All Element Summary | ||||||||||||
counterpartyReference |
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dayCountFraction (defined in GenericProduct complexType) | Specifies a day count fraction or fractions that apply to the trade; this is provided to meet regulatory reporting requirements, but is not sufficient to to fully represent the economics of the trade..
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effectiveDate (defined in GenericProduct complexType) | The earliest of all the effective dates of all constituent streams.
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expirationDate (defined in GenericProduct complexType) | For options, the last exercise date of the option.
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fixedRate (in underlyer defined in GenericProduct complexType) | The fixed rate or fixed rate schedule expressed as explicit fixed rates and dates.
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floatingRate (in underlyer defined in GenericProduct complexType) | A floating rate.
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genericProduct | Generic products - for use in Transparency reporting to define a product that represents an OTC derivative transaction whose economics are not fully described using an FpML schema.
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multiLeg | Indicates whether this transaction has multiple components, not all of which may be reported.
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nonSchemaProduct | DEPRECATED: Generic products - for use in Transparency reporting to define a product that represents an OTC derivative transaction whose economics are not fully described using an FpML schema.
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notional (defined in GenericProduct complexType) | The notional or notionals in effect on the last day of the last calculation period in each stream.
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optionType (defined in GenericProduct complexType) | For options, what type of option it is (e.g. butterfly).
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premium (defined in GenericProduct complexType) |
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quotedCurrencyPair (in underlyer defined in GenericProduct complexType) | Describes the composition of a rate that has been quoted.
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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.
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settlementCurrency (defined in GenericProduct complexType) | The currency or currencies in which the product can settle.
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terminationDate (defined in GenericProduct complexType) | The latest of all of the termination (accrual end) dates of the constituent or underlying streams.
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underlyer (defined in GenericProduct complexType) | The set of underlyers to the trade that can be used in computing the trade's cashflows.
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Complex Type Summary | ||||||||||
Simple product representation providing key information about a variety of different products.
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A flexible description of the type or characteristics of an option or strategy, e.g. butterfly, condor, chooser.
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The underlying asset/index/reference price etc. whose rate/price may be observed to compute the value of the cashflow. |
<?xml version="1.0" encoding="utf-8"?> <!-- == Copyright (c) 2002-2013 All rights reserved. == Financial Products Markup Language is subject to the FpML public license. == A copy of this license is available at http://www.fpml.org/license/license.html --> <xsd:schema attributeFormDefault="unqualified" ecore:documentRoot="FpML" ecore:nsPrefix="conf" ecore:package="org.fpml.confirmation" elementFormDefault="qualified" targetNamespace="http://www.fpml.org/FpML-5/confirmation" version="$Revision: 9665 $" xmlns="http://www.fpml.org/FpML-5/confirmation" xmlns:dsig="http://www.w3.org/2000/09/xmldsig#" xmlns:ecore="http://www.eclipse.org/emf/2002/Ecore" xmlns:fpml-annotation="http://www.fpml.org/annotation" xmlns:xsd="http://www.w3.org/2001/XMLSchema"> <xsd:annotation> <xsd:documentation xml:lang="en"> Generic products - for use in Transparency reporting to define a product that represents an OTC derivative transaction whose economics are not fully described using an FpML schema. In other views, generic products are present for convenience to support internal messaging and workflows that are cross-product. Generic products are not full trade representations as such they are not intended to be used for confirming trades. </xsd:documentation> </xsd:annotation> <!--================================== GenericProduct Product elements and types ===============================--> <xsd:annotation> <xsd:documentation xml:lang="en"> Simple product representation providing key information about a variety of different products. Generic products - for use in Transparency reporting to define a product that represents an OTC derivative transaction whose economics are not fully described using an FpML schema. In other views, generic products are present for convenience to support internal messaging and workflows that are cross-product. Generic products are not full trade representations as such they are not intended to be used for confirming trades. </xsd:documentation> </xsd:annotation> <xsd:complexContent> <xsd:sequence> <xsd:annotation> <xsd:documentation xml:lang="en"> Indicates whether this transaction has multiple components, not all of which may be reported. The use of this field is not recommended, and it may be deprecated in a future version of this standard. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:choice minOccurs="0"> <xsd:annotation> <xsd:documentation xml:lang="en"> The buying and selling party for the product. This is commonly used for options, but may also be used for other products. </xsd:documentation> </xsd:annotation> </xsd:group> </xsd:choice> <xsd:annotation> <xsd:documentation xml:lang="en"> The earliest of all the effective dates of all constituent streams. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> For options, the last exercise date of the option. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> The latest of all of the termination (accrual end) dates of the constituent or underlying streams. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> The set of underlyers to the trade that can be used in computing the trade's cashflows. If this information is needed to identify the trade, all of the trade's underlyers should be specified, whether or not they figure into the cashflow calculation. Otherwise, only those underlyers used to compute this particular cashflow need be supplied. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> The notional or notionals in effect on the last day of the last calculation period in each stream. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> For options, what type of option it is (e.g. butterfly). </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:element maxOccurs="unbounded" minOccurs="0" name="settlementCurrency" type="IdentifiedCurrency"> <xsd:annotation> <xsd:documentation xml:lang="en"> The currency or currencies in which the product can settle. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> Specifies a day count fraction or fractions that apply to the trade; this is provided to meet regulatory reporting requirements, but is not sufficient to to fully represent the economics of the trade.. </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:extension> </xsd:complexContent> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> A flexible description of the type or characteristics of an option or strategy, e.g. butterfly, condor, chooser. For use with Generic products in Transparency reporting. Generic products define a product that represents an OTC derivative transaction whose economics are not fully described using an FpML schema. In other views, generic products are present for convenience to support internal messaging and workflows that are cross-product. Generic products are not full trade representations as such they are not intended to be used for confirming trades. </xsd:documentation> </xsd:annotation> <xsd:simpleContent> <xsd:attribute default="http://www.fpml.org/coding-scheme/option-type" name="optionTypeScheme" type="xsd:anyURI"> <xsd:annotation> <xsd:documentation xml:lang="en">The type scheme used with this option type.</xsd:documentation> </xsd:annotation> </xsd:attribute> </xsd:extension> </xsd:simpleContent> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> The underlying asset/index/reference price etc. whose rate/price may be observed to compute the value of the cashflow. It can be an index, fixed rate, listed security, quoted currency pair, or a reference entity (for credit derivatives). For use with Generic products in Transparency reporting. Generic products define a product that represents an OTC derivative transaction whose economics are not fully described using an FpML schema. In other views, generic products are present for convenience to support internal messaging and workflows that are cross-product. Generic products are not full trade representations as such they are not intended to be used for confirming trades. </xsd:documentation> </xsd:annotation> <xsd:sequence> <xsd:choice> <xsd:annotation> <xsd:documentation xml:lang="en">A floating rate.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> The fixed rate or fixed rate schedule expressed as explicit fixed rates and dates. In the case of a schedule, the step dates may be subject to adjustment in accordance with any adjustments specified in calculationPeriodDatesAdjustments. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> Define the underlying asset, either a listed security or other instrument. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> Describes the composition of a rate that has been quoted. This includes the two currencies and the quotation relationship between the two currencies. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> 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. It is vital to use the correct legal name of the entity and to be careful not to choose a subsidiary if you really want to trade protection on a parent company. Please note, Reference Entities cannot be senior or subordinated. It is the obligations of the Reference Entities that can be senior or subordinated. ISDA 2003 Term: Reference Entity </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:choice> <xsd:annotation> <xsd:documentation xml:lang="en"> Specifies the parties responsible for paying vs. receiving this asset. </xsd:documentation> </xsd:annotation> </xsd:group> </xsd:sequence> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> Generic products - for use in Transparency reporting to define a product that represents an OTC derivative transaction whose economics are not fully described using an FpML schema. In other views, generic products are present for convenience to support internal messaging and workflows that are cross-product. Generic products are not full trade representations as such they are not intended to be used for confirming trades. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:element fpml-annotation:deprecated="true" fpml-annotation:deprecatedReason="Replaced by genericProduct" name="nonSchemaProduct" substitutionGroup="product" type="GenericProduct"> <xsd:annotation> <xsd:documentation xml:lang="en"> DEPRECATED: Generic products - for use in Transparency reporting to define a product that represents an OTC derivative transaction whose economics are not fully described using an FpML schema. In other views, generic products are present for convenience to support internal messaging and workflows that are cross-product. Generic products are not full trade representations as such they are not intended to be used for confirming trades. </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:schema> |
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. |