products

Event Status messages.

A deliverable obligation characteristic.

Optional account information used to precisely define the origination and destination of financial instruments.

A reference to the party beneficiary of the account.

An account identifier.

The name by which the account is known.

Identifies the account(s) related to the party when they can be determined from the party alone, for example in a inter-book trade.

Reference to an account.

The type of account. e.g., Client, House

Indicates whether accrued interest is included (true) or not (false).

Indicates whether accrued interest is included (true) or not (false).

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).

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).

The additionalEvent element is an extension/substitution point to customize FpML and add additional events.

Specifies the events that will give rise to the payment a additional fixed payments.

For use with Credit Limit Check messages.

This element is used for representing information contained in the Additional Terms field of the 2003 Master Credit Derivatives confirm.

For use with Credit Limit Check messages.

A postal or street address.

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.

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.

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.

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.

The date on which the cash settlement amount is paid.

The date on which the cash settlement amount is paid.

The date by which the cash settlement amount must be agreed.

The date by which the cash settlement amount must be agreed.

The date once the adjustment has been performed.

The early termination date that is applicable if an early termination provision is exercised.

The early termination date that is applicable if an early termination provision is exercised.

The early termination date that is applicable if an early termination provision is exercised.

The calculation period end date, adjusted according to any relevant business day convention.

The date on which option exercise takes place.

The date on which option exercise takes place.

The date on which option exercise takes place.

The date on which the exercise fee amount is paid.

The termination date if an extendible provision is exercised.

The adjusted fixing date, i.e. the actual date the rate is observed.

The date on which the fx spot rate is observed.

The adjusted payment date.

The adjusted payment date.

The adjusted payment date.

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.

The principal exchange date.

The calculation period start date, adjusted according to any relevant business day convention.

A human-readable message providing information about the service..

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.

The fractional allocation (0.45 = 45%) of the notional and "block" fees to this particular client subaccount.

The notional allocation (amount and currency) to this particular client account.

"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.

When allocations for this trade were completely processed.

When allocations for this trade were submitted or received by this party.

Specifies whether the trade is anticipated to be allocated, has been allocated, or will not be allocated.

When allocations for this trade were most recently corrected.

The trade id of the allocated trade.

Unique ID for the allocation.

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.

The monetary quantity in currency units.

Indicates whether the not domestic currency provision is applicable.

Indicates whether the provision is applicable.

Indicates whether the specified currency provision is applicable.

Indicates whether the failure to pay provision is applicable.

Indicates whether the grace period extension provision is applicable.

Indicates whether the restructuring provision is applicable.

An identifer for a specific appoval, to allow the approval to be identified and tracked.

A container for approval states in the workflow.

A container for approval states in the workflow.

(partial approval) Specifies the fixed amount approved expressed as notional amount.

(partial approval) Specifies the fixed amount approved expressed as number of options.

(partial approval) Specifies the fixed amount approved expressed as number of units.

A pointer style reference to a party defined elsewhere in the document.

The full name or identifiying ID of the relevant approver.

A pointer style reference to a party defined elsewhere in the document.

A deliverable obligation characteristic.

A human readable document related to this transaction, for example a confirmation.

Lower bound percentage of the loss that the Tranche can endure, expressed as a decimal.

For use with pre-trade Credit Limit Check messages.

A credit event.

The party referenced is specified in the related Confirmation as Barrier Determination Agent.

Provides extra information as binary contents coded in base64.

Provides extra information as binary contents coded in base64.

DEPRECATED.

Describes a change due to change in composition of basket underlyer

A CDS basket identifier

The name of the basket expressed as a free format string.

The relative weight of each respective basket constituent, expressed in percentage.

This element contains all the terms relevant to defining the Credit Default Swap Basket.

The ultimate beneficiary of the funds.

The ultimate beneficiary of the funds.

The bank that acts for the ultimate beneficiary of the funds in receiving payments.

The bank that acts for the ultimate beneficiary of the funds in receiving payments.

Link to the party acting as beneficiary.

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.

The dates the define the Bermuda option exercise dates and the expiration date.

The trade id of the block trade.

Identifies the underlying asset when it is a series or a class of bonds.

Reference to a bond underlyer to represent an asset swap or Condition Precedent Bond.

Specifies the deails for a broker confirm.

The type of broker confirmation executed between the parties.

Identifies that party (or parties) that brokered this trade.

A city or other business center.

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.

A range of contiguous business days.

The convention for adjusting a date if it would otherwise fall on a day that is not a business day.

The convention for adjusting a date if it would otherwise fall on a day that is not a business day.

The convention for adjusting a date if it would otherwise fall on a day that is not a business day.

Override business date convention.

The convention for adjusting a date if it would otherwise fall on a day that is not a business day.

A number of business days.

A number of business days.

An explicit indication that a number of business days are not specified and therefore ISDA fallback provisions should apply.

The number of business days between successive valuation dates when multiple valuation dates are applicable for cash settlement.

Optional organization unit information used to describe the organization units (e.g. trading desks) involved in a transaction or business process .

An identifier used to uniquely identify organization unit

The unit for which the indvidual works.

The unit that is related to this.

The buyer of the option

A reference to the account that buys this instrument.

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.

A reference to the party that buys this instrument, ie. pays for this instrument and receives the rights defined by it.

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.

The parameters used in the calculation of fixed or floaring rate calculation period amounts.

The ISDA calculation agent responsible for performing duties as defined in the applicable product definitions.

The ISDA Calculation Agent responsible for performing duties associated with an optional early termination.

The ISDA Calculation Agent responsible for performing duties associated with an optional early termination.

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.

The calculation agent will decide the rate.

The ISDA calculation agent responsible for performing duties as defined in the applicable product definitions.

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.

The notional amount of protection coverage.

The parameters used in the calculation of a fixed or floating rate calculation period amount.

The calculation period amount parameters.

The calculation periods dates schedule.

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.

A set of href pointers to calculation period dates defined somewhere else in the document.

A pointer style reference to the associated calculation period dates component defined elsewhere in the document.

A pointer style reference to the associated calculation period dates component defined elsewhere in the document.

A pointer style reference to the associated calculation period dates component defined elsewhere in the document.

For use with Credit Limit Check messages.

The frequency at which calculation period end dates occur with the regular part of the calculation period schedule and their roll date convention.

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.

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.

For use with Credit Limit Check messages.

The adjusted dates associated with a cancelable provision.

The adjusted dates for an individual cancellation date.

The cap rate, if any, which applies to the floating rate for the calculation period.

Identifies a simple underlying asset type that is a cash payment.

For use with pretrade Credit Limit Check messages.

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.

For cash flows, the type of the cash flows.

An ISDA defined cash settlement method used for the determination of the applicable cash settlement amount.

An ISDA defined cash settlement method used for the determination of the applicable cash settlement amount.

If specified, this means that cash settlement is applicable to the transaction and defines the parameters associated with the cash settlement prodcedure.

If specified, this means that cash settlement is applicable to the transaction and defines the parameters associated with the cash settlement prodcedure.

The amount paid by the seller to the buyer for cash settlement on the cash settlement date.

The number of business days used in the determination of the cash settlement payment date.

The currency in which the cash settlement amount will be calculated and settled.

The currency, or currencies, in which the cash settlement amount(s) will be calculated and settled.

An obligation and deliverable obligation characteristic.

The date on which the cash settlement amount will be paid, subject to adjustment in accordance with any applicable business day convention.

A container for a set of reference institutions.

A container for a set of reference institutions.

A container for a set of reference institutions.

This element contains all the ISDA terms relevant to cash settlement for when cash settlement is applicable.

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.

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.