturn complexType in fpml-collateral-processes-5-3.xsd; see XML source
cashflowAmount | Cash flow amount in a given currency to be paid/received.
Type: | Money
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin GrossCashflow complexType in fpml-shared-5-3.xsd; see XML source
cashflowId | Unique identifier for a cash flow.
Type: | CashflowId
Content: | simple, 1 attribute
Defined: | locally witnin GrossCashflow complexType in fpml-shared-5-3.xsd; see XML source
cashflows | The cashflows representation of the swap stream.
Type: | Cashflows
Content: | complex, 3 elements
Defined: | locally witnin InterestRateStream complexType in fpml-ird-5-3.xsd; see XML source
cashflowsMatchParameters | A true/false flag to indicate whether the cashflows match the parametric definition of the stream, i.e. whether the cashflows could be regenerated from the parameters without loss of information.
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin Cashflows complexType in fpml-ird-5-3.xsd; see XML source
cashflowType (defined in GrossCashflow complexType) | Defines the type of cash flow.
Type: | CashflowType
Content: | simple, 1 attribute
Defined: | locally witnin GrossCashflow complexType in fpml-shared-5-3.xsd; see XML source
cashflowType (defined in QuotationCharacteristics.model group) | For cash flows, the type of the cash flows.
Type: | CashflowType
Content: | simple, 1 attribute
Defined: | locally witnin QuotationCharacteristics.model group in fpml-asset-5-3.xsd; see XML source
cashPriceAlternateMethod | An ISDA defined cash settlement method used for the determination of the applicable cash settlement amount.
Type: | CashPriceMethod
Content: | complex, 3 elements
Defined: | locally witnin CashSettlement complexType in fpml-ird-5-3.xsd; see XML source
cashPriceMethod | An ISDA defined cash settlement method used for the determination of the applicable cash settlement amount.
Type: | CashPriceMethod
Content: | complex, 3 elements
Defined: | locally witnin CashSettlement complexType in fpml-ird-5-3.xsd; see XML source
cashSettlement (in amount in returnLeg) | If true, then cash settlement is applicable.
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin ReturnSwapAmount complexType in fpml-eq-shared-5-3.xsd; see XML source
cashSettlement (in fxOption) | Specifies the currency and fixing details for cash settlement.
Type: | FxCashSettlement
Content: | complex, 2 elements
Defined: | locally witnin FxOption complexType in fpml-fx-5-3.xsd; see XML source
cashSettlement (in mandatoryEarlyTermination) | If specified, this means that cash settlement is applicable to the transaction and defines the parameters associated with the cash settlement prodcedure.
Type: | CashSettlement
Content: | complex, 1 attribute, 10 elements
Defined: | locally witnin MandatoryEarlyTermination complexType in fpml-ird-5-3.xsd; see XML source
cashSettlement (in optionalEarlyTermination defined in OptionalEarlyTermination.model group) | If specified, this means that cash settlement is applicable to the transaction and defines the parameters associated with the cash settlement prodcedure.
Type: | CashSettlement
Content: | complex, 1 attribute, 10 elements
Defined: | locally witnin OptionalEarlyTermination complexType in fpml-ird-5-3.xsd; see XML source
cashSettlement (in optionExercise) |
Type: | SimplePayment
Content: | complex, 1 attribute, 6 elements
Defined: | locally witnin OptionExercise complexType in fpml-business-events-5-3.xsd; see XML source
cashSettlement (in swaption) | If specified, this means that cash settlement is applicable to the transaction and defines the parameters associated with the cash settlement procedure.
Type: | CashSettlement
Content: | complex, 1 attribute, 10 elements
Defined: | locally witnin Swaption complexType in fpml-ird-5-3.xsd; see XML source
cashSettlementAmount | The amount paid by the seller to the buyer for cash settlement on the cash settlement date.
Type: | Money
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin FixedRecovery.model group in fpml-cd-5-3.xsd; see XML source
cashSettlementBusinessDays | The number of business days used in the determination of the cash settlement payment date.
Type: | xsd:nonNegativeInteger
Content: | simple
Defined: | locally witnin CashSettlementTerms complexType in fpml-cd-5-3.xsd; see XML source
cashSettlementCurrency (defined in CashPriceMethod complexType) | The currency in which the cash settlement amount will be calculated and settled.
Type: | Currency
Content: | simple, 1 attribute
Defined: | locally witnin CashPriceMethod complexType in fpml-ird-5-3.xsd; see XML source
cashSettlementCurrency (in crossCurrencyMethod) | The currency, or currencies, in which the cash settlement amount(s) will be calculated and settled.
Type: | Currency
Content: | simple, 1 attribute
Defined: | locally witnin CrossCurrencyMethod complexType in fpml-ird-5-3.xsd; see XML source
cashSettlementOnly | An obligation and deliverable obligation characteristic.
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin Obligations complexType in fpml-cd-5-3.xsd; see XML source
cashSettlementPaymentDate | The date on which the cash settlement amount will be paid, subject to adjustment in accordance with any applicable business day convention.
Type: | CashSettlementPaymentDate
Content: | complex, 1 attribute, 3 elements
Defined: | locally witnin CashSettlement complexType in fpml-ird-5-3.xsd; see XML source
cashSettlementReferenceBanks (defined in CashPriceMethod complexType) | A container for a set of reference institutions.
Type: | CashSettlementReferenceBanks
Content: | complex, 1 attribute, 1 element
Defined: | locally witnin CashPriceMethod complexType in fpml-ird-5-3.xsd; see XML source
cashSettlementReferenceBanks (in crossCurrencyMethod) | A container for a set of reference institutions.
Type: | CashSettlementReferenceBanks
Content: | complex, 1 attribute, 1 element
Defined: | locally witnin CrossCurrencyMethod complexType in fpml-ird-5-3.xsd; see XML source
cashSettlementReferenceBanks (in settlementRateSource) | A container for a set of reference institutions.
Type: | CashSettlementReferenceBanks
Content: | complex, 1 attribute, 1 element
Defined: | locally witnin SettlementRateSource complexType in fpml-shared-5-3.xsd; see XML source
cashSettlementTerms | This element contains all the ISDA terms relevant to cash settlement for when cash settlement is applicable.
Type: | CashSettlementTerms
Content: | complex, 1 attribute, 13 elements
Defined: | locally witnin CreditDefaultSwap complexType in fpml-cd-5-3.xsd; see XML source
cashSettlementValuationDate | The date on which the cash settlement amount will be determined according to the cash settlement method if the parties have not otherwise been able to agree the cash settlement amount.
Type: | RelativeDateOffset
Content: | complex, 1 attribute, 8 elements
Defined: | locally witnin CashSettlement complexType in fpml-ird-5-3.xsd; see XML source
cashSettlementValuationTime | The time of the cash settlement valuation date when the cash settlement amount will be determined according to the cash settlement method if the parties have not otherwise been able to agree the cash settlement amount.
Type: | BusinessCenterTime
Content: | complex, 2 elements
Defined: | locally witnin CashSettlement complexType in fpml-ird-5-3.xsd; see XML source
cashType | Specifies cash as type of expected collateral.
Type: | CashType
Content: | complex, 1 element
Defined: | locally witnin ExpectedCollateralDelivery complexType in fpml-collateral-processes-5-3.xsd; see XML source
category (defined in DeliverableObligations complexType) | Used in both obligations and deliverable obligations to represent a class or type of securities which apply.
Type: | ObligationCategoryEnum
Content: | simple
Defined: | locally witnin DeliverableObligations complexType in fpml-cd-5-3.xsd; see XML source
category (defined in Obligations complexType) | Used in both obligations and deliverable obligations to represent a class or type of securities which apply.
Type: | ObligationCategoryEnum
Content: | simple
Defined: | locally witnin Obligations complexType in fpml-cd-5-3.xsd; see XML source
category (defined in PartyExposureCategory.model group) | Used to categorize trades into user-defined categories, such as house trades vs. customer trades.
Type: | TradeCategory
Content: | simple, 1 attribute
Defined: | locally witnin PartyExposureCategory.model group in fpml-reporting-5-3.xsd; see XML source
category (defined in PartyTradeInformation complexType) | Used to categorize trades into user-defined categories, such as house trades vs. customer trades.
Type: | TradeCategory
Content: | simple, 1 attribute
Defined: | locally witnin PartyTradeInformation complexType in fpml-doc-5-3.xsd; see XML source
category (defined in ReportContents complexType) | Used to categorize trades into user-defined categories, such as house trades vs. customer trades.
Type: | TradeCategory
Content: | simple, 1 attribute
Defined: | locally witnin ReportContents complexType in fpml-valuation-reporting-5-3.xsd; see XML source
changeEvent | Abstract substitutable place holder for specific change details.
Type: | ChangeEvent
Content: | empty
Abstract: | (may not be used directly in instance XML documents)
Subst.Gr: | may be substituted with 1 element
Defined: | globally in fpml-business-events-5-3.xsd; see XML source
Used: | at 2 locations
changeInLaw | If true, then change in law is applicable.
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin AdditionalDisruptionEvents complexType in fpml-eq-shared-5-3.xsd; see XML source
changeInNotionalAmount | Specifies the fixed amount by which the Notional Amount changes
Type: | Money
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin TradeNotionalChange complexType in fpml-business-events-5-3.xsd; see XML source
changeInNumberOfOptions | Specifies the fixed amount by which the Number of Options changes
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin TradeNotionalChange complexType in fpml-business-events-5-3.xsd; see XML source
changeInNumberOfUnits | Specifies the fixed amount by which the Number of Units changes
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin TradeNotionalChange complexType in fpml-business-events-5-3.xsd; see XML source
city | The city component of a postal address.
Type: | xsd:string
Content: | simple
Defined: | locally witnin Address complexType in fpml-shared-5-3.xsd; see XML source
classification | The party's industry sector classification.
Type: | IndustryClassification
Content: | simple, 1 attribute
Defined: | locally witnin PartyInformation.model group in fpml-shared-5-3.xsd; see XML source
cleanNetPrice | The net price excluding accrued interest.
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin Price complexType in fpml-asset-5-3.xsd; see XML source
clearanceSystem (defined in CurveInstrument complexType) | Identification of the clearance system associated with the transaction exchange.
Type: | ClearanceSystem
Content: | simple, 1 attribute
Defined: | locally witnin CurveInstrument complexType in fpml-asset-5-3.xsd; see XML source
clearanceSystem (defined in UnderlyingAsset complexType) | Identification of the clearance system associated with the transaction exchange.
Type: | ClearanceSystem
Content: | simple, 1 attribute
Defined: | locally witnin UnderlyingAsset complexType in fpml-asset-5-3.xsd; see XML source
cleared (defined in PartyExposureCategory.model group) |
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin PartyExposureCategory.model group in fpml-reporting-5-3.xsd; see XML source
cleared (defined in PartyTradeInformation complexType) | Specifies whether the trade is anticipated to be cleared via a derivative clearing organization
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin PartyTradeInformation complexType in fpml-doc-5-3.xsd; see XML source
cleared (in timestamps) | When this trade was cleared.
Type: | xsd:dateTime
Content: | simple
Defined: | locally witnin TradeProcessingTimestamps complexType in fpml-doc-5-3.xsd; see XML source
clearedDate (in tradeDetails) | If the trade was cleared (novated) through a central counterparty clearing service, this represents the date the trade was cleared (transferred to the central counterparty).
Type: | IdentifiedDate
Content: | simple, 1 attribute
Defined: | locally witnin TradeDetails complexType in fpml-reconciliation-5-3.xsd; see XML source
clearedDate (in tradeHeader) | If the trade was cleared (novated) through a central counterparty clearing service, this represents the date the trade was cleared (transferred to the central counterparty).
Type: | IdentifiedDate
Content: | simple, 1 attribute
Defined: | locally witnin TradeHeader complexType in fpml-doc-5-3.xsd; see XML source
clearedPhysicalSettlement | Specifies whether the swap resulting from physical settlement of the swaption transaction will clear through a clearing house.
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin SwaptionPhysicalSettlement complexType in fpml-ird-5-3.xsd; see XML source
closingLevel | If true this contract will strike off the closing level of the default exchange traded contract.
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin CalculationFromObservation complexType in fpml-eq-shared-5-3.xsd; see XML source
coal | The specification of the Coal Product to be delivered.
Type: | CoalProduct
Content: | complex, 5 elements
Defined: | locally witnin CoalPhysicalLeg complexType in fpml-com-5-3.xsd; see XML source
coalPhysicalLeg | Physically settled coal leg.
Type: | CoalPhysicalLeg
Content: | complex, 1 attribute, 8 elements
Defined: | locally witnin CommoditySwap complexType in fpml-com-5-3.xsd; see XML source
coalProductSpecifications | The type of coal product to be delivered specified in full.
Type: | CoalProductSpecifications
Content: | complex, 2 elements
Defined: | locally witnin CoalProduct complexType in fpml-com-5-3.xsd; see XML source
code | A code summarizing the reason for the update (e.g. new trade, amdendment, novation).
Type: | PositionUpdateReasonCode
Content: | simple, 1 attribute
Defined: | locally witnin PositionUpdateReason complexType in fpml-reporting-5-3.xsd; see XML source
coefficient | The coefficient by which this term is multiplied, typically 1 or -1.
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin FormulaTerm complexType in fpml-riskdef-5-3.xsd; see XML source
collateral (defined in MarginDetails.model group) |
Type: | CollateralBalance
Content: | complex, 3 elements
Defined: | locally witnin MarginDetails.model group in fpml-collateral-processes-5-3.xsd; see XML source
collateral (defined in Trade complexType) | Defines collateral obiligations of a Party
Type: | Collateral
Content: | complex, 1 element
Defined: | locally witnin Trade complexType in fpml-doc-5-3.xsd; see XML source
collateral (in allocation) | The sum that must be posted upfront to collateralize against counterparty credit risk.
Type: | Collateral
Content: | complex, 1 element
Defined: | locally witnin AllocationContent.model group in fpml-doc-5-3.xsd; see XML source
collateralAcceptanceAcknowledgement |
Type: | Acknowledgement
Content: | complex, 3 attributes, 9 elements
Defined: | globally in fpml-collateral-processes-5-3.xsd; see XML source
Used: | never
collateralAcceptanceException |
Type: | Exception
Content: | complex, 3 attributes, 7 elements
Defined: | globally in fpml-collateral-processes-5-3.xsd; see XML source
Used: | never
collateralized | Specifies whether the trade is included under a collateral agreement.
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin PartyTradeInformation complexType in fpml-doc-5-3.xsd; see XML source
collateralizedCashPriceMethod | An ISDA defined cash settlement method used for the determination of the applicable cash settlement amount.
Type: | YieldCurveMethod
Content: | complex, 2 elements
Defined: | locally witnin CashSettlement complexType in fpml-ird-5-3.xsd; see XML source
collateralProposalStatus |
Type: | CollateralProposalStatus
Content: | complex, 3 attributes, 14 elements
Defined: | globally in fpml-collateral-processes-5-3.xsd; see XML source
Used: | never
collateralResponseReason |
Type: | CollateralResponseReason
Content: | complex, 3 elements
Defined: | locally witnin ProposedCollateralResponse complexType in fpml-collateral-processes-5-3.xsd; see XML source
collateralRetractionReason (in disputeRetracted) |
Type: | CollateralRetractionReason
Content: | complex, 3 elements
Defined: | locally witnin DisputeRetracted complexType in fpml-collateral-processes-5-3.xsd; see XML source
collateralRetractionReason (in interestStatusRetracted) | Defines a list of collateral retraction reason codes.
Type: | CollateralRetractionReason
Content: | complex, 3 elements
Defined: | locally witnin InterestStatusRetracted complexType in fpml-collateral-processes-5-3.xsd; see XML source
collateralRetractionReason (in marginCallStatusRetracted) |
Type: | CollateralRetractionReason
Content: | complex, 3 elements
Defined: | locally witnin MarginCallStatusRetracted complexType in fpml-collateral-processes-5-3.xsd; see XML source
collateralRetractionReason (in requestInterestRetracted) | Defines a list of collateral retraction reason codes.
Type: | CollateralRetractionReason
Content: | complex, 3 elements
Defined: | locally witnin RequestInterestRetracted complexType in fpml-collateral-processes-5-3.xsd; see XML source
collateralRetractionReason (in requestMarginRetracted) | Defines a list of collateral retraction reason codes.
Type: | CollateralRetractionReason
Content: | complex, 3 elements
Defined: | locally witnin RequestMarginRetracted complexType in fpml-collateral-processes-5-3.xsd; see XML source
collateralRetractionReason (in requestSubstitutionRetracted) | Defines a list of collateral retraction reason codes.
Type: | CollateralRetractionReason
Content: | complex, 3 elements
Defined: | locally witnin RequestSubstitutionRetracted complexType in fpml-collateral-processes-5-3.xsd; see XML source
collateralRetractionReason (in substitutionStatusRetracted) | Defines a list of collateral retraction reason codes.
Type: | CollateralRetractionReason
Content: | complex, 3 elements
Defined: | locally witnin SubstitutionStatusRetracted complexType in fpml-collateral-processes-5-3.xsd; see XML source
collateralValue (in cash defined in ProposedCollateralDeliveryReturn complexType) | This is the value of the proposed collateral after the application of the haircut.
Type: | NonNegativeDecimal
Content: | simple
Defined: | locally witnin CashDeliveryReturn complexType in fpml-collateral-processes-5-3.xsd; see XML source
collateralValue (in letterOfCredit) |
Type: | NonNegativeDecimal
Content: | simple
Defined: | locally witnin LetterOfCredit complexType in fpml-collateral-processes-5-3.xsd; see XML source
collateralValue (in security) |
Type: | NonNegativeDecimal
Content: | simple
Defined: | locally witnin SecurityDeliveryReturn complexType in fpml-collateral-processes-5-3.xsd; see XML source
commencementDate (defined in FxDigitalAmericanExercise complexType) | The earliest date on which the option can be exercised.
Type: | AdjustableOrRelativeDate
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin FxDigitalAmericanExercise complexType in fpml-fx-5-3.xsd; see XML source
commencementDate (defined in SharedAmericanExercise complexType) | The first day of the exercise period for an American style option.
Type: | AdjustableOrRelativeDate
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin SharedAmericanExercise complexType in fpml-shared-5-3.xsd; see XML source
commencementDate (in americanExercise) | The first day of the exercise period for an American style option.
Type: | AdjustableOrRelativeDate
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin AmericanExercise complexType in fpml-shared-5-3.xsd; see XML source
commencementDates | The first day(s) of the exercise period(s) for an American-style option.
Type: | AdjustableOrRelativeDates
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin CommodityPhysicalAmericanExercise complexType in fpml-com-5-3.xsd; see XML source
comment (in interestStatement) |
Type: | xsd:string
Content: | simple
Defined: | locally witnin InterestStatement complexType in fpml-collateral-processes-5-3.xsd; see XML source
comment (in reason in positionUpdate) | A freeform description of the reason for the update.
Type: | xsd:string
Content: | simple
Defined: | locally witnin PositionUpdateReason complexType in fpml-reporting-5-3.xsd; see XML source
comment (in requestInterest) |
Type: | xsd:string
Content: | simple
Defined: | locally witnin RequestInterest complexType in fpml-collateral-processes-5-3.xsd; see XML source
comments | Any additional comments that are deemed necessary.
Type: | xsd:string
Content: | simple
Defined: | locally witnin Resource complexType in fpml-shared-5-3.xsd; see XML source
commission | This optional component specifies the commission to be charged for executing the hedge transactions.
Type: | Commission
Content: | complex, 5 elements
Defined: | locally witnin Price complexType in fpml-asset-5-3.xsd; see XML source
commissionAmount | The commission amount, expressed in the way indicated by the commissionType element.
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin Commission complexType in fpml-asset-5-3.xsd; see XML source
commissionDenomination | The type of units used to express a commission.
Type: | CommissionDenominationEnum
Content: | simple
Defined: | locally witnin Commission complexType in fpml-asset-5-3.xsd; see XML source
commissionPerTrade | The total commission per trade.
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin Commission complexType in fpml-asset-5-3.xsd; see XML source
commodity | Identifies the underlying asset when it is a listed commodity.
Type: | Commodity
Content: | complex, 1 attribute, 14 elements
Subst.Gr: | may substitute for element underlyingAsset
Defined: | globally in fpml-asset-5-3.xsd; see XML source
Used: | never
commodity (in commodityOption) | Specifies the underlying component.
Type: | Commodity
Content: | complex, 1 attribute, 14 elements
Defined: | locally witnin CommodityFinancialOption.model group in fpml-com-5-3.xsd; see XML source
commodity (in floatingLeg) | Specifies the underlying instrument.
Type: | Commodity
Content: | complex, 1 attribute, 14 elements
Defined: | locally witnin FloatingPriceLeg complexType in fpml-com-5-3.xsd; see XML source
commodityBase | A coding scheme value to identify the base type of the commodity being traded.
Type: | CommodityBase
Content: | simple, 1 attribute
Defined: | locally witnin CommodityReferencePriceFramework.model group in fpml-asset-5-3.xsd; see XML source
commodityDetails | A coding scheme value to identify the commodity being traded more specifically.
Type: | CommodityDetails
Content: | simple, 1 attribute
Defined: | locally witnin CommodityReferencePriceFramework.model group in fpml-asset-5-3.xsd; see XML source
commodityForward | Defines a commodity forward product.
Type: | CommodityForward
Content: | complex, 1 attribute, 11 elements
Subst.Gr: | may substitute for element product
Defined: | globally in fpml-com-5-3.xsd; see XML source
Used: | at 1 location
commodityOption | Defines a commodity option product.
Type: | CommodityOption
Content: | complex, 1 attribute, 30 elements
Subst.Gr: | may substitute for element product
Defined: | globally in fpml-com-5-3.xsd; see XML source
Used: | never
commoditySwap | Defines a commodity swap product.
Type: | CommoditySwap
Content: | complex, 1 attribute, 17 elements
Subst.Gr: | may substitute for element product
Defined: | globally in fpml-com-5-3.xsd; see XML source
Used: | at 1 location
commonPricing | Common pricing may be relevant for a Transaction that references more than one Commodity Reference Price.
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin CommodityContent.model group in fpml-com-5-3.xsd; see XML source
componentDescription | Text description of the component
Type: | xsd:string
Content: | simple
Defined: | locally witnin FormulaComponent complexType in fpml-shared-5-3.xsd; see XML source
componentSecurityIndexAnnexFallback | For an index option transaction, a flag to indicate whether a relevant Component Security Index Annex is applicable to the transaction.
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin IndexAnnexFallback.model group in fpml-eq-shared-5-3.xsd; see XML source
composite | If “Composite” is specified as the Settlement Type in the relevant Transaction Supplement, an amount in the Settlement Currency, determined by the Calculation Agent as being equal to the number of Options exercised or deemed exercised, multiplied by: (Settlement Price – Strike Price) / (Strike Price – Settlement Price) x Multiplier provided that if the above is equal to a negative amount the Option Cash Settlement Amount shall be deemed to be zero.
Type: | Composite
Content: | complex, 3 elements
Defined: | locally witnin FxFeature complexType in fpml-option-shared-5-3.xsd; see XML source
compositionOfCombinedConsideration | If present and true, then composition of combined consideration is applicable.
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin ExtraordinaryEvents complexType in fpml-eq-shared-5-3.xsd; see XML source
compounding (in interestCalculation) | Defines compounding rates on the Interest Leg.
Type: | Compounding
Content: | complex, 4 elements
Defined: | locally witnin InterestCalculation complexType in fpml-eq-shared-5-3.xsd; see XML source
compounding (in interestShortfall) |
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin InterestShortFall complexType in fpml-cd-5-3.xsd; see XML source
compoundingDates | Defines the compounding dates.
Type: | AdjustableRelativeOrPeriodicDates2
Content: | complex, 1 attribute, 3 elements
Defined: | locally witnin Compounding complexType in fpml-eq-shared-5-3.xsd; see XML source
compoundingFrequency | The frequency at which the rates are compounded (e.g. continuously compounded).
Type: | CompoundingFrequency
Content: | simple, 1 attribute
Defined: | locally witnin ZeroRateCurve complexType in fpml-mktenv-5-3.xsd; see XML source
compoundingMethod (in calculation in calculationPeriodAmount) | If more that one calculation period contributes to a single payment amount this element specifies whether compounding is applicable, and if so, what compounding method is to be used.
Type: | CompoundingMethodEnum
Content: | simple
Defined: | locally witnin Calculation complexType in fpml-ird-5-3.xsd; see XML source
compoundingMethod (in calculationPeriod in calculationElements) | If more that one calculation period contributes to a single payment amount this element specifies whether compounding is applicable, and if so, what compounding method is to be used.
Type: | CompoundingMethodEnum
Content: | simple
Defined: | locally witnin CashflowCalculationPeriod complexType in fpml-reconciliation-5-3.xsd; see XML source
compoundingMethod (in compounding in interestCalculation) | If more that one calculation period contributes to a single payment amount this element specifies whether compounding is applicable, and if so, what compounding method is to be used.
Type: | CompoundingMethodEnum
Content: | simple
Defined: | locally witnin Compounding complexType in fpml-eq-shared-5-3.xsd; see XML source
compoundingMethod (in interestAccrualsMethod) | If more that one calculation period contributes to a single payment amount this element specifies whether compounding is applicable, and if so, what compounding method is to be used.
Type: | CompoundingMethodEnum
Content: | simple
Defined: | locally witnin InterestAccrualsCompoundingMethod complexType in fpml-shared-5-3.xsd; see XML source
compoundingRate | Defines a compounding rate.
Type: | CompoundingRate
Content: | complex, 2 elements
Defined: | locally witnin Compounding complexType in fpml-eq-shared-5-3.xsd; see XML source
compoundingSpread | Defines the spread to be used for compounding.
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin Compounding complexType in fpml-eq-shared-5-3.xsd; see XML source
compressionActivity | Compression information for the trade.
Type: | CompressionActivity
Content: | complex, 3 elements
Defined: | locally witnin Compression.model group in fpml-business-events-5-3.xsd; see XML source
compressionType |
Type: | CompressionType
Content: | simple, 1 attribute
Defined: | locally witnin CompressionActivity complexType in fpml-business-events-5-3.xsd; see XML source
conditionPrecedentBond | To indicate whether the Condition Precedent Bond is applicable.
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin BondReference complexType in fpml-ird-5-3.xsd; see XML source
confirmationMethod | Used to describe how the trade was confirmed, e.g via a confirmation facility, via private electronic service, or via written documentation.
Type: | ConfirmationMethod
Content: | simple, 1 attribute
Defined: | locally witnin PartyTradeInformation complexType in fpml-doc-5-3.xsd; see XML source
confirmed | When this trade was confirmed.
Type: | xsd:dateTime
Content: | simple
Defined: | locally witnin TradeProcessingTimestamps complexType in fpml-doc-5-3.xsd; see XML source
consentRequiredLoan | A deliverable obligation characteristic.
Type: | PCDeliverableObligationCharac
Content: | complex, 2 elements
Defined: | locally witnin DeliverableObligations complexType in fpml-cd-5-3.xsd; see XML source
constantNotionalScheduleReference | A pointer style reference to the associated constant notional schedule defined elsewhere in the document which contains the currency amounts which will be converted into the varying notional currency amounts using the spot currency exchange rate.
Type: | NotionalReference
Content: | empty, 1 attribute
Defined: | locally witnin FxLinkedNotionalSchedule complexType in fpml-ird-5-3.xsd; see XML source
constituent (defined in Position complexType) | The components that create this position.
Type: | PositionConstituent
Content: | complex, 3 elements
Defined: | locally witnin Position complexType in fpml-valuation-5-3.xsd; see XML source
constituent (defined in PositionWithoutId.model group) | The components that create this position.
Type: | PositionConstituent
Content: | complex, 3 elements
Defined: | locally witnin PositionWithoutId.model group in fpml-reconciliation-5-3.xsd; see XML source
constituentExchangeId | Identification of all the exchanges where constituents are traded.
Type: | ExchangeId
Content: | simple, 1 attribute
Defined: | locally witnin ExchangeTradedCalculatedPrice complexType in fpml-asset-5-3.xsd; see XML source
constituentWeight (in basketConstituent) | Specifies the weight of each of the underlyer constituent within the basket, either in absolute or relative terms.
Type: | ConstituentWeight
Content: | complex, 3 elements
Defined: | locally witnin BasketConstituent complexType in fpml-asset-5-3.xsd; see XML source
constituentWeight (in referencePoolItem) | Describes the weight of each of the constituents within the basket.
Type: | ConstituentWeight
Content: | complex, 3 elements
Defined: | locally witnin ReferencePoolItem complexType in fpml-cd-5-3.xsd; see XML source
contactInfo (defined in Party complexType) | Information on how to contact the party using various means.
Type: | ContactInformation
Content: | complex, 3 elements
Defined: | locally witnin Party complexType in fpml-shared-5-3.xsd; see XML source
contactInfo (in businessUnit) | Information on how to contact the unit using various means.
Type: | ContactInformation
Content: | complex, 3 elements
Defined: | locally witnin BusinessUnit complexType in fpml-shared-5-3.xsd; see XML source
contactInfo (in person) | Information on how to contact the individual using various means.
Type: | ContactInformation
Content: | complex, 3 elements
Defined: | locally witnin Person complexType in fpml-shared-5-3.xsd; see XML source
contingency | The conditions under which the party specified in contingentParty will be excused from damages if transmission is interrupted or curtailed.
Type: | ElectricityTransmissionContingencyType
Content: | simple, 1 attribute
Defined: | locally witnin ElectricityTransmissionContingency complexType in fpml-com-5-3.xsd; see XML source
contingentParty | The party to which the contingency applies.
Type: | PartyReference
Content: | empty, 1 attribute
Defined: | locally witnin ElectricityTransmissionContingency complexType in fpml-com-5-3.xsd; see XML source
continuity | An obligation and deliverable obligation characteristic.
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin Obligations complexType in fpml-cd-5-3.xsd; see XML source
contractId (in identifier in letterOfCredit) | A contract id which is not version aware.
Type: | ContractId
Content: | simple, 2 attributes
Defined: | locally witnin ContractIdentifier complexType in fpml-doc-5-3.xsd; see XML source
contractId (in versionedContractId) |
Type: | ContractId
Content: | simple, 2 attributes
Defined: | locally witnin VersionedContractId complexType in fpml-doc-5-3.xsd; see XML source
contractRate | For a DRY Voyage Charter or Time Charter Commodity Swap, the price per relevant unit for pruposes of the calculation of a Fixed Amount.
Type: | NonNegativeMoney
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin CommodityFixedPrice.model group in fpml-com-5-3.xsd; see XML source
contractRateStep | For a DRY Voyage Charter or Time Charter Freight Swap, the price per relevant unit for pruposes of the calculation of a Fixed Amount for a given Calculation Period during the life of the trade.
Type: | NonNegativeMoney
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin CommodityFixedPriceSchedule complexType in fpml-com-5-3.xsd; see XML source
contractReference | Specifies the contract that can be referenced, besides the undelyer type.
Type: | xsd:string
Content: | simple
Defined: | locally witnin ExchangeTradedContract complexType in fpml-asset-5-3.xsd; see XML source
contractualDefinitions (in documentation defined in Trade complexType) | The definitions such as those published by ISDA that will define the terms of the trade.
Type: | ContractualDefinitions
Content: | simple, 1 attribute
Defined: | locally witnin Documentation complexType in fpml-shared-5-3.xsd; see XML source
contractualDefinitions (in novation) | The definitions (such as those published by ISDA) that will define the terms of the novation transaction.
Type: | ContractualDefinitions
Content: | simple, 1 attribute
Defined: | locally witnin TradeNovationContent complexType in fpml-business-events-5-3.xsd; see XML source
contractualMatrix | A reference to a contractual matrix of elected terms/values (such as those published by ISDA) that shall be deemed to apply to the trade.
Type: | ContractualMatrix
Content: | complex, 3 elements
Defined: | locally witnin Documentation complexType in fpml-shared-5-3.xsd; see XML source
contractualTermsSupplement (in documentation defined in Trade complexType) | A contractual supplement (such as those published by ISDA) that will apply to the trade.
Type: | ContractualTermsSupplement
Content: | complex, 2 elements
Defined: | locally witnin Documentation complexType in fpml-shared-5-3.xsd; see XML source
contractualTermsSupplement (in novation) | A contractual supplement (such as those published by ISDA) that will apply to the trade.
Type: | ContractualTermsSupplement
Content: | complex, 2 elements
Defined: | locally witnin TradeNovationContent complexType in fpml-business-events-5-3.xsd; see XML source
convention (defined in IndependentAmountType complexType) |
Type: | IndependentAmountConventionEnum
Content: | simple
Defined: | locally witnin IndependentAmountType complexType in fpml-collateral-processes-5-3.xsd; see XML source
convention (in markToMarket) | Specifies whether the exposure should be treated on a net or gross basis.
Type: | MarkToMarketConventionEnum
Content: | simple
Defined: | locally witnin MarkToMarket complexType in fpml-collateral-processes-5-3.xsd; see XML source
conversionFactor (in calculation in floatingLeg) | If the Notional Quantity is specified in a unit that does not match the unit in which the Commodity Reference Price is quoted, the scaling or conversion factor used to convert the Commodity Reference Price unit into the Notional Quantity unit should be stated here.
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin FloatingLegCalculation complexType in fpml-com-5-3.xsd; see XML source
conversionFactor (in exercise in commodityOption) | If the Notional Quantity is specified in a unit that does not match the unit in which the Commodity Reference Price is quoted, the scaling or conversion factor used to convert the Commodity Reference Price unit into the Notional Quantity unit should be stated here.
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin CommodityExercise complexType in fpml-com-5-3.xsd; see XML source
convertibleBond | Identifies the underlying asset when it is a convertible bond.
Type: | ConvertibleBond
Content: | complex, 1 attribute, 18 elements
Subst.Gr: | may substitute for element underlyingAsset
Defined: | globally in fpml-asset-5-3.xsd; see XML source
Used: | at 2 locations
coordinate | An explicit, filled in data point coordinate.
Type: | PricingDataPointCoordinate
Content: | complex, 1 attribute, 4 elements
Defined: | locally witnin PricingCoordinateOrReference.model group in fpml-riskdef-5-3.xsd; see XML source
coordinateReference | A reference to a pricing data point coordinate within this document.
Type: | PricingDataPointCoordinateReference
Content: | empty, 1 attribute
Defined: | locally witnin PricingCoordinateOrReference.model group in fpml-riskdef-5-3.xsd; see XML source
copyTo | A unique identifier (within the specified coding scheme) giving the details of some party to whom a copy of this message will be sent for reference.
Type: | MessageAddress
Content: | simple, 1 attribute
Defined: | locally witnin MessageHeader.model group in fpml-msg-5-3.xsd; see XML source
correlation | Specifies Correlation.
Type: | Correlation
Content: | complex, 8 elements
Defined: | locally witnin CorrelationAmount complexType in fpml-correlation-swaps-5-3.xsd; see XML source
correlationId | A qualified identifier used to correlate between messages
Type: | CorrelationId
Content: | simple, 1 attribute
Defined: | locally witnin CorrelationId.model group in fpml-msg-5-3.xsd; see XML source
correlationLeg | Correlation Leg.
Type: | CorrelationLeg
Content: | complex, 1 attribute, 15 elements
Defined: | locally witnin CorrelationSwap complexType in fpml-correlation-swaps-5-3.xsd; see XML source
correlationStrikePrice | Correlation Strike Price.
Type: | CorrelationValue
Content: | simple
Defined: | locally witnin Correlation complexType in fpml-eq-shared-5-3.xsd; see XML source
correlationSwap | Specifies the structure of a correlation swap.
Type: | CorrelationSwap
Content: | complex, 1 attribute, 6 elements
Subst.Gr: | may substitute for element product
Defined: | globally in fpml-correlation-swaps-5-3.xsd; see XML source
Used: | never
correspondentInformation | The information required to identify the correspondent bank that will make delivery of the funds on the paying bank's behalf in the country where the payment is to be made
Type: | CorrespondentInformation
Content: | complex, 4 elements
Defined: | locally witnin SettlementInstruction complexType in fpml-shared-5-3.xsd; see XML source
correspondentPartyReference | Link to the party acting as correspondent.
Type: | PartyReference
Content: | empty, 1 attribute
Defined: | locally witnin CorrespondentInformation complexType in fpml-shared-5-3.xsd; see XML source
counterpartyType |
Type: | ExposurePartyType
Content: | simple, 1 attribute
Defined: | locally witnin PartyExposureCategory.model group in fpml-reporting-5-3.xsd; see XML source
counterpartyTypes | Used to identify whether this trades involves swaps dealers, major swaps participants, or other types of organizations.
Type: | CounterpartyTypes
Content: | simple, 1 attribute
Defined: | locally witnin PartyTradeInformation complexType in fpml-doc-5-3.xsd; see XML source
country (defined in Address complexType) | The ISO 3166 standard code for the country within which the postal address is located.
Type: | CountryCode
Content: | simple, 1 attribute
Defined: | locally witnin Address complexType in fpml-shared-5-3.xsd; see XML source
country (defined in PartyExposureCategory.model group) |
Type: | CountryCode
Content: | simple, 1 attribute
Defined: | locally witnin PartyExposureCategory.model group in fpml-reporting-5-3.xsd; see XML source
country (defined in PartyInformation.model group) | The country where the party is domiciled.
Type: | CountryCode
Content: | simple, 1 attribute
Defined: | locally witnin PartyInformation.model group in fpml-shared-5-3.xsd; see XML source
country (in businessUnit) | The ISO 3166 standard code for the country where the individual works.
Type: | CountryCode
Content: | simple, 1 attribute
Defined: | locally witnin BusinessUnit complexType in fpml-shared-5-3.xsd; see XML source
country (in person) | The ISO 3166 standard code for the country where the individual works.
Type: | CountryCode
Content: | simple, 1 attribute
Defined: | locally witnin Person complexType in fpml-shared-5-3.xsd; see XML source
couponPayment (in basketConstituent) | The next upcoming coupon payment.
Type: | PendingPayment
Content: | complex, 1 attribute, 3 elements
Defined: | locally witnin BasketConstituent complexType in fpml-asset-5-3.xsd; see XML source
couponPayment (in singleUnderlyer) | The next upcoming coupon payment.
Type: | PendingPayment
Content: | complex, 1 attribute, 3 elements
Defined: | locally witnin SingleUnderlyer complexType in fpml-asset-5-3.xsd; see XML source
couponRate (defined in FixedIncomeSecurityContent.model group) | Specifies the coupon rate (expressed in percentage) of a fixed income security or convertible bond.
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin FixedIncomeSecurityContent.model group in fpml-asset-5-3.xsd; see XML source
couponRate (defined in ProductExposureCategory.model group) | Specifies the coupon rate (expressed in percentage) of a fixed income security or convertible bond.
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin ProductExposureCategory.model group in fpml-reporting-5-3.xsd; see XML source
couponType | Specifies if the bond has a variable coupon, step-up/down coupon or a zero-coupon.
Type: | CouponType
Content: | simple, 1 attribute
Defined: | locally witnin FixedIncomeSecurityContent.model group in fpml-asset-5-3.xsd; see XML source
creationDate |
Type: | xsd:date
Content: | simple
Defined: | locally witnin PositionStatusInfo.model group in fpml-valuation-5-3.xsd; see XML source
creationTimestamp | The date and time (on the source system) when this message instance was created.
Type: | xsd:dateTime
Content: | simple
Defined: | locally witnin MessageHeader.model group in fpml-msg-5-3.xsd; see XML source
creditAgreementDate | The credit agreement date is the closing date (the date where the agreement has been signed) for the loans in the credit agreement.
Type: | xsd:date
Content: | simple
Defined: | locally witnin Loan complexType in fpml-asset-5-3.xsd; see XML source
creditChargeAmount | Special credit fee assessed to certain institutions.
Type: | Money
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin AllocationContent.model group in fpml-doc-5-3.xsd; see XML source
creditCurve |
Type: | CreditCurve
Content: | complex, 1 attribute, 10 elements
Subst.Gr: | may substitute for element pricingStructure
Defined: | globally in fpml-mktenv-5-3.xsd; see XML source
Used: | never
creditCurveValuation |
Type: | CreditCurveValuation
Content: | complex, 2 attributes, 11 elements
Subst.Gr: | may substitute for element pricingStructureValuation
Defined: | globally in fpml-mktenv-5-3.xsd; see XML source
Used: | never
creditDefaultSwap | In a credit default swap one party (the protection seller) agrees to compensate another party (the protection buyer) if a specified company or Sovereign (the reference entity) experiences a credit event, indicating it is or may be unable to service its debts.
Type: | CreditDefaultSwap
Content: | complex, 1 attribute, 8 elements
Subst.Gr: | may substitute for element product
Defined: | globally in fpml-cd-5-3.xsd; see XML source
Used: | never
creditDefaultSwap (in creditDefaultSwapOption) |
Type: | CreditDefaultSwap
Content: | complex, 1 attribute, 8 elements
Defined: | locally witnin CreditDefaultSwapOption complexType in fpml-cd-5-3.xsd; see XML source
creditDefaultSwapOption | An option on a credit default swap.
Type: | CreditDefaultSwapOption
Content: | complex, 1 attribute, 23 elements
Subst.Gr: | may substitute for element product
Defined: | globally in fpml-cd-5-3.xsd; see XML source
Used: | never
creditDerivativesNotices | This element should be specified if one or more of either a Credit Event Notice, Notice of Publicly Available Information, Notice of Physical Settlement or Notice of Intended Physical Settlement, as applicable, has been delivered by or to the Transferor or the Remaining Party.
Type: | CreditDerivativesNotices
Content: | complex, 3 elements
Defined: | locally witnin TradeNovationContent complexType in fpml-business-events-5-3.xsd; see XML source
creditEntityReference | An XML reference a credit entity defined elsewhere in the document.
Type: | LegalEntityReference
Content: | empty, 1 attribute
Defined: | locally witnin CreditEntity.model group in fpml-asset-5-3.xsd; see XML source
creditEvent |
Type: | CreditEvent
Content: | empty
Abstract: | (may not be used directly in instance XML documents)
Subst.Gr: | may be substituted with 6 elements
Defined: | globally in fpml-credit-event-notification-5-3.xsd; see XML source
Used: | at 7 locations
creditEvent (in creditDerivativesNotices) | This element corresponds to the Credit Event Notice Delivered Under Old Transaction and Deemed Delivered Under New Transaction under the EXHIBIT C to 2004 ISDA Novation Definitions.
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin CreditDerivativesNotices complexType in fpml-doc-5-3.xsd; see XML source
creditEventDate |
Type: | xsd:date
Content: | simple
Defined: | locally witnin CreditEventNoticeDocument complexType in fpml-credit-event-notification-5-3.xsd; see XML source
creditEventNotice | A global element used to hold CENs.
Type: | CreditEventNoticeDocument
Content: | complex, 8 elements
Defined: | globally in fpml-credit-event-notification-5-3.xsd; see XML source
Used: | never
creditEventNotice (defined in CreditEvents complexType) | A specified condition to settlement.
Type: | CreditEventNotice
Content: | complex, 3 elements
Defined: | locally witnin CreditEvents complexType in fpml-option-shared-5-3.xsd; see XML source
creditEventNotice (in creditEventNotification) |
Type: | CreditEventNoticeDocument
Content: | complex, 8 elements
Defined: | locally witnin CreditEventNotification complexType in fpml-credit-event-notification-5-3.xsd; see XML source
creditEventNoticeDate |
Type: | xsd:date
Content: | simple
Defined: | locally witnin CreditEventNoticeDocument complexType in fpml-credit-event-notification-5-3.xsd; see XML source
creditEventNotification | A message defining the ISDA defined Credit Event Notice.
Type: | CreditEventNotification
Content: | complex, 3 attributes, 9 elements
Defined: | globally in fpml-credit-event-notification-5-3.xsd; see XML source
Used: | never
creditEvents (defined in ProtectionTerms complexType) | This element contains all the ISDA terms relating to credit events.
Type: | CreditEvents
Content: | complex, 1 attribute, 14 elements
Defined: | locally witnin ProtectionTerms complexType in fpml-cd-5-3.xsd; see XML source
creditEvents (in creditCurve) | The material credit event.
Type: | CreditEvents
Content: | complex, 1 attribute, 14 elements
Defined: | locally witnin CreditCurveCharacteristics.model group in fpml-mktenv-5-3.xsd; see XML source
creditEvents (in trigger defined in TriggerEvent complexType) |
Type: | CreditEvents
Content: | complex, 1 attribute, 14 elements
Defined: | locally witnin Trigger complexType in fpml-option-shared-5-3.xsd; see XML source
creditEventsReference |
Type: | CreditEventsReference
Content: | empty, 1 attribute
Defined: | locally witnin Trigger complexType in fpml-option-shared-5-3.xsd; see XML source
creditRating (defined in PartyExposureCategory.model group) |
Type: | CreditRating
Content: | simple, 1 attribute
Defined: | locally witnin PartyExposureCategory.model group in fpml-reporting-5-3.xsd; see XML source
creditRating (defined in PartyInformation.model group) | The party's credit rating.
Type: | CreditRating
Content: | simple, 1 attribute
Defined: | locally witnin PartyInformation.model group in fpml-shared-5-3.xsd; see XML source
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.
Type: | CreditSupportAgreement
Content: | complex, 3 elements
Defined: | locally witnin SubstituteReturnConfirmationStatus complexType in fpml-collateral-processes-5-3.xsd; see XML source
creditSupportAgreement (in disputeNotification) | References the legal agreement.
Type: | CreditSupportAgreement
Content: | complex, 3 elements
Defined: | locally witnin DisputeNotification complexType in fpml-collateral-processes-5-3.xsd; see XML source
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.
Type: | CreditSupportAgreement
Content: | complex, 3 elements
Defined: | locally witnin Documentation complexType in fpml-shared-5-3.xsd; see XML source
creditSupportAgreement (in documentation in relatedParty defined in Party complexType) | An agreement executed between two parties intended to govern collateral arrangement for OTC derivatives transactions between those parties, and that references the related party.
Type: | CreditSupportAgreement
Content: | complex, 3 elements
Defined: | locally witnin PartyRelationshipDocumentation complexType in fpml-shared-5-3.xsd; see XML source
creditSupportAgreement (in interestStatement) | The agreement executed between the parties and intended to govern collateral arrangement for all OTC derivatives transactions between those parties.
Type: | CreditSupportAgreement
Content: | complex, 3 elements
Defined: | locally witnin InterestStatement complexType in fpml-collateral-processes-5-3.xsd; see XML source
creditSupportAgreement (in interestStatus) | The agreement executed between the parties and intended to govern collateral arrangement for all OTC derivatives transactions between those parties.
Type: | CreditSupportAgreement
Content: | complex, 3 elements
Defined: | locally witnin InterestStatus complexType in fpml-collateral-processes-5-3.xsd; see XML source
creditSupportAgreement (in marginCallStatus) | The agreement executed between the parties and intended to govern collateral arrangement for all OTC derivatives transactions between those parties.
Type: | CreditSupportAgreement
Content: | complex, 3 elements
Defined: | locally witnin MarginCallStatus complexType in fpml-collateral-processes-5-3.xsd; see XML source
creditSupportAgreement (in requestInterest) | The agreement executed between the parties and intended to govern collateral arrangement for all OTC derivatives transactions between those parties.
Type: | CreditSupportAgreement
Content: | complex, 3 elements
Defined: | locally witnin RequestInterest complexType in fpml-collateral-processes-5-3.xsd; see XML source
creditSupportAgreement (in requestMargin) | The agreement executed between the parties and intended to govern collateral arrangement for all OTC derivatives transactions between those parties.
Type: | CreditSupportAgreement
Content: | complex, 3 elements
Defined: | locally witnin RequestMargin complexType in fpml-collateral-processes-5-3.xsd; see XML source
creditSupportAgreement (in requestSubstitution) | The agreement executed between the parties and intended to govern collateral arrangement for all OTC derivatives transactions between those parties.
Type: | CreditSupportAgreement
Content: | complex, 3 elements
Defined: | locally witnin RequestSubstitution complexType in fpml-collateral-processes-5-3.xsd; see XML source
creditSupportAgreement (in substitutionStatus) | The agreement executed between the parties and intended to govern collateral arrangement for all OTC derivatives transactions between those parties.
Type: | CreditSupportAgreement
Content: | complex, 3 elements
Defined: | locally witnin SubstitutionStatus complexType in fpml-collateral-processes-5-3.xsd; see XML source
crossCurrency | 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.
Type: | Composite
Content: | complex, 3 elements
Defined: | locally witnin FxFeature complexType in fpml-option-shared-5-3.xsd; see XML source
crossCurrencyMethod | An ISDA defined cash settlement method used for the determination of the applicable cash settlement amount.
Type: | CrossCurrencyMethod
Content: | complex, 3 elements
Defined: | locally witnin CashSettlement complexType in fpml-ird-5-3.xsd; see XML source
crossRate | 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.
Type: | CrossRate
Content: | complex, 6 elements
Defined: | locally witnin ExchangeRate complexType in fpml-fx-5-3.xsd; see XML source
cumulativeInterestAmount |
Type: | NonNegativeDecimal
Content: | simple
Defined: | locally witnin DailyInterestCalculation complexType in fpml-collateral-processes-5-3.xsd; see XML source
currency (defined in ActualPrice complexType) | Specifies the currency associated with the net price.
Type: | Currency
Content: | simple, 1 attribute
Defined: | locally witnin ActualPrice complexType in fpml-asset-5-3.xsd; see XML source
currency (defined in AmountSchedule complexType) | The currency in which an amount is denominated.
Type: | Currency
Content: | simple, 1 attribute
Defined: | locally witnin AmountSchedule complexType in fpml-shared-5-3.xsd; see XML source
currency (defined in CashflowNotional complexType) | The currency in which an amount is denominated.
Type: | Currency
Content: | simple, 1 attribute
Defined: | locally witnin CashflowNotional complexType in fpml-shared-5-3.xsd; see XML source
currency (defined in CommodityReferencePriceFramework.model group) | The currency in which the Commodity Reference Price is published.
Type: | Currency
Content: | simple, 1 attribute
Defined: | locally witnin CommodityReferencePriceFramework.model group in fpml-asset-5-3.xsd; see XML source
currency (defined in CurrencyAndDeterminationMethod.model group) | The currency in which an amount is denominated.
Type: | IdentifiedCurrency
Content: | simple, 2 attributes
Defined: | locally witnin CurrencyAndDeterminationMethod.model group in fpml-eq-shared-5-3.xsd; see XML source
currency (defined in CurveInstrument complexType) | Currency in which the underlying asset is denominated.
Type: | Currency
Content: | simple, 1 attribute
Defined: | locally witnin CurveInstrument complexType in fpml-asset-5-3.xsd; see XML source
currency (defined in DeliverReturn.model group) |
Type: | Currency
Content: | simple, 1 attribute
Defined: | locally witnin DeliverReturn.model group in fpml-collateral-processes-5-3.xsd; see XML source
currency (defined in EquityStrike complexType) | The currency in which an amount is denominated.
Type: | Currency
Content: | simple, 1 attribute
Defined: | locally witnin EquityStrike complexType in fpml-eq-shared-5-3.xsd; see XML source
currency (defined in MoneyBase complexType) | The currency in which an amount is denominated.
Type: | Currency
Content: | simple, 1 attribute
Defined: | locally witnin MoneyBase complexType in fpml-shared-5-3.xsd; see XML source
currency (defined in NotDomesticCurrency complexType) | An explicit specification of the domestic currency.
Type: | Currency
Content: | simple, 1 attribute
Defined: | locally witnin NotDomesticCurrency complexType in fpml-cd-5-3.xsd; see XML source
currency (defined in OptionStrike complexType) | The currency in which an amount is denominated.
Type: | Currency
Content: | simple, 1 attribute
Defined: | locally witnin OptionStrike complexType in fpml-option-shared-5-3.xsd; see XML source
currency (defined in PositiveAmountSchedule complexType) | The currency in which an amount is denominated.
Type: | Currency
Content: | simple, 1 attribute
Defined: | locally witnin PositiveAmountSchedule complexType in fpml-shared-5-3.xsd; see XML source
currency (defined in PricingStructure complexType) | The currency that the structure is expressed in (this is relevant mostly for the Interes Rates asset class).
Type: | Currency
Content: | simple, 1 attribute
Defined: | locally witnin PricingStructure complexType in fpml-shared-5-3.xsd; see XML source
currency (defined in ProductExposureCategory.model group) |
Type: | Currency
Content: | simple, 1 attribute
Defined: | locally witnin ProductExposureCategory.model group in fpml-reporting-5-3.xsd; see XML source
currency (defined in QuotationCharacteristics.model group) | The optional currency that the measure is expressed in.
Type: | Currency
Content: | simple, 1 attribute
Defined: | locally witnin QuotationCharacteristics.model group in fpml-asset-5-3.xsd; see XML source
currency (defined in SpecifiedCurrency complexType) | The currency in which an amount is denominated.
Type: | Currency
Content: | simple, 1 attribute
Defined: | locally witnin SpecifiedCurrency complexType in fpml-cd-5-3.xsd; see XML source
currency (defined in UnderlyingAsset complexType) | Trading currency of the underlyer when transacted as a cash instrument.
Type: | IdentifiedCurrency
Content: | simple, 2 attributes
Defined: | locally witnin UnderlyingAsset complexType in fpml-asset-5-3.xsd; see XML source
currency (in cash) | The currency in which an amount is denominated.
Type: | Currency
Content: | simple, 1 attribute
Defined: | locally witnin Cash complexType in fpml-asset-5-3.xsd; see XML source
currency (in cashType) |
Type: | Currency
Content: | simple, 1 attribute
Defined: | locally witnin CashType complexType in fpml-collateral-processes-5-3.xsd; see XML source
currency (in commission) | The currency in which an amount is denominated.
Type: | Currency
Content: | simple, 1 attribute
Defined: | locally witnin Commission complexType in fpml-asset-5-3.xsd; see XML source
currency (in dualCurrency) | The currency in which the principal and interest will be repaid.
Type: | Currency
Content: | simple, 1 attribute
Defined: | locally witnin DualCurrencyFeature complexType in fpml-fx-5-3.xsd; see XML source
currency (in featurePayment) | The currency in which an amount is denominated.
Type: | Currency
Content: | simple, 1 attribute
Defined: | locally witnin FeaturePayment complexType in fpml-option-shared-5-3.xsd; see XML source
currency (in marginTerm) |
Type: | Currency
Content: | simple, 1 attribute
Defined: | locally witnin MarginTerm complexType in fpml-collateral-processes-5-3.xsd; see XML source
currency (in notionalStepSchedule) | The currency in which an amount is denominated.
Type: | Currency
Content: | simple, 1 attribute
Defined: | locally witnin NonNegativeAmountSchedule complexType in fpml-shared-5-3.xsd; see XML source
currency1 | The first currency specified when a pair of currencies is to be evaluated.
Type: | Currency
Content: | simple, 1 attribute
Defined: | locally witnin QuotedCurrencyPair complexType in fpml-shared-5-3.xsd; see XML source
currency1ValueDate | The date on which the currency1 amount will be settled.
Type: | xsd:date
Content: | simple
Defined: | locally witnin FxCoreDetails.model group in fpml-fx-5-3.xsd; see XML source
currency2 | The second currency specified when a pair of currencies is to be evaluated.
Type: | Currency
Content: | simple, 1 attribute
Defined: | locally witnin QuotedCurrencyPair complexType in fpml-shared-5-3.xsd; see XML source
currency2ValueDate | The date on which the currency2 amount will be settled.
Type: | xsd:date
Content: | simple
Defined: | locally witnin FxCoreDetails.model group in fpml-fx-5-3.xsd; see XML source
currencyReference | Reference to a currency defined elsewhere in the document
Type: | IdentifiedCurrencyReference
Content: | empty, 1 attribute
Defined: | locally witnin CurrencyAndDeterminationMethod.model group in fpml-eq-shared-5-3.xsd; see XML source
currencyType | The optional currency that the measure is expressed in.
Type: | ReportingCurrencyType
Content: | simple, 1 attribute
Defined: | locally witnin QuotationCharacteristics.model group in fpml-asset-5-3.xsd; see XML source
currentFactor | The part of the mortgage that is currently outstanding.
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin AssetPool complexType in fpml-asset-5-3.xsd; see XML source
curveInstrument | Defines the underlying asset when it is a curve instrument.
Type: | Asset
Content: | empty, 1 attribute
Abstract: | (may not be used directly in instance XML documents)
Subst.Gr: | may be substituted with 6 elements
Defined: | globally in fpml-asset-5-3.xsd; see XML source
Used: | at 7 locations
cutName (defined in FxDigitalAmericanExercise complexType) | The code by which the expiry time is known in the market.
Type: | CutName
Content: | simple, 1 attribute
Defined: | locally witnin FxDigitalAmericanExercise complexType in fpml-fx-5-3.xsd; see XML source
cutName (defined in FxEuropeanExercise complexType) | The code by which the expiry time is known in the market.
Type: | CutName
Content: | simple, 1 attribute
Defined: | locally witnin FxEuropeanExercise complexType in fpml-fx-5-3.xsd; see XML source
cycle | The cycle(s) during which the oil product will be transported in the pipeline.
Type: | CommodityPipelineCycle
Content: | simple, 1 attribute
Defined: | locally witnin OilPipelineDelivery complexType in fpml-com-5-3.xsd; see XML source
dailyInterestCalculation | Specifies the interest calculations for one day of the interest period.
Type: | DailyInterestCalculation
Content: | complex, 9 elements
Defined: | locally witnin InterestCalculationDetails complexType in fpml-collateral-processes-5-3.xsd; see XML source
dataDocument | A document containing trade and/or portfolio and/or party data without expressing any processing intention.
Type: | DataDocument
Content: | complex, 3 attributes, 10 elements
Defined: | globally in fpml-main-5-3.xsd; see XML source
Used: | never
datapoint | The values of the adjustment parameter.
Type: | ParametricAdjustmentPoint
Content: | complex, 2 elements
Defined: | locally witnin ParametricAdjustment complexType in fpml-mktenv-5-3.xsd; see XML source
dataPoints | The raw volatility matrix data, expressed as a multi-dimensional array.
Type: | MultiDimensionalPricingData
Content: | complex, 14 elements
Defined: | locally witnin VolatilityMatrix complexType in fpml-mktenv-5-3.xsd; see XML source
dataSetName (in eventActivityReport) | The name of the data set (portfolio, product type, etc.) that this report corresponds to.
Type: | xsd:string
Content: | simple
Defined: | locally witnin EventActivityReport complexType in fpml-reporting-5-3.xsd; see XML source
dataSetName (in exposureReport) | The name of the data set (portfolio, product type, etc.) that this request corresponds to.
Type: | xsd:normalizedString
Content: | simple
Defined: | locally witnin ExposureReport complexType in fpml-reporting-5-3.xsd; see XML source
dataSetName (in partyReport) | The name of the data set (portfolio, product type, etc.) that this request corresponds to.
Type: | xsd:normalizedString
Content: | simple
Defined: | locally witnin PartyReport complexType in fpml-reporting-5-3.xsd; see XML source
dataSetName (in positionActivityReport) | The name of the data set (portfolio, product type, etc.) that this report corresponds to.
Type: | xsd:string
Content: | simple
Defined: | locally witnin PositionActivityReport complexType in fpml-reporting-5-3.xsd; see XML source
dataSetName (in positionReport) | The name of the data set (portfolio, product type, etc.) that this report corresponds to.
Type: | xsd:string
Content: | simple
Defined: | locally witnin PositionReport complexType in fpml-reporting-5-3.xsd; see XML source
dataSetName (in requestPositionReport) | The name of the data set (portfolio, product type, etc.) that this request corresponds to.
Type: | xsd:normalizedString
Content: | simple
Defined: | locally witnin RequestPositionReport complexType in fpml-reporting-5-3.xsd; see XML source
dataSetName (in resetReport) | The name of the data set (portfolio, product type, etc.) that this report corresponds to.
Type: | xsd:normalizedString
Content: | simple
Defined: | locally witnin ResetReport complexType in fpml-reporting-5-3.xsd; see XML source
date (defined in CreditSupportAgreement complexType) | The date of the agreement executed between the parties and intended to govern collateral arrangements for all OTC derivatives transactions between those parties.
Type: | xsd:date
Content: | simple
Defined: | locally witnin CreditSupportAgreement complexType in fpml-shared-5-3.xsd; see XML source
date (defined in DateList complexType) |
Type: | xsd:date
Content: | simple
Defined: | locally witnin DateList complexType in fpml-shared-5-3.xsd; see XML source
date (defined in TimeDimension complexType) | The absolute date corresponding to this term point, for example January 3, 2005.
Type: | xsd:date
Content: | simple
Defined: | locally witnin TimeDimension complexType in fpml-riskdef-5-3.xsd; see XML source
date (in agreement) | The date on which the agreement was signed.
Type: | xsd:date
Content: | simple
Defined: | locally witnin GenericAgreement complexType in fpml-shared-5-3.xsd; see XML source
date (in optionExpiry defined in Events.model group) |
Type: | xsd:date
Content: | simple
Defined: | locally witnin OptionExpiry complexType in fpml-business-events-5-3.xsd; see XML source
date (in optionExpiry in terminatingEventsReport) |
Type: | xsd:date
Content: | simple
Defined: | locally witnin OptionExpiryBase complexType in fpml-business-events-5-3.xsd; see XML source
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.
Type: | xsd:date
Content: | simple
Defined: | locally witnin FxAverageRateObservation complexType in fpml-fx-5-3.xsd; see XML source
date (in tradeMaturity) |
Type: | xsd:date
Content: | simple
Defined: | locally witnin TradeMaturity complexType in fpml-business-events-5-3.xsd; see XML source
dateAdjustments (defined in AdjustableDate.model group) | The business day convention and financial business centers used for adjusting the date if it would otherwise fall on a day that is not a business date in the specified business centers.
Type: | BusinessDayAdjustments
Content: | complex, 1 attribute, 3 elements
Defined: | locally witnin AdjustableDate.model group in fpml-shared-5-3.xsd; see XML source
dateAdjustments (defined in AdjustableDate2 complexType) | The business day convention and financial business centers used for adjusting the date if it would otherwise fall on a day that is not a business dat in the specified business centers.
Type: | BusinessDayAdjustments
Content: | complex, 1 attribute, 3 elements
Defined: | locally witnin AdjustableDate2 complexType in fpml-shared-5-3.xsd; see XML source
dateAdjustments (defined in AdjustableDates complexType) | The business day convention and financial business centers used for adjusting the date if it would otherwise fall on a day that is not a business dat in the specified business centers.
Type: | BusinessDayAdjustments
Content: | complex, 1 attribute, 3 elements
Defined: | locally witnin AdjustableDates complexType in fpml-shared-5-3.xsd; see XML source
dateAdjustments (defined in DividendPeriod complexType) | Date adjustments for all unadjusted dates in this dividend period.
Type: | BusinessDayAdjustments
Content: | complex, 1 attribute, 3 elements
Defined: | locally witnin DividendPeriod complexType in fpml-eq-shared-5-3.xsd; see XML source
dateAdjustments (defined in GeneralTerms complexType) | ISDA 2003 Terms: Business Day and Business Day Convention.
Type: | BusinessDayAdjustments
Content: | complex, 1 attribute, 3 elements
Defined: | locally witnin GeneralTerms complexType in fpml-cd-5-3.xsd; see XML source
dateAdjustmentsReference | A pointer style reference to date adjustments defined elsewhere in the document.
Type: | BusinessDayAdjustmentsReference
Content: | empty, 1 attribute
Defined: | locally witnin AdjustableDate2 complexType in fpml-shared-5-3.xsd; see XML source
dateOffset |
Type: | DateOffset
Content: | complex, 1 attribute, 4 elements
Defined: | locally witnin RelativeDateSequence complexType in fpml-shared-5-3.xsd; see XML source
dateRelativeTo (defined in RelativeDateOffset complexType) | Specifies the anchor as an href attribute.
Type: | DateReference
Content: | empty, 1 attribute
Defined: | locally witnin RelativeDateOffset complexType in fpml-shared-5-3.xsd; see XML source
dateRelativeTo (defined in RelativeDateSequence complexType) | Specifies the anchor as an href attribute.
Type: | DateReference
Content: | empty, 1 attribute
Defined: | locally witnin RelativeDateSequence complexType in fpml-shared-5-3.xsd; see XML source
dateRelativeTo (in startingDate) | Reference to a date defined elswhere in the document.
Type: | DateReference
Content: | empty, 1 attribute
Defined: | locally witnin StartingDate complexType in fpml-eq-shared-5-3.xsd; see XML source
dateRelativeToCalculationPeriodDates | The calculation period references on which settlements in non-deliverable currency are due and will then have to be converted according to the terms specified through the other parts of the nonDeliverableSettlement structure.
Type: | DateRelativeToCalculationPeriodDates
Content: | complex, 1 element
Defined: | locally witnin FxFixingDate complexType in fpml-ird-5-3.xsd; see XML source
dateRelativeToPaymentDates | The payment date references on which settlements in non-deliverable currency are due and will then have to be converted according to the terms specified through the other parts of the nonDeliverableSettlement structure.
Type: | DateRelativeToPaymentDates
Content: | complex, 1 element
Defined: | locally witnin FxFixingDate complexType in fpml-ird-5-3.xsd; see XML source
dateTime (in averagingDateTimes) |
Type: | xsd:dateTime
Content: | simple
Defined: | locally witnin DateTimeList complexType in fpml-shared-5-3.xsd; see XML source
dateTime (in averagingObservation) | Observation date time, which should be used when literal observation dates are required.
Type: | xsd:dateTime
Content: | simple
Defined: | locally witnin WeightedAveragingObservation complexType in fpml-option-shared-5-3.xsd; see XML source
dayCount | The number of days over which pricing should take place.
Type: | xsd:positiveInteger
Content: | simple
Defined: | locally witnin PricingDays.model group in fpml-com-5-3.xsd; see XML source
dayCountFraction (defined in BondCalculation.model group) | The day count basis for the bond.
Type: | DayCountFraction
Content: | simple, 1 attribute
Defined: | locally witnin BondCalculation.model group in fpml-asset-5-3.xsd; see XML source
dayCountFraction (in calculation in calculationPeriodAmount) | The day count fraction.
Type: | DayCountFraction
Content: | simple, 1 attribute
Defined: | locally witnin Calculation complexType in fpml-ird-5-3.xsd; see XML source
dayCountFraction (in calculationPeriod in calculationElements) | 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.
Type: | DayCountFraction
Content: | simple, 1 attribute
Defined: | locally witnin CashflowCalculationPeriod complexType in fpml-reconciliation-5-3.xsd; see XML source
dayCountFraction (in deposit) | The day count basis for the deposit.
Type: | DayCountFraction
Content: | simple, 1 attribute
Defined: | locally witnin Deposit complexType in fpml-asset-5-3.xsd; see XML source
dayCountFraction (in fixedAmountCalculation) | The day count fraction.
Type: | DayCountFraction
Content: | simple, 1 attribute
Defined: | locally witnin FixedAmountCalculation complexType in fpml-cd-5-3.xsd; see XML source
dayCountFraction (in fra) | The day count fraction.
Type: | DayCountFraction
Content: | simple, 1 attribute
Defined: | locally witnin Fra complexType in fpml-ird-5-3.xsd; see XML source
dayCountFraction (in interestCalculation) | The day count fraction.
Type: | DayCountFraction
Content: | simple, 1 attribute
Defined: | locally witnin InterestCalculation complexType in fpml-eq-shared-5-3.xsd; see XML source
dayCountFraction (in interestCalculationTerms) |
Type: | DayCountFraction
Content: | simple, 1 attribute
Defined: | locally witnin InterestCalculationTerms complexType in fpml-collateral-processes-5-3.xsd; see XML source
dayCountFraction (in rateIndex) | The day count basis for the index.
Type: | DayCountFraction
Content: | simple, 1 attribute
Defined: | locally witnin RateIndex complexType in fpml-asset-5-3.xsd; see XML source
dayCountFraction (in simpleFra) | The day count basis for the FRA.
Type: | DayCountFraction
Content: | simple, 1 attribute
Defined: | locally witnin SimpleFra complexType in fpml-asset-5-3.xsd; see XML source
dayCountFraction (in simpleIrSwap) | The day count basis for the swap.
Type: | DayCountFraction
Content: | simple, 1 attribute
Defined: | locally witnin SimpleIRSwap complexType in fpml-asset-5-3.xsd; see XML source
dayCountFraction (in termDeposit) | The day count fraction.
Type: | DayCountFraction
Content: | simple, 1 attribute
Defined: | locally witnin TermDeposit complexType in fpml-fx-5-3.xsd; see XML source
dayCountYearFraction (in calculationPeriod in calculationElements) | The year fraction value of the calculation period, result of applying the ISDA rules for day count fraction defined in the ISDA Annex.
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin CashflowCalculationPeriod complexType in fpml-reconciliation-5-3.xsd; see XML source
dayCountYearFraction (in calculationPeriod in paymentCalculationPeriod) | The year fraction value of the calculation period, result of applying the ISDA rules for day count fraction defined in the ISDA Annex.
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin CalculationPeriod complexType in fpml-ird-5-3.xsd; see XML source
dayDistribution | The method by which the pricing days are distributed across the pricing period.
Type: | CommodityFrequencyType
Content: | simple, 1 attribute
Defined: | locally witnin PricingDays.model group in fpml-com-5-3.xsd; see XML source
dayNumber | The occurrence of the dayOfWeek within the pricing period on which pricing will take place, e.g. the 3rd Friday within each Calculation Period.
Type: | xsd:integer
Content: | simple
Defined: | locally witnin PricingDays.model group in fpml-com-5-3.xsd; see XML source
dayOfWeek | The day(s) of the week on which pricing will take place during the pricing period.
Type: | DayOfWeekEnum
Content: | simple
Defined: | locally witnin PricingDays.model group in fpml-com-5-3.xsd; see XML source
daysInRangeAdjustment | The contract specifies whether the notional should be scaled by the Number of Days in Range divided by the Expected N.
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin BoundedVariance complexType in fpml-eq-shared-5-3.xsd; see XML source
dayType (defined in Offset complexType) | In the case of an offset specified as a number of days, this element defines whether consideration is given as to whether a day is a good business day or not.
Type: | DayTypeEnum
Content: | simple
Defined: | locally witnin Offset complexType in fpml-shared-5-3.xsd; see XML source
dayType (defined in PricingDays.model group) | The type of day on which pricing occurs.
Type: | CommodityDayTypeEnum
Content: | simple
Defined: | locally witnin PricingDays.model group in fpml-com-5-3.xsd; see XML source
dealer | A dealer from whom quotations are obtained by the calculation agent on the reference obligation for purposes of cash settlement.
Type: | xsd:string
Content: | simple
Defined: | locally witnin CashSettlementTerms complexType in fpml-cd-5-3.xsd; see XML source
dealtCurrency | Indicates which currency was dealt.
Type: | DealtCurrencyEnum
Content: | simple
Defined: | locally witnin FxCoreDetails.model group in fpml-fx-5-3.xsd; see XML source
declaredCashDividendPercentage | Declared Cash Dividend Percentage.
Type: | NonNegativeDecimal
Content: | simple
Defined: | locally witnin DeclaredCashAndCashEquivalentDividendPercentage.model group in fpml-eq-shared-5-3.xsd; see XML source
declaredCashEquivalentDividendPercentage | Declared Cash Equivalent Dividend Percentage.
Type: | NonNegativeDecimal
Content: | simple
Defined: | locally witnin DeclaredCashAndCashEquivalentDividendPercentage.model group in fpml-eq-shared-5-3.xsd; see XML source
deClear |
Type: | DeClear
Content: | complex, 2 elements
Defined: | locally witnin Events.model group in fpml-business-events-5-3.xsd; see XML source
defaultProbabilities | A collection of default probabilities.
Type: | TermCurve
Content: | complex, 3 elements
Defined: | locally witnin DefaultProbabilityCurve complexType in fpml-mktenv-5-3.xsd; see XML source
defaultProbabilityCurve | A curve of default probabilities.
Type: | DefaultProbabilityCurve
Content: | complex, 2 attributes, 9 elements
Defined: | locally witnin CreditCurveValuation complexType in fpml-mktenv-5-3.xsd; see XML source
defaultRequirement | In relation to certain credit events, serves as a threshold for Obligation Acceleration, Obligation Default, Repudiation/Moratorium and Restructuring.
Type: | Money
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin CreditEvents complexType in fpml-option-shared-5-3.xsd; see XML source
definedPosition |
Type: | PositionReference
Content: | complex, 2 elements
Defined: | locally witnin PositionsAcknowledged complexType in fpml-reconciliation-5-3.xsd; see XML source
definePosition (in positionsAsserted) | Used to specify a new position.
Type: | DefinePosition
Content: | complex, 1 attribute, 11 elements
Defined: | locally witnin PositionsAsserted complexType in fpml-reconciliation-5-3.xsd; see XML source
definePosition (in positionsAsserted) | Used to specify a position, whether it is a new or updated position.
Type: | DefinePosition
Content: | complex, 1 attribute, 11 elements
Defined: | locally witnin PositionsAsserted complexType in fpml-reconciliation-5-3.xsd; see XML source
definingParty |
Type: | PartyReference
Content: | empty, 1 attribute
Defined: | locally witnin PortfolioDefinition complexType in fpml-reconciliation-5-3.xsd; see XML source
definition (defined in CurveInstrument complexType) | An optional reference to a full FpML product that defines the simple product in greater detail.
Type: | ProductReference
Content: | empty, 1 attribute
Defined: | locally witnin CurveInstrument complexType in fpml-asset-5-3.xsd; see XML source
definition (defined in UnderlyingAsset complexType) | An optional reference to a full FpML product that defines the simple product in greater detail.
Type: | ProductReference
Content: | empty, 1 attribute
Defined: | locally witnin UnderlyingAsset complexType in fpml-asset-5-3.xsd; see XML source
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.
Type: | AssetReference
Content: | empty, 1 attribute
Defined: | locally witnin TermPoint complexType in fpml-mktenv-5-3.xsd; see XML source
definitionReference | A reference to a sensitivity set definition.
Type: | SensitivitySetDefinitionReference
Content: | empty, 1 attribute
Defined: | locally witnin SensitivitySet complexType in fpml-valuation-5-3.xsd; see XML source
delisting | The term "Delisting" has the meaning defined in the ISDA 2002 Equity Derivatives Definitions.
Type: | NationalisationOrInsolvencyOrDelistingEventEnum
Content: | simple
Defined: | locally witnin ExtraordinaryEvents complexType in fpml-eq-shared-5-3.xsd; see XML source
deliver (defined in ExpectedCollateralDeliveryReturn complexType) |
Type: | ExpectedCollateralDelivery
Content: | complex, 3 elements
Defined: | locally witnin ExpectedCollateralDeliveryReturn complexType in fpml-collateral-processes-5-3.xsd; see XML source
deliver (defined in ProposedCollateral complexType) | proposed collateral to be delivered
Type: | ProposedCollateralDeliveryReturn
Content: | complex, 5 elements
Defined: | locally witnin ProposedCollateral complexType in fpml-collateral-processes-5-3.xsd; see XML source
deliver (defined in SubstituteCollateral complexType) |
Type: | ProposedCollateralDeliveryReturn
Content: | complex, 5 elements
Defined: | locally witnin SubstituteCollateral complexType in fpml-collateral-processes-5-3.xsd; see XML source
deliver (defined in SubstituteCollateral complexType) | return details for substitute collateral
Type: | ProposedCollateralDeliveryReturn
Content: | complex, 5 elements
Defined: | locally witnin SubstituteCollateral complexType in fpml-collateral-processes-5-3.xsd; see XML source
deliver (defined in VariationRequirement complexType) | variation margin to be delivered
Type: | MarginRequirementDeliver
Content: | complex, 4 elements
Defined: | locally witnin VariationRequirement complexType in fpml-collateral-processes-5-3.xsd; see XML source
deliverableByBarge | Whether or not the delivery can go to barge.
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin OilPipelineDelivery complexType in fpml-com-5-3.xsd; see XML source
deliverableObligations (in creditCurve) | What sort of obligation may be delivered in the event of the credit event.
Type: | DeliverableObligations
Content: | complex, 23 elements
Defined: | locally witnin CreditCurveCharacteristics.model group in fpml-mktenv-5-3.xsd; see XML source
deliverableObligations (in physicalSettlementTerms) | This element contains all the ISDA terms relevant to defining the deliverable obligations.
Type: | DeliverableObligations
Content: | complex, 23 elements
Defined: | locally witnin PhysicalSettlementTerms complexType in fpml-cd-5-3.xsd; see XML source
deliveringPartyReference (defined in DeliverReturn.model group) |
Type: | PartyReference
Content: | empty, 1 attribute
Defined: | locally witnin DeliverReturn.model group in fpml-collateral-processes-5-3.xsd; see XML source
deliveringPartyReference (defined in InterestAccrued complexType) | The party delivering the accrued interest.
Type: | PartyReference
Content: | empty, 1 attribute
Defined: | locally witnin InterestAccrued complexType in fpml-collateral-processes-5-3.xsd; see XML source
deliveringPartyReference (defined in ProposedCollateralDeliveryReturn complexType) |
Type: | PartyReference
Content: | empty, 1 attribute
Defined: | locally witnin ProposedCollateralDeliveryReturn complexType in fpml-collateral-processes-5-3.xsd; see XML source
deliveryAtSource | The point at which the Coal Product as a reference to the Source of the Coal Product.
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin CoalDelivery complexType in fpml-com-5-3.xsd; see XML source
deliveryConditions (in coalPhysicalLeg) | The physical delivery conditions for the transaction.
Type: | CoalDelivery
Content: | complex, 5 elements
Defined: | locally witnin CoalPhysicalLeg complexType in fpml-com-5-3.xsd; see XML source
deliveryConditions (in electricityPhysicalLeg) | The physical delivery conditions for the transaction.
Type: | ElectricityDelivery
Content: | complex, 5 elements
Defined: | locally witnin ElectricityPhysicalLeg complexType in fpml-com-5-3.xsd; see XML source
deliveryConditions (in gasPhysicalLeg) | The physical delivery conditions for the transaction.
Type: | GasDelivery
Content: | complex, 6 elements
Defined: | locally witnin GasPhysicalLeg complexType in fpml-com-5-3.xsd; see XML source
deliveryConditions (in oilPhysicalLeg) | The physical delivery conditions for the transaction.
Type: | OilDelivery
Content: | complex, 5 elements
Defined: | locally witnin OilPhysicalLeg complexType in fpml-com-5-3.xsd; see XML source
deliveryDate | The Delivery Date is a fixed, single day.
Type: | AdjustableDate
Content: | complex, 1 attribute, 3 elements
Defined: | locally witnin CommodityProduct.model group in fpml-asset-5-3.xsd; see XML source
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 when the referenced future expires.
Type: | Offset
Content: | complex, 1 attribute, 3 elements
Defined: | locally witnin CommodityProduct.model group in fpml-asset-5-3.xsd; see XML source
deliveryDates | The Delivery Date is a NearbyMonth, for use when the Commodity Transaction references Futures Contract.
Type: | DeliveryDatesEnum
Content: | simple
Defined: | locally witnin CommodityProduct.model group in fpml-asset-5-3.xsd; see XML source
deliveryDateYearMonth | The Delivery Date is a fixed, single month.
Type: | xsd:gYearMonth
Content: | simple
Defined: | locally witnin CommodityProduct.model group in fpml-asset-5-3.xsd; see XML source
deliveryLocation (in bullionPhysicalLeg) | The physical delivery location for the transaction.
Type: | BullionDeliveryLocation
Content: | simple, 1 attribute
Defined: | locally witnin BullionPhysicalLeg complexType in fpml-com-5-3.xsd; see XML source
deliveryLocation (in transfer) | The location at which the transfer of the title to the commodity takes place.
Type: | CommodityDeliveryPoint
Content: | simple, 1 attribute
Defined: | locally witnin OilTransferDelivery complexType in fpml-com-5-3.xsd; see XML source
deliveryOfCommitments | An obligation and deliverable obligation characteristic.
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin Obligations complexType in fpml-cd-5-3.xsd; see XML source
deliveryPeriods (in coalPhysicalLeg) | The period during which delivery/deliveries of Coal Products may be scheduled.
Type: | CommodityDeliveryPeriods
Content: | complex, 1 attribute, 5 elements
Defined: | locally witnin CoalPhysicalLeg complexType in fpml-com-5-3.xsd; see XML source
deliveryPeriods (in electricityPhysicalLeg) | The different options for specifying the Delivery or Supply Periods.
Type: | CommodityDeliveryPeriods
Content: | complex, 1 attribute, 5 elements
Defined: | locally witnin ElectricityPhysicalLeg complexType in fpml-com-5-3.xsd; see XML source
deliveryPeriods (in gasPhysicalLeg) | The different options for specifying the Delivery or Supply Periods.
Type: | GasDeliveryPeriods
Content: | complex, 1 attribute, 7 elements
Defined: | locally witnin GasPhysicalLeg complexType in fpml-com-5-3.xsd; see XML source
deliveryPeriods (in oilPhysicalLeg) | The different options for specifying the Delivery or Supply Periods.
Type: | CommodityDeliveryPeriods
Content: | complex, 1 attribute, 5 elements
Defined: | locally witnin OilPhysicalLeg complexType in fpml-com-5-3.xsd; see XML source
deliveryPeriodsReference | A pointer style reference to the Delivery Periods defined elsewhere.
Type: | CalculationPeriodsReference
Content: | empty, 1 attribute
Defined: | locally witnin CommodityDeliveryPeriodsPointer.model group in fpml-com-5-3.xsd; see XML source
deliveryPeriodsScheduleReference | A pointer style reference to the Calculation Periods Schedule defined elsewhere.
Type: | CalculationPeriodsScheduleReference
Content: | empty, 1 attribute
Defined: | locally witnin CommodityDeliveryPeriodsPointer.model group in fpml-com-5-3.xsd; see XML source
deliveryPoint (in deliveryConditions in coalPhysicalLeg) | The point at which the Coal Product will be delivered and received.
Type: | CoalDeliveryPoint
Content: | simple, 1 attribute
Defined: | locally witnin CoalDelivery complexType in fpml-com-5-3.xsd; see XML source
deliveryPoint (in deliveryConditions in electricityPhysicalLeg) | The point at which delivery of the electricity will occur.
Type: | ElectricityDeliveryPoint
Content: | simple, 1 attribute
Defined: | locally witnin ElectricityDelivery complexType in fpml-com-5-3.xsd; see XML source
deliveryPoint (in deliveryConditions in gasPhysicalLeg) | The physical or virtual point at which the commodity will be delivered.
Type: | GasDeliveryPoint
Content: | simple, 1 attribute
Defined: | locally witnin CommodityDeliveryPoints.model group in fpml-com-5-3.xsd; see XML source
deliveryQuantity (in coalPhysicalLeg) | The different options for specifying the quantity.
Type: | CommodityPhysicalQuantity
Content: | complex, 1 attribute, 3 elements
Defined: | locally witnin CoalPhysicalLeg complexType in fpml-com-5-3.xsd; see XML source
deliveryQuantity (in electricityPhysicalLeg) | The different options for specifying the quantity.
Type: | ElectricityPhysicalQuantity
Content: | complex, 1 attribute, 3 elements
Defined: | locally witnin ElectricityPhysicalLeg complexType in fpml-com-5-3.xsd; see XML source
deliveryQuantity (in gasPhysicalLeg) | The different options for specifying the quantity.
Type: | GasPhysicalQuantity
Content: | complex, 1 attribute, 6 elements
Defined: | locally witnin GasPhysicalLeg complexType in fpml-com-5-3.xsd; see XML source
deliveryQuantity (in oilPhysicalLeg) | The different options for specifying the quantity.
Type: | CommodityPhysicalQuantity
Content: | complex, 1 attribute, 3 elements
Defined: | locally witnin OilPhysicalLeg complexType in fpml-com-5-3.xsd; see XML source
deliveryType (in deliveryConditions in electricityPhysicalLeg) | Indicates the under what conditions the Parties' delivery obligations apply.
Type: | ElectricityDeliveryType
Content: | complex, 4 elements
Defined: | locally witnin ElectricityDelivery complexType in fpml-com-5-3.xsd; see XML source
deliveryType (in deliveryConditions in gasPhysicalLeg) | Indicates whether the buyer and seller are contractually obliged to consume and supply the specified quantities of the commodity.
Type: | DeliveryTypeEnum
Content: | simple
Defined: | locally witnin GasDelivery complexType in fpml-com-5-3.xsd; see XML source
deliveryZone | The zone covering potential delivery points for the electricity.
Type: | CommodityDeliveryPoint
Content: | simple, 1 attribute
Defined: | locally witnin ElectricityDelivery complexType in fpml-com-5-3.xsd; see XML source
deltaCrossed |
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin BrokerEquityOption complexType in fpml-eqd-5-3.xsd; see XML source
denominatorTerm | A denominator term of the formula.
Type: | DenominatorTerm
Content: | complex, 2 elements
Defined: | locally witnin DerivativeFormula complexType in fpml-riskdef-5-3.xsd; see XML source
deposit | Identifies a simple underlying asset that is a term deposit.
Type: | Deposit
Content: | complex, 1 attribute, 9 elements
Subst.Gr: | may substitute for element curveInstrument
Defined: | globally in fpml-asset-5-3.xsd; see XML source
Used: | never
depositoryPartyReference | Reference to the depository of the settlement.
Type: | PartyReference
Content: | empty, 1 attribute
Defined: | locally witnin SettlementInstruction complexType in fpml-shared-5-3.xsd; see XML source
depositoryReceipt | A Depository Receipt is a negotiable certificate issued by a trust company or security depository.
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin SingleUnderlyer complexType in fpml-asset-5-3.xsd; see XML source
derivativeFormula | The formula used to compute the derivative (perhaps could be updated to use the Formula type in EQS.).
Type: | xsd:string
Content: | simple
Defined: | locally witnin AnalyticDerivativeParameters.model group in fpml-riskdef-5-3.xsd; see XML source
description (defined in CollateralRetractionReason complexType) |
Type: | xsd:string
Content: | simple
Defined: | locally witnin CollateralRetractionReason complexType in fpml-collateral-processes-5-3.xsd; see XML source
description (defined in CollateralRetractionReason complexType) | free form description of the reason
Type: | xsd:string
Content: | simple
Defined: | locally witnin CollateralRetractionReason complexType in fpml-collateral-processes-5-3.xsd; see XML source
description (defined in ExposureUnderlyingAsset complexType) | A textual description of the asset that underlies the exposure.
Type: | xsd:normalizedString
Content: | simple
Defined: | locally witnin ExposureUnderlyingAsset complexType in fpml-reporting-5-3.xsd; see XML source
description (defined in IdentifiedAsset complexType) | Long name of the underlying asset.
Type: | xsd:string
Content: | simple
Defined: | locally witnin IdentifiedAsset complexType in fpml-asset-5-3.xsd; see XML source
description (defined in PartyTradeInformation complexType) | A human readable brief description of or comment about the trade
Type: | xsd:string
Content: | simple
Defined: | locally witnin PartyTradeInformation complexType in fpml-doc-5-3.xsd; see XML source
description (defined in Reason complexType) | Plain English text describing the associated error condition
Type: | xsd:string
Content: | simple
Defined: | locally witnin Reason complexType in fpml-msg-5-3.xsd; see XML source
description (defined in SubstitutionConfirmation complexType) |
Type: | xsd:string
Content: | simple
Defined: | locally witnin SubstitutionConfirmation complexType in fpml-collateral-processes-5-3.xsd; see XML source
description (in cash) | Long name of the underlying asset.
Type: | xsd:string
Content: | simple
Defined: | locally witnin Cash complexType in fpml-asset-5-3.xsd; see XML source
description (in collateralResponseReason) |
Type: | xsd:string
Content: | simple
Defined: | locally witnin CollateralResponseReason complexType in fpml-collateral-processes-5-3.xsd; see XML source
description (in collateralResponseReason) | free form description of the reason
Type: | xsd:string
Content: | simple
Defined: | locally witnin CollateralResponseReason complexType in fpml-collateral-processes-5-3.xsd; see XML source
description (in disputeResolutionMethod) |
Type: | xsd:string
Content: | simple
Defined: | locally witnin DisputeResolutionMethod complexType in fpml-collateral-processes-5-3.xsd; see XML source
description (in disputeResolutionMethod) | free form description of the reason
Type: | xsd:string
Content: | simple
Defined: | locally witnin DisputeResolutionMethod complexType in fpml-collateral-processes-5-3.xsd; see XML source
description (in interestResponseReason) |
Type: | xsd:string
Content: | simple
Defined: | locally witnin InterestResponseReason complexType in fpml-collateral-processes-5-3.xsd; see XML source
description (in interestResponseReason) | free form description of the reason
Type: | xsd:string
Content: | simple
Defined: | locally witnin InterestResponseReason complexType in fpml-collateral-processes-5-3.xsd; see XML source
description (in letterOfCreditType) |
Type: | xsd:string
Content: | simple
Defined: | locally witnin LetterOfCreditType complexType in fpml-collateral-processes-5-3.xsd; see XML source
description (in marginCallResponseReason) |
Type: | xsd:string
Content: | simple
Defined: | locally witnin MarginCallResponseReason complexType in fpml-collateral-processes-5-3.xsd; see XML source
description (in marginCallResponseReason) | free form description of the reason
Type: | xsd:string
Content: | simple
Defined: | locally witnin MarginCallResponseReason complexType in fpml-collateral-processes-5-3.xsd; see XML source
description (in partialDerivative) | A description, if needed, of how the derivative is computed.
Type: | xsd:string
Content: | simple
Defined: | locally witnin PricingParameterDerivative complexType in fpml-riskdef-5-3.xsd; see XML source
description (in securityType) |
Type: | xsd:string
Content: | simple
Defined: | locally witnin SecurityType complexType in fpml-collateral-processes-5-3.xsd; see XML source
description (in substitutionResponseReason) |
Type: | xsd:string
Content: | simple
Defined: | locally witnin SubstitutionResponseReason complexType in fpml-collateral-processes-5-3.xsd; see XML source
description (in substitutionResponseReason) | free form description of the reason
Type: | xsd:string
Content: | simple
Defined: | locally witnin SubstitutionResponseReason complexType in fpml-collateral-processes-5-3.xsd; see XML source
designatedPriority | Applies to Loan CDS, to indicate what lien level is appropriate for a deliverable obligation.
Type: | Lien
Content: | simple, 1 attribute
Defined: | locally witnin Obligations complexType in fpml-cd-5-3.xsd; see XML source
detail | Does this valuation set include a market environment?
Type: | ValuationSetDetail
Content: | simple, 1 attribute
Defined: | locally witnin ValuationSet complexType in fpml-valuation-5-3.xsd; see XML source
determinationMethod (defined in Composite complexType) | Specifies the method according to which an amount or a date is determined.
Type: | DeterminationMethod
Content: | simple, 2 attributes
Defined: | locally witnin Composite complexType in fpml-option-shared-5-3.xsd; see XML source
determinationMethod (defined in CurrencyAndDeterminationMethod.model group) | Specifies the method according to which an amount or a date is determined.
Type: | DeterminationMethod
Content: | simple, 2 attributes
Defined: | locally witnin CurrencyAndDeterminationMethod.model group in fpml-eq-shared-5-3.xsd; see XML source
determinationMethod (defined in Price complexType) | Specifies the method according to which an amount or a date is determined.
Type: | DeterminationMethod
Content: | simple, 2 attributes
Defined: | locally witnin Price complexType in fpml-asset-5-3.xsd; see XML source
determinationMethod (defined in ReturnSwapNotional complexType) | Specifies the method according to which an amount or a date is determined.
Type: | DeterminationMethod
Content: | simple, 2 attributes
Defined: | locally witnin ReturnSwapNotional complexType in fpml-eq-shared-5-3.xsd; see XML source
determinationMethod (in principalExchangeAmount in principalExchangeDescriptions) | Specifies the method according to which an amount or a date is determined.
Type: | DeterminationMethod
Content: | simple, 2 attributes
Defined: | locally witnin PrincipalExchangeAmount complexType in fpml-eq-shared-5-3.xsd; see XML source
determiningParty | The party referenced is the ISDA Determination Party that specified in the related Confirmation as Determination Party.
Type: | PartyReference
Content: | empty, 1 attribute
Defined: | locally witnin Trade complexType in fpml-doc-5-3.xsd; see XML source
determiningPartyReference | A reference to the party which determines additional disruption events.
Type: | PartyReference
Content: | empty, 1 attribute
Defined: | locally witnin AdditionalDisruptionEvents complexType in fpml-eq-shared-5-3.xsd; see XML source
difference (defined in ProposedMatch.model group) | A type used to record the details of a difference between two sides of a business event.
Type: | TradeDifference
Content: | complex, 10 elements
Defined: | locally witnin ProposedMatch.model group in fpml-business-events-5-3.xsd; see XML source
difference (in proposedMatch in nettedTradeCashflowsMatchResult) | A type used to record the details of a difference between two sides of a payment.
Type: | TradeDifference
Content: | complex, 10 elements
Defined: | locally witnin NettedTradeCashflowsProposedMatch complexType in fpml-reconciliation-5-3.xsd; see XML source
differences | An optional set of detailed difference records.
Type: | TradeDifference
Content: | complex, 10 elements
Defined: | locally witnin BestFitTrade complexType in fpml-doc-5-3.xsd; see XML source
differenceSeverity | An indication of the severity of the difference.
Type: | DifferenceSeverityEnum
Content: | simple
Defined: | locally witnin TradeDifference complexType in fpml-doc-5-3.xsd; see XML source
differenceType | The type of difference that exists.
Type: | DifferenceTypeEnum
Content: | simple
Defined: | locally witnin TradeDifference complexType in fpml-doc-5-3.xsd; see XML source
direction |
Type: | RoundingDirectionEnum
Content: | simple
Defined: | locally witnin TransferRounding complexType in fpml-collateral-processes-5-3.xsd; see XML source
directLoanParticipation | A deliverable obligation characteristic.
Type: | LoanParticipation
Content: | complex, 3 elements
Defined: | locally witnin DeliverableObligations complexType in fpml-cd-5-3.xsd; see XML source
dirtyPrice | Bond dirty price, expressed in percentage points, 100 is the initial value of the bond.
Type: | NonNegativeDecimal
Content: | simple
Defined: | locally witnin NominalAmount.model group in fpml-collateral-processes-5-3.xsd; see XML source
discountFactor (defined in Payment complexType) | The value representing the discount factor used to calculate the present value of the cash flow.
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin Payment complexType in fpml-shared-5-3.xsd; see XML source
discountFactor (in paymentCalculationPeriod) | A decimal value representing the discount factor used to calculate the present value of cash flow.
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin PaymentCalculationPeriod complexType in fpml-ird-5-3.xsd; see XML source
discountFactor (in premium defined in OptionBaseExtended complexType) | The value representing the discount factor used to calculate the present value of the cash flow.
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin PaymentDiscounting.model group in fpml-shared-5-3.xsd; see XML source
discountFactor (in principalExchange) | The value representing the discount factor used to calculate the present value of the principal exchange amount.
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin PrincipalExchange complexType in fpml-ird-5-3.xsd; see XML source
discountFactorCurve | A curve of discount factors.
Type: | TermCurve
Content: | complex, 3 elements
Defined: | locally witnin YieldCurveValuation complexType in fpml-mktenv-5-3.xsd; see XML source
discounting | The parameters specifying any discounting conventions that may apply.
Type: | Discounting
Content: | complex, 3 elements
Defined: | locally witnin Calculation complexType in fpml-ird-5-3.xsd; see XML source
discountingType | The discounting method that is applicable.
Type: | DiscountingTypeEnum
Content: | simple
Defined: | locally witnin Discounting complexType in fpml-ird-5-3.xsd; see XML source
discountRate | A discount rate, expressed as a decimal, to be used in the calculation of a discounted amount.
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin DiscountRate.model group in fpml-ird-5-3.xsd; see XML source
discountRateDayCountFraction | A discount day count fraction to be used in the calculation of a discounted amount.
Type: | DayCountFraction
Content: | simple, 1 attribute
Defined: | locally witnin DiscountRate.model group in fpml-ird-5-3.xsd; see XML source
discrepancyClause | To indicate whether the Discrepancy Clause is applicable.
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin BondReference complexType in fpml-ird-5-3.xsd; see XML source
disputeAcknowledgement |
Type: | Acknowledgement
Content: | complex, 3 attributes, 9 elements
Defined: | globally in fpml-collateral-processes-5-3.xsd; see XML source
Used: | never
disputedAmount | 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.
Type: | Money
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin DisputedCollateral complexType in fpml-collateral-processes-5-3.xsd; see XML source
disputeDate | This is the date from which the Dispute is deemed by the sending party to have occurred on.
Type: | xsd:date
Content: | simple
Defined: | locally witnin DisputedCollateral complexType in fpml-collateral-processes-5-3.xsd; see XML source
disputeException |
Type: | Exception
Content: | complex, 3 attributes, 7 elements
Defined: | globally in fpml-collateral-processes-5-3.xsd; see XML source
Used: | never
disputeNotification |
Type: | DisputeNotification
Content: | complex, 3 attributes, 16 elements
Defined: | globally in fpml-collateral-processes-5-3.xsd; see XML source
Used: | never
disputeResolutionMethod | The disputeResolutionMethod can consist of either a resolutionCode and description, a resolution code only or a description only.
Type: | DisputeResolutionMethod
Content: | complex, 3 elements
Defined: | locally witnin DisputedCollateral complexType in fpml-collateral-processes-5-3.xsd; see XML source
disputeRetracted |
Type: | DisputeRetracted
Content: | complex, 3 attributes, 11 elements
Defined: | globally in fpml-collateral-processes-5-3.xsd; see XML source
Used: | never
disruptionFallback |
Type: | SequencedDisruptionFallback
Content: | complex, 2 elements
Defined: | locally witnin CommodityMarketDisruption complexType in fpml-com-5-3.xsd; see XML source
disruptionFallbacks | To be used where disruption fallbacks are set out in the relevant Master Agreement governing the trade.
Type: | DisruptionFallbacksEnum
Content: | simple
Defined: | locally witnin CommodityMarketDisruption complexType in fpml-com-5-3.xsd; see XML source
distressedRatingsDowngrade | A credit event.
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin CreditEvents complexType in fpml-option-shared-5-3.xsd; see XML source
dividend | Expected dividend in this period.
Type: | NonNegativeMoney
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin DividendPeriodDividend complexType in fpml-eq-shared-5-3.xsd; see XML source
dividendAdjustment | 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.
Type: | DividendAdjustment
Content: | complex, 1 element
Defined: | locally witnin OptionFeatures complexType in fpml-eq-shared-5-3.xsd; see XML source
dividendAmount |
Type: | DividendAmountTypeEnum
Content: | simple
Defined: | locally witnin DividendConditions complexType in fpml-eq-shared-5-3.xsd; see XML source
dividendComposition | Defines how the composition of Dividends is to be determined.
Type: | DividendCompositionEnum
Content: | simple
Defined: | locally witnin DividendConditions complexType in fpml-eq-shared-5-3.xsd; see XML source
dividendConditions (defined in EquityDerivativeLongFormBase complexType) |
Type: | DividendConditions
Content: | complex, 20 elements
Defined: | locally witnin EquityDerivativeLongFormBase complexType in fpml-eqd-5-3.xsd; see XML source
dividendConditions (in return in returnLeg) | Specifies the conditions governing the payment of the dividends to the receiver of the equity return.
Type: | DividendConditions
Content: | complex, 20 elements
Defined: | locally witnin Return complexType in fpml-eq-shared-5-3.xsd; see XML source
dividendDateReference | Specification of the dividend date using an enumeration, with values such as the pay date, the ex date or the record date.
Type: | DividendDateReferenceEnum
Content: | simple
Defined: | locally witnin DividendPaymentDate complexType in fpml-eq-shared-5-3.xsd; see XML source
dividendEntitlement | Defines the date on which the receiver on the equity return is entitled to the dividend.
Type: | DividendEntitlementEnum
Content: | simple
Defined: | locally witnin DividendConditions complexType in fpml-eq-shared-5-3.xsd; see XML source
dividendFxTriggerDate | Specifies the date on which the FX rate will be considered in the case of a Composite FX swap.
Type: | DividendPaymentDate
Content: | complex, 3 elements
Defined: | locally witnin DividendConditions complexType in fpml-eq-shared-5-3.xsd; see XML source
dividendLeg | Dividend leg.
Type: | DividendLeg
Content: | complex, 1 attribute, 18 elements
Defined: | locally witnin DividendSwapTransactionSupplement complexType in fpml-dividend-swaps-5-3.xsd; see XML source
dividendPayment | The next upcoming dividend payment or payments.
Type: | PendingPayment
Content: | complex, 1 attribute, 3 elements
Defined: | locally witnin DividendPayout complexType in fpml-asset-5-3.xsd; see XML source
dividendPaymentDate | Specifies when the dividend will be paid to the receiver of the equity return.
Type: | DividendPaymentDate
Content: | complex, 3 elements
Defined: | locally witnin DividendConditions complexType in fpml-eq-shared-5-3.xsd; see XML source
dividendPayout (in basketConstituent) | Specifies the dividend payout ratio associated with an equity underlyer.
Type: | DividendPayout
Content: | complex, 3 elements
Defined: | locally witnin BasketConstituent complexType in fpml-asset-5-3.xsd; see XML source
dividendPayout (in singleUnderlyer) | Specifies the dividend payout ratio associated with an equity underlyer.
Type: | DividendPayout
Content: | complex, 3 elements
Defined: | locally witnin SingleUnderlyer complexType in fpml-asset-5-3.xsd; see XML source
dividendPayoutConditions | Specifies the dividend payout conditions that will be applied in the case where the actual ratio is not known, typically because of regulatory or legal uncertainties.
Type: | xsd:string
Content: | simple
Defined: | locally witnin DividendPayout complexType in fpml-asset-5-3.xsd; see XML source
dividendPayoutRatio | Specifies the actual dividend payout ratio associated with the equity underlyer.
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin DividendPayout complexType in fpml-asset-5-3.xsd; see XML source
dividendPeriod (defined in DividendConditions complexType) | Defines the First Period or the Second Period, as defined in the 2002 ISDA Equity Derivatives Definitions.
Type: | DividendPeriodEnum
Content: | simple
Defined: | locally witnin DividendConditions complexType in fpml-eq-shared-5-3.xsd; see XML source
dividendPeriod (in dividendAdjustment) | A single Dividend Adjustment Period.
Type: | DividendPeriodDividend
Content: | complex, 1 attribute, 6 elements
Defined: | locally witnin DividendAdjustment complexType in fpml-eq-shared-5-3.xsd; see XML source
dividendPeriod (in dividendLeg) | One to many time bounded dividend payment periods, each with a fixed strike and dividend payment date per period.
Type: | DividendPeriodPayment
Content: | complex, 1 attribute, 7 elements
Defined: | locally witnin DividendLeg complexType in fpml-dividend-swaps-5-3.xsd; see XML source
dividendPeriodEffectiveDate | Dividend period has the meaning as defined in the ISDA 2002 Equity Derivatives Definitions.
Type: | DateReference
Content: | empty, 1 attribute
Defined: | locally witnin DividendConditions complexType in fpml-eq-shared-5-3.xsd; see XML source
dividendPeriodEndDate | Dividend period has the meaning as defined in the ISDA 2002 Equity Derivatives Definitions.
Type: | DateReference
Content: | empty, 1 attribute
Defined: | locally witnin DividendConditions complexType in fpml-eq-shared-5-3.xsd; see XML source
dividendReinvestment | Boolean element that defines whether the dividend will be reinvested or not.
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin DividendConditions complexType in fpml-eq-shared-5-3.xsd; see XML source
dividendSwapTransactionSupplement | Specifies the structure of the dividend swap transaction supplement.
Type: | DividendSwapTransactionSupplement
Content: | complex, 1 attribute, 9 elements
Subst.Gr: | may substitute for element product
Defined: | globally in fpml-dividend-swaps-5-3.xsd; see XML source
Used: | never
dividendValuationDates | Specifies the dividend valuation dates of the swap.
Type: | AdjustableRelativeOrPeriodicDates
Content: | complex, 1 attribute, 3 elements
Defined: | locally witnin EquityValuation complexType in fpml-eq-shared-5-3.xsd; see XML source
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.
Type: | Documentation
Content: | complex, 8 elements
Defined: | locally witnin Trade complexType in fpml-doc-5-3.xsd; see XML source
documentation (in relatedParty defined in Party complexType) | Describes the agreements that define the party relationship.
Type: | PartyRelationshipDocumentation
Content: | complex, 3 elements
Defined: | locally witnin PartyRelationship complexType in fpml-shared-5-3.xsd; see XML source
dualCurrency |
Type: | DualCurrencyFeature
Content: | complex, 6 elements
Defined: | locally witnin TermDepositFeatures complexType in fpml-fx-5-3.xsd; see XML source
duration | The length of each Settlement Period.
Type: | SettlementPeriodDurationEnum
Content: | simple
Defined: | locally witnin SettlementPeriods complexType in fpml-com-5-3.xsd; see XML source
earliestExerciseDateTenor | The time interval to the first (and possibly only) exercise date in the exercise period.
Type: | Period
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin ExercisePeriod complexType in fpml-ird-5-3.xsd; see XML source
earliestExerciseTime (in americanExercise) | The earliest time at which notice of exercise can be given by the buyer to the seller (or seller's agent) i) on the expriation date, in the case of a European style option, (ii) on each bermuda option exercise date and the expiration date, in the case of a Bermuda style option the commencement date to, and including, the expiration date , in the case of an American option.
Type: | BusinessCenterTime
Content: | complex, 2 elements
Defined: | locally witnin AmericanExercise complexType in fpml-shared-5-3.xsd; see XML source
earliestExerciseTime (in bermudaExercise) | The earliest time at which notice of exercise can be given by the buyer to the seller (or seller's agent) i) on the expriation date, in the case of a European style option, (ii) on each bermuda option exercise date and the expiration date, in the case of a Bermuda style option the commencement date to, and including, the expiration date , in the case of an American option.
Type: | BusinessCenterTime
Content: | complex, 2 elements
Defined: | locally witnin BermudaExercise complexType in fpml-shared-5-3.xsd; see XML source
earliestExerciseTime (in europeanExercise) | The earliest time at which notice of exercise can be given by the buyer to the seller (or seller's agent) i) on the expriation date, in the case of a European style option, (ii) on each bermuda option exercise date and the expiration date, in the case of a Bermuda style option the commencement date to, and including, the expiration date , in the case of an American option.
Type: | BusinessCenterTime
Content: | complex, 2 elements
Defined: | locally witnin EuropeanExercise complexType in fpml-shared-5-3.xsd; see XML source
earlyCallDate | 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.
Type: | IdentifiedDate
Content: | simple, 1 attribute
Defined: | locally witnin MakeWholeAmount complexType in fpml-bond-option-5-3.xsd; see XML source
earlyTermination | Specifies, for one or for both the parties to the trade, the date from which it can early terminate it.
Type: | ReturnSwapEarlyTermination
Content: | complex, 2 elements
Defined: | locally witnin ReturnSwap complexType in fpml-eq-shared-5-3.xsd; see XML source
earlyTerminationEvent | The adjusted dates associated with an individual earley termination date.
Type: | EarlyTerminationEvent
Content: | complex, 1 attribute, 5 elements
Defined: | locally witnin OptionalEarlyTerminationAdjustedDates complexType in fpml-ird-5-3.xsd; see XML source
earlyTerminationProvision (defined in Swap complexType) | Parameters specifying provisions relating to the optional and mandatory early terminarion of a swap transaction.
Type: | EarlyTerminationProvision
Content: | complex, 1 attribute, 4 elements
Defined: | locally witnin Swap complexType in fpml-ird-5-3.xsd; see XML source
earlyTerminationProvision (in capFloor) | Parameters specifying provisions relating to the optional and mandatory early terminarion of a CapFloor transaction.
Type: | EarlyTerminationProvision
Content: | complex, 1 attribute, 4 elements
Defined: | locally witnin CapFloor complexType in fpml-ird-5-3.xsd; see XML source
effectiveDate (defined in AgreementAndEffectiveDates.model group) | The date on which the change become effective.
Type: | xsd:date
Content: | simple
Defined: | locally witnin AgreementAndEffectiveDates.model group in fpml-business-events-5-3.xsd; see XML source
effectiveDate (defined in DirectionalLeg complexType) | Specifies the effective date of this leg of the swap.
Type: | AdjustableOrRelativeDate
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin DirectionalLeg complexType in fpml-eq-shared-5-3.xsd; see XML source
effectiveDate (defined in GeneralTerms complexType) | The first day of the term of the trade.
Type: | AdjustableDate2
Content: | complex, 1 attribute, 4 elements
Defined: | locally witnin GeneralTerms complexType in fpml-cd-5-3.xsd; see XML source
effectiveDate (defined in GenericProduct complexType) | The earliest of all the effective dates of all constituent streams.
Type: | AdjustableDate2
Content: | complex, 1 attribute, 4 elements
Defined: | locally witnin GenericProduct complexType in fpml-generic-5-3.xsd; see XML source
effectiveDate (defined in TradeChangeContent complexType) | The date on which the change become effective
Type: | xsd:date
Content: | simple
Defined: | locally witnin TradeChangeContent complexType in fpml-business-events-5-3.xsd; see XML source
effectiveDate (defined in VersionHistory.model group) | Optionally it is possible to specify a version effective date when a versionId is supplied.
Type: | IdentifiedDate
Content: | simple, 1 attribute
Defined: | locally witnin VersionHistory.model group in fpml-shared-5-3.xsd; see XML source
effectiveDate (in calculationPeriodDates) | The first day of the term of the trade.
Type: | AdjustableDate
Content: | complex, 1 attribute, 3 elements
Defined: | locally witnin CalculationPeriodDates complexType in fpml-ird-5-3.xsd; see XML source
effectiveDate (in commodityOption) | The effective date of the Commodity Option Transaction.
Type: | AdjustableOrRelativeDate
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin CommodityAsian.model group in fpml-com-5-3.xsd; see XML source
effectiveDate (in commoditySwap) | Specifies the effective date of this leg of the swap.
Type: | AdjustableOrRelativeDate
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin CommoditySwap complexType in fpml-com-5-3.xsd; see XML source
effectiveDate (in deClear) |
Type: | xsd:date
Content: | simple
Defined: | locally witnin DeClear complexType in fpml-business-events-5-3.xsd; see XML source
effectiveDate (in fxDigitalOption) | Effective date for a forward starting derivative.
Type: | AdjustableOrRelativeDate
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin FxDigitalOption complexType in fpml-fx-5-3.xsd; see XML source
effectiveDate (in fxOption) | Effective date for a forward starting derivative.
Type: | AdjustableOrRelativeDate
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin FxOption complexType in fpml-fx-5-3.xsd; see XML source
effectiveDate (in interestLegCalculationPeriodDates) | Specifies the effective date of the return swap.
Type: | AdjustableOrRelativeDate
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin InterestLegCalculationPeriodDates complexType in fpml-eq-shared-5-3.xsd; see XML source
effectiveDate (in relatedParty defined in Party complexType) | The date on which the relationship begins or began.
Type: | xsd:date
Content: | simple
Defined: | locally witnin PartyRelationship complexType in fpml-shared-5-3.xsd; see XML source
effectiveDate (in tradeDetails) | The earliest of all the effective dates of all constituent streams.
Type: | AdjustableDate2
Content: | complex, 1 attribute, 4 elements
Defined: | locally witnin TradeDetails complexType in fpml-reconciliation-5-3.xsd; see XML source
effectivePrincipalAmount |
Type: | NonNegativeDecimal
Content: | simple
Defined: | locally witnin DailyInterestCalculation complexType in fpml-collateral-processes-5-3.xsd; see XML source
effectiveRate |
Type: | PositiveDecimal
Content: | simple
Defined: | locally witnin DailyInterestCalculation complexType in fpml-collateral-processes-5-3.xsd; see XML source
electingParty | Indicates the party able to choose whether the gas is delivered for a particular period e.g. a swing or interruptible contract.
Type: | PartyReference
Content: | empty, 1 attribute
Defined: | locally witnin GasPhysicalQuantity complexType in fpml-com-5-3.xsd; see XML source
electingPartyReference | Indicates the party able to decide which delivery point within the deliveryPoint is used for delivery.
Type: | PartyReference
Content: | empty, 1 attribute
Defined: | locally witnin ElectricityDelivery complexType in fpml-com-5-3.xsd; see XML source
electricity | The specification of the electricity to be delivered.
Type: | ElectricityProduct
Content: | complex, 2 elements
Defined: | locally witnin ElectricityPhysicalLeg complexType in fpml-com-5-3.xsd; see XML source
electricityPhysicalLeg | Physically settled electricity leg.
Type: | ElectricityPhysicalLeg
Content: | complex, 1 attribute, 10 elements
Defined: | locally witnin CommoditySwap complexType in fpml-com-5-3.xsd; see XML source
element | The name of the element affected.
Type: | xsd:string
Content: | simple
Defined: | locally witnin TradeDifference complexType in fpml-doc-5-3.xsd; see XML source
email | An address on an electronic mail or messaging sysem .
Type: | xsd:normalizedString
Content: | simple
Defined: | locally witnin ContactInformation complexType in fpml-shared-5-3.xsd; see XML source
encodedDescription | Description of the leg amount when represented through an encoded image.
Type: | xsd:base64Binary
Content: | simple
Defined: | locally witnin LegAmount complexType in fpml-eq-shared-5-3.xsd; see XML source
endDate (defined in ObservationSchedule complexType) | The end of the period over which observations are made to determine whether a condition has occurred.
Type: | xsd:date
Content: | simple
Defined: | locally witnin ObservationSchedule complexType in fpml-fx-5-3.xsd; see XML source
endDate (defined in Period.model group) | Date on which this period ends.
Type: | xsd:date
Content: | simple
Defined: | locally witnin Period.model group in fpml-shared-5-3.xsd; see XML source
endDate (defined in PricingInputDates.model group) | The last date for which data is supplied in this pricing input.
Type: | IdentifiedDate
Content: | simple, 1 attribute
Defined: | locally witnin PricingInputDates.model group in fpml-riskdef-5-3.xsd; see XML source
endDate (in observationSchedule) | The end of the period over which observations are made to determine whether a trigger event has occurred.
Type: | xsd:date
Content: | simple
Defined: | locally witnin FxAverageRateObservationSchedule complexType in fpml-fx-5-3.xsd; see XML source
endTerm | Specifies the end term of the simple fra, e.g. 9M.
Type: | Period
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin SimpleFra complexType in fpml-asset-5-3.xsd; see XML source
endTime | Specifies the hour-ending End Time with respect to a range of Settlement Periods.
Type: | OffsetPrevailingTime
Content: | complex, 2 elements
Defined: | locally witnin SettlementPeriods complexType in fpml-com-5-3.xsd; see XML source
endUserException | Specifies whether the trade is not obligated to be cleared via a derivative clearing organization because the "End User Exception" was invoked.
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin PartyTradeInformation complexType in fpml-doc-5-3.xsd; see XML source
entitlementCurrency | TODO
Type: | Currency
Content: | simple, 1 attribute
Defined: | locally witnin OptionDenomination.model group in fpml-option-shared-5-3.xsd; see XML source
entityId | A legal entity identifier (e.g.
Type: | EntityId
Content: | simple, 1 attribute
Defined: | locally witnin LegalEntity complexType in fpml-shared-5-3.xsd; see XML source
entityName | The name of the reference entity.
Type: | EntityName
Content: | simple, 1 attribute
Defined: | locally witnin LegalEntity complexType in fpml-shared-5-3.xsd; see XML source
entityType | Defines the reference entity types corresponding to a list of types in the ISDA First to Default documentation.
Type: | EntityType
Content: | simple, 1 attribute
Defined: | locally witnin ReferencePair complexType in fpml-cd-5-3.xsd; see XML source
entryPoint (in deliveryConditions in gasPhysicalLeg) | The physical or virtual point at which the commodity enters a transportation system.
Type: | CommodityDeliveryPoint
Content: | simple, 1 attribute
Defined: | locally witnin CommodityDeliveryPoints.model group in fpml-com-5-3.xsd; see XML source
entryPoint (in pipeline) | The point at which the oil product will enter the pipeline.
Type: | CommodityDeliveryPoint
Content: | simple, 1 attribute
Defined: | locally witnin OilPipelineDelivery complexType in fpml-com-5-3.xsd; see XML source
equity | Identifies the underlying asset when it is a listed equity.
Type: | EquityAsset
Content: | complex, 1 attribute, 9 elements
Subst.Gr: | may substitute for element underlyingAsset
Defined: | globally in fpml-asset-5-3.xsd; see XML source
Used: | never
equityAmericanExercise | 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.
Type: | EquityAmericanExercise
Content: | complex, 1 attribute, 9 elements
Defined: | locally witnin EquityExerciseValuationSettlement complexType in fpml-eqd-5-3.xsd; see XML source
equityBermudaExercise | 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.
Type: | EquityBermudaExercise
Content: | complex, 1 attribute, 10 elements
Defined: | locally witnin EquityExerciseValuationSettlement complexType in fpml-eqd-5-3.xsd; see XML source
equityEffectiveDate | Effective date for a forward starting option.
Type: | xsd:date
Content: | simple
Defined: | locally witnin EquityDerivativeBase complexType in fpml-eqd-5-3.xsd; see XML source
equityEuropeanExercise | The parameters for defining the expiration date and time for a European style equity option.
Type: | EquityEuropeanExercise
Content: | complex, 1 attribute, 4 elements
Defined: | locally witnin EquityExerciseValuationSettlement complexType in fpml-eqd-5-3.xsd; see XML source
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.
Type: | EquityExerciseValuationSettlement
Content: | complex, 14 elements
Defined: | locally witnin EquityDerivativeBase complexType in fpml-eqd-5-3.xsd; see XML source
equityExercise (in varianceOptionTransactionSupplement) | The parameters for defining how the equity option can be exercised, how it is valued and how it is settled.
Type: | EquityExerciseValuationSettlement
Content: | complex, 14 elements
Defined: | locally witnin VarianceOptionTransactionSupplement complexType in fpml-variance-swaps-5-3.xsd; see XML source
equityExpirationTime | The specific time of day at which the equity option expires.
Type: | BusinessCenterTime
Content: | complex, 2 elements
Defined: | locally witnin EquityExpiration.model group in fpml-eqd-5-3.xsd; see XML source
equityExpirationTimeType | The time of day at which the equity option expires, for example the official closing time of the exchange.
Type: | TimeTypeEnum
Content: | simple
Defined: | locally witnin EquityExpiration.model group in fpml-eqd-5-3.xsd; see XML source
equityForward | A component describing an Equity Forward product.
Type: | EquityForward
Content: | complex, 1 attribute, 19 elements
Subst.Gr: | may substitute for element product
Defined: | globally in fpml-eqd-5-3.xsd; see XML source
Used: | never
equityMultipleExercise (in equityAmericanExercise) | The presence of this element indicates that the option may be exercised on different days.
Type: | EquityMultipleExercise
Content: | complex, 3 elements
Defined: | locally witnin EquityAmericanExercise complexType in fpml-eqd-5-3.xsd; see XML source
equityMultipleExercise (in equityBermudaExercise) | The presence of this element indicates that the option may be exercised on different days.
Type: | EquityMultipleExercise
Content: | complex, 3 elements
Defined: | locally witnin EquityBermudaExercise complexType in fpml-eqd-5-3.xsd; see XML source
equityOption | A component describing an Equity Option product.
Type: | EquityOption
Content: | complex, 1 attribute, 23 elements
Subst.Gr: | may substitute for element product
Defined: | globally in fpml-eqd-5-3.xsd; see XML source
Used: | never
equityOptionTransactionSupplement | A component describing an Equity Option Transaction Supplement.
Type: | EquityOptionTransactionSupplement
Content: | complex, 1 attribute, 28 elements
Subst.Gr: | may substitute for element product
Defined: | globally in fpml-eqd-5-3.xsd; see XML source
Used: | never
equityPremium (defined in EquityDerivativeShortFormBase complexType) | The equity option premium payable by the buyer to the seller.
Type: | EquityPremium
Content: | complex, 1 attribute, 10 elements
Defined: | locally witnin EquityDerivativeShortFormBase complexType in fpml-eqd-5-3.xsd; see XML source
equityPremium (in equityOption) | The equity option premium payable by the buyer to the seller.
Type: | EquityPremium
Content: | complex, 1 attribute, 10 elements
Defined: | locally witnin EquityOption complexType in fpml-eqd-5-3.xsd; see XML source
equityPremium (in varianceOptionTransactionSupplement) | The variance option premium payable by the buyer to the seller.
Type: | EquityPremium
Content: | complex, 1 attribute, 10 elements
Defined: | locally witnin VarianceOptionTransactionSupplement complexType in fpml-variance-swaps-5-3.xsd; see XML source
equitySwapTransactionSupplement | Specifies the structure of the equity swap transaction supplement.
Type: | EquitySwapTransactionSupplement
Content: | complex, 1 attribute, 19 elements
Subst.Gr: | may substitute for element product
Defined: | globally in fpml-return-swaps-5-3.xsd; see XML source
Used: | never
equityValuation | The parameters for defining when valuation of the underlying takes place.
Type: | EquityValuation
Content: | complex, 1 attribute, 9 elements
Defined: | locally witnin EquityExerciseValuationSettlement complexType in fpml-eqd-5-3.xsd; see XML source
escrow | If this element is specified and set to 'true', indicates that physical settlement must take place through the use of an escrow agent.
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin PhysicalSettlementTerms complexType in fpml-cd-5-3.xsd; see XML source
europeanExercise | The parameters for defining the exercise period for a European style option together with any rules governing the notional amount of the underlying which can be exercised on any given exercise date and any associated exercise fees.
Type: | EuropeanExercise
Content: | complex, 1 attribute, 6 elements
Subst.Gr: | may substitute for element exercise
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Used: | never
europeanExercise (in exercise in commodityOption) | The parameters for defining the expiration date and time for a European or Asian style option.
Type: | CommodityEuropeanExercise
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin CommodityExercise complexType in fpml-com-5-3.xsd; see XML source
europeanExercise (in fxDigitalOption) | The parameters for defining the exercise period for an European style option.
Type: | FxEuropeanExercise
Content: | complex, 1 attribute, 4 elements
Defined: | locally witnin FxDigitalOption complexType in fpml-fx-5-3.xsd; see XML source
europeanExercise (in fxOption) | The parameters for defining the exercise period for an European style option.
Type: | FxEuropeanExercise
Content: | complex, 1 attribute, 4 elements
Defined: | locally witnin FxOption complexType in fpml-fx-5-3.xsd; see XML source
europeanExercise (in physicalExercise) | The parameters for defining the expiration date(s) and time(s) for a European style option.
Type: | CommodityPhysicalEuropeanExercise
Content: | complex, 1 attribute, 4 elements
Defined: | locally witnin CommodityPhysicalExercise complexType in fpml-com-5-3.xsd; see XML source
eventActivityReport |
Type: | EventActivityReport
Content: | complex, 3 attributes, 26 elements
Defined: | globally in fpml-reporting-5-3.xsd; see XML source
Used: | never
eventActivityReportAcknowledgement |
Type: | Acknowledgement
Content: | complex, 3 attributes, 9 elements
Defined: | globally in fpml-reporting-5-3.xsd; see XML source
Used: | never
eventActivityReportException |
Type: | Exception
Content: | complex, 3 attributes, 7 elements
Defined: | globally in fpml-reporting-5-3.xsd; see XML source
Used: | never
eventIdentifier (in requestEventStatus) |
Type: | EventIdentifier
Content: | complex, 3 elements
Defined: | locally witnin RequestEventStatus complexType in fpml-msg-5-3.xsd; see XML source
eventIdentifier (in statusItem) | An instance of a unique event identifier.
Type: | EventIdentifier
Content: | complex, 3 elements
Defined: | locally witnin EventStatusItem complexType in fpml-msg-5-3.xsd; see XML source
eventStatusException |
Type: | Exception
Content: | complex, 3 attributes, 7 elements
Defined: | globally in fpml-msg-5-3.xsd; see XML source
Used: | never
eventStatusResponse |
Type: | EventStatusResponse
Content: | complex, 3 attributes, 9 elements
Defined: | globally in fpml-msg-5-3.xsd; see XML source
Used: | never
excessDividendAmount | Determination of Gross Cash Dividend per Share.
Type: | DividendAmountTypeEnum
Content: | simple
Defined: | locally witnin DividendConditions complexType in fpml-eq-shared-5-3.xsd; see XML source
exchangedCurrency1 | This is the first of the two currency flows that define a single leg of a standard foreign exchange transaction.
Type: | Payment
Content: | complex, 2 attributes, 10 elements
Defined: | locally witnin FxCoreDetails.model group in fpml-fx-5-3.xsd; see XML source
exchangedCurrency2 | This is the second of the two currency flows that define a single leg of a standard foreign exchange transaction.
Type: | Payment
Content: | complex, 2 attributes, 10 elements
Defined: | locally witnin FxCoreDetails.model group in fpml-fx-5-3.xsd; see XML source
exchangeId (defined in CommodityReferencePriceFramework.model group) | For those commodities being traded with reference to the price of a listed future, the exchange where that future is listed should be specified here.
Type: | ExchangeId
Content: | simple, 1 attribute
Defined: | locally witnin CommodityReferencePriceFramework.model group in fpml-asset-5-3.xsd; see XML source
exchangeId (defined in CurveInstrument complexType) | Identification of the exchange on which this asset is transacted for the purposes of calculating a contractural payoff.
Type: | ExchangeId
Content: | simple, 1 attribute
Defined: | locally witnin CurveInstrument complexType in fpml-asset-5-3.xsd; see XML source
exchangeId (defined in QuoteLocation.model group) | The exchange (e.g. stock or futures exchange) from which the quote is obtained.
Type: | ExchangeId
Content: | simple, 1 attribute
Defined: | locally witnin QuoteLocation.model group in fpml-asset-5-3.xsd; see XML source
exchangeId (defined in UnderlyingAsset complexType) | Identification of the exchange on which this asset is transacted for the purposes of calculating a contractural payoff.
Type: | ExchangeId
Content: | simple, 1 attribute
Defined: | locally witnin UnderlyingAsset complexType in fpml-asset-5-3.xsd; see XML source
exchangeLookAlike (in equityOptionTransactionSupplement) | For a share option transaction, a flag used to indicate whether the transaction is to be treated as an 'exchange look-alike'.
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin EquityOptionTransactionSupplement complexType in fpml-eqd-5-3.xsd; see XML source
exchangeLookAlike (in varianceOptionTransactionSupplement) | For a share option transaction, a flag used to indicate whether the transaction is to be treated as an 'exchange look-alike'.
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin VarianceOptionTransactionSupplement complexType in fpml-variance-swaps-5-3.xsd; see XML source
exchangeRate | The rate of exchange between the two currencies.
Type: | ExchangeRate
Content: | complex, 6 elements
Defined: | locally witnin FxCoreDetails.model group in fpml-fx-5-3.xsd; see XML source
exchangeTradedContractNearest (in equityOptionTransactionSupplement) | 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.
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin EquityOptionTransactionSupplement complexType in fpml-eqd-5-3.xsd; see XML source
exchangeTradedContractNearest (in rateOfReturn) | References a Contract on the Exchange.
Type: | ExchangeTradedContract
Content: | complex, 1 attribute, 12 elements
Defined: | locally witnin ReturnLegValuation complexType in fpml-eq-shared-5-3.xsd; see XML source
exchangeTradedContractNearest (in variance) | Specification of the exchange traded contract nearest.
Type: | ExchangeTradedContract
Content: | complex, 1 attribute, 12 elements
Defined: | locally witnin Variance complexType in fpml-eq-shared-5-3.xsd; see XML source
exchangeTradedFund | Identifies the underlying asset when it is an exchange-traded fund.
Type: | ExchangeTradedFund
Content: | complex, 1 attribute, 11 elements
Subst.Gr: | may substitute for element underlyingAsset
Defined: | globally in fpml-asset-5-3.xsd; see XML source
Used: | never
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.
Type: | xsd:string
Content: | simple
Defined: | locally witnin DeliverableObligations complexType in fpml-cd-5-3.xsd; see XML source
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.
Type: | xsd:string
Content: | simple
Defined: | locally witnin Obligations complexType in fpml-cd-5-3.xsd; see XML source
excludedReferenceEntity | Excluded reference entity.
Type: | LegalEntity
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin IndexReferenceInformation complexType in fpml-cd-5-3.xsd; see XML source
excludeHolidays | 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.
Type: | CommodityBusinessCalendar
Content: | simple, 1 attribute
Defined: | locally witnin SettlementPeriods complexType in fpml-com-5-3.xsd; see XML source
exclusive |
Type: | xsd:anyType
Content: | any
Defined: | locally witnin FxBoundary complexType in fpml-fx-5-3.xsd; see XML source
executionDateTime (defined in AgreementAndEffectiveDates.model group) | The date and time at which the change was agreed.
Type: | ExecutionDateTime
Content: | simple, 1 attribute
Defined: | locally witnin AgreementAndEffectiveDates.model group in fpml-business-events-5-3.xsd; see XML source
executionDateTime (defined in PartyTradeInformation complexType) | Trade execution date time provided by a central execution facility.
Type: | ExecutionDateTime
Content: | simple, 1 attribute
Defined: | locally witnin PartyTradeInformation complexType in fpml-doc-5-3.xsd; see XML source
executionDateTime (in novation) | The date and time at which the change was agreed.
Type: | ExecutionDateTime
Content: | simple, 1 attribute
Defined: | locally witnin TradeNovationContent complexType in fpml-business-events-5-3.xsd; see XML source
executionType | Used to describe how the trade was executed, e.g. via voice or electronically.
Type: | ExecutionType
Content: | simple, 1 attribute
Defined: | locally witnin PartyTradeInformation complexType in fpml-doc-5-3.xsd; see XML source
executionVenueType | Used to describe the type of venue where trade was executed, e.g via an execution facility or privately.
Type: | ExecutionVenueType
Content: | simple, 1 attribute
Defined: | locally witnin PartyTradeInformation complexType in fpml-doc-5-3.xsd; see XML source
exercise | An placeholder for the actual option exercise definitions.
Type: | Exercise
Content: | empty, 1 attribute
Abstract: | (may not be used directly in instance XML documents)
Subst.Gr: | may be substituted with 3 elements
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Used: | at 8 locations
exercise (in commodityOption) | The parameters for defining how the commodity option can be exercised and how it is settled.
Type: | CommodityExercise
Content: | complex, 10 elements
Defined: | locally witnin CommodityFinancialOption.model group in fpml-com-5-3.xsd; see XML source
exerciseDate |
Type: | xsd:date
Content: | simple
Defined: | locally witnin OptionExercise complexType in fpml-business-events-5-3.xsd; see XML source
exerciseEvent | The adjusted dates associated with an individual swaption exercise date.
Type: | ExerciseEvent
Content: | complex, 1 attribute, 5 elements
Defined: | locally witnin SwaptionAdjustedDates complexType in fpml-ird-5-3.xsd; see XML source
exerciseFee | A fee to be paid on exercise.
Type: | ExerciseFee
Content: | complex, 8 elements
Defined: | locally witnin EuropeanExercise complexType in fpml-shared-5-3.xsd; see XML source
exerciseFeeSchedule (in americanExercise) | The fees associated with an exercise date.
Type: | ExerciseFeeSchedule
Content: | complex, 8 elements
Defined: | locally witnin AmericanExercise complexType in fpml-shared-5-3.xsd; see XML source
exerciseFeeSchedule (in bermudaExercise) | The fees associated with an exercise date.
Type: | ExerciseFeeSchedule
Content: | complex, 8 elements
Defined: | locally witnin BermudaExercise complexType in fpml-shared-5-3.xsd; see XML source
exerciseFrequency | The frequency of subsequent exercise dates in the exercise period following the earliest exercise date.
Type: | Period
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin ExercisePeriod complexType in fpml-ird-5-3.xsd; see XML source
exerciseInNotionalAmount | Specifies the fixed amount by which the option should be exercised expressed as notional amount.
Type: | Money
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin OptionExercise complexType in fpml-business-events-5-3.xsd; see XML source
exerciseInNumberOfOptions | Specifies the fixed amount by which the option should be exercised expressed as number of options.
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin OptionExercise complexType in fpml-business-events-5-3.xsd; see XML source
exerciseInNumberOfUnits | Specifies the fixed amount by which the option should be exercised express as number of units.
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin OptionExercise complexType in fpml-business-events-5-3.xsd; see XML source
exerciseNotice (in cancelableProvision) | Definition of the party to whom notice of exercise should be given.
Type: | ExerciseNotice
Content: | complex, 3 elements
Defined: | locally witnin CancelableProvision complexType in fpml-ird-5-3.xsd; see XML source
exerciseNotice (in extendibleProvision) | Definition of the party to whom notice of exercise should be given.
Type: | ExerciseNotice
Content: | complex, 3 elements
Defined: | locally witnin ExtendibleProvision complexType in fpml-ird-5-3.xsd; see XML source
exerciseNotice (in manualExercise defined in ExerciseProcedure complexType) | Definition of the party to whom notice of exercise should be given.
Type: | ExerciseNotice
Content: | complex, 3 elements
Defined: | locally witnin ManualExercise complexType in fpml-shared-5-3.xsd; see XML source
exerciseNotice (in optionalEarlyTermination defined in OptionalEarlyTermination.model group) | Definition of the party to whom notice of exercise should be given.
Type: | ExerciseNotice
Content: | complex, 3 elements
Defined: | locally witnin OptionalEarlyTermination complexType in fpml-ird-5-3.xsd; see XML source
exerciseNoticePartyReference | The party referenced is the party to which notice of exercise should be given by the buyer.
Type: | PartyReference
Content: | empty, 1 attribute
Defined: | locally witnin ExerciseNotice complexType in fpml-shared-5-3.xsd; see XML source
exerciseProcedure (defined in OptionBaseExtended complexType) | A set of parameters defining procedures associated with the exercise.
Type: | ExerciseProcedure
Content: | complex, 5 elements
Defined: | locally witnin OptionBaseExtended complexType in fpml-option-shared-5-3.xsd; see XML source
exerciseProcedure (in fxDigitalOption) | A set of parameters defining procedures associated with the exercise.
Type: | ExerciseProcedure
Content: | complex, 5 elements
Defined: | locally witnin FxDigitalOption complexType in fpml-fx-5-3.xsd; see XML source
exerciseProcedure (in fxOption) | A set of parameters defining procedures associated with the exercise.
Type: | ExerciseProcedure
Content: | complex, 5 elements
Defined: | locally witnin FxOption complexType in fpml-fx-5-3.xsd; see XML source
exerciseProcedure (in optionExpiry defined in Events.model group) |
Type: | ExerciseProcedureOption
Content: | complex, 2 elements
Defined: | locally witnin OptionExpiry complexType in fpml-business-events-5-3.xsd; see XML source
exerciseProcedure (in swaption) | A set of parameters defining procedures associated with the exercise.
Type: | ExerciseProcedure
Content: | complex, 5 elements
Defined: | locally witnin Swaption complexType in fpml-ird-5-3.xsd; see XML source
exerciseTime |
Type: | xsd:time
Content: | simple
Defined: | locally witnin OptionExercise complexType in fpml-business-events-5-3.xsd; see XML source
exhaustionPoint | Upper bound percentage of the loss that the Tranche can endure, expressed as a decimal.
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin Tranche complexType in fpml-cd-5-3.xsd; see XML source
expectedCollateral (defined in ProposedCollateralResponse complexType) |
Type: | ExpectedCollateralDeliveryReturn
Content: | complex, 2 elements
Defined: | locally witnin ProposedCollateralResponse complexType in fpml-collateral-processes-5-3.xsd; see XML source
expectedCollateral (in requestMargin) | Structure that allows for the definition of collateral that the party making the margin call would prefer to receive or have returned.
Type: | ExpectedCollateral
Content: | complex, 3 elements
Defined: | locally witnin RequestMargin complexType in fpml-collateral-processes-5-3.xsd; see XML source
expectedN | Expected number of trading days.
Type: | xsd:positiveInteger
Content: | simple
Defined: | locally witnin CalculationFromObservation complexType in fpml-eq-shared-5-3.xsd; see XML source
expiration | A time dimension that represents the time to expiration of an option.
Type: | TimeDimension
Content: | complex, 2 elements
Defined: | locally witnin PricingStructureIndex.model group in fpml-riskdef-5-3.xsd; see XML source
expirationDate (defined in ExchangeTradedContract complexType) | The date when the contract expires.
Type: | AdjustableOrRelativeDate
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin ExchangeTradedContract complexType in fpml-asset-5-3.xsd; see XML source
expirationDate (defined in GenericProduct complexType) | For options, the last exercise date of the option.
Type: | AdjustableDate2
Content: | complex, 1 attribute, 4 elements
Defined: | locally witnin GenericProduct complexType in fpml-generic-5-3.xsd; see XML source
expirationDate (defined in ProductExposureCategory.model group) |
Type: | xsd:date
Content: | simple
Defined: | locally witnin ProductExposureCategory.model group in fpml-reporting-5-3.xsd; see XML source
expirationDate (defined in SharedAmericanExercise complexType) | The last day within an exercise period for an American style option.
Type: | AdjustableOrRelativeDate
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin SharedAmericanExercise complexType in fpml-shared-5-3.xsd; see XML source
expirationDate (in americanExercise) | The last day within an exercise period for an American style option.
Type: | AdjustableOrRelativeDate
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin AmericanExercise complexType in fpml-shared-5-3.xsd; see XML source
expirationDate (in equityEuropeanExercise) | The last day within an exercise period for an American style option.
Type: | AdjustableOrRelativeDate
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin EquityEuropeanExercise complexType in fpml-eqd-5-3.xsd; see XML source
expirationDate (in europeanExercise in exercise in commodityOption) | The last day within an exercise period for an American style option.
Type: | AdjustableOrRelativeDate
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin CommodityEuropeanExercise complexType in fpml-com-5-3.xsd; see XML source
expirationDate (in europeanExercise in physicalExercise) | The Expiration Date of a single expiry European-style option or the first Expiration Date of a multiple expiry or daily expiring option.
Type: | AdjustableOrRelativeDate
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin CommodityPhysicalEuropeanExercise complexType in fpml-com-5-3.xsd; see XML source
expirationDate (in europeanExercise) | The last day within an exercise period for an American style option.
Type: | AdjustableOrRelativeDate
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin EuropeanExercise complexType in fpml-shared-5-3.xsd; see XML source
expirationDateOffset | Specifies any offset from the adjusted Calculation Period start date or adjusted Calculation Period end date applicable to each Payment Date.
Type: | DateOffset
Content: | complex, 1 attribute, 4 elements
Defined: | locally witnin CommodityRelativeExpirationDates complexType in fpml-com-5-3.xsd; see XML source
expirationDates (in americanExercise in physicalExercise) | The Expiration Date(s) of an American-style option.
Type: | AdjustableOrRelativeDates
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin CommodityPhysicalAmericanExercise complexType in fpml-com-5-3.xsd; see XML source
expirationDates (in europeanExercise in physicalExercise) | The Expiration Date(s) of a European-style option.
Type: | AdjustableRelativeOrPeriodicDates2
Content: | complex, 1 attribute, 3 elements
Defined: | locally witnin CommodityPhysicalEuropeanExercise complexType in fpml-com-5-3.xsd; see XML source
expirationDateTwo |
Type: | AdjustableOrRelativeDate
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin CalendarSpread complexType in fpml-option-shared-5-3.xsd; see XML source
expirationTime (in americanExercise in exercise in commodityOption) | The specific time of day on which the option expires.
Type: | BusinessCenterTime
Content: | complex, 2 elements
Defined: | locally witnin CommodityAmericanExercise complexType in fpml-com-5-3.xsd; see XML source
expirationTime (in americanExercise in physicalExercise) | The specific time of day at which the option expires.
Type: | PrevailingTime
Content: | complex, 2 elements
Defined: | locally witnin CommodityPhysicalAmericanExercise complexType in fpml-com-5-3.xsd; see XML source
expirationTime (in americanExercise) | The latest time for exercise on expirationDate.
Type: | BusinessCenterTime
Content: | complex, 2 elements
Defined: | locally witnin AmericanExercise complexType in fpml-shared-5-3.xsd; see XML source
expirationTime (in bermudaExercise) | The latest time for exercise on expirationDate.
Type: | BusinessCenterTime
Content: | complex, 2 elements
Defined: | locally witnin BermudaExercise complexType in fpml-shared-5-3.xsd; see XML source
expirationTime (in europeanExercise in exercise in commodityOption) | The specific time of day on which the option expires.
Type: | BusinessCenterTime
Content: | complex, 2 elements
Defined: | locally witnin CommodityEuropeanExercise complexType in fpml-com-5-3.xsd; see XML source
expirationTime (in europeanExercise in physicalExercise) | The specific time of day at which the option expires.
Type: | PrevailingTime
Content: | complex, 2 elements
Defined: | locally witnin CommodityPhysicalEuropeanExercise complexType in fpml-com-5-3.xsd; see XML source
expirationTime (in europeanExercise) | The latest time for exercise on expirationDate.
Type: | BusinessCenterTime
Content: | complex, 2 elements
Defined: | locally witnin EuropeanExercise complexType in fpml-shared-5-3.xsd; see XML source
expirationTimeDetermination | Expiration time determination method.
Type: | DeterminationMethod
Content: | simple, 2 attributes
Defined: | locally witnin EquityExpiration.model group in fpml-eqd-5-3.xsd; see XML source
expireRelativeToEvent | Specifies whether the payment(s) occur relative to the date of a physical event.
Type: | CommodityExpireRelativeToEvent
Content: | simple, 1 attribute
Defined: | locally witnin CommodityRelativeExpirationDates complexType in fpml-com-5-3.xsd; see XML source
expiringLevel | If true this contract will strike off the expiring level of the default exchange traded contract.
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin CalculationFromObservation complexType in fpml-eq-shared-5-3.xsd; see XML source
expiry |
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin OptionExercise complexType in fpml-business-events-5-3.xsd; see XML source
expiryDate (defined in FxDigitalAmericanExercise complexType) | The latest date on which the option can be exercised.
Type: | xsd:date
Content: | simple
Defined: | locally witnin FxDigitalAmericanExercise complexType in fpml-fx-5-3.xsd; see XML source
expiryDate (defined in FxEuropeanExercise complexType) | Represents a standard expiry date as defined for an FX OTC option.
Type: | xsd:date
Content: | simple
Defined: | locally witnin FxEuropeanExercise complexType in fpml-fx-5-3.xsd; see XML source
expiryTime (defined in FxDigitalAmericanExercise complexType) | Time at which the option expires on the expiry date.
Type: | BusinessCenterTime
Content: | complex, 2 elements
Defined: | locally witnin FxDigitalAmericanExercise complexType in fpml-fx-5-3.xsd; see XML source
expiryTime (defined in FxEuropeanExercise complexType) | Time at which the option expires on the expiry date.
Type: | BusinessCenterTime
Content: | complex, 2 elements
Defined: | locally witnin FxEuropeanExercise complexType in fpml-fx-5-3.xsd; see XML source
expiryTime (defined in QuotationCharacteristics.model group) | When does the quote cease to be valid.
Type: | xsd:dateTime
Content: | simple
Defined: | locally witnin QuotationCharacteristics.model group in fpml-asset-5-3.xsd; see XML source
expiryTimestamp | The date and time (on the source system) when this message instance will be considered expired.
Type: | xsd:dateTime
Content: | simple
Defined: | locally witnin MessageHeader.model group in fpml-msg-5-3.xsd; see XML source
exposedPartyReference | The party that is exposed.
Type: | PartyReference
Content: | empty, 1 attribute
Defined: | locally witnin MarkToMarketExposureParty.model group in fpml-collateral-processes-5-3.xsd; see XML source
exposure (defined in ReportedExposure complexType) | Sub-divisions of this total expsoure.
Type: | ReportedExposure
Content: | complex, 29 elements
Defined: | locally witnin ReportedExposure complexType in fpml-reporting-5-3.xsd; see XML source
exposure (in exposureReport) | A specific exposure record (which may include more details in the form of sub-records.
Type: | ReportedExposure
Content: | complex, 29 elements
Defined: | locally witnin ExposureReport complexType in fpml-reporting-5-3.xsd; see XML source
exposure (in markToMarket) |
Type: | Exposure
Content: | complex, 3 elements
Defined: | locally witnin MarkToMarket complexType in fpml-collateral-processes-5-3.xsd; see XML source
exposureAmount |
Type: | Money
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin Exposure complexType in fpml-collateral-processes-5-3.xsd; see XML source
exposureReport |
Type: | ExposureReport
Content: | complex, 3 attributes, 14 elements
Defined: | globally in fpml-reporting-5-3.xsd; see XML source
Used: | never
exposureReportAcknowledgement |
Type: | Acknowledgement
Content: | complex, 3 attributes, 9 elements
Defined: | globally in fpml-reporting-5-3.xsd; see XML source
Used: | never
exposureReportException |
Type: | Exception
Content: | complex, 3 attributes, 7 elements
Defined: | globally in fpml-reporting-5-3.xsd; see XML source
Used: | never
exposureType |
Type: | ExposureType
Content: | simple, 1 attribute
Defined: | locally witnin ProductExposureCategory.model group in fpml-reporting-5-3.xsd; see XML source
extendibleProvision | 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.
Type: | ExtendibleProvision
Content: | complex, 8 elements
Defined: | locally witnin Swap complexType in fpml-ird-5-3.xsd; see XML source
extendibleProvisionAdjustedDates | The adjusted dates associated with an extendible provision.
Type: | ExtendibleProvisionAdjustedDates
Content: | complex, 1 element
Defined: | locally witnin ExtendibleProvision complexType in fpml-ird-5-3.xsd; see XML source
extensionEvent | The adjusted dates associated with a single extendible exercise date.
Type: | ExtensionEvent
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin ExtendibleProvisionAdjustedDates complexType in fpml-ird-5-3.xsd; see XML source
extraElement | Element(s) that are extraneous in the other object.
Type: | xsd:string
Content: | simple
Defined: | locally witnin TradeDifference complexType in fpml-doc-5-3.xsd; see XML source
extraOrdinaryDividends | Reference to the party which determines if dividends are extraordinary in relation to normal levels.
Type: | PartyReference
Content: | empty, 1 attribute
Defined: | locally witnin DividendConditions complexType in fpml-eq-shared-5-3.xsd; see XML source
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.
Type: | ExtraordinaryEvents
Content: | complex, 13 elements
Defined: | locally witnin EquityDerivativeLongFormBase complexType in fpml-eqd-5-3.xsd; see XML source
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.
Type: | ExtraordinaryEvents
Content: | complex, 13 elements
Defined: | locally witnin NettedSwapBase complexType in fpml-eq-shared-5-3.xsd; see XML source
extraordinaryEvents (in equityOptionTransactionSupplement) | A component to contain elements that represent an extraordinary event.
Type: | ExtraordinaryEvents
Content: | complex, 13 elements
Defined: | locally witnin EquityOptionTransactionSupplement complexType in fpml-eqd-5-3.xsd; see XML source
extraordinaryEvents (in equitySwapTransactionSupplement) | Where the underlying is shares, specifies events affecting the issuer of those shares that may require the terms of the transaction to be adjusted.
Type: | ExtraordinaryEvents
Content: | complex, 13 elements
Defined: | locally witnin EquitySwapTransactionSupplement complexType in fpml-return-swaps-5-3.xsd; see XML source
extraordinaryEvents (in returnSwap) | Where the underlying is shares, specifies events affecting the issuer of those shares that may require the terms of the transaction to be adjusted.
Type: | ExtraordinaryEvents
Content: | complex, 13 elements
Defined: | locally witnin ReturnSwap complexType in fpml-eq-shared-5-3.xsd; see XML source
extrapolationPermitted |
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin TermCurve complexType in fpml-mktenv-5-3.xsd; see XML source
faceAmount | Specifies the total amount of the issue.
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin Bond complexType in fpml-asset-5-3.xsd; see XML source
facilityType | The type of loan facility (letter of credit, revolving, ...).
Type: | FacilityType
Content: | simple, 1 attribute
Defined: | locally witnin Loan complexType in fpml-asset-5-3.xsd; see XML source
factoredCalculationAmount |
Type: | Money
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin IndexChange complexType in fpml-business-events-5-3.xsd; see XML source
failureToDeliver (defined in ExtraordinaryEvents complexType) | If true, failure to deliver is applicable.
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin ExtraordinaryEvents complexType in fpml-eq-shared-5-3.xsd; see XML source
failureToDeliver (in additionalDisruptionEvents) | 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.
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin AdditionalDisruptionEvents complexType in fpml-eq-shared-5-3.xsd; see XML source
failureToPay |
Type: | FailureToPayEvent
Content: | empty
Subst.Gr: | may substitute for element creditEvent
Defined: | globally in fpml-credit-event-notification-5-3.xsd; see XML source
Used: | never
failureToPay (defined in CreditEvents complexType) | A credit event.
Type: | FailureToPay
Content: | complex, 3 elements
Defined: | locally witnin CreditEvents complexType in fpml-option-shared-5-3.xsd; see XML source
failureToPayInterest | A credit event.
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin CreditEvents complexType in fpml-option-shared-5-3.xsd; see XML source
failureToPayPrincipal (defined in CreditEvents complexType) | A credit event.
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin CreditEvents complexType in fpml-option-shared-5-3.xsd; see XML source
failureToPayPrincipal (in floatingAmountEvents) | A floating rate payment event.
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin FloatingAmountEvents complexType in fpml-cd-5-3.xsd; see XML source
fallback | Disruption fallback that applies to the trade.
Type: | DisruptionFallback
Content: | simple, 1 attribute
Defined: | locally witnin SequencedDisruptionFallback complexType in fpml-com-5-3.xsd; see XML source
fallbackBondApplicable | The applicability of a fallback bond as defined in the 2006 ISDA Inflation Derivatives Definitions, sections 1.3 and 1.8.
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin InflationRateCalculation complexType in fpml-ird-5-3.xsd; see XML source
fallbackExercise | If fallback exercise is specified then the notional amount of the underlying swap, not previously exercised under the swaption, will be automatically exercised at the expiration time on the expiration date if at such time the buyer is in-the-money, provided that the difference between the settlement rate and the fixed rate under the relevant underlying swap is not less than one tenth of a percentage point (0.10% or 0.001).
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin ManualExercise complexType in fpml-shared-5-3.xsd; see XML source
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.
Type: | Underlyer
Content: | complex, 2 elements
Defined: | locally witnin CommodityMarketDisruption complexType in fpml-com-5-3.xsd; see XML source
fallbackReferencePrice (in priceSourceDisruption) | The method, prioritzed by the order it is listed in this element, to get a replacement rate for the disrupted settlement rate option.
Type: | FallbackReferencePrice
Content: | complex, 4 elements
Defined: | locally witnin PriceSourceDisruption complexType in fpml-ird-5-3.xsd; see XML source
fallbackSettlementRateOption | This settlement rate option will be used in its place.
Type: | SettlementRateOption
Content: | simple, 1 attribute
Defined: | locally witnin FallbackReferencePrice complexType in fpml-ird-5-3.xsd; see XML source
fallbackSurveyValuationPostponenment | Request rate quotes from the market.
Type: | Empty
Content: | empty
Defined: | locally witnin FallbackReferencePrice complexType in fpml-ird-5-3.xsd; see XML source
farLeg | The FX transaction with the latest value date.
Type: | FxSwapLeg
Content: | complex, 1 attribute, 9 elements
Defined: | locally witnin FxSwap complexType in fpml-fx-5-3.xsd; see XML source
feature (defined in Feature.model group) | Asian, Barrier, Knock and Pass Through features.
Type: | OptionFeatures
Content: | complex, 5 elements
Defined: | locally witnin Feature.model group in fpml-eq-shared-5-3.xsd; see XML source
feature (defined in OptionBaseExtended complexType) | An Option feature such as quanto, asian, barrier, knock.
Type: | OptionFeature
Content: | complex, 6 elements
Defined: | locally witnin OptionBaseExtended complexType in fpml-option-shared-5-3.xsd; see XML source
featurePayment | The feature payment.
Type: | FeaturePayment
Content: | complex, 1 attribute, 9 elements
Defined: | locally witnin TriggerEvent complexType in fpml-option-shared-5-3.xsd; see XML source
featurePaymentDate | The feature payment date.
Type: | AdjustableOrRelativeDate
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin FeaturePayment complexType in fpml-option-shared-5-3.xsd; see XML source
features (in fxOption) | Describes additional features within the option.
Type: | FxOptionFeatures
Content: | complex, 3 elements
Defined: | locally witnin FxOption complexType in fpml-fx-5-3.xsd; see XML source
features (in termDeposit) | An optional container that hold additional features of the deposit (e.g.
Type: | TermDepositFeatures
Content: | complex, 1 element
Defined: | locally witnin TermDeposit complexType in fpml-fx-5-3.xsd; see XML source
feeAmount | The amount of fee to be paid on exercise.
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin ExerciseFee complexType in fpml-shared-5-3.xsd; see XML source
feeAmountSchedule | The exercise fee amount schedule.
Type: | AmountSchedule
Content: | complex, 1 attribute, 3 elements
Defined: | locally witnin ExerciseFeeSchedule complexType in fpml-shared-5-3.xsd; see XML source
feeLeg (defined in CreditDefaultSwap complexType) | This element contains all the terms relevant to defining the fixed amounts/payments per the applicable ISDA definitions.
Type: | FeeLeg
Content: | complex, 1 attribute, 7 elements
Defined: | locally witnin CreditDefaultSwap complexType in fpml-cd-5-3.xsd; see XML source
feeLeg (defined in LimitedCreditDefaultSwap complexType) | This element contains all the terms relevant to defining the fixed amounts/payments per the applicable ISDA definitions.
Type: | FeeLeg
Content: | complex, 1 attribute, 7 elements
Defined: | locally witnin LimitedCreditDefaultSwap complexType in fpml-cd-5-3.xsd; see XML source
feePaymentDate (defined in ExerciseFeeSchedule complexType) | The date on which exercise fee(s) will be paid.
Type: | RelativeDateOffset
Content: | complex, 1 attribute, 8 elements
Defined: | locally witnin ExerciseFeeSchedule complexType in fpml-shared-5-3.xsd; see XML source
feePaymentDate (in exerciseFee) | The date on which exercise fee(s) will be paid.
Type: | RelativeDateOffset
Content: | complex, 1 attribute, 8 elements
Defined: | locally witnin ExerciseFee complexType in fpml-shared-5-3.xsd; see XML source
feeRate | A fee represented as a percentage of some referenced notional.
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin ExerciseFee complexType in fpml-shared-5-3.xsd; see XML source
feeRateSchedule | The exercise free rate schedule.
Type: | Schedule
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin ExerciseFeeSchedule complexType in fpml-shared-5-3.xsd; see XML source
finalCalculationPeriodDateAdjustment | Business date convention adjustment to final payment period per leg (swapStream) upon exercise event.
Type: | FinalCalculationPeriodDateAdjustment
Content: | complex, 3 elements
Defined: | locally witnin CancelableProvision complexType in fpml-ird-5-3.xsd; see XML source
finalExchange | A true/false flag to indicate whether there is a final exchange of principal on the termination date.
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin PrincipalExchanges complexType in fpml-shared-5-3.xsd; see XML source
finalRateRounding | The rounding convention to apply to the final rate used in determination of a calculation period amount.
Type: | Rounding
Content: | complex, 2 elements
Defined: | locally witnin FloatingRateCalculation complexType in fpml-shared-5-3.xsd; see XML source
finalStub (in stubCalculationPeriod) |
Type: | Stub
Content: | complex, 5 elements
Defined: | locally witnin StubCalculationPeriod complexType in fpml-eq-shared-5-3.xsd; see XML source
finalStub (in stubCalculationPeriodAmount) | Specifies how the final stub amount is calculated.
Type: | StubValue
Content: | complex, 3 elements
Defined: | locally witnin StubCalculationPeriodAmount complexType in fpml-ird-5-3.xsd; see XML source
finesPassingScreen |
Type: | CoalAttributeDecimal
Content: | complex, 2 elements
Defined: | locally witnin CommodityCoalProperties.model group in fpml-com-5-3.xsd; see XML source
firm | Indicates under what condtitions the Parties' delivery obligations apply.
Type: | ElectricityDeliveryFirm
Content: | complex, 1 element
Defined: | locally witnin ElectricityDeliveryType complexType in fpml-com-5-3.xsd; see XML source
firstCompoundingPeriodEndDate | The end date of the initial compounding period when compounding is applicable.
Type: | xsd:date
Content: | simple
Defined: | locally witnin CalculationPeriodDates complexType in fpml-ird-5-3.xsd; see XML source
firstName | Given name, such as John or Mary.
Type: | xsd:normalizedString
Content: | simple
Defined: | locally witnin Person complexType in fpml-shared-5-3.xsd; see XML source
firstNotionalStepDate | Effective date of the first change in notional (i.e. a calculation period start date).
Type: | xsd:date
Content: | simple
Defined: | locally witnin NotionalStepRule complexType in fpml-ird-5-3.xsd; see XML source
firstObservationDateOffset | The interval between the start of each lagDuration and the start of each respective calculation period.
Type: | Period
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin Lag complexType in fpml-com-5-3.xsd; see XML source
firstPaymentDate (in paymentDates defined in InterestRateStream complexType) | The first unadjusted payment date.
Type: | xsd:date
Content: | simple
Defined: | locally witnin PaymentDates complexType in fpml-ird-5-3.xsd; see XML source
firstPaymentDate (in periodicPayment) | The first unadjusted fixed rate payer payment date.
Type: | xsd:date
Content: | simple
Defined: | locally witnin PeriodicPayment complexType in fpml-cd-5-3.xsd; see XML source
firstPeriodStartDate (in calculationPeriodDates) | The start date of the calculation period if the date falls before the effective date.
Type: | AdjustableDate
Content: | complex, 1 attribute, 3 elements
Defined: | locally witnin CalculationPeriodDates complexType in fpml-ird-5-3.xsd; see XML source
firstPeriodStartDate (in novation) | Element that is used to be able to make sense of the “new transaction” without requiring reference back to the “old transaction”.
Type: | FirstPeriodStartDate
Content: | simple, 1 attribute
Defined: | locally witnin TradeNovationContent complexType in fpml-business-events-5-3.xsd; see XML source
firstPeriodStartDate (in periodicPayment) | The start date of the initial calculation period if such date is not equal to the trade’s effective date.
Type: | xsd:date
Content: | simple
Defined: | locally witnin PeriodicPayment complexType in fpml-cd-5-3.xsd; see XML source
firstRegularPeriodStartDate | The start date of the regular part of the calculation period schedule.
Type: | xsd:date
Content: | simple
Defined: | locally witnin CalculationPeriodDates complexType in fpml-ird-5-3.xsd; see XML source
fixedAmount (in periodicPayment) | A fixed payment amount.
Type: | Money
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin PeriodicPayment complexType in fpml-cd-5-3.xsd; see XML source
fixedAmount (in singlePayment) | A fixed payment amount.
Type: | Money
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin SinglePayment complexType in fpml-cd-5-3.xsd; see XML source
fixedAmountCalculation | This element contains all the terms relevant to calculating a fixed amount where the fixed amount is calculated by reference to a per annum fixed rate.
Type: | FixedAmountCalculation
Content: | complex, 3 elements
Defined: | locally witnin PeriodicPayment complexType in fpml-cd-5-3.xsd; see XML source
fixedLeg (in commodityForward) | The fixed leg of a Commodity Forward Transaction
Type: | NonPeriodicFixedPriceLeg
Content: | complex, 1 attribute, 10 elements
Defined: | locally witnin CommodityForward complexType in fpml-com-5-3.xsd; see XML source
fixedLeg (in commoditySwap) | Fixed Price Leg.
Type: | FixedPriceLeg
Content: | complex, 1 attribute, 26 elements
Defined: | locally witnin CommoditySwap complexType in fpml-com-5-3.xsd; see XML source
fixedLeg (in dividendSwapTransactionSupplement) | Fixed payment leg.
Type: | FixedPaymentLeg
Content: | complex, 1 attribute, 8 elements
Defined: | locally witnin DividendSwapTransactionSupplement complexType in fpml-dividend-swaps-5-3.xsd; see XML source
fixedPayment | Fixed payment of a dividend swap, payment date is relative to a dividend period payment date.
Type: | FixedPaymentAmount
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin FixedPaymentLeg complexType in fpml-dividend-swaps-5-3.xsd; see XML source
fixedPaymentAmount | A known fixed payment amount.
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin PaymentCalculationPeriod complexType in fpml-ird-5-3.xsd; see XML source
fixedPrice (in fixedLeg in commodityForward) | Fixed price on which fixed payments are based.
Type: | FixedPrice
Content: | complex, 1 attribute, 3 elements
Defined: | locally witnin NonPeriodicFixedPriceLeg complexType in fpml-com-5-3.xsd; see XML source
fixedPrice (in fixedLeg in commoditySwap) | Fixed price on which fixed payments are based.
Type: | FixedPrice
Content: | complex, 1 attribute, 3 elements
Defined: | locally witnin CommodityFixedPrice.model group in fpml-com-5-3.xsd; see XML source
fixedPriceSchedule | Allows the specification of a Fixed Price that varies over the life of the trade.
Type: | CommodityFixedPriceSchedule
Content: | complex, 7 elements
Defined: | locally witnin CommodityFixedPrice.model group in fpml-com-5-3.xsd; see XML source
fixedPriceStep | The Fixed Price for a given Calculation Period during the life of the trade.
Type: | FixedPrice
Content: | complex, 1 attribute, 3 elements
Defined: | locally witnin CommodityFixedPriceSchedule complexType in fpml-com-5-3.xsd; see XML source
fixedRate (defined in InterestAccrualsMethod complexType) | The calculation period fixed rate.
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin InterestAccrualsMethod complexType in fpml-shared-5-3.xsd; see XML source
fixedRate (defined in TradeUnderlyer complexType) | The fixed rate or fixed rate schedule expressed as explicit fixed rates and dates.
Type: | Schedule
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin TradeUnderlyer complexType in fpml-reconciliation-5-3.xsd; see XML source
fixedRate (in calculationPeriod in paymentCalculationPeriod) | The calculation period fixed rate.
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin CalculationPeriod complexType in fpml-ird-5-3.xsd; see XML source
fixedRate (in fixedAmountCalculation) | The calculation period fixed rate.
Type: | FixedRate
Content: | simple, 1 attribute
Defined: | locally witnin FixedAmountCalculation complexType in fpml-cd-5-3.xsd; see XML source
fixedRate (in fra) | The calculation period fixed rate.
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin Fra complexType in fpml-ird-5-3.xsd; see XML source
fixedRate (in termDeposit) | The calculation period fixed rate.
Type: | PositiveDecimal
Content: | simple
Defined: | locally witnin TermDeposit complexType in fpml-fx-5-3.xsd; see XML source
fixedRate (in underlyer defined in GenericProduct complexType) | The fixed rate or fixed rate schedule expressed as explicit fixed rates and dates.
Type: | Schedule
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin TradeUnderlyer2 complexType in fpml-generic-5-3.xsd; see XML source
fixedRateSchedule | The fixed rate or fixed rate schedule expressed as explicit fixed rates and dates.
Type: | Schedule
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin Calculation complexType in fpml-ird-5-3.xsd; see XML source
fixedRateStepReference | Reference to the fixed rate schedule's step in order to identify the calculation period fixed rate.
Type: | StepReference
Content: | empty, 1 attribute
Defined: | locally witnin CashflowCalculationPeriod complexType in fpml-reconciliation-5-3.xsd; see XML source
fixedSettlement | Used for Recovery Lock, to indicate whether fixed Settlement is Applicable or Not Applicable.
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin CashSettlementTerms complexType in fpml-cd-5-3.xsd; see XML source
fixedStrike | Fixed strike.
Type: | PositiveDecimal
Content: | simple
Defined: | locally witnin DividendPeriodPayment complexType in fpml-dividend-swaps-5-3.xsd; see XML source
fixing | Specifies the source for and timing of a fixing of an exchange rate.
Type: | FxFixing
Content: | complex, 3 elements
Defined: | locally witnin FxCashSettlement complexType in fpml-shared-5-3.xsd; see XML source
fixingDate (in dualCurrency) | The date on which the decion on delivery currency will be made.
Type: | xsd:date
Content: | simple
Defined: | locally witnin DualCurrencyFeature complexType in fpml-fx-5-3.xsd; see XML source
fixingDate (in fixing) | Describes the specific date when a non-deliverable forward or cash-settled option will "fix" against a particular rate, which will be used to compute the ultimate cash settlement.
Type: | xsd:date
Content: | simple
Defined: | locally witnin FxFixing complexType in fpml-shared-5-3.xsd; see XML source
fixingDateOffset | Specifies the fixing date relative to the reset date in terms of a business days offset and an associated set of financial business centers.
Type: | RelativeDateOffset
Content: | complex, 1 attribute, 8 elements
Defined: | locally witnin Fra complexType in fpml-ird-5-3.xsd; see XML source
fixingDates (in interestLegResetDates) | Specifies the fixing date relative to the reset date in terms of a business days offset, or by providing a series of adjustable dates.
Type: | AdjustableDatesOrRelativeDateOffset
Content: | complex, 2 elements
Defined: | locally witnin InterestLegResetDates complexType in fpml-eq-shared-5-3.xsd; see XML source
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.
Type: | RelativeDateOffset
Content: | complex, 1 attribute, 8 elements
Defined: | locally witnin ResetDates complexType in fpml-ird-5-3.xsd; see XML source
fixingTime (defined in CommodityFx complexType) | The time at which the spot currency exchange rate will be observed.
Type: | BusinessCenterTime
Content: | complex, 2 elements
Defined: | locally witnin CommodityFx complexType in fpml-com-5-3.xsd; see XML source
fixingTime (defined in FxSpotRateSource complexType) | The time at which the spot currency exchange rate will be observed.
Type: | BusinessCenterTime
Content: | complex, 2 elements
Defined: | locally witnin FxSpotRateSource complexType in fpml-shared-5-3.xsd; see XML source
fixingTime (in asian in features in fxOption) | The time at which the spot currency exchange rate will be observed.
Type: | BusinessCenterTime
Content: | complex, 2 elements
Defined: | locally witnin FxAsianFeature complexType in fpml-fx-5-3.xsd; see XML source
fixingTime (in dualCurrency) | Time at which the option expires on the expiry date.
Type: | BusinessCenterTime
Content: | complex, 2 elements
Defined: | locally witnin DualCurrencyFeature complexType in fpml-fx-5-3.xsd; see XML source
flatRate | 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.
Type: | FlatRateEnum
Content: | simple
Defined: | locally witnin CommodityFreightFlatRate.model group in fpml-com-5-3.xsd; see XML source
flatRateAmount | If flatRate is set to "Fixed", the actual value of the Flat Rate.
Type: | NonNegativeMoney
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin CommodityFreightFlatRate.model group in fpml-com-5-3.xsd; see XML source
floatingAmountEvents | This element contains the ISDA terms relating to the floating rate payment events and the implied additional fixed payments, applicable to the credit derivatives transactions on mortgage-backed securities with pay-as-you-go or physical settlement.
Type: | FloatingAmountEvents
Content: | complex, 6 elements
Defined: | locally witnin ProtectionTerms complexType in fpml-cd-5-3.xsd; see XML source
floatingAmountProvisions | Specifies the floating amount provisions associated with the floatingAmountEvents.
Type: | FloatingAmountProvisions
Content: | complex, 2 elements
Defined: | locally witnin FloatingAmountEvents complexType in fpml-cd-5-3.xsd; see XML source
floatingLeg | Floating Price leg.
Type: | FloatingPriceLeg
Content: | complex, 1 attribute, 22 elements
Defined: | locally witnin CommoditySwap complexType in fpml-com-5-3.xsd; see XML source
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.
Type: | FloatingRate
Content: | complex, 1 attribute, 7 elements
Defined: | locally witnin StubValue complexType in fpml-shared-5-3.xsd; see XML source
floatingRate (defined in TradeUnderlyer complexType) | A floating rate.
Type: | FloatingRate
Content: | complex, 1 attribute, 7 elements
Defined: | locally witnin TradeUnderlyer complexType in fpml-reconciliation-5-3.xsd; see XML source
floatingRate (in underlyer defined in GenericProduct complexType) | A floating rate.
Type: | FloatingRate
Content: | complex, 1 attribute, 7 elements
Defined: | locally witnin TradeUnderlyer2 complexType in fpml-generic-5-3.xsd; see XML source
floatingRateCalculation | A floating rate calculation definition.
Type: | FloatingRateCalculation
Content: | complex, 1 attribute, 11 elements
Subst.Gr: | may substitute for element rateCalculation
Defined: | globally in fpml-ird-5-3.xsd; see XML source
Used: | never
floatingRateCalculation (defined in InterestAccrualsMethod complexType) | The floating rate calculation definitions
Type: | FloatingRateCalculation
Content: | complex, 1 attribute, 11 elements
Defined: | locally witnin InterestAccrualsMethod complexType in fpml-shared-5-3.xsd; see XML source
floatingRateDefinition | The floating rate reset information for the calculation period.
Type: | FloatingRateDefinition
Content: | complex, 6 elements
Defined: | locally witnin CalculationPeriod complexType in fpml-ird-5-3.xsd; see XML source
floatingRateIndex (defined in FloatingRateIndex.model group) |
Type: | FloatingRateIndex
Content: | simple, 1 attribute
Defined: | locally witnin FloatingRateIndex.model group in fpml-shared-5-3.xsd; see XML source
floatingRateIndex (defined in ForecastRateIndex complexType) | The ISDA Floating Rate Option, i.e. the floating rate index.
Type: | FloatingRateIndex
Content: | simple, 1 attribute
Defined: | locally witnin ForecastRateIndex complexType in fpml-shared-5-3.xsd; see XML source
floatingRateIndex (in fra) |
Type: | FloatingRateIndex
Content: | simple, 1 attribute
Defined: | locally witnin Fra complexType in fpml-ird-5-3.xsd; see XML source
floatingRateIndex (in rateIndex) |
Type: | FloatingRateIndex
Content: | simple, 1 attribute
Defined: | locally witnin RateIndex complexType in fpml-asset-5-3.xsd; see XML source
floatingRateMultiplier | A rate multiplier to apply to the floating rate.
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin FloatingRateDefinition complexType in fpml-ird-5-3.xsd; see XML source
floatingRateMultiplierSchedule | A rate multiplier or multiplier schedule to apply to the floating rate.
Type: | Schedule
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin FloatingRate complexType in fpml-shared-5-3.xsd; see XML source
floorRate | The floor rate, if any, which applies to the floating rate for the calculation period.
Type: | Strike
Content: | complex, 1 attribute, 3 elements
Defined: | locally witnin FloatingRateDefinition complexType in fpml-ird-5-3.xsd; see XML source
floorRateSchedule | The floor rate or floor rate schedule, if any, which applies to the floating rate.
Type: | StrikeSchedule
Content: | complex, 1 attribute, 4 elements
Defined: | locally witnin FloatingRate complexType in fpml-shared-5-3.xsd; see XML source
floorValue | The floor rate or price, if any, which applies to the floating rate for the calculation period.
Type: | Strike
Content: | complex, 1 attribute, 3 elements
Defined: | locally witnin CashflowFixing complexType in fpml-reconciliation-5-3.xsd; see XML source
fluid | The temperature at which the ash cone flattens.
Type: | CoalAttributeDecimal
Content: | complex, 2 elements
Defined: | locally witnin CommodityCoalReducingAtmosphere.model group in fpml-com-5-3.xsd; see XML source
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.
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin ExerciseProcedure complexType in fpml-shared-5-3.xsd; see XML source
followUpConfirmation (in cancelableProvision) | A flag to indicate whether follow-up confirmation of exercise (written or electronic) is required following telephonic notice by the buyer to the seller or seller's agent.
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin CancelableProvision complexType in fpml-ird-5-3.xsd; see XML source
followUpConfirmation (in extendibleProvision) | A flag to indicate whether follow-up confirmation of exercise (written or electronic) is required following telephonic notice by the buyer to the seller or seller's agent.
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin ExtendibleProvision complexType in fpml-ird-5-3.xsd; see XML source
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.
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin OptionalEarlyTermination complexType in fpml-ird-5-3.xsd; see XML source
forceMajeure | If true, indicates that the buyer and seller should be excused of their delivery obligations when such performance is prevented by Force Majeure.
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin ElectricityDeliveryFirm complexType in fpml-com-5-3.xsd; see XML source
forceMatch | An optional reference to a position supplied by the matching party that is known to match this one.
Type: | PositionReference
Content: | complex, 2 elements
Defined: | locally witnin DefinePosition complexType in fpml-reconciliation-5-3.xsd; see XML source
forecastAmount | The amount representing the forecast of the accrued value of the calculation period.
Type: | Money
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin CalculationPeriod complexType in fpml-ird-5-3.xsd; see XML source
forecastCurrencyYieldCurve |
Type: | PricingStructureReference
Content: | empty, 1 attribute
Defined: | locally witnin FxCurveValuation complexType in fpml-mktenv-5-3.xsd; see XML source
forecastPaymentAmount | A monetary amount representing the forecast of the future value of the payment.
Type: | Money
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin PaymentCalculationPeriod complexType in fpml-ird-5-3.xsd; see XML source
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
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin RateObservation complexType in fpml-shared-5-3.xsd; see XML source
forecastRate (in calculationPeriod in paymentCalculationPeriod) | A value representing the forecast rate used to calculate the forecast future value of the accrual period.
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin CalculationPeriod complexType in fpml-ird-5-3.xsd; see XML source
forecastRateIndex |
Type: | ForecastRateIndex
Content: | complex, 2 elements
Defined: | locally witnin YieldCurveCharacteristics.model group in fpml-mktenv-5-3.xsd; see XML source
foreignOwnershipEvent | If true, then foreign ownership event is applicable.
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin AdditionalDisruptionEvents complexType in fpml-eq-shared-5-3.xsd; see XML source
formula (defined in InterestRateStream complexType) | An interest rate derivative formula.
Type: | Formula
Content: | complex, 3 elements
Defined: | locally witnin InterestRateStream complexType in fpml-ird-5-3.xsd; see XML source
formula (defined in LegAmount complexType) | Specifies a formula, with its description and components.
Type: | Formula
Content: | complex, 3 elements
Defined: | locally witnin LegAmount complexType in fpml-eq-shared-5-3.xsd; see XML source
formula (in additionalPaymentAmount) | Specifies a formula, with its description and components.
Type: | Formula
Content: | complex, 3 elements
Defined: | locally witnin AdditionalPaymentAmount complexType in fpml-eq-shared-5-3.xsd; see XML source
formula (in formulaComponent) | Additional formulas required to describe this component
Type: | Formula
Content: | complex, 3 elements
Defined: | locally witnin FormulaComponent complexType in fpml-shared-5-3.xsd; see XML source
formula (in sensitivityDefinition) | A formula defining how to compute the derivative from the partial derivatives.
Type: | DerivativeFormula
Content: | complex, 2 elements
Defined: | locally witnin ComputedDerivative.model group in fpml-riskdef-5-3.xsd; see XML source
formulaComponent | Elements describing the components of the formula.
Type: | FormulaComponent
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin Formula complexType in fpml-shared-5-3.xsd; see XML source
formulaDescription | Text description of the formula
Type: | xsd:string
Content: | simple
Defined: | locally witnin Formula complexType in fpml-shared-5-3.xsd; see XML source
forwardCurve | A curve of forward rates.
Type: | ForwardRateCurve
Content: | complex, 2 elements
Defined: | locally witnin YieldCurveValuation complexType in fpml-mktenv-5-3.xsd; see XML source
forwardPoints (in crossRate) | An optional element used for deals consumated in the FX Forwards market.
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin CrossRate complexType in fpml-fx-5-3.xsd; see XML source
forwardPoints (in exchangeRate) | An optional element used for deals consumated in the FX Forwards market.
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin ExchangeRate complexType in fpml-fx-5-3.xsd; see XML source
forwardPrice | The forward price per share, index or basket.
Type: | NonNegativeMoney
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin EquityForward complexType in fpml-eqd-5-3.xsd; see XML source
fPVFinalPriceElectionFallback | Specifies the fallback provisions for Hedging Party in the determination of the Final Price.
Type: | FPVFinalPriceElectionFallbackEnum
Content: | simple
Defined: | locally witnin EquityValuation complexType in fpml-eq-shared-5-3.xsd; see XML source
fra | A forward rate agreement product definition.
Type: | Fra
Content: | complex, 1 attribute, 18 elements
Subst.Gr: | may substitute for element product
Defined: | globally in fpml-ird-5-3.xsd; see XML source
Used: | never
fraDiscounting | Specifies whether discounting applies and, if so, what type.
Type: | FraDiscountingEnum
Content: | simple
Defined: | locally witnin Fra complexType in fpml-ird-5-3.xsd; see XML source
fromDateTime (in eventActivityReport) | The starting point for reporting activity in this report.
Type: | xsd:dateTime
Content: | simple
Defined: | locally witnin EventActivityReport complexType in fpml-reporting-5-3.xsd; see XML source
fromDateTime (in positionActivityReport) | The starting point for reporting activity in this report.
Type: | xsd:date
Content: | simple
Defined: | locally witnin PositionActivityReport complexType in fpml-reporting-5-3.xsd; see XML source
fromDateTime (in terminatingEventsReport) | The starting point for reporting expirations/maturities in this report.
Type: | xsd:date
Content: | simple
Defined: | locally witnin TerminatingEventsReport complexType in fpml-reporting-5-3.xsd; see XML source
fullExercise |
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin OptionExercise complexType in fpml-business-events-5-3.xsd; see XML source
fullFaithAndCreditObLiability (defined in DeliverableObligations complexType) | An obligation and deliverable obligation characteristic.
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin DeliverableObligations complexType in fpml-cd-5-3.xsd; see XML source
fullFaithAndCreditObLiability (defined in Obligations complexType) | An obligation and deliverable obligation characteristic.
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin Obligations complexType in fpml-cd-5-3.xsd; see XML source
fullFirstCalculationPeriod | This element corresponds to the applicability of the Full First Calculation Period as defined in the 2004 ISDA Novation Definitions, section 1.20.
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin TradeNovationContent complexType in fpml-business-events-5-3.xsd; see XML source
fundManager (in exchangeTradedFund) | Specifies the fund manager that is in charge of the fund.
Type: | xsd:string
Content: | simple
Defined: | locally witnin ExchangeTradedFund complexType in fpml-asset-5-3.xsd; see XML source
fundManager (in mutualFund) | Specifies the fund manager that is in charge of the fund.
Type: | xsd:string
Content: | simple
Defined: | locally witnin MutualFund complexType in fpml-asset-5-3.xsd; see XML source
future | Identifies the underlying asset when it is a listed future contract.
Type: | Future
Content: | complex, 1 attribute, 12 elements
Subst.Gr: | may substitute for element underlyingAsset
Defined: | globally in fpml-asset-5-3.xsd; see XML source
Used: | never
futureContractReference | Specifies the future contract that can be referenced, besides the equity or index reference defined as part of the UnderlyerAsset type.
Type: | xsd:string
Content: | simple
Defined: | locally witnin Future complexType in fpml-asset-5-3.xsd; see XML source
futureId | A short form unique identifier for the reference future contract in the case of an index underlyer.
Type: | FutureId
Content: | simple, 1 attribute
Defined: | locally witnin Index complexType in fpml-asset-5-3.xsd; see XML source
futuresEquivalentMonth |
Type: | YearAndMonth
Content: | simple
Defined: | locally witnin ProductExposureCategory.model group in fpml-reporting-5-3.xsd; see XML source
futuresPriceValuation | The official settlement price as announced by the related exchange is applicable, in accordance with the ISDA 2002 definitions.
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin EquityValuation complexType in fpml-eq-shared-5-3.xsd; see XML source
futureValueNotional | The future value notional is normally only required for BRL CDI Swaps.
Type: | FutureValueAmount
Content: | complex, 1 attribute, 4 elements
Defined: | locally witnin Calculation complexType in fpml-ird-5-3.xsd; see XML source
fx | Identifies a simple underlying asset type that is an FX rate.
Type: | FxRateAsset
Content: | complex, 1 attribute, 8 elements
Subst.Gr: | may substitute for element curveInstrument
Defined: | globally in fpml-asset-5-3.xsd; see XML source
Used: | never
fx (in calculation in floatingLeg) | FX observations to be used to convert the observed Commodity Reference Price to the Settlement Currency.
Type: | CommodityFx
Content: | complex, 16 elements
Defined: | locally witnin FloatingLegCalculation complexType in fpml-com-5-3.xsd; see XML source
fx (in exercise in commodityOption) | FX observations to be used to convert the observed Commodity Reference Price to the Settlement Currency.
Type: | CommodityFx
Content: | complex, 16 elements
Defined: | locally witnin CommodityExercise complexType in fpml-com-5-3.xsd; see XML source
fxConversion | Specifies the currency conversion rate that applies to an amount.
Type: | FxConversion
Content: | complex, 2 elements
Defined: | locally witnin EquityPrice.model group in fpml-asset-5-3.xsd; see XML source
fxCurve |
Type: | FxCurve
Content: | complex, 1 attribute, 3 elements
Subst.Gr: | may substitute for element pricingStructure
Defined: | globally in fpml-mktenv-5-3.xsd; see XML source
Used: | never
fxCurveValuation |
Type: | FxCurveValuation
Content: | complex, 2 attributes, 12 elements
Subst.Gr: | may substitute for element pricingStructureValuation
Defined: | globally in fpml-mktenv-5-3.xsd; see XML source
Used: | never
fxDigitalOption | An FX digital option transaction definition.
Type: | FxDigitalOption
Content: | complex, 1 attribute, 15 elements
Subst.Gr: | may substitute for element product
Defined: | globally in fpml-fx-5-3.xsd; see XML source
Used: | never
fxFeature (defined in DirectionalLegUnderlyer complexType) | Quanto, Composite, or Cross Currency FX features.
Type: | FxFeature
Content: | complex, 4 elements
Defined: | locally witnin DirectionalLegUnderlyer complexType in fpml-eq-shared-5-3.xsd; see XML source
fxFeature (defined in Feature.model group) | Quanto, Composite, or Cross Currency FX features.
Type: | FxFeature
Content: | complex, 4 elements
Defined: | locally witnin Feature.model group in fpml-eq-shared-5-3.xsd; see XML source
fxFeature (in feature defined in OptionBaseExtended complexType) | A quanto or composite FX feature.
Type: | FxFeature
Content: | complex, 4 elements
Defined: | locally witnin OptionBaseFeature.model group in fpml-option-shared-5-3.xsd; see XML source
fxFeature (in returnLeg) | A quanto or composite FX feature.
Type: | FxFeature
Content: | complex, 4 elements
Defined: | locally witnin ReturnLeg complexType in fpml-eq-shared-5-3.xsd; see XML source
fxFixingDate | The date, when expressed as a relative date, on which the currency rate will be determined for the purpose of specifying the amount in deliverable currency.
Type: | FxFixingDate
Content: | complex, 1 attribute, 8 elements
Defined: | locally witnin NonDeliverableSettlement complexType in fpml-ird-5-3.xsd; see XML source
fxFixingSchedule | The date, when expressed as a schedule of date(s), on which the currency rate will be determined for the purpose of specifying the amount in deliverable currency.
Type: | AdjustableDates
Content: | complex, 1 attribute, 3 elements
Defined: | locally witnin NonDeliverableSettlement complexType in fpml-ird-5-3.xsd; see XML source
fxForwardCurve | A curve of fx forward rates.
Type: | TermCurve
Content: | complex, 3 elements
Defined: | locally witnin FxCurveValuation complexType in fpml-mktenv-5-3.xsd; see XML source
fxForwardPointsCurve | A curve of fx forward point spreads.
Type: | TermCurve
Content: | complex, 3 elements
Defined: | locally witnin FxCurveValuation complexType in fpml-mktenv-5-3.xsd; see XML source
fxLinkedNotionalAmount | The amount that a cashflow will accrue interest on.
Type: | FxLinkedNotionalAmount
Content: | complex, 4 elements
Defined: | locally witnin CalculationPeriod complexType in fpml-ird-5-3.xsd; see XML source
fxLinkedNotionalSchedule | A notional amount schedule where each notional that applied to a calculation period is calculated with reference to a notional amount or notional amount schedule in a different currency by means of a spot currency exchange rate which is normally observed at the beginning of each period.
Type: | FxLinkedNotionalSchedule
Content: | complex, 6 elements
Defined: | locally witnin Calculation complexType in fpml-ird-5-3.xsd; see XML source
fxObservationDates | A list of the fx observation dates for a given Calculation Period.
Type: | AdjustableDates
Content: | complex, 1 attribute, 3 elements
Defined: | locally witnin CommodityFx complexType in fpml-com-5-3.xsd; see XML source
fxOption | An FX option transaction definition.
Type: | FxOption
Content: | complex, 1 attribute, 19 elements
Subst.Gr: | may substitute for element product
Defined: | globally in fpml-fx-5-3.xsd; see XML source
Used: | never
fxRate (defined in AssetValuation complexType) | Indicates the rate of a currency conversion that may have been used to compute valuations.
Type: | FxRate
Content: | complex, 2 elements
Defined: | locally witnin AssetValuation complexType in fpml-valuation-5-3.xsd; see XML source
fxRate (in commission) | FX Rates that have been used to convert commissions to a single currency.
Type: | FxRate
Content: | complex, 2 elements
Defined: | locally witnin Commission complexType in fpml-asset-5-3.xsd; see XML source
fxRate (in fxConversion) | Specifies a currency conversion rate.
Type: | FxRate
Content: | complex, 2 elements
Defined: | locally witnin FxConversion complexType in fpml-asset-5-3.xsd; see XML source
fxRate (in quanto) | Specifies a currency conversion rate.
Type: | FxRate
Content: | complex, 2 elements
Defined: | locally witnin Quanto complexType in fpml-option-shared-5-3.xsd; see XML source
fxSingleLeg | A simple FX spot or forward transaction definition.
Type: | FxSingleLeg
Content: | complex, 1 attribute, 12 elements
Subst.Gr: | may substitute for element product
Defined: | globally in fpml-fx-5-3.xsd; see XML source
Used: | never
fxSpotRateSource (defined in Composite complexType) | Specifies the methodology (reference source and, optionally, fixing time) to be used for determining a currency conversion rate.
Type: | FxSpotRateSource
Content: | complex, 3 elements
Defined: | locally witnin Composite complexType in fpml-option-shared-5-3.xsd; see XML source
fxSpotRateSource (in fixing) | Specifies the methodology (reference source and, optionally, fixing time) to be used for determining a currency conversion rate.
Type: | FxSpotRateSource
Content: | complex, 3 elements
Defined: | locally witnin FxFixing complexType in fpml-shared-5-3.xsd; see XML source
fxSpotRateSource (in fxLinkedNotionalSchedule) | The information source and time at which the spot currency exchange rate will be observed.
Type: | FxSpotRateSource
Content: | complex, 3 elements
Defined: | locally witnin FxLinkedNotionalSchedule complexType in fpml-ird-5-3.xsd; see XML source
fxSpotRateSource (in quanto) | Specifies the methodology (reference source and, optionally, fixing time) to be used for determining a currency conversion rate.
Type: | FxSpotRateSource
Content: | complex, 3 elements
Defined: | locally witnin Quanto complexType in fpml-option-shared-5-3.xsd; see XML source
fxSwap | An FX Swap transaction definition.
Type: | FxSwap
Content: | complex, 1 attribute, 5 elements
Subst.Gr: | may substitute for element product
Defined: | globally in fpml-fx-5-3.xsd; see XML source
Used: | never
fxTenorPeriod | A time period, e.g.
Type: | FxTenorPeriodEnum
Content: | simple
Defined: | locally witnin TenorPeriod complexType in fpml-fx-5-3.xsd; see XML source
fxType | A type to identify how the FX rate will be applied.
Type: | CommodityFxType
Content: | simple, 1 attribute
Defined: | locally witnin CommodityFx complexType in fpml-com-5-3.xsd; see XML source
gas | The specification of the gas to be delivered.
Type: | GasProduct
Content: | complex, 3 elements
Defined: | locally witnin GasPhysicalLeg complexType in fpml-com-5-3.xsd; see XML source
gasPhysicalLeg | Physically settled natural gas leg.
Type: | GasPhysicalLeg
Content: | complex, 1 attribute, 8 elements
Defined: | locally witnin CommoditySwap complexType in fpml-com-5-3.xsd; see XML source
generalFundObligationLiability (defined in DeliverableObligations complexType) | An obligation and deliverable obligation characteristic.
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin DeliverableObligations complexType in fpml-cd-5-3.xsd; see XML source
generalFundObligationLiability (defined in Obligations complexType) | An obligation and deliverable obligation characteristic.
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin Obligations complexType in fpml-cd-5-3.xsd; see XML source
generalTerms (defined in CreditDefaultSwap complexType) | This element contains all the data that appears in the section entitled "1.
Type: | GeneralTerms
Content: | complex, 13 elements
Defined: | locally witnin CreditDefaultSwap complexType in fpml-cd-5-3.xsd; see XML source
generalTerms (defined in LimitedCreditDefaultSwap complexType) | This element contains all the data that appears in the section entitled "1.
Type: | GeneralTerms
Content: | complex, 13 elements
Defined: | locally witnin LimitedCreditDefaultSwap complexType in fpml-cd-5-3.xsd; see XML source
generationAsset |
Type: | CommodityDeliveryPoint
Content: | simple, 1 attribute
Defined: | locally witnin ElectricityDeliveryUnitFirm complexType in fpml-com-5-3.xsd; see XML source
generic |
Type: | GenericDimension
Content: | simple, 2 attributes
Defined: | locally witnin PricingStructureIndex.model group in fpml-riskdef-5-3.xsd; see XML source
genericProduct | A product to represent an OTC derivative transaction whose economics are not fully described using an FpML schema.
Type: | GenericProduct
Content: | complex, 1 attribute, 16 elements
Subst.Gr: | may substitute for element product
Defined: | globally in fpml-generic-5-3.xsd; see XML source
Used: | never
giverPartyReference |
Type: | PartyReference
Content: | empty, 1 attribute
Defined: | locally witnin GiverTaker.model group in fpml-collateral-processes-5-3.xsd; see XML source
governingLaw (defined in Trade complexType) | Identification of the law governing the transaction.
Type: | GoverningLaw
Content: | simple, 1 attribute
Defined: | locally witnin Trade complexType in fpml-doc-5-3.xsd; see XML source
governingLaw (in agreement) | Identification of the law governing the agreement.
Type: | GoverningLaw
Content: | simple, 1 attribute
Defined: | locally witnin GenericAgreement complexType in fpml-shared-5-3.xsd; see XML source
gracePeriod | The number of calendar or business days after any due date that the reference entity has to fulfil its obligations before a failure to pay credit event is deemed to have occurred.
Type: | Offset
Content: | complex, 1 attribute, 3 elements
Defined: | locally witnin GracePeriodExtension complexType in fpml-option-shared-5-3.xsd; see XML source
gracePeriodExtension | If this element is specified, indicates whether or not a grace period extension is applicable.
Type: | GracePeriodExtension
Content: | complex, 2 elements
Defined: | locally witnin FailureToPay complexType in fpml-option-shared-5-3.xsd; see XML source
grade | The grade of oil product to be delivered.
Type: | CommodityProductGrade
Content: | simple, 1 attribute
Defined: | locally witnin OilProduct complexType in fpml-com-5-3.xsd; see XML source
grindability | The Hardgrove Grindability Index value of the coal to be delivered.
Type: | CoalAttributeDecimal
Content: | complex, 2 elements
Defined: | locally witnin CommodityCoalProperties.model group in fpml-com-5-3.xsd; see XML source
gross | Value excluding fees and commissions.
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin NetAndOrGross.model group in fpml-doc-5-3.xsd; see XML source
grossCashflow (defined in CalculationDetails complexType) | Payment details of this cash flow component, including currency, amount and payer/payee.
Type: | GrossCashflow
Content: | complex, 8 elements
Defined: | locally witnin CalculationDetails complexType in fpml-reconciliation-5-3.xsd; see XML source
grossCashflow (defined in PaymentDetails complexType) | Payment details of this cash flow component, including currency, amount and payer/payee.
Type: | GrossCashflow
Content: | complex, 8 elements
Defined: | locally witnin PaymentDetails complexType in fpml-shared-5-3.xsd; see XML source
grossPrice | Specifies the price of the underlyer, before commissions.
Type: | ActualPrice
Content: | complex, 3 elements
Defined: | locally witnin EquityPrice.model group in fpml-asset-5-3.xsd; see XML source
grossTreatment |
Type: | GrossTreatment
Content: | complex, 1 element
Defined: | locally witnin BothDirectionsInterestRequirement complexType in fpml-collateral-processes-5-3.xsd; see XML source
guarantor | The party that guarantees by way of a contractual arrangement to pay the debts of an obligor if the obligor is unable to make the required payments itself.
Type: | LegalEntity
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin ReferenceObligation complexType in fpml-cd-5-3.xsd; see XML source
guarantorReference | A pointer style reference to a reference entity defined elsewhere in the document.
Type: | LegalEntityReference
Content: | empty, 1 attribute
Defined: | locally witnin ReferenceObligation complexType in fpml-cd-5-3.xsd; see XML source
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.
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin CashDeliveryReturn complexType in fpml-collateral-processes-5-3.xsd; see XML source
haircut (in letterOfCredit) |
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin LetterOfCredit complexType in fpml-collateral-processes-5-3.xsd; see XML source
haircut (in security) |
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin SecurityDeliveryReturn complexType in fpml-collateral-processes-5-3.xsd; see XML source
header (defined in Exception complexType) |
Type: | ExceptionMessageHeader
Content: | complex, 9 elements
Defined: | locally witnin Exception complexType in fpml-msg-5-3.xsd; see XML source
header (defined in NotificationMessage complexType) |
Type: | NotificationMessageHeader
Content: | complex, 9 elements
Defined: | locally witnin NotificationMessage complexType in fpml-msg-5-3.xsd; see XML source
header (defined in RequestMessage complexType) |
Type: | RequestMessageHeader
Content: | complex, 8 elements
Defined: | locally witnin RequestMessage complexType in fpml-msg-5-3.xsd; see XML source
header (defined in ResponseMessage complexType) |
Type: | ResponseMessageHeader
Content: | complex, 9 elements
Defined: | locally witnin ResponseMessage complexType in fpml-msg-5-3.xsd; see XML source
hedgingDisruption | If true, then hedging disruption is applicable.
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin AdditionalDisruptionEvents complexType in fpml-eq-shared-5-3.xsd; see XML source
hedgingParty | The party referenced is the ISDA Hedging Party that specified in the related Confirmation as Hedging, or if no Hedging Party is specified, either party to the Transaction.
Type: | PartyReference
Content: | empty, 1 attribute
Defined: | locally witnin Trade complexType in fpml-doc-5-3.xsd; see XML source
heldCollateral (defined in MarginCollateral complexType) |
Type: | HeldCollateral
Content: | complex, 3 elements
Defined: | locally witnin MarginCollateral complexType in fpml-collateral-processes-5-3.xsd; see XML source
heldCollateral (defined in MarginCollateral complexType) | held collateral
Type: | HeldCollateral
Content: | complex, 3 elements
Defined: | locally witnin MarginCollateral complexType in fpml-collateral-processes-5-3.xsd; see XML source
hexadecimalBinary (defined in AdditionalData complexType) | Provides extra information as binary contents coded in hexadecimal.
Type: | xsd:hexBinary
Content: | simple
Defined: | locally witnin AdditionalData complexType in fpml-msg-5-3.xsd; see XML source
hexadecimalBinary (defined in ExternalDocument complexType) | Provides extra information as binary contents coded in hexadecimal.
Type: | xsd:hexBinary
Content: | simple
Defined: | locally witnin ExternalDocument complexType in fpml-shared-5-3.xsd; see XML source
hexadecimalBinary (defined in Resource complexType) | Provides extra information as binary contents coded in hexadecimal.
Type: | xsd:hexBinary
Content: | simple
Defined: | locally witnin Resource complexType in fpml-shared-5-3.xsd; see XML source
history |
Type: | PositionHistory
Content: | complex, 11 elements
Defined: | locally witnin PositionStatusInfo.model group in fpml-valuation-5-3.xsd; see XML source
holdingPartyReference | The party holding the collateral.
Type: | PartyReference
Content: | empty, 1 attribute
Defined: | locally witnin HeldCollateral complexType in fpml-collateral-processes-5-3.xsd; see XML source
honorific | An honorific title, such as Mr., Ms., Dr. etc.
Type: | xsd:normalizedString
Content: | simple
Defined: | locally witnin Person complexType in fpml-shared-5-3.xsd; see XML source
hourMinuteTime (defined in BusinessCenterTime complexType) | A time specified in hh:mm:ss format where the second component must be '00', e.g. 11am would be represented as 11:00:00.
Type: | HourMinuteTime
Content: | simple
Defined: | locally witnin BusinessCenterTime complexType in fpml-shared-5-3.xsd; see XML source
hourMinuteTime (defined in CommodityBusinessCalendarTime complexType) | A time specified as Hour Ending in hh:mm:ss format where the second component must be '00', e.g. 11am would be represented as 11:00:00.
Type: | HourMinuteTime
Content: | simple
Defined: | locally witnin CommodityBusinessCalendarTime complexType in fpml-asset-5-3.xsd; see XML source
hourMinuteTime (defined in PrevailingTime complexType) | A time specified in hh:mm:ss format where the second component must be '00', e.g. 11am would be represented as 11:00:00.
Type: | HourMinuteTime
Content: | simple
Defined: | locally witnin PrevailingTime complexType in fpml-shared-5-3.xsd; see XML source
hubCode |
Type: | CommodityHubCode
Content: | simple, 1 attribute
Defined: | locally witnin CommodityHub complexType in fpml-com-5-3.xsd; see XML source
id (in businessUnit) | An identifier used to uniquely identify organization unit
Type: | Unit
Content: | simple, 1 attribute
Defined: | locally witnin BusinessUnit complexType in fpml-shared-5-3.xsd; see XML source
id (in person) | An identifier assigned by a system for uniquely identifying the individual
Type: | PersonId
Content: | simple, 1 attribute
Defined: | locally witnin Person complexType in fpml-shared-5-3.xsd; see XML source
identifier (defined in CreditSupportAgreement complexType) | An identifier used to uniquely identify the CSA
Type: | CreditSupportAgreementIdentifier
Content: | simple, 1 attribute
Defined: | locally witnin CreditSupportAgreement complexType in fpml-shared-5-3.xsd; see XML source
identifier (defined in PaymentDetails.model group) | Unique identifier assigned by either party or matching service, as agreed, to a payment.
Type: | PaymentId
Content: | simple, 1 attribute
Defined: | locally witnin PaymentDetails.model group in fpml-shared-5-3.xsd; see XML source
identifier (in letterOfCredit) |
Type: | ContractIdentifier
Content: | complex, 1 attribute, 3 elements
Defined: | locally witnin LcSummary complexType in fpml-collateral-processes-5-3.xsd; see XML source
impliedWritedown (defined in CreditEvents complexType) | A credit event.
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin CreditEvents complexType in fpml-option-shared-5-3.xsd; see XML source
impliedWritedown (in floatingAmountEvents) | A floating rate payment event.
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin FloatingAmountEvents complexType in fpml-cd-5-3.xsd; see XML source
importerOfRecord | 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.
Type: | PartyReference
Content: | empty, 1 attribute
Defined: | locally witnin OilDelivery complexType in fpml-com-5-3.xsd; see XML source
includeHolidays | 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.
Type: | CommodityBusinessCalendar
Content: | simple, 1 attribute
Defined: | locally witnin SettlementPeriods complexType in fpml-com-5-3.xsd; see XML source
inclusive |
Type: | xsd:anyType
Content: | any
Defined: | locally witnin FxBoundary complexType in fpml-fx-5-3.xsd; see XML source
increase |
Type: | TradeNotionalChange
Content: | complex, 12 elements
Defined: | locally witnin Events.model group in fpml-business-events-5-3.xsd; see XML source
increasedCostOfHedging | If true, then increased cost of hedging is applicable.
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin AdditionalDisruptionEvents complexType in fpml-eq-shared-5-3.xsd; see XML source
increasedCostOfStockBorrow | If true, then increased cost of stock borrow is applicable.
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin AdditionalDisruptionEvents complexType in fpml-eq-shared-5-3.xsd; see XML source
incurredRecoveryApplicable | Outstanding Swap Notional Amount is defined at any time on any day, as the greater of: (a) Zero; If Incurred Recovery Amount Applicable: (b) The Original Swap Notional Amount minus the sum of all Incurred Loss Amounts and all Incurred Recovery Amounts (if any) determined under this Confirmation at or prior to such time.Incurred Recovery Amount not populated: (b) The Original Swap Notional Amount minus the sum of all Incurred Loss Amounts determined under this Confirmation at or prior to such time.
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin Tranche complexType in fpml-cd-5-3.xsd; see XML source
independentAmount (defined in Collateral complexType) | Independent Amount is an amount that usually less creditworthy counterparties are asked to provide.
Type: | IndependentAmount
Content: | complex, 5 elements
Defined: | locally witnin Collateral complexType in fpml-doc-5-3.xsd; see XML source
independentAmount (defined in MarginDetails.model group) |
Type: | AggregatedIndependentAmount
Content: | complex, 3 elements
Defined: | locally witnin MarginDetails.model group in fpml-collateral-processes-5-3.xsd; see XML source
index | Identifies the underlying asset when it is a financial index.
Type: | Index
Content: | complex, 1 attribute, 11 elements
Subst.Gr: | may substitute for element underlyingAsset
Defined: | globally in fpml-asset-5-3.xsd; see XML source
Used: | never
index (in interestCalculationTerms) |
Type: | FloatingRateIndex
Content: | simple, 1 attribute
Defined: | locally witnin InterestCalculationTerms complexType in fpml-collateral-processes-5-3.xsd; see XML source
index (in resetReport) | The rate index that has set.
Type: | ForecastRateIndex
Content: | complex, 2 elements
Defined: | locally witnin ResetReport complexType in fpml-reporting-5-3.xsd; see XML source
indexAdjustmentEvents | ISDA 2002 Equity Index Adjustment Events.
Type: | IndexAdjustmentEvents
Content: | complex, 3 elements
Defined: | locally witnin ExtraordinaryEvents complexType in fpml-eq-shared-5-3.xsd; see XML source
indexAnnexDate | A CDS index series annex date.
Type: | xsd:date
Content: | simple
Defined: | locally witnin IndexReferenceInformation complexType in fpml-cd-5-3.xsd; see XML source
indexAnnexSource | A CDS index series annex source.
Type: | IndexAnnexSource
Content: | simple, 1 attribute
Defined: | locally witnin IndexReferenceInformation complexType in fpml-cd-5-3.xsd; see XML source
indexAnnexVersion | A CDS index series version identifier, e.g. 1, 2, 3 etc.
Type: | xsd:positiveInteger
Content: | simple
Defined: | locally witnin IndexReferenceInformation complexType in fpml-cd-5-3.xsd; see XML source
indexCancellation | Consequence of index cancellation.
Type: | IndexEventConsequenceEnum
Content: | simple
Defined: | locally witnin IndexAdjustmentEvents complexType in fpml-eq-shared-5-3.xsd; see XML source
indexChange | Describes a change due to an index component being adjusted.
Type: | IndexChange
Content: | complex, 2 elements
Subst.Gr: | may substitute for element changeEvent
Defined: | globally in fpml-business-events-5-3.xsd; see XML source
Used: | never
indexDisclaimer | If present and true, then index disclaimer is applicable.
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin Representations complexType in fpml-eq-shared-5-3.xsd; see XML source
indexDisruption | Consequence of index disruption.
Type: | IndexEventConsequenceEnum
Content: | simple
Defined: | locally witnin IndexAdjustmentEvents complexType in fpml-eq-shared-5-3.xsd; see XML source
indexFactor |
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin IndexChange complexType in fpml-business-events-5-3.xsd; see XML source
indexId | A CDS index identifier (e.g.
Type: | IndexId
Content: | simple, 1 attribute
Defined: | locally witnin IndexReferenceInformation complexType in fpml-cd-5-3.xsd; see XML source
indexModification | Consequence of index modification.
Type: | IndexEventConsequenceEnum
Content: | simple
Defined: | locally witnin IndexAdjustmentEvents complexType in fpml-eq-shared-5-3.xsd; see XML source
indexName | The name of the index expressed as a free format string.
Type: | IndexName
Content: | simple, 1 attribute
Defined: | locally witnin IndexReferenceInformation complexType in fpml-cd-5-3.xsd; see XML source
indexReferenceInformation | This element contains all the terms relevant to defining the Credit DefaultSwap Index.
Type: | IndexReferenceInformation
Content: | complex, 1 attribute, 9 elements
Defined: | locally witnin GeneralTerms complexType in fpml-cd-5-3.xsd; see XML source
indexSeries | A CDS index series identifier, e.g. 1, 2, 3 etc.
Type: | xsd:positiveInteger
Content: | simple
Defined: | locally witnin IndexReferenceInformation complexType in fpml-cd-5-3.xsd; see XML source
indexSource (in inflationRateCalculation) | The reference source such as Reuters or Bloomberg.
Type: | RateSourcePage
Content: | simple, 1 attribute
Defined: | locally witnin InflationRateCalculation complexType in fpml-ird-5-3.xsd; see XML source
indexSource (in resetReport) | The reference source such as Reuters or Bloomberg.
Type: | RateSourcePage
Content: | simple, 1 attribute
Defined: | locally witnin ResetReport complexType in fpml-reporting-5-3.xsd; see XML source
indexTenor (defined in FloatingRateIndex.model group) | The ISDA Designated Maturity, i.e. the tenor of the floating rate.
Type: | Period
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin FloatingRateIndex.model group in fpml-shared-5-3.xsd; see XML source
indexTenor (defined in ForecastRateIndex complexType) | The ISDA Designated Maturity, i.e. the tenor of the floating rate.
Type: | Period
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin ForecastRateIndex complexType in fpml-shared-5-3.xsd; see XML source
indexTenor (defined in ProductExposureCategory.model group) |
Type: | Period
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin ProductExposureCategory.model group in fpml-reporting-5-3.xsd; see XML source
indexTenor (in fra) | The ISDA Designated Maturity, i.e. the tenor of the floating rate.
Type: | Period
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin Fra complexType in fpml-ird-5-3.xsd; see XML source
indirectLoanParticipation | ISDA 1999 Term: Indirect Loan Participation.
Type: | LoanParticipation
Content: | complex, 3 elements
Defined: | locally witnin DeliverableObligations complexType in fpml-cd-5-3.xsd; see XML source
industryClassification |
Type: | IndustryClassification
Content: | simple, 1 attribute
Defined: | locally witnin PartyExposureCategory.model group in fpml-reporting-5-3.xsd; see XML source
inflationLag | an offsetting period from the payment date which determines the reference period for which the inflation index is onserved.
Type: | Offset
Content: | complex, 1 attribute, 3 elements
Defined: | locally witnin InflationRateCalculation complexType in fpml-ird-5-3.xsd; see XML source
inflationRateCalculation | An inflation rate calculation definition.
Type: | InflationRateCalculation
Content: | complex, 1 attribute, 17 elements
Subst.Gr: | may substitute for element rateCalculation
Defined: | globally in fpml-ird-5-3.xsd; see XML source
Used: | never
informationSource (defined in FxBarrierFeature complexType) | The information source where a published or displayed market rate will be obtained, e.g.
Type: | InformationSource
Content: | complex, 3 elements
Defined: | locally witnin FxBarrierFeature complexType in fpml-fx-5-3.xsd; see XML source
informationSource (defined in QuotationCharacteristics.model group) | The information source where a published or displayed market rate will be obtained, e.g.
Type: | InformationSource
Content: | complex, 3 elements
Defined: | locally witnin QuotationCharacteristics.model group in fpml-asset-5-3.xsd; see XML source
informationSource (in settlementRateSource) | The information source where a published or displayed market rate will be obtained, e.g.
Type: | InformationSource
Content: | complex, 3 elements
Defined: | locally witnin SettlementRateSource complexType in fpml-shared-5-3.xsd; see XML source
informationSource (in touch) | The information source where a published or displayed market rate will be obtained, e.g.
Type: | InformationSource
Content: | complex, 3 elements
Defined: | locally witnin FxTouch complexType in fpml-fx-5-3.xsd; see XML source
informationSource (in trigger in fxDigitalOption) | The information source where a published or displayed market rate will be obtained, e.g.
Type: | InformationSource
Content: | complex, 3 elements
Defined: | locally witnin FxTrigger complexType in fpml-fx-5-3.xsd; see XML source
initialDeformation | The temperature at which an ash cone shows evidence of deformation.
Type: | CoalAttributeDecimal
Content: | complex, 2 elements
Defined: | locally witnin CommodityCoalReducingAtmosphere.model group in fpml-com-5-3.xsd; see XML source
initialExchange | A true/false flag to indicate whether there is an initial exchange of principal on the effective date.
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin PrincipalExchanges complexType in fpml-shared-5-3.xsd; see XML source
initialFactor | The part of the mortgage that is outstanding on trade inception, i.e. has not been repaid yet as principal.
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin AssetPool complexType in fpml-asset-5-3.xsd; see XML source
initialFee | An initial fee for the cancelable option.
Type: | SimplePayment
Content: | complex, 1 attribute, 6 elements
Defined: | locally witnin CancelableProvision complexType in fpml-ird-5-3.xsd; see XML source
initialFixingDate (in interestLegResetDates) | Initial fixing date expressed as an offset to another date defined elsewhere in the document.
Type: | RelativeDateOffset
Content: | complex, 1 attribute, 8 elements
Defined: | locally witnin InterestLegResetDates complexType in fpml-eq-shared-5-3.xsd; see XML source
initialFixingDate (in resetDates) |
Type: | RelativeDateOffset
Content: | complex, 1 attribute, 8 elements
Defined: | locally witnin ResetDates complexType in fpml-ird-5-3.xsd; see XML source
initialIndexLevel | initial known index level for the first calculation period.
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin InflationRateCalculation complexType in fpml-ird-5-3.xsd; see XML source
initialLevel | Contract will strike off this initial level.
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin CalculationFromObservation complexType in fpml-eq-shared-5-3.xsd; see XML source
initialPayment | Specifies a single fixed payment that is payable by the payer to the receiver on the initial payment date.
Type: | InitialPayment
Content: | complex, 1 attribute, 7 elements
Defined: | locally witnin FeeLeg complexType in fpml-cd-5-3.xsd; see XML source
initialPoints | An optional element that contains the up-front points expressed as a percentage of the notional.
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin FeeLeg complexType in fpml-cd-5-3.xsd; see XML source
initialPrice | Specifies the initial reference price of the underlyer.
Type: | ReturnLegValuationPrice
Content: | complex, 10 elements
Defined: | locally witnin ReturnLegValuation complexType in fpml-eq-shared-5-3.xsd; see XML source
initialRate | The initial floating rate reset agreed between the principal parties involved in the trade.
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin FloatingRateCalculation complexType in fpml-shared-5-3.xsd; see XML source
initialStockLoanRate | Specifies the initial stock loan rate for Increased Cost of Stock Borrow.
Type: | RestrictedPercentage
Content: | simple
Defined: | locally witnin AdditionalDisruptionEvents complexType in fpml-eq-shared-5-3.xsd; see XML source
initialStub (in stubCalculationPeriod) |
Type: | Stub
Content: | complex, 5 elements
Defined: | locally witnin StubCalculationPeriod complexType in fpml-eq-shared-5-3.xsd; see XML source
initialStub (in stubCalculationPeriodAmount) | Specifies how the initial stub amount is calculated.
Type: | StubValue
Content: | complex, 3 elements
Defined: | locally witnin StubCalculationPeriodAmount complexType in fpml-ird-5-3.xsd; see XML source
initialValue (defined in PositiveSchedule complexType) | The strictly-positive initial rate or amount, as the case may be.
Type: | PositiveDecimal
Content: | simple
Defined: | locally witnin PositiveSchedule complexType in fpml-shared-5-3.xsd; see XML source
initialValue (defined in Schedule complexType) | The initial rate or amount, as the case may be.
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin Schedule complexType in fpml-shared-5-3.xsd; see XML source
initialValue (in fxLinkedNotionalSchedule) | The initial currency amount for the varying notional.
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin FxLinkedNotionalSchedule complexType in fpml-ird-5-3.xsd; see XML source
initialValue (in notionalStepSchedule) | The non-negative initial rate or amount, as the case may be.
Type: | NonNegativeDecimal
Content: | simple
Defined: | locally witnin NonNegativeSchedule complexType in fpml-shared-5-3.xsd; see XML source
inputDataDate | The date from which the input data used to construct the pricing input was obtained.
Type: | IdentifiedDate
Content: | simple, 1 attribute
Defined: | locally witnin PricingInputDates.model group in fpml-riskdef-5-3.xsd; see XML source
inputDateReference | Reference(s) to the pricing input dates that are shifted when the sensitivity is computed.
Type: | ValuationReference
Content: | empty, 1 attribute
Defined: | locally witnin PricingParameterDerivative complexType in fpml-riskdef-5-3.xsd; see XML source
inputs (in creditCurveValuation) |
Type: | QuotedAssetSet
Content: | complex, 2 elements
Defined: | locally witnin CreditCurveValuation complexType in fpml-mktenv-5-3.xsd; see XML source
inputs (in yieldCurveValuation) |
Type: | QuotedAssetSet
Content: | complex, 2 elements
Defined: | locally witnin YieldCurveValuation complexType in fpml-mktenv-5-3.xsd; see XML source
inputUnits | The units of the input parameter, e.g.
Type: | PriceQuoteUnits
Content: | simple, 1 attribute
Defined: | locally witnin ParametricAdjustment complexType in fpml-mktenv-5-3.xsd; see XML source
inReplyTo (in header defined in Exception complexType) | A copy of the unique message identifier (within it own coding scheme) to which this message is responding.
Type: | MessageId
Content: | simple, 1 attribute
Defined: | locally witnin ExceptionMessageHeader complexType in fpml-msg-5-3.xsd; see XML source
inReplyTo (in header defined in NotificationMessage complexType) | A copy of the unique message identifier (within it own coding scheme) to which this message is responding.
Type: | MessageId
Content: | simple, 1 attribute
Defined: | locally witnin NotificationMessageHeader complexType in fpml-msg-5-3.xsd; see XML source
inReplyTo (in header defined in ResponseMessage complexType) | A copy of the unique message identifier (within it own coding scheme) to which this message is responding.
Type: | MessageId
Content: | simple, 1 attribute
Defined: | locally witnin ResponseMessageHeader complexType in fpml-msg-5-3.xsd; see XML source
insolvencyFiling | If true, then insolvency filing is applicable.
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin AdditionalDisruptionEvents complexType in fpml-eq-shared-5-3.xsd; see XML source
instrumentId (defined in ExposureUnderlyingAsset complexType) | Identification of the underlying asset, using public and/or private identifiers.
Type: | InstrumentId
Content: | simple, 1 attribute
Defined: | locally witnin ExposureUnderlyingAsset complexType in fpml-reporting-5-3.xsd; see XML source
instrumentId (defined in IdentifiedAsset complexType) | Identification of the underlying asset, using public and/or private identifiers.
Type: | InstrumentId
Content: | simple, 1 attribute
Defined: | locally witnin IdentifiedAsset complexType in fpml-asset-5-3.xsd; see XML source
instrumentId (in cash) | Identification of the underlying asset, using public and/or private identifiers.
Type: | InstrumentId
Content: | simple, 1 attribute
Defined: | locally witnin Cash complexType in fpml-asset-5-3.xsd; see XML source
instrumentSet | A collection of instruments used as a basis for quotation.
Type: | InstrumentSet
Content: | complex, 2 elements
Defined: | locally witnin QuotedAssetSet complexType in fpml-riskdef-5-3.xsd; see XML source
instrumentTradeDetails | A type to hold trades of multiply-traded instruments.
Type: | InstrumentTradeDetails
Content: | complex, 1 attribute, 11 elements
Subst.Gr: | may substitute for element product
Defined: | globally in fpml-doc-5-3.xsd; see XML source
Used: | never
insurer |
Type: | LegalEntity
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin Mortgage complexType in fpml-asset-5-3.xsd; see XML source
insurerReference |
Type: | LegalEntityReference
Content: | empty, 1 attribute
Defined: | locally witnin Mortgage complexType in fpml-asset-5-3.xsd; see XML source
integralMultipleAmount | A notional amount which restricts the amount of notional that can be exercised when partial exercise or multiple exercise is applicable.
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin PartialExercise.model group in fpml-shared-5-3.xsd; see XML source
integralMultipleExercise | 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.
Type: | PositiveDecimal
Content: | simple
Defined: | locally witnin EquityMultipleExercise complexType in fpml-eqd-5-3.xsd; see XML source
integralMultipleQuantity | 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.
Type: | CommodityNotionalQuantity
Content: | complex, 1 attribute, 3 elements
Defined: | locally witnin CommodityMultipleExercise complexType in fpml-com-5-3.xsd; see XML source
interest (defined in InterestAccrued complexType) |
Type: | Money
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin InterestAccrued complexType in fpml-collateral-processes-5-3.xsd; see XML source
interest (in termDeposit) | The total interest of at maturity of the trade.
Type: | Money
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin TermDeposit complexType in fpml-fx-5-3.xsd; see XML source
interestAccrualsMethod | Defines the way in which interests are accrued: the applicable rate (fixed or floating reference) and the compounding method.
Type: | InterestAccrualsCompoundingMethod
Content: | complex, 3 elements
Defined: | locally witnin DividendConditions complexType in fpml-eq-shared-5-3.xsd; see XML source
interestAccrued (in bothDirections defined in InterestDirection complexType) |
Type: | InterestAccrued
Content: | complex, 7 elements
Defined: | locally witnin BothDirectionsInterestRequirement complexType in fpml-collateral-processes-5-3.xsd; see XML source
interestAccrued (in bothDirections defined in InterestStatementDirection complexType) |
Type: | InterestAccrued
Content: | complex, 7 elements
Defined: | locally witnin BothDirectionsInterestStatementRequirement complexType in fpml-collateral-processes-5-3.xsd; see XML source
interestAccrued (in singleDirection defined in InterestDirection complexType) |
Type: | InterestAccrued
Content: | complex, 7 elements
Defined: | locally witnin SingleDirectionInterestRequirement complexType in fpml-collateral-processes-5-3.xsd; see XML source
interestAccrued (in singleDirection defined in InterestStatementDirection complexType) |
Type: | InterestAccrued
Content: | complex, 7 elements
Defined: | locally witnin SingleDirectionInterestStatementRequirement complexType in fpml-collateral-processes-5-3.xsd; see XML source
interestAmount | Specifies, in relation to each Interest Payment Date, the amount to which the Interest Payment Date relates.
Type: | LegAmount
Content: | complex, 7 elements
Defined: | locally witnin InterestLeg complexType in fpml-eq-shared-5-3.xsd; see XML source
interestApproved |
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin InterestResponse complexType in fpml-collateral-processes-5-3.xsd; see XML source
interestAtRisk | 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 level at the specified fixing date and time.
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin DualCurrencyFeature complexType in fpml-fx-5-3.xsd; see XML source
interestCalculation | Specifies the calculation method of the interest rate leg of the equity swap.
Type: | InterestCalculation
Content: | complex, 1 attribute, 6 elements
Defined: | locally witnin InterestLeg complexType in fpml-eq-shared-5-3.xsd; see XML source
interestCalculationDetails | Details optional calculations for each day of the interest period.
Type: | InterestCalculationDetails
Content: | complex, 1 element
Defined: | locally witnin InterestAccrued complexType in fpml-collateral-processes-5-3.xsd; see XML source
interestCalculationTerms | Specifies the terms of the interest calculations.
Type: | InterestCalculationTerms
Content: | complex, 4 elements
Defined: | locally witnin InterestAccrued complexType in fpml-collateral-processes-5-3.xsd; see XML source
interestLeg | The fixed income amounts of the return type swap.
Type: | InterestLeg
Content: | complex, 1 attribute, 12 elements
Subst.Gr: | may substitute for element returnSwapLeg
Defined: | globally in fpml-eq-shared-5-3.xsd; see XML source
Used: | never
interestLegCalculationPeriodDates | Component that holds the various dates used to specify the interest leg of the equity swap.
Type: | InterestLegCalculationPeriodDates
Content: | complex, 1 attribute, 4 elements
Defined: | locally witnin InterestLeg complexType in fpml-eq-shared-5-3.xsd; see XML source
interestLegPaymentDates | Specifies the payment dates of the interest leg of the swap.
Type: | AdjustableRelativeOrPeriodicDates2
Content: | complex, 1 attribute, 3 elements
Defined: | locally witnin InterestLegCalculationPeriodDates complexType in fpml-eq-shared-5-3.xsd; see XML source
interestLegRate | Reference to the floating rate calculation of interest calculation node on the Interest Leg.
Type: | FloatingRateCalculationReference
Content: | empty, 1 attribute
Defined: | locally witnin CompoundingRate complexType in fpml-eq-shared-5-3.xsd; see XML source
interestLegResetDates | Specifies the reset dates of the interest leg of the swap.
Type: | InterestLegResetDates
Content: | complex, 5 elements
Defined: | locally witnin InterestLegCalculationPeriodDates complexType in fpml-eq-shared-5-3.xsd; see XML source
interestPeriod (in interestRequirement in interestStatement) |
Type: | InterestPeriod
Content: | complex, 2 elements
Defined: | locally witnin InterestStatementRequirement complexType in fpml-collateral-processes-5-3.xsd; see XML source
interestPeriod (in interestRequirement in requestInterest) |
Type: | InterestPeriod
Content: | complex, 2 elements
Defined: | locally witnin InterestRequirement complexType in fpml-collateral-processes-5-3.xsd; see XML source
interestRequirement (in interestStatement) |
Type: | InterestStatementRequirement
Content: | complex, 4 elements
Defined: | locally witnin InterestStatement complexType in fpml-collateral-processes-5-3.xsd; see XML source
interestRequirement (in requestInterest) |
Type: | InterestRequirement
Content: | complex, 4 elements
Defined: | locally witnin RequestInterest complexType in fpml-collateral-processes-5-3.xsd; see XML source
interestResponseReason |
Type: | InterestResponseReason
Content: | complex, 3 elements
Defined: | locally witnin InterestResponse complexType in fpml-collateral-processes-5-3.xsd; see XML source
interestShortfall | A floating rate payment event.
Type: | InterestShortFall
Content: | complex, 3 elements
Defined: | locally witnin FloatingAmountEvents complexType in fpml-cd-5-3.xsd; see XML source
interestShortfallCap | Specifies the nature of the interest Shortfall cap (i.e.
Type: | InterestShortfallCapEnum
Content: | simple
Defined: | locally witnin InterestShortFall complexType in fpml-cd-5-3.xsd; see XML source
interestShortfallReimbursement | An additional Fixed Payment Event.
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin AdditionalFixedPayments complexType in fpml-cd-5-3.xsd; see XML source
interestStatement |
Type: | InterestStatement
Content: | complex, 3 attributes, 13 elements
Defined: | globally in fpml-collateral-processes-5-3.xsd; see XML source
Used: | never
interestStatus |
Type: | InterestStatus
Content: | complex, 3 attributes, 14 elements
Defined: | globally in fpml-collateral-processes-5-3.xsd; see XML source
Used: | never
interestStatusRetracted |
Type: | InterestStatusRetracted
Content: | complex, 3 attributes, 11 elements
Defined: | globally in fpml-collateral-processes-5-3.xsd; see XML source
Used: | never
intermediaryInformation | Information to identify an intermediary through which payment will be made by the correspondent bank to the ultimate beneficiary of the funds.
Type: | IntermediaryInformation
Content: | complex, 5 elements
Defined: | locally witnin SettlementInstruction complexType in fpml-shared-5-3.xsd; see XML source
intermediaryPartyReference | Reference to the party acting as intermediary.
Type: | PartyReference
Content: | empty, 1 attribute
Defined: | locally witnin IntermediaryInformation complexType in fpml-shared-5-3.xsd; see XML source
intermediarySequenceNumber | A sequence number that gives the position of the current intermediary in the chain of payment intermediaries.
Type: | xsd:positiveInteger
Content: | simple
Defined: | locally witnin IntermediaryInformation complexType in fpml-shared-5-3.xsd; see XML source
intermediateExchange | A true/false flag to indicate whether there are intermediate or interim exchanges of principal during the term of the swap.
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin PrincipalExchanges complexType in fpml-shared-5-3.xsd; see XML source
interpolationMethod (defined in TermCurve complexType) |
Type: | InterpolationMethod
Content: | simple, 1 attribute
Defined: | locally witnin TermCurve complexType in fpml-mktenv-5-3.xsd; see XML source
interpolationMethod (in inflationRateCalculation) | The method used when calculating the Inflation Index Level from multiple points - the most common is Linear.
Type: | InterpolationMethod
Content: | simple, 1 attribute
Defined: | locally witnin InflationRateCalculation complexType in fpml-ird-5-3.xsd; see XML source
interpolationMethod (in interestCalculation) | Specifies the type of interpolation used.
Type: | InterpolationMethod
Content: | simple, 1 attribute
Defined: | locally witnin InterestCalculation complexType in fpml-eq-shared-5-3.xsd; see XML source
interpolationMethod (in makeWholeAmount) | The type of interpolation method that the calculation agent reserves the right to use.
Type: | InterpolationMethod
Content: | simple, 1 attribute
Defined: | locally witnin MakeWholeAmount complexType in fpml-bond-option-5-3.xsd; see XML source
interpolationPeriod | Defines applicable periods for interpolation.
Type: | InterpolationPeriodEnum
Content: | simple
Defined: | locally witnin InterestCalculation complexType in fpml-eq-shared-5-3.xsd; see XML source
isAccountingHedge | Specifies whether the trade used to hedge a risk for accounting purposes for the specified party.
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin PartyTradeInformation complexType in fpml-doc-5-3.xsd; see XML source
isCancellation | Indicates if this message corrects an earlier request.
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin ProcessingIndicator.model group in fpml-doc-5-3.xsd; see XML source
isCorrection (defined in CorrectableRequestMessage complexType) | Indicates if this message corrects an earlier request.
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin CorrectableRequestMessage complexType in fpml-msg-5-3.xsd; see XML source
isCorrection (defined in ProcessingIndicator.model group) | Indicates if this message corrects an earlier request.
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin ProcessingIndicator.model group in fpml-doc-5-3.xsd; see XML source
issuerName |
Type: | xsd:string
Content: | simple
Defined: | locally witnin FixedIncomeSecurityContent.model group in fpml-asset-5-3.xsd; see XML source
issuerPartyReference (defined in FixedIncomeSecurityContent.model group) |
Type: | PartyReference
Content: | empty, 1 attribute
Defined: | locally witnin FixedIncomeSecurityContent.model group in fpml-asset-5-3.xsd; see XML source
issuerPartyReference (in interestStatement) | The party issuing the interest statement.
Type: | PartyReference
Content: | empty, 1 attribute
Defined: | locally witnin InterestStatement complexType in fpml-collateral-processes-5-3.xsd; see XML source
issuerPartyReference (in interestStatus) | The party issuing the interest notification.
Type: | PartyReference
Content: | empty, 1 attribute
Defined: | locally witnin InterestStatus complexType in fpml-collateral-processes-5-3.xsd; see XML source
issuerPartyReference (in interestStatusRetracted) | The party issuing the interest notification.
Type: | PartyReference
Content: | empty, 1 attribute
Defined: | locally witnin InterestStatusRetracted complexType in fpml-collateral-processes-5-3.xsd; see XML source
issuerPartyReference (in requestInterest) | The party issuing the interest notification.
Type: | PartyReference
Content: | empty, 1 attribute
Defined: | locally witnin RequestInterest complexType in fpml-collateral-processes-5-3.xsd; see XML source
issuerPartyReference (in requestInterestRetracted) | The party issuing the interest notification.
Type: | PartyReference
Content: | empty, 1 attribute
Defined: | locally witnin RequestInterestRetracted complexType in fpml-collateral-processes-5-3.xsd; see XML source
jurisdiction (defined in PartyInformation.model group) | The legal jurisdiction of the entity's registration.
Type: | GoverningLaw
Content: | simple, 1 attribute
Defined: | locally witnin PartyInformation.model group in fpml-shared-5-3.xsd; see XML source
jurisdiction (in withholdingTaxTerms) |
Type: | CountryCode
Content: | simple, 1 attribute
Defined: | locally witnin WithholdingTaxTerms complexType in fpml-collateral-processes-5-3.xsd; see XML source
knock (in feature defined in Feature.model group) | A knock feature.
Type: | Knock
Content: | complex, 2 elements
Defined: | locally witnin OptionFeatures complexType in fpml-eq-shared-5-3.xsd; see XML source
knock (in feature defined in OptionBaseExtended complexType) | A knock feature.
Type: | Knock
Content: | complex, 2 elements
Defined: | locally witnin OptionFeature.model group in fpml-option-shared-5-3.xsd; see XML source
knockIn | The knock in.
Type: | TriggerEvent
Content: | complex, 4 elements
Defined: | locally witnin Knock complexType in fpml-option-shared-5-3.xsd; see XML source
knockOut | The knock out.
Type: | TriggerEvent
Content: | complex, 4 elements
Defined: | locally witnin Knock complexType in fpml-option-shared-5-3.xsd; see XML source
knownAmountSchedule | The known calculation period amount or a known amount schedule expressed as explicit known amounts and dates.
Type: | AmountSchedule
Content: | complex, 1 attribute, 3 elements
Defined: | locally witnin CalculationPeriodAmount complexType in fpml-ird-5-3.xsd; see XML source
lag (defined in CommodityPricingDates complexType) | The pricing period per calculation period if the pricing days do not wholly fall within the respective calculation period.
Type: | Lag
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin CommodityPricingDates complexType in fpml-com-5-3.xsd; see XML source
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.
Type: | Lag
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin LagOrReference.model group in fpml-com-5-3.xsd; see XML source
lagDuration | The period during which observations will be made.
Type: | Period
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin Lag complexType in fpml-com-5-3.xsd; see XML source
lagReference | Allows a lag to reference one already defined elsewhere in the trade.
Type: | LagReference
Content: | empty, 1 attribute
Defined: | locally witnin LagOrReference.model group in fpml-com-5-3.xsd; see XML source
language | Indicates the language of the resource, described using the ISO 639-2/T Code.
Type: | Language
Content: | simple, 1 attribute
Defined: | locally witnin Resource complexType in fpml-shared-5-3.xsd; see XML source
largeSizeTrade | Specifies whether the sender of this trade considers it to be a large notional trade or block trade for reporting purposes, and thus eligible for delayed public reporting.
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin PartyTradeInformation complexType in fpml-doc-5-3.xsd; see XML source
lastNotionalStepDate | Effective date of the last change in notional (i.e. a calculation period start date).
Type: | xsd:date
Content: | simple
Defined: | locally witnin NotionalStepRule complexType in fpml-ird-5-3.xsd; see XML source
lastRegularPaymentDate (in paymentDates defined in InterestRateStream complexType) | The last regular unadjusted payment date.
Type: | xsd:date
Content: | simple
Defined: | locally witnin PaymentDates complexType in fpml-ird-5-3.xsd; see XML source
lastRegularPaymentDate (in periodicPayment) | The last regular unadjusted fixed rate payer payment date.
Type: | xsd:date
Content: | simple
Defined: | locally witnin PeriodicPayment complexType in fpml-cd-5-3.xsd; see XML source
lastRegularPeriodEndDate | The end date of the regular part of the calculation period schedule.
Type: | xsd:date
Content: | simple
Defined: | locally witnin CalculationPeriodDates complexType in fpml-ird-5-3.xsd; see XML source
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.
Type: | BusinessCenterTime
Content: | complex, 2 elements
Defined: | locally witnin SharedAmericanExercise complexType in fpml-shared-5-3.xsd; see XML source
latestExerciseTime (in americanExercise in physicalExercise) | For a Bermuda or American style option, the latest time on an exercise business day (excluding the expiration date) within the exercise period that notice can be given by the buyer to the seller or seller's agent.
Type: | PrevailingTime
Content: | complex, 2 elements
Defined: | locally witnin CommodityPhysicalAmericanExercise complexType in fpml-com-5-3.xsd; see XML source
latestExerciseTime (in americanExercise) | For a Bermuda or American style option, the latest time on an exercise business day (excluding the expiration date) within the exercise period that notice can be given by the buyer to the seller or seller's agent.
Type: | BusinessCenterTime
Content: | complex, 2 elements
Defined: | locally witnin AmericanExercise complexType in fpml-shared-5-3.xsd; see XML source
latestExerciseTime (in bermudaExercise) | For a Bermuda or American style option, the latest time on an exercise business day (excluding the expiration date) within the exercise period that notice can be given by the buyer to the seller or seller's agent.
Type: | BusinessCenterTime
Content: | complex, 2 elements
Defined: | locally witnin BermudaExercise complexType in fpml-shared-5-3.xsd; see XML source
latestExerciseTimeDetermination | Latest exercise time determination method.
Type: | DeterminationMethod
Content: | simple, 2 attributes
Defined: | locally witnin SharedAmericanExercise complexType in fpml-shared-5-3.xsd; see XML source
latestExerciseTimeType (in equityAmericanExercise) | The latest time of day at which the equity option can be exercised, for example the official closing time of the exchange.
Type: | TimeTypeEnum
Content: | simple
Defined: | locally witnin EquityAmericanExercise complexType in fpml-eqd-5-3.xsd; see XML source
latestExerciseTimeType (in equityBermudaExercise) | The latest time of day at which the equity option can be exercised, for example the official closing time of the exchange.
Type: | TimeTypeEnum
Content: | simple
Defined: | locally witnin EquityBermudaExercise complexType in fpml-eqd-5-3.xsd; see XML source
latestValueDate | The latest date on which both currencies traded will settle.
Type: | xsd:date
Content: | simple
Defined: | locally witnin FxDigitalAmericanExercise complexType in fpml-fx-5-3.xsd; see XML source
legId | Identity of this leg.
Type: | LegId
Content: | simple, 1 attribute
Defined: | locally witnin LegIdentifier complexType in fpml-eq-shared-5-3.xsd; see XML source
legIdentifier | Version aware identification of this leg.
Type: | LegIdentifier
Content: | complex, 3 elements
Defined: | locally witnin DirectionalLeg complexType in fpml-eq-shared-5-3.xsd; see XML source
length | Indicates the length of the resource.
Type: | ResourceLength
Content: | complex, 2 elements
Defined: | locally witnin Resource complexType in fpml-shared-5-3.xsd; see XML source
lengthUnit | The length unit of the resource.
Type: | LengthUnitEnum
Content: | simple
Defined: | locally witnin ResourceLength complexType in fpml-shared-5-3.xsd; see XML source
lengthValue | The length value of the resource.
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin ResourceLength complexType in fpml-shared-5-3.xsd; see XML source
letterOfCredit |
Type: | LetterOfCredit
Content: | complex, 6 elements
Defined: | locally witnin ProposedCollateralDeliveryReturn complexType in fpml-collateral-processes-5-3.xsd; see XML source
letterOfCreditType | Specifies a letter of credit as type of expected collateral.
Type: | LetterOfCreditType
Content: | complex, 1 element
Defined: | locally witnin ExpectedCollateralDelivery complexType in fpml-collateral-processes-5-3.xsd; see XML source
level | The trigger level.
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin Trigger complexType in fpml-option-shared-5-3.xsd; see XML source
levelPercentage (in featurePayment) | The trigger level percentage.
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin FeaturePayment complexType in fpml-option-shared-5-3.xsd; see XML source
levelPercentage (in trigger defined in TriggerEvent complexType) | The trigger level percentage.
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin Trigger complexType in fpml-option-shared-5-3.xsd; see XML source
lien | Specifies the seniority level of the lien.
Type: | Lien
Content: | simple, 1 attribute
Defined: | locally witnin Loan complexType in fpml-asset-5-3.xsd; see XML source
limitationPercentage | Specifies the limitation percentage in Average Daily trading volume.
Type: | RestrictedPercentage
Content: | simple
Defined: | locally witnin AverageDailyTradingVolumeLimit complexType in fpml-shared-5-3.xsd; see XML source
limitationPeriod | Specifies the limitation period for Average Daily trading volume in number of days.
Type: | xsd:nonNegativeInteger
Content: | simple
Defined: | locally witnin AverageDailyTradingVolumeLimit complexType in fpml-shared-5-3.xsd; see XML source
limitedRightToConfirm | Has the meaning defined as part of the 1997 ISDA Government Bond Option Definitions, section 4.5 Limited Right to Confirm Exercise.
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin ExerciseProcedure complexType in fpml-shared-5-3.xsd; see XML source
linkId | A link identifier allowing the trade to be associated with other related trades, e.g. the linkId may contain a tradeId for an associated trade or several related trades may be given the same linkId.
Type: | LinkId
Content: | simple, 2 attributes
Defined: | locally witnin PartyTradeIdentifier complexType in fpml-doc-5-3.xsd; see XML source
listed (defined in DeliverableObligations complexType) | An obligation and deliverable obligation characteristic.
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin DeliverableObligations complexType in fpml-cd-5-3.xsd; see XML source
listed (defined in Obligations complexType) | An obligation and deliverable obligation characteristic.
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin Obligations complexType in fpml-cd-5-3.xsd; see XML source
loan | Identifies a simple underlying asset that is a loan.
Type: | Loan
Content: | complex, 1 attribute, 13 elements
Subst.Gr: | may substitute for element underlyingAsset
Defined: | globally in fpml-asset-5-3.xsd; see XML source
Used: | at 1 location
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.
Type: | CountryCode
Content: | simple, 1 attribute
Defined: | locally witnin EquityUnderlyerProvisions.model group in fpml-eq-shared-5-3.xsd; see XML source
localJurisdiction (in equityOptionTransactionSupplement) | 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.
Type: | CountryCode
Content: | simple, 1 attribute
Defined: | locally witnin EquityOptionTransactionSupplement complexType in fpml-eqd-5-3.xsd; see XML source
location (defined in PrevailingTime complexType) | The geographic location to which the hourMinuteTime applies.
Type: | TimezoneLocation
Content: | simple, 1 attribute
Defined: | locally witnin PrevailingTime complexType in fpml-shared-5-3.xsd; see XML source
location (defined in Reason complexType) | A value indicating the location of the problem within the subject message.
Type: | ProblemLocation
Content: | simple, 1 attribute
Defined: | locally witnin Reason complexType in fpml-msg-5-3.xsd; see XML source
lossOfStockBorrow | If true, then loss of stock borrow is applicable.
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin AdditionalDisruptionEvents complexType in fpml-eq-shared-5-3.xsd; see XML source
lowerBarrier | All observations below this price level will be excluded from the variance calculation.
Type: | NonNegativeDecimal
Content: | simple
Defined: | locally witnin BoundedVariance complexType in fpml-eq-shared-5-3.xsd; see XML source
mainPublication | The current main publication source such as relevant web site or a government body.
Type: | MainPublication
Content: | simple, 1 attribute
Defined: | locally witnin InflationRateCalculation complexType in fpml-ird-5-3.xsd; see XML source
makeWholeAmount | Amount to be paid by the buyer of the option if the option is exercised prior to the Early Call Date.
Type: | MakeWholeAmount
Content: | complex, 6 elements
Defined: | locally witnin ReferenceSwapCurve complexType in fpml-bond-option-5-3.xsd; see XML source
makeWholeDate | Date through which option can not be exercised without penalty.
Type: | xsd:date
Content: | simple
Defined: | locally witnin MakeWholeProvisions complexType in fpml-eq-shared-5-3.xsd; see XML source
makeWholeProvisions | Provisions covering early exercise of option.
Type: | MakeWholeProvisions
Content: | complex, 2 elements
Defined: | locally witnin EquityExerciseValuationSettlement complexType in fpml-eqd-5-3.xsd; see XML source
mandatoryEarlyTermination | A mandatory early termination provision to terminate the swap at fair value.
Type: | MandatoryEarlyTermination
Content: | complex, 1 attribute, 4 elements
Defined: | locally witnin MandatoryEarlyTermination.model group in fpml-ird-5-3.xsd; see XML source
mandatoryEarlyTerminationAdjustedDates | The adjusted dates associated with a mandatory early termination provision.
Type: | MandatoryEarlyTerminationAdjustedDates
Content: | complex, 3 elements
Defined: | locally witnin MandatoryEarlyTermination complexType in fpml-ird-5-3.xsd; see XML source
mandatoryEarlyTerminationDate | The early termination date associated with a mandatory early termination of a swap.
Type: | AdjustableDate
Content: | complex, 1 attribute, 3 elements
Defined: | locally witnin MandatoryEarlyTermination complexType in fpml-ird-5-3.xsd; see XML source
mandatoryEarlyTerminationDateTenor | Period after trade date of the mandatory early termination date.
Type: | Period
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin MandatoryEarlyTermination.model group in fpml-ird-5-3.xsd; see XML source
manualExercise (defined in ExerciseProcedure complexType) | Specifies that the notice of exercise must be given by the buyer to the seller or seller's agent.
Type: | ManualExercise
Content: | complex, 2 elements
Defined: | locally witnin ExerciseProcedure complexType in fpml-shared-5-3.xsd; see XML source
manualExercise (in exerciseProcedure in optionExpiry defined in Events.model group) | Specifies that the notice of exercise must be given by the buyer to the seller or seller's agent.
Type: | Empty
Content: | empty
Defined: | locally witnin ExerciseProcedureOption complexType in fpml-shared-5-3.xsd; see XML source
marginAcknowledgement |
Type: | Acknowledgement
Content: | complex, 3 attributes, 9 elements
Defined: | globally in fpml-collateral-processes-5-3.xsd; see XML source
Used: | never
marginCallAmount |
Type: | Money
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin MarginCallResult.model group in fpml-collateral-processes-5-3.xsd; see XML source
marginCallIssuerPartyReference (in collateralProposalStatus) | The party issuing the margin call.
Type: | PartyReference
Content: | empty, 1 attribute
Defined: | locally witnin CollateralProposalStatus complexType in fpml-collateral-processes-5-3.xsd; see XML source
marginCallIssuerPartyReference (in disputeNotification) | The party receiving the margin call.
Type: | PartyReference
Content: | empty, 1 attribute
Defined: | locally witnin DisputeNotification complexType in fpml-collateral-processes-5-3.xsd; see XML source
marginCallIssuerPartyReference (in disputeRetracted) | The party issuing the margin call.
Type: | PartyReference
Content: | empty, 1 attribute
Defined: | locally witnin DisputeRetracted complexType in fpml-collateral-processes-5-3.xsd; see XML source
marginCallIssuerPartyReference (in marginCallStatus) | The party issuing the margin call.
Type: | PartyReference
Content: | empty, 1 attribute
Defined: | locally witnin MarginCallStatus complexType in fpml-collateral-processes-5-3.xsd; see XML source
marginCallIssuerPartyReference (in marginCallStatusRetracted) | The party issuing the margin call.
Type: | PartyReference
Content: | empty, 1 attribute
Defined: | locally witnin MarginCallStatusRetracted complexType in fpml-collateral-processes-5-3.xsd; see XML source
marginCallIssuerPartyReference (in requestCollateralAcceptance) | The party issuing the margin call.
Type: | PartyReference
Content: | empty, 1 attribute
Defined: | locally witnin RequestCollateralAcceptance complexType in fpml-collateral-processes-5-3.xsd; see XML source
marginCallIssuerPartyReference (in requestMargin) | The party issuing the margin call.
Type: | PartyReference
Content: | empty, 1 attribute
Defined: | locally witnin RequestMargin complexType in fpml-collateral-processes-5-3.xsd; see XML source
marginCallIssuerPartyReference (in requestMarginRetracted) | The party issuing the margin call.
Type: | PartyReference
Content: | empty, 1 attribute
Defined: | locally witnin RequestMarginRetracted complexType in fpml-collateral-processes-5-3.xsd; see XML source
marginCallReceiverPartyReference (in collateralProposalStatus) | The party receiving the margin call.
Type: | PartyReference
Content: | empty, 1 attribute
Defined: | locally witnin CollateralProposalStatus complexType in fpml-collateral-processes-5-3.xsd; see XML source
marginCallReceiverPartyReference (in disputeNotification) | The party receiving the margin call.
Type: | PartyReference
Content: | empty, 1 attribute
Defined: | locally witnin DisputeNotification complexType in fpml-collateral-processes-5-3.xsd; see XML source
marginCallReceiverPartyReference (in disputeRetracted) | The party receiving the margin call.
Type: | PartyReference
Content: | empty, 1 attribute
Defined: | locally witnin DisputeRetracted complexType in fpml-collateral-processes-5-3.xsd; see XML source
marginCallReceiverPartyReference (in marginCallStatus) | The party receiving the margin call.
Type: | PartyReference
Content: | empty, 1 attribute
Defined: | locally witnin MarginCallStatus complexType in fpml-collateral-processes-5-3.xsd; see XML source
marginCallReceiverPartyReference (in marginCallStatusRetracted) | The party receiving the margin call.
Type: | PartyReference
Content: | empty, 1 attribute
Defined: | locally witnin MarginCallStatusRetracted complexType in fpml-collateral-processes-5-3.xsd; see XML source
marginCallReceiverPartyReference (in requestCollateralAcceptance) | The party receiving the margin call.
Type: | PartyReference
Content: | empty, 1 attribute
Defined: | locally witnin RequestCollateralAcceptance complexType in fpml-collateral-processes-5-3.xsd; see XML source
marginCallReceiverPartyReference (in requestMargin) | The party receiving the margin call.
Type: | PartyReference
Content: | empty, 1 attribute
Defined: | locally witnin RequestMargin complexType in fpml-collateral-processes-5-3.xsd; see XML source
marginCallReceiverPartyReference (in requestMarginRetracted) | The party receiving the margin call.
Type: | PartyReference
Content: | empty, 1 attribute
Defined: | locally witnin RequestMarginRetracted complexType in fpml-collateral-processes-5-3.xsd; see XML source
marginCallResponseReason | Defines a list of collateral response reason codes.
Type: | MarginCallResponseReason
Content: | complex, 3 elements
Defined: | locally witnin MarginCallStatus complexType in fpml-collateral-processes-5-3.xsd; see XML source
marginCallResult |
Type: | MarginCallResult
Content: | complex, 3 elements
Defined: | locally witnin RequestMargin complexType in fpml-collateral-processes-5-3.xsd; see XML source
marginCallStatus |
Type: | MarginCallStatus
Content: | complex, 3 attributes, 19 elements
Defined: | globally in fpml-collateral-processes-5-3.xsd; see XML source
Used: | never
marginCallStatusRetracted |
Type: | MarginCallStatusRetracted
Content: | complex, 3 attributes, 11 elements
Defined: | globally in fpml-collateral-processes-5-3.xsd; see XML source
Used: | never
marginException |
Type: | Exception
Content: | complex, 3 attributes, 7 elements
Defined: | globally in fpml-collateral-processes-5-3.xsd; see XML source
Used: | never
marginRequirement |
Type: | MarginRequirement
Content: | complex, 3 elements
Defined: | locally witnin RequestMargin complexType in fpml-collateral-processes-5-3.xsd; see XML source
marginTerm |
Type: | MarginTerm
Content: | complex, 4 elements
Defined: | locally witnin MarginDetails.model group in fpml-collateral-processes-5-3.xsd; see XML source
market | This is a global element used for creating global types.
Type: | Market
Content: | complex, 1 attribute, 5 elements
Defined: | globally in fpml-riskdef-5-3.xsd; see XML source
Used: | at 3 locations
marketDisruption (defined in AveragingPeriod complexType) | The market disruption event as defined by ISDA 2002 Definitions.
Type: | MarketDisruption
Content: | simple, 1 attribute
Defined: | locally witnin AveragingPeriod complexType in fpml-option-shared-5-3.xsd; see XML source
marketDisruption (defined in CommodityContent.model group) | Market disruption events as defined in the ISDA 1993 Commodity Definitions or in ISDA 2005 Commodity Definitions, as applicable.
Type: | CommodityMarketDisruption
Content: | complex, 9 elements
Defined: | locally witnin CommodityContent.model group in fpml-com-5-3.xsd; see XML source
marketDisruptionEvent | Market disruption event(s) that apply.
Type: | MarketDisruptionEvent
Content: | simple, 1 attribute
Defined: | locally witnin CommodityMarketDisruption complexType in fpml-com-5-3.xsd; see XML source
marketDisruptionEvents | 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.
Type: | MarketDisruptionEventsEnum
Content: | simple
Defined: | locally witnin CommodityMarketDisruption complexType in fpml-com-5-3.xsd; see XML source
marketFixedRate | An optional element that only has meaning in a credit index trade.
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin FeeLeg complexType in fpml-cd-5-3.xsd; see XML source
marketReference (defined in DerivedValuationScenario complexType) | A reference to the market environment used to price the asset.
Type: | MarketReference
Content: | empty, 1 attribute
Defined: | locally witnin DerivedValuationScenario complexType in fpml-valuation-5-3.xsd; see XML source
marketReference (in valuationScenario) | A reference to the market environment used to price the asset.
Type: | MarketReference
Content: | empty, 1 attribute
Defined: | locally witnin ValuationScenario complexType in fpml-riskdef-5-3.xsd; see XML source
marketValue (in cash defined in ProposedCollateralDeliveryReturn complexType) | The value of the proposed collateral movement prior to the application of any haircut amount.
Type: | NonNegativeDecimal
Content: | simple
Defined: | locally witnin CashDeliveryReturn complexType in fpml-collateral-processes-5-3.xsd; see XML source
marketValue (in letterOfCredit) |
Type: | NonNegativeDecimal
Content: | simple
Defined: | locally witnin LetterOfCredit complexType in fpml-collateral-processes-5-3.xsd; see XML source
marketValue (in security) |
Type: | NonNegativeDecimal
Content: | simple
Defined: | locally witnin SecurityDeliveryReturn complexType in fpml-collateral-processes-5-3.xsd; see XML source
markToMarket |
Type: | MarkToMarket
Content: | complex, 2 elements
Defined: | locally witnin MarginDetails.model group in fpml-collateral-processes-5-3.xsd; see XML source
masterAgreement (in documentation defined in Trade complexType) | The agreement executed between the parties and intended to govern all OTC derivatives transactions between those parties.
Type: | MasterAgreement
Content: | complex, 3 elements
Defined: | locally witnin Documentation complexType in fpml-shared-5-3.xsd; see XML source
masterAgreement (in documentation in relatedParty defined in Party complexType) | A agreement executed between two parties that includes or references the related party.
Type: | MasterAgreement
Content: | complex, 3 elements
Defined: | locally witnin PartyRelationshipDocumentation complexType in fpml-shared-5-3.xsd; see XML source
masterAgreementDate | The date on which the master agreement was signed.
Type: | xsd:date
Content: | simple
Defined: | locally witnin MasterAgreement complexType in fpml-shared-5-3.xsd; see XML source
masterAgreementPaymentDates | If present and true indicates that the Payment Date(s) are specified in the relevant master agreement.
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin CommodityNonPeriodicPaymentDates.model group in fpml-com-5-3.xsd; see XML source
masterAgreementType | The agreement executed between the parties and intended to govern product-specific derivatives transactions between those parties.
Type: | MasterAgreementType
Content: | simple, 1 attribute
Defined: | locally witnin MasterAgreement complexType in fpml-shared-5-3.xsd; see XML source
masterAgreementVersion | The version of the master agreement.
Type: | MasterAgreementVersion
Content: | simple, 1 attribute
Defined: | locally witnin MasterAgreement complexType in fpml-shared-5-3.xsd; see XML source
masterConfirmation | The agreement executed between the parties and intended to govern all OTC derivatives transactions between those parties.
Type: | MasterConfirmation
Content: | complex, 4 elements
Defined: | locally witnin Documentation complexType in fpml-shared-5-3.xsd; see XML source
masterConfirmationAnnexDate | The date that an annex to the master confirmation was executed between the parties.
Type: | xsd:date
Content: | simple
Defined: | locally witnin MasterConfirmation complexType in fpml-shared-5-3.xsd; see XML source
masterConfirmationAnnexType | The type of master confirmation annex executed between the parties.
Type: | MasterConfirmationAnnexType
Content: | simple, 1 attribute
Defined: | locally witnin MasterConfirmation complexType in fpml-shared-5-3.xsd; see XML source
masterConfirmationDate (in allocation) | The date of the confirmation executed between the parties and intended to govern the allocated trade between those parties.
Type: | xsd:date
Content: | simple
Defined: | locally witnin AllocationContent.model group in fpml-doc-5-3.xsd; see XML source
masterConfirmationDate (in masterConfirmation) | The date of the confirmation executed between the parties and intended to govern all relevant transactions between those parties.
Type: | xsd:date
Content: | simple
Defined: | locally witnin MasterConfirmation complexType in fpml-shared-5-3.xsd; see XML source
masterConfirmationType | The type of master confirmation executed between the parties.
Type: | MasterConfirmationType
Content: | simple, 1 attribute
Defined: | locally witnin MasterConfirmation complexType in fpml-shared-5-3.xsd; see XML source
matchCompleted | Flag indicating whether the Matching Service has finished sending all matching results.
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin PositionsMatchResults complexType in fpml-reconciliation-5-3.xsd; see XML source
matchId (defined in ProposedMatch.model group) | A unique identifier assigned by the matching service to each set of matched positions.
Type: | MatchId
Content: | simple, 1 attribute
Defined: | locally witnin ProposedMatch.model group in fpml-business-events-5-3.xsd; see XML source
matchId (in cancelTradeCashflows) | A unique identifier assigned by matching service to each set of matched cashflows.
Type: | MatchId
Content: | simple, 1 attribute
Defined: | locally witnin CancelTradeCashflows complexType in fpml-reconciliation-5-3.xsd; see XML source
matchId (in nettedTradeCashflowsAsserted) | A unique identifier assigned by either party, or matching service, as agreed, to each set of matched cashflows.
Type: | MatchId
Content: | simple, 1 attribute
Defined: | locally witnin NettedTradeCashflowsAsserted complexType in fpml-reconciliation-5-3.xsd; see XML source
matchId (in nettedTradeCashflowsRetracted) | A unique identifier assigned by matching service to each set of matched cashflows.
Type: | MatchId
Content: | simple, 1 attribute
Defined: | locally witnin NettedTradeCashflowsRetracted complexType in fpml-reconciliation-5-3.xsd; see XML source
matchId (in proposedMatch in nettedTradeCashflowsMatchResult) | A unique identifier assigned by the matching service to each set of matched cashflows.
Type: | MatchId
Content: | simple, 1 attribute
Defined: | locally witnin NettedTradeCashflowsProposedMatch complexType in fpml-reconciliation-5-3.xsd; see XML source
matchId (in tradeCashflowsAsserted) | A unique identifier assigned by either party, or matching service, as agreed, to each set of matched cashflows.
Type: | MatchId
Content: | simple, 1 attribute
Defined: | locally witnin TradeCashflowsAsserted complexType in fpml-reconciliation-5-3.xsd; see XML source
matchingParty |
Type: | PartyReference
Content: | empty, 1 attribute
Defined: | locally witnin PortfolioDefinition complexType in fpml-reconciliation-5-3.xsd; see XML source
matchScore | Numeric score to represent the quality of the match.
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin ProposedMatch.model group in fpml-business-events-5-3.xsd; see XML source
materialDividend | If present and true, then material non cash dividends are applicable.
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin DividendLeg complexType in fpml-dividend-swaps-5-3.xsd; see XML source
math | An element for containing an XML representation of the formula.
Type: | Math
Content: | mixed (allows character data), elem. wildcard
Defined: | locally witnin Formula complexType in fpml-shared-5-3.xsd; see XML source
matrixSource | Relevant settled entity matrix source.
Type: | MatrixSource
Content: | simple, 1 attribute
Defined: | locally witnin SettledEntityMatrix complexType in fpml-cd-5-3.xsd; see XML source
matrixTerm | Defines any applicable key into the relevant matrix.
Type: | MatrixTerm
Content: | simple, 1 attribute
Defined: | locally witnin ContractualMatrix complexType in fpml-shared-5-3.xsd; see XML source
matrixType | Identifies the form of applicable matrix.
Type: | MatrixType
Content: | simple, 1 attribute
Defined: | locally witnin ContractualMatrix complexType in fpml-shared-5-3.xsd; see XML source
maturity (defined in FixedIncomeSecurityContent.model group) | The date when the principal amount of a security becomes due and payable.
Type: | xsd:date
Content: | simple
Defined: | locally witnin FixedIncomeSecurityContent.model group in fpml-asset-5-3.xsd; see XML source
maturity (in future) | The date when the future contract expires.
Type: | xsd:date
Content: | simple
Defined: | locally witnin Future complexType in fpml-asset-5-3.xsd; see XML source
maturity (in loan) | The date when the principal amount of the loan becomes due and payable.
Type: | xsd:date
Content: | simple
Defined: | locally witnin Loan complexType in fpml-asset-5-3.xsd; see XML source
maturityDate | The end date of the calculation period.
Type: | xsd:date
Content: | simple
Defined: | locally witnin TermDeposit complexType in fpml-fx-5-3.xsd; see XML source
maturityExtension | A credit event.
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin CreditEvents complexType in fpml-option-shared-5-3.xsd; see XML source
maximumBoundaryPercent | Maximum Boundary as a percentage of the Strike Price.
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin BoundedCorrelation complexType in fpml-eq-shared-5-3.xsd; see XML source
maximumBusinessDays | A maximum number of business days.
Type: | xsd:nonNegativeInteger
Content: | simple
Defined: | locally witnin PhysicalSettlementPeriod complexType in fpml-cd-5-3.xsd; see XML source
maximumDaysOfPostponement | The maximum number of days to wait for a quote from the disrupted settlement rate option before proceding to the next method.
Type: | xsd:positiveInteger
Content: | simple
Defined: | locally witnin ValuationPostponement complexType in fpml-ird-5-3.xsd; see XML source
maximumExclusive |
Type: | PositiveDecimal
Content: | simple
Defined: | locally witnin UpperBound complexType in fpml-fx-5-3.xsd; see XML source
maximumInclusive |
Type: | PositiveDecimal
Content: | simple
Defined: | locally witnin UpperBound complexType in fpml-fx-5-3.xsd; see XML source
maximumMaturity | A deliverable obligation characteristic.
Type: | Period
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin DeliverableObligations complexType in fpml-cd-5-3.xsd; see XML source
maximumNotionalAmount (defined in MultipleExercise complexType) | The maximum notional amount that can be exercised on a given exercise date.
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin MultipleExercise complexType in fpml-shared-5-3.xsd; see XML source
maximumNotionalAmount (in multipleExercise in americanExercise in fxOption) | The maximum amount of notiional that can be exercised.
Type: | NonNegativeMoney
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin FxMultipleExercise complexType in fpml-fx-5-3.xsd; see XML source
maximumNumberOfDaysOfDisruption | 2005 Commodity Definitions only.
Type: | xsd:nonNegativeInteger
Content: | simple
Defined: | locally witnin CommodityMarketDisruption complexType in fpml-com-5-3.xsd; see XML source
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.
Type: | NonNegativeDecimal
Content: | simple
Defined: | locally witnin EquityMultipleExercise complexType in fpml-eqd-5-3.xsd; see XML source
maximumNumberOfOptions (defined in MultipleExercise complexType) | The maximum number of options that can be exercised on a given exercise date.
Type: | NonNegativeDecimal
Content: | simple
Defined: | locally witnin MultipleExercise complexType in fpml-shared-5-3.xsd; see XML source
maximumStockLoanRate | Specifies the maximum stock loan rate for Loss of Stock Borrow.
Type: | RestrictedPercentage
Content: | simple
Defined: | locally witnin AdditionalDisruptionEvents complexType in fpml-eq-shared-5-3.xsd; see XML source
maxPhysicalQuantity | The maximum quantity to be delivered.
Type: | CommodityNotionalQuantity
Content: | complex, 1 attribute, 3 elements
Defined: | locally witnin GasPhysicalQuantity complexType in fpml-com-5-3.xsd; see XML source
measureType | The type of the value that is measured.
Type: | AssetMeasureType
Content: | simple, 1 attribute
Defined: | locally witnin QuotationCharacteristics.model group in fpml-asset-5-3.xsd; see XML source
mergerEvents | Occurs when the underlying ceases to exist following a merger between the Issuer and another company.
Type: | EquityCorporateEvents
Content: | complex, 3 elements
Defined: | locally witnin ExtraordinaryEvents complexType in fpml-eq-shared-5-3.xsd; see XML source
message | A human readable description of the problem.
Type: | xsd:string
Content: | simple
Defined: | locally witnin TradeDifference complexType in fpml-doc-5-3.xsd; see XML source
messageId | A unique identifier (within its coding scheme) assigned to the message by its creating party.
Type: | MessageId
Content: | simple, 1 attribute
Defined: | locally witnin MessageHeader complexType in fpml-msg-5-3.xsd; see XML source
messageRejected | The root element used for rejected message exceptions
Type: | Exception
Content: | complex, 3 attributes, 7 elements
Defined: | globally in fpml-msg-5-3.xsd; see XML source
Used: | never
method (defined in DerivativeCalculationProcedure complexType) | The method by which a derivative is computed, e.g. analytic, numerical model, perturbation, etc.
Type: | DerivativeCalculationMethod
Content: | simple, 1 attribute
Defined: | locally witnin DerivativeCalculationProcedure complexType in fpml-riskdef-5-3.xsd; see XML source
method (defined in InterestPaymentDetails complexType) |
Type: | InterestMethodEnum
Content: | simple
Defined: | locally witnin InterestPaymentDetails complexType in fpml-collateral-processes-5-3.xsd; see XML source
methodOfAdjustment (defined in EquityDerivativeLongFormBase complexType) | Defines how adjustments will be made to the contract should one or more of the extraordinary events occur.
Type: | MethodOfAdjustmentEnum
Content: | simple
Defined: | locally witnin EquityDerivativeLongFormBase complexType in fpml-eqd-5-3.xsd; see XML source
methodOfAdjustment (in equityOptionTransactionSupplement) |
Type: | MethodOfAdjustmentEnum
Content: | simple
Defined: | locally witnin EquityOptionTransactionSupplement complexType in fpml-eqd-5-3.xsd; see XML source
methodOfAdjustment (in varianceOptionTransactionSupplement) | Defines how adjustments will be made to the contract should one or more of the extraordinary events occur.
Type: | MethodOfAdjustmentEnum
Content: | simple
Defined: | locally witnin VarianceOptionTransactionSupplement complexType in fpml-variance-swaps-5-3.xsd; see XML source
mid | A price midway between the bid and the ask price.
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin BidMidAsk.model group in fpml-mktenv-5-3.xsd; see XML source
mimeType (defined in AdditionalData complexType) | Indicates the type of media used to provide the extra information. mimeType is used to determine the software product(s) that can read the content.
Type: | MimeType
Content: | simple, 1 attribute
Defined: | locally witnin AdditionalData complexType in fpml-msg-5-3.xsd; see XML source
mimeType (defined in ExternalDocument complexType) | Indicates the type of media used to store the content. mimeType is used to determine the software product(s) that can read the content.
Type: | MimeType
Content: | simple, 1 attribute
Defined: | locally witnin ExternalDocument complexType in fpml-shared-5-3.xsd; see XML source
mimeType (defined in Resource complexType) | Indicates the type of media used to store the content. mimeType is used to determine the software product(s) that can read the content.
Type: | MimeType
Content: | simple, 1 attribute
Defined: | locally witnin Resource complexType in fpml-shared-5-3.xsd; see XML source
minimumBoundaryPercent | Minimum Boundary as a percentage of the Strike Price.
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin BoundedCorrelation complexType in fpml-eq-shared-5-3.xsd; see XML source
minimumExclusive |
Type: | PositiveDecimal
Content: | simple
Defined: | locally witnin LowerBound complexType in fpml-fx-5-3.xsd; see XML source
minimumFuturesContracts | 1993 Commodity Definitions only.
Type: | xsd:positiveInteger
Content: | simple
Defined: | locally witnin CommodityMarketDisruption complexType in fpml-com-5-3.xsd; see XML source
minimumInclusive |
Type: | PositiveDecimal
Content: | simple
Defined: | locally witnin LowerBound complexType in fpml-fx-5-3.xsd; see XML source
minimumNotionalAmount (defined in PartialExercise.model group) | The minimum notional amount that can be exercised on a given exercise date.
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin PartialExercise.model group in fpml-shared-5-3.xsd; see XML source
minimumNotionalAmount (in multipleExercise in americanExercise in fxOption) | The minimum amount of notional that can be exercised.
Type: | NonNegativeMoney
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin FxMultipleExercise complexType in fpml-fx-5-3.xsd; see XML source
minimumNotionalQuantity | The minimum Notional Quantity that can be exercised on a given Exercise Date.
Type: | CommodityNotionalQuantity
Content: | complex, 1 attribute, 3 elements
Defined: | locally witnin CommodityMultipleExercise complexType in fpml-com-5-3.xsd; see XML source
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.
Type: | NonNegativeDecimal
Content: | simple
Defined: | locally witnin EquityMultipleExercise complexType in fpml-eqd-5-3.xsd; see XML source
minimumNumberOfOptions (defined in PartialExercise.model group) | The minimum number of options that can be exercised on a given exercise date.
Type: | xsd:nonNegativeInteger
Content: | simple
Defined: | locally witnin PartialExercise.model group in fpml-shared-5-3.xsd; see XML source
minimumQuotationAmount | In the determination of a cash settlement amount, if weighted average quotations are to be obtained, the minimum quotation amount specifies a minimum intended threshold amount of outstanding principal balance of the reference obligation for which the quote should be obtained.
Type: | Money
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin CashSettlementTerms complexType in fpml-cd-5-3.xsd; see XML source
minimumTransferAmount |
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin TransferDetails.model group in fpml-collateral-processes-5-3.xsd; see XML source
minPhysicalQuantity | The minimum quantity to be delivered.
Type: | CommodityNotionalQuantity
Content: | complex, 1 attribute, 3 elements
Defined: | locally witnin GasPhysicalQuantity complexType in fpml-com-5-3.xsd; see XML source
missingElement | Element(s) that are missing in the other trade.
Type: | xsd:string
Content: | simple
Defined: | locally witnin TradeDifference complexType in fpml-doc-5-3.xsd; see XML source
modifiedEquityDelivery | Value of this element set to 'true' indicates that modified equity delivery is applicable.
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin GeneralTerms complexType in fpml-cd-5-3.xsd; see XML source
moisture | The moisture content of the coal product.
Type: | CoalAttributePercentage
Content: | complex, 2 elements
Defined: | locally witnin CommodityCoalComposition.model group in fpml-com-5-3.xsd; see XML source
mortgage | Identifies a mortgage backed security.
Type: | Mortgage
Content: | complex, 1 attribute, 20 elements
Subst.Gr: | may substitute for element underlyingAsset
Defined: | globally in fpml-asset-5-3.xsd; see XML source
Used: | at 1 location
mthToDefault | M th reference obligation to default to allow representation of N th to M th defaults.
Type: | xsd:positiveInteger
Content: | simple
Defined: | locally witnin BasketReferenceInformation complexType in fpml-cd-5-3.xsd; see XML source
multiLeg | Indicates whether this transaction has multiple components, not all of which may be reported.
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin GenericProduct complexType in fpml-generic-5-3.xsd; see XML source
multipleCreditEventNotices | Presence of this element and value set to 'true' indicates that Section 3.9 of the 2003 Credit Derivatives Definitions shall apply.
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin Restructuring complexType in fpml-option-shared-5-3.xsd; see XML source
multipleExchangeIndexAnnexFallback | For an index option transaction, a flag to indicate whether a relevant Multiple Exchange Index Annex is applicable to the transaction.
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin IndexAnnexFallback.model group in fpml-eq-shared-5-3.xsd; see XML source
multipleExercise (in americanExercise in exercise in commodityOption) | The presence of this element indicates that the option may be partially exercised.
Type: | CommodityMultipleExercise
Content: | complex, 2 elements
Defined: | locally witnin CommodityAmericanExercise complexType in fpml-com-5-3.xsd; see XML source
multipleExercise (in americanExercise in fxOption) | Characteristics for multiple exercise.
Type: | FxMultipleExercise
Content: | complex, 2 elements
Defined: | locally witnin FxAmericanExercise complexType in fpml-fx-5-3.xsd; see XML source
multipleExercise (in americanExercise) | As defined in the 2000 ISDA Definitions, Section 12.4.
Type: | MultipleExercise
Content: | complex, 6 elements
Defined: | locally witnin AmericanExercise complexType in fpml-shared-5-3.xsd; see XML source
multipleExercise (in bermudaExercise) | As defined in the 2000 ISDA Definitions, Section 12.4.
Type: | MultipleExercise
Content: | complex, 6 elements
Defined: | locally witnin BermudaExercise complexType in fpml-shared-5-3.xsd; see XML source
multipleHolderObligation | In relation to a restructuring credit event, unless multiple holder obligation is not specified restructurings are limited to multiple holder obligations.
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin Restructuring complexType in fpml-option-shared-5-3.xsd; see XML source
multipleValuationDates | Where multiple valuation dates are specified as being applicable for cash settlement, this element specifies (a) the number of applicable valuation dates, and (b) the number of business days after satisfaction of all conditions to settlement when the first such valuation date occurs, and (c) the number of business days thereafter of each successive valuation date.
Type: | MultipleValuationDates
Content: | complex, 3 elements
Defined: | locally witnin ValuationDate complexType in fpml-cd-5-3.xsd; see XML source
multiplier (defined in CommodityProduct.model group) | Specifies the multiplier associated with a Transaction.
Type: | PositiveDecimal
Content: | simple
Defined: | locally witnin CommodityProduct.model group in fpml-asset-5-3.xsd; see XML source
multiplier (defined in ExchangeTradedContract complexType) | Specifies the contract multiplier that can be associated with the number of units.
Type: | xsd:positiveInteger
Content: | simple
Defined: | locally witnin ExchangeTradedContract complexType in fpml-asset-5-3.xsd; see XML source
multiplier (in calculatedRate in calculationElements) | A rate multiplier to apply to the floating rate.
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin CashflowFixing complexType in fpml-reconciliation-5-3.xsd; see XML source
multiplier (in dividendPeriod in dividendAdjustment) | 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).
Type: | PositiveDecimal
Content: | simple
Defined: | locally witnin DividendPeriodDividend complexType in fpml-eq-shared-5-3.xsd; see XML source
multiplier (in equityOptionTransactionSupplement) | Specifies the contract multiplier that can be associated with an index option.
Type: | PositiveDecimal
Content: | simple
Defined: | locally witnin EquityOptionTransactionSupplement complexType in fpml-eqd-5-3.xsd; see XML source
multiplier (in future) | Specifies the contract multiplier that can be associated with the number of units.
Type: | xsd:positiveInteger
Content: | simple
Defined: | locally witnin Future complexType in fpml-asset-5-3.xsd; see XML source
multiplier (in varianceOptionTransactionSupplement) | Specifies the contract multiplier that can be associated with an index option.
Type: | PositiveDecimal
Content: | simple
Defined: | locally witnin VarianceOptionTransactionSupplement complexType in fpml-variance-swaps-5-3.xsd; see XML source
mutualEarlyTermination | Used for specifying whether the Mutual Early Termination Right that is detailed in the Master Confirmation will apply.
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin MutualOrOptionalEarlyTermination.model group in fpml-eq-shared-5-3.xsd; see XML source
mutualFund | Identifies the class of unit issued by a fund.
Type: | MutualFund
Content: | complex, 1 attribute, 8 elements
Subst.Gr: | may substitute for element underlyingAsset
Defined: | globally in fpml-asset-5-3.xsd; see XML source
Used: | never
name (defined in DerivedValuationScenario complexType) | The (optional) name for this valuation scenario, used for understandability.
Type: | xsd:string
Content: | simple
Defined: | locally witnin DerivedValuationScenario complexType in fpml-valuation-5-3.xsd; see XML source
name (defined in PricingStructure complexType) | The name of the structure, e.g "USDLIBOR-3M EOD Curve".
Type: | xsd:normalizedString
Content: | simple
Defined: | locally witnin PricingStructure complexType in fpml-shared-5-3.xsd; see XML source
name (defined in Resource complexType) | The name of the resource.
Type: | xsd:normalizedString
Content: | simple
Defined: | locally witnin Resource complexType in fpml-shared-5-3.xsd; see XML source
name (in adjustment) | The name of the adjustment parameter (e.g.
Type: | xsd:normalizedString
Content: | simple
Defined: | locally witnin ParametricAdjustment complexType in fpml-mktenv-5-3.xsd; see XML source
name (in businessUnit) | A name used to describe the organization unit
Type: | xsd:string
Content: | simple
Defined: | locally witnin BusinessUnit complexType in fpml-shared-5-3.xsd; see XML source
name (in market) | The name of the market, e.g. the USDLIBOR market.
Type: | xsd:string
Content: | simple
Defined: | locally witnin Market complexType in fpml-riskdef-5-3.xsd; see XML source
name (in sensitivityDefinition) | The name of the derivative, e.g. first derivative, Hessian, etc.
Type: | xsd:string
Content: | simple
Defined: | locally witnin SensitivityDefinition complexType in fpml-riskdef-5-3.xsd; see XML source
name (in sensitivitySet) |
Type: | xsd:string
Content: | simple
Defined: | locally witnin SensitivitySet complexType in fpml-valuation-5-3.xsd; see XML source
name (in sensitivitySetDefinition) | The name of the sensitivity set definition, e.g.
Type: | xsd:string
Content: | simple
Defined: | locally witnin SensitivitySetDefinition complexType in fpml-riskdef-5-3.xsd; see XML source
name (in valuationScenario) | The (optional) name for this valuation scenario, used for understandability.
Type: | xsd:string
Content: | simple
Defined: | locally witnin ValuationScenario complexType in fpml-riskdef-5-3.xsd; see XML source
name (in valuationSet) | The name of the valuation set, used to understand what it means.
Type: | xsd:string
Content: | simple
Defined: | locally witnin ValuationSet complexType in fpml-valuation-5-3.xsd; see XML source
nationalisationOrInsolvency | The terms "Nationalisation" and "Insolvency" have the meaning as defined in the ISDA 2002 Equity Derivatives Definitions.
Type: | NationalisationOrInsolvencyOrDelistingEventEnum
Content: | simple
Defined: | locally witnin ExtraordinaryEvents complexType in fpml-eq-shared-5-3.xsd; see XML source
nearLeg | The FX transaction with the earliest value date.
Type: | FxSwapLeg
Content: | complex, 1 attribute, 9 elements
Defined: | locally witnin FxSwap complexType in fpml-fx-5-3.xsd; see XML source
negative (in absoluteTolerance) | The maximum amount by which the quantity delivered can be less than the agreed quantity.
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin AbsoluteTolerance complexType in fpml-com-5-3.xsd; see XML source
negative (in percentageTolerance) | The maximum percentage amount by which the quantity delivered can be less than the agreed quantity.
Type: | RestrictedPercentage
Content: | simple
Defined: | locally witnin PercentageTolerance complexType in fpml-com-5-3.xsd; see XML source
negativeInterestRateTreatment | 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).
Type: | NegativeInterestRateTreatmentEnum
Content: | simple
Defined: | locally witnin FloatingRateCalculation complexType in fpml-shared-5-3.xsd; see XML source
net (in principalAmount in principal in instrumentTradeDetails) | Value including fees and commissions.
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin NetAndOrGross.model group in fpml-doc-5-3.xsd; see XML source
net (in principalAmount in principal in instrumentTradeDetails) | Value including fees and commissions.
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin NetAndOrGross.model group in fpml-doc-5-3.xsd; see XML source
netOpenPosition | A portfolio level Independent Amounts related to a Parties Net Open Position (NOP).
Type: | IndependentAmountType
Content: | complex, 4 elements
Defined: | locally witnin AggregatedIndependentAmount complexType in fpml-collateral-processes-5-3.xsd; see XML source
netPrice | Specifies the price of the underlyer, net of commissions.
Type: | ActualPrice
Content: | complex, 3 elements
Defined: | locally witnin EquityPrice.model group in fpml-asset-5-3.xsd; see XML source
nettedTradeCashflowsAcknowledgement |
Type: | Acknowledgement
Content: | complex, 3 attributes, 9 elements
Defined: | globally in fpml-reconciliation-5-3.xsd; see XML source
Used: | never
nettedTradeCashflowsAsserted |
Type: | NettedTradeCashflowsAsserted
Content: | complex, 3 attributes, 15 elements
Defined: | globally in fpml-reconciliation-5-3.xsd; see XML source
Used: | never
nettedTradeCashflowsException |
Type: | Exception
Content: | complex, 3 attributes, 7 elements
Defined: | globally in fpml-reconciliation-5-3.xsd; see XML source
Used: | never
nettedTradeCashflowsMatchResult |
Type: | NettedTradeCashflowsMatchResult
Content: | complex, 3 attributes, 11 elements
Defined: | globally in fpml-reconciliation-5-3.xsd; see XML source
Used: | never
nettedTradeCashflowsRetracted |
Type: | NettedTradeCashflowsRetracted
Content: | complex, 3 attributes, 12 elements
Defined: | globally in fpml-reconciliation-5-3.xsd; see XML source
Used: | never
netTreatment |
Type: | NetTreatment
Content: | complex, 1 element
Defined: | locally witnin BothDirectionsInterestRequirement complexType in fpml-collateral-processes-5-3.xsd; see XML source
newPortfolioDefinition | Indicates whether it's a definition of a new portfolio (true) or an update to an existing one (false).
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin InitialPortfolioDefinition complexType in fpml-reconciliation-5-3.xsd; see XML source
newTrade | Indicates the original trade between the transferor and the remaining party.
Type: | Trade
Content: | complex, 1 attribute, 12 elements
Defined: | locally witnin TradeNovationContent complexType in fpml-business-events-5-3.xsd; see XML source
newTradeIdentifier | Indicates a reference to the new trade between the transferee and the remaining party.
Type: | PartyTradeIdentifier
Content: | complex, 1 attribute, 7 elements
Defined: | locally witnin TradeNovationContent complexType in fpml-business-events-5-3.xsd; see XML source
nominal | The monetary value of the security (eg. fixed income security) that was traded).
Type: | Money
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin InstrumentTradeQuantity complexType in fpml-doc-5-3.xsd; see XML source
nominalAmount (in cash defined in ProposedCollateralDeliveryReturn complexType) | The amount of cash to be moved.
Type: | NonNegativeDecimal
Content: | simple
Defined: | locally witnin CashDeliveryReturn complexType in fpml-collateral-processes-5-3.xsd; see XML source
nominalAmount (in security) | nominal amount of the collateral to be moved.
Type: | NonNegativeDecimal
Content: | simple
Defined: | locally witnin NominalAmount.model group in fpml-collateral-processes-5-3.xsd; see XML source
nonCashDividendTreatment | Defines treatment of Non-Cash Dividends.
Type: | NonCashDividendTreatmentEnum
Content: | simple
Defined: | locally witnin DividendConditions complexType in fpml-eq-shared-5-3.xsd; see XML source
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).
Type: | FxCashSettlement
Content: | complex, 2 elements
Defined: | locally witnin FxCoreDetails.model group in fpml-fx-5-3.xsd; see XML source
nonDeliverableSettlement (in settlementProvision) | The specification of the non-deliverable settlement provision.
Type: | NonDeliverableSettlement
Content: | complex, 5 elements
Defined: | locally witnin SettlementProvision complexType in fpml-ird-5-3.xsd; see XML source
nonFirm | 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.
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin ElectricityDeliveryType complexType in fpml-com-5-3.xsd; see XML source
nonpubliclyReported | When the non-public report of this was created or received by this party.
Type: | xsd:dateTime
Content: | simple
Defined: | locally witnin TradeProcessingTimestamps complexType in fpml-doc-5-3.xsd; see XML source
nonpublicReportUpdated | When the non-public report of this was most recently corrected or corrections were received by this party.
Type: | xsd:dateTime
Content: | simple
Defined: | locally witnin TradeProcessingTimestamps complexType in fpml-doc-5-3.xsd; see XML source
nonReliance (in novation) | This element corresponds to the non-Reliance section in the 2004 ISDA Novation Definitions, section 2.1 (c) (i).
Type: | Empty
Content: | empty
Defined: | locally witnin TradeNovationContent complexType in fpml-business-events-5-3.xsd; see XML source
nonReliance (in representations) | If true, then non reliance is applicable.
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin Representations complexType in fpml-eq-shared-5-3.xsd; see XML source
nonSchemaProduct | A product to represent an OTC derivative transaction whose economics are not fully described using an FpML schema.
Type: | GenericProduct
Content: | complex, 1 attribute, 16 elements
Subst.Gr: | may substitute for element product
Defined: | globally in fpml-generic-5-3.xsd; see XML source
Used: | never
nonStandardTerms | Specifies whether the trade contains terms that affect pricing that are not represented by the standard reportable data fields, that is, it indicates a bespoke trade that might otherwise appear from its characteristics to be a standardized trade but is really non-standard.
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin PartyTradeInformation complexType in fpml-doc-5-3.xsd; see XML source
noReferenceObligation (in referenceInformation) | Used to indicate that there is no Reference Obligation associated with this Credit Default Swap and that there will never be one.
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin ReferenceInformation complexType in fpml-cd-5-3.xsd; see XML source
noReferenceObligation (in referencePair) | Used to indicate that there is no Reference Obligation associated with this Credit Default Swap and that there will never be one.
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin ReferencePair complexType in fpml-cd-5-3.xsd; see XML source
notBearer | A deliverable obligation characteristic.
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin DeliverableObligations complexType in fpml-cd-5-3.xsd; see XML source
notContingent (defined in DeliverableObligations complexType) | A deliverable obligation characteristic.
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin DeliverableObligations complexType in fpml-cd-5-3.xsd; see XML source
notContingent (defined in Obligations complexType) | NOTE: Only allowed as an obligation charcteristic under ISDA Credit 1999.
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin Obligations complexType in fpml-cd-5-3.xsd; see XML source
notDomesticCurrency (defined in DeliverableObligations complexType) | An obligation and deliverable obligation characteristic.
Type: | NotDomesticCurrency
Content: | complex, 2 elements
Defined: | locally witnin DeliverableObligations complexType in fpml-cd-5-3.xsd; see XML source
notDomesticCurrency (defined in Obligations complexType) | An obligation and deliverable obligation characteristic.
Type: | NotDomesticCurrency
Content: | complex, 2 elements
Defined: | locally witnin Obligations complexType in fpml-cd-5-3.xsd; see XML source
notDomesticIssuance (defined in DeliverableObligations complexType) | An obligation and deliverable obligation characteristic.
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin DeliverableObligations complexType in fpml-cd-5-3.xsd; see XML source
notDomesticIssuance (defined in Obligations complexType) | An obligation and deliverable obligation characteristic.
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin Obligations complexType in fpml-cd-5-3.xsd; see XML source
notDomesticLaw (defined in DeliverableObligations complexType) | An obligation and deliverable obligation characteristic.
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin DeliverableObligations complexType in fpml-cd-5-3.xsd; see XML source
notDomesticLaw (defined in Obligations complexType) | An obligation and deliverable obligation characteristic.
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin Obligations complexType in fpml-cd-5-3.xsd; see XML source
notifiedPartyReference |
Type: | PartyReference
Content: | empty, 1 attribute
Defined: | locally witnin CreditEventNoticeDocument complexType in fpml-credit-event-notification-5-3.xsd; see XML source
notifyingParty | Pointer style references to a party identifier defined elsewhere in the document.
Type: | NotifyingParty
Content: | complex, 2 elements
Defined: | locally witnin CreditEventNotice complexType in fpml-option-shared-5-3.xsd; see XML source
notifyingPartyReference |
Type: | PartyReference
Content: | empty, 1 attribute
Defined: | locally witnin CreditEventNoticeDocument complexType in fpml-credit-event-notification-5-3.xsd; see XML source
notional (defined in EquityDerivativeBase complexType) | The notional amount.
Type: | NonNegativeMoney
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin EquityDerivativeBase complexType in fpml-eqd-5-3.xsd; see XML source
notional (defined in GenericProduct complexType) | The notional or notionals in effect on the last day of the last calculation period in each stream.
Type: | CashflowNotional
Content: | complex, 1 attribute, 3 elements
Defined: | locally witnin GenericProduct complexType in fpml-generic-5-3.xsd; see XML source
notional (in calculationElements) | Identifies the notional in effect for this calculation period.
Type: | CashflowNotional
Content: | complex, 1 attribute, 3 elements
Defined: | locally witnin CashflowCalculationElements complexType in fpml-reconciliation-5-3.xsd; see XML source
notional (in fra) | The notional amount.
Type: | Money
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin Fra complexType in fpml-ird-5-3.xsd; see XML source
notional (in interestLeg) | Specifies the notional of a return type swap.
Type: | ReturnSwapNotional
Content: | complex, 1 attribute, 4 elements
Defined: | locally witnin InterestLeg complexType in fpml-eq-shared-5-3.xsd; see XML source
notional (in returnLeg) | Specifies the notional of a return type swap.
Type: | ReturnSwapNotional
Content: | complex, 1 attribute, 4 elements
Defined: | locally witnin ReturnLeg complexType in fpml-eq-shared-5-3.xsd; see XML source
notional (in standardProduct) | The notional amount that was traded.
Type: | CashflowNotional
Content: | complex, 1 attribute, 3 elements
Defined: | locally witnin StandardProduct complexType in fpml-standard-5-3.xsd; see XML source
notional (in tradeDetails) | The notional or notionals in effect on the last day of the last calculation period in each stream.
Type: | CashflowNotional
Content: | complex, 1 attribute, 3 elements
Defined: | locally witnin TradeDetails complexType in fpml-reconciliation-5-3.xsd; see XML source
notionalAdjustments | Specifies the conditions that govern the adjustment to the number of units of the return swap.
Type: | NotionalAdjustmentEnum
Content: | simple
Defined: | locally witnin ReturnLeg complexType in fpml-eq-shared-5-3.xsd; see XML source
notionalAmount (defined in OptionBaseExtended complexType) |
Type: | Money
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin OptionBaseExtended complexType in fpml-option-shared-5-3.xsd; see XML source
notionalAmount (defined in ReturnSwapNotional complexType) | The notional amount.
Type: | NotionalAmount
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin ReturnSwapNotional complexType in fpml-eq-shared-5-3.xsd; see XML source
notionalAmount (in calculationPeriod in paymentCalculationPeriod) | The amount that a cashflow will accrue interest on.
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin CalculationPeriod complexType in fpml-ird-5-3.xsd; see XML source
notionalAmount (in correlation) | Notional amount, which is a cash multiplier.
Type: | NonNegativeMoney
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin Correlation complexType in fpml-eq-shared-5-3.xsd; see XML source
notionalAmount (in fxLinkedNotionalAmount) | The calculation period notional amount.
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin FxLinkedNotionalAmount complexType in fpml-ird-5-3.xsd; see XML source
notionalAmountReference | A reference to the notional amount.
Type: | NotionalAmountReference
Content: | empty, 1 attribute
Defined: | locally witnin PercentageRule complexType in fpml-doc-5-3.xsd; see XML source
notionalQuantity | The Notional Quantity.
Type: | CommodityNotionalQuantity
Content: | complex, 1 attribute, 3 elements
Defined: | locally witnin CommodityNotionalQuantity.model group in fpml-com-5-3.xsd; see XML source
notionalQuantitySchedule | Allows the documentation of a shaped notional trade where the notional changes over the life of the transaction.
Type: | CommodityNotionalQuantitySchedule
Content: | complex, 1 attribute, 5 elements
Defined: | locally witnin CommodityNotionalQuantity.model group in fpml-com-5-3.xsd; see XML source
notionalReference (defined in ExerciseFeeSchedule complexType) | A pointer style reference to the associated notional schedule defined elsewhere in the document.
Type: | ScheduleReference
Content: | empty, 1 attribute
Defined: | locally witnin ExerciseFeeSchedule complexType in fpml-shared-5-3.xsd; see XML source
notionalReference (defined in OptionBaseExtended complexType) |
Type: | NotionalAmountReference
Content: | empty, 1 attribute
Defined: | locally witnin OptionBaseExtended complexType in fpml-option-shared-5-3.xsd; see XML source
notionalReference (defined in PartialExercise.model group) | A pointer style reference to the associated notional schedule defined elsewhere in the document.
Type: | NotionalReference
Content: | empty, 1 attribute
Defined: | locally witnin PartialExercise.model group in fpml-shared-5-3.xsd; see XML source
notionalReference (in exerciseFee) | A pointer style reference to the associated notional schedule defined elsewhere in the document.
Type: | NotionalReference
Content: | empty, 1 attribute
Defined: | locally witnin ExerciseFee complexType in fpml-shared-5-3.xsd; see XML source
notionalReset | For return swaps, this element is equivalent to the term "Equity Notional Reset" as defined in the ISDA 2002 Equity Derivatives Definitions.
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin ReturnLegValuation complexType in fpml-eq-shared-5-3.xsd; see XML source
notionalSchedule | The notional amount or notional amount schedule.
Type: | Notional
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin Calculation complexType in fpml-ird-5-3.xsd; see XML source
notionalStep | The Notional Quantity per Calculation Period.
Type: | CommodityNotionalQuantity
Content: | complex, 1 attribute, 3 elements
Defined: | locally witnin CommodityNotionalQuantitySchedule complexType in fpml-com-5-3.xsd; see XML source
notionalStepAmount | The explicit amount that the notional changes on each step date.
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin NotionalStepRule complexType in fpml-ird-5-3.xsd; see XML source
notionalStepParameters | A parametric representation of the notional step schedule, i.e. parameters used to generate the notional schedule.
Type: | NotionalStepRule
Content: | complex, 7 elements
Defined: | locally witnin Notional complexType in fpml-ird-5-3.xsd; see XML source
notionalStepRate | The percentage amount by which the notional changes on each step date.
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin NotionalStepRule complexType in fpml-ird-5-3.xsd; see XML source
notionalStepSchedule | The notional amount or notional amount schedule expressed as explicit outstanding notional amounts and dates.
Type: | NonNegativeAmountSchedule
Content: | complex, 1 attribute, 3 elements
Defined: | locally witnin Notional complexType in fpml-ird-5-3.xsd; see XML source
notSovereignLender (defined in DeliverableObligations complexType) | An obligation and deliverable obligation characteristic.
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin DeliverableObligations complexType in fpml-cd-5-3.xsd; see XML source
notSovereignLender (defined in Obligations complexType) | An obligation and deliverable obligation characteristic.
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin Obligations complexType in fpml-cd-5-3.xsd; see XML source
notSubordinated (defined in DeliverableObligations complexType) | An obligation and deliverable obligation characteristic.
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin DeliverableObligations complexType in fpml-cd-5-3.xsd; see XML source
notSubordinated (defined in Obligations complexType) | An obligation and deliverable obligation characteristic.
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin Obligations complexType in fpml-cd-5-3.xsd; see XML source
novatedAmount | The amount which represents the portion of the Old Contract being novated.
Type: | Money
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin TradeNovationContent complexType in fpml-business-events-5-3.xsd; see XML source
novatedNumberOfOptions | The number of options which represent the portion of the Old Contract being novated.
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin TradeNovationContent complexType in fpml-business-events-5-3.xsd; see XML source
novatedNumberOfUnits | The number of options which represent the portion of the Old Contract being novated.
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin TradeNovationContent complexType in fpml-business-events-5-3.xsd; see XML source
novation |
Type: | TradeNovationContent
Content: | complex, 28 elements
Defined: | locally witnin Events.model group in fpml-business-events-5-3.xsd; see XML source
novationDate | Specifies the date that one party's legal obligations with regard to a trade are transferred to another party.
Type: | xsd:date
Content: | simple
Defined: | locally witnin TradeNovationContent complexType in fpml-business-events-5-3.xsd; see XML source
novationTradeDate | Specifies the date the parties agree to assign or novate a Contract.
Type: | xsd:date
Content: | simple
Defined: | locally witnin TradeNovationContent complexType in fpml-business-events-5-3.xsd; see XML source
nthToDefault | N th reference obligation to default triggers payout.
Type: | xsd:positiveInteger
Content: | simple
Defined: | locally witnin BasketReferenceInformation complexType in fpml-cd-5-3.xsd; see XML source
number (in quantity in instrumentTradeDetails) | The (absolute) number of units of the underlying instrument that were traded.
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin InstrumentTradeQuantity complexType in fpml-doc-5-3.xsd; see XML source
number (in telephone) | A telephonic contact.
Type: | xsd:string
Content: | simple
Defined: | locally witnin TelephoneNumber complexType in fpml-shared-5-3.xsd; see XML source
numberOfDataSeries | 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.
Type: | xsd:positiveInteger
Content: | simple
Defined: | locally witnin Correlation complexType in fpml-eq-shared-5-3.xsd; see XML source
numberOfDays | The number of days from the adjusted effective / start date to the adjusted termination / end date calculated in accordance with the applicable day count fraction.
Type: | xsd:positiveInteger
Content: | simple
Defined: | locally witnin CashflowCalculationPeriod complexType in fpml-reconciliation-5-3.xsd; see XML source
numberOfIndexUnits | Defines the Number Of Index Units applicable to a Dividend.
Type: | NonNegativeDecimal
Content: | simple
Defined: | locally witnin DividendConditions complexType in fpml-eq-shared-5-3.xsd; see XML source
numberOfOptions (defined in EquityDerivativeShortFormBase complexType) | The number of options comprised in the option transaction.
Type: | NonNegativeDecimal
Content: | simple
Defined: | locally witnin EquityDerivativeShortFormBase complexType in fpml-eqd-5-3.xsd; see XML source
numberOfOptions (defined in OptionDenomination.model group) | The number of options comprised in the option transaction.
Type: | PositiveDecimal
Content: | simple
Defined: | locally witnin OptionDenomination.model group in fpml-option-shared-5-3.xsd; see XML source
numberOfOptions (in equityOption) | The number of options comprised in the option transaction.
Type: | NonNegativeDecimal
Content: | simple
Defined: | locally witnin EquityOption complexType in fpml-eqd-5-3.xsd; see XML source
numberOfSections | A numeric value, optionally supplied by the sender, that can be used to specify the number of sections constituting a report.
Type: | xsd:positiveInteger
Content: | simple
Defined: | locally witnin ReportIdentification complexType in fpml-msg-5-3.xsd; see XML source
numberOfUnits (in calculationElements) |
Type: | UnderlyerReferenceUnits
Content: | complex, 2 elements
Defined: | locally witnin CashflowCalculationElements complexType in fpml-reconciliation-5-3.xsd; see XML source
numberOfUnits (in security) | The number of units (index or securities).
Type: | NonNegativeDecimal
Content: | simple
Defined: | locally witnin UnitContract.model group in fpml-collateral-processes-5-3.xsd; see XML source
numberOfValuationDates | The number of valuation dates between valuation start date and valuation end date.
Type: | xsd:nonNegativeInteger
Content: | simple
Defined: | locally witnin EquityValuation complexType in fpml-eq-shared-5-3.xsd; see XML source
numberValuationDates | Where multiple valuation dates are specified as being applicable for cash settlement, this element specifies (a) the number of applicable valuation dates, and (b) the number of business days after satisfaction of all conditions to settlement when the first such valuation date occurs, and (c) the number of business days thereafter of each successive valuation date.
Type: | xsd:positiveInteger
Content: | simple
Defined: | locally witnin MultipleValuationDates complexType in fpml-cd-5-3.xsd; see XML source
objectReference | A reference to the asset or pricing structure that this values.
Type: | AnyAssetReference
Content: | empty, 1 attribute
Defined: | locally witnin Valuation complexType in fpml-riskdef-5-3.xsd; see XML source
obligatedPartyReference | The party that is obligated..
Type: | PartyReference
Content: | empty, 1 attribute
Defined: | locally witnin MarkToMarketExposureParty.model group in fpml-collateral-processes-5-3.xsd; see XML source
obligationAcceleration |
Type: | ObligationAccelerationEvent
Content: | empty
Subst.Gr: | may substitute for element creditEvent
Defined: | globally in fpml-credit-event-notification-5-3.xsd; see XML source
Used: | never
obligationAcceleration (defined in CreditEvents complexType) | A credit event.
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin CreditEvents complexType in fpml-option-shared-5-3.xsd; see XML source
obligationCurrency | The currency of denomination of the deliverable obligation.
Type: | Currency
Content: | simple, 1 attribute
Defined: | locally witnin CreditCurveCharacteristics.model group in fpml-mktenv-5-3.xsd; see XML source
obligationDefault |
Type: | ObligationDefaultEvent
Content: | empty
Subst.Gr: | may substitute for element creditEvent
Defined: | globally in fpml-credit-event-notification-5-3.xsd; see XML source
Used: | never
obligationDefault (defined in CreditEvents complexType) | A credit event.
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin CreditEvents complexType in fpml-option-shared-5-3.xsd; see XML source
obligations (defined in ProtectionTerms complexType) | The underlying obligations of the reference entity on which you are buying or selling protection.
Type: | Obligations
Content: | complex, 18 elements
Defined: | locally witnin ProtectionTerms complexType in fpml-cd-5-3.xsd; see XML source
obligations (in creditCurve) | The underlying obligations of the reference entity on which you are buying or selling protection
Type: | Obligations
Content: | complex, 18 elements
Defined: | locally witnin CreditCurveCharacteristics.model group in fpml-mktenv-5-3.xsd; see XML source
observationDate | The date when the rate is observed.
Type: | xsd:date
Content: | simple
Defined: | locally witnin CashflowObservation complexType in fpml-reconciliation-5-3.xsd; see XML source
observationElements | The underlyer rate or price observation(s) used to compute the amount of this cashflow component.
Type: | CashflowObservation
Content: | complex, 1 attribute, 5 elements
Defined: | locally witnin CalculationDetails complexType in fpml-reconciliation-5-3.xsd; see XML source
observationEndDate (defined in FxBarrierFeature complexType) | The end of the period over which observations are made to determine whether a trigger event has occurred.
Type: | xsd:date
Content: | simple
Defined: | locally witnin FxBarrierFeature complexType in fpml-fx-5-3.xsd; see XML source
observationEndDate (in touch) | The end of the period over which observations are made to determine whether a trigger event has occurred.
Type: | xsd:date
Content: | simple
Defined: | locally witnin FxTouch complexType in fpml-fx-5-3.xsd; see XML source
observationNumber | Observation number, which should be unique, within a series generated by a date schedule.
Type: | xsd:positiveInteger
Content: | simple
Defined: | locally witnin WeightedAveragingObservation complexType in fpml-option-shared-5-3.xsd; see XML source
observationPeriodFrequency | Describes how often observations are made.
Type: | Frequency
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin ObservationSchedule complexType in fpml-fx-5-3.xsd; see XML source
observationReference | Reference to the observation details of a particular rate observation.
Type: | CashflowObservationReference
Content: | empty, 1 attribute
Defined: | locally witnin CashflowFixing complexType in fpml-reconciliation-5-3.xsd; see XML source
observationSchedule | Parametric schedule of rate observations.
Type: | FxAverageRateObservationSchedule
Content: | complex, 3 elements
Defined: | locally witnin FxAsianFeature complexType in fpml-fx-5-3.xsd; see XML source
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.
Type: | AdjustableOrRelativeDate
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin CalculatedAmount complexType in fpml-eq-shared-5-3.xsd; see XML source
observationStartDate (defined in FxBarrierFeature complexType) | The start of the period over which observations are made to determine whether a trigger has occurred.
Type: | xsd:date
Content: | simple
Defined: | locally witnin FxBarrierFeature complexType in fpml-fx-5-3.xsd; see XML source
observationStartDate (in touch) | The start of the period over which observations are made to determine whether a trigger has occurred.
Type: | xsd:date
Content: | simple
Defined: | locally witnin FxTouch complexType in fpml-fx-5-3.xsd; see XML source
observationWeight | The number of days weighting to be associated with the rate observation, i.e. the number of days such rate is in effect.
Type: | xsd:positiveInteger
Content: | simple
Defined: | locally witnin RateObservation complexType in fpml-shared-5-3.xsd; see XML source
observedFxSpotRate | The actual observed fx spot rate.
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin FxLinkedNotionalAmount complexType in fpml-ird-5-3.xsd; see XML source
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.
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin RateObservation complexType in fpml-shared-5-3.xsd; see XML source
observedRate (in dailyInterestCalculation) |
Type: | PositiveDecimal
Content: | simple
Defined: | locally witnin DailyInterestCalculation complexType in fpml-collateral-processes-5-3.xsd; see XML source
observedValue | The observed rate or price, together with descriptive information such as units.
Type: | BasicQuotation
Content: | complex, 1 attribute, 14 elements
Defined: | locally witnin CashflowObservation complexType in fpml-reconciliation-5-3.xsd; see XML source
offMarketPrice | Indicates that the price does not reflect the current market.
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin PartyTradeInformation complexType in fpml-doc-5-3.xsd; see XML source
offset | 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).
Type: | Offset
Content: | complex, 1 attribute, 3 elements
Defined: | locally witnin OffsetPrevailingTime complexType in fpml-shared-5-3.xsd; see XML source
oil | The specification of the oil product to be delivered.
Type: | OilProduct
Content: | complex, 2 elements
Defined: | locally witnin OilPhysicalLeg complexType in fpml-com-5-3.xsd; see XML source
oilPhysicalLeg | Physically settled oil or refined products leg.
Type: | OilPhysicalLeg
Content: | complex, 1 attribute, 8 elements
Defined: | locally witnin CommoditySwap complexType in fpml-com-5-3.xsd; see XML source
oldTrade (defined in TradeChangeContent complexType) | The original trade details.
Type: | Trade
Content: | complex, 1 attribute, 12 elements
Defined: | locally witnin TradeChangeContent complexType in fpml-business-events-5-3.xsd; see XML source
oldTrade (in novation) | Indicates the original trade between the transferor and the remaining party.
Type: | Trade
Content: | complex, 1 attribute, 12 elements
Defined: | locally witnin TradeNovationContent complexType in fpml-business-events-5-3.xsd; see XML source
oldTradeIdentifier (defined in TradeChangeContent complexType) | The original qualified trade identifier.
Type: | PartyTradeIdentifier
Content: | complex, 1 attribute, 7 elements
Defined: | locally witnin TradeChangeContent complexType in fpml-business-events-5-3.xsd; see XML source
oldTradeIdentifier (in novation) | Indicates a reference to the original trade between the transferor and the remaining party.
Type: | PartyTradeIdentifier
Content: | complex, 1 attribute, 7 elements
Defined: | locally witnin TradeNovationContent complexType in fpml-business-events-5-3.xsd; see XML source
onBehalfOf (defined in DataDocument complexType) | Indicates which party (and accounts) a trade is being processed for.
Type: | OnBehalfOf
Content: | complex, 2 elements
Defined: | locally witnin DataDocument complexType in fpml-doc-5-3.xsd; see XML source
onBehalfOf (defined in OnBehalfOf.model group) | Indicates which party (or parties) (and accounts) a trade or event is being processed for.
Type: | OnBehalfOf
Content: | complex, 2 elements
Defined: | locally witnin OnBehalfOf.model group in fpml-shared-5-3.xsd; see XML source
openEndedFund | Boolean indicator to specify whether the mutual fund is an open-ended mutual fund.
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin MutualFund complexType in fpml-asset-5-3.xsd; see XML source
openingPrincipalAmount |
Type: | NonNegativeDecimal
Content: | simple
Defined: | locally witnin DailyInterestCalculation complexType in fpml-collateral-processes-5-3.xsd; see XML source
openUnits (defined in Basket complexType) | The number of units (index or securities) that constitute the underlyer of the swap.
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin Basket complexType in fpml-asset-5-3.xsd; see XML source
openUnits (defined in ConstituentWeight complexType) | The number of units (index or securities) that constitute the underlyer of the swap.
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin ConstituentWeight complexType in fpml-asset-5-3.xsd; see XML source
openUnits (in singleUnderlyer) | The number of units (index or securities) that constitute the underlyer of the swap.
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin SingleUnderlyer complexType in fpml-asset-5-3.xsd; see XML source
option | Indicates whether the tolerance it at the seller's or buyer's option.
Type: | PartyReference
Content: | empty, 1 attribute
Defined: | locally witnin PercentageTolerance complexType in fpml-com-5-3.xsd; see XML source
optionalEarlyTermination (defined in OptionalEarlyTermination.model group) | An option for either or both parties to terminate the swap at fair value.
Type: | OptionalEarlyTermination
Content: | complex, 7 elements
Defined: | locally witnin OptionalEarlyTermination.model group in fpml-ird-5-3.xsd; see XML source
optionalEarlyTermination (in equitySwapTransactionSupplement) | A Boolean element used for specifying whether the Optional Early Termination clause detailed in the agreement will apply.
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin MutualOrOptionalEarlyTermination.model group in fpml-eq-shared-5-3.xsd; see XML source
optionalEarlyTerminationAdjustedDates | An early termination provision to terminate the trade at fair value where one or both parties have the right to decide on termination.
Type: | OptionalEarlyTerminationAdjustedDates
Content: | complex, 1 element
Defined: | locally witnin OptionalEarlyTermination complexType in fpml-ird-5-3.xsd; see XML source
optionalEarlyTerminationParameters | Definition of the first early termination date and the frequency of the termination dates subsequent to that.
Type: | ExercisePeriod
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin OptionalEarlyTermination.model group in fpml-ird-5-3.xsd; see XML source
optionBuyer |
Type: | PartyReference
Content: | empty, 1 attribute
Defined: | locally witnin OptionExercise complexType in fpml-business-events-5-3.xsd; see XML source
optionEntitlement (defined in OptionDenomination.model group) | The number of units of underlyer per option comprised in the option transaction.
Type: | PositiveDecimal
Content: | simple
Defined: | locally witnin OptionDenomination.model group in fpml-option-shared-5-3.xsd; see XML source
optionEntitlement (in equityOption) | The number of shares per option comprised in the option transaction.
Type: | PositiveDecimal
Content: | simple
Defined: | locally witnin EquityOption complexType in fpml-eqd-5-3.xsd; see XML source
optionEntitlement (in equityOptionTransactionSupplement) | The number of shares per option comprised in the option transaction supplement.
Type: | PositiveDecimal
Content: | simple
Defined: | locally witnin EquityOptionTransactionSupplement complexType in fpml-eqd-5-3.xsd; see XML source
optionEntitlement (in varianceOptionTransactionSupplement) | The number of shares per option comprised in the option transaction supplement.
Type: | PositiveDecimal
Content: | simple
Defined: | locally witnin VarianceOptionTransactionSupplement complexType in fpml-variance-swaps-5-3.xsd; see XML source
optionExercise |
Type: | OptionExercise
Content: | complex, 17 elements
Defined: | locally witnin Events.model group in fpml-business-events-5-3.xsd; see XML source
optionExpiry (defined in Events.model group) |
Type: | OptionExpiry
Content: | complex, 4 elements
Defined: | locally witnin Events.model group in fpml-business-events-5-3.xsd; see XML source
optionExpiry (in terminatingEventsReport) |
Type: | OptionExpiryBase
Content: | complex, 3 elements
Defined: | locally witnin MaturityAndExpiryEvents.model group in fpml-business-events-5-3.xsd; see XML source
optionOwnerPartyReference | Indicates whether the tolerance is at the seller's or buyer's option.
Type: | PartyReference
Content: | empty, 1 attribute
Defined: | locally witnin AbsoluteTolerance complexType in fpml-com-5-3.xsd; see XML source
optionSeller |
Type: | PartyReference
Content: | empty, 1 attribute
Defined: | locally witnin OptionExercise complexType in fpml-business-events-5-3.xsd; see XML source
optionsExchangeDividends | If present and true, then options exchange dividends are applicable.
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin Dividends.model group in fpml-eq-shared-5-3.xsd; see XML source
optionsExchangeId | A short form unique identifier for an exchange on which the reference option contract is listed.
Type: | ExchangeId
Content: | simple, 1 attribute
Defined: | locally witnin ExchangeIdentifier.model group in fpml-asset-5-3.xsd; see XML source
optionsPriceValuation | The official settlement price as announced by the related exchange is applicable, in accordance with the ISDA 2002 definitions.
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin EquityValuation complexType in fpml-eq-shared-5-3.xsd; see XML source
optionType (defined in EquityDerivativeBase complexType) | The type of option transaction.
Type: | EquityOptionTypeEnum
Content: | simple
Defined: | locally witnin EquityDerivativeBase complexType in fpml-eqd-5-3.xsd; see XML source
optionType (defined in GenericProduct complexType) | For options, whether the option is a put or call option.
Type: | OptionTypeEnum
Content: | simple
Defined: | locally witnin GenericProduct complexType in fpml-generic-5-3.xsd; see XML source
optionType (defined in OptionBase complexType) | The type of option transaction.
Type: | OptionTypeEnum
Content: | simple
Defined: | locally witnin OptionBase complexType in fpml-option-shared-5-3.xsd; see XML source
optionType (defined in ProductExposureCategory.model group) |
Type: | PutCallEnum
Content: | simple
Defined: | locally witnin ProductExposureCategory.model group in fpml-reporting-5-3.xsd; see XML source
optionType (in commodityOption) | The type of option transaction.
Type: | PutCallEnum
Content: | simple
Defined: | locally witnin CommodityOption complexType in fpml-com-5-3.xsd; see XML source
optionType (in swaption) | The type of option transaction.
Type: | OptionTypeEnum
Content: | simple
Defined: | locally witnin Swaption complexType in fpml-ird-5-3.xsd; see XML source
orderEntered | When an order is entered by a person or generated by a trading algorithm.
Type: | xsd:dateTime
Content: | simple
Defined: | locally witnin TradeProcessingTimestamps complexType in fpml-doc-5-3.xsd; see XML source
orderSubmitted | When an order is submitted by a market participant to an execution facility.
Type: | xsd:dateTime
Content: | simple
Defined: | locally witnin TradeProcessingTimestamps complexType in fpml-doc-5-3.xsd; see XML source
originalInputReference | A reference to the original value of the pricing input.
Type: | PricingStructureReference
Content: | empty, 1 attribute
Defined: | locally witnin PricingInputReplacement complexType in fpml-riskdef-5-3.xsd; see XML source
originalMessage (defined in Acknowledgement complexType) |
Type: | UnprocessedElementWrapper
Content: | complex, elem. wildcard
Defined: | locally witnin Acknowledgement complexType in fpml-msg-5-3.xsd; see XML source
originalMessage (defined in AdditionalData complexType) | Provides extra information as binary contents coded in base64.
Type: | anonymous complexType
Content: | complex, elem. wildcard
Defined: | locally witnin AdditionalData complexType in fpml-msg-5-3.xsd; see XML source
Includes: | definition of elem. wildcard
originalPrincipalAmount | The initial issued amount of the mortgage obligation.
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin Mortgage complexType in fpml-asset-5-3.xsd; see XML source
originalTrade |
Type: | Trade
Content: | complex, 1 attribute, 12 elements
Defined: | locally witnin TradeChangeBase complexType in fpml-business-events-5-3.xsd; see XML source
originatingEvent (defined in DataDocument complexType) |
Type: | OriginatingEvent
Content: | simple, 1 attribute
Defined: | locally witnin DataDocument complexType in fpml-doc-5-3.xsd; see XML source
originatingEvent (defined in Events.model group) |
Type: | OriginatingEvent
Content: | simple, 1 attribute
Defined: | locally witnin Events.model group in fpml-business-events-5-3.xsd; see XML source
originatingEvent (defined in PositionStatusInfo.model group) |
Type: | PositionOriginEnum
Content: | simple
Defined: | locally witnin PositionStatusInfo.model group in fpml-valuation-5-3.xsd; see XML source
originatingEvent (defined in TradeOrInfo.model group) |
Type: | OriginatingEvent
Content: | simple, 1 attribute
Defined: | locally witnin TradeOrInfo.model group in fpml-business-events-5-3.xsd; see XML source
originatingEvent (in tradeReferenceInformation) |
Type: | OriginatingEvent
Content: | simple, 1 attribute
Defined: | locally witnin TradeReferenceInformationContents.model group in fpml-business-events-5-3.xsd; see XML source
originatingTradeId |
Type: | TradeId
Content: | simple, 2 attributes
Defined: | locally witnin CompressionActivity complexType in fpml-business-events-5-3.xsd; see XML source
otherPartyPayment | Other fees or additional payments associated with the trade, e.g. broker commissions, where one or more of the parties involved are not principal parties involved in the trade.
Type: | Payment
Content: | complex, 2 attributes, 10 elements
Defined: | locally witnin Trade complexType in fpml-doc-5-3.xsd; see XML source
otherPath | XPath to the element in the other object.
Type: | xsd:string
Content: | simple
Defined: | locally witnin TradeDifference complexType in fpml-doc-5-3.xsd; see XML source
otherRemainingParty | A pointer style reference to a party identifier defined elsewhere in the document.
Type: | PartyReference
Content: | empty, 1 attribute
Defined: | locally witnin TradeNovationContent complexType in fpml-business-events-5-3.xsd; see XML source
otherRemainingPartyAccount |
Type: | AccountReference
Content: | empty, 1 attribute
Defined: | locally witnin TradeNovationContent complexType in fpml-business-events-5-3.xsd; see XML source
otherValue | Value of the element in the other trade.
Type: | xsd:string
Content: | simple
Defined: | locally witnin TradeDifference complexType in fpml-doc-5-3.xsd; see XML source
othReferenceEntityObligations (defined in DeliverableObligations complexType) | This element is used to specify any other obligations of a reference entity in both obligations and deliverable obligations.
Type: | xsd:string
Content: | simple
Defined: | locally witnin DeliverableObligations complexType in fpml-cd-5-3.xsd; see XML source
othReferenceEntityObligations (defined in Obligations complexType) | This element is used to specify any other obligations of a reference entity in both obligations and deliverable obligations.
Type: | xsd:string
Content: | simple
Defined: | locally witnin Obligations complexType in fpml-cd-5-3.xsd; see XML source
outstandingNotionalAmount (defined in TradeNotionalChange complexType) | Specifies the Notional amount after the Change
Type: | Money
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin TradeNotionalChange complexType in fpml-business-events-5-3.xsd; see XML source
outstandingNotionalAmount (in optionExercise) | Specifies the Notional amount after the Change
Type: | Money
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin OptionExercise complexType in fpml-business-events-5-3.xsd; see XML source
outstandingNumberOfOptions (defined in TradeNotionalChange complexType) | Specifies the Number of Options after the Change.
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin TradeNotionalChange complexType in fpml-business-events-5-3.xsd; see XML source
outstandingNumberOfOptions (in optionExercise) | Specifies the Number of Options after the Change.
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin OptionExercise complexType in fpml-business-events-5-3.xsd; see XML source
outstandingNumberOfUnits (defined in TradeNotionalChange complexType) | Specifies the Number of Units
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin TradeNotionalChange complexType in fpml-business-events-5-3.xsd; see XML source
outstandingNumberOfUnits (in optionExercise) | Specifies the Number of Units
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin OptionExercise complexType in fpml-business-events-5-3.xsd; see XML source
parameterReference (defined in PricingParameterShift complexType) |
Type: | AssetOrTermPointOrPricingStructureReference
Content: | empty, 1 attribute
Defined: | locally witnin PricingParameterShift complexType in fpml-riskdef-5-3.xsd; see XML source
parameterReference (in partialDerivative) | A reference to the pricing input parameter to which the sensitivity is computed.
Type: | AssetOrTermPointOrPricingStructureReference
Content: | empty, 1 attribute
Defined: | locally witnin PricingParameterDerivative complexType in fpml-riskdef-5-3.xsd; see XML source
parameterValue | The value of the independent variable (e.g. strike offset).
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin ParametricAdjustmentPoint complexType in fpml-mktenv-5-3.xsd; see XML source
parentCorrelationId | An optional identifier used to correlate between related processes
Type: | CorrelationId
Content: | simple, 1 attribute
Defined: | locally witnin Correlation.model group in fpml-msg-5-3.xsd; see XML source
partialCashSettlement | Specifies whether either 'Partial Cash Settlement of Assignable Loans', 'Partial Cash Settlement of Consent Required Loans' or 'Partial Cash Settlement of Participations' is applicable.
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin PCDeliverableObligationCharac complexType in fpml-cd-5-3.xsd; see XML source
partialDerivative | A partial derivative of the measure with respect to an input.
Type: | PricingParameterDerivative
Content: | complex, 1 attribute, 4 elements
Defined: | locally witnin ComputedDerivative.model group in fpml-riskdef-5-3.xsd; see XML source
partialDerivativeReference (in term in formula in sensitivityDefinition) | A reference to the partial derivative.
Type: | PricingParameterDerivativeReference
Content: | empty, 1 attribute
Defined: | locally witnin FormulaTerm complexType in fpml-riskdef-5-3.xsd; see XML source
partialDerivativeReference (in weightedPartial) | A reference to a partial derivative defined in the ComputedDerivative.model, i.e. defined as part of this sensitivity definition.
Type: | PricingParameterDerivativeReference
Content: | empty, 1 attribute
Defined: | locally witnin WeightedPartialDerivative complexType in fpml-riskdef-5-3.xsd; see XML source
partialExercise | As defined in the 2000 ISDA Definitions, Section 12.3.
Type: | PartialExercise
Content: | complex, 4 elements
Defined: | locally witnin EuropeanExercise complexType in fpml-shared-5-3.xsd; see XML source
partialExerciseAmount |
Type: | Money
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin RestructuringEvent complexType in fpml-credit-event-notification-5-3.xsd; see XML source
party (defined in PartiesAndAccounts.model group) | A legal entity or a subdivision of a legal entity.
Type: | Party
Content: | complex, 1 attribute, 10 elements
Defined: | locally witnin PartiesAndAccounts.model group in fpml-shared-5-3.xsd; see XML source
party (in creditEventNotification) |
Type: | Party
Content: | complex, 1 attribute, 10 elements
Defined: | locally witnin CreditEventNotification complexType in fpml-credit-event-notification-5-3.xsd; see XML source
party (in nettedTradeCashflowsAsserted) | One party element for each of the principal parties and any other party that is referenced.
Type: | Party
Content: | complex, 1 attribute, 10 elements
Defined: | locally witnin NettedTradeCashflowsAsserted complexType in fpml-reconciliation-5-3.xsd; see XML source
party (in nettedTradeCashflowsMatchResult) | One party element for each of the principal parties and any other party that is referenced.
Type: | Party
Content: | complex, 1 attribute, 10 elements
Defined: | locally witnin NettedTradeCashflowsMatchResult complexType in fpml-reconciliation-5-3.xsd; see XML source
party (in nettedTradeCashflowsRetracted) | One party element for each of the principal parties and any other party that is referenced.
Type: | Party
Content: | complex, 1 attribute, 10 elements
Defined: | locally witnin NettedTradeCashflowsRetracted complexType in fpml-reconciliation-5-3.xsd; see XML source
partyId | A party identifier, e.g. a S.W.I.F.T. bank identifier code (BIC).
Type: | PartyId
Content: | simple, 1 attribute
Defined: | locally witnin Party complexType in fpml-shared-5-3.xsd; see XML source
partyMessageInformation | Additional message information that may be provided by each involved party.
Type: | PartyMessageInformation
Content: | complex, 1 element
Defined: | locally witnin MessageHeader.model group in fpml-msg-5-3.xsd; see XML source
partyName | The legal name of the organization.
Type: | PartyName
Content: | simple, 1 attribute
Defined: | locally witnin Party complexType in fpml-shared-5-3.xsd; see XML source
partyPortfolioName | The name of the portfolio together with the party that gave the name.
Type: | PartyPortfolioName
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin Portfolio complexType in fpml-doc-5-3.xsd; see XML source
partyReference (defined in AccountReferenceOrPartyReference.model group) | Reference to the party definition.
Type: | PartyReference
Content: | empty, 1 attribute
Defined: | locally witnin AccountReferenceOrPartyReference.model group in fpml-doc-5-3.xsd; see XML source
partyReference (defined in ExerciseNotice complexType) | The party referenced has allocated the trade identifier.
Type: | PartyReference
Content: | empty, 1 attribute
Defined: | locally witnin ExerciseNotice complexType in fpml-shared-5-3.xsd; see XML source
partyReference (defined in OnBehalfOf complexType) | The party for which the message reciever should work.
Type: | PartyReference
Content: | empty, 1 attribute
Defined: | locally witnin OnBehalfOf complexType in fpml-shared-5-3.xsd; see XML source
partyReference (defined in PartyAndAccountReferences.model group) | Reference to a party.
Type: | PartyReference
Content: | empty, 1 attribute
Defined: | locally witnin PartyAndAccountReferences.model group in fpml-shared-5-3.xsd; see XML source
partyReference (defined in PartyExposureCategory.model group) |
Type: | PartyReference
Content: | empty, 1 attribute
Defined: | locally witnin PartyExposureCategory.model group in fpml-reporting-5-3.xsd; see XML source
partyReference (defined in ReportContents complexType) | The party for which this report was generated.
Type: | PartyReference
Content: | empty, 1 attribute
Defined: | locally witnin ReportContents complexType in fpml-valuation-reporting-5-3.xsd; see XML source
partyReference (in earlyTermination) | Reference to a party defined elsewhere in this document which may be allowed to terminate the trade.
Type: | PartyReference
Content: | empty, 1 attribute
Defined: | locally witnin ReturnSwapEarlyTermination complexType in fpml-eq-shared-5-3.xsd; see XML source
partyReference (in identifier in letterOfCredit) | A pointer style reference to a party identifier defined elsewhere in the document.
Type: | PartyReference
Content: | empty, 1 attribute
Defined: | locally witnin ContractIdentifier complexType in fpml-doc-5-3.xsd; see XML source
partyReference (in partyMessageInformation) | Identifies that party that has ownership of this information.
Type: | PartyReference
Content: | empty, 1 attribute
Defined: | locally witnin PartyMessageInformation complexType in fpml-msg-5-3.xsd; see XML source
partyReference (in partyPortfolioName) | A pointer style reference to a party identifier defined elsewhere in the document.
Type: | PartyReference
Content: | empty, 1 attribute
Defined: | locally witnin PartyPortfolioName complexType in fpml-doc-5-3.xsd; see XML source
partyReport |
Type: | PartyReport
Content: | complex, 3 attributes, 11 elements
Defined: | globally in fpml-reporting-5-3.xsd; see XML source
Used: | never
partyReportAcknowledgement |
Type: | Acknowledgement
Content: | complex, 3 attributes, 9 elements
Defined: | globally in fpml-reporting-5-3.xsd; see XML source
Used: | never
partyReportException |
Type: | Exception
Content: | complex, 3 attributes, 7 elements
Defined: | globally in fpml-reporting-5-3.xsd; see XML source
Used: | never
partyTradeIdentifier (defined in PartyTradeIdentifiers complexType) |
Type: | PartyTradeIdentifier
Content: | complex, 1 attribute, 7 elements
Defined: | locally witnin PartyTradeIdentifiers complexType in fpml-doc-5-3.xsd; see XML source
partyTradeIdentifier (defined in TradeIdentifyingItems complexType) | Structure defining one or more trade identifiers allocated to the trade by a party.
Type: | PartyTradeIdentifier
Content: | complex, 1 attribute, 7 elements
Defined: | locally witnin TradeIdentifyingItems complexType in fpml-reconciliation-5-3.xsd; see XML source
partyTradeIdentifier (defined in TradeValuationItem complexType) | One or more trade identifiers needed to uniquely identify a trade.
Type: | PartyTradeIdentifier
Content: | complex, 1 attribute, 7 elements
Defined: | locally witnin TradeValuationItem complexType in fpml-valuation-reporting-5-3.xsd; see XML source
partyTradeIdentifier (in tradeHeader) | The trade reference identifier(s) allocated to the trade by the parties involved.
Type: | PartyTradeIdentifier
Content: | complex, 1 attribute, 7 elements
Defined: | locally witnin TradeHeader complexType in fpml-doc-5-3.xsd; see XML source
partyTradeIdentifier (in tradeReferenceInformation) | This allows the acknowledging party to supply additional trade identifiers for a trade underlying a request relating to a business event.
Type: | PartyTradeIdentifier
Content: | complex, 1 attribute, 7 elements
Defined: | locally witnin TradeReferenceInformationContents.model group in fpml-business-events-5-3.xsd; see XML source
partyTradeIdentifierReference | Pointer-style reference to the partyTradeIdentifier block within the tradeIdentifyingItems collection, which identifies the parent trade for this cashflow.
Type: | PartyTradeIdentifierReference
Content: | empty, 1 attribute
Defined: | locally witnin GrossCashflow complexType in fpml-shared-5-3.xsd; see XML source
partyTradeInformation (in tradeHeader) | Additional trade information that may be provided by each involved party.
Type: | PartyTradeInformation
Content: | complex, 25 elements
Defined: | locally witnin TradeHeader complexType in fpml-doc-5-3.xsd; see XML source
partyTradeInformation (in tradeReferenceInformation) | This allows the acknowledging party to supply additional trade information about a trade underlying a request relating to a business event.
Type: | PartyTradeInformation
Content: | complex, 25 elements
Defined: | locally witnin TradeReferenceInformationContents.model group in fpml-business-events-5-3.xsd; see XML source
parValue | Specifies the nominal amount of a fixed income security or convertible bond.
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin Bond complexType in fpml-asset-5-3.xsd; see XML source
parYieldCurveAdjustedMethod | An ISDA defined cash settlement method used for the determination of the applicable cash settlement amount.
Type: | YieldCurveMethod
Content: | complex, 2 elements
Defined: | locally witnin CashSettlement complexType in fpml-ird-5-3.xsd; see XML source
parYieldCurveUnadjustedMethod | An ISDA defined cash settlement method used for the determination of the applicable cash settlement amount.
Type: | YieldCurveMethod
Content: | complex, 2 elements
Defined: | locally witnin CashSettlement complexType in fpml-ird-5-3.xsd; see XML source
passThrough (in feature defined in Feature.model group) | Pass through payments from the underlyer, such as dividends.
Type: | PassThrough
Content: | complex, 1 element
Defined: | locally witnin OptionFeatures complexType in fpml-eq-shared-5-3.xsd; see XML source
passThrough (in feature defined in OptionBaseExtended complexType) | Pass through payments from the underlyer, such as dividends.
Type: | PassThrough
Content: | complex, 1 element
Defined: | locally witnin OptionFeature.model group in fpml-option-shared-5-3.xsd; see XML source
passThroughItem | One to many pass through payment items.
Type: | PassThroughItem
Content: | complex, 6 elements
Defined: | locally witnin PassThrough complexType in fpml-option-shared-5-3.xsd; see XML source
passThroughPercentage | Percentage of payments from the underlyer which are passed through.
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin PassThroughItem complexType in fpml-option-shared-5-3.xsd; see XML source
payerAccountReference | A reference to the account responsible for making the payments defined by this structure.
Type: | AccountReference
Content: | empty, 1 attribute
Defined: | locally witnin PayerReceiver.model group in fpml-shared-5-3.xsd; see XML source
payerPartyReference | A reference to the party responsible for making the payments defined by this structure.
Type: | PartyReference
Content: | empty, 1 attribute
Defined: | locally witnin PayerReceiver.model group in fpml-shared-5-3.xsd; see XML source
payment (defined in NettedTradeCashflows.model group) | Specifies the payment that is exposed to the matching process.
Type: | PaymentMatching
Content: | complex, 7 elements
Defined: | locally witnin NettedTradeCashflows.model group in fpml-reconciliation-5-3.xsd; see XML source
payment (defined in TradeAlterationPayment.model group) | Describes a payment made in settlement of the change.
Type: | Payment
Content: | complex, 2 attributes, 10 elements
Defined: | locally witnin TradeAlterationPayment.model group in fpml-business-events-5-3.xsd; see XML source
payment (defined in TradeCashflows.model group) | Specifies the payment that is exposed to the matching process.
Type: | PaymentMatching
Content: | complex, 7 elements
Defined: | locally witnin TradeCashflows.model group in fpml-reconciliation-5-3.xsd; see XML source
payment (defined in TradeChangeContent complexType) | Describes a payment made in settlement of the change.
Type: | Payment
Content: | complex, 2 attributes, 10 elements
Defined: | locally witnin TradeChangeContent complexType in fpml-business-events-5-3.xsd; see XML source
payment (in bulletPayment) | A known payment between two parties.
Type: | Payment
Content: | complex, 2 attributes, 10 elements
Defined: | locally witnin BulletPayment complexType in fpml-ird-5-3.xsd; see XML source
payment (in novation) | Describes a payment made in settlement of the novation.
Type: | Payment
Content: | complex, 2 attributes, 10 elements
Defined: | locally witnin TradeNovationContent complexType in fpml-business-events-5-3.xsd; see XML source
payment (in optionExercise) |
Type: | NonNegativePayment
Content: | complex, 1 attribute, 6 elements
Defined: | locally witnin OptionExercise complexType in fpml-business-events-5-3.xsd; see XML source
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.
Type: | PositionPayment
Content: | complex, 8 elements
Defined: | locally witnin ReportedPosition complexType in fpml-reporting-5-3.xsd; see XML source
payment (in termDeposit) | A known payment between two parties.
Type: | Payment
Content: | complex, 2 attributes, 10 elements
Defined: | locally witnin TermDeposit complexType in fpml-fx-5-3.xsd; see XML source
paymentAmount (defined in EquityPremium complexType) | The currency amount of the payment.
Type: | NonNegativeMoney
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin EquityPremium complexType in fpml-eq-shared-5-3.xsd; see XML source
paymentAmount (defined in HeldCollateral complexType) |
Type: | Money
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin HeldCollateral complexType in fpml-collateral-processes-5-3.xsd; see XML source
paymentAmount (defined in IndependentAmountType complexType) |
Type: | Money
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin IndependentAmountType complexType in fpml-collateral-processes-5-3.xsd; see XML source
paymentAmount (defined in NonNegativePayment complexType) | Non negative payment amount.
Type: | NonNegativeMoney
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin NonNegativePayment complexType in fpml-shared-5-3.xsd; see XML source
paymentAmount (defined in Payment complexType) | The currency amount of the payment.
Type: | NonNegativeMoney
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin Payment complexType in fpml-shared-5-3.xsd; see XML source
paymentAmount (defined in PaymentDetails.model group) | Payment amount in a given currency to be paid/received.
Type: | Money
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin PaymentDetails.model group in fpml-shared-5-3.xsd; see XML source
paymentAmount (defined in PositivePayment complexType) | Positive payment amount.
Type: | PositiveMoney
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin PositivePayment complexType in fpml-shared-5-3.xsd; see XML source
paymentAmount (defined in SimplePayment complexType) |
Type: | NonNegativeMoney
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin SimplePayment complexType in fpml-shared-5-3.xsd; see XML source
paymentAmount (in additionalPaymentAmount) | The currency amount of the payment.
Type: | NonNegativeMoney
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin AdditionalPaymentAmount complexType in fpml-eq-shared-5-3.xsd; see XML source
paymentAmount (in adjustedPaymentDates) | The currency amount of the payment.
Type: | Money
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin AdjustedPaymentDates complexType in fpml-cd-5-3.xsd; see XML source
paymentAmount (in fixedPayment) | Payment amount, which is optional since the payment amount may be calculated using fixed strike and number of open units.
Type: | NonNegativeMoney
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin FixedPaymentAmount complexType in fpml-dividend-swaps-5-3.xsd; see XML source
paymentAmount (in initialPayment) | A fixed payment amount.
Type: | Money
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin InitialPayment complexType in fpml-cd-5-3.xsd; see XML source
paymentAmount (in paymentDetail) | A fixed payment amount.
Type: | Money
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin PaymentDetail complexType in fpml-doc-5-3.xsd; see XML source
paymentAmount (in pendingCollateral) |
Type: | Money
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin PendingCollateral complexType in fpml-collateral-processes-5-3.xsd; see XML source
paymentCalculationPeriod | The adjusted payment date and associated calculation period parameters required to calculate the actual or projected payment amount.
Type: | PaymentCalculationPeriod
Content: | complex, 2 attributes, 7 elements
Defined: | locally witnin Cashflows complexType in fpml-ird-5-3.xsd; see XML source
paymentDate (defined in EquityPremium complexType) | The payment date.
Type: | AdjustableDate
Content: | complex, 1 attribute, 3 elements
Defined: | locally witnin EquityPremium complexType in fpml-eq-shared-5-3.xsd; see XML source
paymentDate (defined in Payment complexType) | The payment date.
Type: | AdjustableOrAdjustedDate
Content: | complex, 1 attribute, 3 elements
Defined: | locally witnin Payment complexType in fpml-shared-5-3.xsd; see XML source
paymentDate (defined in PaymentBaseExtended complexType) | The payment date, which can be expressed as either an adjustable or relative date.
Type: | AdjustableOrRelativeDate
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin PaymentBaseExtended complexType in fpml-shared-5-3.xsd; see XML source
paymentDate (defined in PendingPayment complexType) | The date that the dividend or coupon is due.
Type: | xsd:date
Content: | simple
Defined: | locally witnin PendingPayment complexType in fpml-asset-5-3.xsd; see XML source
paymentDate (defined in SimplePayment complexType) | The payment date.
Type: | AdjustableOrRelativeDate
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin SimplePayment complexType in fpml-shared-5-3.xsd; see XML source
paymentDate (in dividendPeriod in dividendLeg) | Dividend period amount payment date.
Type: | AdjustableOrRelativeDate
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin DividendPeriodPayment complexType in fpml-dividend-swaps-5-3.xsd; see XML source
paymentDate (in fixedPayment) | Payment date relative to another date.
Type: | RelativeDateOffset
Content: | complex, 1 attribute, 8 elements
Defined: | locally witnin FixedPaymentAmount complexType in fpml-dividend-swaps-5-3.xsd; see XML source
paymentDate (in fra) | The payment date.
Type: | AdjustableDate
Content: | complex, 1 attribute, 3 elements
Defined: | locally witnin Fra complexType in fpml-ird-5-3.xsd; see XML source
paymentDate (in paymentDetail) | Payment date.
Type: | AdjustableOrRelativeDate
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin PaymentDetail complexType in fpml-doc-5-3.xsd; see XML source
paymentDateFinal | Specifies the final payment date of the swap.
Type: | AdjustableOrRelativeDate
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin ReturnSwapPaymentDates complexType in fpml-eq-shared-5-3.xsd; see XML source
paymentDateOffset | Only to be used when SharePayment has been specified in the dividendDateReference element.
Type: | Offset
Content: | complex, 1 attribute, 3 elements
Defined: | locally witnin DividendPaymentDate complexType in fpml-eq-shared-5-3.xsd; see XML source
paymentDates (defined in CommodityNonPeriodicPaymentDates.model group) | Dates on which payments will be made.
Type: | AdjustableDatesOrRelativeDateOffset
Content: | complex, 2 elements
Defined: | locally witnin CommodityNonPeriodicPaymentDates.model group in fpml-com-5-3.xsd; see XML source
paymentDates (defined in InterestRateStream complexType) | The payment dates schedule.
Type: | PaymentDates
Content: | complex, 1 attribute, 9 elements
Defined: | locally witnin InterestRateStream complexType in fpml-ird-5-3.xsd; see XML source
paymentDates (in rateOfReturn) | Specifies the payment dates of the swap.
Type: | ReturnSwapPaymentDates
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin ReturnLegValuation complexType in fpml-eq-shared-5-3.xsd; see XML source
paymentDatesAdjustments | The business day convention to apply to each payment date if it would otherwise fall on a day that is not a business day in the specified financial business centers.
Type: | BusinessDayAdjustments
Content: | complex, 1 attribute, 3 elements
Defined: | locally witnin PaymentDates complexType in fpml-ird-5-3.xsd; see XML source
paymentDatesInterim | Specifies the interim payment dates of the swap.
Type: | AdjustableOrRelativeDates
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin ReturnSwapPaymentDates complexType in fpml-eq-shared-5-3.xsd; see XML source
paymentDatesReference | A set of href pointers to payment dates defined somewhere else in the document.
Type: | PaymentDatesReference
Content: | empty, 1 attribute
Defined: | locally witnin DateRelativeToPaymentDates complexType in fpml-ird-5-3.xsd; see XML source
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.
Type: | Offset
Content: | complex, 1 attribute, 3 elements
Defined: | locally witnin PaymentDates complexType in fpml-ird-5-3.xsd; see XML source
paymentDaysOffset (in relativePaymentDates) | Specifies any offset from the adjusted Calculation Period start date or adjusted Calculation Period end date applicable to each Payment Date.
Type: | DateOffset
Content: | complex, 1 attribute, 4 elements
Defined: | locally witnin CommodityRelativePaymentDates complexType in fpml-com-5-3.xsd; see XML source
paymentDelay | Applicable to CDS on MBS to specify whether payment delays are applicable to the fixed Amount.
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin FeeLeg complexType in fpml-cd-5-3.xsd; see XML source
paymentDetail | A container element allowing a schedule of payments associated with the Independent Amount.
Type: | PaymentDetail
Content: | complex, 1 attribute, 3 elements
Defined: | locally witnin IndependentAmount complexType in fpml-doc-5-3.xsd; see XML source
paymentDetails (in grossTreatment) |
Type: | InterestPaymentDetails
Content: | complex, 1 attribute, 7 elements
Defined: | locally witnin GrossTreatment complexType in fpml-collateral-processes-5-3.xsd; see XML source
paymentDetails (in netTreatment) |
Type: | InterestPaymentDetails
Content: | complex, 1 attribute, 7 elements
Defined: | locally witnin NetTreatment complexType in fpml-collateral-processes-5-3.xsd; see XML source
paymentDetails (in singleTreatment) |
Type: | InterestPaymentDetails
Content: | complex, 1 attribute, 7 elements
Defined: | locally witnin SingleTreatment complexType in fpml-collateral-processes-5-3.xsd; see XML source
paymentFrequency (defined in BondCalculation.model group) | Specifies the frequency at which the bond pays, e.g. 6M.
Type: | Period
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin BondCalculation.model group in fpml-asset-5-3.xsd; see XML source
paymentFrequency (in deposit) | Specifies the frequency at which the deposit pays, e.g. 6M.
Type: | Period
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin Deposit complexType in fpml-asset-5-3.xsd; see XML source
paymentFrequency (in paymentDates defined in InterestRateStream complexType) | The frequency at which regular payment dates occur.
Type: | Frequency
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin PaymentDates complexType in fpml-ird-5-3.xsd; see XML source
paymentFrequency (in periodicPayment) | The time interval between regular fixed rate payer payment dates.
Type: | Period
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin PeriodicPayment complexType in fpml-cd-5-3.xsd; see XML source
paymentFrequency (in rateIndex) | Specifies the frequency at which the index pays, e.g. 6M.
Type: | Period
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin RateIndex complexType in fpml-asset-5-3.xsd; see XML source
paymentFrequency (in simpleCreditDefaultSwap) | Specifies the frequency at which the swap pays, e.g. 6M.
Type: | Period
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin SimpleCreditDefaultSwap complexType in fpml-asset-5-3.xsd; see XML source
paymentFrequency (in simpleIrSwap) | Specifies the frequency at which the swap pays, e.g. 6M.
Type: | Period
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin SimpleIRSwap complexType in fpml-asset-5-3.xsd; see XML source
paymentPercent | A percentage of the notional amount.
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin PercentageRule complexType in fpml-doc-5-3.xsd; see XML source
paymentReference | The reference to the identified payment strucutre.
Type: | PaymentReference
Content: | empty, 1 attribute
Defined: | locally witnin PaymentDetails complexType in fpml-shared-5-3.xsd; see XML source
paymentRequirement | Specifies a threshold for the failure to pay credit event.
Type: | Money
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin FailureToPay complexType in fpml-option-shared-5-3.xsd; see XML source
paymentRule | A type defining the calculation rule.
Type: | PaymentRule
Content: | empty
Defined: | locally witnin PaymentDetail complexType in fpml-doc-5-3.xsd; see XML source
paymentType (defined in Payment complexType) | A classification of the type of fee or additional payment, e.g. brokerage, upfront fee etc.
Type: | PaymentType
Content: | simple, 1 attribute
Defined: | locally witnin Payment complexType in fpml-shared-5-3.xsd; see XML source
paymentType (in additionalPayment defined in NettedSwapBase complexType) | Payment classification.
Type: | PaymentType
Content: | simple, 1 attribute
Defined: | locally witnin ClassifiedPayment complexType in fpml-option-shared-5-3.xsd; see XML source
paymentType (in additionalPayment in returnSwap) | Classification of the payment.
Type: | PaymentType
Content: | simple, 1 attribute
Defined: | locally witnin ReturnSwapAdditionalPayment complexType in fpml-eq-shared-5-3.xsd; see XML source
payout | The amount of currency which becomes payable if and when a trigger event occurs.
Type: | FxOptionPayout
Content: | complex, 1 attribute, 4 elements
Defined: | locally witnin FxDigitalOption complexType in fpml-fx-5-3.xsd; see XML source
payoutFormula | The description of the mathematical computation for how the payout is computed.
Type: | xsd:string
Content: | simple
Defined: | locally witnin FxAsianFeature complexType in fpml-fx-5-3.xsd; see XML source
payoutStyle | The trigger event and payout may be asynchonous.
Type: | PayoutEnum
Content: | simple
Defined: | locally witnin FxOptionPayout complexType in fpml-fx-5-3.xsd; see XML source
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.
Type: | PayRelativeToEnum
Content: | simple
Defined: | locally witnin PaymentDates complexType in fpml-ird-5-3.xsd; see XML source
payRelativeTo (in relativePaymentDates) | 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.
Type: | PayRelativeToEnum
Content: | simple
Defined: | locally witnin CommodityRelativePaymentDates complexType in fpml-com-5-3.xsd; see XML source
payRelativeToEvent | Specifies whether the payment(s) occur relative to the date of a physical event.
Type: | CommodityPayRelativeToEvent
Content: | simple, 1 attribute
Defined: | locally witnin CommodityRelativePaymentDates complexType in fpml-com-5-3.xsd; see XML source
pendingCollateral | pending collateral
Type: | PendingCollateral
Content: | complex, 3 elements
Defined: | locally witnin MarginCollateral complexType in fpml-collateral-processes-5-3.xsd; see XML source
percentageOfNotional (defined in EquityPremium complexType) | The amount of premium to be paid expressed as a percentage of the notional value of the transaction.
Type: | NonNegativeDecimal
Content: | simple
Defined: | locally witnin EquityPremium complexType in fpml-eq-shared-5-3.xsd; see XML source
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.
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin Premium.model group in fpml-shared-5-3.xsd; see XML source
percentageTolerance | Specifies the allowable quantity tolerance as a percentage of the quantity.
Type: | PercentageTolerance
Content: | complex, 3 elements
Defined: | locally witnin OilDelivery complexType in fpml-com-5-3.xsd; see XML source
period (defined in Frequency complexType) | A time period, e.g. a day, week, month, year or term of the stream.
Type: | PeriodExtendedEnum
Content: | simple
Defined: | locally witnin Frequency complexType in fpml-shared-5-3.xsd; see XML source
period (defined in Period complexType) | A time period, e.g. a day, week, month or year of the stream.
Type: | PeriodEnum
Content: | simple
Defined: | locally witnin Period complexType in fpml-shared-5-3.xsd; see XML source
period (in tenorPeriod) | A time period, e.g.
Type: | PeriodEnum
Content: | simple
Defined: | locally witnin TenorPeriod complexType in fpml-fx-5-3.xsd; see XML source
periodicDates (defined in AdjustableRelativeOrPeriodicDates complexType) |
Type: | PeriodicDates
Content: | complex, 4 elements
Defined: | locally witnin AdjustableRelativeOrPeriodicDates complexType in fpml-shared-5-3.xsd; see XML source
periodicDates (defined in AdjustableRelativeOrPeriodicDates2 complexType) |
Type: | PeriodicDates
Content: | complex, 4 elements
Defined: | locally witnin AdjustableRelativeOrPeriodicDates2 complexType in fpml-shared-5-3.xsd; see XML source
periodicPayment | Specifies a periodic schedule of fixed amounts that are payable by the buyer to the seller on the fixed rate payer payment dates.
Type: | PeriodicPayment
Content: | complex, 1 attribute, 8 elements
Defined: | locally witnin FeeLeg complexType in fpml-cd-5-3.xsd; see XML source
periodMultiplier (defined in Frequency complexType) | A time period multiplier, e.g. 1, 2 or 3 etc.
Type: | xsd:positiveInteger
Content: | simple
Defined: | locally witnin Frequency complexType in fpml-shared-5-3.xsd; see XML source
periodMultiplier (defined in Period complexType) | A time period multiplier, e.g. 1, 2 or 3 etc.
Type: | xsd:integer
Content: | simple
Defined: | locally witnin Period complexType in fpml-shared-5-3.xsd; see XML source
periodMultiplier (in tenorPeriod) | A time period multiplier, e.g. 1, 2 or 3 etc.
Type: | xsd:nonNegativeInteger
Content: | simple
Defined: | locally witnin TenorPeriod complexType in fpml-fx-5-3.xsd; see XML source
periods | The Delivery Periods for this leg of the swap.
Type: | AdjustableDates
Content: | complex, 1 attribute, 3 elements
Defined: | locally witnin CommodityDeliveryPeriods complexType in fpml-com-5-3.xsd; see XML source
periodSkip | The number of periods in the referenced date schedule that are between each date in the relative date schedule.
Type: | xsd:positiveInteger
Content: | simple
Defined: | locally witnin RelativeDates complexType in fpml-shared-5-3.xsd; see XML source
periodsSchedule | The Delivery Periods for this leg of the swap.
Type: | CommodityCalculationPeriodsSchedule
Content: | complex, 1 attribute, 3 elements
Defined: | locally witnin CommodityDeliveryPeriods complexType in fpml-com-5-3.xsd; see XML source
person | Optional information about people involved in a transaction or busines process.
Type: | Person
Content: | complex, 1 attribute, 8 elements
Defined: | locally witnin Party complexType in fpml-shared-5-3.xsd; see XML source
personReference | The individual person that is related to this.
Type: | PersonReference
Content: | empty, 1 attribute
Defined: | locally witnin RelatedPerson complexType in fpml-shared-5-3.xsd; see XML source
perturbationAmount | The size and direction of the perturbation used to compute the derivative, e.g. 0.0001 = 1 bp.
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin FiniteDifferenceDerivativeParameters.model group in fpml-riskdef-5-3.xsd; see XML source
perturbationType | The type of perturbation, if any, used to compute the derivative (Absolute vs Relative).
Type: | PerturbationType
Content: | simple, 1 attribute
Defined: | locally witnin FiniteDifferenceDerivativeParameters.model group in fpml-riskdef-5-3.xsd; see XML source
physicalExercise | The parameters for defining how the commodity option can be exercised into a physical transaction.
Type: | CommodityPhysicalExercise
Content: | complex, 4 elements
Defined: | locally witnin CommodityPhysicalOption.model group in fpml-com-5-3.xsd; see XML source
physicalQuantity (defined in CommodityFixedPhysicalQuantity.model group) | The Quantity per Delivery Period.
Type: | CommodityNotionalQuantity
Content: | complex, 1 attribute, 3 elements
Defined: | locally witnin CommodityFixedPhysicalQuantity.model group in fpml-com-5-3.xsd; see XML source
physicalQuantity (in deliveryQuantity in electricityPhysicalLeg) | The Quantity per Delivery Period.
Type: | ElectricityPhysicalDeliveryQuantity
Content: | complex, 1 attribute, 4 elements
Defined: | locally witnin ElectricityPhysicalQuantity complexType in fpml-com-5-3.xsd; see XML source
physicalQuantitySchedule (defined in CommodityFixedPhysicalQuantity.model group) | Allows the documentation of a shaped quantity trade where the quantity changes over the life of the transaction.
Type: | CommodityPhysicalQuantitySchedule
Content: | complex, 1 attribute, 3 elements
Defined: | locally witnin CommodityFixedPhysicalQuantity.model group in fpml-com-5-3.xsd; see XML source
physicalQuantitySchedule (in deliveryQuantity in electricityPhysicalLeg) | Allows the documentation of a shaped quantity trade where the quantity changes over the life of the transaction.
Type: | ElectricityPhysicalDeliveryQuantitySchedule
Content: | complex, 1 attribute, 4 elements
Defined: | locally witnin ElectricityPhysicalQuantity complexType in fpml-com-5-3.xsd; see XML source
physicalSettlement (in creditDerivativesNotices) | This element corresponds to the Notice of Intended Physical Settlement Delivered Under Old Transaction under the EXHIBIT C to 2004 ISDA Novation Definitions.
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin CreditDerivativesNotices complexType in fpml-doc-5-3.xsd; see XML source
physicalSettlement (in optionExercise) |
Type: | PhysicalSettlement
Content: | complex, 3 elements
Defined: | locally witnin OptionExercise complexType in fpml-business-events-5-3.xsd; see XML source
physicalSettlement (in swaption) | If specified, this defines physical settlement terms which apply to the transaction.
Type: | SwaptionPhysicalSettlement
Content: | complex, 1 element
Defined: | locally witnin Swaption complexType in fpml-ird-5-3.xsd; see XML source
physicalSettlementPeriod | The number of business days used in the determination of the physical settlement date.
Type: | PhysicalSettlementPeriod
Content: | complex, 3 elements
Defined: | locally witnin PhysicalSettlementTerms complexType in fpml-cd-5-3.xsd; see XML source
physicalSettlementTerms | This element contains all the ISDA terms relevant to physical settlement for when physical settlement is applicable.
Type: | PhysicalSettlementTerms
Content: | complex, 1 attribute, 5 elements
Defined: | locally witnin CreditDefaultSwap complexType in fpml-cd-5-3.xsd; see XML source
pipeline | Specified the delivery conditions where the oil product is to be delivered by pipeline.
Type: | OilPipelineDelivery
Content: | complex, 6 elements
Defined: | locally witnin OilDelivery complexType in fpml-com-5-3.xsd; see XML source
pipelineName | The name of pipeline by which the oil product will be delivered.
Type: | CommodityPipeline
Content: | simple, 1 attribute
Defined: | locally witnin OilPipelineDelivery complexType in fpml-com-5-3.xsd; see XML source
point (defined in TermCurve complexType) |
Type: | TermPoint
Content: | complex, 1 attribute, 6 elements
Defined: | locally witnin TermCurve complexType in fpml-mktenv-5-3.xsd; see XML source
point (in dataPoints) |
Type: | PricingStructurePoint
Content: | complex, 1 attribute, 18 elements
Defined: | locally witnin MultiDimensionalPricingData complexType in fpml-mktenv-5-3.xsd; see XML source
pointValue | An optional element that documents the size of point (pip) in which a rate was quoted (or in this case, forwardPoints are calculated).
Type: | PointValue
Content: | simple
Defined: | locally witnin ExchangeRate complexType in fpml-fx-5-3.xsd; see XML source
pool | The morgage pool that is underneath the mortgage obligation.
Type: | AssetPool
Content: | complex, 4 elements
Defined: | locally witnin Mortgage complexType in fpml-asset-5-3.xsd; see XML source
portfolio | Global portfolio element used as a basis for a substitution group.
Type: | Portfolio
Content: | complex, 1 attribute, 3 elements
Subst.Gr: | may be substituted with 1 element
Defined: | globally in fpml-valuation-reporting-5-3.xsd; see XML source
Used: | at 2 locations
portfolio (defined in DataDocument complexType) | An arbitary grouping of trade references (and possibly other portfolios).
Type: | Portfolio
Content: | complex, 1 attribute, 3 elements
Defined: | locally witnin DataDocument complexType in fpml-doc-5-3.xsd; see XML source
portfolio (defined in Portfolio complexType) | An arbitary grouping of trade references (and possibly other portfolios).
Type: | Portfolio
Content: | complex, 1 attribute, 3 elements
Defined: | locally witnin Portfolio complexType in fpml-doc-5-3.xsd; see XML source
portfolio (in positionsAcknowledged) | Contains the portfolio definition.
Type: | PortfolioDefinition
Content: | complex, 4 elements
Defined: | locally witnin PositionsAcknowledged complexType in fpml-reconciliation-5-3.xsd; see XML source
portfolio (in positionsAsserted) | Contains the portfolio definition.
Type: | InitialPortfolioDefinition
Content: | complex, 5 elements
Defined: | locally witnin PositionsAsserted complexType in fpml-reconciliation-5-3.xsd; see XML source
portfolio (in positionsMatchResults) | Contains the portfolio definition.
Type: | PortfolioDefinition
Content: | complex, 4 elements
Defined: | locally witnin PositionsMatchResults complexType in fpml-reconciliation-5-3.xsd; see XML source
portfolioName (defined in PortfolioDefinition complexType) |
Type: | xsd:normalizedString
Content: | simple
Defined: | locally witnin PortfolioDefinition complexType in fpml-reconciliation-5-3.xsd; see XML source
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.
Type: | PortfolioName
Content: | simple, 2 attributes
Defined: | locally witnin PortfolioReferenceBase complexType in fpml-msg-5-3.xsd; see XML source
portfolioName (in partyPortfolioName) |
Type: | PortfolioName
Content: | simple, 2 attributes
Defined: | locally witnin PartyPortfolioName complexType in fpml-doc-5-3.xsd; see XML source
portfolioName (in requestPortfolio) | The name of the portfolio that is requested.
Type: | xsd:normalizedString
Content: | simple
Defined: | locally witnin RequestPortfolio complexType in fpml-reconciliation-5-3.xsd; see XML source
portfolioReference (defined in PortfolioReference.model group) |
Type: | PortfolioReference
Content: | complex, 3 elements
Defined: | locally witnin PortfolioReference.model group in fpml-msg-5-3.xsd; see XML source
portfolioReference (defined in PortfolioReferenceBase.model group) |
Type: | PortfolioReferenceBase
Content: | complex, 1 element
Defined: | locally witnin PortfolioReferenceBase.model group in fpml-msg-5-3.xsd; see XML source
portfolioReference (in requestRetransmission) |
Type: | PortfolioConstituentReference
Content: | complex, 2 elements
Defined: | locally witnin PortfolioConstituentReference.model group in fpml-msg-5-3.xsd; see XML source
portfolioValuationItem (in requestValuationReport) | An instance of a unique portfolio valuation.
Type: | PortfolioValuationItem
Content: | complex, 3 elements
Defined: | locally witnin RequestValuationReport complexType in fpml-valuation-reporting-5-3.xsd; see XML source
portfolioValuationItem (in valuationReport) | An instance of a unique portfolio valuation.
Type: | PortfolioValuationItem
Content: | complex, 3 elements
Defined: | locally witnin ValuationReport complexType in fpml-valuation-reporting-5-3.xsd; see XML source
position (in affectedPositions) | Positions affected by this event.
Type: | Position
Content: | complex, 1 attribute, 10 elements
Defined: | locally witnin AffectedPositions complexType in fpml-reporting-5-3.xsd; see XML source
position (in positionReport) | The positions included in the position report.
Type: | ReportedPosition
Content: | complex, 1 attribute, 11 elements
Defined: | locally witnin PositionReport complexType in fpml-reporting-5-3.xsd; see XML source
position (in positionUpdate) | The affected position.
Type: | Position
Content: | complex, 1 attribute, 10 elements
Defined: | locally witnin PositionUpdate complexType in fpml-reporting-5-3.xsd; see XML source
positionActivityReport |
Type: | PositionActivityReport
Content: | complex, 3 attributes, 16 elements
Defined: | globally in fpml-reporting-5-3.xsd; see XML source
Used: | never
positionActivityReportAcknowledgement |
Type: | Acknowledgement
Content: | complex, 3 attributes, 9 elements
Defined: | globally in fpml-reporting-5-3.xsd; see XML source
Used: | never
positionActivityReportException |
Type: | Exception
Content: | complex, 3 attributes, 7 elements
Defined: | globally in fpml-reporting-5-3.xsd; see XML source
Used: | never
positionId | A version-independent identifier for the position, possibly based on trade identifier.
Type: | PositionId
Content: | simple, 2 attributes
Defined: | locally witnin PositionIdAndVersion.model group in fpml-riskdef-5-3.xsd; see XML source
positionMatchResult |
Type: | PositionMatchResult
Content: | complex, 4 elements
Defined: | locally witnin PositionsMatchResults complexType in fpml-reconciliation-5-3.xsd; see XML source
positionProvider | A reference to the party responsible for reporting the position itself and its constituents.
Type: | PartyReference
Content: | empty, 1 attribute
Defined: | locally witnin ReportingRoles complexType in fpml-valuation-5-3.xsd; see XML source
positionReport |
Type: | PositionReport
Content: | complex, 3 attributes, 14 elements
Defined: | globally in fpml-reporting-5-3.xsd; see XML source
Used: | never
positionReportAcknowledgement |
Type: | Acknowledgement
Content: | complex, 3 attributes, 9 elements
Defined: | globally in fpml-reporting-5-3.xsd; see XML source
Used: | never
positionReportException |
Type: | Exception
Content: | complex, 3 attributes, 7 elements
Defined: | globally in fpml-reporting-5-3.xsd; see XML source
Used: | never
positionsAcknowledged |
Type: | PositionsAcknowledged
Content: | complex, 3 attributes, 12 elements
Defined: | globally in fpml-reconciliation-5-3.xsd; see XML source
Used: | never
positionsAsserted |
Type: | PositionsAsserted
Content: | complex, 3 attributes, 10 elements
Defined: | globally in fpml-reconciliation-5-3.xsd; see XML source
Used: | never
positionsMatchResults |
Type: | PositionsMatchResults
Content: | complex, 3 attributes, 11 elements
Defined: | globally in fpml-reconciliation-5-3.xsd; see XML source
Used: | never
positionUpdate | The positions included in the position report.
Type: | PositionUpdate
Content: | complex, 4 elements
Defined: | locally witnin PositionActivityReport complexType in fpml-reporting-5-3.xsd; see XML source
positionVersionReference | A previously submitted version of the position.
Type: | xsd:positiveInteger
Content: | simple
Defined: | locally witnin PositionConstituent complexType in fpml-valuation-5-3.xsd; see XML source
positive | The maxmium amount by which the quantity delivered can exceed the agreed quantity.
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin AbsoluteTolerance complexType in fpml-com-5-3.xsd; see XML source
postalCode | The code, required for computerised mail sorting systems, that is allocated to a physical address by a national postal authority.
Type: | xsd:string
Content: | simple
Defined: | locally witnin Address complexType in fpml-shared-5-3.xsd; see XML source
postingPartyReference | The party posting the collateral.
Type: | PartyReference
Content: | empty, 1 attribute
Defined: | locally witnin HeldCollateral complexType in fpml-collateral-processes-5-3.xsd; see XML source
postitive | The maximum percentage amount by which the quantity delivered can exceed the agreed quantity.
Type: | RestrictedPercentage
Content: | simple
Defined: | locally witnin PercentageTolerance complexType in fpml-com-5-3.xsd; see XML source
power | The power to which this term is raised.
Type: | xsd:positiveInteger
Content: | simple
Defined: | locally witnin DenominatorTerm complexType in fpml-riskdef-5-3.xsd; see XML source
precision (defined in Rounding complexType) | Specifies the rounding precision in terms of a number of decimal places.
Type: | xsd:nonNegativeInteger
Content: | simple
Defined: | locally witnin Rounding complexType in fpml-shared-5-3.xsd; see XML source
precision (in asian in features in fxOption) | Specifies the rounding precision in terms of a number of decimal places.
Type: | xsd:nonNegativeInteger
Content: | simple
Defined: | locally witnin FxAsianFeature complexType in fpml-fx-5-3.xsd; see XML source
premium (defined in OptionBaseExtended complexType) | The option premium payable by the buyer to the seller.
Type: | Premium
Content: | complex, 1 attribute, 11 elements
Defined: | locally witnin OptionBaseExtended complexType in fpml-option-shared-5-3.xsd; see XML source
premium (in capFloor) | The option premium amount payable by buyer to seller on the specified payment date.
Type: | Payment
Content: | complex, 2 attributes, 10 elements
Defined: | locally witnin CapFloor complexType in fpml-ird-5-3.xsd; see XML source
premium (in commodityOption) | The option premium payable by the buyer to the seller.
Type: | CommodityPremium
Content: | complex, 1 attribute, 7 elements
Defined: | locally witnin CommodityOption complexType in fpml-com-5-3.xsd; see XML source
premium (in fxDigitalOption) | Premium amount or premium installment amount for an option.
Type: | FxOptionPremium
Content: | complex, 1 attribute, 8 elements
Defined: | locally witnin FxDigitalOption complexType in fpml-fx-5-3.xsd; see XML source
premium (in fxOption) | Premium amount or premium installment amount for an option.
Type: | FxOptionPremium
Content: | complex, 1 attribute, 8 elements
Defined: | locally witnin FxOption complexType in fpml-fx-5-3.xsd; see XML source
premium (in swaption) | The option premium amount payable by buyer to seller on the specified payment date.
Type: | Payment
Content: | complex, 2 attributes, 10 elements
Defined: | locally witnin Swaption complexType in fpml-ird-5-3.xsd; see XML source
premiumPerUnit | The currency amount of premium to be paid per Unit of the Total Notional Quantity.
Type: | NonNegativeMoney
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin CommodityPremium complexType in fpml-com-5-3.xsd; see XML source
premiumProductReference | Indicates which product within a strategy represents the premium payment.
Type: | ProductReference
Content: | empty, 1 attribute
Defined: | locally witnin Strategy complexType in fpml-doc-5-3.xsd; see XML source
premiumType (defined in EquityPremium complexType) | Forward start Premium type
Type: | PremiumTypeEnum
Content: | simple
Defined: | locally witnin EquityPremium complexType in fpml-eq-shared-5-3.xsd; see XML source
premiumType (in premium defined in OptionBaseExtended complexType) | Forward start Premium type
Type: | PremiumTypeEnum
Content: | simple
Defined: | locally witnin Premium.model group in fpml-shared-5-3.xsd; see XML source
prePayment (defined in EquityExerciseValuationSettlement complexType) | Prepayment features for Forward.
Type: | PrePayment
Content: | complex, 1 attribute, 7 elements
Defined: | locally witnin EquityExerciseValuationSettlement complexType in fpml-eqd-5-3.xsd; see XML source
prePayment (in prePayment defined in EquityExerciseValuationSettlement complexType) |
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin PrePayment complexType in fpml-eqd-5-3.xsd; see XML source
prePaymentAmount |
Type: | NonNegativeMoney
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin PrePayment complexType in fpml-eqd-5-3.xsd; see XML source
prePaymentDate |
Type: | AdjustableDate
Content: | complex, 1 attribute, 3 elements
Defined: | locally witnin PrePayment complexType in fpml-eqd-5-3.xsd; see XML source
presentValueAmount (defined in Payment complexType) | The amount representing the present value of the forecast payment.
Type: | Money
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin Payment complexType in fpml-shared-5-3.xsd; see XML source
presentValueAmount (in paymentCalculationPeriod) | A monetary amount representing the present value of the forecast payment.
Type: | Money
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin PaymentCalculationPeriod complexType in fpml-ird-5-3.xsd; see XML source
presentValueAmount (in premium defined in OptionBaseExtended complexType) | The amount representing the present value of the forecast payment.
Type: | Money
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin PaymentDiscounting.model group in fpml-shared-5-3.xsd; see XML source
presentValuePrincipalExchangeAmount | The amount representing the present value of the principal exchange.
Type: | Money
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin PrincipalExchange complexType in fpml-ird-5-3.xsd; see XML source
price (defined in FixedPrice complexType) | The Fixed Price.
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin FixedPrice complexType in fpml-com-5-3.xsd; see XML source
price (in strike in bondOption) |
Type: | OptionStrike
Content: | complex, 3 elements
Defined: | locally witnin BondOptionStrike complexType in fpml-bond-option-5-3.xsd; see XML source
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.
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin CreditOptionStrike complexType in fpml-cd-5-3.xsd; see XML source
priceCurrency | Currency of the fixed price.
Type: | Currency
Content: | simple, 1 attribute
Defined: | locally witnin Price.model group in fpml-com-5-3.xsd; see XML source
priceExpression | Specifies whether the price is expressed in absolute or relative terms.
Type: | PriceExpressionEnum
Content: | simple
Defined: | locally witnin ActualPrice complexType in fpml-asset-5-3.xsd; see XML source
priceMaterialityPercentage | 2005 Commodity Definitions only.
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin CommodityMarketDisruption complexType in fpml-com-5-3.xsd; see XML source
priceNotation | Pricing information for the trade.
Type: | BasicQuotation
Content: | complex, 1 attribute, 14 elements
Defined: | locally witnin DataDocument complexType in fpml-doc-5-3.xsd; see XML source
pricePerOption (defined in EquityPremium complexType) | The amount of premium to be paid expressed as a function of the number of options.
Type: | NonNegativeMoney
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin EquityPremium complexType in fpml-eq-shared-5-3.xsd; see XML source
pricePerOption (in premium defined in OptionBaseExtended complexType) | The amount of premium to be paid expressed as a function of the number of options.
Type: | Money
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin Premium.model group in fpml-shared-5-3.xsd; see XML source
priceReferenceMonth |
Type: | YearAndMonth
Content: | simple
Defined: | locally witnin ProductExposureCategory.model group in fpml-reporting-5-3.xsd; see XML source
priceSourceDisruption | A type defining the parameters to get a new quote when a settlement rate option is disrupted.
Type: | PriceSourceDisruption
Content: | complex, 1 element
Defined: | locally witnin NonDeliverableSettlement complexType in fpml-ird-5-3.xsd; see XML source
priceUnit | The unit of measure used to calculate the Fixed Price.
Type: | QuantityUnit
Content: | simple, 1 attribute
Defined: | locally witnin Price.model group in fpml-com-5-3.xsd; see XML source
pricing | The price paid for the instrument.
Type: | InstrumentTradePricing
Content: | complex, 1 element
Defined: | locally witnin InstrumentTradeDetails complexType in fpml-doc-5-3.xsd; see XML source
pricingDates (defined in CommodityPricingDates complexType) | A list of adjustable dates on which the trade would price.
Type: | AdjustableDates
Content: | complex, 1 attribute, 3 elements
Defined: | locally witnin CommodityPricingDates complexType in fpml-com-5-3.xsd; see XML source
pricingDates (in calculation in floatingLeg) | Commodity Pricing Dates.
Type: | CommodityPricingDates
Content: | complex, 1 attribute, 13 elements
Defined: | locally witnin FloatingLegCalculation complexType in fpml-com-5-3.xsd; see XML source
pricingDates (in commodityOption) | The dates on which the option will price.
Type: | CommodityPricingDates
Content: | complex, 1 attribute, 13 elements
Defined: | locally witnin CommodityAsian.model group in fpml-com-5-3.xsd; see XML source
pricingInputReference (in benchmarkPricingMethod) | A reference to the pricing input used to value the asset.
Type: | PricingStructureReference
Content: | empty, 1 attribute
Defined: | locally witnin PricingMethod complexType in fpml-riskdef-5-3.xsd; see XML source
pricingInputReference (in sensitivitySetDefinition) | A reference to the pricing input to which the sensitivity is shown, e.g. a reference to a USDLIBOR yield curve.
Type: | PricingStructureReference
Content: | empty, 1 attribute
Defined: | locally witnin SensitivitySetDefinition complexType in fpml-riskdef-5-3.xsd; see XML source
pricingInputType | The type of the pricing input to which the sensitivity is shown, e.g. a yield curve or volatility matrix.
Type: | PricingInputType
Content: | simple, 1 attribute
Defined: | locally witnin SensitivitySetDefinition complexType in fpml-riskdef-5-3.xsd; see XML source
pricingStructure |
Type: | PricingStructure
Content: | complex, 1 attribute, 2 elements
Abstract: | (may not be used directly in instance XML documents)
Subst.Gr: | may be substituted with 4 elements
Defined: | globally in fpml-riskdef-5-3.xsd; see XML source
Used: | at 5 locations
pricingStructureValuation |
Type: | PricingStructureValuation
Content: | complex, 2 attributes, 7 elements
Abstract: | (may not be used directly in instance XML documents)
Subst.Gr: | may be substituted with 4 elements
Defined: | globally in fpml-riskdef-5-3.xsd; see XML source
Used: | at 5 locations
primaryObligor | The entity primarily responsible for repaying debt to a creditor as a result of borrowing or issuing bonds.
Type: | LegalEntity
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin ReferenceObligation complexType in fpml-cd-5-3.xsd; see XML source
primaryObligorReference | A pointer style reference to a reference entity defined elsewhere in the document.
Type: | LegalEntityReference
Content: | empty, 1 attribute
Defined: | locally witnin ReferenceObligation complexType in fpml-cd-5-3.xsd; see XML source
primaryRateSource (defined in CommodityFx complexType) | The primary source for where the rate observation will occur.
Type: | InformationSource
Content: | complex, 3 elements
Defined: | locally witnin CommodityFx complexType in fpml-com-5-3.xsd; see XML source
primaryRateSource (defined in FxSpotRateSource complexType) | The primary source for where the rate observation will occur.
Type: | InformationSource
Content: | complex, 3 elements
Defined: | locally witnin FxSpotRateSource complexType in fpml-shared-5-3.xsd; see XML source
primaryRateSource (in asian in features in fxOption) | The primary source for where the rate observation will occur.
Type: | InformationSource
Content: | complex, 3 elements
Defined: | locally witnin FxAsianFeature complexType in fpml-fx-5-3.xsd; see XML source
principal (in instrumentTradeDetails) | The value, in instrument currency, of the amount of the instrument that was traded.
Type: | InstrumentTradePrincipal
Content: | complex, 1 element
Defined: | locally witnin InstrumentTradeDetails complexType in fpml-doc-5-3.xsd; see XML source
principal (in termDeposit) | The principal amount of the trade.
Type: | PositiveMoney
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin TermDeposit complexType in fpml-fx-5-3.xsd; see XML source
principalAmount (in principal in instrumentTradeDetails) | The net and/or gross value of the amount traded in native currency.
Type: | NetAndGross
Content: | complex, 3 elements
Defined: | locally witnin InstrumentTradePrincipal complexType in fpml-doc-5-3.xsd; see XML source
principalAmount (in principalExchangeAmount in principalExchangeDescriptions) | Principal exchange amount when explictly stated.
Type: | NonNegativeMoney
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin PrincipalExchangeAmount complexType in fpml-eq-shared-5-3.xsd; see XML source
principalExchange | The initial, intermediate and final principal exchange amounts.
Type: | PrincipalExchange
Content: | complex, 1 attribute, 5 elements
Defined: | locally witnin Cashflows complexType in fpml-ird-5-3.xsd; see XML source
principalExchangeAmount (in principalExchange) | The principal exchange amount.
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin PrincipalExchange complexType in fpml-ird-5-3.xsd; see XML source
principalExchangeAmount (in principalExchangeDescriptions) | Specifies the principal echange amount, either by explicitly defining it, or by point to an amount defined somewhere else in the swap document.
Type: | PrincipalExchangeAmount
Content: | complex, 3 elements
Defined: | locally witnin PrincipalExchangeDescriptions complexType in fpml-eq-shared-5-3.xsd; see XML source
principalExchangeDate | Date on which each of the principal exchanges will take place.
Type: | AdjustableOrRelativeDate
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin PrincipalExchangeDescriptions complexType in fpml-eq-shared-5-3.xsd; see XML source
principalExchangeDescriptions | Specifies each of the characteristics of the principal exchange cashflows, in terms of paying/receiving counterparties, amounts and dates.
Type: | PrincipalExchangeDescriptions
Content: | complex, 6 elements
Defined: | locally witnin PrincipalExchangeFeatures complexType in fpml-eq-shared-5-3.xsd; see XML source
principalExchangeFeatures | This is used to document a Fully Funded Return Swap.
Type: | PrincipalExchangeFeatures
Content: | complex, 2 elements
Defined: | locally witnin ReturnSwapBase complexType in fpml-eq-shared-5-3.xsd; see XML source
principalExchanges (defined in InterestRateStream complexType) | The true/false flags indicating whether initial, intermediate or final exchanges of principal should occur.
Type: | PrincipalExchanges
Content: | complex, 1 attribute, 3 elements
Defined: | locally witnin InterestRateStream complexType in fpml-ird-5-3.xsd; see XML source
principalExchanges (in principalExchangeFeatures) | The true/false flags indicating whether initial, intermediate or final exchanges of principal should occur.
Type: | PrincipalExchanges
Content: | complex, 1 attribute, 3 elements
Defined: | locally witnin PrincipalExchangeFeatures complexType in fpml-eq-shared-5-3.xsd; see XML source
principalMovement |
Type: | PrincipalMovement
Content: | complex, 6 elements
Defined: | locally witnin DailyInterestCalculation complexType in fpml-collateral-processes-5-3.xsd; see XML source
principalShortfallReimbursement | An additional Fixed Payment Event.
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin AdditionalFixedPayments complexType in fpml-cd-5-3.xsd; see XML source
product | An abstract element used as a place holder for the substituting product elements.
Type: | Product
Content: | complex, 1 attribute, 3 elements
Abstract: | (may not be used directly in instance XML documents)
Subst.Gr: | may be substituted with 32 elements
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Used: | at 35 locations
productId (defined in Product.model group) | A product reference identifier.
Type: | ProductId
Content: | simple, 1 attribute
Defined: | locally witnin Product.model group in fpml-shared-5-3.xsd; see XML source
productId (defined in ProductExposureCategory.model group) |
Type: | ProductId
Content: | simple, 1 attribute
Defined: | locally witnin ProductExposureCategory.model group in fpml-reporting-5-3.xsd; see XML source
productId (defined in ReportContents complexType) | A product reference identifier.
Type: | ProductId
Content: | simple, 1 attribute
Defined: | locally witnin ReportContents complexType in fpml-valuation-reporting-5-3.xsd; see XML source
productId (in tradeReferenceInformation) |
Type: | ProductId
Content: | simple, 1 attribute
Defined: | locally witnin TradeReferenceInformationContents.model group in fpml-business-events-5-3.xsd; see XML source
productType (defined in Product.model group) | A classification of the type of product.
Type: | ProductType
Content: | simple, 1 attribute
Defined: | locally witnin Product.model group in fpml-shared-5-3.xsd; see XML source
productType (defined in ProductExposureCategory.model group) |
Type: | ProductType
Content: | simple, 1 attribute
Defined: | locally witnin ProductExposureCategory.model group in fpml-reporting-5-3.xsd; see XML source
productType (defined in ReportContents complexType) | A classification of the type of product.
Type: | ProductType
Content: | simple, 1 attribute
Defined: | locally witnin ReportContents complexType in fpml-valuation-reporting-5-3.xsd; see XML source
productType (in tradeReferenceInformation) |
Type: | ProductType
Content: | simple, 1 attribute
Defined: | locally witnin TradeReferenceInformationContents.model group in fpml-business-events-5-3.xsd; see XML source
proposalApproved |
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin ProposedCollateralResponse complexType in fpml-collateral-processes-5-3.xsd; see XML source
proposedMatch (in nettedTradeCashflowsMatchResult) | "Other side's" cashflow that meets the minimimum matching criteria and is proposed as match to the cashflow that is being asserted.
Type: | NettedTradeCashflowsProposedMatch
Content: | complex, 6 elements
Defined: | locally witnin NettedTradeCashflowsMatchResult complexType in fpml-reconciliation-5-3.xsd; see XML source
proposedMatch (in positionMatchResult) | "Other side's" position that meets the minimimum matching criteria and is proposed as match to the position that is being asserted.
Type: | PositionProposedMatch
Content: | complex, 9 elements
Defined: | locally witnin PositionMatchResult complexType in fpml-reconciliation-5-3.xsd; see XML source
proposedMatch (in tradeCashflowsMatchResult) | "Other side's" cashflow that meets the minimimum matching criteria and is proposed as match to the cashflow that is being asserted.
Type: | TradeCashflowsProposedMatch
Content: | complex, 7 elements
Defined: | locally witnin TradeCashflowsMatchResult complexType in fpml-reconciliation-5-3.xsd; see XML source
protectionTerms (defined in CreditDefaultSwap complexType) | This element contains all the terms relevant to defining the applicable floating rate payer calculation amount, credit events and associated conditions to settlement, and reference obligations.
Type: | ProtectionTerms
Content: | complex, 1 attribute, 4 elements
Defined: | locally witnin CreditDefaultSwap complexType in fpml-cd-5-3.xsd; see XML source
protectionTerms (defined in LimitedCreditDefaultSwap complexType) | This element contains all the terms relevant to defining the applicable floating rate payer calculation amount, credit events and associated conditions to settlement, and reference obligations.
Type: | ProtectionTerms
Content: | complex, 1 attribute, 4 elements
Defined: | locally witnin LimitedCreditDefaultSwap complexType in fpml-cd-5-3.xsd; see XML source
protectionTermsReference | Reference to the documentation terms applicable to this item.
Type: | ProtectionTermsReference
Content: | empty, 1 attribute
Defined: | locally witnin ReferencePoolItem complexType in fpml-cd-5-3.xsd; see XML source
publication | For those commodities being traded with reference to a price distributed by a publication, that publication should be specified here.
Type: | InformationSource
Content: | complex, 3 elements
Defined: | locally witnin CommodityReferencePriceFramework.model group in fpml-asset-5-3.xsd; see XML source
publicationDate (defined in ContractualTermsSupplement complexType) | Specifies the publication date of the applicable version of the contractual supplement.
Type: | xsd:date
Content: | simple
Defined: | locally witnin ContractualTermsSupplement complexType in fpml-shared-5-3.xsd; see XML source
publicationDate (in contractualMatrix) | Specifies the publication date of the applicable version of the matrix.
Type: | xsd:date
Content: | simple
Defined: | locally witnin ContractualMatrix complexType in fpml-shared-5-3.xsd; see XML source
publicationDate (in settledEntityMatrix) | Specifies the publication date of the applicable version of the matrix.
Type: | xsd:date
Content: | simple
Defined: | locally witnin SettledEntityMatrix complexType in fpml-cd-5-3.xsd; see XML source
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.
Type: | Resource
Content: | complex, 12 elements
Defined: | locally witnin CreditEventNoticeDocument complexType in fpml-credit-event-notification-5-3.xsd; see XML source
publiclyAvailableInformation (in creditDerivativesNotices) | This element corresponds to the Notice of Publicly Available Information Delivered Under Old Transaction and Deemed Delivered Under New Transaction under the EXHIBIT C to 2004 ISDA Novation Definitions.
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin CreditDerivativesNotices complexType in fpml-doc-5-3.xsd; see XML source
publiclyAvailableInformation (in creditEventNotice defined in CreditEvents complexType) | A specified condition to settlement.
Type: | PubliclyAvailableInformation
Content: | complex, 3 elements
Defined: | locally witnin CreditEventNotice complexType in fpml-option-shared-5-3.xsd; see XML source
publiclyReported | When the public report of this was created or received by this party.
Type: | xsd:dateTime
Content: | simple
Defined: | locally witnin TradeProcessingTimestamps complexType in fpml-doc-5-3.xsd; see XML source
publicReportUpdated | When the public report of this was most recently corrected or corrections were received by this party.
Type: | xsd:dateTime
Content: | simple
Defined: | locally witnin TradeProcessingTimestamps complexType in fpml-doc-5-3.xsd; see XML source
publicSource | A public information source, e.g. a particular newspaper or electronic news service, that may publish relevant information used in the determination of whether or not a credit event has occurred.
Type: | xsd:string
Content: | simple
Defined: | locally witnin PubliclyAvailableInformation complexType in fpml-option-shared-5-3.xsd; see XML source
putCurrencyAmount | The currency amount that the option gives the right to sell.
Type: | NonNegativeMoney
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin FxOption complexType in fpml-fx-5-3.xsd; see XML source
qualifyingParticipationSeller | If Direct Loan Participation is specified as a deliverable obligation characteristic, this specifies any requirements for the Qualifying Participation Seller.
Type: | xsd:string
Content: | simple
Defined: | locally witnin LoanParticipation complexType in fpml-cd-5-3.xsd; see XML source
quality | The quality of the gas to be delivered.
Type: | GasQuality
Content: | simple, 1 attribute
Defined: | locally witnin GasProduct complexType in fpml-com-5-3.xsd; see XML source
quantity (defined in CommodityNotionalQuantity complexType) | Amount of commodity per quantity frequency.
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin CommodityNotionalQuantity complexType in fpml-com-5-3.xsd; see XML source
quantity (defined in UnitQuantity complexType) | Amount of commodity per quantity frequency.
Type: | NonNegativeDecimal
Content: | simple
Defined: | locally witnin UnitQuantity complexType in fpml-com-5-3.xsd; see XML source
quantity (in instrumentTradeDetails) | A description of how much of the instrument was traded.
Type: | InstrumentTradeQuantity
Content: | complex, 2 elements
Defined: | locally witnin InstrumentTradeDetails complexType in fpml-doc-5-3.xsd; see XML source
quantity (in numberOfUnits in calculationElements) | Amount of units.
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin UnderlyerReferenceUnits complexType in fpml-reconciliation-5-3.xsd; see XML source
quantityFrequency | The frequency at which the Notional Quantity is deemed to apply for purposes of calculating the Total Notional Quantity.
Type: | CommodityQuantityFrequency
Content: | simple, 1 attribute
Defined: | locally witnin CommodityNotionalQuantity complexType in fpml-com-5-3.xsd; see XML source
quantityReference (defined in CommodityNotionalQuantity.model group) | A pointer style reference to a quantity defined on another leg.
Type: | QuantityReference
Content: | empty, 1 attribute
Defined: | locally witnin CommodityNotionalQuantity.model group in fpml-com-5-3.xsd; see XML source
quantityReference (in fixedLeg in commodityForward) | A pointer style reference to a quantity defined on another leg.
Type: | QuantityReference
Content: | empty, 1 attribute
Defined: | locally witnin NonPeriodicFixedPriceLeg complexType in fpml-com-5-3.xsd; see XML source
quantityStep | The quantity per Calculation Period.
Type: | CommodityNotionalQuantity
Content: | complex, 1 attribute, 3 elements
Defined: | locally witnin CommodityPhysicalQuantitySchedule complexType in fpml-com-5-3.xsd; see XML source
quantityUnit (defined in CommodityNotionalQuantity complexType) | Quantity Unit is the unit of measure applicable for the quantity on the Transaction.
Type: | QuantityUnit
Content: | simple, 1 attribute
Defined: | locally witnin CommodityNotionalQuantity complexType in fpml-com-5-3.xsd; see XML source
quantityUnit (defined in UnitQuantity complexType) | Quantity Unit is the unit of measure applicable for the quantity on the Transaction.
Type: | QuantityUnit
Content: | simple, 1 attribute
Defined: | locally witnin UnitQuantity complexType in fpml-com-5-3.xsd; see XML source
quantityVariationAdjustment | If true, indicates that QVA is applicable.
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin CommodityUSCoalDelivery.model group in fpml-com-5-3.xsd; see XML source
quanto | 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.
Type: | Quanto
Content: | complex, 2 elements
Defined: | locally witnin FxFeature complexType in fpml-option-shared-5-3.xsd; see XML source
queryParameter |
Type: | QueryParameter
Content: | complex, 3 elements
Defined: | locally witnin QueryPortfolio complexType in fpml-doc-5-3.xsd; see XML source
queryParameterId |
Type: | QueryParameterId
Content: | simple, 2 attributes
Defined: | locally witnin QueryParameter complexType in fpml-doc-5-3.xsd; see XML source
queryParameterOperator |
Type: | QueryParameterOperator
Content: | simple, 2 attributes
Defined: | locally witnin QueryParameter complexType in fpml-doc-5-3.xsd; see XML source
queryParameterValue |
Type: | xsd:normalizedString
Content: | simple
Defined: | locally witnin QueryParameter complexType in fpml-doc-5-3.xsd; see XML source
queryPortfolio | Global element used to substitute for "portfolio".
Type: | QueryPortfolio
Content: | complex, 1 attribute, 4 elements
Subst.Gr: | may substitute for element portfolio
Defined: | globally in fpml-valuation-reporting-5-3.xsd; see XML source
Used: | never
queryPortfolio (defined in ReportContents complexType) | The desired query portfolio.
Type: | QueryPortfolio
Content: | complex, 1 attribute, 4 elements
Defined: | locally witnin ReportContents complexType in fpml-valuation-reporting-5-3.xsd; see XML source
queryPortfolio (defined in RequestedPositions complexType) | The desired query portfolio.
Type: | QueryPortfolio
Content: | complex, 1 attribute, 4 elements
Defined: | locally witnin RequestedPositions complexType in fpml-reconciliation-5-3.xsd; see XML source
quotationAmount | In the determination of a cash settlement amount, if weighted average quotations are to be obtained, the quotation amount specifies an upper limit to the outstanding principal balance of the reference obligation for which the quote should be obtained.
Type: | Money
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin CashSettlementTerms complexType in fpml-cd-5-3.xsd; see XML source
quotationCharacteristics (defined in Price complexType) | Allows information about how the price was quoted to be provided.
Type: | QuotationCharacteristics
Content: | complex, 13 elements
Defined: | locally witnin Price complexType in fpml-asset-5-3.xsd; see XML source
quotationCharacteristics (in eventActivityReport) | The default quotation characteristics for this document (e.g. currency, location).
Type: | QuotationCharacteristics
Content: | complex, 13 elements
Defined: | locally witnin EventActivityReport complexType in fpml-reporting-5-3.xsd; see XML source
quotationCharacteristics (in exposureReport) |
Type: | QuotationCharacteristics
Content: | complex, 13 elements
Defined: | locally witnin ExposureReport complexType in fpml-reporting-5-3.xsd; see XML source
quotationCharacteristics (in positionActivityReport) | The default quotation characteristics for this document (e.g. currency, location).
Type: | QuotationCharacteristics
Content: | complex, 13 elements
Defined: | locally witnin PositionActivityReport complexType in fpml-reporting-5-3.xsd; see XML source
quotationCharacteristics (in positionReport) | The default quotation characteristics for this document (e.g. currency, location).
Type: | QuotationCharacteristics
Content: | complex, 13 elements
Defined: | locally witnin PositionReport complexType in fpml-reporting-5-3.xsd; see XML source
quotationCharacteristics (in valuationSet) | Charactistics (measure types, units, sides, etc.) of the quotes used (requested/reported) in the valuation set.
Type: | QuotationCharacteristics
Content: | complex, 13 elements
Defined: | locally witnin ValuationSet complexType in fpml-valuation-5-3.xsd; see XML source
quotationMethod | The type of price quotations to be requested from dealers when determining the market value of the reference obligation for purposes of cash settlement.
Type: | QuotationRateTypeEnum
Content: | simple
Defined: | locally witnin CashSettlementTerms complexType in fpml-cd-5-3.xsd; see XML source
quotationRateType (defined in CashPriceMethod complexType) | Which rate quote is to be observed, either Bid, Mid, Offer or Exercising Party Pays.
Type: | QuotationRateTypeEnum
Content: | simple
Defined: | locally witnin CashPriceMethod complexType in fpml-ird-5-3.xsd; see XML source
quotationRateType (defined in YieldCurveMethod complexType) | Which rate quote is to be observed, either Bid, Mid, Offer or Exercising Party Pays.
Type: | QuotationRateTypeEnum
Content: | simple
Defined: | locally witnin YieldCurveMethod complexType in fpml-ird-5-3.xsd; see XML source
quotationRateType (in crossCurrencyMethod) | Which rate quote is to be observed, either Bid, Mid, Offer or Exercising Party Pays.
Type: | QuotationRateTypeEnum
Content: | simple
Defined: | locally witnin CrossCurrencyMethod complexType in fpml-ird-5-3.xsd; see XML source
quotationStyle | The type of quotation that was used between the trading desks.
Type: | QuotationStyleEnum
Content: | simple
Defined: | locally witnin FeeLeg complexType in fpml-cd-5-3.xsd; see XML source
quote (defined in AssetValuation complexType) | One or more numerical measures relating to the asset, possibly together with sensitivities of that measure to pricing inputs.
Type: | Quotation
Content: | complex, 15 elements
Defined: | locally witnin AssetValuation complexType in fpml-valuation-5-3.xsd; see XML source
quote (defined in EventValuation.model group) | Pricing information for the trade.
Type: | BasicQuotation
Content: | complex, 1 attribute, 14 elements
Defined: | locally witnin EventValuation.model group in fpml-business-events-5-3.xsd; see XML source
quote (defined in FxOptionPremium complexType) | This is the option premium as quoted.
Type: | PremiumQuote
Content: | complex, 2 elements
Defined: | locally witnin FxOptionPremium complexType in fpml-fx-5-3.xsd; see XML source
quote (defined in GenericProduct complexType) | The currency or currencies in which the product can settle.
Type: | BasicQuotation
Content: | complex, 1 attribute, 14 elements
Defined: | locally witnin GenericProduct complexType in fpml-generic-5-3.xsd; see XML source
quote (defined in ReportedExposure complexType) | One or more numerical exposure values relating to the exposure category
Type: | BasicQuotation
Content: | complex, 1 attribute, 14 elements
Defined: | locally witnin ReportedExposure complexType in fpml-reporting-5-3.xsd; see XML source
quote (in assetQuote) | One or more numerical measures relating to the asset, possibly together with sensitivities of that measure to pricing inputs
Type: | BasicQuotation
Content: | complex, 1 attribute, 14 elements
Defined: | locally witnin BasicAssetValuation complexType in fpml-riskdef-5-3.xsd; see XML source
quote (in pricing) |
Type: | BasicQuotation
Content: | complex, 1 attribute, 14 elements
Defined: | locally witnin InstrumentTradePricing complexType in fpml-doc-5-3.xsd; see XML source
quote (in standardProduct) | Pricing information for the trade.
Type: | BasicQuotation
Content: | complex, 1 attribute, 14 elements
Defined: | locally witnin StandardProduct complexType in fpml-standard-5-3.xsd; see XML source
quoteBasis (defined in QuotedCurrencyPair complexType) | The method by which the exchange rate is quoted.
Type: | QuoteBasisEnum
Content: | simple
Defined: | locally witnin QuotedCurrencyPair complexType in fpml-shared-5-3.xsd; see XML source
quoteBasis (in quote defined in FxOptionPremium complexType) | The method by which the option premium was quoted.
Type: | PremiumQuoteBasisEnum
Content: | simple
Defined: | locally witnin PremiumQuote complexType in fpml-fx-5-3.xsd; see XML source
quotedCurrencyPair (defined in FxBarrierFeature complexType) | Defines the two currencies for an FX trade and the quotation relationship between the two currencies.
Type: | QuotedCurrencyPair
Content: | complex, 3 elements
Defined: | locally witnin FxBarrierFeature complexType in fpml-fx-5-3.xsd; see XML source
quotedCurrencyPair (defined in FxRate complexType) | Defines the two currencies for an FX trade and the quotation relationship between the two currencies.
Type: | QuotedCurrencyPair
Content: | complex, 3 elements
Defined: | locally witnin FxRate complexType in fpml-shared-5-3.xsd; see XML source
quotedCurrencyPair (in exchangeRate) | Defines the two currencies for an FX trade and the quotation relationship between the two currencies.
Type: | QuotedCurrencyPair
Content: | complex, 3 elements
Defined: | locally witnin ExchangeRate complexType in fpml-fx-5-3.xsd; see XML source
quotedCurrencyPair (in fixing) | Defines the two currencies for an FX trade and the quotation relationship between the two currencies.
Type: | QuotedCurrencyPair
Content: | complex, 3 elements
Defined: | locally witnin FxFixing complexType in fpml-shared-5-3.xsd; see XML source
quotedCurrencyPair (in fx) | Defines the two currencies for an FX trade and the quotation relationship between the two currencies.
Type: | QuotedCurrencyPair
Content: | complex, 3 elements
Defined: | locally witnin FxRateAsset complexType in fpml-asset-5-3.xsd; see XML source
quotedCurrencyPair (in fxCurve) | Defines the two currencies for an FX trade and the quotation relationship between the two currencies.
Type: | QuotedCurrencyPair
Content: | complex, 3 elements
Defined: | locally witnin FxCurveCharacteristics.model group in fpml-mktenv-5-3.xsd; see XML source
quotedCurrencyPair (in touch) | Defines the two currencies for an FX trade and the quotation relationship between the two currencies.
Type: | QuotedCurrencyPair
Content: | complex, 3 elements
Defined: | locally witnin FxTouch complexType in fpml-fx-5-3.xsd; see XML source
quotedCurrencyPair (in trigger in fxDigitalOption) | Defines the two currencies for an FX trade and the quotation relationship between the two currencies.
Type: | QuotedCurrencyPair
Content: | complex, 3 elements
Defined: | locally witnin FxTrigger complexType in fpml-fx-5-3.xsd; see XML source
quotedCurrencyPair (in underlyer defined in GenericProduct complexType) | Describes the composition of a rate that has been quoted.
Type: | QuotedCurrencyPair
Content: | complex, 3 elements
Defined: | locally witnin TradeUnderlyer2 complexType in fpml-generic-5-3.xsd; see XML source
quoteUnits | The optional units that the measure is expressed in.
Type: | PriceQuoteUnits
Content: | simple, 1 attribute
Defined: | locally witnin QuotationCharacteristics.model group in fpml-asset-5-3.xsd; see XML source
rate (defined in FxRate complexType) | The rate of exchange between the two currencies of the leg of a deal.
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin FxRate complexType in fpml-shared-5-3.xsd; see XML source
rate (in crossRate) | The exchange rate used to cross between the traded currencies.
Type: | PositiveDecimal
Content: | simple
Defined: | locally witnin CrossRate complexType in fpml-fx-5-3.xsd; see XML source
rate (in exchangeRate) | The rate of exchange between the two currencies of the leg of a deal.
Type: | PositiveDecimal
Content: | simple
Defined: | locally witnin ExchangeRate complexType in fpml-fx-5-3.xsd; see XML source
rate (in rateObservation in asian in features in fxOption) | The observed rate of exchange between the two option currencies.
Type: | NonNegativeDecimal
Content: | simple
Defined: | locally witnin FxAverageRateObservation complexType in fpml-fx-5-3.xsd; see XML source
rate (in strike in dualCurrency) | The rate of exchange between the two currencies of the leg of a deal.
Type: | PositiveDecimal
Content: | simple
Defined: | locally witnin DualCurrencyStrikePrice complexType in fpml-fx-5-3.xsd; see XML source
rate (in strike in fxOption) | The rate of exchange between the two currencies of the leg of a deal.
Type: | PositiveDecimal
Content: | simple
Defined: | locally witnin FxStrikePrice complexType in fpml-fx-5-3.xsd; see XML source
rate (in withholdingTaxTerms) |
Type: | PositiveDecimal
Content: | simple
Defined: | locally witnin WithholdingTaxTerms complexType in fpml-collateral-processes-5-3.xsd; see XML source
rateCalculation | The base element for the floating rate calculation definitions.
Type: | Rate
Content: | empty, 1 attribute
Abstract: | (may not be used directly in instance XML documents)
Subst.Gr: | may be substituted with 2 elements
Defined: | globally in fpml-ird-5-3.xsd; see XML source
Used: | at 3 locations
rateCurve (in forwardCurve) | The curve of forward values.
Type: | TermCurve
Content: | complex, 3 elements
Defined: | locally witnin ForwardRateCurve complexType in fpml-mktenv-5-3.xsd; see XML source
rateCurve (in zeroCurve) | The curve of zero-coupon values.
Type: | TermCurve
Content: | complex, 3 elements
Defined: | locally witnin ZeroRateCurve complexType in fpml-mktenv-5-3.xsd; see XML source
rateCutOffDaysOffset | Specifies the number of business days before the period end date when the rate cut-off date is assumed to apply.
Type: | Offset
Content: | complex, 1 attribute, 3 elements
Defined: | locally witnin ResetDates complexType in fpml-ird-5-3.xsd; see XML source
rateIndex | Identifies a simple underlying asset that is an interest rate index.
Type: | RateIndex
Content: | complex, 1 attribute, 10 elements
Subst.Gr: | may substitute for element curveInstrument
Defined: | globally in fpml-asset-5-3.xsd; see XML source
Used: | never
rateObservation (in asian in features in fxOption) | One or more specific rate observation dates.
Type: | FxAverageRateObservation
Content: | complex, 3 elements
Defined: | locally witnin FxRateObservation.model group in fpml-fx-5-3.xsd; see XML source
rateObservation (in floatingRateDefinition) | The details of a particular rate observation, including the fixing date and observed rate.
Type: | RateObservation
Content: | complex, 1 attribute, 8 elements
Defined: | locally witnin FloatingRateDefinition complexType in fpml-ird-5-3.xsd; see XML source
rateObservation (in resetReport) | The value of the index on the reset/fixing date.
Type: | RateObservation
Content: | complex, 1 attribute, 8 elements
Defined: | locally witnin ResetReport complexType in fpml-reporting-5-3.xsd; see XML source
rateObservationQuoteBasis | The method by which observed rate values are quoted, in terms of the option put/call currencies.
Type: | StrikeQuoteBasisEnum
Content: | simple
Defined: | locally witnin FxRateObservation.model group in fpml-fx-5-3.xsd; see XML source
rateOfReturn | Specifies the terms of the initial price of the return type swap and of the subsequent valuations of the underlyer.
Type: | ReturnLegValuation
Content: | complex, 6 elements
Defined: | locally witnin ReturnLeg complexType in fpml-eq-shared-5-3.xsd; see XML source
rateReference | A pointer style reference to a floating rate component defined as part of a stub calculation period amount component.
Type: | RateReference
Content: | empty, 1 attribute
Defined: | locally witnin RateObservation complexType in fpml-shared-5-3.xsd; see XML source
rateSource (defined in InformationSource complexType) | An information source for obtaining a market rate.
Type: | InformationProvider
Content: | simple, 1 attribute
Defined: | locally witnin InformationSource complexType in fpml-shared-5-3.xsd; see XML source
rateSource (in fx) | Defines the source of the FX rate.
Type: | FxSpotRateSource
Content: | complex, 3 elements
Defined: | locally witnin FxRateAsset complexType in fpml-asset-5-3.xsd; see XML source
rateSource (in interestShortfall) | The rate source in the case of a variable cap.
Type: | FloatingRateIndex
Content: | simple, 1 attribute
Defined: | locally witnin InterestShortFall complexType in fpml-cd-5-3.xsd; see XML source
rateSourcePage | A specific page for the rate source for obtaining a market rate.
Type: | RateSourcePage
Content: | simple, 1 attribute
Defined: | locally witnin InformationSource complexType in fpml-shared-5-3.xsd; see XML source
rateSourcePageHeading | The heading for the rate source on a given rate source page.
Type: | xsd:string
Content: | simple
Defined: | locally witnin InformationSource complexType in fpml-shared-5-3.xsd; see XML source
rateTreatment | The specification of any rate conversion which needs to be applied to the observed rate before being used in any calculations.
Type: | RateTreatmentEnum
Content: | simple
Defined: | locally witnin FloatingRate complexType in fpml-shared-5-3.xsd; see XML source
realisedVarianceMethod | The contract specifies whether which price must satisfy the boundary condition.
Type: | RealisedVarianceMethodEnum
Content: | simple
Defined: | locally witnin BoundedVariance complexType in fpml-eq-shared-5-3.xsd; see XML source
reason (defined in Exception.model group) | An instance of the Reason type used to record the nature of any errors associated with a message.
Type: | Reason
Content: | complex, 5 elements
Defined: | locally witnin Exception.model group in fpml-msg-5-3.xsd; see XML source
reason (in positionUpdate) | Allows information about reason for the update to be record.
Type: | PositionUpdateReason
Content: | complex, 13 elements
Defined: | locally witnin PositionUpdate complexType in fpml-reporting-5-3.xsd; see XML source
reason (in unprocessedPosition) |
Type: | Reason
Content: | complex, 5 elements
Defined: | locally witnin UnprocessedPosition complexType in fpml-reconciliation-5-3.xsd; see XML source
reasonCode (defined in CollateralRetractionReason complexType) | reason codes that specify the reason for retraction
Type: | CollateralRetractionReasonCode
Content: | simple, 1 attribute
Defined: | locally witnin CollateralRetractionReason complexType in fpml-collateral-processes-5-3.xsd; see XML source
reasonCode (defined in Reason complexType) | A machine interpretable error code.
Type: | ReasonCode
Content: | simple, 1 attribute
Defined: | locally witnin Reason complexType in fpml-msg-5-3.xsd; see XML source
reasonCode (in collateralResponseReason) | standard reason codes used for the collateral response message
Type: | CollateralResponseReasonCode
Content: | simple, 1 attribute
Defined: | locally witnin CollateralResponseReason complexType in fpml-collateral-processes-5-3.xsd; see XML source
reasonCode (in interestResponseReason) | standard reason codes used for the response to the interest notification.
Type: | InterestResponseReasonCode
Content: | simple, 1 attribute
Defined: | locally witnin InterestResponseReason complexType in fpml-collateral-processes-5-3.xsd; see XML source
reasonCode (in marginCallResponseReason) | reason codes used in the margin call response
Type: | MarginCallResponseReasonCode
Content: | simple, 1 attribute
Defined: | locally witnin MarginCallResponseReason complexType in fpml-collateral-processes-5-3.xsd; see XML source
reasonCode (in substitutionResponseReason) | standard reason codes used for the substitution response message
Type: | SubstitutionResponseReasonCode
Content: | simple, 1 attribute
Defined: | locally witnin SubstitutionResponseReason complexType in fpml-collateral-processes-5-3.xsd; see XML source
recallSpread | Spread used if exercised before make whole date.
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin MakeWholeProvisions complexType in fpml-eq-shared-5-3.xsd; see XML source
receiverAccountReference | A reference to the account that receives the payments corresponding to this structure.
Type: | AccountReference
Content: | empty, 1 attribute
Defined: | locally witnin PayerReceiver.model group in fpml-shared-5-3.xsd; see XML source
receiverPartyReference (defined in PayerReceiver.model group) | A reference to the party that receives the payments corresponding to this structure.
Type: | PartyReference
Content: | empty, 1 attribute
Defined: | locally witnin PayerReceiver.model group in fpml-shared-5-3.xsd; see XML source
receiverPartyReference (in interestStatement) | The party receiving the interest statement.
Type: | PartyReference
Content: | empty, 1 attribute
Defined: | locally witnin InterestStatement complexType in fpml-collateral-processes-5-3.xsd; see XML source
receiverPartyReference (in interestStatus) | The party receiving the interest notification.
Type: | PartyReference
Content: | empty, 1 attribute
Defined: | locally witnin InterestStatus complexType in fpml-collateral-processes-5-3.xsd; see XML source
receiverPartyReference (in interestStatusRetracted) | The party receiving the interest notification.
Type: | PartyReference
Content: | empty, 1 attribute
Defined: | locally witnin InterestStatusRetracted complexType in fpml-collateral-processes-5-3.xsd; see XML source
receiverPartyReference (in requestInterest) | The party receiving the interest notification.
Type: | PartyReference
Content: | empty, 1 attribute
Defined: | locally witnin RequestInterest complexType in fpml-collateral-processes-5-3.xsd; see XML source
receiverPartyReference (in requestInterestRetracted) | The party receiving the interest notification.
Type: | PartyReference
Content: | empty, 1 attribute
Defined: | locally witnin RequestInterestRetracted complexType in fpml-collateral-processes-5-3.xsd; see XML source
receivingPartyReference (defined in DeliverReturn.model group) |
Type: | PartyReference
Content: | empty, 1 attribute
Defined: | locally witnin DeliverReturn.model group in fpml-collateral-processes-5-3.xsd; see XML source
receivingPartyReference (defined in InterestAccrued complexType) | The party delivering the accrued interest.
Type: | PartyReference
Content: | empty, 1 attribute
Defined: | locally witnin InterestAccrued complexType in fpml-collateral-processes-5-3.xsd; see XML source
receivingPartyReference (defined in ProposedCollateralDeliveryReturn complexType) |
Type: | PartyReference
Content: | empty, 1 attribute
Defined: | locally witnin ProposedCollateralDeliveryReturn complexType in fpml-collateral-processes-5-3.xsd; see XML source
recoveryFactor | Used for fixed recovery, specifies the recovery level, determined at contract inception, to be applied on a default.
Type: | RestrictedPercentage
Content: | simple
Defined: | locally witnin FixedRecovery.model group in fpml-cd-5-3.xsd; see XML source
recoveryRate | A single recovery rate, to be used for all terms.
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin RecoveryRate.model group in fpml-mktenv-5-3.xsd; see XML source
recoveryRateCurve | A curve of recovery rates, allowing different terms to have different recovery rates.
Type: | TermCurve
Content: | complex, 3 elements
Defined: | locally witnin RecoveryRate.model group in fpml-mktenv-5-3.xsd; see XML source
redemptionDate | Earlier date between the convertible bond put dates and its maturity date.
Type: | xsd:date
Content: | simple
Defined: | locally witnin ConvertibleBond complexType in fpml-asset-5-3.xsd; see XML source
referenceAmount | 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.
Type: | ReferenceAmount
Content: | simple, 1 attribute
Defined: | locally witnin LegAmount complexType in fpml-eq-shared-5-3.xsd; see XML source
referenceBank | An institution (party) identified by means of a coding scheme and an optional name.
Type: | ReferenceBank
Content: | complex, 2 elements
Defined: | locally witnin CashSettlementReferenceBanks complexType in fpml-shared-5-3.xsd; see XML source
referenceBankId | An institution (party) identifier, e.g. a bank identifier code (BIC).
Type: | ReferenceBankId
Content: | simple, 1 attribute
Defined: | locally witnin ReferenceBank complexType in fpml-shared-5-3.xsd; see XML source
referenceBankName | The name of the institution (party).
Type: | xsd:string
Content: | simple
Defined: | locally witnin ReferenceBank complexType in fpml-shared-5-3.xsd; see XML source
referenceCurrency (defined in FxFeature complexType) | Specifies the reference currency of the trade.
Type: | IdentifiedCurrency
Content: | simple, 2 attributes
Defined: | locally witnin FxFeature complexType in fpml-option-shared-5-3.xsd; see XML source
referenceCurrency (in nonDeliverableSettlement in settlementProvision) | The currency in which the swap stream is denominated.
Type: | Currency
Content: | simple, 1 attribute
Defined: | locally witnin NonDeliverableSettlement complexType in fpml-ird-5-3.xsd; see XML source
referenceEntity (defined in CreditEntity.model group) | The entity for which this is defined.
Type: | LegalEntity
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin CreditEntity.model group in fpml-asset-5-3.xsd; see XML source
referenceEntity (defined in CreditEventNoticeDocument complexType) |
Type: | LegalEntity
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin CreditEventNoticeDocument complexType in fpml-credit-event-notification-5-3.xsd; see XML source
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.
Type: | LegalEntity
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin TradeUnderlyer complexType in fpml-reconciliation-5-3.xsd; see XML source
referenceEntity (in referenceInformation) | The corporate or sovereign entity on which you are buying or selling protection and any successor that assumes all or substantially all of its contractual and other obligations.
Type: | LegalEntity
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin ReferenceInformation complexType in fpml-cd-5-3.xsd; see XML source
referenceEntity (in referencePair) | The corporate or sovereign entity on which you are buying or selling protection and any successor that assumes all or substantially all of its contractual and other obligations.
Type: | LegalEntity
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin ReferencePair complexType in fpml-cd-5-3.xsd; see XML source
referenceEntity (in underlyer defined in GenericProduct 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.
Type: | LegalEntity
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin TradeUnderlyer2 complexType in fpml-generic-5-3.xsd; see XML source
referenceInformation | This element contains all the terms relevant to defining the reference entity and reference obligation(s).
Type: | ReferenceInformation
Content: | complex, 8 elements
Defined: | locally witnin GeneralTerms complexType in fpml-cd-5-3.xsd; see XML source
referenceObligation (in referenceInformation) | The Reference Obligation is a financial instrument that is either issued or guaranteed by the reference entity.
Type: | ReferenceObligation
Content: | complex, 8 elements
Defined: | locally witnin ReferenceInformation complexType in fpml-cd-5-3.xsd; see XML source
referenceObligation (in referencePair) | The Reference Obligation is a financial instrument that is either issued or guaranteed by the reference entity.
Type: | ReferenceObligation
Content: | complex, 8 elements
Defined: | locally witnin ReferencePair complexType in fpml-cd-5-3.xsd; see XML source
referencePair |
Type: | ReferencePair
Content: | complex, 4 elements
Defined: | locally witnin ReferencePoolItem complexType in fpml-cd-5-3.xsd; see XML source
referencePolicy | Applicable to the transactions on mortgage-backed security, which can make use of a reference policy.
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin ReferenceInformation complexType in fpml-cd-5-3.xsd; see XML source
referencePool | This element contains all the reference pool items to define the reference entity and reference obligation(s) in the basket
Type: | ReferencePool
Content: | complex, 1 element
Defined: | locally witnin BasketReferenceInformation complexType in fpml-cd-5-3.xsd; see XML source
referencePoolItem |
Type: | ReferencePoolItem
Content: | complex, 4 elements
Defined: | locally witnin ReferencePool complexType in fpml-cd-5-3.xsd; see XML source
referencePrice | Used to determine (a) for physically settled trades, the Physical Settlement Amount, which equals the Floating Rate Payer Calculation Amount times the Reference Price and (b) for cash settled trades, the Cash Settlement Amount, which equals the greater of (i) the difference between the Reference Price and the Final Price and (ii) zero.
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin ReferenceInformation complexType in fpml-cd-5-3.xsd; see XML source
referenceSwapCurve | The strike of an option when expressed by reference to a swap curve.
Type: | ReferenceSwapCurve
Content: | complex, 2 elements
Defined: | locally witnin BondOptionStrike complexType in fpml-bond-option-5-3.xsd; see XML source
region |
Type: | Region
Content: | simple, 1 attribute
Defined: | locally witnin PartyExposureCategory.model group in fpml-reporting-5-3.xsd; see XML source
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.
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin CoalAttributeDecimal complexType in fpml-com-5-3.xsd; see XML source
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.
Type: | RestrictedPercentage
Content: | simple
Defined: | locally witnin CoalAttributePercentage complexType in fpml-com-5-3.xsd; see XML source
relatedAsset | 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.
Type: | ExposureUnderlyingAsset
Content: | complex, 3 elements
Defined: | locally witnin ProductExposureCategory.model group in fpml-reporting-5-3.xsd; see XML source
relatedBusinessUnit | Provides information about a unit/division/desk etc. that executed or supports this trade
Type: | RelatedBusinessUnit
Content: | complex, 2 elements
Defined: | locally witnin PartyTradeInformation complexType in fpml-doc-5-3.xsd; see XML source
relatedExchangeId | A short form unique identifier for a related exchange.
Type: | ExchangeId
Content: | simple, 1 attribute
Defined: | locally witnin ExchangeIdentifier.model group in fpml-asset-5-3.xsd; see XML source
relatedParty (defined in Party complexType) | Identifies a related party performing a role within the transaction.
Type: | PartyRelationship
Content: | complex, 7 elements
Defined: | locally witnin Party complexType in fpml-shared-5-3.xsd; see XML source
relatedParty (defined in PartyExposureCategory.model group) |
Type: | RelatedParty
Content: | complex, 4 elements
Defined: | locally witnin PartyExposureCategory.model group in fpml-reporting-5-3.xsd; see XML source
relatedParty (defined in PartyTradeInformation complexType) | Identifies a related party performing a role within the transaction.
Type: | RelatedParty
Content: | complex, 4 elements
Defined: | locally witnin PartyTradeInformation complexType in fpml-doc-5-3.xsd; see XML source
relatedPerson | Provides information about a person that executed or supports this trade
Type: | RelatedPerson
Content: | complex, 2 elements
Defined: | locally witnin PartyTradeInformation complexType in fpml-doc-5-3.xsd; see XML source
relativeCommencementDates | 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.
Type: | CommodityRelativeExpirationDates
Content: | complex, 1 attribute, 4 elements
Defined: | locally witnin CommodityPhysicalAmericanExercise complexType in fpml-com-5-3.xsd; see XML source
relativeDate (defined in AdjustableDatesOrRelativeDateOffset complexType) | A series of dates specified as a repeating sequence from a base date.
Type: | RelativeDateOffset
Content: | complex, 1 attribute, 8 elements
Defined: | locally witnin AdjustableDatesOrRelativeDateOffset complexType in fpml-shared-5-3.xsd; see XML source
relativeDate (defined in AdjustableOrRelativeDate complexType) | A date specified as some offset to another date (the anchor date).
Type: | RelativeDateOffset
Content: | complex, 1 attribute, 8 elements
Defined: | locally witnin AdjustableOrRelativeDate complexType in fpml-shared-5-3.xsd; see XML source
relativeDate (defined in Composite complexType) | A date specified as some offset to another date (the anchor date).
Type: | RelativeDateOffset
Content: | complex, 1 attribute, 8 elements
Defined: | locally witnin Composite complexType in fpml-option-shared-5-3.xsd; see XML source
relativeDate (in cashSettlementPaymentDate) | A date specified as some offset to another date (the anchor date).
Type: | RelativeDateOffset
Content: | complex, 1 attribute, 8 elements
Defined: | locally witnin CashSettlementPaymentDate complexType in fpml-ird-5-3.xsd; see XML source
relativeDateAdjustments | The business day convention and financial business centers used for adjusting the relative date if it would otherwise fall on a day that is not a business date in the specified business centers.
Type: | BusinessDayAdjustments
Content: | complex, 1 attribute, 3 elements
Defined: | locally witnin AdjustedRelativeDateOffset complexType in fpml-shared-5-3.xsd; see XML source
relativeDates (defined in AdjustableOrRelativeDates complexType) | A series of dates specified as some offset to another series of dates (the anchor dates).
Type: | RelativeDates
Content: | complex, 1 attribute, 10 elements
Defined: | locally witnin AdjustableOrRelativeDates complexType in fpml-shared-5-3.xsd; see XML source
relativeDates (defined in AdjustableRelativeOrPeriodicDates2 complexType) | A series of dates specified as some offset to another series of dates (the anchor dates).
Type: | RelativeDates
Content: | complex, 1 attribute, 10 elements
Defined: | locally witnin AdjustableRelativeOrPeriodicDates2 complexType in fpml-shared-5-3.xsd; see XML source
relativeDateSequence (defined in AdjustableRelativeOrPeriodicDates complexType) | A series of dates specified as some offset to other dates (the anchor dates) which can
Type: | RelativeDateSequence
Content: | complex, 4 elements
Defined: | locally witnin AdjustableRelativeOrPeriodicDates complexType in fpml-shared-5-3.xsd; see XML source
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.
Type: | RelativeDateSequence
Content: | complex, 4 elements
Defined: | locally witnin AdjustableDateOrRelativeDateSequence complexType in fpml-eq-shared-5-3.xsd; see XML source
relativeDeterminationMethod | A reference to the return swap notional determination method defined elsewhere in this document.
Type: | DeterminationMethodReference
Content: | empty, 1 attribute
Defined: | locally witnin ReturnSwapNotional complexType in fpml-eq-shared-5-3.xsd; see XML source
relativeEffectiveDate | Defines the effective date.
Type: | AdjustedRelativeDateOffset
Content: | complex, 1 attribute, 9 elements
Defined: | locally witnin CalculationPeriodDates complexType in fpml-ird-5-3.xsd; see XML source
relativeExpirationDates (in americanExercise in physicalExercise) | The Expiration Date(s) of an American-style option where it is relative to the occurrence of an external event.
Type: | CommodityRelativeExpirationDates
Content: | complex, 1 attribute, 4 elements
Defined: | locally witnin CommodityPhysicalAmericanExercise complexType in fpml-com-5-3.xsd; see XML source
relativeExpirationDates (in europeanExercise in physicalExercise) | The Expiration Date(s) of a European-style option where it is relative to the occurrence of an external event.
Type: | CommodityRelativeExpirationDates
Content: | complex, 1 attribute, 4 elements
Defined: | locally witnin CommodityPhysicalEuropeanExercise complexType in fpml-com-5-3.xsd; see XML source
relativeNotionalAmount | A reference to the return swap notional amount defined elsewhere in this document.
Type: | ReturnSwapNotionalAmountReference
Content: | empty, 1 attribute
Defined: | locally witnin ReturnSwapNotional complexType in fpml-eq-shared-5-3.xsd; see XML source
relativePaymentDates | The Payment Dates of the trade relative to the Calculation Periods.
Type: | CommodityRelativePaymentDates
Content: | complex, 1 attribute, 8 elements
Defined: | locally witnin CommodityPaymentDates.model group in fpml-com-5-3.xsd; see XML source
relativeTerminationDate | The term/maturity of the swap, express as a tenor (typically in years).
Type: | RelativeDateOffset
Content: | complex, 1 attribute, 8 elements
Defined: | locally witnin CalculationPeriodDates complexType in fpml-ird-5-3.xsd; see XML source
released |
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin SubstitutionConfirmation complexType in fpml-collateral-processes-5-3.xsd; see XML source
relevantJurisdiction | 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.
Type: | CountryCode
Content: | simple, 1 attribute
Defined: | locally witnin EquityUnderlyerProvisions.model group in fpml-eq-shared-5-3.xsd; see XML source
relevantUnderlyingDate (in americanExercise) | The date on the underlying set by the exercise of an option.
Type: | AdjustableOrRelativeDates
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin AmericanExercise complexType in fpml-shared-5-3.xsd; see XML source
relevantUnderlyingDate (in bermudaExercise) | The date on the underlying set by the exercise of an option.
Type: | AdjustableOrRelativeDates
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin BermudaExercise complexType in fpml-shared-5-3.xsd; see XML source
relevantUnderlyingDate (in europeanExercise) | The date on the underlying set by the exercise of an option.
Type: | AdjustableOrRelativeDates
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin EuropeanExercise complexType in fpml-shared-5-3.xsd; see XML source
relevantUnderlyingDateReference | Reference to the unadjusted cancellation effective dates.
Type: | RelevantUnderlyingDateReference
Content: | empty, 1 attribute
Defined: | locally witnin FinalCalculationPeriodDateAdjustment complexType in fpml-ird-5-3.xsd; see XML source
remainingAmount | The amount which represents the portion of the Old Contract not being novated.
Type: | Money
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin TradeNovationContent complexType in fpml-business-events-5-3.xsd; see XML source
remainingNumberOfOptions | The number of options which represent the portion of the Old Contract not being novated.
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin TradeNovationContent complexType in fpml-business-events-5-3.xsd; see XML source
remainingNumberOfUnits | The number of options which represent the portion of the Old Contract not being novated.
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin TradeNovationContent complexType in fpml-business-events-5-3.xsd; see XML source
remainingParty | A pointer style reference to a party identifier defined elsewhere in the document.
Type: | PartyReference
Content: | empty, 1 attribute
Defined: | locally witnin TradeNovationContent complexType in fpml-business-events-5-3.xsd; see XML source
remainingPartyAccount |
Type: | AccountReference
Content: | empty, 1 attribute
Defined: | locally witnin TradeNovationContent complexType in fpml-business-events-5-3.xsd; see XML source
removedPosition |
Type: | PositionReference
Content: | complex, 2 elements
Defined: | locally witnin PositionsAcknowledged complexType in fpml-reconciliation-5-3.xsd; see XML source
removePosition | Used to remove a position from the portfolio.
Type: | PositionReference
Content: | complex, 2 elements
Defined: | locally witnin PositionsAsserted complexType in fpml-reconciliation-5-3.xsd; see XML source
replaceAllPositions | Indicates that this message replaces all previous positions for this portfolio.
Type: | Empty
Content: | empty
Defined: | locally witnin PositionsAsserted complexType in fpml-reconciliation-5-3.xsd; see XML source
replacement | A collection of shifts to be applied to market inputs prior to computation of the derivative.
Type: | PricingInputReplacement
Content: | complex, 2 elements
Defined: | locally witnin ValuationScenario complexType in fpml-riskdef-5-3.xsd; see XML source
replacementInputReference | A reference to the substitution to do.
Type: | PricingStructureReference
Content: | empty, 1 attribute
Defined: | locally witnin PricingInputReplacement complexType in fpml-riskdef-5-3.xsd; see XML source
replacementMarketInput | A reference to the replacement version of the market input, e.g. a bumped yield curve.
Type: | PricingStructureReference
Content: | empty, 1 attribute
Defined: | locally witnin SubstitutionDerivativeParameters.model group in fpml-riskdef-5-3.xsd; see XML source
replacementTradeId |
Type: | TradeId
Content: | simple, 2 attributes
Defined: | locally witnin CompressionActivity complexType in fpml-business-events-5-3.xsd; see XML source
reportContents (defined in TradeCashflowsDefinition.model group) | The specific characteristics included in the report.
Type: | ReportContents
Content: | complex, 7 elements
Defined: | locally witnin TradeCashflowsDefinition.model group in fpml-reconciliation-5-3.xsd; see XML source
reportContents (in eventActivityReport) | The specific characteristics included in the report.
Type: | ReportContents
Content: | complex, 7 elements
Defined: | locally witnin EventActivityReport complexType in fpml-reporting-5-3.xsd; see XML source
reportContents (in exposureReport) | The specific characteristics included in the report.
Type: | ReportContents
Content: | complex, 7 elements
Defined: | locally witnin ExposureReport complexType in fpml-reporting-5-3.xsd; see XML source
reportContents (in partyReport) | The specific characteristics included in the report.
Type: | ReportContents
Content: | complex, 7 elements
Defined: | locally witnin PartyReport complexType in fpml-reporting-5-3.xsd; see XML source
reportContents (in positionActivityReport) | The specific characteristics included in the report.
Type: | ReportContents
Content: | complex, 7 elements
Defined: | locally witnin PositionActivityReport complexType in fpml-reporting-5-3.xsd; see XML source
reportContents (in positionReport) | The specific characteristics included in the report.
Type: | ReportContents
Content: | complex, 7 elements
Defined: | locally witnin PositionReport complexType in fpml-reporting-5-3.xsd; see XML source
reportContents (in requestPositionReport) | The specific characteristics that should be provided.
Type: | ReportContents
Content: | complex, 7 elements
Defined: | locally witnin RequestPositionReport complexType in fpml-reporting-5-3.xsd; see XML source
reportContents (in requestValuationReport) | The specific characteristics to be included in the report.
Type: | ReportContents
Content: | complex, 7 elements
Defined: | locally witnin RequestValuationReport complexType in fpml-valuation-reporting-5-3.xsd; see XML source
reportContents (in resetReport) | The specific characteristics included in the report.
Type: | ReportContents
Content: | complex, 7 elements
Defined: | locally witnin ResetReport complexType in fpml-reporting-5-3.xsd; see XML source
reportContents (in terminatingEventsReport) | The specific characteristics included in the report.
Type: | ReportContents
Content: | complex, 7 elements
Defined: | locally witnin TerminatingEventsReport complexType in fpml-reporting-5-3.xsd; see XML source
reportContents (in valuationReport) | The specific characteristics included in the report.
Type: | ReportContents
Content: | complex, 7 elements
Defined: | locally witnin ValuationReport complexType in fpml-valuation-reporting-5-3.xsd; see XML source
reportId | An identifier for the specific instance of this report.
Type: | ReportId
Content: | simple, 1 attribute
Defined: | locally witnin ReportSectionIdentification complexType in fpml-msg-5-3.xsd; see XML source
reportIdentification (in requestRetransmission) |
Type: | ReportSectionIdentification
Content: | complex, 2 elements
Defined: | locally witnin ReportSectionIdentification.model group in fpml-msg-5-3.xsd; see XML source
reportIdentification (in valuationReport) | Identifiers for the report instance and section.
Type: | ReportIdentification
Content: | complex, 4 elements
Defined: | locally witnin ValuationReport complexType in fpml-valuation-reporting-5-3.xsd; see XML source
reportingRole (defined in PartyTradeInformation complexType) | Identifies the role of this party in reporting this trade (e.g. originator, counterparty).
Type: | ReportingRole
Content: | simple, 2 attributes
Defined: | locally witnin PartyTradeInformation complexType in fpml-doc-5-3.xsd; see XML source
reportingRole (defined in TradeIdentifier complexType) | Identifies the role of this party in reporting this trade (e.g. originator, counterparty, recipient).
Type: | ReportingRole
Content: | simple, 2 attributes
Defined: | locally witnin TradeIdentifier complexType in fpml-doc-5-3.xsd; see XML source
reportingRoles (defined in Position complexType) | Information about the roles of the parties with respect to reporting the positions.
Type: | ReportingRoles
Content: | complex, 5 elements
Defined: | locally witnin Position complexType in fpml-valuation-5-3.xsd; see XML source
reportingRoles (defined in PositionWithoutId.model group) | Information about the roles of the parties with respect to reporting the positions.
Type: | ReportingRoles
Content: | complex, 5 elements
Defined: | locally witnin PositionWithoutId.model group in fpml-reconciliation-5-3.xsd; see XML source
representations | ISDA 2002 Equity Derivative Representations.
Type: | Representations
Content: | complex, 4 elements
Defined: | locally witnin ExtraordinaryEvents complexType in fpml-eq-shared-5-3.xsd; see XML source
repudiationMoratorium |
Type: | RepudiationMoratoriumEvent
Content: | empty
Subst.Gr: | may substitute for element creditEvent
Defined: | globally in fpml-credit-event-notification-5-3.xsd; see XML source
Used: | never
repudiationMoratorium (defined in CreditEvents complexType) | A credit event.
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin CreditEvents complexType in fpml-option-shared-5-3.xsd; see XML source
requestCollateralAcceptance |
Type: | RequestCollateralAcceptance
Content: | complex, 3 attributes, 15 elements
Defined: | globally in fpml-collateral-processes-5-3.xsd; see XML source
Used: | never
requestedPositions (in requestPortfolio) | The name of the data set (portfolio, product type, etc.) that this request corresponds to.
Type: | RequestedPositions
Content: | complex, 3 elements
Defined: | locally witnin RequestPortfolio complexType in fpml-reconciliation-5-3.xsd; see XML source
requestedPositions (in requestPositionReport) | The specific positions that this request corresponds to.
Type: | RequestedPositions
Content: | complex, 3 elements
Defined: | locally witnin RequestPositionReport complexType in fpml-reporting-5-3.xsd; see XML source
requestEventStatus |
Type: | RequestEventStatus
Content: | complex, 3 attributes, 10 elements
Defined: | globally in fpml-msg-5-3.xsd; see XML source
Used: | never
requestInterest |
Type: | RequestInterest
Content: | complex, 3 attributes, 14 elements
Defined: | globally in fpml-collateral-processes-5-3.xsd; see XML source
Used: | never
requestInterestRetracted |
Type: | RequestInterestRetracted
Content: | complex, 3 attributes, 11 elements
Defined: | globally in fpml-collateral-processes-5-3.xsd; see XML source
Used: | never
requestMargin |
Type: | RequestMargin
Content: | complex, 3 attributes, 22 elements
Defined: | globally in fpml-collateral-processes-5-3.xsd; see XML source
Used: | never
requestMarginRetracted |
Type: | RequestMarginRetracted
Content: | complex, 3 attributes, 11 elements
Defined: | globally in fpml-collateral-processes-5-3.xsd; see XML source
Used: | never
requestPortfolio |
Type: | RequestPortfolio
Content: | complex, 3 attributes, 7 elements
Defined: | globally in fpml-reconciliation-5-3.xsd; see XML source
Used: | never
requestPositionReport |
Type: | RequestPositionReport
Content: | complex, 3 attributes, 13 elements
Defined: | globally in fpml-reporting-5-3.xsd; see XML source
Used: | never
requestRetransmission |
Type: | RequestRetransmission
Content: | complex, 3 attributes, 10 elements
Defined: | globally in fpml-msg-5-3.xsd; see XML source
Used: | never
requestSubstitution |
Type: | RequestSubstitution
Content: | complex, 3 attributes, 16 elements
Defined: | globally in fpml-collateral-processes-5-3.xsd; see XML source
Used: | never
requestSubstitutionRetracted |
Type: | RequestSubstitutionRetracted
Content: | complex, 3 attributes, 11 elements
Defined: | globally in fpml-collateral-processes-5-3.xsd; see XML source
Used: | never
requestValuationReport |
Type: | RequestValuationReport
Content: | complex, 3 attributes, 14 elements
Defined: | globally in fpml-valuation-reporting-5-3.xsd; see XML source
Used: | never
resetDate (defined in RateObservation complexType) | The reset date.
Type: | xsd:date
Content: | simple
Defined: | locally witnin RateObservation complexType in fpml-shared-5-3.xsd; see XML source
resetDate (in fxLinkedNotionalAmount) |
Type: | xsd:date
Content: | simple
Defined: | locally witnin FxLinkedNotionalAmount complexType in fpml-ird-5-3.xsd; see XML source
resetDates | The reset dates schedule.
Type: | ResetDates
Content: | complex, 1 attribute, 7 elements
Defined: | locally witnin InterestRateStream complexType in fpml-ird-5-3.xsd; see XML source
resetDatesAdjustments | The business day convention to apply to each reset date if it would otherwise fall on a day that is not a business day in the specified financial business centers.
Type: | BusinessDayAdjustments
Content: | complex, 1 attribute, 3 elements
Defined: | locally witnin ResetDates complexType in fpml-ird-5-3.xsd; see XML source
resetDatesReference | A pointer style reference to the associated reset dates component defined elsewhere in the document.
Type: | ResetDatesReference
Content: | empty, 1 attribute
Defined: | locally witnin PaymentDates complexType in fpml-ird-5-3.xsd; see XML source
resetFrequency (in interestLegResetDates) | The frequency at which reset dates occur.
Type: | ResetFrequency
Content: | complex, 1 attribute, 3 elements
Defined: | locally witnin InterestLegResetDates complexType in fpml-eq-shared-5-3.xsd; see XML source
resetFrequency (in resetDates) | The frequency at which reset dates occur.
Type: | ResetFrequency
Content: | complex, 1 attribute, 3 elements
Defined: | locally witnin ResetDates complexType in fpml-ird-5-3.xsd; see XML source
resetRelativeTo (in interestLegResetDates) | Specifies whether the reset dates are determined with respect to each adjusted calculation period start date or adjusted calculation period end date.
Type: | ResetRelativeToEnum
Content: | simple
Defined: | locally witnin InterestLegResetDates complexType in fpml-eq-shared-5-3.xsd; see XML source
resetRelativeTo (in resetDates) | Specifies whether the reset dates are determined with respect to each adjusted calculation period start date or adjusted calculation period end date.
Type: | ResetRelativeToEnum
Content: | simple
Defined: | locally witnin ResetDates complexType in fpml-ird-5-3.xsd; see XML source
resetReport |
Type: | ResetReport
Content: | complex, 3 attributes, 15 elements
Defined: | globally in fpml-reporting-5-3.xsd; see XML source
Used: | never
resetReportAcknowledgement |
Type: | Acknowledgement
Content: | complex, 3 attributes, 9 elements
Defined: | globally in fpml-reporting-5-3.xsd; see XML source
Used: | never
resetReportException |
Type: | Exception
Content: | complex, 3 attributes, 7 elements
Defined: | globally in fpml-reporting-5-3.xsd; see XML source
Used: | never
resolutionCode | reason codes that specify the reason for the dispute
Type: | DisputeResolutionCode
Content: | simple, 1 attribute
Defined: | locally witnin DisputeResolutionMethod complexType in fpml-collateral-processes-5-3.xsd; see XML source
resourceId | The unique identifier of the resource within the event.
Type: | ResourceId
Content: | simple, 1 attribute
Defined: | locally witnin Resource complexType in fpml-shared-5-3.xsd; see XML source
resourceType | A description of the type of the resource, e.g. a confirmation.
Type: | ResourceType
Content: | simple, 1 attribute
Defined: | locally witnin Resource complexType in fpml-shared-5-3.xsd; see XML source
restructuring |
Type: | RestructuringEvent
Content: | complex, 1 element
Subst.Gr: | may substitute for element creditEvent
Defined: | globally in fpml-credit-event-notification-5-3.xsd; see XML source
Used: | never
restructuring (defined in CreditEvents complexType) | A credit event.
Type: | Restructuring
Content: | complex, 4 elements
Defined: | locally witnin CreditEvents complexType in fpml-option-shared-5-3.xsd; see XML source
restructuring (defined in ProductExposureCategory.model group) | A credit event.
Type: | Restructuring
Content: | complex, 4 elements
Defined: | locally witnin ProductExposureCategory.model group in fpml-reporting-5-3.xsd; see XML source
restructuringType | Specifies the type of restructuring that is applicable.
Type: | RestructuringType
Content: | simple, 1 attribute
Defined: | locally witnin Restructuring complexType in fpml-option-shared-5-3.xsd; see XML source
resultingTrade | The trade that resulted from the physical settlement.
Type: | Trade
Content: | complex, 1 attribute, 12 elements
Defined: | locally witnin PhysicalSettlement complexType in fpml-business-events-5-3.xsd; see XML source
resultingTradeIdentifier | The ID of the trade that resulted from the physical settlement.
Type: | PartyTradeIdentifier
Content: | complex, 1 attribute, 7 elements
Defined: | locally witnin PhysicalSettlement complexType in fpml-business-events-5-3.xsd; see XML source
return (defined in ExpectedCollateralDeliveryReturn complexType) |
Type: | ProposedCollateralDeliveryReturn
Content: | complex, 5 elements
Defined: | locally witnin ExpectedCollateralDeliveryReturn complexType in fpml-collateral-processes-5-3.xsd; see XML source
return (defined in ProposedCollateral complexType) |
Type: | ProposedCollateralDeliveryReturn
Content: | complex, 5 elements
Defined: | locally witnin ProposedCollateral complexType in fpml-collateral-processes-5-3.xsd; see XML source
return (defined in ProposedCollateral complexType) | proposed collateral to be returned
Type: | ProposedCollateralDeliveryReturn
Content: | complex, 5 elements
Defined: | locally witnin ProposedCollateral complexType in fpml-collateral-processes-5-3.xsd; see XML source
return (defined in SubstituteCollateral complexType) | return details for substitute collateral
Type: | ProposedCollateralDeliveryReturn
Content: | complex, 5 elements
Defined: | locally witnin SubstituteCollateral complexType in fpml-collateral-processes-5-3.xsd; see XML source
return (defined in VariationRequirement complexType) |
Type: | MarginRequirementReturn
Content: | complex, 4 elements
Defined: | locally witnin VariationRequirement complexType in fpml-collateral-processes-5-3.xsd; see XML source
return (defined in VariationRequirement complexType) | variation margin to be returned
Type: | MarginRequirementReturn
Content: | complex, 4 elements
Defined: | locally witnin VariationRequirement complexType in fpml-collateral-processes-5-3.xsd; see XML source
return (in returnLeg) | Specifies the conditions under which dividend affecting the underlyer will be paid to the receiver of the amounts.
Type: | Return
Content: | complex, 2 elements
Defined: | locally witnin ReturnLeg complexType in fpml-eq-shared-5-3.xsd; see XML source
returnConfirmationStatus |
Type: | SubstituteReturnConfirmationStatus
Content: | complex, 3 attributes, 15 elements
Defined: | globally in fpml-collateral-processes-5-3.xsd; see XML source
Used: | never
returnLeg | Return amounts of the return type swap.
Type: | ReturnLeg
Content: | complex, 1 attribute, 16 elements
Subst.Gr: | may substitute for element returnSwapLeg
Defined: | globally in fpml-eq-shared-5-3.xsd; see XML source
Used: | never
returnSwap | Specifies the structure of a return type swap.
Type: | ReturnSwap
Content: | complex, 1 attribute, 12 elements
Subst.Gr: | may substitute for element product
Defined: | globally in fpml-eq-shared-5-3.xsd; see XML source
Used: | never
returnSwapLeg | An placeholder for the actual Return Swap Leg definition.
Type: | DirectionalLeg
Content: | complex, 1 attribute, 7 elements
Abstract: | (may not be used directly in instance XML documents)
Subst.Gr: | may be substituted with 2 elements
Defined: | globally in fpml-eq-shared-5-3.xsd; see XML source
Used: | at 3 locations
returnType | Defines the type of return associated with the return swap.
Type: | ReturnTypeEnum
Content: | simple
Defined: | locally witnin Return complexType in fpml-eq-shared-5-3.xsd; see XML source
revenueObligationLiability (defined in DeliverableObligations complexType) | An obligation and deliverable obligation characteristic.
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin DeliverableObligations complexType in fpml-cd-5-3.xsd; see XML source
revenueObligationLiability (defined in Obligations complexType) | An obligation and deliverable obligation characteristic.
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin Obligations complexType in fpml-cd-5-3.xsd; see XML source
risk (in deliveryConditions in coalPhysicalLeg) | Specifies how the risk associated with the delivery is assigned.
Type: | CommodityDeliveryRisk
Content: | simple, 1 attribute
Defined: | locally witnin CommodityUSCoalDelivery.model group in fpml-com-5-3.xsd; see XML source
risk (in pipeline) | Specifies how the risk associated with the delivery is assigned.
Type: | CommodityDeliveryRisk
Content: | simple, 1 attribute
Defined: | locally witnin OilPipelineDelivery complexType in fpml-com-5-3.xsd; see XML source
role (defined in RelatedParty complexType) | The category of the relationship.
Type: | PartyRole
Content: | simple, 1 attribute
Defined: | locally witnin RelatedParty complexType in fpml-shared-5-3.xsd; see XML source
role (in relatedBusinessUnit) | The category of the relationship.
Type: | BusinessUnitRole
Content: | simple, 1 attribute
Defined: | locally witnin RelatedBusinessUnit complexType in fpml-shared-5-3.xsd; see XML source
role (in relatedParty defined in Party complexType) | The category of the relationship.
Type: | PartyRole
Content: | simple, 1 attribute
Defined: | locally witnin PartyRelationship complexType in fpml-shared-5-3.xsd; see XML source
role (in relatedPerson) | The category of the relationship.
Type: | PersonRole
Content: | simple, 1 attribute
Defined: | locally witnin RelatedPerson complexType in fpml-shared-5-3.xsd; see XML source
rollConvention (defined in CalculationPeriodFrequency complexType) | Used in conjunction with a frequency and the regular period start date of a calculation period, determines each calculation period end date within the regular part of a calculation period schedule.
Type: | RollConventionEnum
Content: | simple
Defined: | locally witnin CalculationPeriodFrequency complexType in fpml-shared-5-3.xsd; see XML source
rollConvention (in periodicPayment) | Used in conjunction with the effectiveDate, scheduledTerminationDate, firstPaymentDate, lastRegularPaymentDate and paymentFrequency to determine the regular fixed rate payer payment dates.
Type: | RollConventionEnum
Content: | simple
Defined: | locally witnin PeriodicPayment complexType in fpml-cd-5-3.xsd; see XML source
rounding (defined in CommodityContent.model group) | Rounding direction and precision for amounts.
Type: | Rounding
Content: | complex, 2 elements
Defined: | locally witnin CommodityContent.model group in fpml-com-5-3.xsd; see XML source
rounding (in calculation in floatingLeg) | Rounding direction and precision for price values.
Type: | Rounding
Content: | complex, 2 elements
Defined: | locally witnin FloatingLegCalculation complexType in fpml-com-5-3.xsd; see XML source
roundingDirection | Specifies the rounding direction.
Type: | RoundingDirectionEnum
Content: | simple
Defined: | locally witnin Rounding complexType in fpml-shared-5-3.xsd; see XML source
routingAccountNumber | An account number via which a payment can be routed.
Type: | xsd:string
Content: | simple
Defined: | locally witnin RoutingExplicitDetails.model group in fpml-shared-5-3.xsd; see XML source
routingAddress | A physical postal address via which a payment can be routed.
Type: | Address
Content: | complex, 5 elements
Defined: | locally witnin RoutingExplicitDetails.model group in fpml-shared-5-3.xsd; see XML source
routingExplicitDetails | A set of details that is used to identify a party involved in the routing of a payment when the party does not have a code that identifies it within one of the recognized payment systems.
Type: | RoutingExplicitDetails
Content: | complex, 4 elements
Defined: | locally witnin RoutingIdentification.model group in fpml-shared-5-3.xsd; see XML source
routingId | A unique identifier for party that is a participant in a recognized payment system.
Type: | RoutingId
Content: | simple, 1 attribute
Defined: | locally witnin RoutingIds complexType in fpml-shared-5-3.xsd; see XML source
routingIds (defined in RoutingIdentification.model group) | A set of unique identifiers for a party, eachone identifying the party within a payment system.
Type: | RoutingIds
Content: | complex, 1 element
Defined: | locally witnin RoutingIdentification.model group in fpml-shared-5-3.xsd; see XML source
routingIds (in routingIdsAndExplicitDetails) | A set of unique identifiers for a party, eachone identifying the party within a payment system.
Type: | RoutingIds
Content: | complex, 1 element
Defined: | locally witnin RoutingIdsAndExplicitDetails complexType in fpml-shared-5-3.xsd; see XML source
routingIdsAndExplicitDetails | A combination of coded payment system identifiers and details for physical addressing for a party involved in the routing of a payment.
Type: | RoutingIdsAndExplicitDetails
Content: | complex, 5 elements
Defined: | locally witnin RoutingIdentification.model group in fpml-shared-5-3.xsd; see XML source
routingName | A real name that is used to identify a party involved in the routing of a payment.
Type: | xsd:string
Content: | simple
Defined: | locally witnin RoutingExplicitDetails.model group in fpml-shared-5-3.xsd; see XML source
routingReferenceText | A piece of free-format text used to assist the identification of a party involved in the routing of a payment.
Type: | xsd:string
Content: | simple
Defined: | locally witnin RoutingExplicitDetails.model group in fpml-shared-5-3.xsd; see XML source
scale | The size of the denominator, e.g. 0.0001 = 1 bp.
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin SensitivitySetDefinition complexType in fpml-riskdef-5-3.xsd; see XML source
schedule (defined in AveragingPeriod complexType) | A schedule for generating averaging observation dates.
Type: | AveragingSchedule
Content: | complex, 3 elements
Defined: | locally witnin AveragingPeriod complexType in fpml-option-shared-5-3.xsd; see XML source
schedule (defined in TriggerEvent complexType) | A Equity Derivative schedule.
Type: | AveragingSchedule
Content: | complex, 3 elements
Defined: | locally witnin TriggerEvent complexType in fpml-option-shared-5-3.xsd; see XML source
scheduleBounds | The first and last dates of a schedule.
Type: | DateRange
Content: | complex, 2 elements
Defined: | locally witnin RelativeDates complexType in fpml-shared-5-3.xsd; see XML source
scheduledDate (defined in Position complexType) | Position level schedule date, such as final payment dates, in a simple and flexible format.
Type: | ScheduledDate
Content: | complex, 6 elements
Defined: | locally witnin Position complexType in fpml-valuation-5-3.xsd; see XML source
scheduledDate (defined in PositionWithoutId.model group) | Position level schedule date, such as final payment dates, in a simple and flexible format.
Type: | ScheduledDate
Content: | complex, 6 elements
Defined: | locally witnin PositionWithoutId.model group in fpml-reconciliation-5-3.xsd; see XML source
scheduledDate (defined in ScheduledDates complexType) | A single stream level scheduled servicing date.
Type: | ScheduledDate
Content: | complex, 6 elements
Defined: | locally witnin ScheduledDates complexType in fpml-valuation-5-3.xsd; see XML source
scheduledTerminationDate | The scheduled date on which the credit protection will lapse.
Type: | AdjustableDate2
Content: | complex, 1 attribute, 4 elements
Defined: | locally witnin GeneralTerms complexType in fpml-cd-5-3.xsd; see XML source
secondaryRateSource (defined in CommodityFx complexType) | An alternative, or secondary, source for where the rate observation will occur.
Type: | InformationSource
Content: | complex, 3 elements
Defined: | locally witnin CommodityFx complexType in fpml-com-5-3.xsd; see XML source
secondaryRateSource (defined in FxSpotRateSource complexType) | An alternative, or secondary, source for where the rate observation will occur.
Type: | InformationSource
Content: | complex, 3 elements
Defined: | locally witnin FxSpotRateSource complexType in fpml-shared-5-3.xsd; see XML source
secondaryRateSource (in asian in features in fxOption) | An alternative, or secondary, source for where the rate observation will occur.
Type: | InformationSource
Content: | complex, 3 elements
Defined: | locally witnin FxAsianFeature complexType in fpml-fx-5-3.xsd; see XML source
sectionNumber | A strictly ascending sequential (gapless) numeric value that can be used to identify the section of a report.
Type: | xsd:positiveInteger
Content: | simple
Defined: | locally witnin ReportSectionIdentification complexType in fpml-msg-5-3.xsd; see XML source
sector (defined in ProductExposureCategory.model group) |
Type: | Sector
Content: | simple, 1 attribute
Defined: | locally witnin ProductExposureCategory.model group in fpml-reporting-5-3.xsd; see XML source
sector (in mortgage) | The sector classification of the mortgage obligation.
Type: | MortgageSector
Content: | simple, 1 attribute
Defined: | locally witnin Mortgage complexType in fpml-asset-5-3.xsd; see XML source
sectorType |
Type: | SectorType
Content: | simple, 1 attribute
Defined: | locally witnin ProductExposureCategory.model group in fpml-reporting-5-3.xsd; see XML source
secured | Whether the deliverable obligation is secured or unsecured.
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin CreditCurveCharacteristics.model group in fpml-mktenv-5-3.xsd; see XML source
securedList | With respect to any day, the list of Syndicated Secured Obligations of the Designated Priority of the Reference Entity published by Markit Group Limited or any successor thereto appointed by the Specified Dealers (the "Secured List Publisher") on or most recently before such day, which list is currently available at [http://www.markit.com].
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin ReferenceInformation complexType in fpml-cd-5-3.xsd; see XML source
security |
Type: | SecurityDeliveryReturn
Content: | complex, 9 elements
Defined: | locally witnin ProposedCollateralDeliveryReturn complexType in fpml-collateral-processes-5-3.xsd; see XML source
securityType | Specifies a security as type of expected collateral.
Type: | SecurityType
Content: | complex, 1 element
Defined: | locally witnin ExpectedCollateralDelivery complexType in fpml-collateral-processes-5-3.xsd; see XML source
segregatedIndependentAmount (defined in AgreedAmount complexType) |
Type: | Money
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin AgreedAmount complexType in fpml-collateral-processes-5-3.xsd; see XML source
segregatedIndependentAmount (defined in AgreedAmount complexType) | segregated independent amount part of the agreed amount.
Type: | Money
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin AgreedAmount complexType in fpml-collateral-processes-5-3.xsd; see XML source
segregatedIndependentAmount (defined in SubstitutionConfirmationDetails.model group) |
Type: | SubstitutionConfirmation
Content: | complex, 2 elements
Defined: | locally witnin SubstitutionConfirmationDetails.model group in fpml-collateral-processes-5-3.xsd; see XML source
segregatedIndependentAmount (defined in SubstitutionConfirmationDetails.model group) | segregated independent amount details for substitute collateral
Type: | SubstitutionConfirmation
Content: | complex, 2 elements
Defined: | locally witnin SubstitutionConfirmationDetails.model group in fpml-collateral-processes-5-3.xsd; see XML source
segregatedIndependentAmount (in collateral defined in MarginDetails.model group) |
Type: | MarginCollateral
Content: | complex, 3 elements
Defined: | locally witnin CollateralBalance complexType in fpml-collateral-processes-5-3.xsd; see XML source
segregatedIndependentAmount (in collateral defined in MarginDetails.model group) | segregated independent amount part of the collateral balance.
Type: | MarginCollateral
Content: | complex, 3 elements
Defined: | locally witnin CollateralBalance complexType in fpml-collateral-processes-5-3.xsd; see XML source
segregatedIndependentAmount (in collateralProposalStatus) |
Type: | ProposedCollateralResponse
Content: | complex, 3 elements
Defined: | locally witnin ProposedCollateralResponse.model group in fpml-collateral-processes-5-3.xsd; see XML source
segregatedIndependentAmount (in collateralProposalStatus) | segregated independent amount details for proposed collateral response
Type: | ProposedCollateralResponse
Content: | complex, 3 elements
Defined: | locally witnin ProposedCollateralResponse.model group in fpml-collateral-processes-5-3.xsd; see XML source
segregatedIndependentAmount (in disputeNotification) |
Type: | DisputedCollateral
Content: | complex, 3 elements
Defined: | locally witnin DisputedDetails.model group in fpml-collateral-processes-5-3.xsd; see XML source
segregatedIndependentAmount (in disputeNotification) | segregated independent amount details
Type: | DisputedCollateral
Content: | complex, 3 elements
Defined: | locally witnin DisputedDetails.model group in fpml-collateral-processes-5-3.xsd; see XML source
segregatedIndependentAmount (in expectedCollateral in requestMargin) |
Type: | ExpectedCollateralDeliveryReturn
Content: | complex, 2 elements
Defined: | locally witnin ExpectedCollateral complexType in fpml-collateral-processes-5-3.xsd; see XML source
segregatedIndependentAmount (in expectedCollateral in requestMargin) | segregated independent amount part of the expected collateral.
Type: | ExpectedCollateralDeliveryReturn
Content: | complex, 2 elements
Defined: | locally witnin ExpectedCollateral complexType in fpml-collateral-processes-5-3.xsd; see XML source
segregatedIndependentAmount (in interestRequirement in interestStatement) |
Type: | InterestStatementDirection
Content: | complex, 2 elements
Defined: | locally witnin InterestStatementRequirement complexType in fpml-collateral-processes-5-3.xsd; see XML source
segregatedIndependentAmount (in interestRequirement in interestStatement) | segregated independent amount details for the interest statement
Type: | InterestStatementDirection
Content: | complex, 2 elements
Defined: | locally witnin InterestStatementRequirement complexType in fpml-collateral-processes-5-3.xsd; see XML source
segregatedIndependentAmount (in interestRequirement in requestInterest) |
Type: | InterestDirection
Content: | complex, 2 elements
Defined: | locally witnin InterestRequirement complexType in fpml-collateral-processes-5-3.xsd; see XML source
segregatedIndependentAmount (in interestRequirement in requestInterest) | segregated independent amount details for the interest direction
Type: | InterestDirection
Content: | complex, 2 elements
Defined: | locally witnin InterestRequirement complexType in fpml-collateral-processes-5-3.xsd; see XML source
segregatedIndependentAmount (in interestStatus) |
Type: | InterestResponse
Content: | complex, 2 elements
Defined: | locally witnin InterestResponseDetails.model group in fpml-collateral-processes-5-3.xsd; see XML source
segregatedIndependentAmount (in interestStatus) | segregated independent amount details for the interest reponse
Type: | InterestResponse
Content: | complex, 2 elements
Defined: | locally witnin InterestResponseDetails.model group in fpml-collateral-processes-5-3.xsd; see XML source
segregatedIndependentAmount (in marginCallResult) |
Type: | VariationResult
Content: | complex, 3 elements
Defined: | locally witnin MarginCallResult complexType in fpml-collateral-processes-5-3.xsd; see XML source
segregatedIndependentAmount (in marginCallResult) | summary of the segregated independent amount.
Type: | VariationResult
Content: | complex, 3 elements
Defined: | locally witnin MarginCallResult complexType in fpml-collateral-processes-5-3.xsd; see XML source
segregatedIndependentAmount (in marginRequirement) |
Type: | VariationRequirement
Content: | complex, 3 elements
Defined: | locally witnin MarginRequirement complexType in fpml-collateral-processes-5-3.xsd; see XML source
segregatedIndependentAmount (in marginRequirement) | segregated independent amount requirement
Type: | VariationRequirement
Content: | complex, 3 elements
Defined: | locally witnin MarginRequirement complexType in fpml-collateral-processes-5-3.xsd; see XML source
segregatedIndependentAmount (in marginTerm) |
Type: | SegregatedIndependentAmountMarginTerm
Content: | complex, 2 elements
Defined: | locally witnin MarginTerm complexType in fpml-collateral-processes-5-3.xsd; see XML source
segregatedIndependentAmount (in marginTerm) | segregated independent amount terms
Type: | SegregatedIndependentAmountMarginTerm
Content: | complex, 2 elements
Defined: | locally witnin MarginTerm complexType in fpml-collateral-processes-5-3.xsd; see XML source
segregatedIndependentAmount (in requestCollateralAcceptance) |
Type: | ProposedCollateral
Content: | complex, 3 elements
Defined: | locally witnin ProposedCollateral.model group in fpml-collateral-processes-5-3.xsd; see XML source
segregatedIndependentAmount (in requestCollateralAcceptance) | segregated independent amount details for proposed collateral
Type: | ProposedCollateral
Content: | complex, 3 elements
Defined: | locally witnin ProposedCollateral.model group in fpml-collateral-processes-5-3.xsd; see XML source
segregatedIndependentAmount (in requestSubstitution) |
Type: | SubstituteCollateral
Content: | complex, 4 elements
Defined: | locally witnin SubstitutionDetails.model group in fpml-collateral-processes-5-3.xsd; see XML source
segregatedIndependentAmount (in requestSubstitution) | segregated independent amount details for substitute collateral
Type: | SubstituteCollateral
Content: | complex, 4 elements
Defined: | locally witnin SubstitutionDetails.model group in fpml-collateral-processes-5-3.xsd; see XML source
segregatedIndependentAmount (in substitutionStatus) |
Type: | SubstitutionResponse
Content: | complex, 2 elements
Defined: | locally witnin SubstitutionResponse.model group in fpml-collateral-processes-5-3.xsd; see XML source
segregatedIndependentAmount (in substitutionStatus) | segregated independent amount details for substitute collateral
Type: | SubstitutionResponse
Content: | complex, 2 elements
Defined: | locally witnin SubstitutionResponse.model group in fpml-collateral-processes-5-3.xsd; see XML source
seller (defined in Strike complexType) | The party that has sold.
Type: | IdentifiedPayerReceiver
Content: | simple, 1 attribute
Defined: | locally witnin Strike complexType in fpml-shared-5-3.xsd; see XML source
seller (defined in StrikeSchedule complexType) | The party that has sold.
Type: | IdentifiedPayerReceiver
Content: | simple, 1 attribute
Defined: | locally witnin StrikeSchedule complexType in fpml-shared-5-3.xsd; see XML source
sellerAccountReference | A reference to the account that sells this instrument.
Type: | AccountReference
Content: | empty, 1 attribute
Defined: | locally witnin BuyerSeller.model group in fpml-shared-5-3.xsd; see XML source
sellerHub | The hub code of the has seller.
Type: | CommodityHub
Content: | complex, 3 elements
Defined: | locally witnin GasDelivery complexType in fpml-com-5-3.xsd; see XML source
sellerPartyReference (defined in BuyerSeller.model group) | A reference to the party that sells ("writes") this instrument, i.e. that grants the rights defined by this instrument and in return receives a payment for it.
Type: | PartyReference
Content: | empty, 1 attribute
Defined: | locally witnin BuyerSeller.model group in fpml-shared-5-3.xsd; see XML source
sellerPartyReference (in notifyingParty) |
Type: | PartyReference
Content: | empty, 1 attribute
Defined: | locally witnin NotifyingParty complexType in fpml-option-shared-5-3.xsd; see XML source
sendTo | A unique identifier (within its coding scheme) indicating an intended recipent of a message.
Type: | MessageAddress
Content: | simple, 1 attribute
Defined: | locally witnin MessageHeader.model group in fpml-msg-5-3.xsd; see XML source
seniority (defined in FixedIncomeSecurityContent.model group) | The repayment precedence of a debt instrument.
Type: | CreditSeniority
Content: | simple, 1 attribute
Defined: | locally witnin FixedIncomeSecurityContent.model group in fpml-asset-5-3.xsd; see XML source
seniority (defined in ProductExposureCategory.model group) | The repayment precedence of a debt instrument.
Type: | CreditSeniority
Content: | simple, 1 attribute
Defined: | locally witnin ProductExposureCategory.model group in fpml-reporting-5-3.xsd; see XML source
seniority (in creditCurve) | The level of seniority of the deliverable obligation.
Type: | CreditSeniority
Content: | simple, 1 attribute
Defined: | locally witnin CreditCurveCharacteristics.model group in fpml-mktenv-5-3.xsd; see XML source
sensitivity |
Type: | Sensitivity
Content: | simple, 2 attributes
Defined: | locally witnin SensitivitySet complexType in fpml-valuation-5-3.xsd; see XML source
sensitivityCharacteristics | The default characteristics of the quotation, e.g. type, units, etc.
Type: | QuotationCharacteristics
Content: | complex, 13 elements
Defined: | locally witnin SensitivitySetDefinition complexType in fpml-riskdef-5-3.xsd; see XML source
sensitivityDefinition | A set of sensitivity definitions.
Type: | SensitivityDefinition
Content: | complex, 1 attribute, 7 elements
Defined: | locally witnin SensitivitySetDefinition complexType in fpml-riskdef-5-3.xsd; see XML source
sensitivitySet | Zero or more sets of sensitivities of this measure to various input parameters.
Type: | SensitivitySet
Content: | complex, 1 attribute, 3 elements
Defined: | locally witnin Quotation complexType in fpml-valuation-5-3.xsd; see XML source
sensitivitySetDefinition | Definition(s) of sensitivity sets used (requested or reported) in this valuation set.
Type: | SensitivitySetDefinition
Content: | complex, 1 attribute, 8 elements
Defined: | locally witnin ValuationSet complexType in fpml-valuation-5-3.xsd; see XML source
sentBy | The unique identifier (within its coding scheme) for the originator of a message instance.
Type: | MessageAddress
Content: | simple, 1 attribute
Defined: | locally witnin MessageHeader.model group in fpml-msg-5-3.xsd; see XML source
sequence | Sequence in which the reference to the disruption fallback should be applied.
Type: | xsd:positiveInteger
Content: | simple
Defined: | locally witnin SequencedDisruptionFallback complexType in fpml-com-5-3.xsd; see XML source
sequenceNumber (defined in Sequence.model group) | A numeric value that can be used to order messages with the same correlation identifier from the same sender.
Type: | xsd:positiveInteger
Content: | simple
Defined: | locally witnin Sequence.model group in fpml-msg-5-3.xsd; see XML source
sequenceNumber (in portfolioReference defined in PortfolioReference.model group) | A numeric, sequentially ascending (i.e. gapless) value (starting at 1) that can be used to identify and distinguish the individual constituents of a portfolio request.
Type: | xsd:positiveInteger
Content: | simple
Defined: | locally witnin PortfolioReference complexType in fpml-msg-5-3.xsd; see XML source
sequenceNumber (in portfolioReference in requestRetransmission) | A numeric, sequentially ascending (i.e. gapless) value (starting at 1) that can be used to identify and distinguish the individual constituents of a portfolio request.
Type: | xsd:positiveInteger
Content: | simple
Defined: | locally witnin PortfolioConstituentReference complexType in fpml-msg-5-3.xsd; see XML source
servicingParty | A reference to the party that services/supports the account.
Type: | PartyReference
Content: | empty, 1 attribute
Defined: | locally witnin Account complexType in fpml-shared-5-3.xsd; see XML source
settledEntityMatrix | Used to specify the Relevant Settled Entity Matrix when there are settled entities at the time of the trade.
Type: | SettledEntityMatrix
Content: | complex, 2 elements
Defined: | locally witnin IndexReferenceInformation complexType in fpml-cd-5-3.xsd; see XML source
settlementAmount (defined in EquityOptionTermination complexType) |
Type: | NonNegativeMoney
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin EquityOptionTermination complexType in fpml-eqd-5-3.xsd; see XML source
settlementAmount (defined in SettlementAmountOrCurrency.model group) | Settlement Amount
Type: | Money
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin SettlementAmountOrCurrency.model group in fpml-shared-5-3.xsd; see XML source
settlementAmountPaymentDate |
Type: | AdjustableDate
Content: | complex, 1 attribute, 3 elements
Defined: | locally witnin EquityOptionTermination complexType in fpml-eqd-5-3.xsd; see XML source
settlementCurrency (defined in EquityExerciseValuationSettlement complexType) | The currency in which a cash settlement for non-deliverable forward and non-deliverable options.
Type: | Currency
Content: | simple, 1 attribute
Defined: | locally witnin EquityExerciseValuationSettlement complexType in fpml-eqd-5-3.xsd; see XML source
settlementCurrency (defined in FxCashSettlement complexType) | The currency in which cash settlement occurs for non-deliverable forwards and cash-settled options (non-deliverable or otherwise).
Type: | Currency
Content: | simple, 1 attribute
Defined: | locally witnin FxCashSettlement complexType in fpml-shared-5-3.xsd; see XML source
settlementCurrency (defined in GenericProduct complexType) | The currency or currencies in which the product can settle.
Type: | IdentifiedCurrency
Content: | simple, 2 attributes
Defined: | locally witnin GenericProduct complexType in fpml-generic-5-3.xsd; see XML source
settlementCurrency (defined in SettlementAmountOrCurrency.model group) | Settlement Currency for use where the Settlement Amount cannot be known in advance
Type: | Currency
Content: | simple, 1 attribute
Defined: | locally witnin SettlementAmountOrCurrency.model group in fpml-shared-5-3.xsd; see XML source
settlementCurrency (defined in SettlementTerms complexType) | ISDA 2003 Term: Settlement Currency
Type: | Currency
Content: | simple, 1 attribute
Defined: | locally witnin SettlementTerms complexType in fpml-cd-5-3.xsd; see XML source
settlementCurrency (in commoditySwap) | The currency into which the Commodity Swap Transaction will settle.
Type: | IdentifiedCurrency
Content: | simple, 2 attributes
Defined: | locally witnin CommoditySwap complexType in fpml-com-5-3.xsd; see XML source
settlementCurrency (in exercise in commodityOption) | The currency into which the Commodity Option Transaction will settle.
Type: | IdentifiedCurrency
Content: | simple, 2 attributes
Defined: | locally witnin CommodityExercise complexType in fpml-com-5-3.xsd; see XML source
settlementCurrency (in settlementProvision) | The currency that stream settles in (to support swaps that settle in a currency different from the notional currency).
Type: | Currency
Content: | simple, 1 attribute
Defined: | locally witnin SettlementProvision complexType in fpml-ird-5-3.xsd; see XML source
settlementCurrencyYieldCurve |
Type: | PricingStructureReference
Content: | empty, 1 attribute
Defined: | locally witnin FxCurveValuation complexType in fpml-mktenv-5-3.xsd; see XML source
settlementDate (defined in EquityExerciseValuationSettlement complexType) | Date on which settlement of option premiums will occur.
Type: | AdjustableOrRelativeDate
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin EquityExerciseValuationSettlement complexType in fpml-eqd-5-3.xsd; see XML source
settlementDate (defined in OptionSettlement.model group) |
Type: | AdjustableOrRelativeDate
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin OptionSettlement.model group in fpml-option-shared-5-3.xsd; see XML source
settlementDate (in bullionPhysicalLeg) | Date on which the bullion will settle.
Type: | AdjustableOrRelativeDate
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin BullionPhysicalLeg complexType in fpml-com-5-3.xsd; see XML source
settlementDisruption | The consequences of Bullion Settlement Disruption Events.
Type: | CommodityBullionSettlementDisruptionEnum
Content: | simple
Defined: | locally witnin CommodityContent.model group in fpml-com-5-3.xsd; see XML source
settlementInformation (defined in FxOptionPremium complexType) | The information required to settle a currency payment that results from a trade.
Type: | SettlementInformation
Content: | complex, 2 elements
Defined: | locally witnin FxOptionPremium complexType in fpml-fx-5-3.xsd; see XML source
settlementInformation (defined in Payment complexType) | The information required to settle a currency payment that results from a trade.
Type: | SettlementInformation
Content: | complex, 2 elements
Defined: | locally witnin Payment complexType in fpml-shared-5-3.xsd; see XML source
settlementInformation (defined in PaymentDetails complexType) | The information required to settle a currency payment.
Type: | SettlementInformation
Content: | complex, 2 elements
Defined: | locally witnin PaymentDetails complexType in fpml-shared-5-3.xsd; see XML source
settlementInformation (in payout) | The information required to settle a currency payment that results from a trade.
Type: | SettlementInformation
Content: | complex, 2 elements
Defined: | locally witnin FxOptionPayout complexType in fpml-fx-5-3.xsd; see XML source
settlementInstruction | An explicit specification of how a currency payment is to be made, when the payment is not netted and the route is other than the recipient's standard settlement instruction.
Type: | SettlementInstruction
Content: | complex, 7 elements
Defined: | locally witnin SettlementInformation complexType in fpml-shared-5-3.xsd; see XML source
settlementMethod | The mechanism by which settlement is to be made.
Type: | SettlementMethod
Content: | simple, 1 attribute
Defined: | locally witnin SettlementInstruction complexType in fpml-shared-5-3.xsd; see XML source
settlementMethodElectingPartyReference |
Type: | PartyReference
Content: | empty, 1 attribute
Defined: | locally witnin EquityExerciseValuationSettlement complexType in fpml-eqd-5-3.xsd; see XML source
settlementMethodElectionDate |
Type: | AdjustableOrRelativeDate
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin EquityExerciseValuationSettlement complexType in fpml-eqd-5-3.xsd; see XML source
settlementPeriods (defined in CommodityPricingDates complexType) |
Type: | SettlementPeriods
Content: | complex, 1 attribute, 6 elements
Defined: | locally witnin CommodityPricingDates complexType in fpml-com-5-3.xsd; see XML source
settlementPeriods (defined in ElectricityDeliveryPeriods complexType) | The periods within the Delivery Periods during which the electricity will be delivered.
Type: | SettlementPeriods
Content: | complex, 1 attribute, 6 elements
Defined: | locally witnin ElectricityDeliveryPeriods complexType in fpml-com-5-3.xsd; see XML source
settlementPeriods (in electricityPhysicalLeg) | The specification of the Settlement Periods in which the electricity will be delivered.
Type: | SettlementPeriods
Content: | complex, 1 attribute, 6 elements
Defined: | locally witnin ElectricityPhysicalLeg complexType in fpml-com-5-3.xsd; see XML source
settlementPeriodsNotionalQuantity | For an electricity transaction, the Notional Quantity for a one or more groups of Settlement Periods to which the Notional Quantity is based.
Type: | CommoditySettlementPeriodsNotionalQuantity
Content: | complex, 1 attribute, 4 elements
Defined: | locally witnin CommodityNotionalQuantity.model group in fpml-com-5-3.xsd; see XML source
settlementPeriodsNotionalQuantitySchedule | For an electricity transaction, the Notional Quantity schedule for a one or more groups of Settlement Periods to which the Notional Quantity is based.
Type: | CommoditySettlementPeriodsNotionalQuantitySchedule
Content: | complex, 2 elements
Defined: | locally witnin CommodityNotionalQuantitySchedule complexType in fpml-com-5-3.xsd; see XML source
settlementPeriodsNotionalQuantityStep | 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.
Type: | CommodityNotionalQuantity
Content: | complex, 1 attribute, 3 elements
Defined: | locally witnin CommoditySettlementPeriodsNotionalQuantitySchedule complexType in fpml-com-5-3.xsd; see XML source
settlementPeriodsPrice | For an electricity transaction, the fixed price for one or more groups of Settlement Periods on which fixed payments are based.
Type: | SettlementPeriodsFixedPrice
Content: | complex, 1 attribute, 4 elements
Defined: | locally witnin CommodityFixedPrice.model group in fpml-com-5-3.xsd; see XML source
settlementPeriodsPriceSchedule | 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.
Type: | CommoditySettlementPeriodsPriceSchedule
Content: | complex, 2 elements
Defined: | locally witnin CommodityFixedPriceSchedule complexType in fpml-com-5-3.xsd; see XML source
settlementPeriodsPriceStep | 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.
Type: | FixedPrice
Content: | complex, 1 attribute, 3 elements
Defined: | locally witnin CommoditySettlementPeriodsPriceSchedule complexType in fpml-com-5-3.xsd; see XML source
settlementPeriodsReference (defined in CommodityPricingDates complexType) |
Type: | SettlementPeriodsReference
Content: | empty, 1 attribute
Defined: | locally witnin CommodityPricingDates complexType in fpml-com-5-3.xsd; see XML source
settlementPeriodsReference (in physicalQuantity in deliveryQuantity in electricityPhysicalLeg) | A pointer style reference to the range(s) of Settlement Periods to which this quantity applies.
Type: | SettlementPeriodsReference
Content: | empty, 1 attribute
Defined: | locally witnin ElectricityPhysicalDeliveryQuantity complexType in fpml-com-5-3.xsd; see XML source
settlementPeriodsReference (in physicalQuantitySchedule in deliveryQuantity in electricityPhysicalLeg) | A pointer style reference to the range(s) of Settlement Periods to which this quantity applies.
Type: | SettlementPeriodsReference
Content: | empty, 1 attribute
Defined: | locally witnin ElectricityPhysicalDeliveryQuantitySchedule complexType in fpml-com-5-3.xsd; see XML source
settlementPeriodsReference (in settlementPeriodsNotionalQuantity) | The range(s) of Settlement Periods to which the Notional Quantity applies.
Type: | SettlementPeriodsReference
Content: | empty, 1 attribute
Defined: | locally witnin CommoditySettlementPeriodsNotionalQuantity complexType in fpml-com-5-3.xsd; see XML source
settlementPeriodsReference (in settlementPeriodsNotionalQuantitySchedule) | The range(s) of Settlement Periods to which the Fixed Price steps apply.
Type: | SettlementPeriodsReference
Content: | empty, 1 attribute
Defined: | locally witnin CommoditySettlementPeriodsNotionalQuantitySchedule complexType in fpml-com-5-3.xsd; see XML source
settlementPeriodsReference (in settlementPeriodsPrice) |
Type: | SettlementPeriodsReference
Content: | empty, 1 attribute
Defined: | locally witnin SettlementPeriodsFixedPrice complexType in fpml-com-5-3.xsd; see XML source
settlementPeriodsReference (in settlementPeriodsPriceSchedule) | The range(s) of Settlement Periods to which the Fixed Price steps apply.
Type: | SettlementPeriodsReference
Content: | empty, 1 attribute
Defined: | locally witnin CommoditySettlementPeriodsPriceSchedule complexType in fpml-com-5-3.xsd; see XML source
settlementPeriodsReference (in settlementPeriodsStep) | The specification of the Settlement Periods in which the electricity will be delivered.
Type: | SettlementPeriodsReference
Content: | empty, 1 attribute
Defined: | locally witnin SettlementPeriodsStep complexType in fpml-com-5-3.xsd; see XML source
settlementPeriodsSchedule | 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.
Type: | SettlementPeriodsSchedule
Content: | complex, 3 elements
Defined: | locally witnin ElectricityPhysicalLeg complexType in fpml-com-5-3.xsd; see XML source
settlementPeriodsStep | The range of Settlement Periods per Calculation Period.
Type: | SettlementPeriodsStep
Content: | complex, 1 element
Defined: | locally witnin SettlementPeriodsSchedule complexType in fpml-com-5-3.xsd; see XML source
settlementPriceDefaultElection |
Type: | SettlementPriceDefaultElection
Content: | simple, 1 attribute
Defined: | locally witnin EquityExerciseValuationSettlement complexType in fpml-eqd-5-3.xsd; see XML source
settlementPriceSource |
Type: | SettlementPriceSource
Content: | simple, 1 attribute
Defined: | locally witnin EquityExerciseValuationSettlement complexType in fpml-eqd-5-3.xsd; see XML source
settlementProvision | A provision that allows the specification of settlement terms, occuring when the settlement currency is different to the notional currency of the trade.
Type: | SettlementProvision
Content: | complex, 2 elements
Defined: | locally witnin InterestRateStream complexType in fpml-ird-5-3.xsd; see XML source
settlementRateOption | The rate source for the conversion to the settlement currency.
Type: | SettlementRateOption
Content: | simple, 1 attribute
Defined: | locally witnin NonDeliverableSettlement complexType in fpml-ird-5-3.xsd; see XML source
settlementRateSource | The method for obtaining a settlement rate.
Type: | SettlementRateSource
Content: | complex, 2 elements
Defined: | locally witnin YieldCurveMethod complexType in fpml-ird-5-3.xsd; see XML source
settlementTermsReference | Reference to the settlement terms applicable to this item.
Type: | SettlementTermsReference
Content: | empty, 1 attribute
Defined: | locally witnin ReferencePoolItem complexType in fpml-cd-5-3.xsd; see XML source
settlementType (defined in EquityExerciseValuationSettlement complexType) | How the option will be settled.
Type: | SettlementTypeEnum
Content: | simple
Defined: | locally witnin EquityExerciseValuationSettlement complexType in fpml-eqd-5-3.xsd; see XML source
settlementType (defined in OptionSettlement.model group) |
Type: | SettlementTypeEnum
Content: | simple
Defined: | locally witnin OptionSettlement.model group in fpml-option-shared-5-3.xsd; see XML source
settlementType (in optionExercise) |
Type: | SettlementTypeEnum
Content: | simple
Defined: | locally witnin OptionExercise complexType in fpml-business-events-5-3.xsd; see XML source
shareForCombined | The consideration paid for the original shares following the Merger Event consists of both cash/securities and new shares.
Type: | ShareExtraordinaryEventEnum
Content: | simple
Defined: | locally witnin EquityCorporateEvents complexType in fpml-eq-shared-5-3.xsd; see XML source
shareForOther | The consideration paid for the original shares following the Merger Event consists wholly of cash/securities other than new shares.
Type: | ShareExtraordinaryEventEnum
Content: | simple
Defined: | locally witnin EquityCorporateEvents complexType in fpml-eq-shared-5-3.xsd; see XML source
shareForShare | The consideration paid for the original shares following the Merger Event consists wholly of new shares.
Type: | ShareExtraordinaryEventEnum
Content: | simple
Defined: | locally witnin EquityCorporateEvents complexType in fpml-eq-shared-5-3.xsd; see XML source
shift (defined in DerivedValuationScenario complexType) | A collection of shifts to be applied to market inputs prior to computation of the derivative.
Type: | PricingParameterShift
Content: | complex, 1 attribute, 3 elements
Defined: | locally witnin DerivedValuationScenario complexType in fpml-valuation-5-3.xsd; see XML source
shift (defined in PricingParameterShift complexType) | The size of the denominator, e.g. 0.0001 = 1 bp.
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin PricingParameterShift complexType in fpml-riskdef-5-3.xsd; see XML source
shift (in valuationScenario) | A collection of shifts to be applied to market inputs prior to computation of the derivative.
Type: | PricingParameterShift
Content: | complex, 1 attribute, 3 elements
Defined: | locally witnin ValuationScenario complexType in fpml-riskdef-5-3.xsd; see XML source
shiftUnits | The units of the denominator, e.g. currency.
Type: | PriceQuoteUnits
Content: | simple, 1 attribute
Defined: | locally witnin PricingParameterShift complexType in fpml-riskdef-5-3.xsd; see XML source
side (defined in QuotationCharacteristics.model group) | The side (bid/mid/ask) of the measure.
Type: | QuotationSideEnum
Content: | simple
Defined: | locally witnin QuotationCharacteristics.model group in fpml-asset-5-3.xsd; see XML source
side (defined in SwapCurveValuation complexType) | The side (bid/mid/ask) of the measure.
Type: | QuotationSideEnum
Content: | simple
Defined: | locally witnin SwapCurveValuation complexType in fpml-bond-option-5-3.xsd; see XML source
simpleCreditDefaultSwap | Identifies a simple underlying asset that is a credit default swap.
Type: | SimpleCreditDefaultSwap
Content: | complex, 1 attribute, 10 elements
Subst.Gr: | may substitute for element curveInstrument
Defined: | globally in fpml-asset-5-3.xsd; see XML source
Used: | never
simpleFra | Identifies a simple underlying asset that is a forward rate agreement.
Type: | SimpleFra
Content: | complex, 1 attribute, 9 elements
Subst.Gr: | may substitute for element curveInstrument
Defined: | globally in fpml-asset-5-3.xsd; see XML source
Used: | never
simpleIrSwap | Identifies a simple underlying asset that is a swap.
Type: | SimpleIRSwap
Content: | complex, 1 attribute, 9 elements
Subst.Gr: | may substitute for element curveInstrument
Defined: | globally in fpml-asset-5-3.xsd; see XML source
Used: | never
singleDirection (defined in InterestDirection complexType) |
Type: | SingleDirectionInterestRequirement
Content: | complex, 2 elements
Defined: | locally witnin InterestDirection complexType in fpml-collateral-processes-5-3.xsd; see XML source
singleDirection (defined in InterestStatementDirection complexType) |
Type: | SingleDirectionInterestStatementRequirement
Content: | complex, 1 element
Defined: | locally witnin InterestStatementDirection complexType in fpml-collateral-processes-5-3.xsd; see XML source
singlePartyOption | If optional early termination is not available to both parties then this component specifies the buyer and seller of the option.
Type: | SinglePartyOption
Content: | complex, 4 elements
Defined: | locally witnin OptionalEarlyTermination complexType in fpml-ird-5-3.xsd; see XML source
singlePayment | Specifies a single fixed amount that is payable by the buyer to the seller on the fixed rate payer payment date.
Type: | SinglePayment
Content: | complex, 1 attribute, 3 elements
Defined: | locally witnin FeeLeg complexType in fpml-cd-5-3.xsd; see XML source
singleTreatment |
Type: | SingleTreatment
Content: | complex, 1 element
Defined: | locally witnin SingleDirectionInterestRequirement complexType in fpml-collateral-processes-5-3.xsd; see XML source
singleUnderlyer | Describes the swap's underlyer when it has only one asset component.
Type: | SingleUnderlyer
Content: | complex, 6 elements
Defined: | locally witnin Underlyer complexType in fpml-asset-5-3.xsd; see XML source
singleValuationDate | Where single valuation date is specified as being applicable for cash settlement, this element specifies the number of business days after satisfaction of all conditions to settlement when such valuation date occurs.
Type: | SingleValuationDate
Content: | complex, 1 element
Defined: | locally witnin ValuationDate complexType in fpml-cd-5-3.xsd; see XML source
sixtyBusinessDaySettlementCap | If this element is specified and set to 'true', for a transaction documented under the 2003 ISDA Credit Derivatives Definitions, has the effect of incorporating the language set forth below into the confirmation.
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin PhysicalSettlementTerms complexType in fpml-cd-5-3.xsd; see XML source
sizeInBytes | Indicates the size of the resource in bytes.
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin Resource complexType in fpml-shared-5-3.xsd; see XML source
SO2 | The sulfur/sulphur dioxide content of the coal product.
Type: | CoalAttributePercentage
Content: | complex, 2 elements
Defined: | locally witnin CommodityCoalComposition.model group in fpml-com-5-3.xsd; see XML source
so2QualityAdjustment | The Quality Adjustment formula to be used where the Actual Shipment SO2/MMBTU value differs from the Standard SO2/MMBTU value.
Type: | CoalQualityAdjustments
Content: | simple, 1 attribute
Defined: | locally witnin CommodityUSCoalProduct.model group in fpml-com-5-3.xsd; see XML source
softeningHeightHalfWidth | The temperature at which the height of an ash cone equals half its width.
Type: | CoalAttributeDecimal
Content: | complex, 2 elements
Defined: | locally witnin CommodityCoalReducingAtmosphere.model group in fpml-com-5-3.xsd; see XML source
softeningHeightWidth | The temperature at which the height of an ash cone equals its width.
Type: | CoalAttributeDecimal
Content: | complex, 2 elements
Defined: | locally witnin CommodityCoalReducingAtmosphere.model group in fpml-com-5-3.xsd; see XML source
soldAs | Indicates how the product was original sold as a Put or a Call.
Type: | PutCallEnum
Content: | simple
Defined: | locally witnin FxOption complexType in fpml-fx-5-3.xsd; see XML source
source | The 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.
Type: | CoalProductSource
Content: | simple, 1 attribute
Defined: | locally witnin CoalProduct complexType in fpml-com-5-3.xsd; see XML source
specialDividends (defined in DividendConditions complexType) | Specifies the method according to which special dividends are determined.
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin DividendConditions complexType in fpml-eq-shared-5-3.xsd; see XML source
specialDividends (in dividendLeg) | If present and true, then special dividends and memorial dividends are applicable.
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin DividendLeg complexType in fpml-dividend-swaps-5-3.xsd; see XML source
specificRate | Defines a specific rate.
Type: | InterestAccrualsMethod
Content: | complex, 2 elements
Defined: | locally witnin CompoundingRate complexType in fpml-eq-shared-5-3.xsd; see XML source
specifiedCurrency (defined in DeliverableObligations complexType) | An obligation and deliverable obligation characteristic.
Type: | SpecifiedCurrency
Content: | complex, 2 elements
Defined: | locally witnin DeliverableObligations complexType in fpml-cd-5-3.xsd; see XML source
specifiedCurrency (defined in Obligations complexType) | An obligation and deliverable obligation characteristic.
Type: | SpecifiedCurrency
Content: | complex, 2 elements
Defined: | locally witnin Obligations complexType in fpml-cd-5-3.xsd; see XML source
specifiedExchangeId | A short form unique identifier for a specified exchange.
Type: | ExchangeId
Content: | simple, 1 attribute
Defined: | locally witnin ExchangeIdentifier.model group in fpml-asset-5-3.xsd; see XML source
specifiedNumber | The minimum number of the specified public information sources that must publish information that reasonably confirms that a credit event has occurred.
Type: | xsd:positiveInteger
Content: | simple
Defined: | locally witnin PubliclyAvailableInformation complexType in fpml-option-shared-5-3.xsd; see XML source
specifiedPrice | The Specified Price is not defined in the Commodity Reference Price and so needs to be stated in the Underlyer definition as it will impact the calculation of the Floating Price.
Type: | SpecifiedPriceEnum
Content: | simple
Defined: | locally witnin CommodityProduct.model group in fpml-asset-5-3.xsd; see XML source
splitSettlement | The set of individual payments that are to be made when a currency payment settling a trade needs to be split between a number of ultimate beneficiaries.
Type: | SplitSettlement
Content: | complex, 3 elements
Defined: | locally witnin SettlementInstruction complexType in fpml-shared-5-3.xsd; see XML source
splitSettlementAmount | One of the monetary amounts in a split settlement payment.
Type: | Money
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin SplitSettlement complexType in fpml-shared-5-3.xsd; see XML source
splitTicket | Typically applicable to the physical settlement of bond and convertible bond options.
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin ExerciseProcedure complexType in fpml-shared-5-3.xsd; see XML source
spotDate | The spot settlement date for which the structure applies, normally 0-2 days after the base date.
Type: | IdentifiedDate
Content: | simple, 1 attribute
Defined: | locally witnin PricingInputDates.model group in fpml-riskdef-5-3.xsd; see XML source
spotPrice (defined in EquityDerivativeShortFormBase complexType) | The price per share, index or basket observed on the trade or effective date.
Type: | NonNegativeDecimal
Content: | simple
Defined: | locally witnin EquityDerivativeShortFormBase complexType in fpml-eqd-5-3.xsd; see XML source
spotPrice (in equityOption) | The price per share, index or basket observed on the trade or effective date.
Type: | NonNegativeDecimal
Content: | simple
Defined: | locally witnin EquityOption complexType in fpml-eqd-5-3.xsd; see XML source
spotRate (in crossRate) | An optional element used for FX forwards and certain types of FX OTC options.
Type: | PositiveDecimal
Content: | simple
Defined: | locally witnin CrossRate complexType in fpml-fx-5-3.xsd; see XML source
spotRate (in dualCurrency) | The spot rate at the time the trade was agreed.
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin DualCurrencyFeature complexType in fpml-fx-5-3.xsd; see XML source
spotRate (in exchangeRate) | An element used for FX forwards and certain types of FX OTC options.
Type: | PositiveDecimal
Content: | simple
Defined: | locally witnin ExchangeRate complexType in fpml-fx-5-3.xsd; see XML source
spotRate (in fxCurveValuation) |
Type: | FxRateSet
Content: | complex, 2 elements
Defined: | locally witnin FxCurveValuation complexType in fpml-mktenv-5-3.xsd; see XML source
spotRate (in fxOption) | An optional element used for FX forwards and certain types of FX OTC options.
Type: | PositiveDecimal
Content: | simple
Defined: | locally witnin FxOption complexType in fpml-fx-5-3.xsd; see XML source
spotRate (in touch) | An optional element used for FX forwards and certain types of FX OTC options.
Type: | PositiveDecimal
Content: | simple
Defined: | locally witnin FxTouch complexType in fpml-fx-5-3.xsd; see XML source
spotRate (in trigger in fxDigitalOption) | An optional element used for FX forwards and certain types of FX OTC options.
Type: | PositiveDecimal
Content: | simple
Defined: | locally witnin FxTrigger complexType in fpml-fx-5-3.xsd; see XML source
spread (defined in SwapCurveValuation complexType) | Spread in basis points over the floating rate index.
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin SwapCurveValuation complexType in fpml-bond-option-5-3.xsd; see XML source
spread (in calculatedRate in calculationElements) | The ISDA Spread, if any, which applies for the calculation period.
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin CashflowFixing complexType in fpml-reconciliation-5-3.xsd; see XML source
spread (in calculation in floatingLeg) | The spread over or under the Commodity Reference Price for this leg of the trade.
Type: | Money
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin FloatingLegCalculation complexType in fpml-com-5-3.xsd; see XML source
spread (in dailyInterestCalculation) |
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin DailyInterestCalculation complexType in fpml-collateral-processes-5-3.xsd; see XML source
spread (in floatingRateDefinition) | The ISDA Spread, if any, which applies for the calculation period.
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin FloatingRateDefinition complexType in fpml-ird-5-3.xsd; see XML source
spread (in interestCalculationTerms) |
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin InterestCalculationTerms complexType in fpml-collateral-processes-5-3.xsd; see XML source
spread (in strike in creditDefaultSwapOption) | The strike of a credit default swap option or credit swaption when expressed as a spread per annum.
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin CreditOptionStrike complexType in fpml-cd-5-3.xsd; see XML source
spreadSchedule (defined in FloatingRate complexType) | The ISDA Spread or a Spread schedule expressed as explicit spreads and dates.
Type: | SpreadSchedule
Content: | complex, 1 attribute, 3 elements
Defined: | locally witnin FloatingRate complexType in fpml-shared-5-3.xsd; see XML source
spreadSchedule (in calculation in floatingLeg) | The spread over or under the Commodity Reference Price for this leg of the trade for each Calculation Period.
Type: | CommoditySpreadSchedule
Content: | complex, 4 elements
Defined: | locally witnin FloatingLegCalculation complexType in fpml-com-5-3.xsd; see XML source
spreadStep | The spread per Calculation Period.
Type: | Money
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin CommoditySpreadSchedule complexType in fpml-com-5-3.xsd; see XML source
spreadValue | The spread value can be used in conjunction with the "mid" value to define the bid and the ask value.
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin TermPoint complexType in fpml-mktenv-5-3.xsd; see XML source
standardContent (defined in CoalAttributeDecimal complexType) | The actual content of the quality characteristics of the Coal Product Shipment expected by the Buyer.
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin CoalAttributeDecimal complexType in fpml-com-5-3.xsd; see XML source
standardContent (defined in CoalAttributePercentage complexType) | The actual content of the quality characteristics of the Coal Product Shipment expected by the Buyer.
Type: | RestrictedPercentage
Content: | simple
Defined: | locally witnin CoalAttributePercentage complexType in fpml-com-5-3.xsd; see XML source
standardProduct | A product to represent 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.
Type: | StandardProduct
Content: | complex, 1 attribute, 5 elements
Subst.Gr: | may substitute for element product
Defined: | globally in fpml-standard-5-3.xsd; see XML source
Used: | never
standardPublicSources | If this element is specified and set to 'true', indicates that ISDA defined Standard Public Sources are applicable.
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin PubliclyAvailableInformation complexType in fpml-option-shared-5-3.xsd; see XML source
standardQuality |
Type: | CoalStandardQuality
Content: | complex, 14 elements
Defined: | locally witnin CoalProductSpecifications complexType in fpml-com-5-3.xsd; see XML source
standardQualitySchedule |
Type: | CoalStandardQualitySchedule
Content: | complex, 3 elements
Defined: | locally witnin CoalProductSpecifications complexType in fpml-com-5-3.xsd; see XML source
StandardQualityStep |
Type: | CoalStandardQuality
Content: | complex, 14 elements
Defined: | locally witnin CoalStandardQualitySchedule complexType in fpml-com-5-3.xsd; see XML source
standardSettlementStyle | An optional element used to describe how a trade will settle.
Type: | StandardSettlementStyleEnum
Content: | simple
Defined: | locally witnin SettlementInformation complexType in fpml-shared-5-3.xsd; see XML source
startDate (defined in ObservationSchedule complexType) | The start of the period over which observations are made to determine whether a condition has occurred.
Type: | xsd:date
Content: | simple
Defined: | locally witnin ObservationSchedule complexType in fpml-fx-5-3.xsd; see XML source
startDate (defined in Period.model group) | Date on which this period begins.
Type: | xsd:date
Content: | simple
Defined: | locally witnin Period.model group in fpml-shared-5-3.xsd; see XML source
startDate (in observationSchedule) | The start of the period over which observations are made to determine whether a trigger has occurred.
Type: | xsd:date
Content: | simple
Defined: | locally witnin FxAverageRateObservationSchedule complexType in fpml-fx-5-3.xsd; see XML source
startDate (in termDeposit) | The start date of the calculation period.
Type: | xsd:date
Content: | simple
Defined: | locally witnin TermDeposit complexType in fpml-fx-5-3.xsd; see XML source
startingDate | Specifies the date from which the early termination clause can be exercised.
Type: | StartingDate
Content: | complex, 2 elements
Defined: | locally witnin ReturnSwapEarlyTermination complexType in fpml-eq-shared-5-3.xsd; see XML source
startTerm | Specifies the start term of the simple fra, e.g. 3M.
Type: | Period
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin SimpleFra complexType in fpml-asset-5-3.xsd; see XML source
startTime | Specifies the hour-ending Start Time with respect to a range of Settlement Periods.
Type: | OffsetPrevailingTime
Content: | complex, 2 elements
Defined: | locally witnin SettlementPeriods complexType in fpml-com-5-3.xsd; see XML source
state | A country subdivision used in postal addresses in some countries.
Type: | xsd:string
Content: | simple
Defined: | locally witnin Address complexType in fpml-shared-5-3.xsd; see XML source
status (defined in PositionStatusInfo.model group) |
Type: | PositionStatusEnum
Content: | simple
Defined: | locally witnin PositionStatusInfo.model group in fpml-valuation-5-3.xsd; see XML source
status (in approval) | The current state of approval (.e.g preapproved, pending approval, etc.)
Type: | xsd:normalizedString
Content: | simple
Defined: | locally witnin Approval complexType in fpml-doc-5-3.xsd; see XML source
status (in nettedTradeCashflowsMatchResult) | Reconciliation status of the set of cashflows.
Type: | TradeCashflowsStatus
Content: | simple, 1 attribute
Defined: | locally witnin NettedTradeCashflowsMatchResult complexType in fpml-reconciliation-5-3.xsd; see XML source
status (in positionMatchResult) | Reconciliation status of the position.
Type: | EventStatus
Content: | simple, 1 attribute
Defined: | locally witnin PositionMatchResult complexType in fpml-reconciliation-5-3.xsd; see XML source
status (in statusItem) | An event status value.
Type: | EventStatus
Content: | simple, 1 attribute
Defined: | locally witnin EventStatusItem complexType in fpml-msg-5-3.xsd; see XML source
status (in tradeCashflowsMatchResult) | Reconciliation status of the set of cashflows.
Type: | EventStatus
Content: | simple, 1 attribute
Defined: | locally witnin TradeCashflowsMatchResult complexType in fpml-reconciliation-5-3.xsd; see XML source
statusItem |
Type: | EventStatusItem
Content: | complex, 2 elements
Defined: | locally witnin EventStatusResponse complexType in fpml-msg-5-3.xsd; see XML source
step (defined in PositiveSchedule complexType) | The schedule of step date and strictly-positive value pairs.
Type: | PositiveStep
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin PositiveSchedule complexType in fpml-shared-5-3.xsd; see XML source
step (defined in Schedule complexType) | The schedule of step date and value pairs.
Type: | Step
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin Schedule complexType in fpml-shared-5-3.xsd; see XML source
step (in calculationAmount in fixedAmountCalculation) | A schedule of step date and value pairs.
Type: | Step
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin CalculationAmount complexType in fpml-cd-5-3.xsd; see XML source
step (in notionalStepSchedule) | The schedule of step date and non-negative value pairs.
Type: | NonNegativeStep
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin NonNegativeSchedule complexType in fpml-shared-5-3.xsd; see XML source
stepDate | The date on which the associated stepValue becomes effective.
Type: | xsd:date
Content: | simple
Defined: | locally witnin StepBase complexType in fpml-shared-5-3.xsd; see XML source
stepFrequency | The frequency at which the step changes occur.
Type: | Period
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin NotionalStepRule complexType in fpml-ird-5-3.xsd; see XML source
stepRelativeTo | Specifies whether the notionalStepRate should be applied to the initial notional or the previous notional in order to calculate the notional step change amount.
Type: | StepRelativeToEnum
Content: | simple
Defined: | locally witnin NotionalStepRule complexType in fpml-ird-5-3.xsd; see XML source
stepUpProvision | As specified by the ISDA Standard Terms Supplement for use with trades on mortgage-backed securities.
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin FloatingAmountProvisions complexType in fpml-cd-5-3.xsd; see XML source
stepValue (defined in Step complexType) | The rate or amount which becomes effective on the associated stepDate.
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin Step complexType in fpml-shared-5-3.xsd; see XML source
stepValue (in step defined in PositiveSchedule complexType) | The strictly positive rate or amount which becomes effective on the associated stepDate.
Type: | PositiveDecimal
Content: | simple
Defined: | locally witnin PositiveStep complexType in fpml-shared-5-3.xsd; see XML source
stepValue (in step in notionalStepSchedule) | The non-negative rate or amount which becomes effective on the associated stepDate.
Type: | NonNegativeDecimal
Content: | simple
Defined: | locally witnin NonNegativeStep complexType in fpml-shared-5-3.xsd; see XML source
strategy | A strategy product.
Type: | Strategy
Content: | complex, 1 attribute, 5 elements
Subst.Gr: | may substitute for element product
Defined: | globally in fpml-doc-5-3.xsd; see XML source
Used: | never
strategyFeature (defined in EquityDerivativeBase complexType) | A equity option simple strategy feature.
Type: | StrategyFeature
Content: | complex, 2 elements
Defined: | locally witnin EquityDerivativeBase complexType in fpml-eqd-5-3.xsd; see XML source
strategyFeature (in feature defined in OptionBaseExtended complexType) | A simple strategy feature.
Type: | StrategyFeature
Content: | complex, 2 elements
Defined: | locally witnin OptionBaseFeature.model group in fpml-option-shared-5-3.xsd; see XML source
streetAddress | The set of street and building number information that identifies a postal address within a city.
Type: | StreetAddress
Content: | complex, 1 element
Defined: | locally witnin Address complexType in fpml-shared-5-3.xsd; see XML source
streetLine | An individual line of street and building number information, forming part of a postal address.
Type: | xsd:string
Content: | simple
Defined: | locally witnin StreetAddress complexType in fpml-shared-5-3.xsd; see XML source
strike (defined in EquityDerivativeShortFormBase complexType) | Defines whether it is a price or level at which the option has been, or will be, struck.
Type: | EquityStrike
Content: | complex, 4 elements
Defined: | locally witnin EquityDerivativeShortFormBase complexType in fpml-eqd-5-3.xsd; see XML source
strike (in bondOption) | Strike of the the Bond Option.
Type: | BondOptionStrike
Content: | complex, 2 elements
Defined: | locally witnin BondOption complexType in fpml-bond-option-5-3.xsd; see XML source
strike (in coordinate) | A numerical dimension that represents the strike rate or price of an option.
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin PricingStructureIndex.model group in fpml-riskdef-5-3.xsd; see XML source
strike (in creditDefaultSwapOption) | Specifies the strike of the option on credit default swap.
Type: | CreditOptionStrike
Content: | complex, 3 elements
Defined: | locally witnin CreditDefaultSwapOption complexType in fpml-cd-5-3.xsd; see XML source
strike (in dualCurrency) | The strike rate at which the deposit will be converted.
Type: | DualCurrencyStrikePrice
Content: | complex, 2 elements
Defined: | locally witnin DualCurrencyFeature complexType in fpml-fx-5-3.xsd; see XML source
strike (in equityOption) | Defines whether it is a price or level at which the option has been, or will be, struck.
Type: | EquityStrike
Content: | complex, 4 elements
Defined: | locally witnin EquityOption complexType in fpml-eqd-5-3.xsd; see XML source
strike (in fxOption) | Defines the option strike price.
Type: | FxStrikePrice
Content: | complex, 2 elements
Defined: | locally witnin FxOption complexType in fpml-fx-5-3.xsd; see XML source
strikeDate | Specifies the strike date of this leg of the swap, used for forward starting swaps.
Type: | AdjustableOrRelativeDate
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin ReturnSwapLegUnderlyer complexType in fpml-eq-shared-5-3.xsd; see XML source
strikeDeterminationDate | The date on which the strike is determined, where this is not the effective date of a forward starting option.
Type: | AdjustableOrRelativeDate
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin EquityStrike complexType in fpml-eq-shared-5-3.xsd; see XML source
strikeFactor | The factor of strike.
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin Asian complexType in fpml-option-shared-5-3.xsd; see XML source
strikePercentage (defined in EquityStrike complexType) | The price or level expressed as a percentage of the forward starting spot price.
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin EquityStrike complexType in fpml-eq-shared-5-3.xsd; see XML source
strikePercentage (defined in OptionNumericStrike complexType) | The price or level expressed as a percentage of the forward starting spot price.
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin OptionNumericStrike complexType in fpml-option-shared-5-3.xsd; see XML source
strikePrice (defined in EquityStrike complexType) | The price or level at which the option has been struck.
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin EquityStrike complexType in fpml-eq-shared-5-3.xsd; see XML source
strikePrice (defined in OptionNumericStrike complexType) | The price or level at which the option has been struck.
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin OptionNumericStrike complexType in fpml-option-shared-5-3.xsd; see XML source
strikePricePerUnit | The currency amount of the strike price per unit.
Type: | NonNegativeMoney
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin CommodityStrikePrice.model group in fpml-com-5-3.xsd; see XML source
strikePricePerUnitSchedule |
Type: | CommodityStrikeSchedule
Content: | complex, 4 elements
Defined: | locally witnin CommodityStrikePrice.model group in fpml-com-5-3.xsd; see XML source
strikePricePerUnitStep | The strike price per unit per Calculation Period.
Type: | NonNegativeMoney
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin CommodityStrikeSchedule complexType in fpml-com-5-3.xsd; see XML source
strikeQuoteBasis (in strike in dualCurrency) | The method by which the strike rate is quoted, in terms of the deposit (principal) and alternate currencies.
Type: | DualCurrencyStrikeQuoteBasisEnum
Content: | simple
Defined: | locally witnin DualCurrencyStrikePrice complexType in fpml-fx-5-3.xsd; see XML source
strikeQuoteBasis (in strike in fxOption) | The method by which the strike rate is quoted.
Type: | StrikeQuoteBasisEnum
Content: | simple
Defined: | locally witnin FxStrikePrice complexType in fpml-fx-5-3.xsd; see XML source
strikeRate | The rate for a cap or floor.
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin Strike complexType in fpml-shared-5-3.xsd; see XML source
strikeReference | 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).
Type: | FixedRateReference
Content: | empty, 1 attribute
Defined: | locally witnin CreditOptionStrike complexType in fpml-cd-5-3.xsd; see XML source
strikeSpread | Definition of the upper strike in a strike spread.
Type: | StrikeSpread
Content: | complex, 2 elements
Defined: | locally witnin StrategyFeature complexType in fpml-option-shared-5-3.xsd; see XML source
string (defined in AdditionalData complexType) | Provides extra information as string.
Type: | xsd:string
Content: | simple
Defined: | locally witnin AdditionalData complexType in fpml-msg-5-3.xsd; see XML source
string (defined in ExternalDocument complexType) | Provides extra information as string.
Type: | xsd:string
Content: | simple
Defined: | locally witnin ExternalDocument complexType in fpml-shared-5-3.xsd; see XML source
string (defined in Resource complexType) | Provides extra information as string.
Type: | xsd:string
Content: | simple
Defined: | locally witnin Resource complexType in fpml-shared-5-3.xsd; see XML source
stubAmount | An actual amount to apply for the initial or final stub period may have been agreed between th two parties.
Type: | Money
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin StubValue complexType in fpml-shared-5-3.xsd; see XML source
stubCalculationPeriod | Specifies the stub calculation period.
Type: | StubCalculationPeriod
Content: | complex, 2 elements
Defined: | locally witnin InterestLeg complexType in fpml-eq-shared-5-3.xsd; see XML source
stubCalculationPeriodAmount | The stub calculation period amount parameters.
Type: | StubCalculationPeriodAmount
Content: | complex, 3 elements
Defined: | locally witnin InterestRateStream complexType in fpml-ird-5-3.xsd; see XML source
stubEndDate | End date of stub period.
Type: | AdjustableOrRelativeDate
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin Stub complexType in fpml-shared-5-3.xsd; see XML source
stubPeriodType | Method to allocate any irregular period remaining after regular periods have been allocated between the effective and termination date.
Type: | StubPeriodTypeEnum
Content: | simple
Defined: | locally witnin CalculationPeriodDates complexType in fpml-ird-5-3.xsd; see XML source
stubRate | 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).
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin StubValue complexType in fpml-shared-5-3.xsd; see XML source
stubStartDate | Start date of stub period.
Type: | AdjustableOrRelativeDate
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin Stub complexType in fpml-shared-5-3.xsd; see XML source
submissionsComplete (in eventActivityReport) | Indicates whether all portfolio updates have been submitted for this as-of date
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin EventActivityReport complexType in fpml-reporting-5-3.xsd; see XML source
submissionsComplete (in portfolioReference defined in PortfolioReference.model group) | Indicates whether all individual requests have been submitted for this portfolio request.
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin PortfolioReference complexType in fpml-msg-5-3.xsd; see XML source
submissionsComplete (in positionActivityReport) | Indicates whether all portfolio updates have been submitted for this as-of date
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin PositionActivityReport complexType in fpml-reporting-5-3.xsd; see XML source
submissionsComplete (in positionReport) | Indicates whether all portfolio updates have been submitted for this as-of date
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin PositionReport complexType in fpml-reporting-5-3.xsd; see XML source
submissionsComplete (in positionsAsserted) | Indicates whether all portfolio updates have been submitted for this as-of date
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin PositionsAsserted complexType in fpml-reconciliation-5-3.xsd; see XML source
submissionsComplete (in reportIdentification in valuationReport) | Indicates whether all sections have been sent for this report instance ID.
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin ReportIdentification complexType in fpml-msg-5-3.xsd; see XML source
submittedForClearing | When this trade was supplied to a clearing service for clearing.
Type: | xsd:dateTime
Content: | simple
Defined: | locally witnin TradeProcessingTimestamps complexType in fpml-doc-5-3.xsd; see XML source
submittedForConfirmation | When this trade was supplied to a confirmation service or counterparty for confirmation.
Type: | xsd:dateTime
Content: | simple
Defined: | locally witnin TradeProcessingTimestamps complexType in fpml-doc-5-3.xsd; see XML source
substituteConfirmationStatus |
Type: | SubstituteReturnConfirmationStatus
Content: | complex, 3 attributes, 15 elements
Defined: | globally in fpml-collateral-processes-5-3.xsd; see XML source
Used: | never
substitution | Value of this element set to 'true' indicates that substitution is applicable.
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin GeneralTerms complexType in fpml-cd-5-3.xsd; see XML source
substitutionAmount |
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin SubstituteCollateral complexType in fpml-collateral-processes-5-3.xsd; see XML source
substitutionApproved |
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin SubstitutionResponse complexType in fpml-collateral-processes-5-3.xsd; see XML source
substitutionIssuerPartyReference (defined in SubstituteReturnConfirmationStatus complexType) | The party issuing the substitution request.
Type: | PartyReference
Content: | empty, 1 attribute
Defined: | locally witnin SubstituteReturnConfirmationStatus complexType in fpml-collateral-processes-5-3.xsd; see XML source
substitutionIssuerPartyReference (in requestSubstitution) | The party issuing the substitution request.
Type: | PartyReference
Content: | empty, 1 attribute
Defined: | locally witnin RequestSubstitution complexType in fpml-collateral-processes-5-3.xsd; see XML source
substitutionIssuerPartyReference (in requestSubstitutionRetracted) | The party issuing the substitution request.
Type: | PartyReference
Content: | empty, 1 attribute
Defined: | locally witnin RequestSubstitutionRetracted complexType in fpml-collateral-processes-5-3.xsd; see XML source
substitutionIssuerPartyReference (in substitutionStatus) | The party issuing the substitution request.
Type: | PartyReference
Content: | empty, 1 attribute
Defined: | locally witnin SubstitutionStatus complexType in fpml-collateral-processes-5-3.xsd; see XML source
substitutionIssuerPartyReference (in substitutionStatusRetracted) | The party issuing the substitution request.
Type: | PartyReference
Content: | empty, 1 attribute
Defined: | locally witnin SubstitutionStatusRetracted complexType in fpml-collateral-processes-5-3.xsd; see XML source
substitutionReceiverPartyReference (defined in SubstituteReturnConfirmationStatus complexType) | The party receiving the substitution request.
Type: | PartyReference
Content: | empty, 1 attribute
Defined: | locally witnin SubstituteReturnConfirmationStatus complexType in fpml-collateral-processes-5-3.xsd; see XML source
substitutionReceiverPartyReference (in requestSubstitution) | The party receiving the substitution request.
Type: | PartyReference
Content: | empty, 1 attribute
Defined: | locally witnin RequestSubstitution complexType in fpml-collateral-processes-5-3.xsd; see XML source
substitutionReceiverPartyReference (in requestSubstitutionRetracted) | The party receiving the substitution request.
Type: | PartyReference
Content: | empty, 1 attribute
Defined: | locally witnin RequestSubstitutionRetracted complexType in fpml-collateral-processes-5-3.xsd; see XML source
substitutionReceiverPartyReference (in substitutionStatus) | The party receiving the substitution request.
Type: | PartyReference
Content: | empty, 1 attribute
Defined: | locally witnin SubstitutionStatus complexType in fpml-collateral-processes-5-3.xsd; see XML source
substitutionReceiverPartyReference (in substitutionStatusRetracted) | The party receiving the substitution request.
Type: | PartyReference
Content: | empty, 1 attribute
Defined: | locally witnin SubstitutionStatusRetracted complexType in fpml-collateral-processes-5-3.xsd; see XML source
substitutionResponseReason |
Type: | SubstitutionResponseReason
Content: | complex, 3 elements
Defined: | locally witnin SubstitutionResponse complexType in fpml-collateral-processes-5-3.xsd; see XML source
substitutionStatus |
Type: | SubstitutionStatus
Content: | complex, 3 attributes, 15 elements
Defined: | globally in fpml-collateral-processes-5-3.xsd; see XML source
Used: | never
substitutionStatusRetracted |
Type: | SubstitutionStatusRetracted
Content: | complex, 3 attributes, 11 elements
Defined: | globally in fpml-collateral-processes-5-3.xsd; see XML source
Used: | never
suffix | Name suffix, such as Jr., III, etc.
Type: | xsd:normalizedString
Content: | simple
Defined: | locally witnin Person complexType in fpml-shared-5-3.xsd; see XML source
sulfur | The sulfur/sulphur content of the coal product.
Type: | CoalAttributePercentage
Content: | complex, 2 elements
Defined: | locally witnin CommodityCoalComposition.model group in fpml-com-5-3.xsd; see XML source
supplyEndTime | The time at which gas delivery should end on each day of the Delivery Period(s).
Type: | PrevailingTime
Content: | complex, 2 elements
Defined: | locally witnin GasDeliveryPeriods complexType in fpml-com-5-3.xsd; see XML source
supplyStartTime | The time at which gas delivery should start on each day of the Delivery Period(s).
Type: | PrevailingTime
Content: | complex, 2 elements
Defined: | locally witnin GasDeliveryPeriods complexType in fpml-com-5-3.xsd; see XML source
surname | Family name, such as Smith or Jones.
Type: | xsd:normalizedString
Content: | simple
Defined: | locally witnin Person complexType in fpml-shared-5-3.xsd; see XML source
swap | A swap product definition.
Type: | Swap
Content: | complex, 1 attribute, 9 elements
Subst.Gr: | may substitute for element product
Defined: | globally in fpml-ird-5-3.xsd; see XML source
Used: | never
swap (in swaption) |
Type: | Swap
Content: | complex, 1 attribute, 9 elements
Defined: | locally witnin Swaption complexType in fpml-ird-5-3.xsd; see XML source
swapPremium | Specifies whether or not the premium is to be paid in the style of payments under an interest rate swap contract.
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin EquityPremium complexType in fpml-eq-shared-5-3.xsd; see XML source
swapStream | The swap streams.
Type: | InterestRateStream
Content: | complex, 1 attribute, 13 elements
Defined: | locally witnin Swap complexType in fpml-ird-5-3.xsd; see XML source
swapStreamReference | Reference to the leg, where date adjustments may apply.
Type: | InterestRateStreamReference
Content: | empty, 1 attribute
Defined: | locally witnin FinalCalculationPeriodDateAdjustment complexType in fpml-ird-5-3.xsd; see XML source
swaption | A swaption product definition.
Type: | Swaption
Content: | complex, 1 attribute, 17 elements
Subst.Gr: | may substitute for element product
Defined: | globally in fpml-ird-5-3.xsd; see XML source
Used: | never
swaptionAdjustedDates | The adjusted dates associated with swaption exercise.
Type: | SwaptionAdjustedDates
Content: | complex, 1 element
Defined: | locally witnin Swaption complexType in fpml-ird-5-3.xsd; see XML source
swaptionStraddle | Whether the option is a swaption or a swaption straddle.
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin Swaption complexType in fpml-ird-5-3.xsd; see XML source
swapUnwindValue |
Type: | SwapCurveValuation
Content: | complex, 4 elements
Defined: | locally witnin ReferenceSwapCurve complexType in fpml-bond-option-5-3.xsd; see XML source
system |
Type: | CommodityDeliveryPoint
Content: | simple, 1 attribute
Defined: | locally witnin ElectricityDeliverySystemFirm complexType in fpml-com-5-3.xsd; see XML source
systemFirm | 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.
Type: | ElectricityDeliverySystemFirm
Content: | complex, 2 elements
Defined: | locally witnin ElectricityDeliveryType complexType in fpml-com-5-3.xsd; see XML source
takerPartyReference |
Type: | PartyReference
Content: | empty, 1 attribute
Defined: | locally witnin GiverTaker.model group in fpml-collateral-processes-5-3.xsd; see XML source
telephone | A telephonic contact.
Type: | TelephoneNumber
Content: | complex, 2 elements
Defined: | locally witnin ContactInformation complexType in fpml-shared-5-3.xsd; see XML source
tenderOffer | If present and true, then tender offer is applicable.
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin ExtraordinaryEvents complexType in fpml-eq-shared-5-3.xsd; see XML source
tenderOfferEvents | ISDA 2002 Equity Tender Offer Events.
Type: | EquityCorporateEvents
Content: | complex, 3 elements
Defined: | locally witnin ExtraordinaryEvents complexType in fpml-eq-shared-5-3.xsd; see XML source
tenor | The amount of time from the base date of the pricing input to the specified term point, e.g. 6M or 5Y.
Type: | Period
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin TimeDimension complexType in fpml-riskdef-5-3.xsd; see XML source
tenorPeriod | Denotes the tenor on which both currencies traded will settle.
Type: | TenorPeriod
Content: | complex, 1 attribute, 3 elements
Defined: | locally witnin FxCoreDetails.model group in fpml-fx-5-3.xsd; see XML source
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.
Type: | TimeDimension
Content: | complex, 2 elements
Defined: | locally witnin PricingStructureIndex.model group in fpml-riskdef-5-3.xsd; see XML source
term (in deposit) | Specifies the term of the deposit, e.g. 5Y.
Type: | Period
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin Deposit complexType in fpml-asset-5-3.xsd; see XML source
term (in formula in sensitivityDefinition) | A term of the formula.
Type: | FormulaTerm
Content: | complex, 2 elements
Defined: | locally witnin DerivativeFormula complexType in fpml-riskdef-5-3.xsd; see XML source
term (in point defined in TermCurve complexType) | The time dimension of the point (tenor and/or date)
Type: | TimeDimension
Content: | complex, 2 elements
Defined: | locally witnin TermPoint complexType in fpml-mktenv-5-3.xsd; see XML source
term (in rateIndex) | Specifies the term of the simple swap, e.g. 5Y.
Type: | Period
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin RateIndex complexType in fpml-asset-5-3.xsd; see XML source
term (in sensitivityDefinition) | The time dimension of the sensitivity point (tenor and/or date).
Type: | TimeDimension
Content: | complex, 2 elements
Defined: | locally witnin SensitivityDescription.model group in fpml-riskdef-5-3.xsd; see XML source
term (in simpleCreditDefaultSwap) | Specifies the term of the simple CD swap, e.g. 5Y.
Type: | Period
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin SimpleCreditDefaultSwap complexType in fpml-asset-5-3.xsd; see XML source
term (in simpleIrSwap) | Specifies the term of the simple swap, e.g. 5Y.
Type: | Period
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin SimpleIRSwap complexType in fpml-asset-5-3.xsd; see XML source
termDeposit | A term deposit product definition.
Type: | TermDeposit
Content: | complex, 1 attribute, 15 elements
Subst.Gr: | may substitute for element product
Defined: | globally in fpml-fx-5-3.xsd; see XML source
Used: | never
terminatingEvent (defined in Events.model group) |
Type: | TerminatingEvent
Content: | simple, 1 attribute
Defined: | locally witnin Events.model group in fpml-business-events-5-3.xsd; see XML source
terminatingEvent (in tradeReferenceInformation) |
Type: | TerminatingEvent
Content: | simple, 1 attribute
Defined: | locally witnin TradeReferenceInformationContents.model group in fpml-business-events-5-3.xsd; see XML source
terminatingEventsReport |
Type: | TerminatingEventsReport
Content: | complex, 3 attributes, 14 elements
Defined: | globally in fpml-reporting-5-3.xsd; see XML source
Used: | never
terminatingEventsReportAcknowledgement |
Type: | Acknowledgement
Content: | complex, 3 attributes, 9 elements
Defined: | globally in fpml-reporting-5-3.xsd; see XML source
Used: | never
terminatingEventsReportException |
Type: | Exception
Content: | complex, 3 attributes, 7 elements
Defined: | globally in fpml-reporting-5-3.xsd; see XML source
Used: | never
termination |
Type: | TradeNotionalChange
Content: | complex, 12 elements
Defined: | locally witnin Events.model group in fpml-business-events-5-3.xsd; see XML source
terminationDate (defined in DirectionalLeg complexType) | Specifies the termination date of this leg of the swap.
Type: | AdjustableOrRelativeDate
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin DirectionalLeg complexType in fpml-eq-shared-5-3.xsd; see XML source
terminationDate (defined in GenericProduct complexType) | The latest of all of the termination (accrual end) dates of the constituent or underlying streams.
Type: | AdjustableDate2
Content: | complex, 1 attribute, 4 elements
Defined: | locally witnin GenericProduct complexType in fpml-generic-5-3.xsd; see XML source
terminationDate (in calculationPeriodDates) | The last day of the term of the trade.
Type: | AdjustableDate
Content: | complex, 1 attribute, 3 elements
Defined: | locally witnin CalculationPeriodDates complexType in fpml-ird-5-3.xsd; see XML source
terminationDate (in commoditySwap) | Specifies the termination date of this leg of the swap.
Type: | AdjustableOrRelativeDate
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin CommoditySwap complexType in fpml-com-5-3.xsd; see XML source
terminationDate (in interestLegCalculationPeriodDates) | Specifies the termination date of the return swap.
Type: | AdjustableOrRelativeDate
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin InterestLegCalculationPeriodDates complexType in fpml-eq-shared-5-3.xsd; see XML source
terminationDate (in relatedParty defined in Party complexType) | The date on which the relationship ends or ended.
Type: | xsd:date
Content: | simple
Defined: | locally witnin PartyRelationship complexType in fpml-shared-5-3.xsd; see XML source
terminationDate (in tradeDetails) | The latest of all of the termination dates of the constituent streams.
Type: | AdjustableDate2
Content: | complex, 1 attribute, 4 elements
Defined: | locally witnin TradeDetails complexType in fpml-reconciliation-5-3.xsd; see XML source
threshold |
Type: | Threshold
Content: | complex, 2 elements
Defined: | locally witnin VariationMarginTerm complexType in fpml-collateral-processes-5-3.xsd; see XML source
thresholdRate | A threshold rate.
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin AutomaticExercise complexType in fpml-shared-5-3.xsd; see XML source
time (defined in OffsetPrevailingTime complexType) |
Type: | PrevailingTime
Content: | complex, 2 elements
Defined: | locally witnin OffsetPrevailingTime complexType in fpml-shared-5-3.xsd; see XML source
time (defined in QuotationCharacteristics.model group) | When the quote was observed or derived.
Type: | xsd:dateTime
Content: | simple
Defined: | locally witnin QuotationCharacteristics.model group in fpml-asset-5-3.xsd; see XML source
time (in featurePayment) | The feature payment time.
Type: | TimeTypeEnum
Content: | simple
Defined: | locally witnin FeaturePayment complexType in fpml-option-shared-5-3.xsd; see XML source
time (in optionExpiry defined in Events.model group) |
Type: | xsd:time
Content: | simple
Defined: | locally witnin OptionExpiry complexType in fpml-business-events-5-3.xsd; see XML source
time (in optionExpiry in terminatingEventsReport) |
Type: | xsd:time
Content: | simple
Defined: | locally witnin OptionExpiryBase complexType in fpml-business-events-5-3.xsd; see XML source
timestamp (in positionUpdate) | Records when the update occurred.
Type: | xsd:dateTime
Content: | simple
Defined: | locally witnin PositionUpdate complexType in fpml-reporting-5-3.xsd; see XML source
timestamp (in timestamps) | Other timestamps for this trade.
Type: | TradeTimestamp
Content: | complex, 2 elements
Defined: | locally witnin TradeProcessingTimestamps complexType in fpml-doc-5-3.xsd; see XML source
timestamps | Allows timing information about a trade to be recorded.
Type: | TradeProcessingTimestamps
Content: | complex, 16 elements
Defined: | locally witnin PartyTradeInformation complexType in fpml-doc-5-3.xsd; see XML source
timeZone | An identifier for a specific location or region which translates into a combination of rules for calculating the UTC offset.
Type: | TimeZone
Content: | simple, 1 attribute
Defined: | locally witnin CommodityBusinessCalendarTime complexType in fpml-asset-5-3.xsd; see XML source
timing | When during a day the quote is for.
Type: | QuoteTiming
Content: | simple, 1 attribute
Defined: | locally witnin QuotationCharacteristics.model group in fpml-asset-5-3.xsd; see XML source
toDateTime (in eventActivityReport) | The ending point for reporting activity in this report.
Type: | xsd:dateTime
Content: | simple
Defined: | locally witnin EventActivityReport complexType in fpml-reporting-5-3.xsd; see XML source
toDateTime (in positionActivityReport) | The ending point for reporting activity in this report.
Type: | xsd:date
Content: | simple
Defined: | locally witnin PositionActivityReport complexType in fpml-reporting-5-3.xsd; see XML source
toDateTime (in terminatingEventsReport) | The ending point for reporting expirations/maturities in this report.
Type: | xsd:date
Content: | simple
Defined: | locally witnin TerminatingEventsReport complexType in fpml-reporting-5-3.xsd; see XML source
topSize | The smallest sieve opening that will result in less than 5% of a sample of the coal product remaining.
Type: | CoalAttributeDecimal
Content: | complex, 2 elements
Defined: | locally witnin CommodityCoalProperties.model group in fpml-com-5-3.xsd; see XML source
totalNotionalQuantity | The Total Notional Quantity.
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin CommodityNotionalQuantity.model group in fpml-com-5-3.xsd; see XML source
totalPhysicalQuantity (defined in CommodityFixedPhysicalQuantity.model group) | The Total Quantity of the commodity to be delivered.
Type: | UnitQuantity
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin CommodityFixedPhysicalQuantity.model group in fpml-com-5-3.xsd; see XML source
totalPhysicalQuantity (in deliveryQuantity in electricityPhysicalLeg) | The Total Quantity of the commodity to be delivered.
Type: | UnitQuantity
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin ElectricityPhysicalQuantity complexType in fpml-com-5-3.xsd; see XML source
totalPrice (in fixedLeg in commodityForward) | The total amount of the fixed payment for all units of the underlying commodity.
Type: | NonNegativeMoney
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin NonPeriodicFixedPriceLeg complexType in fpml-com-5-3.xsd; see XML source
totalPrice (in fixedLeg in commoditySwap) | The total amount of all fixed payments due during the term of the trade.
Type: | NonNegativeMoney
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin CommodityFixedPrice.model group in fpml-com-5-3.xsd; see XML source
touch | Defines one or more conditions underwhich the option will payout if exercisable.
Type: | FxTouch
Content: | complex, 7 elements
Defined: | locally witnin FxDigitalOption complexType in fpml-fx-5-3.xsd; see XML source
touchCondition | The binary condition that applies to an American-style trigger.
Type: | TouchConditionEnum
Content: | simple
Defined: | locally witnin FxTouch complexType in fpml-fx-5-3.xsd; see XML source
trade (defined in DataDocument complexType) | The root element in an FpML trade document.
Type: | Trade
Content: | complex, 1 attribute, 12 elements
Defined: | locally witnin DataDocument complexType in fpml-doc-5-3.xsd; see XML source
trade (defined in Events.model group) |
Type: | Trade
Content: | complex, 1 attribute, 12 elements
Defined: | locally witnin Events.model group in fpml-business-events-5-3.xsd; see XML source
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.
Type: | Trade
Content: | complex, 1 attribute, 12 elements
Defined: | locally witnin PositionConstituent complexType in fpml-valuation-5-3.xsd; see XML source
trade (defined in TradeChangeContent complexType) | A full description of the amended trade.
Type: | Trade
Content: | complex, 1 attribute, 12 elements
Defined: | locally witnin TradeChangeContent complexType in fpml-business-events-5-3.xsd; see XML source
trade (defined in TradeOrInfo.model group) |
Type: | Trade
Content: | complex, 1 attribute, 12 elements
Defined: | locally witnin TradeOrInfo.model group in fpml-business-events-5-3.xsd; see XML source
trade (defined in TradeValuationItem complexType) | Fully-described trades whose values are reported.
Type: | Trade
Content: | complex, 1 attribute, 12 elements
Defined: | locally witnin TradeValuationItem complexType in fpml-valuation-reporting-5-3.xsd; see XML source
trade (in affectedTransactions) | An element that allows the full details of the trade to be used as a mechanism for identifying the trade for which the post-trade event pertains
Type: | Trade
Content: | complex, 1 attribute, 12 elements
Defined: | locally witnin TradeOrTradeReference.model group in fpml-doc-5-3.xsd; see XML source
trade (in amendment) | A fulll description of the amended trade (i.e. the trade after the amendment).
Type: | Trade
Content: | complex, 1 attribute, 12 elements
Defined: | locally witnin TradeAmendmentContent complexType in fpml-business-events-5-3.xsd; see XML source
trade (in independentAmount defined in MarginDetails.model group) | This is the total Independent Amount defined in the confirmations of individual trades.
Type: | IndependentAmountType
Content: | complex, 4 elements
Defined: | locally witnin AggregatedIndependentAmount complexType in fpml-collateral-processes-5-3.xsd; see XML source
tradeCashflowsAsserted |
Type: | TradeCashflowsAsserted
Content: | complex, 3 attributes, 15 elements
Defined: | globally in fpml-reconciliation-5-3.xsd; see XML source
Used: | never
tradeCashflowsId (defined in IdAndNettedTradeCashflows.model group) | Unique identifier assigned by either party to a set of cashflows.
Type: | TradeCashflowsId
Content: | simple, 1 attribute
Defined: | locally witnin IdAndNettedTradeCashflows.model group in fpml-reconciliation-5-3.xsd; see XML source
tradeCashflowsId (defined in IdAndTradeCashflows.model group) | Unique identifier assigned by either party to a set of cashflows.
Type: | TradeCashflowsId
Content: | simple, 1 attribute
Defined: | locally witnin IdAndTradeCashflows.model group in fpml-reconciliation-5-3.xsd; see XML source
tradeCashflowsId (defined in TradeCashflowsDefinition.model group) | Unique identifier assigned by the party asserting the set of cashflows to be reconciled.
Type: | TradeCashflowsId
Content: | simple, 1 attribute
Defined: | locally witnin TradeCashflowsDefinition.model group in fpml-reconciliation-5-3.xsd; see XML source
tradeCashflowsMatchResult |
Type: | TradeCashflowsMatchResult
Content: | complex, 3 attributes, 12 elements
Defined: | globally in fpml-reconciliation-5-3.xsd; see XML source
Used: | never
tradeDate (in tradeDetails) | The trade date.
Type: | IdentifiedDate
Content: | simple, 1 attribute
Defined: | locally witnin TradeDetails complexType in fpml-reconciliation-5-3.xsd; see XML source
tradeDate (in tradeHeader) | The trade date.
Type: | IdentifiedDate
Content: | simple, 1 attribute
Defined: | locally witnin TradeHeader complexType in fpml-doc-5-3.xsd; see XML source
tradeDetails | 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.
Type: | TradeDetails
Content: | complex, 9 elements
Defined: | locally witnin TradeIdentifyingItems complexType in fpml-reconciliation-5-3.xsd; see XML source
tradeHeader | The information on the trade which is not product specific, e.g. trade date.
Type: | TradeHeader
Content: | complex, 4 elements
Defined: | locally witnin Trade complexType in fpml-doc-5-3.xsd; see XML source
tradeId (defined in Portfolio complexType) |
Type: | TradeId
Content: | simple, 2 attributes
Defined: | locally witnin Portfolio complexType in fpml-doc-5-3.xsd; see XML source
tradeId (defined in TradeIdentifier complexType) |
Type: | TradeId
Content: | simple, 2 attributes
Defined: | locally witnin TradeIdentifier complexType in fpml-doc-5-3.xsd; see XML source
tradeId (defined in VersionedTradeId complexType) |
Type: | TradeId
Content: | simple, 2 attributes
Defined: | locally witnin VersionedTradeId complexType in fpml-doc-5-3.xsd; see XML source
tradeIdentifier (defined in BestFitTrade complexType) | The identifier for the trade compared against.
Type: | TradeIdentifier
Content: | complex, 1 attribute, 4 elements
Defined: | locally witnin BestFitTrade complexType in fpml-doc-5-3.xsd; see XML source
tradeIdentifier (defined in EventIdentifier complexType) |
Type: | TradeIdentifier
Content: | complex, 1 attribute, 4 elements
Defined: | locally witnin EventIdentifier complexType in fpml-msg-5-3.xsd; see XML source
tradeIdentifier (defined in TradeChangeBase complexType) |
Type: | PartyTradeIdentifier
Content: | complex, 1 attribute, 7 elements
Defined: | locally witnin TradeChangeBase complexType in fpml-business-events-5-3.xsd; see XML source
tradeIdentifier (in deClear) |
Type: | PartyTradeIdentifier
Content: | complex, 1 attribute, 7 elements
Defined: | locally witnin DeClear complexType in fpml-business-events-5-3.xsd; see XML source
tradeIdentifier (in optionExercise) |
Type: | PartyTradeIdentifier
Content: | complex, 1 attribute, 7 elements
Defined: | locally witnin OptionExercise complexType in fpml-business-events-5-3.xsd; see XML source
tradeIdentifier (in optionExpiry defined in Events.model group) |
Type: | PartyTradeIdentifier
Content: | complex, 1 attribute, 7 elements
Defined: | locally witnin OptionExpiry complexType in fpml-business-events-5-3.xsd; see XML source
tradeIdentifier (in optionExpiry in terminatingEventsReport) |
Type: | PartyTradeIdentifier
Content: | complex, 1 attribute, 7 elements
Defined: | locally witnin OptionExpiryBase complexType in fpml-business-events-5-3.xsd; see XML source
tradeIdentifier (in tradeMaturity) |
Type: | PartyTradeIdentifier
Content: | complex, 1 attribute, 7 elements
Defined: | locally witnin TradeMaturity complexType in fpml-business-events-5-3.xsd; see XML source
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.
Type: | TradeIdentifyingItems
Content: | complex, 2 elements
Defined: | locally witnin NettedTradeCashflows.model group in fpml-reconciliation-5-3.xsd; see XML source
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.
Type: | TradeIdentifyingItems
Content: | complex, 2 elements
Defined: | locally witnin TradeCashflows.model group in fpml-reconciliation-5-3.xsd; see XML source
tradeMaturity |
Type: | TradeMaturity
Content: | complex, 2 elements
Defined: | locally witnin MaturityAndExpiryEvents.model group in fpml-business-events-5-3.xsd; see XML source
trader | Identifies the person or persons who assumed the role of trader for this trade.
Type: | Trader
Content: | simple, 1 attribute
Defined: | locally witnin PartyTradeInformation complexType in fpml-doc-5-3.xsd; see XML source
tradeReference (defined in PositionConstituent complexType) | The trade reference identifier(s) allocated to the trade by the parties involved.
Type: | PartyTradeIdentifiers
Content: | complex, 1 element
Defined: | locally witnin PositionConstituent complexType in fpml-valuation-5-3.xsd; see XML source
tradeReference (in affectedTransactions) | A container since an individual trade can be referenced by two or more different partyTradeIdentifier elements - each allocated by a different party.
Type: | PartyTradeIdentifiers
Content: | complex, 1 element
Defined: | locally witnin TradeOrTradeReference.model group in fpml-doc-5-3.xsd; see XML source
tradeReferenceInformation | Information about a trade.
Type: | TradeReferenceInformation
Content: | complex, 6 elements
Defined: | locally witnin TradeReferenceInformation.model group in fpml-business-events-5-3.xsd; see XML source
tradeValuationItem (defined in PortfolioValuationItem complexType) | Zero or more trade valuation items.
Type: | TradeValuationItem
Content: | complex, 3 elements
Defined: | locally witnin PortfolioValuationItem complexType in fpml-valuation-reporting-5-3.xsd; see XML source
tradeValuationItem (in requestValuationReport) | An instance of a unique trade valuation.
Type: | TradeValuationItem
Content: | complex, 3 elements
Defined: | locally witnin RequestValuationReport complexType in fpml-valuation-reporting-5-3.xsd; see XML source
tradeValuationItem (in valuationReport) | A collection of data values describing the state of the given trade.
Type: | TradeValuationItem
Content: | complex, 3 elements
Defined: | locally witnin ValuationReport complexType in fpml-valuation-reporting-5-3.xsd; see XML source
tranche (in basketReferenceInformation) | This element contains CDS tranche terms.
Type: | Tranche
Content: | complex, 3 elements
Defined: | locally witnin BasketReferenceInformation complexType in fpml-cd-5-3.xsd; see XML source
tranche (in indexReferenceInformation) | This element contains CDS tranche terms.
Type: | Tranche
Content: | complex, 3 elements
Defined: | locally witnin IndexReferenceInformation complexType in fpml-cd-5-3.xsd; see XML source
tranche (in loan) | The loan tranche that is subject to the derivative transaction.
Type: | UnderlyingAssetTranche
Content: | simple, 1 attribute
Defined: | locally witnin Loan complexType in fpml-asset-5-3.xsd; see XML source
tranche (in mortgage) | The mortgage obligation tranche that is subject to the derivative transaction.
Type: | xsd:token
Content: | simple
Defined: | locally witnin Mortgage complexType in fpml-asset-5-3.xsd; see XML source
transfer | Specified the delivery conditions where the oil product is to be delivered by title transfer.
Type: | OilTransferDelivery
Content: | complex, 2 elements
Defined: | locally witnin OilDelivery complexType in fpml-com-5-3.xsd; see XML source
transferable | A deliverable obligation characteristic.
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin DeliverableObligations complexType in fpml-cd-5-3.xsd; see XML source
transferee | A pointer style reference to a party identifier defined elsewhere in the document.
Type: | PartyReference
Content: | empty, 1 attribute
Defined: | locally witnin TradeNovationContent complexType in fpml-business-events-5-3.xsd; see XML source
transfereeAccount |
Type: | AccountReference
Content: | empty, 1 attribute
Defined: | locally witnin TradeNovationContent complexType in fpml-business-events-5-3.xsd; see XML source
transferor | A pointer style reference to a party identifier defined elsewhere in the document.
Type: | PartyReference
Content: | empty, 1 attribute
Defined: | locally witnin TradeNovationContent complexType in fpml-business-events-5-3.xsd; see XML source
transferorAccount |
Type: | AccountReference
Content: | empty, 1 attribute
Defined: | locally witnin TradeNovationContent complexType in fpml-business-events-5-3.xsd; see XML source
transferRounding |
Type: | TransferRounding
Content: | complex, 2 elements
Defined: | locally witnin TransferDetails.model group in fpml-collateral-processes-5-3.xsd; see XML source
transmissionContingency | 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.
Type: | ElectricityTransmissionContingency
Content: | complex, 2 elements
Defined: | locally witnin ElectricityDelivery complexType in fpml-com-5-3.xsd; see XML source
transportationEquipment | The transportation equipment with which the Coal Product will be delivered and received.
Type: | CoalTransportationEquipment
Content: | simple, 1 attribute
Defined: | locally witnin CommodityUSCoalDelivery.model group in fpml-com-5-3.xsd; see XML source
treatedForecastRate | The value representing the forecast rate after applying rate treatment rules.
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin RateObservation complexType in fpml-shared-5-3.xsd; see XML source
treatedRate | The observed rate after any required rate treatment is applied.
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin RateObservation complexType in fpml-shared-5-3.xsd; see XML source
trigger (defined in TriggerEvent complexType) | The trigger level.
Type: | Trigger
Content: | complex, 6 elements
Defined: | locally witnin TriggerEvent complexType in fpml-option-shared-5-3.xsd; see XML source
trigger (in fxDigitalOption) | Defines one or more conditions underwhich the option will payout if exercisable.
Type: | FxTrigger
Content: | complex, 5 elements
Defined: | locally witnin FxDigitalOption complexType in fpml-fx-5-3.xsd; see XML source
triggerCondition | The condition that applies to a European-style trigger.
Type: | TriggerConditionEnum
Content: | simple
Defined: | locally witnin FxTrigger complexType in fpml-fx-5-3.xsd; see XML source
triggerDates | The trigger Dates.
Type: | DateList
Content: | complex, 1 element
Defined: | locally witnin TriggerEvent complexType in fpml-option-shared-5-3.xsd; see XML source
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.
Type: | PositiveDecimal
Content: | simple
Defined: | locally witnin FxBarrierFeature complexType in fpml-fx-5-3.xsd; see XML source
triggerRate (in touch) | 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.
Type: | PositiveDecimal
Content: | simple
Defined: | locally witnin FxTouch complexType in fpml-fx-5-3.xsd; see XML source
triggerRate (in trigger 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 trigger event is deemed to have occurred.
Type: | PositiveDecimal
Content: | simple
Defined: | locally witnin FxTrigger complexType in fpml-fx-5-3.xsd; see XML source
triggerTimeType | The valuation time type of knock condition.
Type: | TriggerTimeTypeEnum
Content: | simple
Defined: | locally witnin Trigger complexType in fpml-option-shared-5-3.xsd; see XML source
triggerType | The Triggering condition.
Type: | TriggerTypeEnum
Content: | simple
Defined: | locally witnin Trigger complexType in fpml-option-shared-5-3.xsd; see XML source
type (defined in ContractualTermsSupplement complexType) | Identifies the form of applicable contractual supplement.
Type: | ContractualSupplement
Content: | simple, 1 attribute
Defined: | locally witnin ContractualTermsSupplement complexType in fpml-shared-5-3.xsd; see XML source
type (defined in CreditSupportAgreement complexType) | The type of ISDA Credit Support Agreement
Type: | CreditSupportAgreementType
Content: | simple, 1 attribute
Defined: | locally witnin CreditSupportAgreement complexType in fpml-shared-5-3.xsd; see XML source
type (defined in RelatedParty complexType) | Additional definition refining the type of relationship.
Type: | PartyRoleType
Content: | simple, 1 attribute
Defined: | locally witnin RelatedParty complexType in fpml-shared-5-3.xsd; see XML source
type (defined in ScheduledDate complexType) | The type of the date, e.g. next or previous payment.
Type: | ScheduledDateType
Content: | simple, 1 attribute
Defined: | locally witnin ScheduledDate complexType in fpml-valuation-5-3.xsd; see XML source
type (in agreement) | The type of agreement executed between the parties.
Type: | AgreementType
Content: | simple, 1 attribute
Defined: | locally witnin GenericAgreement complexType in fpml-shared-5-3.xsd; see XML source
type (in approval) | The type of approval (e.g.
Type: | xsd:normalizedString
Content: | simple
Defined: | locally witnin Approval complexType in fpml-doc-5-3.xsd; see XML source
type (in coal) | The type of coal product to be delivered by reference to a pre-defined specification.
Type: | CoalProductType
Content: | simple, 1 attribute
Defined: | locally witnin CoalProduct complexType in fpml-com-5-3.xsd; see XML source
type (in electricity) | The type of electricity product to be delivered.
Type: | ElectricityProductTypeEnum
Content: | simple
Defined: | locally witnin ElectricityProduct complexType in fpml-com-5-3.xsd; see XML source
type (in gas) | The type of gas to be delivered.
Type: | GasProductTypeEnum
Content: | simple
Defined: | locally witnin GasProduct complexType in fpml-com-5-3.xsd; see XML source
type (in oil) | The type of oil product to be delivered.
Type: | OilProductType
Content: | simple, 1 attribute
Defined: | locally witnin OilProduct complexType in fpml-com-5-3.xsd; see XML source
type (in positionUpdate) | Records the type of update that occurred (created, modified, deleted).
Type: | UpdateTypeEnum
Content: | simple
Defined: | locally witnin PositionUpdate complexType in fpml-reporting-5-3.xsd; see XML source
type (in relatedParty defined in Party complexType) | Additional definition refining the type of relationship.
Type: | PartyRoleType
Content: | simple, 1 attribute
Defined: | locally witnin PartyRelationship complexType in fpml-shared-5-3.xsd; see XML source
type (in spreadSchedule defined in FloatingRate complexType) |
Type: | SpreadScheduleType
Content: | simple, 1 attribute
Defined: | locally witnin SpreadSchedule complexType in fpml-shared-5-3.xsd; see XML source
type (in telephone) | The type of telephone number (work, personal, mobile).
Type: | TelephoneTypeEnum
Content: | simple
Defined: | locally witnin TelephoneNumber complexType in fpml-shared-5-3.xsd; see XML source
type (in threshold) |
Type: | ThresholdTypeEnum
Content: | simple
Defined: | locally witnin Threshold complexType in fpml-collateral-processes-5-3.xsd; see XML source
type (in timestamp in timestamps) |
Type: | TimestampTypeScheme
Content: | simple, 1 attribute
Defined: | locally witnin TradeTimestamp complexType in fpml-doc-5-3.xsd; see XML source
unadjustedDate (defined in AdjustableDate.model group) | A date subject to adjustment.
Type: | IdentifiedDate
Content: | simple, 1 attribute
Defined: | locally witnin AdjustableDate.model group in fpml-shared-5-3.xsd; see XML source
unadjustedDate (defined in AdjustableDate2 complexType) | A date subject to adjustment.
Type: | IdentifiedDate
Content: | simple, 1 attribute
Defined: | locally witnin AdjustableDate2 complexType in fpml-shared-5-3.xsd; see XML source
unadjustedDate (defined in AdjustableDates complexType) | A date subject to adjustment.
Type: | IdentifiedDate
Content: | simple, 1 attribute
Defined: | locally witnin AdjustableDates complexType in fpml-shared-5-3.xsd; see XML source
unadjustedDate (defined in AdjustedAndOrUnadjustedDate.model group) |
Type: | xsd:date
Content: | simple
Defined: | locally witnin AdjustedAndOrUnadjustedDate.model group in fpml-valuation-5-3.xsd; see XML source
unadjustedEndDate (defined in DividendPeriod complexType) | Unadjusted inclusive dividend period end date.
Type: | IdentifiedDate
Content: | simple, 1 attribute
Defined: | locally witnin DividendPeriod complexType in fpml-eq-shared-5-3.xsd; see XML source
unadjustedEndDate (in calculationPeriod in paymentCalculationPeriod) |
Type: | xsd:date
Content: | simple
Defined: | locally witnin CalculationPeriod complexType in fpml-ird-5-3.xsd; see XML source
unadjustedFirstDate | The first date of a date range.
Type: | xsd:date
Content: | simple
Defined: | locally witnin DateRange complexType in fpml-shared-5-3.xsd; see XML source
unadjustedLastDate | The last date of a date range.
Type: | xsd:date
Content: | simple
Defined: | locally witnin DateRange complexType in fpml-shared-5-3.xsd; see XML source
unadjustedPaymentDate |
Type: | xsd:date
Content: | simple
Defined: | locally witnin PaymentCalculationPeriod complexType in fpml-ird-5-3.xsd; see XML source
unadjustedPrincipalExchangeDate |
Type: | xsd:date
Content: | simple
Defined: | locally witnin PrincipalExchange complexType in fpml-ird-5-3.xsd; see XML source
unadjustedStartDate (defined in DividendPeriod complexType) | Unadjusted inclusive dividend period start date.
Type: | IdentifiedDate
Content: | simple, 1 attribute
Defined: | locally witnin DividendPeriod complexType in fpml-eq-shared-5-3.xsd; see XML source
unadjustedStartDate (in calculationPeriod in paymentCalculationPeriod) |
Type: | xsd:date
Content: | simple
Defined: | locally witnin CalculationPeriod complexType in fpml-ird-5-3.xsd; see XML source
unadjustedVarianceCap | For use when varianceCap is applicable.
Type: | PositiveDecimal
Content: | simple
Defined: | locally witnin Variance complexType in fpml-eq-shared-5-3.xsd; see XML source
underlyer (defined in DirectionalLegUnderlyer complexType) | Specifies the underlyer of the leg.
Type: | Underlyer
Content: | complex, 2 elements
Defined: | locally witnin DirectionalLegUnderlyer complexType in fpml-eq-shared-5-3.xsd; see XML source
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.
Type: | Underlyer
Content: | complex, 2 elements
Defined: | locally witnin EquityDerivativeBase complexType in fpml-eqd-5-3.xsd; see XML source
underlyer (defined in GenericProduct complexType) | The set of underlyers to the trade that can be used in computing the trade's cashflows.
Type: | TradeUnderlyer2
Content: | complex, 1 attribute, 9 elements
Defined: | locally witnin GenericProduct complexType in fpml-generic-5-3.xsd; see XML source
underlyer (in calculationElements) | The underlyer(s) used to calculate the amount of this cashflow component.
Type: | TradeUnderlyer
Content: | complex, 1 attribute, 4 elements
Defined: | locally witnin CashflowCalculationElements complexType in fpml-reconciliation-5-3.xsd; see XML source
underlyer (in returnLeg) | 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.
Type: | Underlyer
Content: | complex, 2 elements
Defined: | locally witnin ReturnSwapLegUnderlyer complexType in fpml-eq-shared-5-3.xsd; see XML source
underlyer (in tradeDetails) | The set of underlyers to the trade that can be used in computing the trade's cashflows.
Type: | TradeUnderlyer
Content: | complex, 1 attribute, 4 elements
Defined: | locally witnin TradeDetails complexType in fpml-reconciliation-5-3.xsd; see XML source
underlyerNotional | Specifies the notional (i.e. price * quantity) that is associated with each of the basket constituents.
Type: | Money
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin BasketConstituent complexType in fpml-asset-5-3.xsd; see XML source
underlyerPrice | Specifies the price that is associated with each of the basket constituents.
Type: | Price
Content: | complex, 9 elements
Defined: | locally witnin BasketConstituent complexType in fpml-asset-5-3.xsd; see XML source
underlyerReference (defined in DividendPeriod complexType) | Reference to the underlyer which is paying dividends.
Type: | AssetReference
Content: | empty, 1 attribute
Defined: | locally witnin DividendPeriod complexType in fpml-eq-shared-5-3.xsd; see XML source
underlyerReference (in numberOfUnits in calculationElements) | Reference to the underlyer defined within the calculationElements structure.
Type: | TradeUnderlyerReference
Content: | empty, 1 attribute
Defined: | locally witnin UnderlyerReferenceUnits complexType in fpml-reconciliation-5-3.xsd; see XML source
underlyerReference (in observationElements) | The underlyer whose rate or price is observed.
Type: | TradeUnderlyerReference
Content: | empty, 1 attribute
Defined: | locally witnin CashflowObservation complexType in fpml-reconciliation-5-3.xsd; see XML source
underlyerReference (in passThroughItem) | Reference to the underlyer whose payments are being passed through.
Type: | AssetReference
Content: | empty, 1 attribute
Defined: | locally witnin PassThroughItem complexType in fpml-option-shared-5-3.xsd; see XML source
underlyerSpread | Provides a link to the spread schedule used for this underlyer.
Type: | SpreadScheduleReference
Content: | empty, 1 attribute
Defined: | locally witnin BasketConstituent complexType in fpml-asset-5-3.xsd; see XML source
underlyingAsset | Define the underlying asset, either a listed security or other instrument.
Type: | Asset
Content: | empty, 1 attribute
Abstract: | (may not be used directly in instance XML documents)
Subst.Gr: | may be substituted with 12 elements
Defined: | globally in fpml-asset-5-3.xsd; see XML source
Used: | at 22 locations
underlyingAsset (defined in ProductExposureCategory.model group) |
Type: | ExposureUnderlyingAsset
Content: | complex, 3 elements
Defined: | locally witnin ProductExposureCategory.model group in fpml-reporting-5-3.xsd; see XML source
underlyingAssetReference | A reference to an underlying asset that defines the meaning of the value, i.e. the product that the value corresponds to.
Type: | AssetReference
Content: | empty, 1 attribute
Defined: | locally witnin UnderlyingAssetOrReference.model group in fpml-mktenv-5-3.xsd; see XML source
underlyingEquity | Specifies the equity in which the convertible bond can be converted.
Type: | EquityAsset
Content: | complex, 1 attribute, 9 elements
Defined: | locally witnin ConvertibleBond complexType in fpml-asset-5-3.xsd; see XML source
unit (defined in CommodityReferencePriceFramework.model group) | A coding scheme value to identify the unit in which the undelryer is denominated.
Type: | QuantityUnit
Content: | simple, 1 attribute
Defined: | locally witnin CommodityReferencePriceFramework.model group in fpml-asset-5-3.xsd; see XML source
unit (defined in PartyTradeInformation complexType) | Identifies the unit/division/desk etc. that executed or supports this trade
Type: | Unit
Content: | simple, 1 attribute
Defined: | locally witnin PartyTradeInformation complexType in fpml-doc-5-3.xsd; see XML source
unit (in absoluteTolerance) | The unit in which the tolerance is specified.
Type: | QuantityUnit
Content: | simple, 1 attribute
Defined: | locally witnin AbsoluteTolerance complexType in fpml-com-5-3.xsd; see XML source
unitFirm | Indicates that the electricity is intended to be supplied from a generation asset which can optionally be specified.
Type: | ElectricityDeliveryUnitFirm
Content: | complex, 2 elements
Defined: | locally witnin ElectricityDeliveryType complexType in fpml-com-5-3.xsd; see XML source
unitPrice | The price of each unit.
Type: | NonNegativeDecimal
Content: | simple
Defined: | locally witnin UnitContract.model group in fpml-collateral-processes-5-3.xsd; see XML source
units | The units in which an amount (not monetary) is denominated.
Type: | xsd:normalizedString
Content: | simple
Defined: | locally witnin CashflowNotional complexType in fpml-shared-5-3.xsd; see XML source
unknownReferenceObligation | Used to indicate that the Reference obligation associated with the Credit Default Swap is currently not known.
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin ReferenceInformation complexType in fpml-cd-5-3.xsd; see XML source
unprocessedPosition |
Type: | UnprocessedPosition
Content: | complex, 3 elements
Defined: | locally witnin PositionsAcknowledged complexType in fpml-reconciliation-5-3.xsd; see XML source
updatedForClearing | When the most recent correction to this trade was supplied to a clearing service for clearing.
Type: | xsd:dateTime
Content: | simple
Defined: | locally witnin TradeProcessingTimestamps complexType in fpml-doc-5-3.xsd; see XML source
updatedForConfirmation | When the most recent correction to this trade was supplied to a confirmation service or counterparty for confirmation.
Type: | xsd:dateTime
Content: | simple
Defined: | locally witnin TradeProcessingTimestamps complexType in fpml-doc-5-3.xsd; see XML source
upperBarrier | All observations above this price level will be excluded from the variance calculation.
Type: | NonNegativeDecimal
Content: | simple
Defined: | locally witnin BoundedVariance complexType in fpml-eq-shared-5-3.xsd; see XML source
upperStrike | Upper strike in a strike spread.
Type: | OptionStrike
Content: | complex, 3 elements
Defined: | locally witnin StrikeSpread complexType in fpml-option-shared-5-3.xsd; see XML source
upperStrikeNumberOfOptions | Number of options at the upper strike price in a strike spread.
Type: | PositiveDecimal
Content: | simple
Defined: | locally witnin StrikeSpread complexType in fpml-option-shared-5-3.xsd; see XML source
url (defined in ExternalDocument complexType) | Provides extra information as URL that references the information on a web server accessible to the message recipient.
Type: | xsd:anyURI
Content: | simple
Defined: | locally witnin ExternalDocument complexType in fpml-shared-5-3.xsd; see XML source
url (defined in Resource complexType) | Indicates where the resource can be found, as a URL that references the information on a web server accessible to the message recipient.
Type: | xsd:anyURI
Content: | simple
Defined: | locally witnin Resource complexType in fpml-shared-5-3.xsd; see XML source
validation |
Type: | Validation
Content: | simple, 1 attribute
Defined: | locally witnin Validation.model group in fpml-doc-5-3.xsd; see XML source
validationRuleId | A reference identifying a rule within a validation scheme
Type: | Validation
Content: | simple, 1 attribute
Defined: | locally witnin Reason complexType in fpml-msg-5-3.xsd; see XML source
valuation (defined in AssetValuationOrReference.model group) |
Type: | AssetValuation
Content: | complex, 2 attributes, 4 elements
Defined: | locally witnin AssetValuationOrReference.model group in fpml-valuation-5-3.xsd; see XML source
valuation (defined in DirectionalLegUnderlyerValuation complexType) | Valuation of the underlyer.
Type: | EquityValuation
Content: | complex, 1 attribute, 9 elements
Defined: | locally witnin DirectionalLegUnderlyerValuation complexType in fpml-eq-shared-5-3.xsd; see XML source
valuation (defined in Position complexType) | Valuation reported for the position, such as NPV or accrued interest.
Type: | AssetValuation
Content: | complex, 2 attributes, 4 elements
Defined: | locally witnin Position complexType in fpml-valuation-5-3.xsd; see XML source
valuation (defined in PositionWithoutId.model group) | Valuation reported for the position, such as NPV or accrued interest.
Type: | AssetValuation
Content: | complex, 2 attributes, 4 elements
Defined: | locally witnin PositionWithoutId.model group in fpml-reconciliation-5-3.xsd; see XML source
valuationDate (defined in DerivedValuationScenario complexType) | The (optional) date for which the assets are valued.
Type: | IdentifiedDate
Content: | simple, 1 attribute
Defined: | locally witnin DerivedValuationScenario complexType in fpml-valuation-5-3.xsd; see XML source
valuationDate (defined in EquityValuation complexType) | The term "Valuation Date" is assumed to have the meaning as defined in the ISDA 2002 Equity Derivatives Definitions.
Type: | AdjustableDateOrRelativeDateSequence
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin EquityValuation complexType in fpml-eq-shared-5-3.xsd; see XML source
valuationDate (defined in QuotationCharacteristics.model group) | When the quote was computed.
Type: | xsd:date
Content: | simple
Defined: | locally witnin QuotationCharacteristics.model group in fpml-asset-5-3.xsd; see XML source
valuationDate (in cashSettlementTerms) | The number of business days after conditions to settlement have been satisfied when the calculation agent obtains a price quotation on the Reference Obligation for purposes of cash settlement.
Type: | ValuationDate
Content: | complex, 2 elements
Defined: | locally witnin CashSettlementTerms complexType in fpml-cd-5-3.xsd; see XML source
valuationDate (in disputeNotification) | Close of business date the local counterparty is valuing and issuing the margin call.
Type: | xsd:date
Content: | simple
Defined: | locally witnin DisputeNotification complexType in fpml-collateral-processes-5-3.xsd; see XML source
valuationDate (in dividendPeriod in dividendLeg) | Dividend period amount valuation date.
Type: | AdjustableOrRelativeDate
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin DividendPeriodPayment complexType in fpml-dividend-swaps-5-3.xsd; see XML source
valuationDate (in marginCallStatus) | Close of business date the local counterparty is valuing and issuing the margin call.
Type: | xsd:date
Content: | simple
Defined: | locally witnin MarginCallStatus complexType in fpml-collateral-processes-5-3.xsd; see XML source
valuationDate (in requestMargin) | Close of business date the local counterparty is valuing and issuing the margin call.
Type: | xsd:date
Content: | simple
Defined: | locally witnin RequestMargin complexType in fpml-collateral-processes-5-3.xsd; see XML source
valuationDate (in valuationScenario) | The date for which the assets are valued.
Type: | IdentifiedDate
Content: | simple, 1 attribute
Defined: | locally witnin ValuationScenario complexType in fpml-riskdef-5-3.xsd; see XML source
valuationDates | Specifies the interim equity valuation dates of a swap.
Type: | AdjustableRelativeOrPeriodicDates
Content: | complex, 1 attribute, 3 elements
Defined: | locally witnin EquityValuation complexType in fpml-eq-shared-5-3.xsd; see XML source
valuationDatesReference | A pointer style reference to the associated valuation dates component defined elsewhere in the document.
Type: | ValuationDatesReference
Content: | empty, 1 attribute
Defined: | locally witnin PaymentDates complexType in fpml-ird-5-3.xsd; see XML source
valuationDocument | A document that includes trade and/or valuation (pricing and risk) data without expressing any processing intention.
Type: | ValuationDocument
Content: | complex, 3 attributes, 12 elements
Defined: | globally in fpml-main-5-3.xsd; see XML source
Used: | never
valuationMethod | The ISDA defined methodology for determining the final price of the reference obligation for purposes of cash settlement.
Type: | ValuationMethodEnum
Content: | simple
Defined: | locally witnin CashSettlementTerms complexType in fpml-cd-5-3.xsd; see XML source
valuationPostponement | Specifies how long to wait to get a quote from a settlement rate option upon a price source disruption
Type: | ValuationPostponement
Content: | complex, 1 element
Defined: | locally witnin FallbackReferencePrice complexType in fpml-ird-5-3.xsd; see XML source
valuationPriceFinal | Specifies the final valuation price of the underlyer.
Type: | ReturnLegValuationPrice
Content: | complex, 10 elements
Defined: | locally witnin ReturnLegValuation complexType in fpml-eq-shared-5-3.xsd; see XML source
valuationPriceInterim | Specifies the final valuation price of the underlyer.
Type: | ReturnLegValuationPrice
Content: | complex, 10 elements
Defined: | locally witnin ReturnLegValuation complexType in fpml-eq-shared-5-3.xsd; see XML source
valuationProvider | A reference to the party responsible for calculating and reporting the valuations of the positions.
Type: | PartyReference
Content: | empty, 1 attribute
Defined: | locally witnin ReportingRoles complexType in fpml-valuation-5-3.xsd; see XML source
valuationReference | A reference to a quotation
Type: | ValuationReference
Content: | empty, 1 attribute
Defined: | locally witnin AssetValuationOrReference.model group in fpml-valuation-5-3.xsd; see XML source
valuationReport |
Type: | ValuationReport
Content: | complex, 3 attributes, 14 elements
Defined: | globally in fpml-valuation-reporting-5-3.xsd; see XML source
Used: | never
valuationReportAcknowledgement |
Type: | Acknowledgement
Content: | complex, 3 attributes, 9 elements
Defined: | globally in fpml-valuation-reporting-5-3.xsd; see XML source
Used: | never
valuationReportException |
Type: | Exception
Content: | complex, 3 attributes, 7 elements
Defined: | globally in fpml-valuation-reporting-5-3.xsd; see XML source
Used: | never
valuationRules | Specifies valuation.
Type: | EquityValuation
Content: | complex, 1 attribute, 9 elements
Defined: | locally witnin ReturnLegValuationPrice complexType in fpml-eq-shared-5-3.xsd; see XML source
valuationScenario | Valuation scenerios used (requested/reported) in this valuation set.
Type: | ValuationScenario
Content: | complex, 1 attribute, 5 elements
Defined: | locally witnin ValuationSet complexType in fpml-valuation-5-3.xsd; see XML source
valuationScenarioReference (defined in Valuation complexType) | A reference to the valuation scenario used to calculate this valuation.
Type: | ValuationScenarioReference
Content: | empty, 1 attribute
Defined: | locally witnin Valuation complexType in fpml-riskdef-5-3.xsd; see XML source
valuationScenarioReference (in sensitivityDefinition) | Reference to the valuation scenario to which this sensitivity definition applies.
Type: | ValuationScenarioReference
Content: | empty, 1 attribute
Defined: | locally witnin SensitivityDefinition complexType in fpml-riskdef-5-3.xsd; see XML source
valuationScenarioReference (in sensitivitySetDefinition) | Reference to the valuation scenario to which this sensitivity definition applies, e.g. a reference to the EOD valuation scenario.
Type: | ValuationScenarioReference
Content: | empty, 1 attribute
Defined: | locally witnin SensitivitySetDefinition complexType in fpml-riskdef-5-3.xsd; see XML source
valuationScenarioReference (in valuationSet) | References to valuation scenarios used (requested/reported) in this valuation set.
Type: | ValuationScenarioReference
Content: | empty, 1 attribute
Defined: | locally witnin ValuationSet complexType in fpml-valuation-5-3.xsd; see XML source
valuationSet |
Type: | ValuationSet
Content: | complex, 1 attribute, 8 elements
Defined: | globally in fpml-valuation-5-3.xsd; see XML source
Used: | at 3 locations
valuationTime (defined in EquityValuation complexType) | The specific time of day at which the calculation agent values the underlying.
Type: | BusinessCenterTime
Content: | complex, 2 elements
Defined: | locally witnin EquityValuation complexType in fpml-eq-shared-5-3.xsd; see XML source
valuationTime (in cashSettlementTerms) | The time of day in the specified business center when the calculation agent seeks quotations for an amount of the reference obligation for purposes of cash settlement.
Type: | BusinessCenterTime
Content: | complex, 2 elements
Defined: | locally witnin CashSettlementTerms complexType in fpml-cd-5-3.xsd; see XML source
valuationTimeType | The time of day at which the calculation agent values the underlying, for example the official closing time of the exchange.
Type: | TimeTypeEnum
Content: | simple
Defined: | locally witnin EquityValuation complexType in fpml-eq-shared-5-3.xsd; see XML source
value (defined in Quotation.model group) | The value of the the quotation.
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin Quotation.model group in fpml-asset-5-3.xsd; see XML source
value (in quote defined in FxOptionPremium complexType) | The value of the premium quote.
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin PremiumQuote complexType in fpml-fx-5-3.xsd; see XML source
value (in timestamp in timestamps) |
Type: | xsd:dateTime
Content: | simple
Defined: | locally witnin TradeTimestamp complexType in fpml-doc-5-3.xsd; see XML source
valueAtRisk | A portfolio level Independent Amount that reflects portfolio change over a short time period using statistical techniques such as volatility and risk factor correlations.
Type: | IndependentAmountType
Content: | complex, 4 elements
Defined: | locally witnin AggregatedIndependentAmount complexType in fpml-collateral-processes-5-3.xsd; see XML source
valueDate (defined in FxCoreDetails.model group) | The date on which both currencies traded will settle.
Type: | xsd:date
Content: | simple
Defined: | locally witnin FxCoreDetails.model group in fpml-fx-5-3.xsd; see XML source
valueDate (defined in FxEuropeanExercise complexType) | The date on which both currencies traded will settle.
Type: | xsd:date
Content: | simple
Defined: | locally witnin FxEuropeanExercise complexType in fpml-fx-5-3.xsd; see XML source
valueDate (in cash defined in ProposedCollateralDeliveryReturn complexType) | The date on which the proposed collateral will be settled .
Type: | xsd:date
Content: | simple
Defined: | locally witnin CashDeliveryReturn complexType in fpml-collateral-processes-5-3.xsd; see XML source
valueDate (in commodityForward) | Specifies the value date of the Commodity Forward Transaction.
Type: | AdjustableOrRelativeDate
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin CommodityForward complexType in fpml-com-5-3.xsd; see XML source
valueDate (in futureValueNotional) | Adjusted value date of the future value amount.
Type: | xsd:date
Content: | simple
Defined: | locally witnin FutureValueAmount complexType in fpml-shared-5-3.xsd; see XML source
valueDate (in letterOfCredit) |
Type: | xsd:date
Content: | simple
Defined: | locally witnin LetterOfCredit complexType in fpml-collateral-processes-5-3.xsd; see XML source
valueDate (in security) |
Type: | xsd:date
Content: | simple
Defined: | locally witnin SecurityDeliveryReturn complexType in fpml-collateral-processes-5-3.xsd; see XML source
variance | Specifies Variance.
Type: | Variance
Content: | complex, 12 elements
Defined: | locally witnin VarianceAmount complexType in fpml-variance-swaps-5-3.xsd; see XML source
varianceAmount | Variance amount, which is a cash multiplier.
Type: | NonNegativeMoney
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin Variance complexType in fpml-eq-shared-5-3.xsd; see XML source
varianceCap | If present and true, then variance cap is applicable.
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin Variance complexType in fpml-eq-shared-5-3.xsd; see XML source
varianceLeg (defined in VarianceSwapTransactionSupplement complexType) | Variance Leg.
Type: | VarianceLeg
Content: | complex, 1 attribute, 15 elements
Defined: | locally witnin VarianceSwapTransactionSupplement complexType in fpml-variance-swaps-5-3.xsd; see XML source
varianceLeg (in varianceSwap) | Variance Leg.
Type: | VarianceLeg
Content: | complex, 1 attribute, 15 elements
Defined: | locally witnin VarianceSwap complexType in fpml-variance-swaps-5-3.xsd; see XML source
varianceOptionTransactionSupplement | Specifies the structure of a variance option.
Type: | VarianceOptionTransactionSupplement
Content: | complex, 1 attribute, 15 elements
Subst.Gr: | may substitute for element product
Defined: | globally in fpml-variance-swaps-5-3.xsd; see XML source
Used: | never
varianceStrikePrice |
Type: | NonNegativeDecimal
Content: | simple
Defined: | locally witnin Variance complexType in fpml-eq-shared-5-3.xsd; see XML source
varianceSwap | Specifies the structure of a variance swap.
Type: | VarianceSwap
Content: | complex, 1 attribute, 6 elements
Subst.Gr: | may substitute for element product
Defined: | globally in fpml-variance-swaps-5-3.xsd; see XML source
Used: | never
varianceSwapTransactionSupplement | Specifies the structure of a variance swap transaction supplement.
Type: | VarianceSwapTransactionSupplement
Content: | complex, 1 attribute, 8 elements
Subst.Gr: | may substitute for element product
Defined: | globally in fpml-variance-swaps-5-3.xsd; see XML source
Used: | never
varianceSwapTransactionSupplement (in varianceOptionTransactionSupplement) | The variance swap details.
Type: | VarianceSwapTransactionSupplement
Content: | complex, 1 attribute, 8 elements
Defined: | locally witnin VarianceOptionTransactionSupplement complexType in fpml-variance-swaps-5-3.xsd; see XML source
variationMargin (defined in AgreedAmount complexType) | variation margin part of the agreed amount.
Type: | Money
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin AgreedAmount complexType in fpml-collateral-processes-5-3.xsd; see XML source
variationMargin (defined in SubstitutionConfirmationDetails.model group) | variation margin details for substitute collateral
Type: | SubstitutionConfirmation
Content: | complex, 2 elements
Defined: | locally witnin SubstitutionConfirmationDetails.model group in fpml-collateral-processes-5-3.xsd; see XML source
variationMargin (in collateral defined in MarginDetails.model group) | variation margin part of the collateral balance.
Type: | MarginCollateral
Content: | complex, 3 elements
Defined: | locally witnin CollateralBalance complexType in fpml-collateral-processes-5-3.xsd; see XML source
variationMargin (in collateralProposalStatus) | variation margin details for proposed collateral response
Type: | ProposedCollateralResponse
Content: | complex, 3 elements
Defined: | locally witnin ProposedCollateralResponse.model group in fpml-collateral-processes-5-3.xsd; see XML source
variationMargin (in disputeNotification) | variation margin details
Type: | DisputedCollateral
Content: | complex, 3 elements
Defined: | locally witnin DisputedDetails.model group in fpml-collateral-processes-5-3.xsd; see XML source
variationMargin (in expectedCollateral in requestMargin) | variation margin part of the expected collateral.
Type: | ExpectedCollateralDeliveryReturn
Content: | complex, 2 elements
Defined: | locally witnin ExpectedCollateral complexType in fpml-collateral-processes-5-3.xsd; see XML source
variationMargin (in interestRequirement in interestStatement) | variation margin details for the interest statement
Type: | InterestStatementDirection
Content: | complex, 2 elements
Defined: | locally witnin InterestStatementRequirement complexType in fpml-collateral-processes-5-3.xsd; see XML source
variationMargin (in interestRequirement in requestInterest) | variation margin details for the interest direction
Type: | InterestDirection
Content: | complex, 2 elements
Defined: | locally witnin InterestRequirement complexType in fpml-collateral-processes-5-3.xsd; see XML source
variationMargin (in interestStatus) | variation margin details for the interest reponse
Type: | InterestResponse
Content: | complex, 2 elements
Defined: | locally witnin InterestResponseDetails.model group in fpml-collateral-processes-5-3.xsd; see XML source
variationMargin (in marginCallResult) | summary of the variation margin.
Type: | VariationResult
Content: | complex, 3 elements
Defined: | locally witnin MarginCallResult complexType in fpml-collateral-processes-5-3.xsd; see XML source
variationMargin (in marginRequirement) | variation margin requirement
Type: | VariationRequirement
Content: | complex, 3 elements
Defined: | locally witnin MarginRequirement complexType in fpml-collateral-processes-5-3.xsd; see XML source
variationMargin (in marginTerm) | variation margin terms
Type: | VariationMarginTerm
Content: | complex, 3 elements
Defined: | locally witnin MarginTerm complexType in fpml-collateral-processes-5-3.xsd; see XML source
variationMargin (in requestCollateralAcceptance) | variation margin details for proposed collateral
Type: | ProposedCollateral
Content: | complex, 3 elements
Defined: | locally witnin ProposedCollateral.model group in fpml-collateral-processes-5-3.xsd; see XML source
variationMargin (in requestSubstitution) | variation margin details for substitute collateral
Type: | SubstituteCollateral
Content: | complex, 4 elements
Defined: | locally witnin SubstitutionDetails.model group in fpml-collateral-processes-5-3.xsd; see XML source
variationMargin (in substitutionStatus) | variation margin details for substitute collateral
Type: | SubstitutionResponse
Content: | complex, 2 elements
Defined: | locally witnin SubstitutionResponse.model group in fpml-collateral-processes-5-3.xsd; see XML source
varyingNotionalCurrency | The currency of the varying notional amount, i.e. the notional amount being determined periodically based on observation of a spot currency exchange rate.
Type: | Currency
Content: | simple, 1 attribute
Defined: | locally witnin FxLinkedNotionalSchedule complexType in fpml-ird-5-3.xsd; see XML source
varyingNotionalFixingDates | The dates on which spot currency exchange rates are observed for purposes of determining the varying notional currency amount that will apply to a calculation period.
Type: | RelativeDateOffset
Content: | complex, 1 attribute, 8 elements
Defined: | locally witnin FxLinkedNotionalSchedule complexType in fpml-ird-5-3.xsd; see XML source
varyingNotionalInterimExchangePaymentDates | The dates on which interim exchanges of notional are paid.
Type: | RelativeDateOffset
Content: | complex, 1 attribute, 8 elements
Defined: | locally witnin FxLinkedNotionalSchedule complexType in fpml-ird-5-3.xsd; see XML source
vegaNotionalAmount | Vega Notional represents the approximate gain/loss at maturity for a 1% difference between RVol (realised vol) and KVol (strike vol).
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin Variance complexType in fpml-eq-shared-5-3.xsd; see XML source
verificationMethod | Used to describe how the trade was or will be verified, e.g via a confirmation facility, via private electronic service, or via written documentation.
Type: | ConfirmationMethod
Content: | simple, 1 attribute
Defined: | locally witnin PartyTradeInformation complexType in fpml-doc-5-3.xsd; see XML source
version (defined in PositionIdAndVersion.model group) | A version identifier.
Type: | xsd:positiveInteger
Content: | simple
Defined: | locally witnin PositionIdAndVersion.model group in fpml-riskdef-5-3.xsd; see XML source
version (defined in VersionHistory.model group) | The version number
Type: | xsd:nonNegativeInteger
Content: | simple
Defined: | locally witnin VersionHistory.model group in fpml-shared-5-3.xsd; see XML source
version (in agreement) | The version of the agreement.
Type: | AgreementVersion
Content: | simple, 1 attribute
Defined: | locally witnin GenericAgreement complexType in fpml-shared-5-3.xsd; see XML source
versionedContractId | A contract id which is version aware.
Type: | VersionedContractId
Content: | complex, 3 elements
Defined: | locally witnin ContractIdentifier complexType in fpml-doc-5-3.xsd; see XML source
volatile | The volatile content of the coal product.
Type: | CoalAttributePercentage
Content: | complex, 2 elements
Defined: | locally witnin CommodityCoalComposition.model group in fpml-com-5-3.xsd; see XML source
volatilityMatrixValuation |
Type: | VolatilityMatrix
Content: | complex, 2 attributes, 9 elements
Subst.Gr: | may substitute for element pricingStructureValuation
Defined: | globally in fpml-mktenv-5-3.xsd; see XML source
Used: | never
volatilityRepresentation |
Type: | VolatilityRepresentation
Content: | complex, 1 attribute, 3 elements
Subst.Gr: | may substitute for element pricingStructure
Defined: | globally in fpml-mktenv-5-3.xsd; see XML source
Used: | never
volatilityStrikePrice |
Type: | NonNegativeDecimal
Content: | simple
Defined: | locally witnin Variance complexType in fpml-eq-shared-5-3.xsd; see XML source
voltage | The voltage, expressed as a number of volts, of the electricity to be delivered.
Type: | PositiveDecimal
Content: | simple
Defined: | locally witnin ElectricityProduct complexType in fpml-com-5-3.xsd; see XML source
WACCapInterestProvision | As specified by the ISDA Supplement for use with trades on mortgage-backed securities, "WAC Cap" means a weighted average coupon or weighted average rate cap provision (however defined in the Underlying Instruments) of the Underlying Instruments that limits, increases or decreases the interest rate or interest entitlement, as set out in the Underlying Instruments on the Effective Date without regard to any subsequent amendment The presence of the element with value set to 'true' signifies that the provision is applicable.
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin FloatingAmountProvisions complexType in fpml-cd-5-3.xsd; see XML source
weeklyRollConvention | The day of the week on which a weekly reset date occurs.
Type: | WeeklyRollConventionEnum
Content: | simple
Defined: | locally witnin ResetFrequency complexType in fpml-shared-5-3.xsd; see XML source
weight (in averagingObservation) | Observation weight, which is used as a multiplier for the observation value.
Type: | NonNegativeDecimal
Content: | simple
Defined: | locally witnin WeightedAveragingObservation complexType in fpml-option-shared-5-3.xsd; see XML source
weight (in observationElements) | The factor used to weight the observation in computing a weighted average.
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin CashflowObservation complexType in fpml-reconciliation-5-3.xsd; see XML source
weight (in weightedPartial) | The weight factor to be applied to the partial derivative, e.g. 1 or -1, or some other scaling value.
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin WeightedPartialDerivative complexType in fpml-riskdef-5-3.xsd; see XML source
weightedPartial | A partial derivative multiplied by a weighting factor.
Type: | WeightedPartialDerivative
Content: | complex, 2 elements
Defined: | locally witnin DenominatorTerm complexType in fpml-riskdef-5-3.xsd; see XML source
withdrawalPoint (in deliveryConditions in gasPhysicalLeg) | The physical or virtual point at which the commodity is withdrawn from a transportation system.
Type: | CommodityDeliveryPoint
Content: | simple, 1 attribute
Defined: | locally witnin CommodityDeliveryPoints.model group in fpml-com-5-3.xsd; see XML source
withdrawalPoint (in pipeline) | The location at which the transfer of the title to the commodity takes place.
Type: | CommodityDeliveryPoint
Content: | simple, 1 attribute
Defined: | locally witnin OilPipelineDelivery complexType in fpml-com-5-3.xsd; see XML source
withholdingTax | Specifies the amount of tax withheld.
Type: | Money
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin InterestAccrued complexType in fpml-collateral-processes-5-3.xsd; see XML source
withholdingTaxTerms | Specifies the terms of the tax withholding.
Type: | WithholdingTaxTerms
Content: | complex, 2 elements
Defined: | locally witnin InterestAccrued complexType in fpml-collateral-processes-5-3.xsd; see XML source
worldscaleRate | For a WET Voyager Charter Commodity Swap, the number of Worldscale Points for purposes of the calculation of a Fixed Amount.
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin CommodityFixedPrice.model group in fpml-com-5-3.xsd; see XML source
worldscaleRateStep | 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.
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin CommodityFixedPriceSchedule complexType in fpml-com-5-3.xsd; see XML source
writedown (defined in CreditEvents complexType) | A credit event.
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin CreditEvents complexType in fpml-option-shared-5-3.xsd; see XML source
writedown (in floatingAmountEvents) | A floating rate payment event.
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin FloatingAmountEvents complexType in fpml-cd-5-3.xsd; see XML source
writedownReimbursement | An Additional Fixed Payment.
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin AdditionalFixedPayments complexType in fpml-cd-5-3.xsd; see XML source
writtenConfirmation (in exercise in commodityOption) | Specifies whether or not Written Confirmation applies to a Commodity Option Transaction.
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin CommodityExercise complexType in fpml-com-5-3.xsd; see XML source
writtenConfirmation (in physicalExercise) | Specifies whether or not Written Confirmation applies to a Commodity Option Transaction.
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin CommodityPhysicalExercise complexType in fpml-com-5-3.xsd; see XML source
yieldCurve |
Type: | YieldCurve
Content: | complex, 1 attribute, 4 elements
Subst.Gr: | may substitute for element pricingStructure
Defined: | globally in fpml-mktenv-5-3.xsd; see XML source
Used: | never
yieldCurveValuation |
Type: | YieldCurveValuation
Content: | complex, 2 attributes, 11 elements
Subst.Gr: | may substitute for element pricingStructureValuation
Defined: | globally in fpml-mktenv-5-3.xsd; see XML source
Used: | never
zeroCouponYieldAdjustedMethod | An ISDA defined cash settlement method used for the determination of the applicable cash settlement amount.
Type: | YieldCurveMethod
Content: | complex, 2 elements
Defined: | locally witnin CashSettlement complexType in fpml-ird-5-3.xsd; see XML source
zeroCurve | A curve of zero rates.
Type: | ZeroRateCurve
Content: | complex, 2 elements
Defined: | locally witnin YieldCurveValuation complexType in fpml-mktenv-5-3.xsd; see XML source

Complex Type Summary
AbsoluteTolerance | The acceptable tolerance in the delivered quantity of a physical commodity product in terms of a number of units of that product.
Content: | complex, 4 elements
Defined: | globally in fpml-com-5-3.xsd; see XML source
Includes: | definitions of 4 elements
Used: | at 1 location
Account | A generic account that represents any party's account at another party.
Content: | complex, 1 attribute, 4 elements
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definitions of 1 attribute, 4 elements
Used: | at 1 location
AccountId | The data type used for account identifiers.
Content: | simple, 1 attribute
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 1 location
AccountName | The data type used for the name of the account.
Content: | simple, 1 attribute
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 1 location
AccountReference | Reference to an account.
Content: | empty, 1 attribute
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 14 locations
Acknowledgement |
Content: | complex, 3 attributes, 9 elements
Defined: | globally in fpml-msg-5-3.xsd; see XML source
Includes: | definition of 1 element
Used: | at 12 locations
ActualPrice |
Content: | complex, 3 elements
Defined: | globally in fpml-asset-5-3.xsd; see XML source
Includes: | definitions of 3 elements
Used: | at 2 locations
AdditionalData | Provides extra information not represented in the model that may be useful in processing the message i.e. diagnosing the reason for failure.
Content: | complex, 5 elements
Defined: | globally in fpml-msg-5-3.xsd; see XML source
Includes: | definitions of 5 elements
Used: | at 2 locations
AdditionalDisruptionEvents | A type for defining ISDA 2002 Equity Derivative Additional Disruption Events.
Content: | complex, 11 elements
Defined: | globally in fpml-eq-shared-5-3.xsd; see XML source
Includes: | definitions of 11 elements
Used: | at 1 location
AdditionalEvent | Abstract base type for an extension/substitution point to customize FpML and add additional events.
Content: | empty
Abstract: | (cannot be assigned directly to elements used in instance XML documents)
Defined: | globally in fpml-business-events-5-3.xsd; see XML source
Used: | at 1 location
AdditionalFixedPayments |
Content: | complex, 3 elements
Defined: | globally in fpml-cd-5-3.xsd; see XML source
Includes: | definitions of 3 elements
Used: | at 1 location
AdditionalPaymentAmount | Specifies the amount of the fee along with, when applicable, the formula that supports its determination.
Content: | complex, 2 elements
Defined: | globally in fpml-eq-shared-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 1 location
AdditionalTerm |
Content: | simple, 1 attribute
Defined: | globally in fpml-cd-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 1 location
Address | A type that represents a physical postal address.
Content: | complex, 5 elements
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definitions of 5 elements
Used: | at 2 locations
AdjustableDate | A type for defining a date that shall be subject to adjustment if it would otherwise fall on a day that is not a business day in the specified business centers, together with the convention for adjusting the date.
Content: | complex, 1 attribute, 3 elements
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 13 locations
AdjustableDate2 | A type that is different from AdjustableDate in two regards.
Content: | complex, 1 attribute, 4 elements
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definitions of 1 attribute, 4 elements
Used: | at 7 locations
AdjustableDateOrRelativeDateSequence | A type describing a date defined as subject to adjustment or defined in reference to another date through one or several date offsets.
Content: | complex, 1 attribute, 2 elements
Defined: | globally in fpml-eq-shared-5-3.xsd; see XML source
Includes: | definitions of 1 attribute, 2 elements
Used: | at 1 location
AdjustableDates | A type for defining a series of dates that shall be subject to adjustment if they would otherwise fall on a day that is not a business day in the specified business centers, together with the convention for adjusting the dates.
Content: | complex, 1 attribute, 3 elements
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definitions of 1 attribute, 3 elements
Used: | at 12 locations
AdjustableDatesOrRelativeDateOffset | 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
Content: | complex, 2 elements
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 2 locations
AdjustableOrAdjustedDate | A type for defining a date that shall be subject to adjustment if it would otherwise fall on a day that is not a business day in the specified business centers, together with the convention for adjusting the date.
Content: | complex, 1 attribute, 3 elements
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 1 location
AdjustableOrRelativeDate | A type giving the choice between defining a date as an explicit date together with applicable adjustments or as relative to some other (anchor) date.
Content: | complex, 1 attribute, 2 elements
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definitions of 1 attribute, 2 elements
Used: | at 41 locations
AdjustableOrRelativeDates | A type giving the choice between defining a series of dates as an explicit list of dates together with applicable adjustments or as relative to some other series of (anchor) dates.
Content: | complex, 1 attribute, 2 elements
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definitions of 1 attribute, 2 elements
Used: | at 7 locations
AdjustableRelativeOrPeriodicDates |
Content: | complex, 1 attribute, 3 elements
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definitions of 1 attribute, 3 elements
Used: | at 4 locations
AdjustableRelativeOrPeriodicDates2 | 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.
Content: | complex, 1 attribute, 3 elements
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definitions of 1 attribute, 3 elements
Used: | at 3 locations
AdjustedPaymentDates |
Content: | complex, 2 elements
Defined: | globally in fpml-cd-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 1 location
AdjustedRelativeDateOffset | A type defining a date (referred to as the derived date) as a relative offset from another date (referred to as the anchor date) plus optional date adjustments.
Content: | complex, 1 attribute, 9 elements
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definition of 1 element
Used: | at 1 location
AffectedPositions | A type that allows a list of positions affected by some event to be represented.
Content: | complex, 1 element
Defined: | globally in fpml-reporting-5-3.xsd; see XML source
Includes: | definition of 1 element
Used: | at 1 location
AffectedTransactions |
Content: | complex, 2 elements
Defined: | globally in fpml-credit-event-notification-5-3.xsd; see XML source
Used: | at 1 location
AggregatedIndependentAmount |
Content: | complex, 3 elements
Defined: | globally in fpml-collateral-processes-5-3.xsd; see XML source
Includes: | definitions of 3 elements
Used: | at 1 location
AgreedAmount |
Content: | complex, 5 elements
Defined: | globally in fpml-collateral-processes-5-3.xsd; see XML source
Includes: | definitions of 3 elements
Used: | at 2 locations
AgreementType |
Content: | simple, 1 attribute
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 1 location
AgreementVersion |
Content: | simple, 1 attribute
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 1 location
AllegedCashflow |
Content: | complex, 6 elements
Defined: | globally in fpml-reconciliation-5-3.xsd; see XML source
Used: | at 1 location
AllegedNettedCashflow |
Content: | complex, 6 elements
Defined: | globally in fpml-reconciliation-5-3.xsd; see XML source
Used: | at 1 location
Allocation |
Content: | complex, 9 elements
Defined: | globally in fpml-doc-5-3.xsd; see XML source
Includes: | definitions of 3 elements
Used: | at 1 location
Allocations |
Content: | complex, 1 element
Defined: | globally in fpml-doc-5-3.xsd; see XML source
Includes: | definition of 1 element
Used: | at 1 location
AmericanExercise | A type defining the exercise period for an American style option together with any rules governing the notional amount of the underlying which can be exercised on any given exercise date and any associated exercise fees.
Content: | complex, 1 attribute, 8 elements
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definitions of 8 elements
Used: | at 1 location
AmountReference | Specifies a reference to a monetary amount.
Content: | empty, 1 attribute
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 3 locations
AmountSchedule | A type defining a currency amount or a currency amount schedule.
Content: | complex, 1 attribute, 3 elements
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definition of 1 element
Used: | at 2 locations
AnyAssetReference | A reference to an asset, e.g. a portfolio, trade, or reference instrument..
Content: | empty, 1 attribute
Defined: | globally in fpml-asset-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 4 locations
Approval | A specific approval state in the workflow.
Content: | complex, 3 elements
Defined: | globally in fpml-doc-5-3.xsd; see XML source
Includes: | definitions of 3 elements
Used: | at 1 location
Approvals |
Content: | complex, 1 element
Defined: | globally in fpml-doc-5-3.xsd; see XML source
Includes: | definition of 1 element
Used: | at 1 location
Asian | As per ISDA 2002 Definitions.
Content: | complex, 4 elements
Defined: | globally in fpml-option-shared-5-3.xsd; see XML source
Includes: | definitions of 4 elements
Used: | at 2 locations
AssertedCashflow | A type that defines a cashflow (or set of cashflows for cross-currency swap) asserted by one of the parties.
Content: | complex, 6 elements
Defined: | globally in fpml-reconciliation-5-3.xsd; see XML source
Used: | at 1 location
AssertedNettedCashflow | A type that defines a cashflow (or set of cashflows for cross-currency swap) asserted by one of the parties.
Content: | complex, 6 elements
Defined: | globally in fpml-reconciliation-5-3.xsd; see XML source
Used: | at 1 location
AssertedPosition | A type that defines a position asserted by one of the parties.
Content: | complex, 6 elements
Defined: | globally in fpml-reconciliation-5-3.xsd; see XML source
Used: | at 2 locations
Asset | Abstract base class for all underlying assets.
Content: | empty, 1 attribute
Abstract: | (cannot be assigned directly to elements used in instance XML documents)
Defined: | globally in fpml-asset-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 5 locations
AssetClass |
Content: | simple, 1 attribute
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 3 locations
AssetMeasureType | A scheme identifying the types of measures that can be used to describe an asset.
Content: | simple, 1 attribute
Defined: | globally in fpml-asset-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 1 location
AssetOrTermPointOrPricingStructureReference | Reference to an underlying asset, term point or pricing structure (yield curve).
Content: | empty, 1 attribute
Defined: | globally in fpml-riskdef-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 2 locations
AssetPool | Characterise the asset pool behind an asset backed bond.
Content: | complex, 4 elements
Defined: | globally in fpml-asset-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 1 location
AssetReference | Reference to an underlying asset.
Content: | empty, 1 attribute
Defined: | globally in fpml-asset-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 7 locations
Assets |
Content: | complex, 1 element
Defined: | globally in fpml-collateral-processes-5-3.xsd; see XML source
Includes: | definition of 1 element
Used: | at 6 locations
AssetValuation | A structure that holds a set of measures about an asset, including possibly their sensitivities.
Content: | complex, 2 attributes, 4 elements
Defined: | globally in fpml-valuation-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 5 locations
AutomaticExercise | A type to define automatic exercise of a swaption.
Content: | complex, 1 element
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definition of 1 element
Used: | at 1 location
AverageDailyTradingVolumeLimit | To indicate the limitation percentage and limitation period.
Content: | complex, 2 elements
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 1 location
AveragingObservationList | An un ordered list of weighted averaging observations.
Content: | complex, 1 element
Defined: | globally in fpml-option-shared-5-3.xsd; see XML source
Includes: | definition of 1 element
Used: | at 1 location
AveragingPeriod | Period over which an average value is taken.
Content: | complex, 4 elements
Defined: | globally in fpml-option-shared-5-3.xsd; see XML source
Includes: | definitions of 4 elements
Used: | at 3 locations
AveragingSchedule | Method of generating a series of dates.
Content: | complex, 3 elements
Defined: | globally in fpml-option-shared-5-3.xsd; see XML source
Includes: | definition of 1 element
Used: | at 2 locations
BankruptcyEvent |
Content: | empty
Defined: | globally in fpml-credit-event-notification-5-3.xsd; see XML source
Used: | at 1 location
Barrier | As per ISDA 2002 Definitions.
Content: | complex, 2 elements
Defined: | globally in fpml-option-shared-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 2 locations
BasicAssetValuation | A structure that holds a set of measures about an asset.
Content: | complex, 2 attributes, 3 elements
Defined: | globally in fpml-riskdef-5-3.xsd; see XML source
Includes: | definition of 1 element
Used: | at 1 location
BasicQuotation | Some kind of numerical measure about an asset, eg. its NPV, together with characteristics of that measure.
Content: | complex, 1 attribute, 14 elements
Defined: | globally in fpml-asset-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 8 locations
Basket | A type describing the underlyer features of a basket swap.
Content: | complex, 1 attribute, 6 elements
Defined: | globally in fpml-asset-5-3.xsd; see XML source
Includes: | definitions of 4 elements
Used: | at 2 locations
BasketConstituent | A type describing each of the constituents of a basket.
Content: | complex, 1 attribute, 7 elements
Defined: | globally in fpml-asset-5-3.xsd; see XML source
Includes: | definitions of 1 attribute, 7 elements
Used: | at 1 location
BasketId |
Content: | simple, 1 attribute
Defined: | globally in fpml-asset-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 1 location
BasketName |
Content: | simple, 1 attribute
Defined: | globally in fpml-asset-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 1 location
BasketReferenceInformation | CDS Basket Reference Information
Content: | complex, 6 elements
Defined: | globally in fpml-cd-5-3.xsd; see XML source
Includes: | definitions of 4 elements
Used: | at 1 location
Beneficiary | A type defining the beneficiary of the funds.
Content: | complex, 4 elements
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definition of 1 element
Used: | at 2 locations
BermudaExercise | A type defining the Bermuda option exercise dates and the expiration date together with any rules govenerning the notional amount of the underlying which can be exercised on any given exercise date and any associated exercise fee.
Content: | complex, 1 attribute, 7 elements
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definitions of 7 elements
Used: | at 1 location
BestFitTrade | A type used to record the differences between the current trade and another indicated trade.
Content: | complex, 2 elements
Defined: | globally in fpml-doc-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | never
Bond | An exchange traded bond.
Content: | complex, 1 attribute, 16 elements
Defined: | globally in fpml-asset-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 2 locations
BondOption | A Bond Option
Content: | complex, 1 attribute, 24 elements
Defined: | globally in fpml-bond-option-5-3.xsd; see XML source
Includes: | definition of 1 element
Used: | at 1 location
BondOptionStrike | A complex type to specify the strike of a bond or convertible bond option.
Content: | complex, 2 elements
Defined: | globally in fpml-bond-option-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 1 location
BondReference | A type including a reference to a bond to support the representation of an asset swap or Condition Precedent Bond.
Content: | complex, 3 elements
Defined: | globally in fpml-ird-5-3.xsd; see XML source
Includes: | definitions of 3 elements
Used: | at 1 location
BothDirectionsInterestRequirement |
Content: | complex, 3 elements
Defined: | globally in fpml-collateral-processes-5-3.xsd; see XML source
Includes: | definitions of 3 elements
Used: | at 1 location
BothDirectionsInterestStatementRequirement |
Content: | complex, 1 element
Defined: | globally in fpml-collateral-processes-5-3.xsd; see XML source
Includes: | definition of 1 element
Used: | at 1 location
BoundedCorrelation | A type describing correlation bounds, which form a cap and a floor on the realized correlation.
Content: | complex, 2 elements
Defined: | globally in fpml-eq-shared-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 1 location
BoundedVariance | 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.
Content: | complex, 4 elements
Defined: | globally in fpml-eq-shared-5-3.xsd; see XML source
Includes: | definitions of 4 elements
Used: | at 1 location
BrokerConfirmation | Identifies the market sector in which the trade has been arranged.
Content: | complex, 1 element
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definition of 1 element
Used: | at 1 location
BrokerConfirmationType | Identifies the market sector in which the trade has been arranged.
Content: | simple, 1 attribute
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 1 location
BrokerEquityOption | A type for defining the broker equity options.
Content: | complex, 1 attribute, 22 elements
Defined: | globally in fpml-eqd-5-3.xsd; see XML source
Includes: | definitions of 3 elements
Used: | at 1 location
BulletPayment | A product to represent a single cashflow.
Content: | complex, 1 attribute, 4 elements
Defined: | globally in fpml-ird-5-3.xsd; see XML source
Includes: | definition of 1 element
Used: | at 1 location
BullionDeliveryLocation | A scheme defining where bullion is to be delivered for a Bullion Transaction.
Content: | simple, 1 attribute
Defined: | globally in fpml-com-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 1 location
BullionPhysicalLeg | Physically settled leg of a physically settled Bullion Transaction.
Content: | complex, 1 attribute, 10 elements
Defined: | globally in fpml-com-5-3.xsd; see XML source
Includes: | definitions of 3 elements
Used: | at 1 location
BusinessCenter | A code identifying a business day calendar location.
Content: | simple, 2 attributes
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definitions of 2 attributes
Used: | at 6 locations
BusinessCenters | A type for defining business day calendar used in determining whether a day is a business day or not.
Content: | complex, 1 attribute, 1 element
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definitions of 1 attribute, 1 element
Used: | at 1 location
BusinessCentersReference | A pointer style reference to a set of business day calendar defined elsewhere in the document.
Content: | empty, 1 attribute
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 1 location
BusinessCenterTime | A type for defining a time with respect to a business day calendar location.
Content: | complex, 2 elements
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 21 locations
BusinessDateRange | A type defining a range of contiguous business days by defining an unadjusted first date, an unadjusted last date and a business day convention and business centers for adjusting the first and last dates if they would otherwise fall on a non business day in the specified business centers.
Content: | complex, 5 elements
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definition of 1 element
Used: | at 1 location
BusinessDayAdjustments | A type defining the business day convention and financial business centers used for adjusting any relevant date if it would otherwise fall on a day that is not a business day in the specified business centers.
Content: | complex, 1 attribute, 3 elements
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definitions of 1 attribute, 1 element
Used: | at 10 locations
BusinessDayAdjustmentsReference | Reference to a business day adjustments structure.
Content: | empty, 1 attribute
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 1 location
BusinessProcess | A type that can be used to identify the type of business process in a request.
Content: | simple, 1 attribute
Defined: | globally in fpml-msg-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 1 location
BusinessUnit | A type that represents information about a unit within an organization.
Content: | complex, 1 attribute, 4 elements
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definitions of 1 attribute, 4 elements
Used: | at 1 location
BusinessUnitReference | Reference to an organizational unit.
Content: | empty, 1 attribute
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 2 locations
BusinessUnitRole | A type describing a role played by a unit in one or more transactions.
Content: | simple, 1 attribute
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 1 location
CalculatedAmount | An abstract base class for all calculated money amounts, which are in the currency of the cash multiplier of the calculation.
Content: | complex, 5 elements
Abstract: | (cannot be assigned directly to elements used in instance XML documents)
Defined: | globally in fpml-eq-shared-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 2 locations
Calculation | A type definining the parameters used in the calculation of fixed or floating calculation period amounts.
Content: | complex, 8 elements
Defined: | globally in fpml-ird-5-3.xsd; see XML source
Includes: | definitions of 8 elements
Used: | at 1 location
CalculationAgent | A type defining the ISDA calculation agent responsible for performing duties as defined in the applicable product definitions.
Content: | complex, 2 elements
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 5 locations
CalculationAmount |
Content: | complex, 1 attribute, 3 elements
Defined: | globally in fpml-cd-5-3.xsd; see XML source
Includes: | definition of 1 element
Used: | at 1 location
CalculationDetails | A cashflow component with optional calculation details that explain how the cashflow amount was computed.
Content: | complex, 3 elements
Defined: | globally in fpml-reconciliation-5-3.xsd; see XML source
Includes: | definitions of 3 elements
Used: | at 2 locations
CalculationFromObservation | Abstract base class for all calculation from observed values.
Content: | complex, 4 elements
Abstract: | (cannot be assigned directly to elements used in instance XML documents)
Defined: | globally in fpml-eq-shared-5-3.xsd; see XML source
Includes: | definitions of 4 elements
Used: | at 2 locations
CalculationPeriod | A type defining the parameters used in the calculation of a fixed or floating rate calculation period amount.
Content: | complex, 1 attribute, 12 elements
Defined: | globally in fpml-ird-5-3.xsd; see XML source
Includes: | definitions of 1 attribute, 12 elements
Used: | at 1 location
CalculationPeriodAmount | A type defining the parameters used in the calculation of fixed or floating rate calculation period amounts or for specifying a known calculation period amount or known amount schedule.
Content: | complex, 2 elements
Defined: | globally in fpml-ird-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 1 location
CalculationPeriodDates | A type defining the parameters used to generate the calculation period dates schedule, including the specification of any initial or final stub calculation periods.
Content: | complex, 1 attribute, 11 elements
Defined: | globally in fpml-ird-5-3.xsd; see XML source
Includes: | definitions of 1 attribute, 11 elements
Used: | at 1 location
CalculationPeriodDatesReference | Reference to a calculation period dates component.
Content: | empty, 1 attribute
Defined: | globally in fpml-ird-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 5 locations
CalculationPeriodFrequency | A type defining the frequency at which calculation period end dates occur within the regular part of the calculation period schedule and thier roll date convention.
Content: | complex, 1 attribute, 3 elements
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definition of 1 element
Used: | at 4 locations
CalculationPeriodsDatesReference | 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.
Content: | empty, 1 attribute
Defined: | globally in fpml-com-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 1 location
CalculationPeriodsReference | 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.
Content: | empty, 1 attribute
Defined: | globally in fpml-com-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 2 locations
CalculationPeriodsScheduleReference | A pointer style reference to a calculation periods schedule defined elsewhere - note that this schedule consists of a parameterised schedule in a calculationPeriodsSchedule container.
Content: | empty, 1 attribute
Defined: | globally in fpml-com-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 2 locations
CalendarSpread | A type for defining a calendar spread feature.
Content: | complex, 1 element
Defined: | globally in fpml-option-shared-5-3.xsd; see XML source
Includes: | definition of 1 element
Used: | at 1 location
CancelableProvision | A type defining the right of a party to cancel a swap transaction on the specified exercise dates.
Content: | complex, 10 elements
Defined: | globally in fpml-ird-5-3.xsd; see XML source
Includes: | definitions of 6 elements
Used: | at 1 location
CancelableProvisionAdjustedDates | A type to define the adjusted dates for a cancelable provision on a swap transaction.
Content: | complex, 1 element
Defined: | globally in fpml-ird-5-3.xsd; see XML source
Includes: | definition of 1 element
Used: | at 1 location
CancellationEvent | The adjusted dates for a specific cancellation date, including the adjusted exercise date and adjusted termination date.
Content: | complex, 1 attribute, 2 elements
Defined: | globally in fpml-ird-5-3.xsd; see XML source
Includes: | definitions of 1 attribute, 2 elements
Used: | at 1 location
CancelTradeCashflows | Message for cancellation of payments to be reconciled.
Content: | complex, 3 attributes, 13 elements
Defined: | globally in fpml-reconciliation-5-3.xsd; see XML source
Includes: | definition of 1 element
Used: | at 1 location
CapFloor | A type defining an interest rate cap, floor, or cap/floor strategy (e.g. collar) product.
Content: | complex, 1 attribute, 7 elements
Defined: | globally in fpml-ird-5-3.xsd; see XML source
Includes: | definitions of 4 elements
Used: | at 1 location
Cash |
Content: | complex, 1 attribute, 3 elements
Defined: | globally in fpml-asset-5-3.xsd; see XML source
Includes: | definitions of 3 elements
Used: | at 1 location
CashDeliveryReturn |
Content: | complex, 6 elements
Defined: | globally in fpml-collateral-processes-5-3.xsd; see XML source
Includes: | definitions of 6 elements
Used: | at 1 location
CashflowCalculationElements |
Content: | complex, 5 elements
Defined: | globally in fpml-reconciliation-5-3.xsd; see XML source
Includes: | definitions of 5 elements
Used: | at 1 location
CashflowCalculationPeriod | The period calculation details for a calculation/accrual period.
Content: | complex, 9 elements
Defined: | globally in fpml-reconciliation-5-3.xsd; see XML source
Includes: | definitions of 9 elements
Used: | at 1 location
CashflowFixing | Details of the computation of a computed rate or price used to calculate the amount of a cashflow component.
Content: | complex, 1 attribute, 6 elements
Defined: | globally in fpml-reconciliation-5-3.xsd; see XML source
Includes: | definitions of 1 attribute, 6 elements
Used: | at 1 location
CashflowFixingReference | A type defining a reference to a cash flow fixing component defined somewhere in the document.
Content: | empty, 1 attribute
Defined: | globally in fpml-reconciliation-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 1 location
CashflowId | An identifier used to identify a single component cashflow.
Content: | simple, 1 attribute
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 1 location
CashflowNotional | The notional/principal value/quantity/volume used to compute the cashflow.
Content: | complex, 1 attribute, 3 elements
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definitions of 1 attribute, 3 elements
Used: | at 4 locations
CashflowObservation | An observation of a rate or a price of an underlyer used in the computation of a cash flow amount.
Content: | complex, 1 attribute, 5 elements
Defined: | globally in fpml-reconciliation-5-3.xsd; see XML source
Includes: | definitions of 1 attribute, 5 elements
Used: | at 1 location
CashflowObservationReference | Reference to a cash flow obervation component.
Content: | empty, 1 attribute
Defined: | globally in fpml-reconciliation-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 1 location
Cashflows | A type defining the cashflow representation of a swap trade.
Content: | complex, 3 elements
Defined: | globally in fpml-ird-5-3.xsd; see XML source
Includes: | definitions of 3 elements
Used: | at 1 location
CashflowType | A coding scheme used to describe the type or purpose of a cash flow or cash flow component.
Content: | simple, 1 attribute
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 2 locations
CashPriceMethod | A type defining the parameters necessary for each of the ISDA cash price methods for cash settlement.
Content: | complex, 3 elements
Defined: | globally in fpml-ird-5-3.xsd; see XML source
Includes: | definitions of 3 elements
Used: | at 2 locations
CashSettlement | A type to define the cash settlement terms for a product where cash settlement is applicable.
Content: | complex, 1 attribute, 10 elements
Defined: | globally in fpml-ird-5-3.xsd; see XML source
Includes: | definitions of 1 attribute, 10 elements
Used: | at 3 locations
CashSettlementPaymentDate | A type defining the cash settlement payment date(s) as either a set of explicit dates, together with applicable adjustments, or as a date relative to some other (anchor) date, or as any date in a range of contiguous business days.
Content: | complex, 1 attribute, 3 elements
Defined: | globally in fpml-ird-5-3.xsd; see XML source
Includes: | definitions of 1 attribute, 3 elements
Used: | at 1 location
CashSettlementReferenceBanks | A type defining the list of reference institutions polled for relevant rates or prices when determining the cash settlement amount for a product where cash settlement is applicable.
Content: | complex, 1 attribute, 1 element
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definitions of 1 attribute, 1 element
Used: | at 3 locations
CashSettlementTerms |
Content: | complex, 1 attribute, 13 elements
Defined: | globally in fpml-cd-5-3.xsd; see XML source
Includes: | definitions of 10 elements
Used: | at 1 location
CashType | Specifies cash currency as type of expected collateral.
Content: | complex, 1 element
Defined: | globally in fpml-collateral-processes-5-3.xsd; see XML source
Includes: | definition of 1 element
Used: | at 1 location
ChangeEvent | Abstract base type for non-negotiated trade change descriptions
Content: | empty
Abstract: | (cannot be assigned directly to elements used in instance XML documents)
Defined: | globally in fpml-business-events-5-3.xsd; see XML source
Used: | at 2 locations
ClassifiedPayment | A classified non negative payment.
Content: | complex, 1 attribute, 7 elements
Defined: | globally in fpml-option-shared-5-3.xsd; see XML source
Includes: | definition of 1 element
Used: | at 1 location
ClearanceSystem | Unless otherwise specified, the principal clearance system customarily used for settling trades in the relevant underlying.
Content: | simple, 1 attribute
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 2 locations
CoalAttributeDecimal | The different options for specifying the attributes of a coal quality measure as a decimal value.
Content: | complex, 2 elements
Defined: | globally in fpml-com-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 9 locations
CoalAttributePercentage | The different options for specifying the attributes of a coal quality measure as a percentage of the measured value.
Content: | complex, 2 elements
Defined: | globally in fpml-com-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 5 locations
CoalDelivery | The physical delivery conditions for coal.
Content: | complex, 5 elements
Defined: | globally in fpml-com-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 1 location
CoalDeliveryPoint | A scheme identifying the types of the Delivery Point for a physically settled coal trade.
Content: | simple, 1 attribute
Defined: | globally in fpml-com-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 1 location
CoalPhysicalLeg | Physically settled leg of a physically settled coal transaction.
Content: | complex, 1 attribute, 8 elements
Defined: | globally in fpml-com-5-3.xsd; see XML source
Includes: | definitions of 4 elements
Used: | at 1 location
CoalProduct | A type defining the characteristics of the coal being traded in a physically settled gas transaction.
Content: | complex, 5 elements
Defined: | globally in fpml-com-5-3.xsd; see XML source
Includes: | definitions of 3 elements
Used: | at 1 location
CoalProductSource | A scheme identifying the sources of coal for a physically settled coal trade.
Content: | simple, 1 attribute
Defined: | globally in fpml-com-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 1 location
CoalProductSpecifications | The different options for specifying the quality attributes of the coal to be delivered.
Content: | complex, 2 elements
Defined: | globally in fpml-com-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 1 location
CoalProductType | A scheme identifying the types of coal for a physically settled coal trade.
Content: | simple, 1 attribute
Defined: | globally in fpml-com-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 1 location
CoalQualityAdjustments | A scheme identifying the quality adjustment formulae for a physically settled coal trade.
Content: | simple, 1 attribute
Defined: | globally in fpml-com-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 2 locations
CoalStandardQuality | The quality attributes of the coal to be delivered.
Content: | complex, 14 elements
Defined: | globally in fpml-com-5-3.xsd; see XML source
Used: | at 2 locations
CoalStandardQualitySchedule | The quality attributes of the coal to be delivered, specified on a periodic basis.
Content: | complex, 3 elements
Defined: | globally in fpml-com-5-3.xsd; see XML source
Includes: | definition of 1 element
Used: | at 1 location
CoalTransportationEquipment | A scheme identifying the methods by which coal may be transported.
Content: | simple, 1 attribute
Defined: | globally in fpml-com-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 1 location
Collateral | A type for defining the obligations of the counterparty subject to credit support requirements.
Content: | complex, 1 element
Defined: | globally in fpml-doc-5-3.xsd; see XML source
Includes: | definition of 1 element
Used: | at 2 locations
CollateralBalance |
Content: | complex, 3 elements
Defined: | globally in fpml-collateral-processes-5-3.xsd; see XML source
Includes: | definitions of 3 elements
Used: | at 1 location
CollateralProposalStatus |
Content: | complex, 3 attributes, 14 elements
Defined: | globally in fpml-collateral-processes-5-3.xsd; see XML source
Includes: | definitions of 3 elements
Used: | at 1 location
CollateralResponseReason |
Content: | complex, 3 elements
Defined: | globally in fpml-collateral-processes-5-3.xsd; see XML source
Includes: | definitions of 3 elements
Used: | at 1 location
CollateralResponseReasonCode |
Content: | simple, 1 attribute
Defined: | globally in fpml-collateral-processes-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 1 location
CollateralRetractionReason |
Content: | complex, 3 elements
Defined: | globally in fpml-collateral-processes-5-3.xsd; see XML source
Includes: | definitions of 3 elements
Used: | at 7 locations
CollateralRetractionReasonCode |
Content: | simple, 1 attribute
Defined: | globally in fpml-collateral-processes-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 1 location
Commission | A type describing the commission that will be charged for each of the hedge transactions.
Content: | complex, 5 elements
Defined: | globally in fpml-asset-5-3.xsd; see XML source
Includes: | definitions of 5 elements
Used: | at 1 location
Commodity | A type describing a commodity underlying asset.
Content: | complex, 1 attribute, 14 elements
Defined: | globally in fpml-asset-5-3.xsd; see XML source
Used: | at 3 locations
CommodityAmericanExercise | A type for defining exercise procedures associated with an American style exercise of a commodity option.
Content: | complex, 1 attribute, 6 elements
Defined: | globally in fpml-com-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 1 location
CommodityBase |
Content: | simple, 1 attribute
Defined: | globally in fpml-asset-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 1 location
CommodityBusinessCalendar | Defines a commodity business day calendar.
Content: | simple, 1 attribute
Defined: | globally in fpml-asset-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 4 locations
CommodityBusinessCalendarTime | Specifies the time with respect to a commodity business calendar.
Content: | complex, 3 elements
Defined: | globally in fpml-asset-5-3.xsd; see XML source
Includes: | definitions of 3 elements
Used: | never
CommodityCalculationPeriodsSchedule | A parametric representation of the Calculation Periods for on Asian option or a leg of a swap.
Content: | complex, 1 attribute, 3 elements
Defined: | globally in fpml-com-5-3.xsd; see XML source
Includes: | definition of 1 element
Used: | at 3 locations
CommodityDeliveryPeriods | The different options for specifying the Delivery Periods of a physical leg.
Content: | complex, 1 attribute, 5 elements
Defined: | globally in fpml-com-5-3.xsd; see XML source
Includes: | definitions of 1 attribute, 2 elements
Used: | at 5 locations
CommodityDeliveryPoint | A scheme identifying the types of the Delivery Point for a physically settled commodity trade.
Content: | simple, 1 attribute
Defined: | globally in fpml-com-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 8 locations
CommodityDeliveryRisk | 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)
Content: | simple, 1 attribute
Defined: | globally in fpml-com-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 2 locations
CommodityDetails |
Content: | simple, 1 attribute
Defined: | globally in fpml-asset-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 1 location
CommodityEuropeanExercise | A type for defining exercise procedures associated with a European style exercise of a commodity option.
Content: | complex, 1 attribute, 2 elements
Defined: | globally in fpml-com-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 1 location
CommodityExercise | The parameters for defining how the commodity option can be exercised, how it is priced and how it is settled.
Content: | complex, 10 elements
Defined: | globally in fpml-com-5-3.xsd; see XML source
Includes: | definitions of 7 elements
Used: | at 1 location
CommodityExpireRelativeToEvent | A scheme identifying the physical event relative to which option expiration occurs.
Content: | simple, 1 attribute
Defined: | globally in fpml-com-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 1 location
CommodityFixedPriceSchedule | The Fixed Price for a given Calculation Period during the life of the trade.
Content: | complex, 7 elements
Defined: | globally in fpml-com-5-3.xsd; see XML source
Includes: | definitions of 4 elements
Used: | at 1 location
CommodityForward | Commodity Forward
Content: | complex, 1 attribute, 11 elements
Defined: | globally in fpml-com-5-3.xsd; see XML source
Includes: | definitions of 4 elements
Used: | at 1 location
CommodityFrequencyType | Frequency Type for use in Pricing Date specifications.
Content: | simple, 1 attribute
Defined: | globally in fpml-com-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 1 location
CommodityFx | A type defining the FX observations to be used to convert the observed Commodity Reference Price to the Settlement Currency.
Content: | complex, 16 elements
Defined: | globally in fpml-com-5-3.xsd; see XML source
Includes: | definitions of 6 elements
Used: | at 2 locations
CommodityFxType | Identifes how the FX rate will be applied.
Content: | simple, 1 attribute
Defined: | globally in fpml-com-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 1 location
CommodityHub | A type defining a hub or other reference for a physically settled commodity trade.
Content: | complex, 3 elements
Defined: | globally in fpml-com-5-3.xsd; see XML source
Includes: | definition of 1 element
Used: | at 2 locations
CommodityHubCode | A scheme identifying the code for a hub or other reference for a physically settled commodity trade.
Content: | simple, 1 attribute
Defined: | globally in fpml-com-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 1 location
CommodityMarketDisruption | ISDA 1993 or 2005 commodity market disruption elements.
Content: | complex, 9 elements
Defined: | globally in fpml-com-5-3.xsd; see XML source
Includes: | definitions of 9 elements
Used: | at 1 location
CommodityMultipleExercise | A type for defining the multiple exercise provisions of an American style commodity option.
Content: | complex, 2 elements
Defined: | globally in fpml-com-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 1 location
CommodityNotionalQuantity | Commodity Notional.
Content: | complex, 1 attribute, 3 elements
Defined: | globally in fpml-com-5-3.xsd; see XML source
Includes: | definitions of 1 attribute, 3 elements
Used: | at 11 locations
CommodityNotionalQuantitySchedule | The Notional Quantity per Calculation Period.
Content: | complex, 1 attribute, 5 elements
Defined: | globally in fpml-com-5-3.xsd; see XML source
Includes: | definitions of 1 attribute, 2 elements
Used: | at 1 location
CommodityOption | Commodity Option.
Content: | complex, 1 attribute, 30 elements
Defined: | globally in fpml-com-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 1 location
CommodityPayRelativeToEvent | A scheme identifying the physical event relative to which payment occurs.
Content: | simple, 1 attribute
Defined: | globally in fpml-com-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 1 location
CommodityPhysicalAmericanExercise | The parameters for defining the expiration date(s) and time(s) for an American style option.
Content: | complex, 1 attribute, 6 elements
Defined: | globally in fpml-com-5-3.xsd; see XML source
Includes: | definitions of 6 elements
Used: | at 1 location
CommodityPhysicalEuropeanExercise | The parameters for defining the expiration date(s) and time(s) for a European style option.
Content: | complex, 1 attribute, 4 elements
Defined: | globally in fpml-com-5-3.xsd; see XML source
Includes: | definitions of 4 elements
Used: | at 1 location
CommodityPhysicalExercise | The parameters for defining how the physically-settled commodity option can be exercised and how it is settled.
Content: | complex, 4 elements
Defined: | globally in fpml-com-5-3.xsd; see XML source
Includes: | definitions of 4 elements
Used: | at 1 location
CommodityPhysicalQuantity | A type defining the physical quantity of the commodity to be delivered.
Content: | complex, 1 attribute, 3 elements
Defined: | globally in fpml-com-5-3.xsd; see XML source
Used: | at 2 locations
CommodityPhysicalQuantityBase | An abstract base class for physical quantity types.
Content: | empty, 1 attribute
Abstract: | (cannot be assigned directly to elements used in instance XML documents)
Defined: | globally in fpml-com-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 3 locations
CommodityPhysicalQuantitySchedule | The Quantity per Delivery Period.
Content: | complex, 1 attribute, 3 elements
Defined: | globally in fpml-com-5-3.xsd; see XML source
Includes: | definitions of 1 attribute, 1 element
Used: | at 2 locations
CommodityPipeline | The pipeline through which the physical commodity will be delivered.
Content: | simple, 1 attribute
Defined: | globally in fpml-com-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 1 location
CommodityPipelineCycle | The pipeline cycle during which the physical commodity will be delivered.
Content: | simple, 1 attribute
Defined: | globally in fpml-com-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 1 location
CommodityPremium | The commodity option premium payable by the buyer to the seller.
Content: | complex, 1 attribute, 7 elements
Defined: | globally in fpml-com-5-3.xsd; see XML source
Includes: | definition of 1 element
Used: | at 1 location
CommodityPricingDates | The dates on which prices are observed for the underlyer.
Content: | complex, 1 attribute, 13 elements
Defined: | globally in fpml-com-5-3.xsd; see XML source
Includes: | definitions of 1 attribute, 5 elements
Used: | at 2 locations
CommodityProductGrade | A scheme identifying the grade of physical commodity product to be delivered.
Content: | simple, 1 attribute
Defined: | globally in fpml-com-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 1 location
CommodityQuantityFrequency | A type for defining the frequency at which the Notional Quantity is deemed to apply for purposes of calculating the Total Notional Quantity.
Content: | simple, 1 attribute
Defined: | globally in fpml-com-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 1 location
CommodityRelativeExpirationDates | The Expiration Dates of the trade relative to the Calculation Periods.
Content: | complex, 1 attribute, 4 elements
Defined: | globally in fpml-com-5-3.xsd; see XML source
Includes: | definitions of 1 attribute, 2 elements
Used: | at 3 locations
CommodityRelativePaymentDates | The Payment Dates of the trade relative to the Calculation Periods.
Content: | complex, 1 attribute, 8 elements
Defined: | globally in fpml-com-5-3.xsd; see XML source
Includes: | definitions of 1 attribute, 3 elements
Used: | at 1 location
CommoditySettlementPeriodsNotionalQuantity | The notional quantity of electricity that applies to one or more groups of Settlement Periods.
Content: | complex, 1 attribute, 4 elements
Defined: | globally in fpml-com-5-3.xsd; see XML source
Includes: | definition of 1 element
Used: | at 1 location
CommoditySettlementPeriodsNotionalQuantitySchedule | The notional quantity schedule of electricity that applies to one or more groups of Settlement Periods.
Content: | complex, 2 elements
Defined: | globally in fpml-com-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 1 location
CommoditySettlementPeriodsPriceSchedule | The fixed price schedule for electricity that applies to one or more groups of Settlement Periods.
Content: | complex, 2 elements
Defined: | globally in fpml-com-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 1 location
CommoditySpreadSchedule | The Spread per Calculation Period.
Content: | complex, 4 elements
Defined: | globally in fpml-com-5-3.xsd; see XML source
Includes: | definition of 1 element
Used: | at 1 location
CommodityStrikeSchedule | The Strike Price per Unit per Calculation Period.
Content: | complex, 4 elements
Defined: | globally in fpml-com-5-3.xsd; see XML source
Includes: | definition of 1 element
Used: | at 1 location
CommoditySwap | Commodity Swap.
Content: | complex, 1 attribute, 17 elements
Defined: | globally in fpml-com-5-3.xsd; see XML source
Includes: | definitions of 10 elements
Used: | at 1 location
Composite | Specifies the conditions to be applied for converting into a reference currency when the actual currency rate is not determined upfront.
Content: | complex, 3 elements
Defined: | globally in fpml-option-shared-5-3.xsd; see XML source
Includes: | definitions of 3 elements
Used: | at 2 locations
Compounding | Specifies the compounding method and the compounding rate.
Content: | complex, 4 elements
Defined: | globally in fpml-eq-shared-5-3.xsd; see XML source
Includes: | definitions of 4 elements
Used: | at 1 location
CompoundingFrequency | The frequency at which a rate is compounded.
Content: | simple, 1 attribute
Defined: | globally in fpml-mktenv-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 1 location
CompoundingRate | A type defining a compounding rate.
Content: | complex, 2 elements
Defined: | globally in fpml-eq-shared-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 1 location
CompressionActivity | A type that shows how multiple trades have been combined into a result.
Content: | complex, 3 elements
Defined: | globally in fpml-business-events-5-3.xsd; see XML source
Includes: | definitions of 3 elements
Used: | at 1 location
CompressionType | A type that identifies the type of trade amalgamation, for example netting or portfolio compression.
Content: | simple, 1 attribute
Defined: | globally in fpml-business-events-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 1 location
ConfirmationMethod | A type used to represent the type of mechanism that can be used to confirm a trade.
Content: | simple, 1 attribute
Defined: | globally in fpml-doc-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 2 locations
ConstituentWeight | A type describing the weight of each of the underlyer constituent within the basket, either in absolute or relative terms.
Content: | complex, 3 elements
Defined: | globally in fpml-asset-5-3.xsd; see XML source
Includes: | definitions of 3 elements
Used: | at 2 locations
ContactInformation | A type that represents how to contact an individual or organization.
Content: | complex, 3 elements
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definitions of 3 elements
Used: | at 3 locations
ContractId | A contact id identifier allocated by a party.
Content: | simple, 2 attributes
Defined: | globally in fpml-doc-5-3.xsd; see XML source
Includes: | definitions of 2 attributes
Used: | at 2 locations
ContractIdentifier | A type defining a contract identifier issued by the indicated party.
Content: | complex, 1 attribute, 3 elements
Defined: | globally in fpml-doc-5-3.xsd; see XML source
Includes: | definitions of 1 attribute, 3 elements
Used: | at 1 location
ContractualDefinitions | The definitions, such as those published by ISDA, that will define the terms of the trade.
Content: | simple, 1 attribute
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 2 locations
ContractualMatrix |
Content: | complex, 3 elements
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definitions of 3 elements
Used: | at 1 location
ContractualSupplement | A contractual supplement (such as those published by ISDA) that will apply to the trade.
Content: | simple, 1 attribute
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 1 location
ContractualTermsSupplement | A contractual supplement (such as those published by ISDA) and its publication date that will apply to the trade.
Content: | complex, 2 elements
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 2 locations
ConvertibleBond |
Content: | complex, 1 attribute, 18 elements
Defined: | globally in fpml-asset-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 1 location
CorrectableRequestMessage | A type defining the content model for a request message that can be subsequently corrected or retracted.
Content: | complex, 3 attributes, 7 elements
Defined: | globally in fpml-msg-5-3.xsd; see XML source
Includes: | definition of 1 element
Used: | at 7 locations
Correlation | A type describing the correlation amount of a correlation swap.
Content: | complex, 8 elements
Defined: | globally in fpml-eq-shared-5-3.xsd; see XML source
Includes: | definitions of 4 elements
Used: | at 1 location
CorrelationAmount | Correlation Amount.
Content: | complex, 6 elements
Defined: | globally in fpml-correlation-swaps-5-3.xsd; see XML source
Includes: | definition of 1 element
Used: | at 1 location
CorrelationId | A type defining a correlation identifier and qualifying scheme
Content: | simple, 1 attribute
Defined: | globally in fpml-msg-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 2 locations
CorrelationLeg | A type describing return which is driven by a Correlation calculation.
Content: | complex, 1 attribute, 15 elements
Defined: | globally in fpml-correlation-swaps-5-3.xsd; see XML source
Includes: | definition of 1 element
Used: | at 1 location
CorrelationSwap | A Correlation Swap modelled using a single netted leg.
Content: | complex, 1 attribute, 6 elements
Defined: | globally in fpml-correlation-swaps-5-3.xsd; see XML source
Includes: | definition of 1 element
Used: | at 1 location
CorrespondentInformation | A type that describes the information to identify a correspondent bank that will make delivery of the funds on the paying bank's behalf in the country where the payment is to be made.
Content: | complex, 4 elements
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definition of 1 element
Used: | at 1 location
CounterpartyTypes | The organization types of the counterparties to the transaction.
Content: | simple, 1 attribute
Defined: | globally in fpml-doc-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 1 location
CountryCode | The code representation of a country or an area of special sovereignty.
Content: | simple, 1 attribute
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 9 locations
CouponType | Defines a scheme of values for specifiying if the bond has a variable coupon, step-up/down coupon or a zero-coupon.
Content: | simple, 1 attribute
Defined: | globally in fpml-asset-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 1 location
CreditCurve | A generic credit curve definition.
Content: | complex, 1 attribute, 10 elements
Defined: | globally in fpml-mktenv-5-3.xsd; see XML source
Used: | at 1 location
CreditCurveValuation | A set of credit curve values, which can include pricing inputs (which are typically credit spreads), default probabilities, and recovery rates.
Content: | complex, 2 attributes, 11 elements
Defined: | globally in fpml-mktenv-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 1 location
CreditDefaultSwap |
Content: | complex, 1 attribute, 8 elements
Defined: | globally in fpml-cd-5-3.xsd; see XML source
Includes: | definitions of 5 elements
Used: | at 2 locations
CreditDefaultSwapOption | A complex type to support the credit default swap option.
Content: | complex, 1 attribute, 23 elements
Defined: | globally in fpml-cd-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 1 location
CreditDerivativesNotices |
Content: | complex, 3 elements
Defined: | globally in fpml-doc-5-3.xsd; see XML source
Includes: | definitions of 3 elements
Used: | at 1 location
CreditEvent |
Content: | empty
Defined: | globally in fpml-credit-event-notification-5-3.xsd; see XML source
Used: | at 7 locations
CreditEventNotice |
Content: | complex, 3 elements
Defined: | globally in fpml-option-shared-5-3.xsd; see XML source
Includes: | definitions of 3 elements
Used: | at 1 location
CreditEventNoticeDocument | An event type that records the occurrence of a credit event notice.
Content: | complex, 8 elements
Defined: | globally in fpml-credit-event-notification-5-3.xsd; see XML source
Includes: | definitions of 8 elements
Used: | at 2 locations
CreditEventNotification | A message type defining the ISDA defined Credit Event Notice.
Content: | complex, 3 attributes, 9 elements
Defined: | globally in fpml-credit-event-notification-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 1 location
CreditEvents |
Content: | complex, 1 attribute, 14 elements
Defined: | globally in fpml-option-shared-5-3.xsd; see XML source
Includes: | definitions of 1 attribute, 14 elements
Used: | at 3 locations
CreditEventsReference | Reference to credit events.
Content: | empty, 1 attribute
Defined: | globally in fpml-option-shared-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 1 location
CreditOptionStrike | A complex type to specify the strike of a credit swaption or a credit default swap option.
Content: | complex, 3 elements
Defined: | globally in fpml-cd-5-3.xsd; see XML source
Includes: | definitions of 3 elements
Used: | at 1 location
CreditRating | A party's credit rating.
Content: | simple, 1 attribute
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 2 locations
CreditSeniority | The repayment precedence of a debt instrument.
Content: | simple, 1 attribute
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 3 locations
CreditSupportAgreement | The agreement executed between the parties and intended to govern collateral arrangement for all OTC derivatives transactions between those parties.
Content: | complex, 3 elements
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definitions of 3 elements
Used: | at 11 locations
CreditSupportAgreementIdentifier |
Content: | simple, 1 attribute
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 1 location
CreditSupportAgreementType |
Content: | simple, 1 attribute
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 1 location
CrossCurrencyMethod |
Content: | complex, 3 elements
Defined: | globally in fpml-ird-5-3.xsd; see XML source
Includes: | definitions of 3 elements
Used: | at 1 location
CrossRate | A type that is used for including the currency exchange rates used to cross between the traded currencies for non-base currency FX contracts.
Content: | complex, 6 elements
Defined: | globally in fpml-fx-5-3.xsd; see XML source
Includes: | definitions of 3 elements
Used: | at 1 location
Currency | The code representation of a currency or fund.
Content: | simple, 1 attribute
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 41 locations
CurveInstrument | Abstract base class for instruments intended to be used primarily for building curves.
Content: | complex, 1 attribute, 6 elements
Abstract: | (cannot be assigned directly to elements used in instance XML documents)
Defined: | globally in fpml-asset-5-3.xsd; see XML source
Includes: | definitions of 4 elements
Used: | never
CutName | Allows for an expiryDateTime cut to be described by name.
Content: | simple, 1 attribute
Defined: | globally in fpml-fx-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 2 locations
DailyInterestCalculation |
Content: | complex, 9 elements
Defined: | globally in fpml-collateral-processes-5-3.xsd; see XML source
Includes: | definitions of 9 elements
Used: | at 1 location
DataDocument | A type defining a content model that is backwards compatible with older FpML releases and which can be used to contain sets of data without expressing any processing intention.
Content: | complex, 3 attributes, 10 elements
Defined: | globally in fpml-doc-5-3.xsd; see XML source
Includes: | definitions of 5 elements
Used: | at 2 locations
DateList | List of Dates
Content: | complex, 1 element
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definition of 1 element
Used: | at 2 locations
DateOffset | A type defining an offset used in calculating a date when this date is defined in reference to another date through a date offset.
Content: | complex, 1 attribute, 4 elements
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definition of 1 element
Used: | at 3 locations
DateRange | A type defining a contiguous series of calendar dates.
Content: | complex, 2 elements
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 2 locations
DateReference | Reference to an identified date or a complex date structure.
Content: | empty, 1 attribute
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 5 locations
DateRelativeToCalculationPeriodDates | A type to provide the ability to point to multiple payment nodes in the document through the unbounded paymentDatesReference.
Content: | complex, 1 element
Defined: | globally in fpml-ird-5-3.xsd; see XML source
Includes: | definition of 1 element
Used: | at 1 location
DateRelativeToPaymentDates | A type to provide the ability to point to multiple payment nodes in the document through the unbounded paymentDatesReference.
Content: | complex, 1 element
Defined: | globally in fpml-ird-5-3.xsd; see XML source
Includes: | definition of 1 element
Used: | at 1 location
DateTimeList | List of DateTimes
Content: | complex, 1 element
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definition of 1 element
Used: | at 1 location
DayCountFraction | The specification for how the number of days between two dates is calculated for purposes of calculation of a fixed or floating payment amount and the basis for how many days are assumed to be in a year.
Content: | simple, 1 attribute
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 13 locations
DeClear | A structure describing an de-clear event.
Content: | complex, 2 elements
Defined: | globally in fpml-business-events-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 1 location
DefaultProbabilityCurve | A set of default probabilities.
Content: | complex, 2 attributes, 9 elements
Defined: | globally in fpml-mktenv-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 1 location
DefinePosition | A type that allows a position to be defined.
Content: | complex, 1 attribute, 11 elements
Defined: | globally in fpml-reconciliation-5-3.xsd; see XML source
Includes: | definition of 1 element
Used: | at 2 locations
DeliverableObligations |
Content: | complex, 23 elements
Defined: | globally in fpml-cd-5-3.xsd; see XML source
Includes: | definitions of 23 elements
Used: | at 2 locations
DenominatorTerm | The type defining a denominator term of the formula.
Content: | complex, 2 elements
Defined: | globally in fpml-riskdef-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 1 location
Deposit |
Content: | complex, 1 attribute, 9 elements
Defined: | globally in fpml-asset-5-3.xsd; see XML source
Includes: | definitions of 3 elements
Used: | at 1 location
DerivativeCalculationMethod | The method by which a derivative is computed.
Content: | simple, 1 attribute
Defined: | globally in fpml-riskdef-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 1 location
DerivativeCalculationProcedure | A description of how a numerical derivative is computed.
Content: | complex, 6 elements
Defined: | globally in fpml-riskdef-5-3.xsd; see XML source
Includes: | definition of 1 element
Used: | at 2 locations
DerivativeFormula | A formula for computing a complex derivative from partial derivatives.
Content: | complex, 2 elements
Defined: | globally in fpml-riskdef-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 1 location
DerivedValuationScenario | A valuation scenario that is derived from another valuation scenario.
Content: | complex, 1 attribute, 5 elements
Defined: | globally in fpml-valuation-5-3.xsd; see XML source
Includes: | definitions of 1 attribute, 5 elements
Used: | never
DeterminationMethod | Coding scheme that specifies the method according to which an amount or a date is determined.
Content: | simple, 2 attributes
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definitions of 2 attributes
Used: | at 7 locations
DeterminationMethodReference | A reference to the return swap notional determination method.
Content: | empty, 1 attribute
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 1 location
DirectionalLeg | An abstract base class for all directional leg types with effective date, termination date, where a payer makes a stream of payments of greater than zero value to a receiver.
Content: | complex, 1 attribute, 7 elements
Abstract: | (cannot be assigned directly to elements used in instance XML documents)
Defined: | globally in fpml-eq-shared-5-3.xsd; see XML source
Includes: | definitions of 3 elements
Used: | at 5 locations
DirectionalLegUnderlyer | 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.
Content: | complex, 1 attribute, 13 elements
Abstract: | (cannot be assigned directly to elements used in instance XML documents)
Defined: | globally in fpml-eq-shared-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 2 locations
DirectionalLegUnderlyerValuation | 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.
Content: | complex, 1 attribute, 14 elements
Abstract: | (cannot be assigned directly to elements used in instance XML documents)
Defined: | globally in fpml-eq-shared-5-3.xsd; see XML source
Includes: | definition of 1 element
Used: | at 2 locations
Discounting | A type defining discounting information.
Content: | complex, 3 elements
Defined: | globally in fpml-ird-5-3.xsd; see XML source
Includes: | definition of 1 element
Used: | at 1 location
DisputedCollateral |
Content: | complex, 3 elements
Defined: | globally in fpml-collateral-processes-5-3.xsd; see XML source
Includes: | definitions of 3 elements
Used: | at 3 locations
DisputeNotification |
Content: | complex, 3 attributes, 16 elements
Defined: | globally in fpml-collateral-processes-5-3.xsd; see XML source
Includes: | definitions of 5 elements
Used: | at 1 location
DisputeResolutionCode |
Content: | simple, 1 attribute
Defined: | globally in fpml-collateral-processes-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 1 location
DisputeResolutionMethod |
Content: | complex, 3 elements
Defined: | globally in fpml-collateral-processes-5-3.xsd; see XML source
Includes: | definitions of 3 elements
Used: | at 1 location
DisputeRetracted |
Content: | complex, 3 attributes, 11 elements
Defined: | globally in fpml-collateral-processes-5-3.xsd; see XML source
Includes: | definitions of 3 elements
Used: | at 1 location
DisruptionFallback | A Disruption Fallback.
Content: | simple, 1 attribute
Defined: | globally in fpml-com-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 1 location
DividendAdjustment | Container for Dividend Adjustment Periods, which are used to calculate the Deviation between Expected Dividend and Actual Dividend in that Period.
Content: | complex, 1 element
Defined: | globally in fpml-eq-shared-5-3.xsd; see XML source
Includes: | definition of 1 element
Used: | at 1 location
DividendConditions | A type describing the conditions governing the payment of dividends to the receiver of the equity return.
Content: | complex, 20 elements
Defined: | globally in fpml-eq-shared-5-3.xsd; see XML source
Includes: | definitions of 15 elements
Used: | at 2 locations
DividendLeg | Floating Payment Leg of a Dividend Swap.
Content: | complex, 1 attribute, 18 elements
Defined: | globally in fpml-dividend-swaps-5-3.xsd; see XML source
Includes: | definitions of 3 elements
Used: | at 1 location
DividendPaymentDate | A type describing the date on which the dividend will be paid/received.
Content: | complex, 3 elements
Defined: | globally in fpml-eq-shared-5-3.xsd; see XML source
Includes: | definitions of 3 elements
Used: | at 2 locations
DividendPayout | A type describing the dividend payout ratio associated with an equity underlyer.
Content: | complex, 3 elements
Defined: | globally in fpml-asset-5-3.xsd; see XML source
Includes: | definitions of 3 elements
Used: | at 2 locations
DividendPeriod | Abstract base class of all time bounded dividend period types.
Content: | complex, 1 attribute, 4 elements
Abstract: | (cannot be assigned directly to elements used in instance XML documents)
Defined: | globally in fpml-eq-shared-5-3.xsd; see XML source
Includes: | definitions of 1 attribute, 4 elements
Used: | at 2 locations
DividendPeriodDividend | A time bounded dividend period, with an expected dividend for each period.
Content: | complex, 1 attribute, 6 elements
Defined: | globally in fpml-eq-shared-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 1 location
DividendPeriodPayment | A time bounded dividend period, with fixed strike and a dividend payment date per period.
Content: | complex, 1 attribute, 7 elements
Defined: | globally in fpml-dividend-swaps-5-3.xsd; see XML source
Includes: | definitions of 3 elements
Used: | at 1 location
DividendSwapTransactionSupplement | A Dividend Swap Transaction Supplement.
Content: | complex, 1 attribute, 9 elements
Defined: | globally in fpml-dividend-swaps-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 1 location
Document | The abstract base type from which all FpML compliant messages and documents must be derived.
Content: | empty, 3 attributes
Abstract: | (cannot be assigned directly to elements used in instance XML documents)
Defined: | globally in fpml-doc-5-3.xsd; see XML source
Used: | at 2 locations
Documentation | An entity for defining the definitions that govern the document and should include the year and type of definitions referenced, along with any relevant documentation (such as master agreement) and the date it was signed.
Content: | complex, 8 elements
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definitions of 8 elements
Used: | at 1 location
DualCurrencyFeature | Describes the parameters for a dual currency deposit.
Content: | complex, 6 elements
Defined: | globally in fpml-fx-5-3.xsd; see XML source
Includes: | definitions of 6 elements
Used: | at 1 location
DualCurrencyStrikePrice | A type that describes the rate of exchange at which the embedded option in a Dual Currency Deposit has been struck.
Content: | complex, 2 elements
Defined: | globally in fpml-fx-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 1 location
EarlyTerminationEvent | A type to define the adjusted dates associated with an early termination provision.
Content: | complex, 1 attribute, 5 elements
Defined: | globally in fpml-ird-5-3.xsd; see XML source
Includes: | definitions of 1 attribute, 5 elements
Used: | at 1 location
EarlyTerminationProvision | A type defining an early termination provision for a swap.
Content: | complex, 1 attribute, 4 elements
Defined: | globally in fpml-ird-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 2 locations
ElectricityDelivery | The physical delivery conditions for electricity.
Content: | complex, 5 elements
Defined: | globally in fpml-com-5-3.xsd; see XML source
Includes: | definitions of 5 elements
Used: | at 1 location
ElectricityDeliveryFirm | The physical delivery obligation options specific to a firm transaction.
Content: | complex, 1 element
Defined: | globally in fpml-com-5-3.xsd; see XML source
Includes: | definition of 1 element
Used: | at 1 location
ElectricityDeliveryPeriods | The different options for specifying the Delivery Periods for a physically settled electricity trade.
Content: | complex, 1 attribute, 6 elements
Defined: | globally in fpml-com-5-3.xsd; see XML source
Includes: | definition of 1 element
Used: | never
ElectricityDeliveryPoint | A scheme identifying the types of the Delivery Point for a physically settled electricity trade.
Content: | simple, 1 attribute
Defined: | globally in fpml-com-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 1 location
ElectricityDeliverySystemFirm | The physical delivery obligation options specific to a system firm transaction.
Content: | complex, 2 elements
Defined: | globally in fpml-com-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 1 location
ElectricityDeliveryType |
Content: | complex, 4 elements
Defined: | globally in fpml-com-5-3.xsd; see XML source
Includes: | definitions of 4 elements
Used: | at 1 location
ElectricityDeliveryUnitFirm | The physical delivery obligation options specific to a unit firm transaction.
Content: | complex, 2 elements
Defined: | globally in fpml-com-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 1 location
ElectricityPhysicalDeliveryQuantity | A type defining the physical quantity of the electricity to be delivered.
Content: | complex, 1 attribute, 4 elements
Defined: | globally in fpml-com-5-3.xsd; see XML source
Includes: | definition of 1 element
Used: | at 1 location
ElectricityPhysicalDeliveryQuantitySchedule | Allows the documentation of a shaped quantity trade where the quantity changes over the life of the transaction.
Content: | complex, 1 attribute, 4 elements
Defined: | globally in fpml-com-5-3.xsd; see XML source
Includes: | definition of 1 element
Used: | at 1 location
ElectricityPhysicalLeg | Physically settled leg of a physically settled electricity transaction.
Content: | complex, 1 attribute, 10 elements
Defined: | globally in fpml-com-5-3.xsd; see XML source
Includes: | definitions of 6 elements
Used: | at 1 location
ElectricityPhysicalQuantity | The quantity of gas to be delivered.
Content: | complex, 1 attribute, 3 elements
Defined: | globally in fpml-com-5-3.xsd; see XML source
Includes: | definitions of 3 elements
Used: | at 1 location
ElectricityProduct | The specification of the electricity to be delivered.
Content: | complex, 2 elements
Defined: | globally in fpml-com-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 1 location
ElectricityTransmissionContingency | A structure to specify the tranmission contingency and the party that bears the obligation.
Content: | complex, 2 elements
Defined: | globally in fpml-com-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 1 location
ElectricityTransmissionContingencyType | The type of transmission contingency, i.e. what portion of the transmission the delivery obligations are applicable.
Content: | simple, 1 attribute
Defined: | globally in fpml-com-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 1 location
Empty | A special type meant to be used for elements with no content and no attributes.
Content: | empty
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Used: | at 5 locations
EntityId | A legal entity identifier (e.g.
Content: | simple, 1 attribute
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 1 location
EntityName | The name of the reference entity.
Content: | simple, 1 attribute
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 1 location
EntityType | Defines a coding scheme of the entity types defined in the ISDA First to Default documentation.
Content: | simple, 1 attribute
Defined: | globally in fpml-cd-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 1 location
EquityAmericanExercise | A type for defining exercise procedures associated with an American style exercise of an equity option.
Content: | complex, 1 attribute, 9 elements
Defined: | globally in fpml-eqd-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 1 location
EquityAsset | An exchange traded equity asset.
Content: | complex, 1 attribute, 9 elements
Defined: | globally in fpml-asset-5-3.xsd; see XML source
Used: | at 2 locations
EquityBermudaExercise | A type for defining exercise procedures associated with a Bermuda style exercise of an equity option.
Content: | complex, 1 attribute, 10 elements
Defined: | globally in fpml-eqd-5-3.xsd; see XML source
Includes: | definitions of 3 elements
Used: | at 1 location
EquityCorporateEvents | A type for defining the merger events and their treatment.
Content: | complex, 3 elements
Defined: | globally in fpml-eq-shared-5-3.xsd; see XML source
Includes: | definitions of 3 elements
Used: | at 2 locations
EquityDerivativeBase | A type for defining the common features of equity derivatives.
Content: | complex, 1 attribute, 15 elements
Abstract: | (cannot be assigned directly to elements used in instance XML documents)
Defined: | globally in fpml-eqd-5-3.xsd; see XML source
Includes: | definitions of 6 elements
Used: | at 2 locations
EquityDerivativeLongFormBase | type for defining the common features of equity derivatives.
Content: | complex, 1 attribute, 18 elements
Abstract: | (cannot be assigned directly to elements used in instance XML documents)
Defined: | globally in fpml-eqd-5-3.xsd; see XML source
Includes: | definitions of 3 elements
Used: | at 2 locations
EquityDerivativeShortFormBase | A type for defining short form equity option basic features.
Content: | complex, 1 attribute, 19 elements
Abstract: | (cannot be assigned directly to elements used in instance XML documents)
Defined: | globally in fpml-eqd-5-3.xsd; see XML source
Includes: | definitions of 4 elements
Used: | at 2 locations
EquityEuropeanExercise | A type for defining exercise procedures associated with a European style exercise of an equity option.
Content: | complex, 1 attribute, 4 elements
Defined: | globally in fpml-eqd-5-3.xsd; see XML source
Includes: | definition of 1 element
Used: | at 1 location
EquityExerciseValuationSettlement | A type for defining exercise procedures for equity options.
Content: | complex, 14 elements
Defined: | globally in fpml-eqd-5-3.xsd; see XML source
Includes: | definitions of 14 elements
Used: | at 2 locations
EquityForward | A type for defining equity forwards.
Content: | complex, 1 attribute, 19 elements
Defined: | globally in fpml-eqd-5-3.xsd; see XML source
Includes: | definition of 1 element
Used: | at 1 location
EquityMultipleExercise | A type for defining the multiple exercise provisions of an American or Bermuda style equity option.
Content: | complex, 3 elements
Defined: | globally in fpml-eqd-5-3.xsd; see XML source
Includes: | definitions of 3 elements
Used: | at 2 locations
EquityOption | A type for defining equity options.
Content: | complex, 1 attribute, 23 elements
Defined: | globally in fpml-eqd-5-3.xsd; see XML source
Includes: | definitions of 5 elements
Used: | at 1 location
EquityOptionTermination | A type for defining Equity Option Termination.
Content: | complex, 2 elements
Defined: | globally in fpml-eqd-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | never
EquityOptionTransactionSupplement | A type for defining equity option transaction supplements.
Content: | complex, 1 attribute, 28 elements
Defined: | globally in fpml-eqd-5-3.xsd; see XML source
Includes: | definitions of 7 elements
Used: | at 1 location
EquityPremium | A type used to describe the amount paid for an equity option.
Content: | complex, 1 attribute, 10 elements
Defined: | globally in fpml-eq-shared-5-3.xsd; see XML source
Includes: | definitions of 6 elements
Used: | at 3 locations
EquityStrike | A type for defining the strike price for an equity option.
Content: | complex, 4 elements
Defined: | globally in fpml-eq-shared-5-3.xsd; see XML source
Includes: | definitions of 4 elements
Used: | at 2 locations
EquitySwapTransactionSupplement | A type for defining Equity Swap Transaction Supplement
Content: | complex, 1 attribute, 19 elements
Defined: | globally in fpml-return-swaps-5-3.xsd; see XML source
Includes: | definition of 1 element
Used: | at 1 location
EquityValuation | A type for defining how and when an equity option is to be valued.
Content: | complex, 1 attribute, 9 elements
Defined: | globally in fpml-eq-shared-5-3.xsd; see XML source
Includes: | definitions of 1 attribute, 9 elements
Used: | at 3 locations
EuropeanExercise | A type defining the exercise period for a European style option together with any rules governing the notional amount of the underlying which can be exercised on any given exercise date and any associated exercise fees.
Content: | complex, 1 attribute, 6 elements
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definitions of 6 elements
Used: | at 1 location
EventActivityReport | 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.
Content: | complex, 3 attributes, 26 elements
Defined: | globally in fpml-reporting-5-3.xsd; see XML source
Includes: | definitions of 7 elements
Used: | at 1 location
EventIdentifier | Identification of a business event, for example through its correlation id or a business identifier.
Content: | complex, 3 elements
Defined: | globally in fpml-msg-5-3.xsd; see XML source
Includes: | definition of 1 element
Used: | at 2 locations
EventProposedMatch |
Content: | complex, 14 elements
Defined: | globally in fpml-business-events-5-3.xsd; see XML source
Used: | never
EventsChoice |
Content: | complex, 11 elements
Defined: | globally in fpml-business-events-5-3.xsd; see XML source
Used: | never
EventStatus | A coding scheme used to describe the matching/confirmation status of a trade, post-trade event, position, or cash flows.
Content: | simple, 1 attribute
Defined: | globally in fpml-msg-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 3 locations
EventStatusItem | A type used in event status enquiry messages which relates an event identifier to its current status value.
Content: | complex, 2 elements
Defined: | globally in fpml-msg-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 1 location
EventStatusResponse | A type defining the content model for a message normally generated in response to a requestEventStatus request.
Content: | complex, 3 attributes, 9 elements
Defined: | globally in fpml-msg-5-3.xsd; see XML source
Includes: | definition of 1 element
Used: | at 1 location
Exception | A type defining the basic content for a message sent to inform another system that some exception has been detected.
Content: | complex, 3 attributes, 7 elements
Defined: | globally in fpml-msg-5-3.xsd; see XML source
Includes: | definition of 1 element
Used: | at 14 locations
ExceptionMessageHeader | A type defining the content model for an exception message header.
Content: | complex, 9 elements
Defined: | globally in fpml-msg-5-3.xsd; see XML source
Includes: | definition of 1 element
Used: | at 1 location
ExchangeId | A short form unique identifier for an exchange.
Content: | simple, 1 attribute
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 8 locations
ExchangeRate | A type that is used for describing the exchange rate for a particular transaction.
Content: | complex, 6 elements
Defined: | globally in fpml-fx-5-3.xsd; see XML source
Includes: | definitions of 6 elements
Used: | at 1 location
ExchangeTraded | An abstract base class for all exchange traded financial products.
Content: | complex, 1 attribute, 9 elements
Abstract: | (cannot be assigned directly to elements used in instance XML documents)
Defined: | globally in fpml-asset-5-3.xsd; see XML source
Used: | at 4 locations
ExchangeTradedCalculatedPrice | Abstract base class for all exchange traded financial products with a price which is calculated from exchange traded constituents.
Content: | complex, 1 attribute, 10 elements
Abstract: | (cannot be assigned directly to elements used in instance XML documents)
Defined: | globally in fpml-asset-5-3.xsd; see XML source
Includes: | definition of 1 element
Used: | at 2 locations
ExchangeTradedContract | An exchange traded derivative contract.
Content: | complex, 1 attribute, 12 elements
Defined: | globally in fpml-asset-5-3.xsd; see XML source
Includes: | definitions of 3 elements
Used: | at 2 locations
ExchangeTradedFund | An exchange traded fund whose price depends on exchange traded constituents.
Content: | complex, 1 attribute, 11 elements
Defined: | globally in fpml-asset-5-3.xsd; see XML source
Includes: | definition of 1 element
Used: | at 1 location
ExecutionDateTime | A type defining the trade execution date time and the source of it.
Content: | simple, 1 attribute
Defined: | globally in fpml-doc-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 3 locations
ExecutionType | A type used to represent the type of market where a trade can be executed.
Content: | simple, 1 attribute
Defined: | globally in fpml-doc-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 1 location
ExecutionVenueType | A type used to represent the type of market where a trade can be executed.
Content: | simple, 1 attribute
Defined: | globally in fpml-doc-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 1 location
Exercise | The abstract base class for all types which define way in which options may be exercised.
Content: | empty, 1 attribute
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 11 locations
ExerciseEvent | A type defining the adjusted dates associated with a particular exercise event.
Content: | complex, 1 attribute, 5 elements
Defined: | globally in fpml-ird-5-3.xsd; see XML source
Includes: | definitions of 1 attribute, 5 elements
Used: | at 1 location
ExerciseFee | A type defining the fee payable on exercise of an option.
Content: | complex, 8 elements
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definitions of 4 elements
Used: | at 1 location
ExerciseFeeSchedule | A type to define a fee or schedule of fees to be payable on the exercise of an option.
Content: | complex, 8 elements
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definitions of 4 elements
Used: | at 2 locations
ExerciseNotice | A type defining to whom and where notice of execution should be given.
Content: | complex, 3 elements
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definitions of 3 elements
Used: | at 4 locations
ExercisePeriod | 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).
Content: | complex, 1 attribute, 2 elements
Defined: | globally in fpml-ird-5-3.xsd; see XML source
Includes: | definitions of 1 attribute, 2 elements
Used: | at 1 location
ExerciseProcedure | A type describing how notice of exercise should be given.
Content: | complex, 5 elements
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definitions of 5 elements
Used: | at 4 locations
ExerciseProcedureOption | A type describing how notice of exercise should be given.
Content: | complex, 2 elements
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 1 location
ExpectedCollateral | Expected Collateral allows for the definition of collateral that the party making the margin call would prefer to receive or have returned.
Content: | complex, 3 elements
Defined: | globally in fpml-collateral-processes-5-3.xsd; see XML source
Includes: | definitions of 3 elements
Used: | at 1 location
ExpectedCollateralDelivery |
Content: | complex, 3 elements
Defined: | globally in fpml-collateral-processes-5-3.xsd; see XML source
Includes: | definitions of 3 elements
Used: | at 1 location
ExpectedCollateralDeliveryReturn |
Content: | complex, 2 elements
Defined: | globally in fpml-collateral-processes-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 4 locations
ExpectedCollateralReturn |
Content: | complex, 6 elements
Defined: | globally in fpml-collateral-processes-5-3.xsd; see XML source
Used: | never
Exposure | Consists of two elements, the first MarkToMarkExposureParty supports the definition of which party is the exposed party and which is the obligated party.
Content: | complex, 3 elements
Defined: | globally in fpml-collateral-processes-5-3.xsd; see XML source
Includes: | definition of 1 element
Used: | at 1 location
ExposurePartyType | A code that describes the high level category of the counterparty for exposure purposes.
Content: | simple, 1 attribute
Defined: | globally in fpml-reporting-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 1 location
ExposureReport | 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.
Content: | complex, 3 attributes, 14 elements
Defined: | globally in fpml-reporting-5-3.xsd; see XML source
Includes: | definitions of 6 elements
Used: | at 1 location
ExposureType | A code that describes the type of risk or exposure, based on the type of instrument that created the exposure.
Content: | simple, 1 attribute
Defined: | globally in fpml-reporting-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 1 location
ExposureUnderlyingAsset | A description of the underlying asset of the transaction
Content: | complex, 3 elements
Defined: | globally in fpml-reporting-5-3.xsd; see XML source
Includes: | definitions of 3 elements
Used: | at 2 locations
ExtendibleProvision | 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.
Content: | complex, 8 elements
Defined: | globally in fpml-ird-5-3.xsd; see XML source
Includes: | definitions of 4 elements
Used: | at 1 location
ExtendibleProvisionAdjustedDates | A type defining the adjusted dates associated with a provision to extend a swap.
Content: | complex, 1 element
Defined: | globally in fpml-ird-5-3.xsd; see XML source
Includes: | definition of 1 element
Used: | at 1 location
ExtensionEvent | A type to define the adjusted dates associated with an individual extension event.
Content: | complex, 1 attribute, 2 elements
Defined: | globally in fpml-ird-5-3.xsd; see XML source
Includes: | definitions of 1 attribute, 2 elements
Used: | at 1 location
ExternalDocument | A for holding information about documents external to the FpML.
Content: | complex, 6 elements
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definitions of 6 elements
Used: | never
ExtraordinaryEvents | 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.
Content: | complex, 13 elements
Defined: | globally in fpml-eq-shared-5-3.xsd; see XML source
Includes: | definitions of 10 elements
Used: | at 5 locations
FacilityType | A type describing the type of loan facility.
Content: | simple, 1 attribute
Defined: | globally in fpml-asset-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 1 location
FailureToPay |
Content: | complex, 3 elements
Defined: | globally in fpml-option-shared-5-3.xsd; see XML source
Includes: | definitions of 3 elements
Used: | at 1 location
FailureToPayEvent |
Content: | empty
Defined: | globally in fpml-credit-event-notification-5-3.xsd; see XML source
Used: | at 1 location
FallbackReferencePrice | The method, prioritzed by the order it is listed in this element, to get a replacement rate for the disrupted settlement rate option.
Content: | complex, 4 elements
Defined: | globally in fpml-ird-5-3.xsd; see XML source
Includes: | definitions of 4 elements
Used: | at 1 location
FeaturePayment | Payment made following trigger occurence.
Content: | complex, 1 attribute, 9 elements
Defined: | globally in fpml-option-shared-5-3.xsd; see XML source
Includes: | definitions of 5 elements
Used: | at 1 location
FeeLeg |
Content: | complex, 1 attribute, 7 elements
Defined: | globally in fpml-cd-5-3.xsd; see XML source
Includes: | definitions of 7 elements
Used: | at 2 locations
FinalCalculationPeriodDateAdjustment | A type to define business date convention adjustment to final payment period per leg.
Content: | complex, 3 elements
Defined: | globally in fpml-ird-5-3.xsd; see XML source
Includes: | definitions of 3 elements
Used: | at 1 location
FirstPeriodStartDate |
Content: | simple, 1 attribute
Defined: | globally in fpml-doc-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 1 location
FixedAmountCalculation |
Content: | complex, 3 elements
Defined: | globally in fpml-cd-5-3.xsd; see XML source
Includes: | definitions of 3 elements
Used: | at 1 location
FixedPaymentAmount | Fixed payment amount within a Dividend Swap.
Content: | complex, 1 attribute, 2 elements
Defined: | globally in fpml-dividend-swaps-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 1 location
FixedPaymentLeg | Fixed Payment Leg of a Dividend Swap.
Content: | complex, 1 attribute, 8 elements
Defined: | globally in fpml-dividend-swaps-5-3.xsd; see XML source
Includes: | definition of 1 element
Used: | at 1 location
FixedPrice | A type defining the Fixed Price.
Content: | complex, 1 attribute, 3 elements
Defined: | globally in fpml-com-5-3.xsd; see XML source
Includes: | definitions of 1 attribute, 1 element
Used: | at 5 locations
FixedPriceLeg | Fixed Price Leg of a Commodity Swap.
Content: | complex, 1 attribute, 26 elements
Defined: | globally in fpml-com-5-3.xsd; see XML source
Used: | at 1 location
FixedRate | The calculation period fixed rate.
Content: | simple, 1 attribute
Defined: | globally in fpml-cd-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 1 location
FixedRateReference |
Content: | empty, 1 attribute
Defined: | globally in fpml-cd-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 1 location
FloatingAmountEvents |
Content: | complex, 6 elements
Defined: | globally in fpml-cd-5-3.xsd; see XML source
Includes: | definitions of 6 elements
Used: | at 1 location
FloatingAmountProvisions |
Content: | complex, 2 elements
Defined: | globally in fpml-cd-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 1 location
FloatingLegCalculation | A type to capture details relevant to the calculation of the floating price.
Content: | complex, 7 elements
Defined: | globally in fpml-com-5-3.xsd; see XML source
Includes: | definitions of 7 elements
Used: | at 1 location
FloatingPriceLeg | Floating Price Leg of a Commodity Swap.
Content: | complex, 1 attribute, 22 elements
Defined: | globally in fpml-com-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 1 location
FloatingRate | A type defining a floating rate.
Content: | complex, 1 attribute, 7 elements
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definitions of 5 elements
Used: | at 4 locations
FloatingRateCalculation | A type defining the floating rate and definitions relating to the calculation of floating rate amounts.
Content: | complex, 1 attribute, 11 elements
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definitions of 4 elements
Used: | at 3 locations
FloatingRateCalculationReference | Reference to a floating rate calculation of interest calculation component.
Content: | empty, 1 attribute
Defined: | globally in fpml-eq-shared-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 1 location
FloatingRateDefinition | A type defining parameters associated with a floating rate reset.
Content: | complex, 6 elements
Defined: | globally in fpml-ird-5-3.xsd; see XML source
Includes: | definitions of 6 elements
Used: | at 1 location
FloatingRateIndex | The ISDA Floating Rate Option, i.e. the floating rate index.
Content: | simple, 1 attribute
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 6 locations
ForecastRateIndex | A type defining a rate index.
Content: | complex, 2 elements
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 2 locations
Formula | A type describing a financial formula, with its description and components.
Content: | complex, 3 elements
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definitions of 3 elements
Used: | at 4 locations
FormulaComponent | Elements describing the components of the formula.
Content: | complex, 1 attribute, 2 elements
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definitions of 1 attribute, 2 elements
Used: | at 1 location
FormulaTerm | A type defining a term of the formula.
Content: | complex, 2 elements
Defined: | globally in fpml-riskdef-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 1 location
ForwardRateCurve | A curve used to model a set of forward interest rates.
Content: | complex, 2 elements
Defined: | globally in fpml-mktenv-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 1 location
Fra | A type defining a Forward Rate Agreement (FRA) product.
Content: | complex, 1 attribute, 18 elements
Defined: | globally in fpml-ird-5-3.xsd; see XML source
Includes: | definitions of 11 elements
Used: | at 1 location
Frequency | A type defining a time frequency, e.g. one day, three months.
Content: | complex, 1 attribute, 2 elements
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definitions of 1 attribute, 2 elements
Used: | at 5 locations
FrequencyType | Frequency Type.
Content: | simple, 1 attribute
Defined: | globally in fpml-option-shared-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | never
Future | An exchange traded future contract.
Content: | complex, 1 attribute, 12 elements
Defined: | globally in fpml-asset-5-3.xsd; see XML source
Includes: | definitions of 3 elements
Used: | at 1 location
FutureId | A type defining a short form unique identifier for a future contract.
Content: | simple, 1 attribute
Defined: | globally in fpml-asset-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 1 location
FutureValueAmount | A type defining a currency amount as at a future value date.
Content: | complex, 1 attribute, 4 elements
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 1 location
FxAmericanExercise | Describes the characteristics for american exercise of FX products.
Content: | complex, 1 attribute, 6 elements
Defined: | globally in fpml-fx-5-3.xsd; see XML source
Includes: | definition of 1 element
Used: | at 1 location
FxAsianFeature | Descibes the averaging period properties for an asian option.
Content: | complex, 8 elements
Defined: | globally in fpml-fx-5-3.xsd; see XML source
Includes: | definitions of 6 elements
Used: | at 1 location
FxAverageRateObservation | A type that, for average rate options, is used to describe each specific observation date, as opposed to a parametric frequency of rate observations.
Content: | complex, 3 elements
Defined: | globally in fpml-fx-5-3.xsd; see XML source
Includes: | definitions of 3 elements
Used: | at 1 location
FxAverageRateObservationSchedule | A type that describes average rate options rate observations.
Content: | complex, 3 elements
Defined: | globally in fpml-fx-5-3.xsd; see XML source
Includes: | definitions of 3 elements
Used: | at 1 location
FxBarrierFeature | Describes the properties of an Fx barrier.
Content: | complex, 6 elements
Defined: | globally in fpml-fx-5-3.xsd; see XML source
Includes: | definitions of 6 elements
Used: | at 2 locations
FxBoundary | Describes a precise boundary value.
Content: | complex, 2 elements
Defined: | globally in fpml-fx-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | never
FxCashSettlement | A type that is used for describing cash settlement of an option / non deliverable forward.
Content: | complex, 2 elements
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 2 locations
FxConversion |
Content: | complex, 2 elements
Defined: | globally in fpml-asset-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 1 location
FxCurve | An fx curve object., which includes pricing inputs and term structures for fx forwards.
Content: | complex, 1 attribute, 3 elements
Defined: | globally in fpml-mktenv-5-3.xsd; see XML source
Used: | at 1 location
FxCurveValuation | A valuation of an FX curve object., which includes pricing inputs and term structures for fx forwards.
Content: | complex, 2 attributes, 12 elements
Defined: | globally in fpml-mktenv-5-3.xsd; see XML source
Includes: | definitions of 5 elements
Used: | at 1 location
FxDigitalAmericanExercise | Descrines the characteristics for American exercise in FX digital options.
Content: | complex, 1 attribute, 5 elements
Defined: | globally in fpml-fx-5-3.xsd; see XML source
Includes: | definitions of 5 elements
Used: | at 2 locations
FxDigitalOption | Describes an option having a triggerable fixed payout.
Content: | complex, 1 attribute, 15 elements
Defined: | globally in fpml-fx-5-3.xsd; see XML source
Includes: | definitions of 8 elements
Used: | at 1 location
FxEuropeanExercise | Describes the characteristics for European exercise of FX products.
Content: | complex, 1 attribute, 4 elements
Defined: | globally in fpml-fx-5-3.xsd; see XML source
Includes: | definitions of 4 elements
Used: | at 2 locations
FxFeature | A type for defining Fx Features.
Content: | complex, 4 elements
Defined: | globally in fpml-option-shared-5-3.xsd; see XML source
Includes: | definitions of 4 elements
Used: | at 4 locations
FxFixing | A type that specifies the source for and timing of a fixing of an exchange rate.
Content: | complex, 3 elements
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definitions of 3 elements
Used: | at 1 location
FxFixingDate | 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.
Content: | complex, 1 attribute, 8 elements
Defined: | globally in fpml-ird-5-3.xsd; see XML source
Includes: | definitions of 3 elements
Used: | at 1 location
FxLinkedNotionalAmount | A type to describe the cashflow representation for fx linked notionals.
Content: | complex, 4 elements
Defined: | globally in fpml-ird-5-3.xsd; see XML source
Includes: | definitions of 4 elements
Used: | at 1 location
FxLinkedNotionalSchedule | A type to describe a notional schedule where each notional that applies to a calculation period is calculated with reference to a notional amount or notional amount schedule in a different currency by means of a spot currency exchange rate which is normally observed at the beginning of each period.
Content: | complex, 6 elements
Defined: | globally in fpml-ird-5-3.xsd; see XML source
Includes: | definitions of 6 elements
Used: | at 1 location
FxMultipleExercise | Describes the limits on the size of notional when multiple exercise is allowed.
Content: | complex, 2 elements
Defined: | globally in fpml-fx-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 1 location
FxOption | Describes an FX option with optional asian and barrier features.
Content: | complex, 1 attribute, 19 elements
Defined: | globally in fpml-fx-5-3.xsd; see XML source
Includes: | definitions of 12 elements
Used: | at 1 location
FxOptionFeatures | A type describing the features that may be present in an FX option.
Content: | complex, 3 elements
Defined: | globally in fpml-fx-5-3.xsd; see XML source
Includes: | definitions of 3 elements
Used: | at 1 location
FxOptionPayout | 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).
Content: | complex, 1 attribute, 4 elements
Defined: | globally in fpml-fx-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 1 location
FxOptionPremium | A type that specifies the premium exchanged for a single option trade or option strategy.
Content: | complex, 1 attribute, 8 elements
Defined: | globally in fpml-fx-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 2 locations
FxRate | A type describing the rate of a currency conversion: pair of currency, quotation mode and exchange rate.
Content: | complex, 2 elements
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 4 locations
FxRateAsset |
Content: | complex, 1 attribute, 8 elements
Defined: | globally in fpml-asset-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 1 location
FxRateSet | A collection of spot FX rates used in pricing.
Content: | complex, 2 elements
Defined: | globally in fpml-mktenv-5-3.xsd; see XML source
Used: | at 1 location
FxSingleLeg | A type defining either a spot or forward FX transactions.
Content: | complex, 1 attribute, 12 elements
Defined: | globally in fpml-fx-5-3.xsd; see XML source
Used: | at 1 location
FxSpotRateSource | A type defining the source and time for an fx rate.
Content: | complex, 3 elements
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definitions of 3 elements
Used: | at 5 locations
FxStrikePrice | A type that describes the rate of exchange at which the option has been struck.
Content: | complex, 2 elements
Defined: | globally in fpml-fx-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 1 location
FxSwap | A type defining either a spot/forward or forward/forward FX swap transaction.
Content: | complex, 1 attribute, 5 elements
Defined: | globally in fpml-fx-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 1 location
FxSwapLeg |
Content: | complex, 1 attribute, 9 elements
Defined: | globally in fpml-fx-5-3.xsd; see XML source
Used: | at 2 locations
FxTouch | Describes an FX touch condition.
Content: | complex, 7 elements
Defined: | globally in fpml-fx-5-3.xsd; see XML source
Includes: | definitions of 7 elements
Used: | at 1 location
FxTrigger | Describes an FX trigger condition.
Content: | complex, 5 elements
Defined: | globally in fpml-fx-5-3.xsd; see XML source
Includes: | definitions of 5 elements
Used: | at 1 location
GasDelivery | The specification of the gas to be delivered.
Content: | complex, 6 elements
Defined: | globally in fpml-com-5-3.xsd; see XML source
Includes: | definitions of 3 elements
Used: | at 1 location
GasDeliveryPeriods | The different options for specifying the Delivery Periods for a physically settled gas trade.
Content: | complex, 1 attribute, 7 elements
Defined: | globally in fpml-com-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 1 location
GasDeliveryPoint | A scheme identifying the types of the Delivery Point for a physically settled gas trade.
Content: | simple, 1 attribute
Defined: | globally in fpml-com-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 1 location
GasPhysicalLeg | Physically settled leg of a physically settled gas transaction.
Content: | complex, 1 attribute, 8 elements
Defined: | globally in fpml-com-5-3.xsd; see XML source
Includes: | definitions of 4 elements
Used: | at 1 location
GasPhysicalQuantity | The quantity of gas to be delivered.
Content: | complex, 1 attribute, 6 elements
Defined: | globally in fpml-com-5-3.xsd; see XML source
Includes: | definitions of 3 elements
Used: | at 1 location
GasProduct | A type defining the characteristics of the gas being traded in a physically settled gas transaction.
Content: | complex, 3 elements
Defined: | globally in fpml-com-5-3.xsd; see XML source
Includes: | definitions of 3 elements
Used: | at 1 location
GasQuality | The quantity of gas to be delivered.
Content: | simple, 1 attribute
Defined: | globally in fpml-com-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 1 location
GeneralTerms |
Content: | complex, 13 elements
Defined: | globally in fpml-cd-5-3.xsd; see XML source
Includes: | definitions of 9 elements
Used: | at 2 locations
GenericAgreement | An entity for defining a generic agreement executed between two parties for any purpose.
Content: | complex, 5 elements
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definitions of 5 elements
Used: | at 1 location
GenericDimension | A generic (user defined) dimension, e.g. for use in a correlation surface. e.g. a currency, stock, etc.
Content: | simple, 2 attributes
Defined: | globally in fpml-riskdef-5-3.xsd; see XML source
Includes: | definitions of 2 attributes
Used: | at 1 location
GenericProduct | Simple product representation providing key information about a variety of different products
Content: | complex, 1 attribute, 16 elements
Defined: | globally in fpml-generic-5-3.xsd; see XML source
Includes: | definitions of 9 elements
Used: | at 2 locations
GoverningLaw | Identification of the law governing the transaction.
Content: | simple, 1 attribute
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 3 locations
GracePeriodExtension |
Content: | complex, 2 elements
Defined: | globally in fpml-option-shared-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 1 location
GrossCashflow | A payment component owed from one party to the other for the cash flow date.
Content: | complex, 8 elements
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definitions of 4 elements
Used: | at 2 locations
GrossTreatment |
Content: | complex, 1 element
Defined: | globally in fpml-collateral-processes-5-3.xsd; see XML source
Includes: | definition of 1 element
Used: | at 1 location
HeldCollateral |
Content: | complex, 3 elements
Defined: | globally in fpml-collateral-processes-5-3.xsd; see XML source
Includes: | definitions of 3 elements
Used: | at 2 locations
HTTPAttachmentReference | A special type that allows references to HTTP attachments identified with an HTTP "Content-ID" header, as is done with SOAP with Attachments (http://www.w3.org/TR/SOAP-attachments).
Content: | empty, 1 attribute
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 1 location
IdentifiedAsset | A generic type describing an identified asset.
Content: | complex, 1 attribute, 2 elements
Abstract: | (cannot be assigned directly to elements used in instance XML documents)
Defined: | globally in fpml-asset-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 3 locations
IdentifiedCurrency | Specifies Currency with ID attribute.
Content: | simple, 2 attributes
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 6 locations
IdentifiedCurrencyReference | Reference to a currency with ID attribute
Content: | empty, 1 attribute
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 1 location
IdentifiedDate | A date which can be referenced elsewhere.
Content: | simple, 1 attribute
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 32 locations
IdentifiedPayerReceiver | A type extending the PayerReceiverEnum type wih an id attribute.
Content: | simple, 1 attribute
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 4 locations
IndependentAmount |
Content: | complex, 5 elements
Defined: | globally in fpml-doc-5-3.xsd; see XML source
Includes: | definition of 1 element
Used: | at 1 location
IndependentAmountType |
Content: | complex, 4 elements
Defined: | globally in fpml-collateral-processes-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 3 locations
Index | A published index whose price depends on exchange traded constituents.
Content: | complex, 1 attribute, 11 elements
Defined: | globally in fpml-asset-5-3.xsd; see XML source
Includes: | definition of 1 element
Used: | at 1 location
IndexAdjustmentEvents | Defines the specification of the consequences of Index Events as defined by the 2002 ISDA Equity Derivatives Definitions.
Content: | complex, 3 elements
Defined: | globally in fpml-eq-shared-5-3.xsd; see XML source
Includes: | definitions of 3 elements
Used: | at 1 location
IndexAnnexSource |
Content: | simple, 1 attribute
Defined: | globally in fpml-cd-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 1 location
IndexChange | A structure describing the effect of a change to an index.
Content: | complex, 2 elements
Defined: | globally in fpml-business-events-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 1 location
IndexId |
Content: | simple, 1 attribute
Defined: | globally in fpml-cd-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 1 location
IndexName |
Content: | simple, 1 attribute
Defined: | globally in fpml-cd-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 1 location
IndexReferenceInformation | A type defining a Credit Default Swap Index.
Content: | complex, 1 attribute, 9 elements
Defined: | globally in fpml-cd-5-3.xsd; see XML source
Includes: | definitions of 1 attribute, 9 elements
Used: | at 1 location
IndustryClassification | A party's industry sector classification.
Content: | simple, 1 attribute
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 2 locations
InflationRateCalculation | A type defining the components specifiying an Inflation Rate Calculation
Content: | complex, 1 attribute, 17 elements
Defined: | globally in fpml-ird-5-3.xsd; see XML source
Includes: | definitions of 6 elements
Used: | at 1 location
InformationProvider |
Content: | simple, 1 attribute
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 1 location
InformationSource | A type defining the source for a piece of information (e.g. a rate refix or an fx fixing).
Content: | complex, 3 elements
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definitions of 3 elements
Used: | at 12 locations
InitialPayment |
Content: | complex, 1 attribute, 7 elements
Defined: | globally in fpml-cd-5-3.xsd; see XML source
Includes: | definitions of 3 elements
Used: | at 1 location
InitialPortfolioDefinition |
Content: | complex, 5 elements
Defined: | globally in fpml-reconciliation-5-3.xsd; see XML source
Includes: | definition of 1 element
Used: | at 1 location
InstrumentId | A short form unique identifier for a security.
Content: | simple, 1 attribute
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 3 locations
InstrumentSet | A collection of instruments usable for quotation purposes.
Content: | complex, 2 elements
Defined: | globally in fpml-riskdef-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 1 location
InstrumentTradeDetails | The economics of a trade of a multiply traded instrument.
Content: | complex, 1 attribute, 11 elements
Defined: | globally in fpml-doc-5-3.xsd; see XML source
Includes: | definitions of 4 elements
Used: | at 1 location
InstrumentTradePricing | A structure describing the price paid for the instrument.
Content: | complex, 1 element
Defined: | globally in fpml-doc-5-3.xsd; see XML source
Includes: | definition of 1 element
Used: | at 1 location
InstrumentTradePrincipal | A structure describing the value in "native" currency of an instrument that was traded.
Content: | complex, 1 element
Defined: | globally in fpml-doc-5-3.xsd; see XML source
Includes: | definition of 1 element
Used: | at 1 location
InstrumentTradeQuantity | A structure describing the amount of an instrument that was traded.
Content: | complex, 2 elements
Defined: | globally in fpml-doc-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 1 location
InterestAccrualsCompoundingMethod | A type defining the way in which interests are accrued: the applicable rate (fixed or floating reference) and the compounding method.
Content: | complex, 3 elements
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definition of 1 element
Used: | at 1 location
InterestAccrualsMethod | A type describing the method for accruing interests on dividends.
Content: | complex, 2 elements
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 3 locations
InterestAccrued |
Content: | complex, 7 elements
Defined: | globally in fpml-collateral-processes-5-3.xsd; see XML source
Includes: | definitions of 7 elements
Used: | at 4 locations
InterestCalculation | Specifies the calculation method of the interest rate leg of the return swap.
Content: | complex, 1 attribute, 6 elements
Defined: | globally in fpml-eq-shared-5-3.xsd; see XML source
Includes: | definitions of 1 attribute, 4 elements
Used: | at 1 location
InterestCalculationDetails |
Content: | complex, 1 element
Defined: | globally in fpml-collateral-processes-5-3.xsd; see XML source
Includes: | definition of 1 element
Used: | at 1 location
InterestCalculationTerms |
Content: | complex, 4 elements
Defined: | globally in fpml-collateral-processes-5-3.xsd; see XML source
Includes: | definitions of 4 elements
Used: | at 1 location
InterestDirection |
Content: | complex, 2 elements
Defined: | globally in fpml-collateral-processes-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 3 locations
InterestLeg | A type describing the fixed income leg of the equity swap.
Content: | complex, 1 attribute, 12 elements
Defined: | globally in fpml-eq-shared-5-3.xsd; see XML source
Includes: | definitions of 5 elements
Used: | at 1 location
InterestLegCalculationPeriodDates | Component that holds the various dates used to specify the interest leg of the return swap.
Content: | complex, 1 attribute, 4 elements
Defined: | globally in fpml-eq-shared-5-3.xsd; see XML source
Includes: | definitions of 1 attribute, 4 elements
Used: | at 1 location
InterestLegCalculationPeriodDatesReference | Reference to the calculation period dates of the interest leg.
Content: | empty, 1 attribute
Defined: | globally in fpml-eq-shared-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 1 location
InterestLegResetDates |
Content: | complex, 5 elements
Defined: | globally in fpml-eq-shared-5-3.xsd; see XML source
Includes: | definitions of 5 elements
Used: | at 1 location
InterestPaymentDetails |
Content: | complex, 1 attribute, 7 elements
Defined: | globally in fpml-collateral-processes-5-3.xsd; see XML source
Includes: | definition of 1 element
Used: | at 3 locations
InterestPeriod |
Content: | complex, 2 elements
Defined: | globally in fpml-collateral-processes-5-3.xsd; see XML source
Used: | at 2 locations
InterestRateStream | A type defining the components specifiying an interest rate stream, including both a parametric and cashflow representation for the stream of payments.
Content: | complex, 1 attribute, 13 elements
Defined: | globally in fpml-ird-5-3.xsd; see XML source
Includes: | definitions of 9 elements
Used: | at 2 locations
InterestRateStreamReference | Reference to an InterestRateStream component.
Content: | empty, 1 attribute
Defined: | globally in fpml-ird-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 1 location
InterestRequirement |
Content: | complex, 4 elements
Defined: | globally in fpml-collateral-processes-5-3.xsd; see XML source
Includes: | definitions of 4 elements
Used: | at 1 location
InterestResponse |
Content: | complex, 2 elements
Defined: | globally in fpml-collateral-processes-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 3 locations
InterestResponseReason |
Content: | complex, 3 elements
Defined: | globally in fpml-collateral-processes-5-3.xsd; see XML source
Includes: | definitions of 3 elements
Used: | at 1 location
InterestResponseReasonCode |
Content: | simple, 1 attribute
Defined: | globally in fpml-collateral-processes-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 1 location
InterestShortFall |
Content: | complex, 3 elements
Defined: | globally in fpml-cd-5-3.xsd; see XML source
Includes: | definitions of 3 elements
Used: | at 1 location
InterestStatement |
Content: | complex, 3 attributes, 13 elements
Defined: | globally in fpml-collateral-processes-5-3.xsd; see XML source
Includes: | definitions of 5 elements
Used: | at 1 location
InterestStatementDirection |
Content: | complex, 2 elements
Defined: | globally in fpml-collateral-processes-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 3 locations
InterestStatementRequirement |
Content: | complex, 4 elements
Defined: | globally in fpml-collateral-processes-5-3.xsd; see XML source
Includes: | definitions of 4 elements
Used: | at 1 location
InterestStatus |
Content: | complex, 3 attributes, 14 elements
Defined: | globally in fpml-collateral-processes-5-3.xsd; see XML source
Includes: | definitions of 3 elements
Used: | at 1 location
InterestStatusRetracted |
Content: | complex, 3 attributes, 11 elements
Defined: | globally in fpml-collateral-processes-5-3.xsd; see XML source
Includes: | definitions of 3 elements
Used: | at 1 location
IntermediaryInformation | A type that describes the information to identify an intermediary through which payment will be made by the correspondent bank to the ultimate beneficiary of the funds.
Content: | complex, 5 elements
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 1 location
InterpolationMethod | The type of interpolation used.
Content: | simple, 1 attribute
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 4 locations
Knock | Knock In means option to exercise comes into existence.
Content: | complex, 2 elements
Defined: | globally in fpml-option-shared-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 2 locations
Lag | An observation period that is offset from a Calculation Period.
Content: | complex, 1 attribute, 2 elements
Defined: | globally in fpml-com-5-3.xsd; see XML source
Includes: | definitions of 1 attribute, 2 elements
Used: | at 2 locations
LagReference | Allows a lag to reference one already defined elsewhere in the trade.
Content: | empty, 1 attribute
Defined: | globally in fpml-com-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 1 location
Language | The data type used for indicating the language of the resource, described using the ISO 639-2/T Code.
Content: | simple, 1 attribute
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 1 location
LcSummary | A basic set of fields to identify an LC.
Content: | complex, 1 element
Defined: | globally in fpml-collateral-processes-5-3.xsd; see XML source
Includes: | definition of 1 element
Used: | at 1 location
Leg | A supertype of leg.
Content: | empty, 1 attribute
Abstract: | (cannot be assigned directly to elements used in instance XML documents)
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 10 locations
LegalEntity | A type defining a legal entity.
Content: | complex, 1 attribute, 2 elements
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definitions of 1 attribute, 2 elements
Used: | at 11 locations
LegalEntityReference | References a credit entity defined elsewhere in the document.
Content: | empty, 1 attribute
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 5 locations
LegAmount | A type describing the amount that will paid or received on each of the payment dates.
Content: | complex, 7 elements
Defined: | globally in fpml-eq-shared-5-3.xsd; see XML source
Includes: | definitions of 4 elements
Used: | at 2 locations
LegId | Leg identity.
Content: | simple, 1 attribute
Defined: | globally in fpml-eq-shared-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 1 location
LegIdentifier | Version aware identification of a leg.
Content: | complex, 3 elements
Defined: | globally in fpml-eq-shared-5-3.xsd; see XML source
Includes: | definition of 1 element
Used: | at 1 location
LetterOfCredit | Defines a letter of credit.
Content: | complex, 6 elements
Defined: | globally in fpml-collateral-processes-5-3.xsd; see XML source
Includes: | definitions of 5 elements
Used: | at 1 location
LetterOfCreditType | Specifies a letter of credit as type of expected collateral.
Content: | complex, 1 element
Defined: | globally in fpml-collateral-processes-5-3.xsd; see XML source
Includes: | definition of 1 element
Used: | at 1 location
Lien | A type describing the liens associated with a loan facility.
Content: | simple, 1 attribute
Defined: | globally in fpml-asset-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 2 locations
LimitedCreditDefaultSwap | A limited version of the CDS type used as an underlyer to CDS options in Transparency view, to avoid requiring product type etc.
Content: | complex, 3 elements
Defined: | globally in fpml-cd-5-3.xsd; see XML source
Includes: | definitions of 3 elements
Used: | never
LinkId | The data type used for link identifiers.
Content: | simple, 2 attributes
Defined: | globally in fpml-doc-5-3.xsd; see XML source
Includes: | definitions of 2 attributes
Used: | at 1 location
Loan | A type describing a loan underlying asset.
Content: | complex, 1 attribute, 13 elements
Defined: | globally in fpml-asset-5-3.xsd; see XML source
Includes: | definitions of 7 elements
Used: | at 1 location
LoanParticipation |
Content: | complex, 3 elements
Defined: | globally in fpml-cd-5-3.xsd; see XML source
Includes: | definition of 1 element
Used: | at 2 locations
LowerBound |
Content: | complex, 2 elements
Defined: | globally in fpml-fx-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | never
MainPublication | A type to define the main publication source.
Content: | simple, 1 attribute
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 1 location
MakeWholeAmount | 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).
Content: | complex, 6 elements
Defined: | globally in fpml-bond-option-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 1 location
MakeWholeProvisions | A type to hold early exercise provisions.
Content: | complex, 2 elements
Defined: | globally in fpml-eq-shared-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 1 location
MandatoryEarlyTermination | A type to define an early termination provision for which exercise is mandatory.
Content: | complex, 1 attribute, 4 elements
Defined: | globally in fpml-ird-5-3.xsd; see XML source
Includes: | definitions of 1 attribute, 4 elements
Used: | at 1 location
MandatoryEarlyTerminationAdjustedDates | A type defining the adjusted dates associated with a mandatory early termination provision.
Content: | complex, 3 elements
Defined: | globally in fpml-ird-5-3.xsd; see XML source
Includes: | definitions of 3 elements
Used: | at 1 location
ManualExercise | A type defining manual exercise, i.e. that the option buyer counterparty must give notice to the option seller of exercise.
Content: | complex, 2 elements
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 1 location
MarginCallResponseReason |
Content: | complex, 3 elements
Defined: | globally in fpml-collateral-processes-5-3.xsd; see XML source
Includes: | definitions of 3 elements
Used: | at 1 location
MarginCallResponseReasonCode |
Content: | simple, 1 attribute
Defined: | globally in fpml-collateral-processes-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 1 location
MarginCallResult | This composite type is an aggregation of the data supplied in the Margin Requirement composite type.
Content: | complex, 3 elements
Defined: | globally in fpml-collateral-processes-5-3.xsd; see XML source
Includes: | definitions of 3 elements
Used: | at 1 location
MarginCallStatus |
Content: | complex, 3 attributes, 19 elements
Defined: | globally in fpml-collateral-processes-5-3.xsd; see XML source
Includes: | definitions of 7 elements
Used: | at 1 location
MarginCallStatusRetracted |
Content: | complex, 3 attributes, 11 elements
Defined: | globally in fpml-collateral-processes-5-3.xsd; see XML source
Includes: | definitions of 3 elements
Used: | at 1 location
MarginCollateral |
Content: | complex, 3 elements
Defined: | globally in fpml-collateral-processes-5-3.xsd; see XML source
Includes: | definitions of 3 elements
Used: | at 3 locations
MarginRequirement |
Content: | complex, 3 elements
Defined: | globally in fpml-collateral-processes-5-3.xsd; see XML source
Includes: | definitions of 3 elements
Used: | at 1 location
MarginRequirementDeliver |
Content: | complex, 4 elements
Defined: | globally in fpml-collateral-processes-5-3.xsd; see XML source
Used: | at 1 location
MarginRequirementReturn |
Content: | complex, 4 elements
Defined: | globally in fpml-collateral-processes-5-3.xsd; see XML source
Used: | at 2 locations
MarginTerm | Margin Terms can be defined as they apply to Variation Margin and/or Segregated Independent Amount.
Content: | complex, 4 elements
Defined: | globally in fpml-collateral-processes-5-3.xsd; see XML source
Includes: | definitions of 4 elements
Used: | at 1 location
Market | A collection of pricing inputs.
Content: | complex, 1 attribute, 5 elements
Defined: | globally in fpml-riskdef-5-3.xsd; see XML source
Includes: | definitions of 1 attribute, 5 elements
Used: | at 1 location
MarketDisruption | Defines the handling of an averaging date market disruption for an equity derivative transaction.
Content: | simple, 1 attribute
Defined: | globally in fpml-option-shared-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 1 location
MarketDisruptionEvent | A Market Disruption Event.
Content: | simple, 1 attribute
Defined: | globally in fpml-com-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 2 locations
MarketReference | Reference to a market structure.
Content: | empty, 1 attribute
Defined: | globally in fpml-riskdef-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 2 locations
MarkToMarket | The net market value of the portfolio in base currency
Content: | complex, 2 elements
Defined: | globally in fpml-collateral-processes-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 1 location
MasterAgreement | An entity for defining the agreement executed between the parties and intended to govern all OTC derivatives transactions between those parties.
Content: | complex, 3 elements
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definitions of 3 elements
Used: | at 2 locations
MasterAgreementType |
Content: | simple, 1 attribute
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 1 location
MasterAgreementVersion |
Content: | simple, 1 attribute
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 1 location
MasterConfirmation | An entity for defining the master confirmation agreement executed between the parties.
Content: | complex, 4 elements
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definitions of 4 elements
Used: | at 1 location
MasterConfirmationAnnexType |
Content: | simple, 1 attribute
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 1 location
MasterConfirmationType |
Content: | simple, 1 attribute
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 1 location
MatchId | An identifier used to identify matched cashflows.
Content: | simple, 1 attribute
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 6 locations
Math | A type defining a mathematical expression.
Content: | mixed (allows character data), elem. wildcard
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definition of elem. wildcard
Used: | at 1 location
MatrixSource |
Content: | simple, 1 attribute
Defined: | globally in fpml-cd-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 1 location
MatrixTerm |
Content: | simple, 1 attribute
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 1 location
MatrixType |
Content: | simple, 1 attribute
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 1 location
Message | A type defining the basic structure of all FpML messages which is refined by its derived types.
Content: | empty, 3 attributes
Abstract: | (cannot be assigned directly to elements used in instance XML documents)
Defined: | globally in fpml-msg-5-3.xsd; see XML source
Used: | at 4 locations
MessageAddress | The data type used for identifying a message address.
Content: | simple, 1 attribute
Defined: | globally in fpml-msg-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 3 locations
MessageHeader | A type defining the content model for a generic message header that is refined by its derived classes.
Content: | complex, 1 element
Abstract: | (cannot be assigned directly to elements used in instance XML documents)
Defined: | globally in fpml-msg-5-3.xsd; see XML source
Includes: | definition of 1 element
Used: | at 4 locations
MessageId | The data type use for message identifiers.
Content: | simple, 1 attribute
Defined: | globally in fpml-msg-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 4 locations
MimeType | The type that indicates the type of media used to store the content.
Content: | simple, 1 attribute
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 3 locations
Money | A type defining a currency amount.
Content: | complex, 1 attribute, 2 elements
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definition of 1 element
Used: | at 56 locations
MoneyBase | Abstract base class for all money types.
Content: | complex, 1 attribute, 1 element
Abstract: | (cannot be assigned directly to elements used in instance XML documents)
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definitions of 1 attribute, 1 element
Used: | at 3 locations
MoneyReference | References a Money instance.
Content: | empty, 1 attribute
Defined: | globally in fpml-fx-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | never
Mortgage | A type describing a mortgage asset.
Content: | complex, 1 attribute, 20 elements
Defined: | globally in fpml-asset-5-3.xsd; see XML source
Includes: | definitions of 6 elements
Used: | at 1 location
MortgageSector | A type describing the typology of mortgage obligations.
Content: | simple, 1 attribute
Defined: | globally in fpml-asset-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 1 location
MultiDimensionalPricingData | A pricing data set that contains a series of points with coordinates.
Content: | complex, 14 elements
Defined: | globally in fpml-mktenv-5-3.xsd; see XML source
Includes: | definition of 1 element
Used: | at 1 location
MultipleExercise | A type defining multiple exercises.
Content: | complex, 6 elements
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 2 locations
MultipleValuationDates |
Content: | complex, 3 elements
Defined: | globally in fpml-cd-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 1 location
MutualFund |
Content: | complex, 1 attribute, 8 elements
Defined: | globally in fpml-asset-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 1 location
NetAndGross | A structure including a net and/or a gross amount and possibly fees and commissions.
Content: | complex, 3 elements
Defined: | globally in fpml-doc-5-3.xsd; see XML source
Used: | at 1 location
NettedSwapBase | An abstract base class for all swap types which have a single netted leg, such as Variance Swaps, and Correlation Swaps.
Content: | complex, 1 attribute, 5 elements
Abstract: | (cannot be assigned directly to elements used in instance XML documents)
Defined: | globally in fpml-eq-shared-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 2 locations
NettedTradeCashflowsAsserted | Message for assertion of payments to be reconciled.
Content: | complex, 3 attributes, 15 elements
Defined: | globally in fpml-reconciliation-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 1 location
NettedTradeCashflowsMatchResult | Message for sending match results.
Content: | complex, 3 attributes, 11 elements
Defined: | globally in fpml-reconciliation-5-3.xsd; see XML source
Includes: | definitions of 5 elements
Used: | at 1 location
NettedTradeCashflowsProposedMatch | "Other side's" cashflow that meets the minimimum matching criteria and is proposed as match to the cash flow that is being asserted.
Content: | complex, 6 elements
Defined: | globally in fpml-reconciliation-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 1 location
NettedTradeCashflowsRetracted | Message for cancellation of payments to be reconciled.
Content: | complex, 3 attributes, 12 elements
Defined: | globally in fpml-reconciliation-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 1 location
NetTreatment |
Content: | complex, 1 element
Defined: | globally in fpml-collateral-processes-5-3.xsd; see XML source
Includes: | definition of 1 element
Used: | at 1 location
NonCorrectableRequestMessage | A type defining the content model for a request message that cannot be subsequently corrected or retracted.
Content: | complex, 3 attributes, 6 elements
Defined: | globally in fpml-msg-5-3.xsd; see XML source
Used: | at 10 locations
NonDeliverableSettlement | A type defining the parameters used when the reference currency of the swapStream is non-deliverable.
Content: | complex, 5 elements
Defined: | globally in fpml-ird-5-3.xsd; see XML source
Includes: | definitions of 5 elements
Used: | at 1 location
NonNegativeAmountSchedule | A type defining a currency amount or a currency amount schedule.
Content: | complex, 1 attribute, 3 elements
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definition of 1 element
Used: | at 1 location
NonNegativeMoney | A type defining a non negative money amount.
Content: | complex, 1 attribute, 2 elements
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definition of 1 element
Used: | at 30 locations
NonNegativePayment | A complex type to specify non negative payments.
Content: | complex, 1 attribute, 6 elements
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definition of 1 element
Used: | at 5 locations
NonNegativeSchedule | A type defining a schedule of non-negative rates or amounts in terms of an initial value and then a series of step date and value pairs.
Content: | complex, 1 attribute, 2 elements
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definitions of 1 attribute, 2 elements
Used: | at 1 location
NonNegativeStep | A type defining a step date and non-negative step value pair.
Content: | complex, 1 attribute, 2 elements
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definition of 1 element
Used: | at 1 location
NonPeriodicFixedPriceLeg | The details of a fixed payment.
Content: | complex, 1 attribute, 10 elements
Defined: | globally in fpml-com-5-3.xsd; see XML source
Includes: | definitions of 3 elements
Used: | at 1 location
NotDomesticCurrency |
Content: | complex, 2 elements
Defined: | globally in fpml-cd-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 2 locations
NotificationMessage | A type defining the basic content for a message sent to inform another system that some 'business event' has occured.
Content: | complex, 3 attributes, 6 elements
Abstract: | (cannot be assigned directly to elements used in instance XML documents)
Defined: | globally in fpml-msg-5-3.xsd; see XML source
Includes: | definition of 1 element
Used: | at 12 locations
NotificationMessageHeader | A type that refines the generic message header to match the requirements of a NotificationMessage.
Content: | complex, 9 elements
Defined: | globally in fpml-msg-5-3.xsd; see XML source
Includes: | definition of 1 element
Used: | at 1 location
NotifyingParty |
Content: | complex, 2 elements
Defined: | globally in fpml-option-shared-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 1 location
Notional | An type defining the notional amount or notional amount schedule associated with a swap stream.
Content: | complex, 1 attribute, 2 elements
Defined: | globally in fpml-ird-5-3.xsd; see XML source
Includes: | definitions of 1 attribute, 2 elements
Used: | at 1 location
NotionalAmount | A complex type to specify the notional amount.
Content: | complex, 1 attribute, 2 elements
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Used: | at 1 location
NotionalAmountReference | A reference to the notional amount.
Content: | empty, 1 attribute
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 2 locations
NotionalReference | A reference to the notional amount.
Content: | empty, 1 attribute
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 3 locations
NotionalStepRule | A type defining a parametric representation of the notional step schedule, i.e. parameters used to generate the notional balance on each step date.
Content: | complex, 7 elements
Defined: | globally in fpml-ird-5-3.xsd; see XML source
Includes: | definitions of 7 elements
Used: | at 1 location
ObligationAccelerationEvent |
Content: | empty
Defined: | globally in fpml-credit-event-notification-5-3.xsd; see XML source
Used: | at 1 location
ObligationDefaultEvent |
Content: | empty
Defined: | globally in fpml-credit-event-notification-5-3.xsd; see XML source
Used: | at 1 location
Obligations |
Content: | complex, 18 elements
Defined: | globally in fpml-cd-5-3.xsd; see XML source
Includes: | definitions of 18 elements
Used: | at 2 locations
ObservationSchedule |
Content: | complex, 3 elements
Defined: | globally in fpml-fx-5-3.xsd; see XML source
Includes: | definitions of 3 elements
Used: | never
Offset | A type defining an offset used in calculating a new date relative to a reference date.
Content: | complex, 1 attribute, 3 elements
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definition of 1 element
Used: | at 10 locations
OffsetPrevailingTime | Allows the specification of a time that may be on a day prior or subsequent to the day in question.
Content: | complex, 2 elements
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 2 locations
OilDelivery | The physical delivery conditions for an oil product.
Content: | complex, 5 elements
Defined: | globally in fpml-com-5-3.xsd; see XML source
Includes: | definitions of 5 elements
Used: | at 1 location
OilPhysicalLeg | Physically settled leg of a physically settled oil product transaction.
Content: | complex, 1 attribute, 8 elements
Defined: | globally in fpml-com-5-3.xsd; see XML source
Includes: | definitions of 4 elements
Used: | at 1 location
OilPipelineDelivery | The physical delivery conditions specific to an oil product delivered by pipeline.
Content: | complex, 6 elements
Defined: | globally in fpml-com-5-3.xsd; see XML source
Includes: | definitions of 6 elements
Used: | at 1 location
OilProduct | The specification of the oil product to be delivered.
Content: | complex, 2 elements
Defined: | globally in fpml-com-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 1 location
OilProductType | The type of physical commodity product to be delivered.
Content: | simple, 1 attribute
Defined: | globally in fpml-com-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 1 location
OilTransferDelivery | The physical delivery conditions specific to an oil product delivered by title transfer.
Content: | complex, 2 elements
Defined: | globally in fpml-com-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 1 location
OnBehalfOf |
Content: | complex, 2 elements
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 2 locations
Option | A type for defining the common features of options.
Content: | complex, 1 attribute, 7 elements
Abstract: | (cannot be assigned directly to elements used in instance XML documents)
Defined: | globally in fpml-option-shared-5-3.xsd; see XML source
Used: | at 3 locations
OptionalEarlyTermination | A type defining an early termination provision where either or both parties have the right to exercise.
Content: | complex, 7 elements
Defined: | globally in fpml-ird-5-3.xsd; see XML source
Includes: | definitions of 7 elements
Used: | at 1 location
OptionalEarlyTerminationAdjustedDates | A type defining the adjusted dates associated with an optional early termination provision.
Content: | complex, 1 element
Defined: | globally in fpml-ird-5-3.xsd; see XML source
Includes: | definition of 1 element
Used: | at 1 location
OptionBase | A type for defining the common features of options.
Content: | complex, 1 attribute, 8 elements
Abstract: | (cannot be assigned directly to elements used in instance XML documents)
Defined: | globally in fpml-option-shared-5-3.xsd; see XML source
Includes: | definition of 1 element
Used: | at 2 locations
OptionBaseExtended | Base type for options starting with the 4-3 release, until we refactor the schema as part of the 5-0 release series.
Content: | complex, 1 attribute, 21 elements
Abstract: | (cannot be assigned directly to elements used in instance XML documents)
Defined: | globally in fpml-option-shared-5-3.xsd; see XML source
Includes: | definitions of 6 elements
Used: | at 2 locations
OptionExercise | A structure describing an option exercise.
Content: | complex, 17 elements
Defined: | globally in fpml-business-events-5-3.xsd; see XML source
Includes: | definitions of 17 elements
Used: | at 1 location
OptionExpiry | A structure describing an option expiring.
Content: | complex, 4 elements
Defined: | globally in fpml-business-events-5-3.xsd; see XML source
Includes: | definitions of 4 elements
Used: | at 1 location
OptionExpiryBase | A structure describing an option expiring.
Content: | complex, 3 elements
Defined: | globally in fpml-business-events-5-3.xsd; see XML source
Includes: | definitions of 3 elements
Used: | at 1 location
OptionFeature | A type for defining option features.
Content: | complex, 6 elements
Defined: | globally in fpml-option-shared-5-3.xsd; see XML source
Used: | at 1 location
OptionFeatures | A type for defining option features.
Content: | complex, 5 elements
Defined: | globally in fpml-eq-shared-5-3.xsd; see XML source
Includes: | definitions of 5 elements
Used: | at 1 location
OptionNumericStrike | A type for defining the strike price for an option as a numeric value without currency.
Content: | complex, 2 elements
Defined: | globally in fpml-option-shared-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 1 location
OptionStrike | A type for defining the strike price for an equity option.
Content: | complex, 3 elements
Defined: | globally in fpml-option-shared-5-3.xsd; see XML source
Includes: | definition of 1 element
Used: | at 2 locations
OriginatingEvent |
Content: | simple, 1 attribute
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 4 locations
ParametricAdjustment | An adjustment used to accommodate a parameter of the input trade, e.g. the strike.
Content: | complex, 3 elements
Defined: | globally in fpml-mktenv-5-3.xsd; see XML source
Includes: | definitions of 3 elements
Used: | at 1 location
ParametricAdjustmentPoint | A value of the adjustment point, consisting of the x value and the corresponding y value.
Content: | complex, 2 elements
Defined: | globally in fpml-mktenv-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 1 location
PartialExercise | A type defining partial exercise.
Content: | complex, 4 elements
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Used: | at 1 location
Party | A type defining a legal entity or a subdivision of a legal entity.
Content: | complex, 1 attribute, 10 elements
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definitions of 1 attribute, 6 elements
Used: | at 5 locations
PartyId | The data type used for party identifiers.
Content: | simple, 1 attribute
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 1 location
PartyMessageInformation | A type defining additional information that may be recorded against a message.
Content: | complex, 1 element
Defined: | globally in fpml-msg-5-3.xsd; see XML source
Includes: | definition of 1 element
Used: | at 1 location
PartyName | The data type used for the legal name of an organization.
Content: | simple, 1 attribute
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 1 location
PartyPortfolioName | A type to represent a portfolio name for a particular party.
Content: | complex, 1 attribute, 2 elements
Defined: | globally in fpml-doc-5-3.xsd; see XML source
Includes: | definitions of 1 attribute, 2 elements
Used: | at 1 location
PartyReference | Reference to a party.
Content: | empty, 1 attribute
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 100 locations
PartyRelationship |
Content: | complex, 7 elements
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definitions of 5 elements
Used: | at 1 location
PartyRelationshipDocumentation | A description of the legal agreement(s) and definitions that document a party's relationships with other parties
Content: | complex, 3 elements
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definitions of 3 elements
Used: | at 1 location
PartyReport | A type defining the content model for a message allowing one party to send a report listing party information and relationships.
Content: | complex, 3 attributes, 11 elements
Defined: | globally in fpml-reporting-5-3.xsd; see XML source
Includes: | definitions of 3 elements
Used: | at 1 location
PartyRole | A type describing a role played by a party in one or more transactions.
Content: | simple, 1 attribute
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 2 locations
PartyRoleType | A type refining the role a role played by a party in one or more transactions.
Content: | simple, 1 attribute
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 2 locations
PartyTradeIdentifier | A type defining one or more trade identifiers allocated to the trade by a party.
Content: | complex, 1 attribute, 7 elements
Defined: | globally in fpml-doc-5-3.xsd; see XML source
Includes: | definitions of 3 elements
Used: | at 15 locations
PartyTradeIdentifierReference | A reference to a partyTradeIdentifier object.
Content: | empty, 1 attribute
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 1 location
PartyTradeIdentifiers | A type containing multiple partyTradeIdentifier.
Content: | complex, 1 element
Defined: | globally in fpml-doc-5-3.xsd; see XML source
Includes: | definition of 1 element
Used: | at 2 locations
PartyTradeInformation | A type defining additional information that may be recorded against a trade.
Content: | complex, 25 elements
Defined: | globally in fpml-doc-5-3.xsd; see XML source
Includes: | definitions of 23 elements
Used: | at 2 locations
PassThrough | Type which contains pass through payments.
Content: | complex, 1 element
Defined: | globally in fpml-option-shared-5-3.xsd; see XML source
Includes: | definition of 1 element
Used: | at 2 locations
PassThroughItem | Type to represent a single pass through payment.
Content: | complex, 6 elements
Defined: | globally in fpml-option-shared-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 1 location
Payment | A type for defining payments
Content: | complex, 2 attributes, 10 elements
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definitions of 1 attribute, 6 elements
Used: | at 12 locations
PaymentBase | An abstract base class for payment types.
Content: | empty, 1 attribute
Abstract: | (cannot be assigned directly to elements used in instance XML documents)
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 14 locations
PaymentBaseExtended | Base type for payments.
Content: | complex, 1 attribute, 5 elements
Abstract: | (cannot be assigned directly to elements used in instance XML documents)
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definition of 1 element
Used: | at 2 locations
PaymentCalculationPeriod | A type defining the adjusted payment date and associated calculation period parameters required to calculate the actual or projected payment amount.
Content: | complex, 2 attributes, 7 elements
Defined: | globally in fpml-ird-5-3.xsd; see XML source
Includes: | definitions of 1 attribute, 7 elements
Used: | at 1 location
PaymentDates | A type defining parameters used to generate the payment dates schedule, including the specification of early or delayed payments.
Content: | complex, 1 attribute, 9 elements
Defined: | globally in fpml-ird-5-3.xsd; see XML source
Includes: | definitions of 1 attribute, 9 elements
Used: | at 1 location
PaymentDatesReference | Reference to a payment dates structure.
Content: | empty, 1 attribute
Defined: | globally in fpml-ird-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 1 location
PaymentDetail |
Content: | complex, 1 attribute, 3 elements
Defined: | globally in fpml-doc-5-3.xsd; see XML source
Includes: | definitions of 3 elements
Used: | at 1 location
PaymentDetails | Details on the referenced payment. e.g.
Content: | complex, 3 elements
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definitions of 3 elements
Used: | never
PaymentId | An identifier used to identify a matchable payment.
Content: | simple, 1 attribute
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 1 location
PaymentMatching | A global type describing the payment exposed to the matching process, along with its gross component(s) and calculation details.
Content: | complex, 7 elements
Defined: | globally in fpml-reconciliation-5-3.xsd; see XML source
Includes: | definition of 1 element
Used: | at 2 locations
PaymentReference | Reference to a payment.
Content: | empty, 1 attribute
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 1 location
PaymentRule | The abstract base type from which all calculation rules of the independent amount must be derived.
Content: | empty
Abstract: | (cannot be assigned directly to elements used in instance XML documents)
Defined: | globally in fpml-doc-5-3.xsd; see XML source
Used: | at 2 locations
PaymentType |
Content: | simple, 1 attribute
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 3 locations
PCDeliverableObligationCharac |
Content: | complex, 2 elements
Defined: | globally in fpml-cd-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 3 locations
PendingCollateral |
Content: | complex, 3 elements
Defined: | globally in fpml-collateral-processes-5-3.xsd; see XML source
Includes: | definition of 1 element
Used: | at 1 location
PendingPayment | A structure representing a pending dividend or coupon payment.
Content: | complex, 1 attribute, 3 elements
Defined: | globally in fpml-asset-5-3.xsd; see XML source
Includes: | definitions of 3 elements
Used: | at 3 locations
PercentageRule | A type defining a content model for a calculation rule defined as percentage of the notional amount.
Content: | complex, 2 elements
Defined: | globally in fpml-doc-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | never
PercentageTolerance | The acceptable tolerance in the delivered quantity of a physical commodity product in terms of a percentage of the agreed delivery quantity.
Content: | complex, 3 elements
Defined: | globally in fpml-com-5-3.xsd; see XML source
Includes: | definitions of 3 elements
Used: | at 1 location
Period | A type to define recurring periods or time offsets.
Content: | complex, 1 attribute, 2 elements
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definitions of 1 attribute, 2 elements
Used: | at 25 locations
PeriodicDates |
Content: | complex, 4 elements
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definitions of 4 elements
Used: | at 2 locations
PeriodicPayment |
Content: | complex, 1 attribute, 8 elements
Defined: | globally in fpml-cd-5-3.xsd; see XML source
Includes: | definitions of 8 elements
Used: | at 1 location
Person | A type that represents information about a person connected with a trade or business process.
Content: | complex, 1 attribute, 8 elements
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definitions of 1 attribute, 8 elements
Used: | at 1 location
PersonId | An identifier used to identify an individual person.
Content: | simple, 1 attribute
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 1 location
PersonReference | Reference to an individual.
Content: | empty, 1 attribute
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 1 location
PersonRole | A type describing a role played by a person in one or more transactions.
Content: | simple, 1 attribute
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 1 location
PerturbationType | The type of perturbation applied to compute a derivative perturbatively.
Content: | simple, 1 attribute
Defined: | globally in fpml-riskdef-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 1 location
PhysicalExercise |
Content: | complex, 2 elements
Defined: | globally in fpml-business-events-5-3.xsd; see XML source
Used: | never
PhysicalLeg | The common components of a physically settled leg of a Commodity Swap.
Content: | complex, 1 attribute, 4 elements
Abstract: | (cannot be assigned directly to elements used in instance XML documents)
Defined: | globally in fpml-com-5-3.xsd; see XML source
Used: | at 5 locations
PhysicalSettlement |
Content: | complex, 3 elements
Defined: | globally in fpml-business-events-5-3.xsd; see XML source
Includes: | definitions of 3 elements
Used: | at 1 location
PhysicalSettlementPeriod |
Content: | complex, 3 elements
Defined: | globally in fpml-cd-5-3.xsd; see XML source
Includes: | definitions of 3 elements
Used: | at 1 location
PhysicalSettlementTerms |
Content: | complex, 1 attribute, 5 elements
Defined: | globally in fpml-cd-5-3.xsd; see XML source
Includes: | definitions of 4 elements
Used: | at 1 location
Portfolio | A type representing an arbitary grouping of trade references.
Content: | complex, 1 attribute, 3 elements
Defined: | globally in fpml-doc-5-3.xsd; see XML source
Includes: | definitions of 1 attribute, 3 elements
Used: | at 4 locations
PortfolioConstituentReference | A structure used to group together individual messages that can be acted on at a group level.
Content: | complex, 2 elements
Defined: | globally in fpml-msg-5-3.xsd; see XML source
Includes: | definition of 1 element
Used: | at 1 location
PortfolioDefinition | The set of elements that identify a portfolio.
Content: | complex, 4 elements
Defined: | globally in fpml-reconciliation-5-3.xsd; see XML source
Includes: | definitions of 4 elements
Used: | at 3 locations
PortfolioName | The data type used for portfolio names.
Content: | simple, 2 attributes
Defined: | globally in fpml-doc-5-3.xsd; see XML source
Includes: | definitions of 2 attributes
Used: | at 2 locations
PortfolioReference | A structure used to group together individual messages that can be acted on at a group level.
Content: | complex, 3 elements
Defined: | globally in fpml-msg-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 1 location
PortfolioReferenceBase | A structure used to identify a portfolio in a message.
Content: | complex, 1 element
Defined: | globally in fpml-msg-5-3.xsd; see XML source
Includes: | definition of 1 element
Used: | at 3 locations
PortfolioValuationItem | A type used in valuation enquiry messages which relates a portfolio to its trades and current value.
Content: | complex, 3 elements
Defined: | globally in fpml-valuation-reporting-5-3.xsd; see XML source
Includes: | definitions of 3 elements
Used: | at 2 locations
Position | A collection of related trades or positions and the corresponding aggregate exposures generated by these.
Content: | complex, 1 attribute, 10 elements
Defined: | globally in fpml-valuation-5-3.xsd; see XML source
Includes: | definitions of 1 attribute, 4 elements
Used: | at 4 locations
PositionActivityReport | A type defining the content model for a message allowing one party to send a report consisting of a series of updates to positions.
Content: | complex, 3 attributes, 16 elements
Defined: | globally in fpml-reporting-5-3.xsd; see XML source
Includes: | definitions of 8 elements
Used: | at 1 location
PositionConstituent | The items (trades, trade references, holdings, other positions) that comprise this position.
Content: | complex, 3 elements
Defined: | globally in fpml-valuation-5-3.xsd; see XML source
Includes: | definitions of 3 elements
Used: | at 2 locations
PositionHistory | A list of events that have affected a position.
Content: | complex, 11 elements
Defined: | globally in fpml-valuation-5-3.xsd; see XML source
Used: | at 1 location
PositionId | A unique identifier for the position.
Content: | simple, 2 attributes
Defined: | globally in fpml-riskdef-5-3.xsd; see XML source
Includes: | definitions of 2 attributes
Used: | at 1 location
PositionMatchResult |
Content: | complex, 4 elements
Defined: | globally in fpml-reconciliation-5-3.xsd; see XML source
Includes: | definitions of 4 elements
Used: | at 1 location
PositionPayment | A global type describing the payment exposed to the matching process, along with its gross component(s) and calculation details.
Content: | complex, 8 elements
Defined: | globally in fpml-reporting-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 1 location
PositionProposedMatch |
Content: | complex, 9 elements
Defined: | globally in fpml-reconciliation-5-3.xsd; see XML source
Used: | at 1 location
PositionReference | A type that allows referencing a position by ID and version.
Content: | complex, 2 elements
Defined: | globally in fpml-reconciliation-5-3.xsd; see XML source
Used: | at 4 locations
PositionReport | A type defining the content model for a message allowing one party to send a report consisting of positions.
Content: | complex, 3 attributes, 14 elements
Defined: | globally in fpml-reporting-5-3.xsd; see XML source
Includes: | definitions of 6 elements
Used: | at 1 location
PositionsAcknowledged |
Content: | complex, 3 attributes, 12 elements
Defined: | globally in fpml-reconciliation-5-3.xsd; see XML source
Includes: | definitions of 4 elements
Used: | at 1 location
PositionsAsserted | Request that a portfolio be defined, either by replacing any pre-existing definition, or by updating or removing individual positions.
Content: | complex, 3 attributes, 10 elements
Defined: | globally in fpml-reconciliation-5-3.xsd; see XML source
Includes: | definitions of 6 elements
Used: | at 1 location
PositionsMatchResults | Reports the results of the portfolio reconciliation operation.
Content: | complex, 3 attributes, 11 elements
Defined: | globally in fpml-reconciliation-5-3.xsd; see XML source
Includes: | definitions of 3 elements
Used: | at 1 location
PositionUpdate | A type that allows a position to be defined.
Content: | complex, 4 elements
Defined: | globally in fpml-reporting-5-3.xsd; see XML source
Includes: | definitions of 4 elements
Used: | at 1 location
PositionUpdateReason | A code that describes the reason that an update occurred.
Content: | complex, 13 elements
Defined: | globally in fpml-reporting-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 1 location
PositionUpdateReasonCode | A code that describes the reason that an update occurred.
Content: | simple, 1 attribute
Defined: | globally in fpml-reporting-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 1 location
PositiveAmountSchedule | A type defining a currency amount or a currency amount schedule.
Content: | complex, 1 attribute, 3 elements
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definition of 1 element
Used: | never
PositiveMoney | A type defining a positive money amount
Content: | complex, 1 attribute, 2 elements
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definition of 1 element
Used: | at 2 locations
PositivePayment | A complex type to specify positive payments.
Content: | complex, 1 attribute, 6 elements
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definition of 1 element
Used: | never
PositiveSchedule | A type defining a schedule of strictly-postive rates or amounts in terms of an initial value and then a series of step date and value pairs.
Content: | complex, 1 attribute, 2 elements
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definitions of 1 attribute, 2 elements
Used: | at 1 location
PositiveStep | A type defining a step date and strictly-positive step value pair.
Content: | complex, 1 attribute, 2 elements
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definition of 1 element
Used: | at 1 location
Premium | A type for defining a premium.
Content: | complex, 1 attribute, 11 elements
Defined: | globally in fpml-option-shared-5-3.xsd; see XML source
Used: | at 1 location
PremiumQuote | A type that describes the option premium as quoted.
Content: | complex, 2 elements
Defined: | globally in fpml-fx-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 1 location
PrePayment | A type for defining PrePayment.
Content: | complex, 1 attribute, 7 elements
Defined: | globally in fpml-eqd-5-3.xsd; see XML source
Includes: | definitions of 3 elements
Used: | at 1 location
PrevailingTime | A type for defining a time with respect to a geographic location, for example 11:00 Phoenix, USA.
Content: | complex, 2 elements
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 6 locations
Price | A type describing the strike price.
Content: | complex, 9 elements
Defined: | globally in fpml-asset-5-3.xsd; see XML source
Includes: | definitions of 5 elements
Used: | at 2 locations
PriceQuoteUnits | The units in which a price is quoted.
Content: | simple, 1 attribute
Defined: | globally in fpml-asset-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 3 locations
PriceSourceDisruption | A type defining the parameters used to get a price quote to replace the settlement rate option that is disrupted.
Content: | complex, 1 element
Defined: | globally in fpml-ird-5-3.xsd; see XML source
Includes: | definition of 1 element
Used: | at 1 location
PricingDataPointCoordinate | A set of index values that identify a pricing data point.
Content: | complex, 1 attribute, 4 elements
Defined: | globally in fpml-riskdef-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 1 location
PricingDataPointCoordinateReference | Reference to a Pricing Data Point Coordinate.
Content: | empty, 1 attribute
Defined: | globally in fpml-riskdef-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 1 location
PricingInputReplacement | The substitution of a pricing input (e.g. curve) for another, used in generating prices and risks for valuation scenarios.
Content: | complex, 2 elements
Defined: | globally in fpml-riskdef-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 1 location
PricingInputType | The type of pricing structure represented.
Content: | simple, 1 attribute
Defined: | globally in fpml-riskdef-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 1 location
PricingMethod | For an asset (e.g. a reference/benchmark asset), the pricing structure used to price it.
Content: | complex, 2 elements
Defined: | globally in fpml-riskdef-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 1 location
PricingParameterDerivative | A definition of the mathematical derivative with respect to a specific pricing parameter.
Content: | complex, 1 attribute, 4 elements
Defined: | globally in fpml-riskdef-5-3.xsd; see XML source
Includes: | definitions of 1 attribute, 4 elements
Used: | at 1 location
PricingParameterDerivativeReference | Reference to a partial derivative.
Content: | empty, 1 attribute
Defined: | globally in fpml-riskdef-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 2 locations
PricingParameterShift | A definition of a shift with respect to a specific pricing parameter.
Content: | complex, 1 attribute, 3 elements
Defined: | globally in fpml-riskdef-5-3.xsd; see XML source
Includes: | definitions of 1 attribute, 3 elements
Used: | at 2 locations
PricingStructure | An abstract pricing structure base type.
Content: | complex, 1 attribute, 2 elements
Abstract: | (cannot be assigned directly to elements used in instance XML documents)
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definitions of 1 attribute, 2 elements
Used: | at 5 locations
PricingStructurePoint | A single valued point with a set of coordinates that define an arbitrary number of indentifying indexes (0 or more).
Content: | complex, 1 attribute, 18 elements
Defined: | globally in fpml-mktenv-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 1 location
PricingStructureReference | Reference to a pricing structure or any derived components (i.e. yield curve).
Content: | empty, 1 attribute
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 8 locations
PricingStructureValuation | An abstract pricing structure valuation base type.
Content: | complex, 2 attributes, 7 elements
Defined: | globally in fpml-riskdef-5-3.xsd; see XML source
Used: | at 6 locations
PrincipalExchange | A type defining a principal exchange amount and adjusted exchange date.
Content: | complex, 1 attribute, 5 elements
Defined: | globally in fpml-ird-5-3.xsd; see XML source
Includes: | definitions of 1 attribute, 5 elements
Used: | at 1 location
PrincipalExchangeAmount | Specifies the principal exchange amount, either by explicitly defining it, or by point to an amount defined somewhere else in the swap document.
Content: | complex, 3 elements
Defined: | globally in fpml-eq-shared-5-3.xsd; see XML source
Includes: | definitions of 3 elements
Used: | at 1 location
PrincipalExchangeDescriptions | Specifies each of the characteristics of the principal exchange cashflows, in terms of paying/receiving counterparties, amounts and dates.
Content: | complex, 6 elements
Defined: | globally in fpml-eq-shared-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 1 location
PrincipalExchangeFeatures | A type describing the principal exchange features of the return swap.
Content: | complex, 2 elements
Defined: | globally in fpml-eq-shared-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 1 location
PrincipalExchanges | A type defining which principal exchanges occur for the stream.
Content: | complex, 1 attribute, 3 elements
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definitions of 1 attribute, 3 elements
Used: | at 2 locations
PrincipalMovement |
Content: | complex, 6 elements
Defined: | globally in fpml-collateral-processes-5-3.xsd; see XML source
Used: | at 1 location
ProblemLocation | Provides a lexical location (i.e. a line number and character for bad XML) or an XPath location (i.e. place to identify the bad location for valid XML).
Content: | simple, 1 attribute
Defined: | globally in fpml-msg-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 1 location
Product | The base type which all FpML products extend.
Content: | complex, 1 attribute, 3 elements
Abstract: | (cannot be assigned directly to elements used in instance XML documents)
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 23 locations
ProductId |
Content: | simple, 1 attribute
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 4 locations
ProductReference | Reference to a full FpML product.
Content: | empty, 1 attribute
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 3 locations
ProductSubType |
Content: | simple, 1 attribute
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | never
ProductType |
Content: | simple, 1 attribute
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 4 locations
ProposedCollateral |
Content: | complex, 3 elements
Defined: | globally in fpml-collateral-processes-5-3.xsd; see XML source
Includes: | definitions of 3 elements
Used: | at 3 locations
ProposedCollateralDeliveryReturn |
Content: | complex, 5 elements
Defined: | globally in fpml-collateral-processes-5-3.xsd; see XML source
Includes: | definitions of 5 elements
Used: | at 7 locations
ProposedCollateralResponse |
Content: | complex, 3 elements
Defined: | globally in fpml-collateral-processes-5-3.xsd; see XML source
Includes: | definitions of 3 elements
Used: | at 3 locations
ProtectionTerms |
Content: | complex, 1 attribute, 4 elements
Defined: | globally in fpml-cd-5-3.xsd; see XML source
Includes: | definitions of 1 attribute, 4 elements
Used: | at 2 locations
ProtectionTermsReference | Reference to protectionTerms component.
Content: | empty, 1 attribute
Defined: | globally in fpml-cd-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 1 location
PubliclyAvailableInformation |
Content: | complex, 3 elements
Defined: | globally in fpml-option-shared-5-3.xsd; see XML source
Includes: | definitions of 3 elements
Used: | at 1 location
QuantityReference | A pointer tyle reference to a Quantity defined elsewhere.
Content: | empty, 1 attribute
Defined: | globally in fpml-com-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 2 locations
QuantityScheduleReference | A pointer tyle reference to a Quantity schedule defined elsewhere.
Content: | empty, 1 attribute
Defined: | globally in fpml-com-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | never
QuantityUnit |
Content: | simple, 1 attribute
Defined: | globally in fpml-asset-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 5 locations
Quanto | 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.
Content: | complex, 2 elements
Defined: | globally in fpml-option-shared-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 1 location
QueryParameter | A type representing criteria for defining a query portfolio.
Content: | complex, 3 elements
Defined: | globally in fpml-doc-5-3.xsd; see XML source
Includes: | definitions of 3 elements
Used: | at 1 location
QueryParameterId | A type representing an identifier for a parameter describing a query portfolio.
Content: | simple, 2 attributes
Defined: | globally in fpml-doc-5-3.xsd; see XML source
Includes: | definitions of 2 attributes
Used: | at 1 location
QueryParameterOperator | A type representing an operator describing the relationship of a value to its corresponding identifier for a parameter describing a query portfolio.
Content: | simple, 2 attributes
Defined: | globally in fpml-doc-5-3.xsd; see XML source
Includes: | definitions of 2 attributes
Used: | at 1 location
QueryPortfolio | A type representing a portfolio obtained by querying the set of trades held in a repository.
Content: | complex, 1 attribute, 4 elements
Defined: | globally in fpml-doc-5-3.xsd; see XML source
Includes: | definition of 1 element
Used: | at 3 locations
Quotation | Some kind of numerical measure about an asset, eg. its NPV, together with characteristics of that measure, together with optional sensitivities.
Content: | complex, 15 elements
Defined: | globally in fpml-valuation-5-3.xsd; see XML source
Includes: | definition of 1 element
Used: | at 1 location
QuotationCharacteristics | A type representing a set of characteristics that describe a quotation.
Content: | complex, 13 elements
Defined: | globally in fpml-asset-5-3.xsd; see XML source
Used: | at 7 locations
QuotedAssetSet | A collection of quoted assets.
Content: | complex, 2 elements
Defined: | globally in fpml-riskdef-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 4 locations
QuotedCurrencyPair | A type that describes the composition of a rate that has been quoted or is to be quoted.
Content: | complex, 3 elements
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definitions of 3 elements
Used: | at 10 locations
QuoteTiming | The type of the time of the quote.
Content: | simple, 1 attribute
Defined: | globally in fpml-asset-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 1 location
Rate | The abstract base class for all types which define interest rate streams.
Content: | empty, 1 attribute
Abstract: | (cannot be assigned directly to elements used in instance XML documents)
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 2 locations
RateIndex |
Content: | complex, 1 attribute, 10 elements
Defined: | globally in fpml-asset-5-3.xsd; see XML source
Includes: | definitions of 4 elements
Used: | at 1 location
RateObservation | A type defining parameters associated with an individual observation or fixing.
Content: | complex, 1 attribute, 8 elements
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definitions of 1 attribute, 8 elements
Used: | at 2 locations
RateReference | Reference to any rate (floating, inflation) derived from the abstract Rate component.
Content: | empty, 1 attribute
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 1 location
RateSourcePage |
Content: | simple, 1 attribute
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 3 locations
Reason | A type defining a content model for describing the nature and possible location of a error within a previous message.
Content: | complex, 5 elements
Defined: | globally in fpml-msg-5-3.xsd; see XML source
Includes: | definitions of 5 elements
Used: | at 2 locations
ReasonCode | Defines a list of machine interpretable error codes.
Content: | simple, 1 attribute
Defined: | globally in fpml-msg-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 1 location
Reference | The abstract base class for all types which define intra-document pointers.
Content: | empty
Abstract: | (cannot be assigned directly to elements used in instance XML documents)
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Used: | at 54 locations
ReferenceAmount | Specifies the reference amount using a scheme.
Content: | simple, 1 attribute
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 1 location
ReferenceBank | A type to describe an institution (party) identified by means of a coding scheme and an optional name.
Content: | complex, 2 elements
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 1 location
ReferenceBankId |
Content: | simple, 1 attribute
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 1 location
ReferenceInformation |
Content: | complex, 8 elements
Defined: | globally in fpml-cd-5-3.xsd; see XML source
Includes: | definitions of 8 elements
Used: | at 1 location
ReferenceObligation |
Content: | complex, 8 elements
Defined: | globally in fpml-cd-5-3.xsd; see XML source
Includes: | definitions of 8 elements
Used: | at 2 locations
ReferencePair |
Content: | complex, 4 elements
Defined: | globally in fpml-cd-5-3.xsd; see XML source
Includes: | definitions of 4 elements
Used: | at 1 location
ReferencePool | This type contains all the reference pool items to define the reference entity and reference obligation(s) in the basket.
Content: | complex, 1 element
Defined: | globally in fpml-cd-5-3.xsd; see XML source
Includes: | definition of 1 element
Used: | at 1 location
ReferencePoolItem | This type contains all the constituent weight and reference information.
Content: | complex, 4 elements
Defined: | globally in fpml-cd-5-3.xsd; see XML source
Includes: | definitions of 4 elements
Used: | at 1 location
ReferenceSwapCurve | A complex type used to specify the option and convertible bond option strike when expressed in reference to a swap curve.
Content: | complex, 2 elements
Defined: | globally in fpml-bond-option-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 1 location
Region | A code that describes the world region of a counterparty.
Content: | simple, 1 attribute
Defined: | globally in fpml-reporting-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 1 location
Regulator | An identifier of an organization that regulates trading activity, e.g.
Content: | simple, 1 attribute
Defined: | globally in fpml-doc-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | never
RelatedBusinessUnit |
Content: | complex, 2 elements
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 1 location
RelatedParty |
Content: | complex, 4 elements
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 2 locations
RelatedPerson |
Content: | complex, 2 elements
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 1 location
RelativeDateOffset | A type defining a date (referred to as the derived date) as a relative offset from another date (referred to as the anchor date).
Content: | complex, 1 attribute, 8 elements
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definitions of 3 elements
Used: | at 17 locations
RelativeDates | A type describing a set of dates defined as relative to another set of dates.
Content: | complex, 1 attribute, 10 elements
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 2 locations
RelativeDateSequence | A type describing a date when this date is defined in reference to another date through one or several date offsets.
Content: | complex, 4 elements
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 2 locations
RelevantUnderlyingDateReference | Reference to relevant underlying date.
Content: | empty, 1 attribute
Defined: | globally in fpml-ird-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 1 location
ReportContents | A type used to describe the scope/contents of a report.
Content: | complex, 7 elements
Defined: | globally in fpml-valuation-reporting-5-3.xsd; see XML source
Includes: | definitions of 7 elements
Used: | at 11 locations
ReportedExposure | 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
Content: | complex, 29 elements
Defined: | globally in fpml-reporting-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 2 locations
ReportedPosition | A type defining the content model report of a position.
Content: | complex, 1 attribute, 11 elements
Defined: | globally in fpml-reporting-5-3.xsd; see XML source
Includes: | definition of 1 element
Used: | at 1 location
ReportId | A type that can be used to hold an identifier for a report instance.
Content: | simple, 1 attribute
Defined: | globally in fpml-msg-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 1 location
ReportIdentification | A type that allows the specific report and section to be identified.
Content: | complex, 4 elements
Defined: | globally in fpml-msg-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 1 location
ReportingCurrencyType | A scheme identifying the type of currency that was used to report the value of an asset.
Content: | simple, 1 attribute
Defined: | globally in fpml-asset-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 1 location
ReportingRole | A type containing a code representing the role of a party in a report, e.g. the originator, the recipient, the counterparty, etc.
Content: | simple, 2 attributes
Defined: | globally in fpml-doc-5-3.xsd; see XML source
Includes: | definitions of 2 attributes
Used: | at 2 locations
ReportingRoles | The roles of the parties in reporting information such as positions.
Content: | complex, 5 elements
Defined: | globally in fpml-valuation-5-3.xsd; see XML source
Includes: | definitions of 5 elements
Used: | at 2 locations
ReportSectionIdentification | A type that allows the specific report and section to be identified.
Content: | complex, 2 elements
Defined: | globally in fpml-msg-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 2 locations
Representations | A type for defining ISDA 2002 Equity Derivative Representations.
Content: | complex, 4 elements
Defined: | globally in fpml-eq-shared-5-3.xsd; see XML source
Includes: | definitions of 4 elements
Used: | at 1 location
RepudiationMoratoriumEvent |
Content: | empty
Defined: | globally in fpml-credit-event-notification-5-3.xsd; see XML source
Used: | at 1 location
RequestCollateralAcceptance |
Content: | complex, 3 attributes, 15 elements
Defined: | globally in fpml-collateral-processes-5-3.xsd; see XML source
Includes: | definitions of 4 elements
Used: | at 1 location
RequestedAction |
Content: | simple, 1 attribute
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | never
RequestedPositions | A definition of the positions that are requested.
Content: | complex, 3 elements
Defined: | globally in fpml-reconciliation-5-3.xsd; see XML source
Includes: | definition of 1 element
Used: | at 2 locations
RequestEventStatus | A type defining the content model for a message allowing one party to query the status of one event (trade or post-trade event) previously sent to another party.
Content: | complex, 3 attributes, 10 elements
Defined: | globally in fpml-msg-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 1 location
RequestInterest |
Content: | complex, 3 attributes, 14 elements
Defined: | globally in fpml-collateral-processes-5-3.xsd; see XML source
Includes: | definitions of 5 elements
Used: | at 1 location
RequestInterestRetracted |
Content: | complex, 3 attributes, 11 elements
Defined: | globally in fpml-collateral-processes-5-3.xsd; see XML source
Includes: | definitions of 3 elements
Used: | at 1 location
RequestMargin |
Content: | complex, 3 attributes, 22 elements
Defined: | globally in fpml-collateral-processes-5-3.xsd; see XML source
Includes: | definitions of 9 elements
Used: | at 1 location
RequestMarginRetracted |
Content: | complex, 3 attributes, 11 elements
Defined: | globally in fpml-collateral-processes-5-3.xsd; see XML source
Includes: | definitions of 3 elements
Used: | at 1 location
RequestMessage | A type defining the basic content of a message that requests the receiver to perform some business operation determined by the message type and its content.
Content: | complex, 3 attributes, 2 elements
Abstract: | (cannot be assigned directly to elements used in instance XML documents)
Defined: | globally in fpml-msg-5-3.xsd; see XML source
Includes: | definition of 1 element
Used: | at 4 locations
RequestMessageHeader | A type refining the generic message header content to make it specific to request messages.
Content: | complex, 8 elements
Defined: | globally in fpml-msg-5-3.xsd; see XML source
Used: | at 1 location
RequestPortfolio | A type defining the content model for a message requesting a portfolio (for reconciliation purposes).
Content: | complex, 3 attributes, 7 elements
Defined: | globally in fpml-reconciliation-5-3.xsd; see XML source
Includes: | definitions of 3 elements
Used: | at 1 location
RequestPositionReport | A type defining the content model for a message requesting a position report .
Content: | complex, 3 attributes, 13 elements
Defined: | globally in fpml-reporting-5-3.xsd; see XML source
Includes: | definitions of 4 elements
Used: | at 1 location
RequestRetransmission | A message to request that a message be retransmitted.
Content: | complex, 3 attributes, 10 elements
Defined: | globally in fpml-msg-5-3.xsd; see XML source
Used: | at 1 location
RequestSubstitution |
Content: | complex, 3 attributes, 16 elements
Defined: | globally in fpml-collateral-processes-5-3.xsd; see XML source
Includes: | definitions of 4 elements
Used: | at 1 location
RequestSubstitutionRetracted |
Content: | complex, 3 attributes, 11 elements
Defined: | globally in fpml-collateral-processes-5-3.xsd; see XML source
Includes: | definitions of 3 elements
Used: | at 1 location
RequestValuationReport | A type defining the content model for a message allowing one party a report containing valuations of one or many existing trades.
Content: | complex, 3 attributes, 14 elements
Defined: | globally in fpml-valuation-reporting-5-3.xsd; see XML source
Includes: | definitions of 5 elements
Used: | at 1 location
RequiredIdentifierDate | A date with a required identifier which can be referenced elsewhere.
Content: | simple, 1 attribute
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 1 location
ResetDates | A type defining the parameters used to generate the reset dates schedule and associated fixing dates.
Content: | complex, 1 attribute, 7 elements
Defined: | globally in fpml-ird-5-3.xsd; see XML source
Includes: | definitions of 1 attribute, 7 elements
Used: | at 1 location
ResetDatesReference | Reference to a reset dates component.
Content: | empty, 1 attribute
Defined: | globally in fpml-ird-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 1 location
ResetFrequency | A type defining the reset frequency.
Content: | complex, 1 attribute, 3 elements
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definition of 1 element
Used: | at 2 locations
ResetReport | 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.
Content: | complex, 3 attributes, 15 elements
Defined: | globally in fpml-reporting-5-3.xsd; see XML source
Includes: | definitions of 7 elements
Used: | at 1 location
Resource | Describes the resource that contains the media representation of a business event (i.e used for stating the Publicly Available Information).
Content: | complex, 12 elements
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definitions of 12 elements
Used: | at 2 locations
ResourceId | The data type used for resource identifiers.
Content: | simple, 1 attribute
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 1 location
ResourceLength | The type that indicates the length of the resource.
Content: | complex, 2 elements
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 1 location
ResourceType | The data type used for describing the type or purpose of a resource, e.g.
Content: | simple, 1 attribute
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 1 location
ResponseMessage | A type refining the generic message content model to make it specific to response messages.
Content: | complex, 3 attributes, 6 elements
Abstract: | (cannot be assigned directly to elements used in instance XML documents)
Defined: | globally in fpml-msg-5-3.xsd; see XML source
Includes: | definition of 1 element
Used: | at 12 locations
ResponseMessageHeader | A type refining the generic message header to make it specific to response messages.
Content: | complex, 9 elements
Defined: | globally in fpml-msg-5-3.xsd; see XML source
Includes: | definition of 1 element
Used: | at 1 location
Restructuring |
Content: | complex, 4 elements
Defined: | globally in fpml-option-shared-5-3.xsd; see XML source
Includes: | definitions of 4 elements
Used: | at 2 locations
RestructuringEvent |
Content: | complex, 1 element
Defined: | globally in fpml-credit-event-notification-5-3.xsd; see XML source
Includes: | definition of 1 element
Used: | at 1 location
RestructuringType |
Content: | simple, 1 attribute
Defined: | globally in fpml-option-shared-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 1 location
Return | A type describing the dividend return conditions applicable to the swap.
Content: | complex, 2 elements
Defined: | globally in fpml-eq-shared-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 1 location
ReturnLeg | A type describing the return leg of a return type swap.
Content: | complex, 1 attribute, 16 elements
Defined: | globally in fpml-eq-shared-5-3.xsd; see XML source
Includes: | definitions of 7 elements
Used: | at 1 location
ReturnLegValuation | A type describing the initial and final valuation of the underlyer.
Content: | complex, 6 elements
Defined: | globally in fpml-eq-shared-5-3.xsd; see XML source
Includes: | definitions of 6 elements
Used: | at 1 location
ReturnLegValuationPrice |
Content: | complex, 10 elements
Defined: | globally in fpml-eq-shared-5-3.xsd; see XML source
Includes: | definition of 1 element
Used: | at 3 locations
ReturnSwap | A type describing return swaps including return swaps (long form), total return swaps, and variance swaps.
Content: | complex, 1 attribute, 12 elements
Defined: | globally in fpml-eq-shared-5-3.xsd; see XML source
Includes: | definitions of 3 elements
Used: | at 1 location
ReturnSwapAdditionalPayment | A type describing the additional payment(s) between the principal parties to the trade.
Content: | complex, 1 attribute, 7 elements
Defined: | globally in fpml-eq-shared-5-3.xsd; see XML source
Includes: | definitions of 3 elements
Used: | at 1 location
ReturnSwapAmount | Specifies, in relation to each Payment Date, the amount to which the Payment Date relates.
Content: | complex, 11 elements
Defined: | globally in fpml-eq-shared-5-3.xsd; see XML source
Includes: | definition of 1 element
Used: | at 1 location
ReturnSwapBase | A type describing the components that are common for return type swaps, including short and long form return swaps representations.
Content: | complex, 1 attribute, 9 elements
Abstract: | (cannot be assigned directly to elements used in instance XML documents)
Defined: | globally in fpml-eq-shared-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 2 locations
ReturnSwapEarlyTermination | A type describing the date from which each of the party may be allowed to terminate the trade.
Content: | complex, 2 elements
Defined: | globally in fpml-eq-shared-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 1 location
ReturnSwapLegUnderlyer | A base class for all return leg types with an underlyer.
Content: | complex, 1 attribute, 9 elements
Abstract: | (cannot be assigned directly to elements used in instance XML documents)
Defined: | globally in fpml-eq-shared-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 1 location
ReturnSwapNotional | Specifies the notional of return type swap.
Content: | complex, 1 attribute, 4 elements
Defined: | globally in fpml-eq-shared-5-3.xsd; see XML source
Includes: | definitions of 1 attribute, 4 elements
Used: | at 2 locations
ReturnSwapNotionalAmountReference | A reference to the return swap notional amount.
Content: | empty, 1 attribute
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 1 location
ReturnSwapPaymentDates | A type describing the return payment dates of the swap.
Content: | complex, 1 attribute, 2 elements
Defined: | globally in fpml-eq-shared-5-3.xsd; see XML source
Includes: | definitions of 1 attribute, 2 elements
Used: | at 1 location
Rounding | A type defining a rounding direction and precision to be used in the rounding of a rate.
Content: | complex, 2 elements
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 3 locations
Routing | A type that provides three alternative ways of identifying a party involved in the routing of a payment.
Content: | complex, 3 elements
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Used: | at 2 locations
RoutingExplicitDetails | A type that models name, address and supplementary textual information for the purposes of identifying a party involved in the routing of a payment.
Content: | complex, 4 elements
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Used: | at 1 location
RoutingId |
Content: | simple, 1 attribute
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 1 location
RoutingIds | A type that provides for identifying a party involved in the routing of a payment by means of one or more standard identification codes.
Content: | complex, 1 element
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definition of 1 element
Used: | at 2 locations
RoutingIdsAndExplicitDetails | A type that provides a combination of payment system identification codes with physical postal address details, for the purposes of identifying a party involved in the routing of a payment.
Content: | complex, 5 elements
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definition of 1 element
Used: | at 1 location
Schedule | A type defining a schedule of rates or amounts in terms of an initial value and then a series of step date and value pairs.
Content: | complex, 1 attribute, 2 elements
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definitions of 1 attribute, 2 elements
Used: | at 8 locations
ScheduledDate | An servicing date relevant for a trade structure, such as a payment or a reset.
Content: | complex, 6 elements
Defined: | globally in fpml-valuation-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 3 locations
ScheduledDates | A list of dates (cash flows, resets, etc.) that are relevant for this structure, e.g. next cash flow, last reset, etc.
Content: | complex, 1 element
Defined: | globally in fpml-valuation-5-3.xsd; see XML source
Includes: | definition of 1 element
Used: | never
ScheduledDateType | A scheme used to identify the type of a stream scheduled servicing date.
Content: | simple, 1 attribute
Defined: | globally in fpml-valuation-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 1 location
ScheduleReference | Reference to a schedule of rates or amounts.
Content: | empty, 1 attribute
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 1 location
Sector | A code that describes the industry sector of a product or instrument.
Content: | simple, 1 attribute
Defined: | globally in fpml-reporting-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 1 location
SectorType | A code that describes the type of industry sector of a product or instrument.
Content: | simple, 1 attribute
Defined: | globally in fpml-reporting-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 1 location
SecurityDeliveryReturn |
Content: | complex, 9 elements
Defined: | globally in fpml-collateral-processes-5-3.xsd; see XML source
Includes: | definitions of 5 elements
Used: | at 1 location
SecurityType | Specifies security as type of expected collateral.
Content: | complex, 1 element
Defined: | globally in fpml-collateral-processes-5-3.xsd; see XML source
Includes: | definition of 1 element
Used: | at 1 location
SegregatedIndependentAmountMarginTerm |
Content: | complex, 2 elements
Defined: | globally in fpml-collateral-processes-5-3.xsd; see XML source
Used: | at 2 locations
Sensitivity | The sensitivity of a value to a defined change in input parameters.
Content: | simple, 2 attributes
Defined: | globally in fpml-valuation-5-3.xsd; see XML source
Includes: | definitions of 2 attributes
Used: | at 1 location
SensitivityDefinition | A set of characteristics describing a sensitivity.
Content: | complex, 1 attribute, 7 elements
Defined: | globally in fpml-riskdef-5-3.xsd; see XML source
Includes: | definitions of 1 attribute, 2 elements
Used: | at 1 location
SensitivitySet | A collection of sensitivities.
Content: | complex, 1 attribute, 3 elements
Defined: | globally in fpml-valuation-5-3.xsd; see XML source
Includes: | definitions of 1 attribute, 3 elements
Used: | at 1 location
SensitivitySetDefinition | A sensitivity report definition, consisting of a collection of sensitivity definitions.
Content: | complex, 1 attribute, 8 elements
Defined: | globally in fpml-riskdef-5-3.xsd; see XML source
Includes: | definitions of 1 attribute, 8 elements
Used: | at 1 location
SensitivitySetDefinitionReference | A reference to a sensitivity set definition.
Content: | empty, 1 attribute
Defined: | globally in fpml-riskdef-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 1 location
SequencedDisruptionFallback | A Disruption Fallback with the sequence in which it should be applied relative to other Disruption Fallbacks.
Content: | complex, 2 elements
Defined: | globally in fpml-com-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 1 location
SettledEntityMatrix |
Content: | complex, 2 elements
Defined: | globally in fpml-cd-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 1 location
SettlementInformation | A type that represents the choice of methods for settling a potential currency payment resulting from a trade: by means of a standard settlement instruction, by netting it out with other payments, or with an explicit settlement instruction.
Content: | complex, 2 elements
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 4 locations
SettlementInstruction | A type that models a complete instruction for settling a currency payment, including the settlement method to be used, the correspondent bank, any intermediary banks and the ultimate beneficary.
Content: | complex, 7 elements
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definitions of 7 elements
Used: | at 1 location
SettlementMethod |
Content: | simple, 1 attribute
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 1 location
SettlementPeriods | Specifies a set of Settlement Periods associated with an Electricity Transaction for delivery on an Applicable Day or for a series of Applicable Days.
Content: | complex, 1 attribute, 6 elements
Defined: | globally in fpml-com-5-3.xsd; see XML source
Includes: | definitions of 1 attribute, 6 elements
Used: | at 3 locations
SettlementPeriodsFixedPrice | A type defining the Fixed Price applicable to a range or ranges of Settlement Periods.
Content: | complex, 1 attribute, 4 elements
Defined: | globally in fpml-com-5-3.xsd; see XML source
Includes: | definition of 1 element
Used: | at 1 location
SettlementPeriodsReference | Allows a set of Settlement Periods to reference one already defined elsewhere in the trade.
Content: | empty, 1 attribute
Defined: | globally in fpml-com-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 8 locations
SettlementPeriodsSchedule | 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.
Content: | complex, 3 elements
Defined: | globally in fpml-com-5-3.xsd; see XML source
Includes: | definition of 1 element
Used: | at 1 location
SettlementPeriodsStep | A reference to the range of Settlement Periods that applies to a given period of a transaction.
Content: | complex, 1 element
Defined: | globally in fpml-com-5-3.xsd; see XML source
Includes: | definition of 1 element
Used: | at 1 location
SettlementPriceDefaultElection | Coding scheme that specifies the settlement price default election.
Content: | simple, 1 attribute
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 1 location
SettlementPriceSource | The source from which the settlement price is to be obtained, e.g. a Reuters page, Prezzo di Riferimento, etc.
Content: | simple, 1 attribute
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 1 location
SettlementProvision | A type defining the specification of settlement terms, occuring when the settlement currency is different to the notional currency of the trade.
Content: | complex, 2 elements
Defined: | globally in fpml-ird-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 1 location
SettlementRateOption | A type defining the settlement rate options through a scheme reflecting the terms of the Annex A to the 1998 FX and Currency Option Definitions.
Content: | simple, 1 attribute
Defined: | globally in fpml-ird-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 2 locations
SettlementRateSource | A type describing the method for obtaining a settlement rate.
Content: | complex, 2 elements
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 1 location
SettlementTerms |
Content: | complex, 1 attribute, 1 element
Defined: | globally in fpml-cd-5-3.xsd; see XML source
Includes: | definitions of 1 attribute, 1 element
Used: | at 2 locations
SettlementTermsReference | Reference to a settlement terms derived construct (cashSettlementTerms or physicalSettlementTerms).
Content: | empty, 1 attribute
Defined: | globally in fpml-cd-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 1 location
SharedAmericanExercise | TBA
Content: | complex, 1 attribute, 4 elements
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definitions of 4 elements
Used: | at 3 locations
SimpleCreditDefaultSwap |
Content: | complex, 1 attribute, 10 elements
Defined: | globally in fpml-asset-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 1 location
SimpleFra |
Content: | complex, 1 attribute, 9 elements
Defined: | globally in fpml-asset-5-3.xsd; see XML source
Includes: | definitions of 3 elements
Used: | at 1 location
SimpleIRSwap |
Content: | complex, 1 attribute, 9 elements
Defined: | globally in fpml-asset-5-3.xsd; see XML source
Includes: | definitions of 3 elements
Used: | at 1 location
SimplePayment | A complex type to specified payments in a simpler fashion than the Payment type.
Content: | complex, 1 attribute, 6 elements
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 3 locations
SingleDirectionInterestRequirement |
Content: | complex, 2 elements
Defined: | globally in fpml-collateral-processes-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 1 location
SingleDirectionInterestStatementRequirement |
Content: | complex, 1 element
Defined: | globally in fpml-collateral-processes-5-3.xsd; see XML source
Includes: | definition of 1 element
Used: | at 1 location
SinglePartyOption | A type describing the buyer and seller of an option.
Content: | complex, 4 elements
Defined: | globally in fpml-ird-5-3.xsd; see XML source
Used: | at 1 location
SinglePayment |
Content: | complex, 1 attribute, 3 elements
Defined: | globally in fpml-cd-5-3.xsd; see XML source
Includes: | definitions of 3 elements
Used: | at 1 location
SingleTreatment |
Content: | complex, 1 element
Defined: | globally in fpml-collateral-processes-5-3.xsd; see XML source
Includes: | definition of 1 element
Used: | at 1 location
SingleUnderlyer | A type describing a single underlyer
Content: | complex, 6 elements
Defined: | globally in fpml-asset-5-3.xsd; see XML source
Includes: | definitions of 6 elements
Used: | at 1 location
SingleValuationDate |
Content: | complex, 1 element
Defined: | globally in fpml-cd-5-3.xsd; see XML source
Includes: | definition of 1 element
Used: | at 2 locations
SpecifiedCurrency |
Content: | complex, 2 elements
Defined: | globally in fpml-cd-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 2 locations
SplitSettlement | A type that supports the division of a gross settlement amount into a number of split settlements, each requiring its own settlement instruction.
Content: | complex, 3 elements
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definitions of 3 elements
Used: | at 1 location
SpreadSchedule | Adds an optional spread type element to the Schedule to identify a long or short spread value.
Content: | complex, 1 attribute, 3 elements
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definition of 1 element
Used: | at 1 location
SpreadScheduleReference | Provides a reference to a spread schedule.
Content: | empty, 1 attribute
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 1 location
SpreadScheduleType | Defines a Spread Type Scheme to identify a long or short spread value.
Content: | simple, 1 attribute
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 1 location
StandardProduct | Simple product representation providing key information about a variety of different products
Content: | complex, 1 attribute, 5 elements
Defined: | globally in fpml-standard-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 1 location
StartingDate | A type specifying the date from which the early termination clause can be exercised.
Content: | complex, 2 elements
Defined: | globally in fpml-eq-shared-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 1 location
Step | A type defining a step date and step value pair.
Content: | complex, 1 attribute, 2 elements
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definition of 1 element
Used: | at 2 locations
StepBase | A type defining a step date and step value pair.
Content: | complex, 1 attribute, 1 element
Abstract: | (cannot be assigned directly to elements used in instance XML documents)
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definitions of 1 attribute, 1 element
Used: | at 3 locations
StepReference | Reference to a Schedule's Step.
Content: | empty, 1 attribute
Defined: | globally in fpml-reconciliation-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 1 location
Strategy | A type defining a group of products making up a single trade.
Content: | complex, 1 attribute, 5 elements
Defined: | globally in fpml-doc-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 1 location
StrategyFeature | A type for definining equity option simple strike or calendar spread strategy features.
Content: | complex, 2 elements
Defined: | globally in fpml-option-shared-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 2 locations
StreetAddress | A type that describes the set of street and building number information that identifies a postal address within a city.
Content: | complex, 1 element
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definition of 1 element
Used: | at 1 location
Strike | A type describing a single cap or floor rate.
Content: | complex, 1 attribute, 3 elements
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definitions of 1 attribute, 3 elements
Used: | at 4 locations
StrikeSchedule | A type describing a schedule of cap or floor rates.
Content: | complex, 1 attribute, 4 elements
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 2 locations
StrikeSpread | A type for defining a strike spread feature.
Content: | complex, 2 elements
Defined: | globally in fpml-option-shared-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 1 location
Stub | A type defining how a stub calculation period amount is calculated and the start and end date of the stub.
Content: | complex, 5 elements
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 2 locations
StubCalculationPeriod | A type describing the Stub Calculation Period.
Content: | complex, 2 elements
Defined: | globally in fpml-eq-shared-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 1 location
StubCalculationPeriodAmount | A type defining how the initial or final stub calculation period amounts is calculated.
Content: | complex, 3 elements
Defined: | globally in fpml-ird-5-3.xsd; see XML source
Includes: | definitions of 3 elements
Used: | at 1 location
StubValue | A type defining how a stub calculation period amount is calculated.
Content: | complex, 3 elements
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definitions of 3 elements
Used: | at 3 locations
SubstituteCollateral |
Content: | complex, 4 elements
Defined: | globally in fpml-collateral-processes-5-3.xsd; see XML source
Includes: | definitions of 4 elements
Used: | at 3 locations
SubstituteReturnConfirmationStatus |
Content: | complex, 3 attributes, 15 elements
Defined: | globally in fpml-collateral-processes-5-3.xsd; see XML source
Includes: | definitions of 4 elements
Used: | at 2 locations
SubstitutionConfirmation |
Content: | complex, 2 elements
Defined: | globally in fpml-collateral-processes-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 3 locations
SubstitutionResponse |
Content: | complex, 2 elements
Defined: | globally in fpml-collateral-processes-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 3 locations
SubstitutionResponseReason |
Content: | complex, 3 elements
Defined: | globally in fpml-collateral-processes-5-3.xsd; see XML source
Includes: | definitions of 3 elements
Used: | at 1 location
SubstitutionResponseReasonCode |
Content: | simple, 1 attribute
Defined: | globally in fpml-collateral-processes-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 1 location
SubstitutionStatus |
Content: | complex, 3 attributes, 15 elements
Defined: | globally in fpml-collateral-processes-5-3.xsd; see XML source
Includes: | definitions of 4 elements
Used: | at 1 location
SubstitutionStatusRetracted |
Content: | complex, 3 attributes, 11 elements
Defined: | globally in fpml-collateral-processes-5-3.xsd; see XML source
Includes: | definitions of 3 elements
Used: | at 1 location
Swap | A type defining swap streams and additional payments between the principal parties involved in the swap.
Content: | complex, 1 attribute, 9 elements
Defined: | globally in fpml-ird-5-3.xsd; see XML source
Includes: | definitions of 6 elements
Used: | at 2 locations
SwapAdditionalTerms | Additional terms to a swap contract.
Content: | complex, 1 element
Defined: | globally in fpml-ird-5-3.xsd; see XML source
Includes: | definition of 1 element
Used: | at 1 location
SwapCurveValuation | 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.
Content: | complex, 4 elements
Defined: | globally in fpml-bond-option-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 2 locations
Swaption | A type to define an option on a swap.
Content: | complex, 1 attribute, 17 elements
Defined: | globally in fpml-ird-5-3.xsd; see XML source
Includes: | definitions of 10 elements
Used: | at 1 location
SwaptionAdjustedDates | A type describing the adjusted dates associated with swaption exercise and settlement.
Content: | complex, 1 element
Defined: | globally in fpml-ird-5-3.xsd; see XML source
Includes: | definition of 1 element
Used: | at 1 location
SwaptionPhysicalSettlement |
Content: | complex, 1 element
Defined: | globally in fpml-ird-5-3.xsd; see XML source
Includes: | definition of 1 element
Used: | at 1 location
TelephoneNumber | A type that represents a telephonic contact.
Content: | complex, 2 elements
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 1 location
TenorPeriod | A type defining a tenor Period, e.g. one day, three months, Spot.
Content: | complex, 1 attribute, 3 elements
Defined: | globally in fpml-fx-5-3.xsd; see XML source
Includes: | definitions of 1 attribute, 3 elements
Used: | at 1 location
TermCurve | A curve consisting only of values over a term.
Content: | complex, 3 elements
Defined: | globally in fpml-mktenv-5-3.xsd; see XML source
Includes: | definitions of 3 elements
Used: | at 7 locations
TermDeposit | A class defining the content model for a term deposit product.
Content: | complex, 1 attribute, 15 elements
Defined: | globally in fpml-fx-5-3.xsd; see XML source
Includes: | definitions of 8 elements
Used: | at 1 location
TermDepositFeatures |
Content: | complex, 1 element
Defined: | globally in fpml-fx-5-3.xsd; see XML source
Includes: | definition of 1 element
Used: | at 1 location
TerminatingEvent |
Content: | simple, 1 attribute
Defined: | globally in fpml-business-events-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 2 locations
TerminatingEventsReport | 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.
Content: | complex, 3 attributes, 14 elements
Defined: | globally in fpml-reporting-5-3.xsd; see XML source
Includes: | definitions of 4 elements
Used: | at 1 location
TermPoint | A value point that can have a time dimension.
Content: | complex, 1 attribute, 6 elements
Defined: | globally in fpml-mktenv-5-3.xsd; see XML source
Includes: | definitions of 1 attribute, 3 elements
Used: | at 1 location
Threshold |
Content: | complex, 2 elements
Defined: | globally in fpml-collateral-processes-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 1 location
TimeDimension | The time dimensions of a term-structure.
Content: | complex, 2 elements
Defined: | globally in fpml-riskdef-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 4 locations
TimestampTypeScheme | The type or meaning of a timestamp.
Content: | simple, 1 attribute
Defined: | globally in fpml-doc-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 1 location
TimeZone | Defines an identifier for a specific location or region which translates into a combination of rules for calculating the UTC offset.
Content: | simple, 1 attribute
Defined: | globally in fpml-asset-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 1 location
TimezoneLocation | A geophraphic location for the purposes of defining a prevailing time according to the tz database.
Content: | simple, 1 attribute
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 1 location
Trade | A type defining an FpML trade.
Content: | complex, 1 attribute, 12 elements
Defined: | globally in fpml-doc-5-3.xsd; see XML source
Includes: | definitions of 1 attribute, 10 elements
Used: | at 13 locations
TradeAmendmentContent | A structure describing a negotiated amendment.
Content: | complex, 5 elements
Defined: | globally in fpml-business-events-5-3.xsd; see XML source
Includes: | definition of 1 element
Used: | at 1 location
TradeCashflowsAsserted | Message for assertion of payments to be reconciled.
Content: | complex, 3 attributes, 15 elements
Defined: | globally in fpml-reconciliation-5-3.xsd; see XML source
Includes: | definition of 1 element
Used: | at 1 location
TradeCashflowsId | An identifier used to identify the collection of cashflows for a particular trade on a particular day.
Content: | simple, 1 attribute
Defined: | globally in fpml-reconciliation-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 3 locations
TradeCashflowsMatchResult | Message for sending match results.
Content: | complex, 3 attributes, 12 elements
Defined: | globally in fpml-reconciliation-5-3.xsd; see XML source
Includes: | definitions of 4 elements
Used: | at 1 location
TradeCashflowsProposedMatch | "Other side's" cashflow that meets the minimimum matching criteria and is proposed as match to the cash flow that is being asserted.
Content: | complex, 7 elements
Defined: | globally in fpml-reconciliation-5-3.xsd; see XML source
Used: | at 1 location
TradeCashflowsStatus | An coding scheme used to describe the matching status of a TradeCashFlows element.
Content: | simple, 1 attribute
Defined: | globally in fpml-reconciliation-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 1 location
TradeCategory | A scheme used to categorize positions.
Content: | simple, 1 attribute
Defined: | globally in fpml-doc-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 3 locations
TradeChangeBase | A structure describing a trade change.
Content: | complex, 6 elements
Defined: | globally in fpml-business-events-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 1 location
TradeChangeContent | A structure describing a non-negotiated trade resulting from a market event.
Content: | complex, 6 elements
Defined: | globally in fpml-business-events-5-3.xsd; see XML source
Includes: | definitions of 6 elements
Used: | never
TradeDetails | Summary trade economic details used to help identify a trade where no shared trade ID is available.
Content: | complex, 9 elements
Defined: | globally in fpml-reconciliation-5-3.xsd; see XML source
Includes: | definitions of 6 elements
Used: | at 1 location
TradeDifference | A type used to record the details of a difference between two business objects/
Content: | complex, 10 elements
Defined: | globally in fpml-doc-5-3.xsd; see XML source
Includes: | definitions of 10 elements
Used: | at 3 locations
TradeHeader | A type defining trade related information which is not product specific.
Content: | complex, 4 elements
Defined: | globally in fpml-doc-5-3.xsd; see XML source
Includes: | definitions of 4 elements
Used: | at 1 location
TradeId | A trade reference identifier allocated by a party.
Content: | simple, 2 attributes
Defined: | globally in fpml-doc-5-3.xsd; see XML source
Includes: | definitions of 2 attributes
Used: | at 5 locations
TradeIdentifier | A type defining a trade identifier issued by the indicated party.
Content: | complex, 1 attribute, 4 elements
Defined: | globally in fpml-doc-5-3.xsd; see XML source
Includes: | definitions of 1 attribute, 2 elements
Used: | at 6 locations
TradeIdentifyingItems | Data elements that can be used to identify the trade for which cashflows are being communicated.
Content: | complex, 2 elements
Defined: | globally in fpml-reconciliation-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 2 locations
TradeMaturity | A structure describing a trade maturing.
Content: | complex, 2 elements
Defined: | globally in fpml-business-events-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 1 location
TradeNotionalChange | A structure describing a change to the trade notional.
Content: | complex, 12 elements
Defined: | globally in fpml-business-events-5-3.xsd; see XML source
Includes: | definitions of 6 elements
Used: | at 2 locations
TradeNovationContent | A structure describing a novation.
Content: | complex, 28 elements
Defined: | globally in fpml-business-events-5-3.xsd; see XML source
Includes: | definitions of 28 elements
Used: | at 1 location
TradeProcessingTimestamps | Allows timing information about when a trade was processed and reported to be recorded.
Content: | complex, 16 elements
Defined: | globally in fpml-doc-5-3.xsd; see XML source
Includes: | definitions of 16 elements
Used: | at 1 location
Trader |
Content: | simple, 1 attribute
Defined: | globally in fpml-doc-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 1 location
TradeReferenceInformation | Defines a type that allows trade identifiers and/or trade information to be represented for a trade.
Content: | complex, 6 elements
Defined: | globally in fpml-business-events-5-3.xsd; see XML source
Used: | at 1 location
TradeTimestamp | A generic trade timestamp
Content: | complex, 2 elements
Defined: | globally in fpml-doc-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 1 location
TradeUnderlyer | The underlying asset/index/reference price etc. whose rate/price may be observed to compute the value of the cashflow.
Content: | complex, 1 attribute, 4 elements
Defined: | globally in fpml-reconciliation-5-3.xsd; see XML source
Includes: | definitions of 1 attribute, 4 elements
Used: | at 2 locations
TradeUnderlyer2 | The underlying asset/index/reference price etc. whose rate/price may be observed to compute the value of the cashflow.
Content: | complex, 1 attribute, 9 elements
Defined: | globally in fpml-generic-5-3.xsd; see XML source
Includes: | definitions of 1 attribute, 5 elements
Used: | at 1 location
TradeUnderlyerReference | Reference to a trade underlyer component.
Content: | empty, 1 attribute
Defined: | globally in fpml-reconciliation-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 2 locations
TradeValuationItem | A type used in trade valuation enquiry messages which relates a trade identifier to its current value.
Content: | complex, 3 elements
Defined: | globally in fpml-valuation-reporting-5-3.xsd; see XML source
Includes: | definitions of 3 elements
Used: | at 3 locations
Tranche | This type represents a CDS Tranche.
Content: | complex, 3 elements
Defined: | globally in fpml-cd-5-3.xsd; see XML source
Includes: | definitions of 3 elements
Used: | at 2 locations
TransferRounding |
Content: | complex, 2 elements
Defined: | globally in fpml-collateral-processes-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 1 location
Trigger | Trigger point at which feature is effective.
Content: | complex, 6 elements
Defined: | globally in fpml-option-shared-5-3.xsd; see XML source
Includes: | definitions of 6 elements
Used: | at 1 location
TriggerEvent | Observation point for trigger.
Content: | complex, 4 elements
Defined: | globally in fpml-option-shared-5-3.xsd; see XML source
Includes: | definitions of 4 elements
Used: | at 4 locations
Underlyer | A type describing the whole set of possible underlyers: single underlyers or multiple underlyers, each of these having either security or index components.
Content: | complex, 2 elements
Defined: | globally in fpml-asset-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 4 locations
UnderlyerReferenceUnits |
Content: | complex, 2 elements
Defined: | globally in fpml-reconciliation-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 1 location
UnderlyingAsset | Abstract base class for all underlying assets.
Content: | complex, 1 attribute, 6 elements
Abstract: | (cannot be assigned directly to elements used in instance XML documents)
Defined: | globally in fpml-asset-5-3.xsd; see XML source
Includes: | definitions of 4 elements
Used: | at 11 locations
UnderlyingAssetTranche |
Content: | simple, 1 attribute
Defined: | globally in fpml-asset-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 1 location
Unit | A type used to record information about a unit, subdivision, desk, or other similar business entity.
Content: | simple, 1 attribute
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 2 locations
UnitQuantity | A quantity and associated unit.
Content: | complex, 1 attribute, 2 elements
Defined: | globally in fpml-com-5-3.xsd; see XML source
Includes: | definitions of 1 attribute, 2 elements
Used: | at 2 locations
UnprocessedElementWrapper | A type holding a structure that is unvalidated
Content: | complex, elem. wildcard
Defined: | globally in fpml-msg-5-3.xsd; see XML source
Includes: | definition of elem. wildcard
Used: | at 1 location
UnprocessedPosition | A type describing the situation when an entire position change cannot be processed.
Content: | complex, 3 elements
Defined: | globally in fpml-reconciliation-5-3.xsd; see XML source
Includes: | definition of 1 element
Used: | at 1 location
UpperBound |
Content: | complex, 2 elements
Defined: | globally in fpml-fx-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | never
Validation | A reference identifying a rule within a validation scheme.
Content: | simple, 1 attribute
Defined: | globally in fpml-doc-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 2 locations
Valuation | A valuation of an valuable object - an asset or a pricing input.
Content: | complex, 2 attributes, 2 elements
Defined: | globally in fpml-riskdef-5-3.xsd; see XML source
Includes: | definitions of 2 attributes, 2 elements
Used: | at 3 locations
ValuationDate |
Content: | complex, 2 elements
Defined: | globally in fpml-cd-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 1 location
ValuationDatesReference | Reference to a Valuation dates node.
Content: | empty, 1 attribute
Defined: | globally in fpml-ird-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 1 location
ValuationDocument | A type defining a content model that includes valuation (pricing and risk) data without expressing any processing intention.
Content: | complex, 3 attributes, 12 elements
Defined: | globally in fpml-main-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 1 location
ValuationPostponement | Specifies how long to wait to get a quote from a settlement rate option upon a price source disruption.
Content: | complex, 1 element
Defined: | globally in fpml-ird-5-3.xsd; see XML source
Includes: | definition of 1 element
Used: | at 1 location
ValuationReference | Reference to a Valuation or any derived structure such as PricingStructureValuation.
Content: | empty, 1 attribute
Defined: | globally in fpml-riskdef-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 3 locations
ValuationReport | A type defining the content model for a message normally generated in response to a RequestValuationReport request.
Content: | complex, 3 attributes, 14 elements
Defined: | globally in fpml-valuation-reporting-5-3.xsd; see XML source
Includes: | definitions of 6 elements
Used: | at 1 location
Valuations | A set of valuation.
Content: | complex, 2 elements
Defined: | globally in fpml-valuation-5-3.xsd; see XML source
Used: | never
ValuationScenario | A set of rules for generating a valuation.
Content: | complex, 1 attribute, 5 elements
Defined: | globally in fpml-riskdef-5-3.xsd; see XML source
Includes: | definitions of 1 attribute, 5 elements
Used: | at 1 location
ValuationScenarioReference | Reference to a valuation scenario.
Content: | empty, 1 attribute
Defined: | globally in fpml-riskdef-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 5 locations
ValuationSet | A set of valuation inputs and results.
Content: | complex, 1 attribute, 8 elements
Defined: | globally in fpml-valuation-5-3.xsd; see XML source
Includes: | definitions of 1 attribute, 8 elements
Used: | at 1 location
ValuationSetDetail | The amount of detail provided in the valuation set, e.g. is market environment data provided, are risk definitions provided, etc.
Content: | simple, 1 attribute
Defined: | globally in fpml-valuation-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 1 location
Variance | A type describing the variance amount of a variance swap.
Content: | complex, 12 elements
Defined: | globally in fpml-eq-shared-5-3.xsd; see XML source
Includes: | definitions of 8 elements
Used: | at 1 location
VarianceAmount | Calculation of a Variance Amount.
Content: | complex, 6 elements
Defined: | globally in fpml-variance-swaps-5-3.xsd; see XML source
Includes: | definition of 1 element
Used: | at 1 location
VarianceLeg | A type describing return which is driven by a Variance Calculation.
Content: | complex, 1 attribute, 15 elements
Defined: | globally in fpml-variance-swaps-5-3.xsd; see XML source
Includes: | definition of 1 element
Used: | at 2 locations
VarianceOptionTransactionSupplement |
Content: | complex, 1 attribute, 15 elements
Defined: | globally in fpml-variance-swaps-5-3.xsd; see XML source
Includes: | definitions of 7 elements
Used: | at 1 location
VarianceSwap | A Variance Swap.
Content: | complex, 1 attribute, 6 elements
Defined: | globally in fpml-variance-swaps-5-3.xsd; see XML source
Includes: | definition of 1 element
Used: | at 1 location
VarianceSwapTransactionSupplement | A Variance Swap Transaction Supplement.
Content: | complex, 1 attribute, 8 elements
Defined: | globally in fpml-variance-swaps-5-3.xsd; see XML source
Includes: | definition of 1 element
Used: | at 2 locations
VariationMarginTerm |
Content: | complex, 3 elements
Defined: | globally in fpml-collateral-processes-5-3.xsd; see XML source
Includes: | definition of 1 element
Used: | at 1 location
VariationRequirement |
Content: | complex, 3 elements
Defined: | globally in fpml-collateral-processes-5-3.xsd; see XML source
Includes: | definitions of 3 elements
Used: | at 3 locations
VariationResult |
Content: | complex, 3 elements
Defined: | globally in fpml-collateral-processes-5-3.xsd; see XML source
Used: | at 3 locations
VersionedContractId | Contract Id with Version Support
Content: | complex, 3 elements
Defined: | globally in fpml-doc-5-3.xsd; see XML source
Includes: | definition of 1 element
Used: | at 1 location
VersionedTradeId | Trade Id with Version Support
Content: | complex, 3 elements
Defined: | globally in fpml-doc-5-3.xsd; see XML source
Includes: | definition of 1 element
Used: | never
VolatilityMatrix | A matrix of volatilities with dimension 0-3.
Content: | complex, 2 attributes, 9 elements
Defined: | globally in fpml-mktenv-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 1 location
VolatilityRepresentation | A representation of volatilities of an asset.
Content: | complex, 1 attribute, 3 elements
Defined: | globally in fpml-mktenv-5-3.xsd; see XML source
Includes: | definition of 1 element
Used: | at 1 location
WeightedAveragingObservation | A single weighted averaging observation.
Content: | complex, 3 elements
Defined: | globally in fpml-option-shared-5-3.xsd; see XML source
Includes: | definitions of 3 elements
Used: | at 1 location
WeightedPartialDerivative | A partial derivative multiplied by a weighting factor.
Content: | complex, 2 elements
Defined: | globally in fpml-riskdef-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 1 location
WithholdingTaxTerms |
Content: | complex, 2 elements
Defined: | globally in fpml-collateral-processes-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 1 location
YieldCurve | A generic yield curve object, which can be valued in a variety of ways.
Content: | complex, 1 attribute, 4 elements
Defined: | globally in fpml-mktenv-5-3.xsd; see XML source
Used: | at 1 location
YieldCurveMethod | A type defining the parameters required for each of the ISDA defined yield curve methods for cash settlement.
Content: | complex, 2 elements
Defined: | globally in fpml-ird-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 4 locations
YieldCurveValuation | The values of a yield curve, including possibly inputs and outputs (dfs, forwards, zero rates).
Content: | complex, 2 attributes, 11 elements
Defined: | globally in fpml-mktenv-5-3.xsd; see XML source
Includes: | definitions of 4 elements
Used: | at 1 location
ZeroRateCurve | A curve used to model a set of zero-coupon interest rates.
Content: | complex, 2 elements
Defined: | globally in fpml-mktenv-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 1 location

Simple Type Summary
AveragingInOutEnum | The type of averaging used in an Asian option.
Defined: | globally in fpml-enum-5-3.xsd; see XML source
Used: | at 1 location
AveragingMethodEnum | The method of calculation to be used when averaging rates.
Defined: | globally in fpml-enum-5-3.xsd; see XML source
Used: | at 4 locations
BreakageCostEnum | When breakage cost is applicable, defines who is calculating it.
Defined: | globally in fpml-enum-5-3.xsd; see XML source
Used: | never
BullionTypeEnum | Defines which type of bullion is applicable for a Bullion Transaction.
Defined: | globally in fpml-enum-5-3.xsd; see XML source
Used: | at 1 location
BusinessDayConventionEnum | The convention for adjusting any relevant date if it would otherwise fall on a day that is not a valid business day.
Defined: | globally in fpml-enum-5-3.xsd; see XML source
Used: | at 6 locations
CalculationAgentPartyEnum | The specification of how a calculation agent will be determined.
Defined: | globally in fpml-enum-5-3.xsd; see XML source
Used: | at 1 location
CashPhysicalEnum | Shows how the transaction is to be settled when it is exercised.
Defined: | globally in fpml-enum-5-3.xsd; see XML source
Used: | at 1 location
CommissionDenominationEnum | The unit in which a commission is denominated.
Defined: | globally in fpml-enum-5-3.xsd; see XML source
Used: | at 1 location
CommodityBullionSettlementDisruptionEnum | The consequences of Bullion Settlement Disruption Events.
Defined: | globally in fpml-enum-5-3.xsd; see XML source
Used: | at 1 location
CommodityDayTypeEnum | A day type classification used in counting the number of days between two dates for a commodity transaction.
Defined: | globally in fpml-enum-5-3.xsd; see XML source
Used: | at 1 location
CompoundingMethodEnum | The compounding calculation method
Defined: | globally in fpml-enum-5-3.xsd; see XML source
Used: | at 4 locations
CorrelationValue | A type defining a number specified as a decimal between -1 and 1 inclusive.
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Used: | at 1 location
DayOfWeekEnum | A day of the seven-day week.
Defined: | globally in fpml-enum-5-3.xsd; see XML source
Used: | at 3 locations
DayTypeEnum | A day type classification used in counting the number of days between two dates.
Defined: | globally in fpml-enum-5-3.xsd; see XML source
Used: | at 2 locations
DealtCurrencyEnum |
Defined: | globally in fpml-enum-5-3.xsd; see XML source
Used: | at 1 location
DeliveryDatesEnum | In respect of a Transaction and a Commodity Reference Price, the relevant date or month for delivery of the underlying Commodity.
Defined: | globally in fpml-enum-5-3.xsd; see XML source
Used: | at 1 location
DeliveryTypeEnum |
Defined: | globally in fpml-enum-5-3.xsd; see XML source
Used: | at 1 location
DifferenceSeverityEnum | The ISDA defined value indicating the severity of a difference.
Defined: | globally in fpml-enum-5-3.xsd; see XML source
Used: | at 1 location
DifferenceTypeEnum | The ISDA defined value indicating the nature of a difference.
Defined: | globally in fpml-enum-5-3.xsd; see XML source
Used: | at 1 location
DiscountingTypeEnum | The method of calculating discounted payment amounts
Defined: | globally in fpml-enum-5-3.xsd; see XML source
Used: | at 1 location
DisruptionFallbacksEnum | The specification of how disruption fallbacks will be represented.
Defined: | globally in fpml-enum-5-3.xsd; see XML source
Used: | at 1 location
DividendAmountTypeEnum | Refers to one on the 3 Amounts
Defined: | globally in fpml-enum-5-3.xsd; see XML source
Used: | at 2 locations
DividendCompositionEnum | Defines how the composition of dividends is to be determined.
Defined: | globally in fpml-enum-5-3.xsd; see XML source
Used: | at 1 location
DividendDateReferenceEnum | The reference to a dividend date.
Defined: | globally in fpml-enum-5-3.xsd; see XML source
Used: | at 1 location
DividendEntitlementEnum | The date on which the receiver of the equity return is entitled to the dividend.
Defined: | globally in fpml-enum-5-3.xsd; see XML source
Used: | at 1 location
DividendPeriodEnum | Defines the First Period or the Second Period, as specified in the 2002 ISDA Equity Derivatives Definitions.
Defined: | globally in fpml-enum-5-3.xsd; see XML source
Used: | at 1 location
DualCurrencyStrikeQuoteBasisEnum | A type which permits the Dual Currency strike quote basis to be expressed in terms of the deposit and alternate currencies.
Defined: | globally in fpml-enum-5-3.xsd; see XML source
Used: | at 1 location
ElectricityProductTypeEnum | The type of electricity product.
Defined: | globally in fpml-enum-5-3.xsd; see XML source
Used: | at 1 location
EquityOptionTypeEnum | Specifies an additional Forward type.
Defined: | globally in fpml-enum-5-3.xsd; see XML source
Used: | at 1 location
ExerciseStyleEnum | The specification of how an OTC option will be exercised.
Defined: | globally in fpml-enum-5-3.xsd; see XML source
Used: | never
FeeElectionEnum | Defines the fee type.
Defined: | globally in fpml-enum-5-3.xsd; see XML source
Used: | at 1 location
FlatRateEnum | The method by which the Flat Rate is calculated for a commodity freight transaction.
Defined: | globally in fpml-enum-5-3.xsd; see XML source
Used: | at 1 location
FPVFinalPriceElectionFallbackEnum | Specifies the fallback provisions in respect to the applicable Futures Price Valuation.
Defined: | globally in fpml-enum-5-3.xsd; see XML source
Used: | at 1 location
FraDiscountingEnum | The method of FRA discounting, if any, that will apply.
Defined: | globally in fpml-enum-5-3.xsd; see XML source
Used: | at 1 location
FrequencyTypeEnum | The schedule frequency type
Defined: | globally in fpml-enum-5-3.xsd; see XML source
Used: | never
FxBarrierTypeEnum | The specification of whether a barrier within an FX OTC option is a knockin or knockout, as well as whether it is a standard barrier or a reverse barrier.
Defined: | globally in fpml-enum-5-3.xsd; see XML source
Used: | at 1 location
FxTenorPeriodEnum | The specification of a time period containing values such as Today, Tomorrow etc.
Defined: | globally in fpml-enum-5-3.xsd; see XML source
Used: | at 1 location
GasProductTypeEnum | The type of gas product.
Defined: | globally in fpml-enum-5-3.xsd; see XML source
Used: | at 1 location
HourMinuteTime | 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.
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Used: | at 3 locations
IndependentAmountConventionEnum | The type of independent amount convention.
Defined: | globally in fpml-enum-5-3.xsd; see XML source
Used: | at 1 location
IndexEventConsequenceEnum | The specification of the consequences of Index Events.
Defined: | globally in fpml-enum-5-3.xsd; see XML source
Used: | at 3 locations
InterestCalculationMethodEnum | >Defines whether agent bank is making an interest payment based on the lender pro-rata share at the end of the period or based on the lender position throughout the period.
Defined: | globally in fpml-enum-5-3.xsd; see XML source
Used: | never
InterestCalculationTypeEnum | The type of calculation.
Defined: | globally in fpml-enum-5-3.xsd; see XML source
Used: | at 1 location
InterestMethodEnum | The type of method.
Defined: | globally in fpml-enum-5-3.xsd; see XML source
Used: | at 1 location
InterestShortfallCapEnum | The specification of the interest shortfall cap, applicable to mortgage derivatives.
Defined: | globally in fpml-enum-5-3.xsd; see XML source
Used: | at 1 location
InterpolationPeriodEnum | Defines applicable periods for interpolation.
Defined: | globally in fpml-enum-5-3.xsd; see XML source
Used: | at 1 location
LengthUnitEnum | Used for indicating the length unit in the Resource type.
Defined: | globally in fpml-enum-5-3.xsd; see XML source
Used: | at 1 location
MarketDisruptionEventsEnum | The specification of how market disruption events will be represented.
Defined: | globally in fpml-enum-5-3.xsd; see XML source
Used: | at 1 location
MarkToMarketConventionEnum | The type of mark to market convention.
Defined: | globally in fpml-enum-5-3.xsd; see XML source
Used: | at 1 location
MethodOfAdjustmentEnum | Defines how adjustments will be made to the contract should one or more of the extraordinary events occur.
Defined: | globally in fpml-enum-5-3.xsd; see XML source
Used: | at 3 locations
NationalisationOrInsolvencyOrDelistingEventEnum | Defines the consequences of nationalisation, insolvency and delisting events relating to the underlying.
Defined: | globally in fpml-enum-5-3.xsd; see XML source
Used: | at 2 locations
NegativeInterestRateTreatmentEnum | 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).
Defined: | globally in fpml-enum-5-3.xsd; see XML source
Used: | at 1 location
NonCashDividendTreatmentEnum | Defines treatment of non-cash dividends.
Defined: | globally in fpml-enum-5-3.xsd; see XML source
Used: | at 1 location
NonNegativeDecimal | A type defining a number specified as non negative decimal greater than 0 inclusive.
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Used: | at 43 locations
NotionalAdjustmentEnum | The conditions that govern the adjustment to the number of units of the equity swap.
Defined: | globally in fpml-enum-5-3.xsd; see XML source
Used: | at 1 location
ObligationCategoryEnum | Used in both the obligations and deliverable obligations of the credit default swap to represent a class or type of securities which apply.
Defined: | globally in fpml-enum-5-3.xsd; see XML source
Used: | at 2 locations
OptionTypeEnum | Specifies the type of the option.
Defined: | globally in fpml-enum-5-3.xsd; see XML source
Used: | at 3 locations
PayerReceiverEnum | The specification of an interest rate stream payer or receiver party.
Defined: | globally in fpml-enum-5-3.xsd; see XML source
Used: | at 1 location
PayoutEnum | The specification of how an FX OTC option with a trigger payout will be paid if the trigger condition is met.
Defined: | globally in fpml-enum-5-3.xsd; see XML source
Used: | at 1 location
PayRelativeToEnum | The specification of whether payments occur relative to the calculation period start or end date, or the reset date.
Defined: | globally in fpml-enum-5-3.xsd; see XML source
Used: | at 2 locations
PeriodEnum | The specification of a time period
Defined: | globally in fpml-enum-5-3.xsd; see XML source
Used: | at 3 locations
PeriodExtendedEnum | The specification of a time period containing additional values such as Term.
Defined: | globally in fpml-enum-5-3.xsd; see XML source
Used: | at 1 location
PointValue | Constrains the forward point tick/pip factor to 1, 0.1, 0.01, 0.001, etc.
Defined: | globally in fpml-fx-5-3.xsd; see XML source
Used: | at 1 location
PositionOriginEnum | A type used to report how a position originated.
Defined: | globally in fpml-enum-5-3.xsd; see XML source
Used: | at 1 location
PositionStatusEnum | The type of averaging used in an Asian option.
Defined: | globally in fpml-enum-5-3.xsd; see XML source
Used: | at 1 location
PositiveDecimal | A type defining a number specified as positive decimal greater than 0 exclusive.
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Used: | at 37 locations
PremiumQuoteBasisEnum | The specification of how the premium for an FX OTC option is quoted.
Defined: | globally in fpml-enum-5-3.xsd; see XML source
Used: | at 1 location
PremiumTypeEnum | Premium Type for Forward Start Equity Option
Defined: | globally in fpml-enum-5-3.xsd; see XML source
Used: | at 2 locations
PriceExpressionEnum | The mode of expression of a price.
Defined: | globally in fpml-enum-5-3.xsd; see XML source
Used: | at 1 location
PutCallEnum | Specifies whether the option is a call or a put.
Defined: | globally in fpml-enum-5-3.xsd; see XML source
Used: | at 5 locations
QueryParameterValue | A type representing a value corresponding to an identifier for a parameter describing a query portfolio.
Defined: | globally in fpml-doc-5-3.xsd; see XML source
Used: | never
QuotationRateTypeEnum | The specification of the type of quotation rate to be obtained from each cash settlement reference bank.
Defined: | globally in fpml-enum-5-3.xsd; see XML source
Used: | at 4 locations
QuotationSideEnum | The side from which perspective a value is quoted.
Defined: | globally in fpml-enum-5-3.xsd; see XML source
Used: | at 2 locations
QuotationStyleEnum | Indicates the actual quotation style of of PointsUpFront or TradedSpread that was used to quote this trade.
Defined: | globally in fpml-enum-5-3.xsd; see XML source
Used: | at 1 location
QuoteBasisEnum | How an exchange rate is quoted.
Defined: | globally in fpml-enum-5-3.xsd; see XML source
Used: | at 1 location
RateTreatmentEnum | The specification of methods for converting rates from one basis to another.
Defined: | globally in fpml-enum-5-3.xsd; see XML source
Used: | at 1 location
RealisedVarianceMethodEnum | The contract specifies whether which price must satisfy the boundary condition.
Defined: | globally in fpml-enum-5-3.xsd; see XML source
Used: | at 1 location
ResetRelativeToEnum | The specification of whether resets occur relative to the first or last day of a calculation period.
Defined: | globally in fpml-enum-5-3.xsd; see XML source
Used: | at 2 locations
RestrictedPercentage | A type defining a percentage specified as decimal from 0 to 1.
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Used: | at 9 locations
ReturnTypeEnum | The type of return associated with the equity swap.
Defined: | globally in fpml-enum-5-3.xsd; see XML source
Used: | at 1 location
RiskTypeEnum |
Defined: | globally in fpml-enum-5-3.xsd; see XML source
Used: | never
RollConventionEnum | The convention for determining the sequence of calculation period end dates.
Defined: | globally in fpml-enum-5-3.xsd; see XML source
Used: | at 2 locations
RoundingDirectionEnum | The method of rounding a fractional number.
Defined: | globally in fpml-enum-5-3.xsd; see XML source
Used: | at 2 locations
Scheme | The base class for all types which define coding schemes.
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Used: | at 161 locations
SettlementPeriodDurationEnum | Defines the Settlement Period Duration for an Electricity Transaction.
Defined: | globally in fpml-enum-5-3.xsd; see XML source
Used: | at 1 location
SettlementTypeEnum | Shows how the transaction is to be settled when it is exercised.
Defined: | globally in fpml-enum-5-3.xsd; see XML source
Used: | at 3 locations
ShareExtraordinaryEventEnum | Defines the consequences of extraordinary events relating to the underlying.
Defined: | globally in fpml-enum-5-3.xsd; see XML source
Used: | at 3 locations
SpecifiedPriceEnum | The Specified Price in respect of a Transaction and a Commodity Reference Price.
Defined: | globally in fpml-enum-5-3.xsd; see XML source
Used: | at 1 location
StandardSettlementStyleEnum | The code specification of whether a trade is settling using standard settlement instructions as well as whether it is a candidate for settlement netting.
Defined: | globally in fpml-enum-5-3.xsd; see XML source
Used: | at 1 location
StepRelativeToEnum | 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.
Defined: | globally in fpml-enum-5-3.xsd; see XML source
Used: | at 1 location
StrikeQuoteBasisEnum | The specification of how an FX OTC option strike price is quoted.
Defined: | globally in fpml-enum-5-3.xsd; see XML source
Used: | at 2 locations
StubPeriodTypeEnum | Element to define how to deal with a none standard calculation period within a swap stream.
Defined: | globally in fpml-enum-5-3.xsd; see XML source
Used: | at 1 location
TelephoneTypeEnum | The type of telephone number used to reach a contact.
Defined: | globally in fpml-enum-5-3.xsd; see XML source
Used: | at 1 location
ThresholdTypeEnum | The type of threshold.
Defined: | globally in fpml-enum-5-3.xsd; see XML source
Used: | at 1 location
TimeTypeEnum | Defines points in the day when equity option exercise and valuation can occur.
Defined: | globally in fpml-enum-5-3.xsd; see XML source
Used: | at 5 locations
Token60 | A type defining a token of length between 1 and 60 characters inclusive.
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Used: | at 1 location
TouchConditionEnum | The specification of, for American-style digitals, whether the trigger level must be touched or not touched.
Defined: | globally in fpml-enum-5-3.xsd; see XML source
Used: | at 1 location
TriggerConditionEnum | The specification of whether a payout will occur on an option depending upon whether the spot rate is above or below the trigger rate.
Defined: | globally in fpml-enum-5-3.xsd; see XML source
Used: | at 1 location
TriggerTimeTypeEnum | The time of day which would be considered for valuing the knock event.
Defined: | globally in fpml-enum-5-3.xsd; see XML source
Used: | at 1 location
TriggerTypeEnum | The specification of whether an option would trigger or expire depending upon whether the spot rate is above or below the barrier rate.
Defined: | globally in fpml-enum-5-3.xsd; see XML source
Used: | at 1 location
UpdateTypeEnum | The type of update to a record in a report.
Defined: | globally in fpml-enum-5-3.xsd; see XML source
Used: | at 1 location
ValuationMethodEnum | The ISDA defined methodology for determining the final price of the reference obligation for purposes of cash settlement.
Defined: | globally in fpml-enum-5-3.xsd; see XML source
Used: | at 1 location
WeeklyRollConventionEnum | The specification of a weekly roll day.
Defined: | globally in fpml-enum-5-3.xsd; see XML source
Used: | at 1 location
YearAndMonth | A type defining a date that includes a year and month.
Defined: | globally in fpml-reporting-5-3.xsd; see XML source
Used: | at 2 locations

Element Group Summary
AccountReferenceOrPartyReference.model |
Content: | 2 elements
Defined: | globally in fpml-doc-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | never
AdjustableDate.model |
Content: | 3 elements
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definitions of 3 elements
Used: | at 2 locations
AdjustedAndOrUnadjustedDate.model | Contains at least one of an adjusted date and and unadjusted date, using the usual meanings of those terms.
Content: | 2 elements
Defined: | globally in fpml-valuation-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 1 location
AgreementAndEffectiveDates.model | A model group defining agreement and effective dates.
Content: | 3 elements
Defined: | globally in fpml-business-events-5-3.xsd; see XML source
Includes: | definitions of 3 elements
Used: | at 2 locations
AllocationContent.model |
Content: | 4 elements
Defined: | globally in fpml-doc-5-3.xsd; see XML source
Includes: | definitions of 4 elements
Used: | at 1 location
AmendmentDetails.model |
Content: | 2 elements
Defined: | globally in fpml-doc-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | never
AnalyticDerivativeParameters.model | Parameters used in the computation of a derivative using analytical (closed form formula) techiques.
Content: | 1 element
Defined: | globally in fpml-riskdef-5-3.xsd; see XML source
Includes: | definition of 1 element
Used: | at 1 location
AssetValuationOrReference.model | A quotation or a reference to a quotation.
Content: | 2 elements
Defined: | globally in fpml-valuation-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 1 location
AssociatedValue.model | An associated value or reference for a scheduled date.
Content: | 2 elements
Defined: | globally in fpml-valuation-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 1 location
BasketIdentifier.model | A group that specifies a name and an identifier for a given basket.
Content: | 2 elements
Defined: | globally in fpml-asset-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 2 locations
BidMidAsk.model | The bid, mid, or ask values relevant for a quote
Content: | 3 elements
Defined: | globally in fpml-mktenv-5-3.xsd; see XML source
Includes: | definitions of 3 elements
Used: | at 1 location
BondCalculation.model | A group that specifies Bond Calculation elements.
Content: | 2 elements
Defined: | globally in fpml-asset-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 2 locations
BondChoice.model | A model group which provides choices between all bond underlyers.
Content: | 2 elements
Defined: | globally in fpml-asset-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 2 locations
BusinessCentersOrReference.model |
Content: | 2 elements
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 7 locations
BuyerSeller.model |
Content: | 4 elements
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definitions of 4 elements
Used: | at 12 locations
CalculationAgent.model |
Content: | 2 elements
Defined: | globally in fpml-doc-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 1 location
CommodityAsian.model | Model group containing features specific to asian/averaging commodity options.
Content: | 5 elements
Defined: | globally in fpml-com-5-3.xsd; see XML source
Includes: | definitions of 5 elements
Used: | at 1 location
CommodityCalculationPeriods.model | The different options for specifying the Calculation Periods.
Content: | 6 elements
Defined: | globally in fpml-com-5-3.xsd; see XML source
Includes: | definitions of 3 elements
Used: | at 2 locations
CommodityCalculationPeriodsPointer.model | Model group to enable 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 parameterised schedule in a calculationPeriodsSchedule container.
Content: | 3 elements
Defined: | globally in fpml-com-5-3.xsd; see XML source
Includes: | definitions of 3 elements
Used: | at 9 locations
CommodityCoalComposition.model | Items defining the chemical composition of the coal product.
Content: | 5 elements
Defined: | globally in fpml-com-5-3.xsd; see XML source
Includes: | definitions of 5 elements
Used: | at 1 location
CommodityCoalProperties.model | Items defining the physical attributes of the coal product.
Content: | 5 elements
Defined: | globally in fpml-com-5-3.xsd; see XML source
Includes: | definitions of 5 elements
Used: | at 1 location
CommodityCoalReducingAtmosphere.model | Items defining the attributes of the coal product determined by ash fusion tests.
Content: | 4 elements
Defined: | globally in fpml-com-5-3.xsd; see XML source
Includes: | definitions of 4 elements
Used: | at 1 location
CommodityContent.model | Items common to all Commodity Transactions.
Content: | 4 elements
Defined: | globally in fpml-com-5-3.xsd; see XML source
Includes: | definitions of 4 elements
Used: | at 3 locations
CommodityDeliveryPeriodsPointer.model | 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.
Content: | 2 elements
Defined: | globally in fpml-com-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 3 locations
CommodityDeliveryPoints.model | A Delivery Point, applicable to physically settled commodity transactions.
Content: | 3 elements
Defined: | globally in fpml-com-5-3.xsd; see XML source
Includes: | definitions of 3 elements
Used: | at 1 location
CommodityFinancialOption.model | Items specific to financially-settled commodity options.
Content: | 14 elements
Defined: | globally in fpml-com-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 1 location
CommodityFixedPhysicalQuantity.model | The different options for specifying a fixed physical quantity of commodity to be delivered.
Content: | 3 elements
Defined: | globally in fpml-com-5-3.xsd; see XML source
Includes: | definitions of 3 elements
Used: | at 3 locations
CommodityFixedPrice.model | The different options for specifying the Fixed Price.
Content: | 6 elements
Defined: | globally in fpml-com-5-3.xsd; see XML source
Includes: | definitions of 6 elements
Used: | at 1 location
CommodityFreightFlatRate.model | The Flat Rate, applicable to Wet Voyager Charter Freight Swaps.
Content: | 2 elements
Defined: | globally in fpml-com-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 2 locations
CommodityNonPeriodicPaymentDates.model | The different options for specifying the Payment Date.
Content: | 2 elements
Defined: | globally in fpml-com-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 1 location
CommodityNotionalQuantity.model | The different options for specifying the Notional Quantity.
Content: | 5 elements
Defined: | globally in fpml-com-5-3.xsd; see XML source
Includes: | definitions of 5 elements
Used: | at 3 locations
CommodityPaymentDates.model | The different options for specifying the Payment Date.
Content: | 3 elements
Defined: | globally in fpml-com-5-3.xsd; see XML source
Includes: | definition of 1 element
Used: | at 4 locations
CommodityPhysicalOption.model | Items specific to financially-settled commodity options.
Content: | 3 elements
Defined: | globally in fpml-com-5-3.xsd; see XML source
Includes: | definitions of 3 elements
Used: | at 1 location
CommodityProduct.model | A group used to specify details of a commodity underlyer.
Content: | 12 elements
Defined: | globally in fpml-asset-5-3.xsd; see XML source
Includes: | definitions of 6 elements
Used: | at 1 location
CommodityReferencePriceFramework.model | A group used to specify the commodity underlyer in the event that no ISDA Commofity Reference Price exists.
Content: | 6 elements
Defined: | globally in fpml-asset-5-3.xsd; see XML source
Includes: | definitions of 6 elements
Used: | at 1 location
CommodityStrikePrice.model | The different options for specifying the Strike price per unit.
Content: | 2 elements
Defined: | globally in fpml-com-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 1 location
CommodityUSCoalDelivery.model | Items specific to the definition of the delivery of a US Coal Product.
Content: | 3 elements
Defined: | globally in fpml-com-5-3.xsd; see XML source
Includes: | definitions of 3 elements
Used: | at 1 location
CommodityUSCoalProduct.model | Items specific to the definition of a US Coal Product.
Content: | 2 elements
Defined: | globally in fpml-com-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 1 location
Compression.model | A model group holding information about compressions affecting this trade/event.
Content: | 1 element
Defined: | globally in fpml-business-events-5-3.xsd; see XML source
Includes: | definition of 1 element
Used: | never
ComputedDerivative.model | A group describing a derivative as combination of partial derivatives.
Content: | 2 elements
Defined: | globally in fpml-riskdef-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 1 location
Correlation.model | A model group defining the elements used for process correlation.
Content: | 2 elements
Defined: | globally in fpml-msg-5-3.xsd; see XML source
Includes: | definition of 1 element
Used: | at 2 locations
CorrelationAndOptionalSequence.model | A model group defining the full messsage correlation mechanism, but with optional sequence.
Content: | 3 elements
Defined: | globally in fpml-msg-5-3.xsd; see XML source
Used: | at 3 locations
CorrelationAndSequence.model | A model group defining the full messsage correlation mechanism.
Content: | 3 elements
Defined: | globally in fpml-msg-5-3.xsd; see XML source
Used: | at 2 locations
CorrelationId.model | A model group defining the element used for process correlation.
Content: | 1 element
Defined: | globally in fpml-msg-5-3.xsd; see XML source
Includes: | definition of 1 element
Used: | at 2 locations
CreditCurveCharacteristics.model | The set of characterstics that describe the outputs of a credit curve.
Content: | 8 elements
Defined: | globally in fpml-mktenv-5-3.xsd; see XML source
Includes: | definitions of 6 elements
Used: | at 1 location
CreditEntity.model | An item which has credit characteristics that can be modeled, e.g. a firm, index, or region.
Content: | 2 elements
Defined: | globally in fpml-asset-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 2 locations
CurrencyAndDeterminationMethod.model | A group containing return swap amount currency definition methods
Content: | 3 elements
Defined: | globally in fpml-eq-shared-5-3.xsd; see XML source
Includes: | definitions of 3 elements
Used: | at 2 locations
DeclaredCashAndCashEquivalentDividendPercentage.model |
Content: | 2 elements
Defined: | globally in fpml-eq-shared-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 2 locations
DefinitionAndCashflows.model |
Content: | 6 elements
Defined: | globally in fpml-reconciliation-5-3.xsd; see XML source
Used: | at 2 locations
DefinitionAndNettedCashflows.model |
Content: | 6 elements
Defined: | globally in fpml-reconciliation-5-3.xsd; see XML source
Used: | at 2 locations
DeliverReturn.model |
Content: | 4 elements
Defined: | globally in fpml-collateral-processes-5-3.xsd; see XML source
Includes: | definitions of 4 elements
Used: | at 3 locations
DerivativeCalculationParameters.model | Parameters used in the computation of a derivative.
Content: | 5 elements
Defined: | globally in fpml-riskdef-5-3.xsd; see XML source
Used: | at 1 location
DiscountRate.model | Model group enforces association of day count fraction with the discount rate.
Content: | 2 elements
Defined: | globally in fpml-ird-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 1 location
DisputedDetails.model |
Content: | 3 elements
Defined: | globally in fpml-collateral-processes-5-3.xsd; see XML source
Includes: | definitions of 3 elements
Used: | at 1 location
Dividends.model | A group containing Dividend content
Content: | 3 elements
Defined: | globally in fpml-eq-shared-5-3.xsd; see XML source
Includes: | definitions of 3 elements
Used: | at 2 locations
EquityExpiration.model | Choice between expiration expressed as symbolic and optional literal time, or using a determination method.
Content: | 3 elements
Defined: | globally in fpml-eqd-5-3.xsd; see XML source
Includes: | definitions of 3 elements
Used: | at 3 locations
EquityPrice.model |
Content: | 4 elements
Defined: | globally in fpml-asset-5-3.xsd; see XML source
Includes: | definitions of 4 elements
Used: | at 1 location
EquityUnderlyerProvisions.model | A group containing Equity Underlyer provisions.
Content: | 4 elements
Defined: | globally in fpml-eq-shared-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 3 locations
Events.model | Choice between a trade and a post-trade event.
Content: | 11 elements
Defined: | globally in fpml-business-events-5-3.xsd; see XML source
Includes: | definitions of 11 elements
Used: | at 5 locations
EventValuation.model | A model group holding valuation information for an event.
Content: | 1 element
Defined: | globally in fpml-business-events-5-3.xsd; see XML source
Includes: | definition of 1 element
Used: | never
Exception.model | A model group which has exception elements.
Content: | 2 elements
Defined: | globally in fpml-msg-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 1 location
ExchangeIdentifier.model |
Content: | 3 elements
Defined: | globally in fpml-asset-5-3.xsd; see XML source
Includes: | definitions of 3 elements
Used: | at 2 locations
ExposureCategory.model | A group a specific set of counterparty and market risk factors for which an exposure record is provided.
Content: | 27 elements
Defined: | globally in fpml-reporting-5-3.xsd; see XML source
Used: | at 1 location
Feature.model | A group containing Swap and Derivative features.
Content: | 2 elements
Defined: | globally in fpml-eq-shared-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 1 location
FiniteDifferenceDerivativeParameters.model | Parameters used in the computation of a derivative using numerical (finite difference) techniques.
Content: | 3 elements
Defined: | globally in fpml-riskdef-5-3.xsd; see XML source
Includes: | definitions of 3 elements
Used: | at 1 location
FixedIncomeSecurityContent.model | A group that specifies Bond Content elements.
Content: | 6 elements
Defined: | globally in fpml-asset-5-3.xsd; see XML source
Includes: | definitions of 6 elements
Used: | at 2 locations
FixedRecovery.model |
Content: | 2 elements
Defined: | globally in fpml-cd-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 1 location
FloatingRateIndex.model |
Content: | 2 elements
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 2 locations
FxCoreDetails.model | The elements common to FX spot, forward and swap legs.
Content: | 9 elements
Defined: | globally in fpml-fx-5-3.xsd; see XML source
Includes: | definitions of 9 elements
Used: | at 2 locations
FxCurveCharacteristics.model | The set of characterstics that describe the outputs of a fx curve.
Content: | 1 element
Defined: | globally in fpml-mktenv-5-3.xsd; see XML source
Includes: | definition of 1 element
Used: | at 1 location
FxRateObservation.model | The elements common to FX rate observation.
Content: | 2 elements
Defined: | globally in fpml-fx-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 1 location
GiverTaker.model |
Content: | 2 elements
Defined: | globally in fpml-collateral-processes-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 4 locations
IdAndNettedTradeCashflows.model |
Content: | 4 elements
Defined: | globally in fpml-reconciliation-5-3.xsd; see XML source
Includes: | definition of 1 element
Used: | at 2 locations
IdAndTradeCashflows.model |
Content: | 4 elements
Defined: | globally in fpml-reconciliation-5-3.xsd; see XML source
Includes: | definition of 1 element
Used: | at 2 locations
IndexAnnexFallback.model |
Content: | 2 elements
Defined: | globally in fpml-eq-shared-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 2 locations
InterestResponseDetails.model |
Content: | 3 elements
Defined: | globally in fpml-collateral-processes-5-3.xsd; see XML source
Includes: | definitions of 3 elements
Used: | at 1 location
LagOrReference.model | Allows a Lag or a LagReference to be specified.
Content: | 2 elements
Defined: | globally in fpml-com-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 1 location
MandatoryEarlyTermination.model |
Content: | 2 elements
Defined: | globally in fpml-ird-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 1 location
MarginCallResult.model |
Content: | 3 elements
Defined: | globally in fpml-collateral-processes-5-3.xsd; see XML source
Includes: | definition of 1 element
Used: | at 1 location
MarginDetails.model |
Content: | 4 elements
Defined: | globally in fpml-collateral-processes-5-3.xsd; see XML source
Includes: | definitions of 4 elements
Used: | at 2 locations
MarkToMarketExposureParty.model | Specifies which party is the exposed party and which is the obligated party.
Content: | 2 elements
Defined: | globally in fpml-collateral-processes-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 1 location
MaturityAndExpiryEvents.model |
Content: | 2 elements
Defined: | globally in fpml-business-events-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 1 location
MessageHeader.model | Defines the structure that contains routing and identification information, which allows processing and transfer of the message.
Content: | 7 elements
Defined: | globally in fpml-msg-5-3.xsd; see XML source
Includes: | definitions of 7 elements
Used: | at 4 locations
MutualOrOptionalEarlyTermination.model |
Content: | 5 elements
Defined: | globally in fpml-eq-shared-5-3.xsd; see XML source
Includes: | definitions of 5 elements
Used: | at 1 location
NetAndOrGross.model | A group including a net and/or a gross amount.
Content: | 3 elements
Defined: | globally in fpml-doc-5-3.xsd; see XML source
Includes: | definitions of 3 elements
Used: | at 1 location
NettedTradeCashflows.model | A group describing the cashflows owing on a particular adjustedPaymentDate for set of trades.
Content: | 3 elements
Defined: | globally in fpml-reconciliation-5-3.xsd; see XML source
Includes: | definitions of 3 elements
Used: | at 3 locations
NominalAmount.model |
Content: | 2 elements
Defined: | globally in fpml-collateral-processes-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 1 location
OnBehalfOf.model |
Content: | 1 element
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definition of 1 element
Used: | at 4 locations
OptionalEarlyTermination.model |
Content: | 2 elements
Defined: | globally in fpml-ird-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 1 location
OptionBaseFeature.model | A model group containing Option Base Feature Elements.
Content: | 2 elements
Defined: | globally in fpml-option-shared-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 1 location
OptionDenomination.model | A model group containing the option denomination components.
Content: | 3 elements
Defined: | globally in fpml-option-shared-5-3.xsd; see XML source
Includes: | definitions of 3 elements
Used: | at 1 location
OptionFeature.model | A model group containing Option Base Feature Elements.
Content: | 4 elements
Defined: | globally in fpml-option-shared-5-3.xsd; see XML source
Includes: | definitions of 4 elements
Used: | at 1 location
OptionSettlement.model | A group which has Option Settlement elements.
Content: | 4 elements
Defined: | globally in fpml-option-shared-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 2 locations
PartialExercise.model |
Content: | 4 elements
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definitions of 4 elements
Used: | at 2 locations
PartiesAndAccounts.model | Supporting party and account definitions.
Content: | 2 elements
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 40 locations
PartyAndAccountReferences.model |
Content: | 2 elements
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 6 locations
PartyExposureCategory.model | A group a specific set of counterparty risk factors for which an exposure record is provided.
Content: | 10 elements
Defined: | globally in fpml-reporting-5-3.xsd; see XML source
Includes: | definitions of 10 elements
Used: | at 1 location
PartyInformation.model | Information about a party for reporting purposes.
Content: | 4 elements
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definitions of 4 elements
Used: | at 1 location
PayerReceiver.model |
Content: | 4 elements
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definitions of 4 elements
Used: | at 23 locations
PaymentDetails.model | A group that covers key elements used in payment reporting messages.
Content: | 6 elements
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 3 locations
PaymentDiscounting.model | A model group for representing the discounting elements that can be associated with a payment.
Content: | 2 elements
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 1 location
Period.model |
Content: | 2 elements
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 2 locations
PortfolioConstituentReference.model | Defines a model group that allows a constituent of a portfolio to be included in a request retransmission message.
Content: | 1 element
Defined: | globally in fpml-msg-5-3.xsd; see XML source
Includes: | definition of 1 element
Used: | at 1 location
PortfolioReference.model | Defines a model group that allows a portfolio reference request structure to be included in a message.
Content: | 1 element
Defined: | globally in fpml-msg-5-3.xsd; see XML source
Includes: | definition of 1 element
Used: | never
PortfolioReferenceBase.model | Defines a model group that allows a portfolio to be identified in a response message.
Content: | 1 element
Defined: | globally in fpml-msg-5-3.xsd; see XML source
Includes: | definition of 1 element
Used: | never
PortfolioReferenceOrReportIdentification.model | Defines a model group that allows either details of a portoflio constituent or report constituent to be provided.
Content: | 2 elements
Defined: | globally in fpml-msg-5-3.xsd; see XML source
Used: | at 1 location
PositionIdAndVersion.model | A model group that includes a position ID and an optional version.
Content: | 2 elements
Defined: | globally in fpml-riskdef-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 6 locations
PositionStatusInfo.model | Contains information about the status of the position
Content: | 4 elements
Defined: | globally in fpml-valuation-5-3.xsd; see XML source
Includes: | definitions of 4 elements
Used: | at 1 location
PositionWithoutId.model | A group specifying the position model without including position identification elements.
Content: | 4 elements
Defined: | globally in fpml-reconciliation-5-3.xsd; see XML source
Includes: | definitions of 4 elements
Used: | at 2 locations
Premium.model | A model group for representing the option premium when expressed in a way other than an amount.
Content: | 3 elements
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definitions of 3 elements
Used: | at 1 location
Price.model | Price model group.
Content: | 2 elements
Defined: | globally in fpml-com-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 1 location
PricingCoordinateOrReference.model | A pricing structure coordinate, or a reference to one.
Content: | 2 elements
Defined: | globally in fpml-riskdef-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 2 locations
PricingDays.model | The different options for specifying which days are pricing days within a pricing period.
Content: | 5 elements
Defined: | globally in fpml-com-5-3.xsd; see XML source
Includes: | definitions of 5 elements
Used: | at 2 locations
PricingInputDates.model | 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..
Content: | 5 elements
Defined: | globally in fpml-riskdef-5-3.xsd; see XML source
Includes: | definitions of 5 elements
Used: | at 1 location
PricingStructureIndex.model | The index (an ordinate) of a pricing structure.
Content: | 4 elements
Defined: | globally in fpml-riskdef-5-3.xsd; see XML source
Includes: | definitions of 4 elements
Used: | at 1 location
ProcessingIndicator.model | Elements that describe how this document is intended to be processed (in the absence of a full messaging framework).
Content: | 2 elements
Defined: | globally in fpml-doc-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 1 location
Product.model |
Content: | 3 elements
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definitions of 3 elements
Used: | at 2 locations
ProductExposureCategory.model | A group a specific set of market risk factors for which an exposure record is provided.
Content: | 17 elements
Defined: | globally in fpml-reporting-5-3.xsd; see XML source
Includes: | definitions of 17 elements
Used: | at 1 location
ProposedCollateral.model |
Content: | 3 elements
Defined: | globally in fpml-collateral-processes-5-3.xsd; see XML source
Includes: | definitions of 3 elements
Used: | at 1 location
ProposedCollateralResponse.model |
Content: | 3 elements
Defined: | globally in fpml-collateral-processes-5-3.xsd; see XML source
Includes: | definitions of 3 elements
Used: | at 1 location
ProposedMatch.model |
Content: | 3 elements
Defined: | globally in fpml-business-events-5-3.xsd; see XML source
Includes: | definitions of 3 elements
Used: | at 3 locations
Quotation.model | Some kind of numerical measure about an asset, eg. its price or NPV, together with characteristics of that measure.
Content: | 14 elements
Defined: | globally in fpml-asset-5-3.xsd; see XML source
Includes: | definition of 1 element
Used: | at 3 locations
QuotationCharacteristics.model | A group collecting a set of characteristics that can be used to describe a quotation.
Content: | 13 elements
Defined: | globally in fpml-asset-5-3.xsd; see XML source
Includes: | definitions of 11 elements
Used: | at 3 locations
QuoteLocation.model | A group describing where a quote was or will be obtained, e.g. observed or calculated.
Content: | 2 elements
Defined: | globally in fpml-asset-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 1 location
RecoveryRate.model | The model of the recovery rate (single value or curve).
Content: | 2 elements
Defined: | globally in fpml-mktenv-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 1 location
ReportSectionIdentification.model | Defines a model group that allows a chunck of a report to be included in a request retransmission message.
Content: | 1 element
Defined: | globally in fpml-msg-5-3.xsd; see XML source
Includes: | definition of 1 element
Used: | at 1 location
RoutingExplicitDetails.model |
Content: | 4 elements
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definitions of 4 elements
Used: | at 2 locations
RoutingIdentification.model |
Content: | 3 elements
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definitions of 3 elements
Used: | at 4 locations
SensitivityDescription.model | A group describing a specific sensitivity without an explicity reference to the market data input point.
Content: | 3 elements
Defined: | globally in fpml-riskdef-5-3.xsd; see XML source
Includes: | definition of 1 element
Used: | at 1 location
Sequence.model | A model group defining the element used for message sequencing
Content: | 1 element
Defined: | globally in fpml-msg-5-3.xsd; see XML source
Includes: | definition of 1 element
Used: | at 3 locations
SettlementAmountOrCurrency.model |
Content: | 2 elements
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 1 location
SubstitutionConfirmationDetails.model |
Content: | 3 elements
Defined: | globally in fpml-collateral-processes-5-3.xsd; see XML source
Includes: | definitions of 3 elements
Used: | at 1 location
SubstitutionDerivativeParameters.model | Parameters used in the computation of a derivative by substituting a supplied market environment.
Content: | 1 element
Defined: | globally in fpml-riskdef-5-3.xsd; see XML source
Includes: | definition of 1 element
Used: | at 1 location
SubstitutionDetails.model |
Content: | 3 elements
Defined: | globally in fpml-collateral-processes-5-3.xsd; see XML source
Includes: | definitions of 3 elements
Used: | at 1 location
SubstitutionResponse.model |
Content: | 3 elements
Defined: | globally in fpml-collateral-processes-5-3.xsd; see XML source
Includes: | definitions of 3 elements
Used: | at 1 location
TradeAlterationPayment.model | A model group defining a payment structure.
Content: | 1 element
Defined: | globally in fpml-business-events-5-3.xsd; see XML source
Includes: | definition of 1 element
Used: | at 2 locations
TradeCashflows.model | A group describing the cashflows owing on a particular adjustedPaymentDate for a specific trade.
Content: | 3 elements
Defined: | globally in fpml-reconciliation-5-3.xsd; see XML source
Includes: | definitions of 3 elements
Used: | at 3 locations
TradeCashflowsDefinition.model |
Content: | 3 elements
Defined: | globally in fpml-reconciliation-5-3.xsd; see XML source
Includes: | definitions of 3 elements
Used: | at 4 locations
TradeOrInfo.model | Defines a model group that allows either details of an event or information about a trade to be provided.
Content: | 3 elements
Defined: | globally in fpml-business-events-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | never
TradeOrTradeReference.model | Choice between identification and representation of trade execution.
Content: | 2 elements
Defined: | globally in fpml-doc-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 2 locations
TradeReferenceInformation.model | Defines a model group that allows information about a trade to be represented.
Content: | 1 element
Defined: | globally in fpml-business-events-5-3.xsd; see XML source
Includes: | definition of 1 element
Used: | at 1 location
TradeReferenceInformationContents.model | Defines a model group that allows trade identifiers and/or trade information to be represented.
Content: | 6 elements
Defined: | globally in fpml-business-events-5-3.xsd; see XML source
Includes: | definitions of 6 elements
Used: | at 1 location
TransferDetails.model |
Content: | 2 elements
Defined: | globally in fpml-collateral-processes-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 2 locations
UnderlyingAssetOrReference.model | Include or reference an underlying asset definition.
Content: | 2 elements
Defined: | globally in fpml-mktenv-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 1 location
UnitContract.model | A group which has unit based trade elements (copied from FpML Extensions 2.2 - fpmlext-repo.xsd).
Content: | 2 elements
Defined: | globally in fpml-collateral-processes-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 1 location
Validation.model |
Content: | 1 element
Defined: | globally in fpml-doc-5-3.xsd; see XML source
Includes: | definition of 1 element
Used: | at 5 locations
VersionHistory.model |
Content: | 2 elements
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 4 locations
YieldCurveCharacteristics.model | The set of characteristics that describe the outputs of a yield curve.
Content: | 2 elements
Defined: | globally in fpml-mktenv-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 1 location

Attribute Group Summary
VersionAttributes.atts | Set of attributes that define versioning information.
Content: | 3 attributes
Defined: | globally in fpml-doc-5-3.xsd; see XML source
Includes: | definitions of 3 attributes
Used: | at 1 location

XML schema documentation generated with DocFlex/XML 1.8.6b2 using DocFlex/XML XSDDoc 2.5.1 template set. All content model diagrams generated by Altova XMLSpy via DocFlex/XML XMLSpy Integration.