All Component Summary
Components:

  78 global elements, 1207 local elements, 536 complexTypes, 51 simpleTypes, 57 element groups, 1 attribute group

All Element Summary
acceleratedOrMatured | A deliverable obligation characteristic.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin DeliverableObligations complexType in fpml-cd-5-5.xsd; see XML source
account | Optional account information used to precisely define the origination and destination of financial instruments.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | Account
Content: | complex, 1 attribute, 5 elements
Defined: | locally witnin PartiesAndAccounts.model group in fpml-shared-5-5.xsd; see XML source
accountBeneficiary | A reference to the party beneficiary of the account.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | PartyReference
Content: | empty, 1 attribute
Defined: | locally witnin Account complexType in fpml-shared-5-5.xsd; see XML source
accountId | An account identifier.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | AccountId
Content: | simple, 1 attribute
Defined: | locally witnin Account complexType in fpml-shared-5-5.xsd; see XML source
accountName | The name by which the account is known.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | AccountName
Content: | simple, 1 attribute
Defined: | locally witnin Account complexType in fpml-shared-5-5.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/pretrade
Type: | AccountReference
Content: | empty, 1 attribute
Defined: | locally witnin OnBehalfOf complexType in fpml-shared-5-5.xsd; see XML source
accountReference (defined in PartyAndAccountReferences.model group) | Reference to an account.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | AccountReference
Content: | empty, 1 attribute
Defined: | locally witnin PartyAndAccountReferences.model group in fpml-shared-5-5.xsd; see XML source
accountType | The type of account. e.g., Client, House
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | AccountType
Content: | simple, 1 attribute
Defined: | locally witnin Account complexType in fpml-shared-5-5.xsd; see XML source
accruedInterest (in cashSettlementTerms) | Indicates whether accrued interest is included (true) or not (false).
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin CashSettlementTerms complexType in fpml-cd-5-5.xsd; see XML source
accruedInterest (in deliverableObligations) | Indicates whether accrued interest is included (true) or not (false).
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin DeliverableObligations complexType in fpml-cd-5-5.xsd; see XML source
accruedInterest (in dividendPayment) | Accrued interest on the dividend or coupon payment.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | Money
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin PendingPayment complexType in fpml-asset-5-5.xsd; see XML source
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/pretrade
Type: | AdditionalData
Content: | complex, 5 elements
Defined: | locally witnin Exception.model group in fpml-msg-5-5.xsd; see XML source
additionalData (defined in Reason complexType) | 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/pretrade
Type: | AdditionalData
Content: | complex, 5 elements
Defined: | locally witnin Reason complexType in fpml-msg-5-5.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/pretrade
Type: | AdditionalEvent
Content: | complex, 1 element
Abstract: | (may not be used directly in instance XML documents)
Defined: | globally in fpml-business-events-5-5.xsd; see XML source
Used: | never
additionalFixedPayments | Specifies the events that will give rise to the payment a additional fixed payments.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | AdditionalFixedPayments
Content: | complex, 3 elements
Defined: | locally witnin FloatingAmountEvents complexType in fpml-cd-5-5.xsd; see XML source
additionalPayment | For use with Credit Limit Check messages.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | Payment
Content: | complex, 2 attributes, 10 elements
Defined: | locally witnin Swap complexType in fpml-ird-5-5.xsd; see XML source
additionalTerm | This element is used for representing information contained in the Additional Terms field of the 2003 Master Credit Derivatives confirm.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | AdditionalTerm
Content: | simple, 1 attribute
Defined: | locally witnin GeneralTerms complexType in fpml-cd-5-5.xsd; see XML source
additionalTerms | For use with Credit Limit Check messages.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | SwapAdditionalTerms
Content: | complex, 1 element
Defined: | locally witnin Swap complexType in fpml-ird-5-5.xsd; see XML source
address | A postal or street address.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | Address
Content: | complex, 5 elements
Defined: | locally witnin ContactInformation complexType in fpml-shared-5-5.xsd; see XML source
adjustableDate | 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/pretrade
Type: | AdjustableDate
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin AdjustableOrRelativeDate complexType in fpml-shared-5-5.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/pretrade
Type: | AdjustableDates
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin AdjustableOrRelativeDates complexType in fpml-shared-5-5.xsd; see XML source
adjustableDates (in cashSettlementPaymentDate) | 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/pretrade
Type: | AdjustableDates
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin CashSettlementPaymentDate complexType in fpml-ird-5-5.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/pretrade
Type: | xsd:date
Content: | simple
Defined: | locally witnin SinglePayment complexType in fpml-cd-5-5.xsd; see XML source
adjustedCashSettlementPaymentDate (in earlyTerminationEvent) | The date on which the cash settlement amount is paid.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:date
Content: | simple
Defined: | locally witnin EarlyTerminationEvent complexType in fpml-ird-5-5.xsd; see XML source
adjustedCashSettlementPaymentDate (in mandatoryEarlyTerminationAdjustedDates) | The date on which the cash settlement amount is paid.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:date
Content: | simple
Defined: | locally witnin MandatoryEarlyTerminationAdjustedDates complexType in fpml-ird-5-5.xsd; see XML source
adjustedCashSettlementValuationDate (in earlyTerminationEvent) | The date by which the cash settlement amount must be agreed.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:date
Content: | simple
Defined: | locally witnin EarlyTerminationEvent complexType in fpml-ird-5-5.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/pretrade
Type: | xsd:date
Content: | simple
Defined: | locally witnin MandatoryEarlyTerminationAdjustedDates complexType in fpml-ird-5-5.xsd; see XML source
adjustedDate | The date once the adjustment has been performed.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | IdentifiedDate
Content: | simple, 1 attribute
Defined: | locally witnin AdjustableDate2 complexType in fpml-shared-5-5.xsd; see XML source
adjustedEarlyTerminationDate (in cancellationEvent) | The early termination date that is applicable if an early termination provision is exercised.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:date
Content: | simple
Defined: | locally witnin CancellationEvent complexType in fpml-ird-5-5.xsd; see XML source
adjustedEarlyTerminationDate (in earlyTerminationEvent) | The early termination date that is applicable if an early termination provision is exercised.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:date
Content: | simple
Defined: | locally witnin EarlyTerminationEvent complexType in fpml-ird-5-5.xsd; see XML source
adjustedEarlyTerminationDate (in mandatoryEarlyTerminationAdjustedDates) | The early termination date that is applicable if an early termination provision is exercised.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:date
Content: | simple
Defined: | locally witnin MandatoryEarlyTerminationAdjustedDates complexType in fpml-ird-5-5.xsd; see XML source
adjustedEndDate | The calculation period end date, adjusted according to any relevant business day convention.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:date
Content: | simple
Defined: | locally witnin CalculationPeriod complexType in fpml-ird-5-5.xsd; see XML source
adjustedExerciseDate (in cancellationEvent) | The date on which option exercise takes place.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:date
Content: | simple
Defined: | locally witnin CancellationEvent complexType in fpml-ird-5-5.xsd; see XML source
adjustedExerciseDate (in earlyTerminationEvent) | The date on which option exercise takes place.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:date
Content: | simple
Defined: | locally witnin EarlyTerminationEvent complexType in fpml-ird-5-5.xsd; see XML source
adjustedExerciseDate (in extensionEvent) | The date on which option exercise takes place.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:date
Content: | simple
Defined: | locally witnin ExtensionEvent complexType in fpml-ird-5-5.xsd; see XML source
adjustedExerciseFeePaymentDate | The date on which the exercise fee amount is paid.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:date
Content: | simple
Defined: | locally witnin EarlyTerminationEvent complexType in fpml-ird-5-5.xsd; see XML source
adjustedExtendedTerminationDate | The termination date if an extendible provision is exercised.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:date
Content: | simple
Defined: | locally witnin ExtensionEvent complexType in fpml-ird-5-5.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/pretrade
Type: | xsd:date
Content: | simple
Defined: | locally witnin RateObservation complexType in fpml-shared-5-5.xsd; see XML source
adjustedFxSpotFixingDate | The date on which the fx spot rate is observed.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:date
Content: | simple
Defined: | locally witnin FxLinkedNotionalAmount complexType in fpml-ird-5-5.xsd; see XML source
adjustedPaymentDate (in adjustedPaymentDates) | The adjusted payment date.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:date
Content: | simple
Defined: | locally witnin AdjustedPaymentDates complexType in fpml-cd-5-5.xsd; see XML source
adjustedPaymentDate (in paymentCalculationPeriod) | The adjusted payment date.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:date
Content: | simple
Defined: | locally witnin PaymentCalculationPeriod complexType in fpml-ird-5-5.xsd; see XML source
adjustedPaymentDate (in singlePayment) | The adjusted payment date.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:date
Content: | simple
Defined: | locally witnin SinglePayment complexType in fpml-cd-5-5.xsd; see XML source
adjustedPaymentDates | An optional cashflow-like structure allowing the equivalent representation of the periodic fixed payments in terms of a series of adjusted payment dates and amounts.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | AdjustedPaymentDates
Content: | complex, 2 elements
Defined: | locally witnin PeriodicPayment complexType in fpml-cd-5-5.xsd; see XML source
adjustedPrincipalExchangeDate | The principal exchange date.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:date
Content: | simple
Defined: | locally witnin PrincipalExchange complexType in fpml-ird-5-5.xsd; see XML source
adjustedStartDate | The calculation period start date, adjusted according to any relevant business day convention.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:date
Content: | simple
Defined: | locally witnin CalculationPeriod complexType in fpml-ird-5-5.xsd; see XML source
advisory | A human-readable message providing information about the service..
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | ServiceAdvisory
Content: | complex, 4 elements
Defined: | locally witnin ServiceNotification complexType in fpml-msg-5-5.xsd; see XML source
agreement | An agrement that references the related party.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | GenericAgreement
Content: | complex, 5 elements
Defined: | locally witnin PartyRelationshipDocumentation complexType in fpml-shared-5-5.xsd; see XML source
agreementDate | The date on which the change was agreed.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:date
Content: | simple
Defined: | locally witnin AgreementAndEffectiveDates.model group in fpml-business-events-5-5.xsd; see XML source
allGuarantees | Indicates whether an obligation of the Reference Entity, guaranteed by the Reference Entity on behalf of a non-Affiliate, is to be considered an Obligation for the purpose of the transaction.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin ReferenceInformation complexType in fpml-cd-5-5.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/pretrade
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin Allocation complexType in fpml-doc-5-5.xsd; see XML source
allocatedNotional | The notional allocation (amount and currency) to this particular client account.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | Money
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin Allocation complexType in fpml-doc-5-5.xsd; see XML source
allocation |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | Allocation
Content: | complex, 10 elements
Defined: | locally witnin Allocations complexType in fpml-doc-5-5.xsd; see XML source
allocations | "Short-form" representation of allocations in which the key block economics are stated once within the trade structure, and the allocation data is contained in this allocations structure.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | Allocations
Content: | complex, 1 element
Defined: | locally witnin Trade complexType in fpml-doc-5-5.xsd; see XML source
allocationsCompleted | When allocations for this trade were completely processed.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:dateTime
Content: | simple
Defined: | locally witnin TradeProcessingTimestamps complexType in fpml-doc-5-5.xsd; see XML source
allocationsSubmitted | When allocations for this trade were submitted or received by this party.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:dateTime
Content: | simple
Defined: | locally witnin TradeProcessingTimestamps complexType in fpml-doc-5-5.xsd; see XML source
allocationStatus | Specifies whether the trade is anticipated to be allocated, has been allocated, or will not be allocated.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | AllocationReportingStatus
Content: | simple, 1 attribute
Defined: | locally witnin PartyTradeInformation complexType in fpml-doc-5-5.xsd; see XML source
allocationsUpdated | When allocations for this trade were most recently corrected.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:dateTime
Content: | simple
Defined: | locally witnin TradeProcessingTimestamps complexType in fpml-doc-5-5.xsd; see XML source
allocationTradeId (defined in PartyTradeIdentifier complexType) | The trade id of the allocated trade.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | TradeIdentifier
Content: | complex, 1 attribute, 6 elements
Defined: | locally witnin PartyTradeIdentifier complexType in fpml-doc-5-5.xsd; see XML source
allocationTradeId (in allocation) | Unique ID for the allocation.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | TradeIdentifier
Content: | complex, 1 attribute, 6 elements
Defined: | locally witnin Allocation complexType in fpml-doc-5-5.xsd; see XML source
amendmentDate | A date on which the agreement was amended.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:date
Content: | simple
Defined: | locally witnin GenericAgreement complexType in fpml-shared-5-5.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/pretrade
Type: | AmericanExercise
Content: | complex, 1 attribute, 8 elements
Subst.Gr: | may substitute for element exercise
Defined: | globally in fpml-shared-5-5.xsd; see XML source
Used: | never
amount (defined in ActualPrice complexType) | Specifies the net price amount.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin ActualPrice complexType in fpml-asset-5-5.xsd; see XML source
amount (defined in Money complexType) | The monetary quantity in currency units.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin Money complexType in fpml-shared-5-5.xsd; see XML source
amount (defined in NonNegativeMoney complexType) | The non negative monetary quantity in currency units.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | NonNegativeDecimal
Content: | simple
Defined: | locally witnin NonNegativeMoney complexType in fpml-shared-5-5.xsd; see XML source
amount (defined in PositiveMoney complexType) | The positive monetary quantity in currency units.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | PositiveDecimal
Content: | simple
Defined: | locally witnin PositiveMoney complexType in fpml-shared-5-5.xsd; see XML source
amount (in dividendPayment) | The amount of the dividend or coupon payment.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | Money
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin PendingPayment complexType in fpml-asset-5-5.xsd; see XML source
amountRelativeTo |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | AmountReference
Content: | empty, 1 attribute
Defined: | locally witnin FxConversion complexType in fpml-asset-5-5.xsd; see XML source
amountRemaining |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:integer
Content: | simple
Defined: | locally witnin LimitApplicable complexType in fpml-pretrade-processes-5-5.xsd; see XML source
amountUtilized |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:integer
Content: | simple
Defined: | locally witnin LimitApplicable complexType in fpml-pretrade-processes-5-5.xsd; see XML source
applicable (defined in NotDomesticCurrency complexType) | Indicates whether the not domestic currency provision is applicable.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin NotDomesticCurrency complexType in fpml-cd-5-5.xsd; see XML source
applicable (defined in PCDeliverableObligationCharac complexType) | Indicates whether the provision is applicable.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin PCDeliverableObligationCharac complexType in fpml-cd-5-5.xsd; see XML source
applicable (defined in SpecifiedCurrency complexType) | Indicates whether the specified currency provision is applicable.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin SpecifiedCurrency complexType in fpml-cd-5-5.xsd; see XML source
applicable (in failureToPay) | Indicates whether the failure to pay provision is applicable.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin FailureToPay complexType in fpml-option-shared-5-5.xsd; see XML source
applicable (in gracePeriodExtension) | Indicates whether the grace period extension provision is applicable.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin GracePeriodExtension complexType in fpml-option-shared-5-5.xsd; see XML source
applicable (in restructuring) | Indicates whether the restructuring provision is applicable.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin Restructuring complexType in fpml-option-shared-5-5.xsd; see XML source
approval |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | Approval
Content: | complex, 3 elements
Defined: | locally witnin Approvals complexType in fpml-doc-5-5.xsd; see XML source
approvalId |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | ApprovalId
Content: | simple, 1 attribute
Defined: | locally witnin CreditLimitReference complexType in fpml-pretrade-processes-5-5.xsd; see XML source
approvals | A container for approval states in the workflow.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | Approvals
Content: | complex, 1 element
Defined: | locally witnin AllocationContent.model group in fpml-doc-5-5.xsd; see XML source
approvedNotionalAmount | (partial approval) Specifies the fixed amount approved expressed as notional amount.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | Money
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin CreditRiskLimit complexType in fpml-pretrade-processes-5-5.xsd; see XML source
approvedNumberOfOptions | (partial approval) Specifies the fixed amount approved expressed as number of options.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin CreditRiskLimit complexType in fpml-pretrade-processes-5-5.xsd; see XML source
approvedNumberOfUnits | (partial approval) Specifies the fixed amount approved expressed as number of units.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin CreditRiskLimit complexType in fpml-pretrade-processes-5-5.xsd; see XML source
approver | The full name or identifiying ID of the relevant approver.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:normalizedString
Content: | simple
Defined: | locally witnin Approval complexType in fpml-doc-5-5.xsd; see XML source
approvingPartyReference |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | PartyReference
Content: | empty, 1 attribute
Defined: | locally witnin CreditLimitReference complexType in fpml-pretrade-processes-5-5.xsd; see XML source
assignableLoan | A deliverable obligation characteristic.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | PCDeliverableObligationCharac
Content: | complex, 2 elements
Defined: | locally witnin DeliverableObligations complexType in fpml-cd-5-5.xsd; see XML source
attachment | A human readable document related to this transaction, for example a confirmation.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | Resource
Content: | complex, 12 elements
Defined: | locally witnin Documentation complexType in fpml-shared-5-5.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/pretrade
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin Tranche complexType in fpml-cd-5-5.xsd; see XML source
automaticExercise | 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/pretrade
Type: | Empty
Content: | empty
Defined: | locally witnin ExerciseProcedureOption complexType in fpml-shared-5-5.xsd; see XML source
averagingMethod | For use with pre-trade Credit Limit Check messages.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | AveragingMethodEnum
Content: | simple
Defined: | locally witnin FloatingRateCalculation complexType in fpml-shared-5-5.xsd; see XML source
bankruptcy | A credit event.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin CreditEvents complexType in fpml-option-shared-5-5.xsd; see XML source
barrierDeterminationAgent | The party referenced is specified in the related Confirmation as Barrier Determination Agent.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | PartyReference
Content: | empty, 1 attribute
Defined: | locally witnin Trade complexType in fpml-doc-5-5.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/pretrade
Type: | xsd:base64Binary
Content: | simple
Defined: | locally witnin AdditionalData complexType in fpml-msg-5-5.xsd; see XML source
base64Binary (in attachment) | Provides extra information as binary contents coded in base64.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:base64Binary
Content: | simple
Defined: | locally witnin Resource complexType in fpml-shared-5-5.xsd; see XML source
basePath | XPath to the element in the base object.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:string
Content: | simple
Defined: | locally witnin TradeDifference complexType in fpml-doc-5-5.xsd; see XML source
baseValue | The value of the element in the base object.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:string
Content: | simple
Defined: | locally witnin TradeDifference complexType in fpml-doc-5-5.xsd; see XML source
basketAmount | DEPRECATED.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | Money
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin ConstituentWeight complexType in fpml-asset-5-5.xsd; see XML source
basketChange | Describes a change due to change in composition of basket underlyer
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | BasketChangeEvent
Content: | complex, 1 element
Subst.Gr: | may substitute for element changeEvent
Defined: | globally in fpml-business-events-5-5.xsd; see XML source
Used: | never
basketId | A CDS basket identifier
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | BasketId
Content: | simple, 1 attribute
Defined: | locally witnin BasketIdentifier.model group in fpml-asset-5-5.xsd; see XML source
basketName | The name of the basket expressed as a free format string.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | BasketName
Content: | simple, 1 attribute
Defined: | locally witnin BasketIdentifier.model group in fpml-asset-5-5.xsd; see XML source
basketPercentage | The relative weight of each respective basket constituent, expressed in percentage.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | RestrictedPercentage
Content: | simple
Defined: | locally witnin ConstituentWeight complexType in fpml-asset-5-5.xsd; see XML source
basketReferenceInformation | This element contains all the terms relevant to defining the Credit Default Swap Basket.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | BasketReferenceInformation
Content: | complex, 6 elements
Defined: | locally witnin GeneralTerms complexType in fpml-cd-5-5.xsd; see XML source
beneficiary (in settlementInstruction) | The ultimate beneficiary of the funds.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | Beneficiary
Content: | complex, 4 elements
Defined: | locally witnin SettlementInstruction complexType in fpml-shared-5-5.xsd; see XML source
beneficiary (in splitSettlement) | The ultimate beneficiary of the funds.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | Routing
Content: | complex, 3 elements
Defined: | locally witnin SplitSettlement complexType in fpml-shared-5-5.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/pretrade
Type: | Beneficiary
Content: | complex, 4 elements
Defined: | locally witnin SettlementInstruction complexType in fpml-shared-5-5.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/pretrade
Type: | Routing
Content: | complex, 3 elements
Defined: | locally witnin SplitSettlement complexType in fpml-shared-5-5.xsd; see XML source
beneficiaryPartyReference | Link to the party acting as beneficiary.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | PartyReference
Content: | empty, 1 attribute
Defined: | locally witnin Beneficiary complexType in fpml-shared-5-5.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/pretrade
Type: | BermudaExercise
Content: | complex, 1 attribute, 7 elements
Subst.Gr: | may substitute for element exercise
Defined: | globally in fpml-shared-5-5.xsd; see XML source
Used: | never
bermudaExerciseDates | The dates the define the Bermuda option exercise dates and the expiration date.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | AdjustableOrRelativeDates
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin BermudaExercise complexType in fpml-shared-5-5.xsd; see XML source
blockTradeId | The trade id of the block trade.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | TradeIdentifier
Content: | complex, 1 attribute, 6 elements
Defined: | locally witnin PartyTradeIdentifier complexType in fpml-doc-5-5.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/pretrade
Type: | Bond
Content: | complex, 1 attribute, 16 elements
Subst.Gr: | may substitute for element underlyingAsset
Defined: | globally in fpml-asset-5-5.xsd; see XML source
Used: | at 2 locations
bondReference | Reference to a bond underlyer to represent an asset swap or Condition Precedent Bond.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | BondReference
Content: | complex, 3 elements
Defined: | locally witnin SwapAdditionalTerms complexType in fpml-ird-5-5.xsd; see XML source
borrower |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | LegalEntity
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin Loan complexType in fpml-asset-5-5.xsd; see XML source
borrowerReference |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | LegalEntityReference
Content: | empty, 1 attribute
Defined: | locally witnin Loan complexType in fpml-asset-5-5.xsd; see XML source
brokerConfirmation | Specifies the deails for a broker confirm.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | BrokerConfirmation
Content: | complex, 1 element
Defined: | locally witnin Documentation complexType in fpml-shared-5-5.xsd; see XML source
brokerConfirmationType | The type of broker confirmation executed between the parties.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | BrokerConfirmationType
Content: | simple, 1 attribute
Defined: | locally witnin BrokerConfirmation complexType in fpml-shared-5-5.xsd; see XML source
brokerPartyReference | Identifies that party (or parties) that brokered this trade.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | PartyReference
Content: | empty, 1 attribute
Defined: | locally witnin Trade complexType in fpml-doc-5-5.xsd; see XML source
businessCenter (defined in BusinessCenterTime complexType) |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | BusinessCenter
Content: | simple, 2 attributes
Defined: | locally witnin BusinessCenterTime complexType in fpml-shared-5-5.xsd; see XML source
businessCenter (defined in ExerciseNotice complexType) |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | BusinessCenter
Content: | simple, 2 attributes
Defined: | locally witnin ExerciseNotice complexType in fpml-shared-5-5.xsd; see XML source
businessCenter (defined in QuoteLocation.model group) | A city or other business center.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | BusinessCenter
Content: | simple, 2 attributes
Defined: | locally witnin QuoteLocation.model group in fpml-asset-5-5.xsd; see XML source
businessCenter (in businessCenters) |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | BusinessCenter
Content: | simple, 2 attributes
Defined: | locally witnin BusinessCenters complexType in fpml-shared-5-5.xsd; see XML source
businessCenter (in creditEventNotice) | Inclusion of this business center element implies that Greenwich Mean Time in Section 3.3 of the 2003 ISDA Credit Derivatives Definitions is replaced by the local time of the city indicated by the businessCenter element value.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | BusinessCenter
Content: | simple, 2 attributes
Defined: | locally witnin CreditEventNotice complexType in fpml-option-shared-5-5.xsd; see XML source
businessCenters |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | BusinessCenters
Content: | complex, 1 attribute, 1 element
Defined: | locally witnin BusinessCentersOrReference.model group in fpml-shared-5-5.xsd; see XML source
businessDateRange | A range of contiguous business days.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | BusinessDateRange
Content: | complex, 4 elements
Defined: | locally witnin CashSettlementPaymentDate complexType in fpml-ird-5-5.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/pretrade
Type: | BusinessDayConventionEnum
Content: | simple
Defined: | locally witnin BusinessDayAdjustments complexType in fpml-shared-5-5.xsd; see XML source
businessDayConvention (defined in RelativeDateOffset 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/pretrade
Type: | BusinessDayConventionEnum
Content: | simple
Defined: | locally witnin RelativeDateOffset complexType in fpml-shared-5-5.xsd; see XML source
businessDayConvention (in businessDateRange) | 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/pretrade
Type: | BusinessDayConventionEnum
Content: | simple
Defined: | locally witnin BusinessDateRange complexType in fpml-shared-5-5.xsd; see XML source
businessDayConvention (in dateOffset) | 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/pretrade
Type: | BusinessDayConventionEnum
Content: | simple
Defined: | locally witnin DateOffset complexType in fpml-shared-5-5.xsd; see XML source
businessDayConvention (in finalCalculationPeriodDateAdjustment) | Override business date convention.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | BusinessDayConventionEnum
Content: | simple
Defined: | locally witnin FinalCalculationPeriodDateAdjustment complexType in fpml-ird-5-5.xsd; see XML source
businessDayConvention (in fxFixingDate) | 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/pretrade
Type: | BusinessDayConventionEnum
Content: | simple
Defined: | locally witnin FxFixingDate complexType in fpml-ird-5-5.xsd; see XML source
businessDays (defined in SingleValuationDate complexType) | A number of business days.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:nonNegativeInteger
Content: | simple
Defined: | locally witnin SingleValuationDate complexType in fpml-cd-5-5.xsd; see XML source
businessDays (in physicalSettlementPeriod) | A number of business days.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:nonNegativeInteger
Content: | simple
Defined: | locally witnin PhysicalSettlementPeriod complexType in fpml-cd-5-5.xsd; see XML source
businessDaysNotSpecified | An explicit indication that a number of business days are not specified and therefore ISDA fallback provisions should apply.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin PhysicalSettlementPeriod complexType in fpml-cd-5-5.xsd; see XML source
businessDaysThereafter | The number of business days between successive valuation dates when multiple valuation dates are applicable for cash settlement.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:positiveInteger
Content: | simple
Defined: | locally witnin MultipleValuationDates complexType in fpml-cd-5-5.xsd; see XML source
businessProcess |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | BusinessProcess
Content: | simple, 1 attribute
Defined: | locally witnin RequestEventStatus complexType in fpml-msg-5-5.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/pretrade
Type: | BusinessUnit
Content: | complex, 1 attribute, 4 elements
Defined: | locally witnin Party complexType in fpml-shared-5-5.xsd; see XML source
businessUnitId | An identifier used to uniquely identify organization unit
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | Unit
Content: | simple, 1 attribute
Defined: | locally witnin BusinessUnit complexType in fpml-shared-5-5.xsd; see XML source
businessUnitReference (in person) | The unit for which the indvidual works.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | BusinessUnitReference
Content: | empty, 1 attribute
Defined: | locally witnin Person complexType in fpml-shared-5-5.xsd; see XML source
businessUnitReference (in relatedBusinessUnit) | The unit that is related to this.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | BusinessUnitReference
Content: | empty, 1 attribute
Defined: | locally witnin RelatedBusinessUnit complexType in fpml-shared-5-5.xsd; see XML source
buyer | The buyer of the option
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | IdentifiedPayerReceiver
Content: | simple, 1 attribute
Defined: | locally witnin Strike complexType in fpml-shared-5-5.xsd; see XML source
buyerAccountReference | A reference to the account that buys this instrument.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | AccountReference
Content: | empty, 1 attribute
Defined: | locally witnin BuyerSeller.model group in fpml-shared-5-5.xsd; see XML source
buyerConvention | The purpose of this element is to disambiguate whether the buyer of the product effectively buys protection or whether he buys risk (and, hence, sells protection) in the case, such as high yields instruments, where no firm standard appears to exist at the execution level.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | BuyerConventionEnum
Content: | simple
Defined: | locally witnin GeneralTerms complexType in fpml-cd-5-5.xsd; see XML source
buyerPartyReference (defined in BuyerSeller.model group) | A reference to the party that buys this instrument, ie. pays for this instrument and receives the rights defined by it.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | PartyReference
Content: | empty, 1 attribute
Defined: | locally witnin BuyerSeller.model group in fpml-shared-5-5.xsd; see XML source
buyerPartyReference (in notifyingParty) |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | PartyReference
Content: | empty, 1 attribute
Defined: | locally witnin NotifyingParty complexType in fpml-option-shared-5-5.xsd; see XML source
calculatedRate | The final calculated rate for a calculation period after any required averaging of rates A calculated rate of 5% would be represented as 0.05.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin FloatingRateDefinition complexType in fpml-ird-5-5.xsd; see XML source
calculation | The parameters used in the calculation of fixed or floaring rate calculation period amounts.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | Calculation
Content: | complex, 8 elements
Defined: | locally witnin CalculationPeriodAmount complexType in fpml-ird-5-5.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/pretrade
Type: | CalculationAgent
Content: | complex, 1 element
Defined: | locally witnin CalculationAgent.model group in fpml-doc-5-5.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/pretrade
Type: | CalculationAgent
Content: | complex, 1 element
Defined: | locally witnin MandatoryEarlyTermination complexType in fpml-ird-5-5.xsd; see XML source
calculationAgent (in optionalEarlyTermination) | The ISDA Calculation Agent responsible for performing duties associated with an optional early termination.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | CalculationAgent
Content: | complex, 1 element
Defined: | locally witnin OptionalEarlyTermination complexType in fpml-ird-5-5.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/pretrade
Type: | BusinessCenter
Content: | simple, 2 attributes
Defined: | locally witnin CalculationAgent.model group in fpml-doc-5-5.xsd; see XML source
calculationAgentDetermination | The calculation agent will decide the rate.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | CalculationAgent
Content: | complex, 1 element
Defined: | locally witnin FallbackReferencePrice complexType in fpml-ird-5-5.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/pretrade
Type: | CalculationAgentPartyEnum
Content: | simple
Defined: | locally witnin CalculationAgent complexType in fpml-shared-5-5.xsd; see XML source
calculationAmount (in fixedAmountCalculation) | The notional amount used in the calculation of fixed amounts where an amount is calculated on a formula basis, i.e. fixed amount = fixed rate payer calculation amount x fixed rate x fixed rate day count fraction.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | CalculationAmount
Content: | complex, 1 attribute, 3 elements
Defined: | locally witnin FixedAmountCalculation complexType in fpml-cd-5-5.xsd; see XML source
calculationAmount (in protectionTerms) | The notional amount of protection coverage.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | Money
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin ProtectionTerms complexType in fpml-cd-5-5.xsd; see XML source
calculationEndDate |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | AdjustableOrRelativeDate
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin PeriodicDates complexType in fpml-shared-5-5.xsd; see XML source
calculationPeriod | The parameters used in the calculation of a fixed or floating rate calculation period amount.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | CalculationPeriod
Content: | complex, 1 attribute, 12 elements
Defined: | locally witnin PaymentCalculationPeriod complexType in fpml-ird-5-5.xsd; see XML source
calculationPeriodAmount | The calculation period amount parameters.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | CalculationPeriodAmount
Content: | complex, 1 element
Defined: | locally witnin InterestRateStream complexType in fpml-ird-5-5.xsd; see XML source
calculationPeriodDates | The calculation periods dates schedule.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | CalculationPeriodDates
Content: | complex, 1 attribute, 11 elements
Defined: | locally witnin InterestRateStream complexType in fpml-ird-5-5.xsd; see XML source
calculationPeriodDatesAdjustments (in calculationPeriodDates) | 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/pretrade
Type: | BusinessDayAdjustments
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin CalculationPeriodDates complexType in fpml-ird-5-5.xsd; see XML source
calculationPeriodDatesAdjustments (in periodicDates) | 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/pretrade
Type: | BusinessDayAdjustments
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin PeriodicDates complexType in fpml-shared-5-5.xsd; see XML source
calculationPeriodDatesReference (in dateRelativeToCalculationPeriodDates) | A set of href pointers to calculation period dates defined somewhere else in the document.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | CalculationPeriodDatesReference
Content: | empty, 1 attribute
Defined: | locally witnin DateRelativeToCalculationPeriodDates complexType in fpml-ird-5-5.xsd; see XML source
calculationPeriodDatesReference (in notionalStepParameters) | A pointer style reference to the associated calculation period dates component defined elsewhere in the document.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | CalculationPeriodDatesReference
Content: | empty, 1 attribute
Defined: | locally witnin NotionalStepRule complexType in fpml-ird-5-5.xsd; see XML source
calculationPeriodDatesReference (in paymentDates) | A pointer style reference to the associated calculation period dates component defined elsewhere in the document.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | CalculationPeriodDatesReference
Content: | empty, 1 attribute
Defined: | locally witnin PaymentDates complexType in fpml-ird-5-5.xsd; see XML source
calculationPeriodDatesReference (in resetDates) | A pointer style reference to the associated calculation period dates component defined elsewhere in the document.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | CalculationPeriodDatesReference
Content: | empty, 1 attribute
Defined: | locally witnin ResetDates complexType in fpml-ird-5-5.xsd; see XML source
calculationPeriodDatesReference (in stubCalculationPeriodAmount) | For use with Credit Limit Check messages.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | CalculationPeriodDatesReference
Content: | empty, 1 attribute
Defined: | locally witnin StubCalculationPeriodAmount complexType in fpml-ird-5-5.xsd; see XML source
calculationPeriodFrequency (in calculationPeriodDates) | 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/pretrade
Type: | CalculationPeriodFrequency
Content: | complex, 1 attribute, 3 elements
Defined: | locally witnin CalculationPeriodDates complexType in fpml-ird-5-5.xsd; see XML source
calculationPeriodFrequency (in periodicDates) | 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/pretrade
Type: | CalculationPeriodFrequency
Content: | complex, 1 attribute, 3 elements
Defined: | locally witnin PeriodicDates complexType in fpml-shared-5-5.xsd; see XML source
calculationPeriodNumberOfDays (in calculationPeriod) | The number of days from the adjusted effective / start date to the adjusted termination / end date calculated in accordance with the applicable day count fraction.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:positiveInteger
Content: | simple
Defined: | locally witnin CalculationPeriod complexType in fpml-ird-5-5.xsd; see XML source
calculationPeriodNumberOfDays (in futureValueNotional) | 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/pretrade
Type: | xsd:positiveInteger
Content: | simple
Defined: | locally witnin FutureValueAmount complexType in fpml-shared-5-5.xsd; see XML source
calculationStartDate |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | AdjustableOrRelativeDate
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin PeriodicDates complexType in fpml-shared-5-5.xsd; see XML source
cancelableProvision | For use with Credit Limit Check messages.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | CancelableProvision
Content: | complex, 10 elements
Defined: | locally witnin Swap complexType in fpml-ird-5-5.xsd; see XML source
cancelableProvisionAdjustedDates | The adjusted dates associated with a cancelable provision.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | CancelableProvisionAdjustedDates
Content: | complex, 1 element
Defined: | locally witnin CancelableProvision complexType in fpml-ird-5-5.xsd; see XML source
cancellationEvent | The adjusted dates for an individual cancellation date.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | CancellationEvent
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin CancelableProvisionAdjustedDates complexType in fpml-ird-5-5.xsd; see XML source
capRate | The cap rate, if any, which applies to the floating rate for the calculation period.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | Strike
Content: | complex, 1 attribute, 3 elements
Defined: | locally witnin FloatingRateDefinition complexType in fpml-ird-5-5.xsd; see XML source
cash | Identifies a simple underlying asset type that is a cash payment.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | Cash
Content: | complex, 1 attribute, 3 elements
Subst.Gr: | may substitute for element underlyingAsset
Defined: | globally in fpml-asset-5-5.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/pretrade
Type: | Money
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin GrossCashflow complexType in fpml-shared-5-5.xsd; see XML source
cashflowId | Unique identifier for a cash flow.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | CashflowId
Content: | simple, 1 attribute
Defined: | locally witnin GrossCashflow complexType in fpml-shared-5-5.xsd; see XML source
cashflows | For use with pretrade Credit Limit Check messages.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | Cashflows
Content: | complex, 3 elements
Defined: | locally witnin InterestRateStream complexType in fpml-ird-5-5.xsd; see XML source
cashflowsMatchParameters | A true/false flag to indicate whether the cashflows match the parametric definition of the stream, i.e. whether the cashflows could be regenerated from the parameters without loss of information.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin Cashflows complexType in fpml-ird-5-5.xsd; see XML source
cashflowType (defined in GrossCashflow complexType) | Defines the type of cash flow.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | CashflowType
Content: | simple, 1 attribute
Defined: | locally witnin GrossCashflow complexType in fpml-shared-5-5.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/pretrade
Type: | CashflowType
Content: | simple, 1 attribute
Defined: | locally witnin QuotationCharacteristics.model group in fpml-asset-5-5.xsd; see XML source
cashPriceAlternateMethod | An ISDA defined cash settlement method used for the determination of the applicable cash settlement amount.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | CashPriceMethod
Content: | complex, 3 elements
Defined: | locally witnin CashSettlement complexType in fpml-ird-5-5.xsd; see XML source
cashPriceMethod | An ISDA defined cash settlement method used for the determination of the applicable cash settlement amount.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | CashPriceMethod
Content: | complex, 3 elements
Defined: | locally witnin CashSettlement complexType in fpml-ird-5-5.xsd; see XML source
cashSettlement (in mandatoryEarlyTermination) | If specified, this means that cash settlement is applicable to the transaction and defines the parameters associated with the cash settlement prodcedure.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | CashSettlement
Content: | complex, 1 attribute, 10 elements
Defined: | locally witnin MandatoryEarlyTermination complexType in fpml-ird-5-5.xsd; see XML source
cashSettlement (in optionalEarlyTermination) | If specified, this means that cash settlement is applicable to the transaction and defines the parameters associated with the cash settlement prodcedure.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | CashSettlement
Content: | complex, 1 attribute, 10 elements
Defined: | locally witnin OptionalEarlyTermination complexType in fpml-ird-5-5.xsd; see XML source
cashSettlementAmount | The amount paid by the seller to the buyer for cash settlement on the cash settlement date.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | Money
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin FixedRecovery.model group in fpml-cd-5-5.xsd; see XML source
cashSettlementBusinessDays | The number of business days used in the determination of the cash settlement payment date.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:nonNegativeInteger
Content: | simple
Defined: | locally witnin CashSettlementTerms complexType in fpml-cd-5-5.xsd; see XML source
cashSettlementCurrency (defined in CashPriceMethod complexType) | The currency in which the cash settlement amount will be calculated and settled.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | Currency
Content: | simple, 1 attribute
Defined: | locally witnin CashPriceMethod complexType in fpml-ird-5-5.xsd; see XML source
cashSettlementCurrency (in crossCurrencyMethod) | The currency, or currencies, in which the cash settlement amount(s) will be calculated and settled.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | Currency
Content: | simple, 1 attribute
Defined: | locally witnin CrossCurrencyMethod complexType in fpml-ird-5-5.xsd; see XML source
cashSettlementOnly | An obligation and deliverable obligation characteristic.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin Obligations complexType in fpml-cd-5-5.xsd; see XML source
cashSettlementPaymentDate | The date on which the cash settlement amount will be paid, subject to adjustment in accordance with any applicable business day convention.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | CashSettlementPaymentDate
Content: | complex, 1 attribute, 3 elements
Defined: | locally witnin CashSettlement complexType in fpml-ird-5-5.xsd; see XML source
cashSettlementReferenceBanks (defined in CashPriceMethod complexType) | A container for a set of reference institutions.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | CashSettlementReferenceBanks
Content: | complex, 1 attribute, 1 element
Defined: | locally witnin CashPriceMethod complexType in fpml-ird-5-5.xsd; see XML source
cashSettlementReferenceBanks (in crossCurrencyMethod) | A container for a set of reference institutions.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | CashSettlementReferenceBanks
Content: | complex, 1 attribute, 1 element
Defined: | locally witnin CrossCurrencyMethod complexType in fpml-ird-5-5.xsd; see XML source
cashSettlementReferenceBanks (in settlementRateSource defined in YieldCurveMethod complexType) | A container for a set of reference institutions.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | CashSettlementReferenceBanks
Content: | complex, 1 attribute, 1 element
Defined: | locally witnin SettlementRateSource complexType in fpml-shared-5-5.xsd; see XML source
cashSettlementTerms | This element contains all the ISDA terms relevant to cash settlement for when cash settlement is applicable.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | CashSettlementTerms
Content: | complex, 1 attribute, 13 elements
Defined: | locally witnin CreditDefaultSwap complexType in fpml-cd-5-5.xsd; see XML source
cashSettlementValuationDate | The date on which the cash settlement amount will be determined according to the cash settlement method if the parties have not otherwise been able to agree the cash settlement amount.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | RelativeDateOffset
Content: | complex, 1 attribute, 6 elements
Defined: | locally witnin CashSettlement complexType in fpml-ird-5-5.xsd; see XML source
cashSettlementValuationTime | The time of the cash settlement valuation date when the cash settlement amount will be determined according to the cash settlement method if the parties have not otherwise been able to agree the cash settlement amount.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | BusinessCenterTime
Content: | complex, 2 elements
Defined: | locally witnin CashSettlement complexType in fpml-ird-5-5.xsd; see XML source
category (defined in PartyTradeInformation complexType) | Used to categorize trades into user-defined categories, such as house trades vs. customer trades.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | TradeCategory
Content: | simple, 1 attribute
Defined: | locally witnin PartyTradeInformation complexType in fpml-doc-5-5.xsd; see XML source
category (in advisory) | The category or type of the notification message, e.g. availability, product coverage, rules, etc.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | ServiceAdvisoryCategory
Content: | simple, 1 attribute
Defined: | locally witnin ServiceAdvisory complexType in fpml-msg-5-5.xsd; see XML source
category (in deliverableObligations) | Used in both obligations and deliverable obligations to represent a class or type of securities which apply.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | ObligationCategoryEnum
Content: | simple
Defined: | locally witnin DeliverableObligations complexType in fpml-cd-5-5.xsd; see XML source
category (in obligations) | Used in both obligations and deliverable obligations to represent a class or type of securities which apply.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | ObligationCategoryEnum
Content: | simple
Defined: | locally witnin Obligations complexType in fpml-cd-5-5.xsd; see XML source
changeEvent | Abstract substitutable place holder for specific change details.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | ChangeEvent
Content: | complex, 1 element
Subst.Gr: | may be substituted with 3 elements
Defined: | globally in fpml-business-events-5-5.xsd; see XML source
Used: | at 3 locations
changeInNotionalAmount (defined in TradeNotionalChange.model group) | Specifies the fixed amount by which the Notional Amount changes.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | NonNegativeMoney
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin TradeNotionalChange.model group in fpml-business-events-5-5.xsd; see XML source
changeInNotionalAmount (in novationAmount) |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | NonNegativeMoney
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin TradeLegNotionalChange.model group in fpml-business-events-5-5.xsd; see XML source
changeInNumberOfOptions (defined in TradeNotionalChange.model group) | Specifies the fixed amount by which the Number of Options changes
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin TradeNotionalChange.model group in fpml-business-events-5-5.xsd; see XML source
changeInNumberOfOptions (in novationAmount) |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin TradeLegNumberOfOptionsChange.model group in fpml-business-events-5-5.xsd; see XML source
changeInNumberOfUnits (defined in TradeNotionalChange.model group) | Specifies the fixed amount by which the Number of Units changes
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin TradeNotionalChange.model group in fpml-business-events-5-5.xsd; see XML source
changeInNumberOfUnits (in novationAmount) |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin TradeLegNumberOfUnitsChange.model group in fpml-business-events-5-5.xsd; see XML source
city | The city component of a postal address.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:string
Content: | simple
Defined: | locally witnin Address complexType in fpml-shared-5-5.xsd; see XML source
classification | The party's industry sector classification.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | IndustryClassification
Content: | simple, 1 attribute
Defined: | locally witnin PartyInformation.model group in fpml-shared-5-5.xsd; see XML source
clearanceSystem | Identification of the clearance system associated with the transaction exchange.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | ClearanceSystem
Content: | simple, 1 attribute
Defined: | locally witnin UnderlyingAsset complexType in fpml-asset-5-5.xsd; see XML source
cleared | When this trade was cleared.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:dateTime
Content: | simple
Defined: | locally witnin TradeProcessingTimestamps complexType in fpml-doc-5-5.xsd; see XML source
clearedDate | If the trade was cleared (novated) through a central counterparty clearing service, this represents the date the trade was cleared (transferred to the central counterparty).
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | IdentifiedDate
Content: | simple, 1 attribute
Defined: | locally witnin TradeHeader complexType in fpml-doc-5-5.xsd; see XML source
clearingStatus | Describes the status with respect to clearing (e.g.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | ClearingStatusValue
Content: | simple, 1 attribute
Defined: | locally witnin PartyTradeInformation complexType in fpml-doc-5-5.xsd; see XML source
clipSize |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:integer
Content: | simple
Defined: | locally witnin LimitApplicable complexType in fpml-pretrade-processes-5-5.xsd; see XML source
collateral (defined in Trade complexType) | Defines collateral obiligations of a Party
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | Collateral
Content: | complex, 1 element
Defined: | locally witnin Trade complexType in fpml-doc-5-5.xsd; see XML source
collateral (in allocation) | The sum that must be posted upfront to collateralize against counterparty credit risk.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | Collateral
Content: | complex, 1 element
Defined: | locally witnin AllocationContent.model group in fpml-doc-5-5.xsd; see XML source
collateralizationType | Specifies whether this party posts collateral.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | CollateralizationType
Content: | simple, 1 attribute
Defined: | locally witnin PartyTradeInformation complexType in fpml-doc-5-5.xsd; see XML source
collateralizedCashPriceMethod | An ISDA defined cash settlement method used for the determination of the applicable cash settlement amount.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | YieldCurveMethod
Content: | complex, 2 elements
Defined: | locally witnin CashSettlement complexType in fpml-ird-5-5.xsd; see XML source
collateralPortfolio | Provides a name, code, or other identifier for the collateral portfolio to which this belongs.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | PortfolioName
Content: | simple, 2 attributes
Defined: | locally witnin PartyTradeInformation complexType in fpml-doc-5-5.xsd; see XML source
commencementDate | The first day of the exercise period for an American style option.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | AdjustableOrRelativeDate
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin AmericanExercise complexType in fpml-shared-5-5.xsd; see XML source
comments | Any additional comments that are deemed necessary.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:string
Content: | simple
Defined: | locally witnin Resource complexType in fpml-shared-5-5.xsd; see XML source
componentDescription | Text description of the component
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:string
Content: | simple
Defined: | locally witnin FormulaComponent complexType in fpml-shared-5-5.xsd; see XML source
compounding |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin InterestShortFall complexType in fpml-cd-5-5.xsd; see XML source
compoundingMethod | 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/pretrade
Type: | CompoundingMethodEnum
Content: | simple
Defined: | locally witnin Calculation complexType in fpml-ird-5-5.xsd; see XML source
compressionType |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | CompressionType
Content: | simple, 1 attribute
Defined: | locally witnin CompressionActivity complexType in fpml-business-events-5-5.xsd; see XML source
conditionPrecedentBond | To indicate whether the Condition Precedent Bond is applicable.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin BondReference complexType in fpml-ird-5-5.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/pretrade
Type: | ConfirmationMethod
Content: | simple, 1 attribute
Defined: | locally witnin PartyTradeInformation complexType in fpml-doc-5-5.xsd; see XML source
confirmed | When this trade was confirmed.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:dateTime
Content: | simple
Defined: | locally witnin TradeProcessingTimestamps complexType in fpml-doc-5-5.xsd; see XML source
consentRequiredLoan | A deliverable obligation characteristic.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | PCDeliverableObligationCharac
Content: | complex, 2 elements
Defined: | locally witnin DeliverableObligations complexType in fpml-cd-5-5.xsd; see XML source
constantNotionalScheduleReference | A pointer style reference to the associated constant notional schedule defined elsewhere in the document which contains the currency amounts which will be converted into the varying notional currency amounts using the spot currency exchange rate.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | NotionalReference
Content: | empty, 1 attribute
Defined: | locally witnin FxLinkedNotionalSchedule complexType in fpml-ird-5-5.xsd; see XML source
constituentExchangeId | Identification of all the exchanges where constituents are traded.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | ExchangeId
Content: | simple, 1 attribute
Defined: | locally witnin ExchangeTradedCalculatedPrice complexType in fpml-asset-5-5.xsd; see XML source
constituentWeight | Describes the weight of each of the constituents within the basket.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | ConstituentWeight
Content: | complex, 3 elements
Defined: | locally witnin ReferencePoolItem complexType in fpml-cd-5-5.xsd; see XML source
contactInfo (in businessUnit) | Information on how to contact the unit using various means.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | ContactInformation
Content: | complex, 3 elements
Defined: | locally witnin BusinessUnit complexType in fpml-shared-5-5.xsd; see XML source
contactInfo (in party) | Information on how to contact the party using various means.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | ContactInformation
Content: | complex, 3 elements
Defined: | locally witnin Party complexType in fpml-shared-5-5.xsd; see XML source
contactInfo (in person) | Information on how to contact the individual using various means.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | ContactInformation
Content: | complex, 3 elements
Defined: | locally witnin Person complexType in fpml-shared-5-5.xsd; see XML source
continuity | An obligation and deliverable obligation characteristic.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin Obligations complexType in fpml-cd-5-5.xsd; see XML source
contractId |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | ContractId
Content: | simple, 2 attributes
Defined: | locally witnin VersionedContractId complexType in fpml-doc-5-5.xsd; see XML source
contractReference | Specifies the contract that can be referenced, besides the undelyer type.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:string
Content: | simple
Defined: | locally witnin ExchangeTradedContract complexType in fpml-asset-5-5.xsd; see XML source
contractualDefinitions (defined in NovationTerms.model group) | The definitions (such as those published by ISDA) that will define the terms of the novation transaction.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | ContractualDefinitions
Content: | simple, 1 attribute
Defined: | locally witnin NovationTerms.model group in fpml-business-events-5-5.xsd; see XML source
contractualDefinitions (in documentation) | The definitions such as those published by ISDA that will define the terms of the trade.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | ContractualDefinitions
Content: | simple, 1 attribute
Defined: | locally witnin Documentation complexType in fpml-shared-5-5.xsd; see XML source
contractualMatrix | A reference to a contractual matrix of elected terms/values (such as those published by ISDA) that shall be deemed to apply to the trade.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | ContractualMatrix
Content: | complex, 3 elements
Defined: | locally witnin Documentation complexType in fpml-shared-5-5.xsd; see XML source
contractualTermsSupplement (defined in NovationTerms.model group) | A contractual supplement (such as those published by ISDA) that will apply to the trade.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | ContractualTermsSupplement
Content: | complex, 2 elements
Defined: | locally witnin NovationTerms.model group in fpml-business-events-5-5.xsd; see XML source
contractualTermsSupplement (in documentation) | A contractual supplement (such as those published by ISDA) that will apply to the trade.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | ContractualTermsSupplement
Content: | complex, 2 elements
Defined: | locally witnin Documentation complexType in fpml-shared-5-5.xsd; see XML source
contractYearMonth | The contract month of the futures contract. i.e.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:gYearMonth
Content: | simple
Defined: | locally witnin Future complexType in fpml-asset-5-5.xsd; see XML source
convertibleBond | Identifies the underlying asset when it is a convertible bond.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | ConvertibleBond
Content: | complex, 1 attribute, 18 elements
Subst.Gr: | may substitute for element underlyingAsset
Defined: | globally in fpml-asset-5-5.xsd; see XML source
Used: | at 1 location
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/pretrade
Type: | MessageAddress
Content: | simple, 1 attribute
Defined: | locally witnin MessageHeader.model group in fpml-msg-5-5.xsd; see XML source
corporateAction | Describes a change due to a corporate action
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | CorporateActionEvent
Content: | complex, 2 elements
Subst.Gr: | may substitute for element changeEvent
Defined: | globally in fpml-business-events-5-5.xsd; see XML source
Used: | never
correlationId | A qualified identifier used to correlate between messages
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | CorrelationId
Content: | simple, 1 attribute
Defined: | locally witnin CorrelationId.model group in fpml-msg-5-5.xsd; see XML source
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/pretrade
Type: | CorrespondentInformation
Content: | complex, 4 elements
Defined: | locally witnin SettlementInstruction complexType in fpml-shared-5-5.xsd; see XML source
correspondentPartyReference | Link to the party acting as correspondent.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | PartyReference
Content: | empty, 1 attribute
Defined: | locally witnin CorrespondentInformation complexType in fpml-shared-5-5.xsd; see XML source
counterofferQuote |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:string
Content: | simple
Defined: | locally witnin OrderStatus complexType in fpml-pretrade-processes-5-5.xsd; see XML source
counterpartyReference |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | PartyReference
Content: | empty, 1 attribute
Defined: | locally witnin OrderFill complexType in fpml-pretrade-processes-5-5.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/pretrade
Type: | CountryCode
Content: | simple, 1 attribute
Defined: | locally witnin Address complexType in fpml-shared-5-5.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/pretrade
Type: | CountryCode
Content: | simple, 1 attribute
Defined: | locally witnin BusinessUnit complexType in fpml-shared-5-5.xsd; see XML source
country (in party) | The country where the party is domiciled.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | CountryCode
Content: | simple, 1 attribute
Defined: | locally witnin PartyInformation.model group in fpml-shared-5-5.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/pretrade
Type: | CountryCode
Content: | simple, 1 attribute
Defined: | locally witnin Person complexType in fpml-shared-5-5.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/pretrade
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin FixedIncomeSecurityContent.model group in fpml-asset-5-5.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/pretrade
Type: | CouponType
Content: | simple, 1 attribute
Defined: | locally witnin FixedIncomeSecurityContent.model group in fpml-asset-5-5.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/pretrade
Type: | xsd:dateTime
Content: | simple
Defined: | locally witnin MessageHeader.model group in fpml-msg-5-5.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/pretrade
Type: | xsd:date
Content: | simple
Defined: | locally witnin Loan complexType in fpml-asset-5-5.xsd; see XML source
creditApprovalModel (defined in OriginalRequestDetails complexType) |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | CreditApprovalModel
Content: | simple, 1 attribute
Defined: | locally witnin OriginalRequestDetails complexType in fpml-pretrade-processes-5-5.xsd; see XML source
creditApprovalModel (in requestLimitCheck) | Code to indicate the credit approval model e.g., PushToPing, PushToStop, Plus1ToStop, Plus1ToPing, Ping.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | CreditApprovalModel
Content: | simple, 1 attribute
Defined: | locally witnin RequestLimitCheck complexType in fpml-pretrade-processes-5-5.xsd; see XML source
creditApprovalRequestType (defined in OriginalRequestDetails complexType) |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | CreditApprovalRequestTypeEnum
Content: | simple
Defined: | locally witnin OriginalRequestDetails complexType in fpml-pretrade-processes-5-5.xsd; see XML source
creditApprovalRequestType (in requestLimitCheck) |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | CreditApprovalRequestTypeEnum
Content: | simple
Defined: | locally witnin RequestLimitCheck complexType in fpml-pretrade-processes-5-5.xsd; see XML source
creditChargeAmount | Special credit fee assessed to certain institutions.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | Money
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin AllocationContent.model group in fpml-doc-5-5.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/pretrade
Type: | CreditDefaultSwap
Content: | complex, 1 attribute, 8 elements
Subst.Gr: | may substitute for element product
Defined: | globally in fpml-cd-5-5.xsd; see XML source
Used: | never
creditDerivativesNotices | This element should be specified if one or more of either a Credit Event Notice, Notice of Publicly Available Information, Notice of Physical Settlement or Notice of Intended Physical Settlement, as applicable, has been delivered by or to the Transferor or the Remaining Party.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | CreditDerivativesNotices
Content: | complex, 3 elements
Defined: | locally witnin NovationTerms.model group in fpml-business-events-5-5.xsd; see XML source
creditDocument | What arrangements will be made to provide credit?
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | CreditDocument
Content: | simple, 1 attribute
Defined: | locally witnin EndUserExceptionDeclaration complexType in fpml-doc-5-5.xsd; see XML source
creditEntityReference | An XML reference a credit entity defined elsewhere in the document.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | LegalEntityReference
Content: | empty, 1 attribute
Defined: | locally witnin CreditEntity.model group in fpml-asset-5-5.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/pretrade
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin CreditDerivativesNotices complexType in fpml-doc-5-5.xsd; see XML source
creditEventNotice | A specified condition to settlement.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | CreditEventNotice
Content: | complex, 3 elements
Defined: | locally witnin CreditEvents complexType in fpml-option-shared-5-5.xsd; see XML source
creditEvents | This element contains all the ISDA terms relating to credit events.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | CreditEvents
Content: | complex, 1 attribute, 14 elements
Defined: | locally witnin ProtectionTerms complexType in fpml-cd-5-5.xsd; see XML source
creditLimit (defined in CreditLimitInformationExtended complexType) |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | CreditLimitExtended
Content: | complex, 10 elements
Defined: | locally witnin CreditLimitInformationExtended complexType in fpml-pretrade-processes-5-5.xsd; see XML source
creditLimit (in creditLimitInformation in creditLimitReport) |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | CreditLimit
Content: | complex, 8 elements
Defined: | locally witnin CreditLimitInformation complexType in fpml-pretrade-processes-5-5.xsd; see XML source
creditLimitException |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | Exception
Content: | complex, 3 attributes, 7 elements
Defined: | globally in fpml-pretrade-processes-5-5.xsd; see XML source
Used: | never
creditLimitInformation (in creditLimitReport) |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | CreditLimitInformation
Content: | complex, 3 elements
Defined: | locally witnin CreditLimitReport complexType in fpml-pretrade-processes-5-5.xsd; see XML source
creditLimitInformation (in restoreCredit) |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | CreditLimitInformationExtended
Content: | complex, 3 elements
Defined: | locally witnin RestoreCredit complexType in fpml-pretrade-processes-5-5.xsd; see XML source
creditLimitInformation (in setCreditLimit) |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | CreditLimitInformationExtended
Content: | complex, 3 elements
Defined: | locally witnin SetCreditLimit complexType in fpml-pretrade-processes-5-5.xsd; see XML source
creditLimitReference (in creditRiskLimit in limitCheckApproved) |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | CreditLimitReference
Content: | complex, 2 elements
Defined: | locally witnin CreditRiskLimit complexType in fpml-pretrade-processes-5-5.xsd; see XML source
creditLimitReference (in creditRiskLimit in limitCheckRefused) |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | CreditLimitReference
Content: | complex, 2 elements
Defined: | locally witnin CreditRiskLimitRefused complexType in fpml-pretrade-processes-5-5.xsd; see XML source
creditLimitReference (in orderStatus) |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | CreditLimitReference
Content: | complex, 2 elements
Defined: | locally witnin OrderStatus complexType in fpml-pretrade-processes-5-5.xsd; see XML source
creditLimitReport |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | CreditLimitReport
Content: | complex, 3 attributes, 9 elements
Defined: | globally in fpml-pretrade-processes-5-5.xsd; see XML source
Used: | never
creditLimitResponse |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | CreditLimitResponse
Content: | complex, 3 attributes, 8 elements
Defined: | globally in fpml-pretrade-processes-5-5.xsd; see XML source
Used: | never
creditRating | The party's credit rating.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | CreditRating
Content: | simple, 1 attribute
Defined: | locally witnin PartyInformation.model group in fpml-shared-5-5.xsd; see XML source
creditRiskLimit (in limitCheckApproved) |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | CreditRiskLimit
Content: | complex, 11 elements
Defined: | locally witnin LimitCheckApproved complexType in fpml-pretrade-processes-5-5.xsd; see XML source
creditRiskLimit (in limitCheckRefused) |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | CreditRiskLimitRefused
Content: | complex, 5 elements
Defined: | locally witnin LimitCheckRefused complexType in fpml-pretrade-processes-5-5.xsd; see XML source
creditSupportAgreement (defined in PartyRelationshipDocumentation complexType) | 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/pretrade
Type: | CreditSupportAgreement
Content: | complex, 3 elements
Defined: | locally witnin PartyRelationshipDocumentation complexType in fpml-shared-5-5.xsd; see XML source
creditSupportAgreement (in documentation) | 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/pretrade
Type: | CreditSupportAgreement
Content: | complex, 3 elements
Defined: | locally witnin Documentation complexType in fpml-shared-5-5.xsd; see XML source
crossCurrencyMethod | An ISDA defined cash settlement method used for the determination of the applicable cash settlement amount.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | CrossCurrencyMethod
Content: | complex, 3 elements
Defined: | locally witnin CashSettlement complexType in fpml-ird-5-5.xsd; see XML source
currency (defined in ActualPrice complexType) | Specifies the currency associated with the net price.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | Currency
Content: | simple, 1 attribute
Defined: | locally witnin ActualPrice complexType in fpml-asset-5-5.xsd; see XML source
currency (defined in CreditLimit complexType) |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | Currency
Content: | simple, 1 attribute
Defined: | locally witnin CreditLimit complexType in fpml-pretrade-processes-5-5.xsd; see XML source
currency (defined in MoneyBase complexType) | The currency in which an amount is denominated.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | Currency
Content: | simple, 1 attribute
Defined: | locally witnin MoneyBase complexType in fpml-shared-5-5.xsd; see XML source
currency (defined in NotDomesticCurrency complexType) | An explicit specification of the domestic currency.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | Currency
Content: | simple, 1 attribute
Defined: | locally witnin NotDomesticCurrency complexType in fpml-cd-5-5.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/pretrade
Type: | Currency
Content: | simple, 1 attribute
Defined: | locally witnin QuotationCharacteristics.model group in fpml-asset-5-5.xsd; see XML source
currency (defined in SpecifiedCurrency complexType) | The currency in which an amount is denominated.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | Currency
Content: | simple, 1 attribute
Defined: | locally witnin SpecifiedCurrency complexType in fpml-cd-5-5.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/pretrade
Type: | IdentifiedCurrency
Content: | simple, 2 attributes
Defined: | locally witnin UnderlyingAsset complexType in fpml-asset-5-5.xsd; see XML source
currency (in cash) | The currency in which an amount is denominated.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | Currency
Content: | simple, 1 attribute
Defined: | locally witnin Cash complexType in fpml-asset-5-5.xsd; see XML source
currency (in feeAmountSchedule) | The currency in which an amount is denominated.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | Currency
Content: | simple, 1 attribute
Defined: | locally witnin AmountSchedule complexType in fpml-shared-5-5.xsd; see XML source
currency (in limitApplicable) |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | Currency
Content: | simple, 1 attribute
Defined: | locally witnin LimitApplicable complexType in fpml-pretrade-processes-5-5.xsd; see XML source
currency (in notionalStepSchedule) | The currency in which an amount is denominated.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | Currency
Content: | simple, 1 attribute
Defined: | locally witnin NonNegativeAmountSchedule complexType in fpml-shared-5-5.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/pretrade
Type: | Currency
Content: | simple, 1 attribute
Defined: | locally witnin QuotedCurrencyPair complexType in fpml-shared-5-5.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/pretrade
Type: | Currency
Content: | simple, 1 attribute
Defined: | locally witnin QuotedCurrencyPair complexType in fpml-shared-5-5.xsd; see XML source
currencyType | The optional currency that the measure is expressed in.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | ReportingCurrencyType
Content: | simple, 1 attribute
Defined: | locally witnin QuotationCharacteristics.model group in fpml-asset-5-5.xsd; see XML source
currentFactor | The part of the mortgage that is currently outstanding.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin AssetPool complexType in fpml-asset-5-5.xsd; see XML source
curveInstrument | Defines the underlying asset when it is a curve instrument.
Namespace: | http://www.fpml.org/FpML-5/pretrade
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-5-5.xsd; see XML source
Used: | at 6 locations
cycle | The processing cycle or phase that this message describes.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | ServiceProcessingCycle
Content: | simple, 1 attribute
Defined: | locally witnin ServiceProcessingStatus complexType in fpml-msg-5-5.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/pretrade
Type: | DataDocument
Content: | complex, 3 attributes, 7 elements
Defined: | globally in fpml-main-5-5.xsd; see XML source
Used: | never
date (defined in CreditSupportAgreement complexType) | 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/pretrade
Type: | xsd:date
Content: | simple
Defined: | locally witnin CreditSupportAgreement complexType in fpml-shared-5-5.xsd; see XML source
date (defined in OptionExpiryBase complexType) |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:date
Content: | simple
Defined: | locally witnin OptionExpiryBase complexType in fpml-business-events-5-5.xsd; see XML source
date (defined in TradeMaturity complexType) |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:date
Content: | simple
Defined: | locally witnin TradeMaturity complexType in fpml-business-events-5-5.xsd; see XML source
date (in agreement) | The date on which the agreement was signed.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:date
Content: | simple
Defined: | locally witnin GenericAgreement complexType in fpml-shared-5-5.xsd; see XML source
date (in implementationSpecification) |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:date
Content: | simple
Defined: | locally witnin ImplementationSpecification complexType in fpml-msg-5-5.xsd; see XML source
dateAdjustments (defined in AdjustableDate.model group) | 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 date in the specified business centers.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | BusinessDayAdjustments
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin AdjustableDate.model group in fpml-shared-5-5.xsd; see XML source
dateAdjustments (defined in AdjustableDate2 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/pretrade
Type: | BusinessDayAdjustments
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin AdjustableDate2 complexType in fpml-shared-5-5.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/pretrade
Type: | BusinessDayAdjustments
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin AdjustableDates complexType in fpml-shared-5-5.xsd; see XML source
dateAdjustments (in generalTerms) | ISDA 2003 Terms: Business Day and Business Day Convention.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | BusinessDayAdjustments
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin GeneralTerms complexType in fpml-cd-5-5.xsd; see XML source
dateAdjustmentsReference | A pointer style reference to date adjustments defined elsewhere in the document.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | BusinessDayAdjustmentsReference
Content: | empty, 1 attribute
Defined: | locally witnin AdjustableDate2 complexType in fpml-shared-5-5.xsd; see XML source
dateOffset |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | DateOffset
Content: | complex, 1 attribute, 4 elements
Defined: | locally witnin RelativeDateSequence complexType in fpml-shared-5-5.xsd; see XML source
dateRelativeTo (defined in RelativeDateOffset complexType) | Specifies the anchor as an href attribute.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | DateReference
Content: | empty, 1 attribute
Defined: | locally witnin RelativeDateOffset complexType in fpml-shared-5-5.xsd; see XML source
dateRelativeTo (in relativeDateSequence) | Specifies the anchor as an href attribute.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | DateReference
Content: | empty, 1 attribute
Defined: | locally witnin RelativeDateSequence complexType in fpml-shared-5-5.xsd; see XML source
dateRelativeToCalculationPeriodDates | The calculation period references on which settlements in non-deliverable currency are due and will then have to be converted according to the terms specified through the other parts of the nonDeliverableSettlement structure.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | DateRelativeToCalculationPeriodDates
Content: | complex, 1 element
Defined: | locally witnin FxFixingDate complexType in fpml-ird-5-5.xsd; see XML source
dateRelativeToPaymentDates | The payment date references on which settlements in non-deliverable currency are due and will then have to be converted according to the terms specified through the other parts of the nonDeliverableSettlement structure.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | DateRelativeToPaymentDates
Content: | complex, 1 element
Defined: | locally witnin FxFixingDate complexType in fpml-ird-5-5.xsd; see XML source
dayCountFraction (defined in BondCalculation.model group) | The day count basis for the bond.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | DayCountFraction
Content: | simple, 1 attribute
Defined: | locally witnin BondCalculation.model group in fpml-asset-5-5.xsd; see XML source
dayCountFraction (in calculation) | The day count fraction.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | DayCountFraction
Content: | simple, 1 attribute
Defined: | locally witnin Calculation complexType in fpml-ird-5-5.xsd; see XML source
dayCountFraction (in deposit) | The day count basis for the deposit.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | DayCountFraction
Content: | simple, 1 attribute
Defined: | locally witnin Deposit complexType in fpml-asset-5-5.xsd; see XML source
dayCountFraction (in fixedAmountCalculation) | The day count fraction.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | DayCountFraction
Content: | simple, 1 attribute
Defined: | locally witnin FixedAmountCalculation complexType in fpml-cd-5-5.xsd; see XML source
dayCountFraction (in rateIndex) | The day count basis for the index.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | DayCountFraction
Content: | simple, 1 attribute
Defined: | locally witnin RateIndex complexType in fpml-asset-5-5.xsd; see XML source
dayCountFraction (in simpleFra) | The day count basis for the FRA.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | DayCountFraction
Content: | simple, 1 attribute
Defined: | locally witnin SimpleFra complexType in fpml-asset-5-5.xsd; see XML source
dayCountFraction (in simpleIrSwap) | The day count basis for the swap.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | DayCountFraction
Content: | simple, 1 attribute
Defined: | locally witnin SimpleIRSwap complexType in fpml-asset-5-5.xsd; see XML source
dayCountYearFraction | The year fraction value of the calculation period, result of applying the ISDA rules for day count fraction defined in the ISDA Annex.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin CalculationPeriod complexType in fpml-ird-5-5.xsd; see XML source
dayType | In the case of an offset specified as a number of days, this element defines whether consideration is given as to whether a day is a good business day or not.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | DayTypeEnum
Content: | simple
Defined: | locally witnin Offset complexType in fpml-shared-5-5.xsd; see XML source
dealer | A dealer from whom quotations are obtained by the calculation agent on the reference obligation for purposes of cash settlement.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:string
Content: | simple
Defined: | locally witnin CashSettlementTerms complexType in fpml-cd-5-5.xsd; see XML source
defaultRequirement | In relation to certain credit events, serves as a threshold for Obligation Acceleration, Obligation Default, Repudiation/Moratorium and Restructuring.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | Money
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin CreditEvents complexType in fpml-option-shared-5-5.xsd; see XML source
definition | An optional reference to a full FpML product that defines the simple product in greater detail.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | ProductReference
Content: | empty, 1 attribute
Defined: | locally witnin UnderlyingAsset complexType in fpml-asset-5-5.xsd; see XML source
deliverableObligations | This element contains all the ISDA terms relevant to defining the deliverable obligations.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | DeliverableObligations
Content: | complex, 23 elements
Defined: | locally witnin PhysicalSettlementTerms complexType in fpml-cd-5-5.xsd; see XML source
deliveryOfCommitments | An obligation and deliverable obligation characteristic.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin Obligations complexType in fpml-cd-5-5.xsd; see XML source
deposit | Identifies a simple underlying asset that is a term deposit.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | Deposit
Content: | complex, 1 attribute, 9 elements
Subst.Gr: | may substitute for element curveInstrument
Defined: | globally in fpml-asset-5-5.xsd; see XML source
Used: | never
depositoryPartyReference | Reference to the depository of the settlement.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | PartyReference
Content: | empty, 1 attribute
Defined: | locally witnin SettlementInstruction complexType in fpml-shared-5-5.xsd; see XML source
description (defined in CreditLimitCheckReason complexType) |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:string
Content: | simple
Defined: | locally witnin CreditLimitCheckReason complexType in fpml-pretrade-processes-5-5.xsd; see XML source
description (defined in CreditLimitCheckReason complexType) | free form description of the reason
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:string
Content: | simple
Defined: | locally witnin CreditLimitCheckReason complexType in fpml-pretrade-processes-5-5.xsd; see XML source
description (defined in IdentifiedAsset complexType) | Long name of the underlying asset.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:string
Content: | simple
Defined: | locally witnin IdentifiedAsset complexType in fpml-asset-5-5.xsd; see XML source
description (defined in Reason complexType) | Plain English text describing the associated error condition
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:string
Content: | simple
Defined: | locally witnin Reason complexType in fpml-msg-5-5.xsd; see XML source
description (in advisory) | A human-readable notification.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:string
Content: | simple
Defined: | locally witnin ServiceAdvisory complexType in fpml-msg-5-5.xsd; see XML source
description (in cash) | Long name of the underlying asset.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:string
Content: | simple
Defined: | locally witnin Cash complexType in fpml-asset-5-5.xsd; see XML source
designatedPriority | Applies to Loan CDS, to indicate what lien level is appropriate for a deliverable obligation.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | Lien
Content: | simple, 1 attribute
Defined: | locally witnin Obligations complexType in fpml-cd-5-5.xsd; see XML source
determiningParty | The party referenced is the ISDA Determination Party that specified in the related Confirmation as Determination Party.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | PartyReference
Content: | empty, 1 attribute
Defined: | locally witnin Trade complexType in fpml-doc-5-5.xsd; see XML source
differenceSeverity | An indication of the severity of the difference.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | DifferenceSeverityEnum
Content: | simple
Defined: | locally witnin TradeDifference complexType in fpml-doc-5-5.xsd; see XML source
differenceType | The type of difference that exists.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | DifferenceTypeEnum
Content: | simple
Defined: | locally witnin TradeDifference complexType in fpml-doc-5-5.xsd; see XML source
directLoanParticipation | A deliverable obligation characteristic.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | LoanParticipation
Content: | complex, 3 elements
Defined: | locally witnin DeliverableObligations complexType in fpml-cd-5-5.xsd; see XML source
discountFactor (defined in Payment complexType) | The value representing the discount factor used to calculate the present value of the cash flow.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin Payment complexType in fpml-shared-5-5.xsd; see XML source
discountFactor (in paymentCalculationPeriod) | A decimal value representing the discount factor used to calculate the present value of cash flow.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin PaymentCalculationPeriod complexType in fpml-ird-5-5.xsd; see XML source
discountFactor (in principalExchange) | The value representing the discount factor used to calculate the present value of the principal exchange amount.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin PrincipalExchange complexType in fpml-ird-5-5.xsd; see XML source
discounting | For Credit Limit Check messages.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | Discounting
Content: | complex, 3 elements
Defined: | locally witnin Calculation complexType in fpml-ird-5-5.xsd; see XML source
discountingType | The discounting method that is applicable.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | DiscountingTypeEnum
Content: | simple
Defined: | locally witnin Discounting complexType in fpml-ird-5-5.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/pretrade
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin DiscountRate.model group in fpml-ird-5-5.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/pretrade
Type: | DayCountFraction
Content: | simple, 1 attribute
Defined: | locally witnin DiscountRate.model group in fpml-ird-5-5.xsd; see XML source
discrepancyClause | To indicate whether the Discrepancy Clause is applicable.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin BondReference complexType in fpml-ird-5-5.xsd; see XML source
distressedRatingsDowngrade | A credit event.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin CreditEvents complexType in fpml-option-shared-5-5.xsd; see XML source
dividendPayment | The next upcoming dividend payment or payments.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | PendingPayment
Content: | complex, 1 attribute, 3 elements
Defined: | locally witnin DividendPayout complexType in fpml-asset-5-5.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/pretrade
Type: | xsd:string
Content: | simple
Defined: | locally witnin DividendPayout complexType in fpml-asset-5-5.xsd; see XML source
dividendPayoutRatio | Specifies the total actual dividend payout ratio associated with the equity underlyer.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin DividendPayout complexType in fpml-asset-5-5.xsd; see XML source
dividendPayoutRatioCash | Specifies the cash actual dividend payout ratio associated with the equity underlyer.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin DividendPayout complexType in fpml-asset-5-5.xsd; see XML source
dividendPayoutRatioNonCash | Specifies the non cash actual dividend payout ratio associated with the equity underlyer.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin DividendPayout complexType in fpml-asset-5-5.xsd; see XML source
documentation | Defines 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/pretrade
Type: | Documentation
Content: | complex, 8 elements
Defined: | locally witnin Trade complexType in fpml-doc-5-5.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
earliestExerciseDateTenor | The time interval to the first (and possibly only) exercise date in the exercise period.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | Period
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin ExercisePeriod complexType in fpml-ird-5-5.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/pretrade
Type: | BusinessCenterTime
Content: | complex, 2 elements
Defined: | locally witnin AmericanExercise complexType in fpml-shared-5-5.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/pretrade
Type: | BusinessCenterTime
Content: | complex, 2 elements
Defined: | locally witnin BermudaExercise complexType in fpml-shared-5-5.xsd; see XML source
earliestExerciseTime (in europeanExercise) | 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/pretrade
Type: | BusinessCenterTime
Content: | complex, 2 elements
Defined: | locally witnin EuropeanExercise complexType in fpml-shared-5-5.xsd; see XML source
earlyTerminationEvent | The adjusted dates associated with an individual earley termination date.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | EarlyTerminationEvent
Content: | complex, 1 attribute, 5 elements
Defined: | locally witnin OptionalEarlyTerminationAdjustedDates complexType in fpml-ird-5-5.xsd; see XML source
earlyTerminationProvision | For use with Credit Limit Check messages.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | EarlyTerminationProvision
Content: | complex, 1 attribute, 4 elements
Defined: | locally witnin Swap complexType in fpml-ird-5-5.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/pretrade
Type: | xsd:date
Content: | simple
Defined: | locally witnin AgreementAndEffectiveDates.model group in fpml-business-events-5-5.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/pretrade
Type: | AdjustableOrRelativeDate
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin DirectionalLeg complexType in fpml-shared-5-5.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/pretrade
Type: | IdentifiedDate
Content: | simple, 1 attribute
Defined: | locally witnin VersionHistory.model group in fpml-shared-5-5.xsd; see XML source
effectiveDate (in calculationPeriodDates) | The first day of the term of the trade.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | AdjustableDate
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin CalculationPeriodDates complexType in fpml-ird-5-5.xsd; see XML source
effectiveDate (in generalTerms) | The first day of the term of the trade.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | AdjustableDate2
Content: | complex, 1 attribute, 4 elements
Defined: | locally witnin GeneralTerms complexType in fpml-cd-5-5.xsd; see XML source
effectiveFrom | The time at which the information supplied by the advisory becomes effective.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:dateTime
Content: | simple
Defined: | locally witnin ServiceAdvisory complexType in fpml-msg-5-5.xsd; see XML source
effectiveTo | The time at which the information supplied by the advisory becomes no longer effective.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:dateTime
Content: | simple
Defined: | locally witnin ServiceAdvisory complexType in fpml-msg-5-5.xsd; see XML source
element | The name of the element affected.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:string
Content: | simple
Defined: | locally witnin TradeDifference complexType in fpml-doc-5-5.xsd; see XML source
email | An address on an electronic mail or messaging sysem .
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:normalizedString
Content: | simple
Defined: | locally witnin ContactInformation complexType in fpml-shared-5-5.xsd; see XML source
endTerm | Specifies the end term of the simple fra, e.g. 9M.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | Period
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin SimpleFra complexType in fpml-asset-5-5.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/pretrade
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin PartyTradeInformation complexType in fpml-doc-5-5.xsd; see XML source
endUserExceptionDeclaration | Claims an end user exception and provides supporting evidence.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | EndUserExceptionDeclaration
Content: | complex, 4 elements
Defined: | locally witnin PartyTradeInformation complexType in fpml-doc-5-5.xsd; see XML source
entityClassification | Indicates the category or classification or business role of the organization referenced by the partyTradeInformation with respect to this reporting regime, for example Financial, NonFinancial etc.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | EntityClassification
Content: | simple, 1 attribute
Defined: | locally witnin ReportingRegime complexType in fpml-doc-5-5.xsd; see XML source
entityId | A legal entity identifier (e.g.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | EntityId
Content: | simple, 1 attribute
Defined: | locally witnin LegalEntity complexType in fpml-shared-5-5.xsd; see XML source
entityName | The name of the reference entity.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | EntityName
Content: | simple, 1 attribute
Defined: | locally witnin LegalEntity complexType in fpml-shared-5-5.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/pretrade
Type: | EntityType
Content: | simple, 1 attribute
Defined: | locally witnin ReferencePair complexType in fpml-cd-5-5.xsd; see XML source
equity | Identifies the underlying asset when it is a listed equity.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | EquityAsset
Content: | complex, 1 attribute, 9 elements
Subst.Gr: | may substitute for element underlyingAsset
Defined: | globally in fpml-asset-5-5.xsd; see XML source
Used: | never
escrow | If this element is specified and set to 'true', indicates that physical settlement must take place through the use of an escrow agent.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin PhysicalSettlementTerms complexType in fpml-cd-5-5.xsd; see XML source
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/pretrade
Type: | EuropeanExercise
Content: | complex, 1 attribute, 6 elements
Subst.Gr: | may substitute for element exercise
Defined: | globally in fpml-shared-5-5.xsd; see XML source
Used: | never
event | The event that occurred within the cycle or step, for example "Started" or "Completed"..
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | ServiceProcessingEvent
Content: | simple, 1 attribute
Defined: | locally witnin ServiceProcessingStatus complexType in fpml-msg-5-5.xsd; see XML source
eventId |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | EventId
Content: | simple, 2 attributes
Defined: | locally witnin BusinessEventIdentifier complexType in fpml-business-events-5-5.xsd; see XML source
eventIdentifier (defined in AbstractEvent complexType) |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | BusinessEventIdentifier
Content: | complex, 1 attribute, 3 elements
Defined: | locally witnin AbstractEvent complexType in fpml-business-events-5-5.xsd; see XML source
eventIdentifier (defined in TradingEventSummary complexType) |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | BusinessEventIdentifier
Content: | complex, 1 attribute, 3 elements
Defined: | locally witnin TradingEventSummary complexType in fpml-business-events-5-5.xsd; see XML source
eventIdentifier (in requestEventStatus) |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | EventIdentifier
Content: | complex, 3 elements
Defined: | locally witnin RequestEventStatus complexType in fpml-msg-5-5.xsd; see XML source
eventIdentifier (in statusItem) | An instance of a unique event identifier.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | EventIdentifier
Content: | complex, 3 elements
Defined: | locally witnin EventStatusItem complexType in fpml-msg-5-5.xsd; see XML source
eventStatusException |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | Exception
Content: | complex, 3 attributes, 7 elements
Defined: | globally in fpml-msg-5-5.xsd; see XML source
Used: | never
eventStatusResponse |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | EventStatusResponse
Content: | complex, 3 attributes, 9 elements
Defined: | globally in fpml-msg-5-5.xsd; see XML source
Used: | never
eventType |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | EventType
Content: | simple, 1 attribute
Defined: | locally witnin TradingEventSummary complexType in fpml-business-events-5-5.xsd; see XML source
exceedsClearingThreshold | Indicates whether the counterparty exceeds the volume threshold above which trades are required to be cleared.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin ReportingRegime complexType in fpml-doc-5-5.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/pretrade
Type: | ExchangeId
Content: | simple, 1 attribute
Defined: | locally witnin QuoteLocation.model group in fpml-asset-5-5.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/pretrade
Type: | ExchangeId
Content: | simple, 1 attribute
Defined: | locally witnin UnderlyingAsset complexType in fpml-asset-5-5.xsd; see XML source
exchangeTradedFund | Identifies the underlying asset when it is an exchange-traded fund.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | ExchangeTradedFund
Content: | complex, 1 attribute, 11 elements
Subst.Gr: | may substitute for element underlyingAsset
Defined: | globally in fpml-asset-5-5.xsd; see XML source
Used: | never
excluded (in deliverableObligations) | A free format string to specify any excluded obligations or deliverable obligations, as the case may be, of the reference entity or excluded types of obligations or deliverable obligations.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:string
Content: | simple
Defined: | locally witnin DeliverableObligations complexType in fpml-cd-5-5.xsd; see XML source
excluded (in obligations) | A free format string to specify any excluded obligations or deliverable obligations, as the case may be, of the reference entity or excluded types of obligations or deliverable obligations.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:string
Content: | simple
Defined: | locally witnin Obligations complexType in fpml-cd-5-5.xsd; see XML source
excludedReferenceEntity | Excluded reference entity.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | LegalEntity
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin IndexReferenceInformation complexType in fpml-cd-5-5.xsd; see XML source
executionDateTime (defined in AgreementAndEffectiveDates.model group) | The date and time at which the negotiated change to the terms of the original contract was agreed, such as via telephone or electronic trading system (i.e., agreement date/time).
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | ExecutionDateTime
Content: | simple, 1 attribute
Defined: | locally witnin AgreementAndEffectiveDates.model group in fpml-business-events-5-5.xsd; see XML source
executionDateTime (defined in NovationDates.model group) | The date and time at which the change was agreed.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | ExecutionDateTime
Content: | simple, 1 attribute
Defined: | locally witnin NovationDates.model group in fpml-business-events-5-5.xsd; see XML source
executionDateTime (defined in PartyTradeInformation complexType) | Trade execution date time, for example as provided by a central execution facility.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | ExecutionDateTime
Content: | simple, 1 attribute
Defined: | locally witnin PartyTradeInformation complexType in fpml-doc-5-5.xsd; see XML source
executionDateTime (in fill) |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:dateTime
Content: | simple
Defined: | locally witnin OrderFill complexType in fpml-pretrade-processes-5-5.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/pretrade
Type: | ExecutionType
Content: | simple, 1 attribute
Defined: | locally witnin PartyTradeInformation complexType in fpml-doc-5-5.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/pretrade
Type: | ExecutionVenueType
Content: | simple, 1 attribute
Defined: | locally witnin PartyTradeInformation complexType in fpml-doc-5-5.xsd; see XML source
exercise | An placeholder for the actual option exercise definitions.
Namespace: | http://www.fpml.org/FpML-5/pretrade
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-5-5.xsd; see XML source
Used: | at 6 locations
exerciseFee | A fee to be paid on exercise.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | ExerciseFee
Content: | complex, 8 elements
Defined: | locally witnin EuropeanExercise complexType in fpml-shared-5-5.xsd; see XML source
exerciseFeeSchedule (in americanExercise) | The fees associated with an exercise date.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | ExerciseFeeSchedule
Content: | complex, 8 elements
Defined: | locally witnin AmericanExercise complexType in fpml-shared-5-5.xsd; see XML source
exerciseFeeSchedule (in bermudaExercise) | The fees associated with an exercise date.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | ExerciseFeeSchedule
Content: | complex, 8 elements
Defined: | locally witnin BermudaExercise complexType in fpml-shared-5-5.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/pretrade
Type: | Period
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin ExercisePeriod complexType in fpml-ird-5-5.xsd; see XML source
exerciseNotice (defined in ManualExercise complexType) | Definition of the party to whom notice of exercise should be given.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | ExerciseNotice
Content: | complex, 3 elements
Defined: | locally witnin ManualExercise complexType in fpml-shared-5-5.xsd; see XML source
exerciseNotice (in cancelableProvision) | Definition of the party to whom notice of exercise should be given.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | ExerciseNotice
Content: | complex, 3 elements
Defined: | locally witnin CancelableProvision complexType in fpml-ird-5-5.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/pretrade
Type: | ExerciseNotice
Content: | complex, 3 elements
Defined: | locally witnin ExtendibleProvision complexType in fpml-ird-5-5.xsd; see XML source
exerciseNotice (in optionalEarlyTermination) | Definition of the party to whom notice of exercise should be given.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | ExerciseNotice
Content: | complex, 3 elements
Defined: | locally witnin OptionalEarlyTermination complexType in fpml-ird-5-5.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/pretrade
Type: | PartyReference
Content: | empty, 1 attribute
Defined: | locally witnin ExerciseNotice complexType in fpml-shared-5-5.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/pretrade
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin Tranche complexType in fpml-cd-5-5.xsd; see XML source
expirationDate (defined in CreditLimit complexType) |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:dateTime
Content: | simple
Defined: | locally witnin CreditLimit complexType in fpml-pretrade-processes-5-5.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/pretrade
Type: | AdjustableOrRelativeDate
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin AmericanExercise complexType in fpml-shared-5-5.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/pretrade
Type: | AdjustableOrRelativeDate
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin EuropeanExercise complexType in fpml-shared-5-5.xsd; see XML source
expirationDate (in option) | The date when the contract expires.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | AdjustableOrRelativeDate
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin ExchangeTradedContract complexType in fpml-asset-5-5.xsd; see XML source
expirationTime (in americanExercise) | The latest time for exercise on expirationDate.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | BusinessCenterTime
Content: | complex, 2 elements
Defined: | locally witnin AmericanExercise complexType in fpml-shared-5-5.xsd; see XML source
expirationTime (in bermudaExercise) | The latest time for exercise on expirationDate.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | BusinessCenterTime
Content: | complex, 2 elements
Defined: | locally witnin BermudaExercise complexType in fpml-shared-5-5.xsd; see XML source
expirationTime (in europeanExercise) | The latest time for exercise on expirationDate.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | BusinessCenterTime
Content: | complex, 2 elements
Defined: | locally witnin EuropeanExercise complexType in fpml-shared-5-5.xsd; see XML source
expiryTime | When does the quote cease to be valid.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:dateTime
Content: | simple
Defined: | locally witnin QuotationCharacteristics.model group in fpml-asset-5-5.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/pretrade
Type: | xsd:dateTime
Content: | simple
Defined: | locally witnin MessageHeader.model group in fpml-msg-5-5.xsd; see XML source
extendibleProvision | For use with Credit Limit Check messages.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | ExtendibleProvision
Content: | complex, 8 elements
Defined: | locally witnin Swap complexType in fpml-ird-5-5.xsd; see XML source
extendibleProvisionAdjustedDates | The adjusted dates associated with an extendible provision.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | ExtendibleProvisionAdjustedDates
Content: | complex, 1 element
Defined: | locally witnin ExtendibleProvision complexType in fpml-ird-5-5.xsd; see XML source
extensionEvent | The adjusted dates associated with a single extendible exercise date.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | ExtensionEvent
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin ExtendibleProvisionAdjustedDates complexType in fpml-ird-5-5.xsd; see XML source
extraElement | Element(s) that are extraneous in the other object.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:string
Content: | simple
Defined: | locally witnin TradeDifference complexType in fpml-doc-5-5.xsd; see XML source
faceAmount | Specifies the total amount of the issue.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin Bond complexType in fpml-asset-5-5.xsd; see XML source
facilityType | The type of loan facility (letter of credit, revolving, ...).
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | FacilityType
Content: | simple, 1 attribute
Defined: | locally witnin Loan complexType in fpml-asset-5-5.xsd; see XML source
factoredCalculationAmount |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | Money
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin IndexChange complexType in fpml-business-events-5-5.xsd; see XML source
failureToPay | A credit event.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | FailureToPay
Content: | complex, 3 elements
Defined: | locally witnin CreditEvents complexType in fpml-option-shared-5-5.xsd; see XML source
failureToPayInterest | A credit event.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin CreditEvents complexType in fpml-option-shared-5-5.xsd; see XML source
failureToPayPrincipal (in creditEvents) | A credit event.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin CreditEvents complexType in fpml-option-shared-5-5.xsd; see XML source
failureToPayPrincipal (in floatingAmountEvents) | A floating rate payment event.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin FloatingAmountEvents complexType in fpml-cd-5-5.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/pretrade
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin ManualExercise complexType in fpml-shared-5-5.xsd; see XML source
fallbackReferencePrice | The method, prioritzed by the order it is listed in this element, to get a replacement rate for the disrupted settlement rate option.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | FallbackReferencePrice
Content: | complex, 4 elements
Defined: | locally witnin PriceSourceDisruption complexType in fpml-ird-5-5.xsd; see XML source
fallbackSettlementRateOption | This settlement rate option will be used in its place.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | SettlementRateOption
Content: | simple, 1 attribute
Defined: | locally witnin FallbackReferencePrice complexType in fpml-ird-5-5.xsd; see XML source
fallbackSurveyValuationPostponenment | Request rate quotes from the market.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | Empty
Content: | empty
Defined: | locally witnin FallbackReferencePrice complexType in fpml-ird-5-5.xsd; see XML source
feeAmount | The amount of fee to be paid on exercise.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin ExerciseFee complexType in fpml-shared-5-5.xsd; see XML source
feeAmountSchedule | The exercise fee amount schedule.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | AmountSchedule
Content: | complex, 1 attribute, 3 elements
Defined: | locally witnin ExerciseFeeSchedule complexType in fpml-shared-5-5.xsd; see XML source
feeLeg | 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/pretrade
Type: | FeeLeg
Content: | complex, 1 attribute, 6 elements
Defined: | locally witnin CreditDefaultSwap complexType in fpml-cd-5-5.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/pretrade
Type: | RelativeDateOffset
Content: | complex, 1 attribute, 6 elements
Defined: | locally witnin ExerciseFeeSchedule complexType in fpml-shared-5-5.xsd; see XML source
feePaymentDate (in exerciseFee) | The date on which exercise fee(s) will be paid.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | RelativeDateOffset
Content: | complex, 1 attribute, 6 elements
Defined: | locally witnin ExerciseFee complexType in fpml-shared-5-5.xsd; see XML source
feeRate | A fee represented as a percentage of some referenced notional.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin ExerciseFee complexType in fpml-shared-5-5.xsd; see XML source
feeRateSchedule | The exercise free rate schedule.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | Schedule
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin ExerciseFeeSchedule complexType in fpml-shared-5-5.xsd; see XML source
feeTrade | Indicates the original trade between the transferor and the remaining party.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | Trade
Content: | complex, 1 attribute, 13 elements
Defined: | locally witnin FeeTrade.model group in fpml-business-events-5-5.xsd; see XML source
feeTradeIdentifier | Indicates a reference to the implied trade (the "fee trade") that the associated novation fee based on.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | PartyTradeIdentifier
Content: | complex, 1 attribute, 11 elements
Defined: | locally witnin FeeTrade.model group in fpml-business-events-5-5.xsd; see XML source
fill |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | OrderFill
Content: | complex, 6 elements
Defined: | locally witnin OrderStatus complexType in fpml-pretrade-processes-5-5.xsd; see XML source
filledSize |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin OrderStatus complexType in fpml-pretrade-processes-5-5.xsd; see XML source
fillId |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:normalizedString
Content: | simple
Defined: | locally witnin OrderFill complexType in fpml-pretrade-processes-5-5.xsd; see XML source
fills |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:integer
Content: | simple
Defined: | locally witnin OrderStatus complexType in fpml-pretrade-processes-5-5.xsd; see XML source
finalCalculationPeriodDateAdjustment | Business date convention adjustment to final payment period per leg (swapStream) upon exercise event.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | FinalCalculationPeriodDateAdjustment
Content: | complex, 3 elements
Defined: | locally witnin CancelableProvision complexType in fpml-ird-5-5.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/pretrade
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin PrincipalExchanges complexType in fpml-shared-5-5.xsd; see XML source
finalRateRounding | For use with pre-trade Credit Limit Check messages.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | Rounding
Content: | complex, 2 elements
Defined: | locally witnin FloatingRateCalculation complexType in fpml-shared-5-5.xsd; see XML source
finalStub | Specifies how the final stub amount is calculated.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | StubValue
Content: | complex, 1 element
Defined: | locally witnin StubCalculationPeriodAmount complexType in fpml-ird-5-5.xsd; see XML source
firstCompoundingPeriodEndDate | The end date of the initial compounding period when compounding is applicable.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:date
Content: | simple
Defined: | locally witnin CalculationPeriodDates complexType in fpml-ird-5-5.xsd; see XML source
firstName | Given name, such as John or Mary.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:normalizedString
Content: | simple
Defined: | locally witnin Person complexType in fpml-shared-5-5.xsd; see XML source
firstNotionalStepDate | Effective date of the first change in notional (i.e. a calculation period start date).
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:date
Content: | simple
Defined: | locally witnin NotionalStepRule complexType in fpml-ird-5-5.xsd; see XML source
firstPaymentDate (in paymentDates) | The first unadjusted payment date.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:date
Content: | simple
Defined: | locally witnin PaymentDates complexType in fpml-ird-5-5.xsd; see XML source
firstPaymentDate (in periodicPayment) | The first unadjusted fixed rate payer payment date.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:date
Content: | simple
Defined: | locally witnin PeriodicPayment complexType in fpml-cd-5-5.xsd; see XML source
firstPeriodStartDate (defined in NovationTerms.model group) | Element that is used to be able to make sense of the “new transaction” without requiring reference back to the “old transaction”.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | FirstPeriodStartDate
Content: | simple, 1 attribute
Defined: | locally witnin NovationTerms.model group in fpml-business-events-5-5.xsd; see XML source
firstPeriodStartDate (in calculationPeriodDates) | For use with pretrade Credit Limit Check messages.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | AdjustableDate
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin CalculationPeriodDates complexType in fpml-ird-5-5.xsd; see XML source
firstPeriodStartDate (in periodicPayment) | The start date of the initial calculation period if such date is not equal to the trade’s effective date.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:date
Content: | simple
Defined: | locally witnin PeriodicPayment complexType in fpml-cd-5-5.xsd; see XML source
firstRegularPeriodStartDate | The start date of the regular part of the calculation period schedule.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:date
Content: | simple
Defined: | locally witnin CalculationPeriodDates complexType in fpml-ird-5-5.xsd; see XML source
fixedAmount (in periodicPayment) | A fixed payment amount.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | Money
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin PeriodicPayment complexType in fpml-cd-5-5.xsd; see XML source
fixedAmount (in singlePayment) | A fixed payment amount.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | Money
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin SinglePayment complexType in fpml-cd-5-5.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/pretrade
Type: | FixedAmountCalculation
Content: | complex, 3 elements
Defined: | locally witnin PeriodicPayment complexType in fpml-cd-5-5.xsd; see XML source
fixedPaymentAmount | A known fixed payment amount.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin PaymentCalculationPeriod complexType in fpml-ird-5-5.xsd; see XML source
fixedRate (defined in InterestAccrualsMethod complexType) | The calculation period fixed rate.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin InterestAccrualsMethod complexType in fpml-shared-5-5.xsd; see XML source
fixedRate (in calculationPeriod) | The calculation period fixed rate.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin CalculationPeriod complexType in fpml-ird-5-5.xsd; see XML source
fixedRate (in fixedAmountCalculation) | The calculation period fixed rate.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | FixedRate
Content: | simple, 1 attribute
Defined: | locally witnin FixedAmountCalculation complexType in fpml-cd-5-5.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/pretrade
Type: | Schedule
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin Calculation complexType in fpml-ird-5-5.xsd; see XML source
fixedSettlement | Used for Recovery Lock, to indicate whether fixed Settlement is Applicable or Not Applicable.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin CashSettlementTerms complexType in fpml-cd-5-5.xsd; see XML source
fixingDate (defined in FxFixing complexType) | 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/pretrade
Type: | xsd:date
Content: | simple
Defined: | locally witnin FxFixing complexType in fpml-shared-5-5.xsd; see XML source
fixingDate (defined in FxRateSourceFixing complexType) | The date on which the fixing is scheduled to occur.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | AdjustableDate
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin FxRateSourceFixing complexType in fpml-shared-5-5.xsd; see XML source
fixingDates | Specifies the fixing date relative to the reset date in terms of a business days offset and an associated set of financial business centers.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | RelativeDateOffset
Content: | complex, 1 attribute, 6 elements
Defined: | locally witnin ResetDates complexType in fpml-ird-5-5.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/pretrade
Type: | BusinessCenterTime
Content: | complex, 2 elements
Defined: | locally witnin FxSpotRateSource complexType in fpml-shared-5-5.xsd; see XML source
fixingTime (in nonstandardSettlementRate) | The time that the fixing will be taken along with a business center to define the time zone
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | BusinessCenterTime
Content: | complex, 2 elements
Defined: | locally witnin FxInformationSource complexType in fpml-shared-5-5.xsd; see XML source
floatingAmountEvents | This element contains the ISDA terms relating to the floating rate payment events and the implied additional fixed payments, applicable to the credit derivatives transactions on mortgage-backed securities with pay-as-you-go or physical settlement.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | FloatingAmountEvents
Content: | complex, 6 elements
Defined: | locally witnin ProtectionTerms complexType in fpml-cd-5-5.xsd; see XML source
floatingAmountProvisions | Specifies the floating amount provisions associated with the floatingAmountEvents.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | FloatingAmountProvisions
Content: | complex, 2 elements
Defined: | locally witnin FloatingAmountEvents complexType in fpml-cd-5-5.xsd; see XML source
floatingRate | 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/pretrade
Type: | FloatingRate
Content: | complex, 1 attribute, 3 elements
Defined: | locally witnin StubValue complexType in fpml-shared-5-5.xsd; see XML source
floatingRateCalculation | A floating rate calculation definition.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | FloatingRateCalculation
Content: | complex, 1 attribute, 7 elements
Subst.Gr: | may substitute for element rateCalculation
Defined: | globally in fpml-ird-5-5.xsd; see XML source
Used: | never
floatingRateCalculation (defined in InterestAccrualsMethod complexType) | The floating rate calculation definitions
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | FloatingRateCalculation
Content: | complex, 1 attribute, 7 elements
Defined: | locally witnin InterestAccrualsMethod complexType in fpml-shared-5-5.xsd; see XML source
floatingRateDefinition | The floating rate reset information for the calculation period.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | FloatingRateDefinition
Content: | complex, 6 elements
Defined: | locally witnin CalculationPeriod complexType in fpml-ird-5-5.xsd; see XML source
floatingRateIndex (defined in FloatingRateIndex.model group) |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | FloatingRateIndex
Content: | simple, 1 attribute
Defined: | locally witnin FloatingRateIndex.model group in fpml-shared-5-5.xsd; see XML source
floatingRateIndex (in rateIndex) |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | FloatingRateIndex
Content: | simple, 1 attribute
Defined: | locally witnin RateIndex complexType in fpml-asset-5-5.xsd; see XML source
floatingRateMultiplier | A rate multiplier to apply to the floating rate.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin FloatingRateDefinition complexType in fpml-ird-5-5.xsd; see XML source
floorRate | The floor rate, if any, which applies to the floating rate for the calculation period.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | Strike
Content: | complex, 1 attribute, 3 elements
Defined: | locally witnin FloatingRateDefinition complexType in fpml-ird-5-5.xsd; see XML source
followUpConfirmation (in cancelableProvision) | 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/pretrade
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin CancelableProvision complexType in fpml-ird-5-5.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/pretrade
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin ExtendibleProvision complexType in fpml-ird-5-5.xsd; see XML source
followUpConfirmation (in optionalEarlyTermination) | 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/pretrade
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin OptionalEarlyTermination complexType in fpml-ird-5-5.xsd; see XML source
forecastAmount | The amount representing the forecast of the accrued value of the calculation period.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | Money
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin CalculationPeriod complexType in fpml-ird-5-5.xsd; see XML source
forecastPaymentAmount | A monetary amount representing the forecast of the future value of the payment.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | Money
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin PaymentCalculationPeriod complexType in fpml-ird-5-5.xsd; see XML source
forecastRate (in calculationPeriod) | A value representing the forecast rate used to calculate the forecast future value of the accrual period.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin CalculationPeriod complexType in fpml-ird-5-5.xsd; see XML source
forecastRate (in rateObservation) | 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/pretrade
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin RateObservation complexType in fpml-shared-5-5.xsd; see XML source
formula (in formulaComponent) | Additional formulas required to describe this component
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | Formula
Content: | complex, 3 elements
Defined: | locally witnin FormulaComponent complexType in fpml-shared-5-5.xsd; see XML source
formula (in swapStream) | For use with pretrade Credit Limit Check messages.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | Formula
Content: | complex, 3 elements
Defined: | locally witnin InterestRateStream complexType in fpml-ird-5-5.xsd; see XML source
formulaComponent | Elements describing the components of the formula.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | FormulaComponent
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin Formula complexType in fpml-shared-5-5.xsd; see XML source
formulaDescription | Text description of the formula
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:string
Content: | simple
Defined: | locally witnin Formula complexType in fpml-shared-5-5.xsd; see XML source
fullApproval |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin CreditRiskLimit complexType in fpml-pretrade-processes-5-5.xsd; see XML source
fullFaithAndCreditObLiability (in deliverableObligations) | An obligation and deliverable obligation characteristic.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin DeliverableObligations complexType in fpml-cd-5-5.xsd; see XML source
fullFaithAndCreditObLiability (in obligations) | An obligation and deliverable obligation characteristic.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin Obligations complexType in fpml-cd-5-5.xsd; see XML source
fullFirstCalculationPeriod | This element corresponds to the applicability of the Full First Calculation Period as defined in the 2004 ISDA Novation Definitions, section 1.20.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin NovationTerms.model group in fpml-business-events-5-5.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/pretrade
Type: | xsd:string
Content: | simple
Defined: | locally witnin ExchangeTradedFund complexType in fpml-asset-5-5.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/pretrade
Type: | xsd:string
Content: | simple
Defined: | locally witnin MutualFund complexType in fpml-asset-5-5.xsd; see XML source
future | Identifies the underlying asset when it is a listed future contract.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | Future
Content: | complex, 1 attribute, 13 elements
Subst.Gr: | may substitute for element underlyingAsset
Defined: | globally in fpml-asset-5-5.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/pretrade
Type: | xsd:string
Content: | simple
Defined: | locally witnin Future complexType in fpml-asset-5-5.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/pretrade
Type: | FutureId
Content: | simple, 1 attribute
Defined: | locally witnin Index complexType in fpml-asset-5-5.xsd; see XML source
futureValueNotional | For Credit Limit Check messages.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | FutureValueAmount
Content: | complex, 1 attribute, 4 elements
Defined: | locally witnin Calculation complexType in fpml-ird-5-5.xsd; see XML source
fx | Identifies a simple underlying asset type that is an FX rate.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | FxRateAsset
Content: | complex, 1 attribute, 8 elements
Subst.Gr: | may substitute for element curveInstrument
Defined: | globally in fpml-asset-5-5.xsd; see XML source
Used: | never
fxFixingDate | The date, when expressed as a relative date, on which the currency rate will be determined for the purpose of specifying the amount in deliverable currency.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | FxFixingDate
Content: | complex, 1 attribute, 7 elements
Defined: | locally witnin NonDeliverableSettlement complexType in fpml-ird-5-5.xsd; see XML source
fxFixingSchedule | The date, when expressed as a schedule of date(s), on which the currency rate will be determined for the purpose of specifying the amount in deliverable currency.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | AdjustableDates
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin NonDeliverableSettlement complexType in fpml-ird-5-5.xsd; see XML source
fxLinkedNotionalAmount | The amount that a cashflow will accrue interest on.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | FxLinkedNotionalAmount
Content: | complex, 4 elements
Defined: | locally witnin CalculationPeriod complexType in fpml-ird-5-5.xsd; see XML source
fxLinkedNotionalSchedule | For use with pre-trade Credit Limit Check messages.A notional amount schedule where each notional that applied to a calculation period is calculated with reference to a notional amount or notional amount schedule in a different currency by means of a spot currency exchange rate which is normally observed at the beginning of each period.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | FxLinkedNotionalSchedule
Content: | complex, 6 elements
Defined: | locally witnin Calculation complexType in fpml-ird-5-5.xsd; see XML source
fxRate | Specifies a currency conversion rate.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | FxRate
Content: | complex, 2 elements
Defined: | locally witnin FxConversion complexType in fpml-asset-5-5.xsd; see XML source
fxSpotRateSource (defined in FxFixing 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/pretrade
Type: | FxSpotRateSource
Content: | complex, 3 elements
Defined: | locally witnin FxFixing complexType in fpml-shared-5-5.xsd; see XML source
fxSpotRateSource (in fxLinkedNotionalSchedule) | The information source and time at which the spot currency exchange rate will be observed.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | FxSpotRateSource
Content: | complex, 3 elements
Defined: | locally witnin FxLinkedNotionalSchedule complexType in fpml-ird-5-5.xsd; see XML source
generalFundObligationLiability (in deliverableObligations) | An obligation and deliverable obligation characteristic.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin DeliverableObligations complexType in fpml-cd-5-5.xsd; see XML source
generalFundObligationLiability (in obligations) | An obligation and deliverable obligation characteristic.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin Obligations complexType in fpml-cd-5-5.xsd; see XML source
generalTerms | This element contains all the data that appears in the section entitled "1.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | GeneralTerms
Content: | complex, 14 elements
Defined: | locally witnin CreditDefaultSwap complexType in fpml-cd-5-5.xsd; see XML source
governingLaw (defined in Trade complexType) | Identification of the law governing the transaction.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | GoverningLaw
Content: | simple, 1 attribute
Defined: | locally witnin Trade complexType in fpml-doc-5-5.xsd; see XML source
governingLaw (in agreement) | Identification of the law governing the agreement.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | GoverningLaw
Content: | simple, 1 attribute
Defined: | locally witnin GenericAgreement complexType in fpml-shared-5-5.xsd; see XML source
gracePeriod | The number of calendar or business days after any due date that the reference entity has to fulfil its obligations before a failure to pay credit event is deemed to have occurred.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | Offset
Content: | complex, 1 attribute, 3 elements
Defined: | locally witnin GracePeriodExtension complexType in fpml-option-shared-5-5.xsd; see XML source
gracePeriodExtension | If this element is specified, indicates whether or not a grace period extension is applicable.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | GracePeriodExtension
Content: | complex, 2 elements
Defined: | locally witnin FailureToPay complexType in fpml-option-shared-5-5.xsd; see XML source
guarantor | The party that guarantees by way of a contractual arrangement to pay the debts of an obligor if the obligor is unable to make the required payments itself.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | LegalEntity
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin ReferenceObligation complexType in fpml-cd-5-5.xsd; see XML source
guarantorReference | A pointer style reference to a reference entity defined elsewhere in the document.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | LegalEntityReference
Content: | empty, 1 attribute
Defined: | locally witnin ReferenceObligation complexType in fpml-cd-5-5.xsd; see XML source
header (defined in Exception complexType) |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | ExceptionMessageHeader
Content: | complex, 10 elements
Defined: | locally witnin Exception complexType in fpml-msg-5-5.xsd; see XML source
header (defined in NotificationMessage complexType) |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | NotificationMessageHeader
Content: | complex, 10 elements
Defined: | locally witnin NotificationMessage complexType in fpml-msg-5-5.xsd; see XML source
header (defined in RequestMessage complexType) |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | RequestMessageHeader
Content: | complex, 9 elements
Defined: | locally witnin RequestMessage complexType in fpml-msg-5-5.xsd; see XML source
header (defined in ResponseMessage complexType) |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | ResponseMessageHeader
Content: | complex, 10 elements
Defined: | locally witnin ResponseMessage complexType in fpml-msg-5-5.xsd; see XML source
hedgingParty | The party referenced is the ISDA Hedging Party that specified in the related Confirmation as Hedging, or if no Hedging Party is specified, either party to the Transaction.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | PartyReference
Content: | empty, 1 attribute
Defined: | locally witnin Trade complexType in fpml-doc-5-5.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/pretrade
Type: | xsd:hexBinary
Content: | simple
Defined: | locally witnin AdditionalData complexType in fpml-msg-5-5.xsd; see XML source
hexadecimalBinary (in attachment) | Provides extra information as binary contents coded in hexadecimal.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:hexBinary
Content: | simple
Defined: | locally witnin Resource complexType in fpml-shared-5-5.xsd; see XML source
honorific | An honorific title, such as Mr., Ms., Dr. etc.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:normalizedString
Content: | simple
Defined: | locally witnin Person complexType in fpml-shared-5-5.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/pretrade
Type: | HourMinuteTime
Content: | simple
Defined: | locally witnin BusinessCenterTime complexType in fpml-shared-5-5.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/pretrade
Type: | HourMinuteTime
Content: | simple
Defined: | locally witnin PrevailingTime complexType in fpml-shared-5-5.xsd; see XML source
identifier | An identifier used to uniquely identify the CSA
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | CreditSupportAgreementIdentifier
Content: | simple, 1 attribute
Defined: | locally witnin CreditSupportAgreement complexType in fpml-shared-5-5.xsd; see XML source
implementationSpecification | The version(s) of specifications that the sender asserts the message was developed for.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | ImplementationSpecification
Content: | complex, 3 elements
Defined: | locally witnin MessageHeader.model group in fpml-msg-5-5.xsd; see XML source
impliedWritedown (in creditEvents) | A credit event.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin CreditEvents complexType in fpml-option-shared-5-5.xsd; see XML source
impliedWritedown (in floatingAmountEvents) | A floating rate payment event.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin FloatingAmountEvents complexType in fpml-cd-5-5.xsd; see XML source
increasedCostOfStockBorrow | If true, then increased cost of stock borrow is applicable.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin StockLoan.model group in fpml-shared-5-5.xsd; see XML source
incurredRecoveryApplicable | Outstanding Swap Notional Amount is defined at any time on any day, as the greater of: (a) Zero; If Incurred Recovery Amount Applicable: (b) The Original Swap Notional Amount minus the sum of all Incurred Loss Amounts and all Incurred Recovery Amounts (if any) determined under this Confirmation at or prior to such time.Incurred Recovery Amount not populated: (b) The Original Swap Notional Amount minus the sum of all Incurred Loss Amounts determined under this Confirmation at or prior to such time.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin Tranche complexType in fpml-cd-5-5.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/pretrade
Type: | IndependentAmount
Content: | complex, 5 elements
Defined: | locally witnin Collateral complexType in fpml-shared-5-5.xsd; see XML source
index | Identifies the underlying asset when it is a financial index.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | Index
Content: | complex, 1 attribute, 11 elements
Subst.Gr: | may substitute for element underlyingAsset
Defined: | globally in fpml-asset-5-5.xsd; see XML source
Used: | never
indexAnnexDate | A CDS index series annex date.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:date
Content: | simple
Defined: | locally witnin IndexReferenceInformation complexType in fpml-cd-5-5.xsd; see XML source
indexAnnexSource | A CDS index series annex source.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | IndexAnnexSource
Content: | simple, 1 attribute
Defined: | locally witnin IndexReferenceInformation complexType in fpml-cd-5-5.xsd; see XML source
indexAnnexVersion | A CDS index series version identifier, e.g. 1, 2, 3 etc.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:positiveInteger
Content: | simple
Defined: | locally witnin IndexReferenceInformation complexType in fpml-cd-5-5.xsd; see XML source
indexChange | Describes a change due to an index component being adjusted.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | IndexChange
Content: | complex, 3 elements
Subst.Gr: | may substitute for element changeEvent
Defined: | globally in fpml-business-events-5-5.xsd; see XML source
Used: | never
indexFactor |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin IndexChange complexType in fpml-business-events-5-5.xsd; see XML source
indexId | A CDS index identifier (e.g.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | IndexId
Content: | simple, 1 attribute
Defined: | locally witnin IndexReferenceInformation complexType in fpml-cd-5-5.xsd; see XML source
indexName | The name of the index expressed as a free format string.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | IndexName
Content: | simple, 1 attribute
Defined: | locally witnin IndexReferenceInformation complexType in fpml-cd-5-5.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/pretrade
Type: | IndexReferenceInformation
Content: | complex, 1 attribute, 9 elements
Defined: | locally witnin GeneralTerms complexType in fpml-cd-5-5.xsd; see XML source
indexSeries | A CDS index series identifier, e.g. 1, 2, 3 etc.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:positiveInteger
Content: | simple
Defined: | locally witnin IndexReferenceInformation complexType in fpml-cd-5-5.xsd; see XML source
indexTenor | The ISDA Designated Maturity, i.e. the tenor of the floating rate.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | Period
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin FloatingRateIndex.model group in fpml-shared-5-5.xsd; see XML source
indirectLoanParticipation | ISDA 1999 Term: Indirect Loan Participation.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | LoanParticipation
Content: | complex, 3 elements
Defined: | locally witnin DeliverableObligations complexType in fpml-cd-5-5.xsd; see XML source
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/pretrade
Type: | InformationSource
Content: | complex, 3 elements
Defined: | locally witnin QuotationCharacteristics.model group in fpml-asset-5-5.xsd; see XML source
informationSource (in settlementRateSource defined in YieldCurveMethod complexType) | The information source where a published or displayed market rate will be obtained, e.g.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | InformationSource
Content: | complex, 3 elements
Defined: | locally witnin SettlementRateSource complexType in fpml-shared-5-5.xsd; see XML source
initial |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | Initial
Content: | simple
Defined: | locally witnin Person complexType in fpml-shared-5-5.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/pretrade
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin PrincipalExchanges complexType in fpml-shared-5-5.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/pretrade
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin AssetPool complexType in fpml-asset-5-5.xsd; see XML source
initialFee | An initial fee for the cancelable option.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | SimplePayment
Content: | complex, 1 attribute, 6 elements
Defined: | locally witnin CancelableProvision complexType in fpml-ird-5-5.xsd; see XML source
initialFixingDate |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | RelativeDateOffset
Content: | complex, 1 attribute, 6 elements
Defined: | locally witnin ResetDates complexType in fpml-ird-5-5.xsd; see XML source
initialPoints | An optional element that contains the up-front points expressed as a percentage of the notional.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin FeeLeg complexType in fpml-cd-5-5.xsd; see XML source
initialRate | For use with pre-trade Credit Limit Check messages.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin FloatingRateCalculation complexType in fpml-shared-5-5.xsd; see XML source
initialStockLoanRate | Specifies the initial stock loan rate for Increased Cost of Stock Borrow.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | RestrictedPercentage
Content: | simple
Defined: | locally witnin StockLoan.model group in fpml-shared-5-5.xsd; see XML source
initialStub | Specifies how the initial stub amount is calculated.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | StubValue
Content: | complex, 1 element
Defined: | locally witnin StubCalculationPeriodAmount complexType in fpml-ird-5-5.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/pretrade
Type: | PositiveDecimal
Content: | simple
Defined: | locally witnin PositiveSchedule complexType in fpml-shared-5-5.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/pretrade
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin Schedule complexType in fpml-shared-5-5.xsd; see XML source
initialValue (in fxLinkedNotionalSchedule) | The initial currency amount for the varying notional.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin FxLinkedNotionalSchedule complexType in fpml-ird-5-5.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/pretrade
Type: | NonNegativeDecimal
Content: | simple
Defined: | locally witnin NonNegativeSchedule complexType in fpml-shared-5-5.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/pretrade
Type: | MessageId
Content: | simple, 1 attribute
Defined: | locally witnin ExceptionMessageHeader complexType in fpml-msg-5-5.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/pretrade
Type: | MessageId
Content: | simple, 1 attribute
Defined: | locally witnin NotificationMessageHeader complexType in fpml-msg-5-5.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/pretrade
Type: | MessageId
Content: | simple, 1 attribute
Defined: | locally witnin ResponseMessageHeader complexType in fpml-msg-5-5.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/pretrade
Type: | InstrumentId
Content: | simple, 1 attribute
Defined: | locally witnin IdentifiedAsset complexType in fpml-asset-5-5.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/pretrade
Type: | InstrumentId
Content: | simple, 1 attribute
Defined: | locally witnin Cash complexType in fpml-asset-5-5.xsd; see XML source
insurer |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | LegalEntity
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin Mortgage complexType in fpml-asset-5-5.xsd; see XML source
insurerReference |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | LegalEntityReference
Content: | empty, 1 attribute
Defined: | locally witnin Mortgage complexType in fpml-asset-5-5.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/pretrade
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin PartialExercise.model group in fpml-shared-5-5.xsd; see XML source
intentToAllocate | Specifies whether the trade is anticipated to be allocated.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin PartyTradeInformation complexType in fpml-doc-5-5.xsd; see XML source
intentToClear | Specifies whether the trade is anticipated to be cleared via a derivative clearing organization
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin PartyTradeInformation complexType in fpml-doc-5-5.xsd; see XML source
interestShortfall | A floating rate payment event.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | InterestShortFall
Content: | complex, 3 elements
Defined: | locally witnin FloatingAmountEvents complexType in fpml-cd-5-5.xsd; see XML source
interestShortfallCap | Specifies the nature of the interest Shortfall cap (i.e.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | InterestShortfallCapEnum
Content: | simple
Defined: | locally witnin InterestShortFall complexType in fpml-cd-5-5.xsd; see XML source
interestShortfallReimbursement | An additional Fixed Payment Event.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin AdditionalFixedPayments complexType in fpml-cd-5-5.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/pretrade
Type: | IntermediaryInformation
Content: | complex, 5 elements
Defined: | locally witnin SettlementInstruction complexType in fpml-shared-5-5.xsd; see XML source
intermediaryPartyReference | Reference to the party acting as intermediary.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | PartyReference
Content: | empty, 1 attribute
Defined: | locally witnin IntermediaryInformation complexType in fpml-shared-5-5.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/pretrade
Type: | xsd:positiveInteger
Content: | simple
Defined: | locally witnin IntermediaryInformation complexType in fpml-shared-5-5.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/pretrade
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin PrincipalExchanges complexType in fpml-shared-5-5.xsd; see XML source
isAccountingHedge | Specifies whether the trade used to hedge a risk for accounting purposes for the specified party.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin PartyTradeInformation complexType in fpml-doc-5-5.xsd; see XML source
isCorrection | Indicates if this message corrects an earlier request.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin CorrectableRequestMessage complexType in fpml-msg-5-5.xsd; see XML source
issuer (defined in TradeIdentifier complexType) |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | IssuerId
Content: | simple, 1 attribute
Defined: | locally witnin TradeIdentifier complexType in fpml-doc-5-5.xsd; see XML source
issuer (in productComponentIdentifier) |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | IssuerId
Content: | simple, 1 attribute
Defined: | locally witnin ProductComponentIdentifier complexType in fpml-doc-5-5.xsd; see XML source
issuerName |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:string
Content: | simple
Defined: | locally witnin FixedIncomeSecurityContent.model group in fpml-asset-5-5.xsd; see XML source
issuerPartyReference |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | PartyReference
Content: | empty, 1 attribute
Defined: | locally witnin FixedIncomeSecurityContent.model group in fpml-asset-5-5.xsd; see XML source
jurisdiction | The legal jurisdiction of the entity's registration.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | GoverningLaw
Content: | simple, 1 attribute
Defined: | locally witnin PartyInformation.model group in fpml-shared-5-5.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/pretrade
Type: | Language
Content: | simple, 1 attribute
Defined: | locally witnin Resource complexType in fpml-shared-5-5.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/pretrade
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin PartyTradeInformation complexType in fpml-doc-5-5.xsd; see XML source
lastNotionalStepDate | Effective date of the last change in notional (i.e. a calculation period start date).
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:date
Content: | simple
Defined: | locally witnin NotionalStepRule complexType in fpml-ird-5-5.xsd; see XML source
lastRegularPaymentDate (in paymentDates) | For use of the pre-trade Credit Limit Check messages.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:date
Content: | simple
Defined: | locally witnin PaymentDates complexType in fpml-ird-5-5.xsd; see XML source
lastRegularPaymentDate (in periodicPayment) | The last regular unadjusted fixed rate payer payment date.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:date
Content: | simple
Defined: | locally witnin PeriodicPayment complexType in fpml-cd-5-5.xsd; see XML source
lastRegularPeriodEndDate | For use with pretrade Credit Limit Check messages.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:date
Content: | simple
Defined: | locally witnin CalculationPeriodDates complexType in fpml-ird-5-5.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/pretrade
Type: | BusinessCenterTime
Content: | complex, 2 elements
Defined: | locally witnin AmericanExercise complexType in fpml-shared-5-5.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/pretrade
Type: | BusinessCenterTime
Content: | complex, 2 elements
Defined: | locally witnin BermudaExercise complexType in fpml-shared-5-5.xsd; see XML source
legId | Identity of this leg.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | LegId
Content: | simple, 1 attribute
Defined: | locally witnin LegIdentifier complexType in fpml-shared-5-5.xsd; see XML source
legIdentifier | Version aware identification of this leg.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | LegIdentifier
Content: | complex, 3 elements
Defined: | locally witnin DirectionalLeg complexType in fpml-shared-5-5.xsd; see XML source
length | Indicates the length of the resource.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | ResourceLength
Content: | complex, 2 elements
Defined: | locally witnin Resource complexType in fpml-shared-5-5.xsd; see XML source
lengthUnit | The length unit of the resource.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | LengthUnitEnum
Content: | simple
Defined: | locally witnin ResourceLength complexType in fpml-shared-5-5.xsd; see XML source
lengthValue | The length value of the resource.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin ResourceLength complexType in fpml-shared-5-5.xsd; see XML source
lien | Specifies the seniority level of the lien.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | Lien
Content: | simple, 1 attribute
Defined: | locally witnin Loan complexType in fpml-asset-5-5.xsd; see XML source
limitApplicable |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | LimitApplicable
Content: | complex, 6 elements
Defined: | locally witnin CreditLimit complexType in fpml-pretrade-processes-5-5.xsd; see XML source
limitationPercentage | Specifies the limitation percentage in Average Daily trading volume.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | RestrictedPercentage
Content: | simple
Defined: | locally witnin AverageDailyTradingVolumeLimit complexType in fpml-shared-5-5.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/pretrade
Type: | xsd:nonNegativeInteger
Content: | simple
Defined: | locally witnin AverageDailyTradingVolumeLimit complexType in fpml-shared-5-5.xsd; see XML source
limitCheckApproved |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | LimitCheckApproved
Content: | complex, 3 attributes, 9 elements
Defined: | globally in fpml-pretrade-processes-5-5.xsd; see XML source
Used: | never
limitCheckRefused |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | LimitCheckRefused
Content: | complex, 3 attributes, 9 elements
Defined: | globally in fpml-pretrade-processes-5-5.xsd; see XML source
Used: | never
limitExpiryTimeStamp (in creditRiskLimit in limitCheckApproved) |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:dateTime
Content: | simple
Defined: | locally witnin CreditRiskLimit complexType in fpml-pretrade-processes-5-5.xsd; see XML source
limitExpiryTimeStamp (in creditRiskLimit in limitCheckRefused) |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:dateTime
Content: | simple
Defined: | locally witnin CreditRiskLimitRefused complexType in fpml-pretrade-processes-5-5.xsd; see XML source
limitId |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | LimitId
Content: | simple, 1 attribute
Defined: | locally witnin CreditLimit complexType in fpml-pretrade-processes-5-5.xsd; see XML source
limitModel (defined in CreditLimitInformationExtended complexType) |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | LimitModelEnum
Content: | simple
Defined: | locally witnin CreditLimitInformationExtended complexType in fpml-pretrade-processes-5-5.xsd; see XML source
limitModel (in creditLimitInformation in creditLimitReport) |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | LimitModelEnum
Content: | simple
Defined: | locally witnin CreditLimitInformation complexType in fpml-pretrade-processes-5-5.xsd; see XML source
limitRefused |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin CreditRiskLimitRefused complexType in fpml-pretrade-processes-5-5.xsd; see XML source
limitType | Standard code to indicate which type of credit line is being referred to - i.e.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | LimitType
Content: | simple, 1 attribute
Defined: | locally witnin LimitApplicable complexType in fpml-pretrade-processes-5-5.xsd; see XML source
linkId | A link identifier allowing the trade to be associated with other related trades, e.g. the linkId may contain a tradeId for an associated trade or several related trades may be given the same linkId.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | LinkId
Content: | simple, 2 attributes
Defined: | locally witnin PartyTradeIdentifier complexType in fpml-doc-5-5.xsd; see XML source
listed (in deliverableObligations) | An obligation and deliverable obligation characteristic.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin DeliverableObligations complexType in fpml-cd-5-5.xsd; see XML source
listed (in obligations) | An obligation and deliverable obligation characteristic.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin Obligations complexType in fpml-cd-5-5.xsd; see XML source
loan | Identifies a simple underlying asset that is a loan.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | Loan
Content: | complex, 1 attribute, 13 elements
Subst.Gr: | may substitute for element underlyingAsset
Defined: | globally in fpml-asset-5-5.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/pretrade
Type: | TimezoneLocation
Content: | simple, 1 attribute
Defined: | locally witnin PrevailingTime complexType in fpml-shared-5-5.xsd; see XML source
location (defined in Reason complexType) | A value indicating the location of the problem within the subject message.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | ProblemLocation
Content: | simple, 1 attribute
Defined: | locally witnin Reason complexType in fpml-msg-5-5.xsd; see XML source
lossOfStockBorrow | If true, then loss of stock borrow is applicable.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin StockLoan.model group in fpml-shared-5-5.xsd; see XML source
mandatorilyClearable | Whether the particular trade type in question is required by this regulator to be cleared.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin ReportingRegime complexType in fpml-doc-5-5.xsd; see XML source
mandatoryEarlyTermination | A mandatory early termination provision to terminate the swap at fair value.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | MandatoryEarlyTermination
Content: | complex, 1 attribute, 4 elements
Defined: | locally witnin MandatoryEarlyTermination.model group in fpml-ird-5-5.xsd; see XML source
mandatoryEarlyTerminationAdjustedDates | The adjusted dates associated with a mandatory early termination provision.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | MandatoryEarlyTerminationAdjustedDates
Content: | complex, 3 elements
Defined: | locally witnin MandatoryEarlyTermination complexType in fpml-ird-5-5.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/pretrade
Type: | AdjustableDate
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin MandatoryEarlyTermination complexType in fpml-ird-5-5.xsd; see XML source
mandatoryEarlyTerminationDateTenor | Period after trade date of the mandatory early termination date.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | Period
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin MandatoryEarlyTermination.model group in fpml-ird-5-5.xsd; see XML source
manualExercise | 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/pretrade
Type: | Empty
Content: | empty
Defined: | locally witnin ExerciseProcedureOption complexType in fpml-shared-5-5.xsd; see XML source
marketFixedRate | An optional element that only has meaning in a credit index trade.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin FeeLeg complexType in fpml-cd-5-5.xsd; see XML source
masterAgreement (defined in PartyRelationshipDocumentation complexType) | A agreement executed between two parties that includes or references the related party.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | MasterAgreement
Content: | complex, 3 elements
Defined: | locally witnin PartyRelationshipDocumentation complexType in fpml-shared-5-5.xsd; see XML source
masterAgreement (in documentation) | The agreement executed between the parties and intended to govern all OTC derivatives transactions between those parties.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | MasterAgreement
Content: | complex, 3 elements
Defined: | locally witnin Documentation complexType in fpml-shared-5-5.xsd; see XML source
masterAgreementDate | The date on which the master agreement was signed.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:date
Content: | simple
Defined: | locally witnin MasterAgreement complexType in fpml-shared-5-5.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/pretrade
Type: | MasterAgreementType
Content: | simple, 1 attribute
Defined: | locally witnin MasterAgreement complexType in fpml-shared-5-5.xsd; see XML source
masterAgreementVersion | The version of the master agreement.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | MasterAgreementVersion
Content: | simple, 1 attribute
Defined: | locally witnin MasterAgreement complexType in fpml-shared-5-5.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/pretrade
Type: | MasterConfirmation
Content: | complex, 4 elements
Defined: | locally witnin Documentation complexType in fpml-shared-5-5.xsd; see XML source
masterConfirmationAnnexDate | The date that an annex to the master confirmation was executed between the parties.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:date
Content: | simple
Defined: | locally witnin MasterConfirmation complexType in fpml-shared-5-5.xsd; see XML source
masterConfirmationAnnexType | The type of master confirmation annex executed between the parties.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | MasterConfirmationAnnexType
Content: | simple, 1 attribute
Defined: | locally witnin MasterConfirmation complexType in fpml-shared-5-5.xsd; see XML source
masterConfirmationDate (in allocation) | 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/pretrade
Type: | xsd:date
Content: | simple
Defined: | locally witnin AllocationContent.model group in fpml-doc-5-5.xsd; see XML source
masterConfirmationDate (in masterConfirmation) | The date of the confirmation executed between the parties and intended to govern all relevant transactions between those parties.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:date
Content: | simple
Defined: | locally witnin MasterConfirmation complexType in fpml-shared-5-5.xsd; see XML source
masterConfirmationType | The type of master confirmation executed between the parties.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | MasterConfirmationType
Content: | simple, 1 attribute
Defined: | locally witnin MasterConfirmation complexType in fpml-shared-5-5.xsd; see XML source
math | An element for containing an XML representation of the formula.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | Math
Content: | mixed (allows character data), elem. wildcard
Defined: | locally witnin Formula complexType in fpml-shared-5-5.xsd; see XML source
matrixSource | Relevant settled entity matrix source.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | MatrixSource
Content: | simple, 1 attribute
Defined: | locally witnin SettledEntityMatrix complexType in fpml-cd-5-5.xsd; see XML source
matrixTerm | Defines any applicable key into the relevant matrix.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | MatrixTerm
Content: | simple, 1 attribute
Defined: | locally witnin ContractualMatrix complexType in fpml-shared-5-5.xsd; see XML source
matrixType | Identifies the form of applicable matrix.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | MatrixType
Content: | simple, 1 attribute
Defined: | locally witnin ContractualMatrix complexType in fpml-shared-5-5.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/pretrade
Type: | xsd:date
Content: | simple
Defined: | locally witnin FixedIncomeSecurityContent.model group in fpml-asset-5-5.xsd; see XML source
maturity (in future) | The date when the future contract expires.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:date
Content: | simple
Defined: | locally witnin Future complexType in fpml-asset-5-5.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/pretrade
Type: | xsd:date
Content: | simple
Defined: | locally witnin Loan complexType in fpml-asset-5-5.xsd; see XML source
maturityExtension | A credit event.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin CreditEvents complexType in fpml-option-shared-5-5.xsd; see XML source
maximumBusinessDays | A maximum number of business days.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:nonNegativeInteger
Content: | simple
Defined: | locally witnin PhysicalSettlementPeriod complexType in fpml-cd-5-5.xsd; see XML source
maximumDaysOfPostponement | The maximum number of days to wait for a quote from the disrupted settlement rate option before proceding to the next method.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:positiveInteger
Content: | simple
Defined: | locally witnin ValuationPostponement complexType in fpml-ird-5-5.xsd; see XML source
maximumMaturity | A deliverable obligation characteristic.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | Period
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin DeliverableObligations complexType in fpml-cd-5-5.xsd; see XML source
maximumNotionalAmount | The maximum notional amount that can be exercised on a given exercise date.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin MultipleExercise complexType in fpml-shared-5-5.xsd; see XML source
maximumNumberOfOptions | The maximum number of options that can be exercised on a given exercise date.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | NonNegativeDecimal
Content: | simple
Defined: | locally witnin MultipleExercise complexType in fpml-shared-5-5.xsd; see XML source
maximumStockLoanRate | Specifies the maximum stock loan rate for Loss of Stock Borrow.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | RestrictedPercentage
Content: | simple
Defined: | locally witnin StockLoan.model group in fpml-shared-5-5.xsd; see XML source
measureType | The type of the value that is measured.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | AssetMeasureType
Content: | simple, 1 attribute
Defined: | locally witnin QuotationCharacteristics.model group in fpml-asset-5-5.xsd; see XML source
message | A human readable description of the problem.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:string
Content: | simple
Defined: | locally witnin TradeDifference complexType in fpml-doc-5-5.xsd; see XML source
messageId | A unique identifier (within its coding scheme) assigned to the message by its creating party.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | MessageId
Content: | simple, 1 attribute
Defined: | locally witnin MessageHeader complexType in fpml-msg-5-5.xsd; see XML source
messageRejected | The root element used for rejected message exceptions
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | Exception
Content: | complex, 3 attributes, 7 elements
Defined: | globally in fpml-msg-5-5.xsd; see XML source
Used: | never
middleName |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:normalizedString
Content: | simple
Defined: | locally witnin Person complexType in fpml-shared-5-5.xsd; see XML source
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/pretrade
Type: | MimeType
Content: | simple, 1 attribute
Defined: | locally witnin AdditionalData complexType in fpml-msg-5-5.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/pretrade
Type: | MimeType
Content: | simple, 1 attribute
Defined: | locally witnin Resource complexType in fpml-shared-5-5.xsd; see XML source
minimumNotionalAmount | The minimum notional amount that can be exercised on a given exercise date.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin PartialExercise.model group in fpml-shared-5-5.xsd; see XML source
minimumNumberOfOptions | The minimum number of options that can be exercised on a given exercise date.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:nonNegativeInteger
Content: | simple
Defined: | locally witnin PartialExercise.model group in fpml-shared-5-5.xsd; see XML source
minimumQuotationAmount | In the determination of a cash settlement amount, if weighted average quotations are to be obtained, the minimum quotation amount specifies a minimum intended threshold amount of outstanding principal balance of the reference obligation for which the quote should be obtained.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | Money
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin CashSettlementTerms complexType in fpml-cd-5-5.xsd; see XML source
missingElement | Element(s) that are missing in the other trade.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:string
Content: | simple
Defined: | locally witnin TradeDifference complexType in fpml-doc-5-5.xsd; see XML source
modifiedEquityDelivery | Value of this element set to 'true' indicates that modified equity delivery is applicable.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin GeneralTerms complexType in fpml-cd-5-5.xsd; see XML source
mortgage | Identifies a mortgage backed security.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | Mortgage
Content: | complex, 1 attribute, 20 elements
Subst.Gr: | may substitute for element underlyingAsset
Defined: | globally in fpml-asset-5-5.xsd; see XML source
Used: | at 1 location
mthToDefault | M th reference obligation to default to allow representation of N th to M th defaults.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:positiveInteger
Content: | simple
Defined: | locally witnin BasketReferenceInformation complexType in fpml-cd-5-5.xsd; see XML source
multipleCreditEventNotices | Presence of this element and value set to 'true' indicates that Section 3.9 of the 2003 Credit Derivatives Definitions shall apply.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin Restructuring complexType in fpml-option-shared-5-5.xsd; see XML source
multipleExercise (in americanExercise) | As defined in the 2000 ISDA Definitions, Section 12.4.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | MultipleExercise
Content: | complex, 6 elements
Defined: | locally witnin AmericanExercise complexType in fpml-shared-5-5.xsd; see XML source
multipleExercise (in bermudaExercise) | As defined in the 2000 ISDA Definitions, Section 12.4.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | MultipleExercise
Content: | complex, 6 elements
Defined: | locally witnin BermudaExercise complexType in fpml-shared-5-5.xsd; see XML source
multipleHolderObligation | In relation to a restructuring credit event, unless multiple holder obligation is not specified restructurings are limited to multiple holder obligations.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin Restructuring complexType in fpml-option-shared-5-5.xsd; see XML source
multipleValuationDates | Where multiple valuation dates are specified as being applicable for cash settlement, this element specifies (a) the number of applicable valuation dates, and (b) the number of business days after satisfaction of all conditions to settlement when the first such valuation date occurs, and (c) the number of business days thereafter of each successive valuation date.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | MultipleValuationDates
Content: | complex, 3 elements
Defined: | locally witnin ValuationDate complexType in fpml-cd-5-5.xsd; see XML source
multiplier (in future) | The multiplier is the minimum number of the underlying - index or stock - that a participant has to trade while taking a position in the Future contract.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:positiveInteger
Content: | simple
Defined: | locally witnin Future complexType in fpml-asset-5-5.xsd; see XML source
multiplier (in option) | Specifies the contract multiplier that can be associated with the number of units.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:positiveInteger
Content: | simple
Defined: | locally witnin ExchangeTradedContract complexType in fpml-asset-5-5.xsd; see XML source
mutualFund | Identifies the class of unit issued by a fund.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | MutualFund
Content: | complex, 1 attribute, 8 elements
Subst.Gr: | may substitute for element underlyingAsset
Defined: | globally in fpml-asset-5-5.xsd; see XML source
Used: | never
name (in attachment) | The name of the resource.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:normalizedString
Content: | simple
Defined: | locally witnin Resource complexType in fpml-shared-5-5.xsd; see XML source
name (in businessUnit) | A name used to describe the organization unit
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:string
Content: | simple
Defined: | locally witnin BusinessUnit complexType in fpml-shared-5-5.xsd; see XML source
name (in implementationSpecification) |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:normalizedString
Content: | simple
Defined: | locally witnin ImplementationSpecification complexType in fpml-msg-5-5.xsd; see XML source
name (in reportingRegime) | Identifies the reporting regime under which this data is reported.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | ReportingRegimeName
Content: | simple, 1 attribute
Defined: | locally witnin ReportingRegime complexType in fpml-doc-5-5.xsd; see XML source
negativeInterestRateTreatment | For use with pre-trade Credit Limit Check messages.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | NegativeInterestRateTreatmentEnum
Content: | simple
Defined: | locally witnin FloatingRateCalculation complexType in fpml-shared-5-5.xsd; see XML source
newTrade | Indicates the new trade between the transferee and the remaining party.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | Trade
Content: | complex, 1 attribute, 13 elements
Defined: | locally witnin NewTrade.model group in fpml-business-events-5-5.xsd; see XML source
newTradeIdentifier | Indicates a reference to the new trade between the transferee and the remaining party.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | PartyTradeIdentifier
Content: | complex, 1 attribute, 11 elements
Defined: | locally witnin NewTrade.model group in fpml-business-events-5-5.xsd; see XML source
nonDeliverableSettlement | The specification of the non-deliverable settlement provision.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | NonDeliverableSettlement
Content: | complex, 5 elements
Defined: | locally witnin SettlementProvision complexType in fpml-ird-5-5.xsd; see XML source
nonpubliclyReported | When the non-public report of this was created or received by this party.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:dateTime
Content: | simple
Defined: | locally witnin TradeProcessingTimestamps complexType in fpml-doc-5-5.xsd; see XML source
nonpublicReportUpdated | When the non-public report of this was most recently corrected or corrections were received by this party.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:dateTime
Content: | simple
Defined: | locally witnin TradeProcessingTimestamps complexType in fpml-doc-5-5.xsd; see XML source
nonReliance | This element corresponds to the non-Reliance section in the 2004 ISDA Novation Definitions, section 2.1 (c) (i).
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | Empty
Content: | empty
Defined: | locally witnin NovationTerms.model group in fpml-business-events-5-5.xsd; see XML source
nonstandardSettlementRate | Indicates that a non-standard rate source will be used for the fixing.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | FxInformationSource
Content: | complex, 4 elements
Defined: | locally witnin FxSettlementRateSource complexType in fpml-shared-5-5.xsd; see XML source
nonStandardTerms | Indicates that the trade has price-affecting characteristics in addition to the standard real-time reportable terms.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin PartyTradeInformation complexType in fpml-doc-5-5.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/pretrade
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin ReferenceInformation complexType in fpml-cd-5-5.xsd; see XML source
noReferenceObligation (in referencePair) | 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/pretrade
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin ReferencePair complexType in fpml-cd-5-5.xsd; see XML source
notBearer | A deliverable obligation characteristic.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin DeliverableObligations complexType in fpml-cd-5-5.xsd; see XML source
notContingent (in deliverableObligations) | A deliverable obligation characteristic.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin DeliverableObligations complexType in fpml-cd-5-5.xsd; see XML source
notContingent (in obligations) | NOTE: Only allowed as an obligation charcteristic under ISDA Credit 1999.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin Obligations complexType in fpml-cd-5-5.xsd; see XML source
notDomesticCurrency (in deliverableObligations) | An obligation and deliverable obligation characteristic.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | NotDomesticCurrency
Content: | complex, 2 elements
Defined: | locally witnin DeliverableObligations complexType in fpml-cd-5-5.xsd; see XML source
notDomesticCurrency (in obligations) | An obligation and deliverable obligation characteristic.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | NotDomesticCurrency
Content: | complex, 2 elements
Defined: | locally witnin Obligations complexType in fpml-cd-5-5.xsd; see XML source
notDomesticIssuance (in deliverableObligations) | An obligation and deliverable obligation characteristic.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin DeliverableObligations complexType in fpml-cd-5-5.xsd; see XML source
notDomesticIssuance (in obligations) | An obligation and deliverable obligation characteristic.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin Obligations complexType in fpml-cd-5-5.xsd; see XML source
notDomesticLaw (in deliverableObligations) | An obligation and deliverable obligation characteristic.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin DeliverableObligations complexType in fpml-cd-5-5.xsd; see XML source
notDomesticLaw (in obligations) | An obligation and deliverable obligation characteristic.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin Obligations complexType in fpml-cd-5-5.xsd; see XML source
notifyingParty | Pointer style references to a party identifier defined elsewhere in the document.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | NotifyingParty
Content: | complex, 2 elements
Defined: | locally witnin CreditEventNotice complexType in fpml-option-shared-5-5.xsd; see XML source
notionalAmount (in calculationPeriod) | The amount that a cashflow will accrue interest on.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin CalculationPeriod complexType in fpml-ird-5-5.xsd; see XML source
notionalAmount (in fxLinkedNotionalAmount) | The calculation period notional amount.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin FxLinkedNotionalAmount complexType in fpml-ird-5-5.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/pretrade
Type: | ScheduleReference
Content: | empty, 1 attribute
Defined: | locally witnin ExerciseFeeSchedule complexType in fpml-shared-5-5.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/pretrade
Type: | NotionalReference
Content: | empty, 1 attribute
Defined: | locally witnin PartialExercise.model group in fpml-shared-5-5.xsd; see XML source
notionalReference (in exerciseFee) | A pointer style reference to the associated notional schedule defined elsewhere in the document.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | NotionalReference
Content: | empty, 1 attribute
Defined: | locally witnin ExerciseFee complexType in fpml-shared-5-5.xsd; see XML source
notionalReference (in novationAmount) |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | NotionalReference
Content: | empty, 1 attribute
Defined: | locally witnin TradeLegNotionalChange.model group in fpml-business-events-5-5.xsd; see XML source
notionalSchedule | The notional amount or notional amount schedule.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | Notional
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin Calculation complexType in fpml-ird-5-5.xsd; see XML source
notionalStepAmount | The explicit amount that the notional changes on each step date.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin NotionalStepRule complexType in fpml-ird-5-5.xsd; see XML source
notionalStepParameters | For use with pre-trade Credit Limit Check messages.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | NotionalStepRule
Content: | complex, 7 elements
Defined: | locally witnin Notional complexType in fpml-ird-5-5.xsd; see XML source
notionalStepRate | The percentage amount by which the notional changes on each step date.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin NotionalStepRule complexType in fpml-ird-5-5.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/pretrade
Type: | NonNegativeAmountSchedule
Content: | complex, 1 attribute, 3 elements
Defined: | locally witnin Notional complexType in fpml-ird-5-5.xsd; see XML source
notSovereignLender (in deliverableObligations) | An obligation and deliverable obligation characteristic.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin DeliverableObligations complexType in fpml-cd-5-5.xsd; see XML source
notSovereignLender (in obligations) | An obligation and deliverable obligation characteristic.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin Obligations complexType in fpml-cd-5-5.xsd; see XML source
notSubordinated (in deliverableObligations) | An obligation and deliverable obligation characteristic.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin DeliverableObligations complexType in fpml-cd-5-5.xsd; see XML source
notSubordinated (in obligations) | An obligation and deliverable obligation characteristic.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin Obligations complexType in fpml-cd-5-5.xsd; see XML source
novatedAmount | The amount which represents the portion of the Old Contract being novated.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | Money
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin NovationAmountsOld.model group in fpml-business-events-5-5.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/pretrade
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin NovationAmountsOld.model group in fpml-business-events-5-5.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/pretrade
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin NovationAmountsOld.model group in fpml-business-events-5-5.xsd; see XML source
novationAmount |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | TradeLegSizeChange
Content: | complex, 9 elements
Defined: | locally witnin NovationAmounts.model group in fpml-business-events-5-5.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/pretrade
Type: | xsd:date
Content: | simple
Defined: | locally witnin NovationDates.model group in fpml-business-events-5-5.xsd; see XML source
novationTradeDate | Specifies the date the parties agree to assign or novate a Contract.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:date
Content: | simple
Defined: | locally witnin NovationDates.model group in fpml-business-events-5-5.xsd; see XML source
nthToDefault | N th reference obligation to default triggers payout.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:positiveInteger
Content: | simple
Defined: | locally witnin BasketReferenceInformation complexType in fpml-cd-5-5.xsd; see XML source
number | A telephonic contact.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:string
Content: | simple
Defined: | locally witnin TelephoneNumber complexType in fpml-shared-5-5.xsd; see XML source
numberOfOptionsReference |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | NumberOfOptionsReference
Content: | empty, 1 attribute
Defined: | locally witnin TradeLegNumberOfOptionsChange.model group in fpml-business-events-5-5.xsd; see XML source
numberOfUnitsReference |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | NumberOfUnitsReference
Content: | empty, 1 attribute
Defined: | locally witnin TradeLegNumberOfUnitsChange.model group in fpml-business-events-5-5.xsd; see XML source
numberValuationDates | Where multiple valuation dates are specified as being applicable for cash settlement, this element specifies (a) the number of applicable valuation dates, and (b) the number of business days after satisfaction of all conditions to settlement when the first such valuation date occurs, and (c) the number of business days thereafter of each successive valuation date.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:positiveInteger
Content: | simple
Defined: | locally witnin MultipleValuationDates complexType in fpml-cd-5-5.xsd; see XML source
obligationAcceleration | A credit event.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin CreditEvents complexType in fpml-option-shared-5-5.xsd; see XML source
obligationDefault | A credit event.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin CreditEvents complexType in fpml-option-shared-5-5.xsd; see XML source
obligations | The underlying obligations of the reference entity on which you are buying or selling protection.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | Obligations
Content: | complex, 18 elements
Defined: | locally witnin ProtectionTerms complexType in fpml-cd-5-5.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/pretrade
Type: | xsd:positiveInteger
Content: | simple
Defined: | locally witnin RateObservation complexType in fpml-shared-5-5.xsd; see XML source
observedFxSpotRate | The actual observed fx spot rate.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin FxLinkedNotionalAmount complexType in fpml-ird-5-5.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/pretrade
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin RateObservation complexType in fpml-shared-5-5.xsd; see XML source
offMarketPrice | Indicates that the price does not reflect the current market.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin PartyTradeInformation complexType in fpml-doc-5-5.xsd; see XML source
oldTrade | Indicates the original trade between the transferor and the remaining party.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | Trade
Content: | complex, 1 attribute, 13 elements
Defined: | locally witnin OldTrade.model group in fpml-business-events-5-5.xsd; see XML source
oldTradeIdentifier | Indicates a reference to the original trade between the transferor and the remaining party.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | PartyTradeIdentifier
Content: | complex, 1 attribute, 11 elements
Defined: | locally witnin OldTrade.model group in fpml-business-events-5-5.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/pretrade
Type: | OnBehalfOf
Content: | complex, 2 elements
Defined: | locally witnin OnBehalfOf.model group in fpml-shared-5-5.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/pretrade
Type: | OnBehalfOf
Content: | complex, 2 elements
Defined: | locally witnin DataDocument complexType in fpml-doc-5-5.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/pretrade
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin MutualFund complexType in fpml-asset-5-5.xsd; see XML source
openUnits | The number of units (index or securities) that constitute the underlyer of the swap.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin ConstituentWeight complexType in fpml-asset-5-5.xsd; see XML source
option | Identifies the underlying asset when it is a listed option contract.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | ExchangeTradedOption
Content: | complex, 1 attribute, 14 elements
Subst.Gr: | may substitute for element underlyingAsset
Defined: | globally in fpml-asset-5-5.xsd; see XML source
Used: | never
optionalEarlyTermination | An option for either or both parties to terminate the swap at fair value.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | OptionalEarlyTermination
Content: | complex, 7 elements
Defined: | locally witnin OptionalEarlyTermination.model group in fpml-ird-5-5.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/pretrade
Type: | OptionalEarlyTerminationAdjustedDates
Content: | complex, 1 element
Defined: | locally witnin OptionalEarlyTermination complexType in fpml-ird-5-5.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/pretrade
Type: | ExercisePeriod
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin OptionalEarlyTermination.model group in fpml-ird-5-5.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/pretrade
Type: | ExchangeId
Content: | simple, 1 attribute
Defined: | locally witnin ExchangeIdentifier.model group in fpml-asset-5-5.xsd; see XML source
optionType | Specifies whether the option allows the hodler to buy or sell tne underlying asset.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | PutCallEnum
Content: | simple
Defined: | locally witnin ExchangeTradedOption complexType in fpml-asset-5-5.xsd; see XML source
order |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:string
Content: | simple
Defined: | locally witnin OrderStatus complexType in fpml-pretrade-processes-5-5.xsd; see XML source
orderEntered | When an order was first generated, as recorded for the first time when it was first entered by a person or generated by a trading algorithm (i.e., the first record of the order).
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:dateTime
Content: | simple
Defined: | locally witnin TradeProcessingTimestamps complexType in fpml-doc-5-5.xsd; see XML source
orderId (in fill) |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:normalizedString
Content: | simple
Defined: | locally witnin OrderFill complexType in fpml-pretrade-processes-5-5.xsd; see XML source
orderId (in orderStatus) |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:normalizedString
Content: | simple
Defined: | locally witnin OrderStatus complexType in fpml-pretrade-processes-5-5.xsd; see XML source
orderId (in orderStatus) |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:normalizedString
Content: | simple
Defined: | locally witnin OrderStatus complexType in fpml-pretrade-processes-5-5.xsd; see XML source
orderRevalidation |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin CreditLimitExtended complexType in fpml-pretrade-processes-5-5.xsd; see XML source
orderStatus |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | OrderStatus
Content: | complex, 16 elements
Defined: | locally witnin OrderStatusNotification complexType in fpml-pretrade-processes-5-5.xsd; see XML source
orderStatusNotification |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | OrderStatusNotification
Content: | complex, 3 attributes, 9 elements
Defined: | globally in fpml-pretrade-processes-5-5.xsd; see XML source
Used: | never
orderSubmitted | The time when an order is submitted by a market participant to an execution facility, as recorded based on the timestamp of the message that was sent by the participant.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:dateTime
Content: | simple
Defined: | locally witnin TradeProcessingTimestamps complexType in fpml-doc-5-5.xsd; see XML source
organizationCharacteristic | Allows the organization to specify which categories or characteristics apply to it for end-user exception determination.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | OrganizationCharacteristic
Content: | simple, 1 attribute
Defined: | locally witnin EndUserExceptionDeclaration complexType in fpml-doc-5-5.xsd; see XML source
organizationType | The type of an organization's participantion in the OTC derivatives market.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | OrganizationType
Content: | simple, 1 attribute
Defined: | locally witnin PartyInformation.model group in fpml-shared-5-5.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/pretrade
Type: | anonymous complexType
Content: | complex, elem. wildcard
Defined: | locally witnin AdditionalData complexType in fpml-msg-5-5.xsd; see XML source
Includes: | definition of elem. wildcard
originalMessage (in verificationStatusAcknowledgement) |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | UnprocessedElementWrapper
Content: | complex, elem. wildcard
Defined: | locally witnin Acknowledgement complexType in fpml-msg-5-5.xsd; see XML source
originalPrincipalAmount | The initial issued amount of the mortgage obligation.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin Mortgage complexType in fpml-asset-5-5.xsd; see XML source
originalRequestDetails (in creditRiskLimit in limitCheckApproved) |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | OriginalRequestDetails
Content: | complex, 5 elements
Defined: | locally witnin CreditRiskLimit complexType in fpml-pretrade-processes-5-5.xsd; see XML source
originalRequestDetails (in creditRiskLimit in limitCheckRefused) |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | OriginalRequestDetails
Content: | complex, 5 elements
Defined: | locally witnin CreditRiskLimitRefused complexType in fpml-pretrade-processes-5-5.xsd; see XML source
originalTrade (defined in OriginalRequestDetails complexType) | Fully describes the original trade (prior to the exercise).
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | Trade
Content: | complex, 1 attribute, 13 elements
Defined: | locally witnin OriginalRequestDetails complexType in fpml-pretrade-processes-5-5.xsd; see XML source
originalTrade (defined in TradeChangeBase complexType) |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | Trade
Content: | complex, 1 attribute, 13 elements
Defined: | locally witnin TradeChangeBase complexType in fpml-business-events-5-5.xsd; see XML source
originatingEvent (in dataDocument) |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | OriginatingEvent
Content: | simple, 1 attribute
Defined: | locally witnin DataDocument complexType in fpml-doc-5-5.xsd; see XML source
originatingEvent (in tradeReferenceInformation) | This may be used to describe why a trade was created.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | OriginatingEvent
Content: | simple, 1 attribute
Defined: | locally witnin TradeReferenceInformation complexType in fpml-business-events-5-5.xsd; see XML source
originatingTradeId (defined in CompressionActivity complexType) |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | TradeId
Content: | simple, 2 attributes
Defined: | locally witnin CompressionActivity complexType in fpml-business-events-5-5.xsd; see XML source
originatingTradeId (defined in PartyTradeIdentifier complexType) | The trade id of the trade(s) upon which this was based, for example the ID of the trade that was submitted for clearing if this is a cleared trade, or of the original trade if this was novated or cancelled and rebooked, or the list of trades that were netted or compressed together in the case of a compression event.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | TradeIdentifier
Content: | complex, 1 attribute, 6 elements
Defined: | locally witnin PartyTradeIdentifier complexType in fpml-doc-5-5.xsd; see XML source
originatingTradeIdentifier |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | TradeIdentifier
Content: | complex, 1 attribute, 6 elements
Defined: | locally witnin CompressionActivity complexType in fpml-business-events-5-5.xsd; see XML source
otherPartyPayment | Other fees or additional payments associated with the trade, e.g. broker commissions, where one or more of the parties involved are not principal parties involved in the trade.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | Payment
Content: | complex, 2 attributes, 10 elements
Defined: | locally witnin Trade complexType in fpml-doc-5-5.xsd; see XML source
otherPath | XPath to the element in the other object.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:string
Content: | simple
Defined: | locally witnin TradeDifference complexType in fpml-doc-5-5.xsd; see XML source
otherRemainingParty | A pointer style reference to a party identifier defined elsewhere in the document.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | PartyReference
Content: | empty, 1 attribute
Defined: | locally witnin NovationRoles.model group in fpml-business-events-5-5.xsd; see XML source
otherRemainingPartyAccount |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | AccountReference
Content: | empty, 1 attribute
Defined: | locally witnin NovationRoles.model group in fpml-business-events-5-5.xsd; see XML source
otherTransferee | A pointer style reference to a party identifier defined elsewhere in the document.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | PartyReference
Content: | empty, 1 attribute
Defined: | locally witnin NovationRoles.model group in fpml-business-events-5-5.xsd; see XML source
otherTransfereeAccount |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | AccountReference
Content: | empty, 1 attribute
Defined: | locally witnin NovationRoles.model group in fpml-business-events-5-5.xsd; see XML source
otherValue | Value of the element in the other trade.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:string
Content: | simple
Defined: | locally witnin TradeDifference complexType in fpml-doc-5-5.xsd; see XML source
othReferenceEntityObligations (in deliverableObligations) | This element is used to specify any other obligations of a reference entity in both obligations and deliverable obligations.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:string
Content: | simple
Defined: | locally witnin DeliverableObligations complexType in fpml-cd-5-5.xsd; see XML source
othReferenceEntityObligations (in obligations) | This element is used to specify any other obligations of a reference entity in both obligations and deliverable obligations.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:string
Content: | simple
Defined: | locally witnin Obligations complexType in fpml-cd-5-5.xsd; see XML source
outstandingNotionalAmount (defined in TradeNotionalChange.model group) | Specifies the Notional amount after the Change
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | NonNegativeMoney
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin TradeNotionalChange.model group in fpml-business-events-5-5.xsd; see XML source
outstandingNotionalAmount (in novationAmount) |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | NonNegativeMoney
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin TradeLegNotionalChange.model group in fpml-business-events-5-5.xsd; see XML source
outstandingNumberOfOptions (defined in TradeNotionalChange.model group) | Specifies the Number of Options after the Change.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin TradeNotionalChange.model group in fpml-business-events-5-5.xsd; see XML source
outstandingNumberOfOptions (in novationAmount) |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin TradeLegNumberOfOptionsChange.model group in fpml-business-events-5-5.xsd; see XML source
outstandingNumberOfUnits (defined in TradeNotionalChange.model group) | Specifies the Number of Units
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin TradeNotionalChange.model group in fpml-business-events-5-5.xsd; see XML source
outstandingNumberOfUnits (in novationAmount) |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin TradeLegNumberOfUnitsChange.model group in fpml-business-events-5-5.xsd; see XML source
parentCorrelationId | An optional identifier used to correlate between related processes
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | CorrelationId
Content: | simple, 1 attribute
Defined: | locally witnin Correlation.model group in fpml-msg-5-5.xsd; see XML source
partialCashSettlement | Specifies whether either 'Partial Cash Settlement of Assignable Loans', 'Partial Cash Settlement of Consent Required Loans' or 'Partial Cash Settlement of Participations' is applicable.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin PCDeliverableObligationCharac complexType in fpml-cd-5-5.xsd; see XML source
partialExercise | As defined in the 2000 ISDA Definitions, Section 12.3.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | PartialExercise
Content: | complex, 4 elements
Defined: | locally witnin EuropeanExercise complexType in fpml-shared-5-5.xsd; see XML source
party | A legal entity or a subdivision of a legal entity.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | Party
Content: | complex, 1 attribute, 11 elements
Defined: | locally witnin PartiesAndAccounts.model group in fpml-shared-5-5.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/pretrade
Type: | PartyId
Content: | simple, 1 attribute
Defined: | locally witnin Party complexType in fpml-shared-5-5.xsd; see XML source
partyInformation (defined in CreditLimitInformationExtended complexType) |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | PartyTradeInformation
Content: | complex, 28 elements
Defined: | locally witnin CreditLimitInformationExtended complexType in fpml-pretrade-processes-5-5.xsd; see XML source
partyInformation (in creditLimitInformation in creditLimitReport) |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | PartyTradeInformation
Content: | complex, 28 elements
Defined: | locally witnin CreditLimitInformation complexType in fpml-pretrade-processes-5-5.xsd; see XML source
partyMessageInformation | Additional message information that may be provided by each involved party.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | PartyMessageInformation
Content: | complex, 1 element
Defined: | locally witnin MessageHeader.model group in fpml-msg-5-5.xsd; see XML source
partyName | The legal name of the organization.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | PartyName
Content: | simple, 1 attribute
Defined: | locally witnin Party complexType in fpml-shared-5-5.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/pretrade
Type: | PartyPortfolioName
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin Portfolio complexType in fpml-doc-5-5.xsd; see XML source
partyReference (defined in ExerciseNotice complexType) | The party referenced has allocated the trade identifier.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | PartyReference
Content: | empty, 1 attribute
Defined: | locally witnin ExerciseNotice complexType in fpml-shared-5-5.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/pretrade
Type: | PartyReference
Content: | empty, 1 attribute
Defined: | locally witnin OnBehalfOf complexType in fpml-shared-5-5.xsd; see XML source
partyReference (defined in PartyAndAccountReferences.model group) | Reference to a party.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | PartyReference
Content: | empty, 1 attribute
Defined: | locally witnin PartyAndAccountReferences.model group in fpml-shared-5-5.xsd; see XML source
partyReference (in partyMessageInformation) | Identifies that party that has ownership of this information.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | PartyReference
Content: | empty, 1 attribute
Defined: | locally witnin PartyMessageInformation complexType in fpml-msg-5-5.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/pretrade
Type: | PartyReference
Content: | empty, 1 attribute
Defined: | locally witnin PartyPortfolioName complexType in fpml-doc-5-5.xsd; see XML source
partyTradeIdentifier (defined in Portfolio complexType) |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | PartyTradeIdentifier
Content: | complex, 1 attribute, 11 elements
Defined: | locally witnin Portfolio complexType in fpml-doc-5-5.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/pretrade
Type: | PartyTradeIdentifier
Content: | complex, 1 attribute, 11 elements
Defined: | locally witnin TradeHeader complexType in fpml-doc-5-5.xsd; see XML source
partyTradeIdentifier (in tradeReference) |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | PartyTradeIdentifier
Content: | complex, 1 attribute, 11 elements
Defined: | locally witnin PartyTradeIdentifiers complexType in fpml-doc-5-5.xsd; see XML source
partyTradeIdentifier (in tradeReferenceInformation) | This allows the acknowledging party to supply additional trade identifiers for a trade underlying a request relating to a business event.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | PartyTradeIdentifier
Content: | complex, 1 attribute, 11 elements
Defined: | locally witnin TradeReferenceInformation complexType in fpml-business-events-5-5.xsd; see XML source
partyTradeIdentifier (in verificationStatusNotification) |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | PartyTradeIdentifier
Content: | complex, 1 attribute, 11 elements
Defined: | locally witnin VerificationStatusNotification complexType in fpml-msg-5-5.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/pretrade
Type: | PartyTradeIdentifierReference
Content: | empty, 1 attribute
Defined: | locally witnin GrossCashflow complexType in fpml-shared-5-5.xsd; see XML source
partyTradeInformation (in tradeHeader) | Additional trade information that may be provided by each involved party.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | PartyTradeInformation
Content: | complex, 28 elements
Defined: | locally witnin TradeHeader complexType in fpml-doc-5-5.xsd; see XML source
partyTradeInformation (in tradeReferenceInformation) | This allows the acknowledging party to supply additional trade information about a trade underlying a request relating to a business event.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | PartyTradeInformation
Content: | complex, 28 elements
Defined: | locally witnin TradeReferenceInformation complexType in fpml-business-events-5-5.xsd; see XML source
parValue | Specifies the nominal amount of a fixed income security or convertible bond.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin Bond complexType in fpml-asset-5-5.xsd; see XML source
parYieldCurveAdjustedMethod | An ISDA defined cash settlement method used for the determination of the applicable cash settlement amount.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | YieldCurveMethod
Content: | complex, 2 elements
Defined: | locally witnin CashSettlement complexType in fpml-ird-5-5.xsd; see XML source
parYieldCurveUnadjustedMethod | An ISDA defined cash settlement method used for the determination of the applicable cash settlement amount.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | YieldCurveMethod
Content: | complex, 2 elements
Defined: | locally witnin CashSettlement complexType in fpml-ird-5-5.xsd; see XML source
payerAccountReference | A reference to the account responsible for making the payments defined by this structure.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | AccountReference
Content: | empty, 1 attribute
Defined: | locally witnin PayerReceiver.model group in fpml-shared-5-5.xsd; see XML source
payerPartyReference | A reference to the party responsible for making the payments defined by this structure.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | PartyReference
Content: | empty, 1 attribute
Defined: | locally witnin PayerReceiver.model group in fpml-shared-5-5.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/pretrade
Type: | Payment
Content: | complex, 2 attributes, 10 elements
Defined: | locally witnin TradeAlterationPayment.model group in fpml-business-events-5-5.xsd; see XML source
payment (defined in TradingEventSummary complexType) | A fee which compensates one of the parties for taking on a position that is off market.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | NonNegativePayment
Content: | complex, 1 attribute, 6 elements
Defined: | locally witnin TradingEventSummary complexType in fpml-business-events-5-5.xsd; see XML source
paymentAmount (defined in Payment complexType) | The currency amount of the payment.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | NonNegativeMoney
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin Payment complexType in fpml-shared-5-5.xsd; see XML source
paymentAmount (in adjustedPaymentDates) | The currency amount of the payment.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | Money
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin AdjustedPaymentDates complexType in fpml-cd-5-5.xsd; see XML source
paymentAmount (in initialFee) |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | NonNegativeMoney
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin SimplePayment complexType in fpml-shared-5-5.xsd; see XML source
paymentAmount (in payment defined in TradingEventSummary complexType) | Non negative payment amount.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | NonNegativeMoney
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin NonNegativePayment complexType in fpml-shared-5-5.xsd; see XML source
paymentAmount (in paymentDetail) | A fixed payment amount.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | Money
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin PaymentDetail complexType in fpml-shared-5-5.xsd; see XML source
paymentCalculationPeriod | The adjusted payment date and associated calculation period parameters required to calculate the actual or projected payment amount.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | PaymentCalculationPeriod
Content: | complex, 2 attributes, 7 elements
Defined: | locally witnin Cashflows complexType in fpml-ird-5-5.xsd; see XML source
paymentDate (defined in Payment complexType) | The payment date.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | AdjustableOrAdjustedDate
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin Payment complexType in fpml-shared-5-5.xsd; see XML source
paymentDate (in dividendPayment) | The date that the dividend or coupon is due.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:date
Content: | simple
Defined: | locally witnin PendingPayment complexType in fpml-asset-5-5.xsd; see XML source
paymentDate (in initialFee) | The payment date.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | AdjustableOrRelativeDate
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin SimplePayment complexType in fpml-shared-5-5.xsd; see XML source
paymentDate (in payment defined in TradingEventSummary complexType) | The payment date, which can be expressed as either an adjustable or relative date.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | AdjustableOrRelativeDate
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin PaymentBaseExtended complexType in fpml-shared-5-5.xsd; see XML source
paymentDate (in paymentDetail) | Payment date.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | AdjustableOrRelativeDate
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin PaymentDetail complexType in fpml-shared-5-5.xsd; see XML source
paymentDates | The payment dates schedule.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | PaymentDates
Content: | complex, 1 attribute, 9 elements
Defined: | locally witnin InterestRateStream complexType in fpml-ird-5-5.xsd; see XML source
paymentDatesAdjustments | The business day convention to apply to each payment 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/pretrade
Type: | BusinessDayAdjustments
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin PaymentDates complexType in fpml-ird-5-5.xsd; see XML source
paymentDatesReference | A set of href pointers to payment dates defined somewhere else in the document.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | PaymentDatesReference
Content: | empty, 1 attribute
Defined: | locally witnin DateRelativeToPaymentDates complexType in fpml-ird-5-5.xsd; see XML source
paymentDaysOffset | If early payment or delayed payment is required, specifies the number of days offset that the payment occurs relative to what would otherwise be the unadjusted payment date.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | Offset
Content: | complex, 1 attribute, 3 elements
Defined: | locally witnin PaymentDates complexType in fpml-ird-5-5.xsd; see XML source
paymentDelay | Applicable to CDS on MBS to specify whether payment delays are applicable to the fixed Amount.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin FeeLeg complexType in fpml-cd-5-5.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/pretrade
Type: | PaymentDetail
Content: | complex, 1 attribute, 3 elements
Defined: | locally witnin IndependentAmount complexType in fpml-shared-5-5.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/pretrade
Type: | Period
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin BondCalculation.model group in fpml-asset-5-5.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/pretrade
Type: | Period
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin Deposit complexType in fpml-asset-5-5.xsd; see XML source
paymentFrequency (in paymentDates) | The frequency at which regular payment dates occur.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | Frequency
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin PaymentDates complexType in fpml-ird-5-5.xsd; see XML source
paymentFrequency (in periodicPayment) | The time interval between regular fixed rate payer payment dates.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | Period
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin PeriodicPayment complexType in fpml-cd-5-5.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/pretrade
Type: | Period
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin RateIndex complexType in fpml-asset-5-5.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/pretrade
Type: | Period
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin SimpleCreditDefaultSwap complexType in fpml-asset-5-5.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/pretrade
Type: | Period
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin SimpleIRSwap complexType in fpml-asset-5-5.xsd; see XML source
paymentRequirement | Specifies a threshold for the failure to pay credit event.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | Money
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin FailureToPay complexType in fpml-option-shared-5-5.xsd; see XML source
paymentRule | A type defining the calculation rule.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | PaymentRule
Content: | empty
Defined: | locally witnin PaymentDetail complexType in fpml-shared-5-5.xsd; see XML source
paymentType | A classification of the type of fee or additional payment, e.g. brokerage, upfront fee etc.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | PaymentType
Content: | simple, 1 attribute
Defined: | locally witnin Payment complexType in fpml-shared-5-5.xsd; see XML source
payRelativeTo | For use of the pre-trade Credit Limit Check messages.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | PayRelativeToEnum
Content: | simple
Defined: | locally witnin PaymentDates complexType in fpml-ird-5-5.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/pretrade
Type: | PeriodExtendedEnum
Content: | simple
Defined: | locally witnin Frequency complexType in fpml-shared-5-5.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/pretrade
Type: | PeriodEnum
Content: | simple
Defined: | locally witnin Period complexType in fpml-shared-5-5.xsd; see XML source
period (in velocity) |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | PeriodTimeEnum
Content: | simple
Defined: | locally witnin Velocity complexType in fpml-pretrade-processes-5-5.xsd; see XML source
periodicDates |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | PeriodicDates
Content: | complex, 4 elements
Defined: | locally witnin AdjustableRelativeOrPeriodicDates complexType in fpml-shared-5-5.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/pretrade
Type: | PeriodicPayment
Content: | complex, 1 attribute, 8 elements
Defined: | locally witnin FeeLeg complexType in fpml-cd-5-5.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/pretrade
Type: | xsd:positiveInteger
Content: | simple
Defined: | locally witnin Frequency complexType in fpml-shared-5-5.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/pretrade
Type: | xsd:integer
Content: | simple
Defined: | locally witnin Period complexType in fpml-shared-5-5.xsd; see XML source
periodMultiplier (in velocity) |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:integer
Content: | simple
Defined: | locally witnin Velocity complexType in fpml-pretrade-processes-5-5.xsd; see XML source
periodSkip | The number of periods in the referenced date schedule that are between each date in the relative date schedule.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:positiveInteger
Content: | simple
Defined: | locally witnin RelativeDates complexType in fpml-shared-5-5.xsd; see XML source
person | Optional information about people involved in a transaction or busines process.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | Person
Content: | complex, 1 attribute, 10 elements
Defined: | locally witnin Party complexType in fpml-shared-5-5.xsd; see XML source
personId | An identifier assigned by a system for uniquely identifying the individual
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | PersonId
Content: | simple, 1 attribute
Defined: | locally witnin Person complexType in fpml-shared-5-5.xsd; see XML source
personReference | The individual person that is related to this.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | PersonReference
Content: | empty, 1 attribute
Defined: | locally witnin RelatedPerson complexType in fpml-shared-5-5.xsd; see XML source
physicalSettlement | 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/pretrade
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin CreditDerivativesNotices complexType in fpml-doc-5-5.xsd; see XML source
physicalSettlementPeriod | The number of business days used in the determination of the physical settlement date.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | PhysicalSettlementPeriod
Content: | complex, 3 elements
Defined: | locally witnin PhysicalSettlementTerms complexType in fpml-cd-5-5.xsd; see XML source
physicalSettlementTerms | This element contains all the ISDA terms relevant to physical settlement for when physical settlement is applicable.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | PhysicalSettlementTerms
Content: | complex, 1 attribute, 5 elements
Defined: | locally witnin CreditDefaultSwap complexType in fpml-cd-5-5.xsd; see XML source
pool | The morgage pool that is underneath the mortgage obligation.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | AssetPool
Content: | complex, 4 elements
Defined: | locally witnin Mortgage complexType in fpml-asset-5-5.xsd; see XML source
portfolio (defined in Portfolio complexType) | An arbitary grouping of trade references (and possibly other portfolios).
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | Portfolio
Content: | complex, 1 attribute, 4 elements
Defined: | locally witnin Portfolio complexType in fpml-doc-5-5.xsd; see XML source
portfolio (in dataDocument) | An arbitary grouping of trade references (and possibly other portfolios).
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | Portfolio
Content: | complex, 1 attribute, 4 elements
Defined: | locally witnin DataDocument complexType in fpml-doc-5-5.xsd; see XML source
portfolioName (in partyPortfolioName) |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | PortfolioName
Content: | simple, 2 attributes
Defined: | locally witnin PartyPortfolioName complexType in fpml-doc-5-5.xsd; see XML source
portfolioName (in portfolioReference) | 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/pretrade
Type: | PortfolioName
Content: | simple, 2 attributes
Defined: | locally witnin PortfolioReferenceBase complexType in fpml-msg-5-5.xsd; see XML source
portfolioReference |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | PortfolioConstituentReference
Content: | complex, 2 elements
Defined: | locally witnin PortfolioConstituentReference.model group in fpml-msg-5-5.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/pretrade
Type: | xsd:string
Content: | simple
Defined: | locally witnin Address complexType in fpml-shared-5-5.xsd; see XML source
precision | Specifies the rounding precision in terms of a number of decimal places.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:nonNegativeInteger
Content: | simple
Defined: | locally witnin Rounding complexType in fpml-shared-5-5.xsd; see XML source
premiumProductReference | Indicates which product within a strategy this ID is associated with.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | ProductReference
Content: | empty, 1 attribute
Defined: | locally witnin ProductComponentIdentifier complexType in fpml-doc-5-5.xsd; see XML source
presentValueAmount (defined in Payment complexType) | The amount representing the present value of the forecast payment.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | Money
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin Payment complexType in fpml-shared-5-5.xsd; see XML source
presentValueAmount (in paymentCalculationPeriod) | A monetary amount representing the present value of the forecast payment.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | Money
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin PaymentCalculationPeriod complexType in fpml-ird-5-5.xsd; see XML source
presentValuePrincipalExchangeAmount | The amount representing the present value of the principal exchange.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | Money
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin PrincipalExchange complexType in fpml-ird-5-5.xsd; see XML source
price |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin OrderFill complexType in fpml-pretrade-processes-5-5.xsd; see XML source
priceExpression | Specifies whether the price is expressed in absolute or relative terms.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | PriceExpressionEnum
Content: | simple
Defined: | locally witnin ActualPrice complexType in fpml-asset-5-5.xsd; see XML source
priceSourceDisruption | A type defining the parameters to get a new quote when a settlement rate option is disrupted.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | PriceSourceDisruption
Content: | complex, 1 element
Defined: | locally witnin NonDeliverableSettlement complexType in fpml-ird-5-5.xsd; see XML source
pricingModel | .
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | PricingModel
Content: | simple, 1 attribute
Defined: | locally witnin QuotationCharacteristics.model group in fpml-asset-5-5.xsd; see XML source
primaryAssetClass | A classification of the most important risk class of the trade.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | AssetClass
Content: | simple, 1 attribute
Defined: | locally witnin Product.model group in fpml-shared-5-5.xsd; see XML source
primaryObligor | The entity primarily responsible for repaying debt to a creditor as a result of borrowing or issuing bonds.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | LegalEntity
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin ReferenceObligation complexType in fpml-cd-5-5.xsd; see XML source
primaryObligorReference | A pointer style reference to a reference entity defined elsewhere in the document.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | LegalEntityReference
Content: | empty, 1 attribute
Defined: | locally witnin ReferenceObligation complexType in fpml-cd-5-5.xsd; see XML source
primaryRateSource | The primary source for where the rate observation will occur.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | InformationSource
Content: | complex, 3 elements
Defined: | locally witnin FxSpotRateSource complexType in fpml-shared-5-5.xsd; see XML source
principalExchange | The initial, intermediate and final principal exchange amounts.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | PrincipalExchange
Content: | complex, 1 attribute, 5 elements
Defined: | locally witnin Cashflows complexType in fpml-ird-5-5.xsd; see XML source
principalExchangeAmount | The principal exchange amount.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin PrincipalExchange complexType in fpml-ird-5-5.xsd; see XML source
principalExchanges | The true/false flags indicating whether initial, intermediate or final exchanges of principal should occur.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | PrincipalExchanges
Content: | complex, 1 attribute, 3 elements
Defined: | locally witnin InterestRateStream complexType in fpml-ird-5-5.xsd; see XML source
principalShortfallReimbursement | An additional Fixed Payment Event.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin AdditionalFixedPayments complexType in fpml-cd-5-5.xsd; see XML source
processingStatus | A description of the stage of processing of the service, for example EndofDayProcessingCutoffOccurred, EndOfDayProcessingCompleted.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | ServiceProcessingStatus
Content: | complex, 3 elements
Defined: | locally witnin ServiceNotification complexType in fpml-msg-5-5.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/pretrade
Type: | Product
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-shared-5-5.xsd; see XML source
Used: | at 3 locations
productComponentIdentifier | The USIs of the components of this trade, when this trade contains a strategy.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | ProductComponentIdentifier
Content: | complex, 3 elements
Defined: | locally witnin PartyTradeIdentifier complexType in fpml-doc-5-5.xsd; see XML source
productId (defined in Product.model group) | A product reference identifier.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | ProductId
Content: | simple, 1 attribute
Defined: | locally witnin Product.model group in fpml-shared-5-5.xsd; see XML source
productId (in tradeReferenceInformation) |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | ProductId
Content: | simple, 1 attribute
Defined: | locally witnin TradeReferenceInformation complexType in fpml-business-events-5-5.xsd; see XML source
productType (defined in Product.model group) | A classification of the type of product.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | ProductType
Content: | simple, 1 attribute
Defined: | locally witnin Product.model group in fpml-shared-5-5.xsd; see XML source
productType (in tradeReferenceInformation) |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | ProductType
Content: | simple, 1 attribute
Defined: | locally witnin TradeReferenceInformation complexType in fpml-business-events-5-5.xsd; see XML source
protectionTerms | 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/pretrade
Type: | ProtectionTerms
Content: | complex, 1 attribute, 4 elements
Defined: | locally witnin CreditDefaultSwap complexType in fpml-cd-5-5.xsd; see XML source
protectionTermsReference | Reference to the documentation terms applicable to this item.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | ProtectionTermsReference
Content: | empty, 1 attribute
Defined: | locally witnin ReferencePoolItem complexType in fpml-cd-5-5.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/pretrade
Type: | xsd:date
Content: | simple
Defined: | locally witnin ContractualTermsSupplement complexType in fpml-shared-5-5.xsd; see XML source
publicationDate (in contractualMatrix) | Specifies the publication date of the applicable version of the matrix.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:date
Content: | simple
Defined: | locally witnin ContractualMatrix complexType in fpml-shared-5-5.xsd; see XML source
publicationDate (in settledEntityMatrix) | Specifies the publication date of the applicable version of the matrix.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:date
Content: | simple
Defined: | locally witnin SettledEntityMatrix complexType in fpml-cd-5-5.xsd; see XML source
publiclyAvailableInformation (in creditDerivativesNotices) | 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/pretrade
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin CreditDerivativesNotices complexType in fpml-doc-5-5.xsd; see XML source
publiclyAvailableInformation (in creditEventNotice) | A specified condition to settlement.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | PubliclyAvailableInformation
Content: | complex, 3 elements
Defined: | locally witnin CreditEventNotice complexType in fpml-option-shared-5-5.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/pretrade
Type: | xsd:dateTime
Content: | simple
Defined: | locally witnin TradeProcessingTimestamps complexType in fpml-doc-5-5.xsd; see XML source
publicReportUpdated | When the public report of this was most recently corrected or corrections were sent or received by this party.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:dateTime
Content: | simple
Defined: | locally witnin TradeProcessingTimestamps complexType in fpml-doc-5-5.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/pretrade
Type: | xsd:string
Content: | simple
Defined: | locally witnin PubliclyAvailableInformation complexType in fpml-option-shared-5-5.xsd; see XML source
qualifyingParticipationSeller | If Direct Loan Participation is specified as a deliverable obligation characteristic, this specifies any requirements for the Qualifying Participation Seller.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:string
Content: | simple
Defined: | locally witnin LoanParticipation complexType in fpml-cd-5-5.xsd; see XML source
queryParameterId |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | QueryParameterId
Content: | simple, 2 attributes
Defined: | locally witnin QueryParameter complexType in fpml-doc-5-5.xsd; see XML source
queryParameterOperator |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | QueryParameterOperator
Content: | simple, 2 attributes
Defined: | locally witnin QueryParameter complexType in fpml-doc-5-5.xsd; see XML source
queryParameterValue |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:normalizedString
Content: | simple
Defined: | locally witnin QueryParameter complexType in fpml-doc-5-5.xsd; see XML source
quotationAmount | In the determination of a cash settlement amount, if weighted average quotations are to be obtained, the quotation amount specifies an upper limit to the outstanding principal balance of the reference obligation for which the quote should be obtained.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | Money
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin CashSettlementTerms complexType in fpml-cd-5-5.xsd; see XML source
quotationMethod | The type of price quotations to be requested from dealers when determining the market value of the reference obligation for purposes of cash settlement.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | QuotationRateTypeEnum
Content: | simple
Defined: | locally witnin CashSettlementTerms complexType in fpml-cd-5-5.xsd; see XML source
quotationRateType (defined in CashPriceMethod complexType) | Which rate quote is to be observed, either Bid, Mid, Offer or Exercising Party Pays.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | QuotationRateTypeEnum
Content: | simple
Defined: | locally witnin CashPriceMethod complexType in fpml-ird-5-5.xsd; see XML source
quotationRateType (defined in YieldCurveMethod complexType) | Which rate quote is to be observed, either Bid, Mid, Offer or Exercising Party Pays.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | QuotationRateTypeEnum
Content: | simple
Defined: | locally witnin YieldCurveMethod complexType in fpml-ird-5-5.xsd; see XML source
quotationRateType (in crossCurrencyMethod) | Which rate quote is to be observed, either Bid, Mid, Offer or Exercising Party Pays.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | QuotationRateTypeEnum
Content: | simple
Defined: | locally witnin CrossCurrencyMethod complexType in fpml-ird-5-5.xsd; see XML source
quotationStyle | The type of quotation that was used between the trading desks.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | QuotationStyleEnum
Content: | simple
Defined: | locally witnin FeeLeg complexType in fpml-cd-5-5.xsd; see XML source
quoteBasis | The method by which the exchange rate is quoted.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | QuoteBasisEnum
Content: | simple
Defined: | locally witnin QuotedCurrencyPair complexType in fpml-shared-5-5.xsd; see XML source
quotedCurrencyPair (defined in FxFixing complexType) | Defines the two currencies for an FX trade and the quotation relationship between the two currencies.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | QuotedCurrencyPair
Content: | complex, 3 elements
Defined: | locally witnin FxFixing complexType in fpml-shared-5-5.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/pretrade
Type: | QuotedCurrencyPair
Content: | complex, 3 elements
Defined: | locally witnin FxRateAsset complexType in fpml-asset-5-5.xsd; see XML source
quotedCurrencyPair (in fxRate) | Defines the two currencies for an FX trade and the quotation relationship between the two currencies.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | QuotedCurrencyPair
Content: | complex, 3 elements
Defined: | locally witnin FxRate complexType in fpml-shared-5-5.xsd; see XML source
quoteUnits | The optional units that the measure is expressed in.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | PriceQuoteUnits
Content: | simple, 1 attribute
Defined: | locally witnin QuotationCharacteristics.model group in fpml-asset-5-5.xsd; see XML source
rate | The rate of exchange between the two currencies of the leg of a deal.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin FxRate complexType in fpml-shared-5-5.xsd; see XML source
rateCalculation | The base element for the floating rate calculation definitions.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | Rate
Content: | empty, 1 attribute
Abstract: | (may not be used directly in instance XML documents)
Subst.Gr: | may be substituted with 1 element
Defined: | globally in fpml-ird-5-5.xsd; see XML source
Used: | at 2 locations
rateCutOffDaysOffset | Specifies the number of business days before the period end date when the rate cut-off date is assumed to apply.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | Offset
Content: | complex, 1 attribute, 3 elements
Defined: | locally witnin ResetDates complexType in fpml-ird-5-5.xsd; see XML source
rateIndex | Identifies a simple underlying asset that is an interest rate index.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | RateIndex
Content: | complex, 1 attribute, 10 elements
Subst.Gr: | may substitute for element curveInstrument
Defined: | globally in fpml-asset-5-5.xsd; see XML source
Used: | never
rateObservation | The details of a particular rate observation, including the fixing date and observed rate.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | RateObservation
Content: | complex, 1 attribute, 8 elements
Defined: | locally witnin FloatingRateDefinition complexType in fpml-ird-5-5.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/pretrade
Type: | RateReference
Content: | empty, 1 attribute
Defined: | locally witnin RateObservation complexType in fpml-shared-5-5.xsd; see XML source
rateSource (defined in CommodityInformationSource complexType) | The publication in which the rate, price, index or factor is to be found.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | CommodityInformationProvider
Content: | simple, 1 attribute
Defined: | locally witnin CommodityInformationSource complexType in fpml-asset-5-5.xsd; see XML source
rateSource (defined in InformationSource complexType) | An information source for obtaining a market rate.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | InformationProvider
Content: | simple, 1 attribute
Defined: | locally witnin InformationSource complexType in fpml-shared-5-5.xsd; see XML source
rateSource (in fx) | Defines the source of the FX rate.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | FxSpotRateSource
Content: | complex, 3 elements
Defined: | locally witnin FxRateAsset complexType in fpml-asset-5-5.xsd; see XML source
rateSource (in interestShortfall) | The rate source in the case of a variable cap.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | FloatingRateIndex
Content: | simple, 1 attribute
Defined: | locally witnin InterestShortFall complexType in fpml-cd-5-5.xsd; see XML source
rateSourcePage (defined in CommodityInformationSource complexType) | A specific page or screen (in the case of electronically published information) on which the rate source is to be found.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | RateSourcePage
Content: | simple, 1 attribute
Defined: | locally witnin CommodityInformationSource complexType in fpml-asset-5-5.xsd; see XML source
rateSourcePage (defined in InformationSource complexType) | A specific page for the rate source for obtaining a market rate.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | RateSourcePage
Content: | simple, 1 attribute
Defined: | locally witnin InformationSource complexType in fpml-shared-5-5.xsd; see XML source
rateSourcePageHeading (defined in CommodityInformationSource complexType) | The heading for the rate source on a given rate source page or screen.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:string
Content: | simple
Defined: | locally witnin CommodityInformationSource complexType in fpml-asset-5-5.xsd; see XML source
rateSourcePageHeading (defined in InformationSource complexType) | The heading for the rate source on a given rate source page.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:string
Content: | simple
Defined: | locally witnin InformationSource complexType in fpml-shared-5-5.xsd; see XML source
reason (defined in Exception.model group) | 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/pretrade
Type: | Reason
Content: | complex, 5 elements
Defined: | locally witnin Exception.model group in fpml-msg-5-5.xsd; see XML source
reason (in creditLimitResponse) |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | CreditLimitCheckReason
Content: | complex, 3 elements
Defined: | locally witnin CreditLimitResponse complexType in fpml-pretrade-processes-5-5.xsd; see XML source
reason (in creditRiskLimit in limitCheckApproved) |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | CreditLimitCheckReason
Content: | complex, 3 elements
Defined: | locally witnin CreditRiskLimit complexType in fpml-pretrade-processes-5-5.xsd; see XML source
reason (in creditRiskLimit in limitCheckRefused) |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | CreditLimitCheckReason
Content: | complex, 3 elements
Defined: | locally witnin CreditRiskLimitRefused complexType in fpml-pretrade-processes-5-5.xsd; see XML source
reason (in orderStatus) |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | Reason
Content: | complex, 5 elements
Defined: | locally witnin OrderStatus complexType in fpml-pretrade-processes-5-5.xsd; see XML source
reason (in restoreCredit) |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | CreditLimitCheckReason
Content: | complex, 3 elements
Defined: | locally witnin RestoreCredit complexType in fpml-pretrade-processes-5-5.xsd; see XML source
reason (in suspendCredit) |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | CreditLimitCheckReason
Content: | complex, 3 elements
Defined: | locally witnin SuspendCredit complexType in fpml-pretrade-processes-5-5.xsd; see XML source
reason (in verificationStatusNotification) | The reason for any dispute or change in verification status.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | Reason
Content: | complex, 5 elements
Defined: | locally witnin VerificationStatusNotification complexType in fpml-msg-5-5.xsd; see XML source
reasonCode (defined in CreditLimitCheckReason complexType) | reason codes for credit limit check messages
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | CreditLimitCheckReasonCode
Content: | simple, 1 attribute
Defined: | locally witnin CreditLimitCheckReason complexType in fpml-pretrade-processes-5-5.xsd; see XML source
reasonCode (defined in Reason complexType) | A machine interpretable error code.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | ReasonCode
Content: | simple, 1 attribute
Defined: | locally witnin Reason complexType in fpml-msg-5-5.xsd; see XML source
receiverAccountReference | A reference to the account that receives the payments corresponding to this structure.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | AccountReference
Content: | empty, 1 attribute
Defined: | locally witnin PayerReceiver.model group in fpml-shared-5-5.xsd; see XML source
receiverPartyReference | A reference to the party that receives the payments corresponding to this structure.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | PartyReference
Content: | empty, 1 attribute
Defined: | locally witnin PayerReceiver.model group in fpml-shared-5-5.xsd; see XML source
recoveryFactor | Used for fixed recovery, specifies the recovery level, determined at contract inception, to be applied on a default.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | RestrictedPercentage
Content: | simple
Defined: | locally witnin FixedRecovery.model group in fpml-cd-5-5.xsd; see XML source
redemptionDate | Earlier date between the convertible bond put dates and its maturity date.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:date
Content: | simple
Defined: | locally witnin ConvertibleBond complexType in fpml-asset-5-5.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/pretrade
Type: | ReferenceBank
Content: | complex, 2 elements
Defined: | locally witnin CashSettlementReferenceBanks complexType in fpml-shared-5-5.xsd; see XML source
referenceBankId | An institution (party) identifier, e.g. a bank identifier code (BIC).
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | ReferenceBankId
Content: | simple, 1 attribute
Defined: | locally witnin ReferenceBank complexType in fpml-shared-5-5.xsd; see XML source
referenceBankName | The name of the institution (party).
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:string
Content: | simple
Defined: | locally witnin ReferenceBank complexType in fpml-shared-5-5.xsd; see XML source
referenceCurrency | The currency in which the swap stream is denominated.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | Currency
Content: | simple, 1 attribute
Defined: | locally witnin NonDeliverableSettlement complexType in fpml-ird-5-5.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/pretrade
Type: | LegalEntity
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin ReferenceInformation complexType in fpml-cd-5-5.xsd; see XML source
referenceEntity (in referencePair) | 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/pretrade
Type: | LegalEntity
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin ReferencePair complexType in fpml-cd-5-5.xsd; see XML source
referenceEntity (in simpleCreditDefaultSwap) | The entity for which this is defined.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | LegalEntity
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin CreditEntity.model group in fpml-asset-5-5.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/pretrade
Type: | ReferenceInformation
Content: | complex, 8 elements
Defined: | locally witnin GeneralTerms complexType in fpml-cd-5-5.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/pretrade
Type: | ReferenceObligation
Content: | complex, 8 elements
Defined: | locally witnin ReferenceInformation complexType in fpml-cd-5-5.xsd; see XML source
referenceObligation (in referencePair) | The Reference Obligation is a financial instrument that is either issued or guaranteed by the reference entity.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | ReferenceObligation
Content: | complex, 8 elements
Defined: | locally witnin ReferencePair complexType in fpml-cd-5-5.xsd; see XML source
referencePair |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | ReferencePair
Content: | complex, 4 elements
Defined: | locally witnin ReferencePoolItem complexType in fpml-cd-5-5.xsd; see XML source
referencePolicy | Applicable to the transactions on mortgage-backed security, which can make use of a reference policy.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin ReferenceInformation complexType in fpml-cd-5-5.xsd; see XML source
referencePool | This element contains all the reference pool items to define the reference entity and reference obligation(s) in the basket
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | ReferencePool
Content: | complex, 1 element
Defined: | locally witnin BasketReferenceInformation complexType in fpml-cd-5-5.xsd; see XML source
referencePoolItem |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | ReferencePoolItem
Content: | complex, 4 elements
Defined: | locally witnin ReferencePool complexType in fpml-cd-5-5.xsd; see XML source
referencePrice | Used to determine (a) for physically settled trades, the Physical Settlement Amount, which equals the Floating Rate Payer Calculation Amount times the Reference Price and (b) for cash settled trades, the Cash Settlement Amount, which equals the greater of (i) the difference between the Reference Price and the Final Price and (ii) zero.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin ReferenceInformation complexType in fpml-cd-5-5.xsd; see XML source
region | A code for a grouping of countries to which this belongs.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | Region
Content: | simple, 1 attribute
Defined: | locally witnin PartyInformation.model group in fpml-shared-5-5.xsd; see XML source
registrationNumber | The ID assigned by the regulator (e.g.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | RegulatorId
Content: | simple, 1 attribute
Defined: | locally witnin SupervisorRegistration.model group in fpml-doc-5-5.xsd; see XML source
relatedBusinessUnit | Provides information about a unit/division/desk etc. that executed or supports this trade
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | RelatedBusinessUnit
Content: | complex, 2 elements
Defined: | locally witnin PartyTradeInformation complexType in fpml-doc-5-5.xsd; see XML source
relatedExchangeId | A short form unique identifier for a related exchange.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | ExchangeId
Content: | simple, 1 attribute
Defined: | locally witnin ExchangeIdentifier.model group in fpml-asset-5-5.xsd; see XML source
relatedParty (defined in PartyTradeInformation complexType) | This may be used to identify one or more parties that perform a role within the transaction.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | RelatedParty
Content: | complex, 4 elements
Defined: | locally witnin PartyTradeInformation complexType in fpml-doc-5-5.xsd; see XML source
relatedParty (in allocation) | Specifies any relevant parties to the allocation which should be referenced.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | RelatedParty
Content: | complex, 4 elements
Defined: | locally witnin AllocationContent.model group in fpml-doc-5-5.xsd; see XML source
relatedPerson | Provides information about a person that executed or supports this trade
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | RelatedPerson
Content: | complex, 2 elements
Defined: | locally witnin PartyTradeInformation complexType in fpml-doc-5-5.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/pretrade
Type: | RelativeDateOffset
Content: | complex, 1 attribute, 6 elements
Defined: | locally witnin AdjustableOrRelativeDate complexType in fpml-shared-5-5.xsd; see XML source
relativeDate (in cashSettlementPaymentDate) | A date specified as some offset to another date (the anchor date).
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | RelativeDateOffset
Content: | complex, 1 attribute, 6 elements
Defined: | locally witnin CashSettlementPaymentDate complexType in fpml-ird-5-5.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/pretrade
Type: | BusinessDayAdjustments
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin AdjustedRelativeDateOffset complexType in fpml-shared-5-5.xsd; see XML source
relativeDates | A series of dates specified as some offset to another series of dates (the anchor dates).
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | RelativeDates
Content: | complex, 1 attribute, 8 elements
Defined: | locally witnin AdjustableOrRelativeDates complexType in fpml-shared-5-5.xsd; see XML source
relativeDateSequence | A series of dates specified as some offset to other dates (the anchor dates) which can
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | RelativeDateSequence
Content: | complex, 3 elements
Defined: | locally witnin AdjustableRelativeOrPeriodicDates complexType in fpml-shared-5-5.xsd; see XML source
relativeEffectiveDate | Defines the effective date.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | AdjustedRelativeDateOffset
Content: | complex, 1 attribute, 7 elements
Defined: | locally witnin CalculationPeriodDates complexType in fpml-ird-5-5.xsd; see XML source
relativeTerminationDate | The term/maturity of the swap, express as a tenor (typically in years).
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | RelativeDateOffset
Content: | complex, 1 attribute, 6 elements
Defined: | locally witnin CalculationPeriodDates complexType in fpml-ird-5-5.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/pretrade
Type: | AdjustableOrRelativeDates
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin AmericanExercise complexType in fpml-shared-5-5.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/pretrade
Type: | AdjustableOrRelativeDates
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin BermudaExercise complexType in fpml-shared-5-5.xsd; see XML source
relevantUnderlyingDate (in europeanExercise) | The date on the underlying set by the exercise of an option.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | AdjustableOrRelativeDates
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin EuropeanExercise complexType in fpml-shared-5-5.xsd; see XML source
relevantUnderlyingDateReference | Reference to the unadjusted cancellation effective dates.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | RelevantUnderlyingDateReference
Content: | empty, 1 attribute
Defined: | locally witnin FinalCalculationPeriodDateAdjustment complexType in fpml-ird-5-5.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/pretrade
Type: | Money
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin NovationAmountsOld.model group in fpml-business-events-5-5.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/pretrade
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin NovationAmountsOld.model group in fpml-business-events-5-5.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/pretrade
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin NovationAmountsOld.model group in fpml-business-events-5-5.xsd; see XML source
remainingParty | A pointer style reference to a party identifier defined elsewhere in the document.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | PartyReference
Content: | empty, 1 attribute
Defined: | locally witnin NovationRoles.model group in fpml-business-events-5-5.xsd; see XML source
remainingPartyAccount |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | AccountReference
Content: | empty, 1 attribute
Defined: | locally witnin NovationRoles.model group in fpml-business-events-5-5.xsd; see XML source
remainingSize |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin OrderStatus complexType in fpml-pretrade-processes-5-5.xsd; see XML source
replacementTradeId |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | TradeId
Content: | simple, 2 attributes
Defined: | locally witnin CompressionActivity complexType in fpml-business-events-5-5.xsd; see XML source
replacementTradeIdentifier |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | TradeIdentifier
Content: | complex, 1 attribute, 6 elements
Defined: | locally witnin CompressionActivity complexType in fpml-business-events-5-5.xsd; see XML source
reportId | An identifier for the specific instance of this report.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | ReportId
Content: | simple, 1 attribute
Defined: | locally witnin ReportSectionIdentification complexType in fpml-msg-5-5.xsd; see XML source
reportIdentification |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | ReportSectionIdentification
Content: | complex, 2 elements
Defined: | locally witnin ReportSectionIdentification.model group in fpml-msg-5-5.xsd; see XML source
reportingPurpose | The reason this message is being sent, for example Snapshot, PET, Confirmation, RealTimePublic.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | ReportingPurpose
Content: | simple, 1 attribute
Defined: | locally witnin ReportingRegime complexType in fpml-doc-5-5.xsd; see XML source
reportingRegime | Allows the organization to specify which if any relevant regulators or other supervisory bodies this is relevant for, and what reporting rules apply.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | ReportingRegime
Content: | complex, 8 elements
Defined: | locally witnin PartyTradeInformation complexType in fpml-doc-5-5.xsd; see XML source
reportingRole (defined in PartyTradeInformation complexType) | Identifies the role of this party in reporting this trade (e.g. originator, counterparty).
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | ReportingRole
Content: | simple, 2 attributes
Defined: | locally witnin PartyTradeInformation complexType in fpml-doc-5-5.xsd; see XML source
reportingRole (in reportingRegime) | Identifies the role of this party in reporting this trade for this regulator; roles could include ReportingParty and Voluntary reporting.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | ReportingRole
Content: | simple, 2 attributes
Defined: | locally witnin ReportingRegime complexType in fpml-doc-5-5.xsd; see XML source
repudiationMoratorium | A credit event.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin CreditEvents complexType in fpml-option-shared-5-5.xsd; see XML source
requestedNotionalAmount | Specifies the fixed amount requested expressed as notional amount.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | Money
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin CreditRiskLimit complexType in fpml-pretrade-processes-5-5.xsd; see XML source
requestedNumberOfOptions | (partial approval) Specifies the fixed amount approved expressed as number of options.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin CreditRiskLimit complexType in fpml-pretrade-processes-5-5.xsd; see XML source
requestedNumberOfUnits | (partial approval) Specifies the fixed amount approved expressed as number of units.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin CreditRiskLimit complexType in fpml-pretrade-processes-5-5.xsd; see XML source
requesterOrderId |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:normalizedString
Content: | simple
Defined: | locally witnin OrderStatus complexType in fpml-pretrade-processes-5-5.xsd; see XML source
requestEventStatus |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | RequestEventStatus
Content: | complex, 3 attributes, 10 elements
Defined: | globally in fpml-msg-5-5.xsd; see XML source
Used: | never
requestingPartyReference (defined in OriginalRequestDetails complexType) |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | PartyReference
Content: | empty, 1 attribute
Defined: | locally witnin OriginalRequestDetails complexType in fpml-pretrade-processes-5-5.xsd; see XML source
requestingPartyReference (in requestLimitCheck) |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | PartyReference
Content: | empty, 1 attribute
Defined: | locally witnin RequestLimitCheck complexType in fpml-pretrade-processes-5-5.xsd; see XML source
requestLimitCheck |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | RequestLimitCheck
Content: | complex, 3 attributes, 13 elements
Defined: | globally in fpml-pretrade-processes-5-5.xsd; see XML source
Used: | never
requestRetransmission |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | RequestRetransmission
Content: | complex, 3 attributes, 10 elements
Defined: | globally in fpml-msg-5-5.xsd; see XML source
Used: | never
resetDate (in fxLinkedNotionalAmount) |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:date
Content: | simple
Defined: | locally witnin FxLinkedNotionalAmount complexType in fpml-ird-5-5.xsd; see XML source
resetDate (in rateObservation) | The reset date.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:date
Content: | simple
Defined: | locally witnin RateObservation complexType in fpml-shared-5-5.xsd; see XML source
resetDates | For use with pretrade Credit Limit Check messages.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | ResetDates
Content: | complex, 1 attribute, 7 elements
Defined: | locally witnin InterestRateStream complexType in fpml-ird-5-5.xsd; see XML source
resetDatesAdjustments | The business day convention to apply to each reset 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/pretrade
Type: | BusinessDayAdjustments
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin ResetDates complexType in fpml-ird-5-5.xsd; see XML source
resetDatesReference | A pointer style reference to the associated reset dates component defined elsewhere in the document.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | ResetDatesReference
Content: | empty, 1 attribute
Defined: | locally witnin PaymentDates complexType in fpml-ird-5-5.xsd; see XML source
resetFrequency | The frequency at which reset dates occur.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | ResetFrequency
Content: | complex, 1 attribute, 3 elements
Defined: | locally witnin ResetDates complexType in fpml-ird-5-5.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/pretrade
Type: | ResetRelativeToEnum
Content: | simple
Defined: | locally witnin ResetDates complexType in fpml-ird-5-5.xsd; see XML source
resourceId | The unique identifier of the resource within the event.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | ResourceId
Content: | simple, 1 attribute
Defined: | locally witnin Resource complexType in fpml-shared-5-5.xsd; see XML source
resourceType | A description of the type of the resource, e.g. a confirmation.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | ResourceType
Content: | simple, 1 attribute
Defined: | locally witnin Resource complexType in fpml-shared-5-5.xsd; see XML source
response |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | SetCreditLimitResponseEnum
Content: | simple
Defined: | locally witnin CreditLimitResponse complexType in fpml-pretrade-processes-5-5.xsd; see XML source
restoreCredit |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | RestoreCredit
Content: | complex, 3 attributes, 10 elements
Defined: | globally in fpml-pretrade-processes-5-5.xsd; see XML source
Used: | never
restructuring | A credit event.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | Restructuring
Content: | complex, 4 elements
Defined: | locally witnin CreditEvents complexType in fpml-option-shared-5-5.xsd; see XML source
restructuringType | Specifies the type of restructuring that is applicable.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | RestructuringType
Content: | simple, 1 attribute
Defined: | locally witnin Restructuring complexType in fpml-option-shared-5-5.xsd; see XML source
revenueObligationLiability (in deliverableObligations) | An obligation and deliverable obligation characteristic.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin DeliverableObligations complexType in fpml-cd-5-5.xsd; see XML source
revenueObligationLiability (in obligations) | An obligation and deliverable obligation characteristic.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin Obligations complexType in fpml-cd-5-5.xsd; see XML source
rfqRevalidation |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin CreditLimitExtended complexType in fpml-pretrade-processes-5-5.xsd; see XML source
role (defined in RelatedParty complexType) | The category of the relationship.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | PartyRole
Content: | simple, 1 attribute
Defined: | locally witnin RelatedParty complexType in fpml-shared-5-5.xsd; see XML source
role (in relatedBusinessUnit) | The category of the relationship.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | BusinessUnitRole
Content: | simple, 1 attribute
Defined: | locally witnin RelatedBusinessUnit complexType in fpml-shared-5-5.xsd; see XML source
role (in relatedPerson) | The category of the relationship.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | PersonRole
Content: | simple, 1 attribute
Defined: | locally witnin RelatedPerson complexType in fpml-shared-5-5.xsd; see XML source
rollConvention (defined in CalculationPeriodFrequency complexType) | 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/pretrade
Type: | RollConventionEnum
Content: | simple
Defined: | locally witnin CalculationPeriodFrequency complexType in fpml-shared-5-5.xsd; see XML source
rollConvention (in periodicPayment) | Used in conjunction with the effectiveDate, scheduledTerminationDate, firstPaymentDate, lastRegularPaymentDate and paymentFrequency to determine the regular fixed rate payer payment dates.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | RollConventionEnum
Content: | simple
Defined: | locally witnin PeriodicPayment complexType in fpml-cd-5-5.xsd; see XML source
roundingDirection | Specifies the rounding direction.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | RoundingDirectionEnum
Content: | simple
Defined: | locally witnin Rounding complexType in fpml-shared-5-5.xsd; see XML source
routingAccountNumber | An account number via which a payment can be routed.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:string
Content: | simple
Defined: | locally witnin RoutingExplicitDetails.model group in fpml-shared-5-5.xsd; see XML source
routingAddress | A physical postal address via which a payment can be routed.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | Address
Content: | complex, 5 elements
Defined: | locally witnin RoutingExplicitDetails.model group in fpml-shared-5-5.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/pretrade
Type: | RoutingExplicitDetails
Content: | complex, 4 elements
Defined: | locally witnin RoutingIdentification.model group in fpml-shared-5-5.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/pretrade
Type: | RoutingId
Content: | simple, 1 attribute
Defined: | locally witnin RoutingIds complexType in fpml-shared-5-5.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/pretrade
Type: | RoutingIds
Content: | complex, 1 element
Defined: | locally witnin RoutingIdentification.model group in fpml-shared-5-5.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/pretrade
Type: | RoutingIds
Content: | complex, 1 element
Defined: | locally witnin RoutingIdsAndExplicitDetails complexType in fpml-shared-5-5.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/pretrade
Type: | RoutingIdsAndExplicitDetails
Content: | complex, 5 elements
Defined: | locally witnin RoutingIdentification.model group in fpml-shared-5-5.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/pretrade
Type: | xsd:string
Content: | simple
Defined: | locally witnin RoutingExplicitDetails.model group in fpml-shared-5-5.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/pretrade
Type: | xsd:string
Content: | simple
Defined: | locally witnin RoutingExplicitDetails.model group in fpml-shared-5-5.xsd; see XML source
scheduleBounds | The first and last dates of a schedule.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | DateRange
Content: | complex, 2 elements
Defined: | locally witnin RelativeDates complexType in fpml-shared-5-5.xsd; see XML source
scheduledTerminationDate | The scheduled date on which the credit protection will lapse.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | AdjustableDate2
Content: | complex, 1 attribute, 4 elements
Defined: | locally witnin GeneralTerms complexType in fpml-cd-5-5.xsd; see XML source
secondaryRateSource | An alternative, or secondary, source for where the rate observation will occur.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | InformationSource
Content: | complex, 3 elements
Defined: | locally witnin FxSpotRateSource complexType in fpml-shared-5-5.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/pretrade
Type: | xsd:positiveInteger
Content: | simple
Defined: | locally witnin ReportSectionIdentification complexType in fpml-msg-5-5.xsd; see XML source
sector | The sector classification of the mortgage obligation.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | MortgageSector
Content: | simple, 1 attribute
Defined: | locally witnin Mortgage complexType in fpml-asset-5-5.xsd; see XML source
securedList | With respect to any day, the list of Syndicated Secured Obligations of the Designated Priority of the Reference Entity published by Markit Group Limited or any successor thereto appointed by the Specified Dealers (the "Secured List Publisher") on or most recently before such day, which list is currently available at [http://www.markit.com].
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin ReferenceInformation complexType in fpml-cd-5-5.xsd; see XML source
seller | The party that has sold.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | IdentifiedPayerReceiver
Content: | simple, 1 attribute
Defined: | locally witnin Strike complexType in fpml-shared-5-5.xsd; see XML source
sellerAccountReference | A reference to the account that sells this instrument.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | AccountReference
Content: | empty, 1 attribute
Defined: | locally witnin BuyerSeller.model group in fpml-shared-5-5.xsd; see XML source
sellerPartyReference (defined in BuyerSeller.model group) | A reference to the party that sells ("writes") this instrument, i.e. that grants the rights defined by this instrument and in return receives a payment for it.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | PartyReference
Content: | empty, 1 attribute
Defined: | locally witnin BuyerSeller.model group in fpml-shared-5-5.xsd; see XML source
sellerPartyReference (in notifyingParty) |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | PartyReference
Content: | empty, 1 attribute
Defined: | locally witnin NotifyingParty complexType in fpml-option-shared-5-5.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/pretrade
Type: | MessageAddress
Content: | simple, 1 attribute
Defined: | locally witnin MessageHeader.model group in fpml-msg-5-5.xsd; see XML source
seniority | The repayment precedence of a debt instrument.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | CreditSeniority
Content: | simple, 1 attribute
Defined: | locally witnin FixedIncomeSecurityContent.model group in fpml-asset-5-5.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/pretrade
Type: | MessageAddress
Content: | simple, 1 attribute
Defined: | locally witnin MessageHeader.model group in fpml-msg-5-5.xsd; see XML source
sequenceNumber (defined in PortfolioReference complexType) | 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/pretrade
Type: | xsd:positiveInteger
Content: | simple
Defined: | locally witnin PortfolioReference complexType in fpml-msg-5-5.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/pretrade
Type: | xsd:positiveInteger
Content: | simple
Defined: | locally witnin Sequence.model group in fpml-msg-5-5.xsd; see XML source
sequenceNumber (in portfolioReference) | 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/pretrade
Type: | xsd:positiveInteger
Content: | simple
Defined: | locally witnin PortfolioConstituentReference complexType in fpml-msg-5-5.xsd; see XML source
serviceName | The name of the service to which the message applies
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:normalizedString
Content: | simple
Defined: | locally witnin ServiceNotification complexType in fpml-msg-5-5.xsd; see XML source
serviceNotification |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | ServiceNotification
Content: | complex, 3 attributes, 10 elements
Defined: | globally in fpml-msg-5-5.xsd; see XML source
Used: | never
serviceNotificationException |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | Exception
Content: | complex, 3 attributes, 7 elements
Defined: | globally in fpml-msg-5-5.xsd; see XML source
Used: | never
servicingParty | A reference to the party that services/supports the account.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | PartyReference
Content: | empty, 1 attribute
Defined: | locally witnin Account complexType in fpml-shared-5-5.xsd; see XML source
setCreditLimit |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | SetCreditLimit
Content: | complex, 3 attributes, 9 elements
Defined: | globally in fpml-pretrade-processes-5-5.xsd; see XML source
Used: | never
settledEntityMatrix | Used to specify the Relevant Settled Entity Matrix when there are settled entities at the time of the trade.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | SettledEntityMatrix
Content: | complex, 2 elements
Defined: | locally witnin IndexReferenceInformation complexType in fpml-cd-5-5.xsd; see XML source
settlementCurrency (defined in SettlementTerms complexType) | ISDA 2003 Term: Settlement Currency
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | Currency
Content: | simple, 1 attribute
Defined: | locally witnin SettlementTerms complexType in fpml-option-shared-5-5.xsd; see XML source
settlementCurrency (in settlementProvision) | The currency that stream settles in (to support swaps that settle in a currency different from the notional currency).
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | Currency
Content: | simple, 1 attribute
Defined: | locally witnin SettlementProvision complexType in fpml-ird-5-5.xsd; see XML source
settlementInformation | The information required to settle a currency payment that results from a trade.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | SettlementInformation
Content: | complex, 2 elements
Defined: | locally witnin Payment complexType in fpml-shared-5-5.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/pretrade
Type: | SettlementInstruction
Content: | complex, 7 elements
Defined: | locally witnin SettlementInformation complexType in fpml-shared-5-5.xsd; see XML source
settlementMethod | The mechanism by which settlement is to be made.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | SettlementMethod
Content: | simple, 1 attribute
Defined: | locally witnin SettlementInstruction complexType in fpml-shared-5-5.xsd; see XML source
settlementProvision | For use with pretrade Credit Limit Check messages.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | SettlementProvision
Content: | complex, 2 elements
Defined: | locally witnin InterestRateStream complexType in fpml-ird-5-5.xsd; see XML source
settlementRateOption (in nonDeliverableSettlement) | The rate source for the conversion to the settlement currency.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | SettlementRateOption
Content: | simple, 1 attribute
Defined: | locally witnin NonDeliverableSettlement complexType in fpml-ird-5-5.xsd; see XML source
settlementRateOption (in settlementRateSource defined in FxRateSourceFixing complexType) | Indicates that an officially defined rate settlement rate option will be the used for the fixing.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | SettlementRateOption
Content: | simple, 1 attribute
Defined: | locally witnin FxSettlementRateSource complexType in fpml-shared-5-5.xsd; see XML source
settlementRateSource (defined in FxRateSourceFixing complexType) |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | FxSettlementRateSource
Content: | complex, 2 elements
Defined: | locally witnin FxRateSourceFixing complexType in fpml-shared-5-5.xsd; see XML source
settlementRateSource (defined in YieldCurveMethod complexType) | The method for obtaining a settlement rate.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | SettlementRateSource
Content: | complex, 2 elements
Defined: | locally witnin YieldCurveMethod complexType in fpml-ird-5-5.xsd; see XML source
settlementTermsReference | Reference to the settlement terms applicable to this item.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | SettlementTermsReference
Content: | empty, 1 attribute
Defined: | locally witnin ReferencePoolItem complexType in fpml-cd-5-5.xsd; see XML source
side | The side (bid/mid/ask) of the measure.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | QuotationSideEnum
Content: | simple
Defined: | locally witnin QuotationCharacteristics.model group in fpml-asset-5-5.xsd; see XML source
simpleCreditDefaultSwap | Identifies a simple underlying asset that is a credit default swap.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | SimpleCreditDefaultSwap
Content: | complex, 1 attribute, 10 elements
Subst.Gr: | may substitute for element curveInstrument
Defined: | globally in fpml-asset-5-5.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/pretrade
Type: | SimpleFra
Content: | complex, 1 attribute, 9 elements
Subst.Gr: | may substitute for element curveInstrument
Defined: | globally in fpml-asset-5-5.xsd; see XML source
Used: | never
simpleIrSwap | Identifies a simple underlying asset that is a swap.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | SimpleIRSwap
Content: | complex, 1 attribute, 9 elements
Subst.Gr: | may substitute for element curveInstrument
Defined: | globally in fpml-asset-5-5.xsd; see XML source
Used: | never
singlePartyOption | If optional early termination is not available to both parties then this component specifies the buyer and seller of the option.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | SinglePartyOption
Content: | complex, 4 elements
Defined: | locally witnin OptionalEarlyTermination complexType in fpml-ird-5-5.xsd; see XML source
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/pretrade
Type: | SinglePayment
Content: | complex, 1 attribute, 3 elements
Defined: | locally witnin FeeLeg complexType in fpml-cd-5-5.xsd; see XML source
singleValuationDate | Where single valuation date is specified as being applicable for cash settlement, this element specifies the number of business days after satisfaction of all conditions to settlement when such valuation date occurs.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | SingleValuationDate
Content: | complex, 1 element
Defined: | locally witnin ValuationDate complexType in fpml-cd-5-5.xsd; see XML source
sixtyBusinessDaySettlementCap | If this element is specified and set to 'true', for a transaction documented under the 2003 ISDA Credit Derivatives Definitions, has the effect of incorporating the language set forth below into the confirmation.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin PhysicalSettlementTerms complexType in fpml-cd-5-5.xsd; see XML source
size |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin OrderFill complexType in fpml-pretrade-processes-5-5.xsd; see XML source
sizeInBytes | Indicates the size of the resource in bytes.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin Resource complexType in fpml-shared-5-5.xsd; see XML source
specifiedCurrency (in deliverableObligations) | An obligation and deliverable obligation characteristic.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | SpecifiedCurrency
Content: | complex, 2 elements
Defined: | locally witnin DeliverableObligations complexType in fpml-cd-5-5.xsd; see XML source
specifiedCurrency (in obligations) | An obligation and deliverable obligation characteristic.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | SpecifiedCurrency
Content: | complex, 2 elements
Defined: | locally witnin Obligations complexType in fpml-cd-5-5.xsd; see XML source
specifiedExchangeId | A short form unique identifier for a specified exchange.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | ExchangeId
Content: | simple, 1 attribute
Defined: | locally witnin ExchangeIdentifier.model group in fpml-asset-5-5.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/pretrade
Type: | xsd:positiveInteger
Content: | simple
Defined: | locally witnin PubliclyAvailableInformation complexType in fpml-option-shared-5-5.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/pretrade
Type: | SplitSettlement
Content: | complex, 3 elements
Defined: | locally witnin SettlementInstruction complexType in fpml-shared-5-5.xsd; see XML source
splitSettlementAmount | One of the monetary amounts in a split settlement payment.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | Money
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin SplitSettlement complexType in fpml-shared-5-5.xsd; see XML source
spread | The ISDA Spread, if any, which applies for the calculation period.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin FloatingRateDefinition complexType in fpml-ird-5-5.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/pretrade
Type: | SpreadSchedule
Content: | complex, 1 attribute, 3 elements
Defined: | locally witnin FloatingRate complexType in fpml-shared-5-5.xsd; see XML source
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/pretrade
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin PubliclyAvailableInformation complexType in fpml-option-shared-5-5.xsd; see XML source
standardSettlementStyle | An optional element used to describe how a trade will settle.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | StandardSettlementStyleEnum
Content: | simple
Defined: | locally witnin SettlementInformation complexType in fpml-shared-5-5.xsd; see XML source
startTerm | Specifies the start term of the simple fra, e.g. 3M.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | Period
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin SimpleFra complexType in fpml-asset-5-5.xsd; see XML source
state | A country subdivision used in postal addresses in some countries.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:string
Content: | simple
Defined: | locally witnin Address complexType in fpml-shared-5-5.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/pretrade
Type: | xsd:normalizedString
Content: | simple
Defined: | locally witnin Approval complexType in fpml-doc-5-5.xsd; see XML source
status (in orderStatus) |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | OrderStatusEnum
Content: | simple
Defined: | locally witnin OrderStatus complexType in fpml-pretrade-processes-5-5.xsd; see XML source
status (in serviceNotification) | The current state of the service (e.g.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | ServiceStatus
Content: | simple, 1 attribute
Defined: | locally witnin ServiceNotification complexType in fpml-msg-5-5.xsd; see XML source
status (in statusItem) | An event status value.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | EventStatus
Content: | simple, 1 attribute
Defined: | locally witnin EventStatusItem complexType in fpml-msg-5-5.xsd; see XML source
status (in verificationStatusNotification) |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | VerificationStatus
Content: | simple, 1 attribute
Defined: | locally witnin VerificationStatusNotification complexType in fpml-msg-5-5.xsd; see XML source
statusItem |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | EventStatusItem
Content: | complex, 2 elements
Defined: | locally witnin EventStatusResponse complexType in fpml-msg-5-5.xsd; see XML source
step (defined in PositiveSchedule complexType) | The schedule of step date and strictly-positive value pairs.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | PositiveStep
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin PositiveSchedule complexType in fpml-shared-5-5.xsd; see XML source
step (defined in Schedule complexType) | The schedule of step date and value pairs.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | Step
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin Schedule complexType in fpml-shared-5-5.xsd; see XML source
step (in calculationAmount in fixedAmountCalculation) | A schedule of step date and value pairs.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | Step
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin CalculationAmount complexType in fpml-cd-5-5.xsd; see XML source
step (in notionalStepSchedule) | The schedule of step date and non-negative value pairs.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | NonNegativeStep
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin NonNegativeSchedule complexType in fpml-shared-5-5.xsd; see XML source
step (in processingStatus) | The stage within a processing cycle or phase that this message describes.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | ServiceProcessingStep
Content: | simple, 1 attribute
Defined: | locally witnin ServiceProcessingStatus complexType in fpml-msg-5-5.xsd; see XML source
stepDate | The date on which the associated stepValue becomes effective.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:date
Content: | simple
Defined: | locally witnin StepBase complexType in fpml-shared-5-5.xsd; see XML source
stepFrequency | The frequency at which the notional step changes occur.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | Period
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin NotionalStepRule complexType in fpml-ird-5-5.xsd; see XML source
stepRelativeTo | Specifies whether the notionalStepRate should be applied to the initial notional or the previous notional in order to calculate the notional step change amount.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | StepRelativeToEnum
Content: | simple
Defined: | locally witnin NotionalStepRule complexType in fpml-ird-5-5.xsd; see XML source
stepUpProvision | As specified by the ISDA Standard Terms Supplement for use with trades on mortgage-backed securities.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin FloatingAmountProvisions complexType in fpml-cd-5-5.xsd; see XML source
stepValue (defined in Step complexType) | The rate or amount which becomes effective on the associated stepDate.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin Step complexType in fpml-shared-5-5.xsd; see XML source
stepValue (in step defined in PositiveSchedule complexType) | The strictly positive rate or amount which becomes effective on the associated stepDate.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | PositiveDecimal
Content: | simple
Defined: | locally witnin PositiveStep complexType in fpml-shared-5-5.xsd; see XML source
stepValue (in step in notionalStepSchedule) | The non-negative rate or amount which becomes effective on the associated stepDate.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | NonNegativeDecimal
Content: | simple
Defined: | locally witnin NonNegativeStep complexType in fpml-shared-5-5.xsd; see XML source
streetAddress | The set of street and building number information that identifies a postal address within a city.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | StreetAddress
Content: | complex, 1 element
Defined: | locally witnin Address complexType in fpml-shared-5-5.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/pretrade
Type: | xsd:string
Content: | simple
Defined: | locally witnin StreetAddress complexType in fpml-shared-5-5.xsd; see XML source
strike | Specifies the price at which the option can be exercised.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin ExchangeTradedOption complexType in fpml-asset-5-5.xsd; see XML source
strikeRate | The rate for a cap or floor.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin Strike complexType in fpml-shared-5-5.xsd; see XML source
string (defined in AdditionalData complexType) | Provides extra information as string.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:string
Content: | simple
Defined: | locally witnin AdditionalData complexType in fpml-msg-5-5.xsd; see XML source
string (in attachment) | Provides extra information as string.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:string
Content: | simple
Defined: | locally witnin Resource complexType in fpml-shared-5-5.xsd; see XML source
stubCalculationPeriodAmount | The stub calculation period amount parameters.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | StubCalculationPeriodAmount
Content: | complex, 3 elements
Defined: | locally witnin InterestRateStream complexType in fpml-ird-5-5.xsd; see XML source
stubPeriodType | For use with pretrade Credit Limit Check messages.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | StubPeriodTypeEnum
Content: | simple
Defined: | locally witnin CalculationPeriodDates complexType in fpml-ird-5-5.xsd; see XML source
submissionsComplete | Indicates whether all individual requests have been submitted for this portfolio request.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin PortfolioReference complexType in fpml-msg-5-5.xsd; see XML source
submittedForClearing | When this trade was supplied to a clearing service for clearing.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:dateTime
Content: | simple
Defined: | locally witnin TradeProcessingTimestamps complexType in fpml-doc-5-5.xsd; see XML source
submittedForConfirmation | When this trade was supplied to a confirmation service or counterparty for confirmation.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:dateTime
Content: | simple
Defined: | locally witnin TradeProcessingTimestamps complexType in fpml-doc-5-5.xsd; see XML source
submittedTime |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:dateTime
Content: | simple
Defined: | locally witnin OrderStatus complexType in fpml-pretrade-processes-5-5.xsd; see XML source
substitution | Value of this element set to 'true' indicates that substitution is applicable.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin GeneralTerms complexType in fpml-cd-5-5.xsd; see XML source
suffix | Name suffix, such as Jr., III, etc.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:normalizedString
Content: | simple
Defined: | locally witnin Person complexType in fpml-shared-5-5.xsd; see XML source
supervisorRegistration (in endUserExceptionDeclaration) | Allows the organization to specify which if any relevant regulators it is registered with, and if so their identification number.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | SupervisorRegistration
Content: | complex, 2 elements
Defined: | locally witnin EndUserExceptionDeclaration complexType in fpml-doc-5-5.xsd; see XML source
supervisorRegistration (in reportingRegime) | Identifies the specific regulator or other supervisory body for which this data is produced.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | SupervisorRegistration
Content: | complex, 2 elements
Defined: | locally witnin ReportingRegime complexType in fpml-doc-5-5.xsd; see XML source
supervisorRegistration (in reportingRegime) | Identifies the specific regulator or other supervisory body for which this data is produced.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | SupervisorRegistration
Content: | complex, 2 elements
Defined: | locally witnin ReportingRegime complexType in fpml-doc-5-5.xsd; see XML source
supervisoryBody | The regulator or other supervisory body the organization is registered with (e.g.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | SupervisoryBody
Content: | simple, 1 attribute
Defined: | locally witnin SupervisorRegistration.model group in fpml-doc-5-5.xsd; see XML source
surname | Family name, such as Smith or Jones.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:normalizedString
Content: | simple
Defined: | locally witnin Person complexType in fpml-shared-5-5.xsd; see XML source
suspendCredit |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | SuspendCredit
Content: | complex, 3 attributes, 11 elements
Defined: | globally in fpml-pretrade-processes-5-5.xsd; see XML source
Used: | never
swap | A swap product definition.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | Swap
Content: | complex, 1 attribute, 9 elements
Subst.Gr: | may substitute for element product
Defined: | globally in fpml-ird-5-5.xsd; see XML source
Used: | never
swapStream | The swap streams.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | InterestRateStream
Content: | complex, 1 attribute, 13 elements
Defined: | locally witnin Swap complexType in fpml-ird-5-5.xsd; see XML source
swapStreamReference | Reference to the leg, where date adjustments may apply.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | InterestRateStreamReference
Content: | empty, 1 attribute
Defined: | locally witnin FinalCalculationPeriodDateAdjustment complexType in fpml-ird-5-5.xsd; see XML source
telephone | A telephonic contact.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | TelephoneNumber
Content: | complex, 2 elements
Defined: | locally witnin ContactInformation complexType in fpml-shared-5-5.xsd; see XML source
tenor |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | Period
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin CreditLimit complexType in fpml-pretrade-processes-5-5.xsd; see XML source
term (in deposit) | Specifies the term of the deposit, e.g. 5Y.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | Period
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin Deposit complexType in fpml-asset-5-5.xsd; see XML source
term (in rateIndex) | Specifies the term of the simple swap, e.g. 5Y.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | Period
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin RateIndex complexType in fpml-asset-5-5.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/pretrade
Type: | Period
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin SimpleCreditDefaultSwap complexType in fpml-asset-5-5.xsd; see XML source
term (in simpleIrSwap) | Specifies the term of the simple swap, e.g. 5Y.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | Period
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin SimpleIRSwap complexType in fpml-asset-5-5.xsd; see XML source
terminatingEvent | This may be used to describe why a trade was terminated.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | TerminatingEvent
Content: | simple, 1 attribute
Defined: | locally witnin TradeReferenceInformation complexType in fpml-business-events-5-5.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/pretrade
Type: | AdjustableOrRelativeDate
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin DirectionalLeg complexType in fpml-shared-5-5.xsd; see XML source
terminationDate (in calculationPeriodDates) | The last day of the term of the trade.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | AdjustableDate
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin CalculationPeriodDates complexType in fpml-ird-5-5.xsd; see XML source
thresholdRate | A threshold rate.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin AutomaticExercise complexType in fpml-shared-5-5.xsd; see XML source
time (defined in OptionExpiryBase complexType) |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:time
Content: | simple
Defined: | locally witnin OptionExpiryBase complexType in fpml-business-events-5-5.xsd; see XML source
time (defined in QuotationCharacteristics.model group) | When the quote was observed or when a calculated value was generated.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:dateTime
Content: | simple
Defined: | locally witnin QuotationCharacteristics.model group in fpml-asset-5-5.xsd; see XML source
timestamp | Other timestamps for this trade.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | TradeTimestamp
Content: | complex, 2 elements
Defined: | locally witnin TradeProcessingTimestamps complexType in fpml-doc-5-5.xsd; see XML source
timestamps | Allows timing information about a trade to be recorded.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | TradeProcessingTimestamps
Content: | complex, 16 elements
Defined: | locally witnin PartyTradeInformation complexType in fpml-doc-5-5.xsd; see XML source
timing | When during a day the quote is for.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | QuoteTiming
Content: | simple, 1 attribute
Defined: | locally witnin QuotationCharacteristics.model group in fpml-asset-5-5.xsd; see XML source
totalSize |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin OrderStatus complexType in fpml-pretrade-processes-5-5.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/pretrade
Type: | Trade
Content: | complex, 1 attribute, 13 elements
Defined: | locally witnin TradeOrTradeReference.model group in fpml-doc-5-5.xsd; see XML source
trade (in dataDocument) | The root element in an FpML trade document.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | Trade
Content: | complex, 1 attribute, 13 elements
Defined: | locally witnin DataDocument complexType in fpml-doc-5-5.xsd; see XML source
trade (in orderStatus) | trade description.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | Trade
Content: | complex, 1 attribute, 13 elements
Defined: | locally witnin OrderStatus complexType in fpml-pretrade-processes-5-5.xsd; see XML source
trade (in requestLimitCheck) | The root element in an FpML trade document.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | Trade
Content: | complex, 1 attribute, 13 elements
Defined: | locally witnin RequestLimitCheck complexType in fpml-pretrade-processes-5-5.xsd; see XML source
tradeDate | The trade date.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | IdentifiedDate
Content: | simple, 1 attribute
Defined: | locally witnin TradeHeader complexType in fpml-doc-5-5.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/pretrade
Type: | TradeHeader
Content: | complex, 4 elements
Defined: | locally witnin Trade complexType in fpml-doc-5-5.xsd; see XML source
tradeId (defined in Portfolio complexType) |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | TradeId
Content: | simple, 2 attributes
Defined: | locally witnin Portfolio complexType in fpml-doc-5-5.xsd; see XML source
tradeId (defined in TradeIdentifier complexType) |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | TradeId
Content: | simple, 2 attributes
Defined: | locally witnin TradeIdentifier complexType in fpml-doc-5-5.xsd; see XML source
tradeId (defined in TradeIdentifier complexType) |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | TradeId
Content: | simple, 2 attributes
Defined: | locally witnin TradeIdentifier complexType in fpml-doc-5-5.xsd; see XML source
tradeId (in productComponentIdentifier) |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | TradeId
Content: | simple, 2 attributes
Defined: | locally witnin ProductComponentIdentifier complexType in fpml-doc-5-5.xsd; see XML source
tradeId (in versionedTradeId) |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | TradeId
Content: | simple, 2 attributes
Defined: | locally witnin VersionedTradeId complexType in fpml-doc-5-5.xsd; see XML source
tradeIdentifier (defined in EventIdentifier complexType) |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | TradeIdentifier
Content: | complex, 1 attribute, 6 elements
Defined: | locally witnin EventIdentifier complexType in fpml-msg-5-5.xsd; see XML source
tradeIdentifier (defined in OptionExpiryBase complexType) |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | PartyTradeIdentifier
Content: | complex, 1 attribute, 11 elements
Defined: | locally witnin OptionExpiryBase complexType in fpml-business-events-5-5.xsd; see XML source
tradeIdentifier (defined in OriginalRequestDetails complexType) |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | TradeIdentifier
Content: | complex, 1 attribute, 6 elements
Defined: | locally witnin OriginalRequestDetails complexType in fpml-pretrade-processes-5-5.xsd; see XML source
tradeIdentifier (defined in TradeChangeBase complexType) |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | PartyTradeIdentifier
Content: | complex, 1 attribute, 11 elements
Defined: | locally witnin TradeChangeBase complexType in fpml-business-events-5-5.xsd; see XML source
tradeIdentifier (defined in TradeMaturity complexType) |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | PartyTradeIdentifier
Content: | complex, 1 attribute, 11 elements
Defined: | locally witnin TradeMaturity complexType in fpml-business-events-5-5.xsd; see XML source
tradeIdentifier (in orderStatus) |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | TradeIdentifier
Content: | complex, 1 attribute, 6 elements
Defined: | locally witnin OrderStatus complexType in fpml-pretrade-processes-5-5.xsd; see XML source
trader | Identifies the person or persons who assumed the role of trader for this trade.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | Trader
Content: | simple, 1 attribute
Defined: | locally witnin PartyTradeInformation complexType in fpml-doc-5-5.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/pretrade
Type: | PartyTradeIdentifiers
Content: | complex, 1 element
Defined: | locally witnin TradeOrTradeReference.model group in fpml-doc-5-5.xsd; see XML source
tradeReferenceInformation | Information about a trade.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | TradeReferenceInformation
Content: | complex, 6 elements
Defined: | locally witnin TradeReferenceInformation.model group in fpml-business-events-5-5.xsd; see XML source
tranche (in basketReferenceInformation) | This element contains CDS tranche terms.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | Tranche
Content: | complex, 3 elements
Defined: | locally witnin BasketReferenceInformation complexType in fpml-cd-5-5.xsd; see XML source
tranche (in indexReferenceInformation) | This element contains CDS tranche terms.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | Tranche
Content: | complex, 3 elements
Defined: | locally witnin IndexReferenceInformation complexType in fpml-cd-5-5.xsd; see XML source
tranche (in loan) | The loan tranche that is subject to the derivative transaction.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | UnderlyingAssetTranche
Content: | simple, 1 attribute
Defined: | locally witnin Loan complexType in fpml-asset-5-5.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/pretrade
Type: | xsd:token
Content: | simple
Defined: | locally witnin Mortgage complexType in fpml-asset-5-5.xsd; see XML source
transactionCharacteristic | Allows the relevant transaction level categories or characteristics to be recorded for end-user exception determination.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | TransactionCharacteristic
Content: | simple, 1 attribute
Defined: | locally witnin EndUserExceptionDeclaration complexType in fpml-doc-5-5.xsd; see XML source
transferable | A deliverable obligation characteristic.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin DeliverableObligations complexType in fpml-cd-5-5.xsd; see XML source
transferee | A pointer style reference to a party identifier defined elsewhere in the document.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | PartyReference
Content: | empty, 1 attribute
Defined: | locally witnin NovationRoles.model group in fpml-business-events-5-5.xsd; see XML source
transfereeAccount |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | AccountReference
Content: | empty, 1 attribute
Defined: | locally witnin NovationRoles.model group in fpml-business-events-5-5.xsd; see XML source
transferor | A pointer style reference to a party identifier defined elsewhere in the document.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | PartyReference
Content: | empty, 1 attribute
Defined: | locally witnin NovationRoles.model group in fpml-business-events-5-5.xsd; see XML source
transferorAccount |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | AccountReference
Content: | empty, 1 attribute
Defined: | locally witnin NovationRoles.model group in fpml-business-events-5-5.xsd; see XML source
treatedForecastRate | The value representing the forecast rate after applying rate treatment rules.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin RateObservation complexType in fpml-shared-5-5.xsd; see XML source
treatedRate | The observed rate after any required rate treatment is applied.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin RateObservation complexType in fpml-shared-5-5.xsd; see XML source
type (defined in ContractualTermsSupplement complexType) | Identifies the form of applicable contractual supplement.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | ContractualSupplement
Content: | simple, 1 attribute
Defined: | locally witnin ContractualTermsSupplement complexType in fpml-shared-5-5.xsd; see XML source
type (defined in CreditSupportAgreement complexType) | The type of ISDA Credit Support Agreement
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | CreditSupportAgreementType
Content: | simple, 1 attribute
Defined: | locally witnin CreditSupportAgreement complexType in fpml-shared-5-5.xsd; see XML source
type (defined in RelatedParty complexType) | Additional definition refining the type of relationship.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | PartyRoleType
Content: | simple, 1 attribute
Defined: | locally witnin RelatedParty complexType in fpml-shared-5-5.xsd; see XML source
type (in agreement) | The type of agreement executed between the parties.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | AgreementType
Content: | simple, 1 attribute
Defined: | locally witnin GenericAgreement complexType in fpml-shared-5-5.xsd; see XML source
type (in approval) | The type of approval (e.g.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:normalizedString
Content: | simple
Defined: | locally witnin Approval complexType in fpml-doc-5-5.xsd; see XML source
type (in corporateAction) |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | CorporateActionType
Content: | simple, 1 attribute
Defined: | locally witnin CorporateActionEvent complexType in fpml-business-events-5-5.xsd; see XML source
type (in spreadSchedule) |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | SpreadScheduleType
Content: | simple, 1 attribute
Defined: | locally witnin SpreadSchedule complexType in fpml-shared-5-5.xsd; see XML source
type (in telephone) | The type of telephone number (work, personal, mobile).
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | TelephoneTypeEnum
Content: | simple
Defined: | locally witnin TelephoneNumber complexType in fpml-shared-5-5.xsd; see XML source
type (in timestamp) |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | TimestampTypeScheme
Content: | simple, 1 attribute
Defined: | locally witnin TradeTimestamp complexType in fpml-doc-5-5.xsd; see XML source
unadjustedDate (defined in AdjustableDate.model group) | A date subject to adjustment.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | IdentifiedDate
Content: | simple, 1 attribute
Defined: | locally witnin AdjustableDate.model group in fpml-shared-5-5.xsd; see XML source
unadjustedDate (defined in AdjustableDate2 complexType) | A date subject to adjustment.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | IdentifiedDate
Content: | simple, 1 attribute
Defined: | locally witnin AdjustableDate2 complexType in fpml-shared-5-5.xsd; see XML source
unadjustedDate (defined in AdjustableDates complexType) | A date subject to adjustment.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | IdentifiedDate
Content: | simple, 1 attribute
Defined: | locally witnin AdjustableDates complexType in fpml-shared-5-5.xsd; see XML source
unadjustedEndDate |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:date
Content: | simple
Defined: | locally witnin CalculationPeriod complexType in fpml-ird-5-5.xsd; see XML source
unadjustedFirstDate | The first date of a date range.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:date
Content: | simple
Defined: | locally witnin DateRange complexType in fpml-shared-5-5.xsd; see XML source
unadjustedLastDate | The last date of a date range.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:date
Content: | simple
Defined: | locally witnin DateRange complexType in fpml-shared-5-5.xsd; see XML source
unadjustedPaymentDate |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:date
Content: | simple
Defined: | locally witnin PaymentCalculationPeriod complexType in fpml-ird-5-5.xsd; see XML source
unadjustedPrincipalExchangeDate |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:date
Content: | simple
Defined: | locally witnin PrincipalExchange complexType in fpml-ird-5-5.xsd; see XML source
unadjustedStartDate |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:date
Content: | simple
Defined: | locally witnin CalculationPeriod complexType in fpml-ird-5-5.xsd; see XML source
underlyingAsset | Define the underlying asset, either a listed security or other instrument.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | Asset
Content: | empty, 1 attribute
Abstract: | (may not be used directly in instance XML documents)
Subst.Gr: | may be substituted with 11 elements
Defined: | globally in fpml-asset-5-5.xsd; see XML source
Used: | at 11 locations
underlyingEquity | Specifies the equity in which the convertible bond can be converted.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | EquityAsset
Content: | complex, 1 attribute, 9 elements
Defined: | locally witnin ConvertibleBond complexType in fpml-asset-5-5.xsd; see XML source
unit | Identifies the unit/division/desk etc. that executed or supports this trade
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | Unit
Content: | simple, 1 attribute
Defined: | locally witnin PartyTradeInformation complexType in fpml-doc-5-5.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/pretrade
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin ReferenceInformation complexType in fpml-cd-5-5.xsd; see XML source
updatedForClearing | When the most recent correction to this trade was supplied to a clearing service for clearing.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:dateTime
Content: | simple
Defined: | locally witnin TradeProcessingTimestamps complexType in fpml-doc-5-5.xsd; see XML source
updatedForConfirmation | When the most recent correction to this trade was supplied to a confirmation service or counterparty for confirmation.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:dateTime
Content: | simple
Defined: | locally witnin TradeProcessingTimestamps complexType in fpml-doc-5-5.xsd; see XML source
url | 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/pretrade
Type: | xsd:anyURI
Content: | simple
Defined: | locally witnin Resource complexType in fpml-shared-5-5.xsd; see XML source
validation | A list of validation sets the sender asserts the document is valid with respect to.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | Validation
Content: | simple, 1 attribute
Defined: | locally witnin Validation.model group in fpml-doc-5-5.xsd; see XML source
validationRuleId | A reference identifying a rule within a validation scheme
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | Validation
Content: | simple, 1 attribute
Defined: | locally witnin Reason complexType in fpml-msg-5-5.xsd; see XML source
valuationDate (defined in QuotationCharacteristics.model group) | When the quote was computed.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:date
Content: | simple
Defined: | locally witnin QuotationCharacteristics.model group in fpml-asset-5-5.xsd; see XML source
valuationDate (in cashSettlementTerms) | The number of business days after conditions to settlement have been satisfied when the calculation agent obtains a price quotation on the Reference Obligation for purposes of cash settlement.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | ValuationDate
Content: | complex, 2 elements
Defined: | locally witnin CashSettlementTerms complexType in fpml-cd-5-5.xsd; see XML source
valuationDatesReference | A pointer style reference to the associated valuation dates component defined elsewhere in the document.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | ValuationDatesReference
Content: | empty, 1 attribute
Defined: | locally witnin PaymentDates complexType in fpml-ird-5-5.xsd; see XML source
valuationMethod | 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/pretrade
Type: | ValuationMethodEnum
Content: | simple
Defined: | locally witnin CashSettlementTerms complexType in fpml-cd-5-5.xsd; see XML source
valuationPostponement | Specifies how long to wait to get a quote from a settlement rate option upon a price source disruption
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | ValuationPostponement
Content: | complex, 1 element
Defined: | locally witnin FallbackReferencePrice complexType in fpml-ird-5-5.xsd; see XML source
valuationTime | The time of day in the specified business center when the calculation agent seeks quotations for an amount of the reference obligation for purposes of cash settlement.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | BusinessCenterTime
Content: | complex, 2 elements
Defined: | locally witnin CashSettlementTerms complexType in fpml-cd-5-5.xsd; see XML source
value (defined in Quotation.model group) | The value of the the quotation.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin Quotation.model group in fpml-asset-5-5.xsd; see XML source
value (in timestamp) |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:dateTime
Content: | simple
Defined: | locally witnin TradeTimestamp complexType in fpml-doc-5-5.xsd; see XML source
valueDate | Adjusted value date of the future value amount.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:date
Content: | simple
Defined: | locally witnin FutureValueAmount complexType in fpml-shared-5-5.xsd; see XML source
varyingNotionalCurrency | The currency of the varying notional amount, i.e. the notional amount being determined periodically based on observation of a spot currency exchange rate.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | Currency
Content: | simple, 1 attribute
Defined: | locally witnin FxLinkedNotionalSchedule complexType in fpml-ird-5-5.xsd; see XML source
varyingNotionalFixingDates | The dates on which spot currency exchange rates are observed for purposes of determining the varying notional currency amount that will apply to a calculation period.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | RelativeDateOffset
Content: | complex, 1 attribute, 6 elements
Defined: | locally witnin FxLinkedNotionalSchedule complexType in fpml-ird-5-5.xsd; see XML source
varyingNotionalInterimExchangePaymentDates | The dates on which interim exchanges of notional are paid.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | RelativeDateOffset
Content: | complex, 1 attribute, 6 elements
Defined: | locally witnin FxLinkedNotionalSchedule complexType in fpml-ird-5-5.xsd; see XML source
velocity |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | Velocity
Content: | complex, 2 elements
Defined: | locally witnin LimitApplicable complexType in fpml-pretrade-processes-5-5.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/pretrade
Type: | VerificationMethod
Content: | simple, 1 attribute
Defined: | locally witnin PartyTradeInformation complexType in fpml-doc-5-5.xsd; see XML source
verificationStatusAcknowledgement |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | Acknowledgement
Content: | complex, 3 attributes, 9 elements
Defined: | globally in fpml-msg-5-5.xsd; see XML source
Used: | never
verificationStatusException |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | Exception
Content: | complex, 3 attributes, 7 elements
Defined: | globally in fpml-msg-5-5.xsd; see XML source
Used: | never
verificationStatusNotification |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | VerificationStatusNotification
Content: | complex, 3 attributes, 11 elements
Defined: | globally in fpml-msg-5-5.xsd; see XML source
Used: | never
version (defined in VersionHistory.model group) | The version number
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:nonNegativeInteger
Content: | simple
Defined: | locally witnin VersionHistory.model group in fpml-shared-5-5.xsd; see XML source
version (in agreement) | The version of the agreement.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | AgreementVersion
Content: | simple, 1 attribute
Defined: | locally witnin GenericAgreement complexType in fpml-shared-5-5.xsd; see XML source
version (in implementationSpecification) |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | ImplementationSpecificationVersion
Content: | simple, 1 attribute
Defined: | locally witnin ImplementationSpecification complexType in fpml-msg-5-5.xsd; see XML source
versionedTradeId | A trade identifier accompanied by a version number.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | VersionedTradeId
Content: | complex, 3 elements
Defined: | locally witnin TradeIdentifier complexType in fpml-doc-5-5.xsd; see XML source
WACCapInterestProvision | As specified by the ISDA Supplement for use with trades on mortgage-backed securities, "WAC Cap" means a weighted average coupon or weighted average rate cap provision (however defined in the Underlying Instruments) of the Underlying Instruments that limits, increases or decreases the interest rate or interest entitlement, as set out in the Underlying Instruments on the Effective Date without regard to any subsequent amendment The presence of the element with value set to 'true' signifies that the provision is applicable.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin FloatingAmountProvisions complexType in fpml-cd-5-5.xsd; see XML source
weeklyRollConvention | The day of the week on which a weekly reset date occurs.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | WeeklyRollConventionEnum
Content: | simple
Defined: | locally witnin ResetFrequency complexType in fpml-shared-5-5.xsd; see XML source
writedown (in creditEvents) | A credit event.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin CreditEvents complexType in fpml-option-shared-5-5.xsd; see XML source
writedown (in floatingAmountEvents) | A floating rate payment event.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin FloatingAmountEvents complexType in fpml-cd-5-5.xsd; see XML source
writedownReimbursement | An Additional Fixed Payment.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin AdditionalFixedPayments complexType in fpml-cd-5-5.xsd; see XML source
zeroCouponYieldAdjustedMethod | An ISDA defined cash settlement method used for the determination of the applicable cash settlement amount.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Type: | YieldCurveMethod
Content: | complex, 2 elements
Defined: | locally witnin CashSettlement complexType in fpml-ird-5-5.xsd; see XML source

Complex Type Summary
AbstractEvent | Abstract base type for all events.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | complex, 1 element
Abstract: | (cannot be assigned directly to elements used in instance XML documents)
Defined: | globally in fpml-business-events-5-5.xsd; see XML source
Includes: | definition of 1 element
Used: | at 3 locations
Account | A generic account that represents any party's account at another party.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | complex, 1 attribute, 5 elements
Defined: | globally in fpml-shared-5-5.xsd; see XML source
Includes: | definitions of 1 attribute, 5 elements
Used: | at 1 location
AccountId | The data type used for account identifiers.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | simple, 1 attribute
Defined: | globally in fpml-shared-5-5.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/pretrade
Content: | simple, 1 attribute
Defined: | globally in fpml-shared-5-5.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/pretrade
Content: | empty, 1 attribute
Defined: | globally in fpml-shared-5-5.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 11 locations
AccountType | The data type used for account type.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | simple, 1 attribute
Defined: | globally in fpml-shared-5-5.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 1 location
Acknowledgement |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | complex, 3 attributes, 9 elements
Defined: | globally in fpml-msg-5-5.xsd; see XML source
Includes: | definition of 1 element
Used: | at 1 location
ActualPrice |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | complex, 3 elements
Defined: | globally in fpml-asset-5-5.xsd; see XML source
Includes: | definitions of 3 elements
Used: | never
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/pretrade
Content: | complex, 5 elements
Defined: | globally in fpml-msg-5-5.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/pretrade
Content: | complex, 1 element
Abstract: | (cannot be assigned directly to elements used in instance XML documents)
Defined: | globally in fpml-business-events-5-5.xsd; see XML source
Used: | at 1 location
AdditionalFixedPayments |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | complex, 3 elements
Defined: | globally in fpml-cd-5-5.xsd; see XML source
Includes: | definitions of 3 elements
Used: | at 1 location
AdditionalTerm |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | simple, 1 attribute
Defined: | globally in fpml-cd-5-5.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 1 location
Address | A type that represents a physical postal address.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | complex, 5 elements
Defined: | globally in fpml-shared-5-5.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/pretrade
Content: | complex, 1 attribute, 2 elements
Defined: | globally in fpml-shared-5-5.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 6 locations
AdjustableDate2 | A type that is different from AdjustableDate in two regards.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | complex, 1 attribute, 4 elements
Defined: | globally in fpml-shared-5-5.xsd; see XML source
Includes: | definitions of 1 attribute, 4 elements
Used: | at 2 locations
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/pretrade
Content: | complex, 1 attribute, 2 elements
Defined: | globally in fpml-shared-5-5.xsd; see XML source
Includes: | definitions of 1 attribute, 2 elements
Used: | at 3 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/pretrade
Content: | complex, 1 attribute, 2 elements
Defined: | globally in fpml-shared-5-5.xsd; see XML source
Includes: | definition of 1 attribute
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/pretrade
Content: | complex, 1 attribute, 2 elements
Defined: | globally in fpml-shared-5-5.xsd; see XML source
Includes: | definitions of 1 attribute, 2 elements
Used: | at 11 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/pretrade
Content: | complex, 1 attribute, 2 elements
Defined: | globally in fpml-shared-5-5.xsd; see XML source
Includes: | definitions of 1 attribute, 2 elements
Used: | at 4 locations
AdjustableRelativeOrPeriodicDates |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | complex, 1 attribute, 2 elements
Defined: | globally in fpml-shared-5-5.xsd; see XML source
Includes: | definitions of 1 attribute, 2 elements
Used: | never
AdjustedPaymentDates |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | complex, 2 elements
Defined: | globally in fpml-cd-5-5.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 1 location
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/pretrade
Content: | complex, 1 attribute, 7 elements
Defined: | globally in fpml-shared-5-5.xsd; see XML source
Includes: | definition of 1 element
Used: | at 1 location
AgreementType |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | simple, 1 attribute
Defined: | globally in fpml-shared-5-5.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 1 location
AgreementVersion |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | simple, 1 attribute
Defined: | globally in fpml-shared-5-5.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 1 location
Allocation |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | complex, 10 elements
Defined: | globally in fpml-doc-5-5.xsd; see XML source
Includes: | definitions of 3 elements
Used: | at 1 location
AllocationReportingStatus | Code that describes what type of allocation applies to the trade.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | simple, 1 attribute
Defined: | globally in fpml-doc-5-5.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 1 location
Allocations |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | complex, 1 element
Defined: | globally in fpml-doc-5-5.xsd; see XML source
Includes: | definition of 1 element
Used: | at 1 location
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/pretrade
Content: | complex, 1 attribute, 8 elements
Defined: | globally in fpml-shared-5-5.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/pretrade
Content: | empty, 1 attribute
Defined: | globally in fpml-shared-5-5.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 1 location
AmountSchedule | A type defining a currency amount or a currency amount schedule.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | complex, 1 attribute, 3 elements
Defined: | globally in fpml-shared-5-5.xsd; see XML source
Includes: | definition of 1 element
Used: | at 1 location
Approval | A specific approval state in the workflow.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | complex, 3 elements
Defined: | globally in fpml-doc-5-5.xsd; see XML source
Includes: | definitions of 3 elements
Used: | at 1 location
ApprovalId |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | simple, 1 attribute
Defined: | globally in fpml-pretrade-processes-5-5.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 1 location
Approvals |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | complex, 1 element
Defined: | globally in fpml-doc-5-5.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/pretrade
Content: | empty, 1 attribute
Abstract: | (cannot be assigned directly to elements used in instance XML documents)
Defined: | globally in fpml-asset-5-5.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 4 locations
AssetClass |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | simple, 1 attribute
Defined: | globally in fpml-shared-5-5.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/pretrade
Content: | simple, 1 attribute
Defined: | globally in fpml-asset-5-5.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/pretrade
Content: | complex, 4 elements
Defined: | globally in fpml-asset-5-5.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 1 location
AutomaticExercise | A type to define automatic exercise of a swaption.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | complex, 1 element
Defined: | globally in fpml-shared-5-5.xsd; see XML source
Includes: | definition of 1 element
Used: | never
AverageDailyTradingVolumeLimit | To indicate the limitation percentage and limitation period.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | complex, 2 elements
Defined: | globally in fpml-shared-5-5.xsd; see XML source
Includes: | definitions of 2 elements
Used: | never
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/pretrade
Content: | complex, 1 attribute, 15 elements
Defined: | globally in fpml-asset-5-5.xsd; see XML source
Includes: | definition of 1 attribute
Used: | never
BasketChangeEvent | A structure indicating that the basket underlyer of the trade has changed due to client trading activity
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | complex, 1 element
Defined: | globally in fpml-business-events-5-5.xsd; see XML source
Used: | at 1 location
BasketId |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | simple, 1 attribute
Defined: | globally in fpml-asset-5-5.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 1 location
BasketName |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | simple, 1 attribute
Defined: | globally in fpml-asset-5-5.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 1 location
BasketReferenceInformation | CDS Basket Reference Information
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | complex, 6 elements
Defined: | globally in fpml-cd-5-5.xsd; see XML source
Includes: | definitions of 4 elements
Used: | at 1 location
Beneficiary | A type defining the beneficiary of the funds.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | complex, 4 elements
Defined: | globally in fpml-shared-5-5.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/pretrade
Content: | complex, 1 attribute, 7 elements
Defined: | globally in fpml-shared-5-5.xsd; see XML source
Includes: | definitions of 7 elements
Used: | at 1 location
Bond | An exchange traded bond.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | complex, 1 attribute, 16 elements
Defined: | globally in fpml-asset-5-5.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 2 locations
BondReference | For use with pre-trade Credit Limit Check messages.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | complex, 3 elements
Defined: | globally in fpml-ird-5-5.xsd; see XML source
Includes: | definitions of 3 elements
Used: | at 1 location
BrokerConfirmation | Identifies the market sector in which the trade has been arranged.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | complex, 1 element
Defined: | globally in fpml-shared-5-5.xsd; see XML source
Includes: | definition of 1 element
Used: | at 1 location
BrokerConfirmationType | Identifies the market sector in which the trade has been arranged.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | simple, 1 attribute
Defined: | globally in fpml-shared-5-5.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 1 location
BusinessCenter | A code identifying a business day calendar location.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | simple, 2 attributes
Defined: | globally in fpml-shared-5-5.xsd; see XML source
Includes: | definitions of 2 attributes
Used: | at 6 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/pretrade
Content: | complex, 1 attribute, 1 element
Defined: | globally in fpml-shared-5-5.xsd; see XML source
Includes: | definitions of 1 attribute, 1 element
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/pretrade
Content: | complex, 2 elements
Defined: | globally in fpml-shared-5-5.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 12 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/pretrade
Content: | complex, 4 elements
Defined: | globally in fpml-shared-5-5.xsd; see XML source
Includes: | definition of 1 element
Used: | at 1 location
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/pretrade
Content: | complex, 1 attribute, 2 elements
Defined: | globally in fpml-shared-5-5.xsd; see XML source
Includes: | definitions of 1 attribute, 1 element
Used: | at 9 locations
BusinessDayAdjustmentsReference | Reference to a business day adjustments structure.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | empty, 1 attribute
Defined: | globally in fpml-shared-5-5.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 1 location
BusinessEventIdentifier | A type defining an event identifier issued by the indicated party.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | complex, 1 attribute, 3 elements
Defined: | globally in fpml-business-events-5-5.xsd; see XML source
Includes: | definitions of 1 attribute, 1 element
Used: | at 2 locations
BusinessProcess | A type that can be used to identify the type of business process in a request.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | simple, 1 attribute
Defined: | globally in fpml-msg-5-5.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/pretrade
Content: | complex, 1 attribute, 4 elements
Defined: | globally in fpml-shared-5-5.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/pretrade
Content: | empty, 1 attribute
Defined: | globally in fpml-shared-5-5.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/pretrade
Content: | simple, 1 attribute
Defined: | globally in fpml-shared-5-5.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 1 location
Calculation | A type definining the parameters used in the calculation of fixed or floating calculation period amounts.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | complex, 8 elements
Defined: | globally in fpml-ird-5-5.xsd; see XML source
Includes: | definitions of 8 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/pretrade
Content: | complex, 1 element
Defined: | globally in fpml-shared-5-5.xsd; see XML source
Includes: | definition of 1 element
Used: | at 4 locations
CalculationAmount |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | complex, 1 attribute, 3 elements
Defined: | globally in fpml-cd-5-5.xsd; see XML source
Includes: | definition of 1 element
Used: | at 1 location
CalculationPeriod | A type defining the parameters used in the calculation of a fixed or floating rate calculation period amount.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | complex, 1 attribute, 12 elements
Defined: | globally in fpml-ird-5-5.xsd; see XML source
Includes: | definitions of 1 attribute, 12 elements
Used: | at 1 location
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/pretrade
Content: | complex, 1 element
Defined: | globally in fpml-ird-5-5.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/pretrade
Content: | complex, 1 attribute, 11 elements
Defined: | globally in fpml-ird-5-5.xsd; see XML source
Includes: | definitions of 1 attribute, 11 elements
Used: | at 1 location
CalculationPeriodDatesReference | Reference to a calculation period dates component.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | empty, 1 attribute
Defined: | globally in fpml-ird-5-5.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 5 locations
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/pretrade
Content: | complex, 1 attribute, 3 elements
Defined: | globally in fpml-shared-5-5.xsd; see XML source
Includes: | definition of 1 element
Used: | at 2 locations
CancelableProvision | For use with pretrade Credit Limit Check messages.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | complex, 10 elements
Defined: | globally in fpml-ird-5-5.xsd; see XML source
Includes: | definitions of 6 elements
Used: | at 1 location
CancelableProvisionAdjustedDates | For use with pretrade Credit Limit Check messages.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | complex, 1 element
Defined: | globally in fpml-ird-5-5.xsd; see XML source
Includes: | definition of 1 element
Used: | at 1 location
CancellationEvent | The adjusted dates for a specific cancellation date, including the adjusted exercise date and adjusted termination date.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | complex, 1 attribute, 2 elements
Defined: | globally in fpml-ird-5-5.xsd; see XML source
Includes: | definitions of 1 attribute, 2 elements
Used: | at 1 location
Cash |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | complex, 1 attribute, 3 elements
Defined: | globally in fpml-asset-5-5.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/pretrade
Content: | simple, 1 attribute
Defined: | globally in fpml-shared-5-5.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 1 location
Cashflows | A type defining the cashflow representation of a swap trade.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | complex, 3 elements
Defined: | globally in fpml-ird-5-5.xsd; see XML source
Includes: | definitions of 3 elements
Used: | at 1 location
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/pretrade
Content: | simple, 1 attribute
Defined: | globally in fpml-shared-5-5.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 2 locations
CashPriceMethod | A type defining the parameters necessary for each of the ISDA cash price methods for cash settlement.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | complex, 3 elements
Defined: | globally in fpml-ird-5-5.xsd; see XML source
Includes: | definitions of 3 elements
Used: | at 2 locations
CashSettlement | A type to define the cash settlement terms for a product where cash settlement is applicable.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | complex, 1 attribute, 10 elements
Defined: | globally in fpml-ird-5-5.xsd; see XML source
Includes: | definitions of 1 attribute, 10 elements
Used: | at 2 locations
CashSettlementPaymentDate | A type defining the cash settlement payment date(s) as either a set of explicit dates, together with applicable adjustments, or as a date relative to some other (anchor) date, or as any date in a range of contiguous business days.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | complex, 1 attribute, 3 elements
Defined: | globally in fpml-ird-5-5.xsd; see XML source
Includes: | definitions of 1 attribute, 3 elements
Used: | at 1 location
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/pretrade
Content: | complex, 1 attribute, 1 element
Defined: | globally in fpml-shared-5-5.xsd; see XML source
Includes: | definitions of 1 attribute, 1 element
Used: | at 3 locations
CashSettlementTerms |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | complex, 1 attribute, 13 elements
Defined: | globally in fpml-cd-5-5.xsd; see XML source
Includes: | definitions of 10 elements
Used: | at 1 location
ChangeEvent | Abstract base type for non-negotiated trade change descriptions
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | complex, 1 element
Abstract: | (cannot be assigned directly to elements used in instance XML documents)
Defined: | globally in fpml-business-events-5-5.xsd; see XML source
Used: | at 4 locations
ClearanceSystem | Unless otherwise specified, the principal clearance system customarily used for settling trades in the relevant underlying.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | simple, 1 attribute
Defined: | globally in fpml-shared-5-5.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 1 location
ClearingStatusValue | The current status value of a clearing request.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | simple, 1 attribute
Defined: | globally in fpml-doc-5-5.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/pretrade
Content: | complex, 1 element
Defined: | globally in fpml-shared-5-5.xsd; see XML source
Includes: | definition of 1 element
Used: | at 2 locations
CollateralizationType | Code that describes what type of collateral is posted by a party to a transaction.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | simple, 1 attribute
Defined: | globally in fpml-doc-5-5.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 1 location
CommodityBase |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | simple, 1 attribute
Defined: | globally in fpml-asset-5-5.xsd; see XML source
Includes: | definition of 1 attribute
Used: | never
CommodityDetails |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | simple, 1 attribute
Defined: | globally in fpml-asset-5-5.xsd; see XML source
Includes: | definition of 1 attribute
Used: | never
CommodityInformationProvider | The publication in which the rate, price, index or factor is to be found.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | simple, 1 attribute
Defined: | globally in fpml-asset-5-5.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 1 location
CommodityInformationSource | A type defining the source of a commodity rate, price or index or of a market rate or of a conversion factor (e.g. a fx conversion factor).
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | complex, 3 elements
Defined: | globally in fpml-asset-5-5.xsd; see XML source
Includes: | definitions of 3 elements
Used: | never
CompressionActivity | A type that shows how multiple trades have been combined into a result.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | complex, 5 elements
Defined: | globally in fpml-business-events-5-5.xsd; see XML source
Includes: | definitions of 5 elements
Used: | never
CompressionType | A type that identifies the type of trade amalgamation, for example netting or portfolio compression.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | simple, 1 attribute
Defined: | globally in fpml-business-events-5-5.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/pretrade
Content: | simple, 1 attribute
Defined: | globally in fpml-doc-5-5.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 1 location
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/pretrade
Content: | complex, 3 elements
Defined: | globally in fpml-asset-5-5.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/pretrade
Content: | complex, 3 elements
Defined: | globally in fpml-shared-5-5.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/pretrade
Content: | simple, 2 attributes
Defined: | globally in fpml-doc-5-5.xsd; see XML source
Includes: | definitions of 2 attributes
Used: | at 1 location
ContractualDefinitions | The definitions, such as those published by ISDA, that will define the terms of the trade.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | simple, 1 attribute
Defined: | globally in fpml-shared-5-5.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 2 locations
ContractualMatrix |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | complex, 3 elements
Defined: | globally in fpml-shared-5-5.xsd; see XML source
Includes: | definitions of 3 elements
Used: | at 1 location
ContractualSupplement | A contractual supplement (such as those published by ISDA) that will apply to the trade.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | simple, 1 attribute
Defined: | globally in fpml-shared-5-5.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/pretrade
Content: | complex, 2 elements
Defined: | globally in fpml-shared-5-5.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 2 locations
ConvertibleBond |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | complex, 1 attribute, 18 elements
Defined: | globally in fpml-asset-5-5.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 1 location
CorporateActionEvent | A structure indicating that a trade has changed due to a corporate action
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | complex, 2 elements
Defined: | globally in fpml-business-events-5-5.xsd; see XML source
Includes: | definition of 1 element
Used: | at 1 location
CorporateActionType | A type that describes what type of corporate action occurred.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | simple, 1 attribute
Defined: | globally in fpml-business-events-5-5.xsd; see XML source
Includes: | definition of 1 attribute
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/pretrade
Content: | complex, 3 attributes, 7 elements
Defined: | globally in fpml-msg-5-5.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/pretrade
Content: | simple, 1 attribute
Defined: | globally in fpml-msg-5-5.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 2 locations
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/pretrade
Content: | complex, 4 elements
Defined: | globally in fpml-shared-5-5.xsd; see XML source
Includes: | definition of 1 element
Used: | at 1 location
CountryCode | The code representation of a country or an area of special sovereignty.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | simple, 1 attribute
Defined: | globally in fpml-shared-5-5.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/pretrade
Content: | simple, 1 attribute
Defined: | globally in fpml-asset-5-5.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 1 location
CreditApprovalModel |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | simple, 1 attribute
Defined: | globally in fpml-pretrade-processes-5-5.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 2 locations
CreditDefaultSwap |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | complex, 1 attribute, 8 elements
Defined: | globally in fpml-cd-5-5.xsd; see XML source
Includes: | definitions of 5 elements
Used: | at 1 location
CreditDerivativesNotices |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | complex, 3 elements
Defined: | globally in fpml-doc-5-5.xsd; see XML source
Includes: | definitions of 3 elements
Used: | at 1 location
CreditDocument | A credit arrangement used in support of swaps trading.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | simple, 1 attribute
Defined: | globally in fpml-doc-5-5.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 1 location
CreditEventNotice |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | complex, 3 elements
Defined: | globally in fpml-option-shared-5-5.xsd; see XML source
Includes: | definitions of 3 elements
Used: | at 1 location
CreditEvents |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | complex, 1 attribute, 14 elements
Defined: | globally in fpml-option-shared-5-5.xsd; see XML source
Includes: | definitions of 1 attribute, 14 elements
Used: | at 1 location
CreditLimit |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | complex, 8 elements
Defined: | globally in fpml-pretrade-processes-5-5.xsd; see XML source
Includes: | definitions of 5 elements
Used: | at 2 locations
CreditLimitCheckReason |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | complex, 3 elements
Defined: | globally in fpml-pretrade-processes-5-5.xsd; see XML source
Includes: | definitions of 3 elements
Used: | at 5 locations
CreditLimitCheckReasonCode |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | simple, 1 attribute
Defined: | globally in fpml-pretrade-processes-5-5.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 1 location
CreditLimitExtended |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | complex, 10 elements
Defined: | globally in fpml-pretrade-processes-5-5.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 1 location
CreditLimitInformation |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | complex, 3 elements
Defined: | globally in fpml-pretrade-processes-5-5.xsd; see XML source
Includes: | definitions of 3 elements
Used: | at 1 location
CreditLimitInformationExtended |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | complex, 3 elements
Defined: | globally in fpml-pretrade-processes-5-5.xsd; see XML source
Includes: | definitions of 3 elements
Used: | at 2 locations
CreditLimitReference |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | complex, 2 elements
Defined: | globally in fpml-pretrade-processes-5-5.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 3 locations
CreditLimitReport |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | complex, 3 attributes, 9 elements
Defined: | globally in fpml-pretrade-processes-5-5.xsd; see XML source
Includes: | definition of 1 element
Used: | at 1 location
CreditLimitResponse |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | complex, 3 attributes, 8 elements
Defined: | globally in fpml-pretrade-processes-5-5.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 1 location
CreditRating | A party's credit rating.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | simple, 1 attribute
Defined: | globally in fpml-shared-5-5.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 1 location
CreditRiskLimit |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | complex, 11 elements
Defined: | globally in fpml-pretrade-processes-5-5.xsd; see XML source
Includes: | definitions of 11 elements
Used: | at 1 location
CreditRiskLimitRefused |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | complex, 5 elements
Defined: | globally in fpml-pretrade-processes-5-5.xsd; see XML source
Includes: | definitions of 5 elements
Used: | at 1 location
CreditSeniority | The repayment precedence of a debt instrument.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | simple, 1 attribute
Defined: | globally in fpml-shared-5-5.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/pretrade
Content: | complex, 3 elements
Defined: | globally in fpml-shared-5-5.xsd; see XML source
Includes: | definitions of 3 elements
Used: | at 2 locations
CreditSupportAgreementIdentifier |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | simple, 1 attribute
Defined: | globally in fpml-shared-5-5.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 1 location
CreditSupportAgreementType |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | simple, 1 attribute
Defined: | globally in fpml-shared-5-5.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 1 location
CrossCurrencyMethod |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | complex, 3 elements
Defined: | globally in fpml-ird-5-5.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/pretrade
Content: | simple, 1 attribute
Defined: | globally in fpml-shared-5-5.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 19 locations
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/pretrade
Content: | complex, 3 attributes, 7 elements
Defined: | globally in fpml-doc-5-5.xsd; see XML source
Includes: | definitions of 4 elements
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/pretrade
Content: | complex, 1 attribute, 4 elements
Defined: | globally in fpml-shared-5-5.xsd; see XML source
Includes: | definition of 1 element
Used: | at 1 location
DateRange | A type defining a contiguous series of calendar dates.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | complex, 2 elements
Defined: | globally in fpml-shared-5-5.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 2 locations
DateReference | Reference to an identified date or a complex date structure.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | empty, 1 attribute
Defined: | globally in fpml-shared-5-5.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 2 locations
DateRelativeToCalculationPeriodDates | A type to provide the ability to point to multiple payment nodes in the document through the unbounded paymentDatesReference.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | complex, 1 element
Defined: | globally in fpml-ird-5-5.xsd; see XML source
Includes: | definition of 1 element
Used: | at 1 location
DateRelativeToPaymentDates | A type to provide the ability to point to multiple payment nodes in the document through the unbounded paymentDatesReference.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | complex, 1 element
Defined: | globally in fpml-ird-5-5.xsd; see XML source
Includes: | definition of 1 element
Used: | at 1 location
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/pretrade
Content: | simple, 1 attribute
Defined: | globally in fpml-shared-5-5.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 8 locations
DeclearReason | A type that describes why a trade was removed from clearing.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | simple, 1 attribute
Defined: | globally in fpml-business-events-5-5.xsd; see XML source
Includes: | definition of 1 attribute
Used: | never
DeliverableObligations |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | complex, 23 elements
Defined: | globally in fpml-cd-5-5.xsd; see XML source
Includes: | definitions of 23 elements
Used: | at 1 location
Deposit |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | complex, 1 attribute, 9 elements
Defined: | globally in fpml-asset-5-5.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/pretrade
Content: | simple, 2 attributes
Defined: | globally in fpml-shared-5-5.xsd; see XML source
Includes: | definitions of 2 attributes
Used: | never
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/pretrade
Content: | complex, 1 attribute, 7 elements
Abstract: | (cannot be assigned directly to elements used in instance XML documents)
Defined: | globally in fpml-shared-5-5.xsd; see XML source
Includes: | definitions of 3 elements
Used: | never
Discounting | For Credit Limit Check messages.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | complex, 3 elements
Defined: | globally in fpml-ird-5-5.xsd; see XML source
Includes: | definition of 1 element
Used: | at 1 location
DividendPayout | A type describing the dividend payout ratio associated with an equity underlyer.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | complex, 5 elements
Defined: | globally in fpml-asset-5-5.xsd; see XML source
Includes: | definitions of 5 elements
Used: | never
Document | The abstract base type from which all FpML compliant messages and documents must be derived.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | empty, 3 attributes
Abstract: | (cannot be assigned directly to elements used in instance XML documents)
Defined: | globally in fpml-doc-5-5.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/pretrade
Content: | complex, 8 elements
Defined: | globally in fpml-shared-5-5.xsd; see XML source
Includes: | definitions of 8 elements
Used: | at 1 location
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
EarlyTerminationEvent | A type to define the adjusted dates associated with an early termination provision.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | complex, 1 attribute, 5 elements
Defined: | globally in fpml-ird-5-5.xsd; see XML source
Includes: | definitions of 1 attribute, 5 elements
Used: | at 1 location
EarlyTerminationProvision | For Credit Limit Check messages.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | complex, 1 attribute, 4 elements
Defined: | globally in fpml-ird-5-5.xsd; see XML source
Includes: | definition of 1 attribute
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/pretrade
Content: | empty
Defined: | globally in fpml-shared-5-5.xsd; see XML source
Used: | at 4 locations
EndUserExceptionDeclaration | Records supporting information justifying an end user exception under 17 CFR part 39.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | complex, 4 elements
Defined: | globally in fpml-doc-5-5.xsd; see XML source
Includes: | definitions of 4 elements
Used: | at 1 location
EntityClassification | A type describing the entity of a party, for example Financial, NonFinancial etc.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | simple, 1 attribute
Defined: | globally in fpml-doc-5-5.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 1 location
EntityId | A legal entity identifier (e.g.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | simple, 1 attribute
Defined: | globally in fpml-shared-5-5.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/pretrade
Content: | simple, 1 attribute
Defined: | globally in fpml-shared-5-5.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/pretrade
Content: | simple, 1 attribute
Defined: | globally in fpml-cd-5-5.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 1 location
EquityAsset | An exchange traded equity asset.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | complex, 1 attribute, 9 elements
Defined: | globally in fpml-asset-5-5.xsd; see XML source
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/pretrade
Content: | complex, 1 attribute, 6 elements
Defined: | globally in fpml-shared-5-5.xsd; see XML source
Includes: | definitions of 6 elements
Used: | at 1 location
EventId | A post-trade event reference identifier allocated by a party.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | simple, 2 attributes
Defined: | globally in fpml-business-events-5-5.xsd; see XML source
Includes: | definitions of 2 attributes
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/pretrade
Content: | complex, 3 elements
Defined: | globally in fpml-msg-5-5.xsd; see XML source
Includes: | definition of 1 element
Used: | at 2 locations
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/pretrade
Content: | simple, 1 attribute
Defined: | globally in fpml-msg-5-5.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/pretrade
Content: | complex, 2 elements
Defined: | globally in fpml-msg-5-5.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/pretrade
Content: | complex, 3 attributes, 9 elements
Defined: | globally in fpml-msg-5-5.xsd; see XML source
Includes: | definition of 1 element
Used: | at 1 location
EventType |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | simple, 1 attribute
Defined: | globally in fpml-business-events-5-5.xsd; see XML source
Includes: | definition of 1 attribute
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/pretrade
Content: | complex, 3 attributes, 7 elements
Defined: | globally in fpml-msg-5-5.xsd; see XML source
Includes: | definition of 1 element
Used: | at 5 locations
ExceptionMessageHeader | A type defining the content model for an exception message header.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | complex, 10 elements
Defined: | globally in fpml-msg-5-5.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/pretrade
Content: | simple, 1 attribute
Defined: | globally in fpml-shared-5-5.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 6 locations
ExchangeTraded | An abstract base class for all exchange traded financial products.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | complex, 1 attribute, 9 elements
Abstract: | (cannot be assigned directly to elements used in instance XML documents)
Defined: | globally in fpml-asset-5-5.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/pretrade
Content: | complex, 1 attribute, 10 elements
Abstract: | (cannot be assigned directly to elements used in instance XML documents)
Defined: | globally in fpml-asset-5-5.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/pretrade
Content: | complex, 1 attribute, 12 elements
Defined: | globally in fpml-asset-5-5.xsd; see XML source
Includes: | definitions of 3 elements
Used: | at 1 location
ExchangeTradedFund | An exchange traded fund whose price depends on exchange traded constituents.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | complex, 1 attribute, 11 elements
Defined: | globally in fpml-asset-5-5.xsd; see XML source
Includes: | definition of 1 element
Used: | at 1 location
ExchangeTradedOption | An exchange traded option.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | complex, 1 attribute, 14 elements
Defined: | globally in fpml-asset-5-5.xsd; see XML source
Includes: | definitions of 2 elements
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/pretrade
Content: | simple, 1 attribute
Defined: | globally in fpml-doc-5-5.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/pretrade
Content: | simple, 1 attribute
Defined: | globally in fpml-doc-5-5.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/pretrade
Content: | simple, 1 attribute
Defined: | globally in fpml-doc-5-5.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/pretrade
Content: | empty, 1 attribute
Defined: | globally in fpml-shared-5-5.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 4 locations
ExerciseFee | A type defining the fee payable on exercise of an option.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | complex, 8 elements
Defined: | globally in fpml-shared-5-5.xsd; see XML source
Includes: | definitions of 4 elements
Used: | at 1 location
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/pretrade
Content: | complex, 8 elements
Defined: | globally in fpml-shared-5-5.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/pretrade
Content: | complex, 3 elements
Defined: | globally in fpml-shared-5-5.xsd; see XML source
Includes: | definitions of 3 elements
Used: | at 4 locations
ExercisePeriod | For Credit Limit Check messages.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | complex, 1 attribute, 2 elements
Defined: | globally in fpml-ird-5-5.xsd; see XML source
Includes: | definitions of 1 attribute, 2 elements
Used: | at 1 location
ExerciseProcedureOption | A type describing how notice of exercise should be given.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | complex, 2 elements
Defined: | globally in fpml-shared-5-5.xsd; see XML source
Includes: | definitions of 2 elements
Used: | never
ExtendibleProvision | For Credit Limit Check messages.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | complex, 8 elements
Defined: | globally in fpml-ird-5-5.xsd; see XML source
Includes: | definitions of 4 elements
Used: | at 1 location
ExtendibleProvisionAdjustedDates | For Credit Limit Check messages.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | complex, 1 element
Defined: | globally in fpml-ird-5-5.xsd; see XML source
Includes: | definition of 1 element
Used: | at 1 location
ExtensionEvent | For Credit Limit Check messages.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | complex, 1 attribute, 2 elements
Defined: | globally in fpml-ird-5-5.xsd; see XML source
Includes: | definitions of 1 attribute, 2 elements
Used: | at 1 location
FacilityType | A type describing the type of loan facility.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | simple, 1 attribute
Defined: | globally in fpml-asset-5-5.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 1 location
FailureToPay |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | complex, 3 elements
Defined: | globally in fpml-option-shared-5-5.xsd; see XML source
Includes: | definitions of 3 elements
Used: | at 1 location
FallbackReferencePrice | The method, prioritzed by the order it is listed in this element, to get a replacement rate for the disrupted settlement rate option.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | complex, 4 elements
Defined: | globally in fpml-ird-5-5.xsd; see XML source
Includes: | definitions of 4 elements
Used: | at 1 location
FeeLeg |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | complex, 1 attribute, 6 elements
Defined: | globally in fpml-cd-5-5.xsd; see XML source
Includes: | definitions of 6 elements
Used: | at 1 location
FinalCalculationPeriodDateAdjustment | For Credit Limit Check messages.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | complex, 3 elements
Defined: | globally in fpml-ird-5-5.xsd; see XML source
Includes: | definitions of 3 elements
Used: | at 1 location
FirstPeriodStartDate |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | simple, 1 attribute
Defined: | globally in fpml-doc-5-5.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 1 location
FixedAmountCalculation |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | complex, 3 elements
Defined: | globally in fpml-cd-5-5.xsd; see XML source
Includes: | definitions of 3 elements
Used: | at 1 location
FixedRate | The calculation period fixed rate.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | simple, 1 attribute
Defined: | globally in fpml-cd-5-5.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 1 location
FixedRateReference |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | empty, 1 attribute
Defined: | globally in fpml-cd-5-5.xsd; see XML source
Includes: | definition of 1 attribute
Used: | never
FloatingAmountEvents |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | complex, 6 elements
Defined: | globally in fpml-cd-5-5.xsd; see XML source
Includes: | definitions of 6 elements
Used: | at 1 location
FloatingAmountProvisions |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | complex, 2 elements
Defined: | globally in fpml-cd-5-5.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/pretrade
Content: | complex, 1 attribute, 3 elements
Defined: | globally in fpml-shared-5-5.xsd; see XML source
Includes: | definition of 1 element
Used: | at 2 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/pretrade
Content: | complex, 1 attribute, 7 elements
Defined: | globally in fpml-shared-5-5.xsd; see XML source
Includes: | definitions of 4 elements
Used: | at 2 locations
FloatingRateDefinition | A type defining parameters associated with a floating rate reset.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | complex, 6 elements
Defined: | globally in fpml-ird-5-5.xsd; see XML source
Includes: | definitions of 6 elements
Used: | at 1 location
FloatingRateIndex | The ISDA Floating Rate Option, i.e. the floating rate index.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | simple, 1 attribute
Defined: | globally in fpml-shared-5-5.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 3 locations
Formula | A type describing a financial formula, with its description and components.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | complex, 3 elements
Defined: | globally in fpml-shared-5-5.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/pretrade
Content: | complex, 1 attribute, 2 elements
Defined: | globally in fpml-shared-5-5.xsd; see XML source
Includes: | definitions of 1 attribute, 2 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/pretrade
Content: | complex, 1 attribute, 2 elements
Defined: | globally in fpml-shared-5-5.xsd; see XML source
Includes: | definitions of 1 attribute, 2 elements
Used: | at 3 locations
Future | An exchange traded future contract.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | complex, 1 attribute, 13 elements
Defined: | globally in fpml-asset-5-5.xsd; see XML source
Includes: | definitions of 4 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/pretrade
Content: | simple, 1 attribute
Defined: | globally in fpml-asset-5-5.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 1 location
FutureValueAmount | For Credit Limit Check messages.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | complex, 1 attribute, 4 elements
Defined: | globally in fpml-shared-5-5.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 1 location
FxConversion |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | complex, 2 elements
Defined: | globally in fpml-asset-5-5.xsd; see XML source
Includes: | definitions of 2 elements
Used: | never
FxFixing | A type that specifies the source for and timing of a fixing of an exchange rate.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | complex, 3 elements
Defined: | globally in fpml-shared-5-5.xsd; see XML source
Includes: | definitions of 3 elements
Used: | never
FxFixingDate | For Credit Limit Check messages.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | complex, 1 attribute, 7 elements
Defined: | globally in fpml-ird-5-5.xsd; see XML source
Includes: | definitions of 3 elements
Used: | at 1 location
FxInformationSource |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | complex, 4 elements
Defined: | globally in fpml-shared-5-5.xsd; see XML source
Includes: | definition of 1 element
Used: | at 1 location
FxLinkedNotionalAmount | A type to describe the cashflow representation for fx linked notionals.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | complex, 4 elements
Defined: | globally in fpml-ird-5-5.xsd; see XML source
Includes: | definitions of 4 elements
Used: | at 1 location
FxLinkedNotionalSchedule | A type to describe a notional schedule where each notional that applies to a calculation period is calculated with reference to a notional amount or notional amount schedule in a different currency by means of a spot currency exchange rate which is normally observed at the beginning of each period.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | complex, 6 elements
Defined: | globally in fpml-ird-5-5.xsd; see XML source
Includes: | definitions of 6 elements
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/pretrade
Content: | complex, 2 elements
Defined: | globally in fpml-shared-5-5.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 1 location
FxRateAsset |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | complex, 1 attribute, 8 elements
Defined: | globally in fpml-asset-5-5.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 1 location
FxRateSourceFixing | Describes a rate source to be fixed and the date the fixing occurs
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | complex, 2 elements
Defined: | globally in fpml-shared-5-5.xsd; see XML source
Includes: | definitions of 2 elements
Used: | never
FxSettlementRateSource |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | complex, 2 elements
Defined: | globally in fpml-shared-5-5.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 1 location
FxSpotRateSource | A type defining the source and time for an fx rate.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | complex, 3 elements
Defined: | globally in fpml-shared-5-5.xsd; see XML source
Includes: | definitions of 3 elements
Used: | at 3 locations
GeneralTerms |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | complex, 14 elements
Defined: | globally in fpml-cd-5-5.xsd; see XML source
Includes: | definitions of 10 elements
Used: | at 1 location
GenericAgreement | An entity for defining a generic agreement executed between two parties for any purpose.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | complex, 5 elements
Defined: | globally in fpml-shared-5-5.xsd; see XML source
Includes: | definitions of 5 elements
Used: | at 1 location
GoverningLaw | Identification of the law governing the transaction.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | simple, 1 attribute
Defined: | globally in fpml-shared-5-5.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 3 locations
GracePeriodExtension |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | complex, 2 elements
Defined: | globally in fpml-option-shared-5-5.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 1 location
GrossCashflow | A payment component owed from one party to the other for the cash flow date.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | complex, 8 elements
Defined: | globally in fpml-shared-5-5.xsd; see XML source
Includes: | definitions of 4 elements
Used: | never
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/pretrade
Content: | empty, 1 attribute
Defined: | globally in fpml-shared-5-5.xsd; see XML source
Includes: | definition of 1 attribute
Used: | never
IdentifiedAsset | A generic type describing an identified asset.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | complex, 1 attribute, 2 elements
Abstract: | (cannot be assigned directly to elements used in instance XML documents)
Defined: | globally in fpml-asset-5-5.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 1 location
IdentifiedCurrency | Specifies Currency with ID attribute.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | simple, 2 attributes
Defined: | globally in fpml-shared-5-5.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/pretrade
Content: | simple, 1 attribute
Defined: | globally in fpml-shared-5-5.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 7 locations
IdentifiedPayerReceiver | A type extending the PayerReceiverEnum type wih an id attribute.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | simple, 1 attribute
Defined: | globally in fpml-shared-5-5.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 2 locations
ImplementationSpecification | A version of a specification document used by the message generator to format the document.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | complex, 3 elements
Defined: | globally in fpml-msg-5-5.xsd; see XML source
Includes: | definitions of 3 elements
Used: | at 1 location
ImplementationSpecificationVersion |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | simple, 1 attribute
Defined: | globally in fpml-msg-5-5.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 1 location
IndependentAmount |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | complex, 5 elements
Defined: | globally in fpml-shared-5-5.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/pretrade
Content: | complex, 1 attribute, 11 elements
Defined: | globally in fpml-asset-5-5.xsd; see XML source
Includes: | definition of 1 element
Used: | at 1 location
IndexAnnexSource |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | simple, 1 attribute
Defined: | globally in fpml-cd-5-5.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 1 location
IndexChange | A structure describing the effect of a change to an index.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | complex, 3 elements
Defined: | globally in fpml-business-events-5-5.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 1 location
IndexId |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | simple, 1 attribute
Defined: | globally in fpml-cd-5-5.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 1 location
IndexName |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | simple, 1 attribute
Defined: | globally in fpml-cd-5-5.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/pretrade
Content: | complex, 1 attribute, 9 elements
Defined: | globally in fpml-cd-5-5.xsd; see XML source
Includes: | definitions of 1 attribute, 9 elements
Used: | at 1 location
IndustryClassification | A party's industry sector classification.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | simple, 1 attribute
Defined: | globally in fpml-shared-5-5.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 1 location
InformationProvider |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | simple, 1 attribute
Defined: | globally in fpml-shared-5-5.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/pretrade
Content: | complex, 3 elements
Defined: | globally in fpml-shared-5-5.xsd; see XML source
Includes: | definitions of 3 elements
Used: | at 5 locations
InstrumentId | A short form unique identifier for a security.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | simple, 1 attribute
Defined: | globally in fpml-shared-5-5.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 2 locations
InterestAccrualsMethod | A type describing the method for accruing interests on dividends.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | complex, 2 elements
Defined: | globally in fpml-shared-5-5.xsd; see XML source
Includes: | definitions of 2 elements
Used: | never
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/pretrade
Content: | complex, 1 attribute, 13 elements
Defined: | globally in fpml-ird-5-5.xsd; see XML source
Includes: | definitions of 9 elements
Used: | at 1 location
InterestRateStreamReference | Reference to an InterestRateStream component.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | empty, 1 attribute
Defined: | globally in fpml-ird-5-5.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 1 location
InterestShortFall |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | complex, 3 elements
Defined: | globally in fpml-cd-5-5.xsd; see XML source
Includes: | definitions of 3 elements
Used: | at 1 location
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/pretrade
Content: | complex, 5 elements
Defined: | globally in fpml-shared-5-5.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 1 location
IssuerId | The data type used for issuer identifiers.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | simple, 1 attribute
Defined: | globally in fpml-doc-5-5.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 2 locations
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/pretrade
Content: | simple, 1 attribute
Defined: | globally in fpml-shared-5-5.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/pretrade
Content: | empty, 1 attribute
Abstract: | (cannot be assigned directly to elements used in instance XML documents)
Defined: | globally in fpml-shared-5-5.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 3 locations
LegalEntity | A type defining a legal entity.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | complex, 1 attribute, 2 elements
Defined: | globally in fpml-shared-5-5.xsd; see XML source
Includes: | definitions of 1 attribute, 2 elements
Used: | at 8 locations
LegalEntityReference | References a credit entity defined elsewhere in the document.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | empty, 1 attribute
Defined: | globally in fpml-shared-5-5.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 5 locations
LegId | Leg identity.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | simple, 1 attribute
Defined: | globally in fpml-shared-5-5.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/pretrade
Content: | complex, 3 elements
Defined: | globally in fpml-shared-5-5.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/pretrade
Content: | simple, 1 attribute
Defined: | globally in fpml-asset-5-5.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 2 locations
LimitApplicable |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | complex, 6 elements
Defined: | globally in fpml-pretrade-processes-5-5.xsd; see XML source
Includes: | definitions of 6 elements
Used: | at 1 location
LimitCheckApproved |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | complex, 3 attributes, 9 elements
Defined: | globally in fpml-pretrade-processes-5-5.xsd; see XML source
Includes: | definition of 1 element
Used: | at 1 location
LimitCheckRefused |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | complex, 3 attributes, 9 elements
Defined: | globally in fpml-pretrade-processes-5-5.xsd; see XML source
Includes: | definition of 1 element
Used: | at 1 location
LimitId |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | simple, 1 attribute
Defined: | globally in fpml-pretrade-processes-5-5.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 1 location
LimitType |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | simple, 1 attribute
Defined: | globally in fpml-pretrade-processes-5-5.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 1 location
LinkId | The data type used for link identifiers.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | simple, 2 attributes
Defined: | globally in fpml-doc-5-5.xsd; see XML source
Includes: | definitions of 2 attributes
Used: | at 1 location
Loan | A type describing a loan underlying asset.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | complex, 1 attribute, 13 elements
Defined: | globally in fpml-asset-5-5.xsd; see XML source
Includes: | definitions of 7 elements
Used: | at 1 location
LoanParticipation |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | complex, 3 elements
Defined: | globally in fpml-cd-5-5.xsd; see XML source
Includes: | definition of 1 element
Used: | at 2 locations
MandatoryEarlyTermination | For use with pretrade Credit Limit Check messages.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | complex, 1 attribute, 4 elements
Defined: | globally in fpml-ird-5-5.xsd; see XML source
Includes: | definitions of 1 attribute, 4 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/pretrade
Content: | complex, 3 elements
Defined: | globally in fpml-ird-5-5.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/pretrade
Content: | complex, 2 elements
Defined: | globally in fpml-shared-5-5.xsd; see XML source
Includes: | definitions of 2 elements
Used: | never
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/pretrade
Content: | complex, 3 elements
Defined: | globally in fpml-shared-5-5.xsd; see XML source
Includes: | definitions of 3 elements
Used: | at 2 locations
MasterAgreementType |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | simple, 1 attribute
Defined: | globally in fpml-shared-5-5.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 1 location
MasterAgreementVersion |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | simple, 1 attribute
Defined: | globally in fpml-shared-5-5.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/pretrade
Content: | complex, 4 elements
Defined: | globally in fpml-shared-5-5.xsd; see XML source
Includes: | definitions of 4 elements
Used: | at 1 location
MasterConfirmationAnnexType |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | simple, 1 attribute
Defined: | globally in fpml-shared-5-5.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 1 location
MasterConfirmationType |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | simple, 1 attribute
Defined: | globally in fpml-shared-5-5.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/pretrade
Content: | simple, 1 attribute
Defined: | globally in fpml-shared-5-5.xsd; see XML source
Includes: | definition of 1 attribute
Used: | never
Math | A type defining a mathematical expression.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | mixed (allows character data), elem. wildcard
Defined: | globally in fpml-shared-5-5.xsd; see XML source
Includes: | definition of elem. wildcard
Used: | at 1 location
MatrixSource |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | simple, 1 attribute
Defined: | globally in fpml-cd-5-5.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 1 location
MatrixTerm |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | simple, 1 attribute
Defined: | globally in fpml-shared-5-5.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 1 location
MatrixType |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | simple, 1 attribute
Defined: | globally in fpml-shared-5-5.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/pretrade
Content: | empty, 3 attributes
Abstract: | (cannot be assigned directly to elements used in instance XML documents)
Defined: | globally in fpml-msg-5-5.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/pretrade
Content: | simple, 1 attribute
Defined: | globally in fpml-msg-5-5.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/pretrade
Content: | complex, 1 element
Abstract: | (cannot be assigned directly to elements used in instance XML documents)
Defined: | globally in fpml-msg-5-5.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/pretrade
Content: | simple, 1 attribute
Defined: | globally in fpml-msg-5-5.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/pretrade
Content: | simple, 1 attribute
Defined: | globally in fpml-shared-5-5.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 2 locations
Money | A type defining a currency amount.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | complex, 1 attribute, 2 elements
Defined: | globally in fpml-shared-5-5.xsd; see XML source
Includes: | definition of 1 element
Used: | at 28 locations
MoneyBase | Abstract base class for all money types.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | complex, 1 attribute, 1 element
Abstract: | (cannot be assigned directly to elements used in instance XML documents)
Defined: | globally in fpml-shared-5-5.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/pretrade
Content: | complex, 1 attribute, 20 elements
Defined: | globally in fpml-asset-5-5.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/pretrade
Content: | simple, 1 attribute
Defined: | globally in fpml-asset-5-5.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/pretrade
Content: | complex, 6 elements
Defined: | globally in fpml-shared-5-5.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 2 locations
MultipleValuationDates |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | complex, 3 elements
Defined: | globally in fpml-cd-5-5.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 1 location
MutualFund |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | complex, 1 attribute, 8 elements
Defined: | globally in fpml-asset-5-5.xsd; see XML source
Includes: | definitions of 2 elements
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/pretrade
Content: | complex, 3 attributes, 6 elements
Defined: | globally in fpml-msg-5-5.xsd; see XML source
Used: | at 6 locations
NonDeliverableSettlement | For use with pretrade Credit Limit Check messages.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | complex, 5 elements
Defined: | globally in fpml-ird-5-5.xsd; see XML source
Includes: | definitions of 5 elements
Used: | at 1 location
NonNegativeAmountSchedule | A type defining a currency amount or a currency amount schedule.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | complex, 1 attribute, 3 elements
Defined: | globally in fpml-shared-5-5.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/pretrade
Content: | complex, 1 attribute, 2 elements
Defined: | globally in fpml-shared-5-5.xsd; see XML source
Includes: | definition of 1 element
Used: | at 8 locations
NonNegativePayment | A complex type to specify non negative payments.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | complex, 1 attribute, 6 elements
Defined: | globally in fpml-shared-5-5.xsd; see XML source
Includes: | definition of 1 element
Used: | at 1 location
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/pretrade
Content: | complex, 1 attribute, 2 elements
Defined: | globally in fpml-shared-5-5.xsd; see XML source
Includes: | definitions of 1 attribute, 2 elements
Used: | at 1 location
NonNegativeStep | A type defining a step date and non-negative step value pair.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | complex, 1 attribute, 2 elements
Defined: | globally in fpml-shared-5-5.xsd; see XML source
Includes: | definition of 1 element
Used: | at 1 location
NotDomesticCurrency |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | complex, 2 elements
Defined: | globally in fpml-cd-5-5.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 2 locations
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/pretrade
Content: | complex, 3 attributes, 6 elements
Abstract: | (cannot be assigned directly to elements used in instance XML documents)
Defined: | globally in fpml-msg-5-5.xsd; see XML source
Includes: | definition of 1 element
Used: | at 6 locations
NotificationMessageHeader | A type that refines the generic message header to match the requirements of a NotificationMessage.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | complex, 10 elements
Defined: | globally in fpml-msg-5-5.xsd; see XML source
Includes: | definition of 1 element
Used: | at 1 location
NotifyingParty |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | complex, 2 elements
Defined: | globally in fpml-option-shared-5-5.xsd; see XML source
Includes: | definitions of 2 elements
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/pretrade
Content: | complex, 1 attribute, 2 elements
Defined: | globally in fpml-ird-5-5.xsd; see XML source
Includes: | definitions of 1 attribute, 2 elements
Used: | at 1 location
NotionalAmountReference | A reference to the notional amount.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | empty, 1 attribute
Defined: | globally in fpml-shared-5-5.xsd; see XML source
Includes: | definition of 1 attribute
Used: | never
NotionalReference | A reference to the notional amount.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | empty, 1 attribute
Defined: | globally in fpml-shared-5-5.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 4 locations
NotionalStepRule | For use with pre-trade Credit Limit Check messages.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | complex, 7 elements
Defined: | globally in fpml-ird-5-5.xsd; see XML source
Includes: | definitions of 7 elements
Used: | at 1 location
NumberOfOptionsReference | A reference to the number of options.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | empty, 1 attribute
Defined: | globally in fpml-shared-5-5.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 1 location
NumberOfUnitsReference | A reference to the number of units.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | empty, 1 attribute
Defined: | globally in fpml-shared-5-5.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 1 location
Obligations |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | complex, 18 elements
Defined: | globally in fpml-cd-5-5.xsd; see XML source
Includes: | definitions of 18 elements
Used: | at 1 location
Offset | A type defining an offset used in calculating a new date relative to a reference date.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | complex, 1 attribute, 3 elements
Defined: | globally in fpml-shared-5-5.xsd; see XML source
Includes: | definition of 1 element
Used: | at 6 locations
OnBehalfOf |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | complex, 2 elements
Defined: | globally in fpml-shared-5-5.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 2 locations
OptionalEarlyTermination | For use with pre-trade Credit Limit Check messages.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | complex, 7 elements
Defined: | globally in fpml-ird-5-5.xsd; see XML source
Includes: | definitions of 7 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/pretrade
Content: | complex, 1 element
Defined: | globally in fpml-ird-5-5.xsd; see XML source
Includes: | definition of 1 element
Used: | at 1 location
OptionExpiryBase | A structure describing an option expiring.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | complex, 3 elements
Defined: | globally in fpml-business-events-5-5.xsd; see XML source
Includes: | definitions of 3 elements
Used: | never
OrderFill |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | complex, 6 elements
Defined: | globally in fpml-pretrade-processes-5-5.xsd; see XML source
Includes: | definitions of 6 elements
Used: | at 1 location
OrderStatus |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | complex, 16 elements
Defined: | globally in fpml-pretrade-processes-5-5.xsd; see XML source
Includes: | definitions of 16 elements
Used: | at 1 location
OrderStatusNotification |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | complex, 3 attributes, 9 elements
Defined: | globally in fpml-pretrade-processes-5-5.xsd; see XML source
Includes: | definition of 1 element
Used: | at 1 location
OrganizationCharacteristic | A characteristic of an organization used in declaring an end-user exception.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | simple, 1 attribute
Defined: | globally in fpml-doc-5-5.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 1 location
OrganizationType | A code that describes what type of role an organization plays, for example a SwapsDealer, a Major Swaps Participant, or Other
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | simple, 1 attribute
Defined: | globally in fpml-shared-5-5.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 1 location
OriginalRequestDetails |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | complex, 5 elements
Defined: | globally in fpml-pretrade-processes-5-5.xsd; see XML source
Includes: | definitions of 5 elements
Used: | at 2 locations
OriginatingEvent |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | simple, 1 attribute
Defined: | globally in fpml-shared-5-5.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/pretrade
Content: | complex, 4 elements
Defined: | globally in fpml-shared-5-5.xsd; see XML source
Used: | at 1 location
Party | A type defining a legal entity or a subdivision of a legal entity.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | complex, 1 attribute, 11 elements
Defined: | globally in fpml-shared-5-5.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/pretrade
Content: | simple, 1 attribute
Defined: | globally in fpml-shared-5-5.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/pretrade
Content: | complex, 1 element
Defined: | globally in fpml-msg-5-5.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/pretrade
Content: | simple, 1 attribute
Defined: | globally in fpml-shared-5-5.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/pretrade
Content: | complex, 1 attribute, 2 elements
Defined: | globally in fpml-doc-5-5.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/pretrade
Content: | empty, 1 attribute
Defined: | globally in fpml-shared-5-5.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 32 locations
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/pretrade
Content: | complex, 3 elements
Defined: | globally in fpml-shared-5-5.xsd; see XML source
Includes: | definitions of 3 elements
Used: | never
PartyRole | A type describing a role played by a party in one or more transactions.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | simple, 1 attribute
Defined: | globally in fpml-shared-5-5.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 1 location
PartyRoleType | A type refining the role a role played by a party in one or more transactions.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | simple, 1 attribute
Defined: | globally in fpml-shared-5-5.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 1 location
PartyTradeIdentifier | A type defining one or more trade identifiers allocated to the trade by a party.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | complex, 1 attribute, 11 elements
Defined: | globally in fpml-doc-5-5.xsd; see XML source
Includes: | definitions of 5 elements
Used: | at 11 locations
PartyTradeIdentifierReference | A reference to a partyTradeIdentifier object.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | empty, 1 attribute
Defined: | globally in fpml-shared-5-5.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/pretrade
Content: | complex, 1 element
Defined: | globally in fpml-doc-5-5.xsd; see XML source
Includes: | definition of 1 element
Used: | at 1 location
PartyTradeInformation | A type defining party-specific additional information that may be recorded against a trade.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | complex, 28 elements
Defined: | globally in fpml-doc-5-5.xsd; see XML source
Includes: | definitions of 26 elements
Used: | at 4 locations
Payment | A type for defining payments.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | complex, 2 attributes, 10 elements
Defined: | globally in fpml-shared-5-5.xsd; see XML source
Includes: | definitions of 1 attribute, 6 elements
Used: | at 3 locations
PaymentBase | An abstract base class for payment types.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | empty, 1 attribute
Abstract: | (cannot be assigned directly to elements used in instance XML documents)
Defined: | globally in fpml-shared-5-5.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 8 locations
PaymentBaseExtended | Base type for payments.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | complex, 1 attribute, 5 elements
Abstract: | (cannot be assigned directly to elements used in instance XML documents)
Defined: | globally in fpml-shared-5-5.xsd; see XML source
Includes: | definition of 1 element
Used: | at 1 location
PaymentCalculationPeriod | For use of pre-trade Credit Limit Check messages.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | complex, 2 attributes, 7 elements
Defined: | globally in fpml-ird-5-5.xsd; see XML source
Includes: | definitions of 1 attribute, 7 elements
Used: | at 1 location
PaymentDates | For use with pre-trade Credit Limit Check messages.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | complex, 1 attribute, 9 elements
Defined: | globally in fpml-ird-5-5.xsd; see XML source
Includes: | definitions of 1 attribute, 9 elements
Used: | at 1 location
PaymentDatesReference | Reference to a payment dates structure.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | empty, 1 attribute
Defined: | globally in fpml-ird-5-5.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 1 location
PaymentDetail |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | complex, 1 attribute, 3 elements
Defined: | globally in fpml-shared-5-5.xsd; see XML source
Includes: | definitions of 3 elements
Used: | at 1 location
PaymentId | An identifier used to identify a matchable payment.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | simple, 1 attribute
Defined: | globally in fpml-shared-5-5.xsd; see XML source
Includes: | definition of 1 attribute
Used: | never
PaymentReference | Reference to a payment.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | empty, 1 attribute
Defined: | globally in fpml-shared-5-5.xsd; see XML source
Includes: | definition of 1 attribute
Used: | never
PaymentRule | The abstract base type from which all calculation rules of the independent amount must be derived.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | empty
Abstract: | (cannot be assigned directly to elements used in instance XML documents)
Defined: | globally in fpml-shared-5-5.xsd; see XML source
Used: | at 1 location
PaymentType |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | simple, 1 attribute
Defined: | globally in fpml-shared-5-5.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 1 location
PCDeliverableObligationCharac |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | complex, 2 elements
Defined: | globally in fpml-cd-5-5.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 3 locations
PendingPayment | A structure representing a pending dividend or coupon payment.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | complex, 1 attribute, 3 elements
Defined: | globally in fpml-asset-5-5.xsd; see XML source
Includes: | definitions of 3 elements
Used: | at 1 location
Period | A type to define recurring periods or time offsets.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | complex, 1 attribute, 2 elements
Defined: | globally in fpml-shared-5-5.xsd; see XML source
Includes: | definitions of 1 attribute, 2 elements
Used: | at 20 locations
PeriodicDates |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | complex, 4 elements
Defined: | globally in fpml-shared-5-5.xsd; see XML source
Includes: | definitions of 4 elements
Used: | at 1 location
PeriodicPayment |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | complex, 1 attribute, 8 elements
Defined: | globally in fpml-cd-5-5.xsd; see XML source
Includes: | definitions of 8 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/pretrade
Content: | complex, 1 attribute, 10 elements
Defined: | globally in fpml-shared-5-5.xsd; see XML source
Includes: | definitions of 1 attribute, 10 elements
Used: | at 1 location
PersonId | An identifier used to identify an individual person.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | simple, 1 attribute
Defined: | globally in fpml-shared-5-5.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/pretrade
Content: | empty, 1 attribute
Defined: | globally in fpml-shared-5-5.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/pretrade
Content: | simple, 1 attribute
Defined: | globally in fpml-shared-5-5.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 1 location
PhysicalSettlementPeriod |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | complex, 3 elements
Defined: | globally in fpml-cd-5-5.xsd; see XML source
Includes: | definitions of 3 elements
Used: | at 1 location
PhysicalSettlementTerms |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | complex, 1 attribute, 5 elements
Defined: | globally in fpml-cd-5-5.xsd; see XML source
Includes: | definitions of 4 elements
Used: | at 1 location
Portfolio | A type representing an arbitary grouping of trade references.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | complex, 1 attribute, 4 elements
Defined: | globally in fpml-doc-5-5.xsd; see XML source
Includes: | definitions of 1 attribute, 4 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/pretrade
Content: | complex, 2 elements
Defined: | globally in fpml-msg-5-5.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/pretrade
Content: | simple, 2 attributes
Defined: | globally in fpml-doc-5-5.xsd; see XML source
Includes: | definitions of 2 attributes
Used: | at 3 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/pretrade
Content: | complex, 3 elements
Defined: | globally in fpml-msg-5-5.xsd; see XML source
Includes: | definitions of 2 elements
Used: | never
PortfolioReferenceBase | A structure used to identify a portfolio in a message.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | complex, 1 element
Defined: | globally in fpml-msg-5-5.xsd; see XML source
Includes: | definition of 1 element
Used: | at 2 locations
PositiveMoney | A type defining a positive money amount
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | complex, 1 attribute, 2 elements
Defined: | globally in fpml-shared-5-5.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/pretrade
Content: | complex, 1 attribute, 2 elements
Defined: | globally in fpml-shared-5-5.xsd; see XML source
Includes: | definitions of 1 attribute, 2 elements
Used: | never
PositiveStep | A type defining a step date and strictly-positive step value pair.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | complex, 1 attribute, 2 elements
Defined: | globally in fpml-shared-5-5.xsd; see XML source
Includes: | definition of 1 element
Used: | at 1 location
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/pretrade
Content: | complex, 2 elements
Defined: | globally in fpml-shared-5-5.xsd; see XML source
Includes: | definitions of 2 elements
Used: | never
PriceQuoteUnits | The units in which a price is quoted.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | simple, 1 attribute
Defined: | globally in fpml-asset-5-5.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 1 location
PriceSourceDisruption | For use with Credit Limit Check messages.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | complex, 1 element
Defined: | globally in fpml-ird-5-5.xsd; see XML source
Includes: | definition of 1 element
Used: | at 1 location
PricingModel | A scheme identifying the types of pricing model used to evaluate the price of an asset.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | simple, 1 attribute
Defined: | globally in fpml-asset-5-5.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 1 location
PrincipalExchange | For use with Credit Limit Check messages.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | complex, 1 attribute, 5 elements
Defined: | globally in fpml-ird-5-5.xsd; see XML source
Includes: | definitions of 1 attribute, 5 elements
Used: | at 1 location
PrincipalExchanges | A type defining which principal exchanges occur for the stream.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | complex, 1 attribute, 3 elements
Defined: | globally in fpml-shared-5-5.xsd; see XML source
Includes: | definitions of 1 attribute, 3 elements
Used: | at 1 location
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/pretrade
Content: | simple, 1 attribute
Defined: | globally in fpml-msg-5-5.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/pretrade
Content: | complex, 1 attribute, 3 elements
Abstract: | (cannot be assigned directly to elements used in instance XML documents)
Defined: | globally in fpml-shared-5-5.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 3 locations
ProductComponentIdentifier | A type defining a USI for the a subproduct component of a strategy.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | complex, 3 elements
Defined: | globally in fpml-doc-5-5.xsd; see XML source
Includes: | definitions of 3 elements
Used: | at 1 location
ProductId |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | simple, 1 attribute
Defined: | globally in fpml-shared-5-5.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 2 locations
ProductReference | Reference to a full FpML product.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | empty, 1 attribute
Defined: | globally in fpml-shared-5-5.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 2 locations
ProductType |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | simple, 1 attribute
Defined: | globally in fpml-shared-5-5.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 2 locations
ProtectionTerms |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | complex, 1 attribute, 4 elements
Defined: | globally in fpml-cd-5-5.xsd; see XML source
Includes: | definitions of 1 attribute, 4 elements
Used: | at 1 location
ProtectionTermsReference | Reference to protectionTerms component.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | empty, 1 attribute
Defined: | globally in fpml-cd-5-5.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 1 location
PubliclyAvailableInformation |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | complex, 3 elements
Defined: | globally in fpml-option-shared-5-5.xsd; see XML source
Includes: | definitions of 3 elements
Used: | at 1 location
QuantityUnit |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | simple, 1 attribute
Defined: | globally in fpml-asset-5-5.xsd; see XML source
Includes: | definition of 1 attribute
Used: | never
QueryParameter | A type representing criteria for defining a query portfolio.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | complex, 3 elements
Defined: | globally in fpml-doc-5-5.xsd; see XML source
Includes: | definitions of 3 elements
Used: | never
QueryParameterId | A type representing an identifier for a parameter describing a query portfolio.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | simple, 2 attributes
Defined: | globally in fpml-doc-5-5.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/pretrade
Content: | simple, 2 attributes
Defined: | globally in fpml-doc-5-5.xsd; see XML source
Includes: | definitions of 2 attributes
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/pretrade
Content: | complex, 3 elements
Defined: | globally in fpml-shared-5-5.xsd; see XML source
Includes: | definitions of 3 elements
Used: | at 3 locations
QuoteTiming | The type of the time of the quote.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | simple, 1 attribute
Defined: | globally in fpml-asset-5-5.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/pretrade
Content: | empty, 1 attribute
Abstract: | (cannot be assigned directly to elements used in instance XML documents)
Defined: | globally in fpml-shared-5-5.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 2 locations
RateIndex |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | complex, 1 attribute, 10 elements
Defined: | globally in fpml-asset-5-5.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/pretrade
Content: | complex, 1 attribute, 8 elements
Defined: | globally in fpml-shared-5-5.xsd; see XML source
Includes: | definitions of 1 attribute, 8 elements
Used: | at 1 location
RateReference | Reference to any rate (floating, inflation) derived from the abstract Rate component.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | empty, 1 attribute
Defined: | globally in fpml-shared-5-5.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 1 location
RateSourcePage |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | simple, 1 attribute
Defined: | globally in fpml-shared-5-5.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/pretrade
Content: | complex, 5 elements
Defined: | globally in fpml-msg-5-5.xsd; see XML source
Includes: | definitions of 5 elements
Used: | at 3 locations
ReasonCode | Defines a list of machine interpretable error codes.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | simple, 1 attribute
Defined: | globally in fpml-msg-5-5.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/pretrade
Content: | empty
Abstract: | (cannot be assigned directly to elements used in instance XML documents)
Defined: | globally in fpml-shared-5-5.xsd; see XML source
Used: | at 26 locations
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/pretrade
Content: | complex, 2 elements
Defined: | globally in fpml-shared-5-5.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 1 location
ReferenceBankId |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | simple, 1 attribute
Defined: | globally in fpml-shared-5-5.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 1 location
ReferenceInformation |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | complex, 8 elements
Defined: | globally in fpml-cd-5-5.xsd; see XML source
Includes: | definitions of 8 elements
Used: | at 1 location
ReferenceObligation |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | complex, 8 elements
Defined: | globally in fpml-cd-5-5.xsd; see XML source
Includes: | definitions of 8 elements
Used: | at 2 locations
ReferencePair |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | complex, 4 elements
Defined: | globally in fpml-cd-5-5.xsd; see XML source
Includes: | definitions of 4 elements
Used: | at 1 location
ReferencePool | This type contains all the reference pool items to define the reference entity and reference obligation(s) in the basket.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | complex, 1 element
Defined: | globally in fpml-cd-5-5.xsd; see XML source
Includes: | definition of 1 element
Used: | at 1 location
ReferencePoolItem | This type contains all the constituent weight and reference information.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | complex, 4 elements
Defined: | globally in fpml-cd-5-5.xsd; see XML source
Includes: | definitions of 4 elements
Used: | at 1 location
Region | A code that describes the world region of a counterparty.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | simple, 1 attribute
Defined: | globally in fpml-shared-5-5.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 1 location
RegulatorId | An ID assigned by a regulator to an organization registered with it.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | simple, 1 attribute
Defined: | globally in fpml-doc-5-5.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 1 location
RelatedBusinessUnit |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | complex, 2 elements
Defined: | globally in fpml-shared-5-5.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 1 location
RelatedParty |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | complex, 4 elements
Defined: | globally in fpml-shared-5-5.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 2 locations
RelatedPerson |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | complex, 2 elements
Defined: | globally in fpml-shared-5-5.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 1 location
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/pretrade
Content: | complex, 1 attribute, 6 elements
Defined: | globally in fpml-shared-5-5.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 12 locations
RelativeDates | A type describing a set of dates defined as relative to another set of dates.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | complex, 1 attribute, 8 elements
Defined: | globally in fpml-shared-5-5.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 1 location
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/pretrade
Content: | complex, 3 elements
Defined: | globally in fpml-shared-5-5.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 1 location
RelevantUnderlyingDateReference | Reference to relevant underlying date.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | empty, 1 attribute
Defined: | globally in fpml-ird-5-5.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 1 location
ReportId | A type that can be used to hold an identifier for a report instance.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | simple, 1 attribute
Defined: | globally in fpml-msg-5-5.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 1 location
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/pretrade
Content: | simple, 1 attribute
Defined: | globally in fpml-asset-5-5.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 1 location
ReportingPurpose | A value that explains the reason or purpose that information is being reported.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | simple, 1 attribute
Defined: | globally in fpml-doc-5-5.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 1 location
ReportingRegime | Provides information about how the information in this message is applicable to a regulatory reporting process.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | complex, 8 elements
Defined: | globally in fpml-doc-5-5.xsd; see XML source
Includes: | definitions of 8 elements
Used: | at 1 location
ReportingRegimeName | An identifier of an reporting regime or format used for regulatory reporting, for example DoddFrankAct, MiFID, HongKongOTCDRepository, etc.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | simple, 1 attribute
Defined: | globally in fpml-doc-5-5.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/pretrade
Content: | simple, 2 attributes
Defined: | globally in fpml-doc-5-5.xsd; see XML source
Includes: | definitions of 2 attributes
Used: | at 2 locations
ReportSectionIdentification | A type that allows the specific report and section to be identified.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | complex, 2 elements
Defined: | globally in fpml-msg-5-5.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 1 location
RequestedWithdrawalAction | A type that describes what the requester would like to see done to implement the withdrawal, e.g.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | simple, 1 attribute
Defined: | globally in fpml-business-events-5-5.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/pretrade
Content: | complex, 3 attributes, 10 elements
Defined: | globally in fpml-msg-5-5.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 1 location
RequestLimitCheck |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | complex, 3 attributes, 13 elements
Defined: | globally in fpml-pretrade-processes-5-5.xsd; see XML source
Includes: | definitions of 4 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/pretrade
Content: | complex, 3 attributes, 2 elements
Abstract: | (cannot be assigned directly to elements used in instance XML documents)
Defined: | globally in fpml-msg-5-5.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/pretrade
Content: | complex, 9 elements
Defined: | globally in fpml-msg-5-5.xsd; see XML source
Used: | at 1 location
RequestRetransmission | A message to request that a message be retransmitted.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | complex, 3 attributes, 10 elements
Defined: | globally in fpml-msg-5-5.xsd; see XML source
Used: | at 1 location
ResetDates | For use with Credit Limit Check messages.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | complex, 1 attribute, 7 elements
Defined: | globally in fpml-ird-5-5.xsd; see XML source
Includes: | definitions of 1 attribute, 7 elements
Used: | at 1 location
ResetDatesReference | For use with Credit Limit Check messages.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | empty, 1 attribute
Defined: | globally in fpml-ird-5-5.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 1 location
ResetFrequency | A type defining the reset frequency.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | complex, 1 attribute, 3 elements
Defined: | globally in fpml-shared-5-5.xsd; see XML source
Includes: | definition of 1 element
Used: | at 1 location
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/pretrade
Content: | complex, 12 elements
Defined: | globally in fpml-shared-5-5.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/pretrade
Content: | simple, 1 attribute
Defined: | globally in fpml-shared-5-5.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/pretrade
Content: | complex, 2 elements
Defined: | globally in fpml-shared-5-5.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/pretrade
Content: | simple, 1 attribute
Defined: | globally in fpml-shared-5-5.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/pretrade
Content: | complex, 3 attributes, 6 elements
Abstract: | (cannot be assigned directly to elements used in instance XML documents)
Defined: | globally in fpml-msg-5-5.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/pretrade
Content: | complex, 10 elements
Defined: | globally in fpml-msg-5-5.xsd; see XML source
Includes: | definition of 1 element
Used: | at 1 location
RestoreCredit |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | complex, 3 attributes, 10 elements
Defined: | globally in fpml-pretrade-processes-5-5.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 1 location
Restructuring |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | complex, 4 elements
Defined: | globally in fpml-option-shared-5-5.xsd; see XML source
Includes: | definitions of 4 elements
Used: | at 1 location
RestructuringType |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | simple, 1 attribute
Defined: | globally in fpml-option-shared-5-5.xsd; see XML source
Includes: | definition of 1 attribute
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/pretrade
Content: | complex, 2 elements
Defined: | globally in fpml-shared-5-5.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 1 location
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/pretrade
Content: | complex, 3 elements
Defined: | globally in fpml-shared-5-5.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/pretrade
Content: | complex, 4 elements
Defined: | globally in fpml-shared-5-5.xsd; see XML source
Used: | at 1 location
RoutingId |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | simple, 1 attribute
Defined: | globally in fpml-shared-5-5.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/pretrade
Content: | complex, 1 element
Defined: | globally in fpml-shared-5-5.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/pretrade
Content: | complex, 5 elements
Defined: | globally in fpml-shared-5-5.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/pretrade
Content: | complex, 1 attribute, 2 elements
Defined: | globally in fpml-shared-5-5.xsd; see XML source
Includes: | definitions of 1 attribute, 2 elements
Used: | at 4 locations
ScheduleReference | Reference to a schedule of rates or amounts.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | empty, 1 attribute
Defined: | globally in fpml-shared-5-5.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 1 location
ServiceAdvisory | A type defining the content model for a human-readable notification to the users of a service.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | complex, 4 elements
Defined: | globally in fpml-msg-5-5.xsd; see XML source
Includes: | definitions of 4 elements
Used: | at 1 location
ServiceAdvisoryCategory | A type that can be used to describe the category of an advisory message, e.g..
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | simple, 1 attribute
Defined: | globally in fpml-msg-5-5.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 1 location
ServiceNotification | A type defining the content model for a message that allows a service to send a notification message to a user of the service.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | complex, 3 attributes, 10 elements
Defined: | globally in fpml-msg-5-5.xsd; see XML source
Includes: | definitions of 4 elements
Used: | at 1 location
ServiceProcessingCycle | A type that can be used to describe the processing phase of a service.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | simple, 1 attribute
Defined: | globally in fpml-msg-5-5.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 1 location
ServiceProcessingEvent | A type that can be used to describe a stage or step in processing provided by a service, for example processing completed.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | simple, 1 attribute
Defined: | globally in fpml-msg-5-5.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 1 location
ServiceProcessingStatus | A type defining the content model for report on the status of the processing by a service.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | complex, 3 elements
Defined: | globally in fpml-msg-5-5.xsd; see XML source
Includes: | definitions of 3 elements
Used: | at 1 location
ServiceProcessingStep | A type that can be used to describe what stage of processing a service is in.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | simple, 1 attribute
Defined: | globally in fpml-msg-5-5.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 1 location
ServiceStatus | A type that can be used to describe the availability or other state of a service, e.g.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | simple, 1 attribute
Defined: | globally in fpml-msg-5-5.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 1 location
SetCreditLimit |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | complex, 3 attributes, 9 elements
Defined: | globally in fpml-pretrade-processes-5-5.xsd; see XML source
Includes: | definition of 1 element
Used: | at 1 location
SettledEntityMatrix |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | complex, 2 elements
Defined: | globally in fpml-cd-5-5.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/pretrade
Content: | complex, 2 elements
Defined: | globally in fpml-shared-5-5.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/pretrade
Content: | complex, 7 elements
Defined: | globally in fpml-shared-5-5.xsd; see XML source
Includes: | definitions of 7 elements
Used: | at 1 location
SettlementMethod |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | simple, 1 attribute
Defined: | globally in fpml-shared-5-5.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 1 location
SettlementProvision | For use with Credit Limit Check messages.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | complex, 2 elements
Defined: | globally in fpml-ird-5-5.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 1 location
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/pretrade
Content: | simple, 1 attribute
Defined: | globally in fpml-shared-5-5.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 3 locations
SettlementRateSource | A type describing the method for obtaining a settlement rate.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | complex, 2 elements
Defined: | globally in fpml-shared-5-5.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 1 location
SettlementTerms |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | complex, 1 attribute, 1 element
Defined: | globally in fpml-option-shared-5-5.xsd; see XML source
Includes: | definitions of 1 attribute, 1 element
Used: | at 2 locations
SettlementTermsReference | Reference to a settlement terms derived construct (cashSettlementTerms or physicalSettlementTerms).
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | empty, 1 attribute
Defined: | globally in fpml-cd-5-5.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 1 location
SimpleCreditDefaultSwap |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | complex, 1 attribute, 10 elements
Defined: | globally in fpml-asset-5-5.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 1 location
SimpleFra |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | complex, 1 attribute, 9 elements
Defined: | globally in fpml-asset-5-5.xsd; see XML source
Includes: | definitions of 3 elements
Used: | at 1 location
SimpleIRSwap |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | complex, 1 attribute, 9 elements
Defined: | globally in fpml-asset-5-5.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/pretrade
Content: | complex, 1 attribute, 6 elements
Defined: | globally in fpml-shared-5-5.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 1 location
SinglePartyOption | A type describing the buyer and seller of an option.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | complex, 4 elements
Defined: | globally in fpml-ird-5-5.xsd; see XML source
Used: | at 1 location
SinglePayment |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | complex, 1 attribute, 3 elements
Defined: | globally in fpml-cd-5-5.xsd; see XML source
Includes: | definitions of 3 elements
Used: | at 1 location
SingleValuationDate |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | complex, 1 element
Defined: | globally in fpml-cd-5-5.xsd; see XML source
Includes: | definition of 1 element
Used: | at 2 locations
SpecifiedCurrency |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | complex, 2 elements
Defined: | globally in fpml-cd-5-5.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 2 locations
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/pretrade
Content: | complex, 3 elements
Defined: | globally in fpml-shared-5-5.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/pretrade
Content: | complex, 1 attribute, 3 elements
Defined: | globally in fpml-shared-5-5.xsd; see XML source
Includes: | definition of 1 element
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/pretrade
Content: | simple, 1 attribute
Defined: | globally in fpml-shared-5-5.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 1 location
Step | A type defining a step date and step value pair.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | complex, 1 attribute, 2 elements
Defined: | globally in fpml-shared-5-5.xsd; see XML source
Includes: | definition of 1 element
Used: | at 2 locations
StepBase | A type defining a step date and step value pair.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | complex, 1 attribute, 1 element
Abstract: | (cannot be assigned directly to elements used in instance XML documents)
Defined: | globally in fpml-shared-5-5.xsd; see XML source
Includes: | definitions of 1 attribute, 1 element
Used: | at 3 locations
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/pretrade
Content: | complex, 1 element
Defined: | globally in fpml-shared-5-5.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/pretrade
Content: | complex, 1 attribute, 3 elements
Defined: | globally in fpml-shared-5-5.xsd; see XML source
Includes: | definitions of 1 attribute, 3 elements
Used: | at 2 locations
StubCalculationPeriodAmount | A type defining how the initial or final stub calculation period amounts is calculated.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | complex, 3 elements
Defined: | globally in fpml-ird-5-5.xsd; see XML source
Includes: | definitions of 3 elements
Used: | at 1 location
StubValue | A type defining how a stub calculation period amount is calculated.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | complex, 1 element
Defined: | globally in fpml-shared-5-5.xsd; see XML source
Includes: | definition of 1 element
Used: | at 2 locations
SupervisorRegistration | Provides information about a regulator or other supervisory body that an organization is registered with.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | complex, 2 elements
Defined: | globally in fpml-doc-5-5.xsd; see XML source
Used: | at 3 locations
SupervisoryBody | An identifier of an organization that supervises or regulates trading activity, e.g.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | simple, 1 attribute
Defined: | globally in fpml-doc-5-5.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 1 location
SuspendCredit |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | complex, 3 attributes, 11 elements
Defined: | globally in fpml-pretrade-processes-5-5.xsd; see XML source
Includes: | definition of 1 element
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/pretrade
Content: | complex, 1 attribute, 9 elements
Defined: | globally in fpml-ird-5-5.xsd; see XML source
Includes: | definitions of 6 elements
Used: | at 1 location
SwapAdditionalTerms | For use with Credit Limit Check messages.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | complex, 1 element
Defined: | globally in fpml-ird-5-5.xsd; see XML source
Includes: | definition of 1 element
Used: | at 1 location
TelephoneNumber | A type that represents a telephonic contact.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | complex, 2 elements
Defined: | globally in fpml-shared-5-5.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 1 location
TerminatingEvent | A type that describes why a trade terminated.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | simple, 1 attribute
Defined: | globally in fpml-business-events-5-5.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/pretrade
Content: | simple, 1 attribute
Defined: | globally in fpml-doc-5-5.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/pretrade
Content: | simple, 1 attribute
Defined: | globally in fpml-shared-5-5.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/pretrade
Content: | complex, 1 attribute, 13 elements
Defined: | globally in fpml-doc-5-5.xsd; see XML source
Includes: | definitions of 1 attribute, 11 elements
Used: | at 9 locations
TradeCategory | A scheme used to categorize positions.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | simple, 1 attribute
Defined: | globally in fpml-doc-5-5.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 1 location
TradeChangeBase | A structure describing a trade change.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | complex, 7 elements
Defined: | globally in fpml-business-events-5-5.xsd; see XML source
Includes: | definitions of 2 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/pretrade
Content: | complex, 10 elements
Defined: | globally in fpml-doc-5-5.xsd; see XML source
Includes: | definitions of 10 elements
Used: | never
TradeHeader | A type defining trade related information which is not product specific.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | complex, 4 elements
Defined: | globally in fpml-doc-5-5.xsd; see XML source
Includes: | definitions of 4 elements
Used: | at 1 location
TradeId | A trade reference identifier allocated by a party.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | simple, 2 attributes
Defined: | globally in fpml-doc-5-5.xsd; see XML source
Includes: | definitions of 2 attributes
Used: | at 7 locations
TradeIdentifier | A type defining a trade identifier issued by the indicated party.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | complex, 1 attribute, 6 elements
Defined: | globally in fpml-doc-5-5.xsd; see XML source
Includes: | definitions of 1 attribute, 4 elements
Used: | at 10 locations
TradeLegSizeChange | A structure describing a change to the size of a single leg or stream of a trade.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | complex, 9 elements
Defined: | globally in fpml-business-events-5-5.xsd; see XML source
Used: | at 1 location
TradeMaturity | A structure describing a trade maturing.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | complex, 2 elements
Defined: | globally in fpml-business-events-5-5.xsd; see XML source
Includes: | definitions of 2 elements
Used: | never
TradeProcessingTimestamps | Allows timing information about when a trade was processed and reported to be recorded.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | complex, 16 elements
Defined: | globally in fpml-doc-5-5.xsd; see XML source
Includes: | definitions of 16 elements
Used: | at 1 location
Trader |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | simple, 1 attribute
Defined: | globally in fpml-doc-5-5.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 1 location
TradeReferenceInformation | Defines a type that allows trade identifiers and/or trade information to be represented for a trade.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | complex, 6 elements
Defined: | globally in fpml-business-events-5-5.xsd; see XML source
Includes: | definitions of 6 elements
Used: | at 1 location
TradeTimestamp | A generic trade timestamp
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | complex, 2 elements
Defined: | globally in fpml-doc-5-5.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 1 location
TradingEventSummary | A type that records a short form event history of a trade.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | complex, 6 elements
Defined: | globally in fpml-business-events-5-5.xsd; see XML source
Includes: | definitions of 3 elements
Used: | never
Tranche | This type represents a CDS Tranche.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | complex, 3 elements
Defined: | globally in fpml-cd-5-5.xsd; see XML source
Includes: | definitions of 3 elements
Used: | at 2 locations
TransactionCharacteristic | A characteristic of a transaction used in declaring an end-user exception.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | simple, 1 attribute
Defined: | globally in fpml-doc-5-5.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 1 location
UnderlyingAsset | Abstract base class for all underlying assets.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | complex, 1 attribute, 6 elements
Abstract: | (cannot be assigned directly to elements used in instance XML documents)
Defined: | globally in fpml-asset-5-5.xsd; see XML source
Includes: | definitions of 4 elements
Used: | at 11 locations
UnderlyingAssetTranche |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | simple, 1 attribute
Defined: | globally in fpml-asset-5-5.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/pretrade
Content: | simple, 1 attribute
Defined: | globally in fpml-shared-5-5.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 2 locations
UnprocessedElementWrapper | A type holding a structure that is unvalidated
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | complex, elem. wildcard
Defined: | globally in fpml-msg-5-5.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/pretrade
Content: | simple, 1 attribute
Defined: | globally in fpml-doc-5-5.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 2 locations
ValuationDate |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | complex, 2 elements
Defined: | globally in fpml-cd-5-5.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 1 location
ValuationDatesReference | For use with pre-trade Credit Limit Check messages.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | empty, 1 attribute
Defined: | globally in fpml-ird-5-5.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 1 location
ValuationPostponement | Specifies how long to wait to get a quote from a settlement rate option upon a price source disruption.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | complex, 1 element
Defined: | globally in fpml-ird-5-5.xsd; see XML source
Includes: | definition of 1 element
Used: | at 1 location
Velocity |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | complex, 2 elements
Defined: | globally in fpml-pretrade-processes-5-5.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 1 location
VerificationMethod | A type used to represent the type of mechanism that can be used to verify a trade.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | simple, 1 attribute
Defined: | globally in fpml-doc-5-5.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 1 location
VerificationStatus | The verification status of the position as reported by the sender (Verified, Disputed).
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | simple, 1 attribute
Defined: | globally in fpml-msg-5-5.xsd; see XML source
Includes: | definition of 1 attribute
Used: | at 1 location
VerificationStatusNotification |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | complex, 3 attributes, 11 elements
Defined: | globally in fpml-msg-5-5.xsd; see XML source
Includes: | definitions of 3 elements
Used: | at 1 location
VersionedContractId | Contract Id with Version Support
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | complex, 3 elements
Defined: | globally in fpml-doc-5-5.xsd; see XML source
Includes: | definition of 1 element
Used: | never
VersionedTradeId | Trade Id with Version Support
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | complex, 3 elements
Defined: | globally in fpml-doc-5-5.xsd; see XML source
Includes: | definition of 1 element
Used: | at 1 location
WithdrawalReason | A type that describes why a trade was withdrawn.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | simple, 1 attribute
Defined: | globally in fpml-business-events-5-5.xsd; see XML source
Includes: | definition of 1 attribute
Used: | never
YieldCurveMethod | A type defining the parameters required for each of the ISDA defined yield curve methods for cash settlement.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | complex, 2 elements
Defined: | globally in fpml-ird-5-5.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 4 locations

Simple Type Summary
AveragingMethodEnum | For use with pre-trade Credit Limit Check messages.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Defined: | globally in fpml-enum-5-5.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/pretrade
Defined: | globally in fpml-enum-5-5.xsd; see XML source
Used: | at 6 locations
BuyerConventionEnum | The purpose of this element is to disambiguate whether the buyer of the product effectively buys protection or whether he buys risk (and, hence, sells protection) in the case, such as high yields instruments, where no firm standard appears to exist at the execution level.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Defined: | globally in fpml-enum-5-5.xsd; see XML source
Used: | at 1 location
CalculationAgentPartyEnum | The specification of how a calculation agent will be determined.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Defined: | globally in fpml-enum-5-5.xsd; see XML source
Used: | at 1 location
CompoundingMethodEnum | The compounding calculation method
Namespace: | http://www.fpml.org/FpML-5/pretrade
Defined: | globally in fpml-enum-5-5.xsd; see XML source
Used: | at 1 location
CreditApprovalRequestTypeEnum | The type of credit approval request.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Defined: | globally in fpml-enum-5-5.xsd; see XML source
Used: | at 2 locations
DayOfWeekEnum | For use with pre-trade Credit Limit Check messages.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Defined: | globally in fpml-enum-5-5.xsd; see XML source
Used: | at 1 location
DayTypeEnum | A day type classification used in counting the number of days between two dates.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Defined: | globally in fpml-enum-5-5.xsd; see XML source
Used: | at 1 location
DifferenceSeverityEnum | The ISDA defined value indicating the severity of a difference.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Defined: | globally in fpml-enum-5-5.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/pretrade
Defined: | globally in fpml-enum-5-5.xsd; see XML source
Used: | at 1 location
DiscountingTypeEnum | For use with pre-trade Credit Limit Check messages.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Defined: | globally in fpml-enum-5-5.xsd; see XML source
Used: | at 1 location
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
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/pretrade
Defined: | globally in fpml-shared-5-5.xsd; see XML source
Used: | at 2 locations
Initial |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Defined: | globally in fpml-shared-5-5.xsd; see XML source
Used: | at 1 location
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/pretrade
Defined: | globally in fpml-enum-5-5.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/pretrade
Defined: | globally in fpml-enum-5-5.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/pretrade
Defined: | globally in fpml-enum-5-5.xsd; see XML source
Used: | at 1 location
LimitModelEnum | The type of credit approval request.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Defined: | globally in fpml-enum-5-5.xsd; see XML source
Used: | at 2 locations
NegativeInterestRateTreatmentEnum | For use with pre-trade Credit Limit Check messages.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Defined: | globally in fpml-enum-5-5.xsd; see XML source
Used: | at 1 location
NonNegativeDecimal | A type defining a number specified as non negative decimal greater than 0 inclusive.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Defined: | globally in fpml-shared-5-5.xsd; see XML source
Used: | at 4 locations
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/pretrade
Defined: | globally in fpml-enum-5-5.xsd; see XML source
Used: | at 2 locations
OrderStatusEnum | Status of order.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Defined: | globally in fpml-enum-5-5.xsd; see XML source
Used: | at 1 location
PayerReceiverEnum | The specification of an interest rate stream payer or receiver party.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Defined: | globally in fpml-enum-5-5.xsd; see XML source
Used: | at 1 location
PayRelativeToEnum | For use of the Credit Limit Check messages.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Defined: | globally in fpml-enum-5-5.xsd; see XML source
Used: | at 1 location
PeriodEnum | The specification of a time period
Namespace: | http://www.fpml.org/FpML-5/pretrade
Defined: | globally in fpml-enum-5-5.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/pretrade
Defined: | globally in fpml-enum-5-5.xsd; see XML source
Used: | at 1 location
PeriodTimeEnum | The specification of a time period containing additional values such as Term.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Defined: | globally in fpml-enum-5-5.xsd; see XML source
Used: | at 1 location
PositiveDecimal | A type defining a number specified as positive decimal greater than 0 exclusive.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Defined: | globally in fpml-shared-5-5.xsd; see XML source
Used: | at 3 locations
PremiumTypeEnum | Premium Type for Forward Start Equity Option
Namespace: | http://www.fpml.org/FpML-5/pretrade
Defined: | globally in fpml-enum-5-5.xsd; see XML source
Used: | never
PriceExpressionEnum | The mode of expression of a price.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Defined: | globally in fpml-enum-5-5.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/pretrade
Defined: | globally in fpml-enum-5-5.xsd; see XML source
Used: | at 1 location
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/pretrade
Defined: | globally in fpml-enum-5-5.xsd; see XML source
Used: | at 4 locations
QuotationSideEnum | The side from which perspective a value is quoted.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Defined: | globally in fpml-enum-5-5.xsd; see XML source
Used: | at 1 location
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/pretrade
Defined: | globally in fpml-enum-5-5.xsd; see XML source
Used: | at 1 location
QuoteBasisEnum | How an exchange rate is quoted.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Defined: | globally in fpml-enum-5-5.xsd; see XML source
Used: | at 1 location
ResetRelativeToEnum | For use with pre-trade Credit Limit Check messages.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Defined: | globally in fpml-enum-5-5.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/pretrade
Defined: | globally in fpml-shared-5-5.xsd; see XML source
Used: | at 5 locations
RollConventionEnum | The convention for determining the sequence of calculation period end dates.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Defined: | globally in fpml-enum-5-5.xsd; see XML source
Used: | at 2 locations
RoundingDirectionEnum | For Credit Limit Check messages.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Defined: | globally in fpml-enum-5-5.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/pretrade
Defined: | globally in fpml-shared-5-5.xsd; see XML source
Used: | at 138 locations
SetCreditLimitResponseEnum | The type of credit approval request.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Defined: | globally in fpml-enum-5-5.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/pretrade
Defined: | globally in fpml-enum-5-5.xsd; see XML source
Used: | at 1 location
StepRelativeToEnum | For Credit Limit Check messages.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Defined: | globally in fpml-enum-5-5.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/pretrade
Defined: | globally in fpml-enum-5-5.xsd; see XML source
Used: | at 1 location
TelephoneTypeEnum | The type of telephone number used to reach a contact.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Defined: | globally in fpml-enum-5-5.xsd; see XML source
Used: | at 1 location
Token60 | A type defining a token of length between 1 and 60 characters inclusive.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Defined: | globally in fpml-shared-5-5.xsd; see XML source
Used: | at 1 location
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/pretrade
Defined: | globally in fpml-enum-5-5.xsd; see XML source
Used: | at 1 location
WeatherSettlementLevelEnum |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Defined: | globally in fpml-enum-5-5.xsd; see XML source
Used: | never
WeeklyRollConventionEnum | For use with Credit Limit Check messages.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Defined: | globally in fpml-enum-5-5.xsd; see XML source
Used: | at 1 location

Element Group Summary
AdjustableDate.model |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | 2 elements
Defined: | globally in fpml-shared-5-5.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 2 locations
AgreementAndEffectiveDates.model | A model group defining agreement and effective dates.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | 3 elements
Defined: | globally in fpml-business-events-5-5.xsd; see XML source
Includes: | definitions of 3 elements
Used: | at 2 locations
AllocationContent.model |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | 5 elements
Defined: | globally in fpml-doc-5-5.xsd; see XML source
Includes: | definitions of 5 elements
Used: | at 1 location
BasketIdentifier.model | A group that specifies a name and an identifier for a given basket.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | 2 elements
Defined: | globally in fpml-asset-5-5.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/pretrade
Content: | 2 elements
Defined: | globally in fpml-asset-5-5.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 2 locations
BusinessCentersOrReference.model |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | 1 element
Defined: | globally in fpml-shared-5-5.xsd; see XML source
Includes: | definition of 1 element
Used: | at 5 locations
BuyerSeller.model |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | 4 elements
Defined: | globally in fpml-shared-5-5.xsd; see XML source
Includes: | definitions of 4 elements
Used: | at 4 locations
CalculationAgent.model |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | 2 elements
Defined: | globally in fpml-doc-5-5.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 1 location
Correlation.model | A model group defining the elements used for process correlation.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | 2 elements
Defined: | globally in fpml-msg-5-5.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/pretrade
Content: | 3 elements
Defined: | globally in fpml-msg-5-5.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/pretrade
Content: | 3 elements
Defined: | globally in fpml-msg-5-5.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/pretrade
Content: | 1 element
Defined: | globally in fpml-msg-5-5.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/pretrade
Content: | 2 elements
Defined: | globally in fpml-asset-5-5.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/pretrade
Content: | 2 elements
Defined: | globally in fpml-ird-5-5.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 1 location
Exception.model | A model group which has exception elements.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | 2 elements
Defined: | globally in fpml-msg-5-5.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 1 location
ExchangeIdentifier.model |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | 3 elements
Defined: | globally in fpml-asset-5-5.xsd; see XML source
Includes: | definitions of 3 elements
Used: | at 1 location
FeeTrade.model |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | 2 elements
Defined: | globally in fpml-business-events-5-5.xsd; see XML source
Includes: | definitions of 2 elements
Used: | never
FixedIncomeSecurityContent.model | A group that specifies Bond Content elements.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | 6 elements
Defined: | globally in fpml-asset-5-5.xsd; see XML source
Includes: | definitions of 6 elements
Used: | at 2 locations
FixedRecovery.model |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | 2 elements
Defined: | globally in fpml-cd-5-5.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 1 location
FloatingRateIndex.model |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | 2 elements
Defined: | globally in fpml-shared-5-5.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 1 location
MandatoryEarlyTermination.model |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | 2 elements
Defined: | globally in fpml-ird-5-5.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 1 location
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/pretrade
Content: | 8 elements
Defined: | globally in fpml-msg-5-5.xsd; see XML source
Includes: | definitions of 8 elements
Used: | at 4 locations
NewTrade.model |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | 2 elements
Defined: | globally in fpml-business-events-5-5.xsd; see XML source
Includes: | definitions of 2 elements
Used: | never
NovationAmounts.model |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | 7 elements
Defined: | globally in fpml-business-events-5-5.xsd; see XML source
Includes: | definition of 1 element
Used: | never
NovationAmountsOld.model |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | 6 elements
Defined: | globally in fpml-business-events-5-5.xsd; see XML source
Includes: | definitions of 6 elements
Used: | at 1 location
NovationDates.model |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | 3 elements
Defined: | globally in fpml-business-events-5-5.xsd; see XML source
Includes: | definitions of 3 elements
Used: | never
NovationRoles.model | The roles of the parties involved in the novation.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | 10 elements
Defined: | globally in fpml-business-events-5-5.xsd; see XML source
Includes: | definitions of 10 elements
Used: | never
NovationTerms.model | Documentation and other terms (such as date terms) specific to this novation event.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | 6 elements
Defined: | globally in fpml-business-events-5-5.xsd; see XML source
Includes: | definitions of 6 elements
Used: | never
OldTrade.model |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | 2 elements
Defined: | globally in fpml-business-events-5-5.xsd; see XML source
Includes: | definitions of 2 elements
Used: | never
OnBehalfOf.model |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | 1 element
Defined: | globally in fpml-shared-5-5.xsd; see XML source
Includes: | definition of 1 element
Used: | at 4 locations
OptionalEarlyTermination.model |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | 2 elements
Defined: | globally in fpml-ird-5-5.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 1 location
PartialExercise.model |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | 4 elements
Defined: | globally in fpml-shared-5-5.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/pretrade
Content: | 2 elements
Defined: | globally in fpml-shared-5-5.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 14 locations
PartyAndAccountReferences.model |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | 2 elements
Defined: | globally in fpml-shared-5-5.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 6 locations
PartyInformation.model | Information about a party for reporting purposes.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | 6 elements
Defined: | globally in fpml-shared-5-5.xsd; see XML source
Includes: | definitions of 6 elements
Used: | at 1 location
PayerReceiver.model |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | 4 elements
Defined: | globally in fpml-shared-5-5.xsd; see XML source
Includes: | definitions of 4 elements
Used: | at 9 locations
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/pretrade
Content: | 1 element
Defined: | globally in fpml-msg-5-5.xsd; see XML source
Includes: | definition of 1 element
Used: | at 1 location
PortfolioReferenceOrReportIdentification.model | Defines a model group that allows either details of a portoflio constituent or report constituent to be provided.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | 2 elements
Defined: | globally in fpml-msg-5-5.xsd; see XML source
Used: | at 1 location
Product.model |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | 3 elements
Defined: | globally in fpml-shared-5-5.xsd; see XML source
Includes: | definitions of 3 elements
Used: | at 2 locations
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/pretrade
Content: | 15 elements
Defined: | globally in fpml-asset-5-5.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/pretrade
Content: | 14 elements
Defined: | globally in fpml-asset-5-5.xsd; see XML source
Includes: | definitions of 12 elements
Used: | at 1 location
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/pretrade
Content: | 2 elements
Defined: | globally in fpml-asset-5-5.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/pretrade
Content: | 1 element
Defined: | globally in fpml-msg-5-5.xsd; see XML source
Includes: | definition of 1 element
Used: | at 1 location
RoutingExplicitDetails.model |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | 4 elements
Defined: | globally in fpml-shared-5-5.xsd; see XML source
Includes: | definitions of 4 elements
Used: | at 2 locations
RoutingIdentification.model |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | 3 elements
Defined: | globally in fpml-shared-5-5.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/pretrade
Content: | 1 element
Defined: | globally in fpml-msg-5-5.xsd; see XML source
Includes: | definition of 1 element
Used: | at 3 locations
StockLoan.model | Stock Loan Content Model
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | 4 elements
Defined: | globally in fpml-shared-5-5.xsd; see XML source
Includes: | definitions of 4 elements
Used: | never
SupervisorRegistration.model | Provides information about a regulator or other supervisory body that an organization is registered with.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | 2 elements
Defined: | globally in fpml-doc-5-5.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/pretrade
Content: | 1 element
Defined: | globally in fpml-business-events-5-5.xsd; see XML source
Includes: | definition of 1 element
Used: | at 1 location
TradeLegNotionalChange.model |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | 3 elements
Defined: | globally in fpml-business-events-5-5.xsd; see XML source
Includes: | definitions of 3 elements
Used: | at 1 location
TradeLegNumberOfOptionsChange.model |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | 3 elements
Defined: | globally in fpml-business-events-5-5.xsd; see XML source
Includes: | definitions of 3 elements
Used: | at 1 location
TradeLegNumberOfUnitsChange.model |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | 3 elements
Defined: | globally in fpml-business-events-5-5.xsd; see XML source
Includes: | definitions of 3 elements
Used: | at 1 location
TradeNotionalChange.model | DEPRECATED.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | 6 elements
Defined: | globally in fpml-business-events-5-5.xsd; see XML source
Includes: | definitions of 6 elements
Used: | never
TradeOrTradeReference.model | Choice between identification and representation of trade execution.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | 2 elements
Defined: | globally in fpml-doc-5-5.xsd; see XML source
Includes: | definitions of 2 elements
Used: | never
TradeReferenceInformation.model | Defines a model group that allows information about a trade to be represented.
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | 1 element
Defined: | globally in fpml-business-events-5-5.xsd; see XML source
Includes: | definition of 1 element
Used: | never
Validation.model |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | 1 element
Defined: | globally in fpml-doc-5-5.xsd; see XML source
Includes: | definition of 1 element
Used: | at 5 locations
VersionHistory.model |
Namespace: | http://www.fpml.org/FpML-5/pretrade
Content: | 2 elements
Defined: | globally in fpml-shared-5-5.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/pretrade
Content: | 3 attributes
Defined: | globally in fpml-doc-5-5.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.