All Component Summary
Components:

  94 global elements, 1307 local elements, 672 complexTypes, 106 simpleTypes, 82 element groups, 1 attribute group

All Element Summary
account | Optional account information used to precisely define the origination and destination of financial instruments.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | PartyReference
Content: | empty, 1 attribute
Defined: | locally witnin Account complexType in fpml-shared-5-3.xsd; see XML source
accountId | An account identifier.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | AccountReference
Content: | empty, 1 attribute
Defined: | locally witnin OnBehalfOf complexType in fpml-shared-5-3.xsd; see XML source
accruedInterest | Accrued interest on the dividend or coupon payment.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | Money
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin PendingPayment complexType in fpml-asset-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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin EquityPrice.model group in fpml-asset-5-3.xsd; see XML source
additionalCommodityForwardLeg |
Namespace: | http://www.fpml.org/FpML-5/transparency
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 |
Namespace: | http://www.fpml.org/FpML-5/transparency
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: | never
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).
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | AdditionalData
Content: | complex, 5 elements
Defined: | locally witnin Exception.model group in fpml-msg-5-3.xsd; see XML source
additionalData (in reason) | 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).
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | AdditionalData
Content: | complex, 5 elements
Defined: | locally witnin Reason complexType in fpml-msg-5-3.xsd; see XML source
additionalEvent | The additionalEvent element is an extension/substitution point to customize FpML and add additional events.
Namespace: | http://www.fpml.org/FpML-5/transparency
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: | never
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | MarketDisruptionEvent
Content: | simple, 1 attribute
Defined: | locally witnin CommodityMarketDisruption complexType in fpml-com-5-3.xsd; see XML source
additionalPayment (in capFloor) | Additional payments between the principal parties.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | Payment
Content: | complex, 2 attributes, 3 elements
Defined: | locally witnin CapFloor complexType in fpml-ird-5-3.xsd; see XML source
additionalPayment (in correlationSwap) | Specifies additional payment(s) between the principal parties to the netted swap.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | ClassifiedPayment
Content: | complex, 1 attribute, 3 elements
Defined: | locally witnin NettedSwapBase complexType in fpml-eq-shared-5-3.xsd; see XML source
additionalPayment (in returnSwap) | Specifies additional payment(s) between the principal parties to the trade.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | ReturnSwapAdditionalPayment
Content: | complex, 1 attribute, 3 elements
Defined: | locally witnin ReturnSwap complexType in fpml-eq-shared-5-3.xsd; see XML source
additionalPayment (in swap in swaption) | Additional payments between the principal parties.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | Payment
Content: | complex, 2 attributes, 3 elements
Defined: | locally witnin LimitedSwap complexType in fpml-ird-5-3.xsd; see XML source
additionalPayment (in swap) | Additional payments between the principal parties.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | Payment
Content: | complex, 2 attributes, 3 elements
Defined: | locally witnin Swap complexType in fpml-ird-5-3.xsd; see XML source
additionalPaymentAmount | Specifies the amount of the fee along with, when applicable, the formula that supports its determination.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | AdjustableOrRelativeDate
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin ReturnSwapAdditionalPayment complexType in fpml-eq-shared-5-3.xsd; see XML source
address | A postal or street address.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | AdjustableDate
Content: | complex, 1 attribute, 1 element
Defined: | locally witnin AdjustableOrRelativeDate complexType in fpml-shared-5-3.xsd; see XML source
adjustableDate (in startingDate) | Date from which early termination clause can be exercised.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | AdjustableDate
Content: | complex, 1 attribute, 1 element
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | AdjustableDate
Content: | complex, 1 attribute, 1 element
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
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | AdjustableDates
Content: | complex, 1 attribute, 3 elements
Defined: | locally witnin AdjustableOrRelativeDates complexType in fpml-shared-5-3.xsd; see XML source
adjustablePaymentDate | A fixed amount payment date that shall be subject to adjustment in accordance with the applicable business day convention if it would otherwise fall on a day that is not a business day.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | xsd:date
Content: | simple
Defined: | locally witnin SinglePayment complexType in fpml-cd-5-3.xsd; see XML source
adjustedCashSettlementPaymentDate (defined in ExerciseEvent complexType) | The date on which the cash settlement amount is paid.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | xsd:date
Content: | simple
Defined: | locally witnin MandatoryEarlyTerminationAdjustedDates complexType in fpml-ird-5-3.xsd; see XML source
adjustedCashSettlementValuationDate (defined in ExerciseEvent complexType) | The date by which the cash settlement amount must be agreed.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | xsd:date
Content: | simple
Defined: | locally witnin MandatoryEarlyTerminationAdjustedDates complexType in fpml-ird-5-3.xsd; see XML source
adjustedDate (defined in AdjustableDates complexType) | The date once the adjustment has been performed.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | IdentifiedDate
Content: | simple, 1 attribute
Defined: | locally witnin AdjustableDates complexType in fpml-shared-5-3.xsd; see XML source
adjustedDate (in paymentDate defined in Payment complexType) | The date once the adjustment has been performed.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | IdentifiedDate
Content: | simple, 1 attribute
Defined: | locally witnin AdjustableOrAdjustedDate complexType in fpml-shared-5-3.xsd; see XML source
adjustedEarlyTerminationDate | The early termination date that is applicable if an early termination provision is exercised.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | RequiredIdentifierDate
Content: | simple, 1 attribute
Defined: | locally witnin Fra complexType in fpml-ird-5-3.xsd; see XML source
adjustedExerciseDate (defined in ExerciseEvent complexType) | The date on which option exercise takes place.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | xsd:date
Content: | simple
Defined: | locally witnin ExtensionEvent complexType in fpml-ird-5-3.xsd; see XML source
adjustedExerciseFeePaymentDate | The date on which the exercise fee amount is paid.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | xsd:date
Content: | simple
Defined: | locally witnin FxLinkedNotionalAmount complexType in fpml-ird-5-3.xsd; see XML source
adjustedPrincipalExchangeDate | The principal exchange date.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | xsd:date
Content: | simple
Defined: | locally witnin ExerciseEvent complexType in fpml-ird-5-3.xsd; see XML source
adjustedTerminationDate | The end date of the calculation period.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | xsd:date
Content: | simple
Defined: | locally witnin Fra complexType in fpml-ird-5-3.xsd; see XML source
agreement | An agrement that references the related party.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | xsd:date
Content: | simple
Defined: | locally witnin AgreementAndEffectiveDates.model group in fpml-business-events-5-3.xsd; see XML source
allocatedFraction | The fractional allocation (0.45 = 45%) of the notional and "block" fees to this particular client subaccount.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | Money
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin Allocation complexType in fpml-doc-5-3.xsd; see XML source
allocation |
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | Allocation
Content: | complex, 8 elements
Defined: | locally witnin Allocations complexType in fpml-doc-5-3.xsd; see XML source
allocationTradeId | Unique ID for the allocation.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | TradeIdentifier
Content: | complex, 1 attribute, 1 element
Defined: | locally witnin Allocation complexType in fpml-doc-5-3.xsd; see XML source
amendmentDate | A date on which the agreement was amended.
Namespace: | http://www.fpml.org/FpML-5/transparency
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
Namespace: | http://www.fpml.org/FpML-5/transparency
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
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | CommodityAmericanExercise
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin CommodityExercise complexType in fpml-com-5-3.xsd; see XML source
americanExercise (in fxOption) | The parameters for defining the exercise period for an American style option.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | FxAmericanExercise
Content: | complex, 1 attribute, 3 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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | CommodityPhysicalAmericanExercise
Content: | complex, 1 attribute, 4 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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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).
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin CashflowNotional complexType in fpml-shared-5-3.xsd; see XML source
amount (defined in Money complexType) | The monetary quantity in currency units.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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 VarianceLeg complexType) | Specifies, in relation to each Equity Payment Date, the amount to which the Equity Payment Date relates.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | VarianceAmount
Content: | complex, 3 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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | CorrelationAmount
Content: | complex, 3 elements
Defined: | locally witnin CorrelationLeg complexType in fpml-correlation-swaps-5-3.xsd; see XML source
amount (in paymentAmount defined in PositivePayment complexType) | The positive monetary quantity in currency units.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | PositiveDecimal
Content: | simple
Defined: | locally witnin PositiveMoney complexType in fpml-shared-5-3.xsd; see XML source
amount (in returnLeg) | Specifies, in relation to each Payment Date, the amount to which the Payment Date relates.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | ReturnSwapAmount
Content: | complex, 6 elements
Defined: | locally witnin ReturnLeg complexType in fpml-eq-shared-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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | AmountReference
Content: | empty, 1 attribute
Defined: | locally witnin Price complexType in fpml-asset-5-3.xsd; see XML source
amountRelativeTo (in fxConversion) |
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | AmountReference
Content: | empty, 1 attribute
Defined: | locally witnin PrincipalExchangeAmount complexType in fpml-eq-shared-5-3.xsd; see XML source
applicable (in restructuring) | Indicates whether the restructuring provision is applicable.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin Restructuring complexType in fpml-option-shared-5-3.xsd; see XML source
applicable (in systemFirm) | Indicates that the trade is for a System Firm product.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | DayOfWeekEnum
Content: | simple
Defined: | locally witnin SettlementPeriods complexType in fpml-com-5-3.xsd; see XML source
approval |
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | xsd:normalizedString
Content: | simple
Defined: | locally witnin Approval complexType in fpml-doc-5-3.xsd; see XML source
assetClass | A classification of the risk class of the trade.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | AssetClass
Content: | simple, 1 attribute
Defined: | locally witnin Product.model group in fpml-shared-5-3.xsd; see XML source
attachment | A human readable document related to this transaction, for example a confirmation.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | HTTPAttachmentReference
Content: | empty, 1 attribute
Defined: | locally witnin ExternalDocument complexType in fpml-shared-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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | AutomaticExercise
Content: | empty
Defined: | locally witnin ExerciseProcedure complexType in fpml-shared-5-3.xsd; see XML source
automaticExercise (in exerciseProcedure) | 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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin CommodityPhysicalExercise complexType in fpml-com-5-3.xsd; see XML source
averageDailyTradingVolume | The average amount of individual securities traded in a day or over a specified amount of time.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | AverageDailyTradingVolumeLimit
Content: | complex, 2 elements
Defined: | locally witnin SingleUnderlyer complexType in fpml-asset-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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin CommodityCalculationPeriodsSchedule complexType in fpml-com-5-3.xsd; see XML source
base64Binary (defined in AdditionalData complexType) | Provides extra information as binary contents coded in base64.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | xsd:base64Binary
Content: | simple
Defined: | locally witnin ExternalDocument complexType in fpml-shared-5-3.xsd; see XML source
base64Binary (in attachment) | Provides extra information as binary contents coded in base64.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | xsd:base64Binary
Content: | simple
Defined: | locally witnin Resource complexType in fpml-shared-5-3.xsd; see XML source
basePath | XPath to the element in the base object.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | xsd:string
Content: | simple
Defined: | locally witnin TradeDifference complexType in fpml-doc-5-3.xsd; see XML source
baseValue | The value of the element in the base object.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | xsd:string
Content: | simple
Defined: | locally witnin TradeDifference complexType in fpml-doc-5-3.xsd; see XML source
basket | Defines the underlying asset when it is a basket.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | Basket
Content: | complex, 1 attribute, 6 elements
Defined: | locally witnin Underlyer complexType in fpml-asset-5-3.xsd; see XML source
basketAmount | DEPRECATED.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin Basket complexType in fpml-asset-5-3.xsd; see XML source
basketId | A CDS basket identifier
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | RestrictedPercentage
Content: | simple
Defined: | locally witnin ConstituentWeight complexType in fpml-asset-5-3.xsd; see XML source
beneficiary (in settlementInstruction) | The ultimate beneficiary of the funds.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | DateList
Content: | complex, 1 element
Defined: | locally witnin EquityBermudaExercise complexType in fpml-eqd-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?.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin TradeInformation 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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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 2 locations
bondOption | A component describing a Bond Option product.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | BondOption
Content: | complex, 1 attribute, 14 elements
Subst.Gr: | may substitute for element product
Defined: | globally in fpml-bond-option-5-3.xsd; see XML source
Used: | never
borrower |
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | LegalEntity
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin Loan complexType in fpml-asset-5-3.xsd; see XML source
borrowerReference |
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | LegalEntityReference
Content: | empty, 1 attribute
Defined: | locally witnin Loan complexType in fpml-asset-5-3.xsd; see XML source
boundedCorrelation | Bounded Correlation.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | BoundedVariance
Content: | complex, 4 elements
Defined: | locally witnin Variance complexType in fpml-eq-shared-5-3.xsd; see XML source
brokerConfirmationType | The type of broker confirmation executed between the parties.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | BrokerConfirmationType
Content: | simple, 1 attribute
Defined: | locally witnin BrokerConfirmation complexType in fpml-shared-5-3.xsd; see XML source
bullionPhysicalLeg | The physical leg of a Commodity Forward Transaction for which the underlyer is Bullion.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | BullionPhysicalLeg
Content: | complex, 1 attribute, 4 elements
Defined: | locally witnin CommodityForward complexType in fpml-com-5-3.xsd; see XML source
bullionType | The type of Bullion underlying a Bullion Transaction.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | BullionTypeEnum
Content: | simple
Defined: | locally witnin BullionPhysicalLeg complexType in fpml-com-5-3.xsd; see XML source
businessCalendar | Identifies a commodity business day calendar.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | CommodityBusinessCalendar
Content: | simple, 1 attribute
Defined: | locally witnin CommodityBusinessCalendarTime complexType in fpml-asset-5-3.xsd; see XML source
businessCenter (defined in BusinessCenterTime complexType) |
Namespace: | http://www.fpml.org/FpML-5/transparency
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) |
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | BusinessCenter
Content: | simple, 2 attributes
Defined: | locally witnin QuoteLocation.model group in fpml-asset-5-3.xsd; see XML source
businessCenter (in businessCenters) |
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | BusinessCenter
Content: | simple, 2 attributes
Defined: | locally witnin BusinessCenters complexType in fpml-shared-5-3.xsd; see XML source
businessCenters |
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | BusinessCentersReference
Content: | empty, 1 attribute
Defined: | locally witnin BusinessCentersOrReference.model group in fpml-shared-5-3.xsd; see XML source
businessDayConvention (defined in BusinessDateRange complexType) | The convention for adjusting a date if it would otherwise fall on a day that is not a business day.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | BusinessDayConventionEnum
Content: | simple
Defined: | locally witnin BusinessDateRange complexType in fpml-shared-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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | BusinessDayConventionEnum
Content: | simple
Defined: | locally witnin DateOffset complexType in fpml-shared-5-3.xsd; see XML source
businessProcess |
Namespace: | http://www.fpml.org/FpML-5/transparency
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 .
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | BusinessUnit
Content: | complex, 1 attribute, 4 elements
Defined: | locally witnin Party complexType in fpml-shared-5-3.xsd; see XML source
businessUnitReference (defined in RelatedBusinessUnit complexType) | The unit that is related to this.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | BusinessUnitReference
Content: | empty, 1 attribute
Defined: | locally witnin RelatedBusinessUnit complexType in fpml-shared-5-3.xsd; see XML source
businessUnitReference (in person) | The unit for which the indvidual works.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | BusinessUnitReference
Content: | empty, 1 attribute
Defined: | locally witnin Person complexType in fpml-shared-5-3.xsd; see XML source
buyer (defined in Strike complexType) | The buyer of the option
Namespace: | http://www.fpml.org/FpML-5/transparency
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
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | IdentifiedPayerReceiver
Content: | simple, 1 attribute
Defined: | locally witnin StrikeSchedule complexType in fpml-shared-5-3.xsd; see XML source
calculation (in calculationPeriodAmount) | The parameters used in the calculation of fixed or floaring rate calculation period amounts.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | Calculation
Content: | complex, 4 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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | FloatingLegCalculation
Content: | complex, 2 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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | CalculationAgent
Content: | complex, 2 elements
Defined: | locally witnin MandatoryEarlyTermination complexType in fpml-ird-5-3.xsd; see XML source
calculationAgent (in optionalEarlyTermination in earlyTerminationProvision) | The ISDA Calculation Agent responsible for performing duties associated with an optional early termination.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | CalculationAgent
Content: | complex, 2 elements
Defined: | locally witnin OptionalEarlyTermination 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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | BusinessCenter
Content: | simple, 2 attributes
Defined: | locally witnin CalculationAgent.model group in fpml-doc-5-3.xsd; see XML source
calculationAgentParty | The ISDA calculation agent responsible for performing duties as defined in the applicable product definitions.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | PartyReference
Content: | empty, 1 attribute
Defined: | locally witnin CalculationAgent complexType in fpml-shared-5-3.xsd; see XML source
calculationAmount | The notional amount of protection coverage.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | Money
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin ProtectionTerms complexType in fpml-cd-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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | AdjustableRelativeOrPeriodicDates
Content: | complex, 1 attribute, 2 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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | AdjustableRelativeOrPeriodicDates
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin LegAmount complexType in fpml-eq-shared-5-3.xsd; see XML source
calculationEndDate |
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | AdjustableOrRelativeDate
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin PeriodicDates complexType in fpml-shared-5-3.xsd; see XML source
calculationPeriodAmount | The calculation period amount parameters.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | CalculationPeriodAmount
Content: | complex, 1 element
Defined: | locally witnin InterestRateStream complexType in fpml-ird-5-3.xsd; see XML source
calculationPeriodDates | The calculation periods dates schedule.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | CalculationPeriodDates
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin InterestRateStream complexType in fpml-ird-5-3.xsd; see XML source
calculationPeriodDatesAdjustments | 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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | BusinessDayAdjustments
Content: | complex, 1 attribute, 3 elements
Defined: | locally witnin PeriodicDates complexType in fpml-shared-5-3.xsd; see XML source
calculationPeriodDatesReference | A pointer style reference to the associated calculation period dates component defined elsewhere in the document.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | InterestLegCalculationPeriodDatesReference
Content: | empty, 1 attribute
Defined: | locally witnin InterestLegResetDates complexType in fpml-eq-shared-5-3.xsd; see XML source
calculationPeriodFrequency | The frequency at which calculation period end dates occur with the regular part of the calculation period schedule and their roll date convention.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | CalculationPeriodFrequency
Content: | complex, 1 attribute, 3 elements
Defined: | locally witnin PeriodicDates complexType in fpml-shared-5-3.xsd; see XML source
calculationPeriodNumberOfDays | 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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | xsd:positiveInteger
Content: | simple
Defined: | locally witnin FutureValueAmount complexType in fpml-shared-5-3.xsd; see XML source
calculationPeriods | The Calculation Period start dates for this leg of the swap.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | AdjustableDates
Content: | complex, 1 attribute, 3 elements
Defined: | locally witnin CommodityCalculationPeriods.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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | CalculationPeriodsReference
Content: | empty, 1 attribute
Defined: | locally witnin CommodityCalculationPeriodsPointer.model group in fpml-com-5-3.xsd; see XML source
calculationPeriodsSchedule | The Calculation Periods for this leg of the swap.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | CommodityCalculationPeriodsSchedule
Content: | complex, 1 attribute, 3 elements
Defined: | locally witnin CommodityCalculationPeriods.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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | CalculationPeriodsScheduleReference
Content: | empty, 1 attribute
Defined: | locally witnin CommodityCalculationPeriodsPointer.model group in fpml-com-5-3.xsd; see XML source
calculationStartDate |
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | AdjustableOrRelativeDate
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin PeriodicDates complexType in fpml-shared-5-3.xsd; see XML source
callCurrencyAmount | The currency amount that the option gives the right to buy.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | NonNegativeMoney
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin FxOption complexType in fpml-fx-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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | CancelableProvision
Content: | complex, 2 elements
Defined: | locally witnin Swap complexType in fpml-ird-5-3.xsd; see XML source
capFloor | A cap, floor or cap floor structures product definition.
Namespace: | http://www.fpml.org/FpML-5/transparency
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 |
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | InterestRateStream
Content: | complex, 1 attribute, 5 elements
Defined: | locally witnin CapFloor 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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | StrikeSchedule
Content: | complex, 1 attribute, 3 elements
Defined: | locally witnin FloatingRate complexType in fpml-shared-5-3.xsd; see XML source
cash | Identifies a simple underlying asset type that is a cash payment.
Namespace: | http://www.fpml.org/FpML-5/transparency
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
cashflowAmount | Cash flow amount in a given currency to be paid/received.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | CashflowId
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | CashflowType
Content: | simple, 1 attribute
Defined: | locally witnin QuotationCharacteristics.model group in fpml-asset-5-3.xsd; see XML source
cashflowType (in grossCashflow) | Defines the type of cash flow.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | CashflowType
Content: | simple, 1 attribute
Defined: | locally witnin GrossCashflow complexType in fpml-shared-5-3.xsd; see XML source
cashSettlement (defined in OptionExercise complexType) |
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | SimplePayment
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin OptionExercise complexType in fpml-business-events-5-3.xsd; see XML source
cashSettlement (in amount in returnLeg) | If true, then cash settlement is applicable.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin ReturnSwapAmount complexType in fpml-eq-shared-5-3.xsd; see XML source
cashSettlementReferenceBanks | A container for a set of reference institutions.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | CashSettlementReferenceBanks
Content: | complex, 1 attribute, 1 element
Defined: | locally witnin SettlementRateSource complexType in fpml-shared-5-3.xsd; see XML source
changeEvent | Abstract substitutable place holder for specific change details.
Namespace: | http://www.fpml.org/FpML-5/transparency
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
changeInNotionalAmount | Specifies the fixed amount by which the Notional Amount changes
Namespace: | http://www.fpml.org/FpML-5/transparency
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
Namespace: | http://www.fpml.org/FpML-5/transparency
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
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | ClearanceSystem
Content: | simple, 1 attribute
Defined: | locally witnin UnderlyingAsset complexType in fpml-asset-5-3.xsd; see XML source
cleared | Specifies whether the trade is anticipated to be cleared via a derivative clearing organization
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin TradeInformation complexType in fpml-doc-5-3.xsd; see XML source
closingLevel | If true this contract will strike off the closing level of the default exchange traded contract.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | CoalProduct
Content: | complex, 1 element
Defined: | locally witnin CoalPhysicalLeg complexType in fpml-com-5-3.xsd; see XML source
coalPhysicalLeg | Physically settled coal leg.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | CoalPhysicalLeg
Content: | complex, 1 attribute, 3 elements
Defined: | locally witnin CommoditySwap complexType in fpml-com-5-3.xsd; see XML source
collateral | The sum that must be posted upfront to collateralize against counterparty credit risk.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | Collateral
Content: | complex, 1 element
Defined: | locally witnin AllocationContent.model group in fpml-doc-5-3.xsd; see XML source
collateralized | Specifies whether the trade is included under a collateral agreement.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin TradeInformation complexType in fpml-doc-5-3.xsd; see XML source
commencementDate (defined in SharedAmericanExercise complexType) | The first day of the exercise period for an American style option.
Namespace: | http://www.fpml.org/FpML-5/transparency
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 in fxOption) | The earliest date on which the option can be exercised.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | AdjustableOrRelativeDate
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin FxDigitalAmericanExercise complexType in fpml-fx-5-3.xsd; see XML source
commencementDate (in americanExercise) | The first day of the exercise period for an American style option.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | AdjustableOrRelativeDates
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin CommodityPhysicalAmericanExercise complexType in fpml-com-5-3.xsd; see XML source
comments | Any additional comments that are deemed necessary.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | CommissionDenominationEnum
Content: | simple
Defined: | locally witnin Commission complexType in fpml-asset-5-3.xsd; see XML source
commissionPerTrade | The total commission per trade.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | CommodityForward
Content: | complex, 1 attribute, 7 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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | CommodityOption
Content: | complex, 1 attribute, 14 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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | CommoditySwap
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
componentDescription | Text description of the component
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin IndexAnnexFallback.model group in fpml-eq-shared-5-3.xsd; see XML source
compounding | Defines compounding rates on the Interest Leg.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | Compounding
Content: | complex, 4 elements
Defined: | locally witnin InterestCalculation complexType in fpml-eq-shared-5-3.xsd; see XML source
compoundingDates | Defines the compounding dates.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | AdjustableRelativeOrPeriodicDates2
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin Compounding complexType in fpml-eq-shared-5-3.xsd; see XML source
compoundingMethod (defined in InterestAccrualsCompoundingMethod complexType) | 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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | CompoundingMethodEnum
Content: | simple
Defined: | locally witnin InterestAccrualsCompoundingMethod complexType in fpml-shared-5-3.xsd; see XML source
compoundingMethod (in compounding) | 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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | CompoundingMethodEnum
Content: | simple
Defined: | locally witnin Compounding complexType in fpml-eq-shared-5-3.xsd; see XML source
compoundingRate | Defines a compounding rate.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | CompressionActivity
Content: | complex, 3 elements
Defined: | locally witnin Compression.model group in fpml-business-events-5-3.xsd; see XML source
compressionType |
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | CompressionType
Content: | simple, 1 attribute
Defined: | locally witnin CompressionActivity complexType in fpml-business-events-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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | ConfirmationMethod
Content: | simple, 1 attribute
Defined: | locally witnin TradeInformation complexType in fpml-doc-5-3.xsd; see XML source
constituentExchangeId | Identification of all the exchanges where constituents are traded.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | ExchangeId
Content: | simple, 1 attribute
Defined: | locally witnin ExchangeTradedCalculatedPrice complexType in fpml-asset-5-3.xsd; see XML source
constituentWeight | Specifies the weight of each of the underlyer constituent within the basket, either in absolute or relative terms.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | ConstituentWeight
Content: | complex, 3 elements
Defined: | locally witnin BasketConstituent complexType in fpml-asset-5-3.xsd; see XML source
contactInfo (in businessUnit) | Information on how to contact the unit using various means.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | ContactInformation
Content: | complex, 3 elements
Defined: | locally witnin BusinessUnit complexType in fpml-shared-5-3.xsd; see XML source
contactInfo (in party) | Information on how to contact the party using various means.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | ContactInformation
Content: | complex, 3 elements
Defined: | locally witnin Party complexType in fpml-shared-5-3.xsd; see XML source
contactInfo (in person) | Information on how to contact the individual using various means.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | ContactInformation
Content: | complex, 3 elements
Defined: | locally witnin Person complexType in fpml-shared-5-3.xsd; see XML source
contractId (defined in ContractIdentifier complexType) | A contract id which is not version aware.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | ContractId
Content: | simple, 2 attributes
Defined: | locally witnin ContractIdentifier complexType in fpml-doc-5-3.xsd; see XML source
contractId (in versionedContractId) |
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | ContractId
Content: | simple, 2 attributes
Defined: | locally witnin VersionedContractId complexType in fpml-doc-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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | xsd:string
Content: | simple
Defined: | locally witnin ExchangeTradedContract complexType in fpml-asset-5-3.xsd; see XML source
convertibleBond | Identifies the underlying asset when it is a convertible bond.
Namespace: | http://www.fpml.org/FpML-5/transparency
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
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | MessageAddress
Content: | simple, 1 attribute
Defined: | locally witnin MessageHeader.model group in fpml-msg-5-3.xsd; see XML source
correlation | Specifies Correlation.
Namespace: | http://www.fpml.org/FpML-5/transparency
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
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | CorrelationId
Content: | simple, 1 attribute
Defined: | locally witnin CorrelationId.model group in fpml-msg-5-3.xsd; see XML source
correlationLeg | Correlation Leg.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | CorrelationLeg
Content: | complex, 1 attribute, 10 elements
Defined: | locally witnin CorrelationSwap complexType in fpml-correlation-swaps-5-3.xsd; see XML source
correlationStrikePrice | Correlation Strike Price.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | CorrelationSwap
Content: | complex, 1 attribute, 5 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
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | PartyReference
Content: | empty, 1 attribute
Defined: | locally witnin CorrespondentInformation complexType in fpml-shared-5-3.xsd; see XML source
counterpartyTypes | Used to identify whether this trades involves swaps dealers, major swaps participants, or other types of organizations.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | CounterpartyTypes
Content: | simple, 1 attribute
Defined: | locally witnin TradeInformation 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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | CountryCode
Content: | simple, 1 attribute
Defined: | locally witnin Address complexType in fpml-shared-5-3.xsd; see XML source
country (defined in PartyInformation.model group) | The country where the party is domiciled.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | PendingPayment
Content: | complex, 1 attribute, 3 elements
Defined: | locally witnin SingleUnderlyer complexType in fpml-asset-5-3.xsd; see XML source
couponRate | Specifies the coupon rate (expressed in percentage) of a fixed income security or convertible bond.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin FixedIncomeSecurityContent.model group in fpml-asset-5-3.xsd; see XML source
couponType | Specifies if the bond has a variable coupon, step-up/down coupon or a zero-coupon.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | CouponType
Content: | simple, 1 attribute
Defined: | locally witnin FixedIncomeSecurityContent.model group in fpml-asset-5-3.xsd; see XML source
creationTimestamp | The date and time (on the source system) when this message instance was created.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | Money
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin AllocationContent.model group in fpml-doc-5-3.xsd; see XML source
creditDefaultSwap | In a credit default swap one party (the protection seller) agrees to compensate another party (the protection buyer) if a specified company or Sovereign (the reference entity) experiences a credit event, indicating it is or may be unable to service its debts.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | CreditDefaultSwap
Content: | complex, 1 attribute, 6 elements
Subst.Gr: | may substitute for element product
Defined: | globally in fpml-cd-5-3.xsd; see XML source
Used: | never
creditDefaultSwap (in creditDefaultSwapOption) |
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | LimitedCreditDefaultSwap
Content: | complex, 3 elements
Defined: | locally witnin CreditDefaultSwapOption complexType in fpml-cd-5-3.xsd; see XML source
creditDefaultSwapOption | An option on a credit default swap.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | CreditDefaultSwapOption
Content: | complex, 1 attribute, 13 elements
Subst.Gr: | may substitute for element product
Defined: | globally in fpml-cd-5-3.xsd; see XML source
Used: | never
creditEntityReference | An XML reference a credit entity defined elsewhere in the document.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | LegalEntityReference
Content: | empty, 1 attribute
Defined: | locally witnin CreditEntity.model group in fpml-asset-5-3.xsd; see XML source
creditEvent | This element corresponds to the Credit Event Notice Delivered Under Old Transaction and Deemed Delivered Under New Transaction under the EXHIBIT C to 2004 ISDA Novation Definitions.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin CreditDerivativesNotices complexType in fpml-doc-5-3.xsd; see XML source
creditEvents | This element contains all the ISDA terms relating to credit events.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | CreditEvents
Content: | complex, 1 attribute, 1 element
Defined: | locally witnin ProtectionTerms complexType in fpml-cd-5-3.xsd; see XML source
creditRating | The party's credit rating.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | CreditRating
Content: | simple, 1 attribute
Defined: | locally witnin PartyInformation.model group in fpml-shared-5-3.xsd; see XML source
creditSupportAgreement | An agreement executed between two parties intended to govern collateral arrangement for OTC derivatives transactions between those parties, and that references the related party.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | CreditSupportAgreement
Content: | complex, 3 elements
Defined: | locally witnin PartyRelationshipDocumentation complexType in fpml-shared-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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | CrossRate
Content: | complex, 6 elements
Defined: | locally witnin ExchangeRate complexType in fpml-fx-5-3.xsd; see XML source
currency (defined in ActualPrice complexType) | Specifies the currency associated with the net price.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | Currency
Content: | simple, 1 attribute
Defined: | locally witnin ActualPrice complexType in fpml-asset-5-3.xsd; see XML source
currency (defined in CashflowNotional complexType) | The currency in which an amount is denominated.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | Currency
Content: | simple, 1 attribute
Defined: | locally witnin CurveInstrument complexType in fpml-asset-5-3.xsd; see XML source
currency (defined in DualCurrencyFeature complexType) | The currency in which the principal and interest will be repaid.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | Currency
Content: | simple, 1 attribute
Defined: | locally witnin DualCurrencyFeature complexType in fpml-fx-5-3.xsd; see XML source
currency (defined in EquityStrike complexType) | The currency in which an amount is denominated.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | Currency
Content: | simple, 1 attribute
Defined: | locally witnin MoneyBase complexType in fpml-shared-5-3.xsd; see XML source
currency (defined in OptionStrike complexType) | The currency in which an amount is denominated.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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).
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | Currency
Content: | simple, 1 attribute
Defined: | locally witnin PricingStructure complexType in fpml-shared-5-3.xsd; see XML source
currency (defined in QuotationCharacteristics.model group) | The optional currency that the measure is expressed in.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | Currency
Content: | simple, 1 attribute
Defined: | locally witnin QuotationCharacteristics.model group in fpml-asset-5-3.xsd; see XML source
currency (defined in UnderlyingAsset complexType) | Trading currency of the underlyer when transacted as a cash instrument.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | Currency
Content: | simple, 1 attribute
Defined: | locally witnin Cash complexType in fpml-asset-5-3.xsd; see XML source
currency (in commission) | The currency in which an amount is denominated.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | Currency
Content: | simple, 1 attribute
Defined: | locally witnin Commission complexType in fpml-asset-5-3.xsd; see XML source
currency (in feeAmountSchedule) | The currency in which an amount is denominated.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | Currency
Content: | simple, 1 attribute
Defined: | locally witnin AmountSchedule complexType in fpml-shared-5-3.xsd; see XML source
currency (in notionalStepSchedule) | The currency in which an amount is denominated.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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 6 locations
cutName | The code by which the expiry time is known in the market.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | CommodityPipelineCycle
Content: | simple, 1 attribute
Defined: | locally witnin OilPipelineDelivery complexType in fpml-com-5-3.xsd; see XML source
dataDocument | A document containing trade and/or portfolio and/or party data without expressing any processing intention.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | DataDocument
Content: | complex, 3 attributes, 8 elements
Defined: | globally in fpml-main-5-3.xsd; see XML source
Used: | never
date (defined in OptionExpiry complexType) |
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | xsd:date
Content: | simple
Defined: | locally witnin OptionExpiry complexType in fpml-business-events-5-3.xsd; see XML source
date (in agreement) | The date on which the agreement was signed.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | xsd:date
Content: | simple
Defined: | locally witnin GenericAgreement complexType in fpml-shared-5-3.xsd; see XML source
date (in bermudaExerciseDates in equityBermudaExercise) |
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | xsd:date
Content: | simple
Defined: | locally witnin DateList complexType in fpml-shared-5-3.xsd; see XML source
date (in creditSupportAgreement) | The date of the agreement executed between the parties and intended to govern collateral arrangements for all OTC derivatives transactions between those parties.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | xsd:date
Content: | simple
Defined: | locally witnin CreditSupportAgreement complexType in fpml-shared-5-3.xsd; see XML source
date (in optionExpiry) |
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | xsd:date
Content: | simple
Defined: | locally witnin OptionExpiryBase complexType in fpml-business-events-5-3.xsd; see XML source
date (in tradeMaturity) |
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | xsd:date
Content: | simple
Defined: | locally witnin TradeMaturity complexType in fpml-business-events-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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | BusinessDayAdjustments
Content: | complex, 1 attribute, 3 elements
Defined: | locally witnin DividendPeriod complexType in fpml-eq-shared-5-3.xsd; see XML source
dateOffset |
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | DateOffset
Content: | complex, 1 attribute, 3 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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | DateReference
Content: | empty, 1 attribute
Defined: | locally witnin StartingDate complexType in fpml-eq-shared-5-3.xsd; see XML source
dateTime |
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | xsd:dateTime
Content: | simple
Defined: | locally witnin DateTimeList complexType in fpml-shared-5-3.xsd; see XML source
dayCount | The number of days over which pricing should take place.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | DayCountFraction
Content: | simple, 1 attribute
Defined: | locally witnin Calculation complexType in fpml-ird-5-3.xsd; see XML source
dayCountFraction (in deposit) | The day count basis for the deposit.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | DayCountFraction
Content: | simple, 1 attribute
Defined: | locally witnin Deposit complexType in fpml-asset-5-3.xsd; see XML source
dayCountFraction (in fra) | The day count fraction.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | DayCountFraction
Content: | simple, 1 attribute
Defined: | locally witnin InterestCalculation complexType in fpml-eq-shared-5-3.xsd; see XML source
dayCountFraction (in rateIndex) | The day count basis for the index.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | DayCountFraction
Content: | simple, 1 attribute
Defined: | locally witnin SimpleIRSwap complexType in fpml-asset-5-3.xsd; see XML source
dayDistribution | The method by which the pricing days are distributed across the pricing period.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin BoundedVariance complexType in fpml-eq-shared-5-3.xsd; see XML source
dayType | The type of day on which pricing occurs.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | CommodityDayTypeEnum
Content: | simple
Defined: | locally witnin PricingDays.model group in fpml-com-5-3.xsd; see XML source
dealtCurrency | Indicates which currency was dealt.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | DealtCurrencyEnum
Content: | simple
Defined: | locally witnin FxCoreDetails.model group in fpml-fx-5-3.xsd; see XML source
declaredCashDividendPercentage | Declared Cash Dividend Percentage.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | NonNegativeDecimal
Content: | simple
Defined: | locally witnin DeclaredCashAndCashEquivalentDividendPercentage.model group in fpml-eq-shared-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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | ProductReference
Content: | empty, 1 attribute
Defined: | locally witnin UnderlyingAsset complexType in fpml-asset-5-3.xsd; see XML source
deliverableByBarge | Whether or not the delivery can go to barge.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin OilPipelineDelivery complexType in fpml-com-5-3.xsd; see XML source
deliveryAtSource | The point at which the Coal Product as a reference to the Source of the Coal Product.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | CoalDelivery
Content: | complex, 2 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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | ElectricityDelivery
Content: | complex, 2 elements
Defined: | locally witnin ElectricityPhysicalLeg complexType in fpml-com-5-3.xsd; see XML source
deliveryDate | The Delivery Date is a fixed, single day.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | AdjustableDate
Content: | complex, 1 attribute, 1 element
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | Offset
Content: | complex, 1 attribute, 2 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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | CommodityDeliveryPoint
Content: | simple, 1 attribute
Defined: | locally witnin OilTransferDelivery complexType in fpml-com-5-3.xsd; see XML source
deliveryPeriods | The different options for specifying the Delivery or Supply Periods.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | GasDeliveryPeriods
Content: | complex, 1 attribute, 7 elements
Defined: | locally witnin GasPhysicalLeg complexType in fpml-com-5-3.xsd; see XML source
deliveryPeriodsReference | A pointer style reference to the Delivery Periods defined elsewhere.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | ElectricityDeliveryPoint
Content: | simple, 1 attribute
Defined: | locally witnin ElectricityDelivery complexType in fpml-com-5-3.xsd; see XML source
deliveryQuantity (in coalPhysicalLeg) | The different options for specifying the quantity.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | CommodityPhysicalQuantity
Content: | complex, 1 attribute, 1 element
Defined: | locally witnin CoalPhysicalLeg complexType in fpml-com-5-3.xsd; see XML source
deliveryQuantity (in electricityPhysicalLeg) | The different options for specifying the quantity.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | ElectricityPhysicalQuantity
Content: | complex, 1 attribute, 1 element
Defined: | locally witnin ElectricityPhysicalLeg complexType in fpml-com-5-3.xsd; see XML source
deliveryQuantity (in gasPhysicalLeg) | The different options for specifying the quantity.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | GasPhysicalQuantity
Content: | complex, 1 attribute, 4 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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | CommodityPhysicalQuantity
Content: | complex, 1 attribute, 1 element
Defined: | locally witnin OilPhysicalLeg complexType in fpml-com-5-3.xsd; see XML source
deliveryType | Indicates the under what conditions the Parties' delivery obligations apply.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | ElectricityDeliveryType
Content: | complex, 4 elements
Defined: | locally witnin ElectricityDelivery complexType in fpml-com-5-3.xsd; see XML source
deposit | Identifies a simple underlying asset that is a term deposit.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin SingleUnderlyer complexType in fpml-asset-5-3.xsd; see XML source
description (defined in IdentifiedAsset complexType) | Long name of the underlying asset.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | xsd:string
Content: | simple
Defined: | locally witnin IdentifiedAsset complexType in fpml-asset-5-3.xsd; see XML source
description (in cash) | Long name of the underlying asset.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | xsd:string
Content: | simple
Defined: | locally witnin Cash complexType in fpml-asset-5-3.xsd; see XML source
description (in reason) | Plain English text describing the associated error condition
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | xsd:string
Content: | simple
Defined: | locally witnin Reason complexType in fpml-msg-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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | DeterminationMethod
Content: | simple, 2 attributes
Defined: | locally witnin PrincipalExchangeAmount complexType in fpml-eq-shared-5-3.xsd; see XML source
difference | A type used to record the details of a difference between two sides of a business event.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | TradeDifference
Content: | complex, 10 elements
Defined: | locally witnin ProposedMatch.model group in fpml-business-events-5-3.xsd; see XML source
differences | An optional set of detailed difference records.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | DifferenceTypeEnum
Content: | simple
Defined: | locally witnin TradeDifference complexType in fpml-doc-5-3.xsd; see XML source
discountFactor | The value representing the discount factor used to calculate the present value of the cash flow.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin PaymentDiscounting.model group in fpml-shared-5-3.xsd; see XML source
discountRate | A discount rate, expressed as a decimal, to be used in the calculation of a discounted amount.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | DayCountFraction
Content: | simple, 1 attribute
Defined: | locally witnin DiscountRate.model group in fpml-ird-5-3.xsd; see XML source
disruptionFallback |
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | DisruptionFallbacksEnum
Content: | simple
Defined: | locally witnin CommodityMarketDisruption complexType in fpml-com-5-3.xsd; see XML source
dividend | Expected dividend in this period.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | NonNegativeMoney
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin DividendPeriodDividend complexType in fpml-eq-shared-5-3.xsd; see XML source
dividendLeg | Dividend leg.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | DividendLeg
Content: | complex, 1 attribute, 13 elements
Defined: | locally witnin DividendSwapTransactionSupplement complexType in fpml-dividend-swaps-5-3.xsd; see XML source
dividendPayment | The next upcoming dividend payment or payments.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | PendingPayment
Content: | complex, 1 attribute, 3 elements
Defined: | locally witnin DividendPayout complexType in fpml-asset-5-3.xsd; see XML source
dividendPayout (in basketConstituent) | Specifies the dividend payout ratio associated with an equity underlyer.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin DividendPayout complexType in fpml-asset-5-3.xsd; see XML source
dividendPeriod (defined in DividendAdjustment complexType) | A single Dividend Adjustment Period.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | DividendPeriodPayment
Content: | complex, 1 attribute, 5 elements
Defined: | locally witnin DividendLeg complexType in fpml-dividend-swaps-5-3.xsd; see XML source
dividendSwapTransactionSupplement | Specifies the structure of the dividend swap transaction supplement.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | DividendSwapTransactionSupplement
Content: | complex, 1 attribute, 5 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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | AdjustableRelativeOrPeriodicDates
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin EquityValuation complexType in fpml-eq-shared-5-3.xsd; see XML source
documentation | Describes the agreements that define the party relationship.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | PartyRelationshipDocumentation
Content: | complex, 3 elements
Defined: | locally witnin PartyRelationship complexType in fpml-shared-5-3.xsd; see XML source
ds:CanonicalizationMethod |
Namespace: | http://www.w3.org/2000/09/xmldsig#
Type: | ds:CanonicalizationMethodType
Content: | mixed (allows character data), 1 attribute, elem. wildcard
Defined: | globally in xmldsig-core-schema.xsd; see XML source
Used: | at 1 location
ds:DigestMethod |
Namespace: | http://www.w3.org/2000/09/xmldsig#
Type: | ds:DigestMethodType
Content: | mixed (allows character data), 1 attribute, elem. wildcard
Defined: | globally in xmldsig-core-schema.xsd; see XML source
Used: | at 1 location
ds:DigestValue |
Namespace: | http://www.w3.org/2000/09/xmldsig#
Type: | ds:DigestValueType
Content: | simple
Defined: | globally in xmldsig-core-schema.xsd; see XML source
Used: | at 1 location
ds:DSAKeyValue |
Namespace: | http://www.w3.org/2000/09/xmldsig#
Type: | ds:DSAKeyValueType
Content: | complex, 7 elements
Defined: | globally in xmldsig-core-schema.xsd; see XML source
Used: | at 1 location
ds:Exponent |
Namespace: | http://www.w3.org/2000/09/xmldsig#
Type: | ds:CryptoBinary
Content: | simple
Defined: | locally witnin ds:RSAKeyValueType complexType in xmldsig-core-schema.xsd; see XML source
ds:G |
Namespace: | http://www.w3.org/2000/09/xmldsig#
Type: | ds:CryptoBinary
Content: | simple
Defined: | locally witnin ds:DSAKeyValueType complexType in xmldsig-core-schema.xsd; see XML source
ds:HMACOutputLength |
Namespace: | http://www.w3.org/2000/09/xmldsig#
Type: | ds:HMACOutputLengthType
Content: | simple
Defined: | locally witnin ds:SignatureMethodType complexType in xmldsig-core-schema.xsd; see XML source
ds:J |
Namespace: | http://www.w3.org/2000/09/xmldsig#
Type: | ds:CryptoBinary
Content: | simple
Defined: | locally witnin ds:DSAKeyValueType complexType in xmldsig-core-schema.xsd; see XML source
ds:KeyInfo |
Namespace: | http://www.w3.org/2000/09/xmldsig#
Type: | ds:KeyInfoType
Content: | mixed (allows character data), 1 attribute, 7 elements, elem. wildcard
Defined: | globally in xmldsig-core-schema.xsd; see XML source
Used: | at 1 location
ds:KeyName |
Namespace: | http://www.w3.org/2000/09/xmldsig#
Type: | string
Content: | simple
Defined: | globally in xmldsig-core-schema.xsd; see XML source
Used: | at 1 location
ds:KeyValue |
Namespace: | http://www.w3.org/2000/09/xmldsig#
Type: | ds:KeyValueType
Content: | mixed (allows character data), 2 elements, elem. wildcard
Defined: | globally in xmldsig-core-schema.xsd; see XML source
Used: | at 1 location
ds:Manifest |
Namespace: | http://www.w3.org/2000/09/xmldsig#
Type: | ds:ManifestType
Content: | complex, 1 attribute, 1 element
Defined: | globally in xmldsig-core-schema.xsd; see XML source
Used: | never
ds:MgmtData |
Namespace: | http://www.w3.org/2000/09/xmldsig#
Type: | string
Content: | simple
Defined: | globally in xmldsig-core-schema.xsd; see XML source
Used: | at 1 location
ds:Modulus |
Namespace: | http://www.w3.org/2000/09/xmldsig#
Type: | ds:CryptoBinary
Content: | simple
Defined: | locally witnin ds:RSAKeyValueType complexType in xmldsig-core-schema.xsd; see XML source
ds:Object |
Namespace: | http://www.w3.org/2000/09/xmldsig#
Type: | ds:ObjectType
Content: | mixed (allows character data), 3 attributes, elem. wildcard
Defined: | globally in xmldsig-core-schema.xsd; see XML source
Used: | at 1 location
ds:P |
Namespace: | http://www.w3.org/2000/09/xmldsig#
Type: | ds:CryptoBinary
Content: | simple
Defined: | locally witnin ds:DSAKeyValueType complexType in xmldsig-core-schema.xsd; see XML source
ds:PgenCounter |
Namespace: | http://www.w3.org/2000/09/xmldsig#
Type: | ds:CryptoBinary
Content: | simple
Defined: | locally witnin ds:DSAKeyValueType complexType in xmldsig-core-schema.xsd; see XML source
ds:PGPData |
Namespace: | http://www.w3.org/2000/09/xmldsig#
Type: | ds:PGPDataType
Content: | complex, 3 elements, 2 elem. wildcards
Defined: | globally in xmldsig-core-schema.xsd; see XML source
Used: | at 1 location
ds:PGPKeyID |
Namespace: | http://www.w3.org/2000/09/xmldsig#
Type: | base64Binary
Content: | simple
Defined: | locally witnin ds:PGPDataType complexType in xmldsig-core-schema.xsd; see XML source
ds:PGPKeyPacket (in ds:PGPData) |
Namespace: | http://www.w3.org/2000/09/xmldsig#
Type: | base64Binary
Content: | simple
Defined: | locally witnin ds:PGPDataType complexType in xmldsig-core-schema.xsd; see XML source
ds:PGPKeyPacket (in ds:PGPData) |
Namespace: | http://www.w3.org/2000/09/xmldsig#
Type: | base64Binary
Content: | simple
Defined: | locally witnin ds:PGPDataType complexType in xmldsig-core-schema.xsd; see XML source
ds:Q |
Namespace: | http://www.w3.org/2000/09/xmldsig#
Type: | ds:CryptoBinary
Content: | simple
Defined: | locally witnin ds:DSAKeyValueType complexType in xmldsig-core-schema.xsd; see XML source
ds:Reference |
Namespace: | http://www.w3.org/2000/09/xmldsig#
Type: | ds:ReferenceType
Content: | complex, 3 attributes, 3 elements
Defined: | globally in xmldsig-core-schema.xsd; see XML source
Used: | at 2 locations
ds:RetrievalMethod |
Namespace: | http://www.w3.org/2000/09/xmldsig#
Type: | ds:RetrievalMethodType
Content: | complex, 2 attributes, 1 element
Defined: | globally in xmldsig-core-schema.xsd; see XML source
Used: | at 1 location
ds:RSAKeyValue |
Namespace: | http://www.w3.org/2000/09/xmldsig#
Type: | ds:RSAKeyValueType
Content: | complex, 2 elements
Defined: | globally in xmldsig-core-schema.xsd; see XML source
Used: | at 1 location
ds:Seed |
Namespace: | http://www.w3.org/2000/09/xmldsig#
Type: | ds:CryptoBinary
Content: | simple
Defined: | locally witnin ds:DSAKeyValueType complexType in xmldsig-core-schema.xsd; see XML source
ds:Signature |
Namespace: | http://www.w3.org/2000/09/xmldsig#
Type: | ds:SignatureType
Content: | complex, 1 attribute, 4 elements
Defined: | globally in xmldsig-core-schema.xsd; see XML source
Used: | at 1 location
ds:SignatureMethod |
Namespace: | http://www.w3.org/2000/09/xmldsig#
Type: | ds:SignatureMethodType
Content: | mixed (allows character data), 1 attribute, 1 element, elem. wildcard
Defined: | globally in xmldsig-core-schema.xsd; see XML source
Used: | at 1 location
ds:SignatureProperties |
Namespace: | http://www.w3.org/2000/09/xmldsig#
Type: | ds:SignaturePropertiesType
Content: | complex, 1 attribute, 1 element
Defined: | globally in xmldsig-core-schema.xsd; see XML source
Used: | never
ds:SignatureProperty |
Namespace: | http://www.w3.org/2000/09/xmldsig#
Type: | ds:SignaturePropertyType
Content: | mixed (allows character data), 2 attributes, elem. wildcard
Defined: | globally in xmldsig-core-schema.xsd; see XML source
Used: | at 1 location
ds:SignatureValue |
Namespace: | http://www.w3.org/2000/09/xmldsig#
Type: | ds:SignatureValueType
Content: | simple, 1 attribute
Defined: | globally in xmldsig-core-schema.xsd; see XML source
Used: | at 1 location
ds:SignedInfo |
Namespace: | http://www.w3.org/2000/09/xmldsig#
Type: | ds:SignedInfoType
Content: | complex, 1 attribute, 3 elements
Defined: | globally in xmldsig-core-schema.xsd; see XML source
Used: | at 1 location
ds:SPKIData |
Namespace: | http://www.w3.org/2000/09/xmldsig#
Type: | ds:SPKIDataType
Content: | complex, 1 element, elem. wildcard
Defined: | globally in xmldsig-core-schema.xsd; see XML source
Used: | at 1 location
ds:SPKISexp |
Namespace: | http://www.w3.org/2000/09/xmldsig#
Type: | base64Binary
Content: | simple
Defined: | locally witnin ds:SPKIDataType complexType in xmldsig-core-schema.xsd; see XML source
ds:Transform |
Namespace: | http://www.w3.org/2000/09/xmldsig#
Type: | ds:TransformType
Content: | mixed (allows character data), 1 attribute, 1 element, elem. wildcard
Defined: | globally in xmldsig-core-schema.xsd; see XML source
Used: | at 1 location
ds:Transforms |
Namespace: | http://www.w3.org/2000/09/xmldsig#
Type: | ds:TransformsType
Content: | complex, 1 element
Defined: | globally in xmldsig-core-schema.xsd; see XML source
Used: | at 2 locations
ds:X509Certificate |
Namespace: | http://www.w3.org/2000/09/xmldsig#
Type: | base64Binary
Content: | simple
Defined: | locally witnin ds:X509DataType complexType in xmldsig-core-schema.xsd; see XML source
ds:X509CRL |
Namespace: | http://www.w3.org/2000/09/xmldsig#
Type: | base64Binary
Content: | simple
Defined: | locally witnin ds:X509DataType complexType in xmldsig-core-schema.xsd; see XML source
ds:X509Data |
Namespace: | http://www.w3.org/2000/09/xmldsig#
Type: | ds:X509DataType
Content: | complex, 5 elements, elem. wildcard
Defined: | globally in xmldsig-core-schema.xsd; see XML source
Used: | at 1 location
ds:X509IssuerName |
Namespace: | http://www.w3.org/2000/09/xmldsig#
Type: | string
Content: | simple
Defined: | locally witnin ds:X509IssuerSerialType complexType in xmldsig-core-schema.xsd; see XML source
ds:X509IssuerSerial |
Namespace: | http://www.w3.org/2000/09/xmldsig#
Type: | ds:X509IssuerSerialType
Content: | complex, 2 elements
Defined: | locally witnin ds:X509DataType complexType in xmldsig-core-schema.xsd; see XML source
ds:X509SerialNumber |
Namespace: | http://www.w3.org/2000/09/xmldsig#
Type: | integer
Content: | simple
Defined: | locally witnin ds:X509IssuerSerialType complexType in xmldsig-core-schema.xsd; see XML source
ds:X509SKI |
Namespace: | http://www.w3.org/2000/09/xmldsig#
Type: | base64Binary
Content: | simple
Defined: | locally witnin ds:X509DataType complexType in xmldsig-core-schema.xsd; see XML source
ds:X509SubjectName |
Namespace: | http://www.w3.org/2000/09/xmldsig#
Type: | string
Content: | simple
Defined: | locally witnin ds:X509DataType complexType in xmldsig-core-schema.xsd; see XML source
ds:XPath |
Namespace: | http://www.w3.org/2000/09/xmldsig#
Type: | string
Content: | simple
Defined: | locally witnin ds:TransformType complexType in xmldsig-core-schema.xsd; see XML source
ds:Y |
Namespace: | http://www.w3.org/2000/09/xmldsig#
Type: | ds:CryptoBinary
Content: | simple
Defined: | locally witnin ds:DSAKeyValueType complexType in xmldsig-core-schema.xsd; see XML source
duration | The length of each Settlement Period.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | BusinessCenterTime
Content: | complex, 2 elements
Defined: | locally witnin BermudaExercise 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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | ReturnSwapEarlyTermination
Content: | complex, 2 elements
Defined: | locally witnin ReturnSwap complexType in fpml-eq-shared-5-3.xsd; see XML source
earlyTerminationProvision | Parameters specifying provisions relating to the optional and mandatory early terminarion of a CapFloor transaction.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | xsd:date
Content: | simple
Defined: | locally witnin AgreementAndEffectiveDates.model group in fpml-business-events-5-3.xsd; see XML source
effectiveDate (defined in DeClear complexType) |
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | xsd:date
Content: | simple
Defined: | locally witnin DeClear complexType 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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | AdjustableDate2
Content: | complex, 1 attribute, 1 element
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | AdjustableDate2
Content: | complex, 1 attribute, 1 element
Defined: | locally witnin GenericProduct complexType in fpml-generic-5-3.xsd; see XML source
effectiveDate (defined in PartyRelationship complexType) | The date on which the relationship begins or began.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | xsd:date
Content: | simple
Defined: | locally witnin PartyRelationship complexType in fpml-shared-5-3.xsd; see XML source
effectiveDate (defined in TradeChangeContent complexType) | The date on which the change become effective
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | AdjustableDate
Content: | complex, 1 attribute, 1 element
Defined: | locally witnin CalculationPeriodDates complexType in fpml-ird-5-3.xsd; see XML source
effectiveDate (in commoditySwap) | Specifies the effective date of this leg of the swap.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | AdjustableOrRelativeDate
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin CommoditySwap complexType in fpml-com-5-3.xsd; see XML source
effectiveDate (in fxOption) | Effective date for a forward starting derivative.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | AdjustableOrRelativeDate
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin InterestLegCalculationPeriodDates complexType in fpml-eq-shared-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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | PartyReference
Content: | empty, 1 attribute
Defined: | locally witnin GasPhysicalQuantity complexType in fpml-com-5-3.xsd; see XML source
electricity | The specification of the electricity to be delivered.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | ElectricityPhysicalLeg
Content: | complex, 1 attribute, 5 elements
Defined: | locally witnin CommoditySwap complexType in fpml-com-5-3.xsd; see XML source
element | The name of the element affected.
Namespace: | http://www.fpml.org/FpML-5/transparency
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 .
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | xsd:normalizedString
Content: | simple
Defined: | locally witnin ContactInformation complexType in fpml-shared-5-3.xsd; see XML source
endDate | Date on which this period ends.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | xsd:date
Content: | simple
Defined: | locally witnin Period.model group in fpml-shared-5-3.xsd; see XML source
endTerm | Specifies the end term of the simple fra, e.g. 9M.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin TradeInformation complexType in fpml-doc-5-3.xsd; see XML source
entitlementCurrency | TODO
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | EntityType
Content: | simple, 1 attribute
Defined: | locally witnin ReferencePair complexType in fpml-cd-5-3.xsd; see XML source
entryPoint | The point at which the oil product will enter the pipeline.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | EquityAmericanExercise
Content: | complex, 1 attribute, 7 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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | EquityBermudaExercise
Content: | complex, 1 attribute, 8 elements
Defined: | locally witnin EquityExerciseValuationSettlement complexType in fpml-eqd-5-3.xsd; see XML source
equityEffectiveDate | Effective date for a forward starting option.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | EquityExerciseValuationSettlement
Content: | complex, 4 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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | EquityExerciseValuationSettlement
Content: | complex, 4 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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | EquityForward
Content: | complex, 1 attribute, 9 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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | EquityMultipleExercise
Content: | complex, 3 elements
Defined: | locally witnin EquityBermudaExercise complexType in fpml-eqd-5-3.xsd; see XML source
equityOptionTransactionSupplement | A component describing an Equity Option Transaction Supplement.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | EquityOptionTransactionSupplement
Content: | complex, 1 attribute, 14 elements
Subst.Gr: | may substitute for element product
Defined: | globally in fpml-eqd-5-3.xsd; see XML source
Used: | never
equityPremium (defined in EquityOption complexType) | The equity option premium payable by the buyer to the seller.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | EquityPremium
Content: | complex, 1 attribute, 6 elements
Defined: | locally witnin EquityOption complexType in fpml-eqd-5-3.xsd; see XML source
equityPremium (in equityOptionTransactionSupplement) | The equity option premium payable by the buyer to the seller.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | EquityPremium
Content: | complex, 1 attribute, 6 elements
Defined: | locally witnin EquityDerivativeShortFormBase complexType in fpml-eqd-5-3.xsd; see XML source
equityPremium (in varianceOptionTransactionSupplement) | The variance option premium payable by the buyer to the seller.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | EquityPremium
Content: | complex, 1 attribute, 6 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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | EquitySwapTransactionSupplement
Content: | complex, 1 attribute, 7 elements
Subst.Gr: | may substitute for element product
Defined: | globally in fpml-return-swaps-5-3.xsd; see XML source
Used: | never
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | EuropeanExercise
Content: | complex, 1 attribute, 1 element
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | CommodityEuropeanExercise
Content: | complex, 1 attribute, 1 element
Defined: | locally witnin CommodityExercise complexType in fpml-com-5-3.xsd; see XML source
europeanExercise (in fxOption) | The parameters for defining the exercise period for an European style option.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | CommodityPhysicalEuropeanExercise
Content: | complex, 1 attribute, 3 elements
Defined: | locally witnin CommodityPhysicalExercise complexType in fpml-com-5-3.xsd; see XML source
eventIdentifier (in requestEventStatus) |
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | EventIdentifier
Content: | complex, 3 elements
Defined: | locally witnin EventStatusItem complexType in fpml-msg-5-3.xsd; see XML source
eventStatusException |
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | Exception
Content: | complex, 3 attributes, 6 elements
Defined: | globally in fpml-msg-5-3.xsd; see XML source
Used: | never
eventStatusResponse |
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | EventStatusResponse
Content: | complex, 3 attributes, 8 elements
Defined: | globally in fpml-msg-5-3.xsd; see XML source
Used: | never
exchangedCurrency1 | This is the first of the two currency flows that define a single leg of a standard foreign exchange transaction.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | Payment
Content: | complex, 2 attributes, 3 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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | Payment
Content: | complex, 2 attributes, 3 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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | ExchangeId
Content: | simple, 1 attribute
Defined: | locally witnin UnderlyingAsset complexType in fpml-asset-5-3.xsd; see XML source
exchangeRate | The rate of exchange between the two currencies.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | ExchangeRate
Content: | complex, 6 elements
Defined: | locally witnin FxCoreDetails.model group in fpml-fx-5-3.xsd; see XML source
exchangeTradedContractNearest (in rateOfReturn) | References a Contract on the Exchange.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | CommodityBusinessCalendar
Content: | simple, 1 attribute
Defined: | locally witnin SettlementPeriods complexType in fpml-com-5-3.xsd; see XML source
executionDateTime (defined in AgreementAndEffectiveDates.model group) | The date and time at which the change was agreed.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | ExecutionDateTime
Content: | simple, 1 attribute
Defined: | locally witnin AgreementAndEffectiveDates.model group in fpml-business-events-5-3.xsd; see XML source
executionDateTime (in novation) | The date and time at which the change was agreed.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | ExecutionDateTime
Content: | simple, 1 attribute
Defined: | locally witnin TradeNovationContent complexType in fpml-business-events-5-3.xsd; see XML source
executionDateTime (in tradeInformation) | Trade execution date time provided by a central execution facility.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | ExecutionDateTime
Content: | simple, 1 attribute
Defined: | locally witnin TradeInformation complexType in fpml-doc-5-3.xsd; see XML source
executionType | Used to describe how the trade was executed, e.g. via voice or electronically.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | ExecutionType
Content: | simple, 1 attribute
Defined: | locally witnin TradeInformation 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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | ExecutionVenueType
Content: | simple, 1 attribute
Defined: | locally witnin TradeInformation complexType in fpml-doc-5-3.xsd; see XML source
exercise | An placeholder for the actual option exercise definitions.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | CommodityExercise
Content: | complex, 5 elements
Defined: | locally witnin CommodityFinancialOption.model group in fpml-com-5-3.xsd; see XML source
exerciseDate |
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | xsd:date
Content: | simple
Defined: | locally witnin OptionExercise complexType in fpml-business-events-5-3.xsd; see XML source
exerciseFeeSchedule (in americanExercise) | The fees associated with an exercise date.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | ExerciseFeeSchedule
Content: | complex, 4 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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | ExerciseFeeSchedule
Content: | complex, 4 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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin OptionExercise complexType in fpml-business-events-5-3.xsd; see XML source
exerciseNotice (in extendibleProvision) | Definition of the party to whom notice of exercise should be given.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | ExerciseNotice
Content: | complex, 3 elements
Defined: | locally witnin ManualExercise complexType in fpml-shared-5-3.xsd; see XML source
exerciseNotice (in optionalEarlyTermination in earlyTerminationProvision) | Definition of the party to whom notice of exercise should be given.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | PartyReference
Content: | empty, 1 attribute
Defined: | locally witnin ExerciseNotice complexType in fpml-shared-5-3.xsd; see XML source
exerciseProcedure |
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | ExerciseProcedureOption
Content: | complex, 2 elements
Defined: | locally witnin OptionExpiry complexType in fpml-business-events-5-3.xsd; see XML source
exerciseTime |
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin Tranche complexType in fpml-cd-5-3.xsd; see XML source
expectedN | Expected number of trading days.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | xsd:positiveInteger
Content: | simple
Defined: | locally witnin CalculationFromObservation complexType in fpml-eq-shared-5-3.xsd; see XML source
expirationDate (defined in ExchangeTradedContract complexType) | The date when the contract expires.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | AdjustableDate2
Content: | complex, 1 attribute, 1 element
Defined: | locally witnin GenericProduct complexType in fpml-generic-5-3.xsd; see XML source
expirationDate (defined in SharedAmericanExercise complexType) | The last day within an exercise period for an American style option.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | DateOffset
Content: | complex, 1 attribute, 3 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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | AdjustableRelativeOrPeriodicDates2
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin CommodityPhysicalEuropeanExercise complexType in fpml-com-5-3.xsd; see XML source
expirationTime (in americanExercise) | The latest time for exercise on expirationDate.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | BusinessCenterTime
Content: | complex, 2 elements
Defined: | locally witnin BermudaExercise complexType in fpml-shared-5-3.xsd; see XML source
expirationTimeDetermination | Expiration time determination method.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin CalculationFromObservation complexType in fpml-eq-shared-5-3.xsd; see XML source
expiry |
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin OptionExercise complexType in fpml-business-events-5-3.xsd; see XML source
expiryDate (in americanExercise in fxOption) | The latest date on which the option can be exercised.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | xsd:date
Content: | simple
Defined: | locally witnin FxDigitalAmericanExercise complexType in fpml-fx-5-3.xsd; see XML source
expiryDate (in europeanExercise in fxOption) | Represents a standard expiry date as defined for an FX OTC option.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | xsd:date
Content: | simple
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | xsd:dateTime
Content: | simple
Defined: | locally witnin QuotationCharacteristics.model group in fpml-asset-5-3.xsd; see XML source
expiryTime (in europeanExercise in fxOption) | Time at which the option expires on the expiry date.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | BusinessCenterTime
Content: | complex, 2 elements
Defined: | locally witnin FxEuropeanExercise complexType in fpml-fx-5-3.xsd; see XML source
expiryTimestamp | The date and time (on the source system) when this message instance will be considered expired.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | xsd:dateTime
Content: | simple
Defined: | locally witnin MessageHeader.model group in fpml-msg-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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | ExtendibleProvision
Content: | complex, 4 elements
Defined: | locally witnin Swap complexType in fpml-ird-5-3.xsd; see XML source
extendibleProvisionAdjustedDates | The adjusted dates associated with an extendible provision.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | xsd:string
Content: | simple
Defined: | locally witnin TradeDifference complexType in fpml-doc-5-3.xsd; see XML source
faceAmount | Specifies the total amount of the issue.
Namespace: | http://www.fpml.org/FpML-5/transparency
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, ...).
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | FacilityType
Content: | simple, 1 attribute
Defined: | locally witnin Loan complexType in fpml-asset-5-3.xsd; see XML source
factoredCalculationAmount |
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | Money
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin IndexChange complexType in fpml-business-events-5-3.xsd; see XML source
fallback | Disruption fallback that applies to the trade.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | DisruptionFallback
Content: | simple, 1 attribute
Defined: | locally witnin SequencedDisruptionFallback complexType in fpml-com-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).
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin ManualExercise complexType in fpml-shared-5-3.xsd; see XML source
fallbackReferencePrice | 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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | Underlyer
Content: | complex, 2 elements
Defined: | locally witnin CommodityMarketDisruption complexType in fpml-com-5-3.xsd; see XML source
farLeg | The FX transaction with the latest value date.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | FxSwapLeg
Content: | complex, 1 attribute, 8 elements
Defined: | locally witnin FxSwap complexType in fpml-fx-5-3.xsd; see XML source
feeAmount | The amount of fee to be paid on exercise.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | AmountSchedule
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin ExerciseFeeSchedule complexType in fpml-shared-5-3.xsd; see XML source
feeLeg (in creditDefaultSwap in creditDefaultSwapOption) | This element contains all the terms relevant to defining the fixed amounts/payments per the applicable ISDA definitions.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | FeeLeg
Content: | complex, 1 attribute, 3 elements
Defined: | locally witnin LimitedCreditDefaultSwap complexType in fpml-cd-5-3.xsd; see XML source
feeLeg (in creditDefaultSwap) | This element contains all the terms relevant to defining the fixed amounts/payments per the applicable ISDA definitions.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | FeeLeg
Content: | complex, 1 attribute, 3 elements
Defined: | locally witnin CreditDefaultSwap complexType in fpml-cd-5-3.xsd; see XML source
feePaymentDate (defined in ExerciseFee complexType) | The date on which exercise fee(s) will be paid.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | RelativeDateOffset
Content: | complex, 1 attribute, 3 elements
Defined: | locally witnin ExerciseFee complexType in fpml-shared-5-3.xsd; see XML source
feePaymentDate (defined in ExerciseFeeSchedule complexType) | The date on which exercise fee(s) will be paid.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | RelativeDateOffset
Content: | complex, 1 attribute, 3 elements
Defined: | locally witnin ExerciseFeeSchedule complexType in fpml-shared-5-3.xsd; see XML source
feeRate | A fee represented as a percentage of some referenced notional.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | Schedule
Content: | complex, 1 attribute, 1 element
Defined: | locally witnin ExerciseFeeSchedule complexType in fpml-shared-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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin PrincipalExchanges complexType in fpml-shared-5-3.xsd; see XML source
firm | Indicates under what condtitions the Parties' delivery obligations apply.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | ElectricityDeliveryFirm
Content: | empty
Defined: | locally witnin ElectricityDeliveryType complexType in fpml-com-5-3.xsd; see XML source
firstName | Given name, such as John or Mary.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | xsd:normalizedString
Content: | simple
Defined: | locally witnin Person complexType in fpml-shared-5-3.xsd; see XML source
firstObservationDateOffset | The interval between the start of each lagDuration and the start of each respective calculation period.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | Period
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin Lag complexType in fpml-com-5-3.xsd; see XML source
fixedAmount (in periodicPayment) | A fixed payment amount.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | FixedAmountCalculation
Content: | complex, 1 element
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
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | NonPeriodicFixedPriceLeg
Content: | complex, 1 attribute, 1 element
Defined: | locally witnin CommodityForward complexType in fpml-com-5-3.xsd; see XML source
fixedLeg (in commoditySwap) | Fixed Price Leg.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | FixedPriceLeg
Content: | complex, 1 attribute, 4 elements
Defined: | locally witnin CommoditySwap complexType in fpml-com-5-3.xsd; see XML source
fixedLeg (in dividendSwapTransactionSupplement) | Fixed payment leg.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | FixedPaymentLeg
Content: | complex, 1 attribute, 4 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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | FixedPaymentAmount
Content: | complex, 1 attribute, 1 element
Defined: | locally witnin FixedPaymentLeg complexType in fpml-dividend-swaps-5-3.xsd; see XML source
fixedPrice (in fixedLeg in commodityForward) | Fixed price on which fixed payments are based.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | FixedPrice
Content: | complex, 1 attribute, 3 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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin InterestAccrualsMethod complexType in fpml-shared-5-3.xsd; see XML source
fixedRate (in fixedAmountCalculation) | The calculation period fixed rate.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin Fra complexType in fpml-ird-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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | Schedule
Content: | complex, 1 attribute, 1 element
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | Schedule
Content: | complex, 1 attribute, 1 element
Defined: | locally witnin Calculation complexType in fpml-ird-5-3.xsd; see XML source
fixedStrike | Fixed strike.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | FxFixing
Content: | complex, 3 elements
Defined: | locally witnin FxCashSettlement complexType in fpml-shared-5-3.xsd; see XML source
fixingDate (defined in DualCurrencyFeature complexType) | The date on which the decion on delivery currency will be made.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | xsd:date
Content: | simple
Defined: | locally witnin FxFixing complexType in fpml-shared-5-3.xsd; see XML source
fixingDates | Specifies the fixing date relative to the reset date in terms of a business days offset, or by providing a series of adjustable dates.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | AdjustableDatesOrRelativeDateOffset
Content: | complex, 2 elements
Defined: | locally witnin InterestLegResetDates complexType in fpml-eq-shared-5-3.xsd; see XML source
fixingTime (defined in DualCurrencyFeature complexType) | Time at which the option expires on the expiry date.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | BusinessCenterTime
Content: | complex, 2 elements
Defined: | locally witnin DualCurrencyFeature complexType in fpml-fx-5-3.xsd; see XML source
fixingTime (defined in FxSpotRateSource complexType) | The time at which the spot currency exchange rate will be observed.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | BusinessCenterTime
Content: | complex, 2 elements
Defined: | locally witnin FxSpotRateSource complexType in fpml-shared-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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | NonNegativeMoney
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin CommodityFreightFlatRate.model group in fpml-com-5-3.xsd; see XML source
floatingLeg | Floating Price leg.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | FloatingPriceLeg
Content: | complex, 1 attribute, 5 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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | FloatingRate
Content: | complex, 1 attribute, 5 elements
Defined: | locally witnin StubValue complexType in fpml-shared-5-3.xsd; see XML source
floatingRate (in underlyer defined in GenericProduct complexType) | A floating rate.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | FloatingRate
Content: | complex, 1 attribute, 5 elements
Defined: | locally witnin TradeUnderlyer2 complexType in fpml-generic-5-3.xsd; see XML source
floatingRateCalculation | A floating rate calculation definition.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | FloatingRateCalculation
Content: | complex, 1 attribute, 5 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
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | FloatingRateCalculation
Content: | complex, 1 attribute, 5 elements
Defined: | locally witnin InterestAccrualsMethod complexType in fpml-shared-5-3.xsd; see XML source
floatingRateIndex (defined in FloatingRateIndex.model group) |
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | FloatingRateIndex
Content: | simple, 1 attribute
Defined: | locally witnin ForecastRateIndex complexType in fpml-shared-5-3.xsd; see XML source
floatingRateIndex (in fra) |
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | FloatingRateIndex
Content: | simple, 1 attribute
Defined: | locally witnin Fra complexType in fpml-ird-5-3.xsd; see XML source
floatingRateIndex (in rateIndex) |
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | FloatingRateIndex
Content: | simple, 1 attribute
Defined: | locally witnin RateIndex complexType in fpml-asset-5-3.xsd; see XML source
floorRateSchedule | The floor rate or floor rate schedule, if any, which applies to the floating rate.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | StrikeSchedule
Content: | complex, 1 attribute, 3 elements
Defined: | locally witnin FloatingRate complexType in fpml-shared-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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin ExerciseProcedure complexType in fpml-shared-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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin ExtendibleProvision complexType in fpml-ird-5-3.xsd; see XML source
followUpConfirmation (in optionalEarlyTermination in earlyTerminationProvision) | 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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin OptionalEarlyTermination complexType in fpml-ird-5-3.xsd; see XML source
forecastRate | 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
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin RateObservation complexType in fpml-shared-5-3.xsd; see XML source
formula (in additionalPaymentAmount) | Specifies a formula, with its description and components.
Namespace: | http://www.fpml.org/FpML-5/transparency
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
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | Formula
Content: | complex, 3 elements
Defined: | locally witnin FormulaComponent complexType in fpml-shared-5-3.xsd; see XML source
formulaComponent | Elements describing the components of the formula.
Namespace: | http://www.fpml.org/FpML-5/transparency
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
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | xsd:string
Content: | simple
Defined: | locally witnin Formula complexType in fpml-shared-5-3.xsd; see XML source
forwardPoints (in crossRate) | An optional element used for deals consumated in the FX Forwards market.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | Fra
Content: | complex, 1 attribute, 11 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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | FraDiscountingEnum
Content: | simple
Defined: | locally witnin Fra complexType in fpml-ird-5-3.xsd; see XML source
fullExercise |
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin OptionExercise 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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | FutureId
Content: | simple, 1 attribute
Defined: | locally witnin Index complexType in fpml-asset-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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin EquityValuation complexType in fpml-eq-shared-5-3.xsd; see XML source
fx | Identifies a simple underlying asset type that is an FX rate.
Namespace: | http://www.fpml.org/FpML-5/transparency
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
fxConversion | Specifies the currency conversion rate that applies to an amount.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | FxConversion
Content: | complex, 2 elements
Defined: | locally witnin EquityPrice.model group in fpml-asset-5-3.xsd; see XML source
fxOption | An FX option transaction definition.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | FxOption
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
fxRate (defined in Quanto complexType) | Specifies a currency conversion rate.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | FxRate
Content: | complex, 2 elements
Defined: | locally witnin Quanto complexType in fpml-option-shared-5-3.xsd; see XML source
fxRate (in commission) | FX Rates that have been used to convert commissions to a single currency.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | FxRate
Content: | complex, 2 elements
Defined: | locally witnin FxConversion complexType in fpml-asset-5-3.xsd; see XML source
fxSingleLeg | A simple FX spot or forward transaction definition.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | FxSingleLeg
Content: | complex, 1 attribute, 11 elements
Subst.Gr: | may substitute for element product
Defined: | globally in fpml-fx-5-3.xsd; see XML source
Used: | never
fxSpotRateSource (defined in Quanto complexType) | Specifies the methodology (reference source and, optionally, fixing time) to be used for determining a currency conversion rate.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | FxSpotRateSource
Content: | complex, 3 elements
Defined: | locally witnin Quanto 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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | FxSpotRateSource
Content: | complex, 3 elements
Defined: | locally witnin FxFixing complexType in fpml-shared-5-3.xsd; see XML source
fxSwap | An FX Swap transaction definition.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | FxTenorPeriodEnum
Content: | simple
Defined: | locally witnin TenorPeriod complexType in fpml-fx-5-3.xsd; see XML source
gas | The specification of the gas to be delivered.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | GasProduct
Content: | complex, 1 element
Defined: | locally witnin GasPhysicalLeg complexType in fpml-com-5-3.xsd; see XML source
gasPhysicalLeg | Physically settled natural gas leg.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | GasPhysicalLeg
Content: | complex, 1 attribute, 3 elements
Defined: | locally witnin CommoditySwap complexType in fpml-com-5-3.xsd; see XML source
generalTerms (in creditDefaultSwap in creditDefaultSwapOption) | This element contains all the data that appears in the section entitled "1.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | GeneralTerms
Content: | complex, 4 elements
Defined: | locally witnin LimitedCreditDefaultSwap complexType in fpml-cd-5-3.xsd; see XML source
generalTerms (in creditDefaultSwap) | This element contains all the data that appears in the section entitled "1.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | GeneralTerms
Content: | complex, 4 elements
Defined: | locally witnin CreditDefaultSwap complexType in fpml-cd-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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | GenericProduct
Content: | complex, 1 attribute, 12 elements
Subst.Gr: | may substitute for element product
Defined: | globally in fpml-generic-5-3.xsd; see XML source
Used: | never
governingLaw | Identification of the law governing the agreement.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | GoverningLaw
Content: | simple, 1 attribute
Defined: | locally witnin GenericAgreement complexType in fpml-shared-5-3.xsd; see XML source
grade | The grade of oil product to be delivered.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | CommodityProductGrade
Content: | simple, 1 attribute
Defined: | locally witnin OilProduct complexType in fpml-com-5-3.xsd; see XML source
gross | Value excluding fees and commissions.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin NetAndOrGross.model group in fpml-doc-5-3.xsd; see XML source
grossCashflow | Payment details of this cash flow component, including currency, amount and payer/payee.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | GrossCashflow
Content: | complex, 4 elements
Defined: | locally witnin PaymentDetails complexType in fpml-shared-5-3.xsd; see XML source
grossPrice | Specifies the price of the underlyer, before commissions.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | ActualPrice
Content: | complex, 3 elements
Defined: | locally witnin EquityPrice.model group in fpml-asset-5-3.xsd; see XML source
header (defined in Exception complexType) |
Namespace: | http://www.fpml.org/FpML-5/transparency
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) |
Namespace: | http://www.fpml.org/FpML-5/transparency
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) |
Namespace: | http://www.fpml.org/FpML-5/transparency
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) |
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | ResponseMessageHeader
Content: | complex, 9 elements
Defined: | locally witnin ResponseMessage complexType in fpml-msg-5-3.xsd; see XML source
hexadecimalBinary (defined in AdditionalData complexType) | Provides extra information as binary contents coded in hexadecimal.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | xsd:hexBinary
Content: | simple
Defined: | locally witnin ExternalDocument complexType in fpml-shared-5-3.xsd; see XML source
hexadecimalBinary (in attachment) | Provides extra information as binary contents coded in hexadecimal.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | xsd:hexBinary
Content: | simple
Defined: | locally witnin Resource complexType in fpml-shared-5-3.xsd; see XML source
honorific | An honorific title, such as Mr., Ms., Dr. etc.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | HourMinuteTime
Content: | simple
Defined: | locally witnin PrevailingTime complexType in fpml-shared-5-3.xsd; see XML source
hubCode |
Namespace: | http://www.fpml.org/FpML-5/transparency
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
Namespace: | http://www.fpml.org/FpML-5/transparency
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
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | PersonId
Content: | simple, 1 attribute
Defined: | locally witnin Person 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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | PaymentId
Content: | simple, 1 attribute
Defined: | locally witnin PaymentDetails.model group in fpml-shared-5-3.xsd; see XML source
identifier (in creditSupportAgreement) | An identifier used to uniquely identify the CSA
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | CreditSupportAgreementIdentifier
Content: | simple, 1 attribute
Defined: | locally witnin CreditSupportAgreement complexType in fpml-shared-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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | CommodityBusinessCalendar
Content: | simple, 1 attribute
Defined: | locally witnin SettlementPeriods complexType in fpml-com-5-3.xsd; see XML source
increase |
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | TradeNotionalChange
Content: | complex, 11 elements
Defined: | locally witnin Events.model group in fpml-business-events-5-3.xsd; see XML source
independentAmount | Independent Amount is an amount that usually less creditworthy counterparties are asked to provide.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | IndependentAmount
Content: | complex, 1 element
Defined: | locally witnin Collateral complexType in fpml-doc-5-3.xsd; see XML source
index | Identifies the underlying asset when it is a financial index.
Namespace: | http://www.fpml.org/FpML-5/transparency
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
indexChange | Describes a change due to an index component being adjusted.
Namespace: | http://www.fpml.org/FpML-5/transparency
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
indexFactor |
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin IndexChange complexType in fpml-business-events-5-3.xsd; see XML source
indexId (in indexReferenceInformation) | A CDS index identifier (e.g.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | IndexId
Content: | simple, 1 attribute
Defined: | locally witnin IndexReferenceInformation complexType in fpml-cd-5-3.xsd; see XML source
indexId (in indexReferenceInformation) | A CDS index identifier (e.g.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | IndexId
Content: | simple, 1 attribute
Defined: | locally witnin IndexReferenceInformation complexType in fpml-cd-5-3.xsd; see XML source
indexName | The name of the index expressed as a free format string.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | IndexReferenceInformation
Content: | complex, 1 attribute, 4 elements
Defined: | locally witnin GeneralTerms complexType in fpml-cd-5-3.xsd; see XML source
indexSource | The reference source such as Reuters or Bloomberg.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | RateSourcePage
Content: | simple, 1 attribute
Defined: | locally witnin InflationRateCalculation complexType in fpml-ird-5-3.xsd; see XML source
indexTenor (defined in FloatingRateIndex.model group) | The ISDA Designated Maturity, i.e. the tenor of the floating rate.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | Period
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin ForecastRateIndex complexType in fpml-shared-5-3.xsd; see XML source
indexTenor (in fra) | The ISDA Designated Maturity, i.e. the tenor of the floating rate.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | Period
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin Fra complexType in fpml-ird-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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | Offset
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin InflationRateCalculation complexType in fpml-ird-5-3.xsd; see XML source
inflationRateCalculation | An inflation rate calculation definition.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | InflationRateCalculation
Content: | complex, 1 attribute, 7 elements
Subst.Gr: | may substitute for element rateCalculation
Defined: | globally in fpml-ird-5-3.xsd; see XML source
Used: | never
informationSource (defined in QuotationCharacteristics.model group) | The information source where a published or displayed market rate will be obtained, e.g.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | InformationSource
Content: | complex, 3 elements
Defined: | locally witnin QuotationCharacteristics.model group in fpml-asset-5-3.xsd; see XML source
informationSource (defined in SettlementRateSource complexType) | The information source where a published or displayed market rate will be obtained, e.g.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | InformationSource
Content: | complex, 3 elements
Defined: | locally witnin SettlementRateSource complexType in fpml-shared-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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | SimplePayment
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin CancelableProvision complexType in fpml-ird-5-3.xsd; see XML source
initialLevel | Contract will strike off this initial level.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | InitialPayment
Content: | complex, 1 attribute, 1 element
Defined: | locally witnin FeeLeg complexType in fpml-cd-5-3.xsd; see XML source
initialPrice | Specifies the initial reference price of the underlyer.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | ReturnLegValuationPrice
Content: | complex, 10 elements
Defined: | locally witnin ReturnLegValuation complexType in fpml-eq-shared-5-3.xsd; see XML source
initialValue (defined in PositiveSchedule complexType) | The strictly-positive initial rate or amount, as the case may be.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin Schedule complexType in fpml-shared-5-3.xsd; see XML source
initialValue (in notionalStepSchedule) | The non-negative initial rate or amount, as the case may be.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | NonNegativeDecimal
Content: | simple
Defined: | locally witnin NonNegativeSchedule complexType in fpml-shared-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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | MessageId
Content: | simple, 1 attribute
Defined: | locally witnin ResponseMessageHeader complexType in fpml-msg-5-3.xsd; see XML source
instrumentId (defined in IdentifiedAsset complexType) | Identification of the underlying asset, using public and/or private identifiers.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | InstrumentId
Content: | simple, 1 attribute
Defined: | locally witnin Cash complexType in fpml-asset-5-3.xsd; see XML source
insurer |
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | LegalEntity
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin Mortgage complexType in fpml-asset-5-3.xsd; see XML source
insurerReference |
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | CommodityNotionalQuantity
Content: | complex, 1 attribute, 1 element
Defined: | locally witnin CommodityMultipleExercise complexType in fpml-com-5-3.xsd; see XML source
interestAmount | Specifies, in relation to each Interest Payment Date, the amount to which the Interest Payment Date relates.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | LegAmount
Content: | complex, 5 elements
Defined: | locally witnin InterestLeg complexType in fpml-eq-shared-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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | InterestCalculation
Content: | complex, 1 attribute, 6 elements
Defined: | locally witnin InterestLeg complexType in fpml-eq-shared-5-3.xsd; see XML source
interestLeg | The fixed income amounts of the return type swap.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | InterestLeg
Content: | complex, 1 attribute, 7 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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | AdjustableRelativeOrPeriodicDates2
Content: | complex, 1 attribute, 2 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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | InterestLegResetDates
Content: | complex, 4 elements
Defined: | locally witnin InterestLegCalculationPeriodDates complexType in fpml-eq-shared-5-3.xsd; see XML source
intermediaryInformation | Information to identify an intermediary through which payment will be made by the correspondent bank to the ultimate beneficiary of the funds.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin PrincipalExchanges complexType in fpml-shared-5-3.xsd; see XML source
interpolationMethod (in interestCalculation) | Specifies the type of interpolation used.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | InterpolationPeriodEnum
Content: | simple
Defined: | locally witnin InterestCalculation complexType in fpml-eq-shared-5-3.xsd; see XML source
isCancellation | Indicates if this message corrects an earlier request.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin ProcessingIndicator.model group in fpml-doc-5-3.xsd; see XML source
isCorrection (in dataDocument) | Indicates if this message corrects an earlier request.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin ProcessingIndicator.model group in fpml-doc-5-3.xsd; see XML source
isCorrection (in publicExecutionReport) | Indicates if this message corrects an earlier request.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin CorrectableRequestMessage complexType in fpml-msg-5-3.xsd; see XML source
issuerName |
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | xsd:string
Content: | simple
Defined: | locally witnin FixedIncomeSecurityContent.model group in fpml-asset-5-3.xsd; see XML source
issuerPartyReference |
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | PartyReference
Content: | empty, 1 attribute
Defined: | locally witnin FixedIncomeSecurityContent.model group in fpml-asset-5-3.xsd; see XML source
jurisdiction | The legal jurisdiction of the entity's registration.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | GoverningLaw
Content: | simple, 1 attribute
Defined: | locally witnin PartyInformation.model group in fpml-shared-5-3.xsd; see XML source
lagDuration | The period during which observations will be made.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | Period
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin Lag complexType in fpml-com-5-3.xsd; see XML source
language | Indicates the language of the resource, described using the ISO 639-2/T Code.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin TradeInformation complexType in fpml-doc-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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | BusinessCenterTime
Content: | complex, 2 elements
Defined: | locally witnin BermudaExercise 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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | xsd:date
Content: | simple
Defined: | locally witnin FxDigitalAmericanExercise complexType in fpml-fx-5-3.xsd; see XML source
legId | Identity of this leg.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin ResourceLength complexType in fpml-shared-5-3.xsd; see XML source
level | The trigger level.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin Trigger complexType in fpml-option-shared-5-3.xsd; see XML source
levelPercentage | The trigger level percentage.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin ExerciseProcedure complexType in fpml-shared-5-3.xsd; see XML source
loan | Identifies a simple underlying asset that is a loan.
Namespace: | http://www.fpml.org/FpML-5/transparency
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
location (defined in PrevailingTime complexType) | The geographic location to which the hourMinuteTime applies.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | TimezoneLocation
Content: | simple, 1 attribute
Defined: | locally witnin PrevailingTime complexType in fpml-shared-5-3.xsd; see XML source
location (in reason) | A value indicating the location of the problem within the subject message.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | ProblemLocation
Content: | simple, 1 attribute
Defined: | locally witnin Reason complexType in fpml-msg-5-3.xsd; see XML source
lowerBarrier | All observations below this price level will be excluded from the variance calculation.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | NonNegativeDecimal
Content: | simple
Defined: | locally witnin BoundedVariance complexType in fpml-eq-shared-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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | xsd:date
Content: | simple
Defined: | locally witnin MakeWholeProvisions complexType in fpml-eq-shared-5-3.xsd; see XML source
mandatoryEarlyTermination | A mandatory early termination provision to terminate the swap at fair value.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | MandatoryEarlyTermination
Content: | complex, 1 attribute, 3 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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | AdjustableDate
Content: | complex, 1 attribute, 1 element
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | ManualExercise
Content: | complex, 2 elements
Defined: | locally witnin ExerciseProcedure complexType in fpml-shared-5-3.xsd; see XML source
manualExercise (in exerciseProcedure) | Specifies that the notice of exercise must be given by the buyer to the seller or seller's agent.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | Empty
Content: | empty
Defined: | locally witnin ExerciseProcedureOption complexType in fpml-shared-5-3.xsd; see XML source
marketDisruptionEvent | Market disruption event(s) that apply.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | MarketDisruptionEventsEnum
Content: | simple
Defined: | locally witnin CommodityMarketDisruption complexType in fpml-com-5-3.xsd; see XML source
masterAgreement | A agreement executed between two parties that includes or references the related party.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | MasterConfirmation
Content: | complex, 1 element
Defined: | locally witnin Documentation complexType in fpml-shared-5-3.xsd; see XML source
masterConfirmationDate | The date of the confirmation executed between the parties and intended to govern the allocated trade between those parties.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | xsd:date
Content: | simple
Defined: | locally witnin AllocationContent.model group in fpml-doc-5-3.xsd; see XML source
masterConfirmationType | The type of master confirmation executed between the parties.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | MasterConfirmationType
Content: | simple, 1 attribute
Defined: | locally witnin MasterConfirmation complexType in fpml-shared-5-3.xsd; see XML source
matchId | A unique identifier assigned by the matching service to each set of matched positions.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | MatchId
Content: | simple, 1 attribute
Defined: | locally witnin ProposedMatch.model group in fpml-business-events-5-3.xsd; see XML source
matchScore | Numeric score to represent the quality of the match.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | Math
Content: | mixed (allows character data), elem. wildcard
Defined: | locally witnin Formula complexType in fpml-shared-5-3.xsd; see XML source
matrixTerm | Defines any applicable key into the relevant matrix.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | xsd:date
Content: | simple
Defined: | locally witnin Loan complexType in fpml-asset-5-3.xsd; see XML source
maximumBoundaryPercent | Maximum Boundary as a percentage of the Strike Price.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin BoundedCorrelation complexType in fpml-eq-shared-5-3.xsd; see XML source
maximumNotionalAmount (defined in FxMultipleExercise complexType) | The maximum amount of notiional that can be exercised.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | NonNegativeMoney
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin FxMultipleExercise complexType in fpml-fx-5-3.xsd; see XML source
maximumNotionalAmount (defined in MultipleExercise complexType) | The maximum notional amount that can be exercised on a given exercise date.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin MultipleExercise complexType in fpml-shared-5-3.xsd; see XML source
maximumNumberOfDaysOfDisruption | 2005 Commodity Definitions only.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | NonNegativeDecimal
Content: | simple
Defined: | locally witnin MultipleExercise complexType in fpml-shared-5-3.xsd; see XML source
maxPhysicalQuantity | The maximum quantity to be delivered.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | CommodityNotionalQuantity
Content: | complex, 1 attribute, 1 element
Defined: | locally witnin GasPhysicalQuantity complexType in fpml-com-5-3.xsd; see XML source
measureType | The type of the value that is measured.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | AssetMeasureType
Content: | simple, 1 attribute
Defined: | locally witnin QuotationCharacteristics.model group in fpml-asset-5-3.xsd; see XML source
message (defined in TradeDifference complexType) | A human readable description of the problem.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | xsd:string
Content: | simple
Defined: | locally witnin TradeDifference complexType in fpml-doc-5-3.xsd; see XML source
message (defined in TransparencyViewRequestMessage complexType) |
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | anonymous complexType
Content: | complex, elem. wildcard
Defined: | locally witnin TransparencyViewRequestMessage complexType in fpml-transparency-processes-5-3.xsd; see XML source
Includes: | definition of elem. wildcard
messageId | A unique identifier (within its coding scheme) assigned to the message by its creating party.
Namespace: | http://www.fpml.org/FpML-5/transparency
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
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | Exception
Content: | complex, 3 attributes, 6 elements
Defined: | globally in fpml-msg-5-3.xsd; see XML source
Used: | never
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | MimeType
Content: | simple, 1 attribute
Defined: | locally witnin ExternalDocument complexType in fpml-shared-5-3.xsd; see XML source
mimeType (in attachment) | Indicates the type of media used to store the content. mimeType is used to determine the software product(s) that can read the content.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin BoundedCorrelation complexType in fpml-eq-shared-5-3.xsd; see XML source
minimumFuturesContracts | 1993 Commodity Definitions only.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | xsd:positiveInteger
Content: | simple
Defined: | locally witnin CommodityMarketDisruption complexType in fpml-com-5-3.xsd; see XML source
minimumNotionalAmount (defined in FxMultipleExercise complexType) | The minimum amount of notional that can be exercised.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | NonNegativeMoney
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin FxMultipleExercise 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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin PartialExercise.model group in fpml-shared-5-3.xsd; see XML source
minimumNotionalQuantity | The minimum Notional Quantity that can be exercised on a given Exercise Date.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | CommodityNotionalQuantity
Content: | complex, 1 attribute, 1 element
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | xsd:nonNegativeInteger
Content: | simple
Defined: | locally witnin PartialExercise.model group in fpml-shared-5-3.xsd; see XML source
minPhysicalQuantity | The minimum quantity to be delivered.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | CommodityNotionalQuantity
Content: | complex, 1 attribute, 1 element
Defined: | locally witnin GasPhysicalQuantity complexType in fpml-com-5-3.xsd; see XML source
missingElement | Element(s) that are missing in the other trade.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | xsd:string
Content: | simple
Defined: | locally witnin TradeDifference complexType in fpml-doc-5-3.xsd; see XML source
mortgage | Identifies a mortgage backed security.
Namespace: | http://www.fpml.org/FpML-5/transparency
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
multiLeg | Indicates whether this transaction has multiple components, not all of which may be reported.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin GenericProduct complexType in fpml-generic-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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin IndexAnnexFallback.model group in fpml-eq-shared-5-3.xsd; see XML source
multipleExercise (in americanExercise) | As defined in the 2000 ISDA Definitions, Section 12.4.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | MultipleExercise
Content: | complex, 6 elements
Defined: | locally witnin BermudaExercise complexType in fpml-shared-5-3.xsd; see XML source
multiplier (defined in CommodityProduct.model group) | Specifies the multiplier associated with a Transaction.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | xsd:positiveInteger
Content: | simple
Defined: | locally witnin ExchangeTradedContract complexType in fpml-asset-5-3.xsd; see XML source
multiplier (in dividendPeriod defined in DividendAdjustment complexType) | 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).
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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 PricingStructure complexType) | The name of the structure, e.g "USDLIBOR-3M EOD Curve".
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | xsd:normalizedString
Content: | simple
Defined: | locally witnin PricingStructure complexType in fpml-shared-5-3.xsd; see XML source
name (in attachment) | The name of the resource.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | xsd:normalizedString
Content: | simple
Defined: | locally witnin Resource complexType in fpml-shared-5-3.xsd; see XML source
name (in businessUnit) | A name used to describe the organization unit
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | xsd:string
Content: | simple
Defined: | locally witnin BusinessUnit complexType in fpml-shared-5-3.xsd; see XML source
nearLeg | The FX transaction with the earliest value date.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | FxSwapLeg
Content: | complex, 1 attribute, 8 elements
Defined: | locally witnin FxSwap complexType in fpml-fx-5-3.xsd; see XML source
negative (defined in AbsoluteTolerance complexType) | The maximum amount by which the quantity delivered can be less than the agreed quantity.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin AbsoluteTolerance complexType in fpml-com-5-3.xsd; see XML source
negative (defined in PercentageTolerance complexType) | The maximum percentage amount by which the quantity delivered can be less than the agreed quantity.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | RestrictedPercentage
Content: | simple
Defined: | locally witnin PercentageTolerance complexType in fpml-com-5-3.xsd; see XML source
net (in principalAmount defined in InstrumentTradePrincipal complexType) | Value including fees and commissions.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin NetAndOrGross.model group in fpml-doc-5-3.xsd; see XML source
net (in principalAmount defined in InstrumentTradePrincipal complexType) | Value including fees and commissions.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin NetAndOrGross.model group in fpml-doc-5-3.xsd; see XML source
netPrice | Specifies the price of the underlyer, net of commissions.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | ActualPrice
Content: | complex, 3 elements
Defined: | locally witnin EquityPrice.model group in fpml-asset-5-3.xsd; see XML source
newTrade | Indicates the original trade between the transferor and the remaining party.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | Trade
Content: | complex, 1 attribute, 2 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).
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | Money
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin InstrumentTradeQuantity complexType in fpml-doc-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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin ElectricityDeliveryType complexType in fpml-com-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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | GenericProduct
Content: | complex, 1 attribute, 12 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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin TradeInformation complexType in fpml-doc-5-3.xsd; see XML source
noReferenceObligation (defined in ReferencePair complexType) | Used to indicate that there is no Reference Obligation associated with this Credit Default Swap and that there will never be one.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin ReferencePair complexType in fpml-cd-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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin ReferenceInformation complexType in fpml-cd-5-3.xsd; see XML source
notional (defined in EquityDerivativeBase complexType) | The notional amount.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | CashflowNotional
Content: | complex, 1 attribute, 3 elements
Defined: | locally witnin GenericProduct complexType in fpml-generic-5-3.xsd; see XML source
notional (in fra) | The notional amount.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | CashflowNotional
Content: | complex, 1 attribute, 3 elements
Defined: | locally witnin StandardProduct complexType in fpml-standard-5-3.xsd; see XML source
notionalAdjustments | Specifies the conditions that govern the adjustment to the number of units of the return swap.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | NotionalAdjustmentEnum
Content: | simple
Defined: | locally witnin ReturnLeg complexType in fpml-eq-shared-5-3.xsd; see XML source
notionalAmount (defined in FxLinkedNotionalAmount complexType) | The calculation period notional amount.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin FxLinkedNotionalAmount complexType in fpml-ird-5-3.xsd; see XML source
notionalAmount (defined in OptionBaseExtended complexType) |
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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 correlation) | Notional amount, which is a cash multiplier.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | NonNegativeMoney
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin Correlation complexType in fpml-eq-shared-5-3.xsd; see XML source
notionalAmountReference | A reference to the notional amount.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | NotionalAmountReference
Content: | empty, 1 attribute
Defined: | locally witnin PercentageRule complexType in fpml-doc-5-3.xsd; see XML source
notionalQuantity | The Notional Quantity.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | CommodityNotionalQuantity
Content: | complex, 1 attribute, 1 element
Defined: | locally witnin CommodityNotionalQuantity.model group in fpml-com-5-3.xsd; see XML source
notionalReference (defined in ExerciseFee complexType) | A pointer style reference to the associated notional schedule defined elsewhere in the document.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | NotionalReference
Content: | empty, 1 attribute
Defined: | locally witnin ExerciseFee complexType in fpml-shared-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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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) |
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | NotionalReference
Content: | empty, 1 attribute
Defined: | locally witnin PartialExercise.model group 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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | Notional
Content: | complex, 1 attribute, 1 element
Defined: | locally witnin Calculation complexType in fpml-ird-5-3.xsd; see XML source
notionalStep | The Notional Quantity per Calculation Period.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | CommodityNotionalQuantity
Content: | complex, 1 attribute, 1 element
Defined: | locally witnin CommodityNotionalQuantitySchedule complexType in fpml-com-5-3.xsd; see XML source
notionalStepSchedule | The notional amount or notional amount schedule expressed as explicit outstanding notional amounts and dates.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | NonNegativeAmountSchedule
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin Notional complexType in fpml-ird-5-3.xsd; see XML source
novatedAmount | The amount which represents the portion of the Old Contract being novated.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin TradeNovationContent complexType in fpml-business-events-5-3.xsd; see XML source
novation |
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | TradeNovationContent
Content: | complex, 12 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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | xsd:date
Content: | simple
Defined: | locally witnin TradeNovationContent complexType in fpml-business-events-5-3.xsd; see XML source
number (defined in InstrumentTradeQuantity complexType) | The (absolute) number of units of the underlying instrument that were traded.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | xsd:positiveInteger
Content: | simple
Defined: | locally witnin Correlation complexType in fpml-eq-shared-5-3.xsd; see XML source
numberOfOptions (defined in EquityOption complexType) | The number of options comprised in the option transaction.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | NonNegativeDecimal
Content: | simple
Defined: | locally witnin EquityOption 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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | PositiveDecimal
Content: | simple
Defined: | locally witnin OptionDenomination.model group in fpml-option-shared-5-3.xsd; see XML source
numberOfOptions (in equityOptionTransactionSupplement) | The number of options comprised in the option transaction.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | NonNegativeDecimal
Content: | simple
Defined: | locally witnin EquityDerivativeShortFormBase 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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | xsd:positiveInteger
Content: | simple
Defined: | locally witnin ReportIdentification complexType in fpml-msg-5-3.xsd; see XML source
numberOfValuationDates | The number of valuation dates between valuation start date and valuation end date.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | xsd:nonNegativeInteger
Content: | simple
Defined: | locally witnin EquityValuation complexType in fpml-eq-shared-5-3.xsd; see XML source
observationStartDate | 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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | AdjustableOrRelativeDate
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin CalculatedAmount complexType in fpml-eq-shared-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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin FxLinkedNotionalAmount complexType in fpml-ird-5-3.xsd; see XML source
observedRate | The actual observed rate before any required rate treatment is applied, e.g. before converting a rate quoted on a discount basis to an equivalent yield.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin RateObservation complexType in fpml-shared-5-3.xsd; see XML source
offMarketPrice | Indicates that the price does not reflect the current market.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin TradeInformation 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).
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | Offset
Content: | complex, 1 attribute, 2 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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | OilPhysicalLeg
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin CommoditySwap complexType in fpml-com-5-3.xsd; see XML source
oldTrade (defined in TradeChangeContent complexType) | The original trade details.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | Trade
Content: | complex, 1 attribute, 2 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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | Trade
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin TradeNovationContent complexType in fpml-business-events-5-3.xsd; see XML source
oldTradeIdentifier | The original qualified trade identifier.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | PartyTradeIdentifier
Content: | complex, 1 attribute, 1 element
Defined: | locally witnin TradeChangeContent complexType in fpml-business-events-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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | OnBehalfOf
Content: | complex, 2 elements
Defined: | locally witnin OnBehalfOf.model group in fpml-shared-5-3.xsd; see XML source
onBehalfOf (in dataDocument) | Indicates which party (and accounts) a trade is being processed for.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | OnBehalfOf
Content: | complex, 2 elements
Defined: | locally witnin DataDocument complexType in fpml-doc-5-3.xsd; see XML source
openEndedFund | Boolean indicator to specify whether the mutual fund is an open-ended mutual fund.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin MutualFund complexType in fpml-asset-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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin Basket complexType in fpml-asset-5-3.xsd; see XML source
openUnits (in constituentWeight) | The number of units (index or securities) that constitute the underlyer of the swap.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | PartyReference
Content: | empty, 1 attribute
Defined: | locally witnin PercentageTolerance complexType in fpml-com-5-3.xsd; see XML source
optionalEarlyTermination (in earlyTerminationProvision) | An option for either or both parties to terminate the swap at fair value.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | OptionalEarlyTermination
Content: | complex, 5 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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | OptionalEarlyTerminationAdjustedDates
Content: | empty
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | ExercisePeriod
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin OptionalEarlyTermination.model group in fpml-ird-5-3.xsd; see XML source
optionBuyer |
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | PartyReference
Content: | empty, 1 attribute
Defined: | locally witnin OptionExercise complexType in fpml-business-events-5-3.xsd; see XML source
optionEntitlement (defined in EquityOption complexType) | The number of shares per option comprised in the option transaction.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | PositiveDecimal
Content: | simple
Defined: | locally witnin EquityOption complexType in fpml-eqd-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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | PositiveDecimal
Content: | simple
Defined: | locally witnin OptionDenomination.model group in fpml-option-shared-5-3.xsd; see XML source
optionEntitlement (in equityOptionTransactionSupplement) | The number of shares per option comprised in the option transaction supplement.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | PositiveDecimal
Content: | simple
Defined: | locally witnin VarianceOptionTransactionSupplement complexType in fpml-variance-swaps-5-3.xsd; see XML source
optionExpiry |
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | PartyReference
Content: | empty, 1 attribute
Defined: | locally witnin AbsoluteTolerance complexType in fpml-com-5-3.xsd; see XML source
optionSeller |
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | PartyReference
Content: | empty, 1 attribute
Defined: | locally witnin OptionExercise complexType in fpml-business-events-5-3.xsd; see XML source
optionsExchangeId | A short form unique identifier for an exchange on which the reference option contract is listed.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | OptionTypeEnum
Content: | simple
Defined: | locally witnin OptionBase complexType in fpml-option-shared-5-3.xsd; see XML source
optionType (in commodityOption) | The type of option transaction.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | xsd:dateTime
Content: | simple
Defined: | locally witnin TradeProcessingTimestamps complexType in fpml-doc-5-3.xsd; see XML source
originalMessage (defined in AdditionalData complexType) | Provides extra information as binary contents coded in base64.
Namespace: | http://www.fpml.org/FpML-5/transparency
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
originalMessage (in publicExecutionReportAcknowledgement) |
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | UnprocessedElementWrapper
Content: | complex, elem. wildcard
Defined: | locally witnin Acknowledgement complexType in fpml-msg-5-3.xsd; see XML source
originalPrincipalAmount | The initial issued amount of the mortgage obligation.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin Mortgage complexType in fpml-asset-5-3.xsd; see XML source
originalTrade |
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | Trade
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin TradeChangeBase complexType in fpml-business-events-5-3.xsd; see XML source
originatingEvent (defined in Events.model group) |
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | OriginatingEvent
Content: | simple, 1 attribute
Defined: | locally witnin Events.model group in fpml-business-events-5-3.xsd; see XML source
originatingEvent (in dataDocument) |
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | OriginatingEvent
Content: | simple, 1 attribute
Defined: | locally witnin DataDocument complexType in fpml-doc-5-3.xsd; see XML source
originatingTradeId |
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | TradeId
Content: | simple, 2 attributes
Defined: | locally witnin CompressionActivity complexType in fpml-business-events-5-3.xsd; see XML source
otherPath | XPath to the element in the other object.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | xsd:string
Content: | simple
Defined: | locally witnin TradeDifference complexType in fpml-doc-5-3.xsd; see XML source
otherValue | Value of the element in the other trade.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | xsd:string
Content: | simple
Defined: | locally witnin TradeDifference complexType in fpml-doc-5-3.xsd; see XML source
outstandingNotionalAmount (defined in OptionExercise complexType) | Specifies the Notional amount after the Change
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | Money
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin OptionExercise complexType in fpml-business-events-5-3.xsd; see XML source
outstandingNotionalAmount (defined in TradeNotionalChange complexType) | Specifies the Notional amount after the Change
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | Money
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin TradeNotionalChange complexType in fpml-business-events-5-3.xsd; see XML source
outstandingNumberOfOptions (defined in OptionExercise complexType) | Specifies the Number of Options after the Change.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | xsd:decimal
Content: | simple
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin TradeNotionalChange complexType in fpml-business-events-5-3.xsd; see XML source
outstandingNumberOfUnits (defined in OptionExercise complexType) | Specifies the Number of Units
Namespace: | http://www.fpml.org/FpML-5/transparency
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
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin TradeNotionalChange complexType in fpml-business-events-5-3.xsd; see XML source
parentCorrelationId | An optional identifier used to correlate between related processes
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | CorrelationId
Content: | simple, 1 attribute
Defined: | locally witnin Correlation.model group in fpml-msg-5-3.xsd; see XML source
party | A legal entity or a subdivision of a legal entity.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | Party
Content: | complex, 1 attribute, 5 elements
Defined: | locally witnin PartiesAndAccounts.model group in fpml-shared-5-3.xsd; see XML source
partyId | A party identifier, e.g. a S.W.I.F.T. bank identifier code (BIC).
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | PartyReference
Content: | empty, 1 attribute
Defined: | locally witnin AccountReferenceOrPartyReference.model group in fpml-doc-5-3.xsd; see XML source
partyReference (defined in ContractIdentifier complexType) | A pointer style reference to a party identifier defined elsewhere in the document.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | PartyReference
Content: | empty, 1 attribute
Defined: | locally witnin ContractIdentifier complexType in fpml-doc-5-3.xsd; see XML source
partyReference (defined in ExerciseNotice complexType) | The party referenced has allocated the trade identifier.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | PartyReference
Content: | empty, 1 attribute
Defined: | locally witnin PartyAndAccountReferences.model group in fpml-shared-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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | PartyReference
Content: | empty, 1 attribute
Defined: | locally witnin ReturnSwapEarlyTermination complexType in fpml-eq-shared-5-3.xsd; see XML source
partyReference (in partyMessageInformation) | Identifies that party that has ownership of this information.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | PartyReference
Content: | empty, 1 attribute
Defined: | locally witnin PartyPortfolioName complexType in fpml-doc-5-3.xsd; see XML source
partyTradeIdentifier (in tradeHeader) | The trade reference identifier(s) allocated to the trade by the parties involved.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | PartyTradeIdentifier
Content: | complex, 1 attribute, 1 element
Defined: | locally witnin TradeHeader complexType in fpml-doc-5-3.xsd; see XML source
partyTradeIdentifier (in tradeReference) |
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | PartyTradeIdentifier
Content: | complex, 1 attribute, 1 element
Defined: | locally witnin PartyTradeIdentifiers complexType in fpml-doc-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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | PartyTradeIdentifierReference
Content: | empty, 1 attribute
Defined: | locally witnin GrossCashflow complexType in fpml-shared-5-3.xsd; see XML source
parValue | Specifies the nominal amount of a fixed income security or convertible bond.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin Bond complexType in fpml-asset-5-3.xsd; see XML source
passThroughItem | One to many pass through payment items.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | PassThroughItem
Content: | complex, 2 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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin PassThroughItem complexType in fpml-option-shared-5-3.xsd; see XML source
payment (defined in OptionExercise complexType) |
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | NonNegativePayment
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin OptionExercise complexType in fpml-business-events-5-3.xsd; see XML source
payment (defined in TradeAlterationPayment.model group) | Describes a payment made in settlement of the change.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | Payment
Content: | complex, 2 attributes, 3 elements
Defined: | locally witnin TradeAlterationPayment.model group in fpml-business-events-5-3.xsd; see XML source
payment (defined in TradeChangeContent complexType) | Describes a payment made in settlement of the change.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | Payment
Content: | complex, 2 attributes, 3 elements
Defined: | locally witnin TradeChangeContent complexType in fpml-business-events-5-3.xsd; see XML source
payment (in novation) | Describes a payment made in settlement of the novation.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | Payment
Content: | complex, 2 attributes, 3 elements
Defined: | locally witnin TradeNovationContent complexType in fpml-business-events-5-3.xsd; see XML source
paymentAmount (defined in EquityPremium complexType) | The currency amount of the payment.
Namespace: | http://www.fpml.org/FpML-5/transparency
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 NonNegativePayment complexType) | Non negative payment amount.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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) |
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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 fixedPayment) | Payment amount, which is optional since the payment amount may be calculated using fixed strike and number of open units.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | Money
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin PaymentDetail complexType in fpml-doc-5-3.xsd; see XML source
paymentDate (defined in EquityPremium complexType) | The payment date.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | AdjustableDate
Content: | complex, 1 attribute, 1 element
Defined: | locally witnin EquityPremium complexType in fpml-eq-shared-5-3.xsd; see XML source
paymentDate (defined in Payment complexType) | The payment date.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | AdjustableOrAdjustedDate
Content: | complex, 1 attribute, 2 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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | AdjustableOrRelativeDate
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin SimplePayment complexType in fpml-shared-5-3.xsd; see XML source
paymentDate (in paymentDetail) | Payment date.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | AdjustableOrRelativeDate
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin ReturnSwapPaymentDates complexType in fpml-eq-shared-5-3.xsd; see XML source
paymentDates (defined in InterestRateStream complexType) | The payment dates schedule.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | PaymentDates
Content: | complex, 1 attribute, 1 element
Defined: | locally witnin InterestRateStream complexType in fpml-ird-5-3.xsd; see XML source
paymentDates (in exercise in commodityOption) | Dates on which payments will be made.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | AdjustableDatesOrRelativeDateOffset
Content: | complex, 2 elements
Defined: | locally witnin CommodityNonPeriodicPaymentDates.model group in fpml-com-5-3.xsd; see XML source
paymentDates (in rateOfReturn) | Specifies the payment dates of the swap.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | ReturnSwapPaymentDates
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin ReturnLegValuation complexType in fpml-eq-shared-5-3.xsd; see XML source
paymentDatesInterim | Specifies the interim payment dates of the swap.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | AdjustableOrRelativeDates
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin ReturnSwapPaymentDates complexType in fpml-eq-shared-5-3.xsd; see XML source
paymentDaysOffset | Specifies any offset from the adjusted Calculation Period start date or adjusted Calculation Period end date applicable to each Payment Date.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | DateOffset
Content: | complex, 1 attribute, 3 elements
Defined: | locally witnin CommodityRelativePaymentDates complexType in fpml-com-5-3.xsd; see XML source
paymentDetail | A container element allowing a schedule of payments associated with the Independent Amount.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | PaymentDetail
Content: | complex, 1 attribute, 3 elements
Defined: | locally witnin IndependentAmount complexType in fpml-doc-5-3.xsd; see XML source
paymentFrequency (defined in BondCalculation.model group) | Specifies the frequency at which the bond pays, e.g. 6M.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | PaymentReference
Content: | empty, 1 attribute
Defined: | locally witnin PaymentDetails complexType in fpml-shared-5-3.xsd; see XML source
paymentRule | A type defining the calculation rule.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | PaymentType
Content: | simple, 1 attribute
Defined: | locally witnin Payment complexType in fpml-shared-5-3.xsd; see XML source
paymentType (in additionalPayment in correlationSwap) | Payment classification.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | PaymentType
Content: | simple, 1 attribute
Defined: | locally witnin ReturnSwapAdditionalPayment complexType in fpml-eq-shared-5-3.xsd; see XML source
payRelativeTo | 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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | CommodityPayRelativeToEvent
Content: | simple, 1 attribute
Defined: | locally witnin CommodityRelativePaymentDates complexType in fpml-com-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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin Premium.model group in fpml-shared-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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | PeriodEnum
Content: | simple
Defined: | locally witnin TenorPeriod complexType in fpml-fx-5-3.xsd; see XML source
periodicDates (defined in AdjustableRelativeOrPeriodicDates complexType) |
Namespace: | http://www.fpml.org/FpML-5/transparency
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) |
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | PeriodicPayment
Content: | complex, 1 attribute, 3 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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | AdjustableDates
Content: | complex, 1 attribute, 3 elements
Defined: | locally witnin CommodityDeliveryPeriods complexType in fpml-com-5-3.xsd; see XML source
periodsSchedule | The Delivery Periods for this leg of the swap.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | PersonReference
Content: | empty, 1 attribute
Defined: | locally witnin RelatedPerson complexType in fpml-shared-5-3.xsd; see XML source
physicalExercise | The parameters for defining how the commodity option can be exercised into a physical transaction.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | CommodityPhysicalExercise
Content: | complex, 4 elements
Defined: | locally witnin CommodityPhysicalOption.model group in fpml-com-5-3.xsd; see XML source
physicalSettlement (defined in CreditDerivativesNotices complexType) | This element corresponds to the Notice of Intended Physical Settlement Delivered Under Old Transaction under the EXHIBIT C to 2004 ISDA Novation Definitions.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin CreditDerivativesNotices complexType in fpml-doc-5-3.xsd; see XML source
physicalSettlement (defined in OptionExercise complexType) |
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | PhysicalSettlement
Content: | complex, 3 elements
Defined: | locally witnin OptionExercise complexType in fpml-business-events-5-3.xsd; see XML source
pipeline | Specified the delivery conditions where the oil product is to be delivered by pipeline.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | CommodityPipeline
Content: | simple, 1 attribute
Defined: | locally witnin OilPipelineDelivery complexType in fpml-com-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).
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | AssetPool
Content: | complex, 4 elements
Defined: | locally witnin Mortgage complexType in fpml-asset-5-3.xsd; see XML source
portfolio | An arbitary grouping of trade references (and possibly other portfolios).
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | Portfolio
Content: | complex, 1 attribute, 3 elements
Defined: | locally witnin Portfolio complexType in fpml-doc-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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | PortfolioName
Content: | simple, 2 attributes
Defined: | locally witnin PortfolioReferenceBase complexType in fpml-msg-5-3.xsd; see XML source
portfolioName (in partyPortfolioName) |
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | PortfolioName
Content: | simple, 2 attributes
Defined: | locally witnin PartyPortfolioName complexType in fpml-doc-5-3.xsd; see XML source
portfolioReference (defined in PortfolioConstituentReference.model group) |
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | PortfolioConstituentReference
Content: | complex, 2 elements
Defined: | locally witnin PortfolioConstituentReference.model group in fpml-msg-5-3.xsd; see XML source
portfolioReference (defined in PortfolioReference.model group) |
Namespace: | http://www.fpml.org/FpML-5/transparency
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) |
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | PortfolioReferenceBase
Content: | complex, 1 element
Defined: | locally witnin PortfolioReferenceBase.model group in fpml-msg-5-3.xsd; see XML source
positive | The maxmium amount by which the quantity delivered can exceed the agreed quantity.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | xsd:string
Content: | simple
Defined: | locally witnin Address complexType in fpml-shared-5-3.xsd; see XML source
postitive | The maximum percentage amount by which the quantity delivered can exceed the agreed quantity.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | RestrictedPercentage
Content: | simple
Defined: | locally witnin PercentageTolerance complexType in fpml-com-5-3.xsd; see XML source
precision | Specifies the rounding precision in terms of a number of decimal places.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | xsd:nonNegativeInteger
Content: | simple
Defined: | locally witnin Rounding complexType in fpml-shared-5-3.xsd; see XML source
premium (defined in OptionBaseExtended complexType) | The option premium payable by the buyer to the seller.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | Premium
Content: | complex, 1 attribute, 4 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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | Payment
Content: | complex, 2 attributes, 3 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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | CommodityPremium
Content: | complex, 1 attribute, 3 elements
Defined: | locally witnin CommodityOption complexType in fpml-com-5-3.xsd; see XML source
premium (in fxOption) | Premium amount or premium installment amount for an option.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | FxOptionPremium
Content: | complex, 1 attribute, 3 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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | Payment
Content: | complex, 2 attributes, 3 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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | ProductReference
Content: | empty, 1 attribute
Defined: | locally witnin Strategy complexType in fpml-doc-5-3.xsd; see XML source
premiumType | Forward start Premium type
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | PremiumTypeEnum
Content: | simple
Defined: | locally witnin EquityPremium complexType in fpml-eq-shared-5-3.xsd; see XML source
prePayment |
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin PrePayment complexType in fpml-eqd-5-3.xsd; see XML source
prePaymentAmount |
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | NonNegativeMoney
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin PrePayment complexType in fpml-eqd-5-3.xsd; see XML source
prePaymentDate |
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | AdjustableDate
Content: | complex, 1 attribute, 1 element
Defined: | locally witnin PrePayment complexType in fpml-eqd-5-3.xsd; see XML source
presentValueAmount | The amount representing the present value of the forecast payment.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | Money
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin PaymentDiscounting.model group in fpml-shared-5-3.xsd; see XML source
price (defined in FixedPrice complexType) | The Fixed Price.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin FixedPrice complexType in fpml-com-5-3.xsd; see XML source
price (in strike in bondOption) |
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | PriceExpressionEnum
Content: | simple
Defined: | locally witnin ActualPrice complexType in fpml-asset-5-3.xsd; see XML source
priceMaterialityPercentage | 2005 Commodity Definitions only.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | Money
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin Premium.model group in fpml-shared-5-3.xsd; see XML source
priceUnit | The unit of measure used to calculate the Fixed Price.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | QuantityUnit
Content: | simple, 1 attribute
Defined: | locally witnin Price.model group in fpml-com-5-3.xsd; see XML source
pricingDates | Commodity Pricing Dates.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | CommodityPricingDates
Content: | complex, 1 attribute, 5 elements
Defined: | locally witnin FloatingLegCalculation complexType in fpml-com-5-3.xsd; see XML source
primaryRateSource | The primary source for where the rate observation will occur.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | InformationSource
Content: | complex, 3 elements
Defined: | locally witnin FxSpotRateSource complexType in fpml-shared-5-3.xsd; see XML source
principalAmount (defined in InstrumentTradePrincipal complexType) | The net and/or gross value of the amount traded in native currency.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | NonNegativeMoney
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin PrincipalExchangeAmount complexType in fpml-eq-shared-5-3.xsd; see XML source
principalExchangeAmount (defined in PrincipalExchange complexType) | The principal exchange amount.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | PrincipalExchangeDescriptions
Content: | complex, 2 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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | PrincipalExchanges
Content: | complex, 1 attribute, 3 elements
Defined: | locally witnin PrincipalExchangeFeatures complexType in fpml-eq-shared-5-3.xsd; see XML source
product | An abstract element used as a place holder for the substituting product elements.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | Product
Content: | complex, 1 attribute, 3 elements
Abstract: | (may not be used directly in instance XML documents)
Subst.Gr: | may be substituted with 25 elements
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Used: | at 28 locations
productId | A product reference identifier.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | ProductId
Content: | simple, 1 attribute
Defined: | locally witnin Product.model group in fpml-shared-5-3.xsd; see XML source
productType | A classification of the type of product.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | ProductType
Content: | simple, 1 attribute
Defined: | locally witnin Product.model group in fpml-shared-5-3.xsd; see XML source
protectionTerms (in creditDefaultSwap in creditDefaultSwapOption) | 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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | ProtectionTerms
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin LimitedCreditDefaultSwap complexType in fpml-cd-5-3.xsd; see XML source
protectionTerms (in creditDefaultSwap) | 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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | ProtectionTerms
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin CreditDefaultSwap 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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | InformationSource
Content: | complex, 3 elements
Defined: | locally witnin CommodityReferencePriceFramework.model group in fpml-asset-5-3.xsd; see XML source
publicationDate (defined in ContractualMatrix complexType) | Specifies the publication date of the applicable version of the matrix.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | xsd:date
Content: | simple
Defined: | locally witnin ContractualMatrix complexType in fpml-shared-5-3.xsd; see XML source
publicationDate (defined in ContractualTermsSupplement complexType) | Specifies the publication date of the applicable version of the contractual supplement.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | xsd:date
Content: | simple
Defined: | locally witnin ContractualTermsSupplement complexType in fpml-shared-5-3.xsd; see XML source
publicExecutionReport |
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | PublicExecutionReport
Content: | complex, 3 attributes, 15 elements
Defined: | globally in fpml-transparency-processes-5-3.xsd; see XML source
Used: | at 1 location
publicExecutionReportAcknowledgement |
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | Acknowledgement
Content: | complex, 3 attributes, 8 elements
Defined: | globally in fpml-transparency-processes-5-3.xsd; see XML source
Used: | never
publicExecutionReportException |
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | Exception
Content: | complex, 3 attributes, 6 elements
Defined: | globally in fpml-transparency-processes-5-3.xsd; see XML source
Used: | never
publicExecutionReportRetracted |
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | PublicExecutionReportRetracted
Content: | complex, 3 attributes, 14 elements
Defined: | globally in fpml-transparency-processes-5-3.xsd; see XML source
Used: | at 1 location
publiclyAvailableInformation | 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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin CreditDerivativesNotices complexType in fpml-doc-5-3.xsd; see XML source
publiclyReported | When the public report of this was created or received by this party.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | NonNegativeMoney
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin FxOption complexType in fpml-fx-5-3.xsd; see XML source
quantity | Amount of commodity per quantity frequency.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | NonNegativeDecimal
Content: | simple
Defined: | locally witnin UnitQuantity complexType in fpml-com-5-3.xsd; see XML source
quantityReference | A pointer style reference to a quantity defined on another leg.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | QuantityReference
Content: | empty, 1 attribute
Defined: | locally witnin CommodityNotionalQuantity.model group in fpml-com-5-3.xsd; see XML source
quantityStep | The quantity per Calculation Period.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | CommodityNotionalQuantity
Content: | complex, 1 attribute, 1 element
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | QuantityUnit
Content: | simple, 1 attribute
Defined: | locally witnin UnitQuantity complexType in fpml-com-5-3.xsd; see XML source
queryParameter |
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | QueryParameter
Content: | complex, 3 elements
Defined: | locally witnin QueryPortfolio complexType in fpml-doc-5-3.xsd; see XML source
queryParameterId |
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | QueryParameterId
Content: | simple, 2 attributes
Defined: | locally witnin QueryParameter complexType in fpml-doc-5-3.xsd; see XML source
queryParameterOperator |
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | QueryParameterOperator
Content: | simple, 2 attributes
Defined: | locally witnin QueryParameter complexType in fpml-doc-5-3.xsd; see XML source
queryParameterValue |
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | xsd:normalizedString
Content: | simple
Defined: | locally witnin QueryParameter complexType in fpml-doc-5-3.xsd; see XML source
quotationCharacteristics | Allows information about how the price was quoted to be provided.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | QuotationCharacteristics
Content: | complex, 13 elements
Defined: | locally witnin Price complexType in fpml-asset-5-3.xsd; see XML source
quote (defined in GenericProduct complexType) | The currency or currencies in which the product can settle.
Namespace: | http://www.fpml.org/FpML-5/transparency
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 InstrumentTradePricing complexType) |
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | BasicQuotation
Content: | complex, 1 attribute, 14 elements
Defined: | locally witnin InstrumentTradePricing complexType in fpml-doc-5-3.xsd; see XML source
quote (in premium in fxOption) | This is the option premium as quoted.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | PremiumQuote
Content: | complex, 2 elements
Defined: | locally witnin FxOptionPremium complexType in fpml-fx-5-3.xsd; see XML source
quote (in publicExecutionReport) | Pricing information for the trade.
Namespace: | http://www.fpml.org/FpML-5/transparency
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 (in standardProduct) | Pricing information for the trade.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | QuoteBasisEnum
Content: | simple
Defined: | locally witnin QuotedCurrencyPair complexType in fpml-shared-5-3.xsd; see XML source
quoteBasis (in quote in premium in fxOption) | The method by which the option premium was quoted.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | PremiumQuoteBasisEnum
Content: | simple
Defined: | locally witnin PremiumQuote 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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | QuotedCurrencyPair
Content: | complex, 3 elements
Defined: | locally witnin FxRateAsset complexType in fpml-asset-5-3.xsd; see XML source
quotedCurrencyPair (in underlyer defined in GenericProduct complexType) | Describes the composition of a rate that has been quoted.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | PositiveDecimal
Content: | simple
Defined: | locally witnin ExchangeRate complexType in fpml-fx-5-3.xsd; see XML source
rate (in strike defined in DualCurrencyFeature complexType) | The rate of exchange between the two currencies of the leg of a deal.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | PositiveDecimal
Content: | simple
Defined: | locally witnin FxStrikePrice complexType in fpml-fx-5-3.xsd; see XML source
rateCalculation | The base element for the floating rate calculation definitions.
Namespace: | http://www.fpml.org/FpML-5/transparency
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
rateIndex | Identifies a simple underlying asset that is an interest rate index.
Namespace: | http://www.fpml.org/FpML-5/transparency
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
rateOfReturn | Specifies the terms of the initial price of the return type swap and of the subsequent valuations of the underlyer.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | FxSpotRateSource
Content: | complex, 3 elements
Defined: | locally witnin FxRateAsset complexType in fpml-asset-5-3.xsd; see XML source
rateSourcePage | A specific page for the rate source for obtaining a market rate.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | xsd:string
Content: | simple
Defined: | locally witnin InformationSource complexType in fpml-shared-5-3.xsd; see XML source
realisedVarianceMethod | The contract specifies whether which price must satisfy the boundary condition.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | RealisedVarianceMethodEnum
Content: | simple
Defined: | locally witnin BoundedVariance complexType in fpml-eq-shared-5-3.xsd; see XML source
reason | An instance of the Reason type used to record the nature of any errors associated with a message.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | Reason
Content: | complex, 5 elements
Defined: | locally witnin Exception.model group in fpml-msg-5-3.xsd; see XML source
reasonCode | A machine interpretable error code.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | ReasonCode
Content: | simple, 1 attribute
Defined: | locally witnin Reason complexType in fpml-msg-5-3.xsd; see XML source
recallSpread | Spread used if exercised before make whole date.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin MakeWholeProvisions complexType in fpml-eq-shared-5-3.xsd; see XML source
redemptionDate | Earlier date between the convertible bond put dates and its maturity date.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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).
Namespace: | http://www.fpml.org/FpML-5/transparency
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).
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | xsd:string
Content: | simple
Defined: | locally witnin ReferenceBank complexType in fpml-shared-5-3.xsd; see XML source
referenceEntity (defined in ReferencePair 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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | LegalEntity
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin ReferencePair complexType in fpml-cd-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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | LegalEntity
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin ReferenceInformation complexType in fpml-cd-5-3.xsd; see XML source
referenceEntity (in simpleCreditDefaultSwap) | The entity for which this is defined.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | LegalEntity
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin CreditEntity.model group in fpml-asset-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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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).
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | ReferenceInformation
Content: | complex, 4 elements
Defined: | locally witnin GeneralTerms complexType in fpml-cd-5-3.xsd; see XML source
referenceObligation (defined in ReferencePair complexType) | The Reference Obligation is a financial instrument that is either issued or guaranteed by the reference entity.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | ReferenceObligation
Content: | complex, 4 elements
Defined: | locally witnin ReferencePair 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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | ReferenceObligation
Content: | complex, 4 elements
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | ReferenceSwapCurve
Content: | complex, 2 elements
Defined: | locally witnin BondOptionStrike complexType in fpml-bond-option-5-3.xsd; see XML source
relatedExchangeId | A short form unique identifier for a related exchange.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | ExchangeId
Content: | simple, 1 attribute
Defined: | locally witnin ExchangeIdentifier.model group in fpml-asset-5-3.xsd; see XML source
relatedParty | Identifies a related party performing a role within the transaction.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | RelatedParty
Content: | complex, 3 elements
Defined: | locally witnin TradeInformation 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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | RelativeDateOffset
Content: | complex, 1 attribute, 3 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).
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | RelativeDateOffset
Content: | complex, 1 attribute, 3 elements
Defined: | locally witnin AdjustableOrRelativeDate complexType in fpml-shared-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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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).
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | RelativeDates
Content: | complex, 1 attribute, 3 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).
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | RelativeDates
Content: | complex, 1 attribute, 3 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
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | DeterminationMethodReference
Content: | empty, 1 attribute
Defined: | locally witnin ReturnSwapNotional complexType in fpml-eq-shared-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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | CommodityRelativePaymentDates
Content: | complex, 1 attribute, 8 elements
Defined: | locally witnin CommodityPaymentDates.model group in fpml-com-5-3.xsd; see XML source
relevantUnderlyingDate (in americanExercise) | The date on the underlying set by the exercise of an option.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | AdjustableOrRelativeDates
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin BermudaExercise complexType in fpml-shared-5-3.xsd; see XML source
remainingAmount | The amount which represents the portion of the Old Contract not being novated.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin TradeNovationContent complexType in fpml-business-events-5-3.xsd; see XML source
replacementTradeId |
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | TradeId
Content: | simple, 2 attributes
Defined: | locally witnin CompressionActivity complexType in fpml-business-events-5-3.xsd; see XML source
reportId | An identifier for the specific instance of this report.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | ReportId
Content: | simple, 1 attribute
Defined: | locally witnin ReportSectionIdentification complexType in fpml-msg-5-3.xsd; see XML source
reportIdentification |
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | ReportSectionIdentification
Content: | complex, 2 elements
Defined: | locally witnin ReportSectionIdentification.model group in fpml-msg-5-3.xsd; see XML source
requestEventStatus |
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | RequestEventStatus
Content: | complex, 3 attributes, 9 elements
Defined: | globally in fpml-msg-5-3.xsd; see XML source
Used: | never
resetDate (defined in FxLinkedNotionalAmount complexType) |
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | xsd:date
Content: | simple
Defined: | locally witnin FxLinkedNotionalAmount complexType in fpml-ird-5-3.xsd; see XML source
resetDate (defined in RateObservation complexType) | The reset date.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | xsd:date
Content: | simple
Defined: | locally witnin RateObservation complexType in fpml-shared-5-3.xsd; see XML source
resetDates | The reset dates schedule.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | ResetDates
Content: | complex, 1 attribute, 1 element
Defined: | locally witnin InterestRateStream complexType in fpml-ird-5-3.xsd; see XML source
resetFrequency (in interestLegResetDates) | The frequency at which reset dates occur.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | ResetFrequency
Content: | complex, 1 attribute, 2 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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | ResetFrequency
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin ResetDates complexType in fpml-ird-5-3.xsd; see XML source
resetRelativeTo | Specifies whether the reset dates are determined with respect to each adjusted calculation period start date or adjusted calculation period end date.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | ResetRelativeToEnum
Content: | simple
Defined: | locally witnin InterestLegResetDates complexType in fpml-eq-shared-5-3.xsd; see XML source
resourceId | The unique identifier of the resource within the event.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | ResourceType
Content: | simple, 1 attribute
Defined: | locally witnin Resource complexType in fpml-shared-5-3.xsd; see XML source
restructuring | A credit event.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | Restructuring
Content: | complex, 1 element
Defined: | locally witnin CreditEvents complexType in fpml-option-shared-5-3.xsd; see XML source
resultingTrade | The trade that resulted from the physical settlement.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | Trade
Content: | complex, 1 attribute, 2 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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | PartyTradeIdentifier
Content: | complex, 1 attribute, 1 element
Defined: | locally witnin PhysicalSettlement complexType in fpml-business-events-5-3.xsd; see XML source
return | Specifies the conditions under which dividend affecting the underlyer will be paid to the receiver of the amounts.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | Return
Content: | complex, 1 element
Defined: | locally witnin ReturnLeg complexType in fpml-eq-shared-5-3.xsd; see XML source
returnLeg | Return amounts of the return type swap.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | ReturnLeg
Content: | complex, 1 attribute, 10 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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | ReturnSwap
Content: | complex, 1 attribute, 7 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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | DirectionalLeg
Content: | complex, 1 attribute, 3 elements
Abstract: | (may not be used directly in instance XML documents)
Subst.Gr: | may be substituted with 2 elements
Defined: | globally in fpml-eq-shared-5-3.xsd; see XML source
Used: | at 3 locations
returnType | Defines the type of return associated with the return swap.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | ReturnTypeEnum
Content: | simple
Defined: | locally witnin Return complexType in fpml-eq-shared-5-3.xsd; see XML source
risk | Specifies how the risk associated with the delivery is assigned.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | CommodityDeliveryRisk
Content: | simple, 1 attribute
Defined: | locally witnin OilPipelineDelivery complexType in fpml-com-5-3.xsd; see XML source
role (defined in PartyRelationship complexType) | The category of the relationship.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | PartyRole
Content: | simple, 1 attribute
Defined: | locally witnin PartyRelationship complexType in fpml-shared-5-3.xsd; see XML source
role (defined in RelatedBusinessUnit complexType) | The category of the relationship.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | BusinessUnitRole
Content: | simple, 1 attribute
Defined: | locally witnin RelatedBusinessUnit complexType in fpml-shared-5-3.xsd; see XML source
role (defined in RelatedPerson complexType) | The category of the relationship.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | PersonRole
Content: | simple, 1 attribute
Defined: | locally witnin RelatedPerson complexType in fpml-shared-5-3.xsd; see XML source
role (in relatedParty) | The category of the relationship.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | PartyRole
Content: | simple, 1 attribute
Defined: | locally witnin RelatedParty complexType in fpml-shared-5-3.xsd; see XML source
rollConvention | 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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | RollConventionEnum
Content: | simple
Defined: | locally witnin CalculationPeriodFrequency complexType in fpml-shared-5-3.xsd; see XML source
roundingDirection | Specifies the rounding direction.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | xsd:string
Content: | simple
Defined: | locally witnin RoutingExplicitDetails.model group in fpml-shared-5-3.xsd; see XML source
scheduledTerminationDate | The scheduled date on which the credit protection will lapse.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | AdjustableDate2
Content: | complex, 1 attribute, 1 element
Defined: | locally witnin GeneralTerms complexType in fpml-cd-5-3.xsd; see XML source
secondaryRateSource | An alternative, or secondary, source for where the rate observation will occur.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | InformationSource
Content: | complex, 3 elements
Defined: | locally witnin FxSpotRateSource complexType in fpml-shared-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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | xsd:positiveInteger
Content: | simple
Defined: | locally witnin ReportSectionIdentification complexType in fpml-msg-5-3.xsd; see XML source
sector | The sector classification of the mortgage obligation.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | MortgageSector
Content: | simple, 1 attribute
Defined: | locally witnin Mortgage complexType in fpml-asset-5-3.xsd; see XML source
seller (defined in Strike complexType) | The party that has sold.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | IdentifiedPayerReceiver
Content: | simple, 1 attribute
Defined: | locally witnin StrikeSchedule complexType in fpml-shared-5-3.xsd; see XML source
sendTo | A unique identifier (within its coding scheme) indicating an intended recipent of a message.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | MessageAddress
Content: | simple, 1 attribute
Defined: | locally witnin MessageHeader.model group in fpml-msg-5-3.xsd; see XML source
seniority | The repayment precedence of a debt instrument.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | CreditSeniority
Content: | simple, 1 attribute
Defined: | locally witnin FixedIncomeSecurityContent.model group in fpml-asset-5-3.xsd; see XML source
sentBy | The unique identifier (within its coding scheme) for the originator of a message instance.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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 PortfolioConstituentReference.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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | xsd:positiveInteger
Content: | simple
Defined: | locally witnin PortfolioConstituentReference complexType 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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | xsd:positiveInteger
Content: | simple
Defined: | locally witnin PortfolioReference complexType in fpml-msg-5-3.xsd; see XML source
servicingParty | A reference to the party that services/supports the account.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | PartyReference
Content: | empty, 1 attribute
Defined: | locally witnin Account complexType in fpml-shared-5-3.xsd; see XML source
settlementAmount (defined in EquityOptionTermination complexType) |
Namespace: | http://www.fpml.org/FpML-5/transparency
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
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | Money
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin SettlementAmountOrCurrency.model group in fpml-shared-5-3.xsd; see XML source
settlementAmountPaymentDate |
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | AdjustableDate
Content: | complex, 1 attribute, 1 element
Defined: | locally witnin EquityOptionTermination 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).
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | Currency
Content: | simple, 1 attribute
Defined: | locally witnin SettlementAmountOrCurrency.model group in fpml-shared-5-3.xsd; see XML source
settlementDate (defined in EquityExerciseValuationSettlement complexType) | Date on which settlement of option premiums will occur.
Namespace: | http://www.fpml.org/FpML-5/transparency
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) |
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | AdjustableOrRelativeDate
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin BullionPhysicalLeg complexType in fpml-com-5-3.xsd; see XML source
settlementInformation | The information required to settle a currency payment.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | SettlementInformation
Content: | complex, 2 elements
Defined: | locally witnin PaymentDetails complexType in fpml-shared-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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | SettlementMethod
Content: | simple, 1 attribute
Defined: | locally witnin SettlementInstruction complexType in fpml-shared-5-3.xsd; see XML source
settlementPeriods | The specification of the Settlement Periods in which the electricity will be delivered.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | SettlementPeriods
Content: | complex, 1 attribute, 6 elements
Defined: | locally witnin ElectricityPhysicalLeg complexType 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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | CommodityNotionalQuantity
Content: | complex, 1 attribute, 1 element
Defined: | locally witnin CommoditySettlementPeriodsNotionalQuantitySchedule complexType 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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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 CommoditySettlementPeriodsNotionalQuantity complexType) | The range(s) of Settlement Periods to which the Notional Quantity applies.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | SettlementPeriodsReference
Content: | empty, 1 attribute
Defined: | locally witnin CommoditySettlementPeriodsNotionalQuantity complexType in fpml-com-5-3.xsd; see XML source
settlementPeriodsReference (defined in SettlementPeriodsFixedPrice complexType) |
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | SettlementPeriodsReference
Content: | empty, 1 attribute
Defined: | locally witnin SettlementPeriodsFixedPrice 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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | SettlementPeriodsReference
Content: | empty, 1 attribute
Defined: | locally witnin CommoditySettlementPeriodsNotionalQuantitySchedule 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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | SettlementPeriodsStep
Content: | complex, 1 element
Defined: | locally witnin SettlementPeriodsSchedule complexType in fpml-com-5-3.xsd; see XML source
settlementType (defined in OptionExercise complexType) |
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | SettlementTypeEnum
Content: | simple
Defined: | locally witnin OptionExercise complexType in fpml-business-events-5-3.xsd; see XML source
settlementType (defined in OptionSettlement.model group) |
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | SettlementTypeEnum
Content: | simple
Defined: | locally witnin OptionSettlement.model group in fpml-option-shared-5-3.xsd; see XML source
side (defined in QuotationCharacteristics.model group) | The side (bid/mid/ask) of the measure.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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
singlePayment | Specifies a single fixed amount that is payable by the buyer to the seller on the fixed rate payer payment date.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | SinglePayment
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin FeeLeg complexType in fpml-cd-5-3.xsd; see XML source
singleUnderlyer | Describes the swap's underlyer when it has only one asset component.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | SingleUnderlyer
Content: | complex, 6 elements
Defined: | locally witnin Underlyer complexType in fpml-asset-5-3.xsd; see XML source
sizeInBytes | Indicates the size of the resource in bytes.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin Resource complexType in fpml-shared-5-3.xsd; see XML source
soldAs | Indicates how the product was original sold as a Put or a Call.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | PutCallEnum
Content: | simple
Defined: | locally witnin FxOption complexType in fpml-fx-5-3.xsd; see XML source
specialDividends | If present and true, then special dividends and memorial dividends are applicable.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | InterestAccrualsMethod
Content: | complex, 2 elements
Defined: | locally witnin CompoundingRate complexType in fpml-eq-shared-5-3.xsd; see XML source
specifiedExchangeId | A short form unique identifier for a specified exchange.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin ExerciseProcedure complexType in fpml-shared-5-3.xsd; see XML source
spotPrice (defined in EquityOption complexType) | The price per share, index or basket observed on the trade or effective date.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | NonNegativeDecimal
Content: | simple
Defined: | locally witnin EquityOption complexType in fpml-eqd-5-3.xsd; see XML source
spotPrice (in equityOptionTransactionSupplement) | The price per share, index or basket observed on the trade or effective date.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | NonNegativeDecimal
Content: | simple
Defined: | locally witnin EquityDerivativeShortFormBase complexType in fpml-eqd-5-3.xsd; see XML source
spotRate (defined in DualCurrencyFeature complexType) | The spot rate at the time the trade was agreed.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin DualCurrencyFeature complexType in fpml-fx-5-3.xsd; see XML source
spotRate (in crossRate) | An optional element used for FX forwards and certain types of FX OTC options.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | PositiveDecimal
Content: | simple
Defined: | locally witnin CrossRate 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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | PositiveDecimal
Content: | simple
Defined: | locally witnin ExchangeRate complexType in fpml-fx-5-3.xsd; see XML source
spotRate (in fxOption) | An optional element used for FX forwards and certain types of FX OTC options.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | PositiveDecimal
Content: | simple
Defined: | locally witnin FxOption complexType in fpml-fx-5-3.xsd; see XML source
spread (defined in SwapCurveValuation complexType) | Spread in basis points over the floating rate index.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin SwapCurveValuation complexType in fpml-bond-option-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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | Money
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin FloatingLegCalculation complexType in fpml-com-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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin CreditOptionStrike complexType in fpml-cd-5-3.xsd; see XML source
spreadSchedule | The ISDA Spread or a Spread schedule expressed as explicit spreads and dates.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | SpreadSchedule
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin FloatingRate complexType in fpml-shared-5-3.xsd; see XML source
spreadStep | The spread per Calculation Period.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | Money
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin CommoditySpreadSchedule 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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin PubliclyAvailableInformation complexType in fpml-option-shared-5-3.xsd; see XML source
standardSettlementStyle | An optional element used to describe how a trade will settle.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | StandardSettlementStyleEnum
Content: | simple
Defined: | locally witnin SettlementInformation complexType in fpml-shared-5-3.xsd; see XML source
startDate | Date on which this period begins.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | xsd:date
Content: | simple
Defined: | locally witnin Period.model group in fpml-shared-5-3.xsd; see XML source
startingDate | Specifies the date from which the early termination clause can be exercised.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | xsd:string
Content: | simple
Defined: | locally witnin Address complexType in fpml-shared-5-3.xsd; see XML source
status (in approval) | The current state of approval (.e.g preapproved, pending approval, etc.)
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | xsd:normalizedString
Content: | simple
Defined: | locally witnin Approval complexType in fpml-doc-5-3.xsd; see XML source
status (in statusItem) | An event status value.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | EventStatus
Content: | simple, 1 attribute
Defined: | locally witnin EventStatusItem complexType in fpml-msg-5-3.xsd; see XML source
statusItem |
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | EventStatusItem
Content: | complex, 2 elements
Defined: | locally witnin EventStatusResponse complexType in fpml-msg-5-3.xsd; see XML source
step | A schedule of step date and value pairs.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | Step
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin CalculationAmount complexType in fpml-cd-5-3.xsd; see XML source
stepDate | The date on which the associated stepValue becomes effective.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | xsd:date
Content: | simple
Defined: | locally witnin StepBase complexType in fpml-shared-5-3.xsd; see XML source
stepValue (defined in NonNegativeStep complexType) | The non-negative rate or amount which becomes effective on the associated stepDate.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | NonNegativeDecimal
Content: | simple
Defined: | locally witnin NonNegativeStep complexType in fpml-shared-5-3.xsd; see XML source
stepValue (defined in PositiveStep complexType) | The strictly positive rate or amount which becomes effective on the associated stepDate.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | PositiveDecimal
Content: | simple
Defined: | locally witnin PositiveStep complexType in fpml-shared-5-3.xsd; see XML source
stepValue (in step) | The rate or amount which becomes effective on the associated stepDate.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin Step complexType in fpml-shared-5-3.xsd; see XML source
strategy | A strategy product.
Namespace: | http://www.fpml.org/FpML-5/transparency
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
streetAddress | The set of street and building number information that identifies a postal address within a city.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | xsd:string
Content: | simple
Defined: | locally witnin StreetAddress complexType in fpml-shared-5-3.xsd; see XML source
strike (defined in DualCurrencyFeature complexType) | The strike rate at which the deposit will be converted.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | DualCurrencyStrikePrice
Content: | complex, 2 elements
Defined: | locally witnin DualCurrencyFeature complexType in fpml-fx-5-3.xsd; see XML source
strike (defined in EquityOption complexType) | Defines whether it is a price or level at which the option has been, or will be, struck.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | EquityStrike
Content: | complex, 2 elements
Defined: | locally witnin EquityOption complexType in fpml-eqd-5-3.xsd; see XML source
strike (in bondOption) | Strike of the the Bond Option.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | BondOptionStrike
Content: | complex, 2 elements
Defined: | locally witnin BondOption complexType in fpml-bond-option-5-3.xsd; see XML source
strike (in creditDefaultSwapOption) | Specifies the strike of the option on credit default swap.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | CreditOptionStrike
Content: | complex, 3 elements
Defined: | locally witnin CreditDefaultSwapOption complexType in fpml-cd-5-3.xsd; see XML source
strike (in equityOptionTransactionSupplement) | Defines whether it is a price or level at which the option has been, or will be, struck.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | EquityStrike
Content: | complex, 2 elements
Defined: | locally witnin EquityDerivativeShortFormBase complexType in fpml-eqd-5-3.xsd; see XML source
strike (in fxOption) | Defines the option strike price.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | AdjustableOrRelativeDate
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin ReturnSwapLegUnderlyer complexType in fpml-eq-shared-5-3.xsd; see XML source
strikePercentage | The price or level expressed as a percentage of the forward starting spot price.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | NonNegativeMoney
Content: | complex, 1 attribute, 2 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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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 defined in DualCurrencyFeature complexType) | The method by which the strike rate is quoted, in terms of the deposit (principal) and alternate currencies.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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).
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | FixedRateReference
Content: | empty, 1 attribute
Defined: | locally witnin CreditOptionStrike complexType in fpml-cd-5-3.xsd; see XML source
string (defined in AdditionalData complexType) | Provides extra information as string.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | xsd:string
Content: | simple
Defined: | locally witnin ExternalDocument complexType in fpml-shared-5-3.xsd; see XML source
string (in attachment) | Provides extra information as string.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | Money
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin StubValue complexType in fpml-shared-5-3.xsd; see XML source
stubEndDate | End date of stub period.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | AdjustableOrRelativeDate
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin Stub complexType in fpml-shared-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).
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | AdjustableOrRelativeDate
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin Stub complexType in fpml-shared-5-3.xsd; see XML source
submissionsComplete (defined in ReportIdentification complexType) | Indicates whether all sections have been sent for this report instance ID.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin ReportIdentification complexType in fpml-msg-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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin PortfolioReference complexType in fpml-msg-5-3.xsd; see XML source
suffix | Name suffix, such as Jr., III, etc.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | xsd:normalizedString
Content: | simple
Defined: | locally witnin Person complexType in fpml-shared-5-3.xsd; see XML source
supplyEndTime | The time at which gas delivery should end on each day of the Delivery Period(s).
Namespace: | http://www.fpml.org/FpML-5/transparency
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).
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | xsd:normalizedString
Content: | simple
Defined: | locally witnin Person complexType in fpml-shared-5-3.xsd; see XML source
swap | A swap product definition.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | Swap
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
swap (in swaption) |
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | LimitedSwap
Content: | complex, 2 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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin EquityPremium complexType in fpml-eq-shared-5-3.xsd; see XML source
swapStream (in swap in swaption) | The swap streams.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | InterestRateStream
Content: | complex, 1 attribute, 5 elements
Defined: | locally witnin LimitedSwap complexType in fpml-ird-5-3.xsd; see XML source
swapStream (in swap) | The swap streams.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | InterestRateStream
Content: | complex, 1 attribute, 5 elements
Defined: | locally witnin Swap complexType in fpml-ird-5-3.xsd; see XML source
swaption | A swaption product definition.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | Swaption
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
swapUnwindValue |
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | SwapCurveValuation
Content: | complex, 4 elements
Defined: | locally witnin ReferenceSwapCurve complexType in fpml-bond-option-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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | ElectricityDeliverySystemFirm
Content: | complex, 1 element
Defined: | locally witnin ElectricityDeliveryType complexType in fpml-com-5-3.xsd; see XML source
telephone | A telephonic contact.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | TelephoneNumber
Content: | complex, 2 elements
Defined: | locally witnin ContactInformation complexType in fpml-shared-5-3.xsd; see XML source
tenorPeriod | Denotes the tenor on which both currencies traded will settle.
Namespace: | http://www.fpml.org/FpML-5/transparency
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 deposit) | Specifies the term of the deposit, e.g. 5Y.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | Period
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin Deposit complexType in fpml-asset-5-3.xsd; see XML source
term (in rateIndex) | Specifies the term of the simple swap, e.g. 5Y.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | Period
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin RateIndex complexType in fpml-asset-5-3.xsd; see XML source
term (in simpleCreditDefaultSwap) | Specifies the term of the simple CD swap, e.g. 5Y.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | Period
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin SimpleIRSwap complexType in fpml-asset-5-3.xsd; see XML source
terminatingEvent |
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | TerminatingEvent
Content: | simple, 1 attribute
Defined: | locally witnin Events.model group in fpml-business-events-5-3.xsd; see XML source
termination |
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | TradeNotionalChange
Content: | complex, 11 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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | AdjustableDate2
Content: | complex, 1 attribute, 1 element
Defined: | locally witnin GenericProduct complexType in fpml-generic-5-3.xsd; see XML source
terminationDate (defined in PartyRelationship complexType) | The date on which the relationship ends or ended.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | xsd:date
Content: | simple
Defined: | locally witnin PartyRelationship complexType in fpml-shared-5-3.xsd; see XML source
terminationDate (in calculationPeriodDates) | The last day of the term of the trade.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | AdjustableDate
Content: | complex, 1 attribute, 1 element
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | AdjustableOrRelativeDate
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin InterestLegCalculationPeriodDates complexType in fpml-eq-shared-5-3.xsd; see XML source
time (defined in OffsetPrevailingTime complexType) |
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | PrevailingTime
Content: | complex, 2 elements
Defined: | locally witnin OffsetPrevailingTime complexType in fpml-shared-5-3.xsd; see XML source
time (defined in OptionExpiry complexType) |
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | xsd:time
Content: | simple
Defined: | locally witnin OptionExpiry complexType in fpml-business-events-5-3.xsd; see XML source
time (defined in QuotationCharacteristics.model group) | When the quote was observed or derived.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | xsd:dateTime
Content: | simple
Defined: | locally witnin QuotationCharacteristics.model group in fpml-asset-5-3.xsd; see XML source
time (in optionExpiry) |
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | xsd:time
Content: | simple
Defined: | locally witnin OptionExpiryBase complexType in fpml-business-events-5-3.xsd; see XML source
timestamp | Other timestamps for this trade.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | TradeProcessingTimestamps
Content: | complex, 5 elements
Defined: | locally witnin TradeInformation 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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | QuoteTiming
Content: | simple, 1 attribute
Defined: | locally witnin QuotationCharacteristics.model group in fpml-asset-5-3.xsd; see XML source
totalNotionalQuantity | The Total Notional Quantity.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | UnitQuantity
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin ElectricityPhysicalQuantity complexType in fpml-com-5-3.xsd; see XML source
trade (defined in Events.model group) |
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | Trade
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin Events.model group in fpml-business-events-5-3.xsd; see XML source
trade (defined in TradeAmendmentContent complexType) | A fulll description of the amended trade (i.e. the trade after the amendment).
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | Trade
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin TradeAmendmentContent complexType in fpml-business-events-5-3.xsd; see XML source
trade (defined in TradeChangeContent complexType) | A full description of the amended trade.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | Trade
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin TradeChangeContent complexType in fpml-business-events-5-3.xsd; see XML source
trade (defined in TradeOrTradeReference.model group) | An element that allows the full details of the trade to be used as a mechanism for identifying the trade for which the post-trade event pertains
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | Trade
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin TradeOrTradeReference.model group in fpml-doc-5-3.xsd; see XML source
trade (in dataDocument) | The root element in an FpML trade document.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | Trade
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin DataDocument complexType in fpml-doc-5-3.xsd; see XML source
tradeDate | The trade date.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | IdentifiedDate
Content: | simple, 1 attribute
Defined: | locally witnin TradeHeader complexType in fpml-doc-5-3.xsd; see XML source
tradeHeader | The information on the trade which is not product specific, e.g. trade date.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | TradeHeader
Content: | complex, 3 elements
Defined: | locally witnin Trade complexType in fpml-doc-5-3.xsd; see XML source
tradeId (defined in TradeIdentifier complexType) |
Namespace: | http://www.fpml.org/FpML-5/transparency
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) |
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | TradeId
Content: | simple, 2 attributes
Defined: | locally witnin VersionedTradeId complexType in fpml-doc-5-3.xsd; see XML source
tradeId (in portfolio) |
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | TradeId
Content: | simple, 2 attributes
Defined: | locally witnin Portfolio complexType in fpml-doc-5-3.xsd; see XML source
tradeIdentifier (defined in BestFitTrade complexType) | The identifier for the trade compared against.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | TradeIdentifier
Content: | complex, 1 attribute, 1 element
Defined: | locally witnin BestFitTrade complexType in fpml-doc-5-3.xsd; see XML source
tradeIdentifier (defined in DeClear complexType) |
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | PartyTradeIdentifier
Content: | complex, 1 attribute, 1 element
Defined: | locally witnin DeClear complexType in fpml-business-events-5-3.xsd; see XML source
tradeIdentifier (defined in EventIdentifier complexType) |
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | TradeIdentifier
Content: | complex, 1 attribute, 1 element
Defined: | locally witnin EventIdentifier complexType in fpml-msg-5-3.xsd; see XML source
tradeIdentifier (defined in OptionExercise complexType) |
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | PartyTradeIdentifier
Content: | complex, 1 attribute, 1 element
Defined: | locally witnin OptionExercise complexType in fpml-business-events-5-3.xsd; see XML source
tradeIdentifier (defined in OptionExpiry complexType) |
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | PartyTradeIdentifier
Content: | complex, 1 attribute, 1 element
Defined: | locally witnin OptionExpiry complexType in fpml-business-events-5-3.xsd; see XML source
tradeIdentifier (in optionExpiry) |
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | PartyTradeIdentifier
Content: | complex, 1 attribute, 1 element
Defined: | locally witnin OptionExpiryBase complexType in fpml-business-events-5-3.xsd; see XML source
tradeIdentifier (in publicExecutionReportRetracted) |
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | PartyTradeIdentifier
Content: | complex, 1 attribute, 1 element
Defined: | locally witnin PublicExecutionReportRetracted complexType in fpml-transparency-processes-5-3.xsd; see XML source
tradeIdentifier (in tradeMaturity) |
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | PartyTradeIdentifier
Content: | complex, 1 attribute, 1 element
Defined: | locally witnin TradeMaturity complexType in fpml-business-events-5-3.xsd; see XML source
tradeInformation | Additional trade information that may be provided by each involved party.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | TradeInformation
Content: | complex, 15 elements
Defined: | locally witnin TradeHeader complexType in fpml-doc-5-3.xsd; see XML source
tradeMaturity |
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | TradeMaturity
Content: | complex, 2 elements
Defined: | locally witnin MaturityAndExpiryEvents.model group in fpml-business-events-5-3.xsd; see XML source
tradeReference | A container since an individual trade can be referenced by two or more different partyTradeIdentifier elements - each allocated by a different party.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | PartyTradeIdentifiers
Content: | complex, 1 element
Defined: | locally witnin TradeOrTradeReference.model group in fpml-doc-5-3.xsd; see XML source
tranche (in indexReferenceInformation) | This element contains CDS tranche terms.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | Tranche
Content: | complex, 2 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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | OilTransferDelivery
Content: | complex, 2 elements
Defined: | locally witnin OilDelivery complexType in fpml-com-5-3.xsd; see XML source
treatedForecastRate | The value representing the forecast rate after applying rate treatment rules.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin RateObservation complexType in fpml-shared-5-3.xsd; see XML source
triggerTimeType | The valuation time type of knock condition.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | TriggerTimeTypeEnum
Content: | simple
Defined: | locally witnin Trigger complexType in fpml-option-shared-5-3.xsd; see XML source
triggerType | The Triggering condition.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | ContractualSupplement
Content: | simple, 1 attribute
Defined: | locally witnin ContractualTermsSupplement complexType in fpml-shared-5-3.xsd; see XML source
type (defined in PartyRelationship complexType) | Additional definition refining the type of relationship.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | PartyRoleType
Content: | simple, 1 attribute
Defined: | locally witnin PartyRelationship complexType in fpml-shared-5-3.xsd; see XML source
type (in agreement) | The type of agreement executed between the parties.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | CoalProductType
Content: | simple, 1 attribute
Defined: | locally witnin CoalProduct complexType in fpml-com-5-3.xsd; see XML source
type (in creditSupportAgreement) | The type of ISDA Credit Support Agreement
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | CreditSupportAgreementType
Content: | simple, 1 attribute
Defined: | locally witnin CreditSupportAgreement complexType in fpml-shared-5-3.xsd; see XML source
type (in electricity) | The type of electricity product to be delivered.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | OilProductType
Content: | simple, 1 attribute
Defined: | locally witnin OilProduct complexType in fpml-com-5-3.xsd; see XML source
type (in relatedParty) | Additional definition refining the type of relationship.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | PartyRoleType
Content: | simple, 1 attribute
Defined: | locally witnin RelatedParty complexType in fpml-shared-5-3.xsd; see XML source
type (in spreadSchedule) |
Namespace: | http://www.fpml.org/FpML-5/transparency
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).
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | TelephoneTypeEnum
Content: | simple
Defined: | locally witnin TelephoneNumber complexType in fpml-shared-5-3.xsd; see XML source
type (in timestamp) |
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | IdentifiedDate
Content: | simple, 1 attribute
Defined: | locally witnin AdjustableDates complexType in fpml-shared-5-3.xsd; see XML source
unadjustedEndDate | Unadjusted inclusive dividend period end date.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | IdentifiedDate
Content: | simple, 1 attribute
Defined: | locally witnin DividendPeriod complexType in fpml-eq-shared-5-3.xsd; see XML source
unadjustedFirstDate | The first date of a date range.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | xsd:date
Content: | simple
Defined: | locally witnin DateRange complexType in fpml-shared-5-3.xsd; see XML source
unadjustedPrincipalExchangeDate |
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | xsd:date
Content: | simple
Defined: | locally witnin PrincipalExchange complexType in fpml-ird-5-3.xsd; see XML source
unadjustedStartDate | Unadjusted inclusive dividend period start date.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | IdentifiedDate
Content: | simple, 1 attribute
Defined: | locally witnin DividendPeriod complexType in fpml-eq-shared-5-3.xsd; see XML source
unadjustedVarianceCap | For use when varianceCap is applicable.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | TradeUnderlyer2
Content: | complex, 1 attribute, 5 elements
Defined: | locally witnin GenericProduct complexType in fpml-generic-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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | Underlyer
Content: | complex, 2 elements
Defined: | locally witnin ReturnSwapLegUnderlyer complexType in fpml-eq-shared-5-3.xsd; see XML source
underlyerNotional | Specifies the notional (i.e. price * quantity) that is associated with each of the basket constituents.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | AssetReference
Content: | empty, 1 attribute
Defined: | locally witnin DividendPeriod complexType in fpml-eq-shared-5-3.xsd; see XML source
underlyerReference (in passThroughItem) | Reference to the underlyer whose payments are being passed through.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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 15 locations
underlyingEquity | Specifies the equity in which the convertible bond can be converted.
Namespace: | http://www.fpml.org/FpML-5/transparency
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 AbsoluteTolerance complexType) | The unit in which the tolerance is specified.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | QuantityUnit
Content: | simple, 1 attribute
Defined: | locally witnin AbsoluteTolerance complexType in fpml-com-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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | QuantityUnit
Content: | simple, 1 attribute
Defined: | locally witnin CommodityReferencePriceFramework.model group in fpml-asset-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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | ElectricityDeliveryUnitFirm
Content: | complex, 1 element
Defined: | locally witnin ElectricityDeliveryType complexType in fpml-com-5-3.xsd; see XML source
units | The units in which an amount (not monetary) is denominated.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin ReferenceInformation complexType in fpml-cd-5-3.xsd; see XML source
upperBarrier | All observations above this price level will be excluded from the variance calculation.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | xsd:anyURI
Content: | simple
Defined: | locally witnin ExternalDocument complexType in fpml-shared-5-3.xsd; see XML source
url (in attachment) | Indicates where the resource can be found, as a URL that references the information on a web server accessible to the message recipient.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | xsd:anyURI
Content: | simple
Defined: | locally witnin Resource complexType in fpml-shared-5-3.xsd; see XML source
validation |
Namespace: | http://www.fpml.org/FpML-5/transparency
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
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | Validation
Content: | simple, 1 attribute
Defined: | locally witnin Reason complexType in fpml-msg-5-3.xsd; see XML source
valuation | Valuation of the underlyer.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | EquityValuation
Content: | complex, 1 attribute, 9 elements
Defined: | locally witnin DirectionalLegUnderlyerValuation complexType in fpml-eq-shared-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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | xsd:date
Content: | simple
Defined: | locally witnin QuotationCharacteristics.model group in fpml-asset-5-3.xsd; see XML source
valuationDates | Specifies the interim equity valuation dates of a swap.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | AdjustableOrRelativeDates
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin EquityValuation complexType in fpml-eq-shared-5-3.xsd; see XML source
valuationPriceFinal | Specifies the final valuation price of the underlyer.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | ReturnLegValuationPrice
Content: | complex, 10 elements
Defined: | locally witnin ReturnLegValuation complexType in fpml-eq-shared-5-3.xsd; see XML source
valuationRules | Specifies valuation.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | EquityValuation
Content: | complex, 1 attribute, 9 elements
Defined: | locally witnin ReturnLegValuationPrice complexType in fpml-eq-shared-5-3.xsd; see XML source
valuationTime | The specific time of day at which the calculation agent values the underlying.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | BusinessCenterTime
Content: | complex, 2 elements
Defined: | locally witnin EquityValuation complexType in fpml-eq-shared-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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin Quotation.model group in fpml-asset-5-3.xsd; see XML source
value (in quote in premium in fxOption) | The value of the premium quote.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin PremiumQuote complexType in fpml-fx-5-3.xsd; see XML source
value (in timestamp) |
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | xsd:dateTime
Content: | simple
Defined: | locally witnin TradeTimestamp complexType in fpml-doc-5-3.xsd; see XML source
valueDate (defined in FutureValueAmount complexType) | Adjusted value date of the future value amount.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | xsd:date
Content: | simple
Defined: | locally witnin FutureValueAmount complexType in fpml-shared-5-3.xsd; see XML source
valueDate (defined in FxCoreDetails.model group) | The date on which both currencies traded will settle.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | xsd:date
Content: | simple
Defined: | locally witnin FxCoreDetails.model group in fpml-fx-5-3.xsd; see XML source
valueDate (in commodityForward) | Specifies the value date of the Commodity Forward Transaction.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | AdjustableOrRelativeDate
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin CommodityForward complexType in fpml-com-5-3.xsd; see XML source
valueDate (in europeanExercise in fxOption) | The date on which both currencies traded will settle.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | xsd:date
Content: | simple
Defined: | locally witnin FxEuropeanExercise complexType in fpml-fx-5-3.xsd; see XML source
variance | Specifies Variance.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin Variance complexType in fpml-eq-shared-5-3.xsd; see XML source
varianceLeg (in varianceSwapTransactionSupplement in varianceOptionTransactionSupplement) | Variance Leg.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | VarianceLeg
Content: | complex, 1 attribute, 10 elements
Defined: | locally witnin LimitedVarianceSwapTransactionSupplement complexType in fpml-variance-swaps-5-3.xsd; see XML source
varianceLeg (in varianceSwapTransactionSupplement) | Variance Leg.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | VarianceLeg
Content: | complex, 1 attribute, 10 elements
Defined: | locally witnin VarianceSwapTransactionSupplement complexType in fpml-variance-swaps-5-3.xsd; see XML source
varianceOptionTransactionSupplement | Specifies the structure of a variance option.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | VarianceOptionTransactionSupplement
Content: | complex, 1 attribute, 9 elements
Subst.Gr: | may substitute for element product
Defined: | globally in fpml-variance-swaps-5-3.xsd; see XML source
Used: | never
varianceStrikePrice |
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | NonNegativeDecimal
Content: | simple
Defined: | locally witnin Variance complexType in fpml-eq-shared-5-3.xsd; see XML source
varianceSwapTransactionSupplement | Specifies the structure of a variance swap transaction supplement.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | VarianceSwapTransactionSupplement
Content: | complex, 1 attribute, 4 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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | LimitedVarianceSwapTransactionSupplement
Content: | complex, 1 element
Defined: | locally witnin VarianceOptionTransactionSupplement complexType in fpml-variance-swaps-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).
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | ConfirmationMethod
Content: | simple, 1 attribute
Defined: | locally witnin TradeInformation complexType in fpml-doc-5-3.xsd; see XML source
version (defined in VersionHistory.model group) | The version number
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | VersionedContractId
Content: | complex, 3 elements
Defined: | locally witnin ContractIdentifier complexType in fpml-doc-5-3.xsd; see XML source
volatilityStrikePrice |
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | PositiveDecimal
Content: | simple
Defined: | locally witnin ElectricityProduct complexType in fpml-com-5-3.xsd; see XML source
withdrawalPoint | The location at which the transfer of the title to the commodity takes place.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | CommodityDeliveryPoint
Content: | simple, 1 attribute
Defined: | locally witnin OilPipelineDelivery complexType 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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin CommodityFixedPriceSchedule complexType in fpml-com-5-3.xsd; see XML source
writtenConfirmation | Specifies whether or not Written Confirmation applies to a Commodity Option Transaction.
Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin CommodityPhysicalExercise complexType in fpml-com-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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | complex, 4 elements
Defined: | globally in fpml-com-5-3.xsd; see XML source
Includes: | definitions of 4 elements
Used: | never
Account | A generic account that represents any party's account at another party.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | empty, 1 attribute
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 2 locations
Acknowledgement |
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | complex, 3 attributes, 8 elements
Defined: | globally in fpml-msg-5-3.xsd; see XML source
Includes: | definition of 1 element
Used: | at 1 location
ActualPrice |
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | complex, 5 elements
Defined: | globally in fpml-msg-5-3.xsd; see XML source
Includes: | definitions of 5 elements
Used: | at 2 locations
AdditionalEvent | Abstract base type for an extension/substitution point to customize FpML and add additional events.
Namespace: | http://www.fpml.org/FpML-5/transparency
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
AdditionalPaymentAmount | Specifies the amount of the fee along with, when applicable, the formula that supports its determination.
Namespace: | http://www.fpml.org/FpML-5/transparency
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
Address | A type that represents a physical postal address.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | complex, 1 attribute, 1 element
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 10 locations
AdjustableDate2 | A type that is different from AdjustableDate in two regards.
Namespace: | http://www.fpml.org/FpML-5/transparency
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 5 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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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 5 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
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | complex, 1 attribute, 2 elements
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definitions of 1 attribute, 1 element
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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 33 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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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 |
Namespace: | http://www.fpml.org/FpML-5/transparency
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 3 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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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 3 locations
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | complex, 1 attribute, 4 elements
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definition of 1 element
Used: | never
AgreementType |
Namespace: | http://www.fpml.org/FpML-5/transparency
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 |
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | simple, 1 attribute
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 1 location
Allocation |
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | complex, 8 elements
Defined: | globally in fpml-doc-5-3.xsd; see XML source
Includes: | definitions of 3 elements
Used: | at 1 location
Allocations |
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | complex, 1 element
Defined: | globally in fpml-doc-5-3.xsd; see XML source
Includes: | definition of 1 element
Used: | never
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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
AnyAssetReference | A reference to an asset, e.g. a portfolio, trade, or reference instrument..
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | empty, 1 attribute
Defined: | globally in fpml-asset-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | never
Approval | A specific approval state in the workflow.
Namespace: | http://www.fpml.org/FpML-5/transparency
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 |
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | complex, 1 element
Defined: | globally in fpml-doc-5-3.xsd; see XML source
Includes: | definition of 1 element
Used: | at 1 location
Asset | Abstract base class for all underlying assets.
Namespace: | http://www.fpml.org/FpML-5/transparency
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 |
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | simple, 1 attribute
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 1 location
AssetMeasureType | A scheme identifying the types of measures that can be used to describe an asset.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | simple, 1 attribute
Defined: | globally in fpml-asset-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 1 location
AssetPool | Characterise the asset pool behind an asset backed bond.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | empty, 1 attribute
Defined: | globally in fpml-asset-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 2 locations
AutomaticExercise | A type to define automatic exercise of a swaption.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | empty
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Used: | at 1 location
AverageDailyTradingVolumeLimit | To indicate the limitation percentage and limitation period.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | complex, 2 elements
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 1 location
BasicQuotation | Some kind of numerical measure about an asset, eg. its NPV, together with characteristics of that measure.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | complex, 1 attribute, 14 elements
Defined: | globally in fpml-asset-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 5 locations
Basket | A type describing the underlyer features of a basket swap.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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 |
Namespace: | http://www.fpml.org/FpML-5/transparency
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 |
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | simple, 1 attribute
Defined: | globally in fpml-asset-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 1 location
Beneficiary | A type defining the beneficiary of the funds.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | complex, 1 attribute, 14 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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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
BoundedCorrelation | A type describing correlation bounds, which form a cap and a floor on the realized correlation.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | complex, 1 element
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definition of 1 element
Used: | never
BrokerConfirmationType | Identifies the market sector in which the trade has been arranged.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | simple, 1 attribute
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 1 location
BullionDeliveryLocation | A scheme defining where bullion is to be delivered for a Bullion Transaction.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | complex, 1 attribute, 4 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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | simple, 2 attributes
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definitions of 2 attributes
Used: | at 5 locations
BusinessCenters | A type for defining business day calendar used in determining whether a day is a business day or not.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | complex, 2 elements
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 11 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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | complex, 5 elements
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definition of 1 element
Used: | never
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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 4 locations
BusinessDayAdjustmentsReference | Reference to a business day adjustments structure.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | empty, 1 attribute
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | never
BusinessProcess | A type that can be used to identify the type of business process in a request.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | complex, 2 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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | complex, 4 elements
Defined: | globally in fpml-ird-5-3.xsd; see XML source
Includes: | definitions of 4 elements
Used: | at 1 location
CalculationAgent | A type defining the ISDA calculation agent responsible for performing duties as defined in the applicable product definitions.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | complex, 2 elements
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 3 locations
CalculationAmount |
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | complex, 1 attribute, 3 elements
Defined: | globally in fpml-cd-5-3.xsd; see XML source
Includes: | definition of 1 element
Used: | never
CalculationFromObservation | Abstract base class for all calculation from observed values.
Namespace: | http://www.fpml.org/FpML-5/transparency
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
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | complex, 1 element
Defined: | globally in fpml-ird-5-3.xsd; see XML source
Includes: | definition of 1 element
Used: | at 1 location
CalculationPeriodDates | A type defining the parameters used to generate the calculation period dates schedule, including the specification of any initial or final stub calculation periods.
Namespace: | http://www.fpml.org/FpML-5/transparency
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
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | empty, 1 attribute
Defined: | globally in fpml-com-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 2 locations
CancelableProvision | A type defining the right of a party to cancel a swap transaction on the specified exercise dates.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | complex, 2 elements
Defined: | globally in fpml-ird-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 1 location
CapFloor | A type defining an interest rate cap, floor, or cap/floor strategy (e.g. collar) product.
Namespace: | http://www.fpml.org/FpML-5/transparency
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 |
Namespace: | http://www.fpml.org/FpML-5/transparency
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
CashflowId | An identifier used to identify a single component cashflow.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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
CashflowType | A coding scheme used to describe the type or purpose of a cash flow or cash flow component.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | simple, 1 attribute
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 2 locations
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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
ChangeEvent | Abstract base type for non-negotiated trade change descriptions
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | complex, 1 attribute, 3 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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | simple, 1 attribute
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 2 locations
CoalDelivery | The physical delivery conditions for coal.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | complex, 2 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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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
CoalProduct | A type defining the characteristics of the coal being traded in a physically settled gas transaction.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | complex, 1 element
Defined: | globally in fpml-com-5-3.xsd; see XML source
Includes: | definition of 1 element
Used: | at 1 location
CoalProductType | A scheme identifying the types of coal for a physically settled coal trade.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | complex, 1 element
Defined: | globally in fpml-doc-5-3.xsd; see XML source
Includes: | definition of 1 element
Used: | at 1 location
Commission | A type describing the commission that will be charged for each of the hedge transactions.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | complex, 1 attribute, 2 elements
Defined: | globally in fpml-com-5-3.xsd; see XML source
Used: | at 1 location
CommodityBase |
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | simple, 1 attribute
Defined: | globally in fpml-asset-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 3 locations
CommodityBusinessCalendarTime | Specifies the time with respect to a commodity business calendar.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | complex, 1 attribute, 3 elements
Defined: | globally in fpml-com-5-3.xsd; see XML source
Includes: | definition of 1 element
Used: | at 2 locations
CommodityDeliveryPeriods | The different options for specifying the Delivery Periods of a physical leg.
Namespace: | http://www.fpml.org/FpML-5/transparency
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
CommodityDeliveryPoint | A scheme identifying the types of the Delivery Point for a physically settled commodity trade.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | simple, 1 attribute
Defined: | globally in fpml-com-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 3 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)
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | simple, 1 attribute
Defined: | globally in fpml-com-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 1 location
CommodityDetails |
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | complex, 1 attribute, 1 element
Defined: | globally in fpml-com-5-3.xsd; see XML source
Includes: | definition of 1 element
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | complex, 5 elements
Defined: | globally in fpml-com-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 1 location
CommodityExpireRelativeToEvent | A scheme identifying the physical event relative to which option expiration occurs.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | complex, 7 elements
Defined: | globally in fpml-com-5-3.xsd; see XML source
Includes: | definitions of 4 elements
Used: | never
CommodityForward | Commodity Forward
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | complex, 1 attribute, 7 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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | simple, 1 attribute
Defined: | globally in fpml-com-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 1 location
CommodityFxType | Identifes how the FX rate will be applied.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | simple, 1 attribute
Defined: | globally in fpml-com-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | never
CommodityHub | A type defining a hub or other reference for a physically settled commodity trade.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | complex, 2 elements
Defined: | globally in fpml-com-5-3.xsd; see XML source
Includes: | definition of 1 element
Used: | never
CommodityHubCode | A scheme identifying the code for a hub or other reference for a physically settled commodity trade.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | complex, 9 elements
Defined: | globally in fpml-com-5-3.xsd; see XML source
Includes: | definitions of 9 elements
Used: | never
CommodityMultipleExercise | A type for defining the multiple exercise provisions of an American style commodity option.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | complex, 2 elements
Defined: | globally in fpml-com-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | never
CommodityNotionalQuantity | Commodity Notional.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | complex, 1 attribute, 1 element
Defined: | globally in fpml-com-5-3.xsd; see XML source
Includes: | definitions of 1 attribute, 1 element
Used: | at 9 locations
CommodityNotionalQuantitySchedule | The Notional Quantity per Calculation Period.
Namespace: | http://www.fpml.org/FpML-5/transparency
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: | never
CommodityOption | Commodity Option.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | complex, 1 attribute, 14 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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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
CommodityPhysicalEuropeanExercise | The parameters for defining the expiration date(s) and time(s) for a European style option.
Namespace: | http://www.fpml.org/FpML-5/transparency
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
CommodityPhysicalExercise | The parameters for defining how the physically-settled commodity option can be exercised and how it is settled.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | complex, 1 attribute, 1 element
Defined: | globally in fpml-com-5-3.xsd; see XML source
Used: | at 2 locations
CommodityPhysicalQuantityBase | An abstract base class for physical quantity types.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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: | never
CommodityPipeline | The pipeline through which the physical commodity will be delivered.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | complex, 1 attribute, 3 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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | complex, 1 attribute, 5 elements
Defined: | globally in fpml-com-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 1 location
CommodityProductGrade | A scheme identifying the grade of physical commodity product to be delivered.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | simple, 1 attribute
Defined: | globally in fpml-com-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | never
CommodityRelativeExpirationDates | The Expiration Dates of the trade relative to the Calculation Periods.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | complex, 1 attribute, 2 elements
Defined: | globally in fpml-com-5-3.xsd; see XML source
Includes: | definition of 1 element
Used: | never
CommoditySettlementPeriodsNotionalQuantitySchedule | The notional quantity schedule of electricity that applies to one or more groups of Settlement Periods.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | complex, 4 elements
Defined: | globally in fpml-com-5-3.xsd; see XML source
Includes: | definition of 1 element
Used: | never
CommodityStrikeSchedule | The Strike Price per Unit per Calculation Period.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | complex, 4 elements
Defined: | globally in fpml-com-5-3.xsd; see XML source
Includes: | definition of 1 element
Used: | never
CommoditySwap | Commodity Swap.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | complex, 1 attribute, 11 elements
Defined: | globally in fpml-com-5-3.xsd; see XML source
Includes: | definitions of 8 elements
Used: | at 1 location
Compounding | Specifies the compounding method and the compounding rate.
Namespace: | http://www.fpml.org/FpML-5/transparency
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
CompoundingRate | A type defining a compounding rate.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | complex, 3 elements
Defined: | globally in fpml-asset-5-3.xsd; see XML source
Includes: | definitions of 3 elements
Used: | at 1 location
ContactInformation | A type that represents how to contact an individual or organization.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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: | never
ContractualDefinitions | The definitions, such as those published by ISDA, that will define the terms of the trade.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | simple, 1 attribute
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | never
ContractualMatrix |
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | complex, 3 elements
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definitions of 3 elements
Used: | never
ContractualSupplement | A contractual supplement (such as those published by ISDA) that will apply to the trade.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | complex, 2 elements
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | never
ConvertibleBond |
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | complex, 3 attributes, 6 elements
Defined: | globally in fpml-msg-5-3.xsd; see XML source
Includes: | definition of 1 element
Used: | at 1 location
Correlation | A type describing the correlation amount of a correlation swap.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | complex, 3 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
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | complex, 1 attribute, 10 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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | complex, 1 attribute, 5 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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | simple, 1 attribute
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 4 locations
CouponType | Defines a scheme of values for specifiying if the bond has a variable coupon, step-up/down coupon or a zero-coupon.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | simple, 1 attribute
Defined: | globally in fpml-asset-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 1 location
CreditDefaultSwap |
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | complex, 1 attribute, 6 elements
Defined: | globally in fpml-cd-5-3.xsd; see XML source
Includes: | definitions of 3 elements
Used: | at 1 location
CreditDefaultSwapOption | A complex type to support the credit default swap option.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | complex, 1 attribute, 13 elements
Defined: | globally in fpml-cd-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 1 location
CreditDerivativesNotices |
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | complex, 3 elements
Defined: | globally in fpml-doc-5-3.xsd; see XML source
Includes: | definitions of 3 elements
Used: | never
CreditEvents |
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | complex, 1 attribute, 1 element
Defined: | globally in fpml-option-shared-5-3.xsd; see XML source
Includes: | definitions of 1 attribute, 1 element
Used: | at 1 location
CreditOptionStrike | A complex type to specify the strike of a credit swaption or a credit default swap option.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | simple, 1 attribute
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 1 location
CreditSeniority | The repayment precedence of a debt instrument.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | simple, 1 attribute
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 1 location
CreditSupportAgreement | The agreement executed between the parties and intended to govern collateral arrangement for all OTC derivatives transactions between those parties.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | complex, 3 elements
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definitions of 3 elements
Used: | at 1 location
CreditSupportAgreementIdentifier |
Namespace: | http://www.fpml.org/FpML-5/transparency
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 |
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | simple, 1 attribute
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definition of 1 attribute
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | simple, 1 attribute
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 23 locations
CurveInstrument | Abstract base class for instruments intended to be used primarily for building curves.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | simple, 1 attribute
Defined: | globally in fpml-fx-5-3.xsd; see XML source
Includes: | definition of 1 attribute
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | complex, 3 attributes, 8 elements
Defined: | globally in fpml-doc-5-3.xsd; see XML source
Includes: | definitions of 4 elements
Used: | at 1 location
DateList | List of Dates
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | complex, 1 element
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definition of 1 element
Used: | at 1 location
DateOffset | A type defining an offset used in calculating a date when this date is defined in reference to another date through a date offset.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | complex, 1 attribute, 3 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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | complex, 2 elements
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 1 location
DateReference | Reference to an identified date or a complex date structure.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | empty, 1 attribute
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 3 locations
DateTimeList | List of DateTimes
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | complex, 1 element
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definition of 1 element
Used: | never
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | simple, 1 attribute
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 9 locations
DeClear | A structure describing an de-clear event.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | complex, 2 elements
Defined: | globally in fpml-business-events-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | never
Deposit |
Namespace: | http://www.fpml.org/FpML-5/transparency
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
DeterminationMethod | Coding scheme that specifies the method according to which an amount or a date is determined.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | simple, 2 attributes
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definitions of 2 attributes
Used: | at 5 locations
DeterminationMethodReference | A reference to the return swap notional determination method.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | complex, 1 attribute, 3 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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | complex, 1 attribute, 8 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
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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: | definition of 1 element
Used: | at 2 locations
DisruptionFallback | A Disruption Fallback.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | complex, 1 element
Defined: | globally in fpml-eq-shared-5-3.xsd; see XML source
Includes: | definition of 1 element
Used: | never
DividendLeg | Floating Payment Leg of a Dividend Swap.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | complex, 1 attribute, 13 elements
Defined: | globally in fpml-dividend-swaps-5-3.xsd; see XML source
Includes: | definitions of 3 elements
Used: | at 1 location
DividendPayout | A type describing the dividend payout ratio associated with an equity underlyer.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | complex, 1 attribute, 5 elements
Defined: | globally in fpml-dividend-swaps-5-3.xsd; see XML source
Includes: | definition of 1 element
Used: | at 1 location
DividendSwapTransactionSupplement | A Dividend Swap Transaction Supplement.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | complex, 1 attribute, 5 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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | complex, 2 elements
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | never
ds:CanonicalizationMethodType |
Namespace: | http://www.w3.org/2000/09/xmldsig#
Content: | mixed (allows character data), 1 attribute, elem. wildcard
Defined: | globally in xmldsig-core-schema.xsd; see XML source
Includes: | definitions of 1 attribute, elem. wildcard
Used: | at 1 location
ds:DigestMethodType |
Namespace: | http://www.w3.org/2000/09/xmldsig#
Content: | mixed (allows character data), 1 attribute, elem. wildcard
Defined: | globally in xmldsig-core-schema.xsd; see XML source
Includes: | definitions of 1 attribute, elem. wildcard
Used: | at 1 location
ds:DSAKeyValueType |
Namespace: | http://www.w3.org/2000/09/xmldsig#
Content: | complex, 7 elements
Defined: | globally in xmldsig-core-schema.xsd; see XML source
Includes: | definitions of 7 elements
Used: | at 1 location
ds:KeyInfoType |
Namespace: | http://www.w3.org/2000/09/xmldsig#
Content: | mixed (allows character data), 1 attribute, 7 elements, elem. wildcard
Defined: | globally in xmldsig-core-schema.xsd; see XML source
Includes: | definitions of 1 attribute, 7 elements, elem. wildcard
Used: | at 1 location
ds:KeyValueType |
Namespace: | http://www.w3.org/2000/09/xmldsig#
Content: | mixed (allows character data), 2 elements, elem. wildcard
Defined: | globally in xmldsig-core-schema.xsd; see XML source
Includes: | definitions of 2 elements, elem. wildcard
Used: | at 1 location
ds:ManifestType |
Namespace: | http://www.w3.org/2000/09/xmldsig#
Content: | complex, 1 attribute, 1 element
Defined: | globally in xmldsig-core-schema.xsd; see XML source
Includes: | definitions of 1 attribute, 1 element
Used: | at 1 location
ds:ObjectType |
Namespace: | http://www.w3.org/2000/09/xmldsig#
Content: | mixed (allows character data), 3 attributes, elem. wildcard
Defined: | globally in xmldsig-core-schema.xsd; see XML source
Includes: | definitions of 3 attributes, elem. wildcard
Used: | at 1 location
ds:PGPDataType |
Namespace: | http://www.w3.org/2000/09/xmldsig#
Content: | complex, 3 elements, 2 elem. wildcards
Defined: | globally in xmldsig-core-schema.xsd; see XML source
Includes: | definitions of 3 elements, 2 elem. wildcards
Used: | at 1 location
ds:ReferenceType |
Namespace: | http://www.w3.org/2000/09/xmldsig#
Content: | complex, 3 attributes, 3 elements
Defined: | globally in xmldsig-core-schema.xsd; see XML source
Includes: | definitions of 3 attributes, 3 elements
Used: | at 1 location
ds:RetrievalMethodType |
Namespace: | http://www.w3.org/2000/09/xmldsig#
Content: | complex, 2 attributes, 1 element
Defined: | globally in xmldsig-core-schema.xsd; see XML source
Includes: | definitions of 2 attributes, 1 element
Used: | at 1 location
ds:RSAKeyValueType |
Namespace: | http://www.w3.org/2000/09/xmldsig#
Content: | complex, 2 elements
Defined: | globally in xmldsig-core-schema.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 1 location
ds:SignatureMethodType |
Namespace: | http://www.w3.org/2000/09/xmldsig#
Content: | mixed (allows character data), 1 attribute, 1 element, elem. wildcard
Defined: | globally in xmldsig-core-schema.xsd; see XML source
Includes: | definitions of 1 attribute, 1 element, elem. wildcard
Used: | at 1 location
ds:SignaturePropertiesType |
Namespace: | http://www.w3.org/2000/09/xmldsig#
Content: | complex, 1 attribute, 1 element
Defined: | globally in xmldsig-core-schema.xsd; see XML source
Includes: | definitions of 1 attribute, 1 element
Used: | at 1 location
ds:SignaturePropertyType |
Namespace: | http://www.w3.org/2000/09/xmldsig#
Content: | mixed (allows character data), 2 attributes, elem. wildcard
Defined: | globally in xmldsig-core-schema.xsd; see XML source
Includes: | definitions of 2 attributes, elem. wildcard
Used: | at 1 location
ds:SignatureType |
Namespace: | http://www.w3.org/2000/09/xmldsig#
Content: | complex, 1 attribute, 4 elements
Defined: | globally in xmldsig-core-schema.xsd; see XML source
Includes: | definitions of 1 attribute, 4 elements
Used: | at 1 location
ds:SignatureValueType |
Namespace: | http://www.w3.org/2000/09/xmldsig#
Content: | simple, 1 attribute
Defined: | globally in xmldsig-core-schema.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 1 location
ds:SignedInfoType |
Namespace: | http://www.w3.org/2000/09/xmldsig#
Content: | complex, 1 attribute, 3 elements
Defined: | globally in xmldsig-core-schema.xsd; see XML source
Includes: | definitions of 1 attribute, 3 elements
Used: | at 1 location
ds:SPKIDataType |
Namespace: | http://www.w3.org/2000/09/xmldsig#
Content: | complex, 1 element, elem. wildcard
Defined: | globally in xmldsig-core-schema.xsd; see XML source
Includes: | definitions of 1 element, elem. wildcard
Used: | at 1 location
ds:TransformsType |
Namespace: | http://www.w3.org/2000/09/xmldsig#
Content: | complex, 1 element
Defined: | globally in xmldsig-core-schema.xsd; see XML source
Includes: | definition of 1 element
Used: | at 1 location
ds:TransformType |
Namespace: | http://www.w3.org/2000/09/xmldsig#
Content: | mixed (allows character data), 1 attribute, 1 element, elem. wildcard
Defined: | globally in xmldsig-core-schema.xsd; see XML source
Includes: | definitions of 1 attribute, 1 element, elem. wildcard
Used: | at 1 location
ds:X509DataType |
Namespace: | http://www.w3.org/2000/09/xmldsig#
Content: | complex, 5 elements, elem. wildcard
Defined: | globally in xmldsig-core-schema.xsd; see XML source
Includes: | definitions of 5 elements, elem. wildcard
Used: | at 1 location
ds:X509IssuerSerialType |
Namespace: | http://www.w3.org/2000/09/xmldsig#
Content: | complex, 2 elements
Defined: | globally in xmldsig-core-schema.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 1 location
DualCurrencyFeature | Describes the parameters for a dual currency deposit.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | complex, 6 elements
Defined: | globally in fpml-fx-5-3.xsd; see XML source
Includes: | definitions of 6 elements
Used: | never
DualCurrencyStrikePrice | A type that describes the rate of exchange at which the embedded option in a Dual Currency Deposit has been struck.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | complex, 2 elements
Defined: | globally in fpml-fx-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 1 location
EarlyTerminationProvision | A type defining an early termination provision for a swap.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | complex, 1 attribute, 4 elements
Defined: | globally in fpml-ird-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 1 location
ElectricityDelivery | The physical delivery conditions for electricity.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | complex, 2 elements
Defined: | globally in fpml-com-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 1 location
ElectricityDeliveryFirm | The physical delivery obligation options specific to a firm transaction.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | empty
Defined: | globally in fpml-com-5-3.xsd; see XML source
Used: | at 1 location
ElectricityDeliveryPoint | A scheme identifying the types of the Delivery Point for a physically settled electricity trade.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | complex, 1 element
Defined: | globally in fpml-com-5-3.xsd; see XML source
Includes: | definition of 1 element
Used: | at 1 location
ElectricityDeliveryType |
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | complex, 1 element
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | complex, 1 attribute, 5 elements
Defined: | globally in fpml-com-5-3.xsd; see XML source
Includes: | definitions of 5 elements
Used: | at 1 location
ElectricityPhysicalQuantity | The quantity of gas to be delivered.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | complex, 1 attribute, 1 element
Defined: | globally in fpml-com-5-3.xsd; see XML source
Includes: | definition of 1 element
Used: | at 1 location
ElectricityProduct | The specification of the electricity to be delivered.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | complex, 2 elements
Defined: | globally in fpml-com-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 1 location
Empty | A special type meant to be used for elements with no content and no attributes.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | empty
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Used: | at 2 locations
EntityId | A legal entity identifier (e.g.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | complex, 1 attribute, 7 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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | complex, 1 attribute, 8 elements
Defined: | globally in fpml-eqd-5-3.xsd; see XML source
Includes: | definitions of 3 elements
Used: | at 1 location
EquityDerivativeBase | A type for defining the common features of equity derivatives.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | complex, 1 attribute, 8 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 5 elements
Used: | at 2 locations
EquityDerivativeLongFormBase | type for defining the common features of equity derivatives.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | complex, 1 attribute, 8 elements
Abstract: | (cannot be assigned directly to elements used in instance XML documents)
Defined: | globally in fpml-eqd-5-3.xsd; see XML source
Used: | at 2 locations
EquityDerivativeShortFormBase | A type for defining short form equity option basic features.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | complex, 1 attribute, 12 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 1 location
EquityEuropeanExercise | A type for defining exercise procedures associated with a European style exercise of an equity option.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | complex, 4 elements
Defined: | globally in fpml-eqd-5-3.xsd; see XML source
Includes: | definitions of 4 elements
Used: | at 2 locations
EquityForward | A type for defining equity forwards.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | complex, 1 attribute, 9 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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | complex, 1 attribute, 13 elements
Defined: | globally in fpml-eqd-5-3.xsd; see XML source
Includes: | definitions of 5 elements
Used: | never
EquityOptionTermination | A type for defining Equity Option Termination.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | complex, 1 attribute, 14 elements
Defined: | globally in fpml-eqd-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 1 location
EquityPremium | A type used to describe the amount paid for an equity option.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | complex, 1 attribute, 6 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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | complex, 2 elements
Defined: | globally in fpml-eq-shared-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 2 locations
EquitySwapTransactionSupplement | A type for defining Equity Swap Transaction Supplement
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | complex, 1 attribute, 7 elements
Defined: | globally in fpml-return-swaps-5-3.xsd; see XML source
Used: | at 1 location
EquityValuation | A type for defining how and when an equity option is to be valued.
Namespace: | http://www.fpml.org/FpML-5/transparency
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 2 locations
EuropeanExercise | A type defining the exercise period for a European style option together with any rules governing the notional amount of the underlying which can be exercised on any given exercise date and any associated exercise fees.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | complex, 1 attribute, 1 element
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definition of 1 element
Used: | at 1 location
EventIdentifier | Identification of a business event, for example through its correlation id or a business identifier.
Namespace: | http://www.fpml.org/FpML-5/transparency
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 |
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | complex, 9 elements
Defined: | globally in fpml-business-events-5-3.xsd; see XML source
Used: | never
EventsChoice |
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | complex, 6 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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | simple, 1 attribute
Defined: | globally in fpml-msg-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 1 location
EventStatusItem | A type used in event status enquiry messages which relates an event identifier to its current status value.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | complex, 3 attributes, 8 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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | complex, 3 attributes, 6 elements
Defined: | globally in fpml-msg-5-3.xsd; see XML source
Includes: | definition of 1 element
Used: | at 3 locations
ExceptionMessageHeader | A type defining the content model for an exception message header.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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: | never
ExerciseFee | A type defining the fee payable on exercise of an option.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | complex, 4 elements
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definitions of 4 elements
Used: | never
ExerciseFeeSchedule | A type to define a fee or schedule of fees to be payable on the exercise of an option.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | complex, 4 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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | complex, 3 elements
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definitions of 3 elements
Used: | at 3 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).
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | complex, 5 elements
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definitions of 5 elements
Used: | never
ExerciseProcedureOption | A type describing how notice of exercise should be given.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | complex, 2 elements
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 1 location
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | complex, 4 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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | complex, 6 elements
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definitions of 6 elements
Used: | never
FacilityType | A type describing the type of loan facility.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | simple, 1 attribute
Defined: | globally in fpml-asset-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 1 location
FeeLeg |
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | complex, 1 attribute, 3 elements
Defined: | globally in fpml-cd-5-3.xsd; see XML source
Includes: | definitions of 3 elements
Used: | at 2 locations
FirstPeriodStartDate |
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | simple, 1 attribute
Defined: | globally in fpml-doc-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | never
FixedAmountCalculation |
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | complex, 1 element
Defined: | globally in fpml-cd-5-3.xsd; see XML source
Includes: | definition of 1 element
Used: | at 1 location
FixedPaymentAmount | Fixed payment amount within a Dividend Swap.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | complex, 1 attribute, 1 element
Defined: | globally in fpml-dividend-swaps-5-3.xsd; see XML source
Includes: | definition of 1 element
Used: | at 1 location
FixedPaymentLeg | Fixed Payment Leg of a Dividend Swap.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | complex, 1 attribute, 4 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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | complex, 1 attribute, 4 elements
Defined: | globally in fpml-com-5-3.xsd; see XML source
Used: | at 1 location
FixedRate | The calculation period fixed rate.
Namespace: | http://www.fpml.org/FpML-5/transparency
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 |
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | empty, 1 attribute
Defined: | globally in fpml-cd-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 1 location
FloatingLegCalculation | A type to capture details relevant to the calculation of the floating price.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | complex, 2 elements
Defined: | globally in fpml-com-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 1 location
FloatingPriceLeg | Floating Price Leg of a Commodity Swap.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | complex, 1 attribute, 5 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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | complex, 1 attribute, 5 elements
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definitions of 3 elements
Used: | at 3 locations
FloatingRateCalculation | A type defining the floating rate and definitions relating to the calculation of floating rate amounts.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | complex, 1 attribute, 5 elements
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Used: | at 3 locations
FloatingRateCalculationReference | Reference to a floating rate calculation of interest calculation component.
Namespace: | http://www.fpml.org/FpML-5/transparency
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
FloatingRateIndex | The ISDA Floating Rate Option, i.e. the floating rate index.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | simple, 1 attribute
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 4 locations
ForecastRateIndex | A type defining a rate index.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | complex, 2 elements
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | never
Formula | A type describing a financial formula, with its description and components.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | complex, 3 elements
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definitions of 3 elements
Used: | at 2 locations
FormulaComponent | Elements describing the components of the formula.
Namespace: | http://www.fpml.org/FpML-5/transparency
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
Fra | A type defining a Forward Rate Agreement (FRA) product.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | complex, 1 attribute, 11 elements
Defined: | globally in fpml-ird-5-3.xsd; see XML source
Includes: | definitions of 8 elements
Used: | at 1 location
Frequency | A type defining a time frequency, e.g. one day, three months.
Namespace: | http://www.fpml.org/FpML-5/transparency
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 4 locations
FrequencyType | Frequency Type.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | complex, 1 attribute, 4 elements
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | never
FxAmericanExercise | Describes the characteristics for american exercise of FX products.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | complex, 1 attribute, 3 elements
Defined: | globally in fpml-fx-5-3.xsd; see XML source
Used: | at 1 location
FxCashSettlement | A type that is used for describing cash settlement of an option / non deliverable forward.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | complex, 2 elements
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | never
FxConversion |
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | complex, 2 elements
Defined: | globally in fpml-asset-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 1 location
FxDigitalAmericanExercise | Descrines the characteristics for American exercise in FX digital options.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | complex, 1 attribute, 3 elements
Defined: | globally in fpml-fx-5-3.xsd; see XML source
Includes: | definitions of 3 elements
Used: | at 1 location
FxEuropeanExercise | Describes the characteristics for European exercise of FX products.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | complex, 1 attribute, 4 elements
Defined: | globally in fpml-fx-5-3.xsd; see XML source
Includes: | definitions of 4 elements
Used: | at 1 location
FxFixing | A type that specifies the source for and timing of a fixing of an exchange rate.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | complex, 3 elements
Defined: | globally in fpml-shared-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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | complex, 4 elements
Defined: | globally in fpml-ird-5-3.xsd; see XML source
Includes: | definitions of 4 elements
Used: | never
FxMultipleExercise | Describes the limits on the size of notional when multiple exercise is allowed.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | complex, 2 elements
Defined: | globally in fpml-fx-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | never
FxOption | Describes an FX option with optional asian and barrier features.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | complex, 1 attribute, 12 elements
Defined: | globally in fpml-fx-5-3.xsd; see XML source
Includes: | definitions of 9 elements
Used: | at 1 location
FxOptionPremium | A type that specifies the premium exchanged for a single option trade or option strategy.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | complex, 1 attribute, 3 elements
Defined: | globally in fpml-fx-5-3.xsd; see XML source
Includes: | definition of 1 element
Used: | at 1 location
FxRate | A type describing the rate of a currency conversion: pair of currency, quotation mode and exchange rate.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | complex, 2 elements
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 3 locations
FxRateAsset |
Namespace: | http://www.fpml.org/FpML-5/transparency
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
FxSingleLeg | A type defining either a spot or forward FX transactions.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | complex, 1 attribute, 11 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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | complex, 3 elements
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definitions of 3 elements
Used: | at 3 locations
FxStrikePrice | A type that describes the rate of exchange at which the option has been struck.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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 |
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | complex, 1 attribute, 8 elements
Defined: | globally in fpml-fx-5-3.xsd; see XML source
Used: | at 2 locations
GasDeliveryPeriods | The different options for specifying the Delivery Periods for a physically settled gas trade.
Namespace: | http://www.fpml.org/FpML-5/transparency
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
GasPhysicalLeg | Physically settled leg of a physically settled gas transaction.
Namespace: | http://www.fpml.org/FpML-5/transparency
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
GasPhysicalQuantity | The quantity of gas to be delivered.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | complex, 1 attribute, 4 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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | complex, 1 element
Defined: | globally in fpml-com-5-3.xsd; see XML source
Includes: | definition of 1 element
Used: | at 1 location
GeneralTerms |
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | complex, 4 elements
Defined: | globally in fpml-cd-5-3.xsd; see XML source
Includes: | definitions of 4 elements
Used: | at 2 locations
GenericAgreement | An entity for defining a generic agreement executed between two parties for any purpose.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | complex, 5 elements
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definitions of 5 elements
Used: | at 1 location
GenericProduct | Simple product representation providing key information about a variety of different products
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | complex, 1 attribute, 12 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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | simple, 1 attribute
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 2 locations
GrossCashflow | A payment component owed from one party to the other for the cash flow date.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | complex, 4 elements
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definitions of 4 elements
Used: | at 1 location
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).
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | simple, 2 attributes
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 3 locations
IdentifiedCurrencyReference | Reference to a currency with ID attribute
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | simple, 1 attribute
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 10 locations
IdentifiedPayerReceiver | A type extending the PayerReceiverEnum type wih an id attribute.
Namespace: | http://www.fpml.org/FpML-5/transparency
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 |
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | complex, 1 element
Defined: | globally in fpml-doc-5-3.xsd; see XML source
Includes: | definition of 1 element
Used: | at 1 location
Index | A published index whose price depends on exchange traded constituents.
Namespace: | http://www.fpml.org/FpML-5/transparency
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
IndexChange | A structure describing the effect of a change to an index.
Namespace: | http://www.fpml.org/FpML-5/transparency
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 |
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | simple, 1 attribute
Defined: | globally in fpml-cd-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 2 locations
IndexName |
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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 1 location
IndustryClassification | A party's industry sector classification.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | simple, 1 attribute
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 1 location
InflationRateCalculation | A type defining the components specifiying an Inflation Rate Calculation
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | complex, 1 attribute, 7 elements
Defined: | globally in fpml-ird-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 1 location
InformationProvider |
Namespace: | http://www.fpml.org/FpML-5/transparency
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).
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | complex, 3 elements
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definitions of 3 elements
Used: | at 5 locations
InitialPayment |
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | complex, 1 attribute, 1 element
Defined: | globally in fpml-cd-5-3.xsd; see XML source
Includes: | definition of 1 element
Used: | at 1 location
InstrumentId | A short form unique identifier for a security.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | simple, 1 attribute
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 2 locations
InstrumentTradePricing | A structure describing the price paid for the instrument.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | complex, 1 element
Defined: | globally in fpml-doc-5-3.xsd; see XML source
Includes: | definition of 1 element
Used: | never
InstrumentTradePrincipal | A structure describing the value in "native" currency of an instrument that was traded.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | complex, 1 element
Defined: | globally in fpml-doc-5-3.xsd; see XML source
Includes: | definition of 1 element
Used: | never
InstrumentTradeQuantity | A structure describing the amount of an instrument that was traded.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | complex, 2 elements
Defined: | globally in fpml-doc-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | never
InterestAccrualsCompoundingMethod | A type defining the way in which interests are accrued: the applicable rate (fixed or floating reference) and the compounding method.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | complex, 3 elements
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definition of 1 element
Used: | never
InterestAccrualsMethod | A type describing the method for accruing interests on dividends.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | complex, 2 elements
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 3 locations
InterestCalculation | Specifies the calculation method of the interest rate leg of the return swap.
Namespace: | http://www.fpml.org/FpML-5/transparency
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
InterestLeg | A type describing the fixed income leg of the equity swap.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | complex, 1 attribute, 7 elements
Defined: | globally in fpml-eq-shared-5-3.xsd; see XML source
Includes: | definitions of 4 elements
Used: | at 1 location
InterestLegCalculationPeriodDates | Component that holds the various dates used to specify the interest leg of the return swap.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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 |
Namespace: | http://www.fpml.org/FpML-5/transparency
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
InterestRateStream | A type defining the components specifiying an interest rate stream, including both a parametric and cashflow representation for the stream of payments.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | complex, 1 attribute, 5 elements
Defined: | globally in fpml-ird-5-3.xsd; see XML source
Includes: | definitions of 5 elements
Used: | at 3 locations
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | simple, 1 attribute
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 2 locations
Lag | An observation period that is offset from a Calculation Period.
Namespace: | http://www.fpml.org/FpML-5/transparency
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: | never
LagReference | Allows a lag to reference one already defined elsewhere in the trade.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | empty, 1 attribute
Defined: | globally in fpml-com-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | never
Language | The data type used for indicating the language of the resource, described using the ISO 639-2/T Code.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | simple, 1 attribute
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 1 location
Leg | A supertype of leg.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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 6 locations
LegalEntityReference | References a credit entity defined elsewhere in the document.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | empty, 1 attribute
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 3 locations
LegAmount | A type describing the amount that will paid or received on each of the payment dates.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | complex, 5 elements
Defined: | globally in fpml-eq-shared-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 2 locations
LegId | Leg identity.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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
Lien | A type describing the liens associated with a loan facility.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | simple, 1 attribute
Defined: | globally in fpml-asset-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 1 location
LimitedCreditDefaultSwap | A limited version of the CDS type used as an underlyer to CDS options in Transparency view, to avoid requiring product type etc.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | complex, 3 elements
Defined: | globally in fpml-cd-5-3.xsd; see XML source
Includes: | definitions of 3 elements
Used: | at 1 location
LimitedSwap | A limited version of the swap type for the transparency view.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | complex, 2 elements
Defined: | globally in fpml-ird-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 1 location
LimitedVarianceSwapTransactionSupplement | A Variance Swap Transaction Supplement - limited form for use as underlyer to option on variance swap.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | complex, 1 element
Defined: | globally in fpml-variance-swaps-5-3.xsd; see XML source
Includes: | definition of 1 element
Used: | at 1 location
LinkId | The data type used for link identifiers.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | simple, 2 attributes
Defined: | globally in fpml-doc-5-3.xsd; see XML source
Includes: | definitions of 2 attributes
Used: | never
Loan | A type describing a loan underlying asset.
Namespace: | http://www.fpml.org/FpML-5/transparency
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
MainPublication | A type to define the main publication source.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | simple, 1 attribute
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | never
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).
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | complex, 2 elements
Defined: | globally in fpml-eq-shared-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | never
MandatoryEarlyTermination | A type to define an early termination provision for which exercise is mandatory.
Namespace: | http://www.fpml.org/FpML-5/transparency
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
MandatoryEarlyTerminationAdjustedDates | A type defining the adjusted dates associated with a mandatory early termination provision.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | complex, 2 elements
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 1 location
MarketDisruptionEvent | A Market Disruption Event.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | simple, 1 attribute
Defined: | globally in fpml-com-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 2 locations
MasterAgreement | An entity for defining the agreement executed between the parties and intended to govern all OTC derivatives transactions between those parties.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | complex, 3 elements
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definitions of 3 elements
Used: | at 1 location
MasterAgreementType |
Namespace: | http://www.fpml.org/FpML-5/transparency
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 |
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | complex, 1 element
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definition of 1 element
Used: | at 1 location
MasterConfirmationAnnexType |
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | simple, 1 attribute
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | never
MasterConfirmationType |
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | simple, 1 attribute
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 1 location
Math | A type defining a mathematical expression.
Namespace: | http://www.fpml.org/FpML-5/transparency
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
MatrixTerm |
Namespace: | http://www.fpml.org/FpML-5/transparency
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 |
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | complex, 1 attribute, 2 elements
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definition of 1 element
Used: | at 31 locations
MoneyBase | Abstract base class for all money types.
Namespace: | http://www.fpml.org/FpML-5/transparency
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
Mortgage | A type describing a mortgage asset.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | simple, 1 attribute
Defined: | globally in fpml-asset-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 1 location
MultipleExercise | A type defining multiple exercises.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | complex, 6 elements
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 2 locations
MutualFund |
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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: | 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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | complex, 3 attributes, 5 elements
Defined: | globally in fpml-msg-5-3.xsd; see XML source
Used: | at 2 locations
NonNegativeAmountSchedule | A type defining a currency amount or a currency amount schedule.
Namespace: | http://www.fpml.org/FpML-5/transparency
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
NonNegativeMoney | A type defining a non negative money amount.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | complex, 1 attribute, 2 elements
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definition of 1 element
Used: | at 26 locations
NonNegativePayment | A complex type to specify non negative payments.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | complex, 1 attribute, 2 elements
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definition of 1 element
Used: | at 4 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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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
NonNegativeStep | A type defining a step date and non-negative step value pair.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | complex, 1 attribute, 2 elements
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definition of 1 element
Used: | never
NonPeriodicFixedPriceLeg | The details of a fixed payment.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | complex, 1 attribute, 1 element
Defined: | globally in fpml-com-5-3.xsd; see XML source
Includes: | definition of 1 element
Used: | at 1 location
NotificationMessage | A type defining the basic content for a message sent to inform another system that some 'business event' has occured.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | complex, 3 attributes, 5 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: | never
NotificationMessageHeader | A type that refines the generic message header to match the requirements of a NotificationMessage.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | complex, 9 elements
Defined: | globally in fpml-msg-5-3.xsd; see XML source
Includes: | definition of 1 element
Used: | at 1 location
Notional | An type defining the notional amount or notional amount schedule associated with a swap stream.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | complex, 1 attribute, 1 element
Defined: | globally in fpml-ird-5-3.xsd; see XML source
Includes: | definitions of 1 attribute, 1 element
Used: | at 1 location
NotionalAmount | A complex type to specify the notional amount.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | empty, 1 attribute
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 2 locations
Offset | A type defining an offset used in calculating a new date relative to a reference date.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | complex, 1 attribute, 2 elements
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Used: | at 5 locations
OffsetPrevailingTime | Allows the specification of a time that may be on a day prior or subsequent to the day in question.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | complex, 2 elements
Defined: | globally in fpml-com-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | never
OilPhysicalLeg | Physically settled leg of a physically settled oil product transaction.
Namespace: | http://www.fpml.org/FpML-5/transparency
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
OilPipelineDelivery | The physical delivery conditions specific to an oil product delivered by pipeline.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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 |
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | complex, 1 attribute, 3 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 2 locations
OptionalEarlyTermination | A type defining an early termination provision where either or both parties have the right to exercise.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | complex, 5 elements
Defined: | globally in fpml-ird-5-3.xsd; see XML source
Includes: | definitions of 5 elements
Used: | at 1 location
OptionalEarlyTerminationAdjustedDates | A type defining the adjusted dates associated with an optional early termination provision.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | empty
Defined: | globally in fpml-ird-5-3.xsd; see XML source
Used: | at 1 location
OptionBase | A type for defining the common features of options.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | complex, 1 attribute, 4 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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | complex, 1 attribute, 11 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 4 elements
Used: | at 2 locations
OptionExercise | A structure describing an option exercise.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | complex, 17 elements
Defined: | globally in fpml-business-events-5-3.xsd; see XML source
Includes: | definitions of 17 elements
Used: | never
OptionExpiry | A structure describing an option expiring.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | complex, 4 elements
Defined: | globally in fpml-business-events-5-3.xsd; see XML source
Includes: | definitions of 4 elements
Used: | never
OptionExpiryBase | A structure describing an option expiring.
Namespace: | http://www.fpml.org/FpML-5/transparency
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
OptionNumericStrike | A type for defining the strike price for an option as a numeric value without currency.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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 |
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | simple, 1 attribute
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 2 locations
PartialExercise | A type defining partial exercise.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | complex, 4 elements
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Used: | never
Party | A type defining a legal entity or a subdivision of a legal entity.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | complex, 1 attribute, 5 elements
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definitions of 1 attribute, 5 elements
Used: | at 1 location
PartyId | The data type used for party identifiers.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | empty, 1 attribute
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 22 locations
PartyRelationship |
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | complex, 6 elements
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definitions of 5 elements
Used: | never
PartyRelationshipDocumentation | A description of the legal agreement(s) and definitions that document a party's relationships with other parties
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | complex, 3 elements
Defined: | globally in fpml-shared-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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | complex, 1 attribute, 1 element
Defined: | globally in fpml-doc-5-3.xsd; see XML source
Used: | at 10 locations
PartyTradeIdentifierReference | A reference to a partyTradeIdentifier object.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | complex, 1 element
Defined: | globally in fpml-doc-5-3.xsd; see XML source
Includes: | definition of 1 element
Used: | at 1 location
PassThrough | Type which contains pass through payments.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | complex, 1 element
Defined: | globally in fpml-option-shared-5-3.xsd; see XML source
Includes: | definition of 1 element
Used: | never
PassThroughItem | Type to represent a single pass through payment.
Namespace: | http://www.fpml.org/FpML-5/transparency
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
Payment | A type for defining payments
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | complex, 2 attributes, 3 elements
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definitions of 1 attribute, 3 elements
Used: | at 10 locations
PaymentBase | An abstract base class for payment types.
Namespace: | http://www.fpml.org/FpML-5/transparency
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 12 locations
PaymentBaseExtended | Base type for payments.
Namespace: | http://www.fpml.org/FpML-5/transparency
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: | definition of 1 element
Used: | at 2 locations
PaymentDates | A type defining parameters used to generate the payment dates schedule, including the specification of early or delayed payments.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | complex, 1 attribute, 1 element
Defined: | globally in fpml-ird-5-3.xsd; see XML source
Includes: | definitions of 1 attribute, 1 element
Used: | at 1 location
PaymentDetail |
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | simple, 1 attribute
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 1 location
PaymentReference | Reference to a payment.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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 |
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | simple, 1 attribute
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 3 locations
PendingPayment | A structure representing a pending dividend or coupon payment.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | complex, 3 elements
Defined: | globally in fpml-com-5-3.xsd; see XML source
Includes: | definitions of 3 elements
Used: | never
Period | A type to define recurring periods or time offsets.
Namespace: | http://www.fpml.org/FpML-5/transparency
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 21 locations
PeriodicDates |
Namespace: | http://www.fpml.org/FpML-5/transparency
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 |
Namespace: | http://www.fpml.org/FpML-5/transparency
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
Person | A type that represents information about a person connected with a trade or business process.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | simple, 1 attribute
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 1 location
PhysicalExercise |
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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
Used: | at 5 locations
PhysicalSettlement |
Namespace: | http://www.fpml.org/FpML-5/transparency
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
Portfolio | A type representing an arbitary grouping of trade references.
Namespace: | http://www.fpml.org/FpML-5/transparency
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 2 locations
PortfolioConstituentReference | A structure used to group together individual messages that can be acted on at a group level.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | complex, 2 elements
Defined: | globally in fpml-msg-5-3.xsd; see XML source
Includes: | definition of 1 element
Used: | at 1 location
PortfolioName | The data type used for portfolio names.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | complex, 1 element
Defined: | globally in fpml-msg-5-3.xsd; see XML source
Includes: | definition of 1 element
Used: | at 3 locations
PositiveAmountSchedule | A type defining a currency amount or a currency amount schedule.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | complex, 1 attribute, 2 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
Namespace: | http://www.fpml.org/FpML-5/transparency
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
PositivePayment | A complex type to specify positive payments.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | complex, 1 attribute, 2 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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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
PositiveStep | A type defining a step date and strictly-positive step value pair.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | complex, 1 attribute, 2 elements
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definition of 1 element
Used: | never
Premium | A type for defining a premium.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | complex, 1 attribute, 4 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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | complex, 1 attribute, 3 elements
Defined: | globally in fpml-eqd-5-3.xsd; see XML source
Includes: | definitions of 3 elements
Used: | never
PrevailingTime | A type for defining a time with respect to a geographic location, for example 11:00 Phoenix, USA.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | complex, 2 elements
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 3 locations
Price | A type describing the strike price.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | simple, 1 attribute
Defined: | globally in fpml-asset-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 1 location
PricingStructure | An abstract pricing structure base type.
Namespace: | http://www.fpml.org/FpML-5/transparency
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: | never
PricingStructureReference | Reference to a pricing structure or any derived components (i.e. yield curve).
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | empty, 1 attribute
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | never
PrincipalExchange | A type defining a principal exchange amount and adjusted exchange date.
Namespace: | http://www.fpml.org/FpML-5/transparency
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: | never
PrincipalExchangeAmount | Specifies the principal exchange amount, either by explicitly defining it, or by point to an amount defined somewhere else in the swap document.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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
PrincipalExchangeFeatures | A type describing the principal exchange features of the return swap.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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
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).
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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 20 locations
ProductId |
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | simple, 1 attribute
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 1 location
ProductReference | Reference to a full FpML product.
Namespace: | http://www.fpml.org/FpML-5/transparency
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 |
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | simple, 1 attribute
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | never
ProductType |
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | simple, 1 attribute
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 1 location
ProtectionTerms |
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | complex, 1 attribute, 2 elements
Defined: | globally in fpml-cd-5-3.xsd; see XML source
Includes: | definitions of 1 attribute, 2 elements
Used: | at 2 locations
PublicExecutionReport |
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | complex, 3 attributes, 15 elements
Defined: | globally in fpml-transparency-processes-5-3.xsd; see XML source
Used: | at 1 location
PublicExecutionReportRetracted |
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | complex, 3 attributes, 14 elements
Defined: | globally in fpml-transparency-processes-5-3.xsd; see XML source
Includes: | definition of 1 element
Used: | at 1 location
PubliclyAvailableInformation |
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | complex, 3 elements
Defined: | globally in fpml-option-shared-5-3.xsd; see XML source
Includes: | definitions of 3 elements
Used: | never
QuantityReference | A pointer tyle reference to a Quantity defined elsewhere.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | empty, 1 attribute
Defined: | globally in fpml-com-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 1 location
QuantityScheduleReference | A pointer tyle reference to a Quantity schedule defined elsewhere.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | empty, 1 attribute
Defined: | globally in fpml-com-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | never
QuantityUnit |
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | complex, 2 elements
Defined: | globally in fpml-option-shared-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | never
QueryParameter | A type representing criteria for defining a query portfolio.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | complex, 1 attribute, 4 elements
Defined: | globally in fpml-doc-5-3.xsd; see XML source
Includes: | definition of 1 element
Used: | never
QuotationCharacteristics | A type representing a set of characteristics that describe a quotation.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | complex, 13 elements
Defined: | globally in fpml-asset-5-3.xsd; see XML source
Used: | at 1 location
QuotedCurrencyPair | A type that describes the composition of a rate that has been quoted or is to be quoted.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | complex, 3 elements
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definitions of 3 elements
Used: | at 6 locations
QuoteTiming | The type of the time of the quote.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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 |
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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: | never
RateReference | Reference to any rate (floating, inflation) derived from the abstract Rate component.
Namespace: | http://www.fpml.org/FpML-5/transparency
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 |
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | simple, 1 attribute
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 2 locations
Reason | A type defining a content model for describing the nature and possible location of a error within a previous message.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | complex, 5 elements
Defined: | globally in fpml-msg-5-3.xsd; see XML source
Includes: | definitions of 5 elements
Used: | at 1 location
ReasonCode | Defines a list of machine interpretable error codes.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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 34 locations
ReferenceAmount | Specifies the reference amount using a scheme.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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 |
Namespace: | http://www.fpml.org/FpML-5/transparency
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 |
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | complex, 4 elements
Defined: | globally in fpml-cd-5-3.xsd; see XML source
Includes: | definitions of 4 elements
Used: | at 1 location
ReferenceObligation |
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | complex, 4 elements
Defined: | globally in fpml-cd-5-3.xsd; see XML source
Includes: | definitions of 4 elements
Used: | at 2 locations
ReferencePair |
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | complex, 4 elements
Defined: | globally in fpml-cd-5-3.xsd; see XML source
Includes: | definitions of 4 elements
Used: | never
ReferenceSwapCurve | A complex type used to specify the option and convertible bond option strike when expressed in reference to a swap curve.
Namespace: | http://www.fpml.org/FpML-5/transparency
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
Regulator | An identifier of an organization that regulates trading activity, e.g.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | simple, 1 attribute
Defined: | globally in fpml-doc-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | never
RelatedBusinessUnit |
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | complex, 2 elements
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | never
RelatedParty |
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | complex, 3 elements
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 1 location
RelatedPerson |
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | complex, 2 elements
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | never
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).
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | complex, 1 attribute, 3 elements
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definition of 1 element
Used: | at 6 locations
RelativeDates | A type describing a set of dates defined as relative to another set of dates.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | complex, 1 attribute, 3 elements
Defined: | globally in fpml-shared-5-3.xsd; see XML source
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | complex, 4 elements
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 2 locations
ReportId | A type that can be used to hold an identifier for a report instance.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | complex, 4 elements
Defined: | globally in fpml-msg-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | never
ReportingCurrencyType | A scheme identifying the type of currency that was used to report the value of an asset.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | simple, 2 attributes
Defined: | globally in fpml-doc-5-3.xsd; see XML source
Includes: | definitions of 2 attributes
Used: | never
ReportSectionIdentification | A type that allows the specific report and section to be identified.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | complex, 2 elements
Defined: | globally in fpml-msg-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 2 locations
RequestedAction |
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | simple, 1 attribute
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | never
RequestEventStatus | A type defining the content model for a message allowing one party to query the status of one event (trade or post-trade event) previously sent to another party.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | complex, 3 attributes, 9 elements
Defined: | globally in fpml-msg-5-3.xsd; see XML source
Includes: | definitions of 2 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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | complex, 3 attributes, 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 2 locations
RequestMessageHeader | A type refining the generic message header content to make it specific to request messages.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | complex, 8 elements
Defined: | globally in fpml-msg-5-3.xsd; see XML source
Used: | at 1 location
RequiredIdentifierDate | A date with a required identifier which can be referenced elsewhere.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | complex, 1 attribute, 1 element
Defined: | globally in fpml-ird-5-3.xsd; see XML source
Includes: | definitions of 1 attribute, 1 element
Used: | at 1 location
ResetDatesReference | Reference to a reset dates component.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | empty, 1 attribute
Defined: | globally in fpml-ird-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | never
ResetFrequency | A type defining the reset frequency.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | complex, 1 attribute, 2 elements
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Used: | at 2 locations
Resource | Describes the resource that contains the media representation of a business event (i.e used for stating the Publicly Available Information).
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | complex, 12 elements
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definitions of 12 elements
Used: | at 1 location
ResourceId | The data type used for resource identifiers.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | complex, 3 attributes, 5 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 2 locations
ResponseMessageHeader | A type refining the generic message header to make it specific to response messages.
Namespace: | http://www.fpml.org/FpML-5/transparency
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 |
Namespace: | http://www.fpml.org/FpML-5/transparency
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
RestructuringType |
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | simple, 1 attribute
Defined: | globally in fpml-option-shared-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | never
Return | A type describing the dividend return conditions applicable to the swap.
Namespace: | http://www.fpml.org/FpML-5/transparency
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
ReturnLeg | A type describing the return leg of a return type swap.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | complex, 1 attribute, 10 elements
Defined: | globally in fpml-eq-shared-5-3.xsd; see XML source
Includes: | definitions of 5 elements
Used: | at 1 location
ReturnLegValuation | A type describing the initial and final valuation of the underlyer.
Namespace: | http://www.fpml.org/FpML-5/transparency
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 |
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | complex, 1 attribute, 7 elements
Defined: | globally in fpml-eq-shared-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 1 location
ReturnSwapAdditionalPayment | A type describing the additional payment(s) between the principal parties to the trade.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | complex, 1 attribute, 3 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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | complex, 6 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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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
ReturnSwapEarlyTermination | A type describing the date from which each of the party may be allowed to terminate the trade.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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 1 location
ReturnSwapNotional | Specifies the notional of return type swap.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | complex, 2 elements
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | never
Routing | A type that provides three alternative ways of identifying a party involved in the routing of a payment.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | complex, 4 elements
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Used: | at 1 location
RoutingId |
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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 6 locations
ScheduleReference | Reference to a schedule of rates or amounts.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | empty, 1 attribute
Defined: | globally in fpml-shared-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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | complex, 2 elements
Defined: | globally in fpml-com-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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | complex, 2 elements
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 1 location
SettlementInstruction | A type that models a complete instruction for settling a currency payment, including the settlement method to be used, the correspondent bank, any intermediary banks and the ultimate beneficary.
Namespace: | http://www.fpml.org/FpML-5/transparency
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 |
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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 1 location
SettlementPeriodsFixedPrice | A type defining the Fixed Price applicable to a range or ranges of Settlement Periods.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | complex, 1 attribute, 4 elements
Defined: | globally in fpml-com-5-3.xsd; see XML source
Includes: | definition of 1 element
Used: | never
SettlementPeriodsReference | Allows a set of Settlement Periods to reference one already defined elsewhere in the trade.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | empty, 1 attribute
Defined: | globally in fpml-com-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 5 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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | simple, 1 attribute
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | never
SettlementPriceSource | The source from which the settlement price is to be obtained, e.g. a Reuters page, Prezzo di Riferimento, etc.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | simple, 1 attribute
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | never
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | simple, 1 attribute
Defined: | globally in fpml-ird-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | never
SettlementRateSource | A type describing the method for obtaining a settlement rate.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | complex, 2 elements
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | never
SharedAmericanExercise | TBA
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | complex, 1 attribute, 2 elements
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 3 locations
SimpleCreditDefaultSwap |
Namespace: | http://www.fpml.org/FpML-5/transparency
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 |
Namespace: | http://www.fpml.org/FpML-5/transparency
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 |
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | complex, 1 attribute, 2 elements
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 3 locations
SinglePayment |
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | complex, 1 attribute, 2 elements
Defined: | globally in fpml-cd-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 1 location
SingleUnderlyer | A type describing a single underlyer
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | complex, 6 elements
Defined: | globally in fpml-asset-5-3.xsd; see XML source
Includes: | definitions of 6 elements
Used: | at 1 location
SplitSettlement | A type that supports the division of a gross settlement amount into a number of split settlements, each requiring its own settlement instruction.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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
SpreadScheduleReference | Provides a reference to a spread schedule.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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
StepBase | A type defining a step date and step value pair.
Namespace: | http://www.fpml.org/FpML-5/transparency
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
Strategy | A type defining a group of products making up a single trade.
Namespace: | http://www.fpml.org/FpML-5/transparency
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
StreetAddress | A type that describes the set of street and building number information that identifies a postal address within a city.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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: | never
StrikeSchedule | A type describing a schedule of cap or floor rates.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | complex, 1 attribute, 3 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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | complex, 2 elements
Defined: | globally in fpml-option-shared-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | never
Stub | A type defining how a stub calculation period amount is calculated and the start and end date of the stub.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | complex, 5 elements
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | never
StubValue | A type defining how a stub calculation period amount is calculated.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | complex, 3 elements
Defined: | globally in fpml-shared-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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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
TelephoneNumber | A type that represents a telephonic contact.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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
TerminatingEvent |
Namespace: | http://www.fpml.org/FpML-5/transparency
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
TimestampTypeScheme | The type or meaning of a timestamp.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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 10 locations
TradeAmendmentContent | A structure describing a negotiated amendment.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | complex, 5 elements
Defined: | globally in fpml-business-events-5-3.xsd; see XML source
Includes: | definition of 1 element
Used: | never
TradeCategory | A scheme used to categorize positions.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | simple, 1 attribute
Defined: | globally in fpml-doc-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | never
TradeChangeBase | A structure describing a trade change.
Namespace: | http://www.fpml.org/FpML-5/transparency
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
TradeChangeContent | A structure describing a non-negotiated trade resulting from a market event.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | complex, 6 elements
Defined: | globally in fpml-business-events-5-3.xsd; see XML source
Includes: | definitions of 6 elements
Used: | never
TradeDifference | A type used to record the details of a difference between two business objects/
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | complex, 10 elements
Defined: | globally in fpml-doc-5-3.xsd; see XML source
Includes: | definitions of 10 elements
Used: | at 2 locations
TradeHeader | A type defining trade related information which is not product specific.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | complex, 3 elements
Defined: | globally in fpml-doc-5-3.xsd; see XML source
Includes: | definitions of 3 elements
Used: | at 1 location
TradeId | A trade reference identifier allocated by a party.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | complex, 1 attribute, 1 element
Defined: | globally in fpml-doc-5-3.xsd; see XML source
Includes: | definitions of 1 attribute, 1 element
Used: | at 4 locations
TradeInformation | A type defining additional information that may be recorded against a trade.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | complex, 15 elements
Defined: | globally in fpml-doc-5-3.xsd; see XML source
Includes: | definitions of 15 elements
Used: | at 1 location
TradeMaturity | A structure describing a trade maturing.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | complex, 11 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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | complex, 12 elements
Defined: | globally in fpml-business-events-5-3.xsd; see XML source
Includes: | definitions of 12 elements
Used: | at 1 location
TradeProcessingTimestamps | Allows timing information about when a trade was processed and reported to be recorded.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | complex, 5 elements
Defined: | globally in fpml-doc-5-3.xsd; see XML source
Includes: | definitions of 5 elements
Used: | at 1 location
Trader |
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | simple, 1 attribute
Defined: | globally in fpml-doc-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | never
TradeTimestamp | A generic trade timestamp
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | complex, 2 elements
Defined: | globally in fpml-doc-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 1 location
TradeUnderlyer2 | The underlying asset/index/reference price etc. whose rate/price may be observed to compute the value of the cashflow.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | complex, 1 attribute, 5 elements
Defined: | globally in fpml-generic-5-3.xsd; see XML source
Includes: | definitions of 1 attribute, 5 elements
Used: | at 1 location
Tranche | This type represents a CDS Tranche.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | complex, 2 elements
Defined: | globally in fpml-cd-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 1 location
TransparencyViewRequestMessage |
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | complex, 3 elements
Defined: | globally in fpml-transparency-processes-5-3.xsd; see XML source
Includes: | definitions of 3 elements
Used: | never
Trigger | Trigger point at which feature is effective.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | complex, 4 elements
Defined: | globally in fpml-option-shared-5-3.xsd; see XML source
Includes: | definitions of 4 elements
Used: | never
Underlyer | A type describing the whole set of possible underlyers: single underlyers or multiple underlyers, each of these having either security or index components.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | complex, 2 elements
Defined: | globally in fpml-asset-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 4 locations
UnderlyingAsset | Abstract base class for all underlying assets.
Namespace: | http://www.fpml.org/FpML-5/transparency
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 |
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | simple, 1 attribute
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 1 location
UnitQuantity | A quantity and associated unit.
Namespace: | http://www.fpml.org/FpML-5/transparency
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
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | complex, elem. wildcard
Defined: | globally in fpml-msg-5-3.xsd; see XML source
Includes: | definition of elem. wildcard
Used: | at 1 location
Validation | A reference identifying a rule within a validation scheme.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | simple, 1 attribute
Defined: | globally in fpml-doc-5-3.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 2 locations
Variance | A type describing the variance amount of a variance swap.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | complex, 3 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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | complex, 1 attribute, 10 elements
Defined: | globally in fpml-variance-swaps-5-3.xsd; see XML source
Includes: | definition of 1 element
Used: | at 2 locations
VarianceOptionTransactionSupplement |
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | complex, 1 attribute, 9 elements
Defined: | globally in fpml-variance-swaps-5-3.xsd; see XML source
Includes: | definitions of 5 elements
Used: | at 1 location
VarianceSwapTransactionSupplement | A Variance Swap Transaction Supplement.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | complex, 1 attribute, 4 elements
Defined: | globally in fpml-variance-swaps-5-3.xsd; see XML source
Includes: | definition of 1 element
Used: | at 1 location
VersionedContractId | Contract Id with Version Support
Namespace: | http://www.fpml.org/FpML-5/transparency
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
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | complex, 3 elements
Defined: | globally in fpml-doc-5-3.xsd; see XML source
Includes: | definition of 1 element
Used: | never

Simple Type Summary
AveragingInOutEnum | The type of averaging used in an Asian option.
Namespace: | http://www.fpml.org/FpML-5/transparency
Defined: | globally in fpml-enum-5-3.xsd; see XML source
Used: | never
AveragingMethodEnum | The method of calculation to be used when averaging rates.
Namespace: | http://www.fpml.org/FpML-5/transparency
Defined: | globally in fpml-enum-5-3.xsd; see XML source
Used: | never
BreakageCostEnum | When breakage cost is applicable, defines who is calculating it.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Defined: | globally in fpml-enum-5-3.xsd; see XML source
Used: | at 3 locations
CalculationAgentPartyEnum | The specification of how a calculation agent will be determined.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Defined: | globally in fpml-enum-5-3.xsd; see XML source
Used: | at 1 location
CommissionDenominationEnum | The unit in which a commission is denominated.
Namespace: | http://www.fpml.org/FpML-5/transparency
Defined: | globally in fpml-enum-5-3.xsd; see XML source
Used: | at 1 location
CommodityBullionSettlementDisruptionEnum | The consequences of Bullion Settlement Disruption Events.
Namespace: | http://www.fpml.org/FpML-5/transparency
Defined: | globally in fpml-enum-5-3.xsd; see XML source
Used: | never
CommodityDayTypeEnum | A day type classification used in counting the number of days between two dates for a commodity transaction.
Namespace: | http://www.fpml.org/FpML-5/transparency
Defined: | globally in fpml-enum-5-3.xsd; see XML source
Used: | at 1 location
CompoundingMethodEnum | The compounding calculation method
Namespace: | http://www.fpml.org/FpML-5/transparency
Defined: | globally in fpml-enum-5-3.xsd; see XML source
Used: | at 2 locations
CorrelationValue | A type defining a number specified as a decimal between -1 and 1 inclusive.
Namespace: | http://www.fpml.org/FpML-5/transparency
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Used: | at 1 location
DayOfWeekEnum | A day of the seven-day week.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Defined: | globally in fpml-enum-5-3.xsd; see XML source
Used: | at 1 location
DealtCurrencyEnum |
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Defined: | globally in fpml-enum-5-3.xsd; see XML source
Used: | at 1 location
DeliveryTypeEnum |
Namespace: | http://www.fpml.org/FpML-5/transparency
Defined: | globally in fpml-enum-5-3.xsd; see XML source
Used: | never
DifferenceSeverityEnum | The ISDA defined value indicating the severity of a difference.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Defined: | globally in fpml-enum-5-3.xsd; see XML source
Used: | at 1 location
DiscountingTypeEnum | The method of calculating discounted payment amounts
Namespace: | http://www.fpml.org/FpML-5/transparency
Defined: | globally in fpml-enum-5-3.xsd; see XML source
Used: | never
DisruptionFallbacksEnum | The specification of how disruption fallbacks will be represented.
Namespace: | http://www.fpml.org/FpML-5/transparency
Defined: | globally in fpml-enum-5-3.xsd; see XML source
Used: | at 1 location
DividendAmountTypeEnum | Refers to one on the 3 Amounts
Namespace: | http://www.fpml.org/FpML-5/transparency
Defined: | globally in fpml-enum-5-3.xsd; see XML source
Used: | never
DividendCompositionEnum | Defines how the composition of dividends is to be determined.
Namespace: | http://www.fpml.org/FpML-5/transparency
Defined: | globally in fpml-enum-5-3.xsd; see XML source
Used: | never
DividendDateReferenceEnum | The reference to a dividend date.
Namespace: | http://www.fpml.org/FpML-5/transparency
Defined: | globally in fpml-enum-5-3.xsd; see XML source
Used: | never
DividendEntitlementEnum | The date on which the receiver of the equity return is entitled to the dividend.
Namespace: | http://www.fpml.org/FpML-5/transparency
Defined: | globally in fpml-enum-5-3.xsd; see XML source
Used: | never
DividendPeriodEnum | Defines the First Period or the Second Period, as specified in the 2002 ISDA Equity Derivatives Definitions.
Namespace: | http://www.fpml.org/FpML-5/transparency
Defined: | globally in fpml-enum-5-3.xsd; see XML source
Used: | never
ds:CryptoBinary |
Namespace: | http://www.w3.org/2000/09/xmldsig#
Defined: | globally in xmldsig-core-schema.xsd; see XML source
Used: | at 9 locations
ds:DigestValueType |
Namespace: | http://www.w3.org/2000/09/xmldsig#
Defined: | globally in xmldsig-core-schema.xsd; see XML source
Used: | at 1 location
ds:HMACOutputLengthType |
Namespace: | http://www.w3.org/2000/09/xmldsig#
Defined: | globally in xmldsig-core-schema.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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Defined: | globally in fpml-enum-5-3.xsd; see XML source
Used: | at 1 location
ElectricityProductTypeEnum | The type of electricity product.
Namespace: | http://www.fpml.org/FpML-5/transparency
Defined: | globally in fpml-enum-5-3.xsd; see XML source
Used: | at 1 location
EquityOptionTypeEnum | Specifies an additional Forward type.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Defined: | globally in fpml-enum-5-3.xsd; see XML source
Used: | never
FeeElectionEnum | Defines the fee type.
Namespace: | http://www.fpml.org/FpML-5/transparency
Defined: | globally in fpml-enum-5-3.xsd; see XML source
Used: | never
FlatRateEnum | The method by which the Flat Rate is calculated for a commodity freight transaction.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Defined: | globally in fpml-enum-5-3.xsd; see XML source
Used: | at 1 location
FrequencyTypeEnum | The schedule frequency type
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Defined: | globally in fpml-enum-5-3.xsd; see XML source
Used: | never
FxTenorPeriodEnum | The specification of a time period containing values such as Today, Tomorrow etc.
Namespace: | http://www.fpml.org/FpML-5/transparency
Defined: | globally in fpml-enum-5-3.xsd; see XML source
Used: | at 1 location
GasProductTypeEnum | The type of gas product.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Used: | at 3 locations
IndependentAmountConventionEnum | The type of independent amount convention.
Namespace: | http://www.fpml.org/FpML-5/transparency
Defined: | globally in fpml-enum-5-3.xsd; see XML source
Used: | never
IndexEventConsequenceEnum | The specification of the consequences of Index Events.
Namespace: | http://www.fpml.org/FpML-5/transparency
Defined: | globally in fpml-enum-5-3.xsd; see XML source
Used: | never
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Defined: | globally in fpml-enum-5-3.xsd; see XML source
Used: | never
InterestCalculationTypeEnum | The type of calculation.
Namespace: | http://www.fpml.org/FpML-5/transparency
Defined: | globally in fpml-enum-5-3.xsd; see XML source
Used: | never
InterestMethodEnum | The type of method.
Namespace: | http://www.fpml.org/FpML-5/transparency
Defined: | globally in fpml-enum-5-3.xsd; see XML source
Used: | never
InterestShortfallCapEnum | The specification of the interest shortfall cap, applicable to mortgage derivatives.
Namespace: | http://www.fpml.org/FpML-5/transparency
Defined: | globally in fpml-enum-5-3.xsd; see XML source
Used: | never
InterpolationPeriodEnum | Defines applicable periods for interpolation.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Defined: | globally in fpml-enum-5-3.xsd; see XML source
Used: | at 1 location
MarkToMarketConventionEnum | The type of mark to market convention.
Namespace: | http://www.fpml.org/FpML-5/transparency
Defined: | globally in fpml-enum-5-3.xsd; see XML source
Used: | never
MethodOfAdjustmentEnum | Defines how adjustments will be made to the contract should one or more of the extraordinary events occur.
Namespace: | http://www.fpml.org/FpML-5/transparency
Defined: | globally in fpml-enum-5-3.xsd; see XML source
Used: | never
NationalisationOrInsolvencyOrDelistingEventEnum | Defines the consequences of nationalisation, insolvency and delisting events relating to the underlying.
Namespace: | http://www.fpml.org/FpML-5/transparency
Defined: | globally in fpml-enum-5-3.xsd; see XML source
Used: | never
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).
Namespace: | http://www.fpml.org/FpML-5/transparency
Defined: | globally in fpml-enum-5-3.xsd; see XML source
Used: | never
NonCashDividendTreatmentEnum | Defines treatment of non-cash dividends.
Namespace: | http://www.fpml.org/FpML-5/transparency
Defined: | globally in fpml-enum-5-3.xsd; see XML source
Used: | never
NonNegativeDecimal | A type defining a number specified as non negative decimal greater than 0 inclusive.
Namespace: | http://www.fpml.org/FpML-5/transparency
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Used: | at 18 locations
NotionalAdjustmentEnum | The conditions that govern the adjustment to the number of units of the equity swap.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Defined: | globally in fpml-enum-5-3.xsd; see XML source
Used: | never
OptionTypeEnum | Specifies the type of the option.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Defined: | globally in fpml-enum-5-3.xsd; see XML source
Used: | never
PayRelativeToEnum | The specification of whether payments occur relative to the calculation period start or end date, or the reset date.
Namespace: | http://www.fpml.org/FpML-5/transparency
Defined: | globally in fpml-enum-5-3.xsd; see XML source
Used: | at 1 location
PeriodEnum | The specification of a time period
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Defined: | globally in fpml-enum-5-3.xsd; see XML source
Used: | never
PositionStatusEnum | The type of averaging used in an Asian option.
Namespace: | http://www.fpml.org/FpML-5/transparency
Defined: | globally in fpml-enum-5-3.xsd; see XML source
Used: | never
PositiveDecimal | A type defining a number specified as positive decimal greater than 0 exclusive.
Namespace: | http://www.fpml.org/FpML-5/transparency
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Used: | at 24 locations
PremiumQuoteBasisEnum | The specification of how the premium for an FX OTC option is quoted.
Namespace: | http://www.fpml.org/FpML-5/transparency
Defined: | globally in fpml-enum-5-3.xsd; see XML source
Used: | at 1 location
PremiumTypeEnum | Premium Type for Forward Start Equity Option
Namespace: | http://www.fpml.org/FpML-5/transparency
Defined: | globally in fpml-enum-5-3.xsd; see XML source
Used: | at 1 location
PriceExpressionEnum | The mode of expression of a price.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Defined: | globally in fpml-enum-5-3.xsd; see XML source
Used: | at 4 locations
QueryParameterValue | A type representing a value corresponding to an identifier for a parameter describing a query portfolio.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Defined: | globally in fpml-enum-5-3.xsd; see XML source
Used: | never
QuotationSideEnum | The side from which perspective a value is quoted.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Defined: | globally in fpml-enum-5-3.xsd; see XML source
Used: | never
QuoteBasisEnum | How an exchange rate is quoted.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Defined: | globally in fpml-enum-5-3.xsd; see XML source
Used: | never
RealisedVarianceMethodEnum | The contract specifies whether which price must satisfy the boundary condition.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Defined: | globally in fpml-enum-5-3.xsd; see XML source
Used: | at 1 location
RestrictedPercentage | A type defining a percentage specified as decimal from 0 to 1.
Namespace: | http://www.fpml.org/FpML-5/transparency
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Used: | at 4 locations
ReturnTypeEnum | The type of return associated with the equity swap.
Namespace: | http://www.fpml.org/FpML-5/transparency
Defined: | globally in fpml-enum-5-3.xsd; see XML source
Used: | at 1 location
RiskTypeEnum |
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Defined: | globally in fpml-enum-5-3.xsd; see XML source
Used: | at 1 location
RoundingDirectionEnum | The method of rounding a fractional number.
Namespace: | http://www.fpml.org/FpML-5/transparency
Defined: | globally in fpml-enum-5-3.xsd; see XML source
Used: | at 1 location
Scheme | The base class for all types which define coding schemes.
Namespace: | http://www.fpml.org/FpML-5/transparency
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Used: | at 130 locations
SettlementPeriodDurationEnum | Defines the Settlement Period Duration for an Electricity Transaction.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Defined: | globally in fpml-enum-5-3.xsd; see XML source
Used: | at 2 locations
ShareExtraordinaryEventEnum | Defines the consequences of extraordinary events relating to the underlying.
Namespace: | http://www.fpml.org/FpML-5/transparency
Defined: | globally in fpml-enum-5-3.xsd; see XML source
Used: | never
SpecifiedPriceEnum | The Specified Price in respect of a Transaction and a Commodity Reference Price.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Defined: | globally in fpml-enum-5-3.xsd; see XML source
Used: | never
StrikeQuoteBasisEnum | The specification of how an FX OTC option strike price is quoted.
Namespace: | http://www.fpml.org/FpML-5/transparency
Defined: | globally in fpml-enum-5-3.xsd; see XML source
Used: | at 1 location
StubPeriodTypeEnum | Element to define how to deal with a none standard calculation period within a swap stream.
Namespace: | http://www.fpml.org/FpML-5/transparency
Defined: | globally in fpml-enum-5-3.xsd; see XML source
Used: | never
TelephoneTypeEnum | The type of telephone number used to reach a contact.
Namespace: | http://www.fpml.org/FpML-5/transparency
Defined: | globally in fpml-enum-5-3.xsd; see XML source
Used: | at 1 location
ThresholdTypeEnum | The type of threshold.
Namespace: | http://www.fpml.org/FpML-5/transparency
Defined: | globally in fpml-enum-5-3.xsd; see XML source
Used: | never
TimeTypeEnum | Defines points in the day when equity option exercise and valuation can occur.
Namespace: | http://www.fpml.org/FpML-5/transparency
Defined: | globally in fpml-enum-5-3.xsd; see XML source
Used: | at 4 locations
Token60 | A type defining a token of length between 1 and 60 characters inclusive.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Defined: | globally in fpml-enum-5-3.xsd; see XML source
Used: | never
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Defined: | globally in fpml-enum-5-3.xsd; see XML source
Used: | never
TriggerTimeTypeEnum | The time of day which would be considered for valuing the knock event.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Defined: | globally in fpml-enum-5-3.xsd; see XML source
Used: | never
ValuationMethodEnum | The ISDA defined methodology for determining the final price of the reference obligation for purposes of cash settlement.
Namespace: | http://www.fpml.org/FpML-5/transparency
Defined: | globally in fpml-enum-5-3.xsd; see XML source
Used: | never
WeeklyRollConventionEnum | The specification of a weekly roll day.
Namespace: | http://www.fpml.org/FpML-5/transparency
Defined: | globally in fpml-enum-5-3.xsd; see XML source
Used: | never

Element Group Summary
AccountReferenceOrPartyReference.model |
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | 2 elements
Defined: | globally in fpml-doc-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | never
AdjustableDate.model |
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | 1 element
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definition of 1 element
Used: | at 2 locations
AgreementAndEffectiveDates.model | A model group defining agreement and effective dates.
Namespace: | http://www.fpml.org/FpML-5/transparency
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 |
Namespace: | http://www.fpml.org/FpML-5/transparency
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 |
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | 2 elements
Defined: | globally in fpml-doc-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | never
BasketIdentifier.model | A group that specifies a name and an identifier for a given basket.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | 2 elements
Defined: | globally in fpml-asset-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 1 location
BondCalculation.model | A group that specifies Bond Calculation elements.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | 2 elements
Defined: | globally in fpml-asset-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 1 location
BusinessCentersOrReference.model |
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | 2 elements
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 5 locations
BuyerSeller.model |
Namespace: | http://www.fpml.org/FpML-5/transparency
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Used: | at 2 locations
CalculationAgent.model |
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | 2 elements
Defined: | globally in fpml-doc-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | never
CommodityCalculationPeriods.model | The different options for specifying the Calculation Periods.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | 6 elements
Defined: | globally in fpml-com-5-3.xsd; see XML source
Includes: | definitions of 3 elements
Used: | never
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | 3 elements
Defined: | globally in fpml-com-5-3.xsd; see XML source
Includes: | definitions of 3 elements
Used: | at 7 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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | 2 elements
Defined: | globally in fpml-com-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 2 locations
CommodityFinancialOption.model | Items specific to financially-settled commodity options.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | 6 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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | 1 element
Defined: | globally in fpml-com-5-3.xsd; see XML source
Includes: | definition of 1 element
Used: | at 3 locations
CommodityFixedPrice.model | The different options for specifying the Fixed Price.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | 1 element
Defined: | globally in fpml-com-5-3.xsd; see XML source
Includes: | definition of 1 element
Used: | at 1 location
CommodityFreightFlatRate.model | The Flat Rate, applicable to Wet Voyager Charter Freight Swaps.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | 2 elements
Defined: | globally in fpml-com-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | never
CommodityNonPeriodicPaymentDates.model | The different options for specifying the Payment Date.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | 3 elements
Defined: | globally in fpml-com-5-3.xsd; see XML source
Includes: | definitions of 3 elements
Used: | at 3 locations
CommodityPaymentDates.model | The different options for specifying the Payment Date.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | 3 elements
Defined: | globally in fpml-com-5-3.xsd; see XML source
Includes: | definition of 1 element
Used: | at 1 location
CommodityPhysicalOption.model | Items specific to financially-settled commodity options.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | 1 element
Defined: | globally in fpml-com-5-3.xsd; see XML source
Includes: | definition of 1 element
Used: | at 1 location
Compression.model | A model group holding information about compressions affecting this trade/event.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | 1 element
Defined: | globally in fpml-business-events-5-3.xsd; see XML source
Includes: | definition of 1 element
Used: | never
Correlation.model | A model group defining the elements used for process correlation.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | 1 element
Defined: | globally in fpml-msg-5-3.xsd; see XML source
Includes: | definition of 1 element
Used: | at 2 locations
CreditEntity.model | An item which has credit characteristics that can be modeled, e.g. a firm, index, or region.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | 2 elements
Defined: | globally in fpml-asset-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 1 location
CurrencyAndDeterminationMethod.model | A group containing return swap amount currency definition methods
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | 3 elements
Defined: | globally in fpml-eq-shared-5-3.xsd; see XML source
Includes: | definitions of 3 elements
Used: | at 1 location
DeclaredCashAndCashEquivalentDividendPercentage.model |
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | 2 elements
Defined: | globally in fpml-eq-shared-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 1 location
DiscountRate.model | Model group enforces association of day count fraction with the discount rate.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | 2 elements
Defined: | globally in fpml-ird-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | never
EquityExpiration.model | Choice between expiration expressed as symbolic and optional literal time, or using a determination method.
Namespace: | http://www.fpml.org/FpML-5/transparency
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 |
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | 4 elements
Defined: | globally in fpml-asset-5-3.xsd; see XML source
Includes: | definitions of 4 elements
Used: | at 1 location
Events.model | Choice between a trade and a post-trade event.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | 6 elements
Defined: | globally in fpml-business-events-5-3.xsd; see XML source
Includes: | definitions of 6 elements
Used: | at 4 locations
EventValuation.model | A model group holding valuation information for an event.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | 1 element
Defined: | globally in fpml-business-events-5-3.xsd; see XML source
Includes: | definition of 1 element
Used: | at 1 location
Exception.model | A model group which has exception elements.
Namespace: | http://www.fpml.org/FpML-5/transparency
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 |
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | 3 elements
Defined: | globally in fpml-asset-5-3.xsd; see XML source
Includes: | definitions of 3 elements
Used: | at 1 location
FixedIncomeSecurityContent.model | A group that specifies Bond Content elements.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | 6 elements
Defined: | globally in fpml-asset-5-3.xsd; see XML source
Includes: | definitions of 6 elements
Used: | at 2 locations
FloatingRateIndex.model |
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | 8 elements
Defined: | globally in fpml-fx-5-3.xsd; see XML source
Includes: | definitions of 8 elements
Used: | at 2 locations
IndexAnnexFallback.model |
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | 2 elements
Defined: | globally in fpml-eq-shared-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | never
MandatoryEarlyTermination.model |
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | 2 elements
Defined: | globally in fpml-ird-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 1 location
MaturityAndExpiryEvents.model |
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | 2 elements
Defined: | globally in fpml-business-events-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | never
MessageHeader.model | Defines the structure that contains routing and identification information, which allows processing and transfer of the message.
Namespace: | http://www.fpml.org/FpML-5/transparency
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 |
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | 2 elements
Defined: | globally in fpml-eq-shared-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 1 location
NetAndOrGross.model | A group including a net and/or a gross amount.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | 3 elements
Defined: | globally in fpml-doc-5-3.xsd; see XML source
Includes: | definitions of 3 elements
Used: | at 1 location
OnBehalfOf.model |
Namespace: | http://www.fpml.org/FpML-5/transparency
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 |
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | 2 elements
Defined: | globally in fpml-ird-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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | 3 elements
Defined: | globally in fpml-option-shared-5-3.xsd; see XML source
Includes: | definitions of 3 elements
Used: | at 1 location
OptionSettlement.model | A group which has Option Settlement elements.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | 4 elements
Defined: | globally in fpml-option-shared-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 1 location
PartialExercise.model |
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | 2 elements
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 6 locations
PartyAndAccountReferences.model |
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | 1 element
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definition of 1 element
Used: | at 4 locations
PartyInformation.model | Information about a party for reporting purposes.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | 4 elements
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definitions of 4 elements
Used: | never
PayerReceiver.model |
Namespace: | http://www.fpml.org/FpML-5/transparency
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Used: | at 8 locations
PaymentDetails.model | A group that covers key elements used in payment reporting messages.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | 2 elements
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | never
PaymentDiscounting.model | A model group for representing the discounting elements that can be associated with a payment.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | 2 elements
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | never
Period.model |
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | 2 elements
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | never
PortfolioConstituentReference.model | Defines a model group that allows a constituent of a portfolio to be included in a request retransmission message.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | 1 element
Defined: | globally in fpml-msg-5-3.xsd; see XML source
Includes: | definition of 1 element
Used: | never
PortfolioReference.model | Defines a model group that allows a portfolio reference request structure to be included in a message.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | 1 element
Defined: | globally in fpml-msg-5-3.xsd; see XML source
Includes: | definition of 1 element
Used: | never
Premium.model | A model group for representing the option premium when expressed in a way other than an amount.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | 2 elements
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 1 location
Price.model | Price model group.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | 2 elements
Defined: | globally in fpml-com-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 1 location
PricingDays.model | The different options for specifying which days are pricing days within a pricing period.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | 5 elements
Defined: | globally in fpml-com-5-3.xsd; see XML source
Includes: | definitions of 5 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).
Namespace: | http://www.fpml.org/FpML-5/transparency
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 |
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | 3 elements
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definitions of 3 elements
Used: | at 1 location
ProposedMatch.model |
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | 3 elements
Defined: | globally in fpml-business-events-5-3.xsd; see XML source
Includes: | definitions of 3 elements
Used: | at 1 location
Quotation.model | Some kind of numerical measure about an asset, eg. its price or NPV, together with characteristics of that measure.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | 14 elements
Defined: | globally in fpml-asset-5-3.xsd; see XML source
Includes: | definition of 1 element
Used: | at 1 location
QuotationCharacteristics.model | A group collecting a set of characteristics that can be used to describe a quotation.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | 13 elements
Defined: | globally in fpml-asset-5-3.xsd; see XML source
Includes: | definitions of 11 elements
Used: | at 2 locations
QuoteLocation.model | A group describing where a quote was or will be obtained, e.g. observed or calculated.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | 2 elements
Defined: | globally in fpml-asset-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.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | 1 element
Defined: | globally in fpml-msg-5-3.xsd; see XML source
Includes: | definition of 1 element
Used: | never
RoutingExplicitDetails.model |
Namespace: | http://www.fpml.org/FpML-5/transparency
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 |
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | 3 elements
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definitions of 3 elements
Used: | at 4 locations
Sequence.model | A model group defining the element used for message sequencing
Namespace: | http://www.fpml.org/FpML-5/transparency
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 |
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | 2 elements
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 1 location
TradeAlterationPayment.model | A model group defining a payment structure.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | 1 element
Defined: | globally in fpml-business-events-5-3.xsd; see XML source
Includes: | definition of 1 element
Used: | at 2 locations
TradeOrTradeReference.model | Choice between identification and representation of trade execution.
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | 2 elements
Defined: | globally in fpml-doc-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 1 location
Validation.model |
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | 1 element
Defined: | globally in fpml-doc-5-3.xsd; see XML source
Includes: | definition of 1 element
Used: | never
VersionHistory.model |
Namespace: | http://www.fpml.org/FpML-5/transparency
Content: | 2 elements
Defined: | globally in fpml-shared-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 4 locations

Attribute Group Summary
VersionAttributes.atts | Set of attributes that define versioning information.
Namespace: | http://www.fpml.org/FpML-5/transparency
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.