fpml-ird-5-3.xsd
All Elements (73)
additionalPayment
(defined in
Swap
complexType)
additionalPayment
(in
capFloor
)
adjustedCashSettlementPaymentDate
(defined in
ExerciseEvent
complexType)
adjustedCashSettlementPaymentDate
(defined in
MandatoryEarlyTerminationAdjustedDates
complexType)
adjustedCashSettlementValuationDate
(defined in
ExerciseEvent
complexType)
adjustedCashSettlementValuationDate
(defined in
MandatoryEarlyTerminationAdjustedDates
complexType)
adjustedEarlyTerminationDate
adjustedEffectiveDate
adjustedExerciseDate
(defined in
ExerciseEvent
complexType)
adjustedExerciseDate
(in
extensionEvent
)
adjustedExerciseFeePaymentDate
adjustedExtendedTerminationDate
adjustedFxSpotFixingDate
adjustedPrincipalExchangeDate
adjustedRelevantSwapEffectiveDate
adjustedTerminationDate
calculation
(in
calculationPeriodAmount
)
calculationPeriodAmount
calculationPeriodDates
cancelableProvision
capFloor
capFloorStream
dayCountFraction
(in
calculation
in
calculationPeriodAmount
)
dayCountFraction
(in
fra
)
discountRate
discountRateDayCountFraction
earliestExerciseDateTenor
earlyTerminationProvision
(defined in
Swap
complexType)
earlyTerminationProvision
(in
capFloor
)
effectiveDate
(in
calculationPeriodDates
)
exerciseFrequency
(defined in
ExercisePeriod
complexType)
exerciseNotice
(in
extendibleProvision
)
extendibleProvision
extendibleProvisionAdjustedDates
extensionEvent
fixedRate
(in
fra
)
fixedRateSchedule
floatingRateCalculation
floatingRateIndex
(in
fra
)
followUpConfirmation
(in
extendibleProvision
)
fra
fraDiscounting
indexSource
indexTenor
(in
fra
)
inflationLag
inflationRateCalculation
initialFee
mandatoryEarlyTermination
mandatoryEarlyTerminationDateTenor
notional
(in
fra
)
notionalAmount
(defined in
FxLinkedNotionalAmount
complexType)
notionalSchedule
notionalStepSchedule
observedFxSpotRate
optionalEarlyTermination
(defined in
OptionalEarlyTermination.model
group)
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
swaption
swaptionStraddle
terminationDate
(in
calculationPeriodDates
)
unadjustedPrincipalExchangeDate
Complex Types (27)
Calculation
CalculationPeriodAmount
CalculationPeriodDates
CancelableProvision
CapFloor
EarlyTerminationProvision
ExerciseEvent
ExercisePeriod
ExtendibleProvision
ExtendibleProvisionAdjustedDates
ExtensionEvent
Fra
FxLinkedNotionalAmount
InflationRateCalculation
InterestRateStream
MandatoryEarlyTermination
MandatoryEarlyTerminationAdjustedDates
Notional
OptionalEarlyTermination
OptionalEarlyTerminationAdjustedDates
PaymentDates
PrincipalExchange
ResetDates
ResetDatesReference
SettlementRateOption
Swap
Swaption
Element Groups (3)
DiscountRate.model
MandatoryEarlyTermination.model
OptionalEarlyTermination.model