Namespace "http://www.fpml.org/FpML-5/transparency"
Targeting Schemas (23):
fpml-asset-5-7.xsd, fpml-bond-option-5-7.xsd, fpml-business-events-5-7.xsd, fpml-cd-5-7.xsd, fpml-com-5-7.xsd, fpml-correlation-swaps-5-7.xsd, fpml-credit-event-notification-5-7.xsd, fpml-dividend-swaps-5-7.xsd, fpml-doc-5-7.xsd, fpml-enum-5-7.xsd, fpml-eq-shared-5-7.xsd, fpml-eqd-5-7.xsd, fpml-fx-5-7.xsd, fpml-generic-5-7.xsd, fpml-ird-5-7.xsd, fpml-main-5-7.xsd, fpml-msg-5-7.xsd, fpml-option-shared-5-7.xsd, fpml-return-swaps-5-7.xsd, fpml-shared-5-7.xsd, fpml-standard-5-7.xsd, fpml-transparency-processes-5-7.xsd, fpml-variance-swaps-5-7.xsd
Targeting Components:
elements (97 global + 1383 local), complexTypes (682), simpleTypes (97), element groups (101), attribute groups (1)
Schema Summary
fpml-asset-5-7.xsd
Target Namespace:
Version:
$Revision: 10770 $
Defined Components:
elements (14 global + 128 local), complexTypes (54), element groups (11)
Default Namespace-Qualified Form:
Local Elements: qualified; Local Attributes: unqualified
Schema Location:
W:\Documents\Tradeheader\trunk\trunk\xml\transparency\fpml-asset-5-7.xsd; see XML source
Includes Schemas (1):
Included in Schemas (6):
fpml-bond-option-5-7.xsd
Target Namespace:
Version:
$Revision: 10751 $
Defined Components:
elements (1 global + 9 local), complexTypes (5)
Default Namespace-Qualified Form:
Local Elements: qualified; Local Attributes: unqualified
Schema Location:
W:\Documents\Tradeheader\trunk\trunk\xml\transparency\fpml-bond-option-5-7.xsd; see XML source
Includes Schemas (1):
Included in Schemas (1):
fpml-business-events-5-7.xsd
Target Namespace:
Version:
$Revision: 10803 $
Defined Components:
elements (5 global + 76 local), complexTypes (22), element groups (18)
Default Namespace-Qualified Form:
Local Elements: qualified; Local Attributes: unqualified
Schema Location:
W:\Documents\Tradeheader\trunk\trunk\xml\transparency\fpml-business-events-5-7.xsd; see XML source
Includes Schemas (3):
Included in Schemas (1):
fpml-cd-5-7.xsd
Target Namespace:
Version:
$Revision: 10781 $
Defined Components:
elements (2 global + 51 local), complexTypes (25)
Default Namespace-Qualified Form:
Local Elements: qualified; Local Attributes: unqualified
Schema Location:
W:\Documents\Tradeheader\trunk\trunk\xml\transparency\fpml-cd-5-7.xsd; see XML source
Includes Schemas (1):
Included in Schemas (1):
fpml-com-5-7.xsd
Target Namespace:
Version:
$Revision: 10780 $
Defined Components:
elements (17 global + 217 local), complexTypes (110), element groups (21)
Default Namespace-Qualified Form:
Local Elements: qualified; Local Attributes: unqualified
Schema Location:
W:\Documents\Tradeheader\trunk\trunk\xml\transparency\fpml-com-5-7.xsd; see XML source
Includes Schemas (1):
Included in Schemas (3):
fpml-correlation-swaps-5-7.xsd
Target Namespace:
Version:
$Revision: 10751 $
Defined Components:
elements (1 global + 3 local), complexTypes (3)
Default Namespace-Qualified Form:
Local Elements: qualified; Local Attributes: unqualified
Schema Location:
W:\Documents\Tradeheader\trunk\trunk\xml\transparency\fpml-correlation-swaps-5-7.xsd; see XML source
Includes Schemas (1):
Included in Schemas (1):
fpml-credit-event-notification-5-7.xsd
Credit Event Notification message.
Target Namespace:
Version:
$Revision: 10770 $
Defined Components:
elements (12 global + 12 local), complexTypes (11)
Default Namespace-Qualified Form:
Local Elements: qualified; Local Attributes: unqualified
Schema Location:
W:\Documents\Tradeheader\trunk\trunk\xml\transparency\fpml-credit-event-notification-5-7.xsd; see XML source
Includes Schemas (1):
Included in Schemas (1):
fpml-dividend-swaps-5-7.xsd
Target Namespace:
Version:
$Revision: 10780 $
Defined Components:
elements (2 global + 13 local), complexTypes (6)
Default Namespace-Qualified Form:
Local Elements: qualified; Local Attributes: unqualified
Schema Location:
W:\Documents\Tradeheader\trunk\trunk\xml\transparency\fpml-dividend-swaps-5-7.xsd; see XML source
Includes Schemas (2):
Included in Schemas (1):
fpml-doc-5-7.xsd
Target Namespace:
Version:
$Revision: 10804 $
Defined Components:
elements (119 local), complexTypes (52), element groups (6), attribute groups (1)
Default Namespace-Qualified Form:
Local Elements: qualified; Local Attributes: unqualified
Schema Location:
W:\Documents\Tradeheader\trunk\trunk\xml\transparency\fpml-doc-5-7.xsd; see XML source
Includes Schemas (1):
Included in Schemas (1):
fpml-enum-5-7.xsd
Target Namespace:
Version:
$Revision: 10807 $
Defined Components:
Default Namespace-Qualified Form:
Local Elements: qualified; Local Attributes: unqualified
Schema Location:
W:\Documents\Tradeheader\trunk\trunk\xml\transparency\fpml-enum-5-7.xsd; see XML source
Included in Schemas (1):
fpml-eq-shared-5-7.xsd
Target Namespace:
Version:
$Revision: 10751 $
Defined Components:
elements (4 global + 126 local), complexTypes (42), element groups (4)
Default Namespace-Qualified Form:
Local Elements: qualified; Local Attributes: unqualified
Schema Location:
W:\Documents\Tradeheader\trunk\trunk\xml\transparency\fpml-eq-shared-5-7.xsd; see XML source
Includes Schemas (1):
Included in Schemas (4):
fpml-eqd-5-7.xsd
Target Namespace:
Version:
$Revision: 10751 $
Defined Components:
elements (2 global + 34 local), complexTypes (11), element groups (1)
Default Namespace-Qualified Form:
Local Elements: qualified; Local Attributes: unqualified
Schema Location:
W:\Documents\Tradeheader\trunk\trunk\xml\transparency\fpml-eqd-5-7.xsd; see XML source
Includes Schemas (1):
Included in Schemas (3):
fpml-fx-5-7.xsd
Target Namespace:
Version:
$Revision: 10751 $
Defined Components:
elements (5 global + 84 local), complexTypes (24), simpleTypes (1), element groups (3)
Default Namespace-Qualified Form:
Local Elements: qualified; Local Attributes: unqualified
Schema Location:
W:\Documents\Tradeheader\trunk\trunk\xml\transparency\fpml-fx-5-7.xsd; see XML source
Includes Schemas (1):
Included in Schemas (2):
fpml-generic-5-7.xsd
Generic products - for use in Transparency reporting to define a product that represents an OTC derivative transaction whose economics are not fully described using an FpML schema.
Target Namespace:
Version:
$Revision: 10780 $
Defined Components:
elements (2 global + 48 local), complexTypes (13), element groups (3)
Default Namespace-Qualified Form:
Local Elements: qualified; Local Attributes: unqualified
Schema Location:
W:\Documents\Tradeheader\trunk\trunk\xml\transparency\fpml-generic-5-7.xsd; see XML source
Includes Schemas (5):
Included in Schemas (1):
fpml-ird-5-7.xsd
Target Namespace:
Version:
$Revision: 10776 $
Defined Components:
elements (7 global + 69 local), complexTypes (26), element groups (3)
Default Namespace-Qualified Form:
Local Elements: qualified; Local Attributes: unqualified
Schema Location:
W:\Documents\Tradeheader\trunk\trunk\xml\transparency\fpml-ird-5-7.xsd; see XML source
Includes Schemas (1):
Included in Schemas (1):
fpml-main-5-7.xsd
products
Target Namespace:
Version:
$Revision: 10770 $
Defined Components:
elements (1 global)
Default Namespace-Qualified Form:
Local Elements: qualified; Local Attributes: unqualified
Schema Location:
W:\Documents\Tradeheader\trunk\trunk\xml\transparency\fpml-main-5-7.xsd; see XML source
Includes Schemas (14):
fpml-msg-5-7.xsd
Event Status messages.
Target Namespace:
Version:
$Revision: 10751 $
Defined Components:
elements (9 global + 63 local), complexTypes (44), element groups (10)
Default Namespace-Qualified Form:
Local Elements: qualified; Local Attributes: unqualified
Schema Location:
W:\Documents\Tradeheader\trunk\trunk\xml\transparency\fpml-msg-5-7.xsd; see XML source
Imports Schemas (1):
Includes Schemas (1):
Included in Schemas (2):
fpml-option-shared-5-7.xsd
Target Namespace:
Version:
$Revision: 10782 $
Defined Components:
elements (29 local), complexTypes (15), element groups (2)
Default Namespace-Qualified Form:
Local Elements: qualified; Local Attributes: unqualified
Schema Location:
W:\Documents\Tradeheader\trunk\trunk\xml\transparency\fpml-option-shared-5-7.xsd; see XML source
Includes Schemas (1):
Included in Schemas (5):
fpml-return-swaps-5-7.xsd
Target Namespace:
Version:
$Revision: 10751 $
Defined Components:
elements (1 global), complexTypes (1)
Default Namespace-Qualified Form:
Local Elements: qualified; Local Attributes: unqualified
Schema Location:
W:\Documents\Tradeheader\trunk\trunk\xml\transparency\fpml-return-swaps-5-7.xsd; see XML source
Includes Schemas (1):
Included in Schemas (1):
fpml-shared-5-7.xsd
Target Namespace:
Version:
$Revision: 10808 $
Defined Components:
elements (5 global + 288 local), complexTypes (210), simpleTypes (8), element groups (19)
Default Namespace-Qualified Form:
Local Elements: qualified; Local Attributes: unqualified
Schema Location:
W:\Documents\Tradeheader\trunk\trunk\xml\transparency\fpml-shared-5-7.xsd; see XML source
Includes Schemas (1):
Included in Schemas (4):
fpml-standard-5-7.xsd
Standard products - for use in Transparency reporting to define a product that represents a standardized OTC derivative transaction whose economics do not need to be fully described using an FpML schema because they are implied by the product ID.
Target Namespace:
Version:
$Revision: 7614 $
Defined Components:
elements (1 global + 2 local), complexTypes (1)
Default Namespace-Qualified Form:
Local Elements: qualified; Local Attributes: unqualified
Schema Location:
W:\Documents\Tradeheader\trunk\trunk\xml\transparency\fpml-standard-5-7.xsd; see XML source
Includes Schemas (2):
Included in Schemas (1):
fpml-transparency-processes-5-7.xsd
Target Namespace:
Version:
$Revision: 7629 $
Defined Components:
elements (4 global + 3 local), complexTypes (2)
Default Namespace-Qualified Form:
Local Elements: qualified; Local Attributes: unqualified
Schema Location:
W:\Documents\Tradeheader\trunk\trunk\xml\transparency\fpml-transparency-processes-5-7.xsd; see XML source
Includes Schemas (1):
Included in Schemas (1):
fpml-variance-swaps-5-7.xsd
Target Namespace:
Version:
$Revision: 10780 $
Defined Components:
elements (2 global + 9 local), complexTypes (5)
Default Namespace-Qualified Form:
Local Elements: qualified; Local Attributes: unqualified
Schema Location:
W:\Documents\Tradeheader\trunk\trunk\xml\transparency\fpml-variance-swaps-5-7.xsd; see XML source
Includes Schemas (1):
Included in Schemas (1):
All Element Summary
abandonmentOfScheme
Applies to U.S.
Type:
EnvironmentalAbandonmentOfSchemeEnum
Content:
simple
Defined:
locally within EnvironmentalPhysicalLeg complexType in fpml-com-5-7.xsd; see XML source
account
Optional account information used to precisely define the origination and destination of financial instruments.
Type:
Account
Content:
complex, 1 attribute, 5 elements
Defined:
locally within PartiesAndAccounts.model group in fpml-shared-5-7.xsd; see XML source
accountBeneficiary
A reference to the party beneficiary of the account.
Type:
PartyReference
Content:
empty, 1 attribute
Defined:
locally within Account complexType in fpml-shared-5-7.xsd; see XML source
accountId
An account identifier.
Type:
AccountId
Content:
simple, 1 attribute
Defined:
locally within Account complexType in fpml-shared-5-7.xsd; see XML source
accountName
The name by which the account is known.
Type:
AccountName
Content:
simple, 1 attribute
Defined:
locally within Account complexType in fpml-shared-5-7.xsd; see XML source
accountReference
Identifies the account(s) related to the party when they can be determined from the party alone, for example in a inter-book trade.
Type:
AccountReference
Content:
empty, 1 attribute
Defined:
locally within OnBehalfOf complexType in fpml-shared-5-7.xsd; see XML source
accountType
The type of account. e.g., Client, House
Type:
AccountType
Content:
simple, 1 attribute
Defined:
locally within Account complexType in fpml-shared-5-7.xsd; see XML source
accruedInterest
Accrued interest on the dividend or coupon payment.
Type:
Money
Content:
complex, 1 attribute, 2 elements
Defined:
locally within PendingPayment complexType in fpml-asset-5-7.xsd; see XML source
accruedInterestPrice
Specifies the accrued interest that are part of the dirty price in the case of a fixed income security or a convertible bond.
Type:
xsd:decimal
Content:
simple
Defined:
locally within EquityPrice.model group in fpml-asset-5-7.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).
Type:
AdditionalData
Content:
complex, 5 elements
Defined:
locally within Exception.model group in fpml-msg-5-7.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).
Type:
AdditionalData
Content:
complex, 5 elements
Defined:
locally within Reason complexType in fpml-msg-5-7.xsd; see XML source
additionalEvent
The additionalEvent element is an extension/substitution point to customize FpML and add additional events.
Type:
AdditionalEvent
Content:
complex, 1 element
Abstract:
(may not be used directly in instance XML documents)
Defined:
globally in fpml-business-events-5-7.xsd; see XML source
Used:
never
additionalPayment (defined in ReturnSwapBase complexType)
Specifies additional payment(s) between the principal parties to the trade.
Type:
ReturnSwapAdditionalPayment
Content:
complex, 1 attribute, 3 elements
Defined:
locally within ReturnSwapBase complexType in fpml-eq-shared-5-7.xsd; see XML source
additionalPayment (defined in Swap complexType)
Additional payments between the principal parties.
Type:
Payment
Content:
complex, 2 attributes, 3 elements
Defined:
locally within Swap complexType in fpml-ird-5-7.xsd; see XML source
additionalPayment (in capFloor)
Additional payments between the principal parties.
Type:
Payment
Content:
complex, 2 attributes, 3 elements
Defined:
locally within CapFloor complexType in fpml-ird-5-7.xsd; see XML source
additionalPayment (in correlationSwap)
Specifies additional payment(s) between the principal parties to the netted swap.
Type:
ClassifiedPayment
Content:
complex, 1 attribute, 2 elements
Defined:
locally within NettedSwapBase complexType in fpml-eq-shared-5-7.xsd; see XML source
additionalPayment (in fra)
Additional payments between the principal parties (i.e. the parties referenced as the FRA buyer and seller).
Type:
Payment
Content:
complex, 2 attributes, 3 elements
Defined:
locally within Fra complexType in fpml-ird-5-7.xsd; see XML source
additionalPayment (in fxFlexibleForward)
Fee paid by the client at inception (analagous to an option premium).
Type:
Payment
Content:
complex, 2 attributes, 3 elements
Defined:
locally within FxFlexibleForward complexType in fpml-fx-5-7.xsd; see XML source
additionalPaymentAmount
Specifies the amount of the fee along with, when applicable, the formula that supports its determination.
Type:
AdditionalPaymentAmount
Content:
complex, 2 elements
Defined:
locally within ReturnSwapAdditionalPayment complexType in fpml-eq-shared-5-7.xsd; see XML source
additionalPaymentDate
Specifies the value date of the fee payment/receipt.
Type:
AdjustableOrRelativeDate
Content:
complex, 1 attribute, 2 elements
Defined:
locally within ReturnSwapAdditionalPayment complexType in fpml-eq-shared-5-7.xsd; see XML source
address
A postal or street address.
Type:
Address
Content:
complex, 5 elements
Defined:
locally within ContactInformation complexType in fpml-shared-5-7.xsd; see XML source
adjustableDate (defined in AdjustableOrRelativeDate complexType)
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.
Type:
AdjustableDate
Content:
complex, 1 attribute, 1 element
Defined:
locally within AdjustableOrRelativeDate complexType in fpml-shared-5-7.xsd; see XML source
adjustableDate (in startingDate)
Date from which early termination clause can be exercised.
Type:
AdjustableDate
Content:
complex, 1 attribute, 1 element
Defined:
locally within StartingDate complexType in fpml-eq-shared-5-7.xsd; see XML source
adjustableDate (in valuationDate defined in EquityValuation complexType)
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.
Type:
AdjustableDate
Content:
complex, 1 attribute, 1 element
Defined:
locally within AdjustableDateOrRelativeDateSequence complexType in fpml-eq-shared-5-7.xsd; see XML source
adjustableDates (defined in AdjustableDatesOrRelativeDateOffset complexType)
A series of adjustable dates
Type:
AdjustableDates
Content:
complex, 1 attribute, 1 element
Defined:
locally within AdjustableDatesOrRelativeDateOffset complexType in fpml-shared-5-7.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.
Type:
AdjustableDates
Content:
complex, 1 attribute, 1 element
Defined:
locally within AdjustableOrRelativeDates complexType in fpml-shared-5-7.xsd; see XML source
adjustableDates (defined in AdjustableRelativeOrPeriodicDates 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.
Type:
AdjustableDates
Content:
complex, 1 attribute, 1 element
Defined:
locally within AdjustableRelativeOrPeriodicDates complexType in fpml-shared-5-7.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.
Type:
xsd:date
Content:
simple
Defined:
locally within SinglePayment complexType in fpml-cd-5-7.xsd; see XML source
adjustedCashSettlementPaymentDate (defined in ExerciseEvent complexType)
The date on which the cash settlement amount is paid.
Type:
xsd:date
Content:
simple
Defined:
locally within ExerciseEvent complexType in fpml-ird-5-7.xsd; see XML source
adjustedCashSettlementPaymentDate (defined in MandatoryEarlyTerminationAdjustedDates complexType)
The date on which the cash settlement amount is paid.
Type:
xsd:date
Content:
simple
Defined:
locally within MandatoryEarlyTerminationAdjustedDates complexType in fpml-ird-5-7.xsd; see XML source
adjustedCashSettlementValuationDate (defined in ExerciseEvent complexType)
The date by which the cash settlement amount must be agreed.
Type:
xsd:date
Content:
simple
Defined:
locally within ExerciseEvent complexType in fpml-ird-5-7.xsd; see XML source
adjustedCashSettlementValuationDate (defined in MandatoryEarlyTerminationAdjustedDates complexType)
The date by which the cash settlement amount must be agreed.
Type:
xsd:date
Content:
simple
Defined:
locally within MandatoryEarlyTerminationAdjustedDates complexType in fpml-ird-5-7.xsd; see XML source
adjustedEarlyTerminationDate
The early termination date that is applicable if an early termination provision is exercised.
Type:
xsd:date
Content:
simple
Defined:
locally within MandatoryEarlyTerminationAdjustedDates complexType in fpml-ird-5-7.xsd; see XML source
adjustedEffectiveDate
The start date of the calculation period.
Type:
RequiredIdentifierDate
Content:
simple, 1 attribute
Defined:
locally within Fra complexType in fpml-ird-5-7.xsd; see XML source
adjustedExerciseDate (defined in ExerciseEvent complexType)
The date on which option exercise takes place.
Type:
xsd:date
Content:
simple
Defined:
locally within ExerciseEvent complexType in fpml-ird-5-7.xsd; see XML source
adjustedExerciseDate (in extensionEvent)
The date on which option exercise takes place.
Type:
xsd:date
Content:
simple
Defined:
locally within ExtensionEvent complexType in fpml-ird-5-7.xsd; see XML source
adjustedExerciseFeePaymentDate
The date on which the exercise fee amount is paid.
Type:
xsd:date
Content:
simple
Defined:
locally within ExerciseEvent complexType in fpml-ird-5-7.xsd; see XML source
adjustedExtendedTerminationDate
The termination date if an extendible provision is exercised.
Type:
xsd:date
Content:
simple
Defined:
locally within ExtensionEvent complexType in fpml-ird-5-7.xsd; see XML source
adjustedFixingDate
The adjusted fixing date, i.e. the actual date the rate is observed.
Type:
xsd:date
Content:
simple
Defined:
locally within RateObservation complexType in fpml-shared-5-7.xsd; see XML source
adjustedPrincipalExchangeDate
The principal exchange date.
Type:
xsd:date
Content:
simple
Defined:
locally within PrincipalExchange complexType in fpml-ird-5-7.xsd; see XML source
adjustedRelevantSwapEffectiveDate
The effective date of the underlying swap associated with a given exercise date.
Type:
xsd:date
Content:
simple
Defined:
locally within ExerciseEvent complexType in fpml-ird-5-7.xsd; see XML source
adjustedTerminationDate
The end date of the calculation period.
Type:
xsd:date
Content:
simple
Defined:
locally within Fra complexType in fpml-ird-5-7.xsd; see XML source
advisory
A human-readable message providing information about the service..
Type:
ServiceAdvisory
Content:
complex, 4 elements
Defined:
locally within ServiceNotification complexType in fpml-msg-5-7.xsd; see XML source
affectedTransactions
Trades affected by this event.
Type:
AffectedTransactions
Content:
complex, 2 elements
Defined:
locally within CreditEventNoticeDocument complexType in fpml-credit-event-notification-5-7.xsd; see XML source
agreementDate
The date on which the change was agreed.
Type:
xsd:date
Content:
simple
Defined:
locally within AgreementAndEffectiveDates.model group in fpml-business-events-5-7.xsd; see XML source
allocatedFraction
The fractional allocation (0.45 = 45%) of the notional and "block" fees to this particular client subaccount.
Type:
xsd:decimal
Content:
simple
Defined:
locally within Allocation complexType in fpml-doc-5-7.xsd; see XML source
allocatedNotional
The notional allocation (amount and currency) to this particular client account.
Type:
Money
Content:
complex, 1 attribute, 2 elements
Defined:
locally within Allocation complexType in fpml-doc-5-7.xsd; see XML source
allocation
Type:
Allocation
Content:
complex, 9 elements
Defined:
locally within Allocations complexType in fpml-doc-5-7.xsd; see XML source
allocationStatus (in partyTradeInformation)
Specifies whether the trade is anticipated to be allocated, has been allocated, or will not be allocated.
Type:
AllocationReportingStatus
Content:
simple, 1 attribute
Defined:
locally within PartyTradeInformation complexType in fpml-doc-5-7.xsd; see XML source
allocationStatus (in tradeInformation)
Specifies whether the trade is anticipated to be allocated, has been allocated, or will not be allocated.
Type:
AllocationReportingStatus
Content:
simple, 1 attribute
Defined:
locally within TradeInformation complexType in fpml-doc-5-7.xsd; see XML source
allocationTradeId
Unique ID for the allocation.
Type:
TradeIdentifier
Content:
complex, 1 attribute, 5 elements
Defined:
locally within Allocation complexType in fpml-doc-5-7.xsd; see XML source
amendment
Type:
TradeAmendmentContent
Content:
complex, 6 elements
Defined:
locally within Events.model group in fpml-business-events-5-7.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.
Type:
AmericanExercise
Content:
complex, 1 attribute, 8 elements
Subst.Gr:
may substitute for element exercise
Defined:
globally in fpml-shared-5-7.xsd; see XML source
Used:
never
americanExercise (defined in CommodityExercise complexType)
The parameters for defining the expiration date for an American option.
Type:
CommodityAmericanExercise
Content:
complex, 1 attribute, 2 elements
Defined:
locally within CommodityExercise complexType in fpml-com-5-7.xsd; see XML source
americanExercise (defined in CommodityPhysicalExercise complexType)
The parameters for defining the expiration date(s) and time(s) for an American style option.
Type:
CommodityPhysicalAmericanExercise
Content:
complex, 1 attribute, 2 elements
Defined:
locally within CommodityPhysicalExercise complexType in fpml-com-5-7.xsd; see XML source
americanExercise (in exercise in commodityBasketOption)
The parameters for defining the exercise period for an American style option together with the rules governing the quantity of the commodity that can be exercised on any given exercise date.
Type:
CommodityAmericanExercise
Content:
complex, 1 attribute, 2 elements
Defined:
locally within CommodityExerciseBasket complexType in fpml-com-5-7.xsd; see XML source
americanExercise (in exercise in commodityDigitalOption)
The parameters for defining the expiration date for an American option.
Type:
CommodityAmericanExercise
Content:
complex, 1 attribute, 2 elements
Defined:
locally within CommodityDigitalExercise complexType in fpml-com-5-7.xsd; see XML source
americanExercise (in fxDigitalOption)
The parameters for defining the exercise period for an American style option.
Type:
FxDigitalAmericanExercise
Content:
complex, 1 attribute, 3 elements
Defined:
locally within FxDigitalOption complexType in fpml-fx-5-7.xsd; see XML source
americanExercise (in fxOption)
The parameters for defining the exercise period for an American style option.
Type:
FxAmericanExercise
Content:
complex, 1 attribute, 3 elements
Defined:
locally within FxOption complexType in fpml-fx-5-7.xsd; see XML source
amount (defined in ActualPrice complexType)
Specifies the net price amount.
Type:
xsd:decimal
Content:
simple
Defined:
locally within ActualPrice complexType in fpml-asset-5-7.xsd; see XML source
amount (defined in CashflowNotional complexType)
The quantity of notional (in currency or other units).
Type:
xsd:decimal
Content:
simple
Defined:
locally within CashflowNotional complexType in fpml-shared-5-7.xsd; see XML source
amount (defined in Money complexType)
The monetary quantity in currency units.
Type:
xsd:decimal
Content:
simple
Defined:
locally within Money complexType in fpml-shared-5-7.xsd; see XML source
amount (defined in NonNegativeMoney complexType)
The non negative monetary quantity in currency units.
Type:
NonNegativeDecimal
Content:
simple
Defined:
locally within NonNegativeMoney complexType in fpml-shared-5-7.xsd; see XML source
amount (defined in PendingPayment complexType)
The amount of the dividend or coupon payment.
Type:
Money
Content:
complex, 1 attribute, 2 elements
Defined:
locally within PendingPayment complexType in fpml-asset-5-7.xsd; see XML source
amount (defined in PositiveMoney complexType)
The positive monetary quantity in currency units.
Type:
PositiveDecimal
Content:
simple
Defined:
locally within PositiveMoney complexType in fpml-shared-5-7.xsd; see XML source
amount (defined in VarianceLeg complexType)
Specifies, in relation to each Equity Payment Date, the amount to which the Equity Payment Date relates.
Type:
VarianceAmount
Content:
complex, 3 elements
Defined:
locally within VarianceLeg complexType in fpml-variance-swaps-5-7.xsd; see XML source
amount (in correlationLeg)
Specifies, in relation to each Equity Payment Date, the Equity Amount to which the Equity Payment Date relates.
Type:
CorrelationAmount
Content:
complex, 3 elements
Defined:
locally within CorrelationLeg complexType in fpml-correlation-swaps-5-7.xsd; see XML source
amount (in referenceLevel)
Type:
xsd:decimal
Content:
simple
Defined:
locally within ReferenceLevel complexType in fpml-com-5-7.xsd; see XML source
amount (in returnLeg)
Specifies, in relation to each Payment Date, the amount to which the Payment Date relates.
Type:
ReturnSwapAmount
Content:
complex, 6 elements
Defined:
locally within ReturnLeg complexType in fpml-eq-shared-5-7.xsd; see XML source
amountRelativeTo (defined in Price complexType)
The href attribute value will be a pointer style reference to the element or component elsewhere in the document where the anchor amount is defined.
Type:
AmountReference
Content:
empty, 1 attribute
Defined:
locally within Price complexType in fpml-asset-5-7.xsd; see XML source
amountRelativeTo (in fxConversion)
Type:
AmountReference
Content:
empty, 1 attribute
Defined:
locally within FxConversion complexType in fpml-asset-5-7.xsd; see XML source
amountRelativeTo (in principalExchangeAmount in principalExchangeDescriptions)
Reference to an amount defined elsewhere in the document.
Type:
AmountReference
Content:
empty, 1 attribute
Defined:
locally within PrincipalExchangeAmount complexType in fpml-eq-shared-5-7.xsd; see XML source
applicable (in restructuring in creditEvents)
Indicates whether the restructuring provision is applicable.
Type:
xsd:boolean
Content:
simple
Defined:
locally within Restructuring complexType in fpml-option-shared-5-7.xsd; see XML source
applicable (in systemFirm)
Indicates that the trade is for a System Firm product.
Type:
xsd:boolean
Content:
simple
Defined:
locally within ElectricityDeliverySystemFirm complexType in fpml-com-5-7.xsd; see XML source
applicable (in unitFirm)
Indicates that the trade is for a Unit Firm product.
Type:
xsd:boolean
Content:
simple
Defined:
locally within ElectricityDeliveryUnitFirm complexType in fpml-com-5-7.xsd; see XML source
applicableDay
Specifies the Applicable Day with respect to a range of Settlement Periods.
Type:
DayOfWeekEnum
Content:
simple
Defined:
locally within GenericCommodityDeliveryPeriod complexType in fpml-generic-5-7.xsd; see XML source
applicableLaw
Applies to U.S.
Type:
EnvironmentalProductApplicableLaw
Content:
simple, 1 attribute
Defined:
locally within EnvironmentalProduct complexType in fpml-com-5-7.xsd; see XML source
approval
Type:
Approval
Content:
complex, 6 elements
Defined:
locally within Approvals complexType in fpml-doc-5-7.xsd; see XML source
approvalId
An identifer for a specific appoval, to allow the approval to be identified and tracked.
Type:
ApprovalId
Content:
simple, 2 attributes
Defined:
locally within Approval complexType in fpml-doc-5-7.xsd; see XML source
approvals
A container for approval states in the workflow.
Type:
Approvals
Content:
complex, 1 element
Defined:
locally within AllocationContent.model group in fpml-doc-5-7.xsd; see XML source
approvedPartyReference
A pointer style reference to a party defined elsewhere in the document.
Type:
PartyReference
Content:
empty, 1 attribute
Defined:
locally within Approval complexType in fpml-doc-5-7.xsd; see XML source
approver
The full name or identifiying ID of the relevant approver.
Type:
PersonId
Content:
simple, 1 attribute
Defined:
locally within Approval complexType in fpml-doc-5-7.xsd; see XML source
approvingPartyReference
A pointer style reference to a party defined elsewhere in the document.
Type:
PartyReference
Content:
empty, 1 attribute
Defined:
locally within Approval complexType in fpml-doc-5-7.xsd; see XML source
attachment
A human readable document related to this transaction, for example a confirmation.
Type:
Resource
Content:
complex, 12 elements
Defined:
locally within Documentation complexType in fpml-shared-5-7.xsd; see XML source
attachmentPoint
Lower bound percentage of the loss that the Tranche can endure, expressed as a decimal.
Type:
xsd:decimal
Content:
simple
Defined:
locally within Tranche complexType in fpml-cd-5-7.xsd; see XML source
averageDailyTradingVolume
The average amount of individual securities traded in a day or over a specified amount of time.
Type:
AverageDailyTradingVolumeLimit
Content:
complex, 2 elements
Defined:
locally within SingleUnderlyer complexType in fpml-asset-5-7.xsd; see XML source
averagePriceLeg
Specifies the calculated floating price leg of a Commodity Forward Transaction.
Type:
AveragePriceLeg
Content:
complex, 1 attribute, 3 elements
Defined:
locally within CommodityForward complexType in fpml-com-5-7.xsd; see XML source
averagingMethod (defined in CommodityAsian.model group)
The Method of Averaging if there is more than one Pricing Date.
Type:
AveragingMethodEnum
Content:
simple
Defined:
locally within CommodityAsian.model group in fpml-com-5-7.xsd; see XML source
averagingMethod (defined in CommodityBasketUnderlyingBase complexType)
The Method of Averaging if there is more than one Pricing Date.
Type:
AveragingMethodEnum
Content:
simple
Defined:
locally within CommodityBasketUnderlyingBase complexType in fpml-com-5-7.xsd; see XML source
averagingMethod (defined in FloatingLegCalculation complexType)
The parties may specify a Method of Averaging where more than one pricing Dates is being specified as being applicable.
Type:
AveragingMethodEnum
Content:
simple
Defined:
locally within FloatingLegCalculation complexType in fpml-com-5-7.xsd; see XML source
averagingMethod (in underlyer defined in GenericProduct complexType)
The parties may specify a Method of Averaging where more than one pricing Dates is being specified as being applicable.
Type:
AveragingMethodEnum
Content:
simple
Defined:
locally within TradeUnderlyer2 complexType in fpml-generic-5-7.xsd; see XML source
balanceOfFirstPeriod
If true, indicates that that the first Calculation Period should run from the Effective Date to the end of the calendar period in which the Effective Date falls, e.g.
Type:
xsd:boolean
Content:
simple
Defined:
locally within CommodityCalculationPeriodsSchedule complexType in fpml-com-5-7.xsd; see XML source
bankruptcy
Type:
BankruptcyEvent
Content:
empty
Subst.Gr:
may substitute for element creditEvent
Defined:
globally in fpml-credit-event-notification-5-7.xsd; see XML source
Used:
never
barrier
Defines a commodity option barrier product feature.
Type:
CommodityBarrier
Content:
complex, 3 elements
Defined:
locally within CommodityOptionFeatures.model group in fpml-com-5-7.xsd; see XML source
barrierDeterminationAgent
The party referenced is specified in the related Confirmation as Barrier Determination Agent.
Type:
PartyReference
Content:
empty, 1 attribute
Defined:
locally within Trade complexType in fpml-doc-5-7.xsd; see XML source
base64Binary (defined in AdditionalData complexType)
Provides extra information as binary contents coded in base64.
Type:
xsd:base64Binary
Content:
simple
Defined:
locally within AdditionalData complexType in fpml-msg-5-7.xsd; see XML source
base64Binary (defined in Resource complexType)
Provides extra information as binary contents coded in base64.
Type:
xsd:base64Binary
Content:
simple
Defined:
locally within Resource complexType in fpml-shared-5-7.xsd; see XML source
basket
Defines the underlying asset when it is a basket.
Type:
Basket
Content:
complex, 1 attribute, 7 elements
Subst.Gr:
may substitute for element underlyingAsset
Defined:
globally in fpml-asset-5-7.xsd; see XML source
Used:
never
basket (defined in Underlyer complexType)
Describes the swap's underlyer when it has multiple asset components.
Type:
Basket
Content:
complex, 1 attribute, 7 elements
Defined:
locally within Underlyer complexType in fpml-asset-5-7.xsd; see XML source
basketAmount
DEPRECATED.
Type:
Money
Content:
complex, 1 attribute, 2 elements
Defined:
locally within ConstituentWeight complexType in fpml-asset-5-7.xsd; see XML source
basketChange
Describes a change due to change in composition of basket underlyer
Type:
BasketChangeEvent
Content:
complex, 1 element
Subst.Gr:
may substitute for element changeEvent
Defined:
globally in fpml-business-events-5-7.xsd; see XML source
Used:
never
basketConstituent
Describes each of the components of the basket.
Type:
BasketConstituent
Content:
complex, 1 attribute, 9 elements
Defined:
locally within Basket complexType in fpml-asset-5-7.xsd; see XML source
basketCurrency
Specifies the currency for this basket.
Type:
Currency
Content:
simple, 1 attribute
Defined:
locally within Basket complexType in fpml-asset-5-7.xsd; see XML source
basketDivisor
Specifies the basket divisor amount.
Type:
xsd:decimal
Content:
simple
Defined:
locally within Basket complexType in fpml-asset-5-7.xsd; see XML source
basketId
A CDS basket identifier
Type:
BasketId
Content:
simple, 1 attribute
Defined:
locally within BasketIdentifier.model group in fpml-asset-5-7.xsd; see XML source
basketName
The name of the basket expressed as a free format string.
Type:
BasketName
Content:
simple, 1 attribute
Defined:
locally within BasketIdentifier.model group in fpml-asset-5-7.xsd; see XML source
basketPercentage
The relative weight of each respective basket constituent, expressed in percentage.
Type:
RestrictedPercentage
Content:
simple
Defined:
locally within ConstituentWeight complexType in fpml-asset-5-7.xsd; see XML source
basketReferenceInformation
This element contains all the terms relevant to defining the Credit Default Swap Basket.
Type:
BasketReferenceInformation
Content:
complex, 6 elements
Defined:
locally within GeneralTerms complexType in fpml-cd-5-7.xsd; see XML source
basketVersion
Basket version, used to record changes in basket composition or weights
Type:
xsd:nonNegativeInteger
Content:
simple
Defined:
locally within Basket complexType in fpml-asset-5-7.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.
Type:
BermudaExercise
Content:
complex, 1 attribute, 7 elements
Subst.Gr:
may substitute for element exercise
Defined:
globally in fpml-shared-5-7.xsd; see XML source
Used:
never
bermudaExerciseDates (in bermudaExercise)
The dates the define the Bermuda option exercise dates and the expiration date.
Type:
AdjustableOrRelativeDates
Content:
complex, 1 attribute, 2 elements
Defined:
locally within BermudaExercise complexType in fpml-shared-5-7.xsd; see XML source
bermudaExerciseDates (in equityBermudaExercise)
List of Exercise Dates for a Bermuda option.
Type:
DateList
Content:
complex, 1 element
Defined:
locally within EquityBermudaExercise complexType in fpml-eqd-5-7.xsd; see XML source
bond
Identifies the underlying asset when it is a series or a class of bonds.
Type:
Bond
Content:
complex, 1 attribute, 15 elements
Subst.Gr:
may substitute for element underlyingAsset
Defined:
globally in fpml-asset-5-7.xsd; see XML source
Used:
at 2 locations
bondOption
A component describing a Bond Option product.
Type:
BondOption
Content:
complex, 1 attribute, 18 elements
Subst.Gr:
may substitute for element product
Defined:
globally in fpml-bond-option-5-7.xsd; see XML source
Used:
never
borrower
Type:
LegalEntity
Content:
complex, 1 attribute, 2 elements
Defined:
locally within Loan complexType in fpml-asset-5-7.xsd; see XML source
borrowerReference
Type:
LegalEntityReference
Content:
empty, 1 attribute
Defined:
locally within Loan complexType in fpml-asset-5-7.xsd; see XML source
boundedCorrelation
Bounded Correlation.
Type:
BoundedCorrelation
Content:
complex, 2 elements
Defined:
locally within Correlation complexType in fpml-eq-shared-5-7.xsd; see XML source
boundedVariance
Conditions which bound variance.
Type:
BoundedVariance
Content:
complex, 4 elements
Defined:
locally within Variance complexType in fpml-eq-shared-5-7.xsd; see XML source
brokerConfirmationType
The type of broker confirmation executed between the parties.
Type:
BrokerConfirmationType
Content:
simple, 1 attribute
Defined:
locally within BrokerConfirmation complexType in fpml-shared-5-7.xsd; see XML source
bullionPhysicalLeg
The physical leg of a Commodity Forward Transaction for which the underlyer is Bullion.
Type:
BullionPhysicalLeg
Content:
complex, 1 attribute, 4 elements
Subst.Gr:
may substitute for element commodityForwardLeg
Defined:
globally in fpml-com-5-7.xsd; see XML source
Used:
never
bullionType
The type of Bullion underlying a Bullion Transaction.
Type:
BullionTypeEnum
Content:
simple
Defined:
locally within BullionPhysicalLeg complexType in fpml-com-5-7.xsd; see XML source
businessCenter (defined in BusinessCenters complexType)
Type:
BusinessCenter
Content:
simple, 2 attributes
Defined:
locally within BusinessCenters complexType in fpml-shared-5-7.xsd; see XML source
businessCenter (defined in BusinessCenterTime complexType)
Type:
BusinessCenter
Content:
simple, 2 attributes
Defined:
locally within BusinessCenterTime complexType in fpml-shared-5-7.xsd; see XML source
businessCenter (defined in QuoteLocation.model group)
A city or other business center.
Type:
BusinessCenter
Content:
simple, 2 attributes
Defined:
locally within QuoteLocation.model group in fpml-asset-5-7.xsd; see XML source
businessCenter (in exerciseNotice)
Type:
BusinessCenter
Content:
simple, 2 attributes
Defined:
locally within ExerciseNotice complexType in fpml-shared-5-7.xsd; see XML source
businessCenters (defined in BusinessCentersOrReference.model group)
Type:
BusinessCenters
Content:
complex, 1 attribute, 1 element
Defined:
locally within BusinessCentersOrReference.model group in fpml-shared-5-7.xsd; see XML source
businessCenters (in executionPeriodDates)
Business centers for determination of execution period business days.
Type:
BusinessCenters
Content:
complex, 1 attribute, 1 element
Defined:
locally within FxFlexibleForwardExecutionPeriod complexType in fpml-fx-5-7.xsd; see XML source
businessCentersReference
A pointer style reference to a set of financial business centers defined elsewhere in the document.
Type:
BusinessCentersReference
Content:
empty, 1 attribute
Defined:
locally within BusinessCentersOrReference.model group in fpml-shared-5-7.xsd; see XML source
businessDayConvention (defined in BusinessDateRange complexType)
The convention for adjusting a date if it would otherwise fall on a day that is not a business day.
Type:
BusinessDayConventionEnum
Content:
simple
Defined:
locally within BusinessDateRange complexType in fpml-shared-5-7.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.
Type:
BusinessDayConventionEnum
Content:
simple
Defined:
locally within BusinessDayAdjustments complexType in fpml-shared-5-7.xsd; see XML source
businessDayConvention (defined in PricingDays.model group)
The convention for adjusting a date if it would otherwise fall on a day that is not a business day.
Type:
BusinessDayConventionEnum
Content:
simple
Defined:
locally within PricingDays.model group in fpml-com-5-7.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.
Type:
BusinessDayConventionEnum
Content:
simple
Defined:
locally within DateOffset complexType in fpml-shared-5-7.xsd; see XML source
businessProcess
Type:
BusinessProcess
Content:
simple, 1 attribute
Defined:
locally within RequestEventStatus complexType in fpml-msg-5-7.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 .
Type:
BusinessUnit
Content:
complex, 1 attribute, 4 elements
Defined:
locally within Party complexType in fpml-shared-5-7.xsd; see XML source
businessUnitId
An identifier used to uniquely identify organization unit
Type:
Unit
Content:
simple, 1 attribute
Defined:
locally within BusinessUnit complexType in fpml-shared-5-7.xsd; see XML source
businessUnitReference (defined in RelatedBusinessUnit complexType)
The unit that is related to this.
Type:
BusinessUnitReference
Content:
empty, 1 attribute
Defined:
locally within RelatedBusinessUnit complexType in fpml-shared-5-7.xsd; see XML source
businessUnitReference (in person)
The unit for which the indvidual works.
Type:
BusinessUnitReference
Content:
empty, 1 attribute
Defined:
locally within Person complexType in fpml-shared-5-7.xsd; see XML source
buyer (defined in Strike complexType)
The buyer of the option
Type:
IdentifiedPayerReceiver
Content:
simple, 1 attribute
Defined:
locally within Strike complexType in fpml-shared-5-7.xsd; see XML source
buyer (defined in StrikeSchedule complexType)
The buyer of the option
Type:
IdentifiedPayerReceiver
Content:
simple, 1 attribute
Defined:
locally within StrikeSchedule complexType in fpml-shared-5-7.xsd; see XML source
buyerHub
The hub code of the gas buyer.
Type:
CommodityHub
Content:
complex, 2 elements
Defined:
locally within GasDelivery complexType in fpml-com-5-7.xsd; see XML source
buyerPartyReference
A reference to the party that buys this instrument, ie. pays for this instrument and receives the rights defined by it.
Type:
PartyReference
Content:
empty, 1 attribute
Defined:
locally within BuyerSeller.model group in fpml-shared-5-7.xsd; see XML source
calculation (in averagePriceLeg)
Captures details relevant to the calculation of the floating price.
Type:
FloatingLegCalculation
Content:
complex, 4 elements
Defined:
locally within AveragePriceLeg complexType in fpml-com-5-7.xsd; see XML source
calculation (in calculationPeriodAmount)
The parameters used in the calculation of fixed or floaring rate calculation period amounts.
Type:
Calculation
Content:
complex, 5 elements
Defined:
locally within CalculationPeriodAmount complexType in fpml-ird-5-7.xsd; see XML source
calculation (in commodityOption)
Contains parameters which figure in the calculation of payments on a Weather Index Option.
Type:
WeatherLegCalculation
Content:
complex, 5 elements
Defined:
locally within CommodityWeatherOption.model group in fpml-com-5-7.xsd; see XML source
calculation (in floatingLeg)
Defines details relevant to the calculation of the floating price.
Type:
FloatingLegCalculation
Content:
complex, 4 elements
Defined:
locally within FloatingPriceLeg complexType in fpml-com-5-7.xsd; see XML source
calculation (in weatherLeg)
Defines details relevant to the calculation of the aggregate weather index amount.
Type:
WeatherLegCalculation
Content:
complex, 5 elements
Defined:
locally within WeatherLeg complexType in fpml-com-5-7.xsd; see XML source
calculationAgent
The ISDA calculation agent responsible for performing duties as defined in the applicable product definitions.
Type:
CalculationAgent
Content:
complex, 2 elements
Defined:
locally within CalculationAgent.model group in fpml-doc-5-7.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.
Type:
BusinessCenter
Content:
simple, 2 attributes
Defined:
locally within CalculationAgent.model group in fpml-doc-5-7.xsd; see XML source
calculationAgentParty
The ISDA calculation agent responsible for performing duties as defined in the applicable product definitions.
Type:
CalculationAgentPartyEnum
Content:
simple
Defined:
locally within CalculationAgent complexType in fpml-shared-5-7.xsd; see XML source
calculationAgentPartyReference
A pointer style reference to a party identifier defined elsewhere in the document.
Type:
PartyReference
Content:
empty, 1 attribute
Defined:
locally within CalculationAgent complexType in fpml-shared-5-7.xsd; see XML source
calculationAmount
The notional amount of protection coverage.
Type:
Money
Content:
complex, 1 attribute, 2 elements
Defined:
locally within ProtectionTerms complexType in fpml-cd-5-7.xsd; see XML source
calculationDate
The number of days following the final day of the Calculation Period specified in the Confirmation on which is is practicable to provide the notice that the Calculation Agent is required to give for that Settlement Date or Payment Date.
Type:
Period
Content:
complex, 1 attribute, 2 elements
Defined:
locally within WeatherLegCalculation complexType in fpml-com-5-7.xsd; see XML source
calculationDates (defined in CalculatedAmount complexType)
Specifies the date on which a calculation or an observation will be performed for the purpose of calculating the amount.
Type:
AdjustableRelativeOrPeriodicDates
Content:
complex, 1 attribute, 4 elements
Defined:
locally within CalculatedAmount complexType in fpml-eq-shared-5-7.xsd; see XML source
calculationDates (defined in LegAmount complexType)
Specifies the date on which a calculation or an observation will be performed for the purpose of defining the Equity Amount, and in accordance to the definition terms of this latter.
Type:
AdjustableRelativeOrPeriodicDates
Content:
complex, 1 attribute, 4 elements
Defined:
locally within LegAmount complexType in fpml-eq-shared-5-7.xsd; see XML source
calculationEndDate
Type:
AdjustableOrRelativeDate
Content:
complex, 1 attribute, 2 elements
Defined:
locally within PeriodicDates complexType in fpml-shared-5-7.xsd; see XML source
calculationPeriod
Type:
WeatherCalculationPeriod
Content:
complex, 2 elements
Defined:
locally within WeatherCalculationPeriods complexType in fpml-com-5-7.xsd; see XML source
calculationPeriodAmount
The calculation period amount parameters.
Type:
CalculationPeriodAmount
Content:
complex, 2 elements
Defined:
locally within InterestRateStream complexType in fpml-ird-5-7.xsd; see XML source
calculationPeriodDates
The calculation periods dates schedule.
Type:
CalculationPeriodDates
Content:
complex, 1 attribute, 2 elements
Defined:
locally within InterestRateStream complexType in fpml-ird-5-7.xsd; see XML source
calculationPeriodDatesAdjustments
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.
Type:
BusinessDayAdjustments
Content:
complex, 1 attribute, 3 elements
Defined:
locally within PeriodicDates complexType in fpml-shared-5-7.xsd; see XML source
calculationPeriodDatesReference
A pointer style reference to the associated calculation period dates component defined elsewhere in the document.
Type:
InterestLegCalculationPeriodDatesReference
Content:
empty, 1 attribute
Defined:
locally within InterestLegResetDates complexType in fpml-eq-shared-5-7.xsd; see XML source
calculationPeriodEndDay
Type:
IdentifiedDate
Content:
simple, 1 attribute
Defined:
locally within WeatherCalculationPeriod complexType in fpml-com-5-7.xsd; see XML source
calculationPeriodFirstDay
Type:
IdentifiedDate
Content:
simple, 1 attribute
Defined:
locally within WeatherCalculationPeriod complexType in fpml-com-5-7.xsd; see XML source
calculationPeriodFrequency
The frequency at which calculation period end dates occur with the regular part of the calculation period schedule and their roll date convention.
Type:
CalculationPeriodFrequency
Content:
complex, 1 attribute, 3 elements
Defined:
locally within PeriodicDates complexType in fpml-shared-5-7.xsd; see XML source
calculationPeriodNumberOfDays
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.
Type:
xsd:positiveInteger
Content:
simple
Defined:
locally within FutureValueAmount complexType in fpml-shared-5-7.xsd; see XML source
calculationPeriods
An absolute representation of the Calculation Period start dates of the Commodity Option Transaction.
Type:
AdjustableDates
Content:
complex, 1 attribute, 1 element
Defined:
locally within CommodityBasketOptionFeatures.model group in fpml-com-5-7.xsd; see XML source
calculationPeriodsSchedule (defined in CommodityAsian.model group)
A parametric representation of the Calculation Periods of the Commodity Option Transaction.
Type:
CommodityCalculationPeriodsSchedule
Content:
complex, 1 attribute, 3 elements
Defined:
locally within CommodityAsian.model group in fpml-com-5-7.xsd; see XML source
calculationPeriodsSchedule (defined in CommodityCalculationPeriods.model group)
The Calculation Periods for this leg of the swap.
Type:
CommodityCalculationPeriodsSchedule
Content:
complex, 1 attribute, 3 elements
Defined:
locally within CommodityCalculationPeriods.model group in fpml-com-5-7.xsd; see XML source
calculationPeriodsSchedule (in commodityBasketOption)
A parametric representation of the Calculation Periods of the Commodity Option Transaction.
Type:
CommodityCalculationPeriodsSchedule
Content:
complex, 1 attribute, 3 elements
Defined:
locally within CommodityBasketOptionFeatures.model group in fpml-com-5-7.xsd; see XML source
calculationStartDate
Type:
AdjustableOrRelativeDate
Content:
complex, 1 attribute, 2 elements
Defined:
locally within PeriodicDates complexType in fpml-shared-5-7.xsd; see XML source
calendarSource
Used in conjunction with an exchange-based pricing source.
Type:
CalendarSourceEnum
Content:
simple
Defined:
locally within CommodityPricingDates complexType in fpml-com-5-7.xsd; see XML source
callCurrency
The currency which: - the option buyer will receive (buy) - the option writer will pay (sell)
Type:
Currency
Content:
simple, 1 attribute
Defined:
locally within PutCallCurrency.model group in fpml-fx-5-7.xsd; see XML source
callCurrencyAmount
The currency amount that the option gives the right to buy.
Type:
NonNegativeMoney
Content:
complex, 1 attribute, 2 elements
Defined:
locally within FxOption complexType in fpml-fx-5-7.xsd; see XML source
cancelableProvision
A provision that allows the specification of an embedded option within a swap giving the buyer of the option the right to terminate the swap, in whole or in part, on the early termination date.
Type:
CancelableProvision
Content:
complex, 2 elements
Defined:
locally within Swap complexType in fpml-ird-5-7.xsd; see XML source
capFloor
A cap, floor or cap floor structures product definition.
Type:
CapFloor
Content:
complex, 1 attribute, 9 elements
Subst.Gr:
may substitute for element product
Defined:
globally in fpml-ird-5-7.xsd; see XML source
Used:
never
capFloorStraddle
This element is applicable in Transparency view (only) if both a capRateSchedule and a floorRateSchedule are set.
Type:
xsd:boolean
Content:
simple
Defined:
locally within FloatingRate complexType in fpml-shared-5-7.xsd; see XML source
capFloorStream
Type:
InterestRateStream
Content:
complex, 1 attribute, 6 elements
Defined:
locally within CapFloor complexType in fpml-ird-5-7.xsd; see XML source
capRateSchedule
The cap rate or cap rate schedule, if any, which applies to the floating rate.
Type:
StrikeSchedule
Content:
complex, 1 attribute, 3 elements
Defined:
locally within FloatingRate complexType in fpml-shared-5-7.xsd; see XML source
cash
Identifies a simple underlying asset type that is a cash payment.
Type:
Cash
Content:
complex, 1 attribute, 3 elements
Subst.Gr:
may substitute for element underlyingAsset
Defined:
globally in fpml-asset-5-7.xsd; see XML source
Used:
never
cashflowType
For cash flows, the type of the cash flows.
Type:
CashflowType
Content:
simple, 1 attribute
Defined:
locally within QuotationCharacteristics.model group in fpml-asset-5-7.xsd; see XML source
cashSettlement (in amount in returnLeg)
If true, then cash settlement is applicable.
Type:
xsd:boolean
Content:
simple
Defined:
locally within ReturnSwapAmount complexType in fpml-eq-shared-5-7.xsd; see XML source
cashSettlement (in fxOption)
Specifies the currency and fixing details for cash settlement.
Type:
FxCashSettlement
Content:
complex, 4 elements
Defined:
locally within FxOption complexType in fpml-fx-5-7.xsd; see XML source
cashSettlementReferenceBanks
A container for a set of reference institutions.
Type:
CashSettlementReferenceBanks
Content:
complex, 1 attribute, 1 element
Defined:
locally within SettlementRateSource complexType in fpml-shared-5-7.xsd; see XML source
category
The category or type of the notification message, e.g. availability, product coverage, rules, etc.
Type:
ServiceAdvisoryCategory
Content:
simple, 1 attribute
Defined:
locally within ServiceAdvisory complexType in fpml-msg-5-7.xsd; see XML source
change
Type:
TradeChangeContent
Content:
complex, 6 elements
Defined:
locally within Events.model group in fpml-business-events-5-7.xsd; see XML source
changeEvent
Abstract substitutable place holder for specific change details.
Type:
ChangeEvent
Content:
complex, 1 element
Subst.Gr:
may be substituted with 3 elements
Defined:
globally in fpml-business-events-5-7.xsd; see XML source
Used:
at 4 locations
changeInKnownAmount
Type:
NonNegativeMoney
Content:
complex, 1 attribute, 2 elements
Defined:
locally within TradeLegFixedAmountChange.model group in fpml-business-events-5-7.xsd; see XML source
changeInNotionalAmount (defined in TradeLegNotionalChange.model group)
Type:
NonNegativeMoney
Content:
complex, 1 attribute, 2 elements
Defined:
locally within TradeLegNotionalChange.model group in fpml-business-events-5-7.xsd; see XML source
changeInNotionalAmount (defined in TradeNotionalChange.model group)
Specifies the fixed amount by which the Notional Amount changes.
Type:
NonNegativeMoney
Content:
complex, 1 attribute, 2 elements
Defined:
locally within TradeNotionalChange.model group in fpml-business-events-5-7.xsd; see XML source
changeInNotionalSchedule
Type:
NonNegativeAmountSchedule
Content:
complex, 1 attribute, 2 elements
Defined:
locally within TradeLegNotionalScheduleChange.model group in fpml-business-events-5-7.xsd; see XML source
changeInNumberOfOptions (defined in TradeLegNumberOfOptionsChange.model group)
Type:
xsd:decimal
Content:
simple
Defined:
locally within TradeLegNumberOfOptionsChange.model group in fpml-business-events-5-7.xsd; see XML source
changeInNumberOfOptions (defined in TradeNotionalChange.model group)
Specifies the fixed amount by which the Number of Options changes
Type:
xsd:decimal
Content:
simple
Defined:
locally within TradeNotionalChange.model group in fpml-business-events-5-7.xsd; see XML source
changeInNumberOfUnits (defined in TradeLegNumberOfUnitsChange.model group)
Type:
xsd:decimal
Content:
simple
Defined:
locally within TradeLegNumberOfUnitsChange.model group in fpml-business-events-5-7.xsd; see XML source
changeInNumberOfUnits (defined in TradeNotionalChange.model group)
Specifies the fixed amount by which the Number of Units changes
Type:
xsd:decimal
Content:
simple
Defined:
locally within TradeNotionalChange.model group in fpml-business-events-5-7.xsd; see XML source
city
The city component of a postal address.
Type:
xsd:string
Content:
simple
Defined:
locally within Address complexType in fpml-shared-5-7.xsd; see XML source
classification
The party's industry sector classification.
Type:
IndustryClassification
Content:
simple, 1 attribute
Defined:
locally within PartyInformation.model group in fpml-shared-5-7.xsd; see XML source
cleanNetPrice
The net price excluding accrued interest.
Type:
xsd:decimal
Content:
simple
Defined:
locally within Price complexType in fpml-asset-5-7.xsd; see XML source
clearanceSystem
Identification of the clearance system associated with the transaction exchange.
Type:
ClearanceSystem
Content:
simple, 1 attribute
Defined:
locally within UnderlyingAsset complexType in fpml-asset-5-7.xsd; see XML source
clearingStatus (in partyTradeInformation)
Describes the status with respect to clearing (e.g.
Type:
ClearingStatusValue
Content:
simple, 1 attribute
Defined:
locally within PartyTradeInformation complexType in fpml-doc-5-7.xsd; see XML source
clearingStatus (in tradeInformation)
Describes the status with respect to clearing (e.g.
Type:
ClearingStatusValue
Content:
simple, 1 attribute
Defined:
locally within TradeInformation complexType in fpml-doc-5-7.xsd; see XML source
closingLevel
If true this contract will strike off the closing level of the default exchange traded contract.
Type:
xsd:boolean
Content:
simple
Defined:
locally within CalculationFromObservation complexType in fpml-eq-shared-5-7.xsd; see XML source
coal
The specification of the Coal Product to be delivered.
Type:
CoalProduct
Content:
complex, 2 elements
Defined:
locally within CoalPhysicalLeg complexType in fpml-com-5-7.xsd; see XML source
coalPhysicalLeg
Physically settled coal leg.
Type:
CoalPhysicalLeg
Content:
complex, 1 attribute, 3 elements
Subst.Gr:
may substitute for element commoditySwapLeg
Defined:
globally in fpml-com-5-7.xsd; see XML source
Used:
never
collateral
The sum that must be posted upfront to collateralize against counterparty credit risk.
Type:
Collateral
Content:
complex, 1 element
Defined:
locally within AllocationContent.model group in fpml-doc-5-7.xsd; see XML source
collateralizationType (in partyTradeInformation)
Specifies whether this party posts collateral.
Type:
CollateralizationType
Content:
simple, 1 attribute
Defined:
locally within PartyTradeInformation complexType in fpml-doc-5-7.xsd; see XML source
collateralizationType (in tradeInformation)
Specifies whether this party posts collateral.
Type:
CollateralizationType
Content:
simple, 1 attribute
Defined:
locally within TradeInformation complexType in fpml-doc-5-7.xsd; see XML source
collateralPortfolio
Provides a name, code, or other identifier for the collateral portfolio to which this belongs.
Type:
PortfolioName
Content:
simple, 2 attributes
Defined:
locally within PartyTradeInformation complexType in fpml-doc-5-7.xsd; see XML source
commencementDate (defined in FxDigitalAmericanExercise complexType)
The earliest date on which the option can be exercised.
Type:
AdjustableOrRelativeDate
Content:
complex, 1 attribute, 2 elements
Defined:
locally within FxDigitalAmericanExercise complexType in fpml-fx-5-7.xsd; see XML source
commencementDate (defined in GenericOptionAttributes.model group)
For options, the earliest exercise date of the option (corresponds to the option lock-out period).
Type:
AdjustableDate2
Content:
complex, 1 attribute, 1 element
Defined:
locally within GenericOptionAttributes.model group in fpml-generic-5-7.xsd; see XML source
commencementDate (defined in SharedAmericanExercise complexType)
The first day of the exercise period for an American style option.
Type:
AdjustableOrRelativeDate
Content:
complex, 1 attribute, 2 elements
Defined:
locally within SharedAmericanExercise complexType in fpml-shared-5-7.xsd; see XML source
commencementDate (in americanExercise)
The first day of the exercise period for an American style option.
Type:
AdjustableOrRelativeDate
Content:
complex, 1 attribute, 2 elements
Defined:
locally within AmericanExercise complexType in fpml-shared-5-7.xsd; see XML source
commencementDate (in exercisePeriod)
The first day of the exercise period for an American style option.
Type:
AdjustableOrRelativeDate
Content:
complex, 1 attribute, 2 elements
Defined:
locally within CommodityExercisePeriods complexType in fpml-com-5-7.xsd; see XML source
commencementDates
The first day(s) of the exercise period(s) for an American-style option.
Type:
AdjustableOrRelativeDates
Content:
complex, 1 attribute, 2 elements
Defined:
locally within CommodityPhysicalAmericanExercise complexType in fpml-com-5-7.xsd; see XML source
comments
Any additional comments that are deemed necessary.
Type:
xsd:string
Content:
simple
Defined:
locally within Resource complexType in fpml-shared-5-7.xsd; see XML source
commission
This optional component specifies the commission to be charged for executing the hedge transactions.
Type:
Commission
Content:
complex, 5 elements
Defined:
locally within Price complexType in fpml-asset-5-7.xsd; see XML source
commissionAmount
The commission amount, expressed in the way indicated by the commissionType element.
Type:
xsd:decimal
Content:
simple
Defined:
locally within Commission complexType in fpml-asset-5-7.xsd; see XML source
commissionDenomination
The type of units used to express a commission.
Type:
CommissionDenominationEnum
Content:
simple
Defined:
locally within Commission complexType in fpml-asset-5-7.xsd; see XML source
commissionPerTrade
The total commission per trade.
Type:
xsd:decimal
Content:
simple
Defined:
locally within Commission complexType in fpml-asset-5-7.xsd; see XML source
commodity
Identifies the underlying asset when it is a listed commodity.
Type:
Commodity
Content:
complex, 1 attribute, 6 elements
Subst.Gr:
may substitute for element underlyingAsset
Defined:
globally in fpml-asset-5-7.xsd; see XML source
Used:
at 2 locations
commodity (defined in CommodityBasketUnderlyingBase complexType)
Specifies the underlying component.
Type:
Commodity
Content:
complex, 1 attribute, 6 elements
Defined:
locally within CommodityBasketUnderlyingBase complexType in fpml-com-5-7.xsd; see XML source
commodity (in commodityDigitalOption)
Specifies the underlying instrument.
Type:
Commodity
Content:
complex, 1 attribute, 6 elements
Defined:
locally within CommodityDigitalOption complexType in fpml-com-5-7.xsd; see XML source
commodity (in commodityOption)
Specifies the underlying instrument.
Type:
Commodity
Content:
complex, 1 attribute, 6 elements
Defined:
locally within CommodityFinancialOption.model group in fpml-com-5-7.xsd; see XML source
commodity (in floatingLeg)
Specifies the underlying instrument.
Type:
Commodity
Content:
complex, 1 attribute, 6 elements
Defined:
locally within FloatingPriceLeg complexType in fpml-com-5-7.xsd; see XML source
commodityBase
A coding scheme value to identify the base type of the commodity being traded.
Type:
CommodityBase
Content:
simple, 1 attribute
Defined:
locally within CommodityReferencePriceFramework.model group in fpml-asset-5-7.xsd; see XML source
commodityBasketOption
Defines a commodity basket option product.
Type:
CommodityBasketOption
Content:
complex, 1 attribute, 18 elements
Subst.Gr:
may substitute for element product
Defined:
globally in fpml-com-5-7.xsd; see XML source
Used:
never
commodityDigitalOption
Defines a commodity digital option product.
Type:
CommodityDigitalOption
Content:
complex, 1 attribute, 20 elements
Subst.Gr:
may substitute for element product
Defined:
globally in fpml-com-5-7.xsd; see XML source
Used:
never
commodityForward
Defines a commodity forward product.
Type:
CommodityForward
Content:
complex, 1 attribute, 9 elements
Subst.Gr:
may substitute for element product
Defined:
globally in fpml-com-5-7.xsd; see XML source
Used:
at 1 location
commodityForwardLeg
Defines the substitutable commodity forward leg.
Type:
CommodityForwardLeg
Content:
empty, 1 attribute
Abstract:
(may not be used directly in instance XML documents)
Subst.Gr:
may be substituted with 2 elements
Defined:
globally in fpml-com-5-7.xsd; see XML source
Used:
at 3 locations
commodityOption
Defines a commodity option product.
Type:
CommodityOption
Content:
complex, 1 attribute, 28 elements
Subst.Gr:
may substitute for element product
Defined:
globally in fpml-com-5-7.xsd; see XML source
Used:
never
commoditySwap
Defines a commodity swap product.
Type:
CommoditySwap
Content:
complex, 1 attribute, 10 elements
Subst.Gr:
may substitute for element product
Defined:
globally in fpml-com-5-7.xsd; see XML source
Used:
never
commoditySwap (in commoditySwaption)
The underlying commodity swap definiton.
Type:
CommoditySwaptionUnderlying
Content:
complex, 5 elements
Defined:
locally within CommoditySwaption complexType in fpml-com-5-7.xsd; see XML source
commoditySwapLeg
Defines the substitutable commodity swap leg
Type:
CommoditySwapLeg
Content:
empty, 1 attribute
Abstract:
(may not be used directly in instance XML documents)
Subst.Gr:
may be substituted with 7 elements
Defined:
globally in fpml-com-5-7.xsd; see XML source
Used:
at 8 locations
commoditySwaption
Defines a commodity swaption product
Type:
CommoditySwaption
Content:
complex, 1 attribute, 9 elements
Subst.Gr:
may substitute for element product
Defined:
globally in fpml-com-5-7.xsd; see XML source
Used:
never
componentDescription
Text description of the component
Type:
xsd:string
Content:
simple
Defined:
locally within FormulaComponent complexType in fpml-shared-5-7.xsd; see XML source
componentReference
A reference to a component of the strategy (typically a product).
Type:
ProductReference
Content:
empty, 1 attribute
Defined:
locally within StrategyComponentIdentification complexType in fpml-doc-5-7.xsd; see XML source
componentSecurityIndexAnnexFallback
For an index option transaction, a flag to indicate whether a relevant Component Security Index Annex is applicable to the transaction.
Type:
xsd:boolean
Content:
simple
Defined:
locally within IndexAnnexFallback.model group in fpml-eq-shared-5-7.xsd; see XML source
compounding
Defines compounding rates on the Interest Leg.
Type:
Compounding
Content:
complex, 4 elements
Defined:
locally within InterestCalculation complexType in fpml-eq-shared-5-7.xsd; see XML source
compoundingDates
Defines the compounding dates.
Type:
AdjustableRelativeOrPeriodicDates2
Content:
complex, 1 attribute, 2 elements
Defined:
locally within Compounding complexType in fpml-eq-shared-5-7.xsd; see XML source
compoundingMethod (defined in InterestAccrualsCompoundingMethod complexType)
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.
Type:
CompoundingMethodEnum
Content:
simple
Defined:
locally within InterestAccrualsCompoundingMethod complexType in fpml-shared-5-7.xsd; see XML source
compoundingMethod (in compounding)
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.
Type:
CompoundingMethodEnum
Content:
simple
Defined:
locally within Compounding complexType in fpml-eq-shared-5-7.xsd; see XML source
compoundingRate
Defines a compounding rate.
Type:
CompoundingRate
Content:
complex, 2 elements
Defined:
locally within Compounding complexType in fpml-eq-shared-5-7.xsd; see XML source
compoundingSpread
Defines the spread to be used for compounding.
Type:
xsd:decimal
Content:
simple
Defined:
locally within Compounding complexType in fpml-eq-shared-5-7.xsd; see XML source
confirmationMethod (in partyTradeInformation)
Used to describe how the trade was confirmed, e.g via a confirmation facility, via private electronic service, or via written documentation.
Type:
ConfirmationMethod
Content:
simple, 1 attribute
Defined:
locally within PartyTradeInformation complexType in fpml-doc-5-7.xsd; see XML source
confirmationMethod (in tradeInformation)
Used to describe how the trade was confirmed, e.g via a confirmation facility, via private electronic service, or via written documentation.
Type:
ConfirmationMethod
Content:
simple, 1 attribute
Defined:
locally within TradeInformation complexType in fpml-doc-5-7.xsd; see XML source
constituentExchangeId
Identification of all the exchanges where constituents are traded.
Type:
ExchangeId
Content:
simple, 1 attribute
Defined:
locally within ExchangeTradedCalculatedPrice complexType in fpml-asset-5-7.xsd; see XML source
constituentWeight (in basketConstituent)
Specifies the weight of each of the underlyer constituent within the basket, either in absolute or relative terms.
Type:
ConstituentWeight
Content:
complex, 3 elements
Defined:
locally within BasketConstituent complexType in fpml-asset-5-7.xsd; see XML source
constituentWeight (in referencePoolItem)
Describes the weight of each of the constituents within the basket.
Type:
ConstituentWeight
Content:
complex, 3 elements
Defined:
locally within ReferencePoolItem complexType in fpml-cd-5-7.xsd; see XML source
constituentWeight (in underlying in notionalAmountBasket)
If the Notional Quantity is specified in a unit that does not match the unit in which the Commodity Reference Price is quoted, the scaling or conversion factor used to convert the Commodity Reference Price unit into the Notional Quantity unit should be stated here.
Type:
NonNegativeDecimal
Content:
simple
Defined:
locally within CommodityBasketUnderlyingByPercentage complexType in fpml-com-5-7.xsd; see XML source
contactInfo (defined in Party complexType)
Information on how to contact the party using various means.
Type:
ContactInformation
Content:
complex, 3 elements
Defined:
locally within Party complexType in fpml-shared-5-7.xsd; see XML source
contactInfo (in businessUnit)
Information on how to contact the unit using various means.
Type:
ContactInformation
Content:
complex, 3 elements
Defined:
locally within BusinessUnit complexType in fpml-shared-5-7.xsd; see XML source
contactInfo (in person)
Information on how to contact the individual using various means.
Type:
ContactInformation
Content:
complex, 3 elements
Defined:
locally within Person complexType in fpml-shared-5-7.xsd; see XML source
contractRate
For a DRY Voyage Charter or Time Charter Commodity Swap, the price per relevant unit for pruposes of the calculation of a Fixed Amount.
Type:
NonNegativeMoney
Content:
complex, 1 attribute, 2 elements
Defined:
locally within CommodityFixedPrice.model group in fpml-com-5-7.xsd; see XML source
contractReference
Specifies the contract that can be referenced, besides the undelyer type.
Type:
xsd:string
Content:
simple
Defined:
locally within ExchangeTradedContract complexType in fpml-asset-5-7.xsd; see XML source
contractYearMonth
The contract month of the futures contract. i.e.
Type:
xsd:gYearMonth
Content:
simple
Defined:
locally within Future complexType in fpml-asset-5-7.xsd; see XML source
convertibleBond
Identifies the underlying asset when it is a convertible bond.
Type:
ConvertibleBond
Content:
complex, 1 attribute, 17 elements
Subst.Gr:
may substitute for element underlyingAsset
Defined:
globally in fpml-asset-5-7.xsd; see XML source
Used:
at 2 locations
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.
Type:
MessageAddress
Content:
simple, 1 attribute
Defined:
locally within MessageHeader.model group in fpml-msg-5-7.xsd; see XML source
corporateAction
Describes a change due to a corporate action
Type:
CorporateActionEvent
Content:
complex, 2 elements
Subst.Gr:
may substitute for element changeEvent
Defined:
globally in fpml-business-events-5-7.xsd; see XML source
Used:
never
correlation
Specifies Correlation.
Type:
Correlation
Content:
complex, 9 elements
Defined:
locally within CorrelationAmount complexType in fpml-correlation-swaps-5-7.xsd; see XML source
correlationId
A qualified identifier used to correlate between messages
Type:
CorrelationId
Content:
simple, 1 attribute
Defined:
locally within CorrelationId.model group in fpml-msg-5-7.xsd; see XML source
correlationLeg
Correlation Leg.
Type:
CorrelationLeg
Content:
complex, 1 attribute, 10 elements
Defined:
locally within CorrelationSwap complexType in fpml-correlation-swaps-5-7.xsd; see XML source
correlationStrikePrice
Correlation Strike Price.
Type:
CorrelationValue
Content:
simple
Defined:
locally within Correlation complexType in fpml-eq-shared-5-7.xsd; see XML source
correlationSwap
Specifies the structure of a correlation swap.
Type:
CorrelationSwap
Content:
complex, 1 attribute, 7 elements
Subst.Gr:
may substitute for element product
Defined:
globally in fpml-correlation-swaps-5-7.xsd; see XML source
Used:
never
counterpartyReference
Type:
PartyReference
Content:
empty, 1 attribute
Defined:
locally within GenericProduct complexType in fpml-generic-5-7.xsd; see XML source
country (defined in Address complexType)
The ISO 3166 standard code for the country within which the postal address is located.
Type:
CountryCode
Content:
simple, 1 attribute
Defined:
locally within Address complexType in fpml-shared-5-7.xsd; see XML source
country (defined in PartyInformation.model group)
The country where the party is domiciled.
Type:
CountryCode
Content:
simple, 1 attribute
Defined:
locally within PartyInformation.model group in fpml-shared-5-7.xsd; see XML source
country (in businessUnit)
The ISO 3166 standard code for the country where the individual works.
Type:
CountryCode
Content:
simple, 1 attribute
Defined:
locally within BusinessUnit complexType in fpml-shared-5-7.xsd; see XML source
country (in person)
The ISO 3166 standard code for the country where the individual works.
Type:
CountryCode
Content:
simple, 1 attribute
Defined:
locally within Person complexType in fpml-shared-5-7.xsd; see XML source
couponPayment
The next upcoming coupon payment.
Type:
PendingPayment
Content:
complex, 1 attribute, 3 elements
Defined:
locally within SingleUnderlyer complexType in fpml-asset-5-7.xsd; see XML source
couponRate
Specifies the coupon rate (expressed in percentage) of a fixed income security or convertible bond.
Type:
xsd:decimal
Content:
simple
Defined:
locally within FixedIncomeSecurityContent.model group in fpml-asset-5-7.xsd; see XML source
couponStartDate
The date interest started accruing for the accrued interest calculation on an interest bearing security.
Type:
xsd:date
Content:
simple
Defined:
locally within InstrumentTradePricing complexType in fpml-doc-5-7.xsd; see XML source
couponType
Specifies if the bond has a variable coupon, step-up/down coupon or a zero-coupon.
Type:
CouponType
Content:
simple, 1 attribute
Defined:
locally within FixedIncomeSecurityContent.model group in fpml-asset-5-7.xsd; see XML source
creationTimestamp
The date and time (on the source system) when this message instance was created.
Type:
xsd:dateTime
Content:
simple
Defined:
locally within MessageHeader.model group in fpml-msg-5-7.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.
Type:
xsd:date
Content:
simple
Defined:
locally within Loan complexType in fpml-asset-5-7.xsd; see XML source
creditChargeAmount
Special credit fee assessed to certain institutions.
Type:
Money
Content:
complex, 1 attribute, 2 elements
Defined:
locally within AllocationContent.model group in fpml-doc-5-7.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.
Type:
CreditDefaultSwap
Content:
complex, 1 attribute, 8 elements
Subst.Gr:
may substitute for element product
Defined:
globally in fpml-cd-5-7.xsd; see XML source
Used:
never
creditDefaultSwap (in creditDefaultSwapOption)
Type:
LimitedCreditDefaultSwap
Content:
complex, 3 elements
Defined:
locally within CreditDefaultSwapOption complexType in fpml-cd-5-7.xsd; see XML source
creditDefaultSwapOption
An option on a credit default swap.
Type:
CreditDefaultSwapOption
Content:
complex, 1 attribute, 17 elements
Subst.Gr:
may substitute for element product
Defined:
globally in fpml-cd-5-7.xsd; see XML source
Used:
never
creditDocument
What arrangements will be made to provide credit?
Type:
CreditDocument
Content:
simple, 1 attribute
Defined:
locally within EndUserExceptionDeclaration complexType in fpml-doc-5-7.xsd; see XML source
creditEvent
Type:
CreditEvent
Content:
empty
Abstract:
(may not be used directly in instance XML documents)
Subst.Gr:
may be substituted with 6 elements
Defined:
globally in fpml-credit-event-notification-5-7.xsd; see XML source
Used:
at 7 locations
creditEventAcknowledgement
Type:
Acknowledgement
Content:
complex, 3 attributes, 8 elements
Defined:
globally in fpml-credit-event-notification-5-7.xsd; see XML source
Used:
never
creditEventDate
Type:
xsd:date
Content:
simple
Defined:
locally within CreditEventNoticeDocument complexType in fpml-credit-event-notification-5-7.xsd; see XML source
creditEventException
Type:
Exception
Content:
complex, 3 attributes, 6 elements
Defined:
globally in fpml-credit-event-notification-5-7.xsd; see XML source
Used:
never
creditEventNotice
A global element used to hold CENs.
Type:
CreditEventNoticeDocument
Content:
complex, 8 elements
Defined:
globally in fpml-credit-event-notification-5-7.xsd; see XML source
Used:
never
creditEventNotice (in creditEventNotification)
Type:
CreditEventNoticeDocument
Content:
complex, 8 elements
Defined:
locally within CreditEventNotification complexType in fpml-credit-event-notification-5-7.xsd; see XML source
creditEventNotice (in creditEventNotificationRetracted)
Type:
CreditEventNoticeDocument
Content:
complex, 8 elements
Defined:
locally within CreditEventNotificationRetracted complexType in fpml-credit-event-notification-5-7.xsd; see XML source
creditEventNoticeDate
Type:
xsd:date
Content:
simple
Defined:
locally within CreditEventNoticeDocument complexType in fpml-credit-event-notification-5-7.xsd; see XML source
creditEventNotification
A message defining the ISDA defined Credit Event Notice.
Type:
CreditEventNotification
Content:
complex, 3 attributes, 8 elements
Defined:
globally in fpml-credit-event-notification-5-7.xsd; see XML source
Used:
never
creditEventNotificationRetracted
A message retracting a previous credit event notification.
Type:
CreditEventNotificationRetracted
Content:
complex, 3 attributes, 7 elements
Defined:
globally in fpml-credit-event-notification-5-7.xsd; see XML source
Used:
never
creditEvents
This element contains all the ISDA terms relating to credit events.
Type:
CreditEvents
Content:
complex, 1 attribute, 1 element
Defined:
locally within ProtectionTerms complexType in fpml-cd-5-7.xsd; see XML source
creditRating
The party's credit rating.
Type:
CreditRating
Content:
simple, 1 attribute
Defined:
locally within PartyInformation.model group in fpml-shared-5-7.xsd; see XML source
crossRate (in exchangeRate defined in FxCoreDetails.model group)
An optional element that allow for definition of the currency exchange rates used to cross between the traded currencies for non-base currency FX contracts.
Type:
CrossRate
Content:
complex, 6 elements
Defined:
locally within ExchangeRate complexType in fpml-fx-5-7.xsd; see XML source
crossRate (in exchangeRate in underlyer defined in GenericProduct complexType)
An optional element that allow for definition of the currency exchange rates used to cross between the traded currencies for non-base currency FX contracts.
Type:
CrossRate
Content:
complex, 6 elements
Defined:
locally within GenericProductExchangeRate complexType in fpml-generic-5-7.xsd; see XML source
currency (defined in ActualPrice complexType)
Specifies the currency associated with the net price.
Type:
Currency
Content:
simple, 1 attribute
Defined:
locally within ActualPrice complexType in fpml-asset-5-7.xsd; see XML source
currency (defined in AmountSchedule complexType)
The currency in which an amount is denominated.
Type:
Currency
Content:
simple, 1 attribute
Defined:
locally within AmountSchedule complexType in fpml-shared-5-7.xsd; see XML source
currency (defined in CashflowNotional complexType)
The currency in which an amount is denominated.
Type:
Currency
Content:
simple, 1 attribute
Defined:
locally within CashflowNotional complexType in fpml-shared-5-7.xsd; see XML source
currency (defined in CurrencyAndDeterminationMethod.model group)
The currency in which an amount is denominated.
Type:
IdentifiedCurrency
Content:
simple, 2 attributes
Defined:
locally within CurrencyAndDeterminationMethod.model group in fpml-eq-shared-5-7.xsd; see XML source
currency (defined in DualCurrencyFeature complexType)
The Alternate currency i.e. the currency in which the deposit will be redeemed in the event that the spot rate fixes below the strike rate at the specified fixing date and time.
Type:
Currency
Content:
simple, 1 attribute
Defined:
locally within DualCurrencyFeature complexType in fpml-fx-5-7.xsd; see XML source
currency (defined in EquityStrike complexType)
The currency in which an amount is denominated.
Type:
Currency
Content:
simple, 1 attribute
Defined:
locally within EquityStrike complexType in fpml-eq-shared-5-7.xsd; see XML source
currency (defined in MoneyBase complexType)
The currency in which an amount is denominated.
Type:
Currency
Content:
simple, 1 attribute
Defined:
locally within MoneyBase complexType in fpml-shared-5-7.xsd; see XML source
currency (defined in NonNegativeAmountSchedule complexType)
The currency in which an amount is denominated.
Type:
Currency
Content:
simple, 1 attribute
Defined:
locally within NonNegativeAmountSchedule complexType in fpml-shared-5-7.xsd; see XML source
currency (defined in OptionStrike complexType)
The currency in which an amount is denominated.
Type:
Currency
Content:
simple, 1 attribute
Defined:
locally within OptionStrike complexType in fpml-option-shared-5-7.xsd; see XML source
currency (defined in PricingStructure complexType)
The currency that the structure is expressed in (this is relevant mostly for the Interes Rates asset class).
Type:
Currency
Content:
simple, 1 attribute
Defined:
locally within PricingStructure complexType in fpml-shared-5-7.xsd; see XML source
currency (defined in QuotationCharacteristics.model group)
The optional currency that the measure is expressed in.
Type:
Currency
Content:
simple, 1 attribute
Defined:
locally within QuotationCharacteristics.model group in fpml-asset-5-7.xsd; see XML source
currency (defined in UnderlyingAsset complexType)
Trading currency of the underlyer when transacted as a cash instrument.
Type:
IdentifiedCurrency
Content:
simple, 2 attributes
Defined:
locally within UnderlyingAsset complexType in fpml-asset-5-7.xsd; see XML source
currency (in cash)
The currency in which an amount is denominated.
Type:
Currency
Content:
simple, 1 attribute
Defined:
locally within Cash complexType in fpml-asset-5-7.xsd; see XML source
currency (in commission)
The currency in which an amount is denominated.
Type:
Currency
Content:
simple, 1 attribute
Defined:
locally within Commission complexType in fpml-asset-5-7.xsd; see XML source
currency1 (defined in QuotedCurrencyPair complexType)
The first currency specified when a pair of currencies is to be evaluated.
Type:
Currency
Content:
simple, 1 attribute
Defined:
locally within QuotedCurrencyPair complexType in fpml-shared-5-7.xsd; see XML source
currency1 (in quotedCurrencyPair in exchangeRate in underlyer defined in GenericProduct complexType)
The first currency specified when a pair of currencies is to be evaluated.
Type:
Currency
Content:
simple, 1 attribute
Defined:
locally within GenericProductQuotedCurrencyPair complexType in fpml-generic-5-7.xsd; see XML source
currency1ValueDate
The date on which the currency1 amount will be settled.
Type:
xsd:date
Content:
simple
Defined:
locally within FxCoreDetails.model group in fpml-fx-5-7.xsd; see XML source
currency2 (defined in QuotedCurrencyPair complexType)
The second currency specified when a pair of currencies is to be evaluated.
Type:
Currency
Content:
simple, 1 attribute
Defined:
locally within QuotedCurrencyPair complexType in fpml-shared-5-7.xsd; see XML source
currency2 (in quotedCurrencyPair in exchangeRate in underlyer defined in GenericProduct complexType)
The second currency specified when a pair of currencies is to be evaluated.
Type:
Currency
Content:
simple, 1 attribute
Defined:
locally within GenericProductQuotedCurrencyPair complexType in fpml-generic-5-7.xsd; see XML source
currency2ValueDate
The date on which the currency2 amount will be settled.
Type:
xsd:date
Content:
simple
Defined:
locally within FxCoreDetails.model group in fpml-fx-5-7.xsd; see XML source
currencyReference
Reference to a currency defined elsewhere in the document
Type:
IdentifiedCurrencyReference
Content:
empty, 1 attribute
Defined:
locally within CurrencyAndDeterminationMethod.model group in fpml-eq-shared-5-7.xsd; see XML source
currencyType
The optional currency that the measure is expressed in.
Type:
ReportingCurrencyType
Content:
simple, 1 attribute
Defined:
locally within QuotationCharacteristics.model group in fpml-asset-5-7.xsd; see XML source
currentFactor
The part of the mortgage that is currently outstanding.
Type:
xsd:decimal
Content:
simple
Defined:
locally within AssetPool complexType in fpml-asset-5-7.xsd; see XML source
cutName
The code by which the expiry time is known in the market.
Type:
CutName
Content:
simple, 1 attribute
Defined:
locally within FxEuropeanExercise complexType in fpml-fx-5-7.xsd; see XML source
cycle
The processing cycle or phase that this message describes.
Type:
ServiceProcessingCycle
Content:
simple, 1 attribute
Defined:
locally within ServiceProcessingStatus complexType in fpml-msg-5-7.xsd; see XML source
dataDocument
A document containing trade and/or portfolio and/or party data without expressing any processing intention.
Type:
DataDocument
Content:
complex, 3 attributes, 5 elements
Defined:
globally in fpml-main-5-7.xsd; see XML source
Used:
never
date (defined in FxBusinessCenterDateTime complexType)
Type:
xsd:date
Content:
simple
Defined:
locally within FxBusinessCenterDateTime complexType in fpml-fx-5-7.xsd; see XML source
date (in bermudaExerciseDates in equityBermudaExercise)
Type:
xsd:date
Content:
simple
Defined:
locally within DateList complexType in fpml-shared-5-7.xsd; see XML source
date (in implementationSpecification)
Type:
xsd:date
Content:
simple
Defined:
locally within ImplementationSpecification complexType in fpml-msg-5-7.xsd; see XML source
dateAdjustments
Date adjustments for all unadjusted dates in this dividend period.
Type:
BusinessDayAdjustments
Content:
complex, 1 attribute, 3 elements
Defined:
locally within DividendPeriod complexType in fpml-eq-shared-5-7.xsd; see XML source
dateOffset
Type:
DateOffset
Content:
complex, 1 attribute, 3 elements
Defined:
locally within RelativeDateSequence complexType in fpml-shared-5-7.xsd; see XML source
dateRelativeTo (defined in RelativeDateOffset complexType)
Specifies the anchor as an href attribute.
Type:
DateReference
Content:
empty, 1 attribute
Defined:
locally within RelativeDateOffset complexType in fpml-shared-5-7.xsd; see XML source
dateRelativeTo (defined in RelativeDateSequence complexType)
Specifies the anchor as an href attribute.
Type:
DateReference
Content:
empty, 1 attribute
Defined:
locally within RelativeDateSequence complexType in fpml-shared-5-7.xsd; see XML source
dateRelativeTo (in startingDate)
Reference to a date defined elswhere in the document.
Type:
DateReference
Content:
empty, 1 attribute
Defined:
locally within StartingDate complexType in fpml-eq-shared-5-7.xsd; see XML source
dateTime
Type:
xsd:dateTime
Content:
simple
Defined:
locally within DateTimeList complexType in fpml-shared-5-7.xsd; see XML source
dayCount
The number of days over which pricing should take place.
Type:
xsd:positiveInteger
Content:
simple
Defined:
locally within PricingDays.model group in fpml-com-5-7.xsd; see XML source
dayCountFraction (defined in BondCalculation.model group)
The day count basis for the bond.
Type:
DayCountFraction
Content:
simple, 1 attribute
Defined:
locally within BondCalculation.model group in fpml-asset-5-7.xsd; see XML source
dayCountFraction (in calculation in calculationPeriodAmount)
The day count fraction.
Type:
DayCountFraction
Content:
simple, 1 attribute
Defined:
locally within Calculation complexType in fpml-ird-5-7.xsd; see XML source
dayCountFraction (in fixedAmountCalculation)
The day count fraction.
Type:
DayCountFraction
Content:
simple, 1 attribute
Defined:
locally within FixedAmountCalculation complexType in fpml-cd-5-7.xsd; see XML source
dayCountFraction (in fra)
The day count fraction.
Type:
DayCountFraction
Content:
simple, 1 attribute
Defined:
locally within Fra complexType in fpml-ird-5-7.xsd; see XML source
dayCountFraction (in interestCalculation)
The day count fraction.
Type:
DayCountFraction
Content:
simple, 1 attribute
Defined:
locally within InterestCalculation complexType in fpml-eq-shared-5-7.xsd; see XML source
dayCountFraction (in underlyer defined in GenericProduct complexType)
Specifies a day count fraction or fractions that apply to this underlyer; this is provided to meet regulatory reporting requirements, but is not sufficient to to fully represent the economics of the trade..
Type:
DayCountFraction
Content:
simple, 1 attribute
Defined:
locally within TradeUnderlyer2 complexType in fpml-generic-5-7.xsd; see XML source
dayDistribution
The method by which the pricing days are distributed across the pricing period.
Type:
CommodityFrequencyType
Content:
simple, 1 attribute
Defined:
locally within PricingDays.model group in fpml-com-5-7.xsd; see XML source
daysInRangeAdjustment
The contract specifies whether the notional should be scaled by the Number of Days in Range divided by the Expected N.
Type:
xsd:boolean
Content:
simple
Defined:
locally within BoundedVariance complexType in fpml-eq-shared-5-7.xsd; see XML source
dayType
The type of day on which pricing occurs.
Type:
CommodityDayTypeEnum
Content:
simple
Defined:
locally within PricingDays.model group in fpml-com-5-7.xsd; see XML source
dealtCurrency
Indicates which currency was dealt.
Type:
DealtCurrencyEnum
Content:
simple
Defined:
locally within FxCoreDetails.model group in fpml-fx-5-7.xsd; see XML source
declaredCashDividendPercentage
Declared Cash Dividend Percentage.
Type:
NonNegativeDecimal
Content:
simple
Defined:
locally within DeclaredCashAndCashEquivalentDividendPercentage.model group in fpml-eq-shared-5-7.xsd; see XML source
declaredCashEquivalentDividendPercentage
Declared Cash Equivalent Dividend Percentage.
Type:
NonNegativeDecimal
Content:
simple
Defined:
locally within DeclaredCashAndCashEquivalentDividendPercentage.model group in fpml-eq-shared-5-7.xsd; see XML source
definition
An optional reference to a full FpML product that defines the simple product in greater detail.
Type:
ProductReference
Content:
empty, 1 attribute
Defined:
locally within UnderlyingAsset complexType in fpml-asset-5-7.xsd; see XML source
deliverableByBarge
Whether or not the delivery can go to barge.
Type:
xsd:boolean
Content:
simple
Defined:
locally within OilPipelineDelivery complexType in fpml-com-5-7.xsd; see XML source
deliveryAtSource
The point at which the Coal Product as a reference to the Source of the Coal Product.
Type:
xsd:boolean
Content:
simple
Defined:
locally within CoalDelivery complexType in fpml-com-5-7.xsd; see XML source
deliveryConditions (in coalPhysicalLeg)
The physical delivery conditions for the transaction.
Type:
CoalDelivery
Content:
complex, 3 elements
Defined:
locally within CoalPhysicalLeg complexType in fpml-com-5-7.xsd; see XML source
deliveryConditions (in electricityPhysicalLeg)
The physical delivery conditions for the transaction.
Type:
ElectricityDelivery
Content:
complex, 4 elements
Defined:
locally within ElectricityPhysicalLeg complexType in fpml-com-5-7.xsd; see XML source
deliveryConditions (in gasPhysicalLeg)
The physical delivery conditions for the transaction.
Type:
GasDelivery
Content:
complex, 5 elements
Defined:
locally within GasPhysicalLeg complexType in fpml-com-5-7.xsd; see XML source
deliveryConditions (in metalPhysicalLeg)
The physical delivery arrangements and requirements for a physically settled non-precious metal transaction.
Type:
MetalDelivery
Content:
complex, 2 elements
Defined:
locally within MetalPhysicalLeg complexType in fpml-com-5-7.xsd; see XML source
deliveryConditions (in oilPhysicalLeg)
The physical delivery conditions for the transaction.
Type:
OilDelivery
Content:
complex, 2 elements
Defined:
locally within OilPhysicalLeg complexType in fpml-com-5-7.xsd; see XML source
deliveryDateExpirationConvention
The 'deliveryDateExpirationConvention' specifies, for a Commodity Transaction that references a listed future via the 'deliveryDates' element, the day on which the specified future will expire ahead of the actual expiration of the referenced future.
Type:
Offset
Content:
complex, 1 attribute, 2 elements
Defined:
locally within CommodityProduct.model group in fpml-asset-5-7.xsd; see XML source
deliveryDates
Deprecated: The 'deliveryDates' element is applicable for a Commodity Reference Price that references a listed future contract (e.g.
Type:
DeliveryDatesEnum
Content:
simple
Defined:
locally within CommodityProduct.model group in fpml-asset-5-7.xsd; see XML source
deliveryLocation (in bullionPhysicalLeg)
The physical delivery location for the transaction.
Type:
BullionDeliveryLocation
Content:
simple, 1 attribute
Defined:
locally within BullionPhysicalLeg complexType in fpml-com-5-7.xsd; see XML source
deliveryLocation (in deliveryConditions in metalPhysicalLeg)
The Delivery Point for a physically settled non-precious metal transaction.
Type:
CommodityDeliveryPoint
Content:
simple, 1 attribute
Defined:
locally within MetalDelivery complexType in fpml-com-5-7.xsd; see XML source
deliveryLocation (in transfer)
The location at which the transfer of the title to the commodity takes place.
Type:
CommodityDeliveryPoint
Content:
simple, 1 attribute
Defined:
locally within OilTransferDelivery complexType in fpml-com-5-7.xsd; see XML source
deliveryNearby
A container for the parametric representation of nearby contracts.
Type:
DeliveryNearby
Content:
complex, 1 attribute, 2 elements
Defined:
locally within CommodityProduct.model group in fpml-asset-5-7.xsd; see XML source
deliveryNearbyMultiplier
A time multiplier, e.g. 1, 2 or 3 etc. used in defining Delivery Nearby date.
Type:
xsd:positiveInteger
Content:
simple
Defined:
locally within DeliveryNearby complexType in fpml-asset-5-7.xsd; see XML source
deliveryNearbyType
Defines a type of the delivery nearby qualifier, expect to be used in conjunction with a delivery nearby multiplier, e.g. 1NearByMonth, 1NearbyWeek, etc.
Type:
DeliveryNearbyTypeEnum
Content:
simple
Defined:
locally within DeliveryNearby complexType in fpml-asset-5-7.xsd; see XML source
deliveryPoint (in deliveryConditions in coalPhysicalLeg)
The point at which the Coal Product will be delivered and received.
Type:
CoalDeliveryPoint
Content:
simple, 1 attribute
Defined:
locally within CoalDelivery complexType in fpml-com-5-7.xsd; see XML source
deliveryPoint (in deliveryConditions in electricityPhysicalLeg)
The point at which delivery of the electricity will occur.
Type:
ElectricityDeliveryPoint
Content:
simple, 1 attribute
Defined:
locally within ElectricityDelivery complexType in fpml-com-5-7.xsd; see XML source
deliveryPoint (in deliveryConditions in gasPhysicalLeg)
The physical or virtual point at which the commodity will be delivered.
Type:
GasDeliveryPoint
Content:
simple, 1 attribute
Defined:
locally within CommodityDeliveryPoints.model group in fpml-com-5-7.xsd; see XML source
deliveryQuantity (in coalPhysicalLeg)
The different options for specifying the quantity.
Type:
CommodityPhysicalQuantity
Content:
complex, 1 attribute, 1 element
Defined:
locally within CoalPhysicalLeg complexType in fpml-com-5-7.xsd; see XML source
deliveryQuantity (in electricityPhysicalLeg)
The different options for specifying the quantity.
Type:
ElectricityPhysicalQuantity
Content:
complex, 1 attribute, 1 element
Defined:
locally within ElectricityPhysicalLeg complexType in fpml-com-5-7.xsd; see XML source
deliveryQuantity (in gasPhysicalLeg)
The different options for specifying the quantity.
Type:
GasPhysicalQuantity
Content:
complex, 1 attribute, 1 element
Defined:
locally within GasPhysicalLeg complexType in fpml-com-5-7.xsd; see XML source
deliveryQuantity (in oilPhysicalLeg)
The different options for specifying the quantity.
Type:
CommodityPhysicalQuantity
Content:
complex, 1 attribute, 1 element
Defined:
locally within OilPhysicalLeg complexType in fpml-com-5-7.xsd; see XML source
deliveryType (in deliveryConditions in electricityPhysicalLeg)
Indicates the under what conditions the Parties' delivery obligations apply.
Type:
ElectricityDeliveryType
Content:
complex, 4 elements
Defined:
locally within ElectricityDelivery complexType in fpml-com-5-7.xsd; see XML source
deliveryType (in deliveryConditions in gasPhysicalLeg)
Indicates whether the buyer and seller are contractually obliged to consume and supply the specified quantities of the commodity.
Type:
DeliveryTypeEnum
Content:
simple
Defined:
locally within GasDelivery complexType in fpml-com-5-7.xsd; see XML source
deliveryZone
The zone covering potential delivery points for the electricity.
Type:
CommodityDeliveryPoint
Content:
simple, 1 attribute
Defined:
locally within ElectricityDelivery complexType in fpml-com-5-7.xsd; see XML source
depositoryReceipt
A Depository Receipt is a negotiable certificate issued by a trust company or security depository.
Type:
xsd:boolean
Content:
simple
Defined:
locally within SingleUnderlyer complexType in fpml-asset-5-7.xsd; see XML source
description (defined in Reason complexType)
Plain English text describing the associated error condition
Type:
xsd:string
Content:
simple
Defined:
locally within Reason complexType in fpml-msg-5-7.xsd; see XML source
description (in advisory)
A human-readable notification.
Type:
xsd:string
Content:
simple
Defined:
locally within ServiceAdvisory complexType in fpml-msg-5-7.xsd; see XML source
description (in cash)
Long name of the underlying asset.
Type:
xsd:string
Content:
simple
Defined:
locally within Cash complexType in fpml-asset-5-7.xsd; see XML source
determinationMethod (defined in CurrencyAndDeterminationMethod.model group)
Specifies the method according to which an amount or a date is determined.
Type:
DeterminationMethod
Content:
simple, 2 attributes
Defined:
locally within CurrencyAndDeterminationMethod.model group in fpml-eq-shared-5-7.xsd; see XML source
determinationMethod (defined in Price complexType)
Specifies the method according to which an amount or a date is determined.
Type:
DeterminationMethod
Content:
simple, 2 attributes
Defined:
locally within Price complexType in fpml-asset-5-7.xsd; see XML source
determinationMethod (defined in ReturnSwapNotional complexType)
Specifies the method according to which an amount or a date is determined.
Type:
DeterminationMethod
Content:
simple, 2 attributes
Defined:
locally within ReturnSwapNotional complexType in fpml-eq-shared-5-7.xsd; see XML source
determinationMethod (in principalExchangeAmount in principalExchangeDescriptions)
Specifies the method according to which an amount or a date is determined.
Type:
DeterminationMethod
Content:
simple, 2 attributes
Defined:
locally within PrincipalExchangeAmount complexType in fpml-eq-shared-5-7.xsd; see XML source
digital
The barrier and cash payout features of the digital option.
Type:
CommodityDigital
Content:
complex, 2 elements
Defined:
locally within CommodityDigitalOptionFeatures.model group in fpml-com-5-7.xsd; see XML source
direction
Indicates the role of the option buyer with regard to this underlyer.
Type:
PayerReceiverEnum
Content:
simple
Defined:
locally within CommodityBasketUnderlyingBase complexType in fpml-com-5-7.xsd; see XML source
discountFactor
The value representing the discount factor used to calculate the present value of the cash flow.
Type:
xsd:decimal
Content:
simple
Defined:
locally within PaymentDiscounting.model group in fpml-shared-5-7.xsd; see XML source
discountRate
A discount rate, expressed as a decimal, to be used in the calculation of a discounted amount.
Type:
xsd:decimal
Content:
simple
Defined:
locally within DiscountRate.model group in fpml-ird-5-7.xsd; see XML source
discountRateDayCountFraction
A discount day count fraction to be used in the calculation of a discounted amount.
Type:
DayCountFraction
Content:
simple, 1 attribute
Defined:
locally within DiscountRate.model group in fpml-ird-5-7.xsd; see XML source
dividend
Expected dividend in this period.
Type:
NonNegativeMoney
Content:
complex, 1 attribute, 2 elements
Defined:
locally within DividendPeriodDividend complexType in fpml-eq-shared-5-7.xsd; see XML source
dividendLeg
Dividend leg.
Type:
DividendLeg
Content:
complex, 1 attribute, 13 elements
Defined:
locally within DividendSwapTransactionSupplement complexType in fpml-dividend-swaps-5-7.xsd; see XML source
dividendPayment
The next upcoming dividend payment or payments.
Type:
PendingPayment
Content:
complex, 1 attribute, 3 elements
Defined:
locally within DividendPayout complexType in fpml-asset-5-7.xsd; see XML source
dividendPayout
Specifies the dividend payout ratio associated with an equity underlyer.
Type:
DividendPayout
Content:
complex, 5 elements
Defined:
locally within SingleUnderlyer complexType in fpml-asset-5-7.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.
Type:
xsd:string
Content:
simple
Defined:
locally within DividendPayout complexType in fpml-asset-5-7.xsd; see XML source
dividendPayoutRatio
Specifies the total actual dividend payout ratio associated with the equity underlyer.
Type:
xsd:decimal
Content:
simple
Defined:
locally within DividendPayout complexType in fpml-asset-5-7.xsd; see XML source
dividendPayoutRatioCash
Specifies the cash actual dividend payout ratio associated with the equity underlyer.
Type:
xsd:decimal
Content:
simple
Defined:
locally within DividendPayout complexType in fpml-asset-5-7.xsd; see XML source
dividendPayoutRatioNonCash
Specifies the non cash actual dividend payout ratio associated with the equity underlyer.
Type:
xsd:decimal
Content:
simple
Defined:
locally within DividendPayout complexType in fpml-asset-5-7.xsd; see XML source
dividendPeriod (defined in DividendAdjustment complexType)
A single Dividend Adjustment Period.
Type:
DividendPeriodDividend
Content:
complex, 1 attribute, 6 elements
Defined:
locally within DividendAdjustment complexType in fpml-eq-shared-5-7.xsd; see XML source
dividendPeriod (in dividendLeg)
One to many time bounded dividend payment periods, each with a fixed strike and dividend payment date per period.
Type:
DividendPeriodPayment
Content:
complex, 1 attribute, 5 elements
Defined:
locally within DividendLeg complexType in fpml-dividend-swaps-5-7.xsd; see XML source
dividendSwapOptionTransactionSupplement
Specifies the structure of the dividend swap transaction supplement.
Type:
DividendSwapOptionTransactionSupplement
Content:
complex, 1 attribute, 13 elements
Subst.Gr:
may substitute for element product
Defined:
globally in fpml-dividend-swaps-5-7.xsd; see XML source
Used:
never
dividendSwapTransactionSupplement
Specifies the structure of the dividend swap transaction supplement.
Type:
DividendSwapTransactionSupplement
Content:
complex, 1 attribute, 7 elements
Subst.Gr:
may substitute for element product
Defined:
globally in fpml-dividend-swaps-5-7.xsd; see XML source
Used:
never
dividendSwapTransactionSupplement (in dividendSwapOptionTransactionSupplement)
The variance swap details.
Type:
DividendSwapTransactionSupplement
Content:
complex, 1 attribute, 7 elements
Defined:
locally within DividendSwapOptionTransactionSupplement complexType in fpml-dividend-swaps-5-7.xsd; see XML source
earliestExecutionTime
The earliest time of day at the specified business center, at which the client may execute a transaction.
Type:
BusinessCenterTime
Content:
complex, 2 elements
Defined:
locally within FxFlexibleForward complexType in fpml-fx-5-7.xsd; see XML source
earliestExerciseDateTenor
The time interval to the first (and possibly only) exercise date in the exercise period.
Type:
Period
Content:
complex, 1 attribute, 2 elements
Defined:
locally within ExercisePeriod complexType in fpml-ird-5-7.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.
Type:
BusinessCenterTime
Content:
complex, 2 elements
Defined:
locally within AmericanExercise complexType in fpml-shared-5-7.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.
Type:
BusinessCenterTime
Content:
complex, 2 elements
Defined:
locally within BermudaExercise complexType in fpml-shared-5-7.xsd; see XML source
earlyCallDate
Date prior to which the option buyer will have to pay a Make Whole Amount to the option seller if he/she exercises the option.
Type:
IdentifiedDate
Content:
simple, 1 attribute
Defined:
locally within MakeWholeAmount complexType in fpml-bond-option-5-7.xsd; see XML source
earlyTermination
Specifies, for one or for both the parties to the trade, the date from which it can early terminate it.
Type:
ReturnSwapEarlyTermination
Content:
complex, 2 elements
Defined:
locally within ReturnSwap complexType in fpml-eq-shared-5-7.xsd; see XML source
earlyTerminationProvision (defined in Swap complexType)
Parameters specifying provisions relating to the optional and mandatory early terminarion of a swap transaction.
Type:
EarlyTerminationProvision
Content:
complex, 1 attribute, 3 elements
Defined:
locally within Swap complexType in fpml-ird-5-7.xsd; see XML source
earlyTerminationProvision (in capFloor)
Parameters specifying provisions relating to the optional and mandatory early terminarion of a CapFloor transaction.
Type:
EarlyTerminationProvision
Content:
complex, 1 attribute, 3 elements
Defined:
locally within CapFloor complexType in fpml-ird-5-7.xsd; see XML source
effectiveDate (defined in AgreementAndEffectiveDates.model group)
The date on which the change become effective.
Type:
xsd:date
Content:
simple
Defined:
locally within AgreementAndEffectiveDates.model group in fpml-business-events-5-7.xsd; see XML source
effectiveDate (defined in CommoditySwapDetails.model group)
Specifies the effective date of this leg of the swap.
Type:
AdjustableOrRelativeDate
Content:
complex, 1 attribute, 2 elements
Defined:
locally within CommoditySwapDetails.model group in fpml-com-5-7.xsd; see XML source
effectiveDate (defined in DeClear complexType)
Type:
xsd:date
Content:
simple
Defined:
locally within DeClear complexType in fpml-business-events-5-7.xsd; see XML source
effectiveDate (defined in DirectionalLeg complexType)
Specifies the effective date of this leg of the swap.
Type:
AdjustableOrRelativeDate
Content:
complex, 1 attribute, 2 elements
Defined:
locally within DirectionalLeg complexType in fpml-shared-5-7.xsd; see XML source
effectiveDate (defined in GeneralTerms complexType)
The first day of the term of the trade.
Type:
AdjustableDate2
Content:
complex, 1 attribute, 1 element
Defined:
locally within GeneralTerms complexType in fpml-cd-5-7.xsd; see XML source
effectiveDate (defined in GenericProduct complexType)
The earliest of all the effective dates of all constituent streams.
Type:
AdjustableDate2
Content:
complex, 1 attribute, 1 element
Defined:
locally within GenericProduct complexType in fpml-generic-5-7.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.
Type:
IdentifiedDate
Content:
simple, 1 attribute
Defined:
locally within VersionHistory.model group in fpml-shared-5-7.xsd; see XML source
effectiveDate (in calculationPeriodDates)
The first day of the term of the trade.
Type:
AdjustableDate
Content:
complex, 1 attribute, 1 element
Defined:
locally within CalculationPeriodDates complexType in fpml-ird-5-7.xsd; see XML source
effectiveDate (in change)
The date on which the change become effective
Type:
xsd:date
Content:
simple
Defined:
locally within TradeChangeContent complexType in fpml-business-events-5-7.xsd; see XML source
effectiveDate (in commodityBasketOption)
The effective date of the Commodity Option Transaction.
Type:
AdjustableOrRelativeDate
Content:
complex, 1 attribute, 2 elements
Defined:
locally within CommodityBasketOptionFeatures.model group in fpml-com-5-7.xsd; see XML source
effectiveDate (in commodityDigitalOption)
The effective date of the Commodity Option Transaction.
Type:
AdjustableOrRelativeDate
Content:
complex, 1 attribute, 2 elements
Defined:
locally within CommodityDigitalOptionFeatures.model group in fpml-com-5-7.xsd; see XML source
effectiveDate (in commodityOption)
The effective date of the Commodity Option Transaction.
Type:
AdjustableOrRelativeDate
Content:
complex, 1 attribute, 2 elements
Defined:
locally within CommodityOptionFeatures.model group in fpml-com-5-7.xsd; see XML source
effectiveDate (in commodityOption)
Effective date of an option.
Type:
AdjustableOrRelativeDate
Content:
complex, 1 attribute, 2 elements
Defined:
locally within CommodityWeatherOption.model group in fpml-com-5-7.xsd; see XML source
effectiveDate (in fxDigitalOption)
Effective date for a forward starting derivative.
Type:
AdjustableOrRelativeDate
Content:
complex, 1 attribute, 2 elements
Defined:
locally within FxDigitalOption complexType in fpml-fx-5-7.xsd; see XML source
effectiveDate (in fxOption)
Effective date for a forward starting derivative.
Type:
AdjustableOrRelativeDate
Content:
complex, 1 attribute, 2 elements
Defined:
locally within FxOption complexType in fpml-fx-5-7.xsd; see XML source
effectiveDate (in interestLegCalculationPeriodDates)
Specifies the effective date of the return swap.
Type:
AdjustableOrRelativeDate
Content:
complex, 1 attribute, 2 elements
Defined:
locally within InterestLegCalculationPeriodDates complexType in fpml-eq-shared-5-7.xsd; see XML source
effectiveFrom
The time at which the information supplied by the advisory becomes effective.
Type:
xsd:dateTime
Content:
simple
Defined:
locally within ServiceAdvisory complexType in fpml-msg-5-7.xsd; see XML source
effectiveTo
The time at which the information supplied by the advisory becomes no longer effective.
Type:
xsd:dateTime
Content:
simple
Defined:
locally within ServiceAdvisory complexType in fpml-msg-5-7.xsd; see XML source
electricity
The specification of the electricity to be delivered.
Type:
ElectricityProduct
Content:
complex, 1 element
Defined:
locally within ElectricityPhysicalLeg complexType in fpml-com-5-7.xsd; see XML source
electricityPhysicalLeg
Physically settled electricity leg.
Type:
ElectricityPhysicalLeg
Content:
complex, 1 attribute, 4 elements
Subst.Gr:
may substitute for element commoditySwapLeg
Defined:
globally in fpml-com-5-7.xsd; see XML source
Used:
never
email
An address on an electronic mail or messaging sysem .
Type:
xsd:normalizedString
Content:
simple
Defined:
locally within ContactInformation complexType in fpml-shared-5-7.xsd; see XML source
embeddedOptionType
Describes the type of any embedded optionality in the transaction that might not otherwise be apparent.
Type:
EmbeddedOptionType
Content:
simple, 1 attribute
Defined:
locally within Product.model group in fpml-shared-5-7.xsd; see XML source
endDate (defined in EEPRiskPeriod complexType)
Type:
xsd:date
Content:
simple
Defined:
locally within EEPRiskPeriod complexType in fpml-com-5-7.xsd; see XML source
endDate (defined in Period.model group)
Date on which this period ends.
Type:
xsd:date
Content:
simple
Defined:
locally within Period.model group in fpml-shared-5-7.xsd; see XML source
endTime
Specifies the hour-ending End Time with respect to a range of Settlement Periods.
Type:
OffsetPrevailingTime
Content:
complex, 2 elements
Defined:
locally within GenericCommodityDeliveryPeriod complexType in fpml-generic-5-7.xsd; see XML source
endUserException (in partyTradeInformation)
Specifies whether the trade is not obligated to be cleared via a derivative clearing organization because the "End User Exception" was invoked.
Type:
xsd:boolean
Content:
simple
Defined:
locally within PartyTradeInformation complexType in fpml-doc-5-7.xsd; see XML source
endUserException (in tradeInformation)
Specifies whether the trade is not obligated to be cleared via a derivative clearing organization because the "End User Exception" was invoked.
Type:
xsd:boolean
Content:
simple
Defined:
locally within TradeInformation complexType in fpml-doc-5-7.xsd; see XML source
endYear
The last year of the Commpliance Period.
Type:
xsd:gYear
Content:
simple
Defined:
locally within EnvironmentalProductComplaincePeriod complexType in fpml-com-5-7.xsd; see XML source
entitlementCurrency
TODO
Type:
Currency
Content:
simple, 1 attribute
Defined:
locally within OptionDenomination.model group in fpml-option-shared-5-7.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.
Type:
EntityClassification
Content:
simple, 1 attribute
Defined:
locally within ReportingRegime complexType in fpml-doc-5-7.xsd; see XML source
entityId
A legal entity identifier (e.g.
Type:
EntityId
Content:
simple, 1 attribute
Defined:
locally within LegalEntity complexType in fpml-shared-5-7.xsd; see XML source
entityName
The name of the reference entity.
Type:
EntityName
Content:
simple, 1 attribute
Defined:
locally within LegalEntity complexType in fpml-shared-5-7.xsd; see XML source
entityType
Defines the reference entity types corresponding to a list of types in the ISDA First to Default documentation.
Type:
EntityType
Content:
simple, 1 attribute
Defined:
locally within ReferencePair complexType in fpml-cd-5-7.xsd; see XML source
entryPoint
The point at which the oil product will enter the pipeline.
Type:
CommodityDeliveryPoint
Content:
simple, 1 attribute
Defined:
locally within OilPipelineDelivery complexType in fpml-com-5-7.xsd; see XML source
environmental
The specification of the type of allowance or credit.
Type:
EnvironmentalProduct
Content:
complex, 4 elements
Defined:
locally within EnvironmentalPhysicalLeg complexType in fpml-com-5-7.xsd; see XML source
environmentalPhysicalLeg
Physically settled environmental leg.
Type:
EnvironmentalPhysicalLeg
Content:
complex, 1 attribute, 3 elements
Subst.Gr:
may substitute for element commoditySwapLeg
Defined:
globally in fpml-com-5-7.xsd; see XML source
Used:
never
equity
Identifies the underlying asset when it is a listed equity.
Type:
EquityAsset
Content:
complex, 1 attribute, 8 elements
Subst.Gr:
may substitute for element underlyingAsset
Defined:
globally in fpml-asset-5-7.xsd; see XML source
Used:
never
equityAmericanExercise
The parameters for defining the exercise period for an American style equity option together with the rules governing the quantity of the underlying that can be exercised on any given exercise date.
Type:
EquityAmericanExercise
Content:
complex, 1 attribute, 7 elements
Defined:
locally within EquityExerciseValuationSettlement complexType in fpml-eqd-5-7.xsd; see XML source
equityBermudaExercise
The parameters for defining the exercise period for an Bermuda style equity option together with the rules governing the quantity of the underlying that can be exercised on any given exercise date.
Type:
EquityBermudaExercise
Content:
complex, 1 attribute, 8 elements
Defined:
locally within EquityExerciseValuationSettlement complexType in fpml-eqd-5-7.xsd; see XML source
equityEffectiveDate
Effective date for a forward starting option.
Type:
xsd:date
Content:
simple
Defined:
locally within EquityDerivativeBase complexType in fpml-eqd-5-7.xsd; see XML source
equityEuropeanExercise
The parameters for defining the expiration date and time for a European style equity option.
Type:
EquityEuropeanExercise
Content:
complex, 1 attribute, 4 elements
Defined:
locally within EquityExerciseValuationSettlement complexType in fpml-eqd-5-7.xsd; see XML source
equityExercise (defined in EquityDerivativeBase complexType)
The parameters for defining how the equity option can be exercised, how it is valued and how it is settled.
Type:
EquityExerciseValuationSettlement
Content:
complex, 7 elements
Defined:
locally within EquityDerivativeBase complexType in fpml-eqd-5-7.xsd; see XML source
equityExercise (in dividendSwapOptionTransactionSupplement)
The parameters for defining how the equity option can be exercised, how it is valued and how it is settled.
Type:
EquityExerciseValuationSettlement
Content:
complex, 7 elements
Defined:
locally within DividendSwapOptionTransactionSupplement complexType in fpml-dividend-swaps-5-7.xsd; see XML source
equityExercise (in varianceOptionTransactionSupplement)
The parameters for defining how the equity option can be exercised, how it is valued and how it is settled.
Type:
EquityExerciseValuationSettlement
Content:
complex, 7 elements
Defined:
locally within VarianceOptionTransactionSupplement complexType in fpml-variance-swaps-5-7.xsd; see XML source
equityExpirationTime
The specific time of day at which the equity option expires.
Type:
BusinessCenterTime
Content:
complex, 2 elements
Defined:
locally within EquityExpiration.model group in fpml-eqd-5-7.xsd; see XML source
equityExpirationTimeType
The time of day at which the equity option expires, for example the official closing time of the exchange.
Type:
TimeTypeEnum
Content:
simple
Defined:
locally within EquityExpiration.model group in fpml-eqd-5-7.xsd; see XML source
equityForward
A component describing an Equity Forward product.
Type:
EquityForward
Content:
complex, 1 attribute, 11 elements
Subst.Gr:
may substitute for element product
Defined:
globally in fpml-eqd-5-7.xsd; see XML source
Used:
never
equityMultipleExercise (in equityAmericanExercise)
The presence of this element indicates that the option may be exercised on different days.
Type:
EquityMultipleExercise
Content:
complex, 3 elements
Defined:
locally within EquityAmericanExercise complexType in fpml-eqd-5-7.xsd; see XML source
equityMultipleExercise (in equityBermudaExercise)
The presence of this element indicates that the option may be exercised on different days.
Type:
EquityMultipleExercise
Content:
complex, 3 elements
Defined:
locally within EquityBermudaExercise complexType in fpml-eqd-5-7.xsd; see XML source
equityOptionTransactionSupplement
A component describing an Equity Option Transaction Supplement.
Type:
EquityOptionTransactionSupplement
Content:
complex, 1 attribute, 16 elements
Subst.Gr:
may substitute for element product
Defined:
globally in fpml-eqd-5-7.xsd; see XML source
Used:
never
equityPremium (in dividendSwapOptionTransactionSupplement)
The variance option premium payable by the buyer to the seller.
Type:
EquityPremium
Content:
complex, 1 attribute, 6 elements
Defined:
locally within DividendSwapOptionTransactionSupplement complexType in fpml-dividend-swaps-5-7.xsd; see XML source
equityPremium (in equityOptionTransactionSupplement)
The equity option premium payable by the buyer to the seller.
Type:
EquityPremium
Content:
complex, 1 attribute, 6 elements
Defined:
locally within EquityDerivativeShortFormBase complexType in fpml-eqd-5-7.xsd; see XML source
equityPremium (in varianceOptionTransactionSupplement)
The variance option premium payable by the buyer to the seller.
Type:
EquityPremium
Content:
complex, 1 attribute, 6 elements
Defined:
locally within VarianceOptionTransactionSupplement complexType in fpml-variance-swaps-5-7.xsd; see XML source
equitySwapTransactionSupplement
Specifies the structure of the equity swap transaction supplement.
Type:
EquitySwapTransactionSupplement
Content:
complex, 1 attribute, 12 elements
Subst.Gr:
may substitute for element product
Defined:
globally in fpml-return-swaps-5-7.xsd; see XML source
Used:
never
equityValuation
The parameters for defining when valuation of the underlying takes place.
Type:
EquityValuation
Content:
complex, 1 attribute, 5 elements
Defined:
locally within EquityExerciseValuationSettlement complexType in fpml-eqd-5-7.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.
Type:
EuropeanExercise
Content:
complex, 1 attribute, 1 element
Subst.Gr:
may substitute for element exercise
Defined:
globally in fpml-shared-5-7.xsd; see XML source
Used:
never
europeanExercise (defined in CommodityExercise complexType)
The parameters for defining the expiration date and time for a European or Asian style option.
Type:
CommodityEuropeanExercise
Content:
complex, 1 attribute, 2 elements
Defined:
locally within CommodityExercise complexType in fpml-com-5-7.xsd; see XML source
europeanExercise (defined in CommodityPhysicalExercise complexType)
The parameters for defining the expiration date(s) and time(s) for a European style option.
Type:
CommodityPhysicalEuropeanExercise
Content:
complex, 1 attribute, 1 element
Defined:
locally within CommodityPhysicalExercise complexType in fpml-com-5-7.xsd; see XML source
europeanExercise (in exercise in commodityBasketOption)
The parameters for defining the expiration date and time for a European or Asian style option.
Type:
CommodityEuropeanExercise
Content:
complex, 1 attribute, 2 elements
Defined:
locally within CommodityExerciseBasket complexType in fpml-com-5-7.xsd; see XML source
europeanExercise (in exercise in commodityDigitalOption)
The parameters for defining the expiration date and time for a European or Asian style option.
Type:
CommodityEuropeanExercise
Content:
complex, 1 attribute, 2 elements
Defined:
locally within CommodityDigitalExercise complexType in fpml-com-5-7.xsd; see XML source
europeanExercise (in fxDigitalOption)
The parameters for defining the exercise period for an European style option.
Type:
FxEuropeanExercise
Content:
complex, 1 attribute, 4 elements
Defined:
locally within FxDigitalOption complexType in fpml-fx-5-7.xsd; see XML source
europeanExercise (in fxOption)
The parameters for defining the exercise period for an European style option.
Type:
FxEuropeanExercise
Content:
complex, 1 attribute, 4 elements
Defined:
locally within FxOption complexType in fpml-fx-5-7.xsd; see XML source
event
The event that occurred within the cycle or step, for example "Started" or "Completed"..
Type:
ServiceProcessingEvent
Content:
simple, 1 attribute
Defined:
locally within ServiceProcessingStatus complexType in fpml-msg-5-7.xsd; see XML source
eventId
Type:
EventId
Content:
simple, 2 attributes
Defined:
locally within BusinessEventIdentifier complexType in fpml-business-events-5-7.xsd; see XML source
eventIdentifier (defined in AbstractEvent complexType)
Type:
BusinessEventIdentifier
Content:
complex, 1 attribute, 2 elements
Defined:
locally within AbstractEvent complexType in fpml-business-events-5-7.xsd; see XML source
eventIdentifier (in publicExecutionReportRetracted)
Individual parties should only use a single event identifier to identify a retraction.
Type:
BusinessEventIdentifier
Content:
complex, 1 attribute, 2 elements
Defined:
locally within PublicExecutionReportRetracted complexType in fpml-transparency-processes-5-7.xsd; see XML source
eventIdentifier (in requestEventStatus)
Type:
EventIdentifier
Content:
complex, 3 elements
Defined:
locally within RequestEventStatus complexType in fpml-msg-5-7.xsd; see XML source
eventIdentifier (in statusItem)
An instance of a unique event identifier.
Type:
EventIdentifier
Content:
complex, 3 elements
Defined:
locally within EventStatusItem complexType in fpml-msg-5-7.xsd; see XML source
eventStatusException
Type:
Exception
Content:
complex, 3 attributes, 6 elements
Defined:
globally in fpml-msg-5-7.xsd; see XML source
Used:
never
eventStatusResponse
Type:
EventStatusResponse
Content:
complex, 3 attributes, 8 elements
Defined:
globally in fpml-msg-5-7.xsd; see XML source
Used:
never
exceedsClearingThreshold
Indicates whether the counterparty exceeds the volume threshold above which trades are required to be cleared.
Type:
xsd:boolean
Content:
simple
Defined:
locally within ReportingRegime complexType in fpml-doc-5-7.xsd; see XML source
exchangedCurrency1
This is the first of the two currency flows that define a single leg of a standard foreign exchange transaction.
Type:
Payment
Content:
complex, 2 attributes, 3 elements
Defined:
locally within FxCoreDetails.model group in fpml-fx-5-7.xsd; see XML source
exchangedCurrency2
This is the second of the two currency flows that define a single leg of a standard foreign exchange transaction.
Type:
Payment
Content:
complex, 2 attributes, 3 elements
Defined:
locally within FxCoreDetails.model group in fpml-fx-5-7.xsd; see XML source
exchangeId (defined in QuoteLocation.model group)
The exchange (e.g. stock or futures exchange) from which the quote is obtained.
Type:
ExchangeId
Content:
simple, 1 attribute
Defined:
locally within QuoteLocation.model group in fpml-asset-5-7.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.
Type:
ExchangeId
Content:
simple, 1 attribute
Defined:
locally within UnderlyingAsset complexType in fpml-asset-5-7.xsd; see XML source
exchangeRate (defined in FxCoreDetails.model group)
The rate of exchange between the two currencies.
Type:
ExchangeRate
Content:
complex, 6 elements
Defined:
locally within FxCoreDetails.model group in fpml-fx-5-7.xsd; see XML source
exchangeRate (in underlyer defined in GenericProduct complexType)
The rate of exchange between two currencies.
Type:
GenericProductExchangeRate
Content:
complex, 6 elements
Defined:
locally within TradeUnderlyer2 complexType in fpml-generic-5-7.xsd; see XML source
exchangeTradedContractNearest (in rateOfReturn)
References a Contract on the Exchange.
Type:
ExchangeTradedContract
Content:
complex, 1 attribute, 11 elements
Defined:
locally within ReturnLegValuation complexType in fpml-eq-shared-5-7.xsd; see XML source
exchangeTradedContractNearest (in variance)
Specification of the exchange traded contract nearest.
Type:
ExchangeTradedContract
Content:
complex, 1 attribute, 11 elements
Defined:
locally within Variance complexType in fpml-eq-shared-5-7.xsd; see XML source
exchangeTradedFund
Identifies the underlying asset when it is an exchange-traded fund.
Type:
ExchangeTradedFund
Content:
complex, 1 attribute, 10 elements
Subst.Gr:
may substitute for element underlyingAsset
Defined:
globally in fpml-asset-5-7.xsd; see XML source
Used:
never
exDividendDate
The date when a distribution of dividends or interest is deducted from a securities asset, or set aside for payment to the original bondholders.
Type:
xsd:date
Content:
simple
Defined:
locally within InstrumentTradePricing complexType in fpml-doc-5-7.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).
Type:
ExecutionDateTime
Content:
simple, 1 attribute
Defined:
locally within AgreementAndEffectiveDates.model group in fpml-business-events-5-7.xsd; see XML source
executionDateTime (in novation)
The date and time at which the change was agreed.
Type:
ExecutionDateTime
Content:
simple, 1 attribute
Defined:
locally within NovationDates.model group in fpml-business-events-5-7.xsd; see XML source
executionDateTime (in partyTradeInformation)
Trade execution date time, for example as provided by a central execution facility.
Type:
ExecutionDateTime
Content:
simple, 1 attribute
Defined:
locally within PartyTradeInformation complexType in fpml-doc-5-7.xsd; see XML source
executionDateTime (in tradeInformation)
Trade execution date time, for example as provided by a central execution facility.
Type:
ExecutionDateTime
Content:
simple, 1 attribute
Defined:
locally within TradeInformation complexType in fpml-doc-5-7.xsd; see XML source
executionPeriodDates
The period during which the client has the right to execute a transaction, on any business day defined by reference to the specified business centers, subject to the constraints of the minimum execution amount and aggregate total notional amount. * Period dates are inclusive i.e. the expiry date is the final date on which execution may occur.
Type:
FxFlexibleForwardExecutionPeriod
Content:
complex, 1 attribute, 3 elements
Defined:
locally within FxFlexibleForward complexType in fpml-fx-5-7.xsd; see XML source
executionType (in partyTradeInformation)
Used to describe how the trade was executed, e.g. via voice or electronically.
Type:
ExecutionType
Content:
simple, 1 attribute
Defined:
locally within PartyTradeInformation complexType in fpml-doc-5-7.xsd; see XML source
executionType (in tradeInformation)
Used to describe how the trade was executed, e.g. via voice or electronically.
Type:
ExecutionType
Content:
simple, 1 attribute
Defined:
locally within TradeInformation complexType in fpml-doc-5-7.xsd; see XML source
executionVenueType (in partyTradeInformation)
Used to describe the type of venue where trade was executed, e.g via an execution facility or privately.
Type:
ExecutionVenueType
Content:
simple, 1 attribute
Defined:
locally within PartyTradeInformation complexType in fpml-doc-5-7.xsd; see XML source
executionVenueType (in tradeInformation)
Used to describe the type of venue where trade was executed, e.g via an execution facility or privately.
Type:
ExecutionVenueType
Content:
simple, 1 attribute
Defined:
locally within TradeInformation complexType in fpml-doc-5-7.xsd; see XML source
exercise
An placeholder for the actual option exercise definitions.
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-5-7.xsd; see XML source
Used:
at 7 locations
exercise (in commodityBasketOption)
The parameters for defining how the commodity option can be exercised and how it is settled.
Type:
CommodityExerciseBasket
Content:
complex, 3 elements
Defined:
locally within CommodityBasketOption complexType in fpml-com-5-7.xsd; see XML source
exercise (in commodityDigitalOption)
The parameters for defining how the commodity option can be exercised and how it is settled.
Type:
CommodityDigitalExercise
Content:
complex, 2 elements
Defined:
locally within CommodityDigitalOption complexType in fpml-com-5-7.xsd; see XML source
exercise (in commodityOption)
The parameters for defining how the commodity option can be exercised and how it is settled.
Type:
CommodityExercise
Content:
complex, 3 elements
Defined:
locally within CommodityFinancialOption.model group in fpml-com-5-7.xsd; see XML source
exercise (in commodityOption)
Type:
CommodityExercise
Content:
complex, 3 elements
Defined:
locally within CommodityWeatherOption.model group in fpml-com-5-7.xsd; see XML source
exerciseFeeSchedule (in americanExercise)
The fees associated with an exercise date.
Type:
ExerciseFeeSchedule
Content:
complex, 4 elements
Defined:
locally within AmericanExercise complexType in fpml-shared-5-7.xsd; see XML source
exerciseFeeSchedule (in bermudaExercise)
The fees associated with an exercise date.
Type:
ExerciseFeeSchedule
Content:
complex, 4 elements
Defined:
locally within BermudaExercise complexType in fpml-shared-5-7.xsd; see XML source
exerciseFrequency (defined in CommodityAmericanExercise complexType)
The exercise frequency for the strip.
Type:
Frequency
Content:
complex, 1 attribute, 2 elements
Defined:
locally within CommodityAmericanExercise complexType in fpml-com-5-7.xsd; see XML source
exerciseFrequency (defined in CommodityEuropeanExercise complexType)
The exercise frequency for the strip.
Type:
Frequency
Content:
complex, 1 attribute, 2 elements
Defined:
locally within CommodityEuropeanExercise complexType in fpml-com-5-7.xsd; see XML source
exerciseFrequency (defined in ExercisePeriod complexType)
The frequency of subsequent exercise dates in the exercise period following the earliest exercise date.
Type:
Period
Content:
complex, 1 attribute, 2 elements
Defined:
locally within ExercisePeriod complexType in fpml-ird-5-7.xsd; see XML source
exerciseNotice
Definition of the party to whom notice of exercise should be given.
Type:
ExerciseNotice
Content:
complex, 3 elements
Defined:
locally within ExtendibleProvision complexType in fpml-ird-5-7.xsd; see XML source
exerciseNoticePartyReference
The party referenced is the party to which notice of exercise should be given by the buyer.
Type:
PartyReference
Content:
empty, 1 attribute
Defined:
locally within ExerciseNotice complexType in fpml-shared-5-7.xsd; see XML source
exercisePeriod
Describes the American exercise periods.
Type:
CommodityExercisePeriods
Content:
complex, 2 elements
Defined:
locally within CommodityAmericanExercise complexType in fpml-com-5-7.xsd; see XML source
exerciseStyle
For options, whether the option is a put or call option.
Type:
GenericExerciseStyle
Content:
simple, 1 attribute
Defined:
locally within GenericOptionAttributes.model group in fpml-generic-5-7.xsd; see XML source
exhaustionPoint
Upper bound percentage of the loss that the Tranche can endure, expressed as a decimal.
Type:
xsd:decimal
Content:
simple
Defined:
locally within Tranche complexType in fpml-cd-5-7.xsd; see XML source
expectedN
Expected number of trading days.
Type:
xsd:positiveInteger
Content:
simple
Defined:
locally within CalculationFromObservation complexType in fpml-eq-shared-5-7.xsd; see XML source
expirationDate (defined in CommodityEuropeanExercise complexType)
The last day within an exercise period for an American style option.
Type:
AdjustableOrRelativeDate
Content:
complex, 1 attribute, 2 elements
Defined:
locally within CommodityEuropeanExercise complexType in fpml-com-5-7.xsd; see XML source
expirationDate (defined in ExchangeTradedContract complexType)
The date when the contract expires.
Type:
AdjustableOrRelativeDate
Content:
complex, 1 attribute, 2 elements
Defined:
locally within ExchangeTradedContract complexType in fpml-asset-5-7.xsd; see XML source
expirationDate (defined in GenericProduct complexType)
For options, the last exercise date of the option.
Type:
AdjustableDate2
Content:
complex, 1 attribute, 1 element
Defined:
locally within GenericProduct complexType in fpml-generic-5-7.xsd; see XML source
expirationDate (defined in SharedAmericanExercise complexType)
The last day within an exercise period for an American style option.
Type:
AdjustableOrRelativeDate
Content:
complex, 1 attribute, 2 elements
Defined:
locally within SharedAmericanExercise complexType in fpml-shared-5-7.xsd; see XML source
expirationDate (in americanExercise)
The last day within an exercise period for an American style option.
Type:
AdjustableOrRelativeDate
Content:
complex, 1 attribute, 2 elements
Defined:
locally within AmericanExercise complexType in fpml-shared-5-7.xsd; see XML source
expirationDate (in equityEuropeanExercise)
The last day within an exercise period for an American style option.
Type:
AdjustableOrRelativeDate
Content:
complex, 1 attribute, 2 elements
Defined:
locally within EquityEuropeanExercise complexType in fpml-eqd-5-7.xsd; see XML source
expirationDate (in europeanExercise defined in CommodityPhysicalExercise complexType)
The Expiration Date of a single expiry European-style option or the first Expiration Date of a multiple expiry or daily expiring option.
Type:
AdjustableOrRelativeDate
Content:
complex, 1 attribute, 2 elements
Defined:
locally within CommodityPhysicalEuropeanExercise complexType in fpml-com-5-7.xsd; see XML source
expirationDate (in europeanExercise)
The last day within an exercise period for an American style option.
Type:
AdjustableOrRelativeDate
Content:
complex, 1 attribute, 2 elements
Defined:
locally within EuropeanExercise complexType in fpml-shared-5-7.xsd; see XML source
expirationDate (in exercisePeriod)
The last day within an exercise period for an American style option.
Type:
AdjustableOrRelativeDate
Content:
complex, 1 attribute, 2 elements
Defined:
locally within CommodityExercisePeriods complexType in fpml-com-5-7.xsd; see XML source
expirationDates
The Expiration Date(s) of an American-style option.
Type:
AdjustableOrRelativeDates
Content:
complex, 1 attribute, 2 elements
Defined:
locally within CommodityPhysicalAmericanExercise complexType in fpml-com-5-7.xsd; see XML source
expirationTime (in americanExercise)
The latest time for exercise on expirationDate.
Type:
BusinessCenterTime
Content:
complex, 2 elements
Defined:
locally within AmericanExercise complexType in fpml-shared-5-7.xsd; see XML source
expirationTime (in bermudaExercise)
The latest time for exercise on expirationDate.
Type:
BusinessCenterTime
Content:
complex, 2 elements
Defined:
locally within BermudaExercise complexType in fpml-shared-5-7.xsd; see XML source
expirationTimeDetermination
Expiration time determination method.
Type:
DeterminationMethod
Content:
simple, 2 attributes
Defined:
locally within EquityExpiration.model group in fpml-eqd-5-7.xsd; see XML source
expiringLevel
If true this contract will strike off the expiring level of the default exchange traded contract.
Type:
xsd:boolean
Content:
simple
Defined:
locally within CalculationFromObservation complexType in fpml-eq-shared-5-7.xsd; see XML source
expiryDate (defined in FxDigitalAmericanExercise complexType)
The latest date on which the option can be exercised.
Type:
xsd:date
Content:
simple
Defined:
locally within FxDigitalAmericanExercise complexType in fpml-fx-5-7.xsd; see XML source
expiryDate (defined in FxEuropeanExercise complexType)
Represents a standard expiry date as defined for an FX OTC option.
Type:
xsd:date
Content:
simple
Defined:
locally within FxEuropeanExercise complexType in fpml-fx-5-7.xsd; see XML source
expiryDate (in executionPeriodDates)
Expiry (maturity) date of the execution period.
Type:
xsd:date
Content:
simple
Defined:
locally within FxFlexibleForwardExecutionPeriod complexType in fpml-fx-5-7.xsd; see XML source
expiryTime (defined in FxEuropeanExercise complexType)
Time at which the option expires on the expiry date.
Type:
BusinessCenterTime
Content:
complex, 2 elements
Defined:
locally within FxEuropeanExercise complexType in fpml-fx-5-7.xsd; see XML source
expiryTime (defined in QuotationCharacteristics.model group)
When does the quote cease to be valid.
Type:
xsd:dateTime
Content:
simple
Defined:
locally within QuotationCharacteristics.model group in fpml-asset-5-7.xsd; see XML source
expiryTimestamp
The date and time (on the source system) when this message instance will be considered expired.
Type:
xsd:dateTime
Content:
simple
Defined:
locally within MessageHeader.model group in fpml-msg-5-7.xsd; see XML source
extendibleProvision
A provision that allows the specification of an embedded option with a swap giving the buyer of the option the right to extend the swap, in whole or in part, to the extended termination date.
Type:
ExtendibleProvision
Content:
complex, 4 elements
Defined:
locally within Swap complexType in fpml-ird-5-7.xsd; see XML source
extendibleProvisionAdjustedDates
The adjusted dates associated with an extendible provision.
Type:
ExtendibleProvisionAdjustedDates
Content:
complex, 1 element
Defined:
locally within ExtendibleProvision complexType in fpml-ird-5-7.xsd; see XML source
extensionEvent
The adjusted dates associated with a single extendible exercise date.
Type:
ExtensionEvent
Content:
complex, 1 attribute, 2 elements
Defined:
locally within ExtendibleProvisionAdjustedDates complexType in fpml-ird-5-7.xsd; see XML source
faceAmount
Specifies the total amount of the issue.
Type:
xsd:decimal
Content:
simple
Defined:
locally within Bond complexType in fpml-asset-5-7.xsd; see XML source
facilityType
The type of loan facility (letter of credit, revolving, ...).
Type:
FacilityType
Content:
simple, 1 attribute
Defined:
locally within Loan complexType in fpml-asset-5-7.xsd; see XML source
factoredCalculationAmount
Type:
Money
Content:
complex, 1 attribute, 2 elements
Defined:
locally within IndexChange complexType in fpml-business-events-5-7.xsd; see XML source
failureToPay
Type:
FailureToPayEvent
Content:
empty
Subst.Gr:
may substitute for element creditEvent
Defined:
globally in fpml-credit-event-notification-5-7.xsd; see XML source
Used:
never
fallback
Disruption fallback that applies to the trade.
Type:
DisruptionFallback
Content:
simple, 1 attribute
Defined:
locally within SequencedDisruptionFallback complexType in fpml-com-5-7.xsd; see XML source
farLeg
The FX transaction with the latest value date.
Type:
FxSwapLeg
Content:
complex, 1 attribute, 11 elements
Defined:
locally within FxSwap complexType in fpml-fx-5-7.xsd; see XML source
featurePaymentAmount (in barrier)
In the case of barrier options where the option automatically expires and the barrier is breached in such a way to to result in a "knock-out" vent, this amount is paid to the the option holder so as to refund or rebate a portion of any premium paid.
Type:
PositiveMoney
Content:
complex, 1 attribute, 2 elements
Defined:
locally within CommodityBarrier complexType in fpml-com-5-7.xsd; see XML source
featurePaymentAmount (in digital)
The cash payment that is made when the digital barrier is breached.
Type:
PositiveMoney
Content:
complex, 1 attribute, 2 elements
Defined:
locally within CommodityDigital complexType in fpml-com-5-7.xsd; see XML source
feeAmount
The amount of fee to be paid on exercise.
Type:
xsd:decimal
Content:
simple
Defined:
locally within ExerciseFee complexType in fpml-shared-5-7.xsd; see XML source
feeAmountSchedule
The exercise fee amount schedule.
Type:
AmountSchedule
Content:
complex, 1 attribute, 2 elements
Defined:
locally within ExerciseFeeSchedule complexType in fpml-shared-5-7.xsd; see XML source
feeLeg (in creditDefaultSwap in creditDefaultSwapOption)
This element contains all the terms relevant to defining the fixed amounts/payments per the applicable ISDA definitions.
Type:
FeeLeg
Content:
complex, 1 attribute, 3 elements
Defined:
locally within LimitedCreditDefaultSwap complexType in fpml-cd-5-7.xsd; see XML source
feeLeg (in creditDefaultSwap)
This element contains all the terms relevant to defining the fixed amounts/payments per the applicable ISDA definitions.
Type:
FeeLeg
Content:
complex, 1 attribute, 3 elements
Defined:
locally within CreditDefaultSwap complexType in fpml-cd-5-7.xsd; see XML source
feePaymentDate (defined in ExerciseFee complexType)
The date on which exercise fee(s) will be paid.
Type:
RelativeDateOffset
Content:
complex, 1 attribute, 3 elements
Defined:
locally within ExerciseFee complexType in fpml-shared-5-7.xsd; see XML source
feePaymentDate (defined in ExerciseFeeSchedule complexType)
The date on which exercise fee(s) will be paid.
Type:
RelativeDateOffset
Content:
complex, 1 attribute, 3 elements
Defined:
locally within ExerciseFeeSchedule complexType in fpml-shared-5-7.xsd; see XML source
feeRate
A fee represented as a percentage of some referenced notional.
Type:
xsd:decimal
Content:
simple
Defined:
locally within ExerciseFee complexType in fpml-shared-5-7.xsd; see XML source
feeRateSchedule
The exercise free rate schedule.
Type:
Schedule
Content:
complex, 1 attribute, 1 element
Defined:
locally within ExerciseFeeSchedule complexType in fpml-shared-5-7.xsd; see XML source
feeTrade
Indicates the original trade between the transferor and the remaining party.
Type:
Trade
Content:
complex, 1 attribute, 3 elements
Defined:
locally within FeeTrade.model group in fpml-business-events-5-7.xsd; see XML source
feeTradeIdentifier
Indicates a reference to the implied trade (the "fee trade") that the associated novation fee based on.
Type:
PartyTradeIdentifier
Content:
complex, 1 attribute, 7 elements
Defined:
locally within FeeTrade.model group in fpml-business-events-5-7.xsd; see XML source
finalExchange
A true/false flag to indicate whether there is a final exchange of principal on the termination date.
Type:
xsd:boolean
Content:
simple
Defined:
locally within PrincipalExchanges complexType in fpml-shared-5-7.xsd; see XML source
finalSettlementDate
The final date for settlement.
Type:
xsd:date
Content:
simple
Defined:
locally within FxFlexibleForward complexType in fpml-fx-5-7.xsd; see XML source
firm
Indicates under what condtitions the Parties' delivery obligations apply.
Type:
ElectricityDeliveryFirm
Content:
complex, 1 element
Defined:
locally within ElectricityDeliveryType complexType in fpml-com-5-7.xsd; see XML source
firstName
Given name, such as John or Mary.
Type:
xsd:normalizedString
Content:
simple
Defined:
locally within Person complexType in fpml-shared-5-7.xsd; see XML source
fixedAmount (in periodicPayment)
A fixed payment amount.
Type:
Money
Content:
complex, 1 attribute, 2 elements
Defined:
locally within PeriodicPayment complexType in fpml-cd-5-7.xsd; see XML source
fixedAmount (in singlePayment)
A fixed payment amount.
Type:
Money
Content:
complex, 1 attribute, 2 elements
Defined:
locally within SinglePayment complexType in fpml-cd-5-7.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.
Type:
FixedAmountCalculation
Content:
complex, 2 elements
Defined:
locally within PeriodicPayment complexType in fpml-cd-5-7.xsd; see XML source
fixedLeg
Fixed Price Leg.
Type:
FixedPriceLeg
Content:
complex, 1 attribute, 10 elements
Subst.Gr:
may substitute for element commoditySwapLeg
Defined:
globally in fpml-com-5-7.xsd; see XML source
Used:
never
fixedLeg (defined in DividendSwapTransactionSupplement complexType)
Fixed payment leg.
Type:
FixedPaymentLeg
Content:
complex, 1 attribute, 4 elements
Defined:
locally within DividendSwapTransactionSupplement complexType in fpml-dividend-swaps-5-7.xsd; see XML source
fixedLeg (in commodityForward)
The fixed leg of a Commodity Forward Transaction.
Type:
NonPeriodicFixedPriceLeg
Content:
complex, 1 attribute, 2 elements
Defined:
locally within CommodityForward complexType in fpml-com-5-7.xsd; see XML source
fixedPayment
Fixed payment of a dividend swap, payment date is relative to a dividend period payment date.
Type:
FixedPaymentAmount
Content:
complex, 1 attribute, 1 element
Defined:
locally within FixedPaymentLeg complexType in fpml-dividend-swaps-5-7.xsd; see XML source
fixedPrice (defined in GenericCommodityAttributes.model group)
Fixed price on which fixed payments are based.
Type:
FixedPrice
Content:
complex, 1 attribute, 3 elements
Defined:
locally within GenericCommodityAttributes.model group in fpml-generic-5-7.xsd; see XML source
fixedPrice (in fixedLeg in commodityForward)
Fixed price on which fixed payments are based.
Type:
FixedPrice
Content:
complex, 1 attribute, 3 elements
Defined:
locally within NonPeriodicFixedPriceLeg complexType in fpml-com-5-7.xsd; see XML source
fixedPrice (in fixedLeg)
Fixed price on which fixed payments are based.
Type:
FixedPrice
Content:
complex, 1 attribute, 3 elements
Defined:
locally within CommodityFixedPrice.model group in fpml-com-5-7.xsd; see XML source
fixedRate (defined in InterestAccrualsMethod complexType)
The calculation period fixed rate.
Type:
xsd:decimal
Content:
simple
Defined:
locally within InterestAccrualsMethod complexType in fpml-shared-5-7.xsd; see XML source
fixedRate (in fixedAmountCalculation)
The calculation period fixed rate.
Type:
FixedRate
Content:
simple, 1 attribute
Defined:
locally within FixedAmountCalculation complexType in fpml-cd-5-7.xsd; see XML source
fixedRate (in fra)
The calculation period fixed rate.
Type:
IdentifiedRate
Content:
simple, 1 attribute
Defined:
locally within Fra complexType in fpml-ird-5-7.xsd; see XML source
fixedRate (in underlyer defined in GenericProduct complexType)
The fixed rate or fixed rate schedule expressed as explicit fixed rates and dates.
Type:
Schedule
Content:
complex, 1 attribute, 1 element
Defined:
locally within TradeUnderlyer2 complexType in fpml-generic-5-7.xsd; see XML source
fixedRate (in underlyerFinancing)
The calculation period fixed rate.
Type:
xsd:decimal
Content:
simple
Defined:
locally within UnderlyerInterestLeg complexType in fpml-shared-5-7.xsd; see XML source
fixedRateSchedule
The fixed rate or fixed rate schedule expressed as explicit fixed rates and dates.
Type:
Schedule
Content:
complex, 1 attribute, 1 element
Defined:
locally within Calculation complexType in fpml-ird-5-7.xsd; see XML source
fixedStrike
Fixed strike.
Type:
PositiveDecimal
Content:
simple
Defined:
locally within DividendPeriodPayment complexType in fpml-dividend-swaps-5-7.xsd; see XML source
fixingDate
The date on which the fx spot rate is compared against the strike rate, in order to determine the delivery currency.
Type:
xsd:date
Content:
simple
Defined:
locally within DualCurrencyFeature complexType in fpml-fx-5-7.xsd; see XML source
fixingDates
Specifies the fixing date relative to the reset date in terms of a business days offset, or by providing a series of adjustable dates.
Type:
AdjustableDatesOrRelativeDateOffset
Content:
complex, 2 elements
Defined:
locally within InterestLegResetDates complexType in fpml-eq-shared-5-7.xsd; see XML source
fixingTime (defined in DualCurrencyFeature complexType)
The time at which the fx spot rate observation is made i.e. the option cut off time on the expiry date.
Type:
BusinessCenterTime
Content:
complex, 2 elements
Defined:
locally within DualCurrencyFeature complexType in fpml-fx-5-7.xsd; see XML source
fixingTime (in fxSpotRateSource)
The time at which the spot currency exchange rate will be observed.
Type:
BusinessCenterTime
Content:
complex, 2 elements
Defined:
locally within FxSpotRateSource complexType in fpml-shared-5-7.xsd; see XML source
flatRate
Whether the Flat Rate is the New Worldwide Tanker Nominal Freight Scale for the Freight Index Route taken at the Trade Date of the transaction or taken on each Pricing Date.
Type:
FlatRateEnum
Content:
simple
Defined:
locally within CommodityFreightFlatRate.model group in fpml-com-5-7.xsd; see XML source
flatRateAmount
If flatRate is set to "Fixed", the actual value of the Flat Rate.
Type:
NonNegativeMoney
Content:
complex, 1 attribute, 2 elements
Defined:
locally within CommodityFreightFlatRate.model group in fpml-com-5-7.xsd; see XML source
floatingLeg
Floating Price leg.
Type:
FloatingPriceLeg
Content:
complex, 1 attribute, 5 elements
Subst.Gr:
may substitute for element commoditySwapLeg
Defined:
globally in fpml-com-5-7.xsd; see XML source
Used:
never
floatingRate (defined in StubValue complexType)
The rates to be applied to the initial or final stub may be the linear interpolation of two different rates.
Type:
FloatingRate
Content:
complex, 1 attribute, 6 elements
Defined:
locally within StubValue complexType in fpml-shared-5-7.xsd; see XML source
floatingRate (in underlyer defined in GenericProduct complexType)
A floating rate.
Type:
FloatingRate
Content:
complex, 1 attribute, 6 elements
Defined:
locally within TradeUnderlyer2 complexType in fpml-generic-5-7.xsd; see XML source
floatingRateCalculation
A floating rate calculation definition.
Type:
FloatingRateCalculation
Content:
complex, 1 attribute, 6 elements
Subst.Gr:
may substitute for element rateCalculation
Defined:
globally in fpml-ird-5-7.xsd; see XML source
Used:
never
floatingRateCalculation (defined in InterestAccrualsMethod complexType)
The floating rate calculation definitions
Type:
FloatingRateCalculation
Content:
complex, 1 attribute, 6 elements
Defined:
locally within InterestAccrualsMethod complexType in fpml-shared-5-7.xsd; see XML source
floatingRateIndex (defined in FloatingRateIndex.model group)
Type:
FloatingRateIndex
Content:
simple, 1 attribute
Defined:
locally within FloatingRateIndex.model group in fpml-shared-5-7.xsd; see XML source
floatingRateIndex (in fra)
Type:
FloatingRateIndex
Content:
simple, 1 attribute
Defined:
locally within Fra complexType in fpml-ird-5-7.xsd; see XML source
floatingStrikePricePerUnit
The currency amount of the strike price per unit.
Type:
FloatingStrikePrice
Content:
complex, 5 elements
Defined:
locally within CommodityFloatingStrikePrice.model group in fpml-com-5-7.xsd; see XML source
floorRateSchedule
The floor rate or floor rate schedule, if any, which applies to the floating rate.
Type:
StrikeSchedule
Content:
complex, 1 attribute, 3 elements
Defined:
locally within FloatingRate complexType in fpml-shared-5-7.xsd; see XML source
followUpConfirmation
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.
Type:
xsd:boolean
Content:
simple
Defined:
locally within ExtendibleProvision complexType in fpml-ird-5-7.xsd; see XML source
forceMajeure
If true, indicates that the buyer and seller should be excused of their delivery obligations when such performance is prevented by Force Majeure.
Type:
xsd:boolean
Content:
simple
Defined:
locally within ElectricityDeliveryFirm complexType in fpml-com-5-7.xsd; see XML source
forecastRate
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
Type:
xsd:decimal
Content:
simple
Defined:
locally within RateObservation complexType in fpml-shared-5-7.xsd; see XML source
formula (in additionalPaymentAmount)
Specifies a formula, with its description and components.
Type:
Formula
Content:
complex, 3 elements
Defined:
locally within AdditionalPaymentAmount complexType in fpml-eq-shared-5-7.xsd; see XML source
formula (in formulaComponent)
Additional formulas required to describe this component
Type:
Formula
Content:
complex, 3 elements
Defined:
locally within FormulaComponent complexType in fpml-shared-5-7.xsd; see XML source
formulaComponent
Elements describing the components of the formula.
Type:
FormulaComponent
Content:
complex, 1 attribute, 2 elements
Defined:
locally within Formula complexType in fpml-shared-5-7.xsd; see XML source
formulaDescription
Text description of the formula
Type:
xsd:string
Content:
simple
Defined:
locally within Formula complexType in fpml-shared-5-7.xsd; see XML source
forwardPoints (defined in CrossRate complexType)
An optional element used for deals consumated in the FX Forwards market.
Type:
xsd:decimal
Content:
simple
Defined:
locally within CrossRate complexType in fpml-fx-5-7.xsd; see XML source
forwardPoints (in exchangeRate defined in FxCoreDetails.model group)
An optional element used for deals consumated in the FX Forwards market.
Type:
xsd:decimal
Content:
simple
Defined:
locally within ExchangeRate complexType in fpml-fx-5-7.xsd; see XML source
forwardPoints (in exchangeRate in underlyer defined in GenericProduct complexType)
An optional element used for deals consumated in the FX Forwards market.
Type:
xsd:decimal
Content:
simple
Defined:
locally within GenericProductExchangeRate complexType in fpml-generic-5-7.xsd; see XML source
forwardPrice
The forward price per share, index or basket.
Type:
NonNegativeMoney
Content:
complex, 1 attribute, 2 elements
Defined:
locally within EquityForward complexType in fpml-eqd-5-7.xsd; see XML source
forwardRate
Definition of the forward exchange rate for transactions executed during the execution period.
Type:
FxFlexibleForwardRate
Content:
complex, 5 elements
Defined:
locally within FxFlexibleForward complexType in fpml-fx-5-7.xsd; see XML source
fra
A forward rate agreement product definition.
Type:
Fra
Content:
complex, 1 attribute, 14 elements
Subst.Gr:
may substitute for element product
Defined:
globally in fpml-ird-5-7.xsd; see XML source
Used:
never
fraDiscounting
Specifies whether discounting applies and, if so, what type.
Type:
FraDiscountingEnum
Content:
simple
Defined:
locally within Fra complexType in fpml-ird-5-7.xsd; see XML source
fundManager (in exchangeTradedFund)
Specifies the fund manager that is in charge of the fund.
Type:
xsd:string
Content:
simple
Defined:
locally within ExchangeTradedFund complexType in fpml-asset-5-7.xsd; see XML source
fundManager (in mutualFund)
Specifies the fund manager that is in charge of the fund.
Type:
xsd:string
Content:
simple
Defined:
locally within MutualFund complexType in fpml-asset-5-7.xsd; see XML source
future
Identifies the underlying asset when it is a listed future contract.
Type:
Future
Content:
complex, 1 attribute, 12 elements
Subst.Gr:
may substitute for element underlyingAsset
Defined:
globally in fpml-asset-5-7.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.
Type:
xsd:string
Content:
simple
Defined:
locally within Future complexType in fpml-asset-5-7.xsd; see XML source
futureId
A short form unique identifier for the reference future contract in the case of an index underlyer.
Type:
FutureId
Content:
simple, 1 attribute
Defined:
locally within Index complexType in fpml-asset-5-7.xsd; see XML source
futuresPriceValuation
The official settlement price as announced by the related exchange is applicable, in accordance with the ISDA 2002 definitions.
Type:
xsd:boolean
Content:
simple
Defined:
locally within EquityValuation complexType in fpml-eq-shared-5-7.xsd; see XML source
fxConversion
Specifies the currency conversion rate that applies to an amount.
Type:
FxConversion
Content:
complex, 2 elements
Defined:
locally within EquityPrice.model group in fpml-asset-5-7.xsd; see XML source
fxDigitalOption
An FX digital option transaction definition.
Type:
FxDigitalOption
Content:
complex, 1 attribute, 15 elements
Subst.Gr:
may substitute for element product
Defined:
globally in fpml-fx-5-7.xsd; see XML source
Used:
never
fxFlexibleForward
A flexible term fx forward product definition.
Type:
FxFlexibleForward
Content:
complex, 1 attribute, 18 elements
Subst.Gr:
may substitute for element product
Defined:
globally in fpml-fx-5-7.xsd; see XML source
Used:
never
fxLinkedNotionalSchedule
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.
Type:
FxLinkedNotionalSchedule
Content:
complex, 2 elements
Defined:
locally within Calculation complexType in fpml-ird-5-7.xsd; see XML source
fxOption
An FX option transaction definition.
Type:
FxOption
Content:
complex, 1 attribute, 18 elements
Subst.Gr:
may substitute for element product
Defined:
globally in fpml-fx-5-7.xsd; see XML source
Used:
never
fxRate (defined in Quanto complexType)
Specifies a currency conversion rate.
Type:
FxRate
Content:
complex, 2 elements
Defined:
locally within Quanto complexType in fpml-option-shared-5-7.xsd; see XML source
fxRate (in commission)
FX Rates that have been used to convert commissions to a single currency.
Type:
FxRate
Content:
complex, 2 elements
Defined:
locally within Commission complexType in fpml-asset-5-7.xsd; see XML source
fxRate (in fxConversion)
Specifies a currency conversion rate.
Type:
FxRate
Content:
complex, 2 elements
Defined:
locally within FxConversion complexType in fpml-asset-5-7.xsd; see XML source
fxSingleLeg
A simple FX spot or forward transaction definition.
Type:
FxSingleLeg
Content:
complex, 1 attribute, 15 elements
Subst.Gr:
may substitute for element product
Defined:
globally in fpml-fx-5-7.xsd; see XML source
Used:
never
fxSpotRateSource
Specifies the methodology (reference source and, optionally, fixing time) to be used for determining a currency conversion rate.
Type:
FxSpotRateSource
Content:
complex, 3 elements
Defined:
locally within Quanto complexType in fpml-option-shared-5-7.xsd; see XML source
fxSwap
An FX Swap transaction definition.
Type:
FxSwap
Content:
complex, 1 attribute, 7 elements
Subst.Gr:
may substitute for element product
Defined:
globally in fpml-fx-5-7.xsd; see XML source
Used:
never
gas
The specification of the gas to be delivered.
Type:
GasProduct
Content:
complex, 1 element
Defined:
locally within GasPhysicalLeg complexType in fpml-com-5-7.xsd; see XML source
gasPhysicalLeg
Physically settled natural gas leg.
Type:
GasPhysicalLeg
Content:
complex, 1 attribute, 3 elements
Subst.Gr:
may substitute for element commoditySwapLeg
Defined:
globally in fpml-com-5-7.xsd; see XML source
Used:
never
generalTerms (in creditDefaultSwap in creditDefaultSwapOption)
This element contains all the data that appears in the section entitled "1.
Type:
GeneralTerms
Content:
complex, 5 elements
Defined:
locally within LimitedCreditDefaultSwap complexType in fpml-cd-5-7.xsd; see XML source
generalTerms (in creditDefaultSwap)
This element contains all the data that appears in the section entitled "1.
Type:
GeneralTerms
Content:
complex, 5 elements
Defined:
locally within CreditDefaultSwap complexType in fpml-cd-5-7.xsd; see XML source
genericProduct
Generic products - for use in Transparency reporting to define a product that represents an OTC derivative transaction whose economics are not fully described using an FpML schema.
Type:
GenericProduct
Content:
complex, 1 attribute, 32 elements
Subst.Gr:
may substitute for element product
Defined:
globally in fpml-generic-5-7.xsd; see XML source
Used:
never
grade (defined in GenericCommodityAttributes.model group)
The grade(s) of material which can be delivered in seller's option.
Type:
GenericCommodityGrade
Content:
simple, 1 attribute
Defined:
locally within GenericCommodityAttributes.model group in fpml-generic-5-7.xsd; see XML source
grade (in metal)
The grade(s) of material which can be delivered in seller's option.
Type:
CommodityMetalGrade
Content:
simple, 1 attribute
Defined:
locally within Metal complexType in fpml-com-5-7.xsd; see XML source
grade (in oil)
The grade of oil product to be delivered.
Type:
CommodityProductGrade
Content:
simple, 1 attribute
Defined:
locally within OilProduct complexType in fpml-com-5-7.xsd; see XML source
gross
Value excluding fees and commissions.
Type:
xsd:decimal
Content:
simple
Defined:
locally within NetAndOrGross.model group in fpml-doc-5-7.xsd; see XML source
grossPrice
Specifies the price of the underlyer, before commissions.
Type:
ActualPrice
Content:
complex, 3 elements
Defined:
locally within EquityPrice.model group in fpml-asset-5-7.xsd; see XML source
header (defined in Exception complexType)
Type:
ExceptionMessageHeader
Content:
complex, 10 elements
Defined:
locally within Exception complexType in fpml-msg-5-7.xsd; see XML source
header (defined in RequestMessage complexType)
Type:
RequestMessageHeader
Content:
complex, 9 elements
Defined:
locally within RequestMessage complexType in fpml-msg-5-7.xsd; see XML source
header (defined in ResponseMessage complexType)
Type:
ResponseMessageHeader
Content:
complex, 10 elements
Defined:
locally within ResponseMessage complexType in fpml-msg-5-7.xsd; see XML source
header (in serviceNotification)
Type:
NotificationMessageHeader
Content:
complex, 10 elements
Defined:
locally within NotificationMessage complexType in fpml-msg-5-7.xsd; see XML source
hexadecimalBinary (defined in AdditionalData complexType)
Provides extra information as binary contents coded in hexadecimal.
Type:
xsd:hexBinary
Content:
simple
Defined:
locally within AdditionalData complexType in fpml-msg-5-7.xsd; see XML source
hexadecimalBinary (defined in Resource complexType)
Provides extra information as binary contents coded in hexadecimal.
Type:
xsd:hexBinary
Content:
simple
Defined:
locally within Resource complexType in fpml-shared-5-7.xsd; see XML source
honorific
An honorific title, such as Mr., Ms., Dr. etc.
Type:
xsd:normalizedString
Content:
simple
Defined:
locally within Person complexType in fpml-shared-5-7.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.
Type:
HourMinuteTime
Content:
simple
Defined:
locally within BusinessCenterTime complexType in fpml-shared-5-7.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.
Type:
HourMinuteTime
Content:
simple
Defined:
locally within PrevailingTime complexType in fpml-shared-5-7.xsd; see XML source
hubCode
Type:
CommodityHubCode
Content:
simple, 1 attribute
Defined:
locally within CommodityHub complexType in fpml-com-5-7.xsd; see XML source
implementationSpecification
The version(s) of specifications that the sender asserts the message was developed for.
Type:
ImplementationSpecification
Content:
complex, 3 elements
Defined:
locally within MessageHeader.model group in fpml-msg-5-7.xsd; see XML source
increase
Type:
TradeNotionalChange
Content:
complex, 16 elements
Defined:
locally within Events.model group in fpml-business-events-5-7.xsd; see XML source
increasedCostOfStockBorrow
If true, then increased cost of stock borrow is applicable.
Type:
xsd:boolean
Content:
simple
Defined:
locally within StockLoan.model group in fpml-shared-5-7.xsd; see XML source
independentAmount
Independent Amount is an amount that usually less creditworthy counterparties are asked to provide.
Type:
IndependentAmount
Content:
complex, 2 elements
Defined:
locally within Collateral complexType in fpml-shared-5-7.xsd; see XML source
index
Identifies the underlying asset when it is a financial index.
Type:
Index
Content:
complex, 1 attribute, 10 elements
Subst.Gr:
may substitute for element underlyingAsset
Defined:
globally in fpml-asset-5-7.xsd; see XML source
Used:
never
indexChange
Describes a change due to an index component being adjusted.
Type:
IndexChange
Content:
complex, 3 elements
Subst.Gr:
may substitute for element changeEvent
Defined:
globally in fpml-business-events-5-7.xsd; see XML source
Used:
never
indexFactor
Type:
xsd:decimal
Content:
simple
Defined:
locally within IndexChange complexType in fpml-business-events-5-7.xsd; see XML source
indexId (in indexReferenceInformation)
A CDS index identifier (e.g.
Type:
IndexId
Content:
simple, 1 attribute
Defined:
locally within IndexReferenceInformation complexType in fpml-cd-5-7.xsd; see XML source
indexId (in indexReferenceInformation)
A CDS index identifier (e.g.
Type:
IndexId
Content:
simple, 1 attribute
Defined:
locally within IndexReferenceInformation complexType in fpml-cd-5-7.xsd; see XML source
indexName
The name of the index expressed as a free format string.
Type:
IndexName
Content:
simple, 1 attribute
Defined:
locally within IndexReferenceInformation complexType in fpml-cd-5-7.xsd; see XML source
indexReferenceInformation
This element contains all the terms relevant to defining the Credit DefaultSwap Index.
Type:
IndexReferenceInformation
Content:
complex, 1 attribute, 4 elements
Defined:
locally within GeneralTerms complexType in fpml-cd-5-7.xsd; see XML source
indexSource
The reference source such as Reuters or Bloomberg.
Type:
RateSourcePage
Content:
simple, 1 attribute
Defined:
locally within InflationRateCalculation complexType in fpml-ird-5-7.xsd; see XML source
indexTenor (defined in FloatingRateIndex.model group)
The ISDA Designated Maturity, i.e. the tenor of the floating rate.
Type:
Period
Content:
complex, 1 attribute, 2 elements
Defined:
locally within FloatingRateIndex.model group in fpml-shared-5-7.xsd; see XML source
indexTenor (in fra)
The ISDA Designated Maturity, i.e. the tenor of the floating rate.
Type:
Period
Content:
complex, 1 attribute, 2 elements
Defined:
locally within Fra complexType in fpml-ird-5-7.xsd; see XML source
inflationLag
an offsetting period from the payment date which determines the reference period for which the inflation index is onserved.
Type:
Offset
Content:
complex, 1 attribute, 2 elements
Defined:
locally within InflationRateCalculation complexType in fpml-ird-5-7.xsd; see XML source
inflationRateCalculation
An inflation rate calculation definition.
Type:
InflationRateCalculation
Content:
complex, 1 attribute, 8 elements
Subst.Gr:
may substitute for element rateCalculation
Defined:
globally in fpml-ird-5-7.xsd; see XML source
Used:
never
informationSource (defined in QuotationCharacteristics.model group)
The information source where a published or displayed market rate will be obtained, e.g.
Type:
InformationSource
Content:
complex, 3 elements
Defined:
locally within QuotationCharacteristics.model group in fpml-asset-5-7.xsd; see XML source
informationSource (defined in SettlementRateSource complexType)
The information source where a published or displayed market rate will be obtained, e.g.
Type:
InformationSource
Content:
complex, 3 elements
Defined:
locally within SettlementRateSource complexType in fpml-shared-5-7.xsd; see XML source
initial
Type:
Initial
Content:
simple
Defined:
locally within Person complexType in fpml-shared-5-7.xsd; see XML source
initialExchange
A true/false flag to indicate whether there is an initial exchange of principal on the effective date.
Type:
xsd:boolean
Content:
simple
Defined:
locally within PrincipalExchanges complexType in fpml-shared-5-7.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.
Type:
xsd:decimal
Content:
simple
Defined:
locally within AssetPool complexType in fpml-asset-5-7.xsd; see XML source
initialFee
An initial fee for the cancelable option.
Type:
SimplePayment
Content:
complex, 1 attribute, 2 elements
Defined:
locally within CancelableProvision complexType in fpml-ird-5-7.xsd; see XML source
initialLevel
Contract will strike off this initial level.
Type:
xsd:decimal
Content:
simple
Defined:
locally within CalculationFromObservation complexType in fpml-eq-shared-5-7.xsd; see XML source
initialLevelSource
Specifies whether the Initial Index Level should be the Closing Price Level, the Expiring Contract Level, VWAPPrice, TWAPPrice, NAV or Open Price.
Type:
DeterminationMethod
Content:
simple, 2 attributes
Defined:
locally within CalculationFromObservation complexType in fpml-eq-shared-5-7.xsd; see XML source
initialPayment
Specifies a single fixed payment that is payable by the payer to the receiver on the initial payment date.
Type:
InitialPayment
Content:
complex, 1 attribute, 1 element
Defined:
locally within FeeLeg complexType in fpml-cd-5-7.xsd; see XML source
initialPrice
Specifies the initial reference price of the underlyer.
Type:
ReturnLegValuationPrice
Content:
complex, 10 elements
Defined:
locally within ReturnLegValuation complexType in fpml-eq-shared-5-7.xsd; see XML source
initialStockLoanRate
Specifies the initial stock loan rate for Increased Cost of Stock Borrow.
Type:
RestrictedPercentage
Content:
simple
Defined:
locally within StockLoan.model group in fpml-shared-5-7.xsd; see XML source
initialValue (defined in NonNegativeSchedule complexType)
The non-negative initial rate or amount, as the case may be.
Type:
NonNegativeDecimal
Content:
simple
Defined:
locally within NonNegativeSchedule complexType in fpml-shared-5-7.xsd; see XML source
initialValue (defined in Schedule complexType)
The initial rate or amount, as the case may be.
Type:
xsd:decimal
Content:
simple
Defined:
locally within Schedule complexType in fpml-shared-5-7.xsd; see XML source
initialValue (in fxLinkedNotionalSchedule)
The initial currency amount for the varying notional.
Type:
xsd:decimal
Content:
simple
Defined:
locally within FxLinkedNotionalSchedule complexType in fpml-ird-5-7.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.
Type:
MessageId
Content:
simple, 1 attribute
Defined:
locally within ExceptionMessageHeader complexType in fpml-msg-5-7.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.
Type:
MessageId
Content:
simple, 1 attribute
Defined:
locally within ResponseMessageHeader complexType in fpml-msg-5-7.xsd; see XML source
inReplyTo (in header in serviceNotification)
A copy of the unique message identifier (within it own coding scheme) to which this message is responding.
Type:
MessageId
Content:
simple, 1 attribute
Defined:
locally within NotificationMessageHeader complexType in fpml-msg-5-7.xsd; see XML source
instrumentId (defined in IdentifiedAsset complexType)
Identification of the underlying asset, using public and/or private identifiers.
Type:
InstrumentId
Content:
simple, 1 attribute
Defined:
locally within IdentifiedAsset complexType in fpml-asset-5-7.xsd; see XML source
instrumentId (in cash)
Identification of the underlying asset, using public and/or private identifiers.
Type:
InstrumentId
Content:
simple, 1 attribute
Defined:
locally within Cash complexType in fpml-asset-5-7.xsd; see XML source
insurer
Type:
LegalEntity
Content:
complex, 1 attribute, 2 elements
Defined:
locally within Mortgage complexType in fpml-asset-5-7.xsd; see XML source
insurerReference
Type:
LegalEntityReference
Content:
empty, 1 attribute
Defined:
locally within Mortgage complexType in fpml-asset-5-7.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.
Type:
xsd:decimal
Content:
simple
Defined:
locally within PartialExercise.model group in fpml-shared-5-7.xsd; see XML source
integralMultipleExercise
When multiple exercise is applicable and this element is present it specifies that the number of options that can be exercised on a given exercise date must either be equal to the value of this element or be an integral multiple of it.
Type:
PositiveDecimal
Content:
simple
Defined:
locally within EquityMultipleExercise complexType in fpml-eqd-5-7.xsd; see XML source
integralMultipleQuantity
The integral multiple quantity defines a lower limit of the Notional Quantity that can be exercised and also defines a unit multiple of the Notional Quantity that can be exercised, i.e. only integer multiples of this Notional Quantity can be exercised.
Type:
CommodityNotionalQuantity
Content:
complex, 1 attribute, 1 element
Defined:
locally within CommodityMultipleExercise complexType in fpml-com-5-7.xsd; see XML source
intentToAllocate (in partyTradeInformation)
Specifies whether the trade is anticipated to be allocated.
Type:
xsd:boolean
Content:
simple
Defined:
locally within PartyTradeInformation complexType in fpml-doc-5-7.xsd; see XML source
intentToAllocate (in tradeInformation)
Specifies whether the trade is anticipated to be allocated.
Type:
xsd:boolean
Content:
simple
Defined:
locally within TradeInformation complexType in fpml-doc-5-7.xsd; see XML source
intentToClear (in partyTradeInformation)
Specifies whether the trade is anticipated to be cleared via a derivative clearing organization
Type:
xsd:boolean
Content:
simple
Defined:
locally within PartyTradeInformation complexType in fpml-doc-5-7.xsd; see XML source
intentToClear (in tradeInformation)
Specifies whether the trade is anticipated to be cleared via a derivative clearing organization
Type:
xsd:boolean
Content:
simple
Defined:
locally within TradeInformation complexType in fpml-doc-5-7.xsd; see XML source
interconnectionPoint (defined in GenericCommodityAttributes.model group)
Identification of the border(s) or border point(s) of a transportation contract.
Type:
InterconnectionPoint
Content:
simple, 1 attribute
Defined:
locally within GenericCommodityAttributes.model group in fpml-generic-5-7.xsd; see XML source
interconnectionPoint (in deliveryConditions in electricityPhysicalLeg)
Identification of the border(s) or border point(s) of a transportation contract.
Type:
InterconnectionPoint
Content:
simple, 1 attribute
Defined:
locally within ElectricityDelivery complexType in fpml-com-5-7.xsd; see XML source
interconnectionPoint (in deliveryConditions in gasPhysicalLeg)
Identification of the border(s) or border point(s) of a transportation contract.
Type:
InterconnectionPoint
Content:
simple, 1 attribute
Defined:
locally within GasDelivery complexType in fpml-com-5-7.xsd; see XML source
interestAmount
Specifies, in relation to each Interest Payment Date, the amount to which the Interest Payment Date relates.
Type:
LegAmount
Content:
complex, 5 elements
Defined:
locally within InterestLeg complexType in fpml-eq-shared-5-7.xsd; see XML source
interestAtRisk
Specifies whether the interest component of the redemption amount is subject to conversion to the Alternate currency, in the event that the spot rate is strictly lower than the strike rate at the specified fixing date and time.
Type:
xsd:boolean
Content:
simple
Defined:
locally within DualCurrencyFeature complexType in fpml-fx-5-7.xsd; see XML source
interestCalculation
Specifies the calculation method of the interest rate leg of the equity swap.
Type:
InterestCalculation
Content:
complex, 1 attribute, 6 elements
Defined:
locally within InterestLeg complexType in fpml-eq-shared-5-7.xsd; see XML source
interestLeg
The fixed income amounts of the return type swap.
Type:
InterestLeg
Content:
complex, 1 attribute, 7 elements
Subst.Gr:
may substitute for element returnSwapLeg
Defined:
globally in fpml-eq-shared-5-7.xsd; see XML source
Used:
never
interestLegCalculationPeriodDates
Component that holds the various dates used to specify the interest leg of the equity swap.
Type:
InterestLegCalculationPeriodDates
Content:
complex, 1 attribute, 4 elements
Defined:
locally within InterestLeg complexType in fpml-eq-shared-5-7.xsd; see XML source
interestLegPaymentDates
Specifies the payment dates of the interest leg of the swap.
Type:
AdjustableRelativeOrPeriodicDates2
Content:
complex, 1 attribute, 2 elements
Defined:
locally within InterestLegCalculationPeriodDates complexType in fpml-eq-shared-5-7.xsd; see XML source
interestLegRate
Reference to the floating rate calculation of interest calculation node on the Interest Leg.
Type:
FloatingRateCalculationReference
Content:
empty, 1 attribute
Defined:
locally within CompoundingRate complexType in fpml-eq-shared-5-7.xsd; see XML source
interestLegResetDates
Specifies the reset dates of the interest leg of the swap.
Type:
InterestLegResetDates
Content:
complex, 4 elements
Defined:
locally within InterestLegCalculationPeriodDates complexType in fpml-eq-shared-5-7.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.
Type:
xsd:boolean
Content:
simple
Defined:
locally within PrincipalExchanges complexType in fpml-shared-5-7.xsd; see XML source
interpolationMethod (in interestCalculation)
Specifies the type of interpolation used.
Type:
InterpolationMethod
Content:
simple, 1 attribute
Defined:
locally within InterestCalculation complexType in fpml-eq-shared-5-7.xsd; see XML source
interpolationMethod (in makeWholeAmount)
The type of interpolation method that the calculation agent reserves the right to use.
Type:
InterpolationMethod
Content:
simple, 1 attribute
Defined:
locally within MakeWholeAmount complexType in fpml-bond-option-5-7.xsd; see XML source
interpolationPeriod
Defines applicable periods for interpolation.
Type:
InterpolationPeriodEnum
Content:
simple
Defined:
locally within InterestCalculation complexType in fpml-eq-shared-5-7.xsd; see XML source
intragroup
Specifies whether this trade is between affiliated organizations.
Type:
xsd:boolean
Content:
simple
Defined:
locally within PartyTradeInformation complexType in fpml-doc-5-7.xsd; see XML source
isCompressedTrade
Specifies whether this trade is a result of compression activity.
Type:
xsd:boolean
Content:
simple
Defined:
locally within PartyTradeInformation complexType in fpml-doc-5-7.xsd; see XML source
isCorrection
Indicates if this message corrects an earlier request.
Type:
xsd:boolean
Content:
simple
Defined:
locally within CorrectableRequestMessage complexType in fpml-msg-5-7.xsd; see XML source
issuer (defined in TradeIdentifier complexType)
Type:
IssuerId
Content:
simple, 1 attribute
Defined:
locally within TradeIdentifier complexType in fpml-doc-5-7.xsd; see XML source
issuer (in productComponentIdentifier)
Type:
IssuerId
Content:
simple, 1 attribute
Defined:
locally within ProductComponentIdentifier complexType in fpml-doc-5-7.xsd; see XML source
issuerName
Type:
xsd:string
Content:
simple
Defined:
locally within FixedIncomeSecurityContent.model group in fpml-asset-5-7.xsd; see XML source
issuerPartyReference
Type:
PartyReference
Content:
empty, 1 attribute
Defined:
locally within FixedIncomeSecurityContent.model group in fpml-asset-5-7.xsd; see XML source
jointAndSeveralLiability
Specifies whether this party has multiple legal entities with joint and several liability.
Type:
xsd:boolean
Content:
simple
Defined:
locally within PartyInformation.model group in fpml-shared-5-7.xsd; see XML source
jurisdiction
The legal jurisdiction of the entity's registration.
Type:
GoverningLaw
Content:
simple, 1 attribute
Defined:
locally within PartyInformation.model group in fpml-shared-5-7.xsd; see XML source
knock
The knock feature of a commodity barrier option.
Type:
CommodityKnockEnum
Content:
simple
Defined:
locally within CommodityBarrier complexType in fpml-com-5-7.xsd; see XML source
knownAmountReference
Type:
AmountReference
Content:
empty, 1 attribute
Defined:
locally within TradeLegFixedAmountChange.model group in fpml-business-events-5-7.xsd; see XML source
knownAmountSchedule
The known calculation period amount or a known amount schedule expressed as explicit known amounts and dates.
Type:
AmountSchedule
Content:
complex, 1 attribute, 2 elements
Defined:
locally within CalculationPeriodAmount complexType in fpml-ird-5-7.xsd; see XML source
language
Indicates the language of the resource, described using the ISO 639-2/T Code.
Type:
Language
Content:
simple, 1 attribute
Defined:
locally within Resource complexType in fpml-shared-5-7.xsd; see XML source
largeSizeTrade (in partyTradeInformation)
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.
Type:
xsd:boolean
Content:
simple
Defined:
locally within PartyTradeInformation complexType in fpml-doc-5-7.xsd; see XML source
largeSizeTrade (in tradeInformation)
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.
Type:
xsd:boolean
Content:
simple
Defined:
locally within TradeInformation complexType in fpml-doc-5-7.xsd; see XML source
latestExecutionTime
The latest time of day at the specified business center, at which the client may execute a transaction.
Type:
BusinessCenterTime
Content:
complex, 2 elements
Defined:
locally within FxFlexibleForward complexType in fpml-fx-5-7.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.
Type:
BusinessCenterTime
Content:
complex, 2 elements
Defined:
locally within AmericanExercise complexType in fpml-shared-5-7.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.
Type:
BusinessCenterTime
Content:
complex, 2 elements
Defined:
locally within BermudaExercise complexType in fpml-shared-5-7.xsd; see XML source
latestExerciseTimeType (in equityAmericanExercise)
The latest time of day at which the equity option can be exercised, for example the official closing time of the exchange.
Type:
TimeTypeEnum
Content:
simple
Defined:
locally within EquityAmericanExercise complexType in fpml-eqd-5-7.xsd; see XML source
latestExerciseTimeType (in equityBermudaExercise)
The latest time of day at which the equity option can be exercised, for example the official closing time of the exchange.
Type:
TimeTypeEnum
Content:
simple
Defined:
locally within EquityBermudaExercise complexType in fpml-eqd-5-7.xsd; see XML source
latestValueDate
The latest date on which both currencies traded will settle.
Type:
xsd:date
Content:
simple
Defined:
locally within FxDigitalAmericanExercise complexType in fpml-fx-5-7.xsd; see XML source
legId
Identity of this leg.
Type:
LegId
Content:
simple, 1 attribute
Defined:
locally within LegIdentifier complexType in fpml-shared-5-7.xsd; see XML source
legIdentifier
Version aware identification of this leg.
Type:
LegIdentifier
Content:
complex, 3 elements
Defined:
locally within DirectionalLeg complexType in fpml-shared-5-7.xsd; see XML source
length
Indicates the length of the resource.
Type:
ResourceLength
Content:
complex, 2 elements
Defined:
locally within Resource complexType in fpml-shared-5-7.xsd; see XML source
lengthUnit
The length unit of the resource.
Type:
LengthUnitEnum
Content:
simple
Defined:
locally within ResourceLength complexType in fpml-shared-5-7.xsd; see XML source
lengthValue
The length value of the resource.
Type:
xsd:decimal
Content:
simple
Defined:
locally within ResourceLength complexType in fpml-shared-5-7.xsd; see XML source
level
The trigger level.
Type:
xsd:decimal
Content:
simple
Defined:
locally within Trigger complexType in fpml-option-shared-5-7.xsd; see XML source
levelPercentage (defined in CommodityTrigger complexType)
A barrier expressed as a percentage of notional quantity or commodity price level.
Type:
xsd:decimal
Content:
simple
Defined:
locally within CommodityTrigger complexType in fpml-com-5-7.xsd; see XML source
levelPercentage (defined in Trigger complexType)
The trigger level percentage.
Type:
xsd:decimal
Content:
simple
Defined:
locally within Trigger complexType in fpml-option-shared-5-7.xsd; see XML source
levelPrice
A barrier expressed as a price level.
Type:
FixedPrice
Content:
complex, 1 attribute, 3 elements
Defined:
locally within CommodityTrigger complexType in fpml-com-5-7.xsd; see XML source
levelQuantity
The amount used the specify the barrier in terms of an quantity of commodity or a change in the quantity of commodity.
Type:
xsd:decimal
Content:
simple
Defined:
locally within CommodityTrigger complexType in fpml-com-5-7.xsd; see XML source
levelUnit
The units (e.g.
Type:
QuantityUnit
Content:
simple, 1 attribute
Defined:
locally within CommodityTrigger complexType in fpml-com-5-7.xsd; see XML source
lien
Specifies the seniority level of the lien.
Type:
Lien
Content:
simple, 1 attribute
Defined:
locally within Loan complexType in fpml-asset-5-7.xsd; see XML source
limitationPercentage
Specifies the limitation percentage in Average Daily trading volume.
Type:
RestrictedPercentage
Content:
simple
Defined:
locally within AverageDailyTradingVolumeLimit complexType in fpml-shared-5-7.xsd; see XML source
limitationPeriod
Specifies the limitation period for Average Daily trading volume in number of days.
Type:
xsd:nonNegativeInteger
Content:
simple
Defined:
locally within AverageDailyTradingVolumeLimit complexType in fpml-shared-5-7.xsd; see XML source
loadType (defined in GenericCommodityAttributes.model group)
LoadType is a summary of the full description of the settlement periods with respect to the region.
Type:
LoadTypeEnum
Content:
simple
Defined:
locally within GenericCommodityAttributes.model group in fpml-generic-5-7.xsd; see XML source
loadType (in electricityPhysicalLeg)
LoadType is a summary of the full description of the settlement periods with respect to the region.
Type:
LoadTypeEnum
Content:
simple
Defined:
locally within ElectricityPhysicalLeg complexType in fpml-com-5-7.xsd; see XML source
loan
Identifies a simple underlying asset that is a loan.
Type:
Loan
Content:
complex, 1 attribute, 12 elements
Subst.Gr:
may substitute for element underlyingAsset
Defined:
globally in fpml-asset-5-7.xsd; see XML source
Used:
at 1 location
location (defined in PrevailingTime complexType)
The geographic location to which the hourMinuteTime applies.
Type:
TimezoneLocation
Content:
simple, 1 attribute
Defined:
locally within PrevailingTime complexType in fpml-shared-5-7.xsd; see XML source
location (defined in Reason complexType)
A value indicating the location of the problem within the subject message.
Type:
ProblemLocation
Content:
simple, 1 attribute
Defined:
locally within Reason complexType in fpml-msg-5-7.xsd; see XML source
lossOfStockBorrow
If true, then loss of stock borrow is applicable.
Type:
xsd:boolean
Content:
simple
Defined:
locally within StockLoan.model group in fpml-shared-5-7.xsd; see XML source
lowerBarrier
All observations below this price level will be excluded from the variance calculation.
Type:
NonNegativeDecimal
Content:
simple
Defined:
locally within BoundedVariance complexType in fpml-eq-shared-5-7.xsd; see XML source
makeWholeAmount
Amount to be paid by the buyer of the option if the option is exercised prior to the Early Call Date.
Type:
MakeWholeAmount
Content:
complex, 6 elements
Defined:
locally within ReferenceSwapCurve complexType in fpml-bond-option-5-7.xsd; see XML source
mandatorilyClearable
Whether the particular trade type in question is required by this regulator to be cleared.
Type:
xsd:boolean
Content:
simple
Defined:
locally within ReportingRegime complexType in fpml-doc-5-7.xsd; see XML source
mandatoryEarlyTermination
A mandatory early termination provision to terminate the swap at fair value.
Type:
MandatoryEarlyTermination
Content:
empty, 1 attribute
Defined:
locally within MandatoryEarlyTermination.model group in fpml-ird-5-7.xsd; see XML source
mandatoryEarlyTerminationDateTenor
Period after trade date of the mandatory early termination date.
Type:
Period
Content:
complex, 1 attribute, 2 elements
Defined:
locally within MandatoryEarlyTermination.model group in fpml-ird-5-7.xsd; see XML source
masterAgreementDate
The date on which the master agreement was signed.
Type:
xsd:date
Content:
simple
Defined:
locally within MasterAgreement complexType in fpml-shared-5-7.xsd; see XML source
masterAgreementId
An identifier that has been created to identify the master agreement.
Type:
MasterAgreementId
Content:
simple, 1 attribute
Defined:
locally within MasterAgreement complexType in fpml-shared-5-7.xsd; see XML source
masterAgreementPaymentDates
If present and true indicates that the Payment Date(s) are specified in the relevant master agreement.
Type:
xsd:boolean
Content:
simple
Defined:
locally within CommodityNonPeriodicPaymentDates.model group in fpml-com-5-7.xsd; see XML source
masterAgreementType
The agreement executed between the parties and intended to govern product-specific derivatives transactions between those parties.
Type:
MasterAgreementType
Content:
simple, 1 attribute
Defined:
locally within MasterAgreement complexType in fpml-shared-5-7.xsd; see XML source
masterAgreementVersion
The version of the master agreement.
Type:
MasterAgreementVersion
Content:
simple, 1 attribute
Defined:
locally within MasterAgreement complexType in fpml-shared-5-7.xsd; see XML source
masterConfirmation
The agreement executed between the parties and intended to govern all OTC derivatives transactions between those parties.
Type:
MasterConfirmation
Content:
complex, 1 element
Defined:
locally within Documentation complexType in fpml-shared-5-7.xsd; see XML source
masterConfirmationDate
The date of the confirmation executed between the parties and intended to govern the allocated trade between those parties.
Type:
xsd:date
Content:
simple
Defined:
locally within AllocationContent.model group in fpml-doc-5-7.xsd; see XML source
masterConfirmationType
The type of master confirmation executed between the parties.
Type:
MasterConfirmationType
Content:
simple, 1 attribute
Defined:
locally within MasterConfirmation complexType in fpml-shared-5-7.xsd; see XML source
material
The types of metal product for a physically settled metal trade.
Type:
Material
Content:
simple, 1 attribute
Defined:
locally within Metal complexType in fpml-com-5-7.xsd; see XML source
materialDividend
If present and true, then material non cash dividends are applicable.
Type:
xsd:boolean
Content:
simple
Defined:
locally within DividendLeg complexType in fpml-dividend-swaps-5-7.xsd; see XML source
math
An element for containing an XML representation of the formula.
Type:
Math
Content:
mixed (allows character data), elem. wildcard
Defined:
locally within Formula complexType in fpml-shared-5-7.xsd; see XML source
matrixTerm
Defines any applicable key into the relevant matrix.
Type:
MatrixTerm
Content:
simple, 1 attribute
Defined:
locally within ContractualMatrix complexType in fpml-shared-5-7.xsd; see XML source
matrixType
Identifies the form of applicable matrix.
Type:
MatrixType
Content:
simple, 1 attribute
Defined:
locally within ContractualMatrix complexType in fpml-shared-5-7.xsd; see XML source
maturity (defined in FixedIncomeSecurityContent.model group)
The date when the principal amount of a security becomes due and payable.
Type:
xsd:date
Content:
simple
Defined:
locally within FixedIncomeSecurityContent.model group in fpml-asset-5-7.xsd; see XML source
maturity (in future)
The date when the future contract expires.
Type:
xsd:date
Content:
simple
Defined:
locally within Future complexType in fpml-asset-5-7.xsd; see XML source
maturity (in loan)
The date when the principal amount of the loan becomes due and payable.
Type:
xsd:date
Content:
simple
Defined:
locally within Loan complexType in fpml-asset-5-7.xsd; see XML source
maximumBoundaryPercent
Maximum Boundary as a percentage of the Strike Price.
Type:
xsd:decimal
Content:
simple
Defined:
locally within BoundedCorrelation complexType in fpml-eq-shared-5-7.xsd; see XML source
maximumNotionalAmount (defined in FxMultipleExercise complexType)
The maximum amount of notiional that can be exercised.
Type:
NonNegativeMoney
Content:
complex, 1 attribute, 2 elements
Defined:
locally within FxMultipleExercise complexType in fpml-fx-5-7.xsd; see XML source
maximumNotionalAmount (defined in MultipleExercise complexType)
The maximum notional amount that can be exercised on a given exercise date.
Type:
xsd:decimal
Content:
simple
Defined:
locally within MultipleExercise complexType in fpml-shared-5-7.xsd; see XML source
maximumNumberOfOptions (defined in EquityMultipleExercise complexType)
When multiple exercise is applicable this element specifies the maximum number of options that can be exercised on a given exercise date.
Type:
NonNegativeDecimal
Content:
simple
Defined:
locally within EquityMultipleExercise complexType in fpml-eqd-5-7.xsd; see XML source
maximumNumberOfOptions (defined in MultipleExercise complexType)
The maximum number of options that can be exercised on a given exercise date.
Type:
NonNegativeDecimal
Content:
simple
Defined:
locally within MultipleExercise complexType in fpml-shared-5-7.xsd; see XML source
maximumPaymentAmount
The maximum total payment amount that will be paid in any particular transaction.
Type:
NonNegativeMoney
Content:
complex, 1 attribute, 2 elements
Defined:
locally within WeatherLegCalculation complexType in fpml-com-5-7.xsd; see XML source
maximumStockLoanRate
Specifies the maximum stock loan rate for Loss of Stock Borrow.
Type:
RestrictedPercentage
Content:
simple
Defined:
locally within StockLoan.model group in fpml-shared-5-7.xsd; see XML source
maximumTransactionPaymentAmount
The maximum payment amount that will be paid in any particular Calculation Period.
Type:
NonNegativeMoney
Content:
complex, 1 attribute, 2 elements
Defined:
locally within WeatherLegCalculation complexType in fpml-com-5-7.xsd; see XML source
measureType
The type of the value that is measured.
Type:
AssetMeasureType
Content:
simple, 1 attribute
Defined:
locally within QuotationCharacteristics.model group in fpml-asset-5-7.xsd; see XML source
messageId
A unique identifier (within its coding scheme) assigned to the message by its creating party.
Type:
MessageId
Content:
simple, 1 attribute
Defined:
locally within MessageHeader complexType in fpml-msg-5-7.xsd; see XML source
messageRejected
The root element used for rejected message exceptions
Type:
Exception
Content:
complex, 3 attributes, 6 elements
Defined:
globally in fpml-msg-5-7.xsd; see XML source
Used:
never
metal
The specification of the Metal Product to be delivered.
Type:
Metal
Content:
complex, 2 elements
Defined:
locally within MetalPhysicalLeg complexType in fpml-com-5-7.xsd; see XML source
metalPhysicalLeg
Physically settled metal products leg.
Type:
MetalPhysicalLeg
Content:
complex, 1 attribute, 3 elements
Subst.Gr:
may substitute for element commodityForwardLeg
Defined:
globally in fpml-com-5-7.xsd; see XML source
Used:
never
middleName
Type:
xsd:normalizedString
Content:
simple
Defined:
locally within Person complexType in fpml-shared-5-7.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.
Type:
MimeType
Content:
simple, 1 attribute
Defined:
locally within AdditionalData complexType in fpml-msg-5-7.xsd; see XML source
mimeType (defined in Resource complexType)
Indicates the type of media used to store the content. mimeType is used to determine the software product(s) that can read the content.
Type:
MimeType
Content:
simple, 1 attribute
Defined:
locally within Resource complexType in fpml-shared-5-7.xsd; see XML source
minimumBoundaryPercent
Minimum Boundary as a percentage of the Strike Price.
Type:
xsd:decimal
Content:
simple
Defined:
locally within BoundedCorrelation complexType in fpml-eq-shared-5-7.xsd; see XML source
minimumExecutionAmount
The minimum notional amount which must be executed in any single transaction.
Type:
PositiveMoney
Content:
complex, 1 attribute, 2 elements
Defined:
locally within FxFlexibleForward complexType in fpml-fx-5-7.xsd; see XML source
minimumNotionalAmount (defined in FxMultipleExercise complexType)
The minimum amount of notional that can be exercised.
Type:
NonNegativeMoney
Content:
complex, 1 attribute, 2 elements
Defined:
locally within FxMultipleExercise complexType in fpml-fx-5-7.xsd; see XML source
minimumNotionalAmount (defined in PartialExercise.model group)
The minimum notional amount that can be exercised on a given exercise date.
Type:
xsd:decimal
Content:
simple
Defined:
locally within PartialExercise.model group in fpml-shared-5-7.xsd; see XML source
minimumNotionalQuantity
The minimum Notional Quantity that can be exercised on a given Exercise Date.
Type:
CommodityNotionalQuantity
Content:
complex, 1 attribute, 1 element
Defined:
locally within CommodityMultipleExercise complexType in fpml-com-5-7.xsd; see XML source
minimumNumberOfOptions (defined in EquityMultipleExercise complexType)
When multiple exercise is applicable this element specifies the minimum number of options that can be exercised on a given exercise date.
Type:
NonNegativeDecimal
Content:
simple
Defined:
locally within EquityMultipleExercise complexType in fpml-eqd-5-7.xsd; see XML source
minimumNumberOfOptions (defined in PartialExercise.model group)
The minimum number of options that can be exercised on a given exercise date.
Type:
xsd:nonNegativeInteger
Content:
simple
Defined:
locally within PartialExercise.model group in fpml-shared-5-7.xsd; see XML source
mortgage
Identifies a mortgage backed security.
Type:
Mortgage
Content:
complex, 1 attribute, 19 elements
Subst.Gr:
may substitute for element underlyingAsset
Defined:
globally in fpml-asset-5-7.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.
Type:
xsd:positiveInteger
Content:
simple
Defined:
locally within BasketReferenceInformation complexType in fpml-cd-5-7.xsd; see XML source
multiLeg
Indicates whether this transaction has multiple components, not all of which may be reported.
Type:
xsd:boolean
Content:
simple
Defined:
locally within GenericProduct complexType in fpml-generic-5-7.xsd; see XML source
multipleExchangeIndexAnnexFallback
For an index option transaction, a flag to indicate whether a relevant Multiple Exchange Index Annex is applicable to the transaction.
Type:
xsd:boolean
Content:
simple
Defined:
locally within IndexAnnexFallback.model group in fpml-eq-shared-5-7.xsd; see XML source
multipleExercise (in americanExercise)
As defined in the 2000 ISDA Definitions, Section 12.4.
Type:
MultipleExercise
Content:
complex, 6 elements
Defined:
locally within AmericanExercise complexType in fpml-shared-5-7.xsd; see XML source
multipleExercise (in bermudaExercise)
As defined in the 2000 ISDA Definitions, Section 12.4.
Type:
MultipleExercise
Content:
complex, 6 elements
Defined:
locally within BermudaExercise complexType in fpml-shared-5-7.xsd; see XML source
multiplier (defined in ExchangeTradedContract complexType)
Specifies the contract multiplier that can be associated with the number of units.
Type:
xsd:positiveInteger
Content:
simple
Defined:
locally within ExchangeTradedContract complexType in fpml-asset-5-7.xsd; see XML source
multiplier (in dividendPeriod defined in DividendAdjustment complexType)
Multiplier is a percentage value which is used to produce Deviation by multiplying the difference between Expected Dividend and Actual Dividend Deviation = Multiplier * (Expected Dividend — Actual Dividend).
Type:
PositiveDecimal
Content:
simple
Defined:
locally within DividendPeriodDividend complexType in fpml-eq-shared-5-7.xsd; see XML source
multiplier (in dividendSwapOptionTransactionSupplement)
Specifies the contract multiplier that can be associated with an index option.
Type:
PositiveDecimal
Content:
simple
Defined:
locally within DividendSwapOptionTransactionSupplement complexType in fpml-dividend-swaps-5-7.xsd; see XML source
multiplier (in equityOptionTransactionSupplement)
Specifies the contract multiplier that can be associated with an index option.
Type:
PositiveDecimal
Content:
simple
Defined:
locally within EquityOptionTransactionSupplement complexType in fpml-eqd-5-7.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.
Type:
xsd:positiveInteger
Content:
simple
Defined:
locally within Future complexType in fpml-asset-5-7.xsd; see XML source
multiplier (in varianceOptionTransactionSupplement)
Specifies the contract multiplier that can be associated with an index option.
Type:
PositiveDecimal
Content:
simple
Defined:
locally within VarianceOptionTransactionSupplement complexType in fpml-variance-swaps-5-7.xsd; see XML source
mutualEarlyTermination
Used for specifying whether the Mutual Early Termination Right that is detailed in the Master Confirmation will apply.
Type:
xsd:boolean
Content:
simple
Defined:
locally within MutualOrOptionalEarlyTermination.model group in fpml-eq-shared-5-7.xsd; see XML source
mutualFund
Identifies the class of unit issued by a fund.
Type:
MutualFund
Content:
complex, 1 attribute, 7 elements
Subst.Gr:
may substitute for element underlyingAsset
Defined:
globally in fpml-asset-5-7.xsd; see XML source
Used:
never
name (defined in PricingStructure complexType)
The name of the structure, e.g "USDLIBOR-3M EOD Curve".
Type:
xsd:normalizedString
Content:
simple
Defined:
locally within PricingStructure complexType in fpml-shared-5-7.xsd; see XML source
name (defined in ReportingRegime complexType)
Identifies the reporting regime under which this data is reported.
Type:
ReportingRegimeName
Content:
simple, 1 attribute
Defined:
locally within ReportingRegime complexType in fpml-doc-5-7.xsd; see XML source
name (defined in Resource complexType)
The name of the resource.
Type:
xsd:normalizedString
Content:
simple
Defined:
locally within Resource complexType in fpml-shared-5-7.xsd; see XML source
name (in businessUnit)
A name used to describe the organization unit
Type:
xsd:string
Content:
simple
Defined:
locally within BusinessUnit complexType in fpml-shared-5-7.xsd; see XML source
name (in implementationSpecification)
Type:
xsd:normalizedString
Content:
simple
Defined:
locally within ImplementationSpecification complexType in fpml-msg-5-7.xsd; see XML source
nearLeg
The FX transaction with the earliest value date.
Type:
FxSwapLeg
Content:
complex, 1 attribute, 11 elements
Defined:
locally within FxSwap complexType in fpml-fx-5-7.xsd; see XML source
net (in principalAmount defined in InstrumentTradePrincipal complexType)
Value including fees and commissions.
Type:
xsd:decimal
Content:
simple
Defined:
locally within NetAndOrGross.model group in fpml-doc-5-7.xsd; see XML source
net (in principalAmount defined in InstrumentTradePrincipal complexType)
Value including fees and commissions.
Type:
xsd:decimal
Content:
simple
Defined:
locally within NetAndOrGross.model group in fpml-doc-5-7.xsd; see XML source
netPrice
Specifies the price of the underlyer, net of commissions.
Type:
ActualPrice
Content:
complex, 3 elements
Defined:
locally within EquityPrice.model group in fpml-asset-5-7.xsd; see XML source
newPrice
Type:
xsd:decimal
Content:
simple
Defined:
locally within TradeLegPriceChange complexType in fpml-business-events-5-7.xsd; see XML source
newTrade
Indicates the new trade between the transferee and the remaining party.
Type:
Trade
Content:
complex, 1 attribute, 3 elements
Defined:
locally within NewTrade.model group in fpml-business-events-5-7.xsd; see XML source
newTradeIdentifier
Indicates a reference to the new trade between the transferee and the remaining party.
Type:
PartyTradeIdentifier
Content:
complex, 1 attribute, 7 elements
Defined:
locally within NewTrade.model group in fpml-business-events-5-7.xsd; see XML source
nominal
The monetary value of the security (eg. fixed income security) that was traded).
Type:
Money
Content:
complex, 1 attribute, 2 elements
Defined:
locally within InstrumentTradeQuantity complexType in fpml-doc-5-7.xsd; see XML source
nonDeliverableSettlement
Used to describe a particular type of FX forward transaction that is settled in a single currency (for example, a non-deliverable forward).
Type:
FxCashSettlement
Content:
complex, 4 elements
Defined:
locally within FxCoreDetails.model group in fpml-fx-5-7.xsd; see XML source
nonFirm
If present and set to true, indicates that delivery or receipt of the electricity may be interrupted for any reason or for no reason, without liability on the part of either Party.
Type:
xsd:boolean
Content:
simple
Defined:
locally within ElectricityDeliveryType complexType in fpml-com-5-7.xsd; see XML source
nonSchemaProduct
DEPRECATED: Generic products - for use in Transparency reporting to define a product that represents an OTC derivative transaction whose economics are not fully described using an FpML schema.
Type:
GenericProduct
Content:
complex, 1 attribute, 32 elements
Subst.Gr:
may substitute for element product
Defined:
globally in fpml-generic-5-7.xsd; see XML source
Used:
never
nonStandardTerms (in partyTradeInformation)
Indicates that the trade has price-affecting characteristics in addition to the standard real-time reportable terms.
Type:
xsd:boolean
Content:
simple
Defined:
locally within PartyTradeInformation complexType in fpml-doc-5-7.xsd; see XML source
nonStandardTerms (in tradeInformation)
Indicates that the trade has price-affecting characteristics in addition to the standard real-time reportable terms.
Type:
xsd:boolean
Content:
simple
Defined:
locally within TradeInformation complexType in fpml-doc-5-7.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.
Type:
xsd:boolean
Content:
simple
Defined:
locally within ReferenceInformation complexType in fpml-cd-5-7.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.
Type:
xsd:boolean
Content:
simple
Defined:
locally within ReferencePair complexType in fpml-cd-5-7.xsd; see XML source
notifiedPartyReference
Type:
PartyReference
Content:
empty, 1 attribute
Defined:
locally within CreditEventNoticeDocument complexType in fpml-credit-event-notification-5-7.xsd; see XML source
notifyingPartyReference
Type:
PartyReference
Content:
empty, 1 attribute
Defined:
locally within CreditEventNoticeDocument complexType in fpml-credit-event-notification-5-7.xsd; see XML source
notional (defined in EquityDerivativeBase complexType)
The notional amount.
Type:
NonNegativeMoney
Content:
complex, 1 attribute, 2 elements
Defined:
locally within EquityDerivativeBase complexType in fpml-eqd-5-7.xsd; see XML source
notional (defined in GenericProduct complexType)
The notional or notionals in effect on the reporting date.
Type:
CashflowNotional
Content:
complex, 1 attribute, 3 elements
Defined:
locally within GenericProduct complexType in fpml-generic-5-7.xsd; see XML source
notional (in fra)
The notional amount.
Type:
Money
Content:
complex, 1 attribute, 2 elements
Defined:
locally within Fra complexType in fpml-ird-5-7.xsd; see XML source
notional (in interestLeg)
Specifies the notional of a return type swap.
Type:
ReturnSwapNotional
Content:
complex, 1 attribute, 4 elements
Defined:
locally within InterestLeg complexType in fpml-eq-shared-5-7.xsd; see XML source
notional (in returnLeg)
Specifies the notional of a return type swap.
Type:
ReturnSwapNotional
Content:
complex, 1 attribute, 4 elements
Defined:
locally within ReturnLeg complexType in fpml-eq-shared-5-7.xsd; see XML source
notional (in standardProduct)
The notional amount that was traded.
Type:
CashflowNotional
Content:
complex, 1 attribute, 3 elements
Defined:
locally within StandardProduct complexType in fpml-standard-5-7.xsd; see XML source
notionalAdjustments
Specifies the conditions that govern the adjustment to the number of units of the return swap.
Type:
NotionalAdjustmentEnum
Content:
simple
Defined:
locally within ReturnLeg complexType in fpml-eq-shared-5-7.xsd; see XML source
notionalAmount (defined in FxCashSettlement complexType)
The amount of money that the settlement will be derived from.
Type:
PositiveMoney
Content:
complex, 1 attribute, 2 elements
Defined:
locally within FxCashSettlement complexType in fpml-shared-5-7.xsd; see XML source
notionalAmount (defined in OptionBaseExtended complexType)
Type:
Money
Content:
complex, 1 attribute, 2 elements
Defined:
locally within OptionBaseExtended complexType in fpml-option-shared-5-7.xsd; see XML source
notionalAmount (defined in ReturnSwapNotional complexType)
The notional amount.
Type:
NotionalAmount
Content:
complex, 1 attribute, 2 elements
Defined:
locally within ReturnSwapNotional complexType in fpml-eq-shared-5-7.xsd; see XML source
notionalAmount (in commodityDigitalOption)
Volume contracted when volume is specified as a currency-denominated amount.
Type:
NotionalAmount
Content:
complex, 1 attribute, 2 elements
Defined:
locally within CommodityDigitalOption complexType in fpml-com-5-7.xsd; see XML source
notionalAmount (in correlation)
Notional amount, which is a cash multiplier.
Type:
NonNegativeMoney
Content:
complex, 1 attribute, 2 elements
Defined:
locally within Correlation complexType in fpml-eq-shared-5-7.xsd; see XML source
notionalAmount (in fxFlexibleForward)
The aggregate notional amount which will be exchanged, possibly as multiple partial executions, during the course of the execution period.
Type:
PositiveMoney
Content:
complex, 1 attribute, 2 elements
Defined:
locally within FxFlexibleForward complexType in fpml-fx-5-7.xsd; see XML source
notionalAmount (in notionalAmountBasket)
Type:
NotionalAmount
Content:
complex, 1 attribute, 2 elements
Defined:
locally within CommodityBasketByPercentage complexType in fpml-com-5-7.xsd; see XML source
notionalAmountBasket
Type:
CommodityBasketByPercentage
Content:
complex, 1 attribute, 2 elements
Defined:
locally within CommodityBasketOption complexType in fpml-com-5-7.xsd; see XML source
notionalAmountReference
A reference to the notional amount.
Type:
NotionalAmountReference
Content:
empty, 1 attribute
Defined:
locally within PercentageRule complexType in fpml-doc-5-7.xsd; see XML source
notionalQuantity (defined in CommodityNotionalQuantity.model group)
The Notional Quantity.
Type:
CommodityNotionalQuantity
Content:
complex, 1 attribute, 1 element
Defined:
locally within CommodityNotionalQuantity.model group in fpml-com-5-7.xsd; see XML source
notionalQuantity (in commodityDigitalOption)
The volume contracted when the volume is specified as a quantity of commodity.
Type:
CommodityNotionalQuantity
Content:
complex, 1 attribute, 1 element
Defined:
locally within CommodityDigitalOption complexType in fpml-com-5-7.xsd; see XML source
notionalQuantityBasket
Type:
CommodityBasketByNotional
Content:
complex, 1 attribute, 1 element
Defined:
locally within CommodityBasketOption complexType in fpml-com-5-7.xsd; see XML source
notionalReference (defined in ExerciseFee complexType)
A pointer style reference to the associated notional schedule defined elsewhere in the document.
Type:
NotionalReference
Content:
empty, 1 attribute
Defined:
locally within ExerciseFee complexType in fpml-shared-5-7.xsd; see XML source
notionalReference (defined in ExerciseFeeSchedule complexType)
A pointer style reference to the associated notional schedule defined elsewhere in the document.
Type:
ScheduleReference
Content:
empty, 1 attribute
Defined:
locally within ExerciseFeeSchedule complexType in fpml-shared-5-7.xsd; see XML source
notionalReference (defined in OptionBaseExtended complexType)
Type:
NotionalAmountReference
Content:
empty, 1 attribute
Defined:
locally within OptionBaseExtended complexType in fpml-option-shared-5-7.xsd; see XML source
notionalReference (defined in PartialExercise.model group)
A pointer style reference to the associated notional schedule defined elsewhere in the document.
Type:
NotionalReference
Content:
empty, 1 attribute
Defined:
locally within PartialExercise.model group in fpml-shared-5-7.xsd; see XML source
notionalReference (defined in TradeLegNotionalChange.model group)
Type:
NotionalReference
Content:
empty, 1 attribute
Defined:
locally within TradeLegNotionalChange.model group in fpml-business-events-5-7.xsd; see XML source
notionalReset
For return swaps, this element is equivalent to the term "Equity Notional Reset" as defined in the ISDA 2002 Equity Derivatives Definitions.
Type:
xsd:boolean
Content:
simple
Defined:
locally within ReturnLegValuation complexType in fpml-eq-shared-5-7.xsd; see XML source
notionalSchedule
The notional amount or notional amount schedule.
Type:
Notional
Content:
complex, 1 attribute, 1 element
Defined:
locally within Calculation complexType in fpml-ird-5-7.xsd; see XML source
notionalScheduleReference
Type:
NotionalReference
Content:
empty, 1 attribute
Defined:
locally within TradeLegNotionalScheduleChange.model group in fpml-business-events-5-7.xsd; see XML source
notionalStepSchedule
The notional amount or notional amount schedule expressed as explicit outstanding notional amounts and dates.
Type:
NonNegativeAmountSchedule
Content:
complex, 1 attribute, 2 elements
Defined:
locally within Notional complexType in fpml-ird-5-7.xsd; see XML source
novatedAmount
The amount which represents the portion of the Old Contract being novated.
Type:
Money
Content:
complex, 1 attribute, 2 elements
Defined:
locally within NovationAmountsOld.model group in fpml-business-events-5-7.xsd; see XML source
novatedNumberOfOptions
The number of options which represent the portion of the Old Contract being novated.
Type:
xsd:decimal
Content:
simple
Defined:
locally within NovationAmountsOld.model group in fpml-business-events-5-7.xsd; see XML source
novatedNumberOfUnits
The number of options which represent the portion of the Old Contract being novated.
Type:
xsd:decimal
Content:
simple
Defined:
locally within NovationAmountsOld.model group in fpml-business-events-5-7.xsd; see XML source
novation
Type:
TradeNovationContent
Content:
complex, 18 elements
Defined:
locally within Events.model group in fpml-business-events-5-7.xsd; see XML source
novationAmount
Type:
TradeLegSizeChange
Content:
complex, 15 elements
Defined:
locally within NovationAmounts.model group in fpml-business-events-5-7.xsd; see XML source
novationDate
Specifies the date that one party's legal obligations with regard to a trade are transferred to another party.
Type:
xsd:date
Content:
simple
Defined:
locally within NovationDates.model group in fpml-business-events-5-7.xsd; see XML source
novationTradeDate
Specifies the date the parties agree to assign or novate a Contract.
Type:
xsd:date
Content:
simple
Defined:
locally within NovationDates.model group in fpml-business-events-5-7.xsd; see XML source
nthToDefault
N th reference obligation to default triggers payout.
Type:
xsd:positiveInteger
Content:
simple
Defined:
locally within BasketReferenceInformation complexType in fpml-cd-5-7.xsd; see XML source
number (defined in InstrumentTradeQuantity complexType)
The (absolute) number of units of the underlying instrument that were traded.
Type:
xsd:decimal
Content:
simple
Defined:
locally within InstrumentTradeQuantity complexType in fpml-doc-5-7.xsd; see XML source
number (in telephone)
A telephonic contact.
Type:
xsd:string
Content:
simple
Defined:
locally within TelephoneNumber complexType in fpml-shared-5-7.xsd; see XML source
numberOfAllowances
The number of allowances, certificates or credit to be transaction in the transaction.
Type:
UnitQuantity
Content:
complex, 1 attribute, 2 elements
Defined:
locally within EnvironmentalPhysicalLeg complexType in fpml-com-5-7.xsd; see XML source
numberOfDataSeries
Number of data series, normal market practice is that correlation data sets are drawn from geographic market areas, such as America, Europe and Asia Pacific, each of these geographic areas will have its own data series to avoid contagion.
Type:
xsd:positiveInteger
Content:
simple
Defined:
locally within Correlation complexType in fpml-eq-shared-5-7.xsd; see XML source
numberOfOptions (defined in GenericEquityAttributes.model group)
The number of options comprised in the option transaction.
Type:
PositiveDecimal
Content:
simple
Defined:
locally within GenericEquityAttributes.model group in fpml-generic-5-7.xsd; see XML source
numberOfOptions (defined in OptionDenomination.model group)
The number of options comprised in the option transaction.
Type:
PositiveDecimal
Content:
simple
Defined:
locally within OptionDenomination.model group in fpml-option-shared-5-7.xsd; see XML source
numberOfOptions (in equityOptionTransactionSupplement)
The number of options comprised in the option transaction.
Type:
NonNegativeDecimal
Content:
simple
Defined:
locally within EquityDerivativeShortFormBase complexType in fpml-eqd-5-7.xsd; see XML source
numberOfOptionsReference
Type:
NumberOfOptionsReference
Content:
empty, 1 attribute
Defined:
locally within TradeLegNumberOfOptionsChange.model group in fpml-business-events-5-7.xsd; see XML source
numberOfUnitsReference
Type:
NumberOfUnitsReference
Content:
empty, 1 attribute
Defined:
locally within TradeLegNumberOfUnitsChange.model group in fpml-business-events-5-7.xsd; see XML source
obligationAcceleration
Type:
ObligationAccelerationEvent
Content:
empty
Subst.Gr:
may substitute for element creditEvent
Defined:
globally in fpml-credit-event-notification-5-7.xsd; see XML source
Used:
never
obligationDefault
Type:
ObligationDefaultEvent
Content:
empty
Subst.Gr:
may substitute for element creditEvent
Defined:
globally in fpml-credit-event-notification-5-7.xsd; see XML source
Used:
never
observationStartDate
The start of the period over which observations are made which are used in the calculation Used when the observation start date differs from the trade date such as for forward starting swaps.
Type:
AdjustableOrRelativeDate
Content:
complex, 1 attribute, 2 elements
Defined:
locally within CalculatedAmount complexType in fpml-eq-shared-5-7.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.
Type:
xsd:positiveInteger
Content:
simple
Defined:
locally within RateObservation complexType in fpml-shared-5-7.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.
Type:
xsd:decimal
Content:
simple
Defined:
locally within RateObservation complexType in fpml-shared-5-7.xsd; see XML source
offMarketPrice (in partyTradeInformation)
Indicates that the price does not reflect the current market.
Type:
xsd:boolean
Content:
simple
Defined:
locally within PartyTradeInformation complexType in fpml-doc-5-7.xsd; see XML source
offMarketPrice (in tradeInformation)
Indicates that the price does not reflect the current market.
Type:
xsd:boolean
Content:
simple
Defined:
locally within TradeInformation complexType in fpml-doc-5-7.xsd; see XML source
offset
Indicates whether time applies to the actual day specified (in which case this element should be omitted) the day prior to that day (in which case periodMultiplier should be -1 and period should be Day) or the day subsequent to that day (in which case periodMultiplier should be 1 and period should be Day).
Type:
Offset
Content:
complex, 1 attribute, 2 elements
Defined:
locally within OffsetPrevailingTime complexType in fpml-shared-5-7.xsd; see XML source
oil
The specification of the oil product to be delivered.
Type:
OilProduct
Content:
complex, 2 elements
Defined:
locally within OilPhysicalLeg complexType in fpml-com-5-7.xsd; see XML source
oilPhysicalLeg
Physically settled oil or refined products leg.
Type:
OilPhysicalLeg
Content:
complex, 1 attribute, 3 elements
Subst.Gr:
may substitute for element commoditySwapLeg
Defined:
globally in fpml-com-5-7.xsd; see XML source
Used:
never
oldTrade (in change)
The original trade details.
Type:
Trade
Content:
complex, 1 attribute, 3 elements
Defined:
locally within TradeChangeContent complexType in fpml-business-events-5-7.xsd; see XML source
oldTrade (in novation)
Indicates the original trade between the transferor and the remaining party.
Type:
Trade
Content:
complex, 1 attribute, 3 elements
Defined:
locally within OldTrade.model group in fpml-business-events-5-7.xsd; see XML source
oldTradeIdentifier (in change)
The original qualified trade identifier.
Type:
PartyTradeIdentifier
Content:
complex, 1 attribute, 7 elements
Defined:
locally within TradeChangeContent complexType in fpml-business-events-5-7.xsd; see XML source
oldTradeIdentifier (in novation)
Indicates a reference to the original trade between the transferor and the remaining party.
Type:
PartyTradeIdentifier
Content:
complex, 1 attribute, 7 elements
Defined:
locally within OldTrade.model group in fpml-business-events-5-7.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.
Type:
OnBehalfOf
Content:
complex, 2 elements
Defined:
locally within OnBehalfOf.model group in fpml-shared-5-7.xsd; see XML source
onBehalfOf (in dataDocument)
Indicates which party (and accounts) a trade is being processed for.
Type:
OnBehalfOf
Content:
complex, 2 elements
Defined:
locally within DataDocument complexType in fpml-doc-5-7.xsd; see XML source
openEndedFund
Boolean indicator to specify whether the mutual fund is an open-ended mutual fund.
Type:
xsd:boolean
Content:
simple
Defined:
locally within MutualFund complexType in fpml-asset-5-7.xsd; see XML source
openUnits (defined in Basket complexType)
The number of units (index or securities) that constitute the underlyer of the swap.
Type:
xsd:decimal
Content:
simple
Defined:
locally within Basket complexType in fpml-asset-5-7.xsd; see XML source
openUnits (defined in ConstituentWeight complexType)
The number of units (index or securities) that constitute the underlyer of the swap.
Type:
xsd:decimal
Content:
simple
Defined:
locally within ConstituentWeight complexType in fpml-asset-5-7.xsd; see XML source
openUnits (in singleUnderlyer)
The number of units (index or securities) that constitute the underlyer of the swap.
Type:
xsd:decimal
Content:
simple
Defined:
locally within SingleUnderlyer complexType in fpml-asset-5-7.xsd; see XML source
option
Identifies the underlying asset when it is a listed option contract.
Type:
ExchangeTradedOption
Content:
complex, 1 attribute, 13 elements
Subst.Gr:
may substitute for element underlyingAsset
Defined:
globally in fpml-asset-5-7.xsd; see XML source
Used:
never
optionalEarlyTermination (defined in OptionalEarlyTermination.model group)
An option for either or both parties to terminate the swap at fair value.
Type:
OptionalEarlyTermination
Content:
empty
Defined:
locally within OptionalEarlyTermination.model group in fpml-ird-5-7.xsd; see XML source
optionalEarlyTermination (in equitySwapTransactionSupplement)
A Boolean element used for specifying whether the Optional Early Termination clause detailed in the agreement will apply.
Type:
xsd:boolean
Content:
simple
Defined:
locally within MutualOrOptionalEarlyTermination.model group in fpml-eq-shared-5-7.xsd; see XML source
optionalEarlyTerminationDate
Optional Early Termination Date
Type:
EarlyTerminationDateEnum
Content:
simple
Defined:
locally within MutualOrOptionalEarlyTermination.model group in fpml-eq-shared-5-7.xsd; see XML source
optionalEarlyTerminationElectingPartyReference
Optional Early Termination Electing Party Reference
Type:
PartyReference
Content:
empty, 1 attribute
Defined:
locally within MutualOrOptionalEarlyTermination.model group in fpml-eq-shared-5-7.xsd; see XML source
optionEntitlement (defined in GenericEquityAttributes.model group)
The number of units of underlyer per option comprised in the option transaction.
Type:
PositiveDecimal
Content:
simple
Defined:
locally within GenericEquityAttributes.model group in fpml-generic-5-7.xsd; see XML source
optionEntitlement (defined in OptionDenomination.model group)
The number of units of underlyer per option comprised in the option transaction.
Type:
PositiveDecimal
Content:
simple
Defined:
locally within OptionDenomination.model group in fpml-option-shared-5-7.xsd; see XML source
optionEntitlement (in dividendSwapOptionTransactionSupplement)
The number of shares per option comprised in the option transaction supplement.
Type:
PositiveDecimal
Content:
simple
Defined:
locally within DividendSwapOptionTransactionSupplement complexType in fpml-dividend-swaps-5-7.xsd; see XML source
optionEntitlement (in equityOptionTransactionSupplement)
The number of shares per option comprised in the option transaction supplement.
Type:
PositiveDecimal
Content:
simple
Defined:
locally within EquityOptionTransactionSupplement complexType in fpml-eqd-5-7.xsd; see XML source
optionEntitlement (in varianceOptionTransactionSupplement)
The number of shares per option comprised in the option transaction supplement.
Type:
PositiveDecimal
Content:
simple
Defined:
locally within VarianceOptionTransactionSupplement complexType in fpml-variance-swaps-5-7.xsd; see XML source
optionsExchangeId
A short form unique identifier for an exchange on which the reference option contract is listed.
Type:
ExchangeId
Content:
simple, 1 attribute
Defined:
locally within ExchangeIdentifier.model group in fpml-asset-5-7.xsd; see XML source
optionType (defined in EquityDerivativeBase complexType)
The type of option transaction.
Type:
EquityOptionTypeEnum
Content:
simple
Defined:
locally within EquityDerivativeBase complexType in fpml-eqd-5-7.xsd; see XML source
optionType (defined in GenericOptionAttributes.model group)
For options, what type of option it is (e.g. butterfly).
Type:
OptionType
Content:
simple, 1 attribute
Defined:
locally within GenericOptionAttributes.model group in fpml-generic-5-7.xsd; see XML source
optionType (defined in OptionBase complexType)
The type of option transaction.
Type:
OptionTypeEnum
Content:
simple
Defined:
locally within OptionBase complexType in fpml-option-shared-5-7.xsd; see XML source
optionType (in commodityBasketOption)
The type of option transaction.
Type:
PutCallEnum
Content:
simple
Defined:
locally within CommodityBasketOption complexType in fpml-com-5-7.xsd; see XML source
optionType (in commodityDigitalOption)
The type of option transaction.
Type:
PutCallEnum
Content:
simple
Defined:
locally within CommodityDigitalOption complexType in fpml-com-5-7.xsd; see XML source
optionType (in commodityOption)
The type of option transaction.
Type:
PutCallEnum
Content:
simple
Defined:
locally within CommodityOption complexType in fpml-com-5-7.xsd; see XML source
optionType (in commoditySwaption)
The type of option transaction.
Type:
PutCallEnum
Content:
simple
Defined:
locally within CommoditySwaption complexType in fpml-com-5-7.xsd; see XML source
optionType (in option)
Specifies whether the option allows the hodler to buy or sell tne underlying asset.
Type:
PutCallEnum
Content:
simple
Defined:
locally within ExchangeTradedOption complexType in fpml-asset-5-7.xsd; see XML source
optionType (in swaption)
The type of option transaction.
Type:
SwaptionTypeEnum
Content:
simple
Defined:
locally within Swaption complexType in fpml-ird-5-7.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).
Type:
xsd:dateTime
Content:
simple
Defined:
locally within TradeProcessingTimestamps complexType in fpml-doc-5-7.xsd; see XML source
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.
Type:
xsd:dateTime
Content:
simple
Defined:
locally within TradeProcessingTimestamps complexType in fpml-doc-5-7.xsd; see XML source
organizationCharacteristic
Allows the organization to specify which categories or characteristics apply to it for end-user exception determination.
Type:
OrganizationCharacteristic
Content:
simple, 1 attribute
Defined:
locally within EndUserExceptionDeclaration complexType in fpml-doc-5-7.xsd; see XML source
organizationType
The type of an organization's participantion in the OTC derivatives market.
Type:
OrganizationType
Content:
simple, 1 attribute
Defined:
locally within PartyInformation.model group in fpml-shared-5-7.xsd; see XML source
originalMessage (defined in Acknowledgement complexType)
Type:
UnprocessedElementWrapper
Content:
complex, elem. wildcard
Defined:
locally within Acknowledgement complexType in fpml-msg-5-7.xsd; see XML source
originalMessage (defined in AdditionalData complexType)
Provides extra information as binary contents coded in base64.
Type:
anonymous complexType
Content:
complex, elem. wildcard
Defined:
locally within AdditionalData complexType in fpml-msg-5-7.xsd; see XML source
Includes:
definition of elem. wildcard
originalPrincipalAmount
The initial issued amount of the mortgage obligation.
Type:
xsd:decimal
Content:
simple
Defined:
locally within Mortgage complexType in fpml-asset-5-7.xsd; see XML source
originalTrade
Type:
Trade
Content:
complex, 1 attribute, 3 elements
Defined:
locally within TradeChangeBase complexType in fpml-business-events-5-7.xsd; see XML source
originatingEvent (defined in Events.model group)
Type:
OriginatingEvent
Content:
simple, 1 attribute
Defined:
locally within Events.model group in fpml-business-events-5-7.xsd; see XML source
originatingEvent (in dataDocument)
Type:
OriginatingEvent
Content:
simple, 1 attribute
Defined:
locally within DataDocument complexType in fpml-doc-5-7.xsd; see XML source
originatingTradeId
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.
Type:
TradeIdentifier
Content:
complex, 1 attribute, 5 elements
Defined:
locally within PartyTradeIdentifier complexType in fpml-doc-5-7.xsd; see XML source
outstandingKnownAmount
Type:
NonNegativeMoney
Content:
complex, 1 attribute, 2 elements
Defined:
locally within TradeLegFixedAmountChange.model group in fpml-business-events-5-7.xsd; see XML source
outstandingNotionalAmount (defined in TradeLegNotionalChange.model group)
Type:
NonNegativeMoney
Content:
complex, 1 attribute, 2 elements
Defined:
locally within TradeLegNotionalChange.model group in fpml-business-events-5-7.xsd; see XML source
outstandingNotionalAmount (defined in TradeNotionalChange.model group)
Specifies the Notional amount after the Change
Type:
NonNegativeMoney
Content:
complex, 1 attribute, 2 elements
Defined:
locally within TradeNotionalChange.model group in fpml-business-events-5-7.xsd; see XML source
outstandingNotionalSchedule
Type:
NonNegativeAmountSchedule
Content:
complex, 1 attribute, 2 elements
Defined:
locally within TradeLegNotionalScheduleChange.model group in fpml-business-events-5-7.xsd; see XML source
outstandingNumberOfOptions (defined in TradeLegNumberOfOptionsChange.model group)
Type:
xsd:decimal
Content:
simple
Defined:
locally within TradeLegNumberOfOptionsChange.model group in fpml-business-events-5-7.xsd; see XML source
outstandingNumberOfOptions (defined in TradeNotionalChange.model group)
Specifies the Number of Options after the Change.
Type:
xsd:decimal
Content:
simple
Defined:
locally within TradeNotionalChange.model group in fpml-business-events-5-7.xsd; see XML source
outstandingNumberOfUnits (defined in TradeLegNumberOfUnitsChange.model group)
Type:
xsd:decimal
Content:
simple
Defined:
locally within TradeLegNumberOfUnitsChange.model group in fpml-business-events-5-7.xsd; see XML source
outstandingNumberOfUnits (defined in TradeNotionalChange.model group)
Specifies the Number of Units
Type:
xsd:decimal
Content:
simple
Defined:
locally within TradeNotionalChange.model group in fpml-business-events-5-7.xsd; see XML source
parentCorrelationId
An optional identifier used to correlate between related processes
Type:
CorrelationId
Content:
simple, 1 attribute
Defined:
locally within Correlation.model group in fpml-msg-5-7.xsd; see XML source
partialExerciseAmount
Type:
Money
Content:
complex, 1 attribute, 2 elements
Defined:
locally within RestructuringEvent complexType in fpml-credit-event-notification-5-7.xsd; see XML source
party (defined in PartiesAndAccounts.model group)
A legal entity or a subdivision of a legal entity.
Type:
Party
Content:
complex, 1 attribute, 12 elements
Defined:
locally within PartiesAndAccounts.model group in fpml-shared-5-7.xsd; see XML source
party (in creditEventNotification)
Type:
Party
Content:
complex, 1 attribute, 12 elements
Defined:
locally within CreditEventNotification complexType in fpml-credit-event-notification-5-7.xsd; see XML source
party (in creditEventNotificationRetracted)
Type:
Party
Content:
complex, 1 attribute, 12 elements
Defined:
locally within CreditEventNotificationRetracted complexType in fpml-credit-event-notification-5-7.xsd; see XML source
partyId
A party identifier, e.g. a S.W.I.F.T. bank identifier code (BIC).
Type:
PartyId
Content:
simple, 1 attribute
Defined:
locally within Party complexType in fpml-shared-5-7.xsd; see XML source
partyMessageInformation
Additional message information that may be provided by each involved party.
Type:
PartyMessageInformation
Content:
complex, 1 element
Defined:
locally within MessageHeader.model group in fpml-msg-5-7.xsd; see XML source
partyName
The legal name of the organization.
Type:
PartyName
Content:
simple, 1 attribute
Defined:
locally within Party complexType in fpml-shared-5-7.xsd; see XML source
partyPortfolioName
The name of the portfolio together with the party that gave the name.
Type:
PartyPortfolioName
Content:
complex, 1 attribute, 2 elements
Defined:
locally within Portfolio complexType in fpml-doc-5-7.xsd; see XML source
partyReference (defined in OnBehalfOf complexType)
The party for which the message reciever should work.
Type:
PartyReference
Content:
empty, 1 attribute
Defined:
locally within OnBehalfOf complexType in fpml-shared-5-7.xsd; see XML source
partyReference (defined in PartyAndAccountReferences.model group)
Reference to a party.
Type:
PartyReference
Content:
empty, 1 attribute
Defined:
locally within PartyAndAccountReferences.model group in fpml-shared-5-7.xsd; see XML source
partyReference (in earlyTermination)
Reference to a party defined elsewhere in this document which may be allowed to terminate the trade.
Type:
PartyReference
Content:
empty, 1 attribute
Defined:
locally within ReturnSwapEarlyTermination complexType in fpml-eq-shared-5-7.xsd; see XML source
partyReference (in exerciseNotice)
The party referenced has allocated the trade identifier.
Type:
PartyReference
Content:
empty, 1 attribute
Defined:
locally within ExerciseNotice complexType in fpml-shared-5-7.xsd; see XML source
partyReference (in partyMessageInformation)
Identifies that party that has ownership of this information.
Type:
PartyReference
Content:
empty, 1 attribute
Defined:
locally within PartyMessageInformation complexType in fpml-msg-5-7.xsd; see XML source
partyReference (in partyPortfolioName)
A pointer style reference to a party identifier defined elsewhere in the document.
Type:
PartyReference
Content:
empty, 1 attribute
Defined:
locally within PartyPortfolioName complexType in fpml-doc-5-7.xsd; see XML source
partyTradeIdentifier (in portfolio)
Type:
PartyTradeIdentifier
Content:
complex, 1 attribute, 7 elements
Defined:
locally within Portfolio complexType in fpml-doc-5-7.xsd; see XML source
partyTradeIdentifier (in tradeHeader)
The trade reference identifier(s) allocated to the trade by the parties involved.
Type:
PartyTradeIdentifier
Content:
complex, 1 attribute, 7 elements
Defined:
locally within TradeHeader complexType in fpml-doc-5-7.xsd; see XML source
partyTradeIdentifier (in tradeReference)
Type:
PartyTradeIdentifier
Content:
complex, 1 attribute, 7 elements
Defined:
locally within PartyTradeIdentifiers complexType in fpml-doc-5-7.xsd; see XML source
partyTradeIdentifier (in verificationStatusNotification)
Type:
PartyTradeIdentifier
Content:
complex, 1 attribute, 7 elements
Defined:
locally within VerificationStatusNotification complexType in fpml-msg-5-7.xsd; see XML source
partyTradeInformation
Additional trade information that may be provided by each involved party.
Type:
PartyTradeInformation
Content:
complex, 21 elements
Defined:
locally within TradeHeader complexType in fpml-doc-5-7.xsd; see XML source
parValue
Specifies the nominal amount of a fixed income security or convertible bond.
Type:
xsd:decimal
Content:
simple
Defined:
locally within Bond complexType in fpml-asset-5-7.xsd; see XML source
passThroughItem
One to many pass through payment items.
Type:
PassThroughItem
Content:
complex, 3 elements
Defined:
locally within PassThrough complexType in fpml-option-shared-5-7.xsd; see XML source
passThroughPercentage
Percentage of payments from the underlyer which are passed through.
Type:
xsd:decimal
Content:
simple
Defined:
locally within PassThroughItem complexType in fpml-option-shared-5-7.xsd; see XML source
payerPartyReference (defined in PayerReceiver.model group)
A reference to the party responsible for making the payments defined by this structure.
Type:
PartyReference
Content:
empty, 1 attribute
Defined:
locally within PayerReceiver.model group in fpml-shared-5-7.xsd; see XML source
payerPartyReference (in paymentFrequency defined in GenericProduct complexType)
Type:
PartyReference
Content:
empty, 1 attribute
Defined:
locally within GenericFrequency complexType in fpml-generic-5-7.xsd; see XML source
payment (defined in TradeAlterationPayment.model group)
Describes a payment made in settlement of the change.
Type:
Payment
Content:
complex, 2 attributes, 3 elements
Defined:
locally within TradeAlterationPayment.model group in fpml-business-events-5-7.xsd; see XML source
payment (in change)
Describes a payment made in settlement of the change.
Type:
Payment
Content:
complex, 2 attributes, 3 elements
Defined:
locally within TradeChangeContent complexType in fpml-business-events-5-7.xsd; see XML source
payment (in novation)
Describes a payment made in settlement of the novation.
Type:
Payment
Content:
complex, 2 attributes, 3 elements
Defined:
locally within TradeNovationContent complexType in fpml-business-events-5-7.xsd; see XML source
paymentAmount (defined in EquityPremium complexType)
The currency amount of the payment.
Type:
NonNegativeMoney
Content:
complex, 1 attribute, 2 elements
Defined:
locally within EquityPremium complexType in fpml-eq-shared-5-7.xsd; see XML source
paymentAmount (defined in NonNegativePayment complexType)
Non negative payment amount.
Type:
NonNegativeMoney
Content:
complex, 1 attribute, 2 elements
Defined:
locally within NonNegativePayment complexType in fpml-shared-5-7.xsd; see XML source
paymentAmount (defined in Payment complexType)
The currency amount of the payment.
Type:
NonNegativeMoney
Content:
complex, 1 attribute, 2 elements
Defined:
locally within Payment complexType in fpml-shared-5-7.xsd; see XML source
paymentAmount (defined in SimplePayment complexType)
Type:
NonNegativeMoney
Content:
complex, 1 attribute, 2 elements
Defined:
locally within SimplePayment complexType in fpml-shared-5-7.xsd; see XML source
paymentAmount (in additionalPaymentAmount)
The currency amount of the payment.
Type:
NonNegativeMoney
Content:
complex, 1 attribute, 2 elements
Defined:
locally within AdditionalPaymentAmount complexType in fpml-eq-shared-5-7.xsd; see XML source
paymentAmount (in fixedPayment)
Payment amount, which is optional since the payment amount may be calculated using fixed strike and number of open units.
Type:
NonNegativeMoney
Content:
complex, 1 attribute, 2 elements
Defined:
locally within FixedPaymentAmount complexType in fpml-dividend-swaps-5-7.xsd; see XML source
paymentAmount (in initialPayment)
A fixed payment amount.
Type:
Money
Content:
complex, 1 attribute, 2 elements
Defined:
locally within InitialPayment complexType in fpml-cd-5-7.xsd; see XML source
paymentAmount (in paymentDetail)
A fixed payment amount.
Type:
Money
Content:
complex, 1 attribute, 2 elements
Defined:
locally within PaymentDetail complexType in fpml-shared-5-7.xsd; see XML source
paymentDate (defined in EquityPremium complexType)
The payment date.
Type:
AdjustableDate
Content:
complex, 1 attribute, 1 element
Defined:
locally within EquityPremium complexType in fpml-eq-shared-5-7.xsd; see XML source
paymentDate (defined in PendingPayment complexType)
The date that the dividend or coupon is due.
Type:
xsd:date
Content:
simple
Defined:
locally within PendingPayment complexType in fpml-asset-5-7.xsd; see XML source
paymentDate (defined in SimplePayment complexType)
The payment date.
Type:
AdjustableOrRelativeDate
Content:
complex, 1 attribute, 2 elements
Defined:
locally within SimplePayment complexType in fpml-shared-5-7.xsd; see XML source
paymentDate (in paymentDetail)
Payment date.
Type:
AdjustableOrRelativeDate
Content:
complex, 1 attribute, 2 elements
Defined:
locally within PaymentDetail complexType in fpml-shared-5-7.xsd; see XML source
paymentDateFinal
Specifies the final payment date of the swap.
Type:
AdjustableOrRelativeDate
Content:
complex, 1 attribute, 2 elements
Defined:
locally within ReturnSwapPaymentDates complexType in fpml-eq-shared-5-7.xsd; see XML source
paymentDates (defined in CommodityNonPeriodicPaymentDates.model group)
Dates on which payments will be made.
Type:
AdjustableDatesOrRelativeDateOffset
Content:
complex, 2 elements
Defined:
locally within CommodityNonPeriodicPaymentDates.model group in fpml-com-5-7.xsd; see XML source
paymentDates (defined in InterestRateStream complexType)
The payment dates schedule.
Type:
PaymentDates
Content:
complex, 1 attribute, 1 element
Defined:
locally within InterestRateStream complexType in fpml-ird-5-7.xsd; see XML source
paymentDates (in rateOfReturn)
Specifies the payment dates of the swap.
Type:
ReturnSwapPaymentDates
Content:
complex, 1 attribute, 2 elements
Defined:
locally within ReturnLegValuation complexType in fpml-eq-shared-5-7.xsd; see XML source
paymentDatesInterim
Specifies the interim payment dates of the swap.
Type:
AdjustableOrRelativeDates
Content:
complex, 1 attribute, 2 elements
Defined:
locally within ReturnSwapPaymentDates complexType in fpml-eq-shared-5-7.xsd; see XML source
paymentDetail
A container element allowing a schedule of payments associated with the Independent Amount.
Type:
PaymentDetail
Content:
complex, 1 attribute, 3 elements
Defined:
locally within IndependentAmount complexType in fpml-shared-5-7.xsd; see XML source
paymentFrequency (defined in BondCalculation.model group)
Specifies the frequency at which the bond pays, e.g. 6M.
Type:
Period
Content:
complex, 1 attribute, 2 elements
Defined:
locally within BondCalculation.model group in fpml-asset-5-7.xsd; see XML source
paymentFrequency (defined in GenericProduct complexType)
Type:
GenericFrequency
Content:
complex, 1 attribute, 4 elements
Defined:
locally within GenericProduct complexType in fpml-generic-5-7.xsd; see XML source
paymentFrequency (in paymentDates defined in InterestRateStream complexType)
The frequency at which regular payment dates occur.
Type:
Frequency
Content:
complex, 1 attribute, 2 elements
Defined:
locally within PaymentDates complexType in fpml-ird-5-7.xsd; see XML source
paymentFrequency (in periodicPayment)
The time interval between regular fixed rate payer payment dates.
Type:
Period
Content:
complex, 1 attribute, 2 elements
Defined:
locally within PeriodicPayment complexType in fpml-cd-5-7.xsd; see XML source
paymentPercent
A percentage of the notional amount.
Type:
xsd:decimal
Content:
simple
Defined:
locally within PercentageRule complexType in fpml-doc-5-7.xsd; see XML source
paymentRule
A type defining the calculation rule.
Type:
PaymentRule
Content:
empty
Defined:
locally within PaymentDetail complexType in fpml-shared-5-7.xsd; see XML source
paymentType (defined in Payment complexType)
A classification of the type of fee or additional payment, e.g. brokerage, upfront fee etc.
Type:
PaymentType
Content:
simple, 1 attribute
Defined:
locally within Payment complexType in fpml-shared-5-7.xsd; see XML source
paymentType (in additionalPayment defined in ReturnSwapBase complexType)
Classification of the payment.
Type:
PaymentType
Content:
simple, 1 attribute
Defined:
locally within ReturnSwapAdditionalPayment complexType in fpml-eq-shared-5-7.xsd; see XML source
paymentType (in additionalPayment in correlationSwap)
Payment classification.
Type:
PaymentType
Content:
simple, 1 attribute
Defined:
locally within ClassifiedPayment complexType in fpml-option-shared-5-7.xsd; see XML source
payout
The amount of currency which becomes payable if and when a trigger event occurs.
Type:
FxOptionPayout
Content:
complex, 1 attribute, 3 elements
Defined:
locally within FxDigitalOption complexType in fpml-fx-5-7.xsd; see XML source
payoutStyle
The trigger event and payout may be asynchonous.
Type:
PayoutEnum
Content:
simple
Defined:
locally within FxOptionPayout complexType in fpml-fx-5-7.xsd; see XML source
percentageOfNotional (defined in EquityPremium complexType)
The amount of premium to be paid expressed as a percentage of the notional value of the transaction.
Type:
NonNegativeDecimal
Content:
simple
Defined:
locally within EquityPremium complexType in fpml-eq-shared-5-7.xsd; see XML source
percentageOfNotional (in premium defined in OptionBaseExtended complexType)
The amount of premium to be paid expressed as a percentage of the notional value of the transaction.
Type:
xsd:decimal
Content:
simple
Defined:
locally within Premium.model group in fpml-shared-5-7.xsd; see XML source
period (defined in Frequency complexType)
A time period, e.g. a day, week, month, year or term of the stream.
Type:
PeriodExtendedEnum
Content:
simple
Defined:
locally within Frequency complexType in fpml-shared-5-7.xsd; see XML source
period (defined in Period complexType)
A time period, e.g. a day, week, month or year of the stream.
Type:
PeriodEnum
Content:
simple
Defined:
locally within Period complexType in fpml-shared-5-7.xsd; see XML source
periodicDates (defined in AdjustableRelativeOrPeriodicDates complexType)
Type:
PeriodicDates
Content:
complex, 4 elements
Defined:
locally within AdjustableRelativeOrPeriodicDates complexType in fpml-shared-5-7.xsd; see XML source
periodicDates (defined in AdjustableRelativeOrPeriodicDates2 complexType)
Type:
PeriodicDates
Content:
complex, 4 elements
Defined:
locally within AdjustableRelativeOrPeriodicDates2 complexType in fpml-shared-5-7.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.
Type:
PeriodicPayment
Content:
complex, 1 attribute, 3 elements
Defined:
locally within FeeLeg complexType in fpml-cd-5-7.xsd; see XML source
periodMultiplier (defined in Frequency complexType)
A time period multiplier, e.g. 1, 2 or 3 etc.
Type:
xsd:positiveInteger
Content:
simple
Defined:
locally within Frequency complexType in fpml-shared-5-7.xsd; see XML source
periodMultiplier (defined in Period complexType)
A time period multiplier, e.g. 1, 2 or 3 etc.
Type:
xsd:integer
Content:
simple
Defined:
locally within Period complexType in fpml-shared-5-7.xsd; see XML source
periodsSchedule
The Delivery Periods for this leg of the swap.
Type:
CommodityCalculationPeriodsSchedule
Content:
complex, 1 attribute, 3 elements
Defined:
locally within CommodityDeliveryPeriods complexType in fpml-com-5-7.xsd; see XML source
person
Optional information about people involved in a transaction or busines process.
Type:
Person
Content:
complex, 1 attribute, 10 elements
Defined:
locally within Party complexType in fpml-shared-5-7.xsd; see XML source
personId
An identifier assigned by a system for uniquely identifying the individual
Type:
PersonId
Content:
simple, 1 attribute
Defined:
locally within Person complexType in fpml-shared-5-7.xsd; see XML source
personReference
The individual person that is related to this.
Type:
PersonReference
Content:
empty, 1 attribute
Defined:
locally within RelatedPerson complexType in fpml-shared-5-7.xsd; see XML source
physicalExercise (in commodityOption)
The parameters for defining how the commodity option can be exercised into a physical transaction.
Type:
CommodityPhysicalExercise
Content:
complex, 2 elements
Defined:
locally within CommodityPhysicalOption.model group in fpml-com-5-7.xsd; see XML source
physicalExercise (in commoditySwaption)
The parameters for defining how the commodity option can be exercised into a physical transaction.
Type:
CommodityPhysicalExercise
Content:
complex, 2 elements
Defined:
locally within CommoditySwaption complexType in fpml-com-5-7.xsd; see XML source
pipeline
Specified the delivery conditions where the oil product is to be delivered by pipeline.
Type:
OilPipelineDelivery
Content:
complex, 5 elements
Defined:
locally within OilDelivery complexType in fpml-com-5-7.xsd; see XML source
pipelineName
The name of pipeline by which the oil product will be delivered.
Type:
CommodityPipeline
Content:
simple, 1 attribute
Defined:
locally within OilPipelineDelivery complexType in fpml-com-5-7.xsd; see XML source
pointValue (in exchangeRate defined in FxCoreDetails.model group)
An optional element that documents the size of point (pip) in which a rate was quoted (or in this case, forwardPoints are calculated).
Type:
PointValue
Content:
simple
Defined:
locally within ExchangeRate complexType in fpml-fx-5-7.xsd; see XML source
pointValue (in exchangeRate in underlyer defined in GenericProduct complexType)
An optional element that documents the size of point (pip) in which a rate was quoted (or in this case, forwardPoints are calculated).
Type:
PointValue
Content:
simple
Defined:
locally within GenericProductExchangeRate complexType in fpml-generic-5-7.xsd; see XML source
pool
The morgage pool that is underneath the mortgage obligation.
Type:
AssetPool
Content:
complex, 4 elements
Defined:
locally within Mortgage complexType in fpml-asset-5-7.xsd; see XML source
portfolio
An arbitary grouping of trade references (and possibly other portfolios).
Type:
Portfolio
Content:
complex, 1 attribute, 4 elements
Defined:
locally within Portfolio complexType in fpml-doc-5-7.xsd; see XML source
portfolioName (defined in PortfolioReferenceBase complexType)
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.
Type:
PortfolioName
Content:
simple, 2 attributes
Defined:
locally within PortfolioReferenceBase complexType in fpml-msg-5-7.xsd; see XML source
portfolioName (in partyPortfolioName)
Type:
PortfolioName
Content:
simple, 2 attributes
Defined:
locally within PartyPortfolioName complexType in fpml-doc-5-7.xsd; see XML source
portfolioReference (defined in PortfolioConstituentReference.model group)
Type:
PortfolioConstituentReference
Content:
complex, 2 elements
Defined:
locally within PortfolioConstituentReference.model group in fpml-msg-5-7.xsd; see XML source
portfolioReference (defined in PortfolioReferenceBase.model group)
Type:
PortfolioReferenceBase
Content:
complex, 1 element
Defined:
locally within PortfolioReferenceBase.model group in fpml-msg-5-7.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.
Type:
xsd:string
Content:
simple
Defined:
locally within Address complexType in fpml-shared-5-7.xsd; see XML source
precision
Specifies the rounding precision in terms of a number of decimal places.
Type:
xsd:nonNegativeInteger
Content:
simple
Defined:
locally within Rounding complexType in fpml-shared-5-7.xsd; see XML source
premium (defined in GenericProduct complexType)
Type:
SimplePayment
Content:
complex, 1 attribute, 2 elements
Defined:
locally within GenericProduct complexType in fpml-generic-5-7.xsd; see XML source
premium (defined in OptionBaseExtended complexType)
The option premium payable by the buyer to the seller.
Type:
Premium
Content:
complex, 1 attribute, 4 elements
Defined:
locally within OptionBaseExtended complexType in fpml-option-shared-5-7.xsd; see XML source
premium (in capFloor)
The option premium amount payable by buyer to seller on the specified payment date.
Type:
Payment
Content:
complex, 2 attributes, 3 elements
Defined:
locally within CapFloor complexType in fpml-ird-5-7.xsd; see XML source
premium (in commodityBasketOption)
The option premium payable by the buyer to the seller.
Type:
CommodityPremium
Content:
complex, 1 attribute, 2 elements
Defined:
locally within CommodityBasketOption complexType in fpml-com-5-7.xsd; see XML source
premium (in commodityDigitalOption)
The option premium payable by the buyer to the seller.
Type:
CommodityPremium
Content:
complex, 1 attribute, 2 elements
Defined:
locally within CommodityDigitalOption complexType in fpml-com-5-7.xsd; see XML source
premium (in commodityOption)
The option premium payable by the buyer to the seller.
Type:
CommodityPremium
Content:
complex, 1 attribute, 2 elements
Defined:
locally within CommodityOption complexType in fpml-com-5-7.xsd; see XML source
premium (in commoditySwaption)
The option premium payable by the buyer to the seller.
Type:
CommodityPremium
Content:
complex, 1 attribute, 2 elements
Defined:
locally within CommoditySwaption complexType in fpml-com-5-7.xsd; see XML source
premium (in fxDigitalOption)
Premium amount or premium installment amount for an option.
Type:
FxOptionPremium
Content:
complex, 1 attribute, 2 elements
Defined:
locally within FxDigitalOption complexType in fpml-fx-5-7.xsd; see XML source
premium (in fxOption)
Premium amount or premium installment amount for an option.
Type:
FxOptionPremium
Content:
complex, 1 attribute, 2 elements
Defined:
locally within FxOption complexType in fpml-fx-5-7.xsd; see XML source
premium (in swaption)
The option premium amount payable by buyer to seller on the specified payment date.
Type:
Payment
Content:
complex, 2 attributes, 3 elements
Defined:
locally within Swaption complexType in fpml-ird-5-7.xsd; see XML source
premiumPerUnit
The currency amount of premium to be paid per Unit of the Total Notional Quantity.
Type:
NonNegativeMoney
Content:
complex, 1 attribute, 2 elements
Defined:
locally within CommodityPremium complexType in fpml-com-5-7.xsd; see XML source
premiumProductReference
Indicates which product within a strategy this ID is associated with.
Type:
ProductReference
Content:
empty, 1 attribute
Defined:
locally within ProductComponentIdentifier complexType in fpml-doc-5-7.xsd; see XML source
premiumType
Forward start Premium type
Type:
PremiumTypeEnum
Content:
simple
Defined:
locally within EquityPremium complexType in fpml-eq-shared-5-7.xsd; see XML source
prePayment
Type:
xsd:boolean
Content:
simple
Defined:
locally within PrePayment complexType in fpml-eqd-5-7.xsd; see XML source
prePaymentAmount
Type:
NonNegativeMoney
Content:
complex, 1 attribute, 2 elements
Defined:
locally within PrePayment complexType in fpml-eqd-5-7.xsd; see XML source
prePaymentDate
Type:
AdjustableDate
Content:
complex, 1 attribute, 1 element
Defined:
locally within PrePayment complexType in fpml-eqd-5-7.xsd; see XML source
presentValueAmount
The amount representing the present value of the forecast payment.
Type:
Money
Content:
complex, 1 attribute, 2 elements
Defined:
locally within PaymentDiscounting.model group in fpml-shared-5-7.xsd; see XML source
price (defined in FixedPrice complexType)
The Fixed Price.
Type:
xsd:decimal
Content:
simple
Defined:
locally within FixedPrice complexType in fpml-com-5-7.xsd; see XML source
price (in strike in bondOption)
Type:
OptionStrike
Content:
complex, 3 elements
Defined:
locally within BondOptionStrike complexType in fpml-bond-option-5-7.xsd; see XML source
price (in strike in creditDefaultSwapOption)
The strike of a credit default swap option or credit swaption when expressed as in reference to the price of the underlying obligation(s) or index.
Type:
xsd:decimal
Content:
simple
Defined:
locally within CreditOptionStrike complexType in fpml-cd-5-7.xsd; see XML source
priceChange
Type:
TradeLegPriceChange
Content:
complex, 2 elements
Defined:
locally within TradeNotionalChange complexType in fpml-business-events-5-7.xsd; see XML source
priceChangeAmount
Type:
xsd:decimal
Content:
simple
Defined:
locally within TradeLegPriceChange complexType in fpml-business-events-5-7.xsd; see XML source
priceCurrency
The currency used to specify the digital barrier in terms of a price per unit of commodity.
Type:
Currency
Content:
simple, 1 attribute
Defined:
locally within Price.model group in fpml-com-5-7.xsd; see XML source
priceExpression
Specifies whether the price is expressed in absolute or relative terms.
Type:
PriceExpressionEnum
Content:
simple
Defined:
locally within ActualPrice complexType in fpml-asset-5-7.xsd; see XML source
pricePerOption (defined in EquityPremium complexType)
The amount of premium to be paid expressed as a function of the number of options.
Type:
NonNegativeMoney
Content:
complex, 1 attribute, 2 elements
Defined:
locally within EquityPremium complexType in fpml-eq-shared-5-7.xsd; see XML source
pricePerOption (in premium defined in OptionBaseExtended complexType)
The amount of premium to be paid expressed as a function of the number of options.
Type:
Money
Content:
complex, 1 attribute, 2 elements
Defined:
locally within Premium.model group in fpml-shared-5-7.xsd; see XML source
priceUnit
The unit of measure used to specify the digital barrier in terms of a price per unit of commodity.
Type:
QuantityUnit
Content:
simple, 1 attribute
Defined:
locally within Price.model group in fpml-com-5-7.xsd; see XML source
pricingDates (defined in CommodityAsian.model group)
The dates on which the option will price.
Type:
CommodityPricingDates
Content:
complex, 1 attribute, 5 elements
Defined:
locally within CommodityAsian.model group in fpml-com-5-7.xsd; see XML source
pricingDates (defined in CommodityBasketUnderlyingBase complexType)
The dates on which the option will price.
Type:
CommodityPricingDates
Content:
complex, 1 attribute, 5 elements
Defined:
locally within CommodityBasketUnderlyingBase complexType in fpml-com-5-7.xsd; see XML source
pricingDates (defined in FloatingLegCalculation complexType)
Commodity Pricing Dates.
Type:
CommodityPricingDates
Content:
complex, 1 attribute, 5 elements
Defined:
locally within FloatingLegCalculation complexType in fpml-com-5-7.xsd; see XML source
pricingModel
.
Type:
PricingModel
Content:
simple, 1 attribute
Defined:
locally within QuotationCharacteristics.model group in fpml-asset-5-7.xsd; see XML source
pricingStartDate
Defines the Start of the Pricing period.
Type:
AdjustableDate
Content:
complex, 1 attribute, 1 element
Defined:
locally within AveragePriceLeg complexType in fpml-com-5-7.xsd; see XML source
primaryAssetClass (defined in Product.model group)
A classification of the most important risk class of the trade.
Type:
AssetClass
Content:
simple, 1 attribute
Defined:
locally within Product.model group in fpml-shared-5-7.xsd; see XML source
primaryAssetClass (in publicExecutionReportRetracted)
Type:
AssetClass
Content:
simple, 1 attribute
Defined:
locally within PublicExecutionReportRetracted complexType in fpml-transparency-processes-5-7.xsd; see XML source
primaryRateSource
The primary source for where the rate observation will occur.
Type:
InformationSource
Content:
complex, 3 elements
Defined:
locally within FxSpotRateSource complexType in fpml-shared-5-7.xsd; see XML source
principalAmount (defined in InstrumentTradePrincipal complexType)
The net and/or gross value of the amount traded in native currency.
Type:
NetAndGross
Content:
complex, 3 elements
Defined:
locally within InstrumentTradePrincipal complexType in fpml-doc-5-7.xsd; see XML source
principalAmount (in principalExchangeAmount in principalExchangeDescriptions)
Principal exchange amount when explictly stated.
Type:
NonNegativeMoney
Content:
complex, 1 attribute, 2 elements
Defined:
locally within PrincipalExchangeAmount complexType in fpml-eq-shared-5-7.xsd; see XML source
principalExchangeAmount (defined in PrincipalExchange complexType)
The principal exchange amount.
Type:
xsd:decimal
Content:
simple
Defined:
locally within PrincipalExchange complexType in fpml-ird-5-7.xsd; see XML source
principalExchangeAmount (in principalExchangeDescriptions)
Specifies the principal echange amount, either by explicitly defining it, or by point to an amount defined somewhere else in the swap document.
Type:
PrincipalExchangeAmount
Content:
complex, 3 elements
Defined:
locally within PrincipalExchangeDescriptions complexType in fpml-eq-shared-5-7.xsd; see XML source
principalExchangeDate
Date on which each of the principal exchanges will take place.
Type:
AdjustableOrRelativeDate
Content:
complex, 1 attribute, 2 elements
Defined:
locally within PrincipalExchangeDescriptions complexType in fpml-eq-shared-5-7.xsd; see XML source
principalExchangeDescriptions
Specifies each of the characteristics of the principal exchange cashflows, in terms of paying/receiving counterparties, amounts and dates.
Type:
PrincipalExchangeDescriptions
Content:
complex, 2 elements
Defined:
locally within PrincipalExchangeFeatures complexType in fpml-eq-shared-5-7.xsd; see XML source
principalExchangeFeatures
This is used to document a Fully Funded Return Swap.
Type:
PrincipalExchangeFeatures
Content:
complex, 2 elements
Defined:
locally within ReturnSwapBase complexType in fpml-eq-shared-5-7.xsd; see XML source
principalExchanges (defined in InterestRateStream complexType)
The true/false flags indicating whether initial, intermediate or final exchanges of principal should occur.
Type:
PrincipalExchanges
Content:
complex, 1 attribute, 3 elements
Defined:
locally within InterestRateStream complexType in fpml-ird-5-7.xsd; see XML source
principalExchanges (in principalExchangeFeatures)
The true/false flags indicating whether initial, intermediate or final exchanges of principal should occur.
Type:
PrincipalExchanges
Content:
complex, 1 attribute, 3 elements
Defined:
locally within PrincipalExchangeFeatures complexType in fpml-eq-shared-5-7.xsd; see XML source
processingStatus
A description of the stage of processing of the service, for example EndofDayProcessingCutoffOccurred, EndOfDayProcessingCompleted.
Type:
ServiceProcessingStatus
Content:
complex, 3 elements
Defined:
locally within ServiceNotification complexType in fpml-msg-5-7.xsd; see XML source
product
An abstract element used as a place holder for the substituting product elements.
Type:
Product
Content:
complex, 1 attribute, 5 elements
Abstract:
(may not be used directly in instance XML documents)
Subst.Gr:
may be substituted with 30 elements
Defined:
globally in fpml-shared-5-7.xsd; see XML source
Used:
at 32 locations
productComponentIdentifier
Deprecated: The USIs of the components of this trade, when this trade contains a strategy.
Type:
ProductComponentIdentifier
Content:
complex, 3 elements
Defined:
locally within PartyTradeIdentifier complexType in fpml-doc-5-7.xsd; see XML source
productId
A product reference identifier.
Type:
ProductId
Content:
simple, 1 attribute
Defined:
locally within Product.model group in fpml-shared-5-7.xsd; see XML source
productType (defined in Product.model group)
A classification of the type of product.
Type:
ProductType
Content:
simple, 1 attribute
Defined:
locally within Product.model group in fpml-shared-5-7.xsd; see XML source
productType (in environmental)
Specifies the type of environmental allowance or credit.
Type:
EnvironmentalProductTypeEnum
Content:
simple
Defined:
locally within EnvironmentalProduct complexType in fpml-com-5-7.xsd; see XML source
protectionTerms (in creditDefaultSwap in creditDefaultSwapOption)
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.
Type:
ProtectionTerms
Content:
complex, 1 attribute, 2 elements
Defined:
locally within LimitedCreditDefaultSwap complexType in fpml-cd-5-7.xsd; see XML source
protectionTerms (in creditDefaultSwap)
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.
Type:
ProtectionTerms
Content:
complex, 1 attribute, 2 elements
Defined:
locally within CreditDefaultSwap complexType in fpml-cd-5-7.xsd; see XML source
publicationDate (defined in ContractualMatrix complexType)
Specifies the publication date of the applicable version of the matrix.
Type:
xsd:date
Content:
simple
Defined:
locally within ContractualMatrix complexType in fpml-shared-5-7.xsd; see XML source
publicationDate (defined in ContractualTermsSupplement complexType)
Specifies the publication date of the applicable version of the contractual supplement.
Type:
xsd:date
Content:
simple
Defined:
locally within ContractualTermsSupplement complexType in fpml-shared-5-7.xsd; see XML source
publicExecutionReport
Type:
PublicExecutionReport
Content:
complex, 3 attributes, 17 elements
Defined:
globally in fpml-transparency-processes-5-7.xsd; see XML source
Used:
never
publicExecutionReportAcknowledgement
Type:
Acknowledgement
Content:
complex, 3 attributes, 8 elements
Defined:
globally in fpml-transparency-processes-5-7.xsd; see XML source
Used:
never
publicExecutionReportException
Type:
Exception
Content:
complex, 3 attributes, 6 elements
Defined:
globally in fpml-transparency-processes-5-7.xsd; see XML source
Used:
never
publicExecutionReportRetracted
Type:
PublicExecutionReportRetracted
Content:
complex, 3 attributes, 18 elements
Defined:
globally in fpml-transparency-processes-5-7.xsd; see XML source
Used:
never
publiclyAvailableInformation
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.
Type:
Resource
Content:
complex, 12 elements
Defined:
locally within CreditEventNoticeDocument complexType in fpml-credit-event-notification-5-7.xsd; see XML source
publiclyReported
When the public report of this was created or received by this party.
Type:
xsd:dateTime
Content:
simple
Defined:
locally within TradeProcessingTimestamps complexType in fpml-doc-5-7.xsd; see XML source
publicReportUpdated
When the public report of this was most recently corrected or corrections were sent or received by this party.
Type:
xsd:dateTime
Content:
simple
Defined:
locally within TradeProcessingTimestamps complexType in fpml-doc-5-7.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.
Type:
xsd:string
Content:
simple
Defined:
locally within PubliclyAvailableInformation complexType in fpml-option-shared-5-7.xsd; see XML source
putCurrency
The currency which: - the option buyer will pay (sell) - the option writer will receive (buy)
Type:
Currency
Content:
simple, 1 attribute
Defined:
locally within PutCallCurrency.model group in fpml-fx-5-7.xsd; see XML source
putCurrencyAmount
The currency amount that the option gives the right to sell.
Type:
NonNegativeMoney
Content:
complex, 1 attribute, 2 elements
Defined:
locally within FxOption complexType in fpml-fx-5-7.xsd; see XML source
quantity (defined in GenericCommodityAttributes.model group)
The periodic quantity.
Type:
xsd:decimal
Content:
simple
Defined:
locally within GenericCommodityAttributes.model group in fpml-generic-5-7.xsd; see XML source
quantity (defined in UnitQuantity complexType)
Amount of commodity per quantity frequency.
Type:
NonNegativeDecimal
Content:
simple
Defined:
locally within UnitQuantity complexType in fpml-com-5-7.xsd; see XML source
quantity (defined in WeatherIndex complexType)
This is the Reference Level.
Type:
xsd:decimal
Content:
simple
Defined:
locally within WeatherIndex complexType in fpml-com-5-7.xsd; see XML source
quantityFrequency
The frequency at which the Notional Quantity is deemed to apply for purposes of calculating the Total Notional Quantity.
Type:
CommodityQuantityFrequency
Content:
simple, 1 attribute
Defined:
locally within GenericCommodityAttributes.model group in fpml-generic-5-7.xsd; see XML source
quantityUnit (defined in CommodityNotionalQuantity complexType)
Quantity Unit is the unit of measure applicable for the quantity on the Transaction.
Type:
QuantityUnit
Content:
simple, 1 attribute
Defined:
locally within CommodityNotionalQuantity complexType in fpml-com-5-7.xsd; see XML source
quantityUnit (defined in UnitQuantity complexType)
Quantity Unit is the unit of measure applicable for the quantity on the Transaction.
Type:
QuantityUnit
Content:
simple, 1 attribute
Defined:
locally within UnitQuantity complexType in fpml-com-5-7.xsd; see XML source
quotationCharacteristics
Allows information about how the price was quoted to be provided.
Type:
QuotationCharacteristics
Content:
complex, 14 elements
Defined:
locally within Price complexType in fpml-asset-5-7.xsd; see XML source
quote (defined in FxOptionPremium complexType)
This is the option premium as quoted.
Type:
PremiumQuote
Content:
complex, 2 elements
Defined:
locally within FxOptionPremium complexType in fpml-fx-5-7.xsd; see XML source
quote (defined in InstrumentTradePricing complexType)
Type:
BasicQuotation
Content:
complex, 1 attribute, 15 elements
Defined:
locally within InstrumentTradePricing complexType in fpml-doc-5-7.xsd; see XML source
quote (in publicExecutionReport)
Pricing information for the trade.
Type:
BasicQuotation
Content:
complex, 1 attribute, 15 elements
Defined:
locally within EventValuation.model group in fpml-business-events-5-7.xsd; see XML source
quote (in standardProduct)
Pricing information for the trade.
Type:
BasicQuotation
Content:
complex, 1 attribute, 15 elements
Defined:
locally within StandardProduct complexType in fpml-standard-5-7.xsd; see XML source
quoteBasis (defined in QuotedCurrencyPair complexType)
The method by which the exchange rate is quoted.
Type:
QuoteBasisEnum
Content:
simple
Defined:
locally within QuotedCurrencyPair complexType in fpml-shared-5-7.xsd; see XML source
quoteBasis (in quote defined in FxOptionPremium complexType)
The method by which the option premium was quoted.
Type:
PremiumQuoteBasisEnum
Content:
simple
Defined:
locally within PremiumQuote complexType in fpml-fx-5-7.xsd; see XML source
quoteBasis (in quotedCurrencyPair in exchangeRate in underlyer defined in GenericProduct complexType)
The method by which the exchange rate is quoted.
Type:
QuoteBasisEnum
Content:
simple
Defined:
locally within GenericProductQuotedCurrencyPair complexType in fpml-generic-5-7.xsd; see XML source
quotedCurrencyPair (defined in FxRate complexType)
Defines the two currencies for an FX trade and the quotation relationship between the two currencies.
Type:
QuotedCurrencyPair
Content:
complex, 3 elements
Defined:
locally within FxRate complexType in fpml-shared-5-7.xsd; see XML source
quotedCurrencyPair (in exchangeRate defined in FxCoreDetails.model group)
Defines the two currencies for an FX trade and the quotation relationship between the two currencies.
Type:
QuotedCurrencyPair
Content:
complex, 3 elements
Defined:
locally within ExchangeRate complexType in fpml-fx-5-7.xsd; see XML source
quotedCurrencyPair (in exchangeRate in underlyer defined in GenericProduct complexType)
Defines the two currencies for an FX trade and the quotation relationship between the two currencies.
Type:
GenericProductQuotedCurrencyPair
Content:
complex, 3 elements
Defined:
locally within GenericProductExchangeRate complexType in fpml-generic-5-7.xsd; see XML source
quotedCurrencyPair (in touch)
Defines the two currencies for an FX trade and the quotation relationship between the two currencies.
Type:
QuotedCurrencyPair
Content:
complex, 3 elements
Defined:
locally within FxTouch complexType in fpml-fx-5-7.xsd; see XML source
quotedCurrencyPair (in trigger in fxDigitalOption)
Defines the two currencies for an FX trade and the quotation relationship between the two currencies.
Type:
QuotedCurrencyPair
Content:
complex, 3 elements
Defined:
locally within FxTrigger complexType in fpml-fx-5-7.xsd; see XML source
quotedCurrencyPair (in underlyer defined in GenericProduct complexType)
Describes the composition of a rate that has been quoted.
Type:
QuotedCurrencyPair
Content:
complex, 3 elements
Defined:
locally within TradeUnderlyer2 complexType in fpml-generic-5-7.xsd; see XML source
quoteUnits
The optional units that the measure is expressed in.
Type:
PriceQuoteUnits
Content:
simple, 1 attribute
Defined:
locally within QuotationCharacteristics.model group in fpml-asset-5-7.xsd; see XML source
rate (defined in CrossRate complexType)
The exchange rate used to cross between the traded currencies.
Type:
PositiveDecimal
Content:
simple
Defined:
locally within CrossRate complexType in fpml-fx-5-7.xsd; see XML source
rate (defined in FxRate complexType)
The rate of exchange between the two currencies of the leg of a deal.
Type:
xsd:decimal
Content:
simple
Defined:
locally within FxRate complexType in fpml-shared-5-7.xsd; see XML source
rate (in exchangeRate defined in FxCoreDetails.model group)
The rate of exchange between the two currencies of the leg of a deal.
Type:
PositiveDecimal
Content:
simple
Defined:
locally within ExchangeRate complexType in fpml-fx-5-7.xsd; see XML source
rate (in exchangeRate in underlyer defined in GenericProduct complexType)
The rate of exchange between the two currencies of the leg of a deal.
Type:
PositiveDecimal
Content:
simple
Defined:
locally within GenericProductExchangeRate complexType in fpml-generic-5-7.xsd; see XML source
rate (in forwardRate)
Constant rate value, applicable for the duration of the execution period.
Type:
PositiveDecimal
Content:
simple
Defined:
locally within FxFlexibleForwardRate complexType in fpml-fx-5-7.xsd; see XML source
rate (in strike defined in DualCurrencyFeature complexType)
The rate of exchange between the two currencies of the leg of a deal.
Type:
PositiveDecimal
Content:
simple
Defined:
locally within DualCurrencyStrikePrice complexType in fpml-fx-5-7.xsd; see XML source
rate (in strike in fxOption)
The rate of exchange between the two currencies of the leg of a deal.
Type:
PositiveDecimal
Content:
simple
Defined:
locally within FxStrikePrice complexType in fpml-fx-5-7.xsd; see XML source
rateCalculation
The base element for the floating rate calculation definitions.
Type:
Rate
Content:
empty, 1 attribute
Abstract:
(may not be used directly in instance XML documents)
Subst.Gr:
may be substituted with 2 elements
Defined:
globally in fpml-ird-5-7.xsd; see XML source
Used:
at 3 locations
rateOfReturn
Specifies the terms of the initial price of the return type swap and of the subsequent valuations of the underlyer.
Type:
ReturnLegValuation
Content:
complex, 6 elements
Defined:
locally within ReturnLeg complexType in fpml-eq-shared-5-7.xsd; see XML source
rateReference
A pointer style reference to a floating rate component defined as part of a stub calculation period amount component.
Type:
RateReference
Content:
empty, 1 attribute
Defined:
locally within RateObservation complexType in fpml-shared-5-7.xsd; see XML source
rateSource (defined in CommodityInformationSource complexType)
The publication in which the rate, price, index or factor is to be found.
Type:
CommodityInformationProvider
Content:
simple, 1 attribute
Defined:
locally within CommodityInformationSource complexType in fpml-asset-5-7.xsd; see XML source
rateSource (defined in InformationSource complexType)
An information source for obtaining a market rate.
Type:
InformationProvider
Content:
simple, 1 attribute
Defined:
locally within InformationSource complexType in fpml-shared-5-7.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.
Type:
RateSourcePage
Content:
simple, 1 attribute
Defined:
locally within CommodityInformationSource complexType in fpml-asset-5-7.xsd; see XML source
rateSourcePage (defined in InformationSource complexType)
A specific page for the rate source for obtaining a market rate.
Type:
RateSourcePage
Content:
simple, 1 attribute
Defined:
locally within InformationSource complexType in fpml-shared-5-7.xsd; see XML source
rateSourcePageHeading (defined in CommodityInformationSource complexType)
The heading for the rate source on a given rate source page or screen.
Type:
xsd:string
Content:
simple
Defined:
locally within CommodityInformationSource complexType in fpml-asset-5-7.xsd; see XML source
rateSourcePageHeading (defined in InformationSource complexType)
The heading for the rate source on a given rate source page.
Type:
xsd:string
Content:
simple
Defined:
locally within InformationSource complexType in fpml-shared-5-7.xsd; see XML source
realisedVarianceMethod
The contract specifies whether which price must satisfy the boundary condition.
Type:
RealisedVarianceMethodEnum
Content:
simple
Defined:
locally within BoundedVariance complexType in fpml-eq-shared-5-7.xsd; see XML source
reason (defined in DeClear complexType)
Type:
DeclearReason
Content:
simple, 1 attribute
Defined:
locally within DeClear complexType in fpml-business-events-5-7.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.
Type:
Reason
Content:
complex, 5 elements
Defined:
locally within Exception.model group in fpml-msg-5-7.xsd; see XML source
reason (in verificationStatusNotification)
The reason for any dispute or change in verification status.
Type:
Reason
Content:
complex, 5 elements
Defined:
locally within VerificationStatusNotification complexType in fpml-msg-5-7.xsd; see XML source
reasonCode
A machine interpretable error code.
Type:
ReasonCode
Content:
simple, 1 attribute
Defined:
locally within Reason complexType in fpml-msg-5-7.xsd; see XML source
redemptionDate
Earlier date between the convertible bond put dates and its maturity date.
Type:
xsd:date
Content:
simple
Defined:
locally within ConvertibleBond complexType in fpml-asset-5-7.xsd; see XML source
referenceAmount
Specifies the reference Amount when this term either corresponds to the standard ISDA Definition (either the 2002 Equity Definition for the Equity Amount, or the 2000 Definition for the Interest Amount), or points to a term defined elsewhere in the swap document.
Type:
ReferenceAmount
Content:
simple, 1 attribute
Defined:
locally within LegAmount complexType in fpml-eq-shared-5-7.xsd; see XML source
referenceBank
An institution (party) identified by means of a coding scheme and an optional name.
Type:
ReferenceBank
Content:
complex, 2 elements
Defined:
locally within CashSettlementReferenceBanks complexType in fpml-shared-5-7.xsd; see XML source
referenceBankId
An institution (party) identifier, e.g. a bank identifier code (BIC).
Type:
ReferenceBankId
Content:
simple, 1 attribute
Defined:
locally within ReferenceBank complexType in fpml-shared-5-7.xsd; see XML source
referenceBankName
The name of the institution (party).
Type:
xsd:string
Content:
simple
Defined:
locally within ReferenceBank complexType in fpml-shared-5-7.xsd; see XML source
referenceCurrency
Type:
Currency
Content:
simple, 1 attribute
Defined:
locally within FxCashSettlement complexType in fpml-shared-5-7.xsd; see XML source
referenceEntity (defined in CreditEventNoticeDocument complexType)
Type:
LegalEntity
Content:
complex, 1 attribute, 2 elements
Defined:
locally within CreditEventNoticeDocument complexType in fpml-credit-event-notification-5-7.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.
Type:
LegalEntity
Content:
complex, 1 attribute, 2 elements
Defined:
locally within ReferenceInformation complexType in fpml-cd-5-7.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.
Type:
LegalEntity
Content:
complex, 1 attribute, 2 elements
Defined:
locally within ReferencePair complexType in fpml-cd-5-7.xsd; see XML source
referenceEntity (in underlyer defined in GenericProduct complexType)
The corporate or sovereign entity on which you are buying or selling protection and any successor that assumes all or substantially all of its contractual and other obligations.
Type:
LegalEntity
Content:
complex, 1 attribute, 2 elements
Defined:
locally within TradeUnderlyer2 complexType in fpml-generic-5-7.xsd; see XML source
referenceInformation
This element contains all the terms relevant to defining the reference entity and reference obligation(s).
Type:
ReferenceInformation
Content:
complex, 4 elements
Defined:
locally within GeneralTerms complexType in fpml-cd-5-7.xsd; see XML source
referenceLevel
Reference level is the number of degree-days (in the case of HDD and CDD) or inches/millimeters (in the case of CPD) on which the differential is calculated.
Type:
ReferenceLevel
Content:
complex, 2 elements
Defined:
locally within WeatherIndexData complexType in fpml-com-5-7.xsd; see XML source
referenceLevelEqualsZero
If Reference Level Equals Zero is specified to be applicable then CPD means, for any day during the Calculation Period, (A) 1 if the Daily Precipitation for that day is greater than or equal to the CPD Reference Level or (B) zero if the the Daily Precipitation for that day is less than the CPD Reference Level.
Type:
xsd:boolean
Content:
simple
Defined:
locally within WeatherLegCalculation complexType in fpml-com-5-7.xsd; see XML source
referenceLevelUnit
Type:
ReferenceLevelUnit
Content:
simple, 1 attribute
Defined:
locally within ReferenceLevel complexType in fpml-com-5-7.xsd; see XML source
referenceObligation (in referenceInformation)
The Reference Obligation is a financial instrument that is either issued or guaranteed by the reference entity.
Type:
ReferenceObligation
Content:
complex, 4 elements
Defined:
locally within ReferenceInformation complexType in fpml-cd-5-7.xsd; see XML source
referenceObligation (in referencePair)
The Reference Obligation is a financial instrument that is either issued or guaranteed by the reference entity.
Type:
ReferenceObligation
Content:
complex, 4 elements
Defined:
locally within ReferencePair complexType in fpml-cd-5-7.xsd; see XML source
referencePair
Type:
ReferencePair
Content:
complex, 4 elements
Defined:
locally within ReferencePoolItem complexType in fpml-cd-5-7.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
Type:
ReferencePool
Content:
complex, 1 element
Defined:
locally within BasketReferenceInformation complexType in fpml-cd-5-7.xsd; see XML source
referencePoolItem
Type:
ReferencePoolItem
Content:
complex, 2 elements
Defined:
locally within ReferencePool complexType in fpml-cd-5-7.xsd; see XML source
referenceSwapCurve
The strike of an option when expressed by reference to a swap curve.
Type:
ReferenceSwapCurve
Content:
complex, 2 elements
Defined:
locally within BondOptionStrike complexType in fpml-bond-option-5-7.xsd; see XML source
region
A code for a grouping of countries to which this belongs.
Type:
Region
Content:
simple, 1 attribute
Defined:
locally within PartyInformation.model group in fpml-shared-5-7.xsd; see XML source
registrationNumber
The ID assigned by the regulator (e.g.
Type:
RegulatorId
Content:
simple, 1 attribute
Defined:
locally within SupervisorRegistration.model group in fpml-doc-5-7.xsd; see XML source
relatedExchangeId
A short form unique identifier for a related exchange.
Type:
ExchangeId
Content:
simple, 1 attribute
Defined:
locally within ExchangeIdentifier.model group in fpml-asset-5-7.xsd; see XML source
relatedParty (in allocation)
Specifies any relevant parties to the allocation which should be referenced.
Type:
RelatedParty
Content:
complex, 3 elements
Defined:
locally within AllocationContent.model group in fpml-doc-5-7.xsd; see XML source
relatedParty (in partyTradeInformation)
This may be used to identify one or more parties that perform a role within the transaction.
Type:
RelatedParty
Content:
complex, 3 elements
Defined:
locally within PartyTradeInformation complexType in fpml-doc-5-7.xsd; see XML source
relatedParty (in tradeInformation)
This may be used to identify one or more parties that perform a role within the transaction.
Type:
RelatedParty
Content:
complex, 3 elements
Defined:
locally within TradeInformation complexType in fpml-doc-5-7.xsd; see XML source
relativeDate (defined in AdjustableDatesOrRelativeDateOffset complexType)
A series of dates specified as a repeating sequence from a base date.
Type:
RelativeDateOffset
Content:
complex, 1 attribute, 3 elements
Defined:
locally within AdjustableDatesOrRelativeDateOffset complexType in fpml-shared-5-7.xsd; see XML source
relativeDate (defined in AdjustableOrRelativeDate complexType)
A date specified as some offset to another date (the anchor date).
Type:
RelativeDateOffset
Content:
complex, 1 attribute, 3 elements
Defined:
locally within AdjustableOrRelativeDate complexType in fpml-shared-5-7.xsd; see XML source
relativeDates (defined in AdjustableOrRelativeDates complexType)
A series of dates specified as some offset to another series of dates (the anchor dates).
Type:
RelativeDates
Content:
complex, 1 attribute, 3 elements
Defined:
locally within AdjustableOrRelativeDates complexType in fpml-shared-5-7.xsd; see XML source
relativeDates (defined in AdjustableRelativeOrPeriodicDates complexType)
A series of dates specified as some offset to another series of dates (the anchor dates).
Type:
RelativeDates
Content:
complex, 1 attribute, 3 elements
Defined:
locally within AdjustableRelativeOrPeriodicDates complexType in fpml-shared-5-7.xsd; see XML source
relativeDates (defined in AdjustableRelativeOrPeriodicDates2 complexType)
A series of dates specified as some offset to another series of dates (the anchor dates).
Type:
RelativeDates
Content:
complex, 1 attribute, 3 elements
Defined:
locally within AdjustableRelativeOrPeriodicDates2 complexType in fpml-shared-5-7.xsd; see XML source
relativeDateSequence (defined in AdjustableRelativeOrPeriodicDates complexType)
A series of dates specified as some offset to other dates (the anchor dates) which can
Type:
RelativeDateSequence
Content:
complex, 4 elements
Defined:
locally within AdjustableRelativeOrPeriodicDates complexType in fpml-shared-5-7.xsd; see XML source
relativeDateSequence (in valuationDate defined in EquityValuation complexType)
A date specified in relation to some other date defined in the document (the anchor date), where there is the opportunity to specify a combination of offset rules.
Type:
RelativeDateSequence
Content:
complex, 4 elements
Defined:
locally within AdjustableDateOrRelativeDateSequence complexType in fpml-eq-shared-5-7.xsd; see XML source
relativeDeterminationMethod
A reference to the return swap notional determination method defined elsewhere in this document.
Type:
DeterminationMethodReference
Content:
empty, 1 attribute
Defined:
locally within ReturnSwapNotional complexType in fpml-eq-shared-5-7.xsd; see XML source
relativeNotionalAmount
A reference to the return swap notional amount defined elsewhere in this document.
Type:
ReturnSwapNotionalAmountReference
Content:
empty, 1 attribute
Defined:
locally within ReturnSwapNotional complexType in fpml-eq-shared-5-7.xsd; see XML source
relevantUnderlyingDate (in americanExercise)
The date on the underlying set by the exercise of an option.
Type:
AdjustableOrRelativeDates
Content:
complex, 1 attribute, 2 elements
Defined:
locally within AmericanExercise complexType in fpml-shared-5-7.xsd; see XML source
relevantUnderlyingDate (in bermudaExercise)
The date on the underlying set by the exercise of an option.
Type:
AdjustableOrRelativeDates
Content:
complex, 1 attribute, 2 elements
Defined:
locally within BermudaExercise complexType in fpml-shared-5-7.xsd; see XML source
remainingAmount
The amount which represents the portion of the Old Contract not being novated.
Type:
Money
Content:
complex, 1 attribute, 2 elements
Defined:
locally within NovationAmountsOld.model group in fpml-business-events-5-7.xsd; see XML source
remainingNumberOfOptions
The number of options which represent the portion of the Old Contract not being novated.
Type:
xsd:decimal
Content:
simple
Defined:
locally within NovationAmountsOld.model group in fpml-business-events-5-7.xsd; see XML source
remainingNumberOfUnits
The number of options which represent the portion of the Old Contract not being novated.
Type:
xsd:decimal
Content:
simple
Defined:
locally within NovationAmountsOld.model group in fpml-business-events-5-7.xsd; see XML source
reportId
An identifier for the specific instance of this report.
Type:
ReportId
Content:
simple, 1 attribute
Defined:
locally within ReportSectionIdentification complexType in fpml-msg-5-7.xsd; see XML source
reportIdentification
Type:
ReportSectionIdentification
Content:
complex, 2 elements
Defined:
locally within ReportSectionIdentification.model group in fpml-msg-5-7.xsd; see XML source
reportingPurpose
The reason this message is being sent, for example Snapshot, PET, Confirmation, RealTimePublic.
Type:
ReportingPurpose
Content:
simple, 1 attribute
Defined:
locally within ReportingRegime complexType in fpml-doc-5-7.xsd; see XML source
reportingRegime (in partyTradeInformation)
Allows the organization to specify which if any relevant regulators or other supervisory bodies this is relevant for, and what reporting rules apply.
Type:
ReportingRegime
Content:
complex, 8 elements
Defined:
locally within PartyTradeInformation complexType in fpml-doc-5-7.xsd; see XML source
reportingRegime (in tradeInformation)
Allows the organization to specify which if any relevant regulators or other supervisory bodies this is relevant for, and what reporting rules apply.
Type:
ReportingRegime
Content:
complex, 8 elements
Defined:
locally within TradeInformation complexType in fpml-doc-5-7.xsd; see XML source
reportingRole
Identifies the role of this party in reporting this trade for this regulator; roles could include ReportingParty and Voluntary reporting.
Type:
ReportingRole
Content:
simple, 2 attributes
Defined:
locally within ReportingRegime complexType in fpml-doc-5-7.xsd; see XML source
repudiationMoratorium
Type:
RepudiationMoratoriumEvent
Content:
empty
Subst.Gr:
may substitute for element creditEvent
Defined:
globally in fpml-credit-event-notification-5-7.xsd; see XML source
Used:
never
requestedClearingAction
Type:
RequestedClearingAction
Content:
simple, 1 attribute
Defined:
locally within ClearingInstructions complexType in fpml-business-events-5-7.xsd; see XML source
requestedClearingOrganizationPartyReference
Type:
PartyReference
Content:
empty, 1 attribute
Defined:
locally within ClearingInstructions complexType in fpml-business-events-5-7.xsd; see XML source
requestEventStatus
Type:
RequestEventStatus
Content:
complex, 3 attributes, 9 elements
Defined:
globally in fpml-msg-5-7.xsd; see XML source
Used:
never
resetDate
The reset date.
Type:
xsd:date
Content:
simple
Defined:
locally within RateObservation complexType in fpml-shared-5-7.xsd; see XML source
resetDates
The reset dates schedule.
Type:
ResetDates
Content:
complex, 1 attribute, 1 element
Defined:
locally within InterestRateStream complexType in fpml-ird-5-7.xsd; see XML source
resetFrequency (defined in GenericProduct complexType)
Type:
GenericResetFrequency
Content:
complex, 1 attribute, 3 elements
Defined:
locally within GenericProduct complexType in fpml-generic-5-7.xsd; see XML source
resetFrequency (in interestLegResetDates)
The frequency at which reset dates occur.
Type:
ResetFrequency
Content:
complex, 1 attribute, 2 elements
Defined:
locally within InterestLegResetDates complexType in fpml-eq-shared-5-7.xsd; see XML source
resetFrequency (in resetDates)
The frequency at which reset dates occur.
Type:
ResetFrequency
Content:
complex, 1 attribute, 2 elements
Defined:
locally within ResetDates complexType in fpml-ird-5-7.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.
Type:
ResetRelativeToEnum
Content:
simple
Defined:
locally within InterestLegResetDates complexType in fpml-eq-shared-5-7.xsd; see XML source
resourceId
The unique identifier of the resource within the event.
Type:
ResourceId
Content:
simple, 1 attribute
Defined:
locally within Resource complexType in fpml-shared-5-7.xsd; see XML source
resourceType
A description of the type of the resource, e.g. a confirmation.
Type:
ResourceType
Content:
simple, 1 attribute
Defined:
locally within Resource complexType in fpml-shared-5-7.xsd; see XML source
restructuring
Type:
RestructuringEvent
Content:
complex, 1 element
Subst.Gr:
may substitute for element creditEvent
Defined:
globally in fpml-credit-event-notification-5-7.xsd; see XML source
Used:
never
restructuring (in creditEvents)
A credit event.
Type:
Restructuring
Content:
complex, 1 element
Defined:
locally within CreditEvents complexType in fpml-option-shared-5-7.xsd; see XML source
resultingTrade (defined in PhysicalSettlement complexType)
The trade that resulted from the physical settlement.
Type:
Trade
Content:
complex, 1 attribute, 3 elements
Defined:
locally within PhysicalSettlement complexType in fpml-business-events-5-7.xsd; see XML source
resultingTrade (defined in TradeChangeBase complexType)
Type:
Trade
Content:
complex, 1 attribute, 3 elements
Defined:
locally within TradeChangeBase complexType in fpml-business-events-5-7.xsd; see XML source
resultingTradeIdentifier
The ID of the trade that resulted from the physical settlement.
Type:
PartyTradeIdentifier
Content:
complex, 1 attribute, 7 elements
Defined:
locally within PhysicalSettlement complexType in fpml-business-events-5-7.xsd; see XML source
return
Specifies the conditions under which dividend affecting the underlyer will be paid to the receiver of the amounts.
Type:
Return
Content:
complex, 1 element
Defined:
locally within ReturnLeg complexType in fpml-eq-shared-5-7.xsd; see XML source
returnLeg
Return amounts of the return type swap.
Type:
ReturnLeg
Content:
complex, 1 attribute, 14 elements
Subst.Gr:
may substitute for element returnSwapLeg
Defined:
globally in fpml-eq-shared-5-7.xsd; see XML source
Used:
never
returnSwap
Specifies the structure of a return type swap.
Type:
ReturnSwap
Content:
complex, 1 attribute, 9 elements
Subst.Gr:
may substitute for element product
Defined:
globally in fpml-eq-shared-5-7.xsd; see XML source
Used:
never
returnSwapLeg
An placeholder for the actual Return Swap Leg definition.
Type:
DirectionalLeg
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-eq-shared-5-7.xsd; see XML source
Used:
at 3 locations
returnType
Defines the type of return associated with the return swap.
Type:
ReturnTypeEnum
Content:
simple
Defined:
locally within Return complexType in fpml-eq-shared-5-7.xsd; see XML source
risk (in deliveryConditions in coalPhysicalLeg)
Specifies how the risk associated with the delivery is assigned.
Type:
CommodityDeliveryRisk
Content:
simple, 1 attribute
Defined:
locally within CommodityUSCoalDelivery.model group in fpml-com-5-7.xsd; see XML source
risk (in deliveryConditions in metalPhysicalLeg)
"Risk of loss" may also be used, equivalently, on confirmation documents.
Type:
CommodityDeliveryRisk
Content:
simple, 1 attribute
Defined:
locally within MetalDelivery complexType in fpml-com-5-7.xsd; see XML source
risk (in pipeline)
Specifies how the risk associated with the delivery is assigned.
Type:
CommodityDeliveryRisk
Content:
simple, 1 attribute
Defined:
locally within OilPipelineDelivery complexType in fpml-com-5-7.xsd; see XML source
role (defined in RelatedBusinessUnit complexType)
The category of the relationship.
Type:
BusinessUnitRole
Content:
simple, 1 attribute
Defined:
locally within RelatedBusinessUnit complexType in fpml-shared-5-7.xsd; see XML source
role (defined in RelatedParty complexType)
The category of the relationship.
Type:
PartyRole
Content:
simple, 1 attribute
Defined:
locally within RelatedParty complexType in fpml-shared-5-7.xsd; see XML source
role (defined in RelatedPerson complexType)
The category of the relationship.
Type:
PersonRole
Content:
simple, 1 attribute
Defined:
locally within RelatedPerson complexType in fpml-shared-5-7.xsd; see XML source
rollConvention
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.
Type:
RollConventionEnum
Content:
simple
Defined:
locally within CalculationPeriodFrequency complexType in fpml-shared-5-7.xsd; see XML source
roundingDirection
Specifies the rounding direction.
Type:
RoundingDirectionEnum
Content:
simple
Defined:
locally within Rounding complexType in fpml-shared-5-7.xsd; see XML source
routingAccountNumber
An account number via which a payment can be routed.
Type:
xsd:string
Content:
simple
Defined:
locally within RoutingExplicitDetails.model group in fpml-shared-5-7.xsd; see XML source
routingAddress
A physical postal address via which a payment can be routed.
Type:
Address
Content:
complex, 5 elements
Defined:
locally within RoutingExplicitDetails.model group in fpml-shared-5-7.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.
Type:
RoutingExplicitDetails
Content:
complex, 4 elements
Defined:
locally within RoutingIdentification.model group in fpml-shared-5-7.xsd; see XML source
routingId
A unique identifier for party that is a participant in a recognized payment system.
Type:
RoutingId
Content:
simple, 1 attribute
Defined:
locally within RoutingIds complexType in fpml-shared-5-7.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.
Type:
RoutingIds
Content:
complex, 1 element
Defined:
locally within RoutingIdentification.model group in fpml-shared-5-7.xsd; see XML source
routingIds (in routingIdsAndExplicitDetails)
A set of unique identifiers for a party, eachone identifying the party within a payment system.
Type:
RoutingIds
Content:
complex, 1 element
Defined:
locally within RoutingIdsAndExplicitDetails complexType in fpml-shared-5-7.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.
Type:
RoutingIdsAndExplicitDetails
Content:
complex, 5 elements
Defined:
locally within RoutingIdentification.model group in fpml-shared-5-7.xsd; see XML source
routingName
A real name that is used to identify a party involved in the routing of a payment.
Type:
xsd:string
Content:
simple
Defined:
locally within RoutingExplicitDetails.model group in fpml-shared-5-7.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.
Type:
xsd:string
Content:
simple
Defined:
locally within RoutingExplicitDetails.model group in fpml-shared-5-7.xsd; see XML source
scheduledTerminationDate
The scheduled date on which the credit protection will lapse.
Type:
AdjustableDate2
Content:
complex, 1 attribute, 1 element
Defined:
locally within GeneralTerms complexType in fpml-cd-5-7.xsd; see XML source
secondaryAssetClass
A classification of additional risk classes of the trade, if any.
Type:
AssetClass
Content:
simple, 1 attribute
Defined:
locally within Product.model group in fpml-shared-5-7.xsd; see XML source
secondaryRateSource
An alternative, or secondary, source for where the rate observation will occur.
Type:
InformationSource
Content:
complex, 3 elements
Defined:
locally within FxSpotRateSource complexType in fpml-shared-5-7.xsd; see XML source
sectionNumber
A strictly ascending sequential (gapless) numeric value that can be used to identify the section of a report.
Type:
xsd:positiveInteger
Content:
simple
Defined:
locally within ReportSectionIdentification complexType in fpml-msg-5-7.xsd; see XML source
sector
The sector classification of the mortgage obligation.
Type:
MortgageSector
Content:
simple, 1 attribute
Defined:
locally within Mortgage complexType in fpml-asset-5-7.xsd; see XML source
seller (defined in Strike complexType)
The party that has sold.
Type:
IdentifiedPayerReceiver
Content:
simple, 1 attribute
Defined:
locally within Strike complexType in fpml-shared-5-7.xsd; see XML source
seller (defined in StrikeSchedule complexType)
The party that has sold.
Type:
IdentifiedPayerReceiver
Content:
simple, 1 attribute
Defined:
locally within StrikeSchedule complexType in fpml-shared-5-7.xsd; see XML source
sellerHub
The hub code of the has seller.
Type:
CommodityHub
Content:
complex, 2 elements
Defined:
locally within GasDelivery complexType in fpml-com-5-7.xsd; see XML source
sellerPartyReference
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.
Type:
PartyReference
Content:
empty, 1 attribute
Defined:
locally within BuyerSeller.model group in fpml-shared-5-7.xsd; see XML source
sendTo
A unique identifier (within its coding scheme) indicating an intended recipent of a message.
Type:
MessageAddress
Content:
simple, 1 attribute
Defined:
locally within MessageHeader.model group in fpml-msg-5-7.xsd; see XML source
seniority
The repayment precedence of a debt instrument.
Type:
CreditSeniority
Content:
simple, 1 attribute
Defined:
locally within FixedIncomeSecurityContent.model group in fpml-asset-5-7.xsd; see XML source
sentBy
The unique identifier (within its coding scheme) for the originator of a message instance.
Type:
MessageAddress
Content:
simple, 1 attribute
Defined:
locally within MessageHeader.model group in fpml-msg-5-7.xsd; see XML source
sequence
Sequence in which the reference to the disruption fallback should be applied.
Type:
xsd:positiveInteger
Content:
simple
Defined:
locally within SequencedDisruptionFallback complexType in fpml-com-5-7.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.
Type:
xsd:positiveInteger
Content:
simple
Defined:
locally within Sequence.model group in fpml-msg-5-7.xsd; see XML source
sequenceNumber (in portfolioReference defined in PortfolioConstituentReference.model group)
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.
Type:
xsd:positiveInteger
Content:
simple
Defined:
locally within PortfolioConstituentReference complexType in fpml-msg-5-7.xsd; see XML source
serviceName
The name of the service to which the message applies
Type:
xsd:normalizedString
Content:
simple
Defined:
locally within ServiceNotification complexType in fpml-msg-5-7.xsd; see XML source
serviceNotification
Type:
ServiceNotification
Content:
complex, 3 attributes, 9 elements
Defined:
globally in fpml-msg-5-7.xsd; see XML source
Used:
never
serviceNotificationException
Type:
Exception
Content:
complex, 3 attributes, 6 elements
Defined:
globally in fpml-msg-5-7.xsd; see XML source
Used:
never
servicingParty
A reference to the party that services/supports the account.
Type:
PartyReference
Content:
empty, 1 attribute
Defined:
locally within Account complexType in fpml-shared-5-7.xsd; see XML source
settlementAmount
Settlement Amount
Type:
Money
Content:
complex, 1 attribute, 2 elements
Defined:
locally within SettlementAmountOrCurrency.model group in fpml-shared-5-7.xsd; see XML source
settlementCurrency (defined in CommodityExercise complexType)
The currency into which the Commodity Option Transaction will settle.
Type:
IdentifiedCurrency
Content:
simple, 2 attributes
Defined:
locally within CommodityExercise complexType in fpml-com-5-7.xsd; see XML source
settlementCurrency (defined in CommoditySwapDetails.model group)
The currency into which the Commodity Swap Transaction will settle.
Type:
IdentifiedCurrency
Content:
simple, 2 attributes
Defined:
locally within CommoditySwapDetails.model group in fpml-com-5-7.xsd; see XML source
settlementCurrency (defined in EquityExerciseValuationSettlement complexType)
The currency in which a cash settlement for non-deliverable forward and non-deliverable options.
Type:
Currency
Content:
simple, 1 attribute
Defined:
locally within EquityExerciseValuationSettlement complexType in fpml-eqd-5-7.xsd; see XML source
settlementCurrency (defined in FxCashSettlement complexType)
The currency in which cash settlement occurs for non-deliverable forwards and cash-settled options (non-deliverable or otherwise).
Type:
Currency
Content:
simple, 1 attribute
Defined:
locally within FxCashSettlement complexType in fpml-shared-5-7.xsd; see XML source
settlementCurrency (defined in GenericProduct complexType)
The currency or currencies in which the product can settle.
Type:
IdentifiedCurrency
Content:
simple, 2 attributes
Defined:
locally within GenericProduct complexType in fpml-generic-5-7.xsd; see XML source
settlementCurrency (defined in SettlementAmountOrCurrency.model group)
Settlement Currency for use where the Settlement Amount cannot be known in advance
Type:
Currency
Content:
simple, 1 attribute
Defined:
locally within SettlementAmountOrCurrency.model group in fpml-shared-5-7.xsd; see XML source
settlementCurrency (in exercise in commodityBasketOption)
The currency into which the Commodity Option Transaction will settle.
Type:
IdentifiedCurrency
Content:
simple, 2 attributes
Defined:
locally within CommodityExerciseBasket complexType in fpml-com-5-7.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).
Type:
Currency
Content:
simple, 1 attribute
Defined:
locally within SettlementProvision complexType in fpml-ird-5-7.xsd; see XML source
settlementDate (defined in EquityExerciseValuationSettlement complexType)
Date on which settlement of option premiums will occur.
Type:
AdjustableOrRelativeDate
Content:
complex, 1 attribute, 2 elements
Defined:
locally within EquityExerciseValuationSettlement complexType in fpml-eqd-5-7.xsd; see XML source
settlementDate (defined in FxCashSettlement complexType)
The date on which settlement is scheduled to occur
Type:
AdjustableDate
Content:
complex, 1 attribute, 1 element
Defined:
locally within FxCashSettlement complexType in fpml-shared-5-7.xsd; see XML source
settlementDate (defined in OptionSettlement.model group)
Type:
AdjustableOrRelativeDate
Content:
complex, 1 attribute, 2 elements
Defined:
locally within OptionSettlement.model group in fpml-option-shared-5-7.xsd; see XML source
settlementDate (in bullionPhysicalLeg)
Date on which the bullion will settle.
Type:
AdjustableOrRelativeDate
Content:
complex, 1 attribute, 2 elements
Defined:
locally within BullionPhysicalLeg complexType in fpml-com-5-7.xsd; see XML source
settlementDateOffset
The date on which delivery of the transacted currency amounts will occur, expressed as an offset from the execution date. * This property is optional in the schema, allowing it to be omitted by systems which do not support it; however this information would be expected in contractual documentation (e.g. termsheet, confirmation).
Type:
RelativeDateOffset
Content:
complex, 1 attribute, 3 elements
Defined:
locally within FxFlexibleForward complexType in fpml-fx-5-7.xsd; see XML source
settlementLevel
The Settlement Level means either the cumulative number of Weather Index Units for each day in the Calculation Period (Cumulative) or the cumulative number of Weather Index Units for each day in the Calculation Period divided by the number of days in the Calculation Period (Average) or the maximum number of Weather Index Units for any day in the Calculation Period (Maximum) or the minimum number of Weather Index Units for any day in the Calculation Period.
Type:
WeatherSettlementLevelEnum
Content:
simple
Defined:
locally within WeatherLegCalculation complexType in fpml-com-5-7.xsd; see XML source
settlementPeriods
Specifies the delivery time periods (normally used for electricity swaps).
Type:
GenericCommodityDeliveryPeriod
Content:
complex, 3 elements
Defined:
locally within GenericCommodityAttributes.model group in fpml-generic-5-7.xsd; see XML source
settlementPeriodsPrice
For an electricity transaction, the fixed price for one or more groups of Settlement Periods on which fixed payments are based.
Type:
SettlementPeriodsFixedPrice
Content:
complex, 1 attribute, 3 elements
Defined:
locally within CommodityFixedPrice.model group in fpml-com-5-7.xsd; see XML source
settlementProvision
A provision that allows the specification of settlement terms, occuring when the settlement currency is different to the notional currency of the trade.
Type:
SettlementProvision
Content:
complex, 1 element
Defined:
locally within InterestRateStream complexType in fpml-ird-5-7.xsd; see XML source
settlementType (defined in EquityExerciseValuationSettlement complexType)
How the option will be settled.
Type:
SettlementTypeEnum
Content:
simple
Defined:
locally within EquityExerciseValuationSettlement complexType in fpml-eqd-5-7.xsd; see XML source
settlementType (defined in GenericProduct complexType)
How the trade settles (cash or physical).
Type:
SettlementTypeEnum
Content:
simple
Defined:
locally within GenericProduct complexType in fpml-generic-5-7.xsd; see XML source
settlementType (defined in OptionSettlement.model group)
Type:
SettlementTypeEnum
Content:
simple
Defined:
locally within OptionSettlement.model group in fpml-option-shared-5-7.xsd; see XML source
side (defined in QuotationCharacteristics.model group)
The side (bid/mid/ask) of the measure.
Type:
QuotationSideEnum
Content:
simple
Defined:
locally within QuotationCharacteristics.model group in fpml-asset-5-7.xsd; see XML source
side (defined in SwapCurveValuation complexType)
The side (bid/mid/ask) of the measure.
Type:
QuotationSideEnum
Content:
simple
Defined:
locally within SwapCurveValuation complexType in fpml-bond-option-5-7.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.
Type:
SinglePayment
Content:
complex, 1 attribute, 2 elements
Defined:
locally within FeeLeg complexType in fpml-cd-5-7.xsd; see XML source
singleUnderlyer
Describes the swap's underlyer when it has only one asset component.
Type:
SingleUnderlyer
Content:
complex, 6 elements
Defined:
locally within Underlyer complexType in fpml-asset-5-7.xsd; see XML source
sizeChange
Type:
TradeLegSizeChange
Content:
complex, 15 elements
Defined:
locally within TradeNotionalChange complexType in fpml-business-events-5-7.xsd; see XML source
sizeInBytes
Indicates the size of the resource in bytes.
Type:
xsd:decimal
Content:
simple
Defined:
locally within Resource complexType in fpml-shared-5-7.xsd; see XML source
soldAs
Indicates how the product was original sold as a Put or a Call.
Type:
PutCallEnum
Content:
simple
Defined:
locally within FxOption complexType in fpml-fx-5-7.xsd; see XML source
source
The SCoTA cargo origin, mining region, mine(s), mining complex(es), loadout(s) or river dock(s) or other point(s) of origin that Seller and Buyer agree are acceptable origins for the Coal Product.
Type:
CoalProductSource
Content:
simple, 1 attribute
Defined:
locally within CoalProduct complexType in fpml-com-5-7.xsd; see XML source
specialDividends
If present and true, then special dividends and memorial dividends are applicable.
Type:
xsd:boolean
Content:
simple
Defined:
locally within DividendLeg complexType in fpml-dividend-swaps-5-7.xsd; see XML source
specificRate
Defines a specific rate.
Type:
InterestAccrualsMethod
Content:
complex, 2 elements
Defined:
locally within CompoundingRate complexType in fpml-eq-shared-5-7.xsd; see XML source
specifiedExchangeId
A short form unique identifier for a specified exchange.
Type:
ExchangeId
Content:
simple, 1 attribute
Defined:
locally within ExchangeIdentifier.model group in fpml-asset-5-7.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.
Type:
xsd:positiveInteger
Content:
simple
Defined:
locally within PubliclyAvailableInformation complexType in fpml-option-shared-5-7.xsd; see XML source
specifiedPrice
The 'specified Price' describes the nature of the underlying price that is observed.
Type:
SpecifiedPriceEnum
Content:
simple
Defined:
locally within CommodityProduct.model group in fpml-asset-5-7.xsd; see XML source
spotPrice
The price per share, index or basket observed on the trade or effective date.
Type:
NonNegativeDecimal
Content:
simple
Defined:
locally within EquityDerivativeShortFormBase complexType in fpml-eqd-5-7.xsd; see XML source
spotRate (defined in CrossRate complexType)
An optional element used for FX forwards and certain types of FX OTC options.
Type:
PositiveDecimal
Content:
simple
Defined:
locally within CrossRate complexType in fpml-fx-5-7.xsd; see XML source
spotRate (defined in DualCurrencyFeature complexType)
The spot rate at the time the trade was agreed.
Type:
xsd:decimal
Content:
simple
Defined:
locally within DualCurrencyFeature complexType in fpml-fx-5-7.xsd; see XML source
spotRate (in exchangeRate defined in FxCoreDetails.model group)
An element used for FX forwards and certain types of FX OTC options.
Type:
PositiveDecimal
Content:
simple
Defined:
locally within ExchangeRate complexType in fpml-fx-5-7.xsd; see XML source
spotRate (in exchangeRate in underlyer defined in GenericProduct complexType)
An element used for FX forwards and certain types of FX OTC options.
Type:
PositiveDecimal
Content:
simple
Defined:
locally within GenericProductExchangeRate complexType in fpml-generic-5-7.xsd; see XML source
spotRate (in forwardRate)
The spot exchange rate for the specified currency pair as per the specified quote basis, as at the trade date.
Type:
PositiveDecimal
Content:
simple
Defined:
locally within FxFlexibleForwardRate complexType in fpml-fx-5-7.xsd; see XML source
spotRate (in fxOption)
An optional element used for FX forwards and certain types of FX OTC options.
Type:
PositiveDecimal
Content:
simple
Defined:
locally within FxOption complexType in fpml-fx-5-7.xsd; see XML source
spread (defined in FloatingLegCalculation complexType)
The spread over or under the Commodity Reference Price for this leg of the trade.
Type:
CommoditySpread
Content:
complex, 1 attribute, 4 elements
Defined:
locally within FloatingLegCalculation complexType in fpml-com-5-7.xsd; see XML source
spread (defined in SwapCurveValuation complexType)
Spread in basis points over the floating rate index.
Type:
xsd:decimal
Content:
simple
Defined:
locally within SwapCurveValuation complexType in fpml-bond-option-5-7.xsd; see XML source
spread (in strike in creditDefaultSwapOption)
The strike of a credit default swap option or credit swaption when expressed as a spread per annum.
Type:
xsd:decimal
Content:
simple
Defined:
locally within CreditOptionStrike complexType in fpml-cd-5-7.xsd; see XML source
spreadConversionFactor
spreadConversionFactor should be used when the unit of measure of the Commodity Reference Price and the unit of measure in which the spread is quoted are different.
Type:
xsd:decimal
Content:
simple
Defined:
locally within CommoditySpread complexType in fpml-com-5-7.xsd; see XML source
spreadPercentage
The spread percentage over or under the Commodity Reference Price for this leg of the trade.
Type:
xsd:decimal
Content:
simple
Defined:
locally within FloatingLegCalculation complexType in fpml-com-5-7.xsd; see XML source
spreadSchedule (defined in FloatingRate complexType)
The ISDA Spread or a Spread schedule expressed as explicit spreads and dates.
Type:
SpreadSchedule
Content:
complex, 1 attribute, 2 elements
Defined:
locally within FloatingRate complexType in fpml-shared-5-7.xsd; see XML source
spreadSchedule (in underlyerFinancing)
The ISDA Spread or a Spread schedule expressed as explicit spreads and dates.
Type:
SpreadSchedule
Content:
complex, 1 attribute, 2 elements
Defined:
locally within UnderlyerInterestLeg complexType in fpml-shared-5-7.xsd; see XML source
spreadUnit
spreadUnit should be used when the unit of measure of the Commodity Reference Price and the unit of measure in which the spread is quoted are different.
Type:
QuantityUnit
Content:
simple, 1 attribute
Defined:
locally within CommoditySpread complexType in fpml-com-5-7.xsd; see XML source
standardProduct
Standard products - for use in Transparency reporting to define a product that represents a standardized OTC derivative transaction whose economics do not need to be fully described using an FpML schema because they are implied by the product ID.
Type:
StandardProduct
Content:
complex, 1 attribute, 7 elements
Subst.Gr:
may substitute for element product
Defined:
globally in fpml-standard-5-7.xsd; see XML source
Used:
never
standardPublicSources
If this element is specified and set to 'true', indicates that ISDA defined Standard Public Sources are applicable.
Type:
xsd:boolean
Content:
simple
Defined:
locally within PubliclyAvailableInformation complexType in fpml-option-shared-5-7.xsd; see XML source
startDate (defined in EEPRiskPeriod complexType)
Type:
xsd:date
Content:
simple
Defined:
locally within EEPRiskPeriod complexType in fpml-com-5-7.xsd; see XML source
startDate (defined in Period.model group)
Date on which this period begins.
Type:
xsd:date
Content:
simple
Defined:
locally within Period.model group in fpml-shared-5-7.xsd; see XML source
startDate (in executionPeriodDates)
Start date of the execution period/window.
Type:
xsd:date
Content:
simple
Defined:
locally within FxFlexibleForwardExecutionPeriod complexType in fpml-fx-5-7.xsd; see XML source
startingDate
Specifies the date from which the early termination clause can be exercised.
Type:
StartingDate
Content:
complex, 2 elements
Defined:
locally within ReturnSwapEarlyTermination complexType in fpml-eq-shared-5-7.xsd; see XML source
startTime
Specifies the hour-ending Start Time with respect to a range of Settlement Periods.
Type:
OffsetPrevailingTime
Content:
complex, 2 elements
Defined:
locally within GenericCommodityDeliveryPeriod complexType in fpml-generic-5-7.xsd; see XML source
startYear
The first year of the Compliance Period.
Type:
xsd:gYear
Content:
simple
Defined:
locally within EnvironmentalProductComplaincePeriod complexType in fpml-com-5-7.xsd; see XML source
state
A country subdivision used in postal addresses in some countries.
Type:
xsd:string
Content:
simple
Defined:
locally within Address complexType in fpml-shared-5-7.xsd; see XML source
status (in approval)
The current state of approval (.e.g preapproved, pending approval, etc.)
Type:
xsd:normalizedString
Content:
simple
Defined:
locally within Approval complexType in fpml-doc-5-7.xsd; see XML source
status (in serviceNotification)
The current state of the service (e.g.
Type:
ServiceStatus
Content:
simple, 1 attribute
Defined:
locally within ServiceNotification complexType in fpml-msg-5-7.xsd; see XML source
status (in statusItem)
An event status value.
Type:
EventStatus
Content:
simple, 1 attribute
Defined:
locally within EventStatusItem complexType in fpml-msg-5-7.xsd; see XML source
status (in verificationStatusNotification)
Type:
VerificationStatus
Content:
simple, 1 attribute
Defined:
locally within VerificationStatusNotification complexType in fpml-msg-5-7.xsd; see XML source
statusItem
Type:
EventStatusItem
Content:
complex, 2 elements
Defined:
locally within EventStatusResponse complexType in fpml-msg-5-7.xsd; see XML source
step (defined in CalculationAmount complexType)
A schedule of step date and value pairs.
Type:
Step
Content:
complex, 1 attribute, 2 elements
Defined:
locally within CalculationAmount complexType in fpml-cd-5-7.xsd; see XML source
step (in processingStatus)
The stage within a processing cycle or phase that this message describes.
Type:
ServiceProcessingStep
Content:
simple, 1 attribute
Defined:
locally within ServiceProcessingStatus complexType in fpml-msg-5-7.xsd; see XML source
stepDate
The date on which the associated stepValue becomes effective.
Type:
xsd:date
Content:
simple
Defined:
locally within StepBase complexType in fpml-shared-5-7.xsd; see XML source
stepValue (defined in NonNegativeStep complexType)
The non-negative rate or amount which becomes effective on the associated stepDate.
Type:
NonNegativeDecimal
Content:
simple
Defined:
locally within NonNegativeStep complexType in fpml-shared-5-7.xsd; see XML source
stepValue (in step defined in CalculationAmount complexType)
The rate or amount which becomes effective on the associated stepDate.
Type:
xsd:decimal
Content:
simple
Defined:
locally within Step complexType in fpml-shared-5-7.xsd; see XML source
streetAddress
The set of street and building number information that identifies a postal address within a city.
Type:
StreetAddress
Content:
complex, 1 element
Defined:
locally within Address complexType in fpml-shared-5-7.xsd; see XML source
streetLine
An individual line of street and building number information, forming part of a postal address.
Type:
xsd:string
Content:
simple
Defined:
locally within StreetAddress complexType in fpml-shared-5-7.xsd; see XML source
strike (defined in DualCurrencyFeature complexType)
The rate at which the deposit will be converted to the Alternate currency, in the event that the spot rate is strictly lower than the strike rate at the specified fixing date and time.
Type:
DualCurrencyStrikePrice
Content:
complex, 2 elements
Defined:
locally within DualCurrencyFeature complexType in fpml-fx-5-7.xsd; see XML source
strike (defined in GenericOptionAttributes.model group)
The option strike or strikes.
Type:
GenericOptionStrike
Content:
complex, 3 elements
Defined:
locally within GenericOptionAttributes.model group in fpml-generic-5-7.xsd; see XML source
strike (in bondOption)
Strike of the the Bond Option.
Type:
BondOptionStrike
Content:
complex, 2 elements
Defined:
locally within BondOption complexType in fpml-bond-option-5-7.xsd; see XML source
strike (in creditDefaultSwapOption)
Specifies the strike of the option on credit default swap.
Type:
CreditOptionStrike
Content:
complex, 3 elements
Defined:
locally within CreditDefaultSwapOption complexType in fpml-cd-5-7.xsd; see XML source
strike (in equityOptionTransactionSupplement)
Defines whether it is a price or level at which the option has been, or will be, struck.
Type:
EquityStrike
Content:
complex, 2 elements
Defined:
locally within EquityDerivativeShortFormBase complexType in fpml-eqd-5-7.xsd; see XML source
strike (in fxOption)
Defines the option strike price.
Type:
FxStrikePrice
Content:
complex, 2 elements
Defined:
locally within FxOption complexType in fpml-fx-5-7.xsd; see XML source
strike (in option)
Specifies the price at which the option can be exercised.
Type:
xsd:decimal
Content:
simple
Defined:
locally within ExchangeTradedOption complexType in fpml-asset-5-7.xsd; see XML source
strikeDate
Specifies the strike date of this leg of the swap, used for forward starting swaps.
Type:
AdjustableOrRelativeDate
Content:
complex, 1 attribute, 2 elements
Defined:
locally within ReturnSwapLegUnderlyer complexType in fpml-eq-shared-5-7.xsd; see XML source
strikePercentage
The price or level expressed as a percentage of the forward starting spot price.
Type:
xsd:decimal
Content:
simple
Defined:
locally within OptionNumericStrike complexType in fpml-option-shared-5-7.xsd; see XML source
strikePrice (defined in EquityStrike complexType)
The price or level at which the option has been struck.
Type:
xsd:decimal
Content:
simple
Defined:
locally within EquityStrike complexType in fpml-eq-shared-5-7.xsd; see XML source
strikePrice (defined in OptionNumericStrike complexType)
The price or level at which the option has been struck.
Type:
xsd:decimal
Content:
simple
Defined:
locally within OptionNumericStrike complexType in fpml-option-shared-5-7.xsd; see XML source
strikePricePerUnit
The currency amount of the strike price per unit.
Type:
NonNegativeMoney
Content:
complex, 1 attribute, 2 elements
Defined:
locally within CommodityStrikePrice.model group in fpml-com-5-7.xsd; see XML source
strikeQuoteBasis (in strike defined in DualCurrencyFeature complexType)
The method by which the strike rate is quoted, in terms of the deposit (principal) and alternate currencies.
Type:
DualCurrencyStrikeQuoteBasisEnum
Content:
simple
Defined:
locally within DualCurrencyStrikePrice complexType in fpml-fx-5-7.xsd; see XML source
strikeQuoteBasis (in strike in fxOption)
The method by which the strike rate is quoted.
Type:
StrikeQuoteBasisEnum
Content:
simple
Defined:
locally within FxStrikePrice complexType in fpml-fx-5-7.xsd; see XML source
strikeRate
The rate for a cap or floor.
Type:
xsd:decimal
Content:
simple
Defined:
locally within Strike complexType in fpml-shared-5-7.xsd; see XML source
strikeReference
The strike of a credit default swap option or credit swaption when expressed in reference to the spread of the underlying swap (typical practice in the case of single name swaps).
Type:
FixedRateReference
Content:
empty, 1 attribute
Defined:
locally within CreditOptionStrike complexType in fpml-cd-5-7.xsd; see XML source
string (defined in AdditionalData complexType)
Provides extra information as string.
Type:
xsd:string
Content:
simple
Defined:
locally within AdditionalData complexType in fpml-msg-5-7.xsd; see XML source
string (defined in Resource complexType)
Provides extra information as string.
Type:
xsd:string
Content:
simple
Defined:
locally within Resource complexType in fpml-shared-5-7.xsd; see XML source
stubAmount
An actual amount to apply for the initial or final stub period may have been agreed between th two parties.
Type:
Money
Content:
complex, 1 attribute, 2 elements
Defined:
locally within StubValue complexType in fpml-shared-5-7.xsd; see XML source
stubEndDate
End date of stub period.
Type:
AdjustableOrRelativeDate
Content:
complex, 1 attribute, 2 elements
Defined:
locally within Stub complexType in fpml-shared-5-7.xsd; see XML source
stubRate
An actual rate to apply for the initial or final stub period may have been agreed between the principal parties (in a similar way to how an initial rate may have been agreed for the first regular period).
Type:
xsd:decimal
Content:
simple
Defined:
locally within StubValue complexType in fpml-shared-5-7.xsd; see XML source
stubStartDate
Start date of stub period.
Type:
AdjustableOrRelativeDate
Content:
complex, 1 attribute, 2 elements
Defined:
locally within Stub complexType in fpml-shared-5-7.xsd; see XML source
suffix
Name suffix, such as Jr., III, etc.
Type:
xsd:normalizedString
Content:
simple
Defined:
locally within Person complexType in fpml-shared-5-7.xsd; see XML source
supervisorRegistration (defined in EndUserExceptionDeclaration complexType)
Allows the organization to specify which if any relevant regulators it is registered with, and if so their identification number.
Type:
SupervisorRegistration
Content:
complex, 2 elements
Defined:
locally within EndUserExceptionDeclaration complexType in fpml-doc-5-7.xsd; see XML source
supervisorRegistration (defined in ReportingRegime complexType)
Identifies the specific regulator or other supervisory body for which this data is produced.
Type:
SupervisorRegistration
Content:
complex, 2 elements
Defined:
locally within ReportingRegime complexType in fpml-doc-5-7.xsd; see XML source
supervisorRegistration (defined in ReportingRegime complexType)
Identifies the specific regulator or other supervisory body for which this data is produced.
Type:
SupervisorRegistration
Content:
complex, 2 elements
Defined:
locally within ReportingRegime complexType in fpml-doc-5-7.xsd; see XML source
supervisoryBody
The regulator or other supervisory body the organization is registered with (e.g.
Type:
SupervisoryBody
Content:
simple, 1 attribute
Defined:
locally within SupervisorRegistration.model group in fpml-doc-5-7.xsd; see XML source
supplyEndTime
The time at which gas delivery should end on each day of the Delivery Period(s).
Type:
PrevailingTime
Content:
complex, 2 elements
Defined:
locally within GasDeliveryPeriods complexType in fpml-com-5-7.xsd; see XML source
supplyStartTime
The time at which gas delivery should start on each day of the Delivery Period(s).
Type:
PrevailingTime
Content:
complex, 2 elements
Defined:
locally within GasDeliveryPeriods complexType in fpml-com-5-7.xsd; see XML source
surname
Family name, such as Smith or Jones.
Type:
xsd:normalizedString
Content:
simple
Defined:
locally within Person complexType in fpml-shared-5-7.xsd; see XML source
swap
A swap product definition.
Type:
Swap
Content:
complex, 1 attribute, 10 elements
Subst.Gr:
may substitute for element product
Defined:
globally in fpml-ird-5-7.xsd; see XML source
Used:
never
swap (in swaption)
Type:
Swap
Content:
complex, 1 attribute, 10 elements
Defined:
locally within Swaption complexType in fpml-ird-5-7.xsd; see XML source
swapPremium
Specifies whether or not the premium is to be paid in the style of payments under an interest rate swap contract.
Type:
xsd:boolean
Content:
simple
Defined:
locally within EquityPremium complexType in fpml-eq-shared-5-7.xsd; see XML source
swapStream
The swap streams.
Type:
InterestRateStream
Content:
complex, 1 attribute, 6 elements
Defined:
locally within Swap complexType in fpml-ird-5-7.xsd; see XML source
swaption
A swaption product definition.
Type:
Swaption
Content:
complex, 1 attribute, 10 elements
Subst.Gr:
may substitute for element product
Defined:
globally in fpml-ird-5-7.xsd; see XML source
Used:
never
swaptionStraddle
Whether the option is a swaption or a swaption straddle.
Type:
xsd:boolean
Content:
simple
Defined:
locally within Swaption complexType in fpml-ird-5-7.xsd; see XML source
swapUnwindValue
Type:
SwapCurveValuation
Content:
complex, 4 elements
Defined:
locally within ReferenceSwapCurve complexType in fpml-bond-option-5-7.xsd; see XML source
systemFirm
Indicates that the electricity is intended to be supplied from the owned or controlled generation or pre-existing purchased power assets of the system specified.
Type:
ElectricityDeliverySystemFirm
Content:
complex, 1 element
Defined:
locally within ElectricityDeliveryType complexType in fpml-com-5-7.xsd; see XML source
telephone
A telephonic contact.
Type:
TelephoneNumber
Content:
complex, 2 elements
Defined:
locally within ContactInformation complexType in fpml-shared-5-7.xsd; see XML source
tenorName
A tenor expressed with a standard business term (i.e.
Type:
FxTenorPeriodEnum
Content:
simple
Defined:
locally within FxTenor.model group in fpml-fx-5-7.xsd; see XML source
tenorPeriod (defined in FxTenor.model group)
A tenor expressed as a period type and multiplier (e.g. 1D, 1Y, etc.)
Type:
Period
Content:
complex, 1 attribute, 2 elements
Defined:
locally within FxTenor.model group in fpml-fx-5-7.xsd; see XML source
tenorPeriod (in fxDigitalOption)
A tenor expressed as a period type and multiplier (e.g. 1D, 1Y, etc.)
Type:
Period
Content:
complex, 1 attribute, 2 elements
Defined:
locally within FxDigitalOption complexType in fpml-fx-5-7.xsd; see XML source
tenorPeriod (in fxOption)
A tenor expressed as a period type and multiplier (e.g. 1D, 1Y, etc.)
Type:
Period
Content:
complex, 1 attribute, 2 elements
Defined:
locally within FxOption complexType in fpml-fx-5-7.xsd; see XML source
terminatingEvent
This may be used to describe why a trade was terminated.
Type:
TerminatingEvent
Content:
simple, 1 attribute
Defined:
locally within Events.model group in fpml-business-events-5-7.xsd; see XML source
termination
Type:
TradeNotionalChange
Content:
complex, 16 elements
Defined:
locally within Events.model group in fpml-business-events-5-7.xsd; see XML source
terminationDate (defined in CommoditySwapDetails.model group)
Specifies the termination date of this leg of the swap.
Type:
AdjustableOrRelativeDate
Content:
complex, 1 attribute, 2 elements
Defined:
locally within CommoditySwapDetails.model group in fpml-com-5-7.xsd; see XML source
terminationDate (defined in DirectionalLeg complexType)
Specifies the termination date of this leg of the swap.
Type:
AdjustableOrRelativeDate
Content:
complex, 1 attribute, 2 elements
Defined:
locally within DirectionalLeg complexType in fpml-shared-5-7.xsd; see XML source
terminationDate (defined in GenericProduct complexType)
The latest of all of the termination (accrual end) dates of the constituent or underlying streams.
Type:
AdjustableDate2
Content:
complex, 1 attribute, 1 element
Defined:
locally within GenericProduct complexType in fpml-generic-5-7.xsd; see XML source
terminationDate (in calculationPeriodDates)
The last day of the term of the trade.
Type:
AdjustableDate
Content:
complex, 1 attribute, 1 element
Defined:
locally within CalculationPeriodDates complexType in fpml-ird-5-7.xsd; see XML source
terminationDate (in commodityBasketOption)
Specifies the termination date of the Commodity Option Transaction.
Type:
AdjustableOrRelativeDate
Content:
complex, 1 attribute, 2 elements
Defined:
locally within CommodityBasketOptionFeatures.model group in fpml-com-5-7.xsd; see XML source
terminationDate (in commodityDigitalOption)
Specifies the termination date of the Commodity Option Transaction.
Type:
AdjustableOrRelativeDate
Content:
complex, 1 attribute, 2 elements
Defined:
locally within CommodityDigitalOptionFeatures.model group in fpml-com-5-7.xsd; see XML source
terminationDate (in commodityOption)
Specifies the termination date of the Commodity Option Transaction.
Type:
AdjustableOrRelativeDate
Content:
complex, 1 attribute, 2 elements
Defined:
locally within CommodityOptionFeatures.model group in fpml-com-5-7.xsd; see XML source
terminationDate (in interestLegCalculationPeriodDates)
Specifies the termination date of the return swap.
Type:
AdjustableOrRelativeDate
Content:
complex, 1 attribute, 2 elements
Defined:
locally within InterestLegCalculationPeriodDates complexType in fpml-eq-shared-5-7.xsd; see XML source
time (defined in FxBusinessCenterDateTime complexType)
Type:
BusinessCenterTime
Content:
complex, 2 elements
Defined:
locally within FxBusinessCenterDateTime complexType in fpml-fx-5-7.xsd; see XML source
time (defined in OffsetPrevailingTime complexType)
Type:
PrevailingTime
Content:
complex, 2 elements
Defined:
locally within OffsetPrevailingTime complexType in fpml-shared-5-7.xsd; see XML source
time (defined in QuotationCharacteristics.model group)
When the quote was observed or when a calculated value was generated.
Type:
xsd:dateTime
Content:
simple
Defined:
locally within QuotationCharacteristics.model group in fpml-asset-5-7.xsd; see XML source
timestamp
Other timestamps for this trade.
Type:
TradeTimestamp
Content:
complex, 2 elements
Defined:
locally within TradeProcessingTimestamps complexType in fpml-doc-5-7.xsd; see XML source
timestamps (in partyTradeInformation)
Allows timing information about a trade to be recorded.
Type:
TradeProcessingTimestamps
Content:
complex, 5 elements
Defined:
locally within PartyTradeInformation complexType in fpml-doc-5-7.xsd; see XML source
timestamps (in tradeInformation)
Allows timing information about a trade to be recorded.
Type:
TradeProcessingTimestamps
Content:
complex, 5 elements
Defined:
locally within TradeInformation complexType in fpml-doc-5-7.xsd; see XML source
timing
When during a day the quote is for.
Type:
QuoteTiming
Content:
simple, 1 attribute
Defined:
locally within QuotationCharacteristics.model group in fpml-asset-5-7.xsd; see XML source
totalNotionalQuantity (defined in CommodityNotionalQuantity.model group)
The Total Notional Quantity.
Type:
xsd:decimal
Content:
simple
Defined:
locally within CommodityNotionalQuantity.model group in fpml-com-5-7.xsd; see XML source
totalNotionalQuantity (in commodityDigitalOption)
Type:
xsd:decimal
Content:
simple
Defined:
locally within CommodityDigitalOption complexType in fpml-com-5-7.xsd; see XML source
totalPhysicalQuantity (defined in CommodityFixedPhysicalQuantity.model group)
The Total Quantity of the commodity to be delivered.
Type:
UnitQuantity
Content:
complex, 1 attribute, 2 elements
Defined:
locally within CommodityFixedPhysicalQuantity.model group in fpml-com-5-7.xsd; see XML source
totalPhysicalQuantity (in deliveryQuantity in electricityPhysicalLeg)
The Total Quantity of the commodity to be delivered.
Type:
UnitQuantity
Content:
complex, 1 attribute, 2 elements
Defined:
locally within ElectricityPhysicalQuantity complexType in fpml-com-5-7.xsd; see XML source
totalPrice (in fixedLeg in commodityForward)
The total amount of the fixed payment for all units of the underlying commodity.
Type:
NonNegativeMoney
Content:
complex, 1 attribute, 2 elements
Defined:
locally within NonPeriodicFixedPriceLeg complexType in fpml-com-5-7.xsd; see XML source
totalPrice (in fixedLeg)
The total amount of all fixed payments due during the term of the trade.
Type:
NonNegativeMoney
Content:
complex, 1 attribute, 2 elements
Defined:
locally within CommodityFixedPrice.model group in fpml-com-5-7.xsd; see XML source
touch
Defines one or more conditions underwhich the option will payout if exercisable.
Type:
FxTouch
Content:
complex, 1 element
Defined:
locally within FxDigitalOption complexType in fpml-fx-5-7.xsd; see XML source
trackingSystem
Applies to U.S.
Type:
EnvironmentalTrackingSystem
Content:
simple, 1 attribute
Defined:
locally within EnvironmentalProduct complexType in fpml-com-5-7.xsd; see XML source
trade (defined in Events.model group)
Type:
Trade
Content:
complex, 1 attribute, 3 elements
Defined:
locally within Events.model group in fpml-business-events-5-7.xsd; see XML source
trade (in affectedTransactions)
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
Type:
Trade
Content:
complex, 1 attribute, 3 elements
Defined:
locally within TradeOrTradeReference.model group in fpml-doc-5-7.xsd; see XML source
trade (in amendment)
A full description of the amended trade (i.e. the trade after the amendment).
Type:
Trade
Content:
complex, 1 attribute, 3 elements
Defined:
locally within TradeAmendmentContent complexType in fpml-business-events-5-7.xsd; see XML source
trade (in change)
A full description of the amended trade.
Type:
Trade
Content:
complex, 1 attribute, 3 elements
Defined:
locally within TradeChangeContent complexType in fpml-business-events-5-7.xsd; see XML source
trade (in dataDocument)
The root element in an FpML trade document.
Type:
Trade
Content:
complex, 1 attribute, 3 elements
Defined:
locally within DataDocument complexType in fpml-doc-5-7.xsd; see XML source
tradeDate
The trade date.
Type:
IdentifiedDate
Content:
simple, 1 attribute
Defined:
locally within TradeHeader complexType in fpml-doc-5-7.xsd; see XML source
tradedFlatOfAccrued
Whether the accrued interest in included when the trade settles.
Type:
xsd:boolean
Content:
simple
Defined:
locally within InstrumentTradePricing complexType in fpml-doc-5-7.xsd; see XML source
tradeHeader
The information on the trade which is not product specific, e.g. trade date.
Type:
TradeHeader
Content:
complex, 4 elements
Defined:
locally within Trade complexType in fpml-doc-5-7.xsd; see XML source
tradeId (defined in TradeIdentifier complexType)
Type:
TradeId
Content:
simple, 2 attributes
Defined:
locally within TradeIdentifier complexType in fpml-doc-5-7.xsd; see XML source
tradeId (defined in TradeIdentifier complexType)
Type:
TradeId
Content:
simple, 2 attributes
Defined:
locally within TradeIdentifier complexType in fpml-doc-5-7.xsd; see XML source
tradeId (in portfolio)
Type:
TradeId
Content:
simple, 2 attributes
Defined:
locally within Portfolio complexType in fpml-doc-5-7.xsd; see XML source
tradeId (in productComponentIdentifier)
Type:
TradeId
Content:
simple, 2 attributes
Defined:
locally within ProductComponentIdentifier complexType in fpml-doc-5-7.xsd; see XML source
tradeId (in versionedTradeId)
Type:
TradeId
Content:
simple, 2 attributes
Defined:
locally within VersionedTradeId complexType in fpml-doc-5-7.xsd; see XML source
tradeIdentifier (defined in DeClear complexType)
Type:
PartyTradeIdentifier
Content:
complex, 1 attribute, 7 elements
Defined:
locally within DeClear complexType in fpml-business-events-5-7.xsd; see XML source
tradeIdentifier (defined in EventIdentifier complexType)
Type:
TradeIdentifier
Content:
complex, 1 attribute, 5 elements
Defined:
locally within EventIdentifier complexType in fpml-msg-5-7.xsd; see XML source
tradeIdentifier (defined in TradeChangeBase complexType)
Type:
PartyTradeIdentifier
Content:
complex, 1 attribute, 7 elements
Defined:
locally within TradeChangeBase complexType in fpml-business-events-5-7.xsd; see XML source
tradeIdentifier (in publicExecutionReportRetracted)
Type:
PartyTradeIdentifier
Content:
complex, 1 attribute, 7 elements
Defined:
locally within PublicExecutionReportRetracted complexType in fpml-transparency-processes-5-7.xsd; see XML source
tradeIdentifierReference (defined in FxSwapLeg complexType)
A reference to a party trade ID.
Type:
PartyTradeIdentifierReference
Content:
empty, 1 attribute
Defined:
locally within FxSwapLeg complexType in fpml-fx-5-7.xsd; see XML source
tradeIdentifierReference (defined in StrategyComponentIdentification complexType)
A reference to a party trade ID.
Type:
PartyTradeIdentifierReference
Content:
empty, 1 attribute
Defined:
locally within StrategyComponentIdentification complexType in fpml-doc-5-7.xsd; see XML source
tradeInformation
Additional trade information that is shared by all parties.
Type:
TradeInformation
Content:
complex, 17 elements
Defined:
locally within TradeHeader complexType in fpml-doc-5-7.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.
Type:
PartyTradeIdentifiers
Content:
complex, 1 element
Defined:
locally within TradeOrTradeReference.model group in fpml-doc-5-7.xsd; see XML source
tranche (in basketReferenceInformation)
This element contains CDS tranche terms.
Type:
Tranche
Content:
complex, 2 elements
Defined:
locally within BasketReferenceInformation complexType in fpml-cd-5-7.xsd; see XML source
tranche (in indexReferenceInformation)
This element contains CDS tranche terms.
Type:
Tranche
Content:
complex, 2 elements
Defined:
locally within IndexReferenceInformation complexType in fpml-cd-5-7.xsd; see XML source
tranche (in loan)
The loan tranche that is subject to the derivative transaction.
Type:
UnderlyingAssetTranche
Content:
simple, 1 attribute
Defined:
locally within Loan complexType in fpml-asset-5-7.xsd; see XML source
tranche (in mortgage)
The mortgage obligation tranche that is subject to the derivative transaction.
Type:
xsd:token
Content:
simple
Defined:
locally within Mortgage complexType in fpml-asset-5-7.xsd; see XML source
transactionCharacteristic
Allows the relevant transaction level categories or characteristics to be recorded for end-user exception determination.
Type:
TransactionCharacteristic
Content:
simple, 1 attribute
Defined:
locally within EndUserExceptionDeclaration complexType in fpml-doc-5-7.xsd; see XML source
transfer
Specified the delivery conditions where the oil product is to be delivered by title transfer.
Type:
OilTransferDelivery
Content:
complex, 1 element
Defined:
locally within OilDelivery complexType in fpml-com-5-7.xsd; see XML source
treatedForecastRate
The value representing the forecast rate after applying rate treatment rules.
Type:
xsd:decimal
Content:
simple
Defined:
locally within RateObservation complexType in fpml-shared-5-7.xsd; see XML source
treatedRate
The observed rate after any required rate treatment is applied.
Type:
xsd:decimal
Content:
simple
Defined:
locally within RateObservation complexType in fpml-shared-5-7.xsd; see XML source
trigger (in barrier)
Type:
CommodityTrigger
Content:
complex, 5 elements
Defined:
locally within CommodityBarrier complexType in fpml-com-5-7.xsd; see XML source
trigger (in digital)
Type:
CommodityTrigger
Content:
complex, 5 elements
Defined:
locally within CommodityDigital complexType in fpml-com-5-7.xsd; see XML source
trigger (in fxDigitalOption)
Defines one or more conditions underwhich the option will payout if exercisable.
Type:
FxTrigger
Content:
complex, 1 element
Defined:
locally within FxDigitalOption complexType in fpml-fx-5-7.xsd; see XML source
triggerTimeType
The valuation time type of knock condition.
Type:
TriggerTimeTypeEnum
Content:
simple
Defined:
locally within Trigger complexType in fpml-option-shared-5-7.xsd; see XML source
triggerType (defined in CommodityTrigger complexType)
For barrier options: the specification of how an option will trigger or expire based on the position of the spot rate relative to the trigger level.
Type:
TriggerTypeEnum
Content:
simple
Defined:
locally within CommodityTrigger complexType in fpml-com-5-7.xsd; see XML source
triggerType (defined in Trigger complexType)
The Triggering condition.
Type:
TriggerTypeEnum
Content:
simple
Defined:
locally within Trigger complexType in fpml-option-shared-5-7.xsd; see XML source
type (defined in ContractualTermsSupplement complexType)
Identifies the form of applicable contractual supplement.
Type:
ContractualSupplement
Content:
simple, 1 attribute
Defined:
locally within ContractualTermsSupplement complexType in fpml-shared-5-7.xsd; see XML source
type (defined in RelatedParty complexType)
Additional definition refining the type of relationship.
Type:
PartyRoleType
Content:
simple, 1 attribute
Defined:
locally within RelatedParty complexType in fpml-shared-5-7.xsd; see XML source
type (defined in SpreadSchedule complexType)
Type:
SpreadScheduleType
Content:
simple, 1 attribute
Defined:
locally within SpreadSchedule complexType in fpml-shared-5-7.xsd; see XML source
type (in approval)
The type of approval (e.g.
Type:
ApprovalType
Content:
simple, 1 attribute
Defined:
locally within Approval complexType in fpml-doc-5-7.xsd; see XML source
type (in coal)
The type of coal product to be delivered by reference to a pre-defined specification.
Type:
CoalProductType
Content:
simple, 1 attribute
Defined:
locally within CoalProduct complexType in fpml-com-5-7.xsd; see XML source
type (in corporateAction)
Type:
CorporateActionType
Content:
simple, 1 attribute
Defined:
locally within CorporateActionEvent complexType in fpml-business-events-5-7.xsd; see XML source
type (in electricity)
The type of electricity product to be delivered.
Type:
ElectricityProductTypeEnum
Content:
simple
Defined:
locally within ElectricityProduct complexType in fpml-com-5-7.xsd; see XML source
type (in gas)
The type of gas to be delivered.
Type:
GasProductTypeEnum
Content:
simple
Defined:
locally within GasProduct complexType in fpml-com-5-7.xsd; see XML source
type (in oil)
The type of oil product to be delivered.
Type:
OilProductType
Content:
simple, 1 attribute
Defined:
locally within OilProduct complexType in fpml-com-5-7.xsd; see XML source
type (in telephone)
The type of telephone number (work, personal, mobile).
Type:
TelephoneTypeEnum
Content:
simple
Defined:
locally within TelephoneNumber complexType in fpml-shared-5-7.xsd; see XML source
type (in timestamp)
Type:
TimestampTypeScheme
Content:
simple, 1 attribute
Defined:
locally within TradeTimestamp complexType in fpml-doc-5-7.xsd; see XML source
unadjustedDate (defined in AdjustableDate.model group)
A date subject to adjustment.
Type:
IdentifiedDate
Content:
simple, 1 attribute
Defined:
locally within AdjustableDate.model group in fpml-shared-5-7.xsd; see XML source
unadjustedDate (defined in AdjustableDate2 complexType)
A date subject to adjustment.
Type:
IdentifiedDate
Content:
simple, 1 attribute
Defined:
locally within AdjustableDate2 complexType in fpml-shared-5-7.xsd; see XML source
unadjustedDate (defined in AdjustableDates complexType)
A date subject to adjustment.
Type:
IdentifiedDate
Content:
simple, 1 attribute
Defined:
locally within AdjustableDates complexType in fpml-shared-5-7.xsd; see XML source
unadjustedEndDate
Unadjusted inclusive dividend period end date.
Type:
IdentifiedDate
Content:
simple, 1 attribute
Defined:
locally within DividendPeriod complexType in fpml-eq-shared-5-7.xsd; see XML source
unadjustedFirstDate
The first date of a date range.
Type:
xsd:date
Content:
simple
Defined:
locally within DateRange complexType in fpml-shared-5-7.xsd; see XML source
unadjustedLastDate
The last date of a date range.
Type:
xsd:date
Content:
simple
Defined:
locally within DateRange complexType in fpml-shared-5-7.xsd; see XML source
unadjustedPrincipalExchangeDate
Type:
xsd:date
Content:
simple
Defined:
locally within PrincipalExchange complexType in fpml-ird-5-7.xsd; see XML source
unadjustedStartDate
Unadjusted inclusive dividend period start date.
Type:
IdentifiedDate
Content:
simple, 1 attribute
Defined:
locally within DividendPeriod complexType in fpml-eq-shared-5-7.xsd; see XML source
unadjustedVarianceCap
For use when varianceCap is applicable.
Type:
PositiveDecimal
Content:
simple
Defined:
locally within Variance complexType in fpml-eq-shared-5-7.xsd; see XML source
underlyer (defined in DirectionalLegUnderlyer complexType)
Specifies the underlyer of the leg.
Type:
Underlyer
Content:
complex, 2 elements
Defined:
locally within DirectionalLegUnderlyer complexType in fpml-eq-shared-5-7.xsd; see XML source
underlyer (defined in EquityDerivativeBase complexType)
Specifies the underlying component, which can be either one or many and consists in either equity, index or convertible bond component, or a combination of these.
Type:
Underlyer
Content:
complex, 2 elements
Defined:
locally within EquityDerivativeBase complexType in fpml-eqd-5-7.xsd; see XML source
underlyer (defined in GenericProduct complexType)
The set of underlyers to the trade that can be used in computing the trade's cashflows.
Type:
TradeUnderlyer2
Content:
complex, 1 attribute, 11 elements
Defined:
locally within GenericProduct complexType in fpml-generic-5-7.xsd; see XML source
underlyer (in returnLeg)
Specifies the underlying component of the leg, which can be either one or many and consists in either equity, index or convertible bond component, or a combination of these.
Type:
Underlyer
Content:
complex, 2 elements
Defined:
locally within ReturnSwapLegUnderlyer complexType in fpml-eq-shared-5-7.xsd; see XML source
underlyerCollateral
Collateral associated with this underlyer.
Type:
Collateral
Content:
complex, 1 element
Defined:
locally within BasketConstituent complexType in fpml-asset-5-7.xsd; see XML source
underlyerFinancing
Financing terms associated with this underlyer
Type:
UnderlyerInterestLeg
Content:
complex, 1 attribute, 5 elements
Defined:
locally within BasketConstituent complexType in fpml-asset-5-7.xsd; see XML source
underlyerLoanRate
Loan rate terms associated with this underlyer.
Type:
UnderlyerLoanRate
Content:
complex, 4 elements
Defined:
locally within BasketConstituent complexType in fpml-asset-5-7.xsd; see XML source
underlyerNotional
Specifies the notional (i.e. price * quantity) that is associated with each of the basket constituents.
Type:
Money
Content:
complex, 1 attribute, 2 elements
Defined:
locally within BasketConstituent complexType in fpml-asset-5-7.xsd; see XML source
underlyerPrice
Specifies the price that is associated with each of the basket constituents.
Type:
Price
Content:
complex, 9 elements
Defined:
locally within BasketConstituent complexType in fpml-asset-5-7.xsd; see XML source
underlyerReference (defined in DividendPeriod complexType)
Reference to the underlyer which is paying dividends.
Type:
AssetReference
Content:
empty, 1 attribute
Defined:
locally within DividendPeriod complexType in fpml-eq-shared-5-7.xsd; see XML source
underlyerReference (in passThroughItem)
Reference to the underlyer whose payments are being passed through.
Type:
AssetReference
Content:
empty, 1 attribute
Defined:
locally within PassThroughItem complexType in fpml-option-shared-5-7.xsd; see XML source
underlyerReference (in paymentFrequency defined in GenericProduct complexType)
Type:
UnderlyerReference
Content:
empty, 1 attribute
Defined:
locally within GenericFrequency complexType in fpml-generic-5-7.xsd; see XML source
underlyerReference (in resetFrequency defined in GenericProduct complexType)
Type:
UnderlyerReference
Content:
empty, 1 attribute
Defined:
locally within GenericResetFrequency complexType in fpml-generic-5-7.xsd; see XML source
underlyerSpread
Provides a link to the spread schedule used for this underlyer.
Type:
SpreadScheduleReference
Content:
empty, 1 attribute
Defined:
locally within BasketConstituent complexType in fpml-asset-5-7.xsd; see XML source
underlying (in notionalAmountBasket)
Indicates the role of the option buyer with regard to this underlyer.
Type:
CommodityBasketUnderlyingByPercentage
Content:
complex, 1 attribute, 5 elements
Defined:
locally within CommodityBasketByPercentage complexType in fpml-com-5-7.xsd; see XML source
underlying (in notionalQuantityBasket)
Indicates the role of the option buyer with regard to this underlyer.
Type:
CommodityBasketUnderlyingByNotional
Content:
complex, 1 attribute, 6 elements
Defined:
locally within CommodityBasketByNotional complexType in fpml-com-5-7.xsd; see XML source
underlyingAsset
Define the underlying asset, either a listed security or other instrument.
Type:
Asset
Content:
empty, 1 attribute
Abstract:
(may not be used directly in instance XML documents)
Subst.Gr:
may be substituted with 13 elements
Defined:
globally in fpml-asset-5-7.xsd; see XML source
Used:
at 16 locations
underlyingEquity
Specifies the equity in which the convertible bond can be converted.
Type:
EquityAsset
Content:
complex, 1 attribute, 8 elements
Defined:
locally within ConvertibleBond complexType in fpml-asset-5-7.xsd; see XML source
unit
Weather Index Unit derived from one of the following variable methods of determination: Cooling Degree Day (CDD), Heating Degree Day (HDD), Critical Precipitation Day (CPD) as defined in Section 11.15 of the 2005 ISDA Commodity Definitions and User Guide.
Type:
QuantityUnit
Content:
simple, 1 attribute
Defined:
locally within WeatherIndex complexType in fpml-com-5-7.xsd; see XML source
unitFirm
Indicates that the electricity is intended to be supplied from a generation asset which can optionally be specified.
Type:
ElectricityDeliveryUnitFirm
Content:
complex, 1 element
Defined:
locally within ElectricityDeliveryType complexType in fpml-com-5-7.xsd; see XML source
units (defined in CashflowNotional complexType)
The units in which an amount (not monetary) is denominated.
Type:
xsd:normalizedString
Content:
simple
Defined:
locally within CashflowNotional complexType in fpml-shared-5-7.xsd; see XML source
units (in strike defined in GenericOptionAttributes.model group)
The units in which an amount (not monetary) is denominated.
Type:
xsd:normalizedString
Content:
simple
Defined:
locally within GenericOptionStrike complexType in fpml-generic-5-7.xsd; see XML source
unknownReferenceObligation
Used to indicate that the Reference obligation associated with the Credit Default Swap is currently not known.
Type:
xsd:boolean
Content:
simple
Defined:
locally within ReferenceInformation complexType in fpml-cd-5-7.xsd; see XML source
upperBarrier
All observations above this price level will be excluded from the variance calculation.
Type:
NonNegativeDecimal
Content:
simple
Defined:
locally within BoundedVariance complexType in fpml-eq-shared-5-7.xsd; see XML source
upperStrike
Upper strike in a strike spread.
Type:
OptionStrike
Content:
complex, 3 elements
Defined:
locally within StrikeSpread complexType in fpml-option-shared-5-7.xsd; see XML source
upperStrikeNumberOfOptions
Number of options at the upper strike price in a strike spread.
Type:
PositiveDecimal
Content:
simple
Defined:
locally within StrikeSpread complexType in fpml-option-shared-5-7.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.
Type:
xsd:anyURI
Content:
simple
Defined:
locally within Resource complexType in fpml-shared-5-7.xsd; see XML source
validation
A list of validation sets the sender asserts the document is valid with respect to.
Type:
Validation
Content:
simple, 1 attribute
Defined:
locally within Validation.model group in fpml-doc-5-7.xsd; see XML source
validationRuleId
A reference identifying a rule within a validation scheme
Type:
Validation
Content:
simple, 1 attribute
Defined:
locally within Reason complexType in fpml-msg-5-7.xsd; see XML source
valuation
Valuation of the underlyer.
Type:
EquityValuation
Content:
complex, 1 attribute, 5 elements
Defined:
locally within DirectionalLegUnderlyerValuation complexType in fpml-eq-shared-5-7.xsd; see XML source
valuationDate (defined in EquityValuation complexType)
The term "Valuation Date" is assumed to have the meaning as defined in the ISDA 2002 Equity Derivatives Definitions.
Type:
AdjustableDateOrRelativeDateSequence
Content:
complex, 1 attribute, 2 elements
Defined:
locally within EquityValuation complexType in fpml-eq-shared-5-7.xsd; see XML source
valuationDate (defined in QuotationCharacteristics.model group)
When the quote was computed.
Type:
xsd:date
Content:
simple
Defined:
locally within QuotationCharacteristics.model group in fpml-asset-5-7.xsd; see XML source
valuationDates
Specifies the interim equity valuation dates of a swap.
Type:
AdjustableRelativeOrPeriodicDates
Content:
complex, 1 attribute, 4 elements
Defined:
locally within EquityValuation complexType in fpml-eq-shared-5-7.xsd; see XML source
valuationPriceFinal
Specifies the final valuation price of the underlyer.
Type:
ReturnLegValuationPrice
Content:
complex, 10 elements
Defined:
locally within ReturnLegValuation complexType in fpml-eq-shared-5-7.xsd; see XML source
valuationPriceInterim
Specifies the final valuation price of the underlyer.
Type:
ReturnLegValuationPrice
Content:
complex, 10 elements
Defined:
locally within ReturnLegValuation complexType in fpml-eq-shared-5-7.xsd; see XML source
valuationRules
Specifies valuation.
Type:
EquityValuation
Content:
complex, 1 attribute, 5 elements
Defined:
locally within ReturnLegValuationPrice complexType in fpml-eq-shared-5-7.xsd; see XML source
valuationTime
The specific time of day at which the calculation agent values the underlying.
Type:
BusinessCenterTime
Content:
complex, 2 elements
Defined:
locally within EquityValuation complexType in fpml-eq-shared-5-7.xsd; see XML source
valuationTimeType
The time of day at which the calculation agent values the underlying, for example the official closing time of the exchange.
Type:
TimeTypeEnum
Content:
simple
Defined:
locally within EquityValuation complexType in fpml-eq-shared-5-7.xsd; see XML source
value (defined in Quotation.model group)
The value of the the quotation.
Type:
xsd:decimal
Content:
simple
Defined:
locally within Quotation.model group in fpml-asset-5-7.xsd; see XML source
value (in quote defined in FxOptionPremium complexType)
The value of the premium quote.
Type:
xsd:decimal
Content:
simple
Defined:
locally within PremiumQuote complexType in fpml-fx-5-7.xsd; see XML source
value (in timestamp)
Type:
xsd:dateTime
Content:
simple
Defined:
locally within TradeTimestamp complexType in fpml-doc-5-7.xsd; see XML source
valueDate (defined in FutureValueAmount complexType)
Adjusted value date of the future value amount.
Type:
xsd:date
Content:
simple
Defined:
locally within FutureValueAmount complexType in fpml-shared-5-7.xsd; see XML source
valueDate (defined in FxCoreDetails.model group)
The date on which both currencies traded will settle.
Type:
xsd:date
Content:
simple
Defined:
locally within FxCoreDetails.model group in fpml-fx-5-7.xsd; see XML source
valueDate (defined in FxEuropeanExercise complexType)
The date on which both currencies traded will settle.
Type:
xsd:date
Content:
simple
Defined:
locally within FxEuropeanExercise complexType in fpml-fx-5-7.xsd; see XML source
valueDate (in commodityForward)
Specifies the value date of the Commodity Forward Transaction.
Type:
AdjustableOrRelativeDate
Content:
complex, 1 attribute, 2 elements
Defined:
locally within CommodityForward complexType in fpml-com-5-7.xsd; see XML source
variance
Specifies Variance.
Type:
Variance
Content:
complex, 13 elements
Defined:
locally within VarianceAmount complexType in fpml-variance-swaps-5-7.xsd; see XML source
varianceAmount
Variance amount, which is a cash multiplier.
Type:
NonNegativeMoney
Content:
complex, 1 attribute, 2 elements
Defined:
locally within Variance complexType in fpml-eq-shared-5-7.xsd; see XML source
varianceCap
If present and true, then variance cap is applicable.
Type:
xsd:boolean
Content:
simple
Defined:
locally within Variance complexType in fpml-eq-shared-5-7.xsd; see XML source
varianceLeg (in varianceSwapTransactionSupplement in varianceOptionTransactionSupplement)
Variance Leg.
Type:
VarianceLeg
Content:
complex, 1 attribute, 10 elements
Defined:
locally within LimitedVarianceSwapTransactionSupplement complexType in fpml-variance-swaps-5-7.xsd; see XML source
varianceLeg (in varianceSwapTransactionSupplement)
Variance Leg.
Type:
VarianceLeg
Content:
complex, 1 attribute, 10 elements
Defined:
locally within VarianceSwapTransactionSupplement complexType in fpml-variance-swaps-5-7.xsd; see XML source
varianceOptionTransactionSupplement
Specifies the structure of a variance option.
Type:
VarianceOptionTransactionSupplement
Content:
complex, 1 attribute, 13 elements
Subst.Gr:
may substitute for element product
Defined:
globally in fpml-variance-swaps-5-7.xsd; see XML source
Used:
never
varianceStrikePrice
Type:
NonNegativeDecimal
Content:
simple
Defined:
locally within Variance complexType in fpml-eq-shared-5-7.xsd; see XML source
varianceSwapTransactionSupplement
Specifies the structure of a variance swap transaction supplement.
Type:
VarianceSwapTransactionSupplement
Content:
complex, 1 attribute, 6 elements
Subst.Gr:
may substitute for element product
Defined:
globally in fpml-variance-swaps-5-7.xsd; see XML source
Used:
never
varianceSwapTransactionSupplement (in varianceOptionTransactionSupplement)
The variance swap details.
Type:
LimitedVarianceSwapTransactionSupplement
Content:
complex, 1 element
Defined:
locally within VarianceOptionTransactionSupplement complexType in fpml-variance-swaps-5-7.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.
Type:
Currency
Content:
simple, 1 attribute
Defined:
locally within FxLinkedNotionalSchedule complexType in fpml-ird-5-7.xsd; see XML source
vegaNotionalAmount
Vega Notional represents the approximate gain/loss at maturity for a 1% difference between RVol (realised vol) and KVol (strike vol).
Type:
xsd:decimal
Content:
simple
Defined:
locally within Variance complexType in fpml-eq-shared-5-7.xsd; see XML source
verificationMethod (in partyTradeInformation)
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.
Type:
VerificationMethod
Content:
simple, 1 attribute
Defined:
locally within PartyTradeInformation complexType in fpml-doc-5-7.xsd; see XML source
verificationMethod (in tradeInformation)
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.
Type:
VerificationMethod
Content:
simple, 1 attribute
Defined:
locally within TradeInformation complexType in fpml-doc-5-7.xsd; see XML source
verificationStatusAcknowledgement
Type:
Acknowledgement
Content:
complex, 3 attributes, 8 elements
Defined:
globally in fpml-msg-5-7.xsd; see XML source
Used:
never
verificationStatusException
Type:
Exception
Content:
complex, 3 attributes, 6 elements
Defined:
globally in fpml-msg-5-7.xsd; see XML source
Used:
never
verificationStatusNotification
Type:
VerificationStatusNotification
Content:
complex, 3 attributes, 10 elements
Defined:
globally in fpml-msg-5-7.xsd; see XML source
Used:
never
version (defined in VersionHistory.model group)
The version number
Type:
xsd:nonNegativeInteger
Content:
simple
Defined:
locally within VersionHistory.model group in fpml-shared-5-7.xsd; see XML source
version (in implementationSpecification)
Type:
ImplementationSpecificationVersion
Content:
simple, 1 attribute
Defined:
locally within ImplementationSpecification complexType in fpml-msg-5-7.xsd; see XML source
versionedTradeId
A trade identifier accompanied by a version number.
Type:
VersionedTradeId
Content:
complex, 3 elements
Defined:
locally within TradeIdentifier complexType in fpml-doc-5-7.xsd; see XML source
vintage
Applies to U.S.
Type:
xsd:gYear
Content:
simple
Defined:
locally within EnvironmentalProduct complexType in fpml-com-5-7.xsd; see XML source
volatilityStrikePrice
Type:
NonNegativeDecimal
Content:
simple
Defined:
locally within Variance complexType in fpml-eq-shared-5-7.xsd; see XML source
weatherCalculationPeriods
Type:
WeatherCalculationPeriods
Content:
complex, 1 attribute, 1 element
Defined:
locally within WeatherCalculationPeriod.model group in fpml-com-5-7.xsd; see XML source
weatherIndexData (in commodityOption)
Specifies where the data (e.g.
Type:
WeatherIndexData
Content:
complex, 1 element
Defined:
locally within CommodityWeatherOption.model group in fpml-com-5-7.xsd; see XML source
weatherIndexData (in weatherLeg)
Specifies where the data (e.g.
Type:
WeatherIndexData
Content:
complex, 1 element
Defined:
locally within WeatherLeg complexType in fpml-com-5-7.xsd; see XML source
weatherIndexLevel
Defining the Weather Index Level or Weather Index Strike Level.
Type:
WeatherIndex
Content:
complex, 1 attribute, 2 elements
Defined:
locally within WeatherLeg complexType in fpml-com-5-7.xsd; see XML source
weatherIndexStrikeLevel
Weather Index strike price level is specified in terms of weather index units (e.g. 1 Days, 3 Inches, etc.)
Type:
WeatherIndex
Content:
complex, 1 attribute, 2 elements
Defined:
locally within CommodityWeatherOption.model group in fpml-com-5-7.xsd; see XML source
weatherLeg
A weather leg element of a Commodity Swap defines Weather Index Swap transactions.
Type:
WeatherLeg
Content:
complex, 1 attribute, 5 elements
Defined:
locally within CommoditySwapDetails.model group in fpml-com-5-7.xsd; see XML source
weatherNotionalAmount (in commodityOption)
Type:
NonNegativeMoney
Content:
complex, 1 attribute, 2 elements
Defined:
locally within CommodityWeatherOption.model group in fpml-com-5-7.xsd; see XML source
weatherNotionalAmount (in weatherLeg)
Defines the price per weather index unit.
Type:
NonNegativeMoney
Content:
complex, 1 attribute, 2 elements
Defined:
locally within WeatherLeg complexType in fpml-com-5-7.xsd; see XML source
withdrawalPoint
The location at which the transfer of the title to the commodity takes place.
Type:
CommodityDeliveryPoint
Content:
simple, 1 attribute
Defined:
locally within OilPipelineDelivery complexType in fpml-com-5-7.xsd; see XML source
worldscaleRate
For a WET Voyager Charter Commodity Swap, the number of Worldscale Points for purposes of the calculation of a Fixed Amount.
Type:
xsd:decimal
Content:
simple
Defined:
locally within CommodityFixedPrice.model group in fpml-com-5-7.xsd; see XML source
Complex Type Summary
AbstractEvent
Abstract base type for all events.
Content:
complex, 1 element
Abstract:
(cannot be assigned directly to elements used in instance XML documents)
Defined:
globally in fpml-business-events-5-7.xsd; see XML source
Includes:
definition of 1 element
Used:
at 5 locations
Account
A generic account that represents any party's account at another party.
Content:
complex, 1 attribute, 5 elements
Defined:
globally in fpml-shared-5-7.xsd; see XML source
Includes:
definitions of 1 attribute, 5 elements
Used:
at 1 location
AccountId
The data type used for account identifiers.
Content:
simple, 1 attribute
Defined:
globally in fpml-shared-5-7.xsd; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
AccountName
The data type used for the name of the account.
Content:
simple, 1 attribute
Defined:
globally in fpml-shared-5-7.xsd; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
AccountReference
Reference to an account.
Content:
empty, 1 attribute
Defined:
globally in fpml-shared-5-7.xsd; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
AccountType
The data type used for account type.
Content:
simple, 1 attribute
Defined:
globally in fpml-shared-5-7.xsd; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
Acknowledgement
Content:
complex, 3 attributes, 8 elements
Defined:
globally in fpml-msg-5-7.xsd; see XML source
Includes:
definition of 1 element
Used:
at 3 locations
ActualPrice
Content:
complex, 3 elements
Defined:
globally in fpml-asset-5-7.xsd; see XML source
Includes:
definitions of 3 elements
Used:
at 2 locations
AdditionalData
Provides extra information not represented in the model that may be useful in processing the message i.e. diagnosing the reason for failure.
Content:
complex, 5 elements
Defined:
globally in fpml-msg-5-7.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.
Content:
complex, 1 element
Abstract:
(cannot be assigned directly to elements used in instance XML documents)
Defined:
globally in fpml-business-events-5-7.xsd; see XML source
Used:
at 1 location
AdditionalPaymentAmount
Specifies the amount of the fee along with, when applicable, the formula that supports its determination.
Content:
complex, 2 elements
Defined:
globally in fpml-eq-shared-5-7.xsd; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
Address
A type that represents a physical postal address.
Content:
complex, 5 elements
Defined:
globally in fpml-shared-5-7.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.
Content:
complex, 1 attribute, 1 element
Defined:
globally in fpml-shared-5-7.xsd; see XML source
Includes:
definition of 1 attribute
Used:
at 9 locations
AdjustableDate2
A type that is different from AdjustableDate in two regards.
Content:
complex, 1 attribute, 1 element
Defined:
globally in fpml-shared-5-7.xsd; see XML source
Includes:
definitions of 1 attribute, 1 element
Used:
at 6 locations
AdjustableDateOrRelativeDateSequence
A type describing a date defined as subject to adjustment or defined in reference to another date through one or several date offsets.
Content:
complex, 1 attribute, 2 elements
Defined:
globally in fpml-eq-shared-5-7.xsd; see XML source
Includes:
definitions of 1 attribute, 2 elements
Used:
at 1 location
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.
Content:
complex, 1 attribute, 1 element
Defined:
globally in fpml-shared-5-7.xsd; see XML source
Includes:
definitions of 1 attribute, 1 element
Used:
at 4 locations
AdjustableDatesOrRelativeDateOffset
A type for defining a series of dates, either as a list of adjustable dates, or a as a repeating sequence from a base date
Content:
complex, 2 elements
Defined:
globally in fpml-shared-5-7.xsd; see XML source
Includes:
definitions of 2 elements
Used:
at 2 locations
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.
Content:
complex, 1 attribute, 2 elements
Defined:
globally in fpml-shared-5-7.xsd; see XML source
Includes:
definitions of 1 attribute, 2 elements
Used:
at 42 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.
Content:
complex, 1 attribute, 2 elements
Defined:
globally in fpml-shared-5-7.xsd; see XML source
Includes:
definitions of 1 attribute, 2 elements
Used:
at 6 locations
AdjustableRelativeOrPeriodicDates
Content:
complex, 1 attribute, 4 elements
Defined:
globally in fpml-shared-5-7.xsd; see XML source
Includes:
definitions of 1 attribute, 4 elements
Used:
at 3 locations
AdjustableRelativeOrPeriodicDates2
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, or as a set of factors to specify periodic occurences.
Content:
complex, 1 attribute, 2 elements
Defined:
globally in fpml-shared-5-7.xsd; see XML source
Includes:
definitions of 1 attribute, 2 elements
Used:
at 2 locations
AffectedTransactions
Content:
complex, 2 elements
Defined:
globally in fpml-credit-event-notification-5-7.xsd; see XML source
Used:
at 1 location
Allocation
Content:
complex, 9 elements
Defined:
globally in fpml-doc-5-7.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.
Content:
simple, 1 attribute
Defined:
globally in fpml-doc-5-7.xsd; see XML source
Includes:
definition of 1 attribute
Used:
at 2 locations
Allocations
Content:
complex, 1 element
Defined:
globally in fpml-doc-5-7.xsd; see XML source
Includes:
definition of 1 element
Used:
never
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.
Content:
complex, 1 attribute, 8 elements
Defined:
globally in fpml-shared-5-7.xsd; see XML source
Includes:
definitions of 8 elements
Used:
at 1 location
AmountReference
Specifies a reference to a monetary amount.
Content:
empty, 1 attribute
Defined:
globally in fpml-shared-5-7.xsd; see XML source
Includes:
definition of 1 attribute
Used:
at 4 locations
AmountSchedule
A type defining a currency amount or a currency amount schedule.
Content:
complex, 1 attribute, 2 elements
Defined:
globally in fpml-shared-5-7.xsd; see XML source
Includes:
definition of 1 element
Used:
at 2 locations
AnyAssetReference
A reference to an asset, e.g. a portfolio, trade, or reference instrument..
Content:
empty, 1 attribute
Defined:
globally in fpml-asset-5-7.xsd; see XML source
Includes:
definition of 1 attribute
Used:
never
Approval
A specific approval state in the workflow.
Content:
complex, 6 elements
Defined:
globally in fpml-doc-5-7.xsd; see XML source
Includes:
definitions of 6 elements
Used:
at 1 location
ApprovalId
An approval identifier allocated by a party.
Content:
simple, 2 attributes
Defined:
globally in fpml-doc-5-7.xsd; see XML source
Includes:
definitions of 2 attributes
Used:
at 1 location
Approvals
Content:
complex, 1 element
Defined:
globally in fpml-doc-5-7.xsd; see XML source
Includes:
definition of 1 element
Used:
at 1 location
ApprovalType
A type that qualifies the type of approval.
Content:
simple, 1 attribute
Defined:
globally in fpml-doc-5-7.xsd; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
Asset
Abstract base class for all underlying assets.
Content:
empty, 1 attribute
Abstract:
(cannot be assigned directly to elements used in instance XML documents)
Defined:
globally in fpml-asset-5-7.xsd; see XML source
Includes:
definition of 1 attribute
Used:
at 4 locations
AssetClass
Content:
simple, 1 attribute
Defined:
globally in fpml-shared-5-7.xsd; see XML source
Includes:
definition of 1 attribute
Used:
at 3 locations
AssetMeasureType
A scheme identifying the types of measures that can be used to describe an asset.
Content:
simple, 1 attribute
Defined:
globally in fpml-asset-5-7.xsd; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
AssetPool
Characterise the asset pool behind an asset backed bond.
Content:
complex, 4 elements
Defined:
globally in fpml-asset-5-7.xsd; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
AssetReference
Reference to an underlying asset.
Content:
empty, 1 attribute
Defined:
globally in fpml-asset-5-7.xsd; see XML source
Includes:
definition of 1 attribute
Used:
at 2 locations
AutomaticExercise
A type to define automatic exercise of a swaption.
Content:
empty
Defined:
globally in fpml-shared-5-7.xsd; see XML source
Used:
never
AverageDailyTradingVolumeLimit
To indicate the limitation percentage and limitation period.
Content:
complex, 2 elements
Defined:
globally in fpml-shared-5-7.xsd; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
AveragePriceLeg
The average price leg of an average price commodity bullion or non-precious metal forward transaction.
Content:
complex, 1 attribute, 3 elements
Defined:
globally in fpml-com-5-7.xsd; see XML source
Includes:
definitions of 3 elements
Used:
at 1 location
BankruptcyEvent
Content:
empty
Defined:
globally in fpml-credit-event-notification-5-7.xsd; see XML source
Used:
at 1 location
BasicQuotation
Some kind of numerical measure about an asset, eg. its NPV, together with characteristics of that measure.
Content:
complex, 1 attribute, 15 elements
Defined:
globally in fpml-asset-5-7.xsd; see XML source
Includes:
definition of 1 attribute
Used:
at 3 locations
Basket
A type describing the underlyer features of a basket swap.
Content:
complex, 1 attribute, 7 elements
Defined:
globally in fpml-asset-5-7.xsd; see XML source
Includes:
definitions of 5 elements
Used:
at 2 locations
BasketChangeEvent
A structure indicating that the basket underlyer of the trade has changed due to client trading activity
Content:
complex, 1 element
Defined:
globally in fpml-business-events-5-7.xsd; see XML source
Used:
at 1 location
BasketConstituent
A type describing each of the constituents of a basket.
Content:
complex, 1 attribute, 9 elements
Defined:
globally in fpml-asset-5-7.xsd; see XML source
Includes:
definitions of 1 attribute, 8 elements
Used:
at 1 location
BasketId
Content:
simple, 1 attribute
Defined:
globally in fpml-asset-5-7.xsd; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
BasketName
Content:
simple, 1 attribute
Defined:
globally in fpml-asset-5-7.xsd; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
BasketReferenceInformation
CDS Basket Reference Information
Content:
complex, 6 elements
Defined:
globally in fpml-cd-5-7.xsd; see XML source
Includes:
definitions of 4 elements
Used:
at 1 location
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.
Content:
complex, 1 attribute, 7 elements
Defined:
globally in fpml-shared-5-7.xsd; see XML source
Includes:
definitions of 7 elements
Used:
at 1 location
Bond
An exchange traded bond.
Content:
complex, 1 attribute, 15 elements
Defined:
globally in fpml-asset-5-7.xsd; see XML source
Includes:
definitions of 2 elements
Used:
at 2 locations
BondOption
A Bond Option
Content:
complex, 1 attribute, 18 elements
Defined:
globally in fpml-bond-option-5-7.xsd; see XML source
Includes:
definition of 1 element
Used:
at 1 location
BondOptionStrike
A complex type to specify the strike of a bond or convertible bond option.
Content:
complex, 2 elements
Defined:
globally in fpml-bond-option-5-7.xsd; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
BoundedCorrelation
A type describing correlation bounds, which form a cap and a floor on the realized correlation.
Content:
complex, 2 elements
Defined:
globally in fpml-eq-shared-5-7.xsd; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
BoundedVariance
A type describing variance bounds, which are used to exclude money price values outside of the specified range In a Up Conditional Swap Underlyer price must be equal to or higher than Lower Barrier In a Down Conditional Swap Underlyer price must be equal to or lower than Upper Barrier In a Corridor Conditional Swap Underlyer price must be equal to or higher than Lower Barrier and must be equal to or lower than Upper Barrier.
Content:
complex, 4 elements
Defined:
globally in fpml-eq-shared-5-7.xsd; see XML source
Includes:
definitions of 4 elements
Used:
at 1 location
BrokerConfirmation
Identifies the market sector in which the trade has been arranged.
Content:
complex, 1 element
Defined:
globally in fpml-shared-5-7.xsd; see XML source
Includes:
definition of 1 element
Used:
never
BrokerConfirmationType
Identifies the market sector in which the trade has been arranged.
Content:
simple, 1 attribute
Defined:
globally in fpml-shared-5-7.xsd; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
BullionDeliveryLocation
A scheme defining where bullion is to be delivered for a Bullion Transaction.
Content:
simple, 1 attribute
Defined:
globally in fpml-com-5-7.xsd; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
BullionPhysicalLeg
Physically settled leg of a physically settled Bullion Transaction.
Content:
complex, 1 attribute, 4 elements
Defined:
globally in fpml-com-5-7.xsd; see XML source
Includes:
definitions of 3 elements
Used:
at 1 location
BusinessCenter
A code identifying a business day calendar location.
Content:
simple, 2 attributes
Defined:
globally in fpml-shared-5-7.xsd; see XML source
Includes:
definitions of 2 attributes
Used:
at 5 locations
BusinessCenters
A type for defining business day calendar used in determining whether a day is a business day or not.
Content:
complex, 1 attribute, 1 element
Defined:
globally in fpml-shared-5-7.xsd; see XML source
Includes:
definitions of 1 attribute, 1 element
Used:
at 2 locations
BusinessCentersReference
A pointer style reference to a set of business day calendar defined elsewhere in the document.
Content:
empty, 1 attribute
Defined:
globally in fpml-shared-5-7.xsd; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
BusinessCenterTime
A type for defining a time with respect to a business day calendar location.
Content:
complex, 2 elements
Defined:
globally in fpml-shared-5-7.xsd; see XML source
Includes:
definitions of 2 elements
Used:
at 14 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.
Content:
complex, 5 elements
Defined:
globally in fpml-shared-5-7.xsd; see XML source
Includes:
definition of 1 element
Used:
never
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.
Content:
complex, 1 attribute, 3 elements
Defined:
globally in fpml-shared-5-7.xsd; see XML source
Includes:
definitions of 1 attribute, 1 element
Used:
at 2 locations
BusinessDayAdjustmentsReference
Reference to a business day adjustments structure.
Content:
empty, 1 attribute
Defined:
globally in fpml-shared-5-7.xsd; see XML source
Includes:
definition of 1 attribute
Used:
never
BusinessEventIdentifier
A type defining an event identifier issued by the indicated party.
Content:
complex, 1 attribute, 2 elements
Defined:
globally in fpml-business-events-5-7.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.
Content:
simple, 1 attribute
Defined:
globally in fpml-msg-5-7.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.
Content:
complex, 1 attribute, 4 elements
Defined:
globally in fpml-shared-5-7.xsd; see XML source
Includes:
definitions of 1 attribute, 4 elements
Used:
at 1 location
BusinessUnitReference
Reference to an organizational unit.
Content:
empty, 1 attribute
Defined:
globally in fpml-shared-5-7.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.
Content:
simple, 1 attribute
Defined:
globally in fpml-shared-5-7.xsd; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
CalculatedAmount
An abstract base class for all calculated money amounts, which are in the currency of the cash multiplier of the calculation.
Content:
complex, 2 elements
Abstract:
(cannot be assigned directly to elements used in instance XML documents)
Defined:
globally in fpml-eq-shared-5-7.xsd; see XML source
Includes:
definitions of 2 elements
Used:
at 2 locations
Calculation
A type definining the parameters used in the calculation of fixed or floating calculation period amounts.
Content:
complex, 5 elements
Defined:
globally in fpml-ird-5-7.xsd; see XML source
Includes:
definitions of 5 elements
Used:
at 1 location
CalculationAgent
A type defining the ISDA calculation agent responsible for performing duties as defined in the applicable product definitions.
Content:
complex, 2 elements
Defined:
globally in fpml-shared-5-7.xsd; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
CalculationAmount
Content:
complex, 1 attribute, 3 elements
Defined:
globally in fpml-cd-5-7.xsd; see XML source
Includes:
definition of 1 element
Used:
never
CalculationFromObservation
Abstract base class for all calculation from observed values.
Content:
complex, 5 elements
Abstract:
(cannot be assigned directly to elements used in instance XML documents)
Defined:
globally in fpml-eq-shared-5-7.xsd; see XML source
Includes:
definitions of 5 elements
Used:
at 2 locations
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.
Content:
complex, 2 elements
Defined:
globally in fpml-ird-5-7.xsd; see XML source
Includes:
definitions of 2 elements
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.
Content:
complex, 1 attribute, 2 elements
Defined:
globally in fpml-ird-5-7.xsd; see XML source
Includes:
definitions of 1 attribute, 2 elements
Used:
at 1 location
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.
Content:
complex, 1 attribute, 3 elements
Defined:
globally in fpml-shared-5-7.xsd; see XML source
Includes:
definition of 1 element
Used:
at 1 location
CancelableProvision
A type defining the right of a party to cancel a swap transaction on the specified exercise dates.
Content:
complex, 2 elements
Defined:
globally in fpml-ird-5-7.xsd; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
CapFloor
A type defining an interest rate cap, floor, or cap/floor strategy (e.g. collar) product.
Content:
complex, 1 attribute, 9 elements
Defined:
globally in fpml-ird-5-7.xsd; see XML source
Includes:
definitions of 4 elements
Used:
at 1 location
Cash
Content:
complex, 1 attribute, 3 elements
Defined:
globally in fpml-asset-5-7.xsd; see XML source
Includes:
definitions of 3 elements
Used:
at 1 location
CashflowNotional
The notional/principal value/quantity/volume used to compute the cashflow.
Content:
complex, 1 attribute, 3 elements
Defined:
globally in fpml-shared-5-7.xsd; see XML source
Includes:
definitions of 1 attribute, 3 elements
Used:
at 2 locations
CashflowType
A coding scheme used to describe the type or purpose of a cash flow or cash flow component.
Content:
simple, 1 attribute
Defined:
globally in fpml-shared-5-7.xsd; see XML source
Includes:
definition of 1 attribute
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.
Content:
complex, 1 attribute, 1 element
Defined:
globally in fpml-shared-5-7.xsd; see XML source
Includes:
definitions of 1 attribute, 1 element
Used:
at 1 location
ChangeEvent
Abstract base type for non-negotiated trade change descriptions
Content:
complex, 1 element
Abstract:
(cannot be assigned directly to elements used in instance XML documents)
Defined:
globally in fpml-business-events-5-7.xsd; see XML source
Used:
at 4 locations
ClassifiedPayment
A classified non negative payment.
Content:
complex, 1 attribute, 2 elements
Defined:
globally in fpml-option-shared-5-7.xsd; see XML source
Includes:
definition of 1 element
Used:
at 1 location
ClearanceSystem
Unless otherwise specified, the principal clearance system customarily used for settling trades in the relevant underlying.
Content:
simple, 1 attribute
Defined:
globally in fpml-shared-5-7.xsd; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
ClearingInstructions
Content:
complex, 2 elements
Defined:
globally in fpml-business-events-5-7.xsd; see XML source
Includes:
definitions of 2 elements
Used:
never
ClearingStatusValue
The current status value of a clearing request.
Content:
simple, 1 attribute
Defined:
globally in fpml-doc-5-7.xsd; see XML source
Includes:
definition of 1 attribute
Used:
at 2 locations
CoalDelivery
The physical delivery conditions for coal.
Content:
complex, 3 elements
Defined:
globally in fpml-com-5-7.xsd; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
CoalDeliveryPoint
A scheme identifying the types of the Delivery Point for a physically settled coal trade.
Content:
simple, 1 attribute
Defined:
globally in fpml-com-5-7.xsd; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
CoalPhysicalLeg
Physically settled leg of a physically settled coal transaction.
Content:
complex, 1 attribute, 3 elements
Defined:
globally in fpml-com-5-7.xsd; see XML source
Includes:
definitions of 3 elements
Used:
at 1 location
CoalProduct
A type defining the characteristics of the coal being traded in a physically settled gas transaction.
Content:
complex, 2 elements
Defined:
globally in fpml-com-5-7.xsd; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
CoalProductSource
A scheme identifying the sources of coal for a physically settled coal trade.
Content:
simple, 1 attribute
Defined:
globally in fpml-com-5-7.xsd; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
CoalProductType
A scheme identifying the types of coal for a physically settled coal trade.
Content:
simple, 1 attribute
Defined:
globally in fpml-com-5-7.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.
Content:
complex, 1 element
Defined:
globally in fpml-shared-5-7.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.
Content:
simple, 1 attribute
Defined:
globally in fpml-doc-5-7.xsd; see XML source
Includes:
definition of 1 attribute
Used:
at 2 locations
Commission
A type describing the commission that will be charged for each of the hedge transactions.
Content:
complex, 5 elements
Defined:
globally in fpml-asset-5-7.xsd; see XML source
Includes:
definitions of 5 elements
Used:
at 1 location
Commodity
A type describing a commodity underlying asset.
Content:
complex, 1 attribute, 6 elements
Defined:
globally in fpml-asset-5-7.xsd; see XML source
Used:
at 5 locations
CommodityAmericanExercise
A type for defining exercise procedures associated with an American style exercise of a commodity option.
Content:
complex, 1 attribute, 2 elements
Defined:
globally in fpml-com-5-7.xsd; see XML source
Includes:
definitions of 2 elements
Used:
at 3 locations
CommodityBarrier
The specification of how a barrier option will trigger (that is, knock-in or knock-out) or expire based on the position of the spot rate relative to trigger level.
Content:
complex, 3 elements
Defined:
globally in fpml-com-5-7.xsd; see XML source
Includes:
definitions of 3 elements
Used:
at 1 location
CommodityBase
Content:
simple, 1 attribute
Defined:
globally in fpml-asset-5-7.xsd; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
CommodityBasketBase
Abstract base class for all underlying assets.
Content:
empty, 1 attribute
Abstract:
(cannot be assigned directly to elements used in instance XML documents)
Defined:
globally in fpml-com-5-7.xsd; see XML source
Includes:
definition of 1 attribute
Used:
at 2 locations
CommodityBasketByNotional
Content:
complex, 1 attribute, 1 element
Defined:
globally in fpml-com-5-7.xsd; see XML source
Includes:
definition of 1 element
Used:
at 1 location
CommodityBasketByPercentage
Content:
complex, 1 attribute, 2 elements
Defined:
globally in fpml-com-5-7.xsd; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
CommodityBasketOption
Content:
complex, 1 attribute, 18 elements
Defined:
globally in fpml-com-5-7.xsd; see XML source
Includes:
definitions of 5 elements
Used:
at 1 location
CommodityBasketUnderlyingBase
Content:
complex, 1 attribute, 4 elements
Defined:
globally in fpml-com-5-7.xsd; see XML source
Includes:
definitions of 1 attribute, 4 elements
Used:
at 2 locations
CommodityBasketUnderlyingByNotional
Content:
complex, 1 attribute, 6 elements
Defined:
globally in fpml-com-5-7.xsd; see XML source
Used:
at 1 location
CommodityBasketUnderlyingByPercentage
Content:
complex, 1 attribute, 5 elements
Defined:
globally in fpml-com-5-7.xsd; see XML source
Includes:
definition of 1 element
Used:
at 1 location
CommodityBusinessCalendar
Defines a commodity business day calendar.
Content:
simple, 1 attribute
Defined:
globally in fpml-asset-5-7.xsd; see XML source
Includes:
definition of 1 attribute
Used:
never
CommodityCalculationPeriodsSchedule
A parametric representation of the Calculation Periods for on Asian option or a leg of a swap.
Content:
complex, 1 attribute, 3 elements
Defined:
globally in fpml-com-5-7.xsd; see XML source
Includes:
definition of 1 element
Used:
at 4 locations
CommodityDeliveryPeriods
The different options for specifying the Delivery Periods of a physical leg.
Content:
complex, 1 attribute, 1 element
Defined:
globally in fpml-com-5-7.xsd; see XML source
Includes:
definitions of 1 attribute, 1 element
Used:
at 1 location
CommodityDeliveryPoint
A scheme identifying the types of the Delivery Point for a physically settled commodity trade.
Content:
simple, 1 attribute
Defined:
globally in fpml-com-5-7.xsd; see XML source
Includes:
definition of 1 attribute
Used:
at 5 locations
CommodityDeliveryRisk
A scheme identifying how the parties to the trade aportion responsibility for the delivery of the commodity product (for example Free On Board, Cost, Insurance, Freight)
Content:
simple, 1 attribute
Defined:
globally in fpml-com-5-7.xsd; see XML source
Includes:
definition of 1 attribute
Used:
at 3 locations
CommodityDigital
Defined the conditions under which the digital option can triggers and, if triggered, what payment results.
Content:
complex, 2 elements
Defined:
globally in fpml-com-5-7.xsd; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
CommodityDigitalExercise
The parameters for defining how the commodity digital option can be exercised.
Content:
complex, 2 elements
Defined:
globally in fpml-com-5-7.xsd; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
CommodityDigitalOption
Defines the digital commodity option product type.
Content:
complex, 1 attribute, 20 elements
Defined:
globally in fpml-com-5-7.xsd; see XML source
Includes:
definitions of 7 elements
Used:
at 1 location
CommodityEuropeanExercise
A type for defining exercise procedures associated with a European style exercise of a commodity option.
Content:
complex, 1 attribute, 2 elements
Defined:
globally in fpml-com-5-7.xsd; see XML source
Includes:
definitions of 2 elements
Used:
at 3 locations
CommodityExercise
The parameters for defining how the commodity option can be exercised, how it is priced and how it is settled.
Content:
complex, 3 elements
Defined:
globally in fpml-com-5-7.xsd; see XML source
Includes:
definitions of 3 elements
Used:
at 2 locations
CommodityExerciseBasket
The parameters for defining how the commodity option can be exercised, how it is priced and how it is settled.
Content:
complex, 3 elements
Defined:
globally in fpml-com-5-7.xsd; see XML source
Includes:
definitions of 3 elements
Used:
at 1 location
CommodityExercisePeriods
Content:
complex, 2 elements
Defined:
globally in fpml-com-5-7.xsd; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
CommodityForward
Commodity Forward
Content:
complex, 1 attribute, 9 elements
Defined:
globally in fpml-com-5-7.xsd; see XML source
Includes:
definitions of 4 elements
Used:
at 1 location
CommodityForwardLeg
Abstract base class for all commodity forward legs
Content:
empty, 1 attribute
Abstract:
(cannot be assigned directly to elements used in instance XML documents)
Defined:
globally in fpml-com-5-7.xsd; see XML source
Used:
at 2 locations
CommodityFrequencyType
Frequency Type for use in Pricing Date specifications.
Content:
simple, 1 attribute
Defined:
globally in fpml-com-5-7.xsd; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
CommodityHub
A type defining a hub or other reference for a physically settled commodity trade.
Content:
complex, 2 elements
Defined:
globally in fpml-com-5-7.xsd; see XML source
Includes:
definition of 1 element
Used:
at 2 locations
CommodityHubCode
A scheme identifying the code for a hub or other reference for a physically settled commodity trade.
Content:
simple, 1 attribute
Defined:
globally in fpml-com-5-7.xsd; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
CommodityInformationProvider
The publication in which the rate, price, index or factor is to be found.
Content:
simple, 1 attribute
Defined:
globally in fpml-asset-5-7.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).
Content:
complex, 3 elements
Defined:
globally in fpml-asset-5-7.xsd; see XML source
Includes:
definitions of 3 elements
Used:
never
CommodityMetalGrade
Content:
simple, 1 attribute
Defined:
globally in fpml-com-5-7.xsd; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
CommodityMultipleExercise
A type for defining the multiple exercise provisions of an American style commodity option.
Content:
complex, 2 elements
Defined:
globally in fpml-com-5-7.xsd; see XML source
Includes:
definitions of 2 elements
Used:
never
CommodityNotionalQuantity
Commodity Notional.
Content:
complex, 1 attribute, 1 element
Defined:
globally in fpml-com-5-7.xsd; see XML source
Includes:
definitions of 1 attribute, 1 element
Used:
at 4 locations
CommodityOption
Defines a commodity option product type.
Content:
complex, 1 attribute, 28 elements
Defined:
globally in fpml-com-5-7.xsd; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
CommodityPayRelativeToEvent
A scheme identifying the physical event relative to which payment occurs.
Content:
simple, 1 attribute
Defined:
globally in fpml-com-5-7.xsd; see XML source
Includes:
definition of 1 attribute
Used:
never
CommodityPhysicalAmericanExercise
The parameters for defining the expiration date(s) and time(s) for an American style option.
Content:
complex, 1 attribute, 2 elements
Defined:
globally in fpml-com-5-7.xsd; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
CommodityPhysicalEuropeanExercise
The parameters for defining the expiration date(s) and time(s) for a European style option.
Content:
complex, 1 attribute, 1 element
Defined:
globally in fpml-com-5-7.xsd; see XML source
Includes:
definition of 1 element
Used:
at 1 location
CommodityPhysicalExercise
The parameters for defining how the physically-settled commodity option can be exercised and how it is settled.
Content:
complex, 2 elements
Defined:
globally in fpml-com-5-7.xsd; see XML source
Includes:
definitions of 2 elements
Used:
at 2 locations
CommodityPhysicalQuantity
A type defining the physical quantity of the commodity to be delivered.
Content:
complex, 1 attribute, 1 element
Defined:
globally in fpml-com-5-7.xsd; see XML source
Used:
at 2 locations
CommodityPhysicalQuantityBase
An abstract base class for physical quantity types.
Content:
empty, 1 attribute
Abstract:
(cannot be assigned directly to elements used in instance XML documents)
Defined:
globally in fpml-com-5-7.xsd; see XML source
Includes:
definition of 1 attribute
Used:
at 3 locations
CommodityPipeline
The pipeline through which the physical commodity will be delivered.
Content:
simple, 1 attribute
Defined:
globally in fpml-com-5-7.xsd; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
CommodityPipelineCycle
The pipeline cycle during which the physical commodity will be delivered.
Content:
simple, 1 attribute
Defined:
globally in fpml-com-5-7.xsd; see XML source
Includes:
definition of 1 attribute
Used:
never
CommodityPremium
The commodity option premium payable by the buyer to the seller.
Content:
complex, 1 attribute, 2 elements
Defined:
globally in fpml-com-5-7.xsd; see XML source
Includes:
definition of 1 element
Used:
at 4 locations
CommodityPricingDates
The dates on which prices are observed for the underlyer.
Content:
complex, 1 attribute, 5 elements
Defined:
globally in fpml-com-5-7.xsd; see XML source
Includes:
definitions of 1 attribute, 1 element
Used:
at 3 locations
CommodityProductGrade
A scheme identifying the grade of physical commodity product to be delivered.
Content:
simple, 1 attribute
Defined:
globally in fpml-com-5-7.xsd; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
CommodityQuantityFrequency
A type for defining the frequency at which the Notional Quantity is deemed to apply for purposes of calculating the Total Notional Quantity.
Content:
simple, 1 attribute
Defined:
globally in fpml-com-5-7.xsd; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
CommoditySpread
Content:
complex, 1 attribute, 4 elements
Defined:
globally in fpml-com-5-7.xsd; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
CommoditySwap
The commodity swap product model is designed to support fixed-float swaps, float-float swaps, fixed vs. physical swaps, float vs. physical swaps as well as, weather specific swaps.
Content:
complex, 1 attribute, 10 elements
Defined:
globally in fpml-com-5-7.xsd; see XML source
Used:
at 1 location
CommoditySwapLeg
Abstract base class for all commodity swap legs
Content:
empty, 1 attribute
Abstract:
(cannot be assigned directly to elements used in instance XML documents)
Defined:
globally in fpml-com-5-7.xsd; see XML source
Used:
at 5 locations
CommoditySwaption
Commodity Swaption.
Content:
complex, 1 attribute, 9 elements
Defined:
globally in fpml-com-5-7.xsd; see XML source
Includes:
definitions of 4 elements
Used:
at 1 location
CommoditySwaptionUnderlying
Content:
complex, 5 elements
Defined:
globally in fpml-com-5-7.xsd; see XML source
Used:
at 1 location
CommodityTrigger
The barrier which, when breached, triggers the knock-in or knock-out of the barrier option.
Content:
complex, 5 elements
Defined:
globally in fpml-com-5-7.xsd; see XML source
Includes:
definitions of 5 elements
Used:
at 2 locations
Compounding
Specifies the compounding method and the compounding rate.
Content:
complex, 4 elements
Defined:
globally in fpml-eq-shared-5-7.xsd; see XML source
Includes:
definitions of 4 elements
Used:
at 1 location
CompoundingRate
A type defining a compounding rate.
Content:
complex, 2 elements
Defined:
globally in fpml-eq-shared-5-7.xsd; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
ConfirmationMethod
A type used to represent the type of mechanism that can be used to confirm a trade.
Content:
simple, 1 attribute
Defined:
globally in fpml-doc-5-7.xsd; see XML source
Includes:
definition of 1 attribute
Used:
at 2 locations
ConstituentWeight
A type describing the weight of each of the underlyer constituent within the basket, either in absolute or relative terms.
Content:
complex, 3 elements
Defined:
globally in fpml-asset-5-7.xsd; see XML source
Includes:
definitions of 3 elements
Used:
at 2 locations
ContactInformation
A type that represents how to contact an individual or organization.
Content:
complex, 3 elements
Defined:
globally in fpml-shared-5-7.xsd; see XML source
Includes:
definitions of 3 elements
Used:
at 3 locations
ContractualDefinitions
The definitions, such as those published by ISDA, that will define the terms of the trade.
Content:
simple, 1 attribute
Defined:
globally in fpml-shared-5-7.xsd; see XML source
Includes:
definition of 1 attribute
Used:
never
ContractualMatrix
Content:
complex, 3 elements
Defined:
globally in fpml-shared-5-7.xsd; see XML source
Includes:
definitions of 3 elements
Used:
never
ContractualSupplement
A contractual supplement (such as those published by ISDA) that will apply to the trade.
Content:
simple, 1 attribute
Defined:
globally in fpml-shared-5-7.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.
Content:
complex, 2 elements
Defined:
globally in fpml-shared-5-7.xsd; see XML source
Includes:
definitions of 2 elements
Used:
never
ConvertibleBond
Content:
complex, 1 attribute, 17 elements
Defined:
globally in fpml-asset-5-7.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
Content:
complex, 2 elements
Defined:
globally in fpml-business-events-5-7.xsd; see XML source
Includes:
definition of 1 element
Used:
at 1 location
CorporateActionType
A type that describes what type of corporate action occurred.
Content:
simple, 1 attribute
Defined:
globally in fpml-business-events-5-7.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.
Content:
complex, 3 attributes, 6 elements
Defined:
globally in fpml-msg-5-7.xsd; see XML source
Includes:
definition of 1 element
Used:
at 2 locations
Correlation
A type describing the correlation amount of a correlation swap.
Content:
complex, 9 elements
Defined:
globally in fpml-eq-shared-5-7.xsd; see XML source
Includes:
definitions of 4 elements
Used:
at 1 location
CorrelationAmount
Correlation Amount.
Content:
complex, 3 elements
Defined:
globally in fpml-correlation-swaps-5-7.xsd; see XML source
Includes:
definition of 1 element
Used:
at 1 location
CorrelationId
A type defining a correlation identifier and qualifying scheme
Content:
simple, 1 attribute
Defined:
globally in fpml-msg-5-7.xsd; see XML source
Includes:
definition of 1 attribute
Used:
at 2 locations
CorrelationLeg
A type describing return which is driven by a Correlation calculation.
Content:
complex, 1 attribute, 10 elements
Defined:
globally in fpml-correlation-swaps-5-7.xsd; see XML source
Includes:
definition of 1 element
Used:
at 1 location
CorrelationSwap
A Correlation Swap modelled using a single netted leg.
Content:
complex, 1 attribute, 7 elements
Defined:
globally in fpml-correlation-swaps-5-7.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.
Content:
simple, 1 attribute
Defined:
globally in fpml-shared-5-7.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.
Content:
simple, 1 attribute
Defined:
globally in fpml-asset-5-7.xsd; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
CreditDefaultSwap
Content:
complex, 1 attribute, 8 elements
Defined:
globally in fpml-cd-5-7.xsd; see XML source
Includes:
definitions of 3 elements
Used:
at 1 location
CreditDefaultSwapOption
A complex type to support the credit default swap option.
Content:
complex, 1 attribute, 17 elements
Defined:
globally in fpml-cd-5-7.xsd; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
CreditDocument
A credit arrangement used in support of swaps trading.
Content:
simple, 1 attribute
Defined:
globally in fpml-doc-5-7.xsd; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
CreditEvent
Content:
empty
Defined:
globally in fpml-credit-event-notification-5-7.xsd; see XML source
Used:
at 7 locations
CreditEventNoticeDocument
An event type that records the occurrence of a credit event notice.
Content:
complex, 8 elements
Defined:
globally in fpml-credit-event-notification-5-7.xsd; see XML source
Includes:
definitions of 8 elements
Used:
at 3 locations
CreditEventNotification
A message type defining the ISDA defined Credit Event Notice.
Content:
complex, 3 attributes, 8 elements
Defined:
globally in fpml-credit-event-notification-5-7.xsd; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
CreditEventNotificationRetracted
A message type retracting a previous credit event notification.
Content:
complex, 3 attributes, 7 elements
Defined:
globally in fpml-credit-event-notification-5-7.xsd; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
CreditEvents
Content:
complex, 1 attribute, 1 element
Defined:
globally in fpml-option-shared-5-7.xsd; see XML source
Includes:
definitions of 1 attribute, 1 element
Used:
at 1 location
CreditOptionStrike
A complex type to specify the strike of a credit swaption or a credit default swap option.
Content:
complex, 3 elements
Defined:
globally in fpml-cd-5-7.xsd; see XML source
Includes:
definitions of 3 elements
Used:
at 1 location
CreditRating
A party's credit rating.
Content:
simple, 1 attribute
Defined:
globally in fpml-shared-5-7.xsd; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
CreditSeniority
The repayment precedence of a debt instrument.
Content:
simple, 1 attribute
Defined:
globally in fpml-shared-5-7.xsd; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
CrossRate
A type that is used for including the currency exchange rates used to cross between the traded currencies for non-base currency FX contracts.
Content:
complex, 6 elements
Defined:
globally in fpml-fx-5-7.xsd; see XML source
Includes:
definitions of 3 elements
Used:
at 2 locations
Currency
The code representation of a currency or fund.
Content:
simple, 1 attribute
Defined:
globally in fpml-shared-5-7.xsd; see XML source
Includes:
definition of 1 attribute
Used:
at 28 locations
CutName
Allows for an expiryDateTime cut to be described by name.
Content:
simple, 1 attribute
Defined:
globally in fpml-fx-5-7.xsd; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
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.
Content:
complex, 3 attributes, 5 elements
Defined:
globally in fpml-doc-5-7.xsd; see XML source
Includes:
definitions of 3 elements
Used:
at 1 location
DateList
List of Dates
Content:
complex, 1 element
Defined:
globally in fpml-shared-5-7.xsd; see XML source
Includes:
definition of 1 element
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.
Content:
complex, 1 attribute, 3 elements
Defined:
globally in fpml-shared-5-7.xsd; see XML source
Includes:
definition of 1 element
Used:
at 1 location
DateRange
A type defining a contiguous series of calendar dates.
Content:
complex, 2 elements
Defined:
globally in fpml-shared-5-7.xsd; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
DateReference
Reference to an identified date or a complex date structure.
Content:
empty, 1 attribute
Defined:
globally in fpml-shared-5-7.xsd; see XML source
Includes:
definition of 1 attribute
Used:
at 3 locations
DateTimeList
List of DateTimes
Content:
complex, 1 element
Defined:
globally in fpml-shared-5-7.xsd; see XML source
Includes:
definition of 1 element
Used:
never
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.
Content:
simple, 1 attribute
Defined:
globally in fpml-shared-5-7.xsd; see XML source
Includes:
definition of 1 attribute
Used:
at 7 locations
DeClear
A structure describing an de-clear event.
Content:
complex, 3 elements
Defined:
globally in fpml-business-events-5-7.xsd; see XML source
Includes:
definitions of 3 elements
Used:
never
DeclearReason
A type that describes why a trade was removed from clearing.
Content:
simple, 1 attribute
Defined:
globally in fpml-business-events-5-7.xsd; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
DeliveryNearby
A type defines nearest Delivery Date of the underlying Commodity of expiration of the futures contract.
Content:
complex, 1 attribute, 2 elements
Defined:
globally in fpml-asset-5-7.xsd; see XML source
Includes:
definitions of 1 attribute, 2 elements
Used:
at 1 location
DeterminationMethod
Coding scheme that specifies the method according to which an amount or a date is determined.
Content:
simple, 2 attributes
Defined:
globally in fpml-shared-5-7.xsd; see XML source
Includes:
definitions of 2 attributes
Used:
at 6 locations
DeterminationMethodReference
A reference to the return swap notional determination method.
Content:
empty, 1 attribute
Defined:
globally in fpml-shared-5-7.xsd; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
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.
Content:
complex, 1 attribute, 3 elements
Abstract:
(cannot be assigned directly to elements used in instance XML documents)
Defined:
globally in fpml-shared-5-7.xsd; see XML source
Includes:
definitions of 3 elements
Used:
at 6 locations
DirectionalLegUnderlyer
An abstract base class for all directional leg types with effective date, termination date, and underlyer where a payer makes a stream of payments of greater than zero value to a receiver.
Content:
complex, 1 attribute, 8 elements
Abstract:
(cannot be assigned directly to elements used in instance XML documents)
Defined:
globally in fpml-eq-shared-5-7.xsd; see XML source
Includes:
definition of 1 element
Used:
at 2 locations
DirectionalLegUnderlyerValuation
An abstract base class for all directional leg types with effective date, termination date, and underlyer, where a payer makes a stream of payments of greater than zero value to a receiver.
Content:
complex, 1 attribute, 9 elements
Abstract:
(cannot be assigned directly to elements used in instance XML documents)
Defined:
globally in fpml-eq-shared-5-7.xsd; see XML source
Includes:
definition of 1 element
Used:
at 2 locations
DisruptionFallback
A Disruption Fallback.
Content:
simple, 1 attribute
Defined:
globally in fpml-com-5-7.xsd; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
DividendAdjustment
Container for Dividend Adjustment Periods, which are used to calculate the Deviation between Expected Dividend and Actual Dividend in that Period.
Content:
complex, 1 element
Defined:
globally in fpml-eq-shared-5-7.xsd; see XML source
Includes:
definition of 1 element
Used:
never
DividendLeg
Floating Payment Leg of a Dividend Swap.
Content:
complex, 1 attribute, 13 elements
Defined:
globally in fpml-dividend-swaps-5-7.xsd; see XML source
Includes:
definitions of 3 elements
Used:
at 1 location
DividendPayout
A type describing the dividend payout ratio associated with an equity underlyer.
Content:
complex, 5 elements
Defined:
globally in fpml-asset-5-7.xsd; see XML source
Includes:
definitions of 5 elements
Used:
at 1 location
DividendPeriod
Abstract base class of all time bounded dividend period types.
Content:
complex, 1 attribute, 4 elements
Abstract:
(cannot be assigned directly to elements used in instance XML documents)
Defined:
globally in fpml-eq-shared-5-7.xsd; see XML source
Includes:
definitions of 1 attribute, 4 elements
Used:
at 2 locations
DividendPeriodDividend
A time bounded dividend period, with an expected dividend for each period.
Content:
complex, 1 attribute, 6 elements
Defined:
globally in fpml-eq-shared-5-7.xsd; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
DividendPeriodPayment
A time bounded dividend period, with fixed strike and a dividend payment date per period.
Content:
complex, 1 attribute, 5 elements
Defined:
globally in fpml-dividend-swaps-5-7.xsd; see XML source
Includes:
definition of 1 element
Used:
at 1 location
DividendSwapOptionTransactionSupplement
Content:
complex, 1 attribute, 13 elements
Defined:
globally in fpml-dividend-swaps-5-7.xsd; see XML source
Includes:
definitions of 5 elements
Used:
at 1 location
DividendSwapTransactionSupplement
A Dividend Swap Transaction Supplement.
Content:
complex, 1 attribute, 7 elements
Defined:
globally in fpml-dividend-swaps-5-7.xsd; see XML source
Includes:
definitions of 2 elements
Used:
at 2 locations
Document
The abstract base type from which all FpML compliant messages and documents must be derived.
Content:
empty, 3 attributes
Abstract:
(cannot be assigned directly to elements used in instance XML documents)
Defined:
globally in fpml-doc-5-7.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.
Content:
complex, 2 elements
Defined:
globally in fpml-shared-5-7.xsd; see XML source
Includes:
definitions of 2 elements
Used:
never
DualCurrencyFeature
Describes the parameters for a dual currency option transaction.
Content:
complex, 6 elements
Defined:
globally in fpml-fx-5-7.xsd; see XML source
Includes:
definitions of 6 elements
Used:
never
DualCurrencyStrikePrice
A type that describes the rate of exchange at which the embedded option in a Dual Currency Deposit has been struck.
Content:
complex, 2 elements
Defined:
globally in fpml-fx-5-7.xsd; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
EarlyTerminationProvision
A type defining an early termination provision for a swap.
Content:
complex, 1 attribute, 3 elements
Defined:
globally in fpml-ird-5-7.xsd; see XML source
Includes:
definition of 1 attribute
Used:
at 2 locations
EEPRiskPeriod
TBD.
Content:
complex, 2 elements
Defined:
globally in fpml-com-5-7.xsd; see XML source
Includes:
definitions of 2 elements
Used:
never
ElectricityDelivery
The physical delivery conditions for electricity.
Content:
complex, 4 elements
Defined:
globally in fpml-com-5-7.xsd; see XML source
Includes:
definitions of 4 elements
Used:
at 1 location
ElectricityDeliveryFirm
The physical delivery obligation options specific to a firm transaction.
Content:
complex, 1 element
Defined:
globally in fpml-com-5-7.xsd; see XML source
Includes:
definition of 1 element
Used:
at 1 location
ElectricityDeliveryPoint
A scheme identifying the types of the Delivery Point for a physically settled electricity trade.
Content:
simple, 1 attribute
Defined:
globally in fpml-com-5-7.xsd; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
ElectricityDeliverySystemFirm
The physical delivery obligation options specific to a system firm transaction.
Content:
complex, 1 element
Defined:
globally in fpml-com-5-7.xsd; see XML source
Includes:
definition of 1 element
Used:
at 1 location
ElectricityDeliveryType
Content:
complex, 4 elements
Defined:
globally in fpml-com-5-7.xsd; see XML source
Includes:
definitions of 4 elements
Used:
at 1 location
ElectricityDeliveryUnitFirm
The physical delivery obligation options specific to a unit firm transaction.
Content:
complex, 1 element
Defined:
globally in fpml-com-5-7.xsd; see XML source
Includes:
definition of 1 element
Used:
at 1 location
ElectricityPhysicalLeg
Physically settled leg of a physically settled electricity transaction.
Content:
complex, 1 attribute, 4 elements
Defined:
globally in fpml-com-5-7.xsd; see XML source
Includes:
definitions of 4 elements
Used:
at 1 location
ElectricityPhysicalQuantity
The quantity of gas to be delivered.
Content:
complex, 1 attribute, 1 element
Defined:
globally in fpml-com-5-7.xsd; see XML source
Includes:
definition of 1 element
Used:
at 1 location
ElectricityProduct
The specification of the electricity to be delivered.
Content:
complex, 1 element
Defined:
globally in fpml-com-5-7.xsd; see XML source
Includes:
definition of 1 element
Used:
at 1 location
EmbeddedOptionType
A flexible description of the type or characteristics of an option embbedded within another product.
Content:
simple, 1 attribute
Defined:
globally in fpml-shared-5-7.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.
Content:
empty
Defined:
globally in fpml-shared-5-7.xsd; see XML source
Used:
never
EndUserExceptionDeclaration
Records supporting information justifying an end user exception under 17 CFR part 39.
Content:
complex, 4 elements
Defined:
globally in fpml-doc-5-7.xsd; see XML source
Includes:
definitions of 4 elements
Used:
never
EntityClassification
A type describing the entity of a party, for example Financial, NonFinancial etc.
Content:
simple, 1 attribute
Defined:
globally in fpml-doc-5-7.xsd; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
EntityId
A legal entity identifier (e.g.
Content:
simple, 1 attribute
Defined:
globally in fpml-shared-5-7.xsd; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
EntityName
The name of the reference entity.
Content:
simple, 1 attribute
Defined:
globally in fpml-shared-5-7.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.
Content:
simple, 1 attribute
Defined:
globally in fpml-cd-5-7.xsd; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
EnvironmentalPhysicalLeg
Content:
complex, 1 attribute, 3 elements
Defined:
globally in fpml-com-5-7.xsd; see XML source
Includes:
definitions of 3 elements
Used:
at 1 location
EnvironmentalProduct
A type defining the characteristics of the environmental allowance or credit being traded.
Content:
complex, 4 elements
Defined:
globally in fpml-com-5-7.xsd; see XML source
Includes:
definitions of 4 elements
Used:
at 1 location
EnvironmentalProductApplicableLaw
TBD.
Content:
simple, 1 attribute
Defined:
globally in fpml-com-5-7.xsd; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
EnvironmentalProductComplaincePeriod
Content:
complex, 2 elements
Defined:
globally in fpml-com-5-7.xsd; see XML source
Includes:
definitions of 2 elements
Used:
never
EnvironmentalTrackingSystem
For US Emissions Allowance Transactions.
Content:
simple, 1 attribute
Defined:
globally in fpml-com-5-7.xsd; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
EquityAmericanExercise
A type for defining exercise procedures associated with an American style exercise of an equity option.
Content:
complex, 1 attribute, 7 elements
Defined:
globally in fpml-eqd-5-7.xsd; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
EquityAsset
An exchange traded equity asset.
Content:
complex, 1 attribute, 8 elements
Defined:
globally in fpml-asset-5-7.xsd; see XML source
Used:
at 2 locations
EquityBermudaExercise
A type for defining exercise procedures associated with a Bermuda style exercise of an equity option.
Content:
complex, 1 attribute, 8 elements
Defined:
globally in fpml-eqd-5-7.xsd; see XML source
Includes:
definitions of 3 elements
Used:
at 1 location
EquityDerivativeBase
A type for defining the common features of equity derivatives.
Content:
complex, 1 attribute, 10 elements
Abstract:
(cannot be assigned directly to elements used in instance XML documents)
Defined:
globally in fpml-eqd-5-7.xsd; see XML source
Includes:
definitions of 5 elements
Used:
at 2 locations
EquityDerivativeLongFormBase
type for defining the common features of equity derivatives.
Content:
complex, 1 attribute, 10 elements
Abstract:
(cannot be assigned directly to elements used in instance XML documents)
Defined:
globally in fpml-eqd-5-7.xsd; see XML source
Used:
at 1 location
EquityDerivativeShortFormBase
A type for defining short form equity option basic features.
Content:
complex, 1 attribute, 14 elements
Abstract:
(cannot be assigned directly to elements used in instance XML documents)
Defined:
globally in fpml-eqd-5-7.xsd; see XML source
Includes:
definitions of 4 elements
Used:
at 1 location
EquityEuropeanExercise
A type for defining exercise procedures associated with a European style exercise of an equity option.
Content:
complex, 1 attribute, 4 elements
Defined:
globally in fpml-eqd-5-7.xsd; see XML source
Includes:
definition of 1 element
Used:
at 1 location
EquityExerciseValuationSettlement
A type for defining exercise procedures for equity options.
Content:
complex, 7 elements
Defined:
globally in fpml-eqd-5-7.xsd; see XML source
Includes:
definitions of 7 elements
Used:
at 3 locations
EquityForward
A type for defining equity forwards.
Content:
complex, 1 attribute, 11 elements
Defined:
globally in fpml-eqd-5-7.xsd; see XML source
Includes:
definition of 1 element
Used:
at 1 location
EquityMultipleExercise
A type for defining the multiple exercise provisions of an American or Bermuda style equity option.
Content:
complex, 3 elements
Defined:
globally in fpml-eqd-5-7.xsd; see XML source
Includes:
definitions of 3 elements
Used:
at 2 locations
EquityOptionTransactionSupplement
A type for defining equity option transaction supplements.
Content:
complex, 1 attribute, 16 elements
Defined:
globally in fpml-eqd-5-7.xsd; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
EquityPremium
A type used to describe the amount paid for an equity option.
Content:
complex, 1 attribute, 6 elements
Defined:
globally in fpml-eq-shared-5-7.xsd; see XML source
Includes:
definitions of 6 elements
Used:
at 3 locations
EquityStrike
A type for defining the strike price for an equity option.
Content:
complex, 2 elements
Defined:
globally in fpml-eq-shared-5-7.xsd; see XML source
Includes:
definitions of 2 elements
Used:
at 2 locations
EquitySwapTransactionSupplement
A type for defining Equity Swap Transaction Supplement
Content:
complex, 1 attribute, 12 elements
Defined:
globally in fpml-return-swaps-5-7.xsd; see XML source
Used:
at 1 location
EquityValuation
A type for defining how and when an equity option is to be valued.
Content:
complex, 1 attribute, 5 elements
Defined:
globally in fpml-eq-shared-5-7.xsd; see XML source
Includes:
definitions of 1 attribute, 5 elements
Used:
at 3 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.
Content:
complex, 1 attribute, 1 element
Defined:
globally in fpml-shared-5-7.xsd; see XML source
Includes:
definition of 1 element
Used:
at 1 location
EventId
A post-trade event reference identifier allocated by a party.
Content:
simple, 2 attributes
Defined:
globally in fpml-business-events-5-7.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.
Content:
complex, 3 elements
Defined:
globally in fpml-msg-5-7.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.
Content:
simple, 1 attribute
Defined:
globally in fpml-msg-5-7.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.
Content:
complex, 2 elements
Defined:
globally in fpml-msg-5-7.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.
Content:
complex, 3 attributes, 8 elements
Defined:
globally in fpml-msg-5-7.xsd; see XML source
Includes:
definition of 1 element
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.
Content:
complex, 3 attributes, 6 elements
Defined:
globally in fpml-msg-5-7.xsd; see XML source
Includes:
definition of 1 element
Used:
at 6 locations
ExceptionMessageHeader
A type defining the content model for an exception message header.
Content:
complex, 10 elements
Defined:
globally in fpml-msg-5-7.xsd; see XML source
Includes:
definition of 1 element
Used:
at 1 location
ExchangeId
A short form unique identifier for an exchange.
Content:
simple, 1 attribute
Defined:
globally in fpml-shared-5-7.xsd; see XML source
Includes:
definition of 1 attribute
Used:
at 6 locations
ExchangeRate
A type that is used for describing the exchange rate for a particular transaction.
Content:
complex, 6 elements
Defined:
globally in fpml-fx-5-7.xsd; see XML source
Includes:
definitions of 6 elements
Used:
at 1 location
ExchangeTraded
An abstract base class for all exchange traded financial products.
Content:
complex, 1 attribute, 8 elements
Abstract:
(cannot be assigned directly to elements used in instance XML documents)
Defined:
globally in fpml-asset-5-7.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.
Content:
complex, 1 attribute, 9 elements
Abstract:
(cannot be assigned directly to elements used in instance XML documents)
Defined:
globally in fpml-asset-5-7.xsd; see XML source
Includes:
definition of 1 element
Used:
at 2 locations
ExchangeTradedContract
An exchange traded derivative contract.
Content:
complex, 1 attribute, 11 elements
Defined:
globally in fpml-asset-5-7.xsd; see XML source
Includes:
definitions of 3 elements
Used:
at 3 locations
ExchangeTradedFund
An exchange traded fund whose price depends on exchange traded constituents.
Content:
complex, 1 attribute, 10 elements
Defined:
globally in fpml-asset-5-7.xsd; see XML source
Includes:
definition of 1 element
Used:
at 1 location
ExchangeTradedOption
An exchange traded option.
Content:
complex, 1 attribute, 13 elements
Defined:
globally in fpml-asset-5-7.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.
Content:
simple, 1 attribute
Defined:
globally in fpml-doc-5-7.xsd; see XML source
Includes:
definition of 1 attribute
Used:
at 4 locations
ExecutionType
A type used to represent the type of market where a trade can be executed.
Content:
simple, 1 attribute
Defined:
globally in fpml-doc-5-7.xsd; see XML source
Includes:
definition of 1 attribute
Used:
at 2 locations
ExecutionVenueType
A type used to represent the type of market where a trade can be executed.
Content:
simple, 1 attribute
Defined:
globally in fpml-doc-5-7.xsd; see XML source
Includes:
definition of 1 attribute
Used:
at 2 locations
Exercise
The abstract base class for all types which define way in which options may be exercised.
Content:
empty, 1 attribute
Defined:
globally in fpml-shared-5-7.xsd; see XML source
Includes:
definition of 1 attribute
Used:
at 12 locations
ExerciseEvent
A type defining the adjusted dates associated with a particular exercise event.
Content:
complex, 1 attribute, 5 elements
Defined:
globally in fpml-ird-5-7.xsd; see XML source
Includes:
definitions of 1 attribute, 5 elements
Used:
never
ExerciseFee
A type defining the fee payable on exercise of an option.
Content:
complex, 4 elements
Defined:
globally in fpml-shared-5-7.xsd; see XML source
Includes:
definitions of 4 elements
Used:
never
ExerciseFeeSchedule
A type to define a fee or schedule of fees to be payable on the exercise of an option.
Content:
complex, 4 elements
Defined:
globally in fpml-shared-5-7.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.
Content:
complex, 3 elements
Defined:
globally in fpml-shared-5-7.xsd; see XML source
Includes:
definitions of 3 elements
Used:
at 1 location
ExercisePeriod
This defines the time interval to the start of the exercise period, i.e. the earliest exercise date, and the frequency of subsequent exercise dates (if any).
Content:
complex, 1 attribute, 2 elements
Defined:
globally in fpml-ird-5-7.xsd; see XML source
Includes:
definitions of 1 attribute, 2 elements
Used:
never
ExtendibleProvision
A type defining an option to extend an existing swap transaction on the specified exercise dates for a term ending on the specified new termination date.
Content:
complex, 4 elements
Defined:
globally in fpml-ird-5-7.xsd; see XML source
Includes:
definitions of 4 elements
Used:
at 1 location
ExtendibleProvisionAdjustedDates
A type defining the adjusted dates associated with a provision to extend a swap.
Content:
complex, 1 element
Defined:
globally in fpml-ird-5-7.xsd; see XML source
Includes:
definition of 1 element
Used:
at 1 location
ExtensionEvent
A type to define the adjusted dates associated with an individual extension event.
Content:
complex, 1 attribute, 2 elements
Defined:
globally in fpml-ird-5-7.xsd; see XML source
Includes:
definitions of 1 attribute, 2 elements
Used:
at 1 location
FacilityType
A type describing the type of loan facility.
Content:
simple, 1 attribute
Defined:
globally in fpml-asset-5-7.xsd; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
FailureToPayEvent
Content:
empty
Defined:
globally in fpml-credit-event-notification-5-7.xsd; see XML source
Used:
at 1 location
FeeLeg
Content:
complex, 1 attribute, 3 elements
Defined:
globally in fpml-cd-5-7.xsd; see XML source
Includes:
definitions of 3 elements
Used:
at 2 locations
FinancialSwapLeg
The common components of a financially settled leg of a Commodity Swap.
Content:
empty, 1 attribute
Abstract:
(cannot be assigned directly to elements used in instance XML documents)
Defined:
globally in fpml-com-5-7.xsd; see XML source
Used:
at 3 locations
FirstPeriodStartDate
Content:
simple, 1 attribute
Defined:
globally in fpml-doc-5-7.xsd; see XML source
Includes:
definition of 1 attribute
Used:
never
FixedAmountCalculation
Content:
complex, 2 elements
Defined:
globally in fpml-cd-5-7.xsd; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
FixedPaymentAmount
Fixed payment amount within a Dividend Swap.
Content:
complex, 1 attribute, 1 element
Defined:
globally in fpml-dividend-swaps-5-7.xsd; see XML source
Includes:
definition of 1 element
Used:
at 1 location
FixedPaymentLeg
Fixed Payment Leg of a Dividend Swap.
Content:
complex, 1 attribute, 4 elements
Defined:
globally in fpml-dividend-swaps-5-7.xsd; see XML source
Includes:
definition of 1 element
Used:
at 1 location
FixedPrice
A type defining the Fixed Price.
Content:
complex, 1 attribute, 3 elements
Defined:
globally in fpml-com-5-7.xsd; see XML source
Includes:
definitions of 1 attribute, 1 element
Used:
at 5 locations
FixedPriceLeg
Fixed Price Leg of a Commodity Swap.
Content:
complex, 1 attribute, 10 elements
Defined:
globally in fpml-com-5-7.xsd; see XML source
Used:
at 1 location
FixedRate
The calculation period fixed rate.
Content:
simple, 1 attribute
Defined:
globally in fpml-cd-5-7.xsd; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
FixedRateReference
Content:
empty, 1 attribute
Defined:
globally in fpml-cd-5-7.xsd; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
FloatingLegCalculation
A type to capture details relevant to the calculation of the floating price.
Content:
complex, 4 elements
Defined:
globally in fpml-com-5-7.xsd; see XML source
Includes:
definitions of 4 elements
Used:
at 3 locations
FloatingPriceLeg
Floating Price Leg of a Commodity Swap.
Content:
complex, 1 attribute, 5 elements
Defined:
globally in fpml-com-5-7.xsd; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
FloatingRate
A type defining a floating rate.
Content:
complex, 1 attribute, 6 elements
Defined:
globally in fpml-shared-5-7.xsd; see XML source
Includes:
definitions of 4 elements
Used:
at 3 locations
FloatingRateCalculation
A type defining the floating rate and definitions relating to the calculation of floating rate amounts.
Content:
complex, 1 attribute, 6 elements
Defined:
globally in fpml-shared-5-7.xsd; see XML source
Used:
at 3 locations
FloatingRateCalculationReference
Reference to a floating rate calculation of interest calculation component.
Content:
empty, 1 attribute
Defined:
globally in fpml-eq-shared-5-7.xsd; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
FloatingRateIndex
The ISDA Floating Rate Option, i.e. the floating rate index.
Content:
simple, 1 attribute
Defined:
globally in fpml-shared-5-7.xsd; see XML source
Includes:
definition of 1 attribute
Used:
at 2 locations
FloatingStrikePrice
Content:
complex, 5 elements
Defined:
globally in fpml-com-5-7.xsd; see XML source
Includes:
definition of 1 element
Used:
at 1 location
Formula
A type describing a financial formula, with its description and components.
Content:
complex, 3 elements
Defined:
globally in fpml-shared-5-7.xsd; see XML source
Includes:
definitions of 3 elements
Used:
at 2 locations
FormulaComponent
Elements describing the components of the formula.
Content:
complex, 1 attribute, 2 elements
Defined:
globally in fpml-shared-5-7.xsd; see XML source
Includes:
definitions of 1 attribute, 2 elements
Used:
at 1 location
Fra
A type defining a Forward Rate Agreement (FRA) product.
Content:
complex, 1 attribute, 14 elements
Defined:
globally in fpml-ird-5-7.xsd; see XML source
Includes:
definitions of 9 elements
Used:
at 1 location
Frequency
A type defining a time frequency, e.g. one day, three months.
Content:
complex, 1 attribute, 2 elements
Defined:
globally in fpml-shared-5-7.xsd; see XML source
Includes:
definitions of 1 attribute, 2 elements
Used:
at 8 locations
Future
An exchange traded future contract.
Content:
complex, 1 attribute, 12 elements
Defined:
globally in fpml-asset-5-7.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.
Content:
simple, 1 attribute
Defined:
globally in fpml-asset-5-7.xsd; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
FutureValueAmount
A type defining a currency amount as at a future value date.
Content:
complex, 1 attribute, 4 elements
Defined:
globally in fpml-shared-5-7.xsd; see XML source
Includes:
definitions of 2 elements
Used:
never
FxAmericanExercise
Describes the characteristics for american exercise of FX products.
Content:
complex, 1 attribute, 3 elements
Defined:
globally in fpml-fx-5-7.xsd; see XML source
Used:
at 1 location
FxBusinessCenterDateTime
Content:
complex, 2 elements
Defined:
globally in fpml-fx-5-7.xsd; see XML source
Includes:
definitions of 2 elements
Used:
never
FxCashSettlement
A type that is used for describing cash settlement of an option / non deliverable forward.
Content:
complex, 4 elements
Defined:
globally in fpml-shared-5-7.xsd; see XML source
Includes:
definitions of 4 elements
Used:
at 2 locations
FxConversion
Content:
complex, 2 elements
Defined:
globally in fpml-asset-5-7.xsd; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
FxDigitalAmericanExercise
Descrines the characteristics for American exercise in FX digital options.
Content:
complex, 1 attribute, 3 elements
Defined:
globally in fpml-fx-5-7.xsd; see XML source
Includes:
definitions of 3 elements
Used:
at 2 locations
FxDigitalOption
Describes an option having a triggerable fixed payout.
Content:
complex, 1 attribute, 15 elements
Defined:
globally in fpml-fx-5-7.xsd; see XML source
Includes:
definitions of 8 elements
Used:
at 1 location
FxEuropeanExercise
Describes the characteristics for European exercise of FX products.
Content:
complex, 1 attribute, 4 elements
Defined:
globally in fpml-fx-5-7.xsd; see XML source
Includes:
definitions of 4 elements
Used:
at 2 locations
FxFlexibleForward
Product model for a flexible-term fx forward (also known as callable forward, window forward).
Content:
complex, 1 attribute, 18 elements
Defined:
globally in fpml-fx-5-7.xsd; see XML source
Includes:
definitions of 9 elements
Used:
at 1 location
FxFlexibleForwardExecutionPeriod
Content:
complex, 1 attribute, 3 elements
Defined:
globally in fpml-fx-5-7.xsd; see XML source
Includes:
definitions of 1 attribute, 3 elements
Used:
at 1 location
FxFlexibleForwardRate
Content:
complex, 5 elements
Defined:
globally in fpml-fx-5-7.xsd; see XML source
Includes:
definitions of 2 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.
Content:
complex, 2 elements
Defined:
globally in fpml-ird-5-7.xsd; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
FxMultipleExercise
Describes the limits on the size of notional when multiple exercise is allowed.
Content:
complex, 2 elements
Defined:
globally in fpml-fx-5-7.xsd; see XML source
Includes:
definitions of 2 elements
Used:
never
FxOption
Describes an FX option with optional asian and barrier features.
Content:
complex, 1 attribute, 18 elements
Defined:
globally in fpml-fx-5-7.xsd; see XML source
Includes:
definitions of 11 elements
Used:
at 1 location
FxOptionPayout
A type that contains full details of a predefined fixed payout which may occur (or not) in a Barrier Option or Digital Option when a trigger event occurs (or not).
Content:
complex, 1 attribute, 3 elements
Defined:
globally in fpml-fx-5-7.xsd; see XML source
Includes:
definition of 1 element
Used:
at 1 location
FxOptionPremium
A type that specifies the premium exchanged for a single option trade or option strategy.
Content:
complex, 1 attribute, 2 elements
Defined:
globally in fpml-fx-5-7.xsd; see XML source
Includes:
definition of 1 element
Used:
at 2 locations
FxRate
A type describing the rate of a currency conversion: pair of currency, quotation mode and exchange rate.
Content:
complex, 2 elements
Defined:
globally in fpml-shared-5-7.xsd; see XML source
Includes:
definitions of 2 elements
Used:
at 3 locations
FxSingleLeg
A type defining either a spot or forward FX transactions.
Content:
complex, 1 attribute, 15 elements
Defined:
globally in fpml-fx-5-7.xsd; see XML source
Used:
at 1 location
FxSpotRateSource
A type defining the source and time for an fx rate.
Content:
complex, 3 elements
Defined:
globally in fpml-shared-5-7.xsd; see XML source
Includes:
definitions of 3 elements
Used:
at 1 location
FxStrikePrice
A type that describes the rate of exchange at which the option has been struck.
Content:
complex, 2 elements
Defined:
globally in fpml-fx-5-7.xsd; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
FxSwap
A type defining either a spot/forward or forward/forward FX swap transaction.
Content:
complex, 1 attribute, 7 elements
Defined:
globally in fpml-fx-5-7.xsd; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
FxSwapLeg
Content:
complex, 1 attribute, 11 elements
Defined:
globally in fpml-fx-5-7.xsd; see XML source
Includes:
definition of 1 element
Used:
at 2 locations
FxTouch
Describes an american or discrete touch or no-touch trigger applied to an FX binary or digital option.
Content:
complex, 1 element
Defined:
globally in fpml-fx-5-7.xsd; see XML source
Includes:
definition of 1 element
Used:
at 1 location
FxTrigger
Describes a european trigger applied to an FX digtal option.
Content:
complex, 1 element
Defined:
globally in fpml-fx-5-7.xsd; see XML source
Includes:
definition of 1 element
Used:
at 1 location
GasDelivery
The specification of the gas to be delivered.
Content:
complex, 5 elements
Defined:
globally in fpml-com-5-7.xsd; see XML source
Includes:
definitions of 4 elements
Used:
at 1 location
GasDeliveryPeriods
The different options for specifying the Delivery Periods for a physically settled gas trade.
Content:
complex, 1 attribute, 3 elements
Defined:
globally in fpml-com-5-7.xsd; see XML source
Includes:
definitions of 2 elements
Used:
never
GasDeliveryPoint
A scheme identifying the types of the Delivery Point for a physically settled gas trade.
Content:
simple, 1 attribute
Defined:
globally in fpml-com-5-7.xsd; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
GasPhysicalLeg
Physically settled leg of a physically settled gas transaction.
Content:
complex, 1 attribute, 3 elements
Defined:
globally in fpml-com-5-7.xsd; see XML source
Includes:
definitions of 3 elements
Used:
at 1 location
GasPhysicalQuantity
The quantity of gas to be delivered.
Content:
complex, 1 attribute, 1 element
Defined:
globally in fpml-com-5-7.xsd; see XML source
Used:
at 1 location
GasProduct
A type defining the characteristics of the gas being traded in a physically settled gas transaction.
Content:
complex, 1 element
Defined:
globally in fpml-com-5-7.xsd; see XML source
Includes:
definition of 1 element
Used:
at 1 location
GeneralTerms
Content:
complex, 5 elements
Defined:
globally in fpml-cd-5-7.xsd; see XML source
Includes:
definitions of 5 elements
Used:
at 2 locations
GenericCommodityDeliveryPeriod
Content:
complex, 3 elements
Defined:
globally in fpml-generic-5-7.xsd; see XML source
Includes:
definitions of 3 elements
Used:
at 1 location
GenericCommodityGrade
A flexible description of the type or characteristics of a commodity grade
Content:
simple, 1 attribute
Defined:
globally in fpml-generic-5-7.xsd; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
GenericExerciseStyle
The data type used to hold the exercise style description of an option in a generic product (e.g.
Content:
simple, 1 attribute
Defined:
globally in fpml-generic-5-7.xsd; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
GenericFrequency
Content:
complex, 1 attribute, 4 elements
Defined:
globally in fpml-generic-5-7.xsd; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
GenericOptionStrike
Content:
complex, 3 elements
Defined:
globally in fpml-generic-5-7.xsd; see XML source
Includes:
definition of 1 element
Used:
at 1 location
GenericProduct
Simple product representation providing key information about a variety of different products.
Content:
complex, 1 attribute, 32 elements
Defined:
globally in fpml-generic-5-7.xsd; see XML source
Includes:
definitions of 12 elements
Used:
at 2 locations
GenericProductExchangeRate
A type that is used for describing the exchange rate for a particular transaction.
Content:
complex, 6 elements
Defined:
globally in fpml-generic-5-7.xsd; see XML source
Includes:
definitions of 6 elements
Used:
at 1 location
GenericProductFeature
A flexible description a special feature or characteristic of a complex product not otherwise modeled, such as digital payout.
Content:
simple, 1 attribute
Defined:
globally in fpml-generic-5-7.xsd; see XML source
Includes:
definition of 1 attribute
Used:
never
GenericProductQuotedCurrencyPair
A type that describes the composition of a rate that has been quoted or is to be quoted.
Content:
complex, 3 elements
Defined:
globally in fpml-generic-5-7.xsd; see XML source
Includes:
definitions of 3 elements
Used:
at 1 location
GenericResetFrequency
Content:
complex, 1 attribute, 3 elements
Defined:
globally in fpml-generic-5-7.xsd; see XML source
Includes:
definition of 1 element
Used:
at 1 location
GoverningLaw
Identification of the law governing the transaction.
Content:
simple, 1 attribute
Defined:
globally in fpml-shared-5-7.xsd; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
IdentifiedAsset
A generic type describing an identified asset.
Content:
complex, 1 attribute, 1 element
Abstract:
(cannot be assigned directly to elements used in instance XML documents)
Defined:
globally in fpml-asset-5-7.xsd; see XML source
Includes:
definition of 1 element
Used:
at 2 locations
IdentifiedCurrency
Specifies Currency with ID attribute.
Content:
simple, 2 attributes
Defined:
globally in fpml-shared-5-7.xsd; see XML source
Includes:
definition of 1 attribute
Used:
at 6 locations
IdentifiedCurrencyReference
Reference to a currency with ID attribute
Content:
empty, 1 attribute
Defined:
globally in fpml-shared-5-7.xsd; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
IdentifiedDate
A date which can be referenced elsewhere.
Content:
simple, 1 attribute
Defined:
globally in fpml-shared-5-7.xsd; see XML source
Includes:
definition of 1 attribute
Used:
at 10 locations
IdentifiedPayerReceiver
A type extending the PayerReceiverEnum type wih an id attribute.
Content:
simple, 1 attribute
Defined:
globally in fpml-shared-5-7.xsd; see XML source
Includes:
definition of 1 attribute
Used:
at 4 locations
IdentifiedRate
A rate which can be referenced elsewhere.
Content:
simple, 1 attribute
Defined:
globally in fpml-shared-5-7.xsd; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
ImplementationSpecification
A version of a specification document used by the message generator to format the document.
Content:
complex, 3 elements
Defined:
globally in fpml-msg-5-7.xsd; see XML source
Includes:
definitions of 3 elements
Used:
at 1 location
ImplementationSpecificationVersion
Content:
simple, 1 attribute
Defined:
globally in fpml-msg-5-7.xsd; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
IndependentAmount
Content:
complex, 2 elements
Defined:
globally in fpml-shared-5-7.xsd; see XML source
Includes:
definition of 1 element
Used:
at 1 location
Index
A published index whose price depends on exchange traded constituents.
Content:
complex, 1 attribute, 10 elements
Defined:
globally in fpml-asset-5-7.xsd; see XML source
Includes:
definition of 1 element
Used:
at 1 location
IndexChange
A structure describing the effect of a change to an index.
Content:
complex, 3 elements
Defined:
globally in fpml-business-events-5-7.xsd; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
IndexId
Content:
simple, 1 attribute
Defined:
globally in fpml-cd-5-7.xsd; see XML source
Includes:
definition of 1 attribute
Used:
at 2 locations
IndexName
Content:
simple, 1 attribute
Defined:
globally in fpml-cd-5-7.xsd; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
IndexReferenceInformation
A type defining a Credit Default Swap Index.
Content:
complex, 1 attribute, 4 elements
Defined:
globally in fpml-cd-5-7.xsd; see XML source
Includes:
definitions of 1 attribute, 4 elements
Used:
at 1 location
IndustryClassification
A party's industry sector classification.
Content:
simple, 1 attribute
Defined:
globally in fpml-shared-5-7.xsd; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
InflationRateCalculation
A type defining the components specifiying an Inflation Rate Calculation
Content:
complex, 1 attribute, 8 elements
Defined:
globally in fpml-ird-5-7.xsd; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
InformationProvider
Content:
simple, 1 attribute
Defined:
globally in fpml-shared-5-7.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).
Content:
complex, 3 elements
Defined:
globally in fpml-shared-5-7.xsd; see XML source
Includes:
definitions of 3 elements
Used:
at 4 locations
InitialPayment
Content:
complex, 1 attribute, 1 element
Defined:
globally in fpml-cd-5-7.xsd; see XML source
Includes:
definition of 1 element
Used:
at 1 location
InstrumentId
A short form unique identifier for a security.
Content:
simple, 1 attribute
Defined:
globally in fpml-shared-5-7.xsd; see XML source
Includes:
definition of 1 attribute
Used:
at 2 locations
InstrumentTradePricing
A structure describing the price paid for the instrument.
Content:
complex, 4 elements
Defined:
globally in fpml-doc-5-7.xsd; see XML source
Includes:
definitions of 4 elements
Used:
never
InstrumentTradePrincipal
A structure describing the value in "native" currency of an instrument that was traded.
Content:
complex, 1 element
Defined:
globally in fpml-doc-5-7.xsd; see XML source
Includes:
definition of 1 element
Used:
never
InstrumentTradeQuantity
A structure describing the amount of an instrument that was traded.
Content:
complex, 2 elements
Defined:
globally in fpml-doc-5-7.xsd; see XML source
Includes:
definitions of 2 elements
Used:
never
InterconnectionPoint
Identification of the border(s) or border point(s) of a transportation contract.
Content:
simple, 1 attribute
Defined:
globally in fpml-com-5-7.xsd; see XML source
Includes:
definition of 1 attribute
Used:
at 3 locations
InterestAccrualsCompoundingMethod
A type defining the way in which interests are accrued: the applicable rate (fixed or floating reference) and the compounding method.
Content:
complex, 3 elements
Defined:
globally in fpml-shared-5-7.xsd; see XML source
Includes:
definition of 1 element
Used:
never
InterestAccrualsMethod
A type describing the method for accruing interests on dividends.
Content:
complex, 2 elements
Defined:
globally in fpml-shared-5-7.xsd; see XML source
Includes:
definitions of 2 elements
Used:
at 3 locations
InterestCalculation
Specifies the calculation method of the interest rate leg of the return swap.
Content:
complex, 1 attribute, 6 elements
Defined:
globally in fpml-eq-shared-5-7.xsd; see XML source
Includes:
definitions of 1 attribute, 4 elements
Used:
at 1 location
InterestLeg
A type describing the fixed income leg of the equity swap.
Content:
complex, 1 attribute, 7 elements
Defined:
globally in fpml-eq-shared-5-7.xsd; see XML source
Includes:
definitions of 4 elements
Used:
at 1 location
InterestLegCalculationPeriodDates
Component that holds the various dates used to specify the interest leg of the return swap.
Content:
complex, 1 attribute, 4 elements
Defined:
globally in fpml-eq-shared-5-7.xsd; see XML source
Includes:
definitions of 1 attribute, 4 elements
Used:
at 1 location
InterestLegCalculationPeriodDatesReference
Reference to the calculation period dates of the interest leg.
Content:
empty, 1 attribute
Defined:
globally in fpml-eq-shared-5-7.xsd; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
InterestLegResetDates
Content:
complex, 4 elements
Defined:
globally in fpml-eq-shared-5-7.xsd; see XML source
Includes:
definitions of 4 elements
Used:
at 1 location
InterestRateStream
A type defining the components specifiying an interest rate stream, including both a parametric and cashflow representation for the stream of payments.
Content:
complex, 1 attribute, 6 elements
Defined:
globally in fpml-ird-5-7.xsd; see XML source
Includes:
definitions of 6 elements
Used:
at 2 locations
InterpolationMethod
The type of interpolation used.
Content:
simple, 1 attribute
Defined:
globally in fpml-shared-5-7.xsd; see XML source
Includes:
definition of 1 attribute
Used:
at 2 locations
IssuerId
The data type used for issuer identifiers.
Content:
simple, 1 attribute
Defined:
globally in fpml-doc-5-7.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.
Content:
simple, 1 attribute
Defined:
globally in fpml-shared-5-7.xsd; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
Leg
A supertype of leg.
Content:
empty, 1 attribute
Abstract:
(cannot be assigned directly to elements used in instance XML documents)
Defined:
globally in fpml-shared-5-7.xsd; see XML source
Includes:
definition of 1 attribute
Used:
at 6 locations
LegalEntity
A type defining a legal entity.
Content:
complex, 1 attribute, 2 elements
Defined:
globally in fpml-shared-5-7.xsd; see XML source
Includes:
definitions of 1 attribute, 2 elements
Used:
at 6 locations
LegalEntityReference
References a credit entity defined elsewhere in the document.
Content:
empty, 1 attribute
Defined:
globally in fpml-shared-5-7.xsd; see XML source
Includes:
definition of 1 attribute
Used:
at 2 locations
LegAmount
A type describing the amount that will paid or received on each of the payment dates.
Content:
complex, 5 elements
Defined:
globally in fpml-eq-shared-5-7.xsd; see XML source
Includes:
definitions of 2 elements
Used:
at 2 locations
LegId
Leg identity.
Content:
simple, 1 attribute
Defined:
globally in fpml-shared-5-7.xsd; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
LegIdentifier
Version aware identification of a leg.
Content:
complex, 3 elements
Defined:
globally in fpml-shared-5-7.xsd; see XML source
Includes:
definition of 1 element
Used:
at 1 location
Lien
A type describing the liens associated with a loan facility.
Content:
simple, 1 attribute
Defined:
globally in fpml-asset-5-7.xsd; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
LimitedCreditDefaultSwap
A limited version of the CDS type used as an underlyer to CDS options in Transparency view, to avoid requiring product type etc.
Content:
complex, 3 elements
Defined:
globally in fpml-cd-5-7.xsd; see XML source
Includes:
definitions of 3 elements
Used:
at 1 location
LimitedVarianceSwapTransactionSupplement
A Variance Swap Transaction Supplement - limited form for use as underlyer to option on variance swap.
Content:
complex, 1 element
Defined:
globally in fpml-variance-swaps-5-7.xsd; see XML source
Includes:
definition of 1 element
Used:
at 1 location
LinkId
The data type used for link identifiers.
Content:
simple, 2 attributes
Defined:
globally in fpml-doc-5-7.xsd; see XML source
Includes:
definitions of 2 attributes
Used:
never
Loan
A type describing a loan underlying asset.
Content:
complex, 1 attribute, 12 elements
Defined:
globally in fpml-asset-5-7.xsd; see XML source
Includes:
definitions of 7 elements
Used:
at 1 location
MainPublication
A type to define the main publication source.
Content:
simple, 1 attribute
Defined:
globally in fpml-shared-5-7.xsd; see XML source
Includes:
definition of 1 attribute
Used:
never
MakeWholeAmount
A complex type to specify the amount to be paid by the buyer of the option if the option is exercised prior to the Early Call Date (Typically applicable to the convertible bond options).
Content:
complex, 6 elements
Defined:
globally in fpml-bond-option-5-7.xsd; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
MandatoryEarlyTermination
A type to define an early termination provision for which exercise is mandatory.
Content:
empty, 1 attribute
Defined:
globally in fpml-ird-5-7.xsd; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
MandatoryEarlyTerminationAdjustedDates
A type defining the adjusted dates associated with a mandatory early termination provision.
Content:
complex, 3 elements
Defined:
globally in fpml-ird-5-7.xsd; see XML source
Includes:
definitions of 3 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.
Content:
complex, 4 elements
Defined:
globally in fpml-shared-5-7.xsd; see XML source
Includes:
definitions of 4 elements
Used:
never
MasterAgreementId
A master agreement identifier allocated by a party.
Content:
simple, 1 attribute
Defined:
globally in fpml-shared-5-7.xsd; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
MasterAgreementType
Content:
simple, 1 attribute
Defined:
globally in fpml-shared-5-7.xsd; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
MasterAgreementVersion
Content:
simple, 1 attribute
Defined:
globally in fpml-shared-5-7.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.
Content:
complex, 1 element
Defined:
globally in fpml-shared-5-7.xsd; see XML source
Includes:
definition of 1 element
Used:
at 1 location
MasterConfirmationAnnexType
Content:
simple, 1 attribute
Defined:
globally in fpml-shared-5-7.xsd; see XML source
Includes:
definition of 1 attribute
Used:
never
MasterConfirmationType
Content:
simple, 1 attribute
Defined:
globally in fpml-shared-5-7.xsd; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
Material
A scheme identifying the types of metal product for a physically settled metal trade.
Content:
simple, 1 attribute
Defined:
globally in fpml-com-5-7.xsd; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
Math
A type defining a mathematical expression.
Content:
mixed (allows character data), elem. wildcard
Defined:
globally in fpml-shared-5-7.xsd; see XML source
Includes:
definition of elem. wildcard
Used:
at 1 location
MatrixTerm
Content:
simple, 1 attribute
Defined:
globally in fpml-shared-5-7.xsd; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
MatrixType
Content:
simple, 1 attribute
Defined:
globally in fpml-shared-5-7.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.
Content:
empty, 3 attributes
Abstract:
(cannot be assigned directly to elements used in instance XML documents)
Defined:
globally in fpml-msg-5-7.xsd; see XML source
Used:
at 4 locations
MessageAddress
The data type used for identifying a message address.
Content:
simple, 1 attribute
Defined:
globally in fpml-msg-5-7.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.
Content:
complex, 1 element
Abstract:
(cannot be assigned directly to elements used in instance XML documents)
Defined:
globally in fpml-msg-5-7.xsd; see XML source
Includes:
definition of 1 element
Used:
at 4 locations
MessageId
The data type use for message identifiers.
Content:
simple, 1 attribute
Defined:
globally in fpml-msg-5-7.xsd; see XML source
Includes:
definition of 1 attribute
Used:
at 4 locations
Metal
A type defining the characteristics of the metal product being traded in a physically settled metal transaction.
Content:
complex, 2 elements
Defined:
globally in fpml-com-5-7.xsd; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
MetalDelivery
The physical delivery conditions for the transaction.
Content:
complex, 2 elements
Defined:
globally in fpml-com-5-7.xsd; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
MetalPhysicalLeg
Physically settled leg of a physically settled Metal transaction.
Content:
complex, 1 attribute, 3 elements
Defined:
globally in fpml-com-5-7.xsd; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
MimeType
The type that indicates the type of media used to store the content.
Content:
simple, 1 attribute
Defined:
globally in fpml-shared-5-7.xsd; see XML source
Includes:
definition of 1 attribute
Used:
at 2 locations
Money
A type defining a currency amount.
Content:
complex, 1 attribute, 2 elements
Defined:
globally in fpml-shared-5-7.xsd; see XML source
Includes:
definition of 1 element
Used:
at 24 locations
MoneyBase
Abstract base class for all money types.
Content:
complex, 1 attribute, 1 element
Abstract:
(cannot be assigned directly to elements used in instance XML documents)
Defined:
globally in fpml-shared-5-7.xsd; see XML source
Includes:
definitions of 1 attribute, 1 element
Used:
at 3 locations
Mortgage
A type describing a mortgage asset.
Content:
complex, 1 attribute, 19 elements
Defined:
globally in fpml-asset-5-7.xsd; see XML source
Includes:
definitions of 6 elements
Used:
at 1 location
MortgageSector
A type describing the typology of mortgage obligations.
Content:
simple, 1 attribute
Defined:
globally in fpml-asset-5-7.xsd; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
MultipleExercise
A type defining multiple exercises.
Content:
complex, 6 elements
Defined:
globally in fpml-shared-5-7.xsd; see XML source
Includes:
definitions of 2 elements
Used:
at 2 locations
MutualFund
Content:
complex, 1 attribute, 7 elements
Defined:
globally in fpml-asset-5-7.xsd; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
NetAndGross
A structure including a net and/or a gross amount and possibly fees and commissions.
Content:
complex, 3 elements
Defined:
globally in fpml-doc-5-7.xsd; see XML source
Used:
at 1 location
NettedSwapBase
An abstract base class for all swap types which have a single netted leg, such as Variance Swaps, and Correlation Swaps.
Content:
complex, 1 attribute, 6 elements
Abstract:
(cannot be assigned directly to elements used in instance XML documents)
Defined:
globally in fpml-eq-shared-5-7.xsd; see XML source
Includes:
definition of 1 element
Used:
at 1 location
NonCorrectableRequestMessage
A type defining the content model for a request message that cannot be subsequently corrected or retracted.
Content:
complex, 3 attributes, 5 elements
Defined:
globally in fpml-msg-5-7.xsd; see XML source
Used:
at 4 locations
NonNegativeAmountSchedule
A type defining a currency amount or a currency amount schedule.
Content:
complex, 1 attribute, 2 elements
Defined:
globally in fpml-shared-5-7.xsd; see XML source
Includes:
definition of 1 element
Used:
at 3 locations
NonNegativeMoney
A type defining a non negative money amount.
Content:
complex, 1 attribute, 2 elements
Defined:
globally in fpml-shared-5-7.xsd; see XML source
Includes:
definition of 1 element
Used:
at 37 locations
NonNegativePayment
A complex type to specify non negative payments.
Content:
complex, 1 attribute, 1 element
Defined:
globally in fpml-shared-5-7.xsd; see XML source
Includes:
definition of 1 element
Used:
at 3 locations
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.
Content:
complex, 1 attribute, 1 element
Defined:
globally in fpml-shared-5-7.xsd; see XML source
Includes:
definitions of 1 attribute, 1 element
Used:
at 1 location
NonNegativeStep
A type defining a step date and non-negative step value pair.
Content:
complex, 1 attribute, 2 elements
Defined:
globally in fpml-shared-5-7.xsd; see XML source
Includes:
definition of 1 element
Used:
never
NonPeriodicFixedPriceLeg
The details of a fixed payment.
Content:
complex, 1 attribute, 2 elements
Defined:
globally in fpml-com-5-7.xsd; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
NotificationMessage
A type defining the basic content for a message sent to inform another system that some 'business event' has occured.
Content:
complex, 3 attributes, 5 elements
Abstract:
(cannot be assigned directly to elements used in instance XML documents)
Defined:
globally in fpml-msg-5-7.xsd; see XML source
Includes:
definition of 1 element
Used:
at 1 location
NotificationMessageHeader
A type that refines the generic message header to match the requirements of a NotificationMessage.
Content:
complex, 10 elements
Defined:
globally in fpml-msg-5-7.xsd; see XML source
Includes:
definition of 1 element
Used:
at 1 location
Notional
An type defining the notional amount or notional amount schedule associated with a swap stream.
Content:
complex, 1 attribute, 1 element
Defined:
globally in fpml-ird-5-7.xsd; see XML source
Includes:
definitions of 1 attribute, 1 element
Used:
at 1 location
NotionalAmount
A complex type to specify the notional amount.
Content:
complex, 1 attribute, 2 elements
Defined:
globally in fpml-shared-5-7.xsd; see XML source
Used:
at 3 locations
NotionalAmountReference
A reference to the notional amount.
Content:
empty, 1 attribute
Defined:
globally in fpml-shared-5-7.xsd; see XML source
Includes:
definition of 1 attribute
Used:
at 2 locations
NotionalReference
A reference to the notional amount.
Content:
empty, 1 attribute
Defined:
globally in fpml-shared-5-7.xsd; see XML source
Includes:
definition of 1 attribute
Used:
at 4 locations
NumberOfOptionsReference
A reference to the number of options.
Content:
empty, 1 attribute
Defined:
globally in fpml-shared-5-7.xsd; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
NumberOfUnitsReference
A reference to the number of units.
Content:
empty, 1 attribute
Defined:
globally in fpml-shared-5-7.xsd; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
ObligationAccelerationEvent
Content:
empty
Defined:
globally in fpml-credit-event-notification-5-7.xsd; see XML source
Used:
at 1 location
ObligationDefaultEvent
Content:
empty
Defined:
globally in fpml-credit-event-notification-5-7.xsd; see XML source
Used:
at 1 location
Offset
A type defining an offset used in calculating a new date relative to a reference date.
Content:
complex, 1 attribute, 2 elements
Defined:
globally in fpml-shared-5-7.xsd; see XML source
Used:
at 5 locations
OffsetPrevailingTime
Allows the specification of a time that may be on a day prior or subsequent to the day in question.
Content:
complex, 2 elements
Defined:
globally in fpml-shared-5-7.xsd; see XML source
Includes:
definitions of 2 elements
Used:
at 2 locations
OilDelivery
The physical delivery conditions for an oil product.
Content:
complex, 2 elements
Defined:
globally in fpml-com-5-7.xsd; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
OilPhysicalLeg
Physically settled leg of a physically settled oil product transaction.
Content:
complex, 1 attribute, 3 elements
Defined:
globally in fpml-com-5-7.xsd; see XML source
Includes:
definitions of 3 elements
Used:
at 1 location
OilPipelineDelivery
The physical delivery conditions specific to an oil product delivered by pipeline.
Content:
complex, 5 elements
Defined:
globally in fpml-com-5-7.xsd; see XML source
Includes:
definitions of 5 elements
Used:
at 1 location
OilProduct
The specification of the oil product to be delivered.
Content:
complex, 2 elements
Defined:
globally in fpml-com-5-7.xsd; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
OilProductType
The type of physical commodity product to be delivered.
Content:
simple, 1 attribute
Defined:
globally in fpml-com-5-7.xsd; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
OilTransferDelivery
The physical delivery conditions specific to an oil product delivered by title transfer.
Content:
complex, 1 element
Defined:
globally in fpml-com-5-7.xsd; see XML source
Includes:
definition of 1 element
Used:
at 1 location
OnBehalfOf
Content:
complex, 2 elements
Defined:
globally in fpml-shared-5-7.xsd; see XML source
Includes:
definitions of 2 elements
Used:
at 2 locations
Option
A type for defining the common features of options.
Content:
complex, 1 attribute, 7 elements
Abstract:
(cannot be assigned directly to elements used in instance XML documents)
Defined:
globally in fpml-option-shared-5-7.xsd; see XML source
Used:
at 5 locations
OptionalEarlyTermination
A type defining an early termination provision where either or both parties have the right to exercise.
Content:
empty
Defined:
globally in fpml-ird-5-7.xsd; see XML source
Used:
at 1 location
OptionalEarlyTerminationAdjustedDates
A type defining the adjusted dates associated with an optional early termination provision.
Content:
empty
Defined:
globally in fpml-ird-5-7.xsd; see XML source
Used:
never
OptionBase
A type for defining the common features of options.
Content:
complex, 1 attribute, 8 elements
Abstract:
(cannot be assigned directly to elements used in instance XML documents)
Defined:
globally in fpml-option-shared-5-7.xsd; see XML source
Includes:
definition of 1 element
Used:
at 3 locations
OptionBaseExtended
Base type for options starting with the 4-3 release, until we refactor the schema as part of the 5-0 release series.
Content:
complex, 1 attribute, 15 elements
Abstract:
(cannot be assigned directly to elements used in instance XML documents)
Defined:
globally in fpml-option-shared-5-7.xsd; see XML source
Includes:
definitions of 4 elements
Used:
at 2 locations
OptionNumericStrike
A type for defining the strike price for an option as a numeric value without currency.
Content:
complex, 2 elements
Defined:
globally in fpml-option-shared-5-7.xsd; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
OptionStrike
A type for defining the strike price for an equity option.
Content:
complex, 3 elements
Defined:
globally in fpml-option-shared-5-7.xsd; see XML source
Includes:
definition of 1 element
Used:
at 2 locations
OptionType
A flexible description of the type or characteristics of an option or strategy, e.g. butterfly, condor, chooser.
Content:
simple, 1 attribute
Defined:
globally in fpml-generic-5-7.xsd; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
OrganizationCharacteristic
A characteristic of an organization used in declaring an end-user exception.
Content:
simple, 1 attribute
Defined:
globally in fpml-doc-5-7.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
Content:
simple, 1 attribute
Defined:
globally in fpml-shared-5-7.xsd; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
OriginatingEvent
Content:
simple, 1 attribute
Defined:
globally in fpml-shared-5-7.xsd; see XML source
Includes:
definition of 1 attribute
Used:
at 2 locations
PartialExercise
A type defining partial exercise.
Content:
complex, 4 elements
Defined:
globally in fpml-shared-5-7.xsd; see XML source
Used:
never
Party
A type defining a legal entity or a subdivision of a legal entity.
Content:
complex, 1 attribute, 12 elements
Defined:
globally in fpml-shared-5-7.xsd; see XML source
Includes:
definitions of 1 attribute, 5 elements
Used:
at 3 locations
PartyId
The data type used for party identifiers.
Content:
simple, 1 attribute
Defined:
globally in fpml-shared-5-7.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.
Content:
complex, 1 element
Defined:
globally in fpml-msg-5-7.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.
Content:
simple, 1 attribute
Defined:
globally in fpml-shared-5-7.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.
Content:
complex, 1 attribute, 2 elements
Defined:
globally in fpml-doc-5-7.xsd; see XML source
Includes:
definitions of 1 attribute, 2 elements
Used:
at 1 location
PartyReference
Reference to a party.
Content:
empty, 1 attribute
Defined:
globally in fpml-shared-5-7.xsd; see XML source
Includes:
definition of 1 attribute
Used:
at 23 locations
PartyRole
A type describing a role played by a party in one or more transactions.
Content:
simple, 1 attribute
Defined:
globally in fpml-shared-5-7.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.
Content:
simple, 1 attribute
Defined:
globally in fpml-shared-5-7.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.
Content:
complex, 1 attribute, 7 elements
Defined:
globally in fpml-doc-5-7.xsd; see XML source
Includes:
definitions of 2 elements
Used:
at 12 locations
PartyTradeIdentifierReference
A reference to a partyTradeIdentifier object.
Content:
empty, 1 attribute
Defined:
globally in fpml-shared-5-7.xsd; see XML source
Includes:
definition of 1 attribute
Used:
at 2 locations
PartyTradeIdentifiers
A type containing multiple partyTradeIdentifier.
Content:
complex, 1 element
Defined:
globally in fpml-doc-5-7.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.
Content:
complex, 21 elements
Defined:
globally in fpml-doc-5-7.xsd; see XML source
Includes:
definitions of 20 elements
Used:
at 1 location
PassThrough
Type which contains pass through payments.
Content:
complex, 1 element
Defined:
globally in fpml-option-shared-5-7.xsd; see XML source
Includes:
definition of 1 element
Used:
never
PassThroughItem
Type to represent a single pass through payment.
Content:
complex, 3 elements
Defined:
globally in fpml-option-shared-5-7.xsd; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
Payment
A type for defining payments.
Content:
complex, 2 attributes, 3 elements
Defined:
globally in fpml-shared-5-7.xsd; see XML source
Includes:
definitions of 1 attribute, 2 elements
Used:
at 11 locations
PaymentBase
An abstract base class for payment types.
Content:
empty, 1 attribute
Abstract:
(cannot be assigned directly to elements used in instance XML documents)
Defined:
globally in fpml-shared-5-7.xsd; see XML source
Includes:
definition of 1 attribute
Used:
at 12 locations
PaymentBaseExtended
Base type for payments.
Content:
empty, 1 attribute
Abstract:
(cannot be assigned directly to elements used in instance XML documents)
Defined:
globally in fpml-shared-5-7.xsd; see XML source
Used:
at 1 location
PaymentDates
A type defining parameters used to generate the payment dates schedule, including the specification of early or delayed payments.
Content:
complex, 1 attribute, 1 element
Defined:
globally in fpml-ird-5-7.xsd; see XML source
Includes:
definitions of 1 attribute, 1 element
Used:
at 1 location
PaymentDetail
Content:
complex, 1 attribute, 3 elements
Defined:
globally in fpml-shared-5-7.xsd; see XML source
Includes:
definitions of 3 elements
Used:
at 1 location
PaymentRule
The abstract base type from which all calculation rules of the independent amount must be derived.
Content:
empty
Abstract:
(cannot be assigned directly to elements used in instance XML documents)
Defined:
globally in fpml-shared-5-7.xsd; see XML source
Used:
at 2 locations
PaymentType
Content:
simple, 1 attribute
Defined:
globally in fpml-shared-5-7.xsd; see XML source
Includes:
definition of 1 attribute
Used:
at 3 locations
PendingPayment
A structure representing a pending dividend or coupon payment.
Content:
complex, 1 attribute, 3 elements
Defined:
globally in fpml-asset-5-7.xsd; see XML source
Includes:
definitions of 3 elements
Used:
at 2 locations
PercentageRule
A type defining a content model for a calculation rule defined as percentage of the notional amount.
Content:
complex, 2 elements
Defined:
globally in fpml-doc-5-7.xsd; see XML source
Includes:
definitions of 2 elements
Used:
never
Period
A type to define recurring periods or time offsets.
Content:
complex, 1 attribute, 2 elements
Defined:
globally in fpml-shared-5-7.xsd; see XML source
Includes:
definitions of 1 attribute, 2 elements
Used:
at 12 locations
PeriodicDates
Content:
complex, 4 elements
Defined:
globally in fpml-shared-5-7.xsd; see XML source
Includes:
definitions of 4 elements
Used:
at 2 locations
PeriodicPayment
Content:
complex, 1 attribute, 3 elements
Defined:
globally in fpml-cd-5-7.xsd; see XML source
Includes:
definitions of 3 elements
Used:
at 1 location
Person
A type that represents information about a person connected with a trade or business process.
Content:
complex, 1 attribute, 10 elements
Defined:
globally in fpml-shared-5-7.xsd; see XML source
Includes:
definitions of 1 attribute, 10 elements
Used:
at 1 location
PersonId
An identifier used to identify an individual person.
Content:
simple, 1 attribute
Defined:
globally in fpml-shared-5-7.xsd; see XML source
Includes:
definition of 1 attribute
Used:
at 2 locations
PersonReference
Reference to an individual.
Content:
empty, 1 attribute
Defined:
globally in fpml-shared-5-7.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.
Content:
simple, 1 attribute
Defined:
globally in fpml-shared-5-7.xsd; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
PhysicalForwardLeg
The common components of a physically settled leg of a Commodity Forward.
Content:
empty, 1 attribute
Abstract:
(cannot be assigned directly to elements used in instance XML documents)
Defined:
globally in fpml-com-5-7.xsd; see XML source
Used:
at 2 locations
PhysicalSettlement
A structure that describes how an option settles into a physical trade.
Content:
complex, 3 elements
Defined:
globally in fpml-business-events-5-7.xsd; see XML source
Includes:
definitions of 3 elements
Used:
never
PhysicalSwapLeg
The common components of a physically settled leg of a Commodity Swap.
Content:
empty, 1 attribute
Abstract:
(cannot be assigned directly to elements used in instance XML documents)
Defined:
globally in fpml-com-5-7.xsd; see XML source
Used:
at 5 locations
Portfolio
A type representing an arbitary grouping of trade references.
Content:
complex, 1 attribute, 4 elements
Defined:
globally in fpml-doc-5-7.xsd; see XML source
Includes:
definitions of 1 attribute, 4 elements
Used:
at 1 location
PortfolioConstituentReference
A structure used to group together individual messages that can be acted on at a group level.
Content:
complex, 2 elements
Defined:
globally in fpml-msg-5-7.xsd; see XML source
Includes:
definition of 1 element
Used:
at 1 location
PortfolioName
The data type used for portfolio names.
Content:
simple, 2 attributes
Defined:
globally in fpml-doc-5-7.xsd; see XML source
Includes:
definitions of 2 attributes
Used:
at 3 locations
PortfolioReferenceBase
A structure used to identify a portfolio in a message.
Content:
complex, 1 element
Defined:
globally in fpml-msg-5-7.xsd; see XML source
Includes:
definition of 1 element
Used:
at 2 locations
PositiveMoney
A type defining a positive money amount
Content:
complex, 1 attribute, 2 elements
Defined:
globally in fpml-shared-5-7.xsd; see XML source
Includes:
definition of 1 element
Used:
at 5 locations
Premium
A type for defining a premium.
Content:
complex, 1 attribute, 4 elements
Defined:
globally in fpml-option-shared-5-7.xsd; see XML source
Used:
at 1 location
PremiumQuote
A type that describes the option premium as quoted.
Content:
complex, 2 elements
Defined:
globally in fpml-fx-5-7.xsd; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
PrePayment
A type for defining PrePayment.
Content:
complex, 1 attribute, 4 elements
Defined:
globally in fpml-eqd-5-7.xsd; see XML source
Includes:
definitions of 3 elements
Used:
never
PrevailingTime
A type for defining a time with respect to a geographic location, for example 11:00 Phoenix, USA.
Content:
complex, 2 elements
Defined:
globally in fpml-shared-5-7.xsd; see XML source
Includes:
definitions of 2 elements
Used:
at 3 locations
Price
A type describing the strike price.
Content:
complex, 9 elements
Defined:
globally in fpml-asset-5-7.xsd; see XML source
Includes:
definitions of 5 elements
Used:
at 2 locations
PriceQuoteUnits
The units in which a price is quoted.
Content:
simple, 1 attribute
Defined:
globally in fpml-asset-5-7.xsd; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
PricingModel
A scheme identifying the types of pricing model used to evaluate the price of an asset.
Content:
simple, 1 attribute
Defined:
globally in fpml-asset-5-7.xsd; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
PricingStructure
An abstract pricing structure base type.
Content:
complex, 1 attribute, 2 elements
Abstract:
(cannot be assigned directly to elements used in instance XML documents)
Defined:
globally in fpml-shared-5-7.xsd; see XML source
Includes:
definitions of 1 attribute, 2 elements
Used:
never
PricingStructureReference
Reference to a pricing structure or any derived components (i.e. yield curve).
Content:
empty, 1 attribute
Defined:
globally in fpml-shared-5-7.xsd; see XML source
Includes:
definition of 1 attribute
Used:
never
PrincipalExchange
A type defining a principal exchange amount and adjusted exchange date.
Content:
complex, 1 attribute, 3 elements
Defined:
globally in fpml-ird-5-7.xsd; see XML source
Includes:
definitions of 1 attribute, 3 elements
Used:
never
PrincipalExchangeAmount
Specifies the principal exchange amount, either by explicitly defining it, or by point to an amount defined somewhere else in the swap document.
Content:
complex, 3 elements
Defined:
globally in fpml-eq-shared-5-7.xsd; see XML source
Includes:
definitions of 3 elements
Used:
at 1 location
PrincipalExchangeDescriptions
Specifies each of the characteristics of the principal exchange cashflows, in terms of paying/receiving counterparties, amounts and dates.
Content:
complex, 2 elements
Defined:
globally in fpml-eq-shared-5-7.xsd; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
PrincipalExchangeFeatures
A type describing the principal exchange features of the return swap.
Content:
complex, 2 elements
Defined:
globally in fpml-eq-shared-5-7.xsd; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
PrincipalExchanges
A type defining which principal exchanges occur for the stream.
Content:
complex, 1 attribute, 3 elements
Defined:
globally in fpml-shared-5-7.xsd; see XML source
Includes:
definitions of 1 attribute, 3 elements
Used:
at 2 locations
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).
Content:
simple, 1 attribute
Defined:
globally in fpml-msg-5-7.xsd; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
Product
The base type which all FpML products extend.
Content:
complex, 1 attribute, 5 elements
Abstract:
(cannot be assigned directly to elements used in instance XML documents)
Defined:
globally in fpml-shared-5-7.xsd; see XML source
Includes:
definition of 1 attribute
Used:
at 21 locations
ProductComponentIdentifier
Deprecated: A type defining a USI for the a subproduct component of a strategy.
Content:
complex, 3 elements
Defined:
globally in fpml-doc-5-7.xsd; see XML source
Includes:
definitions of 3 elements
Used:
at 1 location
ProductId
Content:
simple, 1 attribute
Defined:
globally in fpml-shared-5-7.xsd; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
ProductReference
Reference to a full FpML product.
Content:
empty, 1 attribute
Defined:
globally in fpml-shared-5-7.xsd; see XML source
Includes:
definition of 1 attribute
Used:
at 3 locations
ProductType
Content:
simple, 1 attribute
Defined:
globally in fpml-shared-5-7.xsd; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
ProtectionTerms
Content:
complex, 1 attribute, 2 elements
Defined:
globally in fpml-cd-5-7.xsd; see XML source
Includes:
definitions of 1 attribute, 2 elements
Used:
at 2 locations
PublicExecutionReport
Content:
complex, 3 attributes, 17 elements
Defined:
globally in fpml-transparency-processes-5-7.xsd; see XML source
Used:
at 1 location
PublicExecutionReportRetracted
Content:
complex, 3 attributes, 18 elements
Defined:
globally in fpml-transparency-processes-5-7.xsd; see XML source
Includes:
definitions of 3 elements
Used:
at 1 location
PubliclyAvailableInformation
Content:
complex, 3 elements
Defined:
globally in fpml-option-shared-5-7.xsd; see XML source
Includes:
definitions of 3 elements
Used:
never
QuantityUnit
Content:
simple, 1 attribute
Defined:
globally in fpml-asset-5-7.xsd; see XML source
Includes:
definition of 1 attribute
Used:
at 6 locations
Quanto
Determines the currency rate that the seller of the equity amounts will apply at each valuation date for converting the respective amounts into a currency that is different from the currency denomination of the underlyer.
Content:
complex, 2 elements
Defined:
globally in fpml-option-shared-5-7.xsd; see XML source
Includes:
definitions of 2 elements
Used:
never
QuotationCharacteristics
A type representing a set of characteristics that describe a quotation.
Content:
complex, 14 elements
Defined:
globally in fpml-asset-5-7.xsd; see XML source
Used:
at 1 location
QuotedCurrencyPair
A type that describes the composition of a rate that has been quoted or is to be quoted.
Content:
complex, 3 elements
Defined:
globally in fpml-shared-5-7.xsd; see XML source
Includes:
definitions of 3 elements
Used:
at 7 locations
QuoteTiming
The type of the time of the quote.
Content:
simple, 1 attribute
Defined:
globally in fpml-asset-5-7.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.
Content:
empty, 1 attribute
Abstract:
(cannot be assigned directly to elements used in instance XML documents)
Defined:
globally in fpml-shared-5-7.xsd; see XML source
Includes:
definition of 1 attribute
Used:
at 2 locations
RateObservation
A type defining parameters associated with an individual observation or fixing.
Content:
complex, 1 attribute, 8 elements
Defined:
globally in fpml-shared-5-7.xsd; see XML source
Includes:
definitions of 1 attribute, 8 elements
Used:
never
RateReference
Reference to any rate (floating, inflation) derived from the abstract Rate component.
Content:
empty, 1 attribute
Defined:
globally in fpml-shared-5-7.xsd; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
RateSourcePage
Content:
simple, 1 attribute
Defined:
globally in fpml-shared-5-7.xsd; see XML source
Includes:
definition of 1 attribute
Used:
at 3 locations
Reason
A type defining a content model for describing the nature and possible location of a error within a previous message.
Content:
complex, 5 elements
Defined:
globally in fpml-msg-5-7.xsd; see XML source
Includes:
definitions of 5 elements
Used:
at 2 locations
ReasonCode
Defines a list of machine interpretable error codes.
Content:
simple, 1 attribute
Defined:
globally in fpml-msg-5-7.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.
Content:
empty
Abstract:
(cannot be assigned directly to elements used in instance XML documents)
Defined:
globally in fpml-shared-5-7.xsd; see XML source
Used:
at 28 locations
ReferenceAmount
Specifies the reference amount using a scheme.
Content:
simple, 1 attribute
Defined:
globally in fpml-shared-5-7.xsd; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
ReferenceBank
A type to describe an institution (party) identified by means of a coding scheme and an optional name.
Content:
complex, 2 elements
Defined:
globally in fpml-shared-5-7.xsd; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
ReferenceBankId
Content:
simple, 1 attribute
Defined:
globally in fpml-shared-5-7.xsd; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
ReferenceInformation
Content:
complex, 4 elements
Defined:
globally in fpml-cd-5-7.xsd; see XML source
Includes:
definitions of 4 elements
Used:
at 1 location
ReferenceLevel
Content:
complex, 2 elements
Defined:
globally in fpml-com-5-7.xsd; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
ReferenceLevelUnit
CPD Reference Level: millimeters or inches of daily precipitation HDD Reference Level: degree-days CDD Reference Level: degree-days.
Content:
simple, 1 attribute
Defined:
globally in fpml-com-5-7.xsd; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
ReferenceObligation
Content:
complex, 4 elements
Defined:
globally in fpml-cd-5-7.xsd; see XML source
Includes:
definitions of 4 elements
Used:
at 2 locations
ReferencePair
Content:
complex, 4 elements
Defined:
globally in fpml-cd-5-7.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.
Content:
complex, 1 element
Defined:
globally in fpml-cd-5-7.xsd; see XML source
Includes:
definition of 1 element
Used:
at 1 location
ReferencePoolItem
This type contains all the constituent weight and reference information.
Content:
complex, 2 elements
Defined:
globally in fpml-cd-5-7.xsd; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
ReferenceSwapCurve
A complex type used to specify the option and convertible bond option strike when expressed in reference to a swap curve.
Content:
complex, 2 elements
Defined:
globally in fpml-bond-option-5-7.xsd; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
Region
A code that describes the world region of a counterparty.
Content:
simple, 1 attribute
Defined:
globally in fpml-shared-5-7.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.
Content:
simple, 1 attribute
Defined:
globally in fpml-doc-5-7.xsd; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
RelatedBusinessUnit
Content:
complex, 2 elements
Defined:
globally in fpml-shared-5-7.xsd; see XML source
Includes:
definitions of 2 elements
Used:
never
RelatedParty
Content:
complex, 3 elements
Defined:
globally in fpml-shared-5-7.xsd; see XML source
Includes:
definitions of 2 elements
Used:
at 3 locations
RelatedPerson
Content:
complex, 2 elements
Defined:
globally in fpml-shared-5-7.xsd; see XML source
Includes:
definitions of 2 elements
Used:
never
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).
Content:
complex, 1 attribute, 3 elements
Defined:
globally in fpml-shared-5-7.xsd; see XML source
Includes:
definition of 1 element
Used:
at 6 locations
RelativeDates
A type describing a set of dates defined as relative to another set of dates.
Content:
complex, 1 attribute, 3 elements
Defined:
globally in fpml-shared-5-7.xsd; see XML source
Used:
at 3 locations
RelativeDateSequence
A type describing a date when this date is defined in reference to another date through one or several date offsets.
Content:
complex, 4 elements
Defined:
globally in fpml-shared-5-7.xsd; see XML source
Includes:
definitions of 2 elements
Used:
at 2 locations
ReportId
A type that can be used to hold an identifier for a report instance.
Content:
simple, 1 attribute
Defined:
globally in fpml-msg-5-7.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.
Content:
simple, 1 attribute
Defined:
globally in fpml-asset-5-7.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.
Content:
simple, 1 attribute
Defined:
globally in fpml-doc-5-7.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.
Content:
complex, 8 elements
Defined:
globally in fpml-doc-5-7.xsd; see XML source
Includes:
definitions of 8 elements
Used:
at 2 locations
ReportingRegimeName
An identifier of an reporting regime or format used for regulatory reporting, for example DoddFrankAct, MiFID, HongKongOTCDRepository, etc.
Content:
simple, 1 attribute
Defined:
globally in fpml-shared-5-7.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.
Content:
simple, 2 attributes
Defined:
globally in fpml-doc-5-7.xsd; see XML source
Includes:
definitions of 2 attributes
Used:
at 1 location
ReportSectionIdentification
A type that allows the specific report and section to be identified.
Content:
complex, 2 elements
Defined:
globally in fpml-msg-5-7.xsd; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
RepudiationMoratoriumEvent
Content:
empty
Defined:
globally in fpml-credit-event-notification-5-7.xsd; see XML source
Used:
at 1 location
RequestedClearingAction
A type that describes whether a trade is to be cleared.
Content:
simple, 1 attribute
Defined:
globally in fpml-business-events-5-7.xsd; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
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.
Content:
complex, 3 attributes, 9 elements
Defined:
globally in fpml-msg-5-7.xsd; see XML source
Includes:
definitions of 2 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.
Content:
complex, 3 attributes, 1 element
Abstract:
(cannot be assigned directly to elements used in instance XML documents)
Defined:
globally in fpml-msg-5-7.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.
Content:
complex, 9 elements
Defined:
globally in fpml-msg-5-7.xsd; see XML source
Used:
at 1 location
RequiredIdentifierDate
A date with a required identifier which can be referenced elsewhere.
Content:
simple, 1 attribute
Defined:
globally in fpml-shared-5-7.xsd; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
ResetDates
A type defining the parameters used to generate the reset dates schedule and associated fixing dates.
Content:
complex, 1 attribute, 1 element
Defined:
globally in fpml-ird-5-7.xsd; see XML source
Includes:
definitions of 1 attribute, 1 element
Used:
at 1 location
ResetFrequency
A type defining the reset frequency.
Content:
complex, 1 attribute, 2 elements
Defined:
globally in fpml-shared-5-7.xsd; see XML source
Used:
at 2 locations
Resource
Describes the resource that contains the media representation of a business event (i.e used for stating the Publicly Available Information).
Content:
complex, 12 elements
Defined:
globally in fpml-shared-5-7.xsd; see XML source
Includes:
definitions of 12 elements
Used:
at 2 locations
ResourceId
The data type used for resource identifiers.
Content:
simple, 1 attribute
Defined:
globally in fpml-shared-5-7.xsd; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
ResourceLength
The type that indicates the length of the resource.
Content:
complex, 2 elements
Defined:
globally in fpml-shared-5-7.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.
Content:
simple, 1 attribute
Defined:
globally in fpml-shared-5-7.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.
Content:
complex, 3 attributes, 5 elements
Abstract:
(cannot be assigned directly to elements used in instance XML documents)
Defined:
globally in fpml-msg-5-7.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.
Content:
complex, 10 elements
Defined:
globally in fpml-msg-5-7.xsd; see XML source
Includes:
definition of 1 element
Used:
at 1 location
Restructuring
Content:
complex, 1 element
Defined:
globally in fpml-option-shared-5-7.xsd; see XML source
Includes:
definition of 1 element
Used:
at 1 location
RestructuringEvent
Content:
complex, 1 element
Defined:
globally in fpml-credit-event-notification-5-7.xsd; see XML source
Includes:
definition of 1 element
Used:
at 1 location
Return
A type describing the dividend return conditions applicable to the swap.
Content:
complex, 1 element
Defined:
globally in fpml-eq-shared-5-7.xsd; see XML source
Includes:
definition of 1 element
Used:
at 1 location
ReturnLeg
A type describing the return leg of a return type swap.
Content:
complex, 1 attribute, 14 elements
Defined:
globally in fpml-eq-shared-5-7.xsd; see XML source
Includes:
definitions of 5 elements
Used:
at 1 location
ReturnLegValuation
A type describing the initial and final valuation of the underlyer.
Content:
complex, 6 elements
Defined:
globally in fpml-eq-shared-5-7.xsd; see XML source
Includes:
definitions of 6 elements
Used:
at 1 location
ReturnLegValuationPrice
Content:
complex, 10 elements
Defined:
globally in fpml-eq-shared-5-7.xsd; see XML source
Includes:
definition of 1 element
Used:
at 3 locations
ReturnSwap
A type describing return swaps including return swaps (long form), total return swaps, and variance swaps.
Content:
complex, 1 attribute, 9 elements
Defined:
globally in fpml-eq-shared-5-7.xsd; see XML source
Includes:
definition of 1 element
Used:
at 1 location
ReturnSwapAdditionalPayment
A type describing the additional payment(s) between the principal parties to the trade.
Content:
complex, 1 attribute, 3 elements
Defined:
globally in fpml-eq-shared-5-7.xsd; see XML source
Includes:
definitions of 3 elements
Used:
at 1 location
ReturnSwapAmount
Specifies, in relation to each Payment Date, the amount to which the Payment Date relates.
Content:
complex, 6 elements
Defined:
globally in fpml-eq-shared-5-7.xsd; see XML source
Includes:
definition of 1 element
Used:
at 1 location
ReturnSwapBase
A type describing the components that are common for return type swaps, including short and long form return swaps representations.
Content:
complex, 1 attribute, 8 elements
Abstract:
(cannot be assigned directly to elements used in instance XML documents)
Defined:
globally in fpml-eq-shared-5-7.xsd; see XML source
Includes:
definitions of 3 elements
Used:
at 2 locations
ReturnSwapEarlyTermination
A type describing the date from which each of the party may be allowed to terminate the trade.
Content:
complex, 2 elements
Defined:
globally in fpml-eq-shared-5-7.xsd; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
ReturnSwapLegUnderlyer
A base class for all return leg types with an underlyer.
Content:
complex, 1 attribute, 9 elements
Abstract:
(cannot be assigned directly to elements used in instance XML documents)
Defined:
globally in fpml-eq-shared-5-7.xsd; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
ReturnSwapNotional
Specifies the notional of return type swap.
Content:
complex, 1 attribute, 4 elements
Defined:
globally in fpml-eq-shared-5-7.xsd; see XML source
Includes:
definitions of 1 attribute, 4 elements
Used:
at 2 locations
ReturnSwapNotionalAmountReference
A reference to the return swap notional amount.
Content:
empty, 1 attribute
Defined:
globally in fpml-shared-5-7.xsd; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
ReturnSwapPaymentDates
A type describing the return payment dates of the swap.
Content:
complex, 1 attribute, 2 elements
Defined:
globally in fpml-eq-shared-5-7.xsd; see XML source
Includes:
definitions of 1 attribute, 2 elements
Used:
at 1 location
Rounding
A type defining a rounding direction and precision to be used in the rounding of a rate.
Content:
complex, 2 elements
Defined:
globally in fpml-shared-5-7.xsd; see XML source
Includes:
definitions of 2 elements
Used:
never
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.
Content:
complex, 4 elements
Defined:
globally in fpml-shared-5-7.xsd; see XML source
Used:
at 1 location
RoutingId
Content:
simple, 1 attribute
Defined:
globally in fpml-shared-5-7.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.
Content:
complex, 1 element
Defined:
globally in fpml-shared-5-7.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.
Content:
complex, 5 elements
Defined:
globally in fpml-shared-5-7.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.
Content:
complex, 1 attribute, 1 element
Defined:
globally in fpml-shared-5-7.xsd; see XML source
Includes:
definitions of 1 attribute, 1 element
Used:
at 6 locations
ScheduleReference
Reference to a schedule of rates or amounts.
Content:
empty, 1 attribute
Defined:
globally in fpml-shared-5-7.xsd; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
SequencedDisruptionFallback
A Disruption Fallback with the sequence in which it should be applied relative to other Disruption Fallbacks.
Content:
complex, 2 elements
Defined:
globally in fpml-com-5-7.xsd; see XML source
Includes:
definitions of 2 elements
Used:
never
ServiceAdvisory
A type defining the content model for a human-readable notification to the users of a service.
Content:
complex, 4 elements
Defined:
globally in fpml-msg-5-7.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..
Content:
simple, 1 attribute
Defined:
globally in fpml-msg-5-7.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.
Content:
complex, 3 attributes, 9 elements
Defined:
globally in fpml-msg-5-7.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.
Content:
simple, 1 attribute
Defined:
globally in fpml-msg-5-7.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.
Content:
simple, 1 attribute
Defined:
globally in fpml-msg-5-7.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.
Content:
complex, 3 elements
Defined:
globally in fpml-msg-5-7.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.
Content:
simple, 1 attribute
Defined:
globally in fpml-msg-5-7.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.
Content:
simple, 1 attribute
Defined:
globally in fpml-msg-5-7.xsd; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
SettlementPeriodsFixedPrice
A type defining the Fixed Price applicable to a range or ranges of Settlement Periods.
Content:
complex, 1 attribute, 3 elements
Defined:
globally in fpml-com-5-7.xsd; see XML source
Used:
at 1 location
SettlementPriceDefaultElection
Coding scheme that specifies the settlement price default election.
Content:
simple, 1 attribute
Defined:
globally in fpml-shared-5-7.xsd; see XML source
Includes:
definition of 1 attribute
Used:
never
SettlementPriceSource
The source from which the settlement price is to be obtained, e.g. a Reuters page, Prezzo di Riferimento, etc.
Content:
simple, 1 attribute
Defined:
globally in fpml-shared-5-7.xsd; see XML source
Includes:
definition of 1 attribute
Used:
never
SettlementProvision
A type defining the specification of settlement terms, occuring when the settlement currency is different to the notional currency of the trade.
Content:
complex, 1 element
Defined:
globally in fpml-ird-5-7.xsd; see XML source
Includes:
definition of 1 element
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.
Content:
simple, 1 attribute
Defined:
globally in fpml-shared-5-7.xsd; see XML source
Includes:
definition of 1 attribute
Used:
never
SettlementRateSource
A type describing the method for obtaining a settlement rate.
Content:
complex, 2 elements
Defined:
globally in fpml-shared-5-7.xsd; see XML source
Includes:
definitions of 2 elements
Used:
never
SharedAmericanExercise
TBA
Content:
complex, 1 attribute, 2 elements
Defined:
globally in fpml-shared-5-7.xsd; see XML source
Includes:
definitions of 2 elements
Used:
at 2 locations
SimplePayment
A complex type to specified payments in a simpler fashion than the Payment type.
Content:
complex, 1 attribute, 2 elements
Defined:
globally in fpml-shared-5-7.xsd; see XML source
Includes:
definitions of 2 elements
Used:
at 3 locations
SinglePayment
Content:
complex, 1 attribute, 2 elements
Defined:
globally in fpml-cd-5-7.xsd; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
SingleUnderlyer
A type describing a single underlyer
Content:
complex, 6 elements
Defined:
globally in fpml-asset-5-7.xsd; see XML source
Includes:
definitions of 6 elements
Used:
at 1 location
SpreadSchedule
Adds an optional spread type element to the Schedule to identify a long or short spread value.
Content:
complex, 1 attribute, 2 elements
Defined:
globally in fpml-shared-5-7.xsd; see XML source
Includes:
definition of 1 element
Used:
at 2 locations
SpreadScheduleReference
Provides a reference to a spread schedule.
Content:
empty, 1 attribute
Defined:
globally in fpml-shared-5-7.xsd; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
SpreadScheduleType
Defines a Spread Type Scheme to identify a long or short spread value.
Content:
simple, 1 attribute
Defined:
globally in fpml-shared-5-7.xsd; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
StandardProduct
Simple product representation providing key information about a variety of different products.
Content:
complex, 1 attribute, 7 elements
Defined:
globally in fpml-standard-5-7.xsd; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
StartingDate
A type specifying the date from which the early termination clause can be exercised.
Content:
complex, 2 elements
Defined:
globally in fpml-eq-shared-5-7.xsd; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
Step
A type defining a step date and step value pair.
Content:
complex, 1 attribute, 2 elements
Defined:
globally in fpml-shared-5-7.xsd; see XML source
Includes:
definition of 1 element
Used:
at 1 location
StepBase
A type defining a step date and step value pair.
Content:
complex, 1 attribute, 1 element
Abstract:
(cannot be assigned directly to elements used in instance XML documents)
Defined:
globally in fpml-shared-5-7.xsd; see XML source
Includes:
definitions of 1 attribute, 1 element
Used:
at 2 locations
StrategyComponentIdentification
Associates trade identifiers with components of a strategy.
Content:
complex, 2 elements
Defined:
globally in fpml-doc-5-7.xsd; see XML source
Includes:
definitions of 2 elements
Used:
never
StreetAddress
A type that describes the set of street and building number information that identifies a postal address within a city.
Content:
complex, 1 element
Defined:
globally in fpml-shared-5-7.xsd; see XML source
Includes:
definition of 1 element
Used:
at 1 location
Strike
A type describing a single cap or floor rate.
Content:
complex, 1 attribute, 3 elements
Defined:
globally in fpml-shared-5-7.xsd; see XML source
Includes:
definitions of 1 attribute, 3 elements
Used:
never
StrikePriceUnderlyingReference
A pointer style reference to a product leg in the document
Content:
empty, 1 attribute
Defined:
globally in fpml-com-5-7.xsd; see XML source
Includes:
definition of 1 attribute
Used:
never
StrikeSchedule
A type describing a schedule of cap or floor rates.
Content:
complex, 1 attribute, 3 elements
Defined:
globally in fpml-shared-5-7.xsd; see XML source
Includes:
definitions of 2 elements
Used:
at 2 locations
StrikeSpread
A type for defining a strike spread feature.
Content:
complex, 2 elements
Defined:
globally in fpml-option-shared-5-7.xsd; see XML source
Includes:
definitions of 2 elements
Used:
never
Stub
A type defining how a stub calculation period amount is calculated and the start and end date of the stub.
Content:
complex, 5 elements
Defined:
globally in fpml-shared-5-7.xsd; see XML source
Includes:
definitions of 2 elements
Used:
never
StubValue
A type defining how a stub calculation period amount is calculated.
Content:
complex, 3 elements
Defined:
globally in fpml-shared-5-7.xsd; see XML source
Includes:
definitions of 3 elements
Used:
at 1 location
SupervisorRegistration
Provides information about a regulator or other supervisory body that an organization is registered with.
Content:
complex, 2 elements
Defined:
globally in fpml-doc-5-7.xsd; see XML source
Used:
at 3 locations
SupervisoryBody
An identifier of an organization that supervises or regulates trading activity, e.g.
Content:
simple, 1 attribute
Defined:
globally in fpml-shared-5-7.xsd; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
Swap
A type defining swap streams and additional payments between the principal parties involved in the swap.
Content:
complex, 1 attribute, 10 elements
Defined:
globally in fpml-ird-5-7.xsd; see XML source
Includes:
definitions of 5 elements
Used:
at 2 locations
SwapCurveValuation
A complex type to specify a valuation swap curve, which is used as part of the strike construct for the bond and convertible bond options.
Content:
complex, 4 elements
Defined:
globally in fpml-bond-option-5-7.xsd; see XML source
Includes:
definitions of 2 elements
Used:
at 2 locations
Swaption
A type to define an option on a swap.
Content:
complex, 1 attribute, 10 elements
Defined:
globally in fpml-ird-5-7.xsd; see XML source
Includes:
definitions of 5 elements
Used:
at 1 location
TelephoneNumber
A type that represents a telephonic contact.
Content:
complex, 2 elements
Defined:
globally in fpml-shared-5-7.xsd; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
TerminatingEvent
A type that describes why a trade terminated.
Content:
simple, 1 attribute
Defined:
globally in fpml-business-events-5-7.xsd; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
TimestampTypeScheme
The type or meaning of a timestamp.
Content:
simple, 1 attribute
Defined:
globally in fpml-doc-5-7.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.
Content:
simple, 1 attribute
Defined:
globally in fpml-shared-5-7.xsd; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
Trade
A type defining an FpML trade.
Content:
complex, 1 attribute, 3 elements
Defined:
globally in fpml-doc-5-7.xsd; see XML source
Includes:
definitions of 1 attribute, 3 elements
Used:
at 12 locations
TradeAmendmentContent
A structure describing a negotiated amendment.
Content:
complex, 6 elements
Defined:
globally in fpml-business-events-5-7.xsd; see XML source
Includes:
definition of 1 element
Used:
at 1 location
TradeChangeBase
A structure describing a trade change.
Content:
complex, 8 elements
Defined:
globally in fpml-business-events-5-7.xsd; see XML source
Includes:
definitions of 3 elements
Used:
at 1 location
TradeChangeContent
A structure describing a non-negotiated trade resulting from a market event.
Content:
complex, 6 elements
Defined:
globally in fpml-business-events-5-7.xsd; see XML source
Includes:
definitions of 6 elements
Used:
at 1 location
TradeHeader
A type defining trade related information which is not product specific.
Content:
complex, 4 elements
Defined:
globally in fpml-doc-5-7.xsd; see XML source
Includes:
definitions of 4 elements
Used:
at 1 location
TradeId
A trade reference identifier allocated by a party.
Content:
simple, 2 attributes
Defined:
globally in fpml-doc-5-7.xsd; see XML source
Includes:
definitions of 2 attributes
Used:
at 5 locations
TradeIdentifier
A type defining a trade identifier issued by the indicated party.
Content:
complex, 1 attribute, 5 elements
Defined:
globally in fpml-doc-5-7.xsd; see XML source
Includes:
definitions of 1 attribute, 4 elements
Used:
at 4 locations
TradeInformation
A type defining additional information that may be recorded against a trade.
Content:
complex, 17 elements
Defined:
globally in fpml-doc-5-7.xsd; see XML source
Includes:
definitions of 17 elements
Used:
at 1 location
TradeLegPriceChange
A structure describing a change to the size of a single leg or stream of a trade.
Content:
complex, 2 elements
Defined:
globally in fpml-business-events-5-7.xsd; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
TradeLegSizeChange
A structure describing a change to the size of a single leg or stream of a trade.
Content:
complex, 15 elements
Defined:
globally in fpml-business-events-5-7.xsd; see XML source
Used:
at 2 locations
TradeNotionalChange
A structure describing a change to the size of a trade.
Content:
complex, 16 elements
Defined:
globally in fpml-business-events-5-7.xsd; see XML source
Includes:
definitions of 2 elements
Used:
at 2 locations
TradeNovationContent
A structure describing a novation.
Content:
complex, 18 elements
Defined:
globally in fpml-business-events-5-7.xsd; see XML source
Includes:
definition of 1 element
Used:
at 1 location
TradeProcessingTimestamps
Allows timing information about when a trade was processed and reported to be recorded.
Content:
complex, 5 elements
Defined:
globally in fpml-doc-5-7.xsd; see XML source
Includes:
definitions of 5 elements
Used:
at 2 locations
TradeTimestamp
A generic trade timestamp
Content:
complex, 2 elements
Defined:
globally in fpml-doc-5-7.xsd; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
TradeUnderlyer2
The underlying asset/index/reference price etc. whose rate/price may be observed to compute the value of the cashflow.
Content:
complex, 1 attribute, 11 elements
Defined:
globally in fpml-generic-5-7.xsd; see XML source
Includes:
definitions of 1 attribute, 8 elements
Used:
at 1 location
Tranche
This type represents a CDS Tranche.
Content:
complex, 2 elements
Defined:
globally in fpml-cd-5-7.xsd; see XML source
Includes:
definitions of 2 elements
Used:
at 2 locations
TransactionCharacteristic
A characteristic of a transaction used in declaring an end-user exception.
Content:
simple, 1 attribute
Defined:
globally in fpml-doc-5-7.xsd; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
Trigger
Trigger point at which feature is effective.
Content:
complex, 4 elements
Defined:
globally in fpml-option-shared-5-7.xsd; see XML source
Includes:
definitions of 4 elements
Used:
never
Underlyer
A type describing the whole set of possible underlyers: single underlyers or multiple underlyers, each of these having either security or index components.
Content:
complex, 2 elements
Defined:
globally in fpml-asset-5-7.xsd; see XML source
Includes:
definitions of 2 elements
Used:
at 3 locations
UnderlyerInterestLeg
A type describing interest payments associated with and underlyer, such as financing
Content:
complex, 1 attribute, 5 elements
Defined:
globally in fpml-shared-5-7.xsd; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
UnderlyerLoanRate
Defines stock loan information where this is required per underlyer.
Content:
complex, 4 elements
Defined:
globally in fpml-asset-5-7.xsd; see XML source
Used:
at 1 location
UnderlyerReference
Reference to an underlyer
Content:
empty, 1 attribute
Defined:
globally in fpml-generic-5-7.xsd; see XML source
Includes:
definition of 1 attribute
Used:
at 2 locations
UnderlyingAsset
Abstract base class for all underlying assets.
Content:
complex, 1 attribute, 5 elements
Abstract:
(cannot be assigned directly to elements used in instance XML documents)
Defined:
globally in fpml-asset-5-7.xsd; see XML source
Includes:
definitions of 4 elements
Used:
at 5 locations
UnderlyingAssetTranche
Content:
simple, 1 attribute
Defined:
globally in fpml-asset-5-7.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.
Content:
simple, 1 attribute
Defined:
globally in fpml-shared-5-7.xsd; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
UnitQuantity
A quantity and associated unit.
Content:
complex, 1 attribute, 2 elements
Defined:
globally in fpml-com-5-7.xsd; see XML source
Includes:
definitions of 1 attribute, 2 elements
Used:
at 3 locations
UnprocessedElementWrapper
A type holding a structure that is unvalidated
Content:
complex, elem. wildcard
Defined:
globally in fpml-msg-5-7.xsd; see XML source
Includes:
definition of elem. wildcard
Used:
at 1 location
Validation
A reference identifying a rule within a validation scheme.
Content:
simple, 1 attribute
Defined:
globally in fpml-doc-5-7.xsd; see XML source
Includes:
definition of 1 attribute
Used:
at 2 locations
Variance
A type describing the variance amount of a variance swap.
Content:
complex, 13 elements
Defined:
globally in fpml-eq-shared-5-7.xsd; see XML source
Includes:
definitions of 8 elements
Used:
at 1 location
VarianceAmount
Calculation of a Variance Amount.
Content:
complex, 3 elements
Defined:
globally in fpml-variance-swaps-5-7.xsd; see XML source
Includes:
definition of 1 element
Used:
at 1 location
VarianceLeg
A type describing return which is driven by a Variance Calculation.
Content:
complex, 1 attribute, 10 elements
Defined:
globally in fpml-variance-swaps-5-7.xsd; see XML source
Includes:
definition of 1 element
Used:
at 2 locations
VarianceOptionTransactionSupplement
Content:
complex, 1 attribute, 13 elements
Defined:
globally in fpml-variance-swaps-5-7.xsd; see XML source
Includes:
definitions of 5 elements
Used:
at 1 location
VarianceSwapTransactionSupplement
A Variance Swap Transaction Supplement.
Content:
complex, 1 attribute, 6 elements
Defined:
globally in fpml-variance-swaps-5-7.xsd; see XML source
Includes:
definition of 1 element
Used:
at 1 location
VerificationMethod
A type used to represent the type of mechanism that can be used to verify a trade.
Content:
simple, 1 attribute
Defined:
globally in fpml-doc-5-7.xsd; see XML source
Includes:
definition of 1 attribute
Used:
at 2 locations
VerificationStatus
The verification status of the position as reported by the sender (Verified, Disputed).
Content:
simple, 1 attribute
Defined:
globally in fpml-msg-5-7.xsd; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
VerificationStatusNotification
Content:
complex, 3 attributes, 10 elements
Defined:
globally in fpml-msg-5-7.xsd; see XML source
Includes:
definitions of 3 elements
Used:
at 1 location
VersionedTradeId
Trade Id with Version Support
Content:
complex, 3 elements
Defined:
globally in fpml-doc-5-7.xsd; see XML source
Includes:
definition of 1 element
Used:
at 1 location
WeatherCalculationPeriod
The schedule of Calculation Period First Days and Lasts Days.
Content:
complex, 2 elements
Defined:
globally in fpml-com-5-7.xsd; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
WeatherCalculationPeriods
The schedule of Calculation Period First Days and Lasts Days.
Content:
complex, 1 attribute, 1 element
Defined:
globally in fpml-com-5-7.xsd; see XML source
Includes:
definitions of 1 attribute, 1 element
Used:
at 1 location
WeatherIndex
A type defining the Weather Index Level or Weather Index Strike Level.
Content:
complex, 1 attribute, 2 elements
Defined:
globally in fpml-com-5-7.xsd; see XML source
Includes:
definitions of 1 attribute, 2 elements
Used:
at 2 locations
WeatherIndexData
Content:
complex, 1 element
Defined:
globally in fpml-com-5-7.xsd; see XML source
Includes:
definition of 1 element
Used:
at 2 locations
WeatherLeg
A weather leg of a Commodity Swap defines Weather Index Swap transactions.
Content:
complex, 1 attribute, 5 elements
Defined:
globally in fpml-com-5-7.xsd; see XML source
Includes:
definitions of 4 elements
Used:
at 1 location
WeatherLegCalculation
A type to capture details of the calculation of the Payment Amount on a Weather Index Transaction.
Content:
complex, 5 elements
Defined:
globally in fpml-com-5-7.xsd; see XML source
Includes:
definitions of 5 elements
Used:
at 2 locations
Simple Type Summary
AveragingInOutEnum
The type of averaging used in an Asian option.
Defined:
globally in fpml-enum-5-7.xsd; see XML source
Used:
never
AveragingMethodEnum
The method of calculation to be used when averaging rates.
Defined:
globally in fpml-enum-5-7.xsd; see XML source
Used:
at 4 locations
BullionTypeEnum
Defines which type of bullion is applicable for a Bullion Transaction.
Defined:
globally in fpml-enum-5-7.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.
Defined:
globally in fpml-enum-5-7.xsd; see XML source
Used:
at 4 locations
CalculationAgentPartyEnum
The specification of how a calculation agent will be determined.
Defined:
globally in fpml-enum-5-7.xsd; see XML source
Used:
at 1 location
CalendarSourceEnum
Describes the date source calendar for a contract whereby the prices are from the underlying commodity price source (e.g. exchange traded futures contract), but the dates are based off another calendar (e.g. the listed option on the futures contract).
Defined:
globally in fpml-enum-5-7.xsd; see XML source
Used:
at 1 location
CommissionDenominationEnum
The unit in which a commission is denominated.
Defined:
globally in fpml-enum-5-7.xsd; see XML source
Used:
at 1 location
CommodityBullionSettlementDisruptionEnum
The consequences of Bullion Settlement Disruption Events.
Defined:
globally in fpml-enum-5-7.xsd; see XML source
Used:
never
CommodityDayTypeEnum
A day type classification used in counting the number of days between two dates for a commodity transaction.
Defined:
globally in fpml-enum-5-7.xsd; see XML source
Used:
at 1 location
CommodityKnockEnum
Barrier Knock In or Out.
Defined:
globally in fpml-enum-5-7.xsd; see XML source
Used:
at 1 location
CommodityPayRelativeToEnum
The Commodity specification of whether payments occur relative e.g. to the Trade Date, or the end of the month, etc.
Defined:
globally in fpml-enum-5-7.xsd; see XML source
Used:
never
CompoundingMethodEnum
The compounding calculation method
Defined:
globally in fpml-enum-5-7.xsd; see XML source
Used:
at 2 locations
CorrelationValue
A type defining a number specified as a decimal between -1 and 1 inclusive.
Defined:
globally in fpml-shared-5-7.xsd; see XML source
Used:
at 1 location
DayOfWeekEnum
A day of the seven-day week.
Defined:
globally in fpml-enum-5-7.xsd; see XML source
Used:
at 2 locations
DayTypeEnum
A day type classification used in counting the number of days between two dates.
Defined:
globally in fpml-enum-5-7.xsd; see XML source
Used:
at 1 location
DealtCurrencyEnum
Defined:
globally in fpml-enum-5-7.xsd; see XML source
Used:
at 1 location
DeliveryDatesEnum
Deprecated: In respect of a Transaction and a Commodity Reference Price, the relevant date or month for delivery of the underlying Commodity.
Defined:
globally in fpml-enum-5-7.xsd; see XML source
Used:
at 1 location
DeliveryNearbyTypeEnum
The type of nearby qualifier, expect to be used in conjunction with a nearby count.
Defined:
globally in fpml-enum-5-7.xsd; see XML source
Used:
at 1 location
DeliveryTypeEnum
Defined:
globally in fpml-enum-5-7.xsd; see XML source
Used:
at 1 location
DisruptionFallbacksEnum
The specification of how disruption fallbacks will be represented.
Defined:
globally in fpml-enum-5-7.xsd; see XML source
Used:
never
DividendAmountTypeEnum
Refers to one on the 3 Amounts
Defined:
globally in fpml-enum-5-7.xsd; see XML source
Used:
never
DividendCompositionEnum
Defines how the composition of dividends is to be determined.
Defined:
globally in fpml-enum-5-7.xsd; see XML source
Used:
never
DividendDateReferenceEnum
The reference to a dividend date.
Defined:
globally in fpml-enum-5-7.xsd; see XML source
Used:
never
DividendEntitlementEnum
The date on which the receiver of the equity return is entitled to the dividend.
Defined:
globally in fpml-enum-5-7.xsd; see XML source
Used:
never
DividendPeriodEnum
Defines the First Period or the Second Period, as specified in the 2002 ISDA Equity Derivatives Definitions.
Defined:
globally in fpml-enum-5-7.xsd; see XML source
Used:
never
DualCurrencyStrikeQuoteBasisEnum
A type which permits the Dual Currency strike quote basis to be expressed in terms of the deposit and alternate currencies.
Defined:
globally in fpml-enum-5-7.xsd; see XML source
Used:
at 1 location
EarlyTerminationDateEnum
Symbolic specification of early termination date.
Defined:
globally in fpml-enum-5-7.xsd; see XML source
Used:
at 1 location
ElectricityProductTypeEnum
The type of electricity product.
Defined:
globally in fpml-enum-5-7.xsd; see XML source
Used:
at 1 location
EnvironmentalAbandonmentOfSchemeEnum
Upon the occurrence of an Abandonment of Scheme, as defined in clause (h)(iv) of the Emissions Annex, one of the following elections, the specific terms of which are set forth in clause (b)(iii) of the Emissions Annex, will govern the parties’ rights and obligations with respect to this Emissions Transaction.
Defined:
globally in fpml-enum-5-7.xsd; see XML source
Used:
at 1 location
EnvironmentalProductTypeEnum
Emissions Product (e.g. allowance or CER).
Defined:
globally in fpml-enum-5-7.xsd; see XML source
Used:
at 1 location
EquityOptionTypeEnum
Specifies an additional Forward type.
Defined:
globally in fpml-enum-5-7.xsd; see XML source
Used:
at 1 location
FeeElectionEnum
Defines the fee type.
Defined:
globally in fpml-enum-5-7.xsd; see XML source
Used:
never
FlatRateEnum
The method by which the Flat Rate is calculated for a commodity freight transaction.
Defined:
globally in fpml-enum-5-7.xsd; see XML source
Used:
at 1 location
FPVFinalPriceElectionFallbackEnum
Specifies the fallback provisions in respect to the applicable Futures Price Valuation.
Defined:
globally in fpml-enum-5-7.xsd; see XML source
Used:
never
FraDiscountingEnum
The method of FRA discounting, if any, that will apply.
Defined:
globally in fpml-enum-5-7.xsd; see XML source
Used:
at 1 location
FxBarrierDirectionEnum
The specification of whether the direction of a barrier within an FX OTC option is Down or Up.
Defined:
globally in fpml-enum-5-7.xsd; see XML source
Used:
never
FxBarrierTypeEnum
The specification of whether a barrier within an FX OTC option is a knockin or knockout.
Defined:
globally in fpml-enum-5-7.xsd; see XML source
Used:
never
FxTenorPeriodEnum
The specification of a time period containing values such as Today, Tomorrow etc.
Defined:
globally in fpml-enum-5-7.xsd; see XML source
Used:
at 1 location
GasProductTypeEnum
The type of gas product.
Defined:
globally in fpml-enum-5-7.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.
Defined:
globally in fpml-shared-5-7.xsd; see XML source
Used:
at 2 locations
IndexEventConsequenceEnum
The specification of the consequences of Index Events.
Defined:
globally in fpml-enum-5-7.xsd; see XML source
Used:
never
Initial
Defined:
globally in fpml-shared-5-7.xsd; see XML source
Used:
at 1 location
InterestShortfallCapEnum
The specification of the interest shortfall cap, applicable to mortgage derivatives.
Defined:
globally in fpml-enum-5-7.xsd; see XML source
Used:
never
InterpolationPeriodEnum
Defines applicable periods for interpolation.
Defined:
globally in fpml-enum-5-7.xsd; see XML source
Used:
at 1 location
LengthUnitEnum
Used for indicating the length unit in the Resource type.
Defined:
globally in fpml-enum-5-7.xsd; see XML source
Used:
at 1 location
LoadTypeEnum
LoadType is a summary of the full description of the settlement periods with respect to the region.
Defined:
globally in fpml-enum-5-7.xsd; see XML source
Used:
at 2 locations
MetalTitleEnum
Describes how and when title to the commodity transfers.
Defined:
globally in fpml-enum-5-7.xsd; see XML source
Used:
never
MethodOfAdjustmentEnum
Defines how adjustments will be made to the contract should one or more of the extraordinary events occur.
Defined:
globally in fpml-enum-5-7.xsd; see XML source
Used:
never
NationalisationOrInsolvencyOrDelistingEventEnum
Defines the consequences of nationalisation, insolvency and delisting events relating to the underlying.
Defined:
globally in fpml-enum-5-7.xsd; see XML source
Used:
never
NegativeInterestRateTreatmentEnum
The method of calculating payment obligations when a floating rate is negative (either due to a quoted negative floating rate or by operation of a spread that is subtracted from the floating rate).
Defined:
globally in fpml-enum-5-7.xsd; see XML source
Used:
never
NonCashDividendTreatmentEnum
Defines treatment of non-cash dividends.
Defined:
globally in fpml-enum-5-7.xsd; see XML source
Used:
never
NonNegativeDecimal
A type defining a number specified as non negative decimal greater than 0 inclusive.
Defined:
globally in fpml-shared-5-7.xsd; see XML source
Used:
at 17 locations
NotionalAdjustmentEnum
The conditions that govern the adjustment to the number of units of the equity swap.
Defined:
globally in fpml-enum-5-7.xsd; see XML source
Used:
at 1 location
ObligationCategoryEnum
Used in both the obligations and deliverable obligations of the credit default swap to represent a class or type of securities which apply.
Defined:
globally in fpml-enum-5-7.xsd; see XML source
Used:
never
OptionTypeEnum
Specifies the type of the option.
Defined:
globally in fpml-enum-5-7.xsd; see XML source
Used:
at 1 location
PayerReceiverEnum
The specification of an interest rate stream payer or receiver party.
Defined:
globally in fpml-enum-5-7.xsd; see XML source
Used:
at 2 locations
PayoutEnum
The specification of how an FX OTC option with a trigger payout will be paid if the trigger condition is met.
Defined:
globally in fpml-enum-5-7.xsd; see XML source
Used:
at 1 location
PayRelativeToEnum
The specification of whether payments occur relative to the calculation period start or end date, or the reset date.
Defined:
globally in fpml-enum-5-7.xsd; see XML source
Used:
at 1 location
PeriodEnum
The specification of a time period
Defined:
globally in fpml-enum-5-7.xsd; see XML source
Used:
at 2 locations
PeriodExtendedEnum
The specification of a time period containing additional values such as Term.
Defined:
globally in fpml-enum-5-7.xsd; see XML source
Used:
at 1 location
PointValue
Constrains the forward point tick/pip factor to 1, 0.1, 0.01, 0.001, etc.
Defined:
globally in fpml-fx-5-7.xsd; see XML source
Used:
at 2 locations
PositiveDecimal
A type defining a number specified as positive decimal greater than 0 exclusive.
Defined:
globally in fpml-shared-5-7.xsd; see XML source
Used:
at 27 locations
PremiumQuoteBasisEnum
The specification of how the premium for an FX OTC option is quoted.
Defined:
globally in fpml-enum-5-7.xsd; see XML source
Used:
at 1 location
PremiumTypeEnum
Premium Type for Forward Start Equity Option
Defined:
globally in fpml-enum-5-7.xsd; see XML source
Used:
at 1 location
PriceExpressionEnum
The mode of expression of a price.
Defined:
globally in fpml-enum-5-7.xsd; see XML source
Used:
at 1 location
PutCallEnum
Specifies whether the option is a call or a put.
Defined:
globally in fpml-enum-5-7.xsd; see XML source
Used:
at 8 locations
QuotationRateTypeEnum
The specification of the type of quotation rate to be obtained from each cash settlement reference bank.
Defined:
globally in fpml-enum-5-7.xsd; see XML source
Used:
never
QuotationSideEnum
The side from which perspective a value is quoted.
Defined:
globally in fpml-enum-5-7.xsd; see XML source
Used:
at 2 locations
QuotationStyleEnum
Indicates the actual quotation style of of PointsUpFront or TradedSpread that was used to quote this trade.
Defined:
globally in fpml-enum-5-7.xsd; see XML source
Used:
never
QuoteBasisEnum
How an exchange rate is quoted.
Defined:
globally in fpml-enum-5-7.xsd; see XML source
Used:
at 2 locations
RateTreatmentEnum
The specification of methods for converting rates from one basis to another.
Defined:
globally in fpml-enum-5-7.xsd; see XML source
Used:
never
RealisedVarianceMethodEnum
The contract specifies whether which price must satisfy the boundary condition.
Defined:
globally in fpml-enum-5-7.xsd; see XML source
Used:
at 1 location
ResetRelativeToEnum
The specification of whether resets occur relative to the first or last day of a calculation period.
Defined:
globally in fpml-enum-5-7.xsd; see XML source
Used:
at 1 location
RestrictedPercentage
A type defining a percentage specified as decimal from 0 to 1.
Defined:
globally in fpml-shared-5-7.xsd; see XML source
Used:
at 4 locations
ReturnTypeEnum
The type of return associated with the equity swap.
Defined:
globally in fpml-enum-5-7.xsd; see XML source
Used:
at 1 location
RollConventionEnum
The convention for determining the sequence of calculation period end dates.
Defined:
globally in fpml-enum-5-7.xsd; see XML source
Used:
at 1 location
RoundingDirectionEnum
The method of rounding a fractional number.
Defined:
globally in fpml-enum-5-7.xsd; see XML source
Used:
at 1 location
Scheme
The base class for all types which define coding schemes.
Defined:
globally in fpml-shared-5-7.xsd; see XML source
Used:
at 150 locations
SettlementPeriodDurationEnum
Defines the Settlement Period Duration for an Electricity Transaction.
Defined:
globally in fpml-enum-5-7.xsd; see XML source
Used:
never
SettlementTypeEnum
Shows how the transaction is to be settled when it is exercised.
Defined:
globally in fpml-enum-5-7.xsd; see XML source
Used:
at 3 locations
ShareExtraordinaryEventEnum
Defines the consequences of extraordinary events relating to the underlying.
Defined:
globally in fpml-enum-5-7.xsd; see XML source
Used:
never
SpecifiedPriceEnum
The Specified Price in respect of a Transaction and a Commodity Reference Price.
Defined:
globally in fpml-enum-5-7.xsd; see XML source
Used:
at 1 location
StepRelativeToEnum
The specification of whether a percentage rate change, used to calculate a change in notional outstanding, is expressed as a percentage of the initial notional amount or the previously outstanding notional amount.
Defined:
globally in fpml-enum-5-7.xsd; see XML source
Used:
never
StrikeQuoteBasisEnum
The specification of how an FX OTC option strike price is quoted.
Defined:
globally in fpml-enum-5-7.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.
Defined:
globally in fpml-enum-5-7.xsd; see XML source
Used:
never
SwaptionTypeEnum
Specifies the type of the swaption.
Defined:
globally in fpml-enum-5-7.xsd; see XML source
Used:
at 1 location
TelephoneTypeEnum
The type of telephone number used to reach a contact.
Defined:
globally in fpml-enum-5-7.xsd; see XML source
Used:
at 1 location
TimeTypeEnum
Defines points in the day when equity option exercise and valuation can occur.
Defined:
globally in fpml-enum-5-7.xsd; see XML source
Used:
at 4 locations
Token60
A type defining a token of length between 1 and 60 characters inclusive.
Defined:
globally in fpml-shared-5-7.xsd; see XML source
Used:
at 1 location
TouchConditionEnum
The specification of, for American-style digitals, whether the trigger level must be touched or not touched.
Defined:
globally in fpml-enum-5-7.xsd; see XML source
Used:
never
TriggerConditionEnum
The specification of whether a payout will occur on an option depending upon whether the spot rate is at or above or at or below the trigger rate.
Defined:
globally in fpml-enum-5-7.xsd; see XML source
Used:
never
TriggerTimeTypeEnum
The time of day which would be considered for valuing the knock event.
Defined:
globally in fpml-enum-5-7.xsd; see XML source
Used:
at 1 location
TriggerTypeEnum
The specification of whether an option will trigger or expire depending upon whether the spot rate is above or below the barrier rate.
Defined:
globally in fpml-enum-5-7.xsd; see XML source
Used:
at 2 locations
UpdateTypeEnum
The type of update to a record in a report.
Defined:
globally in fpml-enum-5-7.xsd; see XML source
Used:
never
ValuationMethodEnum
The ISDA defined methodology for determining the final price of the reference obligation for purposes of cash settlement.
Defined:
globally in fpml-enum-5-7.xsd; see XML source
Used:
never
WeatherSettlementLevelEnum
Defined:
globally in fpml-enum-5-7.xsd; see XML source
Used:
at 1 location
WeeklyRollConventionEnum
The specification of a weekly roll day.
Defined:
globally in fpml-enum-5-7.xsd; see XML source
Used:
never
Element Group Summary
AdjustableDate.model
Content:
1 element
Defined:
globally in fpml-shared-5-7.xsd; see XML source
Includes:
definition of 1 element
Used:
at 1 location
AgreementAndEffectiveDates.model
A model group defining agreement and effective dates.
Content:
3 elements
Defined:
globally in fpml-business-events-5-7.xsd; see XML source
Includes:
definitions of 3 elements
Used:
at 2 locations
AllocationContent.model
Content:
5 elements
Defined:
globally in fpml-doc-5-7.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.
Content:
2 elements
Defined:
globally in fpml-asset-5-7.xsd; see XML source
Includes:
definitions of 2 elements
Used:
at 2 locations
BondCalculation.model
A group that specifies Bond Calculation elements.
Content:
2 elements
Defined:
globally in fpml-asset-5-7.xsd; see XML source
Includes:
definitions of 2 elements
Used:
at 2 locations
BondChoice.model
A model group which provides choices between all bond underlyers.
Content:
2 elements
Defined:
globally in fpml-asset-5-7.xsd; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
BusinessCentersOrReference.model
Content:
2 elements
Defined:
globally in fpml-shared-5-7.xsd; see XML source
Includes:
definitions of 2 elements
Used:
at 3 locations
BuyerSeller.model
Content:
2 elements
Defined:
globally in fpml-shared-5-7.xsd; see XML source
Includes:
definitions of 2 elements
Used:
at 4 locations
CalculationAgent.model
Content:
2 elements
Defined:
globally in fpml-doc-5-7.xsd; see XML source
Includes:
definitions of 2 elements
Used:
never
CommodityAsian.model
Model group containing features specific to Asian/averaging commodity options.
Content:
3 elements
Defined:
globally in fpml-com-5-7.xsd; see XML source
Includes:
definitions of 3 elements
Used:
at 2 locations
CommodityBasketOptionFeatures.model
Describes the features a commodity basket option.
Content:
4 elements
Defined:
globally in fpml-com-5-7.xsd; see XML source
Includes:
definitions of 4 elements
Used:
at 1 location
CommodityCalculationPeriods.model
The different options for specifying the Calculation Periods.
Content:
1 element
Defined:
globally in fpml-com-5-7.xsd; see XML source
Includes:
definition of 1 element
Used:
at 2 locations
CommodityDeliveryPoints.model
A Delivery Point, applicable to physically settled commodity transactions.
Content:
1 element
Defined:
globally in fpml-com-5-7.xsd; see XML source
Includes:
definition of 1 element
Used:
at 1 location
CommodityDigitalOptionFeatures.model
Describes features of the digital option.
Content:
6 elements
Defined:
globally in fpml-com-5-7.xsd; see XML source
Includes:
definitions of 3 elements
Used:
at 1 location
CommodityFinancialOption.model
Items specific to financially-settled commodity options.
Content:
12 elements
Defined:
globally in fpml-com-5-7.xsd; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
CommodityFixedPhysicalQuantity.model
The different options for specifying a fixed physical quantity of commodity to be delivered.
Content:
1 element
Defined:
globally in fpml-com-5-7.xsd; see XML source
Includes:
definition of 1 element
Used:
at 4 locations
CommodityFixedPrice.model
The different options for specifying the Fixed Price.
Content:
5 elements
Defined:
globally in fpml-com-5-7.xsd; see XML source
Includes:
definitions of 5 elements
Used:
at 1 location
CommodityFloatingStrikePrice.model
The different options for specifying the average strike price per unit.
Content:
1 element
Defined:
globally in fpml-com-5-7.xsd; see XML source
Includes:
definition of 1 element
Used:
at 2 locations
CommodityFreightFlatRate.model
The Flat Rate, applicable to Wet Voyager Charter Freight Swaps.
Content:
2 elements
Defined:
globally in fpml-com-5-7.xsd; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
CommodityNonPeriodicPaymentDates.model
The different options for specifying the Payment Date.
Content:
2 elements
Defined:
globally in fpml-com-5-7.xsd; see XML source
Includes:
definitions of 2 elements
Used:
never
CommodityNotionalQuantity.model
The different options for specifying the Notional Quantity.
Content:
2 elements
Defined:
globally in fpml-com-5-7.xsd; see XML source
Includes:
definitions of 2 elements
Used:
at 4 locations
CommodityOptionFeatures.model
Describes additional features within the option.
Content:
6 elements
Defined:
globally in fpml-com-5-7.xsd; see XML source
Includes:
definitions of 3 elements
Used:
at 1 location
CommodityPhysicalOption.model
Items specific to financially-settled commodity options.
Content:
2 elements
Defined:
globally in fpml-com-5-7.xsd; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
CommodityProduct.model
A group used to specify details of a commodity underlyer.
Content:
5 elements
Defined:
globally in fpml-asset-5-7.xsd; see XML source
Includes:
definitions of 4 elements
Used:
at 1 location
CommodityReferencePriceFramework.model
A group used to specify the commodity underlyer in the event that no ISDA Commofity Reference Price exists.
Content:
1 element
Defined:
globally in fpml-asset-5-7.xsd; see XML source
Includes:
definition of 1 element
Used:
at 1 location
CommodityStrikePrice.model
The different options for specifying the Strike price per unit.
Content:
1 element
Defined:
globally in fpml-com-5-7.xsd; see XML source
Includes:
definition of 1 element
Used:
at 2 locations
CommoditySwapDetails.model
Content:
5 elements
Defined:
globally in fpml-com-5-7.xsd; see XML source
Includes:
definitions of 5 elements
Used:
at 2 locations
CommodityUSCoalDelivery.model
Items specific to the definition of the delivery of a US Coal Product.
Content:
1 element
Defined:
globally in fpml-com-5-7.xsd; see XML source
Includes:
definition of 1 element
Used:
at 1 location
CommodityWeatherOption.model
Described Weather Index Option component.
Content:
7 elements
Defined:
globally in fpml-com-5-7.xsd; see XML source
Includes:
definitions of 6 elements
Used:
at 1 location
Correlation.model
A model group defining the elements used for process correlation.
Content:
2 elements
Defined:
globally in fpml-msg-5-7.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.
Content:
3 elements
Defined:
globally in fpml-msg-5-7.xsd; see XML source
Used:
at 3 locations
CorrelationAndSequence.model
A model group defining the full messsage correlation mechanism.
Content:
3 elements
Defined:
globally in fpml-msg-5-7.xsd; see XML source
Used:
at 2 locations
CorrelationId.model
A model group defining the element used for process correlation.
Content:
1 element
Defined:
globally in fpml-msg-5-7.xsd; see XML source
Includes:
definition of 1 element
Used:
at 2 locations
CurrencyAndDeterminationMethod.model
A group containing return swap amount currency definition methods
Content:
3 elements
Defined:
globally in fpml-eq-shared-5-7.xsd; see XML source
Includes:
definitions of 3 elements
Used:
at 1 location
DeclaredCashAndCashEquivalentDividendPercentage.model
Content:
2 elements
Defined:
globally in fpml-eq-shared-5-7.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.
Content:
2 elements
Defined:
globally in fpml-ird-5-7.xsd; see XML source
Includes:
definitions of 2 elements
Used:
never
EquityExpiration.model
Choice between expiration expressed as symbolic and optional literal time, or using a determination method.
Content:
3 elements
Defined:
globally in fpml-eqd-5-7.xsd; see XML source
Includes:
definitions of 3 elements
Used:
at 3 locations
EquityPrice.model
Content:
4 elements
Defined:
globally in fpml-asset-5-7.xsd; see XML source
Includes:
definitions of 4 elements
Used:
at 1 location
Events.model
Choice between a trade and a post-trade event.
Content:
8 elements
Defined:
globally in fpml-business-events-5-7.xsd; see XML source
Includes:
definitions of 8 elements
Used:
at 2 locations
EventValuation.model
A model group holding valuation information for an event.
Content:
1 element
Defined:
globally in fpml-business-events-5-7.xsd; see XML source
Includes:
definition of 1 element
Used:
at 1 location
Exception.model
A model group which has exception elements.
Content:
2 elements
Defined:
globally in fpml-msg-5-7.xsd; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
ExchangeIdentifier.model
Content:
3 elements
Defined:
globally in fpml-asset-5-7.xsd; see XML source
Includes:
definitions of 3 elements
Used:
at 1 location
FeeTrade.model
Content:
2 elements
Defined:
globally in fpml-business-events-5-7.xsd; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
FixedIncomeSecurityContent.model
A group that specifies Bond Content elements.
Content:
6 elements
Defined:
globally in fpml-asset-5-7.xsd; see XML source
Includes:
definitions of 6 elements
Used:
at 2 locations
FloatingRateIndex.model
Content:
2 elements
Defined:
globally in fpml-shared-5-7.xsd; see XML source
Includes:
definitions of 2 elements
Used:
at 2 locations
FxCoreDetails.model
The elements common to FX spot, forward and swap legs.
Content:
10 elements
Defined:
globally in fpml-fx-5-7.xsd; see XML source
Includes:
definitions of 8 elements
Used:
at 2 locations
FxTenor.model
Content:
2 elements
Defined:
globally in fpml-fx-5-7.xsd; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
GenericCommodityAttributes.model
Content:
7 elements
Defined:
globally in fpml-generic-5-7.xsd; see XML source
Includes:
definitions of 7 elements
Used:
at 1 location
GenericEquityAttributes.model
Content:
2 elements
Defined:
globally in fpml-generic-5-7.xsd; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
GenericOptionAttributes.model
Content:
4 elements
Defined:
globally in fpml-generic-5-7.xsd; see XML source
Includes:
definitions of 4 elements
Used:
at 1 location
IndexAnnexFallback.model
Content:
2 elements
Defined:
globally in fpml-eq-shared-5-7.xsd; see XML source
Includes:
definitions of 2 elements
Used:
never
MandatoryEarlyTermination.model
Content:
2 elements
Defined:
globally in fpml-ird-5-7.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.
Content:
8 elements
Defined:
globally in fpml-msg-5-7.xsd; see XML source
Includes:
definitions of 8 elements
Used:
at 4 locations
MutualOrOptionalEarlyTermination.model
Content:
4 elements
Defined:
globally in fpml-eq-shared-5-7.xsd; see XML source
Includes:
definitions of 4 elements
Used:
at 1 location
NetAndOrGross.model
A group including a net and/or a gross amount.
Content:
3 elements
Defined:
globally in fpml-doc-5-7.xsd; see XML source
Includes:
definitions of 3 elements
Used:
at 1 location
NewTrade.model
Content:
2 elements
Defined:
globally in fpml-business-events-5-7.xsd; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
NovationAmounts.model
Content:
7 elements
Defined:
globally in fpml-business-events-5-7.xsd; see XML source
Includes:
definition of 1 element
Used:
at 1 location
NovationAmountsOld.model
Content:
6 elements
Defined:
globally in fpml-business-events-5-7.xsd; see XML source
Includes:
definitions of 6 elements
Used:
at 1 location
NovationDates.model
Content:
3 elements
Defined:
globally in fpml-business-events-5-7.xsd; see XML source
Includes:
definitions of 3 elements
Used:
at 1 location
NovationRoles.model
The roles of the parties involved in the novation.
Defined:
globally in fpml-business-events-5-7.xsd; see XML source
Used:
never
NovationTerms.model
Documentation and other terms (such as date terms) specific to this novation event.
Defined:
globally in fpml-business-events-5-7.xsd; see XML source
Used:
at 1 location
OldTrade.model
Content:
2 elements
Defined:
globally in fpml-business-events-5-7.xsd; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
OnBehalfOf.model
Content:
1 element
Defined:
globally in fpml-shared-5-7.xsd; see XML source
Includes:
definition of 1 element
Used:
at 4 locations
OptionalEarlyTermination.model
Content:
1 element
Defined:
globally in fpml-ird-5-7.xsd; see XML source
Includes:
definition of 1 element
Used:
at 1 location
OptionDenomination.model
A model group containing the option denomination components.
Content:
3 elements
Defined:
globally in fpml-option-shared-5-7.xsd; see XML source
Includes:
definitions of 3 elements
Used:
at 1 location
OptionSettlement.model
A group which has Option Settlement elements.
Content:
4 elements
Defined:
globally in fpml-option-shared-5-7.xsd; see XML source
Includes:
definitions of 2 elements
Used:
at 2 locations
PartialExercise.model
Content:
4 elements
Defined:
globally in fpml-shared-5-7.xsd; see XML source
Includes:
definitions of 4 elements
Used:
at 2 locations
PartiesAndAccounts.model
Supporting party and account definitions.
Content:
2 elements
Defined:
globally in fpml-shared-5-7.xsd; see XML source
Includes:
definitions of 2 elements
Used:
at 7 locations
PartyAndAccountReferences.model
Content:
1 element
Defined:
globally in fpml-shared-5-7.xsd; see XML source
Includes:
definition of 1 element
Used:
at 6 locations
PartyInformation.model
Information about a party for reporting purposes.
Content:
7 elements
Defined:
globally in fpml-shared-5-7.xsd; see XML source
Includes:
definitions of 7 elements
Used:
at 1 location
PayerReceiver.model
Content:
1 element
Defined:
globally in fpml-shared-5-7.xsd; see XML source
Includes:
definition of 1 element
Used:
at 6 locations
PaymentDiscounting.model
A model group for representing the discounting elements that can be associated with a payment.
Content:
2 elements
Defined:
globally in fpml-shared-5-7.xsd; see XML source
Includes:
definitions of 2 elements
Used:
never
Period.model
Content:
2 elements
Defined:
globally in fpml-shared-5-7.xsd; see XML source
Includes:
definitions of 2 elements
Used:
never
PortfolioConstituentReference.model
Defines a model group that allows a constituent of a portfolio to be included in a request retransmission message.
Content:
1 element
Defined:
globally in fpml-msg-5-7.xsd; see XML source
Includes:
definition of 1 element
Used:
never
PortfolioReferenceBase.model
Defines a model group that allows a portfolio to be identified in a response message.
Content:
1 element
Defined:
globally in fpml-msg-5-7.xsd; see XML source
Includes:
definition of 1 element
Used:
never
Premium.model
A model group for representing the option premium when expressed in a way other than an amount.
Content:
2 elements
Defined:
globally in fpml-shared-5-7.xsd; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
Price.model
Price model group.
Content:
2 elements
Defined:
globally in fpml-com-5-7.xsd; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
PricingDays.model
The different options for specifying which days are pricing days within a pricing period.
Content:
4 elements
Defined:
globally in fpml-com-5-7.xsd; see XML source
Includes:
definitions of 4 elements
Used:
at 1 location
Product.model
Content:
5 elements
Defined:
globally in fpml-shared-5-7.xsd; see XML source
Includes:
definitions of 5 elements
Used:
at 1 location
PutCallCurrency.model
Content:
2 elements
Defined:
globally in fpml-fx-5-7.xsd; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
Quotation.model
Some kind of numerical measure about an asset, eg. its price or NPV, together with characteristics of that measure.
Content:
15 elements
Defined:
globally in fpml-asset-5-7.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.
Content:
14 elements
Defined:
globally in fpml-asset-5-7.xsd; see XML source
Includes:
definitions of 12 elements
Used:
at 2 locations
QuoteLocation.model
A group describing where a quote was or will be obtained, e.g. observed or calculated.
Content:
2 elements
Defined:
globally in fpml-asset-5-7.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.
Content:
1 element
Defined:
globally in fpml-msg-5-7.xsd; see XML source
Includes:
definition of 1 element
Used:
never
RoutingExplicitDetails.model
Content:
4 elements
Defined:
globally in fpml-shared-5-7.xsd; see XML source
Includes:
definitions of 4 elements
Used:
at 2 locations
RoutingIdentification.model
Content:
3 elements
Defined:
globally in fpml-shared-5-7.xsd; see XML source
Includes:
definitions of 3 elements
Used:
never
Sequence.model
A model group defining the element used for message sequencing
Content:
1 element
Defined:
globally in fpml-msg-5-7.xsd; see XML source
Includes:
definition of 1 element
Used:
at 3 locations
SettlementAmountOrCurrency.model
Content:
2 elements
Defined:
globally in fpml-shared-5-7.xsd; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
StockLoan.model
Stock Loan Content Model
Content:
4 elements
Defined:
globally in fpml-shared-5-7.xsd; see XML source
Includes:
definitions of 4 elements
Used:
at 1 location
SupervisorRegistration.model
Provides information about a regulator or other supervisory body that an organization is registered with.
Content:
2 elements
Defined:
globally in fpml-doc-5-7.xsd; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
TradeAlterationPayment.model
A model group defining a payment structure.
Content:
1 element
Defined:
globally in fpml-business-events-5-7.xsd; see XML source
Includes:
definition of 1 element
Used:
at 2 locations
TradeLegFixedAmountChange.model
Content:
3 elements
Defined:
globally in fpml-business-events-5-7.xsd; see XML source
Includes:
definitions of 3 elements
Used:
at 1 location
TradeLegNotionalChange.model
Content:
3 elements
Defined:
globally in fpml-business-events-5-7.xsd; see XML source
Includes:
definitions of 3 elements
Used:
at 1 location
TradeLegNotionalScheduleChange.model
Content:
3 elements
Defined:
globally in fpml-business-events-5-7.xsd; see XML source
Includes:
definitions of 3 elements
Used:
at 1 location
TradeLegNumberOfOptionsChange.model
Content:
3 elements
Defined:
globally in fpml-business-events-5-7.xsd; see XML source
Includes:
definitions of 3 elements
Used:
at 1 location
TradeLegNumberOfUnitsChange.model
Content:
3 elements
Defined:
globally in fpml-business-events-5-7.xsd; see XML source
Includes:
definitions of 3 elements
Used:
at 1 location
TradeNotionalChange.model
DEPRECATED.
Content:
6 elements
Defined:
globally in fpml-business-events-5-7.xsd; see XML source
Includes:
definitions of 6 elements
Used:
at 1 location
TradeOrTradeReference.model
Choice between identification and representation of trade execution.
Content:
2 elements
Defined:
globally in fpml-doc-5-7.xsd; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
Validation.model
Content:
1 element
Defined:
globally in fpml-doc-5-7.xsd; see XML source
Includes:
definition of 1 element
Used:
never
VersionHistory.model
Content:
2 elements
Defined:
globally in fpml-shared-5-7.xsd; see XML source
Includes:
definitions of 2 elements
Used:
at 3 locations
WeatherCalculationPeriod.model
Descriptions of a calculation period.
Content:
1 element
Defined:
globally in fpml-com-5-7.xsd; see XML source
Includes:
definition of 1 element
Used:
at 2 locations
Attribute Group Summary
VersionAttributes.atts
Set of attributes that define versioning information.
Content:
3 attributes
Defined:
globally in fpml-doc-5-7.xsd; see XML source
Includes:
definitions of 3 attributes
Used:
at 1 location
XML schema documentation generated with DocFlex/XML 1.9.0 using DocFlex/XML XSDDoc 2.8.0 template set. All content model diagrams generated by Altova XMLSpy via DocFlex/XML XMLSpy Integration.