fpml-cd-5-5.xsd
All Elements (168)
acceleratedOrMatured
accruedInterest
(in
cashSettlementTerms
)
accruedInterest
(in
deliverableObligations
)
additionalFixedPayments
additionalTerm
adjustablePaymentDate
adjustedPaymentDate
(in
adjustedPaymentDates
)
adjustedPaymentDate
(in
singlePayment
)
adjustedPaymentDates
allGuarantees
applicable
(defined in
NotDomesticCurrency
complexType)
applicable
(defined in
PCDeliverableObligationCharac
complexType)
applicable
(defined in
SpecifiedCurrency
complexType)
assignableLoan
attachmentPoint
basketReferenceInformation
businessDays
(defined in
SingleValuationDate
complexType)
businessDays
(in
physicalSettlementPeriod
)
businessDaysNotSpecified
businessDaysThereafter
buyerConvention
calculationAmount
(in
fixedAmountCalculation
)
calculationAmount
(in
protectionTerms
)
cashSettlementAmount
cashSettlementBusinessDays
cashSettlementOnly
cashSettlementTerms
category
(in
deliverableObligations
)
category
(in
obligations
)
compounding
consentRequiredLoan
constituentWeight
continuity
creditDefaultSwap
creditEvents
currency
(defined in
NotDomesticCurrency
complexType)
currency
(defined in
SpecifiedCurrency
complexType)
dateAdjustments
(in
generalTerms
)
dayCountFraction
(in
fixedAmountCalculation
)
dealer
deliverableObligations
deliveryOfCommitments
designatedPriority
directLoanParticipation
effectiveDate
(in
generalTerms
)
entityType
escrow
excluded
(in
deliverableObligations
)
excluded
(in
obligations
)
excludedReferenceEntity
exhaustionPoint
failureToPayPrincipal
(in
floatingAmountEvents
)
feeLeg
firstPaymentDate
(in
periodicPayment
)
firstPeriodStartDate
(in
periodicPayment
)
fixedAmount
(in
periodicPayment
)
fixedAmount
(in
singlePayment
)
fixedAmountCalculation
fixedRate
(in
fixedAmountCalculation
)
fixedSettlement
floatingAmountEvents
floatingAmountProvisions
fullFaithAndCreditObLiability
(in
deliverableObligations
)
fullFaithAndCreditObLiability
(in
obligations
)
generalFundObligationLiability
(in
deliverableObligations
)
generalFundObligationLiability
(in
obligations
)
generalTerms
guarantor
guarantorReference
impliedWritedown
(in
floatingAmountEvents
)
incurredRecoveryApplicable
indexAnnexDate
indexAnnexSource
indexAnnexVersion
indexId
indexName
indexReferenceInformation
indexSeries
indirectLoanParticipation
initialPoints
interestShortfall
interestShortfallCap
interestShortfallReimbursement
lastRegularPaymentDate
(in
periodicPayment
)
listed
(in
deliverableObligations
)
listed
(in
obligations
)
marketFixedRate
matrixSource
maximumBusinessDays
maximumMaturity
minimumQuotationAmount
modifiedEquityDelivery
mthToDefault
multipleValuationDates
noReferenceObligation
(in
referenceInformation
)
noReferenceObligation
(in
referencePair
)
notBearer
notContingent
(in
deliverableObligations
)
notContingent
(in
obligations
)
notDomesticCurrency
(in
deliverableObligations
)
notDomesticCurrency
(in
obligations
)
notDomesticIssuance
(in
deliverableObligations
)
notDomesticIssuance
(in
obligations
)
notDomesticLaw
(in
deliverableObligations
)
notDomesticLaw
(in
obligations
)
notSovereignLender
(in
deliverableObligations
)
notSovereignLender
(in
obligations
)
notSubordinated
(in
deliverableObligations
)
notSubordinated
(in
obligations
)
nthToDefault
numberValuationDates
obligations
othReferenceEntityObligations
(in
deliverableObligations
)
othReferenceEntityObligations
(in
obligations
)
partialCashSettlement
paymentAmount
(in
adjustedPaymentDates
)
paymentDelay
paymentFrequency
(in
periodicPayment
)
periodicPayment
physicalSettlementPeriod
physicalSettlementTerms
primaryObligor
primaryObligorReference
principalShortfallReimbursement
protectionTerms
protectionTermsReference
publicationDate
(in
settledEntityMatrix
)
qualifyingParticipationSeller
quotationAmount
quotationMethod
quotationStyle
rateSource
(in
interestShortfall
)
recoveryFactor
referenceEntity
(in
referenceInformation
)
referenceEntity
(in
referencePair
)
referenceInformation
referenceObligation
(in
referenceInformation
)
referenceObligation
(in
referencePair
)
referencePair
referencePolicy
referencePool
referencePoolItem
referencePrice
revenueObligationLiability
(in
deliverableObligations
)
revenueObligationLiability
(in
obligations
)
rollConvention
(in
periodicPayment
)
scheduledTerminationDate
securedList
settledEntityMatrix
settlementTermsReference
singlePayment
singleValuationDate
sixtyBusinessDaySettlementCap
specifiedCurrency
(in
deliverableObligations
)
specifiedCurrency
(in
obligations
)
step
(in
calculationAmount
in
fixedAmountCalculation
)
stepUpProvision
substitution
tranche
(in
basketReferenceInformation
)
tranche
(in
indexReferenceInformation
)
transferable
unknownReferenceObligation
valuationDate
(in
cashSettlementTerms
)
valuationMethod
valuationTime
WACCapInterestProvision
writedown
(in
floatingAmountEvents
)
writedownReimbursement
Complex Types (44)
AdditionalFixedPayments
AdditionalTerm
AdjustedPaymentDates
BasketReferenceInformation
CalculationAmount
CashSettlementTerms
CreditDefaultSwap
DeliverableObligations
EntityType
FeeLeg
FixedAmountCalculation
FixedRate
FixedRateReference
FloatingAmountEvents
FloatingAmountProvisions
GeneralTerms
IndexAnnexSource
IndexId
IndexName
IndexReferenceInformation
InterestShortFall
LoanParticipation
MatrixSource
MultipleValuationDates
NotDomesticCurrency
Obligations
PCDeliverableObligationCharac
PeriodicPayment
PhysicalSettlementPeriod
PhysicalSettlementTerms
ProtectionTerms
ProtectionTermsReference
ReferenceInformation
ReferenceObligation
ReferencePair
ReferencePool
ReferencePoolItem
SettledEntityMatrix
SettlementTermsReference
SinglePayment
SingleValuationDate
SpecifiedCurrency
Tranche
ValuationDate
Element Groups (1)
FixedRecovery.model