fpml-fx-5-5.xsd
All Elements (179)
additionalPayment (in fxFlexibleForward)
americanExercise (in fxDigitalOption)
americanExercise (in fxOption)
applicableTerms
asian (in features in fxOption)
averageRateWeightingFactor
barrier (in features in fxOption)
barrier (in features in fxOption)
barrierType
baseCurrency (in disruption)
businessCenters (in executionPeriodDates)
calculationAgentDetermination
calculationPeriodFrequency (in observationSchedule)
callCurrency
callCurrencyAmount
cashSettlement (in fxOption)
commencementDate (defined in FxDigitalAmericanExercise complexType)
crossRate (in exchangeRate defined in FxCoreDetails.model group)
currency (in dualCurrency)
currency (in nonDeliverableSubstitute)
currency1ValueDate
currency2ValueDate
cutName (defined in FxDigitalAmericanExercise complexType)
cutName (defined in FxEuropeanExercise complexType)
date (defined in FxBusinessCenterDateTime complexType)
date (in rateObservation in asian in features in fxOption)
dayCountFraction (in termDeposit)
dealtCurrency
direction (defined in FxBarrierFeature complexType)
direction (in touch)
disruption
dualCurrency
dualExchangeRate
earliestExecutionTime
effectiveDate (in fxDigitalOption)
effectiveDate (in fxOption)
endDate (defined in ObservationSchedule complexType)
endDate (in observationSchedule)
europeanExercise (in fxDigitalOption)
europeanExercise (in fxOption)
events
exchangedCurrency1
exchangedCurrency2
exchangeRate (defined in FxCoreDetails.model group)
exchangeRestrictions
executionPeriodDates
exerciseProcedure (in fxDigitalOption)
exerciseProcedure (in fxOption)
expiryDate (defined in FxDigitalAmericanExercise complexType)
expiryDate (defined in FxEuropeanExercise complexType)
expiryDate (in executionPeriodDates)
expiryTime (defined in FxDigitalAmericanExercise complexType)
expiryTime (defined in FxEuropeanExercise complexType)
fallbackReferencePrice
fallbacks
farLeg
features (in fxOption)
features (in termDeposit)
finalSettlementDate
fixedRate (in termDeposit)
fixingDate (in dualCurrency)
fixingTime (in asian in features in fxOption)
fixingTime (in dualCurrency)
forwardPoints (defined in CrossRate complexType)
forwardPoints (in exchangeRate defined in FxCoreDetails.model group)
forwardRate
fxDigitalOption
fxDisruptionEvent
fxDisruptionFallback
fxFlexibleForward
fxOption
fxSingleLeg
fxSwap
informationSource (defined in FxBarrierFeature complexType)
informationSource (in touch)
informationSource (in trigger in fxDigitalOption)
interest (in termDeposit)
interestAtRisk
latestExecutionTime
latestValueDate
maturityDate
maximumExclusive
maximumInclusive
maximumNotionalAmount (in multipleExercise in americanExercise in fxOption)
maximumNumberOfDays
minimumExclusive
minimumExecutionAmount
minimumInclusive
minimumNotionalAmount (in multipleExercise in americanExercise in fxOption)
multipleExercise (in americanExercise in fxOption)
nearLeg
noFaultTermination
nonDeliverableSettlement (defined in FxCoreDetails.model group)
nonDeliverableSubstitute
notionalAmount (in fxFlexibleForward)
observationEndDate (defined in FxBarrierFeature complexType)
observationEndDate (in touch)
observationEndTime (defined in FxBarrierFeature complexType)
observationEndTime (in touch)
observationPeriodFrequency
observationPoint (defined in FxBarrierFeature complexType)
observationPoint (in touch)
observationSchedule
observationStartDate (defined in FxBarrierFeature complexType)
observationStartDate (in touch)
observationStartTime (defined in FxBarrierFeature complexType)
observationStartTime (in touch)
payment (in termDeposit)
payout
payoutFormula
payoutStyle
percentage
pointValue (in exchangeRate defined in FxCoreDetails.model group)
precision (in asian in features in fxOption)
premium (in fxDigitalOption)
premium (in fxOption)
priceMateriality
priceSourceDisruption
primaryRateSource (defined in PrioritizedRateSource.model group)
primaryRateSource (in asian in features in fxOption)
principal (in termDeposit)
provisions
putCurrency
putCurrencyAmount
quote (defined in FxOptionPremium complexType)
quoteBasis (in quote defined in FxOptionPremium complexType)
quotedCurrencyPair (defined in FxBarrierFeature complexType)
quotedCurrencyPair (in exchangeRate defined in FxCoreDetails.model group)
quotedCurrencyPair (in touch)
quotedCurrencyPair (in trigger in fxDigitalOption)
rate (defined in CrossRate complexType)
rate (in exchangeRate defined in FxCoreDetails.model group)
rate (in forwardRate)
rate (in rateObservation in asian in features in fxOption)
rate (in strike in dualCurrency)
rate (in strike in fxOption)
rateObservation (in asian in features in fxOption)
rateObservationQuoteBasis
referenceCurrency (in disruption)
secondaryRateSource (defined in PrioritizedRateSource.model group)
secondaryRateSource (in asian in features in fxOption)
settlementDateOffset
settlementInformation (defined in FxOptionPremium complexType)
settlementInformation (in payout)
settlementPostponement
soldAs
spotRate (defined in CrossRate complexType)
spotRate (in dualCurrency)
spotRate (in exchangeRate defined in FxCoreDetails.model group)
spotRate (in forwardRate)
spotRate (in fxOption)
spotRate (in touch)
spotRate (in trigger in fxDigitalOption)
startDate (defined in ObservationSchedule complexType)
startDate (in executionPeriodDates)
startDate (in observationSchedule)
startDate (in termDeposit)
strike (in dualCurrency)
strike (in fxOption)
strikeQuoteBasis (in strike in dualCurrency)
strikeQuoteBasis (in strike in fxOption)
tenorName
tenorPeriod (defined in FxTenor.model group)
tenorPeriod (in fxDigitalOption)
tenorPeriod (in fxOption)
termDeposit
time (defined in FxBusinessCenterDateTime complexType)
touch
touchCondition
tradeIdentifierReference (defined in FxSwapLeg complexType)
trigger (in fxDigitalOption)
triggerCondition
triggerRate (defined in FxBarrierFeature complexType)
triggerRate (in touch)
triggerRate (in trigger in fxDigitalOption)
valuationPostponement
value (in quote defined in FxOptionPremium complexType)
valueDate (defined in FxCoreDetails.model group)
valueDate (defined in FxEuropeanExercise complexType)
Complex Types (46)
CrossRate
CutName
DualCurrencyFeature
DualCurrencyStrikePrice
ExchangeRate
FxAmericanExercise
FxAsianFeature
FxAverageRateObservation
FxAverageRateObservationSchedule
FxBarrierFeature
FxBusinessCenterDateTime
FxDigitalAmericanExercise
FxDigitalOption
FxDisruption
FxDisruptionEvent
FxDisruptionEvents
FxDisruptionFallback
FxDisruptionFallbacks
FxDisruptionProvisions
FxEuropeanExercise
FxFallbackReferencePrice
FxFlexibleForward
FxFlexibleForwardExecutionPeriod
FxFlexibleForwardRate
FxMultipleExercise
FxOption
FxOptionFeatures
FxOptionPayout
FxOptionPremium
FxSingleLeg
FxStrikePrice
FxSwap
FxSwapLeg
FxTemplateTerms
FxTouch
FxTrigger
LowerBound
MoneyReference
NonDeliverableSubstitute
ObservationSchedule
Postponement
PremiumQuote
PriceMateriality
TermDeposit
TermDepositFeatures
UpperBound
Simple Types (1)
PointValue
Element Groups (5)
FxCoreDetails.model
FxRateObservation.model
FxTenor.model
PrioritizedRateSource.model
PutCallCurrency.model