fpml-eq-shared-5-3.xsd
All Elements (137)
additionalPayment
(in
correlationSwap
)
additionalPayment
(in
returnSwap
)
additionalPaymentAmount
additionalPaymentDate
adjustableDate
(in
startingDate
)
adjustableDate
(in
valuationDate
defined in
EquityValuation
complexType)
amount
(in
returnLeg
)
amountRelativeTo
(in
principalExchangeAmount
in
principalExchangeDescriptions
)
boundedCorrelation
boundedVariance
calculationDates
(defined in
CalculatedAmount
complexType)
calculationDates
(defined in
LegAmount
complexType)
calculationPeriodDatesReference
cashSettlement
(in
amount
in
returnLeg
)
closingLevel
componentSecurityIndexAnnexFallback
compounding
compoundingDates
compoundingMethod
(in
compounding
)
compoundingRate
compoundingSpread
correlationStrikePrice
currency
(defined in
CurrencyAndDeterminationMethod.model
group)
currency
(defined in
EquityStrike
complexType)
currencyReference
dateAdjustments
dateRelativeTo
(in
startingDate
)
dayCountFraction
(in
interestCalculation
)
daysInRangeAdjustment
declaredCashDividendPercentage
declaredCashEquivalentDividendPercentage
determinationMethod
(defined in
CurrencyAndDeterminationMethod.model
group)
determinationMethod
(defined in
ReturnSwapNotional
complexType)
determinationMethod
(in
principalExchangeAmount
in
principalExchangeDescriptions
)
dividend
dividendPeriod
(defined in
DividendAdjustment
complexType)
dividendValuationDates
earlyTermination
effectiveDate
(defined in
DirectionalLeg
complexType)
effectiveDate
(in
interestLegCalculationPeriodDates
)
exchangeTradedContractNearest
(in
rateOfReturn
)
exchangeTradedContractNearest
(in
variance
)
expectedN
expiringLevel
fixingDates
formula
(in
additionalPaymentAmount
)
fPVFinalPriceElectionFallback
futuresPriceValuation
initialLevel
initialPrice
interestAmount
interestCalculation
interestLeg
interestLegCalculationPeriodDates
interestLegPaymentDates
interestLegRate
interestLegResetDates
interpolationMethod
(in
interestCalculation
)
interpolationPeriod
legId
legIdentifier
lowerBarrier
makeWholeDate
maximumBoundaryPercent
minimumBoundaryPercent
multipleExchangeIndexAnnexFallback
multiplier
(in
dividendPeriod
defined in
DividendAdjustment
complexType)
mutualEarlyTermination
notional
(in
interestLeg
)
notional
(in
returnLeg
)
notionalAdjustments
notionalAmount
(defined in
ReturnSwapNotional
complexType)
notionalAmount
(in
correlation
)
notionalReset
numberOfDataSeries
numberOfValuationDates
observationStartDate
optionalEarlyTermination
(in
equitySwapTransactionSupplement
)
optionsPriceValuation
partyReference
(in
earlyTermination
)
paymentAmount
(defined in
EquityPremium
complexType)
paymentAmount
(in
additionalPaymentAmount
)
paymentDate
(defined in
EquityPremium
complexType)
paymentDateFinal
paymentDates
(in
rateOfReturn
)
paymentDatesInterim
paymentType
(in
additionalPayment
in
returnSwap
)
percentageOfNotional
(defined in
EquityPremium
complexType)
premiumType
pricePerOption
(defined in
EquityPremium
complexType)
principalAmount
(in
principalExchangeAmount
in
principalExchangeDescriptions
)
principalExchangeAmount
(in
principalExchangeDescriptions
)
principalExchangeDate
principalExchangeDescriptions
principalExchangeFeatures
principalExchanges
(in
principalExchangeFeatures
)
rateOfReturn
realisedVarianceMethod
recallSpread
referenceAmount
relativeDateSequence
(in
valuationDate
defined in
EquityValuation
complexType)
relativeDeterminationMethod
relativeNotionalAmount
resetFrequency
(in
interestLegResetDates
)
resetRelativeTo
return
returnLeg
returnSwap
returnSwapLeg
returnType
specificRate
startingDate
strikeDate
strikePrice
(defined in
EquityStrike
complexType)
swapPremium
terminationDate
(defined in
DirectionalLeg
complexType)
terminationDate
(in
interestLegCalculationPeriodDates
)
unadjustedEndDate
unadjustedStartDate
unadjustedVarianceCap
underlyer
(defined in
DirectionalLegUnderlyer
complexType)
underlyer
(in
returnLeg
)
underlyerReference
(defined in
DividendPeriod
complexType)
upperBarrier
valuation
valuationDate
(defined in
EquityValuation
complexType)
valuationDates
valuationPriceFinal
valuationPriceInterim
valuationRules
valuationTime
valuationTimeType
varianceAmount
varianceCap
varianceStrikePrice
vegaNotionalAmount
volatilityStrikePrice
Complex Types (46)
AdditionalPaymentAmount
AdjustableDateOrRelativeDateSequence
BoundedCorrelation
BoundedVariance
CalculatedAmount
CalculationFromObservation
Compounding
CompoundingRate
Correlation
DirectionalLeg
DirectionalLegUnderlyer
DirectionalLegUnderlyerValuation
DividendAdjustment
DividendPeriod
DividendPeriodDividend
EquityPremium
EquityStrike
EquityValuation
FloatingRateCalculationReference
InterestCalculation
InterestLeg
InterestLegCalculationPeriodDates
InterestLegCalculationPeriodDatesReference
InterestLegResetDates
LegAmount
LegId
LegIdentifier
MakeWholeProvisions
NettedSwapBase
PrincipalExchangeAmount
PrincipalExchangeDescriptions
PrincipalExchangeFeatures
Return
ReturnLeg
ReturnLegValuation
ReturnLegValuationPrice
ReturnSwap
ReturnSwapAdditionalPayment
ReturnSwapAmount
ReturnSwapBase
ReturnSwapEarlyTermination
ReturnSwapLegUnderlyer
ReturnSwapNotional
ReturnSwapPaymentDates
StartingDate
Variance
Element Groups (4)
CurrencyAndDeterminationMethod.model
DeclaredCashAndCashEquivalentDividendPercentage.model
IndexAnnexFallback.model
MutualOrOptionalEarlyTermination.model