fpml-ird-5-3.xsd
All Elements (81)
additionalPayment
(in
capFloor
)
additionalPayment
(in
swap
in
swaption
)
additionalPayment
(in
swap
)
adjustedCashSettlementPaymentDate
(defined in
ExerciseEvent
complexType)
adjustedCashSettlementPaymentDate
(in
mandatoryEarlyTerminationAdjustedDates
)
adjustedCashSettlementValuationDate
(defined in
ExerciseEvent
complexType)
adjustedCashSettlementValuationDate
(in
mandatoryEarlyTerminationAdjustedDates
)
adjustedEarlyTerminationDate
adjustedEffectiveDate
adjustedExerciseDate
(defined in
ExerciseEvent
complexType)
adjustedExerciseDate
(in
extensionEvent
)
adjustedExerciseFeePaymentDate
adjustedExtendedTerminationDate
adjustedFxSpotFixingDate
adjustedPrincipalExchangeDate
adjustedRelevantSwapEffectiveDate
adjustedTerminationDate
calculation
(in
calculationPeriodAmount
)
calculationAgent
(in
mandatoryEarlyTermination
)
calculationAgent
(in
optionalEarlyTermination
in
earlyTerminationProvision
)
calculationPeriodAmount
calculationPeriodDates
cancelableProvision
capFloor
capFloorStream
dayCountFraction
(in
calculation
in
calculationPeriodAmount
)
dayCountFraction
(in
fra
)
discountRate
discountRateDayCountFraction
earliestExerciseDateTenor
earlyTerminationProvision
effectiveDate
(in
calculationPeriodDates
)
exerciseFrequency
exerciseNotice
(in
extendibleProvision
)
exerciseNotice
(in
optionalEarlyTermination
in
earlyTerminationProvision
)
extendibleProvision
extendibleProvisionAdjustedDates
extensionEvent
fixedRate
(in
fra
)
fixedRateSchedule
floatingRateCalculation
floatingRateIndex
(in
fra
)
followUpConfirmation
(in
extendibleProvision
)
followUpConfirmation
(in
optionalEarlyTermination
in
earlyTerminationProvision
)
fra
fraDiscounting
indexSource
indexTenor
(in
fra
)
inflationLag
inflationRateCalculation
initialFee
mandatoryEarlyTermination
mandatoryEarlyTerminationAdjustedDates
mandatoryEarlyTerminationDate
mandatoryEarlyTerminationDateTenor
notional
(in
fra
)
notionalAmount
(defined in
FxLinkedNotionalAmount
complexType)
notionalSchedule
notionalStepSchedule
observedFxSpotRate
optionalEarlyTermination
(in
earlyTerminationProvision
)
optionalEarlyTerminationAdjustedDates
optionalEarlyTerminationParameters
optionType
(in
swaption
)
paymentDates
(defined in
InterestRateStream
complexType)
paymentFrequency
(in
paymentDates
defined in
InterestRateStream
complexType)
premium
(in
capFloor
)
premium
(in
swaption
)
principalExchangeAmount
(defined in
PrincipalExchange
complexType)
principalExchanges
(defined in
InterestRateStream
complexType)
rateCalculation
resetDate
(defined in
FxLinkedNotionalAmount
complexType)
resetDates
resetFrequency
(in
resetDates
)
swap
swap
(in
swaption
)
swapStream
(in
swap
in
swaption
)
swapStream
(in
swap
)
swaption
terminationDate
(in
calculationPeriodDates
)
unadjustedPrincipalExchangeDate
Complex Types (28)
Calculation
CalculationPeriodAmount
CalculationPeriodDates
CancelableProvision
CapFloor
EarlyTerminationProvision
ExerciseEvent
ExercisePeriod
ExtendibleProvision
ExtendibleProvisionAdjustedDates
ExtensionEvent
Fra
FxLinkedNotionalAmount
InflationRateCalculation
InterestRateStream
LimitedSwap
MandatoryEarlyTermination
MandatoryEarlyTerminationAdjustedDates
Notional
OptionalEarlyTermination
OptionalEarlyTerminationAdjustedDates
PaymentDates
PrincipalExchange
ResetDates
ResetDatesReference
SettlementRateOption
Swap
Swaption
Element Groups (3)
DiscountRate.model
MandatoryEarlyTermination.model
OptionalEarlyTermination.model