Namespace "http://www.fpml.org/FpML-5/confirmation"
Targeting Schemas (31):
fpml-asset-5-8.xsd, fpml-bond-option-5-8.xsd, fpml-business-events-5-8.xsd, fpml-cd-5-8.xsd, fpml-clearing-processes-5-8.xsd, fpml-com-5-8.xsd, fpml-confirmation-processes-5-8.xsd, fpml-correlation-swaps-5-8.xsd, fpml-credit-event-notification-5-8.xsd, fpml-dividend-swaps-5-8.xsd, fpml-doc-5-8.xsd, fpml-enum-5-8.xsd, fpml-eq-shared-5-8.xsd, fpml-eqd-5-8.xsd, fpml-fx-5-8.xsd, fpml-fx-accruals-5-8.xsd, fpml-fx-complex-5-8.xsd, fpml-generic-5-8.xsd, fpml-ird-5-8.xsd, fpml-loan-5-8.xsd, fpml-main-5-8.xsd, fpml-mktenv-5-8.xsd, fpml-msg-5-8.xsd, fpml-option-shared-5-8.xsd, fpml-repo-5-8.xsd, fpml-return-swaps-5-8.xsd, fpml-riskdef-5-8.xsd, fpml-shared-5-8.xsd, fpml-standard-5-8.xsd, fpml-valuation-5-8.xsd, fpml-variance-swaps-5-8.xsd
Targeting Components:
elements (267 global + 3331 local), complexTypes (1280), simpleTypes (130), element groups (195), attribute groups (1)
Schema Summary
fpml-asset-5-8.xsd
Target Namespace:
Version:
$Revision: 11683 $
Defined Components:
elements (21 global + 160 local), complexTypes (61), element groups (12)
Default Namespace-Qualified Form:
Local Elements: qualified; Local Attributes: unqualified
Schema Location:
D:\Tradeheader\trunk\xml\confirmation\fpml-asset-5-8.xsd; see XML source
Includes Schemas (1):
Included in Schemas (8):
fpml-bond-option-5-8.xsd
Target Namespace:
Version:
$Revision: 11651 $
Defined Components:
elements (1 global + 9 local), complexTypes (5)
Default Namespace-Qualified Form:
Local Elements: qualified; Local Attributes: unqualified
Schema Location:
D:\Tradeheader\trunk\xml\confirmation\fpml-bond-option-5-8.xsd; see XML source
Includes Schemas (1):
Included in Schemas (1):
fpml-business-events-5-8.xsd
Target Namespace:
Version:
$Revision: 11723 $
Defined Components:
elements (5 global + 213 local), complexTypes (50), element groups (27)
Default Namespace-Qualified Form:
Local Elements: qualified; Local Attributes: unqualified
Schema Location:
D:\Tradeheader\trunk\xml\confirmation\fpml-business-events-5-8.xsd; see XML source
Includes Schemas (2):
Included in Schemas (5):
fpml-cd-5-8.xsd
Target Namespace:
Version:
$Revision: 11683 $
Defined Components:
elements (2 global + 181 local), complexTypes (47), element groups (1)
Default Namespace-Qualified Form:
Local Elements: qualified; Local Attributes: unqualified
Schema Location:
D:\Tradeheader\trunk\xml\confirmation\fpml-cd-5-8.xsd; see XML source
Includes Schemas (1):
Included in Schemas (2):
fpml-clearing-processes-5-8.xsd
Target Namespace:
Version:
$Revision: 9756 $
Defined Components:
elements (4 global + 9 local), complexTypes (3)
Default Namespace-Qualified Form:
Local Elements: qualified; Local Attributes: unqualified
Schema Location:
D:\Tradeheader\trunk\xml\confirmation\fpml-clearing-processes-5-8.xsd; see XML source
Includes Schemas (1):
Included in Schemas (1):
fpml-com-5-8.xsd
Target Namespace:
Version:
$Revision: 11683 $
Defined Components:
elements (22 global + 475 local), complexTypes (176), element groups (32)
Default Namespace-Qualified Form:
Local Elements: qualified; Local Attributes: unqualified
Schema Location:
D:\Tradeheader\trunk\xml\confirmation\fpml-com-5-8.xsd; see XML source
Includes Schemas (1):
Included in Schemas (2):
fpml-confirmation-processes-5-8.xsd
Confirmation messages.
Target Namespace:
Version:
$Revision: 11695 $
Defined Components:
elements (53 global + 73 local), complexTypes (36), element groups (2)
Default Namespace-Qualified Form:
Local Elements: qualified; Local Attributes: unqualified
Schema Location:
D:\Tradeheader\trunk\xml\confirmation\fpml-confirmation-processes-5-8.xsd; see XML source
Includes Schemas (1):
Included in Schemas (1):
fpml-correlation-swaps-5-8.xsd
Target Namespace:
Version:
$Revision: 11651 $
Defined Components:
elements (1 global + 3 local), complexTypes (3)
Default Namespace-Qualified Form:
Local Elements: qualified; Local Attributes: unqualified
Schema Location:
D:\Tradeheader\trunk\xml\confirmation\fpml-correlation-swaps-5-8.xsd; see XML source
Includes Schemas (1):
Included in Schemas (1):
fpml-credit-event-notification-5-8.xsd
Credit Event Notification message.
Target Namespace:
Version:
$Revision: 11651 $
Defined Components:
elements (12 global + 12 local), complexTypes (11)
Default Namespace-Qualified Form:
Local Elements: qualified; Local Attributes: unqualified
Schema Location:
D:\Tradeheader\trunk\xml\confirmation\fpml-credit-event-notification-5-8.xsd; see XML source
Includes Schemas (1):
Included in Schemas (1):
fpml-dividend-swaps-5-8.xsd
Target Namespace:
Version:
$Revision: 11651 $
Defined Components:
elements (2 global + 19 local), complexTypes (6)
Default Namespace-Qualified Form:
Local Elements: qualified; Local Attributes: unqualified
Schema Location:
D:\Tradeheader\trunk\xml\confirmation\fpml-dividend-swaps-5-8.xsd; see XML source
Includes Schemas (2):
Included in Schemas (1):
fpml-doc-5-8.xsd
Target Namespace:
Version:
$Revision: 11723 $
Defined Components:
elements (2 global + 182 local), complexTypes (67), element groups (6), attribute groups (1)
Default Namespace-Qualified Form:
Local Elements: qualified; Local Attributes: unqualified
Schema Location:
D:\Tradeheader\trunk\xml\confirmation\fpml-doc-5-8.xsd; see XML source
Includes Schemas (1):
Included in Schemas (3):
fpml-enum-5-8.xsd
Target Namespace:
Version:
$Revision: 11745 $
Defined Components:
Default Namespace-Qualified Form:
Local Elements: qualified; Local Attributes: unqualified
Schema Location:
D:\Tradeheader\trunk\xml\confirmation\fpml-enum-5-8.xsd; see XML source
Includes Schemas (1):
Included in Schemas (2):
fpml-eq-shared-5-8.xsd
Target Namespace:
Version:
$Revision: 11651 $
Defined Components:
elements (4 global + 207 local), complexTypes (52), element groups (7)
Default Namespace-Qualified Form:
Local Elements: qualified; Local Attributes: unqualified
Schema Location:
D:\Tradeheader\trunk\xml\confirmation\fpml-eq-shared-5-8.xsd; see XML source
Includes Schemas (1):
Included in Schemas (4):
fpml-eqd-5-8.xsd
Target Namespace:
Version:
$Revision: 11651 $
Defined Components:
elements (4 global + 58 local), complexTypes (13), element groups (1)
Default Namespace-Qualified Form:
Local Elements: qualified; Local Attributes: unqualified
Schema Location:
D:\Tradeheader\trunk\xml\confirmation\fpml-eqd-5-8.xsd; see XML source
Includes Schemas (1):
Included in Schemas (3):
fpml-fx-5-8.xsd
Target Namespace:
Version:
$Revision: 11732 $
Defined Components:
elements (21 global + 192 local), complexTypes (53), simpleTypes (1), element groups (5)
Default Namespace-Qualified Form:
Local Elements: qualified; Local Attributes: unqualified
Schema Location:
D:\Tradeheader\trunk\xml\confirmation\fpml-fx-5-8.xsd; see XML source
Includes Schemas (1):
Included in Schemas (3):
fpml-fx-accruals-5-8.xsd
Target Namespace:
Version:
$Revision: 11478 $
Defined Components:
elements (4 global + 87 local), complexTypes (24), element groups (5)
Default Namespace-Qualified Form:
Local Elements: qualified; Local Attributes: unqualified
Schema Location:
D:\Tradeheader\trunk\xml\confirmation\fpml-fx-accruals-5-8.xsd; see XML source
Includes Schemas (1):
Included in Schemas (1):
fpml-fx-complex-5-8.xsd
Target Namespace:
Version:
$Revision: 11478 $
Defined Components:
elements (1 global + 89 local), complexTypes (33), element groups (7)
Default Namespace-Qualified Form:
Local Elements: qualified; Local Attributes: unqualified
Schema Location:
D:\Tradeheader\trunk\xml\confirmation\fpml-fx-complex-5-8.xsd; see XML source
Includes Schemas (1):
Included in Schemas (2):
fpml-generic-5-8.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: 11651 $
Defined Components:
elements (2 global + 49 local), complexTypes (13), element groups (3)
Default Namespace-Qualified Form:
Local Elements: qualified; Local Attributes: unqualified
Schema Location:
D:\Tradeheader\trunk\xml\confirmation\fpml-generic-5-8.xsd; see XML source
Includes Schemas (5):
Included in Schemas (1):
fpml-ird-5-8.xsd
Target Namespace:
Version:
$Revision: 11651 $
Defined Components:
elements (8 global + 233 local), complexTypes (61), element groups (3)
Default Namespace-Qualified Form:
Local Elements: qualified; Local Attributes: unqualified
Schema Location:
D:\Tradeheader\trunk\xml\confirmation\fpml-ird-5-8.xsd; see XML source
Includes Schemas (1):
Included in Schemas (1):
fpml-loan-5-8.xsd
FpML Legal Documentation Framework
Target Namespace:
Version:
$Revision: 7614 $
Defined Components:
elements (63 global + 280 local), complexTypes (143), simpleTypes (6), element groups (22)
Default Namespace-Qualified Form:
Local Elements: qualified; Local Attributes: unqualified
Schema Location:
D:\Tradeheader\trunk\xml\confirmation\fpml-loan-5-8.xsd; see XML source
Includes Schemas (2):
Included in Schemas (1):
fpml-main-5-8.xsd
products
Target Namespace:
Version:
$Revision: 11732 $
Defined Components:
elements (2 global), complexTypes (1)
Default Namespace-Qualified Form:
Local Elements: qualified; Local Attributes: unqualified
Schema Location:
D:\Tradeheader\trunk\xml\confirmation\fpml-main-5-8.xsd; see XML source
Includes Schemas (20):
fpml-mktenv-5-8.xsd
Target Namespace:
Version:
$Revision: 11651 $
Defined Components:
elements (8 global + 47 local), complexTypes (19), element groups (6)
Default Namespace-Qualified Form:
Local Elements: qualified; Local Attributes: unqualified
Schema Location:
D:\Tradeheader\trunk\xml\confirmation\fpml-mktenv-5-8.xsd; see XML source
Includes Schemas (4):
Included in Schemas (1):
fpml-msg-5-8.xsd
Event Status messages.
Target Namespace:
Version:
$Revision: 11683 $
Defined Components:
elements (10 global + 66 local), complexTypes (46), element groups (12)
Default Namespace-Qualified Form:
Local Elements: qualified; Local Attributes: unqualified
Schema Location:
D:\Tradeheader\trunk\xml\confirmation\fpml-msg-5-8.xsd; see XML source
Imports Schemas (1):
Includes Schemas (1):
Included in Schemas (4):
fpml-option-shared-5-8.xsd
Target Namespace:
Version:
$Revision: 11651 $
Defined Components:
elements (103 local), complexTypes (37), element groups (4)
Default Namespace-Qualified Form:
Local Elements: qualified; Local Attributes: unqualified
Schema Location:
D:\Tradeheader\trunk\xml\confirmation\fpml-option-shared-5-8.xsd; see XML source
Includes Schemas (1):
Included in Schemas (5):
fpml-repo-5-8.xsd
Target Namespace:
Version:
$Revision: 11232 $
Defined Components:
elements (1 global + 84 local), complexTypes (31), simpleTypes (1), element groups (6)
Default Namespace-Qualified Form:
Local Elements: qualified; Local Attributes: unqualified
Schema Location:
D:\Tradeheader\trunk\xml\confirmation\fpml-repo-5-8.xsd; see XML source
Includes Schemas (1):
Included in Schemas (1):
fpml-return-swaps-5-8.xsd
Target Namespace:
Version:
$Revision: 11651 $
Defined Components:
elements (1 global + 1 local), complexTypes (1)
Default Namespace-Qualified Form:
Local Elements: qualified; Local Attributes: unqualified
Schema Location:
D:\Tradeheader\trunk\xml\confirmation\fpml-return-swaps-5-8.xsd; see XML source
Includes Schemas (1):
Included in Schemas (1):
fpml-riskdef-5-8.xsd
Target Namespace:
Version:
$Revision: 11683 $
Defined Components:
elements (3 global + 65 local), complexTypes (31), element groups (9)
Default Namespace-Qualified Form:
Local Elements: qualified; Local Attributes: unqualified
Schema Location:
D:\Tradeheader\trunk\xml\confirmation\fpml-riskdef-5-8.xsd; see XML source
Includes Schemas (2):
Included in Schemas (1):
fpml-shared-5-8.xsd
Target Namespace:
Version:
$Revision: 11732 $
Defined Components:
elements (5 global + 406 local), complexTypes (245), simpleTypes (12), element groups (25)
Default Namespace-Qualified Form:
Local Elements: qualified; Local Attributes: unqualified
Schema Location:
D:\Tradeheader\trunk\xml\confirmation\fpml-shared-5-8.xsd; see XML source
Includes Schemas (1):
Included in Schemas (5):
fpml-standard-5-8.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:
D:\Tradeheader\trunk\xml\confirmation\fpml-standard-5-8.xsd; see XML source
Includes Schemas (2):
Included in Schemas (1):
fpml-valuation-5-8.xsd
Target Namespace:
Version:
$Revision: 11651 $
Defined Components:
elements (1 global + 14 local), complexTypes (6)
Default Namespace-Qualified Form:
Local Elements: qualified; Local Attributes: unqualified
Schema Location:
D:\Tradeheader\trunk\xml\confirmation\fpml-valuation-5-8.xsd; see XML source
Includes Schemas (4):
Included in Schemas (1):
fpml-variance-swaps-5-8.xsd
Target Namespace:
Version:
$Revision: 11651 $
Defined Components:
elements (3 global + 12 local), complexTypes (5)
Default Namespace-Qualified Form:
Local Elements: qualified; Local Attributes: unqualified
Schema Location:
D:\Tradeheader\trunk\xml\confirmation\fpml-variance-swaps-5-8.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-5-8.xsd; see XML source
absoluteTolerance
Specifies the allowable quantity tolerance as an absolute quantity.
Type:
AbsoluteTolerance
Content:
complex, 4 elements
Defined:
locally within OilDelivery complexType in fpml-com-5-8.xsd; see XML source
acceleratedOrMatured
A deliverable obligation characteristic.
Type:
xsd:boolean
Content:
simple
Defined:
locally within DeliverableObligations complexType in fpml-cd-5-8.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, 6 elements
Defined:
locally within PartiesAndAccounts.model group in fpml-shared-5-8.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-5-8.xsd; see XML source
accountId
An account identifier.
Type:
AccountId
Content:
simple, 1 attribute
Defined:
locally within Account complexType in fpml-shared-5-8.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-5-8.xsd; see XML source
accountReference (defined in OnBehalfOf complexType)
Identifies the account(s) related to the party when they cannot 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-5-8.xsd; see XML source
accountReference (defined in PartyAndAccountReferences.model group)
Reference to an account.
Type:
AccountReference
Content:
empty, 1 attribute
Defined:
locally within PartyAndAccountReferences.model group in fpml-shared-5-8.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-5-8.xsd; see XML source
accrualAmount
The accrual amount over the defined period.
Type:
MoneyWithParticipantShare
Content:
complex, 1 attribute, 3 elements
Defined:
locally within AccrualPeriod complexType in fpml-loan-5-8.xsd; see XML source
accrualFactor
A multiplier applied to the notional amount per fixing of each currency to specify the amount accrued each time the spot rate fixes within the accrual region.
Type:
Schedule
Content:
complex, 1 attribute, 2 elements
Defined:
locally within FxAccrualRegion complexType in fpml-fx-accruals-5-8.xsd; see XML source
accrualOptionChangeNotification
Type:
AccrualOptionChangeNotification
Content:
complex, 3 attributes, 24 elements
Defined:
globally in fpml-loan-5-8.xsd; see XML source
Used:
never
accrualOptionId
A unique id associated with the loan accrual type.
Type:
AccrualTypeId
Content:
simple, 1 attribute
Defined:
locally within AccrualOptionBase complexType in fpml-loan-5-8.xsd; see XML source
accrualProcess (in fxAccrualDigitalOption)
Describes accrual features within the product.
Type:
FxAccrualProcess
Content:
complex, 1 attribute, 3 elements
Defined:
locally within FxAccrualDigitalOption complexType in fpml-fx-accruals-5-8.xsd; see XML source
accrualProcess (in fxAccrualForward)
Describes accrual features within the product.
Type:
FxAccrualProcess
Content:
complex, 1 attribute, 3 elements
Defined:
locally within FxAccrualForward complexType in fpml-fx-accruals-5-8.xsd; see XML source
accrualProcess (in fxAccrualOption)
Describes accrual features within the product.
Type:
FxAccrualProcess
Content:
complex, 1 attribute, 3 elements
Defined:
locally within FxAccrualOption complexType in fpml-fx-accruals-5-8.xsd; see XML source
accrualProcess (in fxRangeAccrual)
Describes accrual process within the product.
Type:
FxAccrualProcess
Content:
complex, 1 attribute, 3 elements
Defined:
locally within FxRangeAccrual complexType in fpml-fx-accruals-5-8.xsd; see XML source
accrualRegion
Defines the regions of the spot rate where fixings generate an accumulation of notional.
Type:
FxAccrualRegion
Content:
complex, 10 elements
Defined:
locally within FxAccrualProcess complexType in fpml-fx-accruals-5-8.xsd; see XML source
accruals
Accruals, relationship is clean price and accruals equals dirty price, all prices are expressed in percentage points, 100 is the initial value of the bond.
Type:
xsd:decimal
Content:
simple
Defined:
locally within BondPriceAndYield.model group in fpml-repo-5-8.xsd; see XML source
accrualsAmount
Accruals expressed as amount.
Type:
Money
Content:
complex, 1 attribute, 2 elements
Defined:
locally within BondCollateral.model group in fpml-repo-5-8.xsd; see XML source
accrualSchedule (defined in InterestCapitalization complexType)
A schedule that incorporates all sub-periods of an accrual calculation.
Type:
AccrualPeriod
Content:
complex, 7 elements
Defined:
locally within InterestCapitalization complexType in fpml-loan-5-8.xsd; see XML source
accrualSchedule (defined in InterestPayment complexType)
A schedule that incorporates all sub-periods of an accrual calculation.
Type:
AccrualPeriod
Content:
complex, 7 elements
Defined:
locally within InterestPayment complexType in fpml-loan-5-8.xsd; see XML source
accrualSchedule (in accruingFeePayment)
A schedule that incorporates all sub-periods of an accrual calculation.
Type:
AccrualPeriod
Content:
complex, 7 elements
Defined:
locally within AccruingFeePayment complexType in fpml-loan-5-8.xsd; see XML source
accrualSchedule (in accruingPikPayment)
A schedule that incorporates all sub-periods of an accrual calculation.
Type:
AccrualPeriod
Content:
complex, 7 elements
Defined:
locally within AccruingPikPayment complexType in fpml-loan-5-8.xsd; see XML source
accrualSchedule (in lcFeePayment)
A schedule that incorporates all sub-periods of an accrual calculation.
Type:
AccrualPeriod
Content:
complex, 7 elements
Defined:
locally within LcFeePayment complexType in fpml-loan-5-8.xsd; see XML source
accruedInterest (defined in DeliverableObligations complexType)
Indicates whether accrued interest is included (true) or not (false).
Type:
xsd:boolean
Content:
simple
Defined:
locally within DeliverableObligations complexType in fpml-cd-5-8.xsd; see XML source
accruedInterest (defined in PendingPayment complexType)
Accrued interest on the dividend or coupon payment.
Type:
Money
Content:
complex, 1 attribute, 2 elements
Defined:
locally within PendingPayment complexType in fpml-asset-5-8.xsd; see XML source
accruedInterest (in cashSettlementTerms)
Indicates whether accrued interest is included (true) or not (false).
Type:
xsd:boolean
Content:
simple
Defined:
locally within CashSettlementTerms complexType in fpml-cd-5-8.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-5-8.xsd; see XML source
accruingFeeChange
Type:
AccruingFeeChange
Content:
complex, 11 elements
Subst.Gr:
may substitute for element accruingFeeChangeGroup
Defined:
globally in fpml-loan-5-8.xsd; see XML source
Used:
never
accruingFeeChangeGroup
Head of the substitution group for all facility events.
Type:
FacilityEvent
Content:
complex, 10 elements
Abstract:
(may not be used directly in instance XML documents)
Subst.Gr:
may be substituted with 2 elements
Defined:
globally in fpml-loan-5-8.xsd; see XML source
Used:
at 3 locations
accruingFeeChangeNotification
Type:
AccruingFeeChangeNotification
Content:
complex, 3 attributes, 14 elements
Defined:
globally in fpml-loan-5-8.xsd; see XML source
Used:
never
accruingFeeExpiry
Type:
AccruingFeeExpiry
Content:
complex, 12 elements
Subst.Gr:
may substitute for element accruingFeeChangeGroup
Defined:
globally in fpml-loan-5-8.xsd; see XML source
Used:
never
accruingFeeOption (defined in FacilityOptionsFeesAndRates.model group)
A description of all the different types of accruing fees which apply to the facility.
Type:
AccruingFeeOption
Content:
complex, 8 elements
Defined:
locally within FacilityOptionsFeesAndRates.model group in fpml-loan-5-8.xsd; see XML source
accruingFeeOption (in accruingFeeChange)
Defines new rate and the date on which the rate is no longer valid.
Type:
AccruingFeeOption
Content:
complex, 8 elements
Defined:
locally within AccruingFeeChange complexType in fpml-loan-5-8.xsd; see XML source
accruingFeePayment
Type:
AccruingFeePayment
Content:
complex, 16 elements
Defined:
locally within AccruingFeePaymentNotification complexType in fpml-loan-5-8.xsd; see XML source
accruingFeePaymentNotification
Type:
AccruingFeePaymentNotification
Content:
complex, 3 attributes, 14 elements
Defined:
globally in fpml-loan-5-8.xsd; see XML source
Used:
never
accruingPikOption (defined in FacilityOptionsFeesAndRates.model group)
A loan contract PIK accrual option.
Type:
AccruingPikOption
Content:
complex, 6 elements
Defined:
locally within FacilityOptionsFeesAndRates.model group in fpml-loan-5-8.xsd; see XML source
accruingPikOption (in accruingPikOptionChange)
Type:
AccruingPikOption
Content:
complex, 6 elements
Defined:
locally within AccruingPikOptionChange complexType in fpml-loan-5-8.xsd; see XML source
accruingPikOptionChange
Type:
AccruingPikOptionChange
Content:
complex, 11 elements
Defined:
locally within AccrualOptionChangeNotification complexType in fpml-loan-5-8.xsd; see XML source
accruingPikPayment
Type:
AccruingPikPayment
Content:
complex, 14 elements
Defined:
locally within AccruingPikPaymentNotification complexType in fpml-loan-5-8.xsd; see XML source
accruingPikPaymentNotification
Type:
AccruingPikPaymentNotification
Content:
complex, 3 attributes, 14 elements
Defined:
globally in fpml-loan-5-8.xsd; see XML source
Used:
never
accumulationRegion
Type:
FxTargetAccumulationRegion
Content:
complex, 4 elements
Defined:
locally within FxTarget complexType in fpml-fx-complex-5-8.xsd; see XML source
actionOnExpiration
Type:
ActionOnExpiration
Content:
complex, 10 elements
Defined:
locally within OptionExpiry complexType in fpml-business-events-5-8.xsd; see XML source
additionalAcknowledgements
If true, then additional acknowledgements are applicable.
Type:
xsd:boolean
Content:
simple
Defined:
locally within Representations complexType in fpml-eq-shared-5-8.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-5-8.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-5-8.xsd; see XML source
additionalDisruptionEvents
ISDA 2002 Equity Additional Disruption Events.
Type:
AdditionalDisruptionEvents
Content:
complex, 11 elements
Defined:
locally within ExtraordinaryEvents complexType in fpml-eq-shared-5-8.xsd; see XML source
additionalDividends
If present and true, then additional dividends are applicable.
Type:
xsd:boolean
Content:
simple
Defined:
locally within Dividends.model group in fpml-eq-shared-5-8.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-5-8.xsd; see XML source
Used:
never
additionalFixedPayments
Specifies the events that will give rise to the payment a additional fixed payments.
Type:
AdditionalFixedPayments
Content:
complex, 3 elements
Defined:
locally within FloatingAmountEvents complexType in fpml-cd-5-8.xsd; see XML source
additionalMarketDisruptionEvent
To be used when marketDisruptionEvents is set to "Applicable" and additional market disruption events(s) apply to the default market disruption events of Section 7.4(d)(i) of the ISDA Commodity Definitions.
Type:
MarketDisruptionEvent
Content:
simple, 1 attribute
Defined:
locally within CommodityMarketDisruption complexType in fpml-com-5-8.xsd; see XML source
additionalPayment (defined in FxPerformanceSwap complexType)
Additional Payment means, in respect of an FX Transaction, where such fee is required, and a Transaction Fee Payment Date, the amount, if any, that is specified or otherwise determined as provided in the related Confirmation and, subject to any applicable condition precedent, is payable by one party to the other as further specified or otherwise determined as provided in the related Confirmation on the Transaction Fee Payment Date or on each Transaction Fee Payment Date if more than one is specified, for value on such date.
Type:
Payment
Content:
complex, 2 attributes, 10 elements
Defined:
locally within FxPerformanceSwap complexType in fpml-fx-5-8.xsd; see XML source
additionalPayment (defined in NettedSwapBase complexType)
Specifies additional payment(s) between the principal parties to the netted swap.
Type:
ClassifiedPayment
Content:
complex, 1 attribute, 7 elements
Defined:
locally within NettedSwapBase complexType in fpml-eq-shared-5-8.xsd; see XML source
additionalPayment (defined in ReturnSwapBase complexType)
Specifies additional payment(s) between the principal parties to the trade.
Type:
ReturnSwapAdditionalPayment
Content:
complex, 1 attribute, 7 elements
Defined:
locally within ReturnSwapBase complexType in fpml-eq-shared-5-8.xsd; see XML source
additionalPayment (defined in Swap complexType)
Additional payments between the principal parties.
Type:
Payment
Content:
complex, 2 attributes, 10 elements
Defined:
locally within Swap complexType in fpml-ird-5-8.xsd; see XML source
additionalPayment (in capFloor)
Additional payments between the principal parties.
Type:
Payment
Content:
complex, 2 attributes, 10 elements
Defined:
locally within CapFloor complexType in fpml-ird-5-8.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, 10 elements
Defined:
locally within Fra complexType in fpml-ird-5-8.xsd; see XML source
additionalPayment (in fxAccrualForward)
It supports the representation of premiums, fees, etc.
Type:
SimplePayment
Content:
complex, 1 attribute, 6 elements
Defined:
locally within FxAccrualForward complexType in fpml-fx-accruals-5-8.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, 10 elements
Defined:
locally within FxFlexibleForward complexType in fpml-fx-5-8.xsd; see XML source
additionalPayment (in fxForwardVolatilityAgreement)
Additional Payment means, in respect of an FX Transaction, where such fee is required, and a Transaction Fee Payment Date, the amount, if any, that is specified or otherwise determined as provided in the related Confirmation and, subject to any applicable condition precedent, is payable by one party to the other as further specified or otherwise determined as provided in the related Confirmation on the Transaction Fee Payment Date or on each Transaction Fee Payment Date if more than one is specified, for value on such date.
Type:
Payment
Content:
complex, 2 attributes, 10 elements
Defined:
locally within FxForwardVolatilityAgreement complexType in fpml-fx-5-8.xsd; see XML source
additionalPayment (in fxTargetForward)
It supports the representation of premiums, fees, etc.
Type:
SimplePayment
Content:
complex, 1 attribute, 6 elements
Defined:
locally within FxTargetKnockoutForwardStrip complexType in fpml-fx-complex-5-8.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-5-8.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-5-8.xsd; see XML source
additionalTerm
This element is used for representing information contained in the Additional Terms field of the 2003 Master Credit Derivatives confirm.
Type:
AdditionalTerm
Content:
simple, 1 attribute
Defined:
locally within GeneralTerms complexType in fpml-cd-5-8.xsd; see XML source
additionalTerms
Contains any additional terms to the swap contract.
Type:
SwapAdditionalTerms
Content:
complex, 1 element
Defined:
locally within Swap complexType in fpml-ird-5-8.xsd; see XML source
address
A postal or street address.
Type:
Address
Content:
complex, 5 elements
Defined:
locally within ContactInformation complexType in fpml-shared-5-8.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, 3 elements
Defined:
locally within AdjustableOrRelativeDate complexType in fpml-shared-5-8.xsd; see XML source
adjustableDate (defined in DividendPaymentDate 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, 3 elements
Defined:
locally within DividendPaymentDate complexType in fpml-eq-shared-5-8.xsd; see XML source
adjustableDate (in startingDate in earlyTermination in commodityPerformanceSwap)
Date from which early termination clause can be exercised.
Type:
AdjustableDate
Content:
complex, 1 attribute, 3 elements
Defined:
locally within CommodityStartingDate complexType in fpml-com-5-8.xsd; see XML source
adjustableDate (in startingDate in earlyTermination in returnSwap)
Date from which early termination clause can be exercised.
Type:
AdjustableDate
Content:
complex, 1 attribute, 3 elements
Defined:
locally within StartingDate complexType in fpml-eq-shared-5-8.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, 3 elements
Defined:
locally within AdjustableDateOrRelativeDateSequence complexType in fpml-eq-shared-5-8.xsd; see XML source
adjustableDates (defined in AdjustableDatesOrRelativeDateOffset complexType)
A series of adjustable dates
Type:
AdjustableDates
Content:
complex, 1 attribute, 3 elements
Defined:
locally within AdjustableDatesOrRelativeDateOffset complexType in fpml-shared-5-8.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, 3 elements
Defined:
locally within AdjustableOrRelativeDates complexType in fpml-shared-5-8.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, 3 elements
Defined:
locally within AdjustableRelativeOrPeriodicDates complexType in fpml-shared-5-8.xsd; see XML source
adjustableDates (defined in AdjustableRelativeOrPeriodicDates2 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, 3 elements
Defined:
locally within AdjustableRelativeOrPeriodicDates2 complexType in fpml-shared-5-8.xsd; see XML source
adjustableDates (in cashSettlementPaymentDate)
A series of dates that shall be subject to adjustment if they would otherwise fall on a day that is not a business day in the specified business centers, together with the convention for adjusting the date.
Type:
AdjustableDates
Content:
complex, 1 attribute, 3 elements
Defined:
locally within CashSettlementPaymentDate complexType in fpml-ird-5-8.xsd; see XML source
adjustablePaymentDate (in initialPayment)
A fixed 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 InitialPayment complexType in fpml-cd-5-8.xsd; see XML source
adjustablePaymentDate (in singlePayment)
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-5-8.xsd; see XML source
adjustedCashSettlementPaymentDate (in earlyTerminationEvent)
The date on which the cash settlement amount is paid.
Type:
xsd:date
Content:
simple
Defined:
locally within EarlyTerminationEvent complexType in fpml-ird-5-8.xsd; see XML source
adjustedCashSettlementPaymentDate (in exerciseEvent)
The date on which the cash settlement amount is paid.
Type:
xsd:date
Content:
simple
Defined:
locally within ExerciseEvent complexType in fpml-ird-5-8.xsd; see XML source
adjustedCashSettlementPaymentDate (in mandatoryEarlyTerminationAdjustedDates)
The date on which the cash settlement amount is paid.
Type:
xsd:date
Content:
simple
Defined:
locally within MandatoryEarlyTerminationAdjustedDates complexType in fpml-ird-5-8.xsd; see XML source
adjustedCashSettlementValuationDate (in earlyTerminationEvent)
The date by which the cash settlement amount must be agreed.
Type:
xsd:date
Content:
simple
Defined:
locally within EarlyTerminationEvent complexType in fpml-ird-5-8.xsd; see XML source
adjustedCashSettlementValuationDate (in exerciseEvent)
The date by which the cash settlement amount must be agreed.
Type:
xsd:date
Content:
simple
Defined:
locally within ExerciseEvent complexType in fpml-ird-5-8.xsd; see XML source
adjustedCashSettlementValuationDate (in mandatoryEarlyTerminationAdjustedDates)
The date by which the cash settlement amount must be agreed.
Type:
xsd:date
Content:
simple
Defined:
locally within MandatoryEarlyTerminationAdjustedDates complexType in fpml-ird-5-8.xsd; see XML source
adjustedDate (defined in AdjustableDate.model group)
The date once the adjustment has been performed.
Type:
IdentifiedDate
Content:
simple, 1 attribute
Defined:
locally within AdjustableDate.model group in fpml-shared-5-8.xsd; see XML source
adjustedDate (defined in AdjustableDate2 complexType)
The date once the adjustment has been performed.
Type:
IdentifiedDate
Content:
simple, 1 attribute
Defined:
locally within AdjustableDate2 complexType in fpml-shared-5-8.xsd; see XML source
adjustedDate (defined in AdjustableDates complexType)
The date once the adjustment has been performed.
Type:
IdentifiedDate
Content:
simple, 1 attribute
Defined:
locally within AdjustableDates complexType in fpml-shared-5-8.xsd; see XML source
adjustedDate (defined in AdjustableOrAdjustedDate complexType)
The date once the adjustment has been performed.
Type:
IdentifiedDate
Content:
simple, 1 attribute
Defined:
locally within AdjustableOrAdjustedDate complexType in fpml-shared-5-8.xsd; see XML source
adjustedDate (defined in FxAdjustedDateAndDateAdjustments complexType)
List of schedule dates.
Type:
xsd:date
Content:
simple
Defined:
locally within FxAdjustedDateAndDateAdjustments complexType in fpml-fx-accruals-5-8.xsd; see XML source
adjustedDate (defined in FxSchedule complexType)
List of schedule dates.
Type:
xsd:date
Content:
simple
Defined:
locally within FxSchedule complexType in fpml-fx-complex-5-8.xsd; see XML source
adjustedDate (defined in FxSchedule complexType)
List of schedule dates.
Type:
xsd:date
Content:
simple
Defined:
locally within FxSchedule complexType in fpml-fx-complex-5-8.xsd; see XML source
adjustedDate (defined in RelativeDateOffset complexType)
The date once the adjustment has been performed.
Type:
IdentifiedDate
Content:
simple, 1 attribute
Defined:
locally within RelativeDateOffset complexType in fpml-shared-5-8.xsd; see XML source
adjustedEarlyTerminationDate (in cancellationEvent)
The early termination date that is applicable if an early termination provision is exercised.
Type:
xsd:date
Content:
simple
Defined:
locally within CancellationEvent complexType in fpml-ird-5-8.xsd; see XML source
adjustedEarlyTerminationDate (in earlyTerminationEvent)
The early termination date that is applicable if an early termination provision is exercised.
Type:
xsd:date
Content:
simple
Defined:
locally within EarlyTerminationEvent complexType in fpml-ird-5-8.xsd; see XML source
adjustedEarlyTerminationDate (in mandatoryEarlyTerminationAdjustedDates)
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-5-8.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-5-8.xsd; see XML source
adjustedEndDate
The calculation period end date, adjusted according to any relevant business day convention.
Type:
xsd:date
Content:
simple
Defined:
locally within CalculationPeriod complexType in fpml-ird-5-8.xsd; see XML source
adjustedExerciseDate (in cancellationEvent)
The date on which option exercise takes place.
Type:
xsd:date
Content:
simple
Defined:
locally within CancellationEvent complexType in fpml-ird-5-8.xsd; see XML source
adjustedExerciseDate (in earlyTerminationEvent)
The date on which option exercise takes place.
Type:
xsd:date
Content:
simple
Defined:
locally within EarlyTerminationEvent complexType in fpml-ird-5-8.xsd; see XML source
adjustedExerciseDate (in exerciseEvent)
The date on which option exercise takes place.
Type:
xsd:date
Content:
simple
Defined:
locally within ExerciseEvent complexType in fpml-ird-5-8.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-5-8.xsd; see XML source
adjustedExerciseFeePaymentDate (in earlyTerminationEvent)
The date on which the exercise fee amount is paid.
Type:
xsd:date
Content:
simple
Defined:
locally within EarlyTerminationEvent complexType in fpml-ird-5-8.xsd; see XML source
adjustedExerciseFeePaymentDate (in exerciseEvent)
The date on which the exercise fee amount is paid.
Type:
xsd:date
Content:
simple
Defined:
locally within ExerciseEvent complexType in fpml-ird-5-8.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-5-8.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-5-8.xsd; see XML source
adjustedFxSpotFixingDate
The date on which the fx spot rate is observed.
Type:
xsd:date
Content:
simple
Defined:
locally within FxLinkedNotionalAmount complexType in fpml-ird-5-8.xsd; see XML source
adjustedPaymentDate (in adjustedPaymentDates)
The adjusted payment date.
Type:
xsd:date
Content:
simple
Defined:
locally within AdjustedPaymentDates complexType in fpml-cd-5-8.xsd; see XML source
adjustedPaymentDate (in initialPayment)
The adjusted payment date.
Type:
xsd:date
Content:
simple
Defined:
locally within InitialPayment complexType in fpml-cd-5-8.xsd; see XML source
adjustedPaymentDate (in paymentCalculationPeriod)
The adjusted payment date.
Type:
xsd:date
Content:
simple
Defined:
locally within PaymentCalculationPeriod complexType in fpml-ird-5-8.xsd; see XML source
adjustedPaymentDate (in singlePayment)
The adjusted payment date.
Type:
xsd:date
Content:
simple
Defined:
locally within SinglePayment complexType in fpml-cd-5-8.xsd; see XML source
adjustedPaymentDates
An optional cashflow-like structure allowing the equivalent representation of the periodic fixed payments in terms of a series of adjusted payment dates and amounts.
Type:
AdjustedPaymentDates
Content:
complex, 2 elements
Defined:
locally within PeriodicPayment complexType in fpml-cd-5-8.xsd; see XML source
adjustedPrincipalExchangeDate
The principal exchange date.
Type:
xsd:date
Content:
simple
Defined:
locally within PrincipalExchange complexType in fpml-ird-5-8.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-5-8.xsd; see XML source
adjustedStartDate
The calculation period start date, adjusted according to any relevant business day convention.
Type:
xsd:date
Content:
simple
Defined:
locally within CalculationPeriod complexType in fpml-ird-5-8.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-5-8.xsd; see XML source
adjustment
Type:
LoanContractAdjustment
Content:
complex, 12 elements
Subst.Gr:
may substitute for element loanContractEventGroup
Defined:
globally in fpml-loan-5-8.xsd; see XML source
Used:
never
adjustment (defined in CommitmentAdjustment complexType)
Defines the type of adjustment applied - increase or decrease.
Type:
Adjustment
Content:
complex, 2 elements
Defined:
locally within CommitmentAdjustment complexType in fpml-loan-5-8.xsd; see XML source
adjustment (in adjustment)
Defines the type of adjustment applied - increase or decrease.
Type:
Adjustment
Content:
complex, 2 elements
Defined:
locally within LoanContractAdjustment complexType in fpml-loan-5-8.xsd; see XML source
adjustment (in commitmentChange)
The total remaining commitment amount (in facility currency), once the adjustnment has been applied.
Type:
Adjustment
Content:
complex, 2 elements
Defined:
locally within CommitmentChange complexType in fpml-loan-5-8.xsd; see XML source
adjustment (in lcAdjustment)
Defines the type of adjustment applied - increase or decrease.
Type:
Adjustment
Content:
complex, 2 elements
Defined:
locally within LcAdjustment complexType in fpml-loan-5-8.xsd; see XML source
adjustment (in volatilityMatrixValuation)
An adjustment factor, such as for vol smile/skew.
Type:
ParametricAdjustment
Content:
complex, 3 elements
Defined:
locally within VolatilityMatrix complexType in fpml-mktenv-5-8.xsd; see XML source
adjustmentToFallbackWeatherStation
The Weather Index Station from which data with which to apply the "Adjustement to Fallback Station Data" terms.
Type:
xsd:boolean
Content:
simple
Defined:
locally within WeatherIndexData complexType in fpml-com-5-8.xsd; see XML source
adjustmentType
Defines the type of adjustment applied - increase or decrease.
Type:
AmountAdjustmentEnum
Content:
simple
Defined:
locally within Adjustment complexType in fpml-loan-5-8.xsd; see XML source
adjustmentValue
The value of the dependent variable, the actual adjustment amount.
Type:
xsd:decimal
Content:
simple
Defined:
locally within ParametricAdjustmentPoint complexType in fpml-mktenv-5-8.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-5-8.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-5-8.xsd; see XML source
agentCanOverride
A flag to determine whether an agent can override the minimum rule.
Type:
xsd:boolean
Content:
simple
Defined:
locally within MinimumAmountRule complexType in fpml-loan-5-8.xsd; see XML source
agentPartyReference (defined in BusinessEventParties.model group)
A reference to the agent bank for the associated deal.
Type:
PartyReference
Content:
empty, 1 attribute
Defined:
locally within BusinessEventParties.model group in fpml-loan-5-8.xsd; see XML source
agentPartyReference (defined in FacilityRoles.model group)
A party reference to the agent bank.
Type:
PartyReference
Content:
empty, 1 attribute
Defined:
locally within FacilityRoles.model group in fpml-loan-5-8.xsd; see XML source
agentPartyReference (in deal)
A party reference to the agent bank associated with the deal.
Type:
PartyReference
Content:
empty, 1 attribute
Defined:
locally within DealRoles.model group in fpml-loan-5-8.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-5-8.xsd; see XML source
agreementsRegardingHedging
If true, then agreements regarding hedging are applicable.
Type:
xsd:boolean
Content:
simple
Defined:
locally within Representations complexType in fpml-eq-shared-5-8.xsd; see XML source
algorithm
Type:
String
Content:
simple
Defined:
locally within YieldCurveCharacteristics.model group in fpml-mktenv-5-8.xsd; see XML source
allDividends
Represents the European Master Confirmation value of 'All Dividends' which, when applicable, signifies that, for a given Ex-Date, the daily observed Share Price for that day is adjusted (reduced) by the cash dividend and/or the cash value of any non cash dividend per Share (including Extraordinary Dividends) declared by the Issuer.
Type:
xsd:boolean
Content:
simple
Defined:
locally within Dividends.model group in fpml-eq-shared-5-8.xsd; see XML source
allegedEvent
Event (trade post-trade event) asserted by the "other side's" party.
Type:
EventsChoice
Content:
complex, 12 elements
Defined:
locally within ConfirmationStatus complexType in fpml-confirmation-processes-5-8.xsd; see XML source
allGuarantees
Indicates whether an obligation of the Reference Entity, guaranteed by the Reference Entity on behalf of a non-Affiliate, is to be considered an Obligation for the purpose of the transaction.
Type:
xsd:boolean
Content:
simple
Defined:
locally within ReferenceInformation complexType in fpml-cd-5-8.xsd; see XML source
allInRate (in fixedRateAccrual)
The actual percentage rate charged to the borrower.
Type:
NonNegativeDecimal
Content:
simple
Defined:
locally within FixedRateAccrual complexType in fpml-loan-5-8.xsd; see XML source
allInRate (in floatingRateAccrual)
The actual percentage rate charged to the borrower.
Type:
NonNegativeDecimal
Content:
simple
Defined:
locally within FloatingRateAccrual complexType in fpml-loan-5-8.xsd; see XML source
allInRateLimits (defined in FixedRateOption complexType)
Type:
RateLimits
Content:
complex, 2 elements
Defined:
locally within FixedRateOption complexType in fpml-loan-5-8.xsd; see XML source
allInRateLimits (defined in FloatingRateOption complexType)
Type:
RateLimits
Content:
complex, 2 elements
Defined:
locally within FloatingRateOption complexType in fpml-loan-5-8.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-5-8.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-5-8.xsd; see XML source
allocatingPartyReference
A pointer style reference to one of the parties to the trade, defined elsewhere in the document.
Type:
PartyReference
Content:
empty, 1 attribute
Defined:
locally within Allocations complexType in fpml-doc-5-8.xsd; see XML source
allocation
Type:
Allocation
Content:
complex, 10 elements
Defined:
locally within Allocations complexType in fpml-doc-5-8.xsd; see XML source
allocationAccountReference
Reference to an account.
Type:
AccountReference
Content:
empty, 1 attribute
Defined:
locally within CollateralPartyAndAccountReferences.model group in fpml-shared-5-8.xsd; see XML source
allocationAcknowledgement
Type:
EventRequestAcknowledgement
Content:
complex, 3 attributes, 10 elements
Defined:
globally in fpml-confirmation-processes-5-8.xsd; see XML source
Used:
never
allocationApproved
Type:
AllocationApproved
Content:
complex, 3 attributes, 10 elements
Defined:
globally in fpml-confirmation-processes-5-8.xsd; see XML source
Used:
never
allocationException
Type:
Exception
Content:
complex, 3 attributes, 7 elements
Defined:
globally in fpml-confirmation-processes-5-8.xsd; see XML source
Used:
never
allocationPartyReference
Reference to a party.
Type:
PartyReference
Content:
empty, 1 attribute
Defined:
locally within CollateralPartyAndAccountReferences.model group in fpml-shared-5-8.xsd; see XML source
allocationRefused
Type:
AllocationRefused
Content:
complex, 3 attributes, 11 elements
Defined:
globally in fpml-confirmation-processes-5-8.xsd; see XML source
Used:
never
allocations (defined in Trade complexType)
"Short-form" representation of allocations in which the key block economics are stated once within the trade structure, and the allocation data is contained in this allocations structure.
Type:
Allocations
Content:
complex, 2 elements
Defined:
locally within Trade complexType in fpml-doc-5-8.xsd; see XML source
allocations (in allocationApproved)
Type:
Allocations
Content:
complex, 2 elements
Defined:
locally within AllocationApproved complexType in fpml-confirmation-processes-5-8.xsd; see XML source
allocations (in allocationRefused)
Type:
Allocations
Content:
complex, 2 elements
Defined:
locally within AllocationRefused complexType in fpml-confirmation-processes-5-8.xsd; see XML source
allocations (in requestAllocation)
Type:
Allocations
Content:
complex, 2 elements
Defined:
locally within RequestAllocation complexType in fpml-confirmation-processes-5-8.xsd; see XML source
allocations (in requestAllocationRetracted)
Type:
Allocations
Content:
complex, 2 elements
Defined:
locally within RequestAllocationRetracted complexType in fpml-confirmation-processes-5-8.xsd; see XML source
allocationsCompleted
When allocations for this trade were completely processed.
Type:
xsd:dateTime
Content:
simple
Defined:
locally within TradeProcessingTimestamps complexType in fpml-doc-5-8.xsd; see XML source
allocationsSubmitted
When allocations for this trade were submitted or received by this party.
Type:
xsd:dateTime
Content:
simple
Defined:
locally within TradeProcessingTimestamps complexType in fpml-doc-5-8.xsd; see XML source
allocationStatus (defined in PartyTradeInformation complexType)
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-5-8.xsd; see XML source
allocationStatus (in packageInformation)
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 PackageInformation complexType in fpml-doc-5-8.xsd; see XML source
allocationsUpdated
When allocations for this trade were most recently corrected.
Type:
xsd:dateTime
Content:
simple
Defined:
locally within TradeProcessingTimestamps complexType in fpml-doc-5-8.xsd; see XML source
allocationTradeId (defined in PartyTradeIdentifier complexType)
The trade id of the allocated trade.
Type:
TradeIdentifier
Content:
complex, 1 attribute, 6 elements
Defined:
locally within PartyTradeIdentifier complexType in fpml-doc-5-8.xsd; see XML source
allocationTradeId (in allocation)
Unique ID for the allocation.
Type:
TradeIdentifier
Content:
complex, 1 attribute, 6 elements
Defined:
locally within Allocation complexType in fpml-doc-5-8.xsd; see XML source
alternativeDataProvider
A provider of either temperature data or precipitation data specified by the parties in the related Confirmation.
Type:
xsd:boolean
Content:
simple
Defined:
locally within WeatherIndexData complexType in fpml-com-5-8.xsd; see XML source
amendment (defined in ExecutionNotification complexType)
Type:
TradeAmendmentContent
Content:
complex, 6 elements
Defined:
locally within ExecutionNotification complexType in fpml-confirmation-processes-5-8.xsd; see XML source
amendment (defined in PostTradeEvents.model group)
Type:
TradeAmendmentContent
Content:
complex, 6 elements
Defined:
locally within PostTradeEvents.model group in fpml-business-events-5-8.xsd; see XML source
amendmentFeePayment
Type:
AmendmentFeePayment
Content:
complex, 12 elements
Subst.Gr:
may substitute for element facilityFeePaymentGroup
Defined:
globally in fpml-loan-5-8.xsd; see XML source
Used:
never
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-5-8.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, 7 elements
Defined:
locally within CommodityExercise complexType in fpml-com-5-8.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, 6 elements
Defined:
locally within CommodityPhysicalExercise complexType in fpml-com-5-8.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, 7 elements
Defined:
locally within CommodityExerciseBasket complexType in fpml-com-5-8.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, 7 elements
Defined:
locally within CommodityDigitalExercise complexType in fpml-com-5-8.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, 5 elements
Defined:
locally within FxDigitalOption complexType in fpml-fx-5-8.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, 6 elements
Defined:
locally within FxOption complexType in fpml-fx-5-8.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-5-8.xsd; see XML source
amount (defined in Adjustment complexType)
Type:
MoneyWithParticipantShare
Content:
complex, 1 attribute, 3 elements
Defined:
locally within Adjustment complexType in fpml-loan-5-8.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-5-8.xsd; see XML source
amount (defined in InterestCapitalization complexType)
Type:
MoneyWithParticipantShare
Content:
complex, 1 attribute, 3 elements
Defined:
locally within InterestCapitalization complexType in fpml-loan-5-8.xsd; see XML source
amount (defined in InterestPayment complexType)
Type:
MoneyWithParticipantShare
Content:
complex, 1 attribute, 3 elements
Defined:
locally within InterestPayment complexType in fpml-loan-5-8.xsd; see XML source
amount (defined in LetterOfCreditSummary complexType)
The letter of credit notional amount.
Type:
MoneyWithParticipantShare
Content:
complex, 1 attribute, 3 elements
Defined:
locally within LetterOfCreditSummary complexType in fpml-loan-5-8.xsd; see XML source
amount (defined in LoanContractSummary complexType)
Type:
MoneyWithParticipantShare
Content:
complex, 1 attribute, 3 elements
Defined:
locally within LoanContractSummary complexType in fpml-loan-5-8.xsd; see XML source
amount (defined in MinimumAmountRule complexType)
The amount associated with the rule (expressed in facility currency).
Type:
NonNegativeMoney
Content:
complex, 1 attribute, 2 elements
Defined:
locally within MinimumAmountRule complexType in fpml-loan-5-8.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-5-8.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-5-8.xsd; see XML source
amount (defined in NonRecurringFeePayment complexType)
Type:
MoneyWithParticipantShare
Content:
complex, 1 attribute, 3 elements
Defined:
locally within NonRecurringFeePayment complexType in fpml-loan-5-8.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-5-8.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-5-8.xsd; see XML source
amount (defined in Repayment complexType)
Type:
MoneyWithParticipantShare
Content:
complex, 1 attribute, 3 elements
Defined:
locally within Repayment complexType in fpml-loan-5-8.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, 6 elements
Defined:
locally within VarianceLeg complexType in fpml-variance-swaps-5-8.xsd; see XML source
amount (in accruingFeePayment)
Type:
MoneyWithParticipantShare
Content:
complex, 1 attribute, 3 elements
Defined:
locally within AccruingFeePayment complexType in fpml-loan-5-8.xsd; see XML source
amount (in accruingPikPayment)
Type:
MoneyWithParticipantShare
Content:
complex, 1 attribute, 3 elements
Defined:
locally within AccruingPikPayment complexType in fpml-loan-5-8.xsd; see XML source
amount (in adjustment)
Type:
MoneyWithParticipantShare
Content:
complex, 1 attribute, 3 elements
Defined:
locally within LoanContractAdjustment complexType in fpml-loan-5-8.xsd; see XML source
amount (in assignmentFee)
The amount payable to the agent for re-assigning a share in one of the underlying facilities within the deal.
Type:
NonNegativeMoney
Content:
complex, 1 attribute, 2 elements
Defined:
locally within AssignmentFee complexType in fpml-loan-5-8.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, 6 elements
Defined:
locally within CorrelationLeg complexType in fpml-correlation-swaps-5-8.xsd; see XML source
amount (in featurePayment)
The monetary quantity in currency units.
Type:
NonNegativeDecimal
Content:
simple
Defined:
locally within FeaturePayment complexType in fpml-option-shared-5-8.xsd; see XML source
amount (in knockoutLevel)
Target level expressed as notional amount.
Type:
NonNegativeMoney
Content:
complex, 1 attribute, 2 elements
Defined:
locally within FxKnockoutLevel complexType in fpml-fx-complex-5-8.xsd; see XML source
amount (in lcAdjustment)
The letter of credit amount after the adjustment has been applied.
Type:
MoneyWithParticipantShare
Content:
complex, 1 attribute, 3 elements
Defined:
locally within LcAdjustment complexType in fpml-loan-5-8.xsd; see XML source
amount (in lcFeePayment)
Type:
MoneyWithParticipantShare
Content:
complex, 1 attribute, 3 elements
Defined:
locally within LcFeePayment complexType in fpml-loan-5-8.xsd; see XML source
amount (in lcIssuanceFeePayment)
Type:
MoneyWithParticipantShare
Content:
complex, 1 attribute, 3 elements
Defined:
locally within LcIssuanceFeePayment complexType in fpml-loan-5-8.xsd; see XML source
amount (in outstandingsPosition)
The global and share amounts against the associated instrument.
Type:
MoneyWithParticipantShare
Content:
complex, 1 attribute, 3 elements
Defined:
locally within OutstandingsPosition complexType in fpml-loan-5-8.xsd; see XML source
amount (in referenceLevel)
Type:
xsd:decimal
Content:
simple
Defined:
locally within ReferenceLevel complexType in fpml-com-5-8.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, 11 elements
Defined:
locally within ReturnLeg complexType in fpml-eq-shared-5-8.xsd; see XML source
amount (in taxWithholding)
The amount of withholding tax being applied.
Type:
NonNegativeMoney
Content:
complex, 1 attribute, 2 elements
Defined:
locally within TaxWithholding complexType in fpml-loan-5-8.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-5-8.xsd; see XML source
amountRelativeTo (in fxConversion)
Type:
AmountReference
Content:
empty, 1 attribute
Defined:
locally within FxConversion complexType in fpml-asset-5-8.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-5-8.xsd; see XML source
amountRemaining
Type:
xsd:integer
Content:
simple
Defined:
locally within LimitApplicable complexType in fpml-business-events-5-8.xsd; see XML source
amountUtilized
Type:
xsd:integer
Content:
simple
Defined:
locally within LimitApplicable complexType in fpml-business-events-5-8.xsd; see XML source
annualizationFactor (defined in FxPerformanceSwap complexType)
This specifies the numerator of an annualization factor.
Type:
xsd:decimal
Content:
simple
Defined:
locally within FxPerformanceSwap complexType in fpml-fx-5-8.xsd; see XML source
annualizationFactor (in varianceCalculation)
This specifies the numerator of an annualization factor.
Type:
xsd:decimal
Content:
simple
Defined:
locally within CommodityVarianceCalculation complexType in fpml-com-5-8.xsd; see XML source
applicable (defined in NotDomesticCurrency complexType)
Indicates whether the not domestic currency provision is applicable.
Type:
xsd:boolean
Content:
simple
Defined:
locally within NotDomesticCurrency complexType in fpml-cd-5-8.xsd; see XML source
applicable (defined in PCDeliverableObligationCharac complexType)
Indicates whether the provision is applicable.
Type:
xsd:boolean
Content:
simple
Defined:
locally within PCDeliverableObligationCharac complexType in fpml-cd-5-8.xsd; see XML source
applicable (defined in SpecifiedCurrency complexType)
Indicates whether the specified currency provision is applicable.
Type:
xsd:boolean
Content:
simple
Defined:
locally within SpecifiedCurrency complexType in fpml-cd-5-8.xsd; see XML source
applicable (in failureToPay defined in CreditEvents complexType)
Indicates whether the failure to pay provision is applicable.
Type:
xsd:boolean
Content:
simple
Defined:
locally within FailureToPay complexType in fpml-option-shared-5-8.xsd; see XML source
applicable (in gracePeriodExtension)
Indicates whether the grace period extension provision is applicable.
Type:
xsd:boolean
Content:
simple
Defined:
locally within GracePeriodExtension complexType in fpml-option-shared-5-8.xsd; see XML source
applicable (in restructuring defined in CreditEvents complexType)
Indicates whether the restructuring provision is applicable.
Type:
xsd:boolean
Content:
simple
Defined:
locally within Restructuring complexType in fpml-option-shared-5-8.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-5-8.xsd; see XML source
applicable (in transfer)
Indicates that the oil product will be delivered by title transfer.
Type:
xsd:boolean
Content:
simple
Defined:
locally within OilTransferDelivery complexType in fpml-com-5-8.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-5-8.xsd; see XML source
applicableDay (defined in SettlementPeriods complexType)
Specifies the Applicable Day with respect to a range of Settlement Periods.
Type:
DayOfWeekEnum
Content:
simple
Defined:
locally within SettlementPeriods complexType in fpml-com-5-8.xsd; see XML source
applicableDay (in settlementPeriods defined in GenericCommodityAttributes.model group)
Specifies the Applicable Day with respect to a range of Settlement Periods.
Type:
DayOfWeekEnum
Content:
simple
Defined:
locally within GenericCommodityDeliveryPeriod complexType in fpml-generic-5-8.xsd; see XML source
applicableLaw
Applies to U.S.
Type:
EnvironmentalProductApplicableLaw
Content:
simple, 1 attribute
Defined:
locally within EnvironmentalProduct complexType in fpml-com-5-8.xsd; see XML source
applicableTerms
Indicates the template terms that describe the events and fallbacks.
Type:
FxTemplateTerms
Content:
simple, 1 attribute
Defined:
locally within FxDisruptionProvisions complexType in fpml-fx-5-8.xsd; see XML source
approval
Type:
Approval
Content:
complex, 6 elements
Defined:
locally within Approvals complexType in fpml-doc-5-8.xsd; see XML source
approvalId (in approval)
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-5-8.xsd; see XML source
approvalId (in consentGranted)
An identifer for a specific appoval, to allow the approval to be identified and tracked.
Type:
ApprovalId
Content:
simple, 2 attributes
Defined:
locally within ConsentGranted complexType in fpml-confirmation-processes-5-8.xsd; see XML source
approvals (defined in Trade complexType)
A container for approval states in the workflow.
Type:
Approvals
Content:
complex, 1 element
Defined:
locally within Trade complexType in fpml-doc-5-8.xsd; see XML source
approvals (defined in TradePackage complexType)
A container for approval states in the workflow.
Type:
Approvals
Content:
complex, 1 element
Defined:
locally within TradePackage complexType in fpml-business-events-5-8.xsd; see XML source
approvals (in allocation)
A container for approval states in the workflow.
Type:
Approvals
Content:
complex, 1 element
Defined:
locally within AllocationContent.model group in fpml-doc-5-8.xsd; see XML source
approvals (in approvalStatusNotification)
All of the approvals for a specific trade.
Type:
Approvals
Content:
complex, 1 element
Defined:
locally within ApprovalStatusNotification complexType in fpml-confirmation-processes-5-8.xsd; see XML source
approvalStatusNotification
Type:
ApprovalStatusNotification
Content:
complex, 3 attributes, 11 elements
Defined:
globally in fpml-confirmation-processes-5-8.xsd; see XML source
Used:
never
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-5-8.xsd; see XML source
approver (in approval)
The full name or identifiying ID of the relevant approver.
Type:
PersonId
Content:
simple, 1 attribute
Defined:
locally within Approval complexType in fpml-doc-5-8.xsd; see XML source
approver (in consentGranted)
The full name or identifiying ID of the relevant approver.
Type:
PersonId
Content:
simple, 1 attribute
Defined:
locally within ConsentGranted complexType in fpml-confirmation-processes-5-8.xsd; see XML source
approver (in consentRefused)
The full name or identifiying ID of the relevant approver.
Type:
PersonId
Content:
simple, 1 attribute
Defined:
locally within ConsentRefused complexType in fpml-confirmation-processes-5-8.xsd; see XML source
approver (in requestConsent)
The full name or identifiying ID of the relevant approver.
Type:
PersonId
Content:
simple, 1 attribute
Defined:
locally within RequestConsent complexType in fpml-confirmation-processes-5-8.xsd; see XML source
approver (in requestConsentRetracted)
The full name or identifiying ID of the relevant approver.
Type:
PersonId
Content:
simple, 1 attribute
Defined:
locally within RequestConsentRetracted complexType in fpml-confirmation-processes-5-8.xsd; see XML source
approvingPartyReference (in approval)
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-5-8.xsd; see XML source
approvingPartyReference (in consentGranted)
A pointer style reference to a party defined elsewhere in the document.
Type:
PartyReference
Content:
empty, 1 attribute
Defined:
locally within ConsentGranted complexType in fpml-confirmation-processes-5-8.xsd; see XML source
approvingPartyReference (in consentRefused)
A pointer style reference to a party defined elsewhere in the document.
Type:
PartyReference
Content:
empty, 1 attribute
Defined:
locally within ConsentRefused complexType in fpml-confirmation-processes-5-8.xsd; see XML source
approvingPartyReference (in requestConsent)
A pointer style reference to a party defined elsewhere in the document.
Type:
PartyReference
Content:
empty, 1 attribute
Defined:
locally within RequestConsent complexType in fpml-confirmation-processes-5-8.xsd; see XML source
approvingPartyReference (in requestConsentRetracted)
A pointer style reference to a party defined elsewhere in the document.
Type:
PartyReference
Content:
empty, 1 attribute
Defined:
locally within RequestConsentRetracted complexType in fpml-confirmation-processes-5-8.xsd; see XML source
ash
The ash content of the coal product.
Type:
CoalAttributePercentage
Content:
complex, 3 elements
Defined:
locally within CommodityCoalComposition.model group in fpml-com-5-8.xsd; see XML source
ashFusionTemperature
The temperature at which the ash form of the coal product fuses completely in accordance with the ASTM International D1857 Standard Test Methodology.
Type:
CoalAttributeDecimal
Content:
complex, 3 elements
Defined:
locally within CommodityCoalProperties.model group in fpml-com-5-8.xsd; see XML source
asian (in feature defined in Feature.model group)
An option where and average price is taken on valuation.
Type:
Asian
Content:
complex, 4 elements
Defined:
locally within OptionFeatures complexType in fpml-eq-shared-5-8.xsd; see XML source
asian (in feature defined in OptionBaseExtended complexType)
An option where and average price is taken on valuation.
Type:
Asian
Content:
complex, 4 elements
Defined:
locally within OptionFeature.model group in fpml-option-shared-5-8.xsd; see XML source
asian (in features in fxOption)
Type:
FxAsianFeature
Content:
complex, 8 elements
Defined:
locally within FxOptionFeatures complexType in fpml-fx-5-8.xsd; see XML source
ask
A price "asked" by a seller for an asset, i.e. the price at which a seller is willing to sell.
Type:
xsd:decimal
Content:
simple
Defined:
locally within BidMidAsk.model group in fpml-mktenv-5-8.xsd; see XML source
assertedEvent
Event (trade or post-trade event) asserted by one of the parties.
Type:
EventsChoice
Content:
complex, 12 elements
Defined:
locally within ConfirmationStatus complexType in fpml-confirmation-processes-5-8.xsd; see XML source
asset
A reference to the asset whose volatility is modeled.
Type:
AnyAssetReference
Content:
empty, 1 attribute
Defined:
locally within VolatilityRepresentation complexType in fpml-mktenv-5-8.xsd; see XML source
assetClass
A classification of the risk class of the trade.
Type:
AssetClass
Content:
simple, 1 attribute
Defined:
locally within Product.model group in fpml-shared-5-8.xsd; see XML source
assetQuote
A collection of valuations (quotes) for the assets needed in the set.
Type:
BasicAssetValuation
Content:
complex, 2 attributes, 3 elements
Defined:
locally within QuotedAssetSet complexType in fpml-riskdef-5-8.xsd; see XML source
assetReference (defined in SecurityTransfer complexType)
The asset being transfered.
Type:
AssetReference
Content:
empty, 1 attribute
Defined:
locally within SecurityTransfer complexType in fpml-repo-5-8.xsd; see XML source
assetReference (in benchmarkPricingMethod)
The asset whose price is required.
Type:
AnyAssetReference
Content:
empty, 1 attribute
Defined:
locally within PricingMethod complexType in fpml-riskdef-5-8.xsd; see XML source
assetReference (in collateral defined in RepoTransactionLeg complexType)
A reference to explicitly identify which asset is being valued.
Type:
AssetReference
Content:
empty, 1 attribute
Defined:
locally within CollateralValuation complexType in fpml-repo-5-8.xsd; see XML source
assetReference (in forwardCurve)
A reference to the rate index whose forwards are modeled.
Type:
AssetReference
Content:
empty, 1 attribute
Defined:
locally within ForwardRateCurve complexType in fpml-mktenv-5-8.xsd; see XML source
assetValuation
Valuations reported in this valuation set.
Type:
AssetValuation
Content:
complex, 2 attributes, 4 elements
Defined:
locally within ValuationSet complexType in fpml-valuation-5-8.xsd; see XML source
assignableLoan
A deliverable obligation characteristic.
Type:
PCDeliverableObligationCharac
Content:
complex, 2 elements
Defined:
locally within DeliverableObligations complexType in fpml-cd-5-8.xsd; see XML source
assignmentFee
The assignment fee amount and rules.
Type:
AssignmentFee
Content:
complex, 3 elements
Defined:
locally within DealRules.model group in fpml-loan-5-8.xsd; see XML source
assignmentLevel
Defines whether the minimum rule applies at the overall trade or allocation level.
Type:
AssignmentLevelEnum
Content:
simple
Defined:
locally within MinimumAmountRule complexType in fpml-loan-5-8.xsd; see XML source
assignmentOnly
Defines whether this facility must be traded by assignment.
Type:
xsd:boolean
Content:
simple
Defined:
locally within FacilityRestrictions.model group in fpml-loan-5-8.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-5-8.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-5-8.xsd; see XML source
attribution
The attributions go here.
Type:
Attribution
Content:
complex, 4 elements
Defined:
locally within Attributions complexType in fpml-repo-5-8.xsd; see XML source
attributions
For accounting, reporting or regulatory reasons, the transfer may have to be explained in a series of individual amounts.
Type:
Attributions
Content:
complex, 4 elements
Defined:
locally within CashTransfer complexType in fpml-repo-5-8.xsd; see XML source
automaticExercise (defined in CommodityExercise complexType)
Specifies whether or not Automatic Exercise applies to a Commodity Option Transaction.
Type:
xsd:boolean
Content:
simple
Defined:
locally within CommodityExercise complexType in fpml-com-5-8.xsd; see XML source
automaticExercise (defined in CommodityPhysicalExercise complexType)
Specifies whether or not Automatic Exercise applies to a Commodity Option Transaction.
Type:
xsd:boolean
Content:
simple
Defined:
locally within CommodityPhysicalExercise complexType in fpml-com-5-8.xsd; see XML source
automaticExercise (defined in EquityExerciseValuationSettlement complexType)
If true then each option not previously exercised will be deemed to be exercised at the expiration time on the expiration date without service of notice unless the buyer notifies the seller that it no longer wishes this to occur.
Type:
xsd:boolean
Content:
simple
Defined:
locally within EquityExerciseValuationSettlement complexType in fpml-eqd-5-8.xsd; see XML source
automaticExercise (defined in ExerciseProcedure complexType)
If automatic is specified then the notional amount of the underlying swap, not previously exercised under the swaption will be automatically exercised at the expriration time on the expiration date if at such time the buyer is in-the-money, provided that the difference between the settlement rate and the fixed rate under the relevant underlying swap is not less than the specified threshold rate.
Type:
AutomaticExercise
Content:
complex, 1 element
Defined:
locally within ExerciseProcedure complexType in fpml-shared-5-8.xsd; see XML source
automaticExercise (in exercise in commodityBasketOption)
Specifies whether or not Automatic Exercise applies to a Commodity Option Transaction.
Type:
xsd:boolean
Content:
simple
Defined:
locally within CommodityExerciseBasket complexType in fpml-com-5-8.xsd; see XML source
automaticExercise (in exercise in commodityDigitalOption)
Specifies whether or not Automatic Exercise applies to a Commodity Option Transaction.
Type:
xsd:boolean
Content:
simple
Defined:
locally within CommodityDigitalExercise complexType in fpml-com-5-8.xsd; see XML source
automaticExercise (in exerciseProcedure in optionExpiry defined in OptionsEvents.model group)
If automatic is specified then the notional amount of the underlying swap, not previously exercised under the swaption will be automatically exercised at the expriration time on the expiration date if at such time the buyer is in-the-money, provided that the difference between the settlement rate and the fixed rate under the relevant underlying swap is not less than the specified threshold rate.
Type:
Empty
Content:
empty
Defined:
locally within ExerciseProcedureOption complexType in fpml-shared-5-8.xsd; see XML source
averaged
The value is calculated by perturbing by the perturbationAmount and then the negative of the perturbationAmount and then averaging the two values (i.e. the value is half of the difference between perturbing up and perturbing down).
Type:
xsd:boolean
Content:
simple
Defined:
locally within FiniteDifferenceDerivativeParameters.model group in fpml-riskdef-5-8.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-5-8.xsd; see XML source
averagePriceLeg
Specifies the calculated floating price leg of a Commodity Forward Transaction.
Type:
AveragePriceLeg
Content:
complex, 1 attribute, 17 elements
Defined:
locally within CommodityForward complexType in fpml-com-5-8.xsd; see XML source
averageRate (in fxAccrualForward)
Average Rate Forward: means the average of the Reference Spot Rate on each Business Day from and including the Calculation Start Date up to and including the Calculation End Date rounded to the precision decimal places.
Type:
FxAverageRate
Content:
complex, 1 attribute, 4 elements
Defined:
locally within FxAccrualForward complexType in fpml-fx-accruals-5-8.xsd; see XML source
averageRate (in fxAccrualOption)
Average Rate: means the average of the Reference Spot Rate on each Business Day from and including the Calculation Start Date up to and including the Calculation End Date rounded to the precision decimal places.
Type:
FxAverageRate
Content:
complex, 1 attribute, 4 elements
Defined:
locally within FxAccrualOption complexType in fpml-fx-accruals-5-8.xsd; see XML source
averageRateWeightingFactor
An optional factor that can be used for weighting certain observation dates.
Type:
xsd:decimal
Content:
simple
Defined:
locally within FxAverageRateObservation complexType in fpml-fx-5-8.xsd; see XML source
averageStrike (in fxAccrualOption)
Average Strike: means the average of the Reference Spot Rate on each Business Day from and including the Calculation Start Date up to and including the Calculation End Date rounded to the precision decimal places.
Type:
FxAverageStrike
Content:
complex, 1 attribute, 5 elements
Defined:
locally within FxAccrualOption complexType in fpml-fx-accruals-5-8.xsd; see XML source
averageStrike (in vanillaPayoffRegion in fxAccrualForward)
Average Strike Forward: means the average of the Reference Spot Rate on each Business Day from and including the Calculation Start Date up to and including the Calculation End Date rounded to the precision decimal places.
Type:
FxAverageStrike
Content:
complex, 1 attribute, 5 elements
Defined:
locally within FxAccrualVanillaPayoffRegion complexType in fpml-fx-accruals-5-8.xsd; see XML source
averageStrikeReference
Reference to an average rate defined within the FX accrual option and forward products.
Type:
FxAverageStrikeReference
Content:
empty, 1 attribute
Defined:
locally within FxAccrualConditionLevel.model group in fpml-fx-accruals-5-8.xsd; see XML source
averagingDates
Averaging Dates used in the swap.
Type:
AveragingPeriod
Content:
complex, 4 elements
Defined:
locally within ReturnLeg complexType in fpml-eq-shared-5-8.xsd; see XML source
averagingDateTimes
An unweighted list of averaging observation date and times.
Type:
DateTimeList
Content:
complex, 1 element
Defined:
locally within AveragingPeriod complexType in fpml-option-shared-5-8.xsd; see XML source
averagingInOut
Type:
AveragingInOutEnum
Content:
simple
Defined:
locally within Asian complexType in fpml-option-shared-5-8.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-5-8.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-5-8.xsd; see XML source
averagingMethod (defined in CommodityFx complexType)
The parties may specify a Method of Averaging when averaging of the FX rate is applicable.
Type:
AveragingMethodEnum
Content:
simple
Defined:
locally within CommodityFx complexType in fpml-com-5-8.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-5-8.xsd; see XML source
averagingMethod (defined in FloatingRateCalculation complexType)
If averaging is applicable, this component specifies whether a weighted or unweighted average method of calculation is to be used.
Type:
AveragingMethodEnum
Content:
simple
Defined:
locally within FloatingRateCalculation complexType in fpml-shared-5-8.xsd; see XML source
averagingMethod (defined in FxAveragingProcess complexType)
Type:
FxAveragingMethodEnum
Content:
simple
Defined:
locally within FxAveragingProcess complexType in fpml-fx-accruals-5-8.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-5-8.xsd; see XML source
averagingObservation
A single weighted averaging observation.
Type:
WeightedAveragingObservation
Content:
complex, 3 elements
Defined:
locally within AveragingObservationList complexType in fpml-option-shared-5-8.xsd; see XML source
averagingObservations
A weighted list of averaging observation date and times.
Type:
AveragingObservationList
Content:
complex, 1 element
Defined:
locally within AveragingPeriod complexType in fpml-option-shared-5-8.xsd; see XML source
averagingPeriodFrequency
The frequency at which averaging period occurs with the regular part of the valuation schedule and their roll date convention.
Type:
CalculationPeriodFrequency
Content:
complex, 1 attribute, 3 elements
Defined:
locally within AveragingSchedule complexType in fpml-option-shared-5-8.xsd; see XML source
averagingPeriodIn
The averaging in period.
Type:
AveragingPeriod
Content:
complex, 4 elements
Defined:
locally within Asian complexType in fpml-option-shared-5-8.xsd; see XML source
averagingPeriodOut
The averaging out period.
Type:
AveragingPeriod
Content:
complex, 4 elements
Defined:
locally within Asian complexType in fpml-option-shared-5-8.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-5-8.xsd; see XML source
bankruptcy
Type:
BankruptcyEvent
Content:
empty
Subst.Gr:
may substitute for element creditEvent
Defined:
globally in fpml-credit-event-notification-5-8.xsd; see XML source
Used:
never
bankruptcy (defined in CreditEvents complexType)
A credit event.
Type:
xsd:boolean
Content:
simple
Defined:
locally within CreditEvents complexType in fpml-option-shared-5-8.xsd; see XML source
barrier (in commodityOption)
Defines a commodity option barrier product feature.
Type:
CommodityBarrier
Content:
complex, 3 elements
Defined:
locally within CommodityOptionFeatures.model group in fpml-com-5-8.xsd; see XML source
barrier (in commodityOption)
Defines a commodity option barrier product feature.
Type:
CommodityBarrier
Content:
complex, 3 elements
Defined:
locally within CommodityOptionFeatures.model group in fpml-com-5-8.xsd; see XML source
barrier (in feature defined in Feature.model group)
An option with a barrier feature.
Type:
Barrier
Content:
complex, 2 elements
Defined:
locally within OptionFeatures complexType in fpml-eq-shared-5-8.xsd; see XML source
barrier (in feature defined in OptionBaseExtended complexType)
An option with a barrier feature.
Type:
Barrier
Content:
complex, 2 elements
Defined:
locally within OptionFeature.model group in fpml-option-shared-5-8.xsd; see XML source
barrier (in features in fxOption)
Type:
FxBarrierFeature
Content:
complex, 10 elements
Defined:
locally within FxOptionFeatures complexType in fpml-fx-5-8.xsd; see XML source
barrier (in features in fxOption)
Type:
FxBarrierFeature
Content:
complex, 10 elements
Defined:
locally within FxOptionFeatures complexType in fpml-fx-5-8.xsd; see XML source
barrierCap
A trigger level approached from beneath.
Type:
TriggerEvent
Content:
complex, 4 elements
Defined:
locally within Barrier complexType in fpml-option-shared-5-8.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-5-8.xsd; see XML source
barrierFloor
A trigger level approached from above.
Type:
TriggerEvent
Content:
complex, 4 elements
Defined:
locally within Barrier complexType in fpml-option-shared-5-8.xsd; see XML source
barrierReference
Reference to a perExpiryBarrier component to indicate theat the bound of the region is defined by the barrier component.
Type:
FxBarrierReference
Content:
empty, 1 attribute
Defined:
locally within FxConditionLevel.model group in fpml-fx-complex-5-8.xsd; see XML source
barrierType (defined in FxBarrierFeature complexType)
This specifies whether the option becomes effective ("knock-in") or is annulled ("knock-out") when the respective barrier event occurs.
Type:
FxBarrierTypeEnum
Content:
simple
Defined:
locally within FxBarrierFeature complexType in fpml-fx-5-8.xsd; see XML source
barrierType (in perExpiryBarrier)
It defines whether it is Knockin or Knockout barrier.
Type:
FxBarrierTypeEnum
Content:
simple
Defined:
locally within FxPerExpiryBarrier complexType in fpml-fx-complex-5-8.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-5-8.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-5-8.xsd; see XML source
baseAmount
An amount expressed in the base currency defined in the enclosing Attributions structure (see baseCurrency).
Type:
xsd:decimal
Content:
simple
Defined:
locally within Attribution complexType in fpml-repo-5-8.xsd; see XML source
baseCurrency (in attributions)
The currency that is used for all the attributions expressed with baseAmount.
Type:
Currency
Content:
simple, 1 attribute
Defined:
locally within Attributions complexType in fpml-repo-5-8.xsd; see XML source
baseCurrency (in disruption)
The base currency in the exchange rate monitored for disruption events.
Type:
Currency
Content:
simple, 1 attribute
Defined:
locally within FxDisruption complexType in fpml-fx-5-8.xsd; see XML source
baseDate
The base date for which the structure applies, i.e. the curve date.
Type:
IdentifiedDate
Content:
simple, 1 attribute
Defined:
locally within PricingInputDates.model group in fpml-riskdef-5-8.xsd; see XML source
baseParty
Reference to the party from whose point of view the assets are valued.
Type:
PartyReference
Content:
empty, 1 attribute
Defined:
locally within ValuationSet complexType in fpml-valuation-5-8.xsd; see XML source
basePath
XPath to the element in the base object.
Type:
String
Content:
simple
Defined:
locally within TradeDifference complexType in fpml-doc-5-8.xsd; see XML source
baseRate
The actual underlying base rate associated with the period, defined as a percentage.
Type:
NonNegativeDecimal
Content:
simple
Defined:
locally within FloatingRateAccrual complexType in fpml-loan-5-8.xsd; see XML source
baseRateLimits
Type:
RateLimits
Content:
complex, 2 elements
Defined:
locally within FloatingRateOption complexType in fpml-loan-5-8.xsd; see XML source
baseRateSet
Type:
LoanContractBaseRateSet
Content:
complex, 12 elements
Subst.Gr:
may substitute for element loanContractEventGroup
Defined:
globally in fpml-loan-5-8.xsd; see XML source
Used:
never
baseRateSet (in rolloverNotification)
Type:
LoanContractBaseRateSet
Content:
complex, 12 elements
Defined:
locally within RolloverNotification complexType in fpml-loan-5-8.xsd; see XML source
baseValue
The value of the element in the base object.
Type:
String
Content:
simple
Defined:
locally within TradeDifference complexType in fpml-doc-5-8.xsd; see XML source
baseYieldCurve
A reference to the yield curve values used as a basis for this credit curve valuation.
Type:
PricingStructureReference
Content:
empty, 1 attribute
Defined:
locally within DefaultProbabilityCurve complexType in fpml-mktenv-5-8.xsd; see XML source
basket
Defines the underlying asset when it is a basket.
Type:
Basket
Content:
complex, 1 attribute, 8 elements
Subst.Gr:
may substitute for element underlyingAsset
Defined:
globally in fpml-asset-5-8.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, 8 elements
Defined:
locally within Underlyer complexType in fpml-asset-5-8.xsd; see XML source
basketAmount
DEPRECATED.
Type:
Money
Content:
complex, 1 attribute, 2 elements
Defined:
locally within ConstituentWeight complexType in fpml-asset-5-8.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-5-8.xsd; see XML source
Used:
never
basketConstituent
Describes each of the components of the basket.
Type:
BasketConstituent
Content:
complex, 1 attribute, 14 elements
Defined:
locally within Basket complexType in fpml-asset-5-8.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-5-8.xsd; see XML source
basketDivisor
Specifies the basket divisor amount.
Type:
xsd:decimal
Content:
simple
Defined:
locally within Basket complexType in fpml-asset-5-8.xsd; see XML source
basketId (defined in BasketIdentifier.model group)
A CDS basket identifier
Type:
BasketId
Content:
simple, 1 attribute
Defined:
locally within BasketIdentifier.model group in fpml-asset-5-8.xsd; see XML source
basketId (defined in BasketIdentifier.model group)
A CDS basket identifier
Type:
BasketId
Content:
simple, 1 attribute
Defined:
locally within BasketIdentifier.model group in fpml-asset-5-8.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-5-8.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-5-8.xsd; see XML source
basketReferenceInformation
This element contains all the terms relevant to defining the Credit Default Swap Basket.
Type:
BasketReferenceInformation
Content:
complex, 7 elements
Defined:
locally within GeneralTerms complexType in fpml-cd-5-8.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-5-8.xsd; see XML source
benchmarkPricingMethod
The pricing structure used to quote a benchmark instrument.
Type:
PricingMethod
Content:
complex, 2 elements
Defined:
locally within Market complexType in fpml-riskdef-5-8.xsd; see XML source
benchmarkQuotes
A collection of benchmark instruments and quotes used as inputs to the pricing models.
Type:
QuotedAssetSet
Content:
complex, 2 elements
Defined:
locally within Market complexType in fpml-riskdef-5-8.xsd; see XML source
beneficiary (in settlementInstruction)
The ultimate beneficiary of the funds.
Type:
Beneficiary
Content:
complex, 4 elements
Defined:
locally within SettlementInstruction complexType in fpml-shared-5-8.xsd; see XML source
beneficiary (in splitSettlement)
The ultimate beneficiary of the funds.
Type:
Routing
Content:
complex, 3 elements
Defined:
locally within SplitSettlement complexType in fpml-shared-5-8.xsd; see XML source
beneficiaryBank (in settlementInstruction)
The bank that acts for the ultimate beneficiary of the funds in receiving payments.
Type:
Beneficiary
Content:
complex, 4 elements
Defined:
locally within SettlementInstruction complexType in fpml-shared-5-8.xsd; see XML source
beneficiaryBank (in splitSettlement)
The bank that acts for the ultimate beneficiary of the funds in receiving payments.
Type:
Routing
Content:
complex, 3 elements
Defined:
locally within SplitSettlement complexType in fpml-shared-5-8.xsd; see XML source
beneficiaryPartyReference (defined in Beneficiary complexType)
Link to the party acting as beneficiary.
Type:
PartyReference
Content:
empty, 1 attribute
Defined:
locally within Beneficiary complexType in fpml-shared-5-8.xsd; see XML source
beneficiaryPartyReference (defined in LetterOfCreditRoles.model group)
A party reference of the beneficiary.
Type:
PartyReference
Content:
empty, 1 attribute
Defined:
locally within LetterOfCreditRoles.model group in fpml-loan-5-8.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-5-8.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-5-8.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-5-8.xsd; see XML source
bid
A price "bid" by a buyer for an asset, i.e. the price a buyer is willing to pay.
Type:
xsd:decimal
Content:
simple
Defined:
locally within BidMidAsk.model group in fpml-mktenv-5-8.xsd; see XML source
blockTradeId
The trade id of the block trade.
Type:
TradeIdentifier
Content:
complex, 1 attribute, 6 elements
Defined:
locally within PartyTradeIdentifier complexType in fpml-doc-5-8.xsd; see XML source
blockTradeIdentifier (in allocationApproved)
Type:
TradeIdentifier
Content:
complex, 1 attribute, 6 elements
Defined:
locally within AllocationApproved complexType in fpml-confirmation-processes-5-8.xsd; see XML source
blockTradeIdentifier (in allocationRefused)
Type:
TradeIdentifier
Content:
complex, 1 attribute, 6 elements
Defined:
locally within AllocationRefused complexType in fpml-confirmation-processes-5-8.xsd; see XML source
blockTradeIdentifier (in requestAllocation)
Type:
TradeIdentifier
Content:
complex, 1 attribute, 6 elements
Defined:
locally within RequestAllocation complexType in fpml-confirmation-processes-5-8.xsd; see XML source
blockTradeIdentifier (in requestAllocationRetracted)
Type:
TradeIdentifier
Content:
complex, 1 attribute, 6 elements
Defined:
locally within RequestAllocationRetracted complexType in fpml-confirmation-processes-5-8.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, 16 elements
Subst.Gr:
may substitute for element underlyingAsset
Defined:
globally in fpml-asset-5-8.xsd; see XML source
Used:
at 3 locations
bondOption
A component describing a Bond Option product.
Type:
BondOption
Content:
complex, 1 attribute, 26 elements
Subst.Gr:
may substitute for element product
Defined:
globally in fpml-bond-option-5-8.xsd; see XML source
Used:
never
bondReference
Reference to a bond underlyer to represent an asset swap or Condition Precedent Bond.
Type:
BondReference
Content:
complex, 3 elements
Defined:
locally within SwapAdditionalTerms complexType in fpml-ird-5-8.xsd; see XML source
borrower
Type:
LegalEntity
Content:
complex, 1 attribute, 3 elements
Defined:
locally within Loan complexType in fpml-asset-5-8.xsd; see XML source
borrowerDeemedConsentDays
The number of days after the date on which a consent request was made, that an agent would deem that consent is implicitly provided by the borrower.
Type:
xsd:decimal
Content:
simple
Defined:
locally within SecondaryLenderConsentRule complexType in fpml-loan-5-8.xsd; see XML source
borrowerMandatory
Defines whether the repayment is mandatory from the borrower's perspective, based on the (amortization) schedule on the credit agreement.
Type:
xsd:boolean
Content:
simple
Defined:
locally within RepaymentType.model group in fpml-loan-5-8.xsd; see XML source
borrowerPartyReference (defined in BusinessEventParties.model group)
A reference to the main borrower associated with the specific business event.
Type:
PartyReference
Content:
empty, 1 attribute
Defined:
locally within BusinessEventParties.model group in fpml-loan-5-8.xsd; see XML source
borrowerPartyReference (defined in FacilityRoles.model group)
A party reference to the (main) borrower.
Type:
PartyReference
Content:
empty, 1 attribute
Defined:
locally within FacilityRoles.model group in fpml-loan-5-8.xsd; see XML source
borrowerPartyReference (defined in FixedRateOption complexType)
A party reference to the borrower(s) permitted to exercise the cash accrual option.
Type:
PartyReference
Content:
empty, 1 attribute
Defined:
locally within FixedRateOption complexType in fpml-loan-5-8.xsd; see XML source
borrowerPartyReference (defined in FloatingRateOption complexType)
A party reference to the borrower(s) permitted to exercise the cash accrual option.
Type:
PartyReference
Content:
empty, 1 attribute
Defined:
locally within FloatingRateOption complexType in fpml-loan-5-8.xsd; see XML source
borrowerPartyReference (defined in LetterOfCreditRoles.model group)
Main borrower.
Type:
PartyReference
Content:
empty, 1 attribute
Defined:
locally within LetterOfCreditRoles.model group in fpml-loan-5-8.xsd; see XML source
borrowerPartyReference (defined in LoanContractSummary complexType)
A reference to the borrower against a loan contract.
Type:
PartyReference
Content:
empty, 1 attribute
Defined:
locally within LoanContractSummary complexType in fpml-loan-5-8.xsd; see XML source
borrowerReference
Type:
LegalEntityReference
Content:
empty, 1 attribute
Defined:
locally within Loan complexType in fpml-asset-5-8.xsd; see XML source
borrowing
Type:
Borrowing
Content:
complex, 12 elements
Subst.Gr:
may substitute for element loanContractEventGroup
Defined:
globally in fpml-loan-5-8.xsd; see XML source
Used:
never
borrowing (in rolloverNotification)
Type:
Borrowing
Content:
complex, 12 elements
Defined:
locally within RolloverNotification complexType in fpml-loan-5-8.xsd; see XML source
boundedCorrelation
Bounded Correlation.
Type:
BoundedCorrelation
Content:
complex, 2 elements
Defined:
locally within Correlation complexType in fpml-eq-shared-5-8.xsd; see XML source
boundedVariance
Conditions which bound variance.
Type:
BoundedVariance
Content:
complex, 4 elements
Defined:
locally within Variance complexType in fpml-eq-shared-5-8.xsd; see XML source
brand
The brand(s) of material which can be delivered in Seller's option.
Type:
CommodityMetalBrand
Content:
complex, 4 elements
Defined:
locally within Metal complexType in fpml-com-5-8.xsd; see XML source
brandManager
Type:
CommodityMetalBrandManager
Content:
simple, 1 attribute
Defined:
locally within CommodityMetalBrand complexType in fpml-com-5-8.xsd; see XML source
breakageFeeCalculatedBy
Where breakage cost is applicable, this enumeration defines who is calculating it - agent bank or lender.
Type:
BreakageCalculatedByEnum
Content:
simple
Defined:
locally within BreakageFeePayment complexType in fpml-loan-5-8.xsd; see XML source
breakageFeeClaimDate
The date by which any breakage costs (if applicable) must be submitted by Lenders to the Agent.
Type:
xsd:date
Content:
simple
Defined:
locally within BreakageFeePayment complexType in fpml-loan-5-8.xsd; see XML source
breakageFeePayment
Type:
BreakageFeePayment
Content:
complex, 14 elements
Subst.Gr:
may substitute for element facilityFeePaymentGroup
Defined:
globally in fpml-loan-5-8.xsd; see XML source
Used:
never
breakageFeePayment (in prepaymentNotification)
Type:
BreakageFeePayment
Content:
complex, 14 elements
Defined:
locally within PrepaymentNotification complexType in fpml-loan-5-8.xsd; see XML source
breakFeeElection
Defines the fee type.
Type:
FeeElectionEnum
Content:
simple
Defined:
locally within MutualOrOptionalEarlyTermination.model group in fpml-eq-shared-5-8.xsd; see XML source
breakFeeRate
Type:
NonNegativeDecimal
Content:
simple
Defined:
locally within MutualOrOptionalEarlyTermination.model group in fpml-eq-shared-5-8.xsd; see XML source
breakFundingRecovery
A Boolean element used for specifying whether the Break Funding Recovery detailed in the agreement will apply.
Type:
xsd:boolean
Content:
simple
Defined:
locally within MutualOrOptionalEarlyTermination.model group in fpml-eq-shared-5-8.xsd; see XML source
brokerageFee
Type:
Money
Content:
complex, 1 attribute, 2 elements
Defined:
locally within BrokerEquityOption complexType in fpml-eqd-5-8.xsd; see XML source
brokerConfirmation
Specifies the deails for a broker confirm.
Type:
BrokerConfirmation
Content:
complex, 1 element
Defined:
locally within Documentation complexType in fpml-shared-5-8.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-5-8.xsd; see XML source
brokerEquityOption
A component describing a Broker View of an Equity Option.
Type:
BrokerEquityOption
Content:
complex, 1 attribute, 24 elements
Subst.Gr:
may substitute for element product
Defined:
globally in fpml-eqd-5-8.xsd; see XML source
Used:
never
brokerNotes
Type:
String
Content:
simple
Defined:
locally within BrokerEquityOption complexType in fpml-eqd-5-8.xsd; see XML source
brokerPartyReference
Identifies that party (or parties) that brokered this trade.
Type:
PartyReference
Content:
empty, 1 attribute
Defined:
locally within Trade complexType in fpml-doc-5-8.xsd; see XML source
BTUperLB
The number of British Thermal Units per Pound of the coal product.
Type:
CoalAttributeDecimal
Content:
complex, 3 elements
Defined:
locally within CommodityCoalProperties.model group in fpml-com-5-8.xsd; see XML source
btuQualityAdjustment
The Quality Adjustment formula to be used where the Actual Shipment BTU/Lb value differs from the Standard BTU/Lb value.
Type:
CoalQualityAdjustments
Content:
simple, 1 attribute
Defined:
locally within CommodityUSCoalProduct.model group in fpml-com-5-8.xsd; see XML source
buildDateTime
The date and time when the pricing input was generated.
Type:
xsd:dateTime
Content:
simple
Defined:
locally within PricingInputDates.model group in fpml-riskdef-5-8.xsd; see XML source
bulletPayment
A product to represent a single known payment.
Type:
BulletPayment
Content:
complex, 1 attribute, 6 elements
Subst.Gr:
may substitute for element product
Defined:
globally in fpml-ird-5-8.xsd; see XML source
Used:
never
bullionPhysicalLeg
The physical leg of a Commodity Forward Transaction for which the underlyer is Bullion.
Type:
BullionPhysicalLeg
Content:
complex, 1 attribute, 10 elements
Subst.Gr:
may substitute for element commodityForwardLeg
Defined:
globally in fpml-com-5-8.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-5-8.xsd; see XML source
businessCalendar (defined in CommodityPricingDates complexType)
Identifies a commodity business day calendar from which the pricing dates will be determined.
Type:
CommodityBusinessCalendar
Content:
simple, 1 attribute
Defined:
locally within CommodityPricingDates complexType in fpml-com-5-8.xsd; see XML source
businessCalendar (defined in CommodityValuationDates complexType)
Identifies a commodity business day calendar from which the pricing dates will be determined.
Type:
CommodityBusinessCalendar
Content:
simple, 1 attribute
Defined:
locally within CommodityValuationDates complexType in fpml-com-5-8.xsd; see XML source
businessCenter (defined in BusinessCenters complexType)
Type:
BusinessCenter
Content:
simple, 2 attributes
Defined:
locally within BusinessCenters complexType in fpml-shared-5-8.xsd; see XML source
businessCenter (defined in BusinessCenterTime complexType)
Type:
BusinessCenter
Content:
simple, 2 attributes
Defined:
locally within BusinessCenterTime complexType in fpml-shared-5-8.xsd; see XML source
businessCenter (defined in ExerciseNotice complexType)
Type:
BusinessCenter
Content:
simple, 2 attributes
Defined:
locally within ExerciseNotice complexType in fpml-shared-5-8.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-5-8.xsd; see XML source
businessCenter (in creditEventNotice defined in CreditEvents complexType)
Inclusion of this business center element implies that Greenwich Mean Time in Section 3.3 of the 2003 ISDA Credit Derivatives Definitions is replaced by the local time of the city indicated by the businessCenter element value.
Type:
BusinessCenter
Content:
simple, 2 attributes
Defined:
locally within CreditEventNotice complexType in fpml-option-shared-5-8.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-5-8.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-5-8.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-5-8.xsd; see XML source
businessDateRange
A range of contiguous business days.
Type:
BusinessDateRange
Content:
complex, 5 elements
Defined:
locally within CashSettlementPaymentDate complexType in fpml-ird-5-8.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-5-8.xsd; see XML source
businessDayConvention (defined in DateOffset 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 DateOffset complexType in fpml-shared-5-8.xsd; see XML source
businessDayConvention (defined in Days.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 Days.model group in fpml-com-5-8.xsd; see XML source
businessDayConvention (defined in RelativeDateOffset complexType)
The convention for adjusting a date if it would otherwise fall on a day that is not a business day.
Type:
BusinessDayConventionEnum
Content:
simple
Defined:
locally within RelativeDateOffset complexType in fpml-shared-5-8.xsd; see XML source
businessDayConvention (in businessDateRange)
The convention for adjusting a date if it would otherwise fall on a day that is not a business day.
Type:
BusinessDayConventionEnum
Content:
simple
Defined:
locally within BusinessDateRange complexType in fpml-shared-5-8.xsd; see XML source
businessDayConvention (in finalCalculationPeriodDateAdjustment)
Override business date convention.
Type:
BusinessDayConventionEnum
Content:
simple
Defined:
locally within FinalCalculationPeriodDateAdjustment complexType in fpml-ird-5-8.xsd; see XML source
businessDayConvention (in fxFixingDate)
The convention for adjusting a date if it would otherwise fall on a day that is not a business day.
Type:
BusinessDayConventionEnum
Content:
simple
Defined:
locally within FxFixingDate complexType in fpml-ird-5-8.xsd; see XML source
businessDays (defined in SingleValuationDate complexType)
A number of business days.
Type:
xsd:nonNegativeInteger
Content:
simple
Defined:
locally within SingleValuationDate complexType in fpml-cd-5-8.xsd; see XML source
businessDays (defined in WeatherLegCalculation complexType)
A day on which commmercial banks settle payments and are open for general business in the place(s) specified in the Confirmation.
Type:
BusinessCenter
Content:
simple, 2 attributes
Defined:
locally within WeatherLegCalculation complexType in fpml-com-5-8.xsd; see XML source
businessDays (in physicalSettlementPeriod)
A number of business days.
Type:
xsd:nonNegativeInteger
Content:
simple
Defined:
locally within PhysicalSettlementPeriod complexType in fpml-cd-5-8.xsd; see XML source
businessDaysNotSpecified
An explicit indication that a number of business days are not specified and therefore ISDA fallback provisions should apply.
Type:
xsd:boolean
Content:
simple
Defined:
locally within PhysicalSettlementPeriod complexType in fpml-cd-5-8.xsd; see XML source
businessDaysThereafter
The number of business days between successive valuation dates when multiple valuation dates are applicable for cash settlement.
Type:
xsd:positiveInteger
Content:
simple
Defined:
locally within MultipleValuationDates complexType in fpml-cd-5-8.xsd; see XML source
businessEventGroupId
Type:
BusinessEventGroupIdentifier
Content:
complex, 1 attribute, 4 elements
Defined:
locally within LoanEvent complexType in fpml-loan-5-8.xsd; see XML source
businessProcess
Type:
BusinessProcess
Content:
simple, 1 attribute
Defined:
locally within RequestEventStatus complexType in fpml-msg-5-8.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.model group in fpml-shared-5-8.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-5-8.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-5-8.xsd; see XML source
businessUnitReference (in relatedBusinessUnit)
The unit that is related to this.
Type:
BusinessUnitReference
Content:
empty, 1 attribute
Defined:
locally within RelatedBusinessUnit complexType in fpml-shared-5-8.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-5-8.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-5-8.xsd; see XML source
buyerAccountReference
A reference to the account that buys this instrument.
Type:
AccountReference
Content:
empty, 1 attribute
Defined:
locally within BuyerSeller.model group in fpml-shared-5-8.xsd; see XML source
buyerHub
The hub code of the gas buyer.
Type:
CommodityHub
Content:
complex, 3 elements
Defined:
locally within GasDelivery complexType in fpml-com-5-8.xsd; see XML source
buyerPartyReference (defined in BuyerSeller.model group)
A reference to the party that buys this instrument, ie. pays for this instrument and receives the rights defined by it.
Type:
PartyReference
Content:
empty, 1 attribute
Defined:
locally within BuyerSeller.model group in fpml-shared-5-8.xsd; see XML source
buyerPartyReference (in notifyingParty)
Type:
PartyReference
Content:
empty, 1 attribute
Defined:
locally within NotifyingParty complexType in fpml-option-shared-5-8.xsd; see XML source
calculatedRate
The final calculated rate for a calculation period after any required averaging of rates A calculated rate of 5% would be represented as 0.05.
Type:
xsd:decimal
Content:
simple
Defined:
locally within FloatingRateDefinition complexType in fpml-ird-5-8.xsd; see XML source
calculation (in averagePriceLeg)
Captures details relevant to the calculation of the floating price.
Type:
FloatingLegCalculation
Content:
complex, 8 elements
Defined:
locally within AveragePriceLeg complexType in fpml-com-5-8.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, 8 elements
Defined:
locally within CalculationPeriodAmount complexType in fpml-ird-5-8.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, 9 elements
Defined:
locally within CommodityWeatherOption.model group in fpml-com-5-8.xsd; see XML source
calculation (in floatingLeg)
Defines details relevant to the calculation of the floating price.
Type:
FloatingLegCalculation
Content:
complex, 8 elements
Defined:
locally within FloatingPriceLeg complexType in fpml-com-5-8.xsd; see XML source
calculation (in weatherLeg)
Defines details relevant to the calculation of the aggregate weather index amount.
Type:
WeatherLegCalculation
Content:
complex, 9 elements
Defined:
locally within WeatherLeg complexType in fpml-com-5-8.xsd; see XML source
calculationAgent (defined in CalculationAgent.model group)
The ISDA calculation agent responsible for performing duties as defined in the applicable product definitions.
Type:
CalculationAgent
Content:
complex, 2 elements
Defined:
locally within CalculationAgent.model group in fpml-doc-5-8.xsd; see XML source
calculationAgent (defined in MandatoryEarlyTermination complexType)
The ISDA Calculation Agent responsible for performing duties associated with an optional early termination.
Type:
CalculationAgent
Content:
complex, 2 elements
Defined:
locally within MandatoryEarlyTermination complexType in fpml-ird-5-8.xsd; see XML source
calculationAgent (defined in OptionalEarlyTermination complexType)
The ISDA Calculation Agent responsible for performing duties associated with an optional early termination.
Type:
CalculationAgent
Content:
complex, 2 elements
Defined:
locally within OptionalEarlyTermination complexType in fpml-ird-5-8.xsd; see XML source
calculationAgent (in swaption)
The ISDA Calculation Agent responsible for performing duties associated with an optional early termination.
Type:
CalculationAgent
Content:
complex, 2 elements
Defined:
locally within Swaption complexType in fpml-ird-5-8.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-5-8.xsd; see XML source
calculationAgentDetermination
Indicates that the Calculation Agent shall determine the Spot Rate (or a method for determining the Spot Rate) taking into consideration all available information that it reasonably and in good faith deems relevent.
Type:
FxDisruptionFallback
Content:
empty
Subst.Gr:
may substitute for element fxDisruptionFallback
Defined:
globally in fpml-fx-5-8.xsd; see XML source
Used:
never
calculationAgentDetermination (in fallbackReferencePrice in priceSourceDisruption in nonDeliverableSettlement in settlementProvision)
The calculation agent will decide the rate.
Type:
CalculationAgent
Content:
complex, 2 elements
Defined:
locally within FallbackReferencePrice complexType in fpml-ird-5-8.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-5-8.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-5-8.xsd; see XML source
calculationAmount (in fixedAmountCalculation)
The notional amount used in the calculation of fixed amounts where an amount is calculated on a formula basis, i.e. fixed amount = fixed rate payer calculation amount x fixed rate x fixed rate day count fraction.
Type:
CalculationAmount
Content:
complex, 1 attribute, 3 elements
Defined:
locally within FixedAmountCalculation complexType in fpml-cd-5-8.xsd; see XML source
calculationAmount (in protectionTerms)
The notional amount of protection coverage.
Type:
Money
Content:
complex, 1 attribute, 2 elements
Defined:
locally within ProtectionTerms complexType in fpml-cd-5-8.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-5-8.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, 3 elements
Defined:
locally within CalculatedAmount complexType in fpml-eq-shared-5-8.xsd; see XML source
calculationDates (defined in CommodityCalculationPeriods.model group)
The Calculation Period dates for this leg of the trade where the Calculation Periods are all one day long.
Type:
AdjustableDates
Content:
complex, 1 attribute, 3 elements
Defined:
locally within CommodityCalculationPeriods.model group in fpml-com-5-8.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, 3 elements
Defined:
locally within LegAmount complexType in fpml-eq-shared-5-8.xsd; see XML source
calculationDefinition
A freetext field which allows the sender to add further details around the business event.
Type:
xsd:normalizedString
Content:
simple
Defined:
locally within AccruingFeeOption complexType in fpml-loan-5-8.xsd; see XML source
calculationEndDate
Type:
AdjustableOrRelativeDate
Content:
complex, 1 attribute, 2 elements
Defined:
locally within PeriodicDates complexType in fpml-shared-5-8.xsd; see XML source
calculationMethod (defined in InterestCapitalization complexType)
Defines the way in which the agent bank is allocating cash/PIK interest - can be (i) pro-rata at the time of the interest payment/PIK or (ii) based on the loan contract share throughout the interest period (which is the preferred method).
Type:
InterestCalculationMethodEnum
Content:
simple
Defined:
locally within InterestCapitalization complexType in fpml-loan-5-8.xsd; see XML source
calculationMethod (defined in InterestPayment complexType)
Defines whether the agent bank is making an interest payment based on the lender pro-rata share at the end of the period (snapshot) or based on the lender position throughout the period (which is the default).
Type:
InterestCalculationMethodEnum
Content:
simple
Defined:
locally within InterestPayment complexType in fpml-loan-5-8.xsd; see XML source
calculationPeriod (in paymentCalculationPeriod)
The parameters used in the calculation of a fixed or floating rate calculation period amount.
Type:
CalculationPeriod
Content:
complex, 1 attribute, 12 elements
Defined:
locally within PaymentCalculationPeriod complexType in fpml-ird-5-8.xsd; see XML source
calculationPeriod (in weatherCalculationPeriods)
Type:
WeatherCalculationPeriod
Content:
complex, 2 elements
Defined:
locally within WeatherCalculationPeriods complexType in fpml-com-5-8.xsd; see XML source
calculationPeriodAmount
The calculation period amount parameters.
Type:
CalculationPeriodAmount
Content:
complex, 2 elements
Defined:
locally within InterestRateStream complexType in fpml-ird-5-8.xsd; see XML source
calculationPeriodDates
The calculation periods dates schedule.
Type:
CalculationPeriodDates
Content:
complex, 1 attribute, 11 elements
Defined:
locally within InterestRateStream complexType in fpml-ird-5-8.xsd; see XML source
calculationPeriodDatesAdjustments (defined in PeriodicDates complexType)
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-5-8.xsd; see XML source
calculationPeriodDatesAdjustments (in calculationPeriodDates)
The business day convention to apply to each calculation period end date if it would otherwise fall on a day that is not a business day in the specified financial business centers.
Type:
BusinessDayAdjustments
Content:
complex, 1 attribute, 3 elements
Defined:
locally within CalculationPeriodDates complexType in fpml-ird-5-8.xsd; see XML source
calculationPeriodDatesReference (in dateRelativeToCalculationPeriodDates)
A set of href pointers to calculation period dates defined somewhere else in the document.
Type:
CalculationPeriodDatesReference
Content:
empty, 1 attribute
Defined:
locally within DateRelativeToCalculationPeriodDates complexType in fpml-ird-5-8.xsd; see XML source
calculationPeriodDatesReference (in interestLegResetDates)
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-5-8.xsd; see XML source
calculationPeriodDatesReference (in notionalStepParameters)
A pointer style reference to the associated calculation period dates component defined elsewhere in the document.
Type:
CalculationPeriodDatesReference
Content:
empty, 1 attribute
Defined:
locally within NotionalStepRule complexType in fpml-ird-5-8.xsd; see XML source
calculationPeriodDatesReference (in paymentDates defined in InterestRateStream complexType)
A pointer style reference to the associated calculation period dates component defined elsewhere in the document.
Type:
CalculationPeriodDatesReference
Content:
empty, 1 attribute
Defined:
locally within PaymentDates complexType in fpml-ird-5-8.xsd; see XML source
calculationPeriodDatesReference (in resetDates)
A pointer style reference to the associated calculation period dates component defined elsewhere in the document.
Type:
CalculationPeriodDatesReference
Content:
empty, 1 attribute
Defined:
locally within ResetDates complexType in fpml-ird-5-8.xsd; see XML source
calculationPeriodDatesReference (in stubCalculationPeriodAmount)
A pointer style reference to the associated calculation period dates component defined elsewhere in the document.
Type:
CalculationPeriodDatesReference
Content:
empty, 1 attribute
Defined:
locally within StubCalculationPeriodAmount complexType in fpml-ird-5-8.xsd; see XML source
calculationPeriodEndDay
Type:
IdentifiedDate
Content:
simple, 1 attribute
Defined:
locally within WeatherCalculationPeriod complexType in fpml-com-5-8.xsd; see XML source
calculationPeriodFirstDay
Type:
IdentifiedDate
Content:
simple, 1 attribute
Defined:
locally within WeatherCalculationPeriod complexType in fpml-com-5-8.xsd; see XML source
calculationPeriodFrequency (defined in PeriodicDates complexType)
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-5-8.xsd; see XML source
calculationPeriodFrequency (in calculationPeriodDates)
The frequency at which calculation period end dates occur with the regular part of the calculation period schedule and their roll date convention.
Type:
CalculationPeriodFrequency
Content:
complex, 1 attribute, 3 elements
Defined:
locally within CalculationPeriodDates complexType in fpml-ird-5-8.xsd; see XML source
calculationPeriodFrequency (in observationSchedule in asian in features in fxOption)
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 FxAverageRateObservationSchedule complexType in fpml-fx-5-8.xsd; see XML source
calculationPeriodNumberOfDays (in calculationPeriod in paymentCalculationPeriod)
The number of days from the adjusted effective / start date to the adjusted termination / end date calculated in accordance with the applicable day count fraction.
Type:
xsd:positiveInteger
Content:
simple
Defined:
locally within CalculationPeriod complexType in fpml-ird-5-8.xsd; see XML source
calculationPeriodNumberOfDays (in fra)
The number of days from the adjusted effective date to the adjusted termination date calculated in accordance with the applicable day count fraction.
Type:
xsd:positiveInteger
Content:
simple
Defined:
locally within Fra complexType in fpml-ird-5-8.xsd; see XML source
calculationPeriodNumberOfDays (in futureValueNotional)
The number of days from the adjusted calculation period start date to the adjusted value date, calculated in accordance with the applicable day count fraction.
Type:
xsd:positiveInteger
Content:
simple
Defined:
locally within FutureValueAmount complexType in fpml-shared-5-8.xsd; see XML source
calculationPeriods (defined in CommodityAsian.model group)
An absolute representation of the Calculation Period start dates of the Commodity Option Transaction.
Type:
AdjustableDates
Content:
complex, 1 attribute, 3 elements
Defined:
locally within CommodityAsian.model group in fpml-com-5-8.xsd; see XML source
calculationPeriods (defined in CommodityCalculationPeriods.model group)
The Calculation Period start dates for this leg of the swap.
Type:
AdjustableDates
Content:
complex, 1 attribute, 3 elements
Defined:
locally within CommodityCalculationPeriods.model group in fpml-com-5-8.xsd; see XML source
calculationPeriods (in commodityBasketOption)
An absolute representation of the Calculation Period start dates of the Commodity Option Transaction.
Type:
AdjustableDates
Content:
complex, 1 attribute, 3 elements
Defined:
locally within CommodityBasketOptionFeatures.model group in fpml-com-5-8.xsd; see XML source
calculationPeriodsDatesReference
A pointer style reference to single-day-duration Calculation Periods defined on another leg.
Type:
CalculationPeriodsDatesReference
Content:
empty, 1 attribute
Defined:
locally within CommodityCalculationPeriodsPointer.model group in fpml-com-5-8.xsd; see XML source
calculationPeriodsReference
A pointer style reference to the Calculation Periods defined on another leg.
Type:
CalculationPeriodsReference
Content:
empty, 1 attribute
Defined:
locally within CommodityCalculationPeriodsPointer.model group in fpml-com-5-8.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-5-8.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-5-8.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-5-8.xsd; see XML source
calculationPeriodsScheduleReference
A pointer style reference to the Calculation Periods Schedule defined on another leg.
Type:
CalculationPeriodsScheduleReference
Content:
empty, 1 attribute
Defined:
locally within CommodityCalculationPeriodsPointer.model group in fpml-com-5-8.xsd; see XML source
calculationProcedure (in partialDerivative)
The method by which a derivative is computed, e.g. analytic, numerical model, perturbation, etc., and the corresponding parameters
Type:
DerivativeCalculationProcedure
Content:
complex, 6 elements
Defined:
locally within PricingParameterDerivative complexType in fpml-riskdef-5-8.xsd; see XML source
calculationProcedure (in sensitivitySetDefinition)
The method by which each derivative is computed, e.g. analytic, numerical model, perturbation, etc., and the corresponding parameters (eg. shift amounts).
Type:
DerivativeCalculationProcedure
Content:
complex, 6 elements
Defined:
locally within SensitivitySetDefinition complexType in fpml-riskdef-5-8.xsd; see XML source
calculationStartDate
Type:
AdjustableOrRelativeDate
Content:
complex, 1 attribute, 2 elements
Defined:
locally within PeriodicDates complexType in fpml-shared-5-8.xsd; see XML source
calendarSource (defined in CommodityPricingDates complexType)
Used in conjunction with an exchange-based pricing source.
Type:
CalendarSourceEnum
Content:
simple
Defined:
locally within CommodityPricingDates complexType in fpml-com-5-8.xsd; see XML source
calendarSource (defined in CommodityValuationDates complexType)
Used in conjunction with an exchange-based pricing source.
Type:
CalendarSourceEnum
Content:
simple
Defined:
locally within CommodityValuationDates complexType in fpml-com-5-8.xsd; see XML source
calendarSpread
Definition of the later expiration date in a calendar spread.
Type:
CalendarSpread
Content:
complex, 1 element
Defined:
locally within StrategyFeature complexType in fpml-option-shared-5-8.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-5-8.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-5-8.xsd; see XML source
callDate
Defines the latest date when the open repo transaction can be exercised (and no later than which it must be exercised) on demand by a party to the trade indicated in the electingParty element (or in the Master Agreement, if the electingParty element has AsDefinedInMasterAgreement value).
Type:
AdjustableOrRelativeDate
Content:
complex, 1 attribute, 2 elements
Defined:
locally within Repo complexType in fpml-repo-5-8.xsd; see XML source
callingParty
A party to the open repo transaction that has a right to demand for exercise of far leg of the open repo transaction.
Type:
CallingPartyEnum
Content:
simple
Defined:
locally within Repo complexType in fpml-repo-5-8.xsd; see XML source
calorificValue
The calorific value of the gas to be delivered, specified in megajoules per cubic meter (MJ/m3).
Type:
NonNegativeDecimal
Content:
simple
Defined:
locally within GasProduct complexType in fpml-com-5-8.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, 10 elements
Defined:
locally within Swap complexType in fpml-ird-5-8.xsd; see XML source
cancelableProvisionAdjustedDates
The adjusted dates associated with a cancelable provision.
Type:
CancelableProvisionAdjustedDates
Content:
complex, 1 element
Defined:
locally within CancelableProvision complexType in fpml-ird-5-8.xsd; see XML source
cancellationEvent
The adjusted dates for an individual cancellation date.
Type:
CancellationEvent
Content:
complex, 1 attribute, 2 elements
Defined:
locally within CancelableProvisionAdjustedDates complexType in fpml-ird-5-8.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-5-8.xsd; see XML source
Used:
never
capFloorStream
Reference to the leg, where date adjustments may apply.
Type:
InterestRateStream
Content:
complex, 1 attribute, 13 elements
Defined:
locally within CapFloor complexType in fpml-ird-5-8.xsd; see XML source
capRate (defined in RateLimits complexType)
The rate cap being applied.
Type:
PeriodRate
Content:
complex, 3 elements
Defined:
locally within RateLimits complexType in fpml-loan-5-8.xsd; see XML source
capRate (in floatingRateDefinition)
The cap rate, if any, which applies to the floating rate for the calculation period.
Type:
Strike
Content:
complex, 1 attribute, 3 elements
Defined:
locally within FloatingRateDefinition complexType in fpml-ird-5-8.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, 4 elements
Defined:
locally within FloatingRate complexType in fpml-shared-5-8.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-5-8.xsd; see XML source
Used:
never
cash (in collateral defined in RepoTransactionLeg complexType)
An element to define cash amount as collateral.
Type:
Money
Content:
complex, 1 attribute, 2 elements
Defined:
locally within CollateralValuation complexType in fpml-repo-5-8.xsd; see XML source
cashflowAmount
Cash flow amount in a given currency to be paid/received.
Type:
Money
Content:
complex, 1 attribute, 2 elements
Defined:
locally within GrossCashflow complexType in fpml-shared-5-8.xsd; see XML source
cashflowId
Unique identifier for a cash flow.
Type:
CashflowId
Content:
simple, 1 attribute
Defined:
locally within GrossCashflow complexType in fpml-shared-5-8.xsd; see XML source
cashflows
The cashflows representation of the swap stream.
Type:
Cashflows
Content:
complex, 3 elements
Defined:
locally within InterestRateStream complexType in fpml-ird-5-8.xsd; see XML source
cashflowsMatchParameters
A true/false flag to indicate whether the cashflows match the parametric definition of the stream, i.e. whether the cashflows could be regenerated from the parameters without loss of information.
Type:
xsd:boolean
Content:
simple
Defined:
locally within Cashflows complexType in fpml-ird-5-8.xsd; see XML source
cashflowType (defined in QuotationCharacteristics.model group)
For cash flows, the type of the cash flows.
Type:
CashflowType
Content:
simple, 1 attribute
Defined:
locally within QuotationCharacteristics.model group in fpml-asset-5-8.xsd; see XML source
cashflowType (in grossCashflow)
Defines the type of cash flow.
Type:
CashflowType
Content:
simple, 1 attribute
Defined:
locally within GrossCashflow complexType in fpml-shared-5-8.xsd; see XML source
cashPayable
Defines the overall net cash payable, as well as, the breakdown of individual cashflows.
Type:
CashPayable
Content:
complex, 6 elements
Defined:
locally within LenderAndCashDetails.model group in fpml-loan-5-8.xsd; see XML source
cashPriceAlternateMethod
An ISDA defined cash settlement method used for the determination of the applicable cash settlement amount.
Type:
CashPriceMethod
Content:
complex, 3 elements
Defined:
locally within CashSettlement complexType in fpml-ird-5-8.xsd; see XML source
cashPriceMethod
An ISDA defined cash settlement method used for the determination of the applicable cash settlement amount.
Type:
CashPriceMethod
Content:
complex, 3 elements
Defined:
locally within CashSettlement complexType in fpml-ird-5-8.xsd; see XML source
cashSettlement (defined in FxPerformanceSwap complexType)
Specifies the currency and fixing details for cash settlement.
Type:
FxCashSettlementSimple
Content:
complex, 4 elements
Defined:
locally within FxPerformanceSwap complexType in fpml-fx-5-8.xsd; see XML source
cashSettlement (defined in FxVanillaPayoffRegion complexType)
Cash settlement currency.
Type:
FxCashSettlementSimple
Content:
complex, 4 elements
Defined:
locally within FxVanillaPayoffRegion complexType in fpml-fx-complex-5-8.xsd; see XML source
cashSettlement (defined in MandatoryEarlyTermination complexType)
If specified, this means that cash settlement is applicable to the transaction and defines the parameters associated with the cash settlement prodcedure.
Type:
CashSettlement
Content:
complex, 1 attribute, 10 elements
Defined:
locally within MandatoryEarlyTermination complexType in fpml-ird-5-8.xsd; see XML source
cashSettlement (defined in OptionalEarlyTermination complexType)
If specified, this means that cash settlement is applicable to the transaction and defines the parameters associated with the cash settlement prodcedure.
Type:
CashSettlement
Content:
complex, 1 attribute, 10 elements
Defined:
locally within OptionalEarlyTermination complexType in fpml-ird-5-8.xsd; see XML source
cashSettlement (defined in OptionExercise complexType)
Type:
SimplePayment
Content:
complex, 1 attribute, 6 elements
Defined:
locally within OptionExercise complexType in fpml-business-events-5-8.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-5-8.xsd; see XML source
cashSettlement (in fxAccrualForward)
Cash settlement currency.
Type:
FxCashSettlementSimple
Content:
complex, 4 elements
Defined:
locally within FxAccrualForward complexType in fpml-fx-accruals-5-8.xsd; see XML source
cashSettlement (in fxOption)
Specifies the currency and fixing details for cash settlement.
Type:
FxCashSettlement
Content:
complex, 6 elements
Defined:
locally within FxOption complexType in fpml-fx-5-8.xsd; see XML source
cashSettlement (in straddle)
Specifies the currency and fixing details for cash settlement.
Type:
FxCashSettlementSimple
Content:
complex, 4 elements
Defined:
locally within FxStraddle complexType in fpml-fx-5-8.xsd; see XML source
cashSettlement (in swaption)
If specified, this means that cash settlement is applicable to the transaction and defines the parameters associated with the cash settlement procedure.
Type:
CashSettlement
Content:
complex, 1 attribute, 10 elements
Defined:
locally within Swaption complexType in fpml-ird-5-8.xsd; see XML source
cashSettlementAmount
The amount paid by the seller to the buyer for cash settlement on the cash settlement date.
Type:
Money
Content:
complex, 1 attribute, 2 elements
Defined:
locally within FixedRecovery.model group in fpml-cd-5-8.xsd; see XML source
cashSettlementBusinessDays
The number of business days used in the determination of the cash settlement payment date.
Type:
xsd:nonNegativeInteger
Content:
simple
Defined:
locally within CashSettlementTerms complexType in fpml-cd-5-8.xsd; see XML source
cashSettlementCurrency (defined in CashPriceMethod complexType)
The currency in which the cash settlement amount will be calculated and settled.
Type:
Currency
Content:
simple, 1 attribute
Defined:
locally within CashPriceMethod complexType in fpml-ird-5-8.xsd; see XML source
cashSettlementCurrency (in crossCurrencyMethod)
The currency, or currencies, in which the cash settlement amount(s) will be calculated and settled.
Type:
Currency
Content:
simple, 1 attribute
Defined:
locally within CrossCurrencyMethod complexType in fpml-ird-5-8.xsd; see XML source
cashSettlementOnly
An obligation and deliverable obligation characteristic.
Type:
xsd:boolean
Content:
simple
Defined:
locally within Obligations complexType in fpml-cd-5-8.xsd; see XML source
cashSettlementPaymentDate
The date on which the cash settlement amount will be paid, subject to adjustment in accordance with any applicable business day convention.
Type:
CashSettlementPaymentDate
Content:
complex, 1 attribute, 3 elements
Defined:
locally within CashSettlement complexType in fpml-ird-5-8.xsd; see XML source
cashSettlementReferenceBanks (defined in CashPriceMethod complexType)
A container for a set of reference institutions.
Type:
CashSettlementReferenceBanks
Content:
complex, 1 attribute, 1 element
Defined:
locally within CashPriceMethod complexType in fpml-ird-5-8.xsd; see XML source
cashSettlementReferenceBanks (in crossCurrencyMethod)
A container for a set of reference institutions.
Type:
CashSettlementReferenceBanks
Content:
complex, 1 attribute, 1 element
Defined:
locally within CrossCurrencyMethod complexType in fpml-ird-5-8.xsd; see XML source
cashSettlementReferenceBanks (in settlementRateSource defined in YieldCurveMethod complexType)
A container for a set of reference institutions.
Type:
CashSettlementReferenceBanks
Content:
complex, 1 attribute, 1 element
Defined:
locally within SettlementRateSource complexType in fpml-shared-5-8.xsd; see XML source
cashSettlementTerms
This element contains all the ISDA terms relevant to cash settlement for when cash settlement is applicable.
Type:
CashSettlementTerms
Content:
complex, 1 attribute, 13 elements
Defined:
locally within CreditDefaultSwap complexType in fpml-cd-5-8.xsd; see XML source
cashSettlementValuationDate
The date on which the cash settlement amount will be determined according to the cash settlement method if the parties have not otherwise been able to agree the cash settlement amount.
Type:
RelativeDateOffset
Content:
complex, 1 attribute, 8 elements
Defined:
locally within CashSettlement complexType in fpml-ird-5-8.xsd; see XML source
cashSettlementValuationTime
The time of the cash settlement valuation date when the cash settlement amount will be determined according to the cash settlement method if the parties have not otherwise been able to agree the cash settlement amount.
Type:
BusinessCenterTime
Content:
complex, 2 elements
Defined:
locally within CashSettlement complexType in fpml-ird-5-8.xsd; see XML source
cashTransfer
A transfer of a cash amount between two parties.
Type:
CashTransfer
Content:
complex, 1 attribute, 7 elements
Defined:
locally within Transfer complexType in fpml-repo-5-8.xsd; see XML source
category (defined in DeliverableObligations complexType)
Used in both obligations and deliverable obligations to represent a class or type of securities which apply.
Type:
ObligationCategoryEnum
Content:
simple
Defined:
locally within DeliverableObligations complexType in fpml-cd-5-8.xsd; see XML source
category (defined in Obligations complexType)
Used in both obligations and deliverable obligations to represent a class or type of securities which apply.
Type:
ObligationCategoryEnum
Content:
simple
Defined:
locally within Obligations complexType in fpml-cd-5-8.xsd; see XML source
category (defined in PartyTradeInformation complexType)
Used to categorize trades into user-defined categories, such as house trades vs. customer trades.
Type:
TradeCategory
Content:
simple, 1 attribute
Defined:
locally within PartyTradeInformation complexType in fpml-doc-5-8.xsd; see XML source
category (in advisory)
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-5-8.xsd; see XML source
category (in packageInformation)
Used to categorize trades into user-defined categories, such as house trades vs. customer trades.
Type:
TradeCategory
Content:
simple, 1 attribute
Defined:
locally within PackageInformation complexType in fpml-doc-5-8.xsd; see XML source
change (defined in ChangeEvents.model group)
Type:
TradeChangeContent
Content:
complex, 6 elements
Defined:
locally within ChangeEvents.model group in fpml-business-events-5-8.xsd; see XML source
change (in tradeChangeAdvice)
Describes the details of the change.
Type:
TradeChangeContent
Content:
complex, 6 elements
Defined:
locally within TradeChangeAdvice complexType in fpml-confirmation-processes-5-8.xsd; see XML source
change (in tradeChangeAdviceRetracted)
Describes the details of the change being retracted.
Type:
TradeChangeContent
Content:
complex, 6 elements
Defined:
locally within TradeChangeAdviceRetracted complexType in fpml-confirmation-processes-5-8.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-5-8.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-5-8.xsd; see XML source
changeInLaw
If true, then change in law is applicable.
Type:
xsd:boolean
Content:
simple
Defined:
locally within AdditionalDisruptionEvents complexType in fpml-eq-shared-5-8.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-5-8.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-5-8.xsd; see XML source
changeInNotionalSchedule
Type:
NonNegativeAmountSchedule
Content:
complex, 1 attribute, 3 elements
Defined:
locally within TradeLegNotionalScheduleChange.model group in fpml-business-events-5-8.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-5-8.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-5-8.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-5-8.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-5-8.xsd; see XML source
city
The city component of a postal address.
Type:
String
Content:
simple
Defined:
locally within Address complexType in fpml-shared-5-8.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-5-8.xsd; see XML source
cleanNetPrice
The net price excluding accrued interest.
Type:
xsd:decimal
Content:
simple
Defined:
locally within Price complexType in fpml-asset-5-8.xsd; see XML source
cleanPrice
Bond clean price, expressed in percentage points, 100 is the initial value of the bond.
Type:
xsd:decimal
Content:
simple
Defined:
locally within BondPriceAndYield.model group in fpml-repo-5-8.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-5-8.xsd; see XML source
cleared (defined in TradeProcessingTimestamps complexType)
When this trade was cleared.
Type:
xsd:dateTime
Content:
simple
Defined:
locally within TradeProcessingTimestamps complexType in fpml-doc-5-8.xsd; see XML source
cleared (in clearing)
The trades or events generated by the clearing service as a result of clearing.
Type:
TradeWrapper
Content:
complex, 4 elements
Defined:
locally within Clearing complexType in fpml-confirmation-processes-5-8.xsd; see XML source
clearedDate
If the trade was cleared (novated) through a central counterparty clearing service, this represents the date the trade was cleared (transferred to the central counterparty).
Type:
IdentifiedDate
Content:
simple, 1 attribute
Defined:
locally within TradeHeader complexType in fpml-doc-5-8.xsd; see XML source
clearedPhysicalSettlement
Specifies whether the swap resulting from physical settlement of the swaption transaction will clear through a clearing house.
Type:
xsd:boolean
Content:
simple
Defined:
locally within SwaptionPhysicalSettlement complexType in fpml-shared-5-8.xsd; see XML source
clearing
Type:
Clearing
Content:
complex, 2 elements
Defined:
locally within ClearingResults.model group in fpml-confirmation-processes-5-8.xsd; see XML source
clearingAcknowledgement
Type:
EventRequestAcknowledgement
Content:
complex, 3 attributes, 10 elements
Defined:
globally in fpml-confirmation-processes-5-8.xsd; see XML source
Used:
never
clearingConfirmed
Type:
ClearingConfirmed
Content:
complex, 3 attributes, 19 elements
Defined:
globally in fpml-confirmation-processes-5-8.xsd; see XML source
Used:
never
clearingEligibility
Type:
ClearingEligibility
Content:
complex, 3 attributes, 15 elements
Defined:
globally in fpml-clearing-processes-5-8.xsd; see XML source
Used:
never
clearingEligibilityAcknowledgement
Type:
Acknowledgement
Content:
complex, 3 attributes, 9 elements
Defined:
globally in fpml-clearing-processes-5-8.xsd; see XML source
Used:
never
clearingEligibilityException
Type:
Exception
Content:
complex, 3 attributes, 7 elements
Defined:
globally in fpml-clearing-processes-5-8.xsd; see XML source
Used:
never
clearingException
Type:
Exception
Content:
complex, 3 attributes, 7 elements
Defined:
globally in fpml-confirmation-processes-5-8.xsd; see XML source
Used:
never
clearingInstructions (defined in CommodityPhysicalExercise complexType)
Specifies any instructions on how the physical settlement is to be effected when the option is exercised.
Type:
SwaptionPhysicalSettlement
Content:
complex, 2 elements
Defined:
locally within CommodityPhysicalExercise complexType in fpml-com-5-8.xsd; see XML source
clearingInstructions (defined in OptionExercise complexType)
Type:
ClearingInstructions
Content:
complex, 2 elements
Defined:
locally within OptionExercise complexType in fpml-business-events-5-8.xsd; see XML source
clearingInstructions (in creditDefaultSwapOption)
Specifies any instructions on how the physical settlement is to be effected when the option is exercised.
Type:
SwaptionPhysicalSettlement
Content:
complex, 2 elements
Defined:
locally within CreditDefaultSwapOption complexType in fpml-cd-5-8.xsd; see XML source
clearingInstructions (in dividendSwapOptionTransactionSupplement)
Specifies any instructions on how the physical settlement is to be effected when the option is exercised.
Type:
SwaptionPhysicalSettlement
Content:
complex, 2 elements
Defined:
locally within DividendSwapOptionTransactionSupplement complexType in fpml-dividend-swaps-5-8.xsd; see XML source
clearingInstructions (in varianceOptionTransactionSupplement)
Specifies any instructions on how the physical settlement is to be effected when the option is exercised.
Type:
SwaptionPhysicalSettlement
Content:
complex, 2 elements
Defined:
locally within VarianceOptionTransactionSupplement complexType in fpml-variance-swaps-5-8.xsd; see XML source
clearingRefused
Type:
ClearingRefused
Content:
complex, 3 attributes, 13 elements
Defined:
globally in fpml-confirmation-processes-5-8.xsd; see XML source
Used:
never
clearingRequirements
Type:
ClearingRequirements
Content:
complex, 3 elements
Defined:
locally within ClearingEligibility complexType in fpml-clearing-processes-5-8.xsd; see XML source
clearingStatus
Type:
ClearingStatus
Content:
complex, 3 attributes, 9 elements
Defined:
globally in fpml-confirmation-processes-5-8.xsd; see XML source
Used:
never
clearingStatus (defined in PartyTradeInformation complexType)
Describes the status with respect to clearing (e.g.
Type:
ClearingStatusValue
Content:
simple, 1 attribute
Defined:
locally within PartyTradeInformation complexType in fpml-doc-5-8.xsd; see XML source
clearingStatus (in packageInformation)
Describes the status with respect to clearing (e.g.
Type:
ClearingStatusValue
Content:
simple, 1 attribute
Defined:
locally within PackageInformation complexType in fpml-doc-5-8.xsd; see XML source
clearingStatusItem
Describes the status of the clearing process relating to the identified trade.
Type:
ClearingStatusItem
Content:
complex, 8 elements
Defined:
locally within ClearingStatus complexType in fpml-confirmation-processes-5-8.xsd; see XML source
clearingStatusValue
The status of the clearing process for the identified trade.
Type:
ClearingStatusValue
Content:
simple, 1 attribute
Defined:
locally within ClearingStatusItem complexType in fpml-business-events-5-8.xsd; see XML source
clipSize
Type:
xsd:integer
Content:
simple
Defined:
locally within LimitApplicable complexType in fpml-business-events-5-8.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-5-8.xsd; see XML source
coal
The specification of the Coal Product to be delivered.
Type:
CoalProduct
Content:
complex, 6 elements
Defined:
locally within CoalPhysicalLeg complexType in fpml-com-5-8.xsd; see XML source
coalPhysicalLeg
Physically settled coal leg.
Type:
CoalPhysicalLeg
Content:
complex, 1 attribute, 8 elements
Subst.Gr:
may substitute for element commoditySwapLeg
Defined:
globally in fpml-com-5-8.xsd; see XML source
Used:
never
coalProductSpecifications
The type of coal product to be delivered specified in full.
Type:
CoalProductSpecifications
Content:
complex, 2 elements
Defined:
locally within CoalProduct complexType in fpml-com-5-8.xsd; see XML source
coBorrowerPartyReference
Party references to co-borrowers as listed on the credit agreement.
Type:
PartyReference
Content:
empty, 1 attribute
Defined:
locally within FacilityRoles.model group in fpml-loan-5-8.xsd; see XML source
coefficient
The coefficient by which this term is multiplied, typically 1 or -1.
Type:
xsd:decimal
Content:
simple
Defined:
locally within FormulaTerm complexType in fpml-riskdef-5-8.xsd; see XML source
collateral (defined in RepoTransactionLeg complexType)
Collateral element is used to carry the quantity and price details that are required to ensure that a repo contract is executed at fair value, with the value of the collateral matching the cash amount of the repo.
Type:
CollateralValuation
Content:
complex, 13 elements
Defined:
locally within RepoTransactionLeg complexType in fpml-repo-5-8.xsd; see XML source
collateral (defined in Trade complexType)
Defines collateral obiligations of a Party
Type:
Collateral
Content:
complex, 1 element
Defined:
locally within Trade complexType in fpml-doc-5-8.xsd; see XML source
collateral (in allocation)
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-5-8.xsd; see XML source
collateralAllocation
Allocation details
Type:
ProposedCollateralAllocation
Content:
complex, 3 elements
Defined:
locally within RequestCollateralAllocation complexType in fpml-confirmation-processes-5-8.xsd; see XML source
collateralAllocationAccepted
Type:
CollateralAllocationAccepted
Content:
complex, 3 attributes, 6 elements
Defined:
globally in fpml-confirmation-processes-5-8.xsd; see XML source
Used:
never
collateralAllocationAcknowledgement
Type:
Acknowledgement
Content:
complex, 3 attributes, 9 elements
Defined:
globally in fpml-confirmation-processes-5-8.xsd; see XML source
Used:
never
collateralAllocationRejected
Type:
Exception
Content:
complex, 3 attributes, 7 elements
Defined:
globally in fpml-confirmation-processes-5-8.xsd; see XML source
Used:
never
collateralGiverPartyReference
The party paying the margin / issuing the allocation request.
Type:
PartyReference
Content:
empty, 1 attribute
Defined:
locally within RequestCollateralAllocation complexType in fpml-confirmation-processes-5-8.xsd; see XML source
collateralizationType
Specifies whether this party posts collateral.
Type:
CollateralizationType
Content:
simple, 1 attribute
Defined:
locally within PartyTradeInformation complexType in fpml-doc-5-8.xsd; see XML source
collateralizedCashPriceMethod
An ISDA defined cash settlement method used for the determination of the applicable cash settlement amount.
Type:
YieldCurveMethod
Content:
complex, 2 elements
Defined:
locally within CashSettlement complexType in fpml-ird-5-8.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-5-8.xsd; see XML source
collateralValueAllocation
Collateral allocation by value.
Type:
CollateralValueAllocation
Content:
complex, 2 elements
Defined:
locally within ProposedCollateralAllocation complexType in fpml-shared-5-8.xsd; see XML source
commencementDate (defined in CommodityExercisePeriods complexType)
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-5-8.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-5-8.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, 4 elements
Defined:
locally within GenericOptionAttributes.model group in fpml-generic-5-8.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-5-8.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-5-8.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-5-8.xsd; see XML source
comment
A freetext field which allows the sender to add further details around the business event.
Type:
xsd:normalizedString
Content:
simple
Defined:
locally within LoanEvent complexType in fpml-loan-5-8.xsd; see XML source
comments (defined in Resource complexType)
Any additional comments that are deemed necessary.
Type:
String
Content:
simple
Defined:
locally within Resource complexType in fpml-shared-5-8.xsd; see XML source
comments (defined in SyndicatedLoanStatement complexType)
A free-form, manually entered field which will be used by users directly for additional information.
Type:
xsd:string
Content:
simple
Defined:
locally within SyndicatedLoanStatement complexType in fpml-loan-5-8.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-5-8.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-5-8.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-5-8.xsd; see XML source
commissionPerTrade
The total commission per trade.
Type:
xsd:decimal
Content:
simple
Defined:
locally within Commission complexType in fpml-asset-5-8.xsd; see XML source
commitment
The global and share amount of principal commitment.
Type:
FacilityCommitment
Content:
complex, 6 elements
Defined:
locally within CurrentPriorCommitment.model group in fpml-loan-5-8.xsd; see XML source
commitmentAdjustment
Type:
CommitmentAdjustment
Content:
complex, 16 elements
Subst.Gr:
may substitute for element facilityEventGroup
Defined:
globally in fpml-loan-5-8.xsd; see XML source
Used:
never
commitmentAdjustment (in repaymentWithCANotification)
Type:
CommitmentAdjustment
Content:
complex, 16 elements
Defined:
locally within RepaymentWithCANotification complexType in fpml-loan-5-8.xsd; see XML source
commitmentAdjustment (in rolloverNotification)
Type:
CommitmentAdjustment
Content:
complex, 16 elements
Defined:
locally within RolloverNotification complexType in fpml-loan-5-8.xsd; see XML source
commitmentChange
The date on which a facility increase/decrease has/will occur.
Type:
CommitmentChange
Content:
complex, 3 elements
Defined:
locally within CommitmentSchedule complexType in fpml-loan-5-8.xsd; see XML source
commitmentSchedule (defined in CommitmentAdjustment complexType)
The amortization schedule associated with the facility commitment.
Type:
CommitmentSchedule
Content:
complex, 1 element
Defined:
locally within CommitmentAdjustment complexType in fpml-loan-5-8.xsd; see XML source
commitmentSchedule (defined in FacilityCommitment.model group)
The commitment schedule associated with the facility.
Type:
CommitmentSchedule
Content:
complex, 1 element
Defined:
locally within FacilityCommitment.model group in fpml-loan-5-8.xsd; see XML source
commodity
Identifies the underlying asset when it is a listed commodity.
Type:
Commodity
Content:
complex, 1 attribute, 16 elements
Subst.Gr:
may substitute for element underlyingAsset
Defined:
globally in fpml-asset-5-8.xsd; see XML source
Used:
at 2 locations
commodity (defined in CommodityBasketUnderlyingBase complexType)
Specifies the underlying component.
Type:
Commodity
Content:
complex, 1 attribute, 16 elements
Defined:
locally within CommodityBasketUnderlyingBase complexType in fpml-com-5-8.xsd; see XML source
commodity (defined in CommodityUnderlyerChoice.model group)
Describes the swap's underlyer when it has only one asset component.
Type:
Commodity
Content:
complex, 1 attribute, 16 elements
Defined:
locally within CommodityUnderlyerChoice.model group in fpml-com-5-8.xsd; see XML source
commodity (in commodityDigitalOption)
Specifies the underlying instrument.
Type:
Commodity
Content:
complex, 1 attribute, 16 elements
Defined:
locally within CommodityDigitalOption complexType in fpml-com-5-8.xsd; see XML source
commodity (in commodityOption)
Specifies the underlying instrument.
Type:
Commodity
Content:
complex, 1 attribute, 16 elements
Defined:
locally within CommodityFinancialOption.model group in fpml-com-5-8.xsd; see XML source
commodity (in floatingLeg)
Specifies the underlying instrument.
Type:
Commodity
Content:
complex, 1 attribute, 16 elements
Defined:
locally within FloatingPriceLeg complexType in fpml-com-5-8.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-5-8.xsd; see XML source
commodityBasket
Describes the swap's underlyer when it has multiple asset components.
Type:
CommodityBasket
Content:
complex, 5 elements
Defined:
locally within CommodityUnderlyerChoice.model group in fpml-com-5-8.xsd; see XML source
commodityBasketOption
Defines a commodity basket option product.
Type:
CommodityBasketOption
Content:
complex, 1 attribute, 28 elements
Subst.Gr:
may substitute for element product
Defined:
globally in fpml-com-5-8.xsd; see XML source
Used:
never
commodityDetails
A coding scheme value to identify the commodity being traded more specifically.
Type:
CommodityDetails
Content:
simple, 1 attribute
Defined:
locally within CommodityReferencePriceFramework.model group in fpml-asset-5-8.xsd; see XML source
commodityDigitalOption
Defines a commodity digital option product.
Type:
CommodityDigitalOption
Content:
complex, 1 attribute, 27 elements
Subst.Gr:
may substitute for element product
Defined:
globally in fpml-com-5-8.xsd; see XML source
Used:
never
commodityFixedInterestCalculation
Specifies the interest payment amount on a return swap.
Type:
CommodityFixedInterestCalculation
Content:
complex, 2 elements
Defined:
locally within CommodityInterestLeg complexType in fpml-com-5-8.xsd; see XML source
commodityForward
Defines a commodity forward product.
Type:
CommodityForward
Content:
complex, 1 attribute, 13 elements
Subst.Gr:
may substitute for element product
Defined:
globally in fpml-com-5-8.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-5-8.xsd; see XML source
Used:
at 3 locations
commodityInterestLeg
Specifies the fixed payments of a commodity performance swap.
Type:
CommodityInterestLeg
Content:
complex, 1 attribute, 16 elements
Subst.Gr:
may substitute for element commodityPerformanceSwapLeg
Defined:
globally in fpml-com-5-8.xsd; see XML source
Used:
never
commodityOption
Defines a commodity option product.
Type:
CommodityOption
Content:
complex, 1 attribute, 45 elements
Subst.Gr:
may substitute for element product
Defined:
globally in fpml-com-5-8.xsd; see XML source
Used:
never
commodityPerformanceSwap
A swap the payoff of which is linked to the performance of the underlying asset.
Type:
CommodityPerformanceSwap
Content:
complex, 1 attribute, 14 elements
Subst.Gr:
may substitute for element product
Defined:
globally in fpml-com-5-8.xsd; see XML source
Used:
never
commodityPerformanceSwapLeg
A placeholder within 'commodityPerformanceSwap' structure for the actual commodity swap legs (e.g.
Type:
CommodityPerformanceSwapLeg
Content:
complex, 1 attribute, 4 elements
Abstract:
(may not be used directly in instance XML documents)
Subst.Gr:
may be substituted with 3 elements
Defined:
globally in fpml-com-5-8.xsd; see XML source
Used:
at 4 locations
commodityReturnCalculation
Specifies, in relation to each Payment Date, the return percentage which, when multiplied times the notional amount is the amount to which the Payment Date relates.
Type:
CommodityReturnCalculation
Content:
complex, 4 elements
Defined:
locally within CommodityReturnLeg complexType in fpml-com-5-8.xsd; see XML source
commodityReturnLeg
Specifies the return payments of a commodity return swap.
Type:
CommodityReturnLeg
Content:
complex, 1 attribute, 18 elements
Subst.Gr:
may substitute for element commodityPerformanceSwapLeg
Defined:
globally in fpml-com-5-8.xsd; see XML source
Used:
never
commoditySwap
Defines a commodity swap product.
Type:
CommoditySwap
Content:
complex, 1 attribute, 14 elements
Subst.Gr:
may substitute for element product
Defined:
globally in fpml-com-5-8.xsd; see XML source
Used:
at 1 location
commoditySwap (in commoditySwaption)
The underlying commodity swap definiton.
Type:
CommoditySwaptionUnderlying
Content:
complex, 9 elements
Defined:
locally within CommoditySwaption complexType in fpml-com-5-8.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-5-8.xsd; see XML source
Used:
at 8 locations
commoditySwaption
Defines a commodity swaption product
Type:
CommoditySwaption
Content:
complex, 1 attribute, 17 elements
Subst.Gr:
may substitute for element product
Defined:
globally in fpml-com-5-8.xsd; see XML source
Used:
never
commodityVarianceLeg
Specifies the variance payments of a commodity variance swap.
Type:
CommodityVarianceLeg
Content:
complex, 1 attribute, 20 elements
Subst.Gr:
may substitute for element commodityPerformanceSwapLeg
Defined:
globally in fpml-com-5-8.xsd; see XML source
Used:
never
commonPricing
If Common Pricing is elected (“true”) for a Transaction with referencing more than one Commodity Reference Price then no date will be a Pricing Date unless such a date is a day on which all Commodity Reference Prices are scheduled to be published.
Type:
xsd:boolean
Content:
simple
Defined:
locally within CommodityContent.model group in fpml-com-5-8.xsd; see XML source
compliancePeriod
Applies to E.U.
Type:
EnvironmentalProductComplaincePeriod
Content:
complex, 2 elements
Defined:
locally within EnvironmentalProduct complexType in fpml-com-5-8.xsd; see XML source
componentDescription
Text description of the component
Type:
String
Content:
simple
Defined:
locally within FormulaComponent complexType in fpml-shared-5-8.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-5-8.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-5-8.xsd; see XML source
composite
If “Composite” is specified as the Settlement Type in the relevant Transaction Supplement, an amount in the Settlement Currency, determined by the Calculation Agent as being equal to the number of Options exercised or deemed exercised, multiplied by: (Settlement Price – Strike Price) / (Strike Price – Settlement Price) x Multiplier provided that if the above is equal to a negative amount the Option Cash Settlement Amount shall be deemed to be zero.
Type:
Composite
Content:
complex, 3 elements
Defined:
locally within FxFeature complexType in fpml-option-shared-5-8.xsd; see XML source
compositionOfCombinedConsideration
If present and true, then composition of combined consideration is applicable.
Type:
xsd:boolean
Content:
simple
Defined:
locally within ExtraordinaryEvents complexType in fpml-eq-shared-5-8.xsd; see XML source
compounding (in interestCalculation)
Defines compounding rates on the Interest Leg.
Type:
Compounding
Content:
complex, 4 elements
Defined:
locally within InterestCalculation complexType in fpml-eq-shared-5-8.xsd; see XML source
compounding (in interestShortfall)
Type:
xsd:boolean
Content:
simple
Defined:
locally within InterestShortFall complexType in fpml-cd-5-8.xsd; see XML source
compoundingDates
Defines the compounding dates.
Type:
AdjustableRelativeOrPeriodicDates2
Content:
complex, 1 attribute, 3 elements
Defined:
locally within Compounding complexType in fpml-eq-shared-5-8.xsd; see XML source
compoundingFrequency
The frequency at which the rates are compounded (e.g. continuously compounded).
Type:
CompoundingFrequency
Content:
simple, 1 attribute
Defined:
locally within ZeroRateCurve complexType in fpml-mktenv-5-8.xsd; see XML source
compoundingMethod (in calculation in calculationPeriodAmount)
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 Calculation complexType in fpml-ird-5-8.xsd; see XML source
compoundingMethod (in compounding in interestCalculation)
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-5-8.xsd; see XML source
compoundingMethod (in interestAccrualsMethod)
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-5-8.xsd; see XML source
compoundingRate
Defines a compounding rate.
Type:
CompoundingRate
Content:
complex, 2 elements
Defined:
locally within Compounding complexType in fpml-eq-shared-5-8.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-5-8.xsd; see XML source
compressedTrade
Specifies whether this trade is a result of compression activity.
Type:
xsd:boolean
Content:
simple
Defined:
locally within PartyTradeInformation complexType in fpml-doc-5-8.xsd; see XML source
compressionActivity
Compression information for the trade.
Type:
CompressionActivity
Content:
complex, 5 elements
Defined:
locally within Compression.model group in fpml-business-events-5-8.xsd; see XML source
compressionType
Type:
CompressionType
Content:
simple, 1 attribute
Defined:
locally within CompressionActivity complexType in fpml-business-events-5-8.xsd; see XML source
condition (defined in FxAccrualKnockoutBarrier.model group)
"Specifies whether the trigger direction is "AtOrAbove", "AtOrBelow", "Above" or "Below"; that is, that a barrier event occurs if the spot rate is at or above,, at or below, strictly above or strictly below the trigger level during the period of observation.
Type:
ConditionEnum
Content:
simple
Defined:
locally within FxAccrualKnockoutBarrier.model group in fpml-fx-accruals-5-8.xsd; see XML source
condition (defined in FxAccrualRegionUpperBound complexType)
AtOrBelow, Below.
Type:
FxRegionUpperBoundDirectionEnum
Content:
simple
Defined:
locally within FxAccrualRegionUpperBound complexType in fpml-fx-accruals-5-8.xsd; see XML source
condition (defined in FxBarrier.model group)
Defines the condition when the barrier applies: AtOrAbove, AtOrBelow, Above, Below.
Type:
ConditionEnum
Content:
simple
Defined:
locally within FxBarrier.model group in fpml-fx-complex-5-8.xsd; see XML source
condition (defined in FxPayoffCap complexType)
Condition in which Cap or Floor applies.
Type:
ConditionEnum
Content:
simple
Defined:
locally within FxPayoffCap complexType in fpml-fx-complex-5-8.xsd; see XML source
condition (defined in FxRegionLowerBound complexType)
AtOrAbove, Above.
Type:
FxRegionLowerBoundDirectionEnum
Content:
simple
Defined:
locally within FxRegionLowerBound complexType in fpml-fx-complex-5-8.xsd; see XML source
condition (defined in FxRegionUpperBound complexType)
AtOrBelow, Below.
Type:
FxRegionUpperBoundDirectionEnum
Content:
simple
Defined:
locally within FxRegionUpperBound complexType in fpml-fx-complex-5-8.xsd; see XML source
condition (in lowerBound defined in FxAccrualRegionBound.model group)
AtOrAbove, Above.
Type:
FxRegionLowerBoundDirectionEnum
Content:
simple
Defined:
locally within FxAccrualRegionLowerBound complexType in fpml-fx-accruals-5-8.xsd; see XML source
condition (in payoffLeverage defined in FxVanillaPayoffRegion complexType)
Condition in which leverage applies.
Type:
ConditionEnum
Content:
simple
Defined:
locally within FxLeverage complexType in fpml-fx-complex-5-8.xsd; see XML source
condition (in payoffLeverage in vanillaPayoffRegion in fxAccrualForward)
Condition in which leverage applies.
Type:
ConditionEnum
Content:
simple
Defined:
locally within FxAccrualPayoffLeverage complexType in fpml-fx-accruals-5-8.xsd; see XML source
conditionalFixings
Number of fixings that are in the money.
Type:
xsd:integer
Content:
simple
Defined:
locally within FxKnockoutCount complexType in fpml-fx-complex-5-8.xsd; see XML source
conditionPrecedentBond
To indicate whether the Condition Precedent Bond is applicable.
Type:
xsd:boolean
Content:
simple
Defined:
locally within BondReference complexType in fpml-ird-5-8.xsd; see XML source
conditionsPrecedentMet
An enumeration which describes whether the condition precent have been met, not met or been waived.
Type:
ConditionsPrecedentMetEnum
Content:
simple
Defined:
locally within Borrowing complexType in fpml-loan-5-8.xsd; see XML source
confirmationAcknowledgement
A business acknowledgement message to indicate that the previously sent message was sucessfully processed.
Type:
EventRequestAcknowledgement
Content:
complex, 3 attributes, 10 elements
Defined:
globally in fpml-confirmation-processes-5-8.xsd; see XML source
Used:
never
confirmationAgreed
The confirmationAgreed message is sent when the matching process returns a proposed match (trade or event) and the Confirmation Requester agrees with it.
Type:
ConfirmationAgreed
Content:
complex, 3 attributes, 20 elements
Defined:
globally in fpml-confirmation-processes-5-8.xsd; see XML source
Used:
never
confirmationDisputed
The confirmationDisputed message is sent when the matching process returns a proposed match (trade or event) and the Confirmation Requester disputes it.
Type:
ConfirmationDisputed
Content:
complex, 3 attributes, 21 elements
Defined:
globally in fpml-confirmation-processes-5-8.xsd; see XML source
Used:
never
confirmationException
A message sent to inform another system that some exception has been detected.
Type:
Exception
Content:
complex, 3 attributes, 7 elements
Defined:
globally in fpml-confirmation-processes-5-8.xsd; see XML source
Used:
never
confirmationMethod
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-5-8.xsd; see XML source
confirmationStatus
The confirmationStatus message provides the status of the matching process: matched, mismatched, unmatched, or alleged.
Type:
ConfirmationStatus
Content:
complex, 3 attributes, 12 elements
Defined:
globally in fpml-confirmation-processes-5-8.xsd; see XML source
Used:
never
confirmed
When this trade was confirmed.
Type:
xsd:dateTime
Content:
simple
Defined:
locally within TradeProcessingTimestamps complexType in fpml-doc-5-8.xsd; see XML source
consentAcknowledgement
Type:
EventRequestAcknowledgement
Content:
complex, 3 attributes, 10 elements
Defined:
globally in fpml-confirmation-processes-5-8.xsd; see XML source
Used:
never
consenterRole
Determines who is required to grant consent for this consent type.
Type:
LoanPartyRole
Content:
simple, 1 attribute
Defined:
locally within LenderConsentRule complexType in fpml-loan-5-8.xsd; see XML source
consentException
Type:
Exception
Content:
complex, 3 attributes, 7 elements
Defined:
globally in fpml-confirmation-processes-5-8.xsd; see XML source
Used:
never
consentGranted
Type:
ConsentGranted
Content:
complex, 3 attributes, 23 elements
Defined:
globally in fpml-confirmation-processes-5-8.xsd; see XML source
Used:
never
consentRefused
Type:
ConsentRefused
Content:
complex, 3 attributes, 23 elements
Defined:
globally in fpml-confirmation-processes-5-8.xsd; see XML source
Used:
never
consentRequiredLoan
A deliverable obligation characteristic.
Type:
PCDeliverableObligationCharac
Content:
complex, 2 elements
Defined:
locally within DeliverableObligations complexType in fpml-cd-5-8.xsd; see XML source
constantNotionalScheduleReference
A pointer style reference to the associated constant notional schedule defined elsewhere in the document which contains the currency amounts which will be converted into the varying notional currency amounts using the spot currency exchange rate.
Type:
NotionalReference
Content:
empty, 1 attribute
Defined:
locally within FxLinkedNotionalSchedule complexType in fpml-ird-5-8.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-5-8.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-5-8.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-5-8.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-5-8.xsd; see XML source
contactInfo (defined in Party.model group)
Information on how to contact the party using various means.
Type:
ContactInformation
Content:
complex, 3 elements
Defined:
locally within Party.model group in fpml-shared-5-8.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-5-8.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-5-8.xsd; see XML source
contingency
The conditions under which the party specified in contingentParty will be excused from damages if transmission is interrupted or curtailed.
Type:
ElectricityTransmissionContingencyType
Content:
simple, 1 attribute
Defined:
locally within ElectricityTransmissionContingency complexType in fpml-com-5-8.xsd; see XML source
contingentParty
The party to which the contingency applies.
Type:
PartyReference
Content:
empty, 1 attribute
Defined:
locally within ElectricityTransmissionContingency complexType in fpml-com-5-8.xsd; see XML source
continuity
An obligation and deliverable obligation characteristic.
Type:
xsd:boolean
Content:
simple
Defined:
locally within Obligations complexType in fpml-cd-5-8.xsd; see XML source
contract (defined in LoanContractDetails.model group)
Type:
LoanContract
Content:
complex, 9 elements
Defined:
locally within LoanContractDetails.model group in fpml-loan-5-8.xsd; see XML source
contract (in accrualOptionChangeNotification)
Type:
LoanContract
Content:
complex, 9 elements
Defined:
locally within AccrualOptionChangeNotification complexType in fpml-loan-5-8.xsd; see XML source
contract (in currentContracts)
New or existing loan contracts defined as the result of the rollover.
Type:
LoanContract
Content:
complex, 9 elements
Defined:
locally within currentContracts element in fpml-loan-5-8.xsd; see XML source
contractId (defined in ContractIdentifier complexType)
A contract id which is not version aware.
Type:
ContractId
Content:
simple, 2 attributes
Defined:
locally within ContractIdentifier complexType in fpml-doc-5-8.xsd; see XML source
contractId (in versionedContractId)
Type:
ContractId
Content:
simple, 2 attributes
Defined:
locally within VersionedContractId complexType in fpml-doc-5-8.xsd; see XML source
contractIdentifier
A deal summary structure.
Type:
FacilityContractIdentifier
Content:
complex, 1 attribute, 4 elements
Defined:
locally within LoanContractDetails.model group in fpml-loan-5-8.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-5-8.xsd; see XML source
contractRateStep
For a DRY Voyage Charter or Time Charter Freight Swap, the price per relevant unit for pruposes of the calculation of a Fixed Amount for a given Calculation Period during the life of the trade.
Type:
NonNegativeMoney
Content:
complex, 1 attribute, 2 elements
Defined:
locally within CommodityFixedPriceSchedule complexType in fpml-com-5-8.xsd; see XML source
contractReference
Specifies the contract that can be referenced, besides the undelyer type.
Type:
String
Content:
simple
Defined:
locally within ExchangeTradedContract complexType in fpml-asset-5-8.xsd; see XML source
contractSummary
A facility summary structure.
Type:
LoanContractSummary
Content:
complex, 3 elements
Defined:
locally within LoanContractDetails.model group in fpml-loan-5-8.xsd; see XML source
contractualDefinitions (in documentation)
The definitions such as those published by ISDA that will define the terms of the trade.
Type:
ContractualDefinitions
Content:
simple, 1 attribute
Defined:
locally within Documentation complexType in fpml-shared-5-8.xsd; see XML source
contractualDefinitions (in novation)
The definitions (such as those published by ISDA) that will define the terms of the novation transaction.
Type:
ContractualDefinitions
Content:
simple, 1 attribute
Defined:
locally within NovationTerms.model group in fpml-business-events-5-8.xsd; see XML source
contractualMatrix
A reference to a contractual matrix of elected terms/values (such as those published by ISDA) that shall be deemed to apply to the trade.
Type:
ContractualMatrix
Content:
complex, 3 elements
Defined:
locally within Documentation complexType in fpml-shared-5-8.xsd; see XML source
contractualTermsSupplement (in documentation)
A contractual supplement (such as those published by ISDA) that will apply to the trade.
Type:
ContractualTermsSupplement
Content:
complex, 2 elements
Defined:
locally within Documentation complexType in fpml-shared-5-8.xsd; see XML source
contractualTermsSupplement (in novation)
A contractual supplement (such as those published by ISDA) that will apply to the trade.
Type:
ContractualTermsSupplement
Content:
complex, 2 elements
Defined:
locally within NovationTerms.model group in fpml-business-events-5-8.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-5-8.xsd; see XML source
convention
The FX Offset Convention can be FxSpot or FxForward.
Type:
FxOffsetConventionEnum
Content:
simple
Defined:
locally within FxDateOffset complexType in fpml-fx-complex-5-8.xsd; see XML source
conversionFactor (defined in CommodityExercise complexType)
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:
xsd:decimal
Content:
simple
Defined:
locally within CommodityExercise complexType in fpml-com-5-8.xsd; see XML source
conversionFactor (defined in FloatingLegCalculation complexType)
If the Notional Quantity is specified in units that do not match the units in which the Commodity Reference Price is quoted, the scaling or conversion factor used to convert the Commodity Reference Price units into the Notional Quantity units should be stated here.
Type:
xsd:decimal
Content:
simple
Defined:
locally within FloatingLegCalculation complexType in fpml-com-5-8.xsd; see XML source
conversionFactor (in metalPhysicalLeg)
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:
xsd:decimal
Content:
simple
Defined:
locally within MetalPhysicalLeg complexType in fpml-com-5-8.xsd; see XML source
conversionFactor (in underlying in notionalQuantityBasket)
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:
xsd:decimal
Content:
simple
Defined:
locally within CommodityBasketUnderlyingByNotional complexType in fpml-com-5-8.xsd; see XML source
convertibleBond
Identifies the underlying asset when it is a convertible bond.
Type:
ConvertibleBond
Content:
complex, 1 attribute, 18 elements
Subst.Gr:
may substitute for element underlyingAsset
Defined:
globally in fpml-asset-5-8.xsd; see XML source
Used:
at 2 locations
coordinate
An explicit, filled in data point coordinate.
Type:
PricingDataPointCoordinate
Content:
complex, 1 attribute, 4 elements
Defined:
locally within PricingCoordinateOrReference.model group in fpml-riskdef-5-8.xsd; see XML source
coordinateReference
A reference to a pricing data point coordinate within this document.
Type:
PricingDataPointCoordinateReference
Content:
empty, 1 attribute
Defined:
locally within PricingCoordinateOrReference.model group in fpml-riskdef-5-8.xsd; see XML source
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-5-8.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-5-8.xsd; see XML source
Used:
never
correctionPeriod
If 'dataCorrection'=true, this indicates how long after the initial publication of the data corrections can be made.
Type:
Period
Content:
complex, 1 attribute, 2 elements
Defined:
locally within WeatherLegCalculation complexType in fpml-com-5-8.xsd; see XML source
correlation
Specifies Correlation.
Type:
Correlation
Content:
complex, 9 elements
Defined:
locally within CorrelationAmount complexType in fpml-correlation-swaps-5-8.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-5-8.xsd; see XML source
correlationLeg
Correlation Leg.
Type:
CorrelationLeg
Content:
complex, 1 attribute, 15 elements
Defined:
locally within CorrelationSwap complexType in fpml-correlation-swaps-5-8.xsd; see XML source
correlationStrikePrice
Correlation Strike Price.
Type:
CorrelationValue
Content:
simple
Defined:
locally within Correlation complexType in fpml-eq-shared-5-8.xsd; see XML source
correlationSwap
Specifies the structure of a correlation swap.
Type:
CorrelationSwap
Content:
complex, 1 attribute, 8 elements
Subst.Gr:
may substitute for element product
Defined:
globally in fpml-correlation-swaps-5-8.xsd; see XML source
Used:
never
correspondentInformation
The information required to identify the correspondent bank that will make delivery of the funds on the paying bank's behalf in the country where the payment is to be made
Type:
CorrespondentInformation
Content:
complex, 4 elements
Defined:
locally within SettlementInstruction complexType in fpml-shared-5-8.xsd; see XML source
correspondentPartyReference
Link to the party acting as correspondent.
Type:
PartyReference
Content:
empty, 1 attribute
Defined:
locally within CorrespondentInformation complexType in fpml-shared-5-8.xsd; see XML source
counterCurrency
An opposing currency.
Type:
Currency
Content:
simple, 1 attribute
Defined:
locally within FxStraddle complexType in fpml-fx-5-8.xsd; see XML source
counterCurrencyAmount (in accrualRegion)
The opposite currency amount.
Type:
FxCounterCurrencyAmount
Content:
complex, 1 attribute, 4 elements
Defined:
locally within FxAccrualRegion complexType in fpml-fx-accruals-5-8.xsd; see XML source
counterCurrencyAmount (in fxAccrualForward)
The opposite currency amount.
Type:
FxCounterCurrencyAmount
Content:
complex, 1 attribute, 4 elements
Defined:
locally within FxAccrualForward complexType in fpml-fx-accruals-5-8.xsd; see XML source
counterCurrencyAmount (in fxAccrualOption)
The opposite currency amount the amount which is not always deterministicl.
Type:
FxCounterCurrencyAmount
Content:
complex, 1 attribute, 4 elements
Defined:
locally within FxAccrualOption complexType in fpml-fx-accruals-5-8.xsd; see XML source
counterCurrencyAmount (in fxTargetForward)
The opposite currency amount of the Target.
Type:
FxCounterCurrencyAmount
Content:
complex, 1 attribute, 4 elements
Defined:
locally within FxTargetKnockoutForwardStrip complexType in fpml-fx-complex-5-8.xsd; see XML source
counterCurrencyAmount (in payoffLeverage defined in FxVanillaPayoffRegion complexType)
The opposite currency amount of the Target.
Type:
FxCounterCurrencyAmount
Content:
complex, 1 attribute, 4 elements
Defined:
locally within FxLeverage complexType in fpml-fx-complex-5-8.xsd; see XML source
counterCurrencyAmount (in payoffLeverage in vanillaPayoffRegion in fxAccrualForward)
The opposite currency amount.
Type:
FxCounterCurrencyAmount
Content:
complex, 1 attribute, 4 elements
Defined:
locally within FxAccrualPayoffLeverage complexType in fpml-fx-accruals-5-8.xsd; see XML source
counterpartyReference
Type:
PartyReference
Content:
empty, 1 attribute
Defined:
locally within GenericProduct complexType in fpml-generic-5-8.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-5-8.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-5-8.xsd; see XML source
country (in brand)
Type:
CountryCode
Content:
simple, 1 attribute
Defined:
locally within CommodityMetalBrand complexType in fpml-com-5-8.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-5-8.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-5-8.xsd; see XML source
couponPayment (in basketConstituent)
The next upcoming coupon payment.
Type:
PendingPayment
Content:
complex, 1 attribute, 3 elements
Defined:
locally within BasketConstituent complexType in fpml-asset-5-8.xsd; see XML source
couponPayment (in singleUnderlyer)
The next upcoming coupon payment.
Type:
PendingPayment
Content:
complex, 1 attribute, 3 elements
Defined:
locally within SingleUnderlyer complexType in fpml-asset-5-8.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-5-8.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-5-8.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-5-8.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-5-8.xsd; see XML source
creditAgreementDate (in deal)
The credit agreement date is also known as the 'closing date' (the date on which the agreement was signed).
Type:
xsd:date
Content:
simple
Defined:
locally within DealSummary complexType in fpml-loan-5-8.xsd; see XML source
creditAgreementDate (in loan)
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-5-8.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-5-8.xsd; see XML source
creditCurve
Type:
CreditCurve
Content:
complex, 1 attribute, 10 elements
Subst.Gr:
may substitute for element pricingStructure
Defined:
globally in fpml-mktenv-5-8.xsd; see XML source
Used:
never
creditCurveValuation
Type:
CreditCurveValuation
Content:
complex, 2 attributes, 11 elements
Subst.Gr:
may substitute for element pricingStructureValuation
Defined:
globally in fpml-mktenv-5-8.xsd; see XML source
Used:
never
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, 10 elements
Subst.Gr:
may substitute for element product
Defined:
globally in fpml-cd-5-8.xsd; see XML source
Used:
never
creditDefaultSwap (in creditDefaultSwapOption)
Type:
CreditDefaultSwap
Content:
complex, 1 attribute, 10 elements
Defined:
locally within CreditDefaultSwapOption complexType in fpml-cd-5-8.xsd; see XML source
creditDefaultSwapOption
An option on a credit default swap.
Type:
CreditDefaultSwapOption
Content:
complex, 1 attribute, 26 elements
Subst.Gr:
may substitute for element product
Defined:
globally in fpml-cd-5-8.xsd; see XML source
Used:
never
creditDerivativesNotices
This element should be specified if one or more of either a Credit Event Notice, Notice of Publicly Available Information, Notice of Physical Settlement or Notice of Intended Physical Settlement, as applicable, has been delivered by or to the Transferor or the Remaining Party.
Type:
CreditDerivativesNotices
Content:
complex, 3 elements
Defined:
locally within NovationTerms.model group in fpml-business-events-5-8.xsd; see XML source
creditDocument
What arrangements will be made to provide credit?
Type:
CreditDocument
Content:
simple, 1 attribute
Defined:
locally within EndUserExceptionDeclaration complexType in fpml-doc-5-8.xsd; see XML source
creditEntityReference
An XML reference a credit entity defined elsewhere in the document.
Type:
LegalEntityReference
Content:
empty, 1 attribute
Defined:
locally within CreditEntity.model group in fpml-asset-5-8.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-5-8.xsd; see XML source
Used:
at 7 locations
creditEvent (in creditDerivativesNotices)
This element corresponds to the Credit Event Notice Delivered Under Old Transaction and Deemed Delivered Under New Transaction under the EXHIBIT C to 2004 ISDA Novation Definitions.
Type:
xsd:boolean
Content:
simple
Defined:
locally within CreditDerivativesNotices complexType in fpml-doc-5-8.xsd; see XML source
creditEventAcknowledgement
Type:
Acknowledgement
Content:
complex, 3 attributes, 9 elements
Defined:
globally in fpml-credit-event-notification-5-8.xsd; see XML source
Used:
never
creditEventDate
Type:
xsd:date
Content:
simple
Defined:
locally within CreditEventNoticeDocument complexType in fpml-credit-event-notification-5-8.xsd; see XML source
creditEventException
Type:
Exception
Content:
complex, 3 attributes, 7 elements
Defined:
globally in fpml-credit-event-notification-5-8.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-5-8.xsd; see XML source
Used:
never
creditEventNotice (defined in CreditEvents complexType)
A specified condition to settlement.
Type:
CreditEventNotice
Content:
complex, 3 elements
Defined:
locally within CreditEvents complexType in fpml-option-shared-5-8.xsd; see XML source
creditEventNotice (in creditEventNotification)
Type:
CreditEventNoticeDocument
Content:
complex, 8 elements
Defined:
locally within CreditEventNotification complexType in fpml-credit-event-notification-5-8.xsd; see XML source
creditEventNotice (in creditEventNotificationRetracted)
Type:
CreditEventNoticeDocument
Content:
complex, 8 elements
Defined:
locally within CreditEventNotificationRetracted complexType in fpml-credit-event-notification-5-8.xsd; see XML source
creditEventNoticeDate
Type:
xsd:date
Content:
simple
Defined:
locally within CreditEventNoticeDocument complexType in fpml-credit-event-notification-5-8.xsd; see XML source
creditEventNotification
A message defining the ISDA defined Credit Event Notice.
Type:
CreditEventNotification
Content:
complex, 3 attributes, 9 elements
Defined:
globally in fpml-credit-event-notification-5-8.xsd; see XML source
Used:
never
creditEventNotificationRetracted
A message retracting a previous credit event notification.
Type:
CreditEventNotificationRetracted
Content:
complex, 3 attributes, 8 elements
Defined:
globally in fpml-credit-event-notification-5-8.xsd; see XML source
Used:
never
creditEvents (in creditCurve)
The material credit event.
Type:
CreditEvents
Content:
complex, 1 attribute, 15 elements
Defined:
locally within CreditCurveCharacteristics.model group in fpml-mktenv-5-8.xsd; see XML source
creditEvents (in protectionTerms)
This element contains all the ISDA terms relating to credit events.
Type:
CreditEvents
Content:
complex, 1 attribute, 15 elements
Defined:
locally within ProtectionTerms complexType in fpml-cd-5-8.xsd; see XML source
creditEvents (in trigger defined in TriggerEvent complexType)
Type:
CreditEvents
Content:
complex, 1 attribute, 15 elements
Defined:
locally within Trigger complexType in fpml-option-shared-5-8.xsd; see XML source
creditEventsReference
Type:
CreditEventsReference
Content:
empty, 1 attribute
Defined:
locally within Trigger complexType in fpml-option-shared-5-8.xsd; see XML source
creditLimit
Type:
CreditLimit
Content:
complex, 10 elements
Defined:
locally within CreditLimitInformation complexType in fpml-business-events-5-8.xsd; see XML source
creditLimitInformation (in clearingConfirmed)
Type:
CreditLimitInformation
Content:
complex, 3 elements
Defined:
locally within ClearingConfirmed complexType in fpml-confirmation-processes-5-8.xsd; see XML source
creditLimitInformation (in consentGranted)
Type:
CreditLimitInformation
Content:
complex, 3 elements
Defined:
locally within ConsentGranted complexType in fpml-confirmation-processes-5-8.xsd; see XML source
creditLimitInformation (in consentRefused)
Type:
CreditLimitInformation
Content:
complex, 3 elements
Defined:
locally within ConsentRefused complexType in fpml-confirmation-processes-5-8.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-5-8.xsd; see XML source
creditSupportAgreement
The agreement executed between the parties and intended to govern collateral arrangement for all OTC derivatives transactions between those parties.
Type:
CreditSupportAgreement
Content:
complex, 3 elements
Defined:
locally within Documentation complexType in fpml-shared-5-8.xsd; see XML source
crossCurrency
If “Cross-Currency” is specified as the Settlement Type in the relevant Transaction Supplement, an amount in the Settlement Currency, determined by the Calculation Agent as being equal to the number of Options exercised or deemed exercised, multiplied by: (Settlement Price – Strike Price) / (Strike Price – Settlement Price) x Multiplier x one unit of the Reference Currency converted into an amount in the Settlement Currency using the rate of exchange of the Settlement Currency as quoted on the Reference Price Source on the Valuation Date, provided that if the above is equal to a negative amount the Option Cash Settlement Amount shall be deemed to be zero.
Type:
Composite
Content:
complex, 3 elements
Defined:
locally within FxFeature complexType in fpml-option-shared-5-8.xsd; see XML source
crossCurrencyMethod
An ISDA defined cash settlement method used for the determination of the applicable cash settlement amount.
Type:
CrossCurrencyMethod
Content:
complex, 3 elements
Defined:
locally within CashSettlement complexType in fpml-ird-5-8.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-5-8.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-5-8.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-5-8.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-5-8.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-5-8.xsd; see XML source
currency (defined in CommodityReferencePriceFramework.model group)
The currency in which the Commodity Reference Price is published (e.g.
Type:
Currency
Content:
simple, 1 attribute
Defined:
locally within CommodityReferencePriceFramework.model group in fpml-asset-5-8.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-5-8.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-5-8.xsd; see XML source
currency (defined in ExchangedCurrency complexType)
Type:
Currency
Content:
simple, 1 attribute
Defined:
locally within ExchangedCurrency complexType in fpml-fx-complex-5-8.xsd; see XML source
currency (defined in FixedRateOption complexType)
Type:
Currency
Content:
simple, 1 attribute
Defined:
locally within FixedRateOption complexType in fpml-loan-5-8.xsd; see XML source
currency (defined in FloatingRateOption complexType)
Type:
Currency
Content:
simple, 1 attribute
Defined:
locally within FloatingRateOption complexType in fpml-loan-5-8.xsd; see XML source
currency (defined in FxCurrencyPayment complexType)
The currency of the payment.
Type:
Currency
Content:
simple, 1 attribute
Defined:
locally within FxCurrencyPayment complexType in fpml-fx-accruals-5-8.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-5-8.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-5-8.xsd; see XML source
currency (defined in NotDomesticCurrency complexType)
An explicit specification of the domestic currency.
Type:
Currency
Content:
simple, 1 attribute
Defined:
locally within NotDomesticCurrency complexType in fpml-cd-5-8.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-5-8.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-5-8.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-5-8.xsd; see XML source
currency (defined in SpecifiedCurrency complexType)
The currency in which an amount is denominated.
Type:
Currency
Content:
simple, 1 attribute
Defined:
locally within SpecifiedCurrency complexType in fpml-cd-5-8.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-5-8.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-5-8.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-5-8.xsd; see XML source
currency (in creditLimit)
Type:
Currency
Content:
simple, 1 attribute
Defined:
locally within CreditLimitBase complexType in fpml-business-events-5-8.xsd; see XML source
currency (in deal)
Deal denomination currency.
Type:
Currency
Content:
simple, 1 attribute
Defined:
locally within DealSummary complexType in fpml-loan-5-8.xsd; see XML source
currency (in dualCurrency)
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-5-8.xsd; see XML source
currency (in featurePayment)
The currency in which an amount is denominated.
Type:
Currency
Content:
simple, 1 attribute
Defined:
locally within FeaturePayment complexType in fpml-option-shared-5-8.xsd; see XML source
currency (in limitApplicable)
Type:
Currency
Content:
simple, 1 attribute
Defined:
locally within LimitApplicable complexType in fpml-business-events-5-8.xsd; see XML source
currency (in nonDeliverableSubstitute)
The code for the currency which can be delivered if settlement in the original non-deliverable currency is not possible.
Type:
Currency
Content:
simple, 1 attribute
Defined:
locally within NonDeliverableSubstitute complexType in fpml-fx-5-8.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-5-8.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-5-8.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-5-8.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-5-8.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-5-8.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-5-8.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-5-8.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-5-8.xsd; see XML source
currentBaseRate
Type:
xsd:decimal
Content:
simple
Defined:
locally within RateChange.model group in fpml-loan-5-8.xsd; see XML source
currentCommitment
The current global/lender share commitment amount.
Type:
FacilityCommitment
Content:
complex, 6 elements
Defined:
locally within FacilityCommitment.model group in fpml-loan-5-8.xsd; see XML source
currentContracts
Type:
anonymous complexType
Content:
complex, 1 element
Defined:
locally within RolloverNotification complexType in fpml-loan-5-8.xsd; see XML source
Includes:
definition of 1 element
currentDealAmount
Current deal amount.
Type:
MoneyWithParticipantShare
Content:
complex, 1 attribute, 3 elements
Defined:
locally within DealSummary complexType in fpml-loan-5-8.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-5-8.xsd; see XML source
currentMaturityDate
The new loan contract maturity date.
Type:
xsd:date
Content:
simple
Defined:
locally within LoanContractMaturityChange complexType in fpml-loan-5-8.xsd; see XML source
curveInstrument
Defines the underlying asset when it is a curve instrument.
Type:
Asset
Content:
empty, 1 attribute
Abstract:
(may not be used directly in instance XML documents)
Subst.Gr:
may be substituted with 6 elements
Defined:
globally in fpml-asset-5-8.xsd; see XML source
Used:
at 7 locations
cutName (defined in FxDigitalAmericanExercise complexType)
The code by which the expiry time is known in the market.
Type:
CutName
Content:
simple, 1 attribute
Defined:
locally within FxDigitalAmericanExercise complexType in fpml-fx-5-8.xsd; see XML source
cutName (defined in FxEuropeanExercise complexType)
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-5-8.xsd; see XML source
cycle (in pipeline)
The cycle(s) during which the oil product will be transported in the pipeline.
Type:
CommodityPipelineCycle
Content:
simple, 1 attribute
Defined:
locally within OilPipelineDelivery complexType in fpml-com-5-8.xsd; see XML source
cycle (in processingStatus)
The processing cycle or phase that this message describes.
Type:
ServiceProcessingCycle
Content:
simple, 1 attribute
Defined:
locally within ServiceProcessingStatus complexType in fpml-msg-5-8.xsd; see XML source
dataCorrection
The date payment often revised after its publication, this indicates if the payment date could be recalculated.
Type:
xsd:boolean
Content:
simple
Defined:
locally within WeatherLegCalculation complexType in fpml-com-5-8.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, 7 elements
Defined:
globally in fpml-main-5-8.xsd; see XML source
Used:
never
datapoint
The values of the adjustment parameter.
Type:
ParametricAdjustmentPoint
Content:
complex, 2 elements
Defined:
locally within ParametricAdjustment complexType in fpml-mktenv-5-8.xsd; see XML source
dataPoints
The raw volatility matrix data, expressed as a multi-dimensional array.
Type:
MultiDimensionalPricingData
Content:
complex, 15 elements
Defined:
locally within VolatilityMatrix complexType in fpml-mktenv-5-8.xsd; see XML source
dataProvider
The provider of either temperature data or precipitation data specified by the parties in the related Confirmation.
Type:
DataProvider
Content:
simple, 2 attributes
Defined:
locally within WeatherIndexData complexType in fpml-com-5-8.xsd; see XML source
date (defined in DateList complexType)
Type:
xsd:date
Content:
simple
Defined:
locally within DateList complexType in fpml-shared-5-8.xsd; see XML source
date (defined in FxBusinessCenterDateTime complexType)
Type:
xsd:date
Content:
simple
Defined:
locally within FxBusinessCenterDateTime complexType in fpml-fx-5-8.xsd; see XML source
date (defined in TimeDimension complexType)
The absolute date corresponding to this term point, for example January 3, 2005.
Type:
xsd:date
Content:
simple
Defined:
locally within TimeDimension complexType in fpml-riskdef-5-8.xsd; see XML source
date (in commitmentChange)
The date on which a facility increase/decrease has/will occur.
Type:
xsd:date
Content:
simple
Defined:
locally within CommitmentChange complexType in fpml-loan-5-8.xsd; see XML source
date (in creditSupportAgreement)
The date of the agreement executed between the parties and intended to govern collateral arrangements for all OTC derivatives transactions between those parties.
Type:
xsd:date
Content:
simple
Defined:
locally within CreditSupportAgreement complexType in fpml-shared-5-8.xsd; see XML source
date (in implementationSpecification)
Type:
xsd:date
Content:
simple
Defined:
locally within ImplementationSpecification complexType in fpml-msg-5-8.xsd; see XML source
date (in optionExpiry defined in OptionsEvents.model group)
Type:
xsd:date
Content:
simple
Defined:
locally within OptionExpiry complexType in fpml-business-events-5-8.xsd; see XML source
date (in optionExpiry in maturityNotification)
Type:
xsd:date
Content:
simple
Defined:
locally within OptionExpiryBase complexType in fpml-business-events-5-8.xsd; see XML source
date (in rateObservation in asian in features in fxOption)
A specific date for which an observation against a particular rate will be made and will be used for subsequent computations.
Type:
xsd:date
Content:
simple
Defined:
locally within FxAverageRateObservation complexType in fpml-fx-5-8.xsd; see XML source
date (in tradeMaturity)
Type:
xsd:date
Content:
simple
Defined:
locally within TradeMaturity complexType in fpml-business-events-5-8.xsd; see XML source
dateAdjustments (defined in AdjustableDate.model group)
The business day convention and financial business centers used for adjusting the date if it would otherwise fall on a day that is not a business date in the specified business centers.
Type:
BusinessDayAdjustments
Content:
complex, 1 attribute, 3 elements
Defined:
locally within AdjustableDate.model group in fpml-shared-5-8.xsd; see XML source
dateAdjustments (defined in AdjustableDate2 complexType)
The business day convention and financial business centers used for adjusting the date if it would otherwise fall on a day that is not a business dat in the specified business centers.
Type:
BusinessDayAdjustments
Content:
complex, 1 attribute, 3 elements
Defined:
locally within AdjustableDate2 complexType in fpml-shared-5-8.xsd; see XML source
dateAdjustments (defined in AdjustableDates complexType)
The business day convention and financial business centers used for adjusting the date if it would otherwise fall on a day that is not a business dat in the specified business centers.
Type:
BusinessDayAdjustments
Content:
complex, 1 attribute, 3 elements
Defined:
locally within AdjustableDates complexType in fpml-shared-5-8.xsd; see XML source
dateAdjustments (defined in DividendPeriod complexType)
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-5-8.xsd; see XML source
dateAdjustments (defined in FxAdjustedDateAndDateAdjustments complexType)
Date adjustments applied to the adjusted dates including the business day convention and the business centers.
Type:
BusinessDayAdjustments
Content:
complex, 1 attribute, 3 elements
Defined:
locally within FxAdjustedDateAndDateAdjustments complexType in fpml-fx-accruals-5-8.xsd; see XML source
dateAdjustments (defined in FxSchedule complexType)
Date adjustments applied to the adjusted dates including the business day convention and the business centers.
Type:
BusinessDayAdjustments
Content:
complex, 1 attribute, 3 elements
Defined:
locally within FxSchedule complexType in fpml-fx-complex-5-8.xsd; see XML source
dateAdjustments (defined in ParametricSchedule.model group)
Date adjustments applied to the schedule including the business day convention and the business centers.
Type:
BusinessDayAdjustments
Content:
complex, 1 attribute, 3 elements
Defined:
locally within ParametricSchedule.model group in fpml-fx-complex-5-8.xsd; see XML source
dateAdjustments (in generalTerms)
ISDA 2003 Terms: Business Day and Business Day Convention.
Type:
BusinessDayAdjustments
Content:
complex, 1 attribute, 3 elements
Defined:
locally within GeneralTerms complexType in fpml-cd-5-8.xsd; see XML source
dateAdjustmentsReference
A pointer style reference to date adjustments defined elsewhere in the document.
Type:
BusinessDayAdjustmentsReference
Content:
empty, 1 attribute
Defined:
locally within AdjustableDate2 complexType in fpml-shared-5-8.xsd; see XML source
dateOffset (defined in FxSchedule complexType)
The representation of the schedule as an offset relative to another schedule.
Type:
FxDateOffset
Content:
complex, 3 elements
Defined:
locally within FxSchedule complexType in fpml-fx-complex-5-8.xsd; see XML source
dateOffset (defined in RelativeDateSequence complexType)
Type:
DateOffset
Content:
complex, 1 attribute, 4 elements
Defined:
locally within RelativeDateSequence complexType in fpml-shared-5-8.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-5-8.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-5-8.xsd; see XML source
dateRelativeTo (in startingDate in earlyTermination in commodityPerformanceSwap)
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 CommodityStartingDate complexType in fpml-com-5-8.xsd; see XML source
dateRelativeTo (in startingDate in earlyTermination in returnSwap)
Reference to a date defined elswhere in the document.
Type:
DateReference
Content:
empty, 1 attribute
Defined:
locally within StartingDate complexType in fpml-eq-shared-5-8.xsd; see XML source
dateRelativeToCalculationPeriodDates
The calculation period references on which settlements in non-deliverable currency are due and will then have to be converted according to the terms specified through the other parts of the nonDeliverableSettlement structure.
Type:
DateRelativeToCalculationPeriodDates
Content:
complex, 1 element
Defined:
locally within FxFixingDate complexType in fpml-ird-5-8.xsd; see XML source
dateRelativeToPaymentDates
The payment date references on which settlements in non-deliverable currency are due and will then have to be converted according to the terms specified through the other parts of the nonDeliverableSettlement structure.
Type:
DateRelativeToPaymentDates
Content:
complex, 1 element
Defined:
locally within FxFixingDate complexType in fpml-ird-5-8.xsd; see XML source
dateTime (in averagingDateTimes)
Type:
xsd:dateTime
Content:
simple
Defined:
locally within DateTimeList complexType in fpml-shared-5-8.xsd; see XML source
dateTime (in averagingObservation)
Observation date time, which should be used when literal observation dates are required.
Type:
xsd:dateTime
Content:
simple
Defined:
locally within WeightedAveragingObservation complexType in fpml-option-shared-5-8.xsd; see XML source
dayCount
The number of days over which pricing should take place.
Type:
xsd:positiveInteger
Content:
simple
Defined:
locally within Days.model group in fpml-com-5-8.xsd; see XML source
dayCountFraction (defined in AccrualOptionBase complexType)
The day count basis for the accrual.
Type:
DayCountFraction
Content:
simple, 1 attribute
Defined:
locally within AccrualOptionBase complexType in fpml-loan-5-8.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-5-8.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-5-8.xsd; see XML source
dayCountFraction (in commodityFixedInterestCalculation)
Specifies the basis for the adjustment of a rate from an annual rate to a rate appropriate for the Calculation Period: e.g. the number of calendar days in the Calculation Period divided by the calendar days basis e.g. actual number of days in the Calculation Period divided by 365.
Type:
DayCountFraction
Content:
simple, 1 attribute
Defined:
locally within CommodityFixedInterestCalculation complexType in fpml-com-5-8.xsd; see XML source
dayCountFraction (in deposit)
The day count basis for the deposit.
Type:
DayCountFraction
Content:
simple, 1 attribute
Defined:
locally within Deposit complexType in fpml-asset-5-8.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-5-8.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-5-8.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-5-8.xsd; see XML source
dayCountFraction (in rateIndex)
The day count basis for the index.
Type:
DayCountFraction
Content:
simple, 1 attribute
Defined:
locally within RateIndex complexType in fpml-asset-5-8.xsd; see XML source
dayCountFraction (in repo)
The day count fraction.
Type:
DayCountFraction
Content:
simple, 1 attribute
Defined:
locally within Repo complexType in fpml-repo-5-8.xsd; see XML source
dayCountFraction (in simpleFra)
The day count basis for the FRA.
Type:
DayCountFraction
Content:
simple, 1 attribute
Defined:
locally within SimpleFra complexType in fpml-asset-5-8.xsd; see XML source
dayCountFraction (in simpleIrSwap)
The day count basis for the swap.
Type:
DayCountFraction
Content:
simple, 1 attribute
Defined:
locally within SimpleIRSwap complexType in fpml-asset-5-8.xsd; see XML source
dayCountFraction (in termDeposit)
The day count fraction.
Type:
DayCountFraction
Content:
simple, 1 attribute
Defined:
locally within TermDeposit complexType in fpml-fx-5-8.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-5-8.xsd; see XML source
dayCountYearFraction
The year fraction value of the calculation period, result of applying the ISDA rules for day count fraction defined in the ISDA Annex.
Type:
xsd:decimal
Content:
simple
Defined:
locally within CalculationPeriod complexType in fpml-ird-5-8.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 Days.model group in fpml-com-5-8.xsd; see XML source
daylightIndicator
Standard settlement in Euroclear takes place in a batch on "value date - 1" (at 4 pm), to allow trades which are not included in this batch to be settled on value date, the daylight indicator can be used.
Type:
xsd:boolean
Content:
simple
Defined:
locally within SecurityTransfer complexType in fpml-repo-5-8.xsd; see XML source
dayNumber
The occurrence of the dayOfWeek within the pricing period on which pricing will take place, e.g. the 3rd Friday within each Calculation Period.
Type:
xsd:integer
Content:
simple
Defined:
locally within Days.model group in fpml-com-5-8.xsd; see XML source
dayOfWeek
The day(s) of the week on which pricing will take place during the pricing period.
Type:
DayOfWeekEnum
Content:
simple
Defined:
locally within Days.model group in fpml-com-5-8.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-5-8.xsd; see XML source
dayType (defined in Days.model group)
The type of day on which pricing occurs.
Type:
CommodityDayTypeEnum
Content:
simple
Defined:
locally within Days.model group in fpml-com-5-8.xsd; see XML source
dayType (defined in Offset complexType)
In the case of an offset specified as a number of days, this element defines whether consideration is given as to whether a day is a good business day or not.
Type:
DayTypeEnum
Content:
simple
Defined:
locally within Offset complexType in fpml-shared-5-8.xsd; see XML source
dayType (in fixingSchedule defined in FxPerformanceSwap complexType)
In the case of an offset specified as a number of days, this element defines whether consideration is given as to whether a day is a good business day or not.
Type:
DayTypeEnum
Content:
simple
Defined:
locally within FxFixingScheduleSimple complexType in fpml-fx-5-8.xsd; see XML source
deal
A complete deal structure.
Type:
Deal
Content:
complex, 1 attribute, 14 elements
Defined:
locally within DealStatement complexType in fpml-loan-5-8.xsd; see XML source
dealer
A dealer from whom quotations are obtained by the calculation agent on the reference obligation for purposes of cash settlement.
Type:
String
Content:
simple
Defined:
locally within CashSettlementTerms complexType in fpml-cd-5-8.xsd; see XML source
dealFxRate
Defines the exchange rate between the facility and deal denomination currencies (only required if the currencies are different).
Type:
FxTerms
Content:
complex, 4 elements
Defined:
locally within FacilityCommitment.model group in fpml-loan-5-8.xsd; see XML source
dealStatement
Type:
DealStatement
Content:
complex, 3 attributes, 11 elements
Defined:
globally in fpml-loan-5-8.xsd; see XML source
Used:
never
dealtCurrency
Indicates which currency was dealt.
Type:
DealtCurrencyEnum
Content:
simple
Defined:
locally within FxCoreDetails.model group in fpml-fx-5-8.xsd; see XML source
declaredCashDividendPercentage
Declared Cash Dividend Percentage.
Type:
NonNegativeDecimal
Content:
simple
Defined:
locally within DeclaredCashAndCashEquivalentDividendPercentage.model group in fpml-eq-shared-5-8.xsd; see XML source
declaredCashEquivalentDividendPercentage
Declared Cash Equivalent Dividend Percentage.
Type:
NonNegativeDecimal
Content:
simple
Defined:
locally within DeclaredCashAndCashEquivalentDividendPercentage.model group in fpml-eq-shared-5-8.xsd; see XML source
deClear (in clearingConfirmed)
A structure describing a declear event.
Type:
DeClear
Content:
complex, 3 elements
Defined:
locally within ClearingResults.model group in fpml-confirmation-processes-5-8.xsd; see XML source
deClear (in clearingEligibility)
A structure describing a declear event.
Type:
DeClear
Content:
complex, 3 elements
Defined:
locally within ClearingEligibility complexType in fpml-clearing-processes-5-8.xsd; see XML source
deClear (in requestClearing)
A structure describing a declear event.
Type:
DeClear
Content:
complex, 3 elements
Defined:
locally within RequestClearing complexType in fpml-confirmation-processes-5-8.xsd; see XML source
deClear (in requestClearingEligibility)
A structure describing a declear event.
Type:
DeClear
Content:
complex, 3 elements
Defined:
locally within RequestClearingEligibility complexType in fpml-clearing-processes-5-8.xsd; see XML source
deClear (in requestClearingRetracted)
A structure describing a declear event.
Type:
DeClear
Content:
complex, 3 elements
Defined:
locally within RequestClearingRetracted complexType in fpml-confirmation-processes-5-8.xsd; see XML source
deClear (in requestConsent)
A structure describing a declear event.
Type:
DeClear
Content:
complex, 3 elements
Defined:
locally within RequestConsent complexType in fpml-confirmation-processes-5-8.xsd; see XML source
deClear (in requestConsentRetracted)
A structure describing a declear event.
Type:
DeClear
Content:
complex, 3 elements
Defined:
locally within RequestConsentRetracted complexType in fpml-confirmation-processes-5-8.xsd; see XML source
defaultProbabilities
A collection of default probabilities.
Type:
TermCurve
Content:
complex, 3 elements
Defined:
locally within DefaultProbabilityCurve complexType in fpml-mktenv-5-8.xsd; see XML source
defaultProbabilityCurve
A curve of default probabilities.
Type:
DefaultProbabilityCurve
Content:
complex, 2 attributes, 9 elements
Defined:
locally within CreditCurveValuation complexType in fpml-mktenv-5-8.xsd; see XML source
defaultRate
This represents a default rate that may apply in addition to a regular margin rate (on outstanding loan contracts).
Type:
PeriodRate
Content:
complex, 3 elements
Defined:
locally within FacilityRates.model group in fpml-loan-5-8.xsd; see XML source
defaultRateChange
Type:
DefaultRateChange
Content:
complex, 12 elements
Subst.Gr:
may substitute for element facilityRateChangeGroup
Defined:
globally in fpml-loan-5-8.xsd; see XML source
Used:
never
defaultRateExpiry
Type:
DefaultRateExpiry
Content:
complex, 11 elements
Subst.Gr:
may substitute for element facilityRateChangeGroup
Defined:
globally in fpml-loan-5-8.xsd; see XML source
Used:
never
defaultRequirement
In relation to certain credit events, serves as a threshold for Obligation Acceleration, Obligation Default, Repudiation/Moratorium and Restructuring.
Type:
Money
Content:
complex, 1 attribute, 2 elements
Defined:
locally within CreditEvents complexType in fpml-option-shared-5-8.xsd; see XML source
defaultSpread (in fixedRateAccrual)
The default spread currently applied to the interest rate period.
Type:
xsd:decimal
Content:
simple
Defined:
locally within FixedRateAccrual complexType in fpml-loan-5-8.xsd; see XML source
defaultSpread (in floatingRateAccrual)
The default spread currently applied to the interest rate period.
Type:
xsd:decimal
Content:
simple
Defined:
locally within FloatingRateAccrual complexType in fpml-loan-5-8.xsd; see XML source
definition (defined in UnderlyingAsset complexType)
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-5-8.xsd; see XML source
definition (in point defined in TermCurve complexType)
An optional reference to an underlying asset that defines the meaning of the value, i.e. the product that the value corresponds to.
Type:
AssetReference
Content:
empty, 1 attribute
Defined:
locally within TermPoint complexType in fpml-mktenv-5-8.xsd; see XML source
definitionReference
A reference to a sensitivity set definition.
Type:
SensitivitySetDefinitionReference
Content:
empty, 1 attribute
Defined:
locally within SensitivitySet complexType in fpml-valuation-5-8.xsd; see XML source
delayedDraw
A revolver facility.
Type:
DelayedDraw
Content:
complex, 1 attribute, 28 elements
Subst.Gr:
may substitute for element facilityGroup
Defined:
globally in fpml-loan-5-8.xsd; see XML source
Used:
never
delayedDraw (in delayedDraw)
A flag to determine whether the Term Loan has a delayed draw feature.
Type:
xsd:boolean
Content:
simple
Defined:
locally within DelayedDraw complexType in fpml-loan-5-8.xsd; see XML source
delisting
The term "Delisting" has the meaning defined in the ISDA 2002 Equity Derivatives Definitions.
Type:
NationalisationOrInsolvencyOrDelistingEventEnum
Content:
simple
Defined:
locally within ExtraordinaryEvents complexType in fpml-eq-shared-5-8.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-5-8.xsd; see XML source
deliverableObligations (in creditCurve)
What sort of obligation may be delivered in the event of the credit event.
Type:
DeliverableObligations
Content:
complex, 23 elements
Defined:
locally within CreditCurveCharacteristics.model group in fpml-mktenv-5-8.xsd; see XML source
deliverableObligations (in physicalSettlementTerms)
This element contains all the ISDA terms relevant to defining the deliverable obligations.
Type:
DeliverableObligations
Content:
complex, 23 elements
Defined:
locally within PhysicalSettlementTerms complexType in fpml-cd-5-8.xsd; see XML source
delivererPartyReference (defined in DelivererReceiver.model group)
Reference to the party that delivers the security.
Type:
PartyReference
Content:
empty, 1 attribute
Defined:
locally within DelivererReceiver.model group in fpml-repo-5-8.xsd; see XML source
delivererPartyReference (defined in SecurityTransfer complexType)
Reference to the party delivering the asset.
Type:
PartyReference
Content:
empty, 1 attribute
Defined:
locally within SecurityTransfer complexType in fpml-repo-5-8.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-5-8.xsd; see XML source
deliveryConditions (in coalPhysicalLeg)
The physical delivery conditions for the transaction.
Type:
CoalDelivery
Content:
complex, 5 elements
Defined:
locally within CoalPhysicalLeg complexType in fpml-com-5-8.xsd; see XML source
deliveryConditions (in electricityPhysicalLeg)
The physical delivery conditions for the transaction.
Type:
ElectricityDelivery
Content:
complex, 6 elements
Defined:
locally within ElectricityPhysicalLeg complexType in fpml-com-5-8.xsd; see XML source
deliveryConditions (in gasPhysicalLeg)
The physical delivery conditions for the transaction.
Type:
GasDelivery
Content:
complex, 7 elements
Defined:
locally within GasPhysicalLeg complexType in fpml-com-5-8.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, 5 elements
Defined:
locally within MetalPhysicalLeg complexType in fpml-com-5-8.xsd; see XML source
deliveryConditions (in oilPhysicalLeg)
The physical delivery conditions for the transaction.
Type:
OilDelivery
Content:
complex, 5 elements
Defined:
locally within OilPhysicalLeg complexType in fpml-com-5-8.xsd; see XML source
deliveryDate (defined in CommodityProduct.model group)
The Delivery Date is a fixed, single day.
Type:
AdjustableDate
Content:
complex, 1 attribute, 3 elements
Defined:
locally within CommodityProduct.model group in fpml-asset-5-8.xsd; see XML source
deliveryDate (defined in Settlement.model group)
Delivery Date for the transaction.
Type:
AdjustableOrRelativeDate
Content:
complex, 1 attribute, 2 elements
Defined:
locally within Settlement.model group in fpml-repo-5-8.xsd; see XML source
deliveryDate (in environmentalPhysicalLeg)
The date on which allowances are to be delivered as specified in the related Confirmation.
Type:
AdjustableOrRelativeDate
Content:
complex, 1 attribute, 2 elements
Defined:
locally within EnvironmentalPhysicalLeg complexType in fpml-com-5-8.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, 3 elements
Defined:
locally within CommodityProduct.model group in fpml-asset-5-8.xsd; see XML source
deliveryDateRollConvention
The 'deliveryDateRollConvention' specifies, for a Commodity Transaction that references a listed future via the 'deliveryDates' element, the day on which the specified future will roll to the next nearby month prior to the expiration of the referenced future.
Type:
Offset
Content:
complex, 1 attribute, 3 elements
Defined:
locally within CommodityProduct.model group in fpml-asset-5-8.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-5-8.xsd; see XML source
deliveryDateYearMonth
The Delivery Date is a fixed, single month.
Type:
xsd:gYearMonth
Content:
simple
Defined:
locally within CommodityProduct.model group in fpml-asset-5-8.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-5-8.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-5-8.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-5-8.xsd; see XML source
deliveryMethod (defined in Transfer complexType)
Specify the delivery method.
Type:
DeliveryMethod
Content:
simple, 1 attribute
Defined:
locally within Transfer complexType in fpml-repo-5-8.xsd; see XML source
deliveryMethod (in repo)
Specifies the delivery method.
Type:
DeliveryMethod
Content:
simple, 1 attribute
Defined:
locally within Repo complexType in fpml-repo-5-8.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-5-8.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-5-8.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-5-8.xsd; see XML source
deliveryOfCommitments
An obligation and deliverable obligation characteristic.
Type:
xsd:boolean
Content:
simple
Defined:
locally within Obligations complexType in fpml-cd-5-8.xsd; see XML source
deliveryPeriods (in coalPhysicalLeg)
The period during which delivery/deliveries of Coal Products may be scheduled.
Type:
CommodityDeliveryPeriods
Content:
complex, 1 attribute, 5 elements
Defined:
locally within CoalPhysicalLeg complexType in fpml-com-5-8.xsd; see XML source
deliveryPeriods (in electricityPhysicalLeg)
The different options for specifying the Delivery or Supply Periods.
Type:
CommodityDeliveryPeriods
Content:
complex, 1 attribute, 5 elements
Defined:
locally within ElectricityPhysicalLeg complexType in fpml-com-5-8.xsd; see XML source
deliveryPeriods (in gasPhysicalLeg)
The different options for specifying the Delivery or Supply Periods.
Type:
GasDeliveryPeriods
Content:
complex, 1 attribute, 7 elements
Defined:
locally within GasPhysicalLeg complexType in fpml-com-5-8.xsd; see XML source
deliveryPeriods (in metalPhysicalLeg)
The period during which delivery/deliveries of Metal may be scheduled.
Type:
CommodityDeliveryPeriods
Content:
complex, 1 attribute, 5 elements
Defined:
locally within MetalPhysicalLeg complexType in fpml-com-5-8.xsd; see XML source
deliveryPeriods (in oilPhysicalLeg)
The different options for specifying the Delivery or Supply Periods.
Type:
CommodityDeliveryPeriods
Content:
complex, 1 attribute, 5 elements
Defined:
locally within OilPhysicalLeg complexType in fpml-com-5-8.xsd; see XML source
deliveryPeriodsReference
A pointer style reference to the Delivery Periods defined elsewhere.
Type:
CalculationPeriodsReference
Content:
empty, 1 attribute
Defined:
locally within CommodityDeliveryPeriodsPointer.model group in fpml-com-5-8.xsd; see XML source
deliveryPeriodsScheduleReference
A pointer style reference to the Calculation Periods Schedule defined elsewhere.
Type:
CalculationPeriodsScheduleReference
Content:
empty, 1 attribute
Defined:
locally within CommodityDeliveryPeriodsPointer.model group in fpml-com-5-8.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-5-8.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-5-8.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-5-8.xsd; see XML source
deliveryQuantity (in coalPhysicalLeg)
The different options for specifying the quantity.
Type:
CommodityPhysicalQuantity
Content:
complex, 1 attribute, 3 elements
Defined:
locally within CoalPhysicalLeg complexType in fpml-com-5-8.xsd; see XML source
deliveryQuantity (in electricityPhysicalLeg)
The different options for specifying the quantity.
Type:
ElectricityPhysicalQuantity
Content:
complex, 1 attribute, 3 elements
Defined:
locally within ElectricityPhysicalLeg complexType in fpml-com-5-8.xsd; see XML source
deliveryQuantity (in gasPhysicalLeg)
The different options for specifying the quantity.
Type:
GasPhysicalQuantity
Content:
complex, 1 attribute, 6 elements
Defined:
locally within GasPhysicalLeg complexType in fpml-com-5-8.xsd; see XML source
deliveryQuantity (in oilPhysicalLeg)
The different options for specifying the quantity.
Type:
CommodityPhysicalQuantity
Content:
complex, 1 attribute, 3 elements
Defined:
locally within OilPhysicalLeg complexType in fpml-com-5-8.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-5-8.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-5-8.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-5-8.xsd; see XML source
deltaCrossed
Type:
xsd:boolean
Content:
simple
Defined:
locally within BrokerEquityOption complexType in fpml-eqd-5-8.xsd; see XML source
denominatorTerm
A denominator term of the formula.
Type:
DenominatorTerm
Content:
complex, 2 elements
Defined:
locally within DerivativeFormula complexType in fpml-riskdef-5-8.xsd; see XML source
deposit
Identifies a simple underlying asset that is a term deposit.
Type:
Deposit
Content:
complex, 1 attribute, 9 elements
Subst.Gr:
may substitute for element curveInstrument
Defined:
globally in fpml-asset-5-8.xsd; see XML source
Used:
never
depositoryPartyReference
Reference to the depository of the settlement.
Type:
PartyReference
Content:
empty, 1 attribute
Defined:
locally within SettlementInstruction complexType in fpml-shared-5-8.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-5-8.xsd; see XML source
derivativeFormula
The formula used to compute the derivative (perhaps could be updated to use the Formula type in EQS.).
Type:
String
Content:
simple
Defined:
locally within AnalyticDerivativeParameters.model group in fpml-riskdef-5-8.xsd; see XML source
description (defined in IdentifiedAsset complexType)
Long name of the underlying asset.
Type:
String
Content:
simple
Defined:
locally within IdentifiedAsset complexType in fpml-asset-5-8.xsd; see XML source
description (defined in Reason complexType)
Plain English text describing the associated error condition
Type:
String
Content:
simple
Defined:
locally within Reason complexType in fpml-msg-5-8.xsd; see XML source
description (in advisory)
A human-readable notification.
Type:
String
Content:
simple
Defined:
locally within ServiceAdvisory complexType in fpml-msg-5-8.xsd; see XML source
description (in businessEventGroupId)
A short description of the combination of business events that make up the event group.
Type:
xsd:normalizedString
Content:
simple
Defined:
locally within BusinessEventGroupIdentifier complexType in fpml-loan-5-8.xsd; see XML source
description (in cash)
Long name of the underlying asset.
Type:
String
Content:
simple
Defined:
locally within Cash complexType in fpml-asset-5-8.xsd; see XML source
description (in partialDerivative)
A description, if needed, of how the derivative is computed.
Type:
String
Content:
simple
Defined:
locally within PricingParameterDerivative complexType in fpml-riskdef-5-8.xsd; see XML source
designatedPriority
Applies to Loan CDS, to indicate what lien level is appropriate for a deliverable obligation.
Type:
Lien
Content:
simple, 1 attribute
Defined:
locally within Obligations complexType in fpml-cd-5-8.xsd; see XML source
detail
Does this valuation set include a market environment?
Type:
ValuationSetDetail
Content:
simple, 1 attribute
Defined:
locally within ValuationSet complexType in fpml-valuation-5-8.xsd; see XML source
determinationMethod (defined in Composite complexType)
Specifies the method according to which an amount or a date is determined.
Type:
DeterminationMethod
Content:
simple, 2 attributes
Defined:
locally within Composite complexType in fpml-option-shared-5-8.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-5-8.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-5-8.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-5-8.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-5-8.xsd; see XML source
determiningParty
The party referenced is the ISDA Determination Party that specified in the related Confirmation as Determination Party.
Type:
PartyReference
Content:
empty, 1 attribute
Defined:
locally within Trade complexType in fpml-doc-5-8.xsd; see XML source
determiningPartyReference
A reference to the party which determines additional disruption events.
Type:
PartyReference
Content:
empty, 1 attribute
Defined:
locally within AdditionalDisruptionEvents complexType in fpml-eq-shared-5-8.xsd; see XML source
difference
A type used to record the details of a difference between two sides of a business event.
Type:
TradeDifference
Content:
complex, 10 elements
Defined:
locally within ProposedMatch.model group in fpml-business-events-5-8.xsd; see XML source
differenceSeverity
An indication of the severity of the difference.
Type:
DifferenceSeverityEnum
Content:
simple
Defined:
locally within TradeDifference complexType in fpml-doc-5-8.xsd; see XML source
differenceType
The type of difference that exists.
Type:
DifferenceTypeEnum
Content:
simple
Defined:
locally within TradeDifference complexType in fpml-doc-5-8.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-5-8.xsd; see XML source
digitalPayoffRegion
It defines a region in which a digital payment occurs.
Type:
FxDigitalPayoffRegion
Content:
complex, 9 elements
Defined:
locally within FxTargetKnockoutForwardStrip complexType in fpml-fx-complex-5-8.xsd; see XML source
direction (defined in CommodityBasketUnderlyingBase complexType)
Indicates the role of the option buyer with regard to this underlyer.
Type:
PayerReceiverEnum
Content:
simple
Defined:
locally within CommodityBasketUnderlyingBase complexType in fpml-com-5-8.xsd; see XML source
direction (defined in FxBarrierFeature complexType)
This specifies whether the barrier direction is "Up" or "Down"; that is, that a barrier event occurs if the spot rate is at or above the trigger rate, or at or below the trigger rate during the period of observation of an american barrier, or at the times of observation of a discrete or european barrier.
Type:
FxBarrierDirectionEnum
Content:
simple
Defined:
locally within FxBarrierFeature complexType in fpml-fx-5-8.xsd; see XML source
direction (in touch)
This specifies whether the trigger direction is "AtOrAbove" or "AtOrBelow; that is, that a barrier event occurs if the spot rate is at or above the trigger rate, or at or below the trigger rate during the period of observation of an american trigger, or at the times of observation of a discrete trigger.
Type:
TriggerConditionEnum
Content:
simple
Defined:
locally within FxTouch complexType in fpml-fx-5-8.xsd; see XML source
directLoanParticipation
A deliverable obligation characteristic.
Type:
LoanParticipation
Content:
complex, 3 elements
Defined:
locally within DeliverableObligations complexType in fpml-cd-5-8.xsd; see XML source
dirtyPrice (in collateral defined in RepoTransactionLeg complexType)
Bond dirty price, expressed in percentage points, 100 is the initial value of the bond.
Type:
xsd:decimal
Content:
simple
Defined:
locally within BondPriceAndYield.model group in fpml-repo-5-8.xsd; see XML source
dirtyPrice (in collateral defined in RepoTransactionLeg complexType)
Bond dirty price, expressed in percentage points, 100 is the initial value of the bond.
Type:
xsd:decimal
Content:
simple
Defined:
locally within BondPriceAndYield.model group in fpml-repo-5-8.xsd; see XML source
discountFactor (defined in Payment complexType)
The value representing the discount factor used to calculate the present value of the cash flow.
Type:
xsd:decimal
Content:
simple
Defined:
locally within Payment complexType in fpml-shared-5-8.xsd; see XML source
discountFactor (in paymentCalculationPeriod)
A decimal value representing the discount factor used to calculate the present value of cash flow.
Type:
xsd:decimal
Content:
simple
Defined:
locally within PaymentCalculationPeriod complexType in fpml-ird-5-8.xsd; see XML source
discountFactor (in premium defined in OptionBaseExtended complexType)
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-5-8.xsd; see XML source
discountFactor (in principalExchange)
The value representing the discount factor used to calculate the present value of the principal exchange amount.
Type:
xsd:decimal
Content:
simple
Defined:
locally within PrincipalExchange complexType in fpml-ird-5-8.xsd; see XML source
discountFactorCurve
A curve of discount factors.
Type:
TermCurve
Content:
complex, 3 elements
Defined:
locally within YieldCurveValuation complexType in fpml-mktenv-5-8.xsd; see XML source
discounting
The parameters specifying any discounting conventions that may apply.
Type:
Discounting
Content:
complex, 3 elements
Defined:
locally within Calculation complexType in fpml-ird-5-8.xsd; see XML source
discountingType
The discounting method that is applicable.
Type:
DiscountingTypeEnum
Content:
simple
Defined:
locally within Discounting complexType in fpml-ird-5-8.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-5-8.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-5-8.xsd; see XML source
discrepancyClause
To indicate whether the Discrepancy Clause is applicable.
Type:
xsd:boolean
Content:
simple
Defined:
locally within BondReference complexType in fpml-ird-5-8.xsd; see XML source
disruption
Describes the disruption events and fallbacks applicable to a currency pair referenced by the transaction.
Type:
FxDisruption
Content:
complex, 3 elements
Defined:
locally within FxCoreDetails.model group in fpml-fx-5-8.xsd; see XML source
disruptionFallback
Type:
SequencedDisruptionFallback
Content:
complex, 2 elements
Defined:
locally within CommodityMarketDisruption complexType in fpml-com-5-8.xsd; see XML source
disruptionFallbacks
To be used where disruption fallbacks are set out in the relevant Master Agreement governing the trade.
Type:
DisruptionFallbacksEnum
Content:
simple
Defined:
locally within CommodityMarketDisruption complexType in fpml-com-5-8.xsd; see XML source
distressedRatingsDowngrade
A credit event.
Type:
xsd:boolean
Content:
simple
Defined:
locally within CreditEvents complexType in fpml-option-shared-5-8.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-5-8.xsd; see XML source
dividendAdjustment
Dividend adjustment of the contract is driven by the difference between the Expected Dividend, and the Actual Dividend, which is multiplied by an agreed Factor to produce a Deviation, which is used as the basis for adjusting the contract.
Type:
DividendAdjustment
Content:
complex, 1 element
Defined:
locally within OptionFeatures complexType in fpml-eq-shared-5-8.xsd; see XML source
dividendAmount
Type:
DividendAmountTypeEnum
Content:
simple
Defined:
locally within DividendConditions complexType in fpml-eq-shared-5-8.xsd; see XML source
dividendComposition
Defines how the composition of Dividends is to be determined.
Type:
DividendCompositionEnum
Content:
simple
Defined:
locally within DividendConditions complexType in fpml-eq-shared-5-8.xsd; see XML source
dividendConditions (defined in EquityDerivativeLongFormBase complexType)
Type:
DividendConditions
Content:
complex, 20 elements
Defined:
locally within EquityDerivativeLongFormBase complexType in fpml-eqd-5-8.xsd; see XML source
dividendConditions (in return)
Specifies the conditions governing the payment of the dividends to the receiver of the equity return.
Type:
DividendConditions
Content:
complex, 20 elements
Defined:
locally within Return complexType in fpml-eq-shared-5-8.xsd; see XML source
dividendDateReference
Specification of the dividend date using an enumeration, with values such as the pay date, the ex date or the record date.
Type:
DividendDateReferenceEnum
Content:
simple
Defined:
locally within DividendPaymentDate complexType in fpml-eq-shared-5-8.xsd; see XML source
dividendEntitlement
Defines the date on which the receiver on the equity return is entitled to the dividend.
Type:
DividendEntitlementEnum
Content:
simple
Defined:
locally within DividendConditions complexType in fpml-eq-shared-5-8.xsd; see XML source
dividendFxTriggerDate
Specifies the date on which the FX rate will be considered in the case of a Composite FX swap.
Type:
DividendPaymentDate
Content:
complex, 3 elements
Defined:
locally within DividendConditions complexType in fpml-eq-shared-5-8.xsd; see XML source
dividendLeg
Dividend leg.
Type:
DividendLeg
Content:
complex, 1 attribute, 18 elements
Defined:
locally within DividendSwapTransactionSupplement complexType in fpml-dividend-swaps-5-8.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-5-8.xsd; see XML source
dividendPaymentDate
Specifies when the dividend will be paid to the receiver of the equity return.
Type:
DividendPaymentDate
Content:
complex, 3 elements
Defined:
locally within DividendConditions complexType in fpml-eq-shared-5-8.xsd; see XML source
dividendPayout (in basketConstituent)
Specifies the dividend payout ratio associated with an equity underlyer.
Type:
DividendPayout
Content:
complex, 5 elements
Defined:
locally within BasketConstituent complexType in fpml-asset-5-8.xsd; see XML source
dividendPayout (in singleUnderlyer)
Specifies the dividend payout ratio associated with an equity underlyer.
Type:
DividendPayout
Content:
complex, 5 elements
Defined:
locally within SingleUnderlyer complexType in fpml-asset-5-8.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:
String
Content:
simple
Defined:
locally within DividendPayout complexType in fpml-asset-5-8.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-5-8.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-5-8.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-5-8.xsd; see XML source
dividendPeriod (defined in DividendConditions complexType)
Defines the First Period or the Second Period, as defined in the 2002 ISDA Equity Derivatives Definitions.
Type:
DividendPeriodEnum
Content:
simple
Defined:
locally within DividendConditions complexType in fpml-eq-shared-5-8.xsd; see XML source
dividendPeriod (in dividendAdjustment)
A single Dividend Adjustment Period.
Type:
DividendPeriodDividend
Content:
complex, 1 attribute, 6 elements
Defined:
locally within DividendAdjustment complexType in fpml-eq-shared-5-8.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, 7 elements
Defined:
locally within DividendLeg complexType in fpml-dividend-swaps-5-8.xsd; see XML source
dividendPeriodEffectiveDate
Dividend period has the meaning as defined in the ISDA 2002 Equity Derivatives Definitions.
Type:
DateReference
Content:
empty, 1 attribute
Defined:
locally within DividendConditions complexType in fpml-eq-shared-5-8.xsd; see XML source
dividendPeriodEndDate
Dividend period has the meaning as defined in the ISDA 2002 Equity Derivatives Definitions.
Type:
DateReference
Content:
empty, 1 attribute
Defined:
locally within DividendConditions complexType in fpml-eq-shared-5-8.xsd; see XML source
dividendReinvestment
Boolean element that defines whether the dividend will be reinvested or not.
Type:
xsd:boolean
Content:
simple
Defined:
locally within DividendConditions complexType in fpml-eq-shared-5-8.xsd; see XML source
dividendSwapOptionTransactionSupplement
Specifies the structure of the dividend swap transaction supplement.
Type:
DividendSwapOptionTransactionSupplement
Content:
complex, 1 attribute, 18 elements
Subst.Gr:
may substitute for element product
Defined:
globally in fpml-dividend-swaps-5-8.xsd; see XML source
Used:
never
dividendSwapTransactionSupplement
Specifies the structure of the dividend swap transaction supplement.
Type:
DividendSwapTransactionSupplement
Content:
complex, 1 attribute, 11 elements
Subst.Gr:
may substitute for element product
Defined:
globally in fpml-dividend-swaps-5-8.xsd; see XML source
Used:
never
dividendSwapTransactionSupplement (in dividendSwapOptionTransactionSupplement)
The variance swap details.
Type:
DividendSwapTransactionSupplement
Content:
complex, 1 attribute, 11 elements
Defined:
locally within DividendSwapOptionTransactionSupplement complexType in fpml-dividend-swaps-5-8.xsd; see XML source
dividendValuationDates
Specifies the dividend valuation dates of the swap.
Type:
AdjustableRelativeOrPeriodicDates
Content:
complex, 1 attribute, 3 elements
Defined:
locally within EquityValuation complexType in fpml-eq-shared-5-8.xsd; see XML source
documentation
Defines the definitions that govern the document and should include the year and type of definitions referenced, along with any relevant documentation (such as master agreement) and the date it was signed.
Type:
Documentation
Content:
complex, 8 elements
Defined:
locally within Trade complexType in fpml-doc-5-8.xsd; see XML source
drawCurrency
List of currencies in which the borrower(s) may draw funds.
Type:
Currency
Content:
simple, 1 attribute
Defined:
locally within MultiCurrency complexType in fpml-loan-5-8.xsd; see XML source
drawdownNoticeDays (defined in FixedRateOption complexType)
The number of business days that a lender must be notified prior to a drawdown event occurring.
Type:
xsd:nonNegativeInteger
Content:
simple
Defined:
locally within FixedRateOption complexType in fpml-loan-5-8.xsd; see XML source
drawdownNoticeDays (defined in FloatingRateOption complexType)
The number of business days that a lender must be notified prior to a drawdown event occurring.
Type:
xsd:nonNegativeInteger
Content:
simple
Defined:
locally within FloatingRateOption complexType in fpml-loan-5-8.xsd; see XML source
dualCurrency
Type:
DualCurrencyFeature
Content:
complex, 6 elements
Defined:
locally within TermDepositFeatures complexType in fpml-fx-5-8.xsd; see XML source
dualExchangeRate
If present indicates that the event is considered to have occured if two or more numeric values of currency exchange rate specified in the Settllement Option are applicable to the transaction.
Type:
FxDisruptionEvent
Content:
empty
Subst.Gr:
may substitute for element fxDisruptionEvent
Defined:
globally in fpml-fx-5-8.xsd; see XML source
Used:
never
duration (defined in SettlementPeriods complexType)
The length of each Settlement Period.
Type:
SettlementPeriodDurationEnum
Content:
simple
Defined:
locally within SettlementPeriods complexType in fpml-com-5-8.xsd; see XML source
duration (in repo)
A duration code for the repo transaction.
Type:
RepoDurationEnum
Content:
simple
Defined:
locally within Repo complexType in fpml-repo-5-8.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-5-8.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-5-8.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-5-8.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-5-8.xsd; see XML source
earliestExerciseTime (in europeanExercise)
The earliest time at which notice of exercise can be given by the buyer to the seller (or seller's agent) i) on the expriation date, in the case of a European style option, (ii) on each bermuda option exercise date and the expiration date, in the case of a Bermuda style option the commencement date to, and including, the expiration date , in the case of an American option.
Type:
BusinessCenterTime
Content:
complex, 2 elements
Defined:
locally within EuropeanExercise complexType in fpml-shared-5-8.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-5-8.xsd; see XML source
earlyTermination (in commodityPerformanceSwap)
Specifies, for one or for both the parties to the trade, the date prior to the Termination Date from which the contract can be terminated.
Type:
CommodityPerformanceSwapEarlyTermination
Content:
complex, 2 elements
Defined:
locally within CommodityPerformanceSwap complexType in fpml-com-5-8.xsd; see XML source
earlyTermination (in returnSwap)
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-5-8.xsd; see XML source
earlyTerminationEvent
The adjusted dates associated with an individual earley termination date.
Type:
EarlyTerminationEvent
Content:
complex, 1 attribute, 5 elements
Defined:
locally within OptionalEarlyTerminationAdjustedDates complexType in fpml-ird-5-8.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, 6 elements
Defined:
locally within Swap complexType in fpml-ird-5-8.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, 6 elements
Defined:
locally within CapFloor complexType in fpml-ird-5-8.xsd; see XML source
eEPApplicable
If Excess Emission Penalty is specified to be applicable in the Confirmation then the Excess Emission Penalty will be determined in the manner specified in the Confirmation (see other EEP parameters)
Type:
xsd:boolean
Content:
simple
Defined:
locally within EEPParameters complexType in fpml-com-5-8.xsd; see XML source
eEPParameters
Applies to EU Emissions Allowance Transactions.
Type:
EEPParameters
Content:
complex, 4 elements
Defined:
locally within EnvironmentalPhysicalLeg complexType in fpml-com-5-8.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-5-8.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-5-8.xsd; see XML source
effectiveDate (defined in DeClear complexType)
Type:
xsd:date
Content:
simple
Defined:
locally within DeClear complexType in fpml-business-events-5-8.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-5-8.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, 4 elements
Defined:
locally within GenericProduct complexType in fpml-generic-5-8.xsd; see XML source
effectiveDate (defined in LoanContract complexType)
The effective date of the loan contract.
Type:
xsd:date
Content:
simple
Defined:
locally within LoanContract complexType in fpml-loan-5-8.xsd; see XML source
effectiveDate (defined in LoanEvent complexType)
The date on which the associated business event is effective.
Type:
xsd:date
Content:
simple
Defined:
locally within LoanEvent complexType in fpml-loan-5-8.xsd; see XML source
effectiveDate (defined in TradeChangeContent complexType)
The date on which the change become effective
Type:
xsd:date
Content:
simple
Defined:
locally within TradeChangeContent complexType in fpml-business-events-5-8.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-5-8.xsd; see XML source
effectiveDate (defined in Withdrawal complexType)
Type:
xsd:date
Content:
simple
Defined:
locally within Withdrawal complexType in fpml-business-events-5-8.xsd; see XML source
effectiveDate (in calculationPeriodDates)
The first day of the term of the trade.
Type:
AdjustableDate
Content:
complex, 1 attribute, 3 elements
Defined:
locally within CalculationPeriodDates complexType in fpml-ird-5-8.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-5-8.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-5-8.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-5-8.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-5-8.xsd; see XML source
effectiveDate (in commodityPerformanceSwap)
Specifies the Eeffective Date of the swap.
Type:
AdjustableOrRelativeDate
Content:
complex, 1 attribute, 2 elements
Defined:
locally within CommodityPerformanceSwapBase complexType in fpml-com-5-8.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-5-8.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-5-8.xsd; see XML source
effectiveDate (in generalTerms)
The first day of the term of the trade.
Type:
AdjustableDate2
Content:
complex, 1 attribute, 4 elements
Defined:
locally within GeneralTerms complexType in fpml-cd-5-8.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-5-8.xsd; see XML source
effectiveDate (in lcAccrual)
Effective date of the letter of credit.
Type:
xsd:date
Content:
simple
Defined:
locally within LcAccrual complexType in fpml-loan-5-8.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-5-8.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-5-8.xsd; see XML source
electingParty
Indicates the party able to choose whether the gas is delivered for a particular period e.g. a swing or interruptible contract.
Type:
PartyReference
Content:
empty, 1 attribute
Defined:
locally within GasPhysicalQuantity complexType in fpml-com-5-8.xsd; see XML source
electingPartyReference
Indicates the party able to decide which delivery point within the deliveryPoint is used for delivery.
Type:
PartyReference
Content:
empty, 1 attribute
Defined:
locally within ElectricityDelivery complexType in fpml-com-5-8.xsd; see XML source
electricity
The specification of the electricity to be delivered.
Type:
ElectricityProduct
Content:
complex, 2 elements
Defined:
locally within ElectricityPhysicalLeg complexType in fpml-com-5-8.xsd; see XML source
electricityPhysicalLeg
Physically settled electricity leg.
Type:
ElectricityPhysicalLeg
Content:
complex, 1 attribute, 11 elements
Subst.Gr:
may substitute for element commoditySwapLeg
Defined:
globally in fpml-com-5-8.xsd; see XML source
Used:
never
element
The name of the element affected.
Type:
String
Content:
simple
Defined:
locally within TradeDifference complexType in fpml-doc-5-8.xsd; see XML source
eligibleForClearing
Type:
xsd:boolean
Content:
simple
Defined:
locally within ClearingEligibility complexType in fpml-clearing-processes-5-8.xsd; see XML source
email
An address on an electronic mail or messaging sysem .
Type:
NormalizedString
Content:
simple
Defined:
locally within ContactInformation complexType in fpml-shared-5-8.xsd; see XML source
encodedDescription
Description of the leg amount when represented through an encoded image.
Type:
xsd:base64Binary
Content:
simple
Defined:
locally within LegAmount complexType in fpml-eq-shared-5-8.xsd; see XML source
endDate (defined in ParametricSchedule.model group)
End of the schedule.
Type:
xsd:date
Content:
simple
Defined:
locally within ParametricSchedule.model group in fpml-fx-complex-5-8.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-5-8.xsd; see XML source
endDate (defined in PeriodOptionalEnd.model group)
Date on which this period ends.
Type:
xsd:date
Content:
simple
Defined:
locally within PeriodOptionalEnd.model group in fpml-loan-5-8.xsd; see XML source
endDate (defined in PricingInputDates.model group)
The last date for which data is supplied in this pricing input.
Type:
IdentifiedDate
Content:
simple, 1 attribute
Defined:
locally within PricingInputDates.model group in fpml-riskdef-5-8.xsd; see XML source
endDate (in accrualRegion)
Defines the end date of the observation period for the barrier.
Type:
xsd:date
Content:
simple
Defined:
locally within FxAccrualRegion complexType in fpml-fx-accruals-5-8.xsd; see XML source
endDate (in accrualRegion)
Defines the end date of the observation period for the barrier.
Type:
xsd:date
Content:
simple
Defined:
locally within FxAccrualRegion complexType in fpml-fx-accruals-5-8.xsd; see XML source
endDate (in observationSchedule in asian in features in fxOption)
The end of the period over which observations are made to determine whether a trigger event has occurred.
Type:
xsd:date
Content:
simple
Defined:
locally within FxAverageRateObservationSchedule complexType in fpml-fx-5-8.xsd; see XML source
endDate (in observationSchedule in fixingSchedule defined in FxPerformanceSwap complexType)
The end of the period over which observations are made to determine whether a trigger event has occurred.
Type:
xsd:date
Content:
simple
Defined:
locally within FxObservationScheduleBase complexType in fpml-fx-5-8.xsd; see XML source
endDate (in observationSchedule in fixingSchedule defined in FxPerformanceSwap complexType)
The end of the period over which observations are made to determine whether a trigger event has occurred.
Type:
xsd:date
Content:
simple
Defined:
locally within FxObservationScheduleBase complexType in fpml-fx-5-8.xsd; see XML source
endDate (in riskPeriod)
Type:
xsd:date
Content:
simple
Defined:
locally within EEPRiskPeriod complexType in fpml-com-5-8.xsd; see XML source
endTerm
Specifies the end term of the simple fra, e.g. 9M.
Type:
Period
Content:
complex, 1 attribute, 2 elements
Defined:
locally within SimpleFra complexType in fpml-asset-5-8.xsd; see XML source
endTime (defined in SettlementPeriods complexType)
Specifies the hour-ending End Time with respect to a range of Settlement Periods.
Type:
OffsetPrevailingTime
Content:
complex, 2 elements
Defined:
locally within SettlementPeriods complexType in fpml-com-5-8.xsd; see XML source
endTime (in settlementPeriods defined in GenericCommodityAttributes.model group)
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-5-8.xsd; see XML source
endUserException
Specifies whether the trade is not obligated to be cleared via a derivative clearing organization, i.e. wehter there is an exemption from clearing.
Type:
xsd:boolean
Content:
simple
Defined:
locally within PartyTradeInformation complexType in fpml-doc-5-8.xsd; see XML source
endUserExceptionDeclaration
Claims an end user exception and provides supporting evidence.
Type:
EndUserExceptionDeclaration
Content:
complex, 4 elements
Defined:
locally within PartyTradeInformation complexType in fpml-doc-5-8.xsd; see XML source
endUserExceptionReason
Specifies a reason that the trade is exempted from a clearing requirement.
Type:
ClearingExceptionReason
Content:
simple, 1 attribute
Defined:
locally within PartyTradeInformation complexType in fpml-doc-5-8.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-5-8.xsd; see XML source
entitlementCurrency
TODO
Type:
Currency
Content:
simple, 1 attribute
Defined:
locally within OptionDenomination.model group in fpml-option-shared-5-8.xsd; see XML source
entityClassification (in partyEntityClassification)
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 PartyEntityClassification complexType in fpml-doc-5-8.xsd; see XML source
entityClassification (in reportingRegime defined in PartyTradeInformation complexType)
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-5-8.xsd; see XML source
entityId (defined in LegalEntity complexType)
A legal entity identifier (e.g.
Type:
EntityId
Content:
simple, 1 attribute
Defined:
locally within LegalEntity complexType in fpml-shared-5-8.xsd; see XML source
entityId (defined in LegalEntity complexType)
A legal entity identifier (e.g.
Type:
EntityId
Content:
simple, 1 attribute
Defined:
locally within LegalEntity complexType in fpml-shared-5-8.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-5-8.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-5-8.xsd; see XML source
entryPoint (in deliveryConditions in gasPhysicalLeg)
The physical or virtual point at which the commodity enters a transportation system.
Type:
CommodityDeliveryPoint
Content:
simple, 1 attribute
Defined:
locally within CommodityDeliveryPoints.model group in fpml-com-5-8.xsd; see XML source
entryPoint (in pipeline)
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-5-8.xsd; see XML source
environmental
The specification of the type of allowance or credit.
Type:
EnvironmentalProduct
Content:
complex, 5 elements
Defined:
locally within EnvironmentalPhysicalLeg complexType in fpml-com-5-8.xsd; see XML source
environmentalPhysicalLeg
Physically settled environmental leg.
Type:
EnvironmentalPhysicalLeg
Content:
complex, 1 attribute, 13 elements
Subst.Gr:
may substitute for element commoditySwapLeg
Defined:
globally in fpml-com-5-8.xsd; see XML source
Used:
never
equity
Identifies the underlying asset when it is a listed equity.
Type:
EquityAsset
Content:
complex, 1 attribute, 9 elements
Subst.Gr:
may substitute for element underlyingAsset
Defined:
globally in fpml-asset-5-8.xsd; see XML source
Used:
at 1 location
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, 9 elements
Defined:
locally within EquityExerciseValuationSettlement complexType in fpml-eqd-5-8.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, 10 elements
Defined:
locally within EquityExerciseValuationSettlement complexType in fpml-eqd-5-8.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-5-8.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-5-8.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, 14 elements
Defined:
locally within EquityDerivativeBase complexType in fpml-eqd-5-8.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, 14 elements
Defined:
locally within DividendSwapOptionTransactionSupplement complexType in fpml-dividend-swaps-5-8.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, 14 elements
Defined:
locally within VarianceOptionTransactionSupplement complexType in fpml-variance-swaps-5-8.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-5-8.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-5-8.xsd; see XML source
equityForward
A component describing an Equity Forward product.
Type:
EquityForward
Content:
complex, 1 attribute, 21 elements
Subst.Gr:
may substitute for element product
Defined:
globally in fpml-eqd-5-8.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-5-8.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-5-8.xsd; see XML source
equityOption
A component describing an Equity Option product.
Type:
EquityOption
Content:
complex, 1 attribute, 25 elements
Subst.Gr:
may substitute for element product
Defined:
globally in fpml-eqd-5-8.xsd; see XML source
Used:
never
equityOptionTransactionSupplement
A component describing an Equity Option Transaction Supplement.
Type:
EquityOptionTransactionSupplement
Content:
complex, 1 attribute, 30 elements
Subst.Gr:
may substitute for element product
Defined:
globally in fpml-eqd-5-8.xsd; see XML source
Used:
never
equityPremium (defined in EquityDerivativeShortFormBase complexType)
The equity option premium payable by the buyer to the seller.
Type:
EquityPremium
Content:
complex, 1 attribute, 10 elements
Defined:
locally within EquityDerivativeShortFormBase complexType in fpml-eqd-5-8.xsd; see XML source
equityPremium (in dividendSwapOptionTransactionSupplement)
The variance option premium payable by the buyer to the seller.
Type:
EquityPremium
Content:
complex, 1 attribute, 10 elements
Defined:
locally within DividendSwapOptionTransactionSupplement complexType in fpml-dividend-swaps-5-8.xsd; see XML source
equityPremium (in equityOption)
The equity option premium payable by the buyer to the seller.
Type:
EquityPremium
Content:
complex, 1 attribute, 10 elements
Defined:
locally within EquityOption complexType in fpml-eqd-5-8.xsd; see XML source
equityPremium (in varianceOptionTransactionSupplement)
The variance option premium payable by the buyer to the seller.
Type:
EquityPremium
Content:
complex, 1 attribute, 10 elements
Defined:
locally within VarianceOptionTransactionSupplement complexType in fpml-variance-swaps-5-8.xsd; see XML source
equitySwapTransactionSupplement
Specifies the structure of the equity swap transaction supplement.
Type:
EquitySwapTransactionSupplement
Content:
complex, 1 attribute, 24 elements
Subst.Gr:
may substitute for element product
Defined:
globally in fpml-return-swaps-5-8.xsd; see XML source
Used:
never
equityValuation
The parameters for defining when valuation of the underlying takes place.
Type:
EquityValuation
Content:
complex, 1 attribute, 9 elements
Defined:
locally within EquityExerciseValuationSettlement complexType in fpml-eqd-5-8.xsd; see XML source
equivalentApplicable
When "true" the EEP Equivalent is applicable.
Type:
xsd:boolean
Content:
simple
Defined:
locally within EEPParameters complexType in fpml-com-5-8.xsd; see XML source
escrow
If this element is specified and set to 'true', indicates that physical settlement must take place through the use of an escrow agent.
Type:
xsd:boolean
Content:
simple
Defined:
locally within PhysicalSettlementTerms complexType in fpml-cd-5-8.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, 6 elements
Subst.Gr:
may substitute for element exercise
Defined:
globally in fpml-shared-5-8.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, 4 elements
Defined:
locally within CommodityExercise complexType in fpml-com-5-8.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, 4 elements
Defined:
locally within CommodityPhysicalExercise complexType in fpml-com-5-8.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, 4 elements
Defined:
locally within CommodityExerciseBasket complexType in fpml-com-5-8.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, 4 elements
Defined:
locally within CommodityDigitalExercise complexType in fpml-com-5-8.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-5-8.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-5-8.xsd; see XML source
europeanExercise (in straddle)
The parameters for defining the exercise period for an European style option.
Type:
FxEuropeanExercise
Content:
complex, 1 attribute, 4 elements
Defined:
locally within FxStraddle complexType in fpml-fx-5-8.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-5-8.xsd; see XML source
eventId (defined in BusinessEventIdentifier complexType)
Type:
EventId
Content:
simple, 2 attributes
Defined:
locally within BusinessEventIdentifier complexType in fpml-business-events-5-8.xsd; see XML source
eventId (defined in TradeComponentIdentifier complexType)
???
Type:
EventId
Content:
simple, 2 attributes
Defined:
locally within TradeComponentIdentifier complexType in fpml-repo-5-8.xsd; see XML source
eventIdentifier (defined in AbstractEvent complexType)
Type:
BusinessEventIdentifier
Content:
complex, 1 attribute, 3 elements
Defined:
locally within AbstractEvent complexType in fpml-business-events-5-8.xsd; see XML source
eventIdentifier (defined in AbstractEventRequireId complexType)
Type:
BusinessEventIdentifier
Content:
complex, 1 attribute, 3 elements
Defined:
locally within AbstractEventRequireId complexType in fpml-loan-5-8.xsd; see XML source
eventIdentifier (in eventPaymentNotification)
A unique reference to a business events.
Type:
BusinessEventIdentifier
Content:
complex, 1 attribute, 3 elements
Defined:
locally within EventPaymentNotification complexType in fpml-loan-5-8.xsd; see XML source
eventIdentifier (in eventReleaseNotification)
A set of business events being released.
Type:
BusinessEventIdentifier
Content:
complex, 1 attribute, 3 elements
Defined:
locally within EventReleaseNotification complexType in fpml-loan-5-8.xsd; see XML source
eventIdentifier (in eventRetraction)
The id that defines the business event which is to be cancelled.
Type:
BusinessEventIdentifier
Content:
complex, 1 attribute, 3 elements
Defined:
locally within EventRetraction complexType in fpml-loan-5-8.xsd; see XML source
eventIdentifier (in requestEventStatus)
Type:
EventIdentifier
Content:
complex, 3 elements
Defined:
locally within RequestEventStatus complexType in fpml-msg-5-8.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-5-8.xsd; see XML source
eventPaymentNotification
Type:
EventPaymentNotification
Content:
complex, 3 attributes, 9 elements
Defined:
globally in fpml-loan-5-8.xsd; see XML source
Used:
never
eventReference
???
Type:
EventReference
Content:
empty
Defined:
locally within TradeComponentIdentifier complexType in fpml-repo-5-8.xsd; see XML source
eventReleaseNotification
Type:
EventReleaseNotification
Content:
complex, 3 attributes, 8 elements
Defined:
globally in fpml-loan-5-8.xsd; see XML source
Used:
never
eventRetraction
Type:
EventRetraction
Content:
complex, 3 attributes, 7 elements
Defined:
globally in fpml-loan-5-8.xsd; see XML source
Used:
never
events
If any of the events listed in this section occurs then the associated fallbacks willl be applied.
Type:
FxDisruptionEvents
Content:
complex, 1 element
Defined:
locally within FxDisruptionProvisions complexType in fpml-fx-5-8.xsd; see XML source
eventStatusException
Type:
Exception
Content:
complex, 3 attributes, 7 elements
Defined:
globally in fpml-msg-5-8.xsd; see XML source
Used:
never
eventStatusResponse
Type:
EventStatusResponse
Content:
complex, 3 attributes, 9 elements
Defined:
globally in fpml-msg-5-8.xsd; see XML source
Used:
never
evergreenOption
An option allowing the borrower to extend the letter of credit tenor.
Type:
EvergreenOption
Content:
complex, 2 elements
Defined:
locally within LcOptionBase complexType in fpml-loan-5-8.xsd; see XML source
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-5-8.xsd; see XML source
exception (defined in MinimumAmountRule complexType)
Exceptions describing the situations when the minimum rule does NOT apply.
Type:
RuleException
Content:
simple, 1 attribute
Defined:
locally within MinimumAmountRule complexType in fpml-loan-5-8.xsd; see XML source
exception (in secondaryLenderConsentRule)
Type:
LenderConsentException
Content:
complex, 2 elements
Defined:
locally within SecondaryLenderConsentRule complexType in fpml-loan-5-8.xsd; see XML source
excessDividendAmount
Determination of Gross Cash Dividend per Share.
Type:
DividendAmountTypeEnum
Content:
simple
Defined:
locally within DividendConditions complexType in fpml-eq-shared-5-8.xsd; see XML source
exchangedCurrency1 (defined in FxCoreDetails.model group)
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, 10 elements
Defined:
locally within FxCoreDetails.model group in fpml-fx-5-8.xsd; see XML source
exchangedCurrency1 (defined in FxExchangedCurrency.model group)
Indicates the first direction of who pays and receives a specific currency without specifying the amount.
Type:
ExchangedCurrency
Content:
complex, 5 elements
Defined:
locally within FxExchangedCurrency.model group in fpml-fx-complex-5-8.xsd; see XML source
exchangedCurrency2 (defined in FxCoreDetails.model group)
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, 10 elements
Defined:
locally within FxCoreDetails.model group in fpml-fx-5-8.xsd; see XML source
exchangedCurrency2 (defined in FxExchangedCurrency.model group)
Indicates the second direction of who pays and receives a specific currency without specifying the amount.
Type:
ExchangedCurrency
Content:
complex, 5 elements
Defined:
locally within FxExchangedCurrency.model group in fpml-fx-complex-5-8.xsd; see XML source
exchangeId (defined in CommodityReferencePriceFramework.model group)
For those commodities being traded with reference to the price of a listed instrument, the exchange where that instrument is listed should be specified in the 'exchange' element.
Type:
ExchangeId
Content:
simple, 1 attribute
Defined:
locally within CommodityReferencePriceFramework.model group in fpml-asset-5-8.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-5-8.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-5-8.xsd; see XML source
exchangeLookAlike (in dividendSwapOptionTransactionSupplement)
For a share option transaction, a flag used to indicate whether the transaction is to be treated as an 'exchange look-alike'.
Type:
xsd:boolean
Content:
simple
Defined:
locally within DividendSwapOptionTransactionSupplement complexType in fpml-dividend-swaps-5-8.xsd; see XML source
exchangeLookAlike (in equityOptionTransactionSupplement)
For a share option transaction, a flag used to indicate whether the transaction is to be treated as an 'exchange look-alike'.
Type:
xsd:boolean
Content:
simple
Defined:
locally within EquityOptionTransactionSupplement complexType in fpml-eqd-5-8.xsd; see XML source
exchangeLookAlike (in varianceOptionTransactionSupplement)
For a share option transaction, a flag used to indicate whether the transaction is to be treated as an 'exchange look-alike'.
Type:
xsd:boolean
Content:
simple
Defined:
locally within VarianceOptionTransactionSupplement complexType in fpml-variance-swaps-5-8.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-5-8.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-5-8.xsd; see XML source
exchangeRestrictions
If present indicates that the event is considered to have occured if the settlement in either currency is prohibited or materially restricted.
Type:
FxDisruptionEvent
Content:
empty
Subst.Gr:
may substitute for element fxDisruptionEvent
Defined:
globally in fpml-fx-5-8.xsd; see XML source
Used:
never
exchangeTradedContractNearest (in equityOptionTransactionSupplement)
For an index option transaction, a flag used in conjuction with Futures Price Valuation (ISDA defined term) to indicate whether the Nearest Index Contract provision is applicable.
Type:
xsd:boolean
Content:
simple
Defined:
locally within EquityOptionTransactionSupplement complexType in fpml-eqd-5-8.xsd; see XML source
exchangeTradedContractNearest (in rateOfReturn)
References a Contract on the Exchange.
Type:
ExchangeTradedContract
Content:
complex, 1 attribute, 12 elements
Defined:
locally within ReturnLegValuation complexType in fpml-eq-shared-5-8.xsd; see XML source
exchangeTradedContractNearest (in variance)
Specification of the exchange traded contract nearest.
Type:
ExchangeTradedContract
Content:
complex, 1 attribute, 12 elements
Defined:
locally within Variance complexType in fpml-eq-shared-5-8.xsd; see XML source
exchangeTradedFund
Identifies the underlying asset when it is an exchange-traded fund.
Type:
ExchangeTradedFund
Content:
complex, 1 attribute, 11 elements
Subst.Gr:
may substitute for element underlyingAsset
Defined:
globally in fpml-asset-5-8.xsd; see XML source
Used:
never
excluded (defined in DeliverableObligations complexType)
A free format string to specify any excluded obligations or deliverable obligations, as the case may be, of the reference entity or excluded types of obligations or deliverable obligations.
Type:
String
Content:
simple
Defined:
locally within DeliverableObligations complexType in fpml-cd-5-8.xsd; see XML source
excluded (defined in Obligations complexType)
A free format string to specify any excluded obligations or deliverable obligations, as the case may be, of the reference entity or excluded types of obligations or deliverable obligations.
Type:
String
Content:
simple
Defined:
locally within Obligations complexType in fpml-cd-5-8.xsd; see XML source
excludedReferenceEntity
Excluded reference entity.
Type:
LegalEntity
Content:
complex, 1 attribute, 3 elements
Defined:
locally within IndexReferenceInformation complexType in fpml-cd-5-8.xsd; see XML source
excludeHolidays
Indicates that days that are holidays according to the referenced commodity business calendar should be excluded from this range of Settlement Periods, even if such day is an applicable day.
Type:
CommodityBusinessCalendar
Content:
simple, 1 attribute
Defined:
locally within SettlementPeriods complexType in fpml-com-5-8.xsd; see XML source
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-5-8.xsd; see XML source
executed
Credit limit utilization attributable to executed trades.
Type:
CreditLimitUtilizationPosition
Content:
complex, 4 elements
Defined:
locally within CreditLimitUtilization complexType in fpml-business-events-5-8.xsd; see XML source
executionAcknowledgement
Type:
EventRequestAcknowledgement
Content:
complex, 3 attributes, 10 elements
Defined:
globally in fpml-confirmation-processes-5-8.xsd; see XML source
Used:
never
executionAdvice
Type:
ExecutionAdvice
Content:
complex, 3 attributes, 23 elements
Defined:
globally in fpml-confirmation-processes-5-8.xsd; see XML source
Used:
never
executionAdviceAcknowledgement
Type:
EventRequestAcknowledgement
Content:
complex, 3 attributes, 10 elements
Defined:
globally in fpml-confirmation-processes-5-8.xsd; see XML source
Used:
never
executionAdviceException
Type:
Exception
Content:
complex, 3 attributes, 7 elements
Defined:
globally in fpml-confirmation-processes-5-8.xsd; see XML source
Used:
never
executionAdviceRetracted
Type:
ExecutionAdviceRetracted
Content:
complex, 3 attributes, 20 elements
Defined:
globally in fpml-confirmation-processes-5-8.xsd; see XML source
Used:
never
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-5-8.xsd; see XML source
executionDateTime (defined in PartyTradeInformation complexType)
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-5-8.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-5-8.xsd; see XML source
executionDateTime (in packageInformation)
Trade execution date time, for example as provided by a central execution facility.
Type:
ExecutionDateTime
Content:
simple, 1 attribute
Defined:
locally within PackageInformation complexType in fpml-doc-5-8.xsd; see XML source
executionException
Type:
Exception
Content:
complex, 3 attributes, 7 elements
Defined:
globally in fpml-confirmation-processes-5-8.xsd; see XML source
Used:
never
executionNotification
Type:
ExecutionNotification
Content:
complex, 3 attributes, 16 elements
Defined:
globally in fpml-confirmation-processes-5-8.xsd; see XML source
Used:
never
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-5-8.xsd; see XML source
executionRetracted
Type:
ExecutionRetracted
Content:
complex, 3 attributes, 12 elements
Defined:
globally in fpml-confirmation-processes-5-8.xsd; see XML source
Used:
never
executionType
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-5-8.xsd; see XML source
executionVenueType (defined in PartyTradeInformation complexType)
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-5-8.xsd; see XML source
executionVenueType (in packageInformation)
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 PackageInformation complexType in fpml-doc-5-8.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-5-8.xsd; see XML source
Used:
at 8 locations
exercise (in commodityBasketOption)
The parameters for defining how the commodity option can be exercised and how it is settled.
Type:
CommodityExerciseBasket
Content:
complex, 8 elements
Defined:
locally within CommodityBasketOption complexType in fpml-com-5-8.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, 7 elements
Defined:
locally within CommodityDigitalOption complexType in fpml-com-5-8.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, 10 elements
Defined:
locally within CommodityFinancialOption.model group in fpml-com-5-8.xsd; see XML source
exercise (in commodityOption)
Type:
CommodityExercise
Content:
complex, 10 elements
Defined:
locally within CommodityWeatherOption.model group in fpml-com-5-8.xsd; see XML source
exerciseAction
Type:
ExerciseActionEnum
Content:
simple
Defined:
locally within OptionExerciseAmount.model group in fpml-business-events-5-8.xsd; see XML source
exerciseDate
Type:
xsd:date
Content:
simple
Defined:
locally within OptionExercise complexType in fpml-business-events-5-8.xsd; see XML source
exerciseEvent
The adjusted dates associated with an individual swaption exercise date.
Type:
ExerciseEvent
Content:
complex, 1 attribute, 5 elements
Defined:
locally within SwaptionAdjustedDates complexType in fpml-ird-5-8.xsd; see XML source
exerciseFee
A fee to be paid on exercise.
Type:
ExerciseFee
Content:
complex, 8 elements
Defined:
locally within EuropeanExercise complexType in fpml-shared-5-8.xsd; see XML source
exerciseFeeSchedule (in americanExercise)
The fees associated with an exercise date.
Type:
ExerciseFeeSchedule
Content:
complex, 8 elements
Defined:
locally within AmericanExercise complexType in fpml-shared-5-8.xsd; see XML source
exerciseFeeSchedule (in bermudaExercise)
The fees associated with an exercise date.
Type:
ExerciseFeeSchedule
Content:
complex, 8 elements
Defined:
locally within BermudaExercise complexType in fpml-shared-5-8.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-5-8.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-5-8.xsd; see XML source
exerciseFrequency (in optionalEarlyTerminationParameters)
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-5-8.xsd; see XML source
exerciseInNotionalAmount (defined in OptionExerciseAmount.model group)
Specifies the fixed amount by which the option should be exercised expressed as notional amount.
Type:
Money
Content:
complex, 1 attribute, 2 elements
Defined:
locally within OptionExerciseAmount.model group in fpml-business-events-5-8.xsd; see XML source
exerciseInNotionalAmount (in specifiedExercise)
Specifies the fixed amount by which the option should be exercised expressed as notional amount.
Type:
Money
Content:
complex, 1 attribute, 2 elements
Defined:
locally within OptionExerciseAmounts complexType in fpml-business-events-5-8.xsd; see XML source
exerciseInNotionalSchedule
Specifies the amount by which the option should be exercised expressed as notional schedule.
Type:
NonNegativeAmountSchedule
Content:
complex, 1 attribute, 3 elements
Defined:
locally within OptionExerciseAmounts complexType in fpml-business-events-5-8.xsd; see XML source
exerciseInNumberOfOptions (defined in OptionExerciseAmount.model group)
Specifies the fixed amount by which the option should be exercised expressed as number of options.
Type:
xsd:decimal
Content:
simple
Defined:
locally within OptionExerciseAmount.model group in fpml-business-events-5-8.xsd; see XML source
exerciseInNumberOfOptions (in specifiedExercise)
Specifies the fixed amount by which the option should be exercised expressed as number of options.
Type:
xsd:decimal
Content:
simple
Defined:
locally within OptionExerciseAmounts complexType in fpml-business-events-5-8.xsd; see XML source
exerciseInNumberOfUnits (defined in OptionExerciseAmount.model group)
Specifies the fixed amount by which the option should be exercised express as number of units.
Type:
xsd:decimal
Content:
simple
Defined:
locally within OptionExerciseAmount.model group in fpml-business-events-5-8.xsd; see XML source
exerciseInNumberOfUnits (in specifiedExercise)
Specifies the fixed amount by which the option should be exercised express as number of units.
Type:
xsd:decimal
Content:
simple
Defined:
locally within OptionExerciseAmounts complexType in fpml-business-events-5-8.xsd; see XML source
exerciseNotice (defined in OptionalEarlyTermination complexType)
Definition of the party to whom notice of exercise should be given.
Type:
ExerciseNotice
Content:
complex, 3 elements
Defined:
locally within OptionalEarlyTermination complexType in fpml-ird-5-8.xsd; see XML source
exerciseNotice (in cancelableProvision)
Definition of the party to whom notice of exercise should be given.
Type:
ExerciseNotice
Content:
complex, 3 elements
Defined:
locally within CancelableProvision complexType in fpml-ird-5-8.xsd; see XML source
exerciseNotice (in extendibleProvision)
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-5-8.xsd; see XML source
exerciseNotice (in manualExercise defined in ExerciseProcedure complexType)
Definition of the party to whom notice of exercise should be given.
Type:
ExerciseNotice
Content:
complex, 3 elements
Defined:
locally within ManualExercise complexType in fpml-shared-5-8.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-5-8.xsd; see XML source
exercisePeriod (defined in CommodityAmericanExercise complexType)
Describes the American exercise periods.
Type:
CommodityExercisePeriods
Content:
complex, 2 elements
Defined:
locally within CommodityAmericanExercise complexType in fpml-com-5-8.xsd; see XML source
exercisePeriod (defined in CommodityAmericanExercise complexType)
Describes the American exercise periods.
Type:
CommodityExercisePeriods
Content:
complex, 2 elements
Defined:
locally within CommodityAmericanExercise complexType in fpml-com-5-8.xsd; see XML source
exerciseProcedure (defined in OptionBaseExtended complexType)
A set of parameters defining procedures associated with the exercise.
Type:
ExerciseProcedure
Content:
complex, 5 elements
Defined:
locally within OptionBaseExtended complexType in fpml-option-shared-5-8.xsd; see XML source
exerciseProcedure (in fxAccrualDigitalOption)
A set of parameters defining procedures associated with the exercise.
Type:
ExerciseProcedure
Content:
complex, 5 elements
Defined:
locally within FxAccrualDigitalOption complexType in fpml-fx-accruals-5-8.xsd; see XML source
exerciseProcedure (in fxAccrualOption)
A set of parameters defining procedures associated with the exercise.
Type:
ExerciseProcedure
Content:
complex, 5 elements
Defined:
locally within FxAccrualOption complexType in fpml-fx-accruals-5-8.xsd; see XML source
exerciseProcedure (in fxDigitalOption)
A set of parameters defining procedures associated with the exercise.
Type:
ExerciseProcedure
Content:
complex, 5 elements
Defined:
locally within FxDigitalOption complexType in fpml-fx-5-8.xsd; see XML source
exerciseProcedure (in fxOption)
A set of parameters defining procedures associated with the exercise.
Type:
ExerciseProcedure
Content:
complex, 5 elements
Defined:
locally within FxOption complexType in fpml-fx-5-8.xsd; see XML source
exerciseProcedure (in optionExpiry defined in OptionsEvents.model group)
Type:
ExerciseProcedureOption
Content:
complex, 2 elements
Defined:
locally within OptionExpiry complexType in fpml-business-events-5-8.xsd; see XML source
exerciseProcedure (in straddle)
A set of parameters defining procedures associated with the exercise.
Type:
ExerciseProcedure
Content:
complex, 5 elements
Defined:
locally within FxStraddle complexType in fpml-fx-5-8.xsd; see XML source
exerciseProcedure (in swaption)
A set of parameters defining procedures associated with the exercise.
Type:
ExerciseProcedure
Content:
complex, 5 elements
Defined:
locally within Swaption complexType in fpml-ird-5-8.xsd; see XML source
exerciseSide
Type:
ExerciseSideEnum
Content:
simple
Defined:
locally within OptionExercise complexType in fpml-business-events-5-8.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-5-8.xsd; see XML source
exerciseTime
Type:
xsd:time
Content:
simple
Defined:
locally within OptionExercise complexType in fpml-business-events-5-8.xsd; see XML source
exerciseTiming
Type:
ExerciseTimingEnum
Content:
simple
Defined:
locally within OptionExercise complexType in fpml-business-events-5-8.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-5-8.xsd; see XML source
expectedN
Expected number of trading days.
Type:
xsd:positiveInteger
Content:
simple
Defined:
locally within CalculationFromObservation complexType in fpml-eq-shared-5-8.xsd; see XML source
expiration
A time dimension that represents the time to expiration of an option.
Type:
TimeDimension
Content:
complex, 3 elements
Defined:
locally within PricingStructureIndex.model group in fpml-riskdef-5-8.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-5-8.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-5-8.xsd; see XML source
expirationDate (defined in CommodityExercisePeriods complexType)
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-5-8.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-5-8.xsd; see XML source
expirationDate (defined in GenericProduct complexType)
For options, the last exercise date of the option.
Type:
AdjustableDate2
Content:
complex, 1 attribute, 4 elements
Defined:
locally within GenericProduct complexType in fpml-generic-5-8.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-5-8.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-5-8.xsd; see XML source
expirationDate (in creditLimit)
Type:
xsd:dateTime
Content:
simple
Defined:
locally within CreditLimit complexType in fpml-business-events-5-8.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-5-8.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-5-8.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-5-8.xsd; see XML source
expirationDateOffset
Specifies any offset from the adjusted Calculation Period start date or adjusted Calculation Period end date applicable to each Payment Date.
Type:
DateOffset
Content:
complex, 1 attribute, 4 elements
Defined:
locally within CommodityRelativeExpirationDates complexType in fpml-com-5-8.xsd; see XML source
expirationDates (in americanExercise defined in CommodityPhysicalExercise complexType)
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-5-8.xsd; see XML source
expirationDates (in europeanExercise defined in CommodityPhysicalExercise complexType)
The Expiration Date(s) of a European-style option.
Type:
AdjustableRelativeOrPeriodicDates2
Content:
complex, 1 attribute, 3 elements
Defined:
locally within CommodityPhysicalEuropeanExercise complexType in fpml-com-5-8.xsd; see XML source
expirationDateTwo
Type:
AdjustableOrRelativeDate
Content:
complex, 1 attribute, 2 elements
Defined:
locally within CalendarSpread complexType in fpml-option-shared-5-8.xsd; see XML source
expirationTime (defined in CommodityAmericanExercise complexType)
The specific time of day on which the option expires.
Type:
BusinessCenterTime
Content:
complex, 2 elements
Defined:
locally within CommodityAmericanExercise complexType in fpml-com-5-8.xsd; see XML source
expirationTime (defined in CommodityEuropeanExercise complexType)
The specific time of day on which the option expires.
Type:
BusinessCenterTime
Content:
complex, 2 elements
Defined:
locally within CommodityEuropeanExercise complexType in fpml-com-5-8.xsd; see XML source
expirationTime (in americanExercise defined in CommodityPhysicalExercise complexType)
The specific time of day at which the option expires.
Type:
PrevailingTime
Content:
complex, 2 elements
Defined:
locally within CommodityPhysicalAmericanExercise complexType in fpml-com-5-8.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-5-8.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-5-8.xsd; see XML source
expirationTime (in europeanExercise defined in CommodityPhysicalExercise complexType)
The specific time of day at which the option expires.
Type:
PrevailingTime
Content:
complex, 2 elements
Defined:
locally within CommodityPhysicalEuropeanExercise complexType in fpml-com-5-8.xsd; see XML source
expirationTime (in europeanExercise)
The latest time for exercise on expirationDate.
Type:
BusinessCenterTime
Content:
complex, 2 elements
Defined:
locally within EuropeanExercise complexType in fpml-shared-5-8.xsd; see XML source
expirationTimeDetermination
Expiration time determination method.
Type:
DeterminationMethod
Content:
simple, 2 attributes
Defined:
locally within EquityExpiration.model group in fpml-eqd-5-8.xsd; see XML source
expireRelativeToEvent
Specifies whether the payment(s) occur relative to the date of a physical event.
Type:
CommodityExpireRelativeToEvent
Content:
simple, 1 attribute
Defined:
locally within CommodityRelativeExpirationDates complexType in fpml-com-5-8.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-5-8.xsd; see XML source
expiry (defined in OptionExerciseAmount.model group)
Type:
xsd:boolean
Content:
simple
Defined:
locally within OptionExerciseAmount.model group in fpml-business-events-5-8.xsd; see XML source
expiry (in lcTermination)
Determines whether this event was created due to a natural expiration of the letter of credit or an unscheduled cancellation.
Type:
xsd:boolean
Content:
simple
Defined:
locally within LcTermination complexType in fpml-loan-5-8.xsd; see XML source
expiryDate (defined in FacilityDates.model group)
The latest date that a drawdown can be made effective against the facility.
Type:
xsd:date
Content:
simple
Defined:
locally within FacilityDates.model group in fpml-loan-5-8.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-5-8.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-5-8.xsd; see XML source
expiryDate (defined in FxExpiryDateOrSchedule.model group)
Defines the expiry of a single period accrual forward FX transaction.
Type:
FxExpiryDate
Content:
complex, 3 elements
Defined:
locally within FxExpiryDateOrSchedule.model group in fpml-fx-accruals-5-8.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-5-8.xsd; see XML source
expiryDate (in lcAccrual)
Expiry date of the letter of credit.
Type:
xsd:date
Content:
simple
Defined:
locally within LcAccrual complexType in fpml-loan-5-8.xsd; see XML source
expirySchedule (defined in FxExpiryDateOrSchedule.model group)
The parameters for defining a schedule of expiry periods for a accrual forward FX transaction.
Type:
FxExpirySchedule
Content:
complex, 1 attribute, 11 elements
Defined:
locally within FxExpiryDateOrSchedule.model group in fpml-fx-accruals-5-8.xsd; see XML source
expirySchedule (in fxTargetForward)
Defines the expiry/observation schedule of the target product.
Type:
FxExpirySchedule
Content:
complex, 1 attribute, 11 elements
Defined:
locally within FxTargetKnockoutForwardStrip complexType in fpml-fx-complex-5-8.xsd; see XML source
expiryTime (defined in FxDigitalAmericanExercise complexType)
Time at which the option expires on the expiry date.
Type:
BusinessCenterTime
Content:
complex, 2 elements
Defined:
locally within FxDigitalAmericanExercise complexType in fpml-fx-5-8.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-5-8.xsd; see XML source
expiryTime (defined in FxExpirySchedule complexType)
Time of expiration of each expiry date.
Type:
BusinessCenterTime
Content:
complex, 2 elements
Defined:
locally within FxExpirySchedule complexType in fpml-fx-complex-5-8.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-5-8.xsd; see XML source
expiryTime (in expiryDate defined in FxExpiryDateOrSchedule.model group)
Time of expiration of each expiry date.
Type:
BusinessCenterTime
Content:
complex, 2 elements
Defined:
locally within FxExpiryDate complexType in fpml-fx-accruals-5-8.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-5-8.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, 8 elements
Defined:
locally within Swap complexType in fpml-ird-5-8.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-5-8.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-5-8.xsd; see XML source
extensionPeriod
The number of calendar days defining the extension period.
Type:
xsd:decimal
Content:
simple
Defined:
locally within EvergreenOption complexType in fpml-loan-5-8.xsd; see XML source
extraElement
Element(s) that are extraneous in the other object.
Type:
String
Content:
simple
Defined:
locally within TradeDifference complexType in fpml-doc-5-8.xsd; see XML source
extraOrdinaryDividends
Reference to the party which determines if dividends are extraordinary in relation to normal levels.
Type:
PartyReference
Content:
empty, 1 attribute
Defined:
locally within DividendConditions complexType in fpml-eq-shared-5-8.xsd; see XML source
extraordinaryEvents (defined in EquityDerivativeLongFormBase complexType)
Where the underlying is shares, specifies events affecting the issuer of those shares that may require the terms of the transaction to be adjusted.
Type:
ExtraordinaryEvents
Content:
complex, 13 elements
Defined:
locally within EquityDerivativeLongFormBase complexType in fpml-eqd-5-8.xsd; see XML source
extraordinaryEvents (defined in NettedSwapBase complexType)
Where the underlying is shares, specifies events affecting the issuer of those shares that may require the terms of the transaction to be adjusted.
Type:
ExtraordinaryEvents
Content:
complex, 13 elements
Defined:
locally within NettedSwapBase complexType in fpml-eq-shared-5-8.xsd; see XML source
extraordinaryEvents (in equityOptionTransactionSupplement)
A component to contain elements that represent an extraordinary event.
Type:
ExtraordinaryEvents
Content:
complex, 13 elements
Defined:
locally within EquityOptionTransactionSupplement complexType in fpml-eqd-5-8.xsd; see XML source
extraordinaryEvents (in equitySwapTransactionSupplement)
Where the underlying is shares, specifies events affecting the issuer of those shares that may require the terms of the transaction to be adjusted.
Type:
ExtraordinaryEvents
Content:
complex, 13 elements
Defined:
locally within EquitySwapTransactionSupplement complexType in fpml-return-swaps-5-8.xsd; see XML source
extraordinaryEvents (in returnSwap)
Where the underlying is shares, specifies events affecting the issuer of those shares that may require the terms of the transaction to be adjusted.
Type:
ExtraordinaryEvents
Content:
complex, 13 elements
Defined:
locally within ReturnSwap complexType in fpml-eq-shared-5-8.xsd; see XML source
extrapolationPermitted
Type:
xsd:boolean
Content:
simple
Defined:
locally within TermCurve complexType in fpml-mktenv-5-8.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-5-8.xsd; see XML source
facilityCommitment
The global/lender commitment amount stated AFTER a commitment adjustment has taken place.
Type:
FacilityCommitment
Content:
complex, 6 elements
Defined:
locally within CommitmentAdjustment complexType in fpml-loan-5-8.xsd; see XML source
facilityEventGroup
Head of the substitution group for all facility events.
Type:
FacilityEvent
Content:
complex, 10 elements
Abstract:
(may not be used directly in instance XML documents)
Subst.Gr:
may be substituted with 2 elements
Defined:
globally in fpml-loan-5-8.xsd; see XML source
Used:
at 3 locations
facilityExtensionFeePayment
Type:
FacilityExtensionFeePayment
Content:
complex, 12 elements
Subst.Gr:
may substitute for element facilityFeePaymentGroup
Defined:
globally in fpml-loan-5-8.xsd; see XML source
Used:
never
facilityFeePaymentGroup
Head of the substitution group for all facility fee payment events.
Type:
NonRecurringFeePayment
Content:
complex, 12 elements
Abstract:
(may not be used directly in instance XML documents)
Subst.Gr:
may be substituted with 7 elements
Defined:
globally in fpml-loan-5-8.xsd; see XML source
Used:
at 8 locations
facilityFxRate (defined in LetterOfCredit complexType)
Defines exchange rate between the letter of credit and facility.
Type:
FxTerms
Content:
complex, 4 elements
Defined:
locally within LetterOfCredit complexType in fpml-loan-5-8.xsd; see XML source
facilityFxRate (defined in LoanContract complexType)
Defines a single (current) FX rate used to calculate utilization in the facility currency.
Type:
FxTerms
Content:
complex, 4 elements
Defined:
locally within LoanContract complexType in fpml-loan-5-8.xsd; see XML source
facilityFxRate (in outstandingsPosition)
Defines a single (current) FX rate used to calculate utilization in the facility currency.
Type:
FxTerms
Content:
complex, 4 elements
Defined:
locally within OutstandingsPosition complexType in fpml-loan-5-8.xsd; see XML source
facilityGroup
Head of the substitution group for all facility types.
Type:
Facility
Content:
complex, 1 attribute, 26 elements
Abstract:
(may not be used directly in instance XML documents)
Subst.Gr:
may be substituted with 4 elements
Defined:
globally in fpml-loan-5-8.xsd; see XML source
Used:
at 6 locations
facilityIdentifier (defined in FacilityDetails.model group)
A deal summary structure.
Type:
FacilityIdentifier
Content:
complex, 1 attribute, 2 elements
Defined:
locally within FacilityDetails.model group in fpml-loan-5-8.xsd; see XML source
facilityIdentifier (in outstandingContractsStatement)
A facility identifier to which the loan contracts and/or letter of credits belong.
Type:
IdentifiedAsset
Content:
complex, 1 attribute, 2 elements
Defined:
locally within OutstandingContractsStatement complexType in fpml-loan-5-8.xsd; see XML source
facilityNotification
Type:
FacilityNotification
Content:
complex, 3 attributes, 14 elements
Defined:
globally in fpml-loan-5-8.xsd; see XML source
Used:
never
facilityOutstandingsPosition (defined in AbstractContractNotification complexType)
Type:
FacilityOutstandingsPosition
Content:
complex, 4 elements
Defined:
locally within AbstractContractNotification complexType in fpml-loan-5-8.xsd; see XML source
facilityOutstandingsPosition (in facilityOutstandingsPositionStatement)
A facility position definition containing full details of either the global commitment and outstanding amounts or a specific lender's position breakdown.
Type:
FacilityOutstandingsPosition
Content:
complex, 4 elements
Defined:
locally within FacilityOutstandingsPositionStatement complexType in fpml-loan-5-8.xsd; see XML source
facilityOutstandingsPositionStatement
Type:
FacilityOutstandingsPositionStatement
Content:
complex, 3 attributes, 17 elements
Defined:
globally in fpml-loan-5-8.xsd; see XML source
Used:
never
facilityPosition (defined in AbstractFacilityNotification complexType)
Type:
FacilityPosition
Content:
complex, 3 elements
Defined:
locally within AbstractFacilityNotification complexType in fpml-loan-5-8.xsd; see XML source
facilityPosition (in facilityPositionStatement)
A facility position definition containing full details of either the global commitment and outstanding amounts or a specific lender's position breakdown.
Type:
FacilityPosition
Content:
complex, 3 elements
Defined:
locally within FacilityPositionStatement complexType in fpml-loan-5-8.xsd; see XML source
facilityPositionStatement
Type:
FacilityPositionStatement
Content:
complex, 3 attributes, 14 elements
Defined:
globally in fpml-loan-5-8.xsd; see XML source
Used:
never
facilityRateChangeGroup
Head of the substitution group for all facility rate update events.
Type:
FacilityContractEvent
Content:
complex, 11 elements
Abstract:
(may not be used directly in instance XML documents)
Subst.Gr:
may be substituted with 6 elements
Defined:
globally in fpml-loan-5-8.xsd; see XML source
Used:
at 7 locations
facilityRateChangeNotification
Type:
FacilityRateChangeNotification
Content:
complex, 3 attributes, 17 elements
Defined:
globally in fpml-loan-5-8.xsd; see XML source
Used:
never
facilityReference (defined in FacilityContractEvent complexType)
Type:
FacilityReference
Content:
empty, 1 attribute
Defined:
locally within FacilityContractEvent complexType in fpml-loan-5-8.xsd; see XML source
facilityReference (defined in FacilityContractIdentifier complexType)
Type:
FacilityReference
Content:
empty, 1 attribute
Defined:
locally within FacilityContractIdentifier complexType in fpml-loan-5-8.xsd; see XML source
facilityReference (defined in FacilityEvent complexType)
Type:
FacilityReference
Content:
empty, 1 attribute
Defined:
locally within FacilityEvent complexType in fpml-loan-5-8.xsd; see XML source
facilityReference (defined in FacilityPosition complexType)
A unique facility identifier.
Type:
FacilityReference
Content:
empty, 1 attribute
Defined:
locally within FacilityPosition complexType in fpml-loan-5-8.xsd; see XML source
facilityReference (in proRataFacilities)
Type:
FacilityReference
Content:
empty, 1 attribute
Defined:
locally within ProRataFacilities complexType in fpml-loan-5-8.xsd; see XML source
facilityStatement
Type:
FacilityStatement
Content:
complex, 3 attributes, 11 elements
Defined:
globally in fpml-loan-5-8.xsd; see XML source
Used:
never
facilitySummary
A facility summary structure.
Type:
FacilitySummary
Content:
complex, 1 attribute, 13 elements
Defined:
locally within FacilityDetails.model group in fpml-loan-5-8.xsd; see XML source
facilityTermination
Type:
FacilityTermination
Content:
complex, 10 elements
Subst.Gr:
may substitute for element facilityEventGroup
Defined:
globally in fpml-loan-5-8.xsd; see XML source
Used:
never
facilityType
The type of loan facility (letter of credit, revolving, ...).
Type:
FacilityType
Content:
simple, 1 attribute
Defined:
locally within Loan complexType in fpml-asset-5-8.xsd; see XML source
factoredCalculationAmount
Type:
Money
Content:
complex, 1 attribute, 2 elements
Defined:
locally within IndexChange complexType in fpml-business-events-5-8.xsd; see XML source
failureToDeliver (defined in ExtraordinaryEvents complexType)
If true, failure to deliver is applicable.
Type:
xsd:boolean
Content:
simple
Defined:
locally within ExtraordinaryEvents complexType in fpml-eq-shared-5-8.xsd; see XML source
failureToDeliver (in additionalDisruptionEvents)
Where the underlying is shares and the transaction is physically settled, then, if true, a failure to deliver the shares on the settlement date will not be an event of default for the purposes of the master agreement.
Type:
xsd:boolean
Content:
simple
Defined:
locally within AdditionalDisruptionEvents complexType in fpml-eq-shared-5-8.xsd; see XML source
failureToDeliverApplicable
Applies to EU Emissions Allowance Transactions.
Type:
xsd:boolean
Content:
simple
Defined:
locally within EnvironmentalPhysicalLeg complexType in fpml-com-5-8.xsd; see XML source
failureToPay
Type:
FailureToPayEvent
Content:
empty
Subst.Gr:
may substitute for element creditEvent
Defined:
globally in fpml-credit-event-notification-5-8.xsd; see XML source
Used:
never
failureToPay (defined in CreditEvents complexType)
A credit event.
Type:
FailureToPay
Content:
complex, 3 elements
Defined:
locally within CreditEvents complexType in fpml-option-shared-5-8.xsd; see XML source
failureToPayInterest
A credit event.
Type:
xsd:boolean
Content:
simple
Defined:
locally within CreditEvents complexType in fpml-option-shared-5-8.xsd; see XML source
failureToPayPrincipal (defined in CreditEvents complexType)
A credit event.
Type:
xsd:boolean
Content:
simple
Defined:
locally within CreditEvents complexType in fpml-option-shared-5-8.xsd; see XML source
failureToPayPrincipal (in floatingAmountEvents)
A floating rate payment event.
Type:
xsd:boolean
Content:
simple
Defined:
locally within FloatingAmountEvents complexType in fpml-cd-5-8.xsd; see XML source
fallback
Disruption fallback that applies to the trade.
Type:
DisruptionFallback
Content:
simple, 1 attribute
Defined:
locally within SequencedDisruptionFallback complexType in fpml-com-5-8.xsd; see XML source
fallbackBondApplicable
The applicability of a fallback bond as defined in the 2006 ISDA Inflation Derivatives Definitions, sections 1.3 and 1.8.
Type:
xsd:boolean
Content:
simple
Defined:
locally within InflationRateCalculation complexType in fpml-ird-5-8.xsd; see XML source
fallbackExercise
If fallback exercise is specified then the notional amount of the underlying swap, not previously exercised under the swaption, will be automatically exercised at the expiration time on the expiration date if at such time the buyer is in-the-money, provided that the difference between the settlement rate and the fixed rate under the relevant underlying swap is not less than one tenth of a percentage point (0.10% or 0.001).
Type:
xsd:boolean
Content:
simple
Defined:
locally within ManualExercise complexType in fpml-shared-5-8.xsd; see XML source
fallbackReferencePrice
If present indicates alternative price sources
Type:
FxFallbackReferencePrice
Content:
complex, 2 elements
Subst.Gr:
may substitute for element fxDisruptionFallback
Defined:
globally in fpml-fx-5-8.xsd; see XML source
Used:
never
fallbackReferencePrice (in marketDisruption defined in CommodityContent.model group)
A fallback commodity reference price for use when relying on Disruption Fallbacks in Section 7.5(d)(i) of the ISDA Commodity Definitions or have selected "Fallback Reference Price" as a disruptionFallback.
Type:
Underlyer
Content:
complex, 2 elements
Defined:
locally within CommodityMarketDisruption complexType in fpml-com-5-8.xsd; see XML source
fallbackReferencePrice (in priceSourceDisruption in nonDeliverableSettlement in settlementProvision)
The method, prioritzed by the order it is listed in this element, to get a replacement rate for the disrupted settlement rate option.
Type:
FallbackReferencePrice
Content:
complex, 4 elements
Defined:
locally within PriceSourceDisruption complexType in fpml-ird-5-8.xsd; see XML source
fallbacks
Describes the fallback processing or termination procedures that can be applied if an event occurs,
Type:
FxDisruptionFallbacks
Content:
complex, 1 element
Defined:
locally within FxDisruptionProvisions complexType in fpml-fx-5-8.xsd; see XML source
fallbackSettlementRateOption
This settlement rate option will be used in its place.
Type:
SettlementRateOption
Content:
simple, 1 attribute
Defined:
locally within FallbackReferencePrice complexType in fpml-ird-5-8.xsd; see XML source
fallbackSurveyValuationPostponenment
Request rate quotes from the market.
Type:
Empty
Content:
empty
Defined:
locally within FallbackReferencePrice complexType in fpml-ird-5-8.xsd; see XML source
farLeg (in fxSwap)
The FX transaction with the latest value date.
Type:
FxSwapLeg
Content:
complex, 1 attribute, 12 elements
Defined:
locally within FxSwap complexType in fpml-fx-5-8.xsd; see XML source
farLeg (in repo)
The far leg of the repo contract, i.e. the repurchase transaction.
Type:
FarRepoTransactionLeg
Content:
complex, 1 attribute, 12 elements
Defined:
locally within Repo complexType in fpml-repo-5-8.xsd; see XML source
feature (defined in FacilityFeatures.model group)
Facility features which help define the instrument with greater granularity.
Type:
FacilityFeature
Content:
simple, 1 attribute
Defined:
locally within FacilityFeatures.model group in fpml-loan-5-8.xsd; see XML source
feature (defined in Feature.model group)
Asian, Barrier, Knock and Pass Through features.
Type:
OptionFeatures
Content:
complex, 5 elements
Defined:
locally within Feature.model group in fpml-eq-shared-5-8.xsd; see XML source
feature (defined in GenericOptionAttributes.model group)
Special features that the option may have, such as Asian averaging, Barriers, Digital payout, etc.
Type:
GenericProductFeature
Content:
simple, 1 attribute
Defined:
locally within GenericOptionAttributes.model group in fpml-generic-5-8.xsd; see XML source
feature (defined in OptionBaseExtended complexType)
An Option feature such as quanto, asian, barrier, knock.
Type:
OptionFeature
Content:
complex, 6 elements
Defined:
locally within OptionBaseExtended complexType in fpml-option-shared-5-8.xsd; see XML source
featurePayment
The feature payment.
Type:
FeaturePayment
Content:
complex, 1 attribute, 9 elements
Defined:
locally within TriggerEvent complexType in fpml-option-shared-5-8.xsd; see XML source
featurePaymentAmount (defined in CommodityBarrier complexType)
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-5-8.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-5-8.xsd; see XML source
featurePaymentDate
The feature payment date.
Type:
AdjustableOrRelativeDate
Content:
complex, 1 attribute, 2 elements
Defined:
locally within FeaturePayment complexType in fpml-option-shared-5-8.xsd; see XML source
features (in fxOption)
Describes additional features within the option.
Type:
FxOptionFeatures
Content:
complex, 3 elements
Defined:
locally within FxOption complexType in fpml-fx-5-8.xsd; see XML source
features (in termDeposit)
An optional container that holds additional features of the deposit (e.g.
Type:
TermDepositFeatures
Content:
complex, 1 element
Defined:
locally within TermDeposit complexType in fpml-fx-5-8.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-5-8.xsd; see XML source
feeAmountSchedule
The exercise fee amount schedule.
Type:
AmountSchedule
Content:
complex, 1 attribute, 3 elements
Defined:
locally within ExerciseFeeSchedule complexType in fpml-shared-5-8.xsd; see XML source
feeLeg
This element contains all the terms relevant to defining the fixed amounts/payments per the applicable ISDA definitions.
Type:
FeeLeg
Content:
complex, 1 attribute, 10 elements
Defined:
locally within CreditDefaultSwap complexType in fpml-cd-5-8.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, 8 elements
Defined:
locally within ExerciseFeeSchedule complexType in fpml-shared-5-8.xsd; see XML source
feePaymentDate (in exerciseFee)
The date on which exercise fee(s) will be paid.
Type:
RelativeDateOffset
Content:
complex, 1 attribute, 8 elements
Defined:
locally within ExerciseFee complexType in fpml-shared-5-8.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-5-8.xsd; see XML source
feeRateSchedule
The exercise free rate schedule.
Type:
Schedule
Content:
complex, 1 attribute, 2 elements
Defined:
locally within ExerciseFeeSchedule complexType in fpml-shared-5-8.xsd; see XML source
feeTrade
Indicates the original trade between the transferor and the remaining party.
Type:
Trade
Content:
complex, 1 attribute, 14 elements
Defined:
locally within FeeTrade.model group in fpml-business-events-5-8.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, 11 elements
Defined:
locally within FeeTrade.model group in fpml-business-events-5-8.xsd; see XML source
finalCalculationPeriodDateAdjustment
Business date convention adjustment to final payment period per leg (swapStream) upon exercise event.
Type:
FinalCalculationPeriodDateAdjustment
Content:
complex, 3 elements
Defined:
locally within CancelableProvision complexType in fpml-ird-5-8.xsd; see XML source
finalEditedData
If specified by the parties to apply in the related Confirmation, Final Edited Data means that the parties will have recourse to Primary Disruption Fallbacks even if relevant data is available from the Data Provider, so long as such data is not published in its final edited form.
Type:
xsd:boolean
Content:
simple
Defined:
locally within WeatherIndexData complexType in fpml-com-5-8.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-5-8.xsd; see XML source
finalExpiryDate (defined in FxExpirySchedule complexType)
The final expiry date facilitates informing the final date without having to process all expiry dates in the schedule.
Type:
xsd:date
Content:
simple
Defined:
locally within FxExpirySchedule complexType in fpml-fx-complex-5-8.xsd; see XML source
finalExpiryDate (in lcAccrual)
Final expiry date of the letter of credit, once the evergreen option has been exercised.
Type:
xsd:date
Content:
simple
Defined:
locally within LcAccrual complexType in fpml-loan-5-8.xsd; see XML source
finalExpiryDate (in lcRenewal)
The final letter of credit expiry date (as defined by the evergreen option).
Type:
xsd:date
Content:
simple
Defined:
locally within LcRenewal complexType in fpml-loan-5-8.xsd; see XML source
finalRateRounding
The rounding convention to apply to the final rate used in determination of a calculation period amount.
Type:
Rounding
Content:
complex, 2 elements
Defined:
locally within FloatingRateCalculation complexType in fpml-shared-5-8.xsd; see XML source
finalSettlementDate (defined in FxSettlementSchedule complexType)
The final settlement date facilitates informing the final date without having to process all settlement dates in the schedule.
Type:
xsd:date
Content:
simple
Defined:
locally within FxSettlementSchedule complexType in fpml-fx-complex-5-8.xsd; see XML source
finalSettlementDate (in fxFlexibleForward)
The final date for settlement.
Type:
xsd:date
Content:
simple
Defined:
locally within FxFlexibleForward complexType in fpml-fx-5-8.xsd; see XML source
finalStub (in stubCalculationPeriod)
Type:
Stub
Content:
complex, 5 elements
Defined:
locally within StubCalculationPeriod complexType in fpml-eq-shared-5-8.xsd; see XML source
finalStub (in stubCalculationPeriod)
Type:
Stub
Content:
complex, 5 elements
Defined:
locally within StubCalculationPeriod complexType in fpml-eq-shared-5-8.xsd; see XML source
finalStub (in stubCalculationPeriodAmount)
Specifies how the final stub amount is calculated.
Type:
StubValue
Content:
complex, 3 elements
Defined:
locally within StubCalculationPeriodAmount complexType in fpml-ird-5-8.xsd; see XML source
finalStub (in stubCalculationPeriodAmount)
Specifies how the final stub amount is calculated.
Type:
StubValue
Content:
complex, 3 elements
Defined:
locally within StubCalculationPeriodAmount complexType in fpml-ird-5-8.xsd; see XML source
finesPassingScreen
Type:
CoalAttributeDecimal
Content:
complex, 3 elements
Defined:
locally within CommodityCoalProperties.model group in fpml-com-5-8.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-5-8.xsd; see XML source
firstCompoundingPeriodEndDate
The end date of the initial compounding period when compounding is applicable.
Type:
xsd:date
Content:
simple
Defined:
locally within CalculationPeriodDates complexType in fpml-ird-5-8.xsd; see XML source
firstName
Given name, such as John or Mary.
Type:
NormalizedString
Content:
simple
Defined:
locally within Person complexType in fpml-shared-5-8.xsd; see XML source
firstNotionalStepDate
Effective date of the first change in notional (i.e. a calculation period start date).
Type:
xsd:date
Content:
simple
Defined:
locally within NotionalStepRule complexType in fpml-ird-5-8.xsd; see XML source
firstObservationDateOffset
The interval between the start of each lagDuration and the start of each respective calculation period.
Type:
Period
Content:
complex, 1 attribute, 2 elements
Defined:
locally within Lag complexType in fpml-com-5-8.xsd; see XML source
firstPaymentDate (defined in PeriodicPayment complexType)
The first unadjusted fixed rate payer payment date.
Type:
xsd:date
Content:
simple
Defined:
locally within PeriodicPayment complexType in fpml-cd-5-8.xsd; see XML source
firstPaymentDate (in paymentDates defined in InterestRateStream complexType)
The first unadjusted payment date.
Type:
xsd:date
Content:
simple
Defined:
locally within PaymentDates complexType in fpml-ird-5-8.xsd; see XML source
firstPeriodStartDate (defined in PeriodicPayment complexType)
The start date of the initial calculation period if such date is not equal to the trade’s effective date.
Type:
xsd:date
Content:
simple
Defined:
locally within PeriodicPayment complexType in fpml-cd-5-8.xsd; see XML source
firstPeriodStartDate (in calculationPeriodDates)
The start date of the calculation period if the date falls before the effective date.
Type:
AdjustableDate
Content:
complex, 1 attribute, 3 elements
Defined:
locally within CalculationPeriodDates complexType in fpml-ird-5-8.xsd; see XML source
firstPeriodStartDate (in novation)
Element that is used to be able to make sense of the “new transaction” without requiring reference back to the “old transaction”.
Type:
FirstPeriodStartDate
Content:
simple, 1 attribute
Defined:
locally within NovationTerms.model group in fpml-business-events-5-8.xsd; see XML source
firstRegularPeriodStartDate
The start date of the regular part of the calculation period schedule.
Type:
xsd:date
Content:
simple
Defined:
locally within CalculationPeriodDates complexType in fpml-ird-5-8.xsd; see XML source
fixedAmount (defined in PeriodicPayment complexType)
A fixed payment amount.
Type:
Money
Content:
complex, 1 attribute, 2 elements
Defined:
locally within PeriodicPayment complexType in fpml-cd-5-8.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-5-8.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, 3 elements
Defined:
locally within PeriodicPayment complexType in fpml-cd-5-8.xsd; see XML source
fixedLeg
Fixed Price Leg.
Type:
FixedPriceLeg
Content:
complex, 1 attribute, 26 elements
Subst.Gr:
may substitute for element commoditySwapLeg
Defined:
globally in fpml-com-5-8.xsd; see XML source
Used:
never
fixedLeg (defined in DividendSwapTransactionSupplement complexType)
Fixed payment leg.
Type:
FixedPaymentLeg
Content:
complex, 1 attribute, 8 elements
Defined:
locally within DividendSwapTransactionSupplement complexType in fpml-dividend-swaps-5-8.xsd; see XML source
fixedLeg (defined in FxPerformanceSwap complexType)
Fixed FX Rate component describes the Fixed FX Rate and Fixed FX Rate Payer as such in the Confirmation for the Non-Deliverable Swap FX Transaction.
Type:
FxPerformanceFixedLeg
Content:
complex, 5 elements
Defined:
locally within FxPerformanceSwap complexType in fpml-fx-5-8.xsd; see XML source
fixedLeg (in commodityForward)
The fixed leg of a Commodity Forward Transaction.
Type:
NonPeriodicFixedPriceLeg
Content:
complex, 1 attribute, 10 elements
Defined:
locally within CommodityForward complexType in fpml-com-5-8.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, 2 elements
Defined:
locally within FixedPaymentLeg complexType in fpml-dividend-swaps-5-8.xsd; see XML source
fixedPaymentAmount
A known fixed payment amount.
Type:
xsd:decimal
Content:
simple
Defined:
locally within PaymentCalculationPeriod complexType in fpml-ird-5-8.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-5-8.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-5-8.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-5-8.xsd; see XML source
fixedPriceSchedule
Allows the specification of a Fixed Price that varies over the life of the trade.
Type:
CommodityFixedPriceSchedule
Content:
complex, 7 elements
Defined:
locally within CommodityFixedPrice.model group in fpml-com-5-8.xsd; see XML source
fixedPriceStep
The Fixed Price for a given Calculation Period during the life of the trade.
Type:
FixedPrice
Content:
complex, 1 attribute, 3 elements
Defined:
locally within CommodityFixedPriceSchedule complexType in fpml-com-5-8.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-5-8.xsd; see XML source
fixedRate (in calculationPeriod in paymentCalculationPeriod)
The calculation period fixed rate.
Type:
xsd:decimal
Content:
simple
Defined:
locally within CalculationPeriod complexType in fpml-ird-5-8.xsd; see XML source
fixedRate (in commodityFixedInterestCalculation)
The calculation period fixed rate or "fee" rate.
Type:
IdentifiedRate
Content:
simple, 1 attribute
Defined:
locally within CommodityFixedInterestCalculation complexType in fpml-com-5-8.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-5-8.xsd; see XML source
fixedRate (in fixedLeg defined in FxPerformanceSwap complexType)
Fixed Rate means a rate, expressed as a decimal, equal to the per annum rate specified as such in the Confirmation for the Non-Deliverable Swap FX Transaction or that party (i.e., a per annum rate of 15.10% as specified in a Confirmation shall be expressed as 0.1510 for calculation purposes).
Type:
PositiveDecimal
Content:
simple
Defined:
locally within FxPerformanceFixedLeg complexType in fpml-fx-5-8.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-5-8.xsd; see XML source
fixedRate (in termDeposit)
The calculation period fixed rate.
Type:
PositiveDecimal
Content:
simple
Defined:
locally within TermDeposit complexType in fpml-fx-5-8.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, 2 elements
Defined:
locally within TradeUnderlyer2 complexType in fpml-generic-5-8.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-5-8.xsd; see XML source
fixedRateAccrual
Defines the base rate and additional charges associated with the loan contract.
Type:
FixedRateAccrual
Content:
complex, 13 elements
Defined:
locally within LoanContract complexType in fpml-loan-5-8.xsd; see XML source
fixedRateOption (defined in FacilityOptionsFeesAndRates.model group)
A set of default cash accrual options.
Type:
FixedRateOption
Content:
complex, 13 elements
Defined:
locally within FacilityOptionsFeesAndRates.model group in fpml-loan-5-8.xsd; see XML source
fixedRateOption (in fixedRateOptionChange)
Type:
FixedRateOption
Content:
complex, 13 elements
Defined:
locally within FixedRateOptionChange complexType in fpml-loan-5-8.xsd; see XML source
fixedRateOptionChange
Type:
FixedRateOptionChange
Content:
complex, 11 elements
Defined:
locally within AccrualOptionChangeNotification complexType in fpml-loan-5-8.xsd; see XML source
fixedRateSchedule (in calculation in calculationPeriodAmount)
The fixed rate or fixed rate schedule expressed as explicit fixed rates and dates.
Type:
Schedule
Content:
complex, 1 attribute, 2 elements
Defined:
locally within Calculation complexType in fpml-ird-5-8.xsd; see XML source
fixedRateSchedule (in repo)
The fixed repo rate.
Type:
Schedule
Content:
complex, 1 attribute, 2 elements
Defined:
locally within Repo complexType in fpml-repo-5-8.xsd; see XML source
fixedSettlement
Used for Recovery Lock, to indicate whether fixed Settlement is Applicable or Not Applicable.
Type:
xsd:boolean
Content:
simple
Defined:
locally within CashSettlementTerms complexType in fpml-cd-5-8.xsd; see XML source
fixedStrike
Fixed strike.
Type:
PositiveDecimal
Content:
simple
Defined:
locally within DividendPeriodPayment complexType in fpml-dividend-swaps-5-8.xsd; see XML source
fixing (defined in FxCashSettlement complexType)
Specifies the source for and timing of a fixing of an exchange rate.
Type:
FxFixing
Content:
complex, 3 elements
Defined:
locally within FxCashSettlement complexType in fpml-shared-5-8.xsd; see XML source
fixing (defined in FxCashSettlementSimple complexType)
Specifies the source for and timing of a fixing of an exchange rate.
Type:
FxFixing
Content:
complex, 3 elements
Defined:
locally within FxCashSettlementSimple complexType in fpml-shared-5-8.xsd; see XML source
fixingAdjustment
The fixing adjustment expresses the bonus.
Type:
xsd:decimal
Content:
simple
Defined:
locally within FxDigitalPayoffRegion complexType in fpml-fx-complex-5-8.xsd; see XML source
fixingDate (defined in FxFixing complexType)
Describes the specific date when a non-deliverable forward or cash-settled option will "fix" against a particular rate, which will be used to compute the ultimate cash settlement.
Type:
xsd:date
Content:
simple
Defined:
locally within FxFixing complexType in fpml-shared-5-8.xsd; see XML source
fixingDate (defined in FxRateSourceFixing complexType)
The date on which the fixing is scheduled to occur.
Type:
AdjustableDate
Content:
complex, 1 attribute, 3 elements
Defined:
locally within FxRateSourceFixing complexType in fpml-shared-5-8.xsd; see XML source
fixingDate (defined in LoanContractBaseRateSet complexType)
The date on which the underlying interest rate is fixed.
Type:
xsd:date
Content:
simple
Defined:
locally within LoanContractBaseRateSet complexType in fpml-loan-5-8.xsd; see XML source
fixingDate (in dualCurrency)
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-5-8.xsd; see XML source
fixingDate (in fxForwardVolatilityAgreement)
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 FxForwardVolatilityAgreement complexType in fpml-fx-5-8.xsd; see XML source
fixingDateOffset
Specifies the fixing date relative to the reset date in terms of a business days offset and an associated set of financial business centers.
Type:
RelativeDateOffset
Content:
complex, 1 attribute, 8 elements
Defined:
locally within Fra complexType in fpml-ird-5-8.xsd; see XML source
fixingDates (in interestLegResetDates)
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-5-8.xsd; see XML source
fixingDates (in resetDates)
Specifies the fixing date relative to the reset date in terms of a business days offset and an associated set of financial business centers.
Type:
RelativeDateOffset
Content:
complex, 1 attribute, 8 elements
Defined:
locally within ResetDates complexType in fpml-ird-5-8.xsd; see XML source
fixingInformationSource (defined in FxRateObservable complexType)
Information source for fixing the exchange rate.
Type:
FxInformationSource
Content:
complex, 4 elements
Defined:
locally within FxRateObservable complexType in fpml-fx-accruals-5-8.xsd; see XML source
fixingInformationSource (in fxTargetForward)
Information source for fixing the exchange rate.
Type:
FxInformationSource
Content:
complex, 4 elements
Defined:
locally within FxTargetKnockoutForwardStrip complexType in fpml-fx-complex-5-8.xsd; see XML source
fixingSchedule (defined in FxAccrualProcess complexType)
Describes a parametrc schedule of fixing dates.
Type:
FxFixingSchedule
Content:
complex, 6 elements
Defined:
locally within FxAccrualProcess complexType in fpml-fx-accruals-5-8.xsd; see XML source
fixingSchedule (defined in FxAveragingProcess complexType)
Describes a parametrc schedule of fixing dates.
Type:
FxFixingSchedule
Content:
complex, 6 elements
Defined:
locally within FxAveragingProcess complexType in fpml-fx-accruals-5-8.xsd; see XML source
fixingSchedule (defined in FxPerformanceSwap complexType)
Parametric schedule of rate observations.
Type:
FxFixingScheduleSimple
Content:
complex, 7 elements
Defined:
locally within FxPerformanceSwap complexType in fpml-fx-5-8.xsd; see XML source
fixingTime (defined in CommodityFx complexType)
The time at which the spot currency exchange rate will be observed.
Type:
BusinessCenterTime
Content:
complex, 2 elements
Defined:
locally within CommodityFx complexType in fpml-com-5-8.xsd; see XML source
fixingTime (defined in CommodityFx complexType)
The time at which the spot currency exchange rate will be observed.
Type:
BusinessCenterTime
Content:
complex, 2 elements
Defined:
locally within CommodityFx complexType in fpml-com-5-8.xsd; see XML source
fixingTime (defined in FxInformationSource complexType)
The time that the fixing will be taken along with a business center to define the time zone
Type:
BusinessCenterTime
Content:
complex, 2 elements
Defined:
locally within FxInformationSource complexType in fpml-shared-5-8.xsd; see XML source
fixingTime (defined in FxSpotRateSource complexType)
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-5-8.xsd; see XML source
fixingTime (in asian in features in fxOption)
The time at which the spot currency exchange rate will be observed.
Type:
BusinessCenterTime
Content:
complex, 2 elements
Defined:
locally within FxAsianFeature complexType in fpml-fx-5-8.xsd; see XML source
fixingTime (in dualCurrency)
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-5-8.xsd; see XML source
fixingTime (in fxForwardVolatilityAgreement)
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 FxForwardVolatilityAgreement complexType in fpml-fx-5-8.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-5-8.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-5-8.xsd; see XML source
floatingAmountEvents
This element contains the ISDA terms relating to the floating rate payment events and the implied additional fixed payments, applicable to the credit derivatives transactions on mortgage-backed securities with pay-as-you-go or physical settlement.
Type:
FloatingAmountEvents
Content:
complex, 6 elements
Defined:
locally within ProtectionTerms complexType in fpml-cd-5-8.xsd; see XML source
floatingAmountProvisions
Specifies the floating amount provisions associated with the floatingAmountEvents.
Type:
FloatingAmountProvisions
Content:
complex, 2 elements
Defined:
locally within FloatingAmountEvents complexType in fpml-cd-5-8.xsd; see XML source
floatingLeg
Floating Price leg.
Type:
FloatingPriceLeg
Content:
complex, 1 attribute, 22 elements
Subst.Gr:
may substitute for element commoditySwapLeg
Defined:
globally in fpml-com-5-8.xsd; see XML source
Used:
never
floatingLeg (defined in FxPerformanceSwap complexType)
Floating FX Rate component describes the Flaoting FX Rate Payer of the rate determined in accordance with the Floating FX Rate Option specified in the Confirmation.
Type:
FxPerformanceFloatingLeg
Content:
complex, 4 elements
Defined:
locally within FxPerformanceSwap complexType in fpml-fx-5-8.xsd; see XML source
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, 7 elements
Defined:
locally within StubValue complexType in fpml-shared-5-8.xsd; see XML source
floatingRate (in underlyer defined in GenericProduct complexType)
A floating rate.
Type:
FloatingRate
Content:
complex, 1 attribute, 7 elements
Defined:
locally within TradeUnderlyer2 complexType in fpml-generic-5-8.xsd; see XML source
floatingRateAccrual
Defines the base rate and additional charges associated with the loan contract.
Type:
FloatingRateAccrual
Content:
complex, 17 elements
Defined:
locally within LoanContract complexType in fpml-loan-5-8.xsd; see XML source
floatingRateCalculation
A floating rate calculation definition.
Type:
FloatingRateCalculation
Content:
complex, 1 attribute, 11 elements
Subst.Gr:
may substitute for element rateCalculation
Defined:
globally in fpml-ird-5-8.xsd; see XML source
Used:
never
floatingRateCalculation (defined in InterestAccrualsMethod complexType)
The floating rate calculation definitions
Type:
FloatingRateCalculation
Content:
complex, 1 attribute, 11 elements
Defined:
locally within InterestAccrualsMethod complexType in fpml-shared-5-8.xsd; see XML source
floatingRateCalculation (in repo)
The floating rate index and tenor, with additional definitions relating to the calculation of floating rate amounts, including spread and multiplier.
Type:
FloatingRateCalculation
Content:
complex, 1 attribute, 11 elements
Defined:
locally within Repo complexType in fpml-repo-5-8.xsd; see XML source
floatingRateDefinition
The floating rate reset information for the calculation period.
Type:
FloatingRateDefinition
Content:
complex, 6 elements
Defined:
locally within CalculationPeriod complexType in fpml-ird-5-8.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-5-8.xsd; see XML source
floatingRateIndex (in forecastRateIndex)
The ISDA Floating Rate Option, i.e. the floating rate index.
Type:
FloatingRateIndex
Content:
simple, 1 attribute
Defined:
locally within ForecastRateIndex complexType in fpml-shared-5-8.xsd; see XML source
floatingRateIndex (in fra)
Type:
FloatingRateIndex
Content:
simple, 1 attribute
Defined:
locally within Fra complexType in fpml-ird-5-8.xsd; see XML source
floatingRateIndex (in rateIndex)
Type:
FloatingRateIndex
Content:
simple, 1 attribute
Defined:
locally within RateIndex complexType in fpml-asset-5-8.xsd; see XML source
floatingRateMultiplier
A rate multiplier to apply to the floating rate.
Type:
xsd:decimal
Content:
simple
Defined:
locally within FloatingRateDefinition complexType in fpml-ird-5-8.xsd; see XML source
floatingRateMultiplierSchedule
A rate multiplier or multiplier schedule to apply to the floating rate.
Type:
Schedule
Content:
complex, 1 attribute, 2 elements
Defined:
locally within FloatingRate complexType in fpml-shared-5-8.xsd; see XML source
floatingRateOption (defined in FacilityOptionsFeesAndRates.model group)
A set of default cash accrual options.
Type:
FloatingRateOption
Content:
complex, 16 elements
Defined:
locally within FacilityOptionsFeesAndRates.model group in fpml-loan-5-8.xsd; see XML source
floatingRateOption (in floatingRateOptionChange)
Type:
FloatingRateOption
Content:
complex, 16 elements
Defined:
locally within FloatingRateOptionChange complexType in fpml-loan-5-8.xsd; see XML source
floatingRateOptionChange
Type:
FloatingRateOptionChange
Content:
complex, 11 elements
Defined:
locally within AccrualOptionChangeNotification complexType in fpml-loan-5-8.xsd; see XML source
floatingStrikePricePerUnit
The currency amount of the strike price per unit.
Type:
FloatingStrikePrice
Content:
complex, 9 elements
Defined:
locally within CommodityFloatingStrikePrice.model group in fpml-com-5-8.xsd; see XML source
floatingStrikePricePerUnitSchedule
Type:
CommodityCalculationPeriodsSchedule
Content:
complex, 1 attribute, 3 elements
Defined:
locally within CommodityFloatingStrikePrice.model group in fpml-com-5-8.xsd; see XML source
floorRate (defined in RateLimits complexType)
The rate floor being applied.
Type:
PeriodRate
Content:
complex, 3 elements
Defined:
locally within RateLimits complexType in fpml-loan-5-8.xsd; see XML source
floorRate (in floatingRateDefinition)
The floor rate, if any, which applies to the floating rate for the calculation period.
Type:
Strike
Content:
complex, 1 attribute, 3 elements
Defined:
locally within FloatingRateDefinition complexType in fpml-ird-5-8.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, 4 elements
Defined:
locally within FloatingRate complexType in fpml-shared-5-8.xsd; see XML source
fluid
The temperature at which the ash cone flattens.
Type:
CoalAttributeDecimal
Content:
complex, 3 elements
Defined:
locally within CommodityCoalReducingAtmosphere.model group in fpml-com-5-8.xsd; see XML source
followUpConfirmation (defined in ExerciseProcedure complexType)
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 ExerciseProcedure complexType in fpml-shared-5-8.xsd; see XML source
followUpConfirmation (defined in OptionalEarlyTermination complexType)
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 OptionalEarlyTermination complexType in fpml-ird-5-8.xsd; see XML source
followUpConfirmation (in cancelableProvision)
A flag to indicate whether follow-up confirmation of exercise (written or electronic) is required following telephonic notice by the buyer to the seller or seller's agent.
Type:
xsd:boolean
Content:
simple
Defined:
locally within CancelableProvision complexType in fpml-ird-5-8.xsd; see XML source
followUpConfirmation (in extendibleProvision)
A flag to indicate whether follow-up confirmation of exercise (written or electronic) is required following telephonic notice by the buyer to the seller or seller's agent.
Type:
xsd:boolean
Content:
simple
Defined:
locally within ExtendibleProvision complexType in fpml-ird-5-8.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-5-8.xsd; see XML source
forecastAmount
The amount representing the forecast of the accrued value of the calculation period.
Type:
Money
Content:
complex, 1 attribute, 2 elements
Defined:
locally within CalculationPeriod complexType in fpml-ird-5-8.xsd; see XML source
forecastCurrencyYieldCurve
Type:
PricingStructureReference
Content:
empty, 1 attribute
Defined:
locally within FxCurveValuation complexType in fpml-mktenv-5-8.xsd; see XML source
forecastPaymentAmount
A monetary amount representing the forecast of the future value of the payment.
Type:
Money
Content:
complex, 1 attribute, 2 elements
Defined:
locally within PaymentCalculationPeriod complexType in fpml-ird-5-8.xsd; see XML source
forecastRate (in calculationPeriod in paymentCalculationPeriod)
A value representing the forecast rate used to calculate the forecast future value of the accrual period.
Type:
xsd:decimal
Content:
simple
Defined:
locally within CalculationPeriod complexType in fpml-ird-5-8.xsd; see XML source
forecastRate (in rateObservation in floatingRateDefinition)
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-5-8.xsd; see XML source
forecastRateIndex
Type:
ForecastRateIndex
Content:
complex, 2 elements
Defined:
locally within YieldCurveCharacteristics.model group in fpml-mktenv-5-8.xsd; see XML source
foreignOwnershipEvent
If true, then foreign ownership event is applicable.
Type:
xsd:boolean
Content:
simple
Defined:
locally within AdditionalDisruptionEvents complexType in fpml-eq-shared-5-8.xsd; see XML source
formula (defined in InterestRateStream complexType)
An interest rate derivative formula.
Type:
Formula
Content:
complex, 3 elements
Defined:
locally within InterestRateStream complexType in fpml-ird-5-8.xsd; see XML source
formula (defined in LegAmount complexType)
Specifies a formula, with its description and components.
Type:
Formula
Content:
complex, 3 elements
Defined:
locally within LegAmount complexType in fpml-eq-shared-5-8.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-5-8.xsd; see XML source
formula (in commodityReturnCalculation)
Defines the value of the commodity return calculation formula as simple or compound.
Type:
CommodityReturnCalculationFormulaEnum
Content:
simple
Defined:
locally within CommodityReturnCalculation complexType in fpml-com-5-8.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-5-8.xsd; see XML source
formula (in sensitivityDefinition)
A formula defining how to compute the derivative from the partial derivatives.
Type:
DerivativeFormula
Content:
complex, 2 elements
Defined:
locally within ComputedDerivative.model group in fpml-riskdef-5-8.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-5-8.xsd; see XML source
formulaDescription
Text description of the formula
Type:
String
Content:
simple
Defined:
locally within Formula complexType in fpml-shared-5-8.xsd; see XML source
forwardCurve
A curve of forward rates.
Type:
ForwardRateCurve
Content:
complex, 2 elements
Defined:
locally within YieldCurveValuation complexType in fpml-mktenv-5-8.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-5-8.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-5-8.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-5-8.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-5-8.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-5-8.xsd; see XML source
forwardVolatilityStrikePrice
Forward Volatility Rate.
Type:
PositiveDecimal
Content:
simple
Defined:
locally within FxForwardVolatilityAgreement complexType in fpml-fx-5-8.xsd; see XML source
fPVFinalPriceElectionFallback
Specifies the fallback provisions for Hedging Party in the determination of the Final Price.
Type:
FPVFinalPriceElectionFallbackEnum
Content:
simple
Defined:
locally within EquityValuation complexType in fpml-eq-shared-5-8.xsd; see XML source
fra
A forward rate agreement product definition.
Type:
Fra
Content:
complex, 1 attribute, 21 elements
Subst.Gr:
may substitute for element product
Defined:
globally in fpml-ird-5-8.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-5-8.xsd; see XML source
fullExercise
Type:
xsd:boolean
Content:
simple
Defined:
locally within OptionExerciseAmount.model group in fpml-business-events-5-8.xsd; see XML source
fullFaithAndCreditObLiability (defined in DeliverableObligations complexType)
An obligation and deliverable obligation characteristic.
Type:
xsd:boolean
Content:
simple
Defined:
locally within DeliverableObligations complexType in fpml-cd-5-8.xsd; see XML source
fullFaithAndCreditObLiability (defined in Obligations complexType)
An obligation and deliverable obligation characteristic.
Type:
xsd:boolean
Content:
simple
Defined:
locally within Obligations complexType in fpml-cd-5-8.xsd; see XML source
fullFirstCalculationPeriod
This element corresponds to the applicability of the Full First Calculation Period as defined in the 2004 ISDA Novation Definitions, section 1.20.
Type:
xsd:boolean
Content:
simple
Defined:
locally within NovationTerms.model group in fpml-business-events-5-8.xsd; see XML source
fundedUtilizedAmount (defined in Utilization.model group)
The amount of utilization which is funded.
Type:
MoneyWithParticipantShare
Content:
complex, 1 attribute, 3 elements
Defined:
locally within Utilization.model group in fpml-loan-5-8.xsd; see XML source
fundedUtilizedAmount (defined in Utilization.model group)
The amount of utilization which is funded.
Type:
MoneyWithParticipantShare
Content:
complex, 1 attribute, 3 elements
Defined:
locally within Utilization.model group in fpml-loan-5-8.xsd; see XML source
fundingFeePayment
Type:
FundingFeePayment
Content:
complex, 12 elements
Subst.Gr:
may substitute for element facilityFeePaymentGroup
Defined:
globally in fpml-loan-5-8.xsd; see XML source
Used:
never
fundManager (in exchangeTradedFund)
Specifies the fund manager that is in charge of the fund.
Type:
String
Content:
simple
Defined:
locally within ExchangeTradedFund complexType in fpml-asset-5-8.xsd; see XML source
fundManager (in mutualFund)
Specifies the fund manager that is in charge of the fund.
Type:
String
Content:
simple
Defined:
locally within MutualFund complexType in fpml-asset-5-8.xsd; see XML source
future
Identifies the underlying asset when it is a listed future contract.
Type:
Future
Content:
complex, 1 attribute, 13 elements
Subst.Gr:
may substitute for element underlyingAsset
Defined:
globally in fpml-asset-5-8.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:
String
Content:
simple
Defined:
locally within Future complexType in fpml-asset-5-8.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-5-8.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-5-8.xsd; see XML source
futureValueNotional
The future value notional is normally only required for BRL CDI Swaps.
Type:
FutureValueAmount
Content:
complex, 1 attribute, 4 elements
Defined:
locally within Calculation complexType in fpml-ird-5-8.xsd; see XML source
fx
Identifies a simple underlying asset type that is an FX rate.
Type:
FxRateAsset
Content:
complex, 1 attribute, 8 elements
Subst.Gr:
may substitute for element curveInstrument
Defined:
globally in fpml-asset-5-8.xsd; see XML source
Used:
never
fx (defined in CommodityExercise complexType)
FX observations to be used to convert the observed Commodity Reference Price to the Settlement Currency.
Type:
CommodityFx
Content:
complex, 18 elements
Defined:
locally within CommodityExercise complexType in fpml-com-5-8.xsd; see XML source
fx (defined in FloatingLegCalculation complexType)
Defines how observations of FX prices are to be used to calculate a factor with which to convert the observed Commodity Reference Price to the Settlement Currency.
Type:
CommodityFx
Content:
complex, 18 elements
Defined:
locally within FloatingLegCalculation complexType in fpml-com-5-8.xsd; see XML source
fx (in underlying in notionalQuantityBasket)
FX observations to be used to convert the observed Commodity Reference Price to the Settlement Currency.
Type:
CommodityFx
Content:
complex, 18 elements
Defined:
locally within CommodityBasketUnderlyingByNotional complexType in fpml-com-5-8.xsd; see XML source
fxAccrualDigitalOption
A type defining an accrual digital option FX transaction.
Type:
FxAccrualDigitalOption
Content:
complex, 1 attribute, 19 elements
Subst.Gr:
may substitute for element product
Defined:
globally in fpml-fx-accruals-5-8.xsd; see XML source
Used:
never
fxAccrualForward
A structured forward product which consists of a strip of forwards.
Type:
FxAccrualForward
Content:
complex, 1 attribute, 18 elements
Subst.Gr:
may substitute for element product
Defined:
globally in fpml-fx-accruals-5-8.xsd; see XML source
Used:
never
fxAccrualOption
A structured option product which consists of a strip of accrual options.
Type:
FxAccrualOption
Content:
complex, 1 attribute, 25 elements
Subst.Gr:
may substitute for element product
Defined:
globally in fpml-fx-accruals-5-8.xsd; see XML source
Used:
never
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-5-8.xsd; see XML source
fxCurve
Type:
FxCurve
Content:
complex, 1 attribute, 3 elements
Subst.Gr:
may substitute for element pricingStructure
Defined:
globally in fpml-mktenv-5-8.xsd; see XML source
Used:
never
fxCurveValuation
Type:
FxCurveValuation
Content:
complex, 2 attributes, 12 elements
Subst.Gr:
may substitute for element pricingStructureValuation
Defined:
globally in fpml-mktenv-5-8.xsd; see XML source
Used:
never
fxDigitalOption
An FX digital option transaction definition.
Type:
FxDigitalOption
Content:
complex, 1 attribute, 18 elements
Subst.Gr:
may substitute for element product
Defined:
globally in fpml-fx-5-8.xsd; see XML source
Used:
never
fxDisruptionEvent
The abstract element used to create the extendible set of disruption events
Type:
FxDisruptionEvent
Content:
empty
Abstract:
(may not be used directly in instance XML documents)
Subst.Gr:
may be substituted with 4 elements
Defined:
globally in fpml-fx-5-8.xsd; see XML source
Used:
at 5 locations
fxDisruptionFallback
The abstract element used to create the extendible set of disruption fallbacks.
Type:
FxDisruptionFallback
Content:
empty
Abstract:
(may not be used directly in instance XML documents)
Subst.Gr:
may be substituted with 6 elements
Defined:
globally in fpml-fx-5-8.xsd; see XML source
Used:
at 7 locations
fxFeature (defined in DirectionalLegUnderlyer complexType)
Quanto, Composite, or Cross Currency FX features.
Type:
FxFeature
Content:
complex, 4 elements
Defined:
locally within DirectionalLegUnderlyer complexType in fpml-eq-shared-5-8.xsd; see XML source
fxFeature (defined in Feature.model group)
Quanto, Composite, or Cross Currency FX features.
Type:
FxFeature
Content:
complex, 4 elements
Defined:
locally within Feature.model group in fpml-eq-shared-5-8.xsd; see XML source
fxFeature (in feature defined in OptionBaseExtended complexType)
A quanto or composite FX feature.
Type:
FxFeature
Content:
complex, 4 elements
Defined:
locally within OptionBaseFeature.model group in fpml-option-shared-5-8.xsd; see XML source
fxFeature (in returnLeg)
A quanto or composite FX feature.
Type:
FxFeature
Content:
complex, 4 elements
Defined:
locally within ReturnLeg complexType in fpml-eq-shared-5-8.xsd; see XML source
fxFixingDate
The date, when expressed as a relative date, on which the currency rate will be determined for the purpose of specifying the amount in deliverable currency.
Type:
FxFixingDate
Content:
complex, 1 attribute, 8 elements
Defined:
locally within NonDeliverableSettlement complexType in fpml-ird-5-8.xsd; see XML source
fxFixingSchedule
The date, when expressed as a schedule of date(s), on which the currency rate will be determined for the purpose of specifying the amount in deliverable currency.
Type:
AdjustableDates
Content:
complex, 1 attribute, 3 elements
Defined:
locally within NonDeliverableSettlement complexType in fpml-ird-5-8.xsd; see XML source
fxFlexibleForward
A flexible term fx forward product definition.
Type:
FxFlexibleForward
Content:
complex, 1 attribute, 21 elements
Subst.Gr:
may substitute for element product
Defined:
globally in fpml-fx-5-8.xsd; see XML source
Used:
never
fxForwardCurve
A curve of fx forward rates.
Type:
TermCurve
Content:
complex, 3 elements
Defined:
locally within FxCurveValuation complexType in fpml-mktenv-5-8.xsd; see XML source
fxForwardPointsCurve
A curve of fx forward point spreads.
Type:
TermCurve
Content:
complex, 3 elements
Defined:
locally within FxCurveValuation complexType in fpml-mktenv-5-8.xsd; see XML source
fxForwardVolatilityAgreement
An FX Forward Volatility Agreement transaction definition.
Type:
FxForwardVolatilityAgreement
Content:
complex, 1 attribute, 15 elements
Subst.Gr:
may substitute for element product
Defined:
globally in fpml-fx-5-8.xsd; see XML source
Used:
never
fxLinkedNotionalAmount
The amount that a cashflow will accrue interest on.
Type:
FxLinkedNotionalAmount
Content:
complex, 4 elements
Defined:
locally within CalculationPeriod complexType in fpml-ird-5-8.xsd; see XML source
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, 6 elements
Defined:
locally within Calculation complexType in fpml-ird-5-8.xsd; see XML source
fxObservationDates
A list of the fx observation dates for a given Calculation Period.
Type:
AdjustableDates
Content:
complex, 1 attribute, 3 elements
Defined:
locally within CommodityFx complexType in fpml-com-5-8.xsd; see XML source
fxOption
An FX option transaction definition.
Type:
FxOption
Content:
complex, 1 attribute, 22 elements
Subst.Gr:
may substitute for element product
Defined:
globally in fpml-fx-5-8.xsd; see XML source
Used:
never
fxRangeAccrual
A type defining an range accrual FX transaction.
Type:
FxRangeAccrual
Content:
complex, 1 attribute, 17 elements
Subst.Gr:
may substitute for element product
Defined:
globally in fpml-fx-accruals-5-8.xsd; see XML source
Used:
never
fxRate (defined in Settlement.model group)
Indicates the rate of a currency conversion that is used to compute settlement amount for cross-currency transactions.
Type:
FxRate
Content:
complex, 2 elements
Defined:
locally within Settlement.model group in fpml-repo-5-8.xsd; see XML source
fxRate (in assetValuation)
Indicates the rate of a currency conversion that may have been used to compute valuations.
Type:
FxRate
Content:
complex, 2 elements
Defined:
locally within AssetValuation complexType in fpml-valuation-5-8.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-5-8.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-5-8.xsd; see XML source
fxRate (in quanto)
Specifies a currency conversion rate.
Type:
FxRate
Content:
complex, 2 elements
Defined:
locally within Quanto complexType in fpml-option-shared-5-8.xsd; see XML source
fxRateSetNoticeDays (defined in FixedRateOption complexType)
The number of business days that a lender must be notified prior to an FX rate set event occurring.
Type:
xsd:nonNegativeInteger
Content:
simple
Defined:
locally within FixedRateOption complexType in fpml-loan-5-8.xsd; see XML source
fxRateSetNoticeDays (defined in FloatingRateOption complexType)
The number of business days that a lender must be notified prior to an FX rate set event occurring.
Type:
xsd:nonNegativeInteger
Content:
simple
Defined:
locally within FloatingRateOption complexType in fpml-loan-5-8.xsd; see XML source
fxSingleLeg
A simple FX spot or forward transaction definition.
Type:
FxSingleLeg
Content:
complex, 1 attribute, 16 elements
Subst.Gr:
may substitute for element product
Defined:
globally in fpml-fx-5-8.xsd; see XML source
Used:
never
fxSpotRateSource (defined in Composite complexType)
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 Composite complexType in fpml-option-shared-5-8.xsd; see XML source
fxSpotRateSource (defined in FxFixing complexType)
Specifies the methodology (reference source and, optionally, fixing time) to be used for determining a currency conversion rate.
Type:
FxSpotRateSource
Content:
complex, 3 elements
Defined:
locally within FxFixing complexType in fpml-shared-5-8.xsd; see XML source
fxSpotRateSource (in fxLinkedNotionalSchedule)
The information source and time at which the spot currency exchange rate will be observed.
Type:
FxSpotRateSource
Content:
complex, 3 elements
Defined:
locally within FxLinkedNotionalSchedule complexType in fpml-ird-5-8.xsd; see XML source
fxSpotRateSource (in quanto)
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-5-8.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-5-8.xsd; see XML source
Used:
never
fxTargetForward
A structured forward product which consists of a strip of forwards.
Type:
FxTargetKnockoutForwardStrip
Content:
complex, 1 attribute, 21 elements
Subst.Gr:
may substitute for element product
Defined:
globally in fpml-fx-complex-5-8.xsd; see XML source
Used:
never
fxType
A type to identify how the FX rate will be applied.
Type:
CommodityFxType
Content:
simple, 1 attribute
Defined:
locally within CommodityFx complexType in fpml-com-5-8.xsd; see XML source
fxVarianceSwap
An FX variance swap transaction definition.
Type:
FxPerformanceSwap
Content:
complex, 1 attribute, 19 elements
Subst.Gr:
may substitute for element product
Defined:
globally in fpml-fx-5-8.xsd; see XML source
Used:
never
fxVolatilitySwap
An FX volatility swap transaction definition.
Type:
FxPerformanceSwap
Content:
complex, 1 attribute, 19 elements
Subst.Gr:
may substitute for element product
Defined:
globally in fpml-fx-5-8.xsd; see XML source
Used:
never
gas
The specification of the gas to be delivered.
Type:
GasProduct
Content:
complex, 3 elements
Defined:
locally within GasPhysicalLeg complexType in fpml-com-5-8.xsd; see XML source
gasPhysicalLeg
Physically settled natural gas leg.
Type:
GasPhysicalLeg
Content:
complex, 1 attribute, 8 elements
Subst.Gr:
may substitute for element commoditySwapLeg
Defined:
globally in fpml-com-5-8.xsd; see XML source
Used:
never
generalFundObligationLiability (defined in DeliverableObligations complexType)
An obligation and deliverable obligation characteristic.
Type:
xsd:boolean
Content:
simple
Defined:
locally within DeliverableObligations complexType in fpml-cd-5-8.xsd; see XML source
generalFundObligationLiability (defined in Obligations complexType)
An obligation and deliverable obligation characteristic.
Type:
xsd:boolean
Content:
simple
Defined:
locally within Obligations complexType in fpml-cd-5-8.xsd; see XML source
generalTerms
This element contains all the data that appears in the section entitled "1.
Type:
GeneralTerms
Content:
complex, 13 elements
Defined:
locally within CreditDefaultSwap complexType in fpml-cd-5-8.xsd; see XML source
generationAsset
Type:
CommodityDeliveryPoint
Content:
simple, 1 attribute
Defined:
locally within ElectricityDeliveryUnitFirm complexType in fpml-com-5-8.xsd; see XML source
generic
Type:
GenericDimension
Content:
simple, 2 attributes
Defined:
locally within PricingStructureIndex.model group in fpml-riskdef-5-8.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, 35 elements
Subst.Gr:
may substitute for element product
Defined:
globally in fpml-generic-5-8.xsd; see XML source
Used:
never
global (defined in CreditLimitUtilizationPosition complexType)
Global credit limit utilization amount, agnostic of long/short position direction.
Type:
NonNegativeDecimal
Content:
simple
Defined:
locally within CreditLimitUtilizationPosition complexType in fpml-business-events-5-8.xsd; see XML source
global (defined in CreditLimitUtilizationPosition complexType)
Global credit limit utilization amount, agnostic of long/short position direction.
Type:
NonNegativeDecimal
Content:
simple
Defined:
locally within CreditLimitUtilizationPosition complexType in fpml-business-events-5-8.xsd; see XML source
governingLaw (defined in Facility complexType)
Defines the governing law (jurisdiction) under which the facility operates.
Type:
GoverningLaw
Content:
simple, 1 attribute
Defined:
locally within Facility complexType in fpml-loan-5-8.xsd; see XML source
governingLaw (defined in Trade complexType)
Identification of the law governing the transaction.
Type:
GoverningLaw
Content:
simple, 1 attribute
Defined:
locally within Trade complexType in fpml-doc-5-8.xsd; see XML source
governmentalIntervention
A credit event.
Type:
xsd:boolean
Content:
simple
Defined:
locally within CreditEvents complexType in fpml-option-shared-5-8.xsd; see XML source
gracePeriod
The number of calendar or business days after any due date that the reference entity has to fulfil its obligations before a failure to pay credit event is deemed to have occurred.
Type:
Offset
Content:
complex, 1 attribute, 3 elements
Defined:
locally within GracePeriodExtension complexType in fpml-option-shared-5-8.xsd; see XML source
gracePeriodExtension
If this element is specified, indicates whether or not a grace period extension is applicable.
Type:
GracePeriodExtension
Content:
complex, 2 elements
Defined:
locally within FailureToPay complexType in fpml-option-shared-5-8.xsd; see XML source
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-5-8.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-5-8.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-5-8.xsd; see XML source
grindability
The Hardgrove Grindability Index value of the coal to be delivered.
Type:
CoalAttributeDecimal
Content:
complex, 3 elements
Defined:
locally within CommodityCoalProperties.model group in fpml-com-5-8.xsd; see XML source
gross
Value excluding fees and commissions.
Type:
xsd:decimal
Content:
simple
Defined:
locally within NetAndOrGross.model group in fpml-doc-5-8.xsd; see XML source
grossCashflow
Payment details of this cash flow component, including currency, amount and payer/payee.
Type:
GrossCashflow
Content:
complex, 8 elements
Defined:
locally within PaymentDetails complexType in fpml-shared-5-8.xsd; see XML source
grossPrice
Specifies the price of the underlyer, before commissions.
Type:
ActualPrice
Content:
complex, 1 attribute, 3 elements
Defined:
locally within EquityPrice.model group in fpml-asset-5-8.xsd; see XML source
groupType
Party Group Type, e.g.
Type:
PartyGroupType
Content:
simple, 1 attribute
Defined:
locally within Party complexType in fpml-shared-5-8.xsd; see XML source
guarantor
The party that guarantees by way of a contractual arrangement to pay the debts of an obligor if the obligor is unable to make the required payments itself.
Type:
LegalEntity
Content:
complex, 1 attribute, 3 elements
Defined:
locally within ReferenceObligation complexType in fpml-cd-5-8.xsd; see XML source
guarantorPartyReference (defined in FacilityRoles.model group)
Party references to any guarantors associated with the facility borrower.
Type:
PartyReference
Content:
empty, 1 attribute
Defined:
locally within FacilityRoles.model group in fpml-loan-5-8.xsd; see XML source
guarantorPartyReference (in deal)
Party references to the guarantors associated with the (main) issuer of the deal.
Type:
PartyReference
Content:
empty, 1 attribute
Defined:
locally within DealRoles.model group in fpml-loan-5-8.xsd; see XML source
guarantorReference
A pointer style reference to a reference entity defined elsewhere in the document.
Type:
LegalEntityReference
Content:
empty, 1 attribute
Defined:
locally within ReferenceObligation complexType in fpml-cd-5-8.xsd; see XML source
haircut
An element defining a haircut expressed as the percentage difference between the Market Value of the collateral and the Purchase Price of the repo and calculated as 100 multiplied by a ratio of the difference between the Market Value of the collateral and the Purchase Price of the repo to the Market Value of the collateral.
Type:
xsd:decimal
Content:
simple
Defined:
locally within InitialMargin complexType in fpml-repo-5-8.xsd; see XML source
haircutThreshold
An element defining a haircut percentage threshold which is the value above (when it's lower than initial haircut) or below (when it's higher than initial haircut) which parties agree they will not call a margin from each other.
Type:
xsd:decimal
Content:
simple
Defined:
locally within InitialMargin complexType in fpml-repo-5-8.xsd; see XML source
header (defined in Exception complexType)
Type:
ExceptionMessageHeader
Content:
complex, 10 elements
Defined:
locally within Exception complexType in fpml-msg-5-8.xsd; see XML source
header (defined in NotificationMessage complexType)
Type:
NotificationMessageHeader
Content:
complex, 10 elements
Defined:
locally within NotificationMessage complexType in fpml-msg-5-8.xsd; see XML source
header (defined in RequestMessage complexType)
Type:
RequestMessageHeader
Content:
complex, 9 elements
Defined:
locally within RequestMessage complexType in fpml-msg-5-8.xsd; see XML source
header (defined in ResponseMessage complexType)
Type:
ResponseMessageHeader
Content:
complex, 10 elements
Defined:
locally within ResponseMessage complexType in fpml-msg-5-8.xsd; see XML source
hedgingDisruption
If true, then hedging disruption is applicable.
Type:
xsd:boolean
Content:
simple
Defined:
locally within AdditionalDisruptionEvents complexType in fpml-eq-shared-5-8.xsd; see XML source
hedgingParty
The party referenced is the ISDA Hedging Party that specified in the related Confirmation as Hedging, or if no Hedging Party is specified, either party to the Transaction.
Type:
PartyReference
Content:
empty, 1 attribute
Defined:
locally within Trade complexType in fpml-doc-5-8.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-5-8.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-5-8.xsd; see XML source
honorific
An honorific title, such as Mr., Ms., Dr. etc.
Type:
NormalizedString
Content:
simple
Defined:
locally within Person complexType in fpml-shared-5-8.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-5-8.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-5-8.xsd; see XML source
hubCode
Type:
CommodityHubCode
Content:
simple, 1 attribute
Defined:
locally within CommodityHub complexType in fpml-com-5-8.xsd; see XML source
id (defined in RepoTransactionLeg complexType)
A reference to a party transaction ID.
Type:
RepoLegId
Content:
simple, 2 attributes
Defined:
locally within RepoTransactionLeg complexType in fpml-repo-5-8.xsd; see XML source
id (defined in Transfer complexType)
???
Type:
TransferId
Content:
simple, 2 attributes
Defined:
locally within Transfer complexType in fpml-repo-5-8.xsd; see XML source
id (in accruingFeeExpiry)
A unique id associated with the loan accrual type.
Type:
AccrualTypeId
Content:
simple, 1 attribute
Defined:
locally within AccruingFeeExpiry complexType in fpml-loan-5-8.xsd; see XML source
id (in accruingFeePayment)
A unique id associated with the loan accrual type.
Type:
AccrualTypeId
Content:
simple, 1 attribute
Defined:
locally within AccruingFeePayment complexType in fpml-loan-5-8.xsd; see XML source
id (in versionedEventId)
???
Type:
EventId
Content:
simple, 2 attributes
Defined:
locally within VersionedEventId complexType in fpml-repo-5-8.xsd; see XML source
id (in versionedId)
???
Type:
TransferId
Content:
simple, 2 attributes
Defined:
locally within VersionedTransferId complexType in fpml-repo-5-8.xsd; see XML source
id (in versionedRepoLegId)
???
Type:
RepoLegId
Content:
simple, 2 attributes
Defined:
locally within VersionedRepoLegId complexType in fpml-repo-5-8.xsd; see XML source
id (in versionedStreamId)
???
Type:
StreamId
Content:
simple, 1 attribute
Defined:
locally within VersionedStreamId complexType in fpml-repo-5-8.xsd; see XML source
identifier (defined in LetterOfCreditSummary complexType)
A unique identifier for a letter of credit.
Type:
FacilityContractIdentifier
Content:
complex, 1 attribute, 4 elements
Defined:
locally within LetterOfCreditSummary complexType in fpml-loan-5-8.xsd; see XML source
identifier (defined in LoanContractSummary complexType)
A unique identifier for a loan contract.
Type:
FacilityContractIdentifier
Content:
complex, 1 attribute, 4 elements
Defined:
locally within LoanContractSummary complexType in fpml-loan-5-8.xsd; see XML source
identifier (in creditSupportAgreement)
An identifier used to uniquely identify the CSA
Type:
CreditSupportAgreementIdentifier
Content:
simple, 1 attribute
Defined:
locally within CreditSupportAgreement complexType in fpml-shared-5-8.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-5-8.xsd; see XML source
impliedWritedown (defined in CreditEvents complexType)
A credit event.
Type:
xsd:boolean
Content:
simple
Defined:
locally within CreditEvents complexType in fpml-option-shared-5-8.xsd; see XML source
impliedWritedown (in floatingAmountEvents)
A floating rate payment event.
Type:
xsd:boolean
Content:
simple
Defined:
locally within FloatingAmountEvents complexType in fpml-cd-5-8.xsd; see XML source
importerOfRecord
Specifies which party is the Importer of Record for the purposes of paying customs duties and applicable taxes or costs related to the import of the oil product.
Type:
PartyReference
Content:
empty, 1 attribute
Defined:
locally within OilDelivery complexType in fpml-com-5-8.xsd; see XML source
includeHolidays
Indicates that days that are holidays according to the referenced commodity business calendar should be included in this range of Settlement Periods, even if such day is not an applicable day.
Type:
CommodityBusinessCalendar
Content:
simple, 1 attribute
Defined:
locally within SettlementPeriods complexType in fpml-com-5-8.xsd; see XML source
increase
Type:
TradeNotionalChange
Content:
complex, 16 elements
Defined:
locally within PostTradeEvents.model group in fpml-business-events-5-8.xsd; see XML source
increasedCostOfHedging
If true, then increased cost of hedging is applicable.
Type:
xsd:boolean
Content:
simple
Defined:
locally within AdditionalDisruptionEvents complexType in fpml-eq-shared-5-8.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-5-8.xsd; see XML source
incurredRecoveryApplicable
Outstanding Swap Notional Amount is defined at any time on any day, as the greater of: (a) Zero; If Incurred Recovery Amount Applicable: (b) The Original Swap Notional Amount minus the sum of all Incurred Loss Amounts and all Incurred Recovery Amounts (if any) determined under this Confirmation at or prior to such time.Incurred Recovery Amount not populated: (b) The Original Swap Notional Amount minus the sum of all Incurred Loss Amounts determined under this Confirmation at or prior to such time.
Type:
xsd:boolean
Content:
simple
Defined:
locally within Tranche complexType in fpml-cd-5-8.xsd; see XML source
independentAmount
Independent Amount is an amount that usually less creditworthy counterparties are asked to provide.
Type:
IndependentAmount
Content:
complex, 5 elements
Defined:
locally within Collateral complexType in fpml-shared-5-8.xsd; see XML source
index
Identifies the underlying asset when it is a financial index.
Type:
Index
Content:
complex, 1 attribute, 11 elements
Subst.Gr:
may substitute for element underlyingAsset
Defined:
globally in fpml-asset-5-8.xsd; see XML source
Used:
never
indexAdjustmentEvents
ISDA 2002 Equity Index Adjustment Events.
Type:
IndexAdjustmentEvents
Content:
complex, 3 elements
Defined:
locally within ExtraordinaryEvents complexType in fpml-eq-shared-5-8.xsd; see XML source
indexAnnexDate
A CDS index series annex date.
Type:
xsd:date
Content:
simple
Defined:
locally within IndexReferenceInformation complexType in fpml-cd-5-8.xsd; see XML source
indexAnnexSource
A CDS index series annex source.
Type:
IndexAnnexSource
Content:
simple, 1 attribute
Defined:
locally within IndexReferenceInformation complexType in fpml-cd-5-8.xsd; see XML source
indexAnnexVersion
A CDS index series version identifier, e.g. 1, 2, 3 etc.
Type:
xsd:positiveInteger
Content:
simple
Defined:
locally within IndexReferenceInformation complexType in fpml-cd-5-8.xsd; see XML source
indexCancellation
Consequence of index cancellation.
Type:
IndexEventConsequenceEnum
Content:
simple
Defined:
locally within IndexAdjustmentEvents complexType in fpml-eq-shared-5-8.xsd; see XML source
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-5-8.xsd; see XML source
Used:
never
indexDisclaimer
If present and true, then index disclaimer is applicable.
Type:
xsd:boolean
Content:
simple
Defined:
locally within Representations complexType in fpml-eq-shared-5-8.xsd; see XML source
indexDisruption
Consequence of index disruption.
Type:
IndexEventConsequenceEnum
Content:
simple
Defined:
locally within IndexAdjustmentEvents complexType in fpml-eq-shared-5-8.xsd; see XML source
indexFactor
Type:
xsd:decimal
Content:
simple
Defined:
locally within IndexChange complexType in fpml-business-events-5-8.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-5-8.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-5-8.xsd; see XML source
indexModification
Consequence of index modification.
Type:
IndexEventConsequenceEnum
Content:
simple
Defined:
locally within IndexAdjustmentEvents complexType in fpml-eq-shared-5-8.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-5-8.xsd; see XML source
indexReferenceInformation
This element contains all the terms relevant to defining the Credit DefaultSwap Index.
Type:
IndexReferenceInformation
Content:
complex, 1 attribute, 10 elements
Defined:
locally within GeneralTerms complexType in fpml-cd-5-8.xsd; see XML source
indexSeries
A CDS index series identifier, e.g. 1, 2, 3 etc.
Type:
xsd:positiveInteger
Content:
simple
Defined:
locally within IndexReferenceInformation complexType in fpml-cd-5-8.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-5-8.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-5-8.xsd; see XML source
indexTenor (in forecastRateIndex)
The ISDA Designated Maturity, i.e. the tenor of the floating rate.
Type:
Period
Content:
complex, 1 attribute, 2 elements
Defined:
locally within ForecastRateIndex complexType in fpml-shared-5-8.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-5-8.xsd; see XML source
indirectLoanParticipation
ISDA 1999 Term: Indirect Loan Participation.
Type:
LoanParticipation
Content:
complex, 3 elements
Defined:
locally within DeliverableObligations complexType in fpml-cd-5-8.xsd; see XML source
inflationFactor
The inflation factor is specified for inflation-linked products which require some additional elements to calculate prices correctly.
Type:
xsd:decimal
Content:
simple
Defined:
locally within BondPriceAndYield.model group in fpml-repo-5-8.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, 3 elements
Defined:
locally within InflationRateCalculation complexType in fpml-ird-5-8.xsd; see XML source
inflationRateCalculation
An inflation rate calculation definition.
Type:
InflationRateCalculation
Content:
complex, 1 attribute, 17 elements
Subst.Gr:
may substitute for element rateCalculation
Defined:
globally in fpml-ird-5-8.xsd; see XML source
Used:
never
informationSource (defined in FxAccrualKnockoutBarrier.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 FxAccrualKnockoutBarrier.model group in fpml-fx-accruals-5-8.xsd; see XML source
informationSource (defined in FxBarrierFeature 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 FxBarrierFeature complexType in fpml-fx-5-8.xsd; see XML source
informationSource (defined in QuotationCharacteristics.model group)
The information source where a published or displayed market rate will be obtained, e.g.
Type:
InformationSource
Content:
complex, 3 elements
Defined:
locally within QuotationCharacteristics.model group in fpml-asset-5-8.xsd; see XML source
informationSource (in settlementRateSource defined in YieldCurveMethod complexType)
The information source where a published or displayed market rate will be obtained, e.g.
Type:
InformationSource
Content:
complex, 3 elements
Defined:
locally within SettlementRateSource complexType in fpml-shared-5-8.xsd; see XML source
informationSource (in touch)
The information source where a published or displayed market rate will be obtained, e.g.
Type:
InformationSource
Content:
complex, 3 elements
Defined:
locally within FxTouch complexType in fpml-fx-5-8.xsd; see XML source
informationSource (in trigger in fxAccrualDigitalOption)
The information source where a published or displayed market rate will be obtained, e.g.
Type:
InformationSource
Content:
complex, 3 elements
Defined:
locally within FxAccrualTrigger complexType in fpml-fx-accruals-5-8.xsd; see XML source
informationSource (in trigger in fxDigitalOption)
The information source where a published or displayed market rate will be obtained, e.g.
Type:
InformationSource
Content:
complex, 3 elements
Defined:
locally within FxTrigger complexType in fpml-fx-5-8.xsd; see XML source
initial
Type:
Initial
Content:
simple
Defined:
locally within Person complexType in fpml-shared-5-8.xsd; see XML source
initialDeformation
The temperature at which an ash cone shows evidence of deformation.
Type:
CoalAttributeDecimal
Content:
complex, 3 elements
Defined:
locally within CommodityCoalReducingAtmosphere.model group in fpml-com-5-8.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-5-8.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-5-8.xsd; see XML source
initialFee
An initial fee for the cancelable option.
Type:
SimplePayment
Content:
complex, 1 attribute, 6 elements
Defined:
locally within CancelableProvision complexType in fpml-ird-5-8.xsd; see XML source
initialFixingDate (in interestLegResetDates)
Initial fixing date expressed as an offset to another date defined elsewhere in the document.
Type:
RelativeDateOffset
Content:
complex, 1 attribute, 8 elements
Defined:
locally within InterestLegResetDates complexType in fpml-eq-shared-5-8.xsd; see XML source
initialFixingDate (in resetDates)
Type:
RelativeDateOffset
Content:
complex, 1 attribute, 8 elements
Defined:
locally within ResetDates complexType in fpml-ird-5-8.xsd; see XML source
initialIndexLevel
initial known index level for the first calculation period.
Type:
xsd:decimal
Content:
simple
Defined:
locally within InflationRateCalculation complexType in fpml-ird-5-8.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-5-8.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-5-8.xsd; see XML source
initialMargin
Defines initial margin applied to a repo transaction.
Type:
InitialMargin
Content:
complex, 7 elements
Defined:
locally within Repo complexType in fpml-repo-5-8.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, 7 elements
Defined:
locally within FeeLeg complexType in fpml-cd-5-8.xsd; see XML source
initialPoints
An optional element that contains the up-front points expressed as a percentage of the notional.
Type:
xsd:decimal
Content:
simple
Defined:
locally within FeeLeg complexType in fpml-cd-5-8.xsd; see XML source
initialPrice (in commodityReturnCalculation)
If specified in the confirmation, the price or index level at the beginning of the initial Calculation Period.
Type:
xsd:decimal
Content:
simple
Defined:
locally within CommodityReturnCalculation complexType in fpml-com-5-8.xsd; see XML source
initialPrice (in rateOfReturn)
Specifies the initial reference price of the underlyer.
Type:
ReturnLegValuationPrice
Content:
complex, 10 elements
Defined:
locally within ReturnLegValuation complexType in fpml-eq-shared-5-8.xsd; see XML source
initialRate
The initial floating rate reset agreed between the principal parties involved in the trade.
Type:
xsd:decimal
Content:
simple
Defined:
locally within FloatingRateCalculation complexType in fpml-shared-5-8.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-5-8.xsd; see XML source
initialStub (in stubCalculationPeriod)
Type:
Stub
Content:
complex, 5 elements
Defined:
locally within StubCalculationPeriod complexType in fpml-eq-shared-5-8.xsd; see XML source
initialStub (in stubCalculationPeriodAmount)
Specifies how the initial stub amount is calculated.
Type:
StubValue
Content:
complex, 3 elements
Defined:
locally within StubCalculationPeriodAmount complexType in fpml-ird-5-8.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-5-8.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-5-8.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-5-8.xsd; see XML source
inputDataDate
The date from which the input data used to construct the pricing input was obtained.
Type:
IdentifiedDate
Content:
simple, 1 attribute
Defined:
locally within PricingInputDates.model group in fpml-riskdef-5-8.xsd; see XML source
inputDateReference
Reference(s) to the pricing input dates that are shifted when the sensitivity is computed.
Type:
ValuationReference
Content:
empty, 1 attribute
Defined:
locally within PricingParameterDerivative complexType in fpml-riskdef-5-8.xsd; see XML source
inputs (in creditCurveValuation)
Type:
QuotedAssetSet
Content:
complex, 2 elements
Defined:
locally within CreditCurveValuation complexType in fpml-mktenv-5-8.xsd; see XML source
inputs (in yieldCurveValuation)
Type:
QuotedAssetSet
Content:
complex, 2 elements
Defined:
locally within YieldCurveValuation complexType in fpml-mktenv-5-8.xsd; see XML source
inputUnits
The units of the input parameter, e.g.
Type:
PriceQuoteUnits
Content:
simple, 1 attribute
Defined:
locally within ParametricAdjustment complexType in fpml-mktenv-5-8.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-5-8.xsd; see XML source
inReplyTo (in header defined in NotificationMessage complexType)
A copy of the unique message identifier (within it own coding scheme) to which this message is responding.
Type:
MessageId
Content:
simple, 1 attribute
Defined:
locally within NotificationMessageHeader complexType in fpml-msg-5-8.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-5-8.xsd; see XML source
insolvencyFiling
If true, then insolvency filing is applicable.
Type:
xsd:boolean
Content:
simple
Defined:
locally within AdditionalDisruptionEvents complexType in fpml-eq-shared-5-8.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-5-8.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-5-8.xsd; see XML source
instrumentId (in priceChange)
Identification of the underlying asset, using public and/or private identifiers.
Type:
InstrumentId
Content:
simple, 1 attribute
Defined:
locally within TradeLegPriceChange complexType in fpml-business-events-5-8.xsd; see XML source
instrumentSet
A collection of instruments used as a basis for quotation.
Type:
InstrumentSet
Content:
complex, 2 elements
Defined:
locally within QuotedAssetSet complexType in fpml-riskdef-5-8.xsd; see XML source
instrumentTradeDetails
A type to hold trades of multiply-traded instruments such as securities (e.g., stocks or bonds) or listed derivatives.
Type:
InstrumentTradeDetails
Content:
complex, 1 attribute, 13 elements
Subst.Gr:
may substitute for element product
Defined:
globally in fpml-doc-5-8.xsd; see XML source
Used:
never
insurer
Type:
LegalEntity
Content:
complex, 1 attribute, 3 elements
Defined:
locally within Mortgage complexType in fpml-asset-5-8.xsd; see XML source
insurerReference
Type:
LegalEntityReference
Content:
empty, 1 attribute
Defined:
locally within Mortgage complexType in fpml-asset-5-8.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-5-8.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-5-8.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, 3 elements
Defined:
locally within CommodityMultipleExercise complexType in fpml-com-5-8.xsd; see XML source
intentToAllocate (defined in PartyTradeInformation complexType)
Specifies whether the trade is anticipated to be allocated.
Type:
xsd:boolean
Content:
simple
Defined:
locally within PartyTradeInformation complexType in fpml-doc-5-8.xsd; see XML source
intentToAllocate (in packageInformation)
Specifies whether the trade is anticipated to be allocated.
Type:
xsd:boolean
Content:
simple
Defined:
locally within PackageInformation complexType in fpml-doc-5-8.xsd; see XML source
intentToClear (defined in PartyTradeInformation complexType)
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-5-8.xsd; see XML source
intentToClear (in packageInformation)
Specifies whether the trade is anticipated to be cleared via a derivative clearing organization
Type:
xsd:boolean
Content:
simple
Defined:
locally within PackageInformation complexType in fpml-doc-5-8.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-5-8.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-5-8.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-5-8.xsd; see XML source
interest
The total interest of at maturity of the trade.
Type:
Money
Content:
complex, 1 attribute, 2 elements
Defined:
locally within TermDeposit complexType in fpml-fx-5-8.xsd; see XML source
interestAccrualsMethod
Defines the way in which interests are accrued: the applicable rate (fixed or floating reference) and the compounding method.
Type:
InterestAccrualsCompoundingMethod
Content:
complex, 3 elements
Defined:
locally within DividendConditions complexType in fpml-eq-shared-5-8.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, 7 elements
Defined:
locally within InterestLeg complexType in fpml-eq-shared-5-8.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-5-8.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-5-8.xsd; see XML source
interestCapitalization
Type:
InterestCapitalization
Content:
complex, 16 elements
Subst.Gr:
may substitute for element loanContractEventGroup
Defined:
globally in fpml-loan-5-8.xsd; see XML source
Used:
never
interestCapitalization (in rolloverNotification)
Type:
InterestCapitalization
Content:
complex, 16 elements
Defined:
locally within RolloverNotification complexType in fpml-loan-5-8.xsd; see XML source
interestLeg
The fixed income amounts of the return type swap.
Type:
InterestLeg
Content:
complex, 1 attribute, 12 elements
Subst.Gr:
may substitute for element returnSwapLeg
Defined:
globally in fpml-eq-shared-5-8.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-5-8.xsd; see XML source
interestLegPaymentDates
Specifies the payment dates of the interest leg of the swap.
Type:
AdjustableRelativeOrPeriodicDates2
Content:
complex, 1 attribute, 3 elements
Defined:
locally within InterestLegCalculationPeriodDates complexType in fpml-eq-shared-5-8.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-5-8.xsd; see XML source
interestLegResetDates
Specifies the reset dates of the interest leg of the swap.
Type:
InterestLegResetDates
Content:
complex, 5 elements
Defined:
locally within InterestLegCalculationPeriodDates complexType in fpml-eq-shared-5-8.xsd; see XML source
interestPayment
Type:
InterestPayment
Content:
complex, 16 elements
Subst.Gr:
may substitute for element loanContractEventGroup
Defined:
globally in fpml-loan-5-8.xsd; see XML source
Used:
never
interestPayment (in rolloverNotification)
Type:
InterestPayment
Content:
complex, 16 elements
Defined:
locally within RolloverNotification complexType in fpml-loan-5-8.xsd; see XML source
interestShortfall
A floating rate payment event.
Type:
InterestShortFall
Content:
complex, 3 elements
Defined:
locally within FloatingAmountEvents complexType in fpml-cd-5-8.xsd; see XML source
interestShortfallCap
Specifies the nature of the interest Shortfall cap (i.e.
Type:
InterestShortfallCapEnum
Content:
simple
Defined:
locally within InterestShortFall complexType in fpml-cd-5-8.xsd; see XML source
interestShortfallReimbursement
An additional Fixed Payment Event.
Type:
xsd:boolean
Content:
simple
Defined:
locally within AdditionalFixedPayments complexType in fpml-cd-5-8.xsd; see XML source
intermediaryInformation
Information to identify an intermediary through which payment will be made by the correspondent bank to the ultimate beneficiary of the funds.
Type:
IntermediaryInformation
Content:
complex, 5 elements
Defined:
locally within SettlementInstruction complexType in fpml-shared-5-8.xsd; see XML source
intermediaryPartyReference
Reference to the party acting as intermediary.
Type:
PartyReference
Content:
empty, 1 attribute
Defined:
locally within IntermediaryInformation complexType in fpml-shared-5-8.xsd; see XML source
intermediarySequenceNumber
A sequence number that gives the position of the current intermediary in the chain of payment intermediaries.
Type:
xsd:positiveInteger
Content:
simple
Defined:
locally within IntermediaryInformation complexType in fpml-shared-5-8.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-5-8.xsd; see XML source
interpolationMethod (defined in TermCurve complexType)
Type:
InterpolationMethod
Content:
simple, 1 attribute
Defined:
locally within TermCurve complexType in fpml-mktenv-5-8.xsd; see XML source
interpolationMethod (in inflationRateCalculation)
The method used when calculating the Inflation Index Level from multiple points - the most common is Linear.
Type:
InterpolationMethod
Content:
simple, 1 attribute
Defined:
locally within InflationRateCalculation complexType in fpml-ird-5-8.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-5-8.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-5-8.xsd; see XML source
interpolationPeriod
Defines applicable periods for interpolation.
Type:
InterpolationPeriodEnum
Content:
simple
Defined:
locally within InterestCalculation complexType in fpml-eq-shared-5-8.xsd; see XML source
intrinsicValue
Target level expressed as intrinsic value.
Type:
xsd:decimal
Content:
simple
Defined:
locally within FxKnockoutLevel complexType in fpml-fx-complex-5-8.xsd; see XML source
isAccountingHedge
Specifies whether the trade used to hedge a risk for accounting purposes for the specified party.
Type:
xsd:boolean
Content:
simple
Defined:
locally within PartyTradeInformation complexType in fpml-doc-5-8.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-5-8.xsd; see XML source
issuedAmount
Original deal amount.
Type:
NonNegativeMoney
Content:
complex, 1 attribute, 2 elements
Defined:
locally within DealSummary complexType in fpml-loan-5-8.xsd; see XML source
issuer (defined in IssuerTradeId.model group)
Type:
IssuerId
Content:
simple, 1 attribute
Defined:
locally within IssuerTradeId.model group in fpml-shared-5-8.xsd; see XML source
issuer (in productComponentIdentifier)
Type:
IssuerId
Content:
simple, 1 attribute
Defined:
locally within ProductComponentIdentifier complexType in fpml-doc-5-8.xsd; see XML source
issuerName
Type:
String
Content:
simple
Defined:
locally within FixedIncomeSecurityContent.model group in fpml-asset-5-8.xsd; see XML source
issuerPartyReference (defined in FixedIncomeSecurityContent.model group)
Type:
PartyReference
Content:
empty, 1 attribute
Defined:
locally within FixedIncomeSecurityContent.model group in fpml-asset-5-8.xsd; see XML source
issuerPartyReference (in deal)
A party reference to the (main) issuer of the deal.
Type:
PartyReference
Content:
empty, 1 attribute
Defined:
locally within DealRoles.model group in fpml-loan-5-8.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-5-8.xsd; see XML source
knock (defined in CommodityBarrier complexType)
The knock feature of a commodity barrier option.
Type:
CommodityKnockEnum
Content:
simple
Defined:
locally within CommodityBarrier complexType in fpml-com-5-8.xsd; see XML source
knock (in feature defined in Feature.model group)
A knock feature.
Type:
Knock
Content:
complex, 2 elements
Defined:
locally within OptionFeatures complexType in fpml-eq-shared-5-8.xsd; see XML source
knock (in feature defined in OptionBaseExtended complexType)
A knock feature.
Type:
Knock
Content:
complex, 2 elements
Defined:
locally within OptionFeature.model group in fpml-option-shared-5-8.xsd; see XML source
knockIn
The knock in.
Type:
TriggerEvent
Content:
complex, 4 elements
Defined:
locally within Knock complexType in fpml-option-shared-5-8.xsd; see XML source
knockOut
The knock out.
Type:
TriggerEvent
Content:
complex, 4 elements
Defined:
locally within Knock complexType in fpml-option-shared-5-8.xsd; see XML source
knockoutBarrier (in fxAccrualDigitalOption)
Defines a knockout barrier conditions where if a barrier event occurs, the accrual process is terminated for the duration of all remainin accrual periods.
Type:
FxAccrualKnockoutBarrier
Content:
complex, 1 attribute, 12 elements
Defined:
locally within FxAccrualDigitalOption complexType in fpml-fx-accruals-5-8.xsd; see XML source
knockoutBarrier (in fxAccrualForward)
Defines a knockout barrier conditions where if a barrier event occurs, the accrual process is terminated for the duration of all remainin accrual periods.
Type:
FxAccrualKnockoutBarrier
Content:
complex, 1 attribute, 12 elements
Defined:
locally within FxAccrualForward complexType in fpml-fx-accruals-5-8.xsd; see XML source
knockoutBarrier (in fxAccrualOption)
Defines a knockout barrier conditions where if a barrier event occurs, the accrual process is terminated for the duration of all remainin accrual periods.
Type:
FxAccrualKnockoutBarrier
Content:
complex, 1 attribute, 12 elements
Defined:
locally within FxAccrualOption complexType in fpml-fx-accruals-5-8.xsd; see XML source
knockoutBarrier (in fxRangeAccrual)
Defines a knockout barrier conditions where if a barrier event occurs, the accrual process is terminated for the duration of all remainin accrual periods.
Type:
FxAccrualKnockoutBarrier
Content:
complex, 1 attribute, 12 elements
Defined:
locally within FxRangeAccrual complexType in fpml-fx-accruals-5-8.xsd; see XML source
knockoutBarrier (in fxTargetForward)
A TARF with a full knock out feature i.e. it applies to the trade as a whole; If spot settles Above/below the Barrier, the product terminates.
Type:
FxGlobalKnockout
Content:
complex, 1 attribute, 8 elements
Defined:
locally within FxTargetKnockoutForwardStrip complexType in fpml-fx-complex-5-8.xsd; see XML source
knockoutCount
Type:
FxKnockoutCount
Content:
complex, 2 elements
Defined:
locally within FxTarget complexType in fpml-fx-complex-5-8.xsd; see XML source
knockoutLevel
Type:
FxKnockoutLevel
Content:
complex, 4 elements
Defined:
locally within FxTarget complexType in fpml-fx-complex-5-8.xsd; see XML source
knownAmountReference
Type:
AmountReference
Content:
empty, 1 attribute
Defined:
locally within TradeLegFixedAmountChange.model group in fpml-business-events-5-8.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, 3 elements
Defined:
locally within CalculationPeriodAmount complexType in fpml-ird-5-8.xsd; see XML source
lag (defined in CommodityPricingDates complexType)
The pricing period per calculation period if the pricing days do not wholly fall within the respective calculation period.
Type:
Lag
Content:
complex, 1 attribute, 2 elements
Defined:
locally within CommodityPricingDates complexType in fpml-com-5-8.xsd; see XML source
lag (defined in CommodityValuationDates complexType)
The pricing period per calculation period if the pricing days do not wholly fall within the respective calculation period.
Type:
Lag
Content:
complex, 1 attribute, 2 elements
Defined:
locally within CommodityValuationDates complexType in fpml-com-5-8.xsd; see XML source
lag (defined in LagOrReference.model group)
The pricing period per calculation period if the pricing days do not wholly fall within the respective calculation period.
Type:
Lag
Content:
complex, 1 attribute, 2 elements
Defined:
locally within LagOrReference.model group in fpml-com-5-8.xsd; see XML source
lagDuration
The period during which observations will be made.
Type:
Period
Content:
complex, 1 attribute, 2 elements
Defined:
locally within Lag complexType in fpml-com-5-8.xsd; see XML source
lagReference
Allows a lag to reference one already defined elsewhere in the trade.
Type:
LagReference
Content:
empty, 1 attribute
Defined:
locally within LagOrReference.model group in fpml-com-5-8.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-5-8.xsd; see XML source
largeSizeTrade
Specifies whether the sender of this trade considers it to be a large notional trade or block trade for reporting purposes, and thus eligible for delayed public reporting.
Type:
xsd:boolean
Content:
simple
Defined:
locally within PartyTradeInformation complexType in fpml-doc-5-8.xsd; see XML source
lastNotionalStepDate
Effective date of the last change in notional (i.e. a calculation period start date).
Type:
xsd:date
Content:
simple
Defined:
locally within NotionalStepRule complexType in fpml-ird-5-8.xsd; see XML source
lastRegularPaymentDate (defined in PeriodicPayment complexType)
The last regular unadjusted fixed rate payer payment date.
Type:
xsd:date
Content:
simple
Defined:
locally within PeriodicPayment complexType in fpml-cd-5-8.xsd; see XML source
lastRegularPaymentDate (in paymentDates defined in InterestRateStream complexType)
The last regular unadjusted payment date.
Type:
xsd:date
Content:
simple
Defined:
locally within PaymentDates complexType in fpml-ird-5-8.xsd; see XML source
lastRegularPeriodEndDate
The end date of the regular part of the calculation period schedule.
Type:
xsd:date
Content:
simple
Defined:
locally within CalculationPeriodDates complexType in fpml-ird-5-8.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-5-8.xsd; see XML source
latestExerciseTime (defined in CommodityAmericanExercise complexType)
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 CommodityAmericanExercise complexType in fpml-com-5-8.xsd; see XML source
latestExerciseTime (defined in SharedAmericanExercise complexType)
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 SharedAmericanExercise complexType in fpml-shared-5-8.xsd; see XML source
latestExerciseTime (in americanExercise defined in CommodityPhysicalExercise complexType)
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:
PrevailingTime
Content:
complex, 2 elements
Defined:
locally within CommodityPhysicalAmericanExercise complexType in fpml-com-5-8.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-5-8.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-5-8.xsd; see XML source
latestExerciseTimeDetermination (defined in CommodityAmericanExercise complexType)
Latest exercise time determination method.
Type:
DeterminationMethod
Content:
simple, 2 attributes
Defined:
locally within CommodityAmericanExercise complexType in fpml-com-5-8.xsd; see XML source
latestExerciseTimeDetermination (defined in SharedAmericanExercise complexType)
Latest exercise time determination method.
Type:
DeterminationMethod
Content:
simple, 2 attributes
Defined:
locally within SharedAmericanExercise complexType in fpml-shared-5-8.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-5-8.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-5-8.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-5-8.xsd; see XML source
lcAccrual
The letter of credit fee rate details.
Type:
LcAccrual
Content:
complex, 10 elements
Defined:
locally within LetterOfCredit complexType in fpml-loan-5-8.xsd; see XML source
lcAdjustment
Type:
LcAdjustment
Content:
complex, 13 elements
Subst.Gr:
may substitute for element lcEventGroup
Defined:
globally in fpml-loan-5-8.xsd; see XML source
Used:
never
lcEventGroup
Head of the substitution group for all letter of credit events.
Type:
LcEvent
Content:
complex, 10 elements
Abstract:
(may not be used directly in instance XML documents)
Subst.Gr:
may be substituted with 7 elements
Defined:
globally in fpml-loan-5-8.xsd; see XML source
Used:
at 8 locations
lcFeePayment
Type:
LcFeePayment
Content:
complex, 14 elements
Subst.Gr:
may substitute for element lcEventGroup
Defined:
globally in fpml-loan-5-8.xsd; see XML source
Used:
never
lcIssuance
Type:
LcIssuance
Content:
complex, 11 elements
Subst.Gr:
may substitute for element lcEventGroup
Defined:
globally in fpml-loan-5-8.xsd; see XML source
Used:
never
lcIssuanceFeePayment
Type:
LcIssuanceFeePayment
Content:
complex, 11 elements
Subst.Gr:
may substitute for element lcEventGroup
Defined:
globally in fpml-loan-5-8.xsd; see XML source
Used:
never
lcNotification
Type:
LcNotification
Content:
complex, 3 attributes, 16 elements
Defined:
globally in fpml-loan-5-8.xsd; see XML source
Used:
never
lcOption (defined in FacilityOptionsFeesAndRates.model group)
A description of all the letter of credit fee types which apply to the facility.
Type:
LcOption
Content:
complex, 9 elements
Defined:
locally within FacilityOptionsFeesAndRates.model group in fpml-loan-5-8.xsd; see XML source
lcOption (in lcOptionChange)
Defines the underlying letter of credit fee which is being changed.
Type:
LcOption
Content:
complex, 9 elements
Defined:
locally within LcOptionChange complexType in fpml-loan-5-8.xsd; see XML source
lcOptionChange
Type:
LcOptionChange
Content:
complex, 11 elements
Defined:
locally within AccrualOptionChangeNotification complexType in fpml-loan-5-8.xsd; see XML source
lcRateChange
Type:
LcRateChange
Content:
complex, 12 elements
Subst.Gr:
may substitute for element lcEventGroup
Defined:
globally in fpml-loan-5-8.xsd; see XML source
Used:
never
lcRenewal
Type:
LcRenewal
Content:
complex, 12 elements
Subst.Gr:
may substitute for element lcEventGroup
Defined:
globally in fpml-loan-5-8.xsd; see XML source
Used:
never
lcTermination
Type:
LcTermination
Content:
complex, 11 elements
Subst.Gr:
may substitute for element lcEventGroup
Defined:
globally in fpml-loan-5-8.xsd; see XML source
Used:
never
legId
Identity of this leg.
Type:
LegId
Content:
simple, 1 attribute
Defined:
locally within LegIdentifier complexType in fpml-shared-5-8.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-5-8.xsd; see XML source
lenderPartyReference
A reference to the lender associated with a specific business event.
Type:
PartyReference
Content:
empty, 1 attribute
Defined:
locally within LenderAndCashDetails.model group in fpml-loan-5-8.xsd; see XML source
lenderTypeWaived
The list of lender types which are exempt from paying an assignment fee to the agent bank.
Type:
LenderClassification
Content:
simple, 1 attribute
Defined:
locally within AssignmentFee complexType in fpml-loan-5-8.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-5-8.xsd; see XML source
lengthUnit
The length unit of the resource.
Type:
LengthUnitEnum
Content:
simple
Defined:
locally within ResourceLength complexType in fpml-shared-5-8.xsd; see XML source
lengthValue
The length value of the resource.
Type:
xsd:decimal
Content:
simple
Defined:
locally within ResourceLength complexType in fpml-shared-5-8.xsd; see XML source
letterOfCredit (in accrualOptionChangeNotification)
Type:
LetterOfCredit
Content:
complex, 7 elements
Defined:
locally within AccrualOptionChangeNotification complexType in fpml-loan-5-8.xsd; see XML source
letterOfCredit (in lcIssuance)
A full definition of the letter of credit being issued.
Type:
LetterOfCredit
Content:
complex, 7 elements
Defined:
locally within LcIssuance complexType in fpml-loan-5-8.xsd; see XML source
letterOfCredit (in outstandingContractsStatement)
A set of complete letter of credit contract structures.
Type:
LetterOfCredit
Content:
complex, 7 elements
Defined:
locally within OutstandingContractsStatement complexType in fpml-loan-5-8.xsd; see XML source
letterOfCreditFacility
A letter of credit facility.
Type:
LetterOfCreditFacility
Content:
complex, 1 attribute, 26 elements
Subst.Gr:
may substitute for element facilityGroup
Defined:
globally in fpml-loan-5-8.xsd; see XML source
Used:
never
letterOfCreditIdentifier
A deal summary structure.
Type:
FacilityContractIdentifier
Content:
complex, 1 attribute, 4 elements
Defined:
locally within LetterOfCreditDetails.model group in fpml-loan-5-8.xsd; see XML source
letterOfCreditReference (defined in LcEvent complexType)
Type:
LetterOfCreditReference
Content:
empty, 1 attribute
Defined:
locally within LcEvent complexType in fpml-loan-5-8.xsd; see XML source
letterOfCreditReference (in outstandingsPosition)
Type:
LetterOfCreditReference
Content:
empty, 1 attribute
Defined:
locally within OutstandingsPosition complexType in fpml-loan-5-8.xsd; see XML source
letterOfCreditSummary
A facility summary structure.
Type:
LetterOfCreditSummary
Content:
complex, 4 elements
Defined:
locally within LetterOfCreditDetails.model group in fpml-loan-5-8.xsd; see XML source
level (defined in FxAccrualConditionLevel.model group)
Level expressed as a level.
Type:
xsd:decimal
Content:
simple
Defined:
locally within FxAccrualConditionLevel.model group in fpml-fx-accruals-5-8.xsd; see XML source
level (defined in FxConditionLevel.model group)
Level expressed as a level with optional steps different from strike, pivot, or barrier.
Type:
FxLevel
Content:
complex, 1 attribute, 2 elements
Defined:
locally within FxConditionLevel.model group in fpml-fx-complex-5-8.xsd; see XML source
level (in trigger defined in TriggerEvent complexType)
The trigger level.
Type:
xsd:decimal
Content:
simple
Defined:
locally within Trigger complexType in fpml-option-shared-5-8.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-5-8.xsd; see XML source
levelPercentage (in featurePayment)
The trigger level percentage.
Type:
xsd:decimal
Content:
simple
Defined:
locally within FeaturePayment complexType in fpml-option-shared-5-8.xsd; see XML source
levelPercentage (in trigger defined in TriggerEvent complexType)
The trigger level percentage.
Type:
xsd:decimal
Content:
simple
Defined:
locally within Trigger complexType in fpml-option-shared-5-8.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-5-8.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-5-8.xsd; see XML source
levelReference
Reference to a level defined within the FX product.
Type:
FxLevelReference
Content:
empty, 1 attribute
Defined:
locally within FxConditionLevel.model group in fpml-fx-complex-5-8.xsd; see XML source
levelUnit
The units (e.g.
Type:
QuantityUnit
Content:
simple, 1 attribute
Defined:
locally within CommodityTrigger complexType in fpml-com-5-8.xsd; see XML source
lien (defined in FacilityFeatures.model group)
The lien level associated with the facility.
Type:
Lien
Content:
simple, 1 attribute
Defined:
locally within FacilityFeatures.model group in fpml-loan-5-8.xsd; see XML source
lien (in loan)
Specifies the seniority level of the lien.
Type:
Lien
Content:
simple, 1 attribute
Defined:
locally within Loan complexType in fpml-asset-5-8.xsd; see XML source
limitApplicable
Type:
LimitApplicable
Content:
complex, 7 elements
Defined:
locally within CreditLimit complexType in fpml-business-events-5-8.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-5-8.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-5-8.xsd; see XML source
limitedRightToConfirm
Has the meaning defined as part of the 1997 ISDA Government Bond Option Definitions, section 4.5 Limited Right to Confirm Exercise.
Type:
xsd:boolean
Content:
simple
Defined:
locally within ExerciseProcedure complexType in fpml-shared-5-8.xsd; see XML source
limitId
Type:
LimitId
Content:
simple, 1 attribute
Defined:
locally within CreditLimitBase complexType in fpml-business-events-5-8.xsd; see XML source
limitModel
Type:
LimitModelEnum
Content:
simple
Defined:
locally within CreditLimitInformation complexType in fpml-business-events-5-8.xsd; see XML source
limitType
Standard code to indicate which type of credit line is being referred to - i.e.
Type:
LimitType
Content:
simple, 1 attribute
Defined:
locally within LimitApplicable complexType in fpml-business-events-5-8.xsd; see XML source
linkId
A link identifier allowing the trade to be associated with other related trades, e.g. the linkId may contain a tradeId for an associated trade or several related trades may be given the same linkId.
Type:
LinkId
Content:
simple, 2 attributes
Defined:
locally within PartyTradeIdentifier complexType in fpml-doc-5-8.xsd; see XML source
listed (defined in DeliverableObligations complexType)
An obligation and deliverable obligation characteristic.
Type:
xsd:boolean
Content:
simple
Defined:
locally within DeliverableObligations complexType in fpml-cd-5-8.xsd; see XML source
listed (defined in Obligations complexType)
An obligation and deliverable obligation characteristic.
Type:
xsd:boolean
Content:
simple
Defined:
locally within Obligations complexType in fpml-cd-5-8.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-5-8.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-5-8.xsd; see XML source
loan
Identifies a simple underlying asset that is a loan.
Type:
Loan
Content:
complex, 1 attribute, 13 elements
Subst.Gr:
may substitute for element underlyingAsset
Defined:
globally in fpml-asset-5-8.xsd; see XML source
Used:
at 1 location
loanContract (defined in Borrowing complexType)
Type:
LoanContract
Content:
complex, 9 elements
Defined:
locally within Borrowing complexType in fpml-loan-5-8.xsd; see XML source
loanContract (in outstandingContractsStatement)
A set of complete loan contract structures.
Type:
LoanContract
Content:
complex, 9 elements
Defined:
locally within OutstandingContractsStatement complexType in fpml-loan-5-8.xsd; see XML source
loanContractEventGroup
Head of the substitution group for all loan contract events.
Type:
LoanContractEvent
Content:
complex, 10 elements
Abstract:
(may not be used directly in instance XML documents)
Subst.Gr:
may be substituted with 7 elements
Defined:
globally in fpml-loan-5-8.xsd; see XML source
Used:
at 8 locations
loanContractNotification
Type:
LoanContractNotification
Content:
complex, 3 attributes, 17 elements
Defined:
globally in fpml-loan-5-8.xsd; see XML source
Used:
never
loanContractReference (defined in FacilityContractEvent complexType)
A loan contract summary structure.
Type:
LoanContractReference
Content:
empty, 1 attribute
Defined:
locally within FacilityContractEvent complexType in fpml-loan-5-8.xsd; see XML source
loanContractReference (defined in LoanContractEvent complexType)
Type:
LoanContractReference
Content:
empty, 1 attribute
Defined:
locally within LoanContractEvent complexType in fpml-loan-5-8.xsd; see XML source
loanContractReference (in outstandingsPosition)
Type:
LoanContractReference
Content:
empty, 1 attribute
Defined:
locally within OutstandingsPosition complexType in fpml-loan-5-8.xsd; see XML source
localJurisdiction (defined in EquityUnderlyerProvisions.model group)
Local Jurisdiction is a term used in the AEJ Master Confirmation, which is used to determine local taxes, which shall mean taxes, duties, and similar charges imposed by the taxing authority of the Local Jurisdiction If this element is not present Local Jurisdiction is Not Applicable.
Type:
CountryCode
Content:
simple, 1 attribute
Defined:
locally within EquityUnderlyerProvisions.model group in fpml-eq-shared-5-8.xsd; see XML source
localJurisdiction (in equityOptionTransactionSupplement)
Local Jurisdiction is a term used in the AEJ Master Confirmation, which is used to determine local taxes, which shall mean taxes, duties, and similar charges imposed by the taxing authority of the Local Jurisdiction If this element is not present Local Jurisdiction is Not Applicable.
Type:
CountryCode
Content:
simple, 1 attribute
Defined:
locally within EquityOptionTransactionSupplement complexType in fpml-eqd-5-8.xsd; see XML source
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-5-8.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-5-8.xsd; see XML source
long
Credit limit utilization attributable to long positions.
Type:
NonNegativeDecimal
Content:
simple
Defined:
locally within CreditLimitUtilizationPosition complexType in fpml-business-events-5-8.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-5-8.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-5-8.xsd; see XML source
lowerBound (defined in FlexibleFxRegionBound.model group)
Defines the lower bound of a payoff region.
Type:
FxRegionLowerBound
Content:
complex, 6 elements
Defined:
locally within FlexibleFxRegionBound.model group in fpml-fx-complex-5-8.xsd; see XML source
lowerBound (defined in FxAccrualRegionBound.model group)
Defines the lower bound of a payoff region.
Type:
FxAccrualRegionLowerBound
Content:
complex, 5 elements
Defined:
locally within FxAccrualRegionBound.model group in fpml-fx-accruals-5-8.xsd; see XML source
lowerBound (defined in FxRegionBound.model group)
Defines the lower bound of a payoff region.
Type:
FxRegionLowerBound
Content:
complex, 6 elements
Defined:
locally within FxRegionBound.model group in fpml-fx-complex-5-8.xsd; see XML source
mainPublication
The current main publication source such as relevant web site or a government body.
Type:
MainPublication
Content:
simple, 1 attribute
Defined:
locally within InflationRateCalculation complexType in fpml-ird-5-8.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-5-8.xsd; see XML source
makeWholeDate
Date through which option can not be exercised without penalty.
Type:
xsd:date
Content:
simple
Defined:
locally within MakeWholeProvisions complexType in fpml-eq-shared-5-8.xsd; see XML source
makeWholeProvisions
Provisions covering early exercise of option.
Type:
MakeWholeProvisions
Content:
complex, 2 elements
Defined:
locally within EquityExerciseValuationSettlement complexType in fpml-eqd-5-8.xsd; see XML source
mandatorilyClearable (in clearingRequirements)
Whether the particular trade type in question is required by this regulator to be cleared.
Type:
xsd:boolean
Content:
simple
Defined:
locally within ClearingRequirements complexType in fpml-clearing-processes-5-8.xsd; see XML source
mandatorilyClearable (in reportingRegime defined in PartyTradeInformation complexType)
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-5-8.xsd; see XML source
mandatoryCostRate (defined in FacilityRates.model group)
The mandatory cost rate currently applied to the interest rate period.
Type:
PeriodRate
Content:
complex, 3 elements
Defined:
locally within FacilityRates.model group in fpml-loan-5-8.xsd; see XML source
mandatoryCostRate (in fixedRateAccrual)
The mandatory cost rate currently applied to the interest rate period.
Type:
xsd:decimal
Content:
simple
Defined:
locally within FixedRateAccrual complexType in fpml-loan-5-8.xsd; see XML source
mandatoryCostRate (in floatingRateAccrual)
The mandatory cost rate currently applied to the interest rate period.
Type:
xsd:decimal
Content:
simple
Defined:
locally within FloatingRateAccrual complexType in fpml-loan-5-8.xsd; see XML source
mandatoryCostRateChange
Type:
MandatoryCostRateChange
Content:
complex, 12 elements
Subst.Gr:
may substitute for element facilityRateChangeGroup
Defined:
globally in fpml-loan-5-8.xsd; see XML source
Used:
never
mandatoryCostRateExpiry
Type:
MandatoryCostRateExpiry
Content:
complex, 11 elements
Subst.Gr:
may substitute for element facilityRateChangeGroup
Defined:
globally in fpml-loan-5-8.xsd; see XML source
Used:
never
mandatoryEarlyTermination (defined in MandatoryEarlyTermination.model group)
A mandatory early termination provision to terminate the swap at fair value.
Type:
MandatoryEarlyTermination
Content:
complex, 1 attribute, 4 elements
Defined:
locally within MandatoryEarlyTermination.model group in fpml-ird-5-8.xsd; see XML source
mandatoryEarlyTermination (defined in MandatoryEarlyTermination.model group)
A mandatory early termination provision to terminate the swap at fair value.
Type:
MandatoryEarlyTermination
Content:
complex, 1 attribute, 4 elements
Defined:
locally within MandatoryEarlyTermination.model group in fpml-ird-5-8.xsd; see XML source
mandatoryEarlyTerminationAdjustedDates
The adjusted dates associated with a mandatory early termination provision.
Type:
MandatoryEarlyTerminationAdjustedDates
Content:
complex, 3 elements
Defined:
locally within MandatoryEarlyTermination complexType in fpml-ird-5-8.xsd; see XML source
mandatoryEarlyTerminationDate
The early termination date associated with a mandatory early termination of a swap.
Type:
AdjustableDate
Content:
complex, 1 attribute, 3 elements
Defined:
locally within MandatoryEarlyTermination complexType in fpml-ird-5-8.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-5-8.xsd; see XML source
mandatoryFacilityExecution
Whether the particular product must be executed on a SEF or DCM.
Type:
xsd:boolean
Content:
simple
Defined:
locally within ReportingRegime complexType in fpml-doc-5-8.xsd; see XML source
mandatoryFacilityExecutionException
Specifies whether the party invoked exception to not execute the trade on facility such as SEF and DCM even though the particular product is mandated to execute on a SEF.
Type:
xsd:boolean
Content:
simple
Defined:
locally within ReportingRegime complexType in fpml-doc-5-8.xsd; see XML source
mandatoryFacilityExecutionExceptionDeclaration
Provides supporting evidence when a party invoked exception to not execute the trade on facility such as SEF and DCM even though the particular product is mandated to execute on a SEF.
Type:
FacilityExecutionExceptionDeclaration
Content:
complex, 4 elements
Defined:
locally within ReportingRegime complexType in fpml-doc-5-8.xsd; see XML source
manualExercise (defined in ExerciseProcedure complexType)
Specifies that the notice of exercise must be given by the buyer to the seller or seller's agent.
Type:
ManualExercise
Content:
complex, 2 elements
Defined:
locally within ExerciseProcedure complexType in fpml-shared-5-8.xsd; see XML source
manualExercise (in exerciseProcedure in optionExpiry defined in OptionsEvents.model group)
Specifies that the notice of exercise must be given by the buyer to the seller or seller's agent.
Type:
Empty
Content:
empty
Defined:
locally within ExerciseProcedureOption complexType in fpml-shared-5-8.xsd; see XML source
marginRatio
An element defining an initial margin expressed as a ratio of the Market Value of the collateral to the Purchase Price.
Type:
xsd:decimal
Content:
simple
Defined:
locally within InitialMargin complexType in fpml-repo-5-8.xsd; see XML source
marginRatioThreshold
An element defining a margin ratio threshold which is the value above (when it's lower than initial margin ratio) or below (when it's higher than initial margin ratio) which parties agree they will not call a margin from each other.
Type:
xsd:decimal
Content:
simple
Defined:
locally within InitialMargin complexType in fpml-repo-5-8.xsd; see XML source
marginThreshold
An element defining a margin threshold which is the Net Exposure of a trade below which parties agree they will not call a margin from each other.
Type:
NonNegativeMoney
Content:
complex, 1 attribute, 2 elements
Defined:
locally within InitialMargin complexType in fpml-repo-5-8.xsd; see XML source
marginType
An element defining the type of assets (cash or securities) specified to apply as margin to the repo transaction.
Type:
MarginTypeEnum
Content:
simple
Defined:
locally within InitialMargin complexType in fpml-repo-5-8.xsd; see XML source
market
This is a global element used for creating global types.
Type:
Market
Content:
complex, 1 attribute, 5 elements
Defined:
globally in fpml-riskdef-5-8.xsd; see XML source
Used:
at 1 location
marketDisruption (defined in AveragingPeriod complexType)
The market disruption event as defined by ISDA 2002 Definitions.
Type:
MarketDisruption
Content:
simple, 1 attribute
Defined:
locally within AveragingPeriod complexType in fpml-option-shared-5-8.xsd; see XML source
marketDisruption (defined in CommodityContent.model group)
Contains contract terms related to triggers and responses to market disruptions as defined in the 1993 or 2005 Commodity Definitions.
Type:
CommodityMarketDisruption
Content:
complex, 9 elements
Defined:
locally within CommodityContent.model group in fpml-com-5-8.xsd; see XML source
marketDisruptionEvent
Market disruption event(s) that apply.
Type:
MarketDisruptionEvent
Content:
simple, 1 attribute
Defined:
locally within CommodityMarketDisruption complexType in fpml-com-5-8.xsd; see XML source
marketDisruptionEvents
If Market disruption Events are stated to be Applicable then the default Market Disruption Events of Section 7.4(d)(i) of the ISDA Commodity Definitions shall apply unless specific Market Disruption Events are stated hereunder, in which case these shall override the ISDA defaults.
Type:
MarketDisruptionEventsEnum
Content:
simple
Defined:
locally within CommodityMarketDisruption complexType in fpml-com-5-8.xsd; see XML source
marketFixedRate
An optional element that only has meaning in a credit index trade.
Type:
xsd:decimal
Content:
simple
Defined:
locally within FeeLeg complexType in fpml-cd-5-8.xsd; see XML source
marketPrice
An optional element that only has meaning in a credit index trade.
Type:
NonNegativeDecimal
Content:
simple
Defined:
locally within FeeLeg complexType in fpml-cd-5-8.xsd; see XML source
marketReference
A reference to the market environment used to price the asset.
Type:
MarketReference
Content:
empty, 1 attribute
Defined:
locally within ValuationScenario complexType in fpml-riskdef-5-8.xsd; see XML source
masterAgreement
The agreement executed between the parties and intended to govern all OTC derivatives transactions between those parties.
Type:
MasterAgreement
Content:
complex, 4 elements
Defined:
locally within Documentation complexType in fpml-shared-5-8.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-5-8.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-5-8.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-5-8.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-5-8.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-5-8.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, 4 elements
Defined:
locally within Documentation complexType in fpml-shared-5-8.xsd; see XML source
masterConfirmationAnnexDate
The date that an annex to the master confirmation was executed between the parties.
Type:
xsd:date
Content:
simple
Defined:
locally within MasterConfirmation complexType in fpml-shared-5-8.xsd; see XML source
masterConfirmationAnnexType
The type of master confirmation annex executed between the parties.
Type:
MasterConfirmationAnnexType
Content:
simple, 1 attribute
Defined:
locally within MasterConfirmation complexType in fpml-shared-5-8.xsd; see XML source
masterConfirmationDate (in allocation)
The date of the confirmation executed between the parties and intended to govern the allocated trade between those parties.
Type:
xsd:date
Content:
simple
Defined:
locally within AllocationContent.model group in fpml-doc-5-8.xsd; see XML source
masterConfirmationDate (in masterConfirmation)
The date of the confirmation executed between the parties and intended to govern all relevant transactions between those parties.
Type:
xsd:date
Content:
simple
Defined:
locally within MasterConfirmation complexType in fpml-shared-5-8.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-5-8.xsd; see XML source
matchId
A unique identifier assigned by the matching service to each set of matched positions.
Type:
MatchId
Content:
simple, 1 attribute
Defined:
locally within ProposedMatch.model group in fpml-business-events-5-8.xsd; see XML source
matchScore
Numeric score to represent the quality of the match.
Type:
xsd:decimal
Content:
simple
Defined:
locally within ProposedMatch.model group in fpml-business-events-5-8.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-5-8.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-5-8.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-5-8.xsd; see XML source
matrixSource
Relevant settled entity matrix source.
Type:
MatrixSource
Content:
simple, 1 attribute
Defined:
locally within SettledEntityMatrix complexType in fpml-cd-5-8.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-5-8.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-5-8.xsd; see XML source
maturingContracts
Type:
anonymous complexType
Content:
complex, 3 elements
Defined:
locally within RolloverNotification complexType in fpml-loan-5-8.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-5-8.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-5-8.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-5-8.xsd; see XML source
maturityAcknowledgement
Type:
EventRequestAcknowledgement
Content:
complex, 3 attributes, 10 elements
Defined:
globally in fpml-confirmation-processes-5-8.xsd; see XML source
Used:
never
maturityChange
Type:
LoanContractMaturityChange
Content:
complex, 12 elements
Subst.Gr:
may substitute for element loanContractEventGroup
Defined:
globally in fpml-loan-5-8.xsd; see XML source
Used:
never
maturityDate (defined in FacilityDates.model group)
The maturity date of the facility.
Type:
xsd:date
Content:
simple
Defined:
locally within FacilityDates.model group in fpml-loan-5-8.xsd; see XML source
maturityDate (defined in LoanContract complexType)
The maturity date of the loan contract.
Type:
xsd:date
Content:
simple
Defined:
locally within LoanContract complexType in fpml-loan-5-8.xsd; see XML source
maturityDate (in lcRenewal)
The original maturity date of the letter of credit.
Type:
xsd:date
Content:
simple
Defined:
locally within LcRenewal complexType in fpml-loan-5-8.xsd; see XML source
maturityDate (in termDeposit)
The end date of the calculation period.
Type:
xsd:date
Content:
simple
Defined:
locally within TermDeposit complexType in fpml-fx-5-8.xsd; see XML source
maturityException
Type:
Exception
Content:
complex, 3 attributes, 7 elements
Defined:
globally in fpml-confirmation-processes-5-8.xsd; see XML source
Used:
never
maturityExtension
A credit event.
Type:
xsd:boolean
Content:
simple
Defined:
locally within CreditEvents complexType in fpml-option-shared-5-8.xsd; see XML source
maturityNotification
Type:
MaturityNotification
Content:
complex, 3 attributes, 11 elements
Defined:
globally in fpml-confirmation-processes-5-8.xsd; see XML source
Used:
never
maximumBoundaryPercent
Maximum Boundary as a percentage of the Strike Price.
Type:
xsd:decimal
Content:
simple
Defined:
locally within BoundedCorrelation complexType in fpml-eq-shared-5-8.xsd; see XML source
maximumBusinessDays
A maximum number of business days.
Type:
xsd:nonNegativeInteger
Content:
simple
Defined:
locally within PhysicalSettlementPeriod complexType in fpml-cd-5-8.xsd; see XML source
maximumDaysOfPostponement
The maximum number of days to wait for a quote from the disrupted settlement rate option before proceding to the next method.
Type:
xsd:positiveInteger
Content:
simple
Defined:
locally within ValuationPostponement complexType in fpml-ird-5-8.xsd; see XML source
maximumMaturity
A deliverable obligation characteristic.
Type:
Period
Content:
complex, 1 attribute, 2 elements
Defined:
locally within DeliverableObligations complexType in fpml-cd-5-8.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-5-8.xsd; see XML source
maximumNotionalAmount (in multipleExercise in americanExercise in fxOption)
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-5-8.xsd; see XML source
maximumNumberOfDays
The maximum number of days of postponement.
Type:
xsd:positiveInteger
Content:
simple
Defined:
locally within Postponement complexType in fpml-fx-5-8.xsd; see XML source
maximumNumberOfDaysOfDisruption
2005 Commodity Definitions only.
Type:
xsd:nonNegativeInteger
Content:
simple
Defined:
locally within CommodityMarketDisruption complexType in fpml-com-5-8.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-5-8.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-5-8.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-5-8.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-5-8.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-5-8.xsd; see XML source
maxPhysicalQuantity
The maximum quantity to be delivered.
Type:
CommodityNotionalQuantity
Content:
complex, 1 attribute, 3 elements
Defined:
locally within GasPhysicalQuantity complexType in fpml-com-5-8.xsd; see XML source
meanAdjustment
Specifies whether "Mean Adjustment" is applicable or not in calculation of the Realized Volatility.
Type:
xsd:boolean
Content:
simple
Defined:
locally within FxPerformanceSwap complexType in fpml-fx-5-8.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-5-8.xsd; see XML source
mergerEvents
Occurs when the underlying ceases to exist following a merger between the Issuer and another company.
Type:
EquityCorporateEvents
Content:
complex, 3 elements
Defined:
locally within ExtraordinaryEvents complexType in fpml-eq-shared-5-8.xsd; see XML source
message
A human readable description of the problem.
Type:
String
Content:
simple
Defined:
locally within TradeDifference complexType in fpml-doc-5-8.xsd; see XML source
messageId (defined in MessageHeader complexType)
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-5-8.xsd; see XML source
messageId (in messageRetraction)
The id that defines the specific message which is to be cancelled.
Type:
MessageId
Content:
simple, 1 attribute
Defined:
locally within MessageRetraction complexType in fpml-loan-5-8.xsd; see XML source
messageRejected
The root element used for rejected message exceptions
Type:
Exception
Content:
complex, 3 attributes, 7 elements
Defined:
globally in fpml-msg-5-8.xsd; see XML source
Used:
never
messageRetraction
Type:
MessageRetraction
Content:
complex, 3 attributes, 7 elements
Defined:
globally in fpml-loan-5-8.xsd; see XML source
Used:
never
metal
The specification of the Metal Product to be delivered.
Type:
Metal
Content:
complex, 4 elements
Defined:
locally within MetalPhysicalLeg complexType in fpml-com-5-8.xsd; see XML source
metalPhysicalLeg
Physically settled metal products leg.
Type:
MetalPhysicalLeg
Content:
complex, 1 attribute, 11 elements
Subst.Gr:
may substitute for element commodityForwardLeg
Defined:
globally in fpml-com-5-8.xsd; see XML source
Used:
never
method
The method by which a derivative is computed, e.g. analytic, numerical model, perturbation, etc.
Type:
DerivativeCalculationMethod
Content:
simple, 1 attribute
Defined:
locally within DerivativeCalculationProcedure complexType in fpml-riskdef-5-8.xsd; see XML source
methodOfAdjustment (defined in EquityDerivativeLongFormBase complexType)
Defines how adjustments will be made to the contract should one or more of the extraordinary events occur.
Type:
MethodOfAdjustmentEnum
Content:
simple
Defined:
locally within EquityDerivativeLongFormBase complexType in fpml-eqd-5-8.xsd; see XML source
methodOfAdjustment (in dividendSwapOptionTransactionSupplement)
Defines how adjustments will be made to the contract should one or more of the extraordinary events occur.
Type:
MethodOfAdjustmentEnum
Content:
simple
Defined:
locally within DividendSwapOptionTransactionSupplement complexType in fpml-dividend-swaps-5-8.xsd; see XML source
methodOfAdjustment (in equityOptionTransactionSupplement)
Type:
MethodOfAdjustmentEnum
Content:
simple
Defined:
locally within EquityOptionTransactionSupplement complexType in fpml-eqd-5-8.xsd; see XML source
methodOfAdjustment (in varianceOptionTransactionSupplement)
Defines how adjustments will be made to the contract should one or more of the extraordinary events occur.
Type:
MethodOfAdjustmentEnum
Content:
simple
Defined:
locally within VarianceOptionTransactionSupplement complexType in fpml-variance-swaps-5-8.xsd; see XML source
mid
A price midway between the bid and the ask price.
Type:
xsd:decimal
Content:
simple
Defined:
locally within BidMidAsk.model group in fpml-mktenv-5-8.xsd; see XML source
middleName
Type:
NormalizedString
Content:
simple
Defined:
locally within Person complexType in fpml-shared-5-8.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-5-8.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-5-8.xsd; see XML source
minimumAssignmentRule
Defines the minimum assignment amount of the facility that can be traded in the secondary markets.
Type:
MinimumAmountRule
Content:
complex, 5 elements
Defined:
locally within FacilityRestrictions.model group in fpml-loan-5-8.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-5-8.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-5-8.xsd; see XML source
minimumFuturesContracts
1993 Commodity Definitions only.
Type:
xsd:positiveInteger
Content:
simple
Defined:
locally within CommodityMarketDisruption complexType in fpml-com-5-8.xsd; see XML source
minimumHoldRule
Defines the minimum hold amount of the facility that a lender of record must maintain.
Type:
MinimumAmountRule
Content:
complex, 5 elements
Defined:
locally within FacilityRestrictions.model group in fpml-loan-5-8.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-5-8.xsd; see XML source
minimumNotionalAmount (in multipleExercise in americanExercise in fxOption)
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-5-8.xsd; see XML source
minimumNotionalQuantity
The minimum Notional Quantity that can be exercised on a given Exercise Date.
Type:
CommodityNotionalQuantity
Content:
complex, 1 attribute, 3 elements
Defined:
locally within CommodityMultipleExercise complexType in fpml-com-5-8.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-5-8.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-5-8.xsd; see XML source
minimumQuotationAmount
In the determination of a cash settlement amount, if weighted average quotations are to be obtained, the minimum quotation amount specifies a minimum intended threshold amount of outstanding principal balance of the reference obligation for which the quote should be obtained.
Type:
Money
Content:
complex, 1 attribute, 2 elements
Defined:
locally within CashSettlementTerms complexType in fpml-cd-5-8.xsd; see XML source
minimumTransferAmount
An element defining a minimum transfer amount which is the minimum margin call parties will make once the margin threshold (or margin ratio threshold / haircut threshold) has been exceeded.
Type:
NonNegativeMoney
Content:
complex, 1 attribute, 2 elements
Defined:
locally within InitialMargin complexType in fpml-repo-5-8.xsd; see XML source
minPhysicalQuantity
The minimum quantity to be delivered.
Type:
CommodityNotionalQuantity
Content:
complex, 1 attribute, 3 elements
Defined:
locally within GasPhysicalQuantity complexType in fpml-com-5-8.xsd; see XML source
miscFeePayment
Type:
MiscFeePayment
Content:
complex, 13 elements
Subst.Gr:
may substitute for element facilityFeePaymentGroup
Defined:
globally in fpml-loan-5-8.xsd; see XML source
Used:
never
missingElement
Element(s) that are missing in the other trade.
Type:
String
Content:
simple
Defined:
locally within TradeDifference complexType in fpml-doc-5-8.xsd; see XML source
modifiedEquityDelivery
Value of this element set to 'true' indicates that modified equity delivery is applicable.
Type:
xsd:boolean
Content:
simple
Defined:
locally within GeneralTerms complexType in fpml-cd-5-8.xsd; see XML source
moisture
The moisture content of the coal product.
Type:
CoalAttributePercentage
Content:
complex, 3 elements
Defined:
locally within CommodityCoalComposition.model group in fpml-com-5-8.xsd; see XML source
mortgage
Identifies a mortgage backed security.
Type:
Mortgage
Content:
complex, 1 attribute, 20 elements
Subst.Gr:
may substitute for element underlyingAsset
Defined:
globally in fpml-asset-5-8.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-5-8.xsd; see XML source
multiCurrency
A container to denote whether funds may be drawn in multiple currency denominations, in addition to the base (facility) currency.
Type:
MultiCurrency
Content:
complex, 1 element
Defined:
locally within Facility complexType in fpml-loan-5-8.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-5-8.xsd; see XML source
multipleCreditEventNotices
Presence of this element and value set to 'true' indicates that Section 3.9 of the 2003 Credit Derivatives Definitions shall apply.
Type:
xsd:boolean
Content:
simple
Defined:
locally within Restructuring complexType in fpml-option-shared-5-8.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-5-8.xsd; see XML source
multipleExercise (defined in CommodityAmericanExercise complexType)
The presence of this element indicates that the option may be partially exercised.
Type:
CommodityMultipleExercise
Content:
complex, 2 elements
Defined:
locally within CommodityAmericanExercise complexType in fpml-com-5-8.xsd; see XML source
multipleExercise (in americanExercise in fxOption)
Characteristics for multiple exercise.
Type:
FxMultipleExercise
Content:
complex, 2 elements
Defined:
locally within FxAmericanExercise complexType in fpml-fx-5-8.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-5-8.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-5-8.xsd; see XML source
multipleHolderObligation
In relation to a restructuring credit event, unless multiple holder obligation is not specified restructurings are limited to multiple holder obligations.
Type:
xsd:boolean
Content:
simple
Defined:
locally within Restructuring complexType in fpml-option-shared-5-8.xsd; see XML source
multipleValuationDates
Where multiple valuation dates are specified as being applicable for cash settlement, this element specifies (a) the number of applicable valuation dates, and (b) the number of business days after satisfaction of all conditions to settlement when the first such valuation date occurs, and (c) the number of business days thereafter of each successive valuation date.
Type:
MultipleValuationDates
Content:
complex, 3 elements
Defined:
locally within ValuationDate complexType in fpml-cd-5-8.xsd; see XML source
multiplier (defined in CommodityProduct.model group)
The 'multiplier' specifies the multiplier associated with the Transaction.
Type:
PositiveDecimal
Content:
simple
Defined:
locally within CommodityProduct.model group in fpml-asset-5-8.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-5-8.xsd; see XML source
multiplier (in accumulationRegion)
This is the factor that increases gain, not notional.
Type:
xsd:decimal
Content:
simple
Defined:
locally within FxTargetAccumulationRegion complexType in fpml-fx-complex-5-8.xsd; see XML source
multiplier (in dividendPeriod in dividendAdjustment)
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-5-8.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-5-8.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-5-8.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-5-8.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-5-8.xsd; see XML source
mustDrawByDate
Type:
xsd:date
Content:
simple
Defined:
locally within DelayedDraw complexType in fpml-loan-5-8.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-5-8.xsd; see XML source
mutualFund
Identifies the class of unit issued by a fund.
Type:
MutualFund
Content:
complex, 1 attribute, 8 elements
Subst.Gr:
may substitute for element underlyingAsset
Defined:
globally in fpml-asset-5-8.xsd; see XML source
Used:
never
nAdjustment
Specifies whether denominator of the annualization factor is N ("false") or N - 1 ("true").
Type:
xsd:boolean
Content:
simple
Defined:
locally within CommodityVarianceCalculation complexType in fpml-com-5-8.xsd; see XML source
name (defined in PricingStructure complexType)
The name of the structure, e.g "USDLIBOR-3M EOD Curve".
Type:
NormalizedString
Content:
simple
Defined:
locally within PricingStructure complexType in fpml-shared-5-8.xsd; see XML source
name (defined in Resource complexType)
The name of the resource.
Type:
NormalizedString
Content:
simple
Defined:
locally within Resource complexType in fpml-shared-5-8.xsd; see XML source
name (in adjustment in volatilityMatrixValuation)
The name of the adjustment parameter (e.g.
Type:
NormalizedString
Content:
simple
Defined:
locally within ParametricAdjustment complexType in fpml-mktenv-5-8.xsd; see XML source
name (in brand)
Type:
CommodityMetalBrandName
Content:
simple, 1 attribute
Defined:
locally within CommodityMetalBrand complexType in fpml-com-5-8.xsd; see XML source
name (in businessUnit)
A name used to describe the organization unit
Type:
String
Content:
simple
Defined:
locally within BusinessUnit complexType in fpml-shared-5-8.xsd; see XML source
name (in implementationSpecification)
Type:
NormalizedString
Content:
simple
Defined:
locally within ImplementationSpecification complexType in fpml-msg-5-8.xsd; see XML source
name (in market)
The name of the market, e.g. the USDLIBOR market.
Type:
String
Content:
simple
Defined:
locally within Market complexType in fpml-riskdef-5-8.xsd; see XML source
name (in reportingRegime defined in PartyTradeInformation 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-5-8.xsd; see XML source
name (in reportingRegime defined in Withdrawal complexType)
Identifies the reporting regime under which this data is reported.
Type:
ReportingRegimeName
Content:
simple, 1 attribute
Defined:
locally within ReportingRegimeIdentifier complexType in fpml-business-events-5-8.xsd; see XML source
name (in sensitivityDefinition)
The name of the derivative, e.g. first derivative, Hessian, etc.
Type:
String
Content:
simple
Defined:
locally within SensitivityDefinition complexType in fpml-riskdef-5-8.xsd; see XML source
name (in sensitivitySet)
Type:
String
Content:
simple
Defined:
locally within SensitivitySet complexType in fpml-valuation-5-8.xsd; see XML source
name (in sensitivitySetDefinition)
The name of the sensitivity set definition, e.g.
Type:
String
Content:
simple
Defined:
locally within SensitivitySetDefinition complexType in fpml-riskdef-5-8.xsd; see XML source
name (in valuationScenario)
The (optional) name for this valuation scenario, used for understandability.
Type:
String
Content:
simple
Defined:
locally within ValuationScenario complexType in fpml-riskdef-5-8.xsd; see XML source
name (in valuationSet)
The name of the valuation set, used to understand what it means.
Type:
String
Content:
simple
Defined:
locally within ValuationSet complexType in fpml-valuation-5-8.xsd; see XML source
nationalisationOrInsolvency
The terms "Nationalisation" and "Insolvency" have the meaning as defined in the ISDA 2002 Equity Derivatives Definitions.
Type:
NationalisationOrInsolvencyOrDelistingEventEnum
Content:
simple
Defined:
locally within ExtraordinaryEvents complexType in fpml-eq-shared-5-8.xsd; see XML source
nearLeg (in fxSwap)
The FX transaction with the earliest value date.
Type:
FxSwapLeg
Content:
complex, 1 attribute, 12 elements
Defined:
locally within FxSwap complexType in fpml-fx-5-8.xsd; see XML source
nearLeg (in repo)
A repo contract is modeled as two purchase/repurchase transactions which are called legs.
Type:
RepoTransactionLeg
Content:
complex, 1 attribute, 11 elements
Defined:
locally within Repo complexType in fpml-repo-5-8.xsd; see XML source
negative (in absoluteTolerance)
The maximum amount by which the quantity delivered can be less than the agreed quantity.
Type:
xsd:decimal
Content:
simple
Defined:
locally within AbsoluteTolerance complexType in fpml-com-5-8.xsd; see XML source
negative (in percentageTolerance)
The maximum percentage amount by which the quantity delivered can be less than the agreed quantity.
Type:
RestrictedPercentage
Content:
simple
Defined:
locally within PercentageTolerance complexType in fpml-com-5-8.xsd; see XML source
negativeInterestRateTreatment
The specification of any provisions for 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).
Type:
NegativeInterestRateTreatmentEnum
Content:
simple
Defined:
locally within FloatingRateCalculation complexType in fpml-shared-5-8.xsd; see XML source
net (in principalAmount in principal in instrumentTradeDetails)
Value including fees and commissions.
Type:
xsd:decimal
Content:
simple
Defined:
locally within NetAndOrGross.model group in fpml-doc-5-8.xsd; see XML source
net (in principalAmount in principal in instrumentTradeDetails)
Value including fees and commissions.
Type:
xsd:decimal
Content:
simple
Defined:
locally within NetAndOrGross.model group in fpml-doc-5-8.xsd; see XML source
netAmount
The cash amount payable, net of all tax withholding.
Type:
NonNegativeMoney
Content:
complex, 1 attribute, 2 elements
Defined:
locally within CashPayable complexType in fpml-loan-5-8.xsd; see XML source
netPrice
Specifies the price of the underlyer, net of commissions.
Type:
ActualPrice
Content:
complex, 1 attribute, 3 elements
Defined:
locally within EquityPrice.model group in fpml-asset-5-8.xsd; see XML source
netTradeIdentifier
Identify the net trade and original trades which have caused this transfer to occur within a Trade or Settlement Message.
Type:
NetTradeIdentifier
Content:
complex, 1 attribute, 12 elements
Defined:
locally within TradeComponentOrIdentifierOrNet.model group in fpml-repo-5-8.xsd; see XML source
newPrice
Type:
xsd:decimal
Content:
simple
Defined:
locally within TradeLegPriceChange complexType in fpml-business-events-5-8.xsd; see XML source
newTrade
Indicates the new trade between the transferee and the remaining party.
Type:
Trade
Content:
complex, 1 attribute, 14 elements
Defined:
locally within NewTrade.model group in fpml-business-events-5-8.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, 11 elements
Defined:
locally within NewTrade.model group in fpml-business-events-5-8.xsd; see XML source
nextPaymentDate
The next payment for the associated event type is due on this date.
Type:
xsd:date
Content:
simple
Defined:
locally within PaymentProjection complexType in fpml-loan-5-8.xsd; see XML source
noFaultTermination
Indicates that the event may cause the transaction to terminate if all applicable provisions have been met.
Type:
FxDisruptionFallback
Content:
empty
Subst.Gr:
may substitute for element fxDisruptionFallback
Defined:
globally in fpml-fx-5-8.xsd; see XML source
Used:
never
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-5-8.xsd; see XML source
nominalAmount
Total nominal amount of the given bonds used as collateral.
Type:
Money
Content:
complex, 1 attribute, 2 elements
Defined:
locally within BondCollateral.model group in fpml-repo-5-8.xsd; see XML source
nonCashDividendTreatment
Defines treatment of Non-Cash Dividends.
Type:
NonCashDividendTreatmentEnum
Content:
simple
Defined:
locally within DividendConditions complexType in fpml-eq-shared-5-8.xsd; see XML source
nonDeliverableSettlement (defined in FxCoreDetails.model group)
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, 6 elements
Defined:
locally within FxCoreDetails.model group in fpml-fx-5-8.xsd; see XML source
nonDeliverableSettlement (in settlementProvision)
The specification of the non-deliverable settlement provision.
Type:
NonDeliverableSettlement
Content:
complex, 5 elements
Defined:
locally within SettlementProvision complexType in fpml-ird-5-8.xsd; see XML source
nonDeliverableSubstitute
If present indicates that the obligation to pay the In-the-Money amount of foreign currency is replaced with an obligation to pay an equivalent amount in another currency.
Type:
NonDeliverableSubstitute
Content:
complex, 1 element
Subst.Gr:
may substitute for element fxDisruptionFallback
Defined:
globally in fpml-fx-5-8.xsd; see XML source
Used:
never
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-5-8.xsd; see XML source
nonpubliclyReported
When the non-public report of this was created or received by this party.
Type:
xsd:dateTime
Content:
simple
Defined:
locally within TradeProcessingTimestamps complexType in fpml-doc-5-8.xsd; see XML source
nonpublicReportUpdated
When the non-public report of this was most recently corrected or corrections were received by this party.
Type:
xsd:dateTime
Content:
simple
Defined:
locally within TradeProcessingTimestamps complexType in fpml-doc-5-8.xsd; see XML source
nonRecurringFeePaymentNotification
Type:
NonRecurringFeePaymentNotification
Content:
complex, 3 attributes, 17 elements
Defined:
globally in fpml-loan-5-8.xsd; see XML source
Used:
never
nonReliance (in novation)
This element corresponds to the non-Reliance section in the 2004 ISDA Novation Definitions, section 2.1 (c) (i).
Type:
Empty
Content:
empty
Defined:
locally within NovationTerms.model group in fpml-business-events-5-8.xsd; see XML source
nonReliance (in representations)
If true, then non reliance is applicable.
Type:
xsd:boolean
Content:
simple
Defined:
locally within Representations complexType in fpml-eq-shared-5-8.xsd; see XML source
nonRenewalNoticePeriod
The number of calendar days before the expiry of the letter of credit, that the borrower must declare an intention to extend the letter of credit.
Type:
xsd:decimal
Content:
simple
Defined:
locally within EvergreenOption complexType in fpml-loan-5-8.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, 35 elements
Subst.Gr:
may substitute for element product
Defined:
globally in fpml-generic-5-8.xsd; see XML source
Used:
never
nonstandardSettlementRate
Indicates that a non-standard rate source will be used for the fixing.
Type:
FxInformationSource
Content:
complex, 4 elements
Defined:
locally within FxSettlementRateSource complexType in fpml-shared-5-8.xsd; see XML source
nonStandardTerms
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-5-8.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-5-8.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-5-8.xsd; see XML source
notBearer
A deliverable obligation characteristic.
Type:
xsd:boolean
Content:
simple
Defined:
locally within DeliverableObligations complexType in fpml-cd-5-8.xsd; see XML source
notContingent (defined in DeliverableObligations complexType)
A deliverable obligation characteristic.
Type:
xsd:boolean
Content:
simple
Defined:
locally within DeliverableObligations complexType in fpml-cd-5-8.xsd; see XML source
notContingent (defined in Obligations complexType)
NOTE: Only allowed as an obligation charcteristic under ISDA Credit 1999.
Type:
xsd:boolean
Content:
simple
Defined:
locally within Obligations complexType in fpml-cd-5-8.xsd; see XML source
notDomesticCurrency (defined in DeliverableObligations complexType)
An obligation and deliverable obligation characteristic.
Type:
NotDomesticCurrency
Content:
complex, 2 elements
Defined:
locally within DeliverableObligations complexType in fpml-cd-5-8.xsd; see XML source
notDomesticCurrency (defined in Obligations complexType)
An obligation and deliverable obligation characteristic.
Type:
NotDomesticCurrency
Content:
complex, 2 elements
Defined:
locally within Obligations complexType in fpml-cd-5-8.xsd; see XML source
notDomesticIssuance (defined in DeliverableObligations complexType)
An obligation and deliverable obligation characteristic.
Type:
xsd:boolean
Content:
simple
Defined:
locally within DeliverableObligations complexType in fpml-cd-5-8.xsd; see XML source
notDomesticIssuance (defined in Obligations complexType)
An obligation and deliverable obligation characteristic.
Type:
xsd:boolean
Content:
simple
Defined:
locally within Obligations complexType in fpml-cd-5-8.xsd; see XML source
notDomesticLaw (defined in DeliverableObligations complexType)
An obligation and deliverable obligation characteristic.
Type:
xsd:boolean
Content:
simple
Defined:
locally within DeliverableObligations complexType in fpml-cd-5-8.xsd; see XML source
notDomesticLaw (defined in Obligations complexType)
An obligation and deliverable obligation characteristic.
Type:
xsd:boolean
Content:
simple
Defined:
locally within Obligations complexType in fpml-cd-5-8.xsd; see XML source
noticeDate
The business date from which the notice is valid.
Type:
xsd:date
Content:
simple
Defined:
locally within AbstractServicingNotification complexType in fpml-loan-5-8.xsd; see XML source
noticePeriod (in partyNoticePeriod)
Notice period for open repo transactions in number of days.
Type:
AdjustableOffset
Content:
complex, 1 attribute, 5 elements
Defined:
locally within NoticePeriodPartyReference complexType in fpml-repo-5-8.xsd; see XML source
noticePeriod (in repo)
Notice period for open repo transactions in number of days.
Type:
AdjustableOffset
Content:
complex, 1 attribute, 5 elements
Defined:
locally within Repo complexType in fpml-repo-5-8.xsd; see XML source
notifiedPartyReference
Type:
PartyReference
Content:
empty, 1 attribute
Defined:
locally within CreditEventNoticeDocument complexType in fpml-credit-event-notification-5-8.xsd; see XML source
notifyingParty
Pointer style references to a party identifier defined elsewhere in the document.
Type:
NotifyingParty
Content:
complex, 2 elements
Defined:
locally within CreditEventNotice complexType in fpml-option-shared-5-8.xsd; see XML source
notifyingPartyReference
Type:
PartyReference
Content:
empty, 1 attribute
Defined:
locally within CreditEventNoticeDocument complexType in fpml-credit-event-notification-5-8.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-5-8.xsd; see XML source
notional (defined in FxPerformanceSwap complexType)
Notional Amount means, in the case of Transaction Type Variance Swap, the currency and amount specified as such in the related Confirmation or an amount calculated in accordance with the following: Notional Amount = Vega Notional Amount / (0.02 x Fixed FX Rate).
Type:
NonNegativeMoney
Content:
complex, 1 attribute, 2 elements
Defined:
locally within FxPerformanceSwap complexType in fpml-fx-5-8.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-5-8.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-5-8.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-5-8.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-5-8.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-5-8.xsd; see XML source
notional (in straddle)
The currency amount that the option gives the right to sell.
Type:
NonNegativeMoney
Content:
complex, 1 attribute, 2 elements
Defined:
locally within FxStraddle complexType in fpml-fx-5-8.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-5-8.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-5-8.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-5-8.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-5-8.xsd; see XML source
notionalAmount (in accrualRegion)
Notional amount Schedule.
Type:
NonNegativeAmountSchedule
Content:
complex, 1 attribute, 3 elements
Defined:
locally within FxAccrualRegion complexType in fpml-fx-accruals-5-8.xsd; see XML source
notionalAmount (in calculationPeriod in paymentCalculationPeriod)
The amount that a cashflow will accrue interest on.
Type:
xsd:decimal
Content:
simple
Defined:
locally within CalculationPeriod complexType in fpml-ird-5-8.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-5-8.xsd; see XML source
notionalAmount (in commodityInterestLeg)
Specifies the notional amount of a commodity performance type swap.
Type:
CommodityNotionalAmount
Content:
complex, 1 attribute, 3 elements
Defined:
locally within CommodityInterestLeg complexType in fpml-com-5-8.xsd; see XML source
notionalAmount (in commodityReturnLeg)
Specifies the notional amount of a commodity performance type swap.
Type:
CommodityNotionalAmount
Content:
complex, 1 attribute, 3 elements
Defined:
locally within CommodityReturnLeg complexType in fpml-com-5-8.xsd; see XML source
notionalAmount (in commodityVarianceLeg)
Specifies the notional amount of a commodity performance type swap.
Type:
CommodityNotionalAmount
Content:
complex, 1 attribute, 3 elements
Defined:
locally within CommodityVarianceLeg complexType in fpml-com-5-8.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-5-8.xsd; see XML source
notionalAmount (in fxAccrualDigitalOption)
Notional amount Schedule.
Type:
NonNegativeAmountSchedule
Content:
complex, 1 attribute, 3 elements
Defined:
locally within FxAccrualDigitalOption complexType in fpml-fx-accruals-5-8.xsd; see XML source
notionalAmount (in fxAccrualForward)
Notional amount Schedule.
Type:
NonNegativeAmountSchedule
Content:
complex, 1 attribute, 3 elements
Defined:
locally within FxAccrualForward complexType in fpml-fx-accruals-5-8.xsd; see XML source
notionalAmount (in fxAccrualOption)
Notional amount Schedule.
Type:
NonNegativeAmountSchedule
Content:
complex, 1 attribute, 3 elements
Defined:
locally within FxAccrualOption complexType in fpml-fx-accruals-5-8.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-5-8.xsd; see XML source
notionalAmount (in fxLinkedNotionalAmount)
The calculation period notional amount.
Type:
xsd:decimal
Content:
simple
Defined:
locally within FxLinkedNotionalAmount complexType in fpml-ird-5-8.xsd; see XML source
notionalAmount (in fxRangeAccrual)
Notional amount Schedule.
Type:
NonNegativeAmountSchedule
Content:
complex, 1 attribute, 3 elements
Defined:
locally within FxRangeAccrual complexType in fpml-fx-accruals-5-8.xsd; see XML source
notionalAmount (in fxTargetForward)
Notional amount of the Target.
Type:
NonNegativeAmountSchedule
Content:
complex, 1 attribute, 3 elements
Defined:
locally within FxTargetKnockoutForwardStrip complexType in fpml-fx-complex-5-8.xsd; see XML source
notionalAmount (in notionalAmountBasket)
Type:
NotionalAmount
Content:
complex, 1 attribute, 2 elements
Defined:
locally within CommodityBasketByPercentage complexType in fpml-com-5-8.xsd; see XML source
notionalAmount (in payoffLeverage defined in FxVanillaPayoffRegion complexType)
Leveraged notional expressed as amount with optional steps.
Type:
NonNegativeAmountSchedule
Content:
complex, 1 attribute, 3 elements
Defined:
locally within FxLeverage complexType in fpml-fx-complex-5-8.xsd; see XML source
notionalAmount (in payoffLeverage in vanillaPayoffRegion in fxAccrualForward)
Notional amount Schedule.
Type:
NonNegativeAmountSchedule
Content:
complex, 1 attribute, 3 elements
Defined:
locally within FxAccrualPayoffLeverage complexType in fpml-fx-accruals-5-8.xsd; see XML source
notionalAmountBasket
Type:
CommodityBasketByPercentage
Content:
complex, 1 attribute, 2 elements
Defined:
locally within CommodityBasket.model group in fpml-com-5-8.xsd; see XML source
notionalAmountReference (defined in PercentageRule complexType)
A reference to the notional amount.
Type:
NotionalAmountReference
Content:
empty, 1 attribute
Defined:
locally within PercentageRule complexType in fpml-doc-5-8.xsd; see XML source
notionalAmountReference (in commodityInterestLeg)
A reference to the Return swap notional amount defined in another leg of the return swap.
Type:
CommodityNotionalAmountReference
Content:
empty, 1 attribute
Defined:
locally within CommodityInterestLeg complexType in fpml-com-5-8.xsd; see XML source
notionalAmountReference (in commodityReturnLeg)
A reference to the Return swap notional amount defined in another leg of the return swap.
Type:
CommodityNotionalAmountReference
Content:
empty, 1 attribute
Defined:
locally within CommodityReturnLeg complexType in fpml-com-5-8.xsd; see XML source
notionalAmountReference (in commodityVarianceLeg)
A reference to the Return swap notional amount defined in another leg of the return swap.
Type:
CommodityNotionalAmountReference
Content:
empty, 1 attribute
Defined:
locally within CommodityVarianceLeg complexType in fpml-com-5-8.xsd; see XML source
notionalQuantity (defined in CommodityNotionalQuantity.model group)
The Notional Quantity.
Type:
CommodityNotionalQuantity
Content:
complex, 1 attribute, 3 elements
Defined:
locally within CommodityNotionalQuantity.model group in fpml-com-5-8.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, 3 elements
Defined:
locally within CommodityDigitalOption complexType in fpml-com-5-8.xsd; see XML source
notionalQuantityBasket
Type:
CommodityBasketByNotional
Content:
complex, 1 attribute, 1 element
Defined:
locally within CommodityBasket.model group in fpml-com-5-8.xsd; see XML source
notionalQuantitySchedule
Allows the documentation of a shaped notional trade where the notional changes over the life of the transaction.
Type:
CommodityNotionalQuantitySchedule
Content:
complex, 1 attribute, 5 elements
Defined:
locally within CommodityNotionalQuantity.model group in fpml-com-5-8.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-5-8.xsd; see XML source
notionalReference (defined in OptionBaseExtended complexType)
Type:
NotionalAmountReference
Content:
empty, 1 attribute
Defined:
locally within OptionBaseExtended complexType in fpml-option-shared-5-8.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-5-8.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-5-8.xsd; see XML source
notionalReference (in exerciseFee)
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-5-8.xsd; see XML source
notionalReference (in specifiedExercise)
Type:
NotionalReference
Content:
empty, 1 attribute
Defined:
locally within OptionExerciseAmounts complexType in fpml-business-events-5-8.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-5-8.xsd; see XML source
notionalSchedule
The notional amount or notional amount schedule.
Type:
Notional
Content:
complex, 1 attribute, 2 elements
Defined:
locally within Calculation complexType in fpml-ird-5-8.xsd; see XML source
notionalScheduleReference (defined in TradeLegNotionalScheduleChange.model group)
Type:
NotionalReference
Content:
empty, 1 attribute
Defined:
locally within TradeLegNotionalScheduleChange.model group in fpml-business-events-5-8.xsd; see XML source
notionalScheduleReference (in specifiedExercise)
Type:
NotionalReference
Content:
empty, 1 attribute
Defined:
locally within OptionExerciseAmounts complexType in fpml-business-events-5-8.xsd; see XML source
notionalStep
The Notional Quantity per Calculation Period.
Type:
CommodityNotionalQuantity
Content:
complex, 1 attribute, 3 elements
Defined:
locally within CommodityNotionalQuantitySchedule complexType in fpml-com-5-8.xsd; see XML source
notionalStepAmount
The explicit amount that the notional changes on each step date.
Type:
xsd:decimal
Content:
simple
Defined:
locally within NotionalStepRule complexType in fpml-ird-5-8.xsd; see XML source
notionalStepParameters
A parametric representation of the notional step schedule, i.e. parameters used to generate the notional schedule.
Type:
NotionalStepRule
Content:
complex, 7 elements
Defined:
locally within Notional complexType in fpml-ird-5-8.xsd; see XML source
notionalStepRate
The percentage amount by which the notional changes on each step date.
Type:
xsd:decimal
Content:
simple
Defined:
locally within NotionalStepRule complexType in fpml-ird-5-8.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, 3 elements
Defined:
locally within Notional complexType in fpml-ird-5-8.xsd; see XML source
notSovereignLender (defined in DeliverableObligations complexType)
An obligation and deliverable obligation characteristic.
Type:
xsd:boolean
Content:
simple
Defined:
locally within DeliverableObligations complexType in fpml-cd-5-8.xsd; see XML source
notSovereignLender (defined in Obligations complexType)
An obligation and deliverable obligation characteristic.
Type:
xsd:boolean
Content:
simple
Defined:
locally within Obligations complexType in fpml-cd-5-8.xsd; see XML source
notSubordinated (defined in DeliverableObligations complexType)
An obligation and deliverable obligation characteristic.
Type:
xsd:boolean
Content:
simple
Defined:
locally within DeliverableObligations complexType in fpml-cd-5-8.xsd; see XML source
notSubordinated (defined in Obligations complexType)
An obligation and deliverable obligation characteristic.
Type:
xsd:boolean
Content:
simple
Defined:
locally within Obligations complexType in fpml-cd-5-8.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-5-8.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-5-8.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-5-8.xsd; see XML source
novation
Type:
TradeNovationContent
Content:
complex, 34 elements
Defined:
locally within PostTradeEvents.model group in fpml-business-events-5-8.xsd; see XML source
novationAmount
Type:
TradeLegSizeChange
Content:
complex, 15 elements
Defined:
locally within NovationAmounts.model group in fpml-business-events-5-8.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-5-8.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-5-8.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-5-8.xsd; see XML source
number (in quantity in instrumentTradeDetails)
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-5-8.xsd; see XML source
number (in telephone)
A telephonic contact.
Type:
String
Content:
simple
Defined:
locally within TelephoneNumber complexType in fpml-shared-5-8.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-5-8.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-5-8.xsd; see XML source
numberOfDays
The actual number of days represented within the 'period'.
Type:
xsd:decimal
Content:
simple
Defined:
locally within PeriodWithDays.model group in fpml-loan-5-8.xsd; see XML source
numberOfFixings
The number of fixing points in the fixing schedule.
Type:
xsd:nonNegativeInteger
Content:
simple
Defined:
locally within FxFixingSchedule complexType in fpml-fx-accruals-5-8.xsd; see XML source
numberOfIndexUnits
Defines the Number Of Index Units applicable to a Dividend.
Type:
NonNegativeDecimal
Content:
simple
Defined:
locally within DividendConditions complexType in fpml-eq-shared-5-8.xsd; see XML source
numberOfOptions (defined in EquityDerivativeShortFormBase complexType)
The number of options comprised in the option transaction.
Type:
NonNegativeDecimal
Content:
simple
Defined:
locally within EquityDerivativeShortFormBase complexType in fpml-eqd-5-8.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-5-8.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-5-8.xsd; see XML source
numberOfOptions (in equityOption)
The number of options comprised in the option transaction.
Type:
NonNegativeDecimal
Content:
simple
Defined:
locally within EquityOption complexType in fpml-eqd-5-8.xsd; see XML source
numberOfOptionsReference (defined in TradeLegNumberOfOptionsChange.model group)
Type:
NumberOfOptionsReference
Content:
empty, 1 attribute
Defined:
locally within TradeLegNumberOfOptionsChange.model group in fpml-business-events-5-8.xsd; see XML source
numberOfOptionsReference (in specifiedExercise)
Type:
NumberOfOptionsReference
Content:
empty, 1 attribute
Defined:
locally within OptionExerciseAmounts complexType in fpml-business-events-5-8.xsd; see XML source
numberOfReturns
Number of Returns is the number of Observation Dates in the Observation Period, excluding the Initial Observation Date (where the Observation Rate on the Initial Observation Date shall equal S0).
Type:
xsd:nonNegativeInteger
Content:
simple
Defined:
locally within FxPerformanceSwap complexType in fpml-fx-5-8.xsd; see XML source
numberOfUnits
The number of units (index or securities).
Type:
NonNegativeDecimal
Content:
simple
Defined:
locally within UnitContract.model group in fpml-shared-5-8.xsd; see XML source
numberOfUnitsReference (defined in TradeLegNumberOfUnitsChange.model group)
Type:
NumberOfUnitsReference
Content:
empty, 1 attribute
Defined:
locally within TradeLegNumberOfUnitsChange.model group in fpml-business-events-5-8.xsd; see XML source
numberOfUnitsReference (in specifiedExercise)
Type:
NumberOfUnitsReference
Content:
empty, 1 attribute
Defined:
locally within OptionExerciseAmounts complexType in fpml-business-events-5-8.xsd; see XML source
numberOfValuationDates
The number of valuation dates between valuation start date and valuation end date.
Type:
xsd:nonNegativeInteger
Content:
simple
Defined:
locally within EquityValuation complexType in fpml-eq-shared-5-8.xsd; see XML source
numberValuationDates
Where multiple valuation dates are specified as being applicable for cash settlement, this element specifies (a) the number of applicable valuation dates, and (b) the number of business days after satisfaction of all conditions to settlement when the first such valuation date occurs, and (c) the number of business days thereafter of each successive valuation date.
Type:
xsd:positiveInteger
Content:
simple
Defined:
locally within MultipleValuationDates complexType in fpml-cd-5-8.xsd; see XML source
objectReference
A reference to the asset or pricing structure that this values.
Type:
AnyAssetReference
Content:
empty, 1 attribute
Defined:
locally within Valuation complexType in fpml-riskdef-5-8.xsd; see XML source
obligationAcceleration
Type:
ObligationAccelerationEvent
Content:
empty
Subst.Gr:
may substitute for element creditEvent
Defined:
globally in fpml-credit-event-notification-5-8.xsd; see XML source
Used:
never
obligationAcceleration (defined in CreditEvents complexType)
A credit event.
Type:
xsd:boolean
Content:
simple
Defined:
locally within CreditEvents complexType in fpml-option-shared-5-8.xsd; see XML source
obligationCurrency
The currency of denomination of the deliverable obligation.
Type:
Currency
Content:
simple, 1 attribute
Defined:
locally within CreditCurveCharacteristics.model group in fpml-mktenv-5-8.xsd; see XML source
obligationDefault
Type:
ObligationDefaultEvent
Content:
empty
Subst.Gr:
may substitute for element creditEvent
Defined:
globally in fpml-credit-event-notification-5-8.xsd; see XML source
Used:
never
obligationDefault (defined in CreditEvents complexType)
A credit event.
Type:
xsd:boolean
Content:
simple
Defined:
locally within CreditEvents complexType in fpml-option-shared-5-8.xsd; see XML source
obligations (in creditCurve)
The underlying obligations of the reference entity on which you are buying or selling protection
Type:
Obligations
Content:
complex, 18 elements
Defined:
locally within CreditCurveCharacteristics.model group in fpml-mktenv-5-8.xsd; see XML source
obligations (in protectionTerms)
The underlying obligations of the reference entity on which you are buying or selling protection.
Type:
Obligations
Content:
complex, 18 elements
Defined:
locally within ProtectionTerms complexType in fpml-cd-5-8.xsd; see XML source
observable (defined in FxAccrualProcess complexType)
Type:
FxRateObservable
Content:
complex, 1 attribute, 2 elements
Defined:
locally within FxAccrualProcess complexType in fpml-fx-accruals-5-8.xsd; see XML source
observable (defined in FxAveragingProcess complexType)
Type:
FxRateObservable
Content:
complex, 1 attribute, 2 elements
Defined:
locally within FxAveragingProcess complexType in fpml-fx-accruals-5-8.xsd; see XML source
observableReference (defined in FxAccrualKnockoutBarrier.model group)
Type:
FxRateObservableReference
Content:
empty, 1 attribute
Defined:
locally within FxAccrualKnockoutBarrier.model group in fpml-fx-accruals-5-8.xsd; see XML source
observableReference (in accrualRegion)
Identifies the FX rate used as the basis for the condition (the accrual region).
Type:
FxRateObservableReference
Content:
empty, 1 attribute
Defined:
locally within FxAccrualRegion complexType in fpml-fx-accruals-5-8.xsd; see XML source
observationDayType
Type:
DayTypeEnum
Content:
simple
Defined:
locally within ParametricSchedule.model group in fpml-fx-complex-5-8.xsd; see XML source
observationEndDate (defined in FxAccrualKnockoutBarrier.model group)
The date on which the observation period for an american barrier ends.
Type:
xsd:date
Content:
simple
Defined:
locally within FxAccrualKnockoutBarrier.model group in fpml-fx-accruals-5-8.xsd; see XML source
observationEndDate (defined in FxBarrier.model group)
The date on which the observation period for an american barrier ends.
Type:
xsd:date
Content:
simple
Defined:
locally within FxBarrier.model group in fpml-fx-complex-5-8.xsd; see XML source
observationEndDate (defined in FxBarrierFeature complexType)
The date on which the observation period for an american barrier ends.
Type:
xsd:date
Content:
simple
Defined:
locally within FxBarrierFeature complexType in fpml-fx-5-8.xsd; see XML source
observationEndDate (in touch)
The date on which the observation period for an american trigger ends.
Type:
xsd:date
Content:
simple
Defined:
locally within FxTouch complexType in fpml-fx-5-8.xsd; see XML source
observationEndTime (defined in FxAccrualKnockoutBarrier.model group)
The time on the end date at which the observation period for an american barrier ends.
Type:
BusinessCenterTime
Content:
complex, 2 elements
Defined:
locally within FxAccrualKnockoutBarrier.model group in fpml-fx-accruals-5-8.xsd; see XML source
observationEndTime (defined in FxBarrier.model group)
The time on the end date at which the observation period for an american barrier ends.
Type:
BusinessCenterTime
Content:
complex, 2 elements
Defined:
locally within FxBarrier.model group in fpml-fx-complex-5-8.xsd; see XML source
observationEndTime (defined in FxBarrierFeature complexType)
The time on the end date at which the observation period for an american barrier ends.
Type:
BusinessCenterTime
Content:
complex, 2 elements
Defined:
locally within FxBarrierFeature complexType in fpml-fx-5-8.xsd; see XML source
observationEndTime (in touch)
The time on the end date at which the observation period for an american trigger ends.
Type:
BusinessCenterTime
Content:
complex, 2 elements
Defined:
locally within FxTouch complexType in fpml-fx-5-8.xsd; see XML source
observationFrequency
It defines the frequency at which calculation period end dates occur within the period schedule and thier roll date convention.
Type:
ObservationFrequency
Content:
complex, 1 attribute, 3 elements
Defined:
locally within ParametricSchedule.model group in fpml-fx-complex-5-8.xsd; see XML source
observationNumber
Observation number, which should be unique, within a series generated by a date schedule.
Type:
xsd:positiveInteger
Content:
simple
Defined:
locally within WeightedAveragingObservation complexType in fpml-option-shared-5-8.xsd; see XML source
observationPoint (defined in FxBarrierFeature complexType)
The dates and times at which rate observations are made to determine whether a barrier event has occurred for a discrete or european barrier.
Type:
FxBusinessCenterDateTime
Content:
complex, 2 elements
Defined:
locally within FxBarrierFeature complexType in fpml-fx-5-8.xsd; see XML source
observationPoint (in touch)
The dates and times at which rate observations are made to determine whether a barrier event has occurred for a discrete trigger.
Type:
FxBusinessCenterDateTime
Content:
complex, 2 elements
Defined:
locally within FxTouch complexType in fpml-fx-5-8.xsd; see XML source
observationSchedule (in asian in features in fxOption)
Parametric schedule of rate observations.
Type:
FxAverageRateObservationSchedule
Content:
complex, 3 elements
Defined:
locally within FxAsianFeature complexType in fpml-fx-5-8.xsd; see XML source
observationSchedule (in fixingSchedule defined in FxPerformanceSwap complexType)
Parametric schedule of rate observations.
Type:
FxObservationScheduleBase
Content:
complex, 3 elements
Defined:
locally within FxFixingScheduleSimple complexType in fpml-fx-5-8.xsd; see XML source
observationStartDate (defined in CalculatedAmount complexType)
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-5-8.xsd; see XML source
observationStartDate (defined in FxAccrualKnockoutBarrier.model group)
The date on which the observation period for an american barrier starts.
Type:
xsd:date
Content:
simple
Defined:
locally within FxAccrualKnockoutBarrier.model group in fpml-fx-accruals-5-8.xsd; see XML source
observationStartDate (defined in FxBarrier.model group)
The date on which the observation period for an american barrier starts.
Type:
xsd:date
Content:
simple
Defined:
locally within FxBarrier.model group in fpml-fx-complex-5-8.xsd; see XML source
observationStartDate (defined in FxBarrierFeature complexType)
The date on which the observation period for an american barrier starts.
Type:
xsd:date
Content:
simple
Defined:
locally within FxBarrierFeature complexType in fpml-fx-5-8.xsd; see XML source
observationStartDate (in touch)
The date on which the observation period for an american trigger starts.
Type:
xsd:date
Content:
simple
Defined:
locally within FxTouch complexType in fpml-fx-5-8.xsd; see XML source
observationStartTime (defined in FxAccrualKnockoutBarrier.model group)
The time on the start date at which the observation period for an american barrier starts.
Type:
BusinessCenterTime
Content:
complex, 2 elements
Defined:
locally within FxAccrualKnockoutBarrier.model group in fpml-fx-accruals-5-8.xsd; see XML source
observationStartTime (defined in FxBarrier.model group)
The time on the start date at which the observation period for an american barrier starts.
Type:
BusinessCenterTime
Content:
complex, 2 elements
Defined:
locally within FxBarrier.model group in fpml-fx-complex-5-8.xsd; see XML source
observationStartTime (defined in FxBarrierFeature complexType)
The time on the start date at which the observation period for an american barrier starts.
Type:
BusinessCenterTime
Content:
complex, 2 elements
Defined:
locally within FxBarrierFeature complexType in fpml-fx-5-8.xsd; see XML source
observationStartTime (in touch)
The time on the start date at which the observation period for an american trigger starts.
Type:
BusinessCenterTime
Content:
complex, 2 elements
Defined:
locally within FxTouch complexType in fpml-fx-5-8.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-5-8.xsd; see XML source
observedFxSpotRate
The actual observed fx spot rate.
Type:
xsd:decimal
Content:
simple
Defined:
locally within FxLinkedNotionalAmount complexType in fpml-ird-5-8.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-5-8.xsd; see XML source
offMarketPrice
Indicates that the price does not reflect the current market.
Type:
xsd:boolean
Content:
simple
Defined:
locally within PartyTradeInformation complexType in fpml-doc-5-8.xsd; see XML source
offset (defined in OffsetPrevailingTime complexType)
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, 3 elements
Defined:
locally within OffsetPrevailingTime complexType in fpml-shared-5-8.xsd; see XML source
offset (in dateOffset defined in FxSchedule complexType)
The settlement offset to the expiry schedule or the expiry offset to the settlement schedule.
Type:
Period
Content:
complex, 1 attribute, 2 elements
Defined:
locally within FxDateOffset complexType in fpml-fx-complex-5-8.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-5-8.xsd; see XML source
oilPhysicalLeg
Physically settled oil or refined products leg.
Type:
OilPhysicalLeg
Content:
complex, 1 attribute, 8 elements
Subst.Gr:
may substitute for element commoditySwapLeg
Defined:
globally in fpml-com-5-8.xsd; see XML source
Used:
never
oldTrade (defined in TradeChangeContent complexType)
The original trade details.
Type:
Trade
Content:
complex, 1 attribute, 14 elements
Defined:
locally within TradeChangeContent complexType in fpml-business-events-5-8.xsd; see XML source
oldTrade (in novation)
Indicates the original trade between the transferor and the remaining party.
Type:
Trade
Content:
complex, 1 attribute, 14 elements
Defined:
locally within OldTrade.model group in fpml-business-events-5-8.xsd; see XML source
oldTradeIdentifier (defined in TradeChangeContent complexType)
The original qualified trade identifier.
Type:
PartyTradeIdentifier
Content:
complex, 1 attribute, 11 elements
Defined:
locally within TradeChangeContent complexType in fpml-business-events-5-8.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, 11 elements
Defined:
locally within OldTrade.model group in fpml-business-events-5-8.xsd; see XML source
onBehalfOf (defined in DataDocument complexType)
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-5-8.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-5-8.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-5-8.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-5-8.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-5-8.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-5-8.xsd; see XML source
option
Identifies the underlying asset when it is a listed option contract.
Type:
ExchangeTradedOption
Content:
complex, 1 attribute, 14 elements
Subst.Gr:
may substitute for element underlyingAsset
Defined:
globally in fpml-asset-5-8.xsd; see XML source
Used:
never
option (in percentageTolerance)
Indicates whether the tolerance it at the seller's or buyer's option.
Type:
PartyReference
Content:
empty, 1 attribute
Defined:
locally within PercentageTolerance complexType in fpml-com-5-8.xsd; see XML source
optionalEarlyTermination (defined in OptionalEarlyTermination.model group)
An option for either or both parties to terminate the swap at fair value.
Type:
OptionalEarlyTermination
Content:
complex, 7 elements
Defined:
locally within OptionalEarlyTermination.model group in fpml-ird-5-8.xsd; see XML source
optionalEarlyTermination (defined in OptionalEarlyTermination.model group)
An option for either or both parties to terminate the swap at fair value.
Type:
OptionalEarlyTermination
Content:
complex, 7 elements
Defined:
locally within OptionalEarlyTermination.model group in fpml-ird-5-8.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-5-8.xsd; see XML source
optionalEarlyTerminationAdjustedDates
An early termination provision to terminate the trade at fair value where one or both parties have the right to decide on termination.
Type:
OptionalEarlyTerminationAdjustedDates
Content:
complex, 1 element
Defined:
locally within OptionalEarlyTermination complexType in fpml-ird-5-8.xsd; see XML source
optionalEarlyTerminationDate
Optional Early Termination Date
Type:
EarlyTerminationDateEnum
Content:
simple
Defined:
locally within MutualOrOptionalEarlyTermination.model group in fpml-eq-shared-5-8.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-5-8.xsd; see XML source
optionalEarlyTerminationParameters
Definition of the first early termination date and the frequency of the termination dates subsequent to that.
Type:
ExercisePeriod
Content:
complex, 1 attribute, 2 elements
Defined:
locally within OptionalEarlyTermination.model group in fpml-ird-5-8.xsd; see XML source
optionBuyer
Type:
PartyReference
Content:
empty, 1 attribute
Defined:
locally within OptionExercise complexType in fpml-business-events-5-8.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-5-8.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-5-8.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-5-8.xsd; see XML source
optionEntitlement (in equityOption)
The number of shares per option comprised in the option transaction.
Type:
PositiveDecimal
Content:
simple
Defined:
locally within EquityOption complexType in fpml-eqd-5-8.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-5-8.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-5-8.xsd; see XML source
optionExercise (defined in OptionsEvents.model group)
A structure describing an option exercise event.
Type:
OptionExercise
Content:
complex, 24 elements
Defined:
locally within OptionsEvents.model group in fpml-business-events-5-8.xsd; see XML source
optionExercise (in executionRetracted)
A structure describing an option exercise event.
Type:
OptionExercise
Content:
complex, 24 elements
Defined:
locally within ExecutionRetracted complexType in fpml-confirmation-processes-5-8.xsd; see XML source
optionExercise (in requestConfirmation)
A structure describing an option exercise event.
Type:
OptionExercise
Content:
complex, 24 elements
Defined:
locally within RequestConfirmation complexType in fpml-confirmation-processes-5-8.xsd; see XML source
optionExercise (in requestConfirmationRetracted)
A structure describing an option exercise event.
Type:
OptionExercise
Content:
complex, 24 elements
Defined:
locally within ConfirmationRetracted complexType in fpml-confirmation-processes-5-8.xsd; see XML source
optionExercise (in requestExecution)
A structure describing an option exercise event.
Type:
OptionExercise
Content:
complex, 24 elements
Defined:
locally within RequestExecution complexType in fpml-confirmation-processes-5-8.xsd; see XML source
optionExercise (in requestExecutionRetracted)
A structure describing an option exercise event.
Type:
OptionExercise
Content:
complex, 24 elements
Defined:
locally within RequestExecutionRetracted complexType in fpml-confirmation-processes-5-8.xsd; see XML source
optionExpirationNotification
Type:
ExecutionNotification
Content:
complex, 3 attributes, 16 elements
Defined:
globally in fpml-confirmation-processes-5-8.xsd; see XML source
Used:
never
optionExpiry (defined in OptionsEvents.model group)
A structure describing an option expiring event (i.e. passing its last exercise time and becoming worthless.)
Type:
OptionExpiry
Content:
complex, 7 elements
Defined:
locally within OptionsEvents.model group in fpml-business-events-5-8.xsd; see XML source
optionExpiry (in maturityNotification)
Type:
OptionExpiryBase
Content:
complex, 3 elements
Defined:
locally within MaturityNotification complexType in fpml-confirmation-processes-5-8.xsd; see XML source
optionOwnerPartyReference
Indicates whether the tolerance is at the seller's or buyer's option.
Type:
PartyReference
Content:
empty, 1 attribute
Defined:
locally within AbsoluteTolerance complexType in fpml-com-5-8.xsd; see XML source
optionSeller
Type:
PartyReference
Content:
empty, 1 attribute
Defined:
locally within OptionExercise complexType in fpml-business-events-5-8.xsd; see XML source
optionsExchangeDividends
If present and true, then options exchange dividends are applicable.
Type:
xsd:boolean
Content:
simple
Defined:
locally within Dividends.model group in fpml-eq-shared-5-8.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-5-8.xsd; see XML source
optionsPriceValuation
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-5-8.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-5-8.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-5-8.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-5-8.xsd; see XML source
optionType (in commodityBasketOption)
The type of option transaction.
Type:
PutCallEnum
Content:
simple
Defined:
locally within CommodityBasketOption complexType in fpml-com-5-8.xsd; see XML source
optionType (in commodityDigitalOption)
The type of option transaction.
Type:
PutCallEnum
Content:
simple
Defined:
locally within CommodityDigitalOption complexType in fpml-com-5-8.xsd; see XML source
optionType (in commodityOption)
The type of option transaction.
Type:
PutCallEnum
Content:
simple
Defined:
locally within CommodityOption complexType in fpml-com-5-8.xsd; see XML source
optionType (in commoditySwaption)
The type of option transaction.
Type:
PutCallEnum
Content:
simple
Defined:
locally within CommoditySwaption complexType in fpml-com-5-8.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-5-8.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-5-8.xsd; see XML source
orderId
Type:
OrderId
Content:
simple, 1 attribute
Defined:
locally within OrderIdentifier complexType in fpml-doc-5-8.xsd; see XML source
orderIdentifier (in originatingPackage)
Type:
OrderIdentifier
Content:
complex, 1 element
Defined:
locally within PackageSummary complexType in fpml-doc-5-8.xsd; see XML source
orderIdentifier (in packageHeader)
Type:
OrderIdentifier
Content:
complex, 1 element
Defined:
locally within PackageHeader complexType in fpml-business-events-5-8.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-5-8.xsd; see XML source
organizationCharacteristic (in endUserExceptionDeclaration)
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-5-8.xsd; see XML source
organizationCharacteristic (in mandatoryFacilityExecutionExceptionDeclaration)
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 FacilityExecutionExceptionDeclaration complexType in fpml-doc-5-8.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-5-8.xsd; see XML source
originalCommitment
The original global commitment amount.
Type:
MoneyWithParticipantShare
Content:
complex, 1 attribute, 3 elements
Defined:
locally within FacilityCommitment.model group in fpml-loan-5-8.xsd; see XML source
originalInputReference
A reference to the original value of the pricing input.
Type:
PricingStructureReference
Content:
empty, 1 attribute
Defined:
locally within PricingInputReplacement complexType in fpml-riskdef-5-8.xsd; see XML source
originalMessage (defined in Acknowledgement complexType)
Type:
UnprocessedElementWrapper
Content:
complex, elem. wildcard
Defined:
locally within Acknowledgement complexType in fpml-msg-5-8.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-5-8.xsd; see XML source
Includes:
definition of elem. wildcard
originalMessage (defined in EventRequestAcknowledgement complexType)
Type:
UnprocessedElementWrapper
Content:
complex, elem. wildcard
Defined:
locally within EventRequestAcknowledgement complexType in fpml-confirmation-processes-5-8.xsd; see XML source
originalPrincipalAmount
The initial issued amount of the mortgage obligation.
Type:
xsd:decimal
Content:
simple
Defined:
locally within Mortgage complexType in fpml-asset-5-8.xsd; see XML source
originalTrade (defined in OptionExercise complexType)
Fully describes the original trade (prior to the exercise).
Type:
Trade
Content:
complex, 1 attribute, 14 elements
Defined:
locally within OptionExercise complexType in fpml-business-events-5-8.xsd; see XML source
originalTrade (defined in TradeChangeBase complexType)
Type:
Trade
Content:
complex, 1 attribute, 14 elements
Defined:
locally within TradeChangeBase complexType in fpml-business-events-5-8.xsd; see XML source
originalTrade (in optionExpiry defined in OptionsEvents.model group)
Fully describes the original trade (prior to the exercise).
Type:
Trade
Content:
complex, 1 attribute, 14 elements
Defined:
locally within OptionExpiry complexType in fpml-business-events-5-8.xsd; see XML source
originalTradeIdentifier
Identification of original trades.
Type:
TradeIdentifierList
Content:
complex, 1 element
Defined:
locally within NetTradeIdentifier complexType in fpml-repo-5-8.xsd; see XML source
originatingEvent (defined in DataDocument complexType)
Type:
OriginatingEvent
Content:
simple, 1 attribute
Defined:
locally within DataDocument complexType in fpml-doc-5-8.xsd; see XML source
originatingEvent (defined in TradeOrInfo.model group)
This may be used to describe why a trade was created.
Type:
OriginatingEvent
Content:
simple, 1 attribute
Defined:
locally within TradeOrInfo.model group in fpml-business-events-5-8.xsd; see XML source
originatingEvent (defined in TradingEvents.model group)
Type:
OriginatingEvent
Content:
simple, 1 attribute
Defined:
locally within TradingEvents.model group in fpml-business-events-5-8.xsd; see XML source
originatingEvent (in packageHeader)
This may be used to describe why a package was created.
Type:
OriginatingEvent
Content:
simple, 1 attribute
Defined:
locally within PackageHeader complexType in fpml-business-events-5-8.xsd; see XML source
originatingEvent (in tradeReferenceInformation)
This may be used to describe why a trade was created.
Type:
OriginatingEvent
Content:
simple, 1 attribute
Defined:
locally within TradeReferenceInformation complexType in fpml-business-events-5-8.xsd; see XML source
originatingPackage
Information about the trade package if any that the trade originated from.
Type:
PackageSummary
Content:
complex, 5 elements
Defined:
locally within TradeHeader complexType in fpml-doc-5-8.xsd; see XML source
originatingTradeId (defined in PartyTradeIdentifier complexType)
The trade id of the trade(s) upon which this was based, for example the ID of the trade that was submitted for clearing if this is a cleared trade, or of the original trade if this was novated or cancelled and rebooked, or the list of trades that were netted or compressed together in the case of a compression event.
Type:
TradeIdentifier
Content:
complex, 1 attribute, 6 elements
Defined:
locally within PartyTradeIdentifier complexType in fpml-doc-5-8.xsd; see XML source
originatingTradeId (in compressionActivity)
Type:
TradeId
Content:
simple, 2 attributes
Defined:
locally within CompressionActivity complexType in fpml-business-events-5-8.xsd; see XML source
originatingTradeIdentifier
Type:
TradeIdentifier
Content:
complex, 1 attribute, 6 elements
Defined:
locally within CompressionActivity complexType in fpml-business-events-5-8.xsd; see XML source
otherPartyPayment
Other fees or additional payments associated with the trade, e.g. broker commissions, where one or more of the parties involved are not principal parties involved in the trade.
Type:
Payment
Content:
complex, 2 attributes, 10 elements
Defined:
locally within Trade complexType in fpml-doc-5-8.xsd; see XML source
otherPath
XPath to the element in the other object.
Type:
String
Content:
simple
Defined:
locally within TradeDifference complexType in fpml-doc-5-8.xsd; see XML source
otherRemainingParty
A pointer style reference to a party identifier defined elsewhere in the document.
Type:
PartyReference
Content:
empty, 1 attribute
Defined:
locally within NovationRoles.model group in fpml-business-events-5-8.xsd; see XML source
otherRemainingPartyAccount
Type:
AccountReference
Content:
empty, 1 attribute
Defined:
locally within NovationRoles.model group in fpml-business-events-5-8.xsd; see XML source
otherTransferee
A pointer style reference to a party identifier defined elsewhere in the document.
Type:
PartyReference
Content:
empty, 1 attribute
Defined:
locally within NovationRoles.model group in fpml-business-events-5-8.xsd; see XML source
otherTransfereeAccount
Type:
AccountReference
Content:
empty, 1 attribute
Defined:
locally within NovationRoles.model group in fpml-business-events-5-8.xsd; see XML source
otherValue
Value of the element in the other trade.
Type:
String
Content:
simple
Defined:
locally within TradeDifference complexType in fpml-doc-5-8.xsd; see XML source
othReferenceEntityObligations (defined in DeliverableObligations complexType)
This element is used to specify any other obligations of a reference entity in both obligations and deliverable obligations.
Type:
String
Content:
simple
Defined:
locally within DeliverableObligations complexType in fpml-cd-5-8.xsd; see XML source
othReferenceEntityObligations (defined in Obligations complexType)
This element is used to specify any other obligations of a reference entity in both obligations and deliverable obligations.
Type:
String
Content:
simple
Defined:
locally within Obligations complexType in fpml-cd-5-8.xsd; see XML source
outstandingContractsStatement
Type:
OutstandingContractsStatement
Content:
complex, 3 attributes, 13 elements
Defined:
globally in fpml-loan-5-8.xsd; see XML source
Used:
never
outstandingGain
Rebate expressed as amount of outstanding gain.
Type:
FxOutstandingGain
Content:
complex, 2 elements
Defined:
locally within FxTargetRebate complexType in fpml-fx-complex-5-8.xsd; see XML source
outstandingKnownAmount
Type:
NonNegativeMoney
Content:
complex, 1 attribute, 2 elements
Defined:
locally within TradeLegFixedAmountChange.model group in fpml-business-events-5-8.xsd; see XML source
outstandingNotionalAmount (defined in OptionExerciseAmount.model group)
Specifies the Notional amount after the Change
Type:
Money
Content:
complex, 1 attribute, 2 elements
Defined:
locally within OptionExerciseAmount.model group in fpml-business-events-5-8.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-5-8.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-5-8.xsd; see XML source
outstandingNotionalAmount (in specifiedExercise)
Specifies the Notional amount after the Change
Type:
Money
Content:
complex, 1 attribute, 2 elements
Defined:
locally within OptionExerciseAmounts complexType in fpml-business-events-5-8.xsd; see XML source
outstandingNotionalSchedule (defined in TradeLegNotionalScheduleChange.model group)
Type:
NonNegativeAmountSchedule
Content:
complex, 1 attribute, 3 elements
Defined:
locally within TradeLegNotionalScheduleChange.model group in fpml-business-events-5-8.xsd; see XML source
outstandingNotionalSchedule (in specifiedExercise)
Specifies the Notional schedule after the Change
Type:
NonNegativeAmountSchedule
Content:
complex, 1 attribute, 3 elements
Defined:
locally within OptionExerciseAmounts complexType in fpml-business-events-5-8.xsd; see XML source
outstandingNumberOfOptions (defined in OptionExerciseAmount.model group)
Specifies the Number of Options after the Change.
Type:
xsd:decimal
Content:
simple
Defined:
locally within OptionExerciseAmount.model group in fpml-business-events-5-8.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-5-8.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-5-8.xsd; see XML source
outstandingNumberOfOptions (in specifiedExercise)
Specifies the Number of Options after the Change.
Type:
xsd:decimal
Content:
simple
Defined:
locally within OptionExerciseAmounts complexType in fpml-business-events-5-8.xsd; see XML source
outstandingNumberOfUnits (defined in OptionExerciseAmount.model group)
Specifies the Number of Units
Type:
xsd:decimal
Content:
simple
Defined:
locally within OptionExerciseAmount.model group in fpml-business-events-5-8.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-5-8.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-5-8.xsd; see XML source
outstandingNumberOfUnits (in specifiedExercise)
Specifies the Number of Units
Type:
xsd:decimal
Content:
simple
Defined:
locally within OptionExerciseAmounts complexType in fpml-business-events-5-8.xsd; see XML source
outstandingsPosition
A structure used to define all positions held by the lender at the loan contract level.
Type:
OutstandingsPosition
Content:
complex, 5 elements
Defined:
locally within FacilityOutstandingsPosition complexType in fpml-loan-5-8.xsd; see XML source
packageHeader
Type:
PackageHeader
Content:
complex, 6 elements
Defined:
locally within TradePackage complexType in fpml-business-events-5-8.xsd; see XML source
packageIdentifier (in originatingPackage)
Type:
IssuerTradeId
Content:
complex, 2 elements
Defined:
locally within PackageSummary complexType in fpml-doc-5-8.xsd; see XML source
packageIdentifier (in packageHeader)
Type:
IssuerTradeId
Content:
complex, 2 elements
Defined:
locally within PackageHeader complexType in fpml-business-events-5-8.xsd; see XML source
packageInformation
Type:
PackageInformation
Content:
complex, 9 elements
Defined:
locally within PackageHeader complexType in fpml-business-events-5-8.xsd; see XML source
packageType (in originatingPackage)
Type:
PackageType
Content:
simple, 1 attribute
Defined:
locally within PackageSummary complexType in fpml-doc-5-8.xsd; see XML source
packageType (in packageHeader)
Type:
PackageType
Content:
simple, 1 attribute
Defined:
locally within PackageHeader complexType in fpml-business-events-5-8.xsd; see XML source
parameterReference (in partialDerivative)
A reference to the pricing input parameter to which the sensitivity is computed.
Type:
AssetOrTermPointOrPricingStructureReference
Content:
empty, 1 attribute
Defined:
locally within PricingParameterDerivative complexType in fpml-riskdef-5-8.xsd; see XML source
parameterReference (in shift in valuationScenario)
Type:
AssetOrTermPointOrPricingStructureReference
Content:
empty, 1 attribute
Defined:
locally within PricingParameterShift complexType in fpml-riskdef-5-8.xsd; see XML source
parameterValue
The value of the independent variable (e.g. strike offset).
Type:
xsd:decimal
Content:
simple
Defined:
locally within ParametricAdjustmentPoint complexType in fpml-mktenv-5-8.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-5-8.xsd; see XML source
partialCashSettlement
Specifies whether either 'Partial Cash Settlement of Assignable Loans', 'Partial Cash Settlement of Consent Required Loans' or 'Partial Cash Settlement of Participations' is applicable.
Type:
xsd:boolean
Content:
simple
Defined:
locally within PCDeliverableObligationCharac complexType in fpml-cd-5-8.xsd; see XML source
partialDerivative
A partial derivative of the measure with respect to an input.
Type:
PricingParameterDerivative
Content:
complex, 1 attribute, 4 elements
Defined:
locally within ComputedDerivative.model group in fpml-riskdef-5-8.xsd; see XML source
partialDerivativeReference (in term in formula in sensitivityDefinition)
A reference to the partial derivative.
Type:
PricingParameterDerivativeReference
Content:
empty, 1 attribute
Defined:
locally within FormulaTerm complexType in fpml-riskdef-5-8.xsd; see XML source
partialDerivativeReference (in weightedPartial)
A reference to a partial derivative defined in the ComputedDerivative.model, i.e. defined as part of this sensitivity definition.
Type:
PricingParameterDerivativeReference
Content:
empty, 1 attribute
Defined:
locally within WeightedPartialDerivative complexType in fpml-riskdef-5-8.xsd; see XML source
partialExercise
As defined in the 2000 ISDA Definitions, Section 12.3.
Type:
PartialExercise
Content:
complex, 4 elements
Defined:
locally within EuropeanExercise complexType in fpml-shared-5-8.xsd; see XML source
partialExerciseAmount
Type:
Money
Content:
complex, 1 attribute, 2 elements
Defined:
locally within RestructuringEvent complexType in fpml-credit-event-notification-5-8.xsd; see XML source
party (defined in Parties.model group)
A legal entity or a subdivision of a legal entity.
Type:
Party
Content:
complex, 1 attribute, 13 elements
Defined:
locally within Parties.model group in fpml-loan-5-8.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, 13 elements
Defined:
locally within PartiesAndAccounts.model group in fpml-shared-5-8.xsd; see XML source
party (in creditEventNotification)
Type:
Party
Content:
complex, 1 attribute, 13 elements
Defined:
locally within CreditEventNotification complexType in fpml-credit-event-notification-5-8.xsd; see XML source
party (in creditEventNotificationRetracted)
Type:
Party
Content:
complex, 1 attribute, 13 elements
Defined:
locally within CreditEventNotificationRetracted complexType in fpml-credit-event-notification-5-8.xsd; see XML source
partyEntityClassification
Indicates the category or classification or business role of a trade party with respect to this reporting regime, for example Financial, NonFinancial, Dealer, Non-Dealer, LocalParty, etc.
Type:
PartyEntityClassification
Content:
complex, 2 elements
Defined:
locally within ReportingRegime complexType in fpml-doc-5-8.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.model group in fpml-shared-5-8.xsd; see XML source
partyInformation
Type:
PartyTradeInformation
Content:
complex, 30 elements
Defined:
locally within CreditLimitInformation complexType in fpml-business-events-5-8.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-5-8.xsd; see XML source
partyName
The legal name of the organization.
Type:
PartyName
Content:
simple, 1 attribute
Defined:
locally within Party.model group in fpml-shared-5-8.xsd; see XML source
partyNoticePeriod
Notice period for open repo transactions referenced to a party to the trade, in number of days.
Type:
NoticePeriodPartyReference
Content:
complex, 2 elements
Defined:
locally within Repo complexType in fpml-repo-5-8.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-5-8.xsd; see XML source
partyReference (defined in ContractIdentifier complexType)
A pointer style reference to a party identifier defined elsewhere in the document.
Type:
PartyReference
Content:
empty, 1 attribute
Defined:
locally within ContractIdentifier complexType in fpml-doc-5-8.xsd; see XML source
partyReference (defined in ExerciseNotice complexType)
The party referenced has allocated the trade identifier.
Type:
PartyReference
Content:
empty, 1 attribute
Defined:
locally within ExerciseNotice complexType in fpml-shared-5-8.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-5-8.xsd; see XML source
partyReference (defined in Party complexType)
Reference to a party that is a member of the group of entities that are acting together as a single party in a transaction.
Type:
PartyReference
Content:
empty, 1 attribute
Defined:
locally within Party complexType in fpml-shared-5-8.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-5-8.xsd; see XML source
partyReference (in earlyTermination in commodityPerformanceSwap)
Type:
PartyReference
Content:
empty, 1 attribute
Defined:
locally within CommodityPerformanceSwapEarlyTermination complexType in fpml-com-5-8.xsd; see XML source
partyReference (in earlyTermination in returnSwap)
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-5-8.xsd; see XML source
partyReference (in partyEntityClassification)
A pointer style reference to a party identifier defined elsewhere in the document.
Type:
PartyReference
Content:
empty, 1 attribute
Defined:
locally within PartyEntityClassification complexType in fpml-doc-5-8.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-5-8.xsd; see XML source
partyReference (in partyNoticePeriod)
A reference to a party who has the right to request exercise of the open repo trade and for whom noticePeriod is defined.
Type:
PartyReference
Content:
empty, 1 attribute
Defined:
locally within NoticePeriodPartyReference complexType in fpml-repo-5-8.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-5-8.xsd; see XML source
partyTradeIdentifier (defined in Portfolio complexType)
Type:
PartyTradeIdentifier
Content:
complex, 1 attribute, 11 elements
Defined:
locally within Portfolio complexType in fpml-doc-5-8.xsd; see XML source
partyTradeIdentifier (defined in Withdrawal complexType)
Type:
PartyTradeIdentifier
Content:
complex, 1 attribute, 11 elements
Defined:
locally within Withdrawal complexType in fpml-business-events-5-8.xsd; see XML source
partyTradeIdentifier (in clearingEligibility)
Type:
PartyTradeIdentifier
Content:
complex, 1 attribute, 11 elements
Defined:
locally within ClearingEligibility complexType in fpml-clearing-processes-5-8.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, 11 elements
Defined:
locally within TradeHeader complexType in fpml-doc-5-8.xsd; see XML source
partyTradeIdentifier (in tradeReference)
Type:
PartyTradeIdentifier
Content:
complex, 1 attribute, 11 elements
Defined:
locally within PartyTradeIdentifiers complexType in fpml-doc-5-8.xsd; see XML source
partyTradeIdentifier (in tradeReferenceInformation)
This allows the acknowledging party to supply additional trade identifiers for a trade underlying a request relating to a business event.
Type:
PartyTradeIdentifier
Content:
complex, 1 attribute, 11 elements
Defined:
locally within TradeReferenceInformation complexType in fpml-business-events-5-8.xsd; see XML source
partyTradeIdentifier (in verificationStatusNotification)
Type:
PartyTradeIdentifier
Content:
complex, 1 attribute, 11 elements
Defined:
locally within VerificationStatusNotification complexType in fpml-msg-5-8.xsd; see XML source
partyTradeIdentifierReference
Pointer-style reference to the partyTradeIdentifier block within the tradeIdentifyingItems collection, which identifies the parent trade for this cashflow.
Type:
PartyTradeIdentifierReference
Content:
empty, 1 attribute
Defined:
locally within GrossCashflow complexType in fpml-shared-5-8.xsd; see XML source
partyTradeInformation (in tradeHeader)
Additional trade information that may be provided by each involved party.
Type:
PartyTradeInformation
Content:
complex, 30 elements
Defined:
locally within TradeHeader complexType in fpml-doc-5-8.xsd; see XML source
partyTradeInformation (in tradeReferenceInformation)
This allows the acknowledging party to supply additional trade information about a trade underlying a request relating to a business event.
Type:
PartyTradeInformation
Content:
complex, 30 elements
Defined:
locally within TradeReferenceInformation complexType in fpml-business-events-5-8.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-5-8.xsd; see XML source
parYieldCurveAdjustedMethod
An ISDA defined cash settlement method used for the determination of the applicable cash settlement amount.
Type:
YieldCurveMethod
Content:
complex, 2 elements
Defined:
locally within CashSettlement complexType in fpml-ird-5-8.xsd; see XML source
parYieldCurveUnadjustedMethod
An ISDA defined cash settlement method used for the determination of the applicable cash settlement amount.
Type:
YieldCurveMethod
Content:
complex, 2 elements
Defined:
locally within CashSettlement complexType in fpml-ird-5-8.xsd; see XML source
passThrough (in feature defined in Feature.model group)
Pass through payments from the underlyer, such as dividends.
Type:
PassThrough
Content:
complex, 1 element
Defined:
locally within OptionFeatures complexType in fpml-eq-shared-5-8.xsd; see XML source
passThrough (in feature defined in OptionBaseExtended complexType)
Pass through payments from the underlyer, such as dividends.
Type:
PassThrough
Content:
complex, 1 element
Defined:
locally within OptionFeature.model group in fpml-option-shared-5-8.xsd; see XML source
passThroughItem
One to many pass through payment items.
Type:
PassThroughItem
Content:
complex, 6 elements
Defined:
locally within PassThrough complexType in fpml-option-shared-5-8.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-5-8.xsd; see XML source
payerAccountReference
A reference to the account responsible for making the payments defined by this structure.
Type:
AccountReference
Content:
empty, 1 attribute
Defined:
locally within Payer.model group in fpml-shared-5-8.xsd; see XML source
payerPartyReference (defined in Payer.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 Payer.model group in fpml-shared-5-8.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-5-8.xsd; see XML source
payment (defined in OptionExercise complexType)
Type:
NonNegativePayment
Content:
complex, 1 attribute, 6 elements
Defined:
locally within OptionExercise complexType in fpml-business-events-5-8.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, 10 elements
Defined:
locally within TradeAlterationPayment.model group in fpml-business-events-5-8.xsd; see XML source
payment (defined in TradeChangeContent complexType)
Describes a payment made in settlement of the change.
Type:
Payment
Content:
complex, 2 attributes, 10 elements
Defined:
locally within TradeChangeContent complexType in fpml-business-events-5-8.xsd; see XML source
payment (in bulletPayment)
A known payment between two parties.
Type:
Payment
Content:
complex, 2 attributes, 10 elements
Defined:
locally within BulletPayment complexType in fpml-ird-5-8.xsd; see XML source
payment (in eventPaymentNotification)
The actual payments taking place relating to the set of business events represented on this notice.
Type:
Payment
Content:
complex, 2 attributes, 10 elements
Defined:
locally within EventPaymentNotification complexType in fpml-loan-5-8.xsd; see XML source
payment (in novation)
Describes a payment made in settlement of the novation.
Type:
Payment
Content:
complex, 2 attributes, 10 elements
Defined:
locally within TradeNovationContent complexType in fpml-business-events-5-8.xsd; see XML source
payment (in rebate)
Rebate amount expressed as a payment between the two parties.
Type:
SimplePayment
Content:
complex, 1 attribute, 6 elements
Defined:
locally within FxTargetRebate complexType in fpml-fx-complex-5-8.xsd; see XML source
payment (in termDeposit)
A known payment between two parties.
Type:
Payment
Content:
complex, 2 attributes, 10 elements
Defined:
locally within TermDeposit complexType in fpml-fx-5-8.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-5-8.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-5-8.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-5-8.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-5-8.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-5-8.xsd; see XML source
paymentAmount (in adjustedPaymentDates)
The currency amount of the payment.
Type:
Money
Content:
complex, 1 attribute, 2 elements
Defined:
locally within AdjustedPaymentDates complexType in fpml-cd-5-8.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-5-8.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-5-8.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-5-8.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-5-8.xsd; see XML source
paymentCalculationPeriod
The adjusted payment date and associated calculation period parameters required to calculate the actual or projected payment amount.
Type:
PaymentCalculationPeriod
Content:
complex, 2 attributes, 7 elements
Defined:
locally within Cashflows complexType in fpml-ird-5-8.xsd; see XML source
paymentCurrency
Type:
IdentifiedCurrency
Content:
simple, 2 attributes
Defined:
locally within FxStraddlePremium complexType in fpml-fx-5-8.xsd; see XML source
paymentDate (defined in EquityPremium complexType)
The payment date.
Type:
AdjustableDate
Content:
complex, 1 attribute, 3 elements
Defined:
locally within EquityPremium complexType in fpml-eq-shared-5-8.xsd; see XML source
paymentDate (defined in Payment complexType)
The payment date.
Type:
AdjustableOrAdjustedDate
Content:
complex, 1 attribute, 4 elements
Defined:
locally within Payment complexType in fpml-shared-5-8.xsd; see XML source
paymentDate (defined in PaymentBaseExtended complexType)
The payment date, which can be expressed as either an adjustable or relative date.
Type:
AdjustableOrRelativeDate
Content:
complex, 1 attribute, 2 elements
Defined:
locally within PaymentBaseExtended complexType in fpml-shared-5-8.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-5-8.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-5-8.xsd; see XML source
paymentDate (in dividendPeriod in dividendLeg)
Dividend period amount payment date.
Type:
AdjustableOrRelativeDate
Content:
complex, 1 attribute, 2 elements
Defined:
locally within DividendPeriodPayment complexType in fpml-dividend-swaps-5-8.xsd; see XML source
paymentDate (in environmentalPhysicalLeg)
Type:
DateOffset
Content:
complex, 1 attribute, 4 elements
Defined:
locally within EnvironmentalPhysicalLeg complexType in fpml-com-5-8.xsd; see XML source
paymentDate (in fixedPayment)
Payment date relative to another date.
Type:
RelativeDateOffset
Content:
complex, 1 attribute, 8 elements
Defined:
locally within FixedPaymentAmount complexType in fpml-dividend-swaps-5-8.xsd; see XML source
paymentDate (in fra)
The payment date.
Type:
AdjustableDate
Content:
complex, 1 attribute, 3 elements
Defined:
locally within Fra complexType in fpml-ird-5-8.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-5-8.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-5-8.xsd; see XML source
paymentDateOffset
Only to be used when SharePayment has been specified in the dividendDateReference element.
Type:
Offset
Content:
complex, 1 attribute, 3 elements
Defined:
locally within DividendPaymentDate complexType in fpml-eq-shared-5-8.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-5-8.xsd; see XML source
paymentDates (defined in InterestRateStream complexType)
The payment dates schedule.
Type:
PaymentDates
Content:
complex, 1 attribute, 9 elements
Defined:
locally within InterestRateStream complexType in fpml-ird-5-8.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-5-8.xsd; see XML source
paymentDates (in weatherLeg)
The Payment Dates of the trade relative to the Calculation Periods or Calculation Date
Type:
CommodityRelativePaymentDates
Content:
complex, 1 attribute, 8 elements
Defined:
locally within WeatherLeg complexType in fpml-com-5-8.xsd; see XML source
paymentDatesAdjustments
The business day convention to apply to each payment date if it would otherwise fall on a day that is not a business day in the specified financial business centers.
Type:
BusinessDayAdjustments
Content:
complex, 1 attribute, 3 elements
Defined:
locally within PaymentDates complexType in fpml-ird-5-8.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-5-8.xsd; see XML source
paymentDatesReference
A set of href pointers to payment dates defined somewhere else in the document.
Type:
PaymentDatesReference
Content:
empty, 1 attribute
Defined:
locally within DateRelativeToPaymentDates complexType in fpml-ird-5-8.xsd; see XML source
paymentDaysOffset (defined in CommodityRelativePaymentDates complexType)
Specifies any offset from the adjusted Calculation Period start date, adjusted Calculation Period end date or Calculation Date applicable to each Payment Date.
Type:
DateOffset
Content:
complex, 1 attribute, 4 elements
Defined:
locally within CommodityRelativePaymentDates complexType in fpml-com-5-8.xsd; see XML source
paymentDaysOffset (in paymentDates defined in InterestRateStream complexType)
If early payment or delayed payment is required, specifies the number of days offset that the payment occurs relative to what would otherwise be the unadjusted payment date.
Type:
Offset
Content:
complex, 1 attribute, 3 elements
Defined:
locally within PaymentDates complexType in fpml-ird-5-8.xsd; see XML source
paymentDelay
Applicable to CDS on MBS to specify whether payment delays are applicable to the fixed Amount.
Type:
xsd:boolean
Content:
simple
Defined:
locally within FeeLeg complexType in fpml-cd-5-8.xsd; see XML source
paymentDetail
A container element allowing a schedule of payments associated with the Independent Amount.
Type:
PaymentDetail
Content:
complex, 1 attribute, 4 elements
Defined:
locally within IndependentAmount complexType in fpml-shared-5-8.xsd; see XML source
paymentDetails (defined in AbstractServicingNotification complexType)
The payment details associated with the net cash payable.
Type:
Payment
Content:
complex, 2 attributes, 10 elements
Defined:
locally within AbstractServicingNotification complexType in fpml-loan-5-8.xsd; see XML source
paymentDetails (in executionAdvice)
Details of the payments, like amount breakdowns, settlement information.
Type:
PaymentDetails
Content:
complex, 3 elements
Defined:
locally within ExecutionAdvice complexType in fpml-confirmation-processes-5-8.xsd; see XML source
paymentDetails (in executionAdviceRetracted)
Details of the payments, like amount breakdowns, settlement information.
Type:
PaymentDetails
Content:
complex, 3 elements
Defined:
locally within ExecutionAdviceRetracted complexType in fpml-confirmation-processes-5-8.xsd; see XML source
paymentDetails (in tradeChangeAdvice)
Details of the payments, like amount breakdowns, settlement information.
Type:
PaymentDetails
Content:
complex, 3 elements
Defined:
locally within TradeChangeAdvice complexType in fpml-confirmation-processes-5-8.xsd; see XML source
paymentDetails (in tradeChangeAdviceRetracted)
Details of the payments, like amount breakdowns, settlement information.
Type:
PaymentDetails
Content:
complex, 3 elements
Defined:
locally within TradeChangeAdviceRetracted complexType in fpml-confirmation-processes-5-8.xsd; see XML source
paymentFrequency (defined in AccrualOptionBase complexType)
Type:
Period
Content:
complex, 1 attribute, 2 elements
Defined:
locally within AccrualOptionBase complexType in fpml-loan-5-8.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-5-8.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-5-8.xsd; see XML source
paymentFrequency (defined in PeriodicPayment complexType)
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-5-8.xsd; see XML source
paymentFrequency (in deposit)
Specifies the frequency at which the deposit pays, e.g. 6M.
Type:
Period
Content:
complex, 1 attribute, 2 elements
Defined:
locally within Deposit complexType in fpml-asset-5-8.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-5-8.xsd; see XML source
paymentFrequency (in rateIndex)
Specifies the frequency at which the index pays, e.g. 6M.
Type:
Period
Content:
complex, 1 attribute, 2 elements
Defined:
locally within RateIndex complexType in fpml-asset-5-8.xsd; see XML source
paymentFrequency (in simpleCreditDefaultSwap)
Specifies the frequency at which the swap pays, e.g. 6M.
Type:
Period
Content:
complex, 1 attribute, 2 elements
Defined:
locally within SimpleCreditDefaultSwap complexType in fpml-asset-5-8.xsd; see XML source
paymentFrequency (in simpleIrSwap)
Specifies the frequency at which the swap pays, e.g. 6M.
Type:
Period
Content:
complex, 1 attribute, 2 elements
Defined:
locally within SimpleIRSwap complexType in fpml-asset-5-8.xsd; see XML source
paymentPercent
A percentage of the notional amount.
Type:
xsd:decimal
Content:
simple
Defined:
locally within PercentageRule complexType in fpml-doc-5-8.xsd; see XML source
paymentProjection (in fixedRateAccrual)
Projected interest payment details.
Type:
PaymentProjection
Content:
complex, 2 elements
Defined:
locally within FixedRateAccrual complexType in fpml-loan-5-8.xsd; see XML source
paymentProjection (in floatingRateAccrual)
Projected interest payment details.
Type:
PaymentProjection
Content:
complex, 2 elements
Defined:
locally within FloatingRateAccrual complexType in fpml-loan-5-8.xsd; see XML source
paymentReference
The reference to the identified payment strucutre.
Type:
PaymentReference
Content:
empty, 1 attribute
Defined:
locally within PaymentDetails complexType in fpml-shared-5-8.xsd; see XML source
paymentRequirement
Specifies a threshold for the failure to pay credit event.
Type:
Money
Content:
complex, 1 attribute, 2 elements
Defined:
locally within FailureToPay complexType in fpml-option-shared-5-8.xsd; see XML source
paymentRule
A type defining the calculation rule.
Type:
PaymentRule
Content:
empty
Defined:
locally within PaymentDetail complexType in fpml-shared-5-8.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-5-8.xsd; see XML source
paymentType (in additionalPayment defined in NettedSwapBase complexType)
Payment classification.
Type:
PaymentType
Content:
simple, 1 attribute
Defined:
locally within ClassifiedPayment complexType in fpml-option-shared-5-8.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-5-8.xsd; see XML source
payoff
Digital amount.
Type:
NonNegativeMoney
Content:
complex, 1 attribute, 2 elements
Defined:
locally within FxDigitalPayoffRegion complexType in fpml-fx-complex-5-8.xsd; see XML source
payoffCap (defined in FxVanillaPayoffRegion complexType)
The amount of gain on the client upside or firm upside is limited.
Type:
FxPayoffCap
Content:
complex, 3 elements
Defined:
locally within FxVanillaPayoffRegion complexType in fpml-fx-complex-5-8.xsd; see XML source
payoffCap (in vanillaPayoffRegion in fxAccrualForward)
The amount of gain on the client upside or firm upside is limited.
Type:
FxPayoffCap
Content:
complex, 3 elements
Defined:
locally within FxAccrualVanillaPayoffRegion complexType in fpml-fx-accruals-5-8.xsd; see XML source
payoffLeverage (defined in FxVanillaPayoffRegion complexType)
Notional leverage.
Type:
FxLeverage
Content:
complex, 1 attribute, 9 elements
Defined:
locally within FxVanillaPayoffRegion complexType in fpml-fx-complex-5-8.xsd; see XML source
payoffLeverage (in vanillaPayoffRegion in fxAccrualForward)
These structures define a leverage multiplier to the payoff amounts at settlement points.
Type:
FxAccrualPayoffLeverage
Content:
complex, 1 attribute, 8 elements
Defined:
locally within FxAccrualVanillaPayoffRegion complexType in fpml-fx-accruals-5-8.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, 4 elements
Defined:
locally within FxDigitalOption complexType in fpml-fx-5-8.xsd; see XML source
payoutFormula
The description of the mathematical computation for how the payout is computed.
Type:
String
Content:
simple
Defined:
locally within FxAsianFeature complexType in fpml-fx-5-8.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-5-8.xsd; see XML source
payRelativeTo (defined in CommodityRelativePaymentDates complexType)
Specifies whether the payment(s) occur relative to a date such as the end of each Calculation Period or the last Pricing Date in each Calculation Period.
Type:
CommodityPayRelativeToEnum
Content:
simple
Defined:
locally within CommodityRelativePaymentDates complexType in fpml-com-5-8.xsd; see XML source
payRelativeTo (in paymentDates defined in InterestRateStream complexType)
Specifies whether the payments occur relative to each adjusted calculation period start date, adjusted calculation period end date or each reset date.
Type:
PayRelativeToEnum
Content:
simple
Defined:
locally within PaymentDates complexType in fpml-ird-5-8.xsd; see XML source
payRelativeToEvent
Specifies whether the payment(s) occur relative to the date of a physical event such as issuance of a bill of lading.
Type:
CommodityPayRelativeToEvent
Content:
simple, 1 attribute
Defined:
locally within CommodityRelativePaymentDates complexType in fpml-com-5-8.xsd; see XML source
penaltyApplicable
When "true" the Excess Emissions Penalty is applicable.
Type:
xsd:boolean
Content:
simple
Defined:
locally within EEPParameters complexType in fpml-com-5-8.xsd; see XML source
penaltyRate
This represents a penalty rate that may apply in addition to the regular margin rate (on outstanding loan contracts).
Type:
PeriodRate
Content:
complex, 3 elements
Defined:
locally within FacilityRates.model group in fpml-loan-5-8.xsd; see XML source
penaltyRateChange
Type:
PenaltyRateChange
Content:
complex, 12 elements
Subst.Gr:
may substitute for element facilityRateChangeGroup
Defined:
globally in fpml-loan-5-8.xsd; see XML source
Used:
never
penaltyRateExpiry
Type:
PenaltyRateExpiry
Content:
complex, 11 elements
Subst.Gr:
may substitute for element facilityRateChangeGroup
Defined:
globally in fpml-loan-5-8.xsd; see XML source
Used:
never
penaltySpread (in fixedRateAccrual)
The penalty spread currently applied to the interest rate period.
Type:
xsd:decimal
Content:
simple
Defined:
locally within FixedRateAccrual complexType in fpml-loan-5-8.xsd; see XML source
penaltySpread (in floatingRateAccrual)
The penalty spread currently applied to the interest rate period.
Type:
xsd:decimal
Content:
simple
Defined:
locally within FloatingRateAccrual complexType in fpml-loan-5-8.xsd; see XML source
pending
Credit limit utilization attributable to pending unexecuted orders.
Type:
CreditLimitUtilizationPosition
Content:
complex, 4 elements
Defined:
locally within CreditLimitUtilization complexType in fpml-business-events-5-8.xsd; see XML source
percentage
Type:
PositiveDecimal
Content:
simple
Defined:
locally within PriceMateriality complexType in fpml-fx-5-8.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-5-8.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-5-8.xsd; see XML source
percentageTolerance
Specifies the allowable quantity tolerance as a percentage of the quantity.
Type:
PercentageTolerance
Content:
complex, 3 elements
Defined:
locally within OilDelivery complexType in fpml-com-5-8.xsd; see XML source
perExpiryBarrier
TARF with a European KI Barrier.
Type:
FxPerExpiryBarrier
Content:
complex, 1 attribute, 8 elements
Defined:
locally within FxTargetKnockoutForwardStrip complexType in fpml-fx-complex-5-8.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-5-8.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-5-8.xsd; see XML source
period (in velocity)
Type:
PeriodTimeEnum
Content:
simple
Defined:
locally within Velocity complexType in fpml-business-events-5-8.xsd; see XML source
periodConvention
Used in conjunction with a frequency and the regular period start date of an observation period, determines each observation period end date within the regular part of a observation period schedule.
Type:
RollConventionEnum
Content:
simple
Defined:
locally within ObservationFrequency complexType in fpml-shared-5-8.xsd; see XML source
periodicDates (defined in AdjustableRelativeOrPeriodicDates complexType)
Type:
PeriodicDates
Content:
complex, 4 elements
Defined:
locally within AdjustableRelativeOrPeriodicDates complexType in fpml-shared-5-8.xsd; see XML source
periodicDates (defined in AdjustableRelativeOrPeriodicDates2 complexType)
Type:
PeriodicDates
Content:
complex, 4 elements
Defined:
locally within AdjustableRelativeOrPeriodicDates2 complexType in fpml-shared-5-8.xsd; see XML source
periodicPayment (in feeLeg)
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, 8 elements
Defined:
locally within FeeLeg complexType in fpml-cd-5-8.xsd; see XML source
periodicPayment (in feeLeg)
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, 8 elements
Defined:
locally within FeeLeg complexType in fpml-cd-5-8.xsd; see XML source
periodicPayment (in feeLeg)
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, 8 elements
Defined:
locally within FeeLeg complexType in fpml-cd-5-8.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-5-8.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-5-8.xsd; see XML source
periodMultiplier (in velocity)
Type:
xsd:integer
Content:
simple
Defined:
locally within Velocity complexType in fpml-business-events-5-8.xsd; see XML source
periodQuantityTolerance
The +/- percentage quantity tolerance in seller's option which applied to each shipment period.
Type:
xsd:decimal
Content:
simple
Defined:
locally within MetalDelivery complexType in fpml-com-5-8.xsd; see XML source
periods
The Delivery Periods for this leg of the swap.
Type:
AdjustableDates
Content:
complex, 1 attribute, 3 elements
Defined:
locally within CommodityDeliveryPeriods complexType in fpml-com-5-8.xsd; see XML source
periodSkip
The number of periods in the referenced date schedule that are between each date in the relative date schedule.
Type:
xsd:positiveInteger
Content:
simple
Defined:
locally within RelativeDates complexType in fpml-shared-5-8.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-5-8.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.model group in fpml-shared-5-8.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-5-8.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-5-8.xsd; see XML source
perturbationAmount
The size and direction of the perturbation used to compute the derivative, e.g. 0.0001 = 1 bp.
Type:
xsd:decimal
Content:
simple
Defined:
locally within FiniteDifferenceDerivativeParameters.model group in fpml-riskdef-5-8.xsd; see XML source
perturbationType
The type of perturbation, if any, used to compute the derivative (Absolute vs Relative).
Type:
PerturbationType
Content:
simple, 1 attribute
Defined:
locally within FiniteDifferenceDerivativeParameters.model group in fpml-riskdef-5-8.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, 5 elements
Defined:
locally within CommodityPhysicalOption.model group in fpml-com-5-8.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, 5 elements
Defined:
locally within CommoditySwaption complexType in fpml-com-5-8.xsd; see XML source
physicalQuantity (defined in CommodityFixedPhysicalQuantity.model group)
The Quantity per Delivery Period.
Type:
CommodityNotionalQuantity
Content:
complex, 1 attribute, 3 elements
Defined:
locally within CommodityFixedPhysicalQuantity.model group in fpml-com-5-8.xsd; see XML source
physicalQuantity (in deliveryQuantity in electricityPhysicalLeg)
The Quantity per Delivery Period.
Type:
ElectricityPhysicalDeliveryQuantity
Content:
complex, 1 attribute, 4 elements
Defined:
locally within ElectricityPhysicalQuantity complexType in fpml-com-5-8.xsd; see XML source
physicalQuantitySchedule (defined in CommodityFixedPhysicalQuantity.model group)
Allows the documentation of a shaped quantity trade where the quantity changes over the life of the transaction.
Type:
CommodityPhysicalQuantitySchedule
Content:
complex, 1 attribute, 3 elements
Defined:
locally within CommodityFixedPhysicalQuantity.model group in fpml-com-5-8.xsd; see XML source
physicalQuantitySchedule (in deliveryQuantity in electricityPhysicalLeg)
Allows the documentation of a shaped quantity trade where the quantity changes over the life of the transaction.
Type:
ElectricityPhysicalDeliveryQuantitySchedule
Content:
complex, 1 attribute, 4 elements
Defined:
locally within ElectricityPhysicalQuantity complexType in fpml-com-5-8.xsd; see XML source
physicalSettlement (defined in OptionExercise complexType)
Type:
PhysicalSettlement
Content:
complex, 3 elements
Defined:
locally within OptionExercise complexType in fpml-business-events-5-8.xsd; see XML source
physicalSettlement (in creditDerivativesNotices)
This element corresponds to the Notice of Intended Physical Settlement Delivered Under Old Transaction under the EXHIBIT C to 2004 ISDA Novation Definitions.
Type:
xsd:boolean
Content:
simple
Defined:
locally within CreditDerivativesNotices complexType in fpml-doc-5-8.xsd; see XML source
physicalSettlement (in digitalPayoffRegion)
Type:
FxPhysicalSettlement
Content:
complex, 5 elements
Defined:
locally within FxDigitalPayoffRegion complexType in fpml-fx-complex-5-8.xsd; see XML source
physicalSettlement (in swaption)
If specified, this defines physical settlement terms which apply to the transaction.
Type:
SwaptionPhysicalSettlement
Content:
complex, 2 elements
Defined:
locally within Swaption complexType in fpml-ird-5-8.xsd; see XML source
physicalSettlement (in zeroPayoffRegion)
Type:
FxPhysicalSettlement
Content:
complex, 5 elements
Defined:
locally within FxZeroPayoffRegion complexType in fpml-fx-complex-5-8.xsd; see XML source
physicalSettlementPeriod
The number of business days used in the determination of the physical settlement date.
Type:
PhysicalSettlementPeriod
Content:
complex, 3 elements
Defined:
locally within PhysicalSettlementTerms complexType in fpml-cd-5-8.xsd; see XML source
physicalSettlementTerms
This element contains all the ISDA terms relevant to physical settlement for when physical settlement is applicable.
Type:
PhysicalSettlementTerms
Content:
complex, 1 attribute, 5 elements
Defined:
locally within CreditDefaultSwap complexType in fpml-cd-5-8.xsd; see XML source
pik
Defines whether the commitment adjustment is related to a PIK.
Type:
xsd:boolean
Content:
simple
Defined:
locally within CommitmentAdjustment complexType in fpml-loan-5-8.xsd; see XML source
pikSpread (defined in FixedRateOptionBase complexType)
Type:
xsd:anyType
Content:
any
Defined:
locally within FixedRateOptionBase complexType in fpml-loan-5-8.xsd; see XML source
pikSpread (defined in FloatingRateOptionBase complexType)
Type:
xsd:decimal
Content:
simple
Defined:
locally within FloatingRateOptionBase complexType in fpml-loan-5-8.xsd; see XML source
pipeline
Specified the delivery conditions where the oil product is to be delivered by pipeline.
Type:
OilPipelineDelivery
Content:
complex, 6 elements
Defined:
locally within OilDelivery complexType in fpml-com-5-8.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-5-8.xsd; see XML source
pivot
The boundary where the contract flips from being long and short is the pivot point.
Type:
FxPivot
Content:
complex, 1 attribute, 2 elements
Defined:
locally within FxTargetKnockoutForwardStrip complexType in fpml-fx-complex-5-8.xsd; see XML source
pivotReference
Reference to the pivot defined within the FX product.
Type:
FxPivotReference
Content:
empty, 1 attribute
Defined:
locally within FxConditionLevel.model group in fpml-fx-complex-5-8.xsd; see XML source
point (defined in TermCurve complexType)
Type:
TermPoint
Content:
complex, 1 attribute, 6 elements
Defined:
locally within TermCurve complexType in fpml-mktenv-5-8.xsd; see XML source
point (in dataPoints)
Type:
PricingStructurePoint
Content:
complex, 1 attribute, 19 elements
Defined:
locally within MultiDimensionalPricingData complexType in fpml-mktenv-5-8.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-5-8.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-5-8.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-5-8.xsd; see XML source
portfolio (defined in DataDocument complexType)
An arbitary grouping of trade references (and possibly other portfolios).
Type:
Portfolio
Content:
complex, 1 attribute, 4 elements
Defined:
locally within DataDocument complexType in fpml-doc-5-8.xsd; see XML source
portfolio (defined in Portfolio complexType)
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-5-8.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-5-8.xsd; see XML source
portfolioName (in partyPortfolioName)
Type:
PortfolioName
Content:
simple, 2 attributes
Defined:
locally within PartyPortfolioName complexType in fpml-doc-5-8.xsd; see XML source
portfolioReference (defined in PortfolioReference.model group)
Type:
PortfolioReference
Content:
complex, 3 elements
Defined:
locally within PortfolioReference.model group in fpml-msg-5-8.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-5-8.xsd; see XML source
portfolioReference (in requestRetransmission)
Type:
PortfolioConstituentReference
Content:
complex, 2 elements
Defined:
locally within PortfolioConstituentReference.model group in fpml-msg-5-8.xsd; see XML source
positionPartyReference (in facilityOutstandingsPositionStatement)
A reference to the party for whom positions are being reported.
Type:
PartyReference
Content:
empty, 1 attribute
Defined:
locally within FacilityOutstandingsPositionStatement complexType in fpml-loan-5-8.xsd; see XML source
positionPartyReference (in facilityPositionStatement)
A reference to the party for whom positions are being reported.
Type:
PartyReference
Content:
empty, 1 attribute
Defined:
locally within FacilityPositionStatement complexType in fpml-loan-5-8.xsd; see XML source
positive
The maxmium amount by which the quantity delivered can exceed the agreed quantity.
Type:
xsd:decimal
Content:
simple
Defined:
locally within AbsoluteTolerance complexType in fpml-com-5-8.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:
String
Content:
simple
Defined:
locally within Address complexType in fpml-shared-5-8.xsd; see XML source
postitive
The maximum percentage amount by which the quantity delivered can exceed the agreed quantity.
Type:
RestrictedPercentage
Content:
simple
Defined:
locally within PercentageTolerance complexType in fpml-com-5-8.xsd; see XML source
power
The power to which this term is raised.
Type:
xsd:positiveInteger
Content:
simple
Defined:
locally within DenominatorTerm complexType in fpml-riskdef-5-8.xsd; see XML source
precision (defined in FxAveragingProcess complexType)
Specifies the rounding precision in terms of a number of decimal places.
Type:
xsd:nonNegativeInteger
Content:
simple
Defined:
locally within FxAveragingProcess complexType in fpml-fx-accruals-5-8.xsd; see XML source
precision (defined in Rounding complexType)
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-5-8.xsd; see XML source
precision (in asian in features in fxOption)
Specifies the rounding precision in terms of a number of decimal places.
Type:
xsd:nonNegativeInteger
Content:
simple
Defined:
locally within FxAsianFeature complexType in fpml-fx-5-8.xsd; see XML source
predeterminedClearingOrganizationPartyReference
A reference to the clearing organization (CCP, DCO) to which the trade should be cleared.
Type:
PartyReference
Content:
empty, 1 attribute
Defined:
locally within SwaptionPhysicalSettlement complexType in fpml-shared-5-8.xsd; see XML source
premium (defined in GenericProduct complexType)
Type:
SimplePayment
Content:
complex, 1 attribute, 6 elements
Defined:
locally within GenericProduct complexType in fpml-generic-5-8.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, 11 elements
Defined:
locally within OptionBaseExtended complexType in fpml-option-shared-5-8.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, 10 elements
Defined:
locally within CapFloor complexType in fpml-ird-5-8.xsd; see XML source
premium (in commodityBasketOption)
The option premium payable by the buyer to the seller.
Type:
CommodityPremium
Content:
complex, 1 attribute, 7 elements
Defined:
locally within CommodityBasketOption complexType in fpml-com-5-8.xsd; see XML source
premium (in commodityDigitalOption)
The option premium payable by the buyer to the seller.
Type:
CommodityPremium
Content:
complex, 1 attribute, 7 elements
Defined:
locally within CommodityDigitalOption complexType in fpml-com-5-8.xsd; see XML source
premium (in commodityOption)
The option premium payable by the buyer to the seller.
Type:
CommodityPremium
Content:
complex, 1 attribute, 7 elements
Defined:
locally within CommodityOption complexType in fpml-com-5-8.xsd; see XML source
premium (in commoditySwaption)
The option premium payable by the buyer to the seller.
Type:
CommodityPremium
Content:
complex, 1 attribute, 7 elements
Defined:
locally within CommoditySwaption complexType in fpml-com-5-8.xsd; see XML source
premium (in fxAccrualDigitalOption)
Premium amount or premium installment amount for an option.
Type:
FxOptionPremium
Content:
complex, 1 attribute, 8 elements
Defined:
locally within FxAccrualDigitalOption complexType in fpml-fx-accruals-5-8.xsd; see XML source
premium (in fxAccrualOption)
Premium amount or premium installment amount for an option.
Type:
FxOptionPremium
Content:
complex, 1 attribute, 8 elements
Defined:
locally within FxAccrualOption complexType in fpml-fx-accruals-5-8.xsd; see XML source
premium (in fxDigitalOption)
Premium amount or premium installment amount for an option.
Type:
FxOptionPremium
Content:
complex, 1 attribute, 8 elements
Defined:
locally within FxDigitalOption complexType in fpml-fx-5-8.xsd; see XML source
premium (in fxOption)
Premium amount or premium installment amount for an option.
Type:
FxOptionPremium
Content:
complex, 1 attribute, 8 elements
Defined:
locally within FxOption complexType in fpml-fx-5-8.xsd; see XML source
premium (in fxRangeAccrual)
Premium amount or premium installment amount for an option.
Type:
FxOptionPremium
Content:
complex, 1 attribute, 8 elements
Defined:
locally within FxRangeAccrual complexType in fpml-fx-accruals-5-8.xsd; see XML source
premium (in straddle)
Premium amount or premium installment amount for an option.
Type:
FxStraddlePremium
Content:
complex, 1 attribute, 7 elements
Defined:
locally within FxStraddle complexType in fpml-fx-5-8.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, 10 elements
Defined:
locally within Swaption complexType in fpml-ird-5-8.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-5-8.xsd; see XML source
premiumProductReference (in productComponentIdentifier)
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-5-8.xsd; see XML source
premiumProductReference (in strategy)
Indicates which product within a strategy represents the premium payment.
Type:
ProductReference
Content:
empty, 1 attribute
Defined:
locally within Strategy complexType in fpml-doc-5-8.xsd; see XML source
premiumType (defined in EquityPremium complexType)
Forward start Premium type
Type:
PremiumTypeEnum
Content:
simple
Defined:
locally within EquityPremium complexType in fpml-eq-shared-5-8.xsd; see XML source
premiumType (in premium defined in OptionBaseExtended complexType)
Forward start Premium type
Type:
PremiumTypeEnum
Content:
simple
Defined:
locally within Premium.model group in fpml-shared-5-8.xsd; see XML source
prePayment (defined in EquityExerciseValuationSettlement complexType)
Prepayment features for Forward.
Type:
PrePayment
Content:
complex, 1 attribute, 7 elements
Defined:
locally within EquityExerciseValuationSettlement complexType in fpml-eqd-5-8.xsd; see XML source
prePayment (in prePayment defined in EquityExerciseValuationSettlement complexType)
Type:
xsd:boolean
Content:
simple
Defined:
locally within PrePayment complexType in fpml-eqd-5-8.xsd; see XML source
prePaymentAmount
Type:
NonNegativeMoney
Content:
complex, 1 attribute, 2 elements
Defined:
locally within PrePayment complexType in fpml-eqd-5-8.xsd; see XML source
prePaymentDate
Type:
AdjustableDate
Content:
complex, 1 attribute, 3 elements
Defined:
locally within PrePayment complexType in fpml-eqd-5-8.xsd; see XML source
prepaymentNotification
Type:
PrepaymentNotification
Content:
complex, 3 attributes, 18 elements
Defined:
globally in fpml-loan-5-8.xsd; see XML source
Used:
never
presentValueAmount (defined in Payment complexType)
The amount representing the present value of the forecast payment.
Type:
Money
Content:
complex, 1 attribute, 2 elements
Defined:
locally within Payment complexType in fpml-shared-5-8.xsd; see XML source
presentValueAmount (in paymentCalculationPeriod)
A monetary amount representing the present value of the forecast payment.
Type:
Money
Content:
complex, 1 attribute, 2 elements
Defined:
locally within PaymentCalculationPeriod complexType in fpml-ird-5-8.xsd; see XML source
presentValueAmount (in premium defined in OptionBaseExtended complexType)
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-5-8.xsd; see XML source
presentValuePrincipalExchangeAmount
The amount representing the present value of the principal exchange.
Type:
Money
Content:
complex, 1 attribute, 2 elements
Defined:
locally within PrincipalExchange complexType in fpml-ird-5-8.xsd; see XML source
previousInaccurateEventId
A unique id associated with a previous inaccurate event.
Type:
BusinessEventIdentifier
Content:
complex, 1 attribute, 3 elements
Defined:
locally within LoanEvent complexType in fpml-loan-5-8.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-5-8.xsd; see XML source
price (defined in Repayment complexType)
The price at which the repayment occurred.
Type:
NonNegativeDecimal
Content:
simple
Defined:
locally within Repayment complexType in fpml-loan-5-8.xsd; see XML source
price (in strike in bondOption)
Type:
OptionStrike
Content:
complex, 3 elements
Defined:
locally within BondOptionStrike complexType in fpml-bond-option-5-8.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-5-8.xsd; see XML source
priceChange
Type:
TradeLegPriceChange
Content:
complex, 4 elements
Defined:
locally within TradeNotionalChange complexType in fpml-business-events-5-8.xsd; see XML source
priceChangeAmount
Type:
xsd:decimal
Content:
simple
Defined:
locally within TradeLegPriceChange complexType in fpml-business-events-5-8.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-5-8.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-5-8.xsd; see XML source
priceMateriality
Defines the require price materiality percentage for the rate source to be considered valid.
Type:
PriceMateriality
Content:
complex, 3 elements
Subst.Gr:
may substitute for element fxDisruptionEvent
Defined:
globally in fpml-fx-5-8.xsd; see XML source
Used:
never
priceMaterialityPercentage
2005 Commodity Definitions only.
Type:
xsd:decimal
Content:
simple
Defined:
locally within CommodityMarketDisruption complexType in fpml-com-5-8.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-5-8.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-5-8.xsd; see XML source
priceReference
Type:
Reference
Content:
empty
Defined:
locally within TradeLegPriceChange complexType in fpml-business-events-5-8.xsd; see XML source
priceSourceDisruption
If present indicates that the event is considered to have occurred if it is impossible to obtain information about the Spot Rate for a Valuation Date from the price source specified in the Settlement Rate Option that hass been agreed by the parties.
Type:
FxDisruptionEvent
Content:
empty
Subst.Gr:
may substitute for element fxDisruptionEvent
Defined:
globally in fpml-fx-5-8.xsd; see XML source
Used:
never
priceSourceDisruption (in nonDeliverableSettlement in settlementProvision)
A type defining the parameters to get a new quote when a settlement rate option is disrupted.
Type:
PriceSourceDisruption
Content:
complex, 1 element
Defined:
locally within NonDeliverableSettlement complexType in fpml-ird-5-8.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-5-8.xsd; see XML source
pricing
The price paid for the instrument.
Type:
InstrumentTradePricing
Content:
complex, 4 elements
Defined:
locally within InstrumentTradeDetails complexType in fpml-doc-5-8.xsd; see XML source
pricingDates (defined in CommodityAsian.model group)
The dates on which the option will price.
Type:
CommodityPricingDates
Content:
complex, 1 attribute, 15 elements
Defined:
locally within CommodityAsian.model group in fpml-com-5-8.xsd; see XML source
pricingDates (defined in CommodityBasketUnderlyingBase complexType)
The dates on which the option will price.
Type:
CommodityPricingDates
Content:
complex, 1 attribute, 15 elements
Defined:
locally within CommodityBasketUnderlyingBase complexType in fpml-com-5-8.xsd; see XML source
pricingDates (defined in CommodityPricingDates complexType)
A list of adjustable dates on which the trade will price.
Type:
AdjustableDates
Content:
complex, 1 attribute, 3 elements
Defined:
locally within CommodityPricingDates complexType in fpml-com-5-8.xsd; see XML source
pricingDates (defined in FloatingLegCalculation complexType)
Commodity Pricing Dates.
Type:
CommodityPricingDates
Content:
complex, 1 attribute, 15 elements
Defined:
locally within FloatingLegCalculation complexType in fpml-com-5-8.xsd; see XML source
pricingDates (in commodityReturnCalculation)
Describes which dates are valid dates on which to observe a price or index level
Type:
CommodityPricingDates
Content:
complex, 1 attribute, 15 elements
Defined:
locally within CommodityReturnCalculation complexType in fpml-com-5-8.xsd; see XML source
pricingDates (in varianceCalculation)
Describes which dates are valid dates on which to observe a price or index level.
Type:
CommodityPricingDates
Content:
complex, 1 attribute, 15 elements
Defined:
locally within CommodityVarianceCalculation complexType in fpml-com-5-8.xsd; see XML source
pricingInputReference (in benchmarkPricingMethod)
A reference to the pricing input used to value the asset.
Type:
PricingStructureReference
Content:
empty, 1 attribute
Defined:
locally within PricingMethod complexType in fpml-riskdef-5-8.xsd; see XML source
pricingInputReference (in sensitivitySetDefinition)
A reference to the pricing input to which the sensitivity is shown, e.g. a reference to a USDLIBOR yield curve.
Type:
PricingStructureReference
Content:
empty, 1 attribute
Defined:
locally within SensitivitySetDefinition complexType in fpml-riskdef-5-8.xsd; see XML source
pricingInputType
The type of the pricing input to which the sensitivity is shown, e.g. a yield curve or volatility matrix.
Type:
PricingInputType
Content:
simple, 1 attribute
Defined:
locally within SensitivitySetDefinition complexType in fpml-riskdef-5-8.xsd; see XML source
pricingModel
.
Type:
PricingModel
Content:
simple, 1 attribute
Defined:
locally within QuotationCharacteristics.model group in fpml-asset-5-8.xsd; see XML source
pricingStartDate
Defines the Start of the Pricing period.
Type:
AdjustableDate
Content:
complex, 1 attribute, 3 elements
Defined:
locally within AveragePriceLeg complexType in fpml-com-5-8.xsd; see XML source
pricingStructure
Type:
PricingStructure
Content:
complex, 1 attribute, 2 elements
Abstract:
(may not be used directly in instance XML documents)
Subst.Gr:
may be substituted with 4 elements
Defined:
globally in fpml-riskdef-5-8.xsd; see XML source
Used:
at 5 locations
pricingStructureValuation
Type:
PricingStructureValuation
Content:
complex, 2 attributes, 7 elements
Abstract:
(may not be used directly in instance XML documents)
Subst.Gr:
may be substituted with 4 elements
Defined:
globally in fpml-riskdef-5-8.xsd; see XML source
Used:
at 5 locations
primaryAssetClass
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-5-8.xsd; see XML source
primaryDisruptionFallbacks
A list of actions available to the parties should a Primary Disruption Event occur.
Type:
DisruptionFallback
Content:
simple, 1 attribute
Defined:
locally within WeatherIndexData complexType in fpml-com-5-8.xsd; see XML source
primaryLenderConsentRule
A structure which defines the types of consents required before new lenders invest into the facility.
Type:
PrimaryLenderConsentRule
Content:
complex, 3 elements
Defined:
locally within FacilityRestrictions.model group in fpml-loan-5-8.xsd; see XML source
primaryObligor
The entity primarily responsible for repaying debt to a creditor as a result of borrowing or issuing bonds.
Type:
LegalEntity
Content:
complex, 1 attribute, 3 elements
Defined:
locally within ReferenceObligation complexType in fpml-cd-5-8.xsd; see XML source
primaryObligorReference
A pointer style reference to a reference entity defined elsewhere in the document.
Type:
LegalEntityReference
Content:
empty, 1 attribute
Defined:
locally within ReferenceObligation complexType in fpml-cd-5-8.xsd; see XML source
primaryRateSource (defined in CommodityFx complexType)
The primary source for where the rate observation will occur.
Type:
InformationSource
Content:
complex, 3 elements
Defined:
locally within CommodityFx complexType in fpml-com-5-8.xsd; see XML source
primaryRateSource (defined in FxSpotRateSource complexType)
The primary source for where the rate observation will occur.
Type:
InformationSource
Content:
complex, 3 elements
Defined:
locally within FxSpotRateSource complexType in fpml-shared-5-8.xsd; see XML source
primaryRateSource (defined in PrioritizedRateSource.model group)
Type:
SettlementRateOption
Content:
simple, 1 attribute
Defined:
locally within PrioritizedRateSource.model group in fpml-fx-5-8.xsd; see XML source
primaryRateSource (in asian in features in fxOption)
The primary source for where the rate observation will occur.
Type:
InformationSource
Content:
complex, 3 elements
Defined:
locally within FxAsianFeature complexType in fpml-fx-5-8.xsd; see XML source
principal (in instrumentTradeDetails)
The value, in instrument currency, of the amount of the instrument that was traded.
Type:
InstrumentTradePrincipal
Content:
complex, 1 element
Defined:
locally within InstrumentTradeDetails complexType in fpml-doc-5-8.xsd; see XML source
principal (in termDeposit)
The principal amount of the trade.
Type:
PositiveMoney
Content:
complex, 1 attribute, 2 elements
Defined:
locally within TermDeposit complexType in fpml-fx-5-8.xsd; see XML source
principalAmount (in principal in instrumentTradeDetails)
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-5-8.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-5-8.xsd; see XML source
principalExchange
The initial, intermediate and final principal exchange amounts.
Type:
PrincipalExchange
Content:
complex, 1 attribute, 5 elements
Defined:
locally within Cashflows complexType in fpml-ird-5-8.xsd; see XML source
principalExchangeAmount (in principalExchange)
The principal exchange amount.
Type:
xsd:decimal
Content:
simple
Defined:
locally within PrincipalExchange complexType in fpml-ird-5-8.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-5-8.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-5-8.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, 6 elements
Defined:
locally within PrincipalExchangeFeatures complexType in fpml-eq-shared-5-8.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-5-8.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-5-8.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-5-8.xsd; see XML source
principalShortfallReimbursement
An additional Fixed Payment Event.
Type:
xsd:boolean
Content:
simple
Defined:
locally within AdditionalFixedPayments complexType in fpml-cd-5-8.xsd; see XML source
priorAmount
The global and share amounts against the associated instrument.
Type:
MoneyWithParticipantShare
Content:
complex, 1 attribute, 3 elements
Defined:
locally within OutstandingsPosition complexType in fpml-loan-5-8.xsd; see XML source
priorBaseRate
Type:
xsd:decimal
Content:
simple
Defined:
locally within RateChange.model group in fpml-loan-5-8.xsd; see XML source
priorCommitment
The global and share amount of principal commitment.
Type:
FacilityCommitment
Content:
complex, 6 elements
Defined:
locally within CurrentPriorCommitment.model group in fpml-loan-5-8.xsd; see XML source
priorMaturityDate
The previous loan contract maturity date.
Type:
xsd:date
Content:
simple
Defined:
locally within LoanContractMaturityChange complexType in fpml-loan-5-8.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-5-8.xsd; see XML source
producer
Type:
CommodityMetalProducer
Content:
simple, 1 attribute
Defined:
locally within CommodityMetalBrand complexType in fpml-com-5-8.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 47 elements
Defined:
globally in fpml-shared-5-8.xsd; see XML source
Used:
at 50 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-5-8.xsd; see XML source
productId (defined in Product.model group)
A product reference identifier.
Type:
ProductId
Content:
simple, 1 attribute
Defined:
locally within Product.model group in fpml-shared-5-8.xsd; see XML source
productId (in tradeReferenceInformation)
Type:
ProductId
Content:
simple, 1 attribute
Defined:
locally within TradeReferenceInformation complexType in fpml-business-events-5-8.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-5-8.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-5-8.xsd; see XML source
productType (in executionAdvice)
Type:
ProductType
Content:
simple, 1 attribute
Defined:
locally within ExecutionAdvice complexType in fpml-confirmation-processes-5-8.xsd; see XML source
productType (in tradeReferenceInformation)
Type:
ProductType
Content:
simple, 1 attribute
Defined:
locally within TradeReferenceInformation complexType in fpml-business-events-5-8.xsd; see XML source
projectedAmount
Projected amount payable on the next payment date.
Type:
MoneyWithParticipantShare
Content:
complex, 1 attribute, 3 elements
Defined:
locally within PaymentProjection complexType in fpml-loan-5-8.xsd; see XML source
projection (defined in InterestCapitalization complexType)
Projected interest payment details.
Type:
PaymentProjection
Content:
complex, 2 elements
Defined:
locally within InterestCapitalization complexType in fpml-loan-5-8.xsd; see XML source
projection (defined in InterestPayment complexType)
Projected interest payment details.
Type:
PaymentProjection
Content:
complex, 2 elements
Defined:
locally within InterestPayment complexType in fpml-loan-5-8.xsd; see XML source
proposedMatch
"Other side's" event (trade or post-trade event) that meets the minimimum matching criteria and is proposed as match to the event that is being asserted.
Type:
EventProposedMatch
Content:
complex, 15 elements
Defined:
locally within ConfirmationStatus complexType in fpml-confirmation-processes-5-8.xsd; see XML source
proRataFacilities
Groups of facilities which must be traded on a pro-rata basis.
Type:
ProRataFacilities
Content:
complex, 1 element
Defined:
locally within DealRules.model group in fpml-loan-5-8.xsd; see XML source
protectionTerms
This element contains all the terms relevant to defining the applicable floating rate payer calculation amount, credit events and associated conditions to settlement, and reference obligations.
Type:
ProtectionTerms
Content:
complex, 1 attribute, 4 elements
Defined:
locally within CreditDefaultSwap complexType in fpml-cd-5-8.xsd; see XML source
protectionTermsReference
Reference to the documentation terms applicable to this item.
Type:
ProtectionTermsReference
Content:
empty, 1 attribute
Defined:
locally within ReferencePoolItem complexType in fpml-cd-5-8.xsd; see XML source
provisions
One or more provisions describiing disruption events and how they will be handled.
Type:
FxDisruptionProvisions
Content:
complex, 3 elements
Defined:
locally within FxDisruption complexType in fpml-fx-5-8.xsd; see XML source
publication
For those commodities being traded with reference to a price distributed by a publication, that publication should be specified in the 'publication' element.
Type:
CommodityInformationSource
Content:
complex, 3 elements
Defined:
locally within CommodityReferencePriceFramework.model group in fpml-asset-5-8.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-5-8.xsd; see XML source
publicationDate (in contractualMatrix)
Specifies the publication date of the applicable version of the matrix.
Type:
xsd:date
Content:
simple
Defined:
locally within ContractualMatrix complexType in fpml-shared-5-8.xsd; see XML source
publicationDate (in settledEntityMatrix)
Specifies the publication date of the applicable version of the matrix.
Type:
xsd:date
Content:
simple
Defined:
locally within SettledEntityMatrix complexType in fpml-cd-5-8.xsd; see XML source
publiclyAvailableInformation (defined in CreditEventNoticeDocument complexType)
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-5-8.xsd; see XML source
publiclyAvailableInformation (in creditDerivativesNotices)
This element corresponds to the Notice of Publicly Available Information Delivered Under Old Transaction and Deemed Delivered Under New Transaction under the EXHIBIT C to 2004 ISDA Novation Definitions.
Type:
xsd:boolean
Content:
simple
Defined:
locally within CreditDerivativesNotices complexType in fpml-doc-5-8.xsd; see XML source
publiclyAvailableInformation (in creditEventNotice defined in CreditEvents complexType)
A specified condition to settlement.
Type:
PubliclyAvailableInformation
Content:
complex, 3 elements
Defined:
locally within CreditEventNotice complexType in fpml-option-shared-5-8.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-5-8.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-5-8.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:
String
Content:
simple
Defined:
locally within PubliclyAvailableInformation complexType in fpml-option-shared-5-8.xsd; see XML source
purpose
Defines the purpose of a letter of credit.
Type:
LcPurpose
Content:
simple, 1 attribute
Defined:
locally within LetterOfCredit complexType in fpml-loan-5-8.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-5-8.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-5-8.xsd; see XML source
qualifyingParticipationSeller
If Direct Loan Participation is specified as a deliverable obligation characteristic, this specifies any requirements for the Qualifying Participation Seller.
Type:
String
Content:
simple
Defined:
locally within LoanParticipation complexType in fpml-cd-5-8.xsd; see XML source
quality
The quality of the gas to be delivered.
Type:
GasQuality
Content:
simple, 1 attribute
Defined:
locally within GasProduct complexType in fpml-com-5-8.xsd; see XML source
quantity (defined in CommodityNotionalQuantity complexType)
Amount of commodity per quantity frequency.
Type:
xsd:decimal
Content:
simple
Defined:
locally within CommodityNotionalQuantity complexType in fpml-com-5-8.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-5-8.xsd; see XML source
quantity (defined in SecurityTransfer complexType)
The quantity of asset being transfered
Type:
xsd:decimal
Content:
simple
Defined:
locally within SecurityTransfer complexType in fpml-repo-5-8.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-5-8.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-5-8.xsd; see XML source
quantity (in instrumentTradeDetails)
A description of how much of the instrument was traded.
Type:
InstrumentTradeQuantity
Content:
complex, 2 elements
Defined:
locally within InstrumentTradeDetails complexType in fpml-doc-5-8.xsd; see XML source
quantityFrequency (defined in CommodityNotionalQuantity complexType)
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 CommodityNotionalQuantity complexType in fpml-com-5-8.xsd; see XML source
quantityFrequency (defined in GenericCommodityAttributes.model group)
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-5-8.xsd; see XML source
quantityReference (defined in CommodityNotionalQuantity.model group)
A pointer style reference to a quantity defined on another leg.
Type:
QuantityReference
Content:
empty, 1 attribute
Defined:
locally within CommodityNotionalQuantity.model group in fpml-com-5-8.xsd; see XML source
quantityReference (in averagePriceLeg)
A pointer to a specification of quantity defined elsewhere.
Type:
QuantityReference
Content:
empty, 1 attribute
Defined:
locally within AveragePriceLeg complexType in fpml-com-5-8.xsd; see XML source
quantityReference (in fixedLeg in commodityForward)
A pointer style reference to a quantity defined on another leg.
Type:
QuantityReference
Content:
empty, 1 attribute
Defined:
locally within NonPeriodicFixedPriceLeg complexType in fpml-com-5-8.xsd; see XML source
quantityStep
The quantity per Calculation Period.
Type:
CommodityNotionalQuantity
Content:
complex, 1 attribute, 3 elements
Defined:
locally within CommodityPhysicalQuantitySchedule complexType in fpml-com-5-8.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-5-8.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-5-8.xsd; see XML source
quantityVariationAdjustment
If true, indicates that QVA is applicable.
Type:
xsd:boolean
Content:
simple
Defined:
locally within CommodityUSCoalDelivery.model group in fpml-com-5-8.xsd; see XML source
quanto
If “Quanto” is specified as the Settlement Type in the relevant Transaction Supplement, an amount, as determined by the Calculation Agent in accordance with the Section 8.2 of the Equity Definitions.
Type:
Quanto
Content:
complex, 2 elements
Defined:
locally within FxFeature complexType in fpml-option-shared-5-8.xsd; see XML source
quotationAmount
In the determination of a cash settlement amount, if weighted average quotations are to be obtained, the quotation amount specifies an upper limit to the outstanding principal balance of the reference obligation for which the quote should be obtained.
Type:
Money
Content:
complex, 1 attribute, 2 elements
Defined:
locally within CashSettlementTerms complexType in fpml-cd-5-8.xsd; see XML source
quotationCharacteristics (defined in Price complexType)
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-5-8.xsd; see XML source
quotationCharacteristics (in valuationSet)
Charactistics (measure types, units, sides, etc.) of the quotes used (requested/reported) in the valuation set.
Type:
QuotationCharacteristics
Content:
complex, 14 elements
Defined:
locally within ValuationSet complexType in fpml-valuation-5-8.xsd; see XML source
quotationMethod
The type of price quotations to be requested from dealers when determining the market value of the reference obligation for purposes of cash settlement.
Type:
QuotationRateTypeEnum
Content:
simple
Defined:
locally within CashSettlementTerms complexType in fpml-cd-5-8.xsd; see XML source
quotationRateType (defined in CashPriceMethod complexType)
Which rate quote is to be observed, either Bid, Mid, Offer or Exercising Party Pays.
Type:
QuotationRateTypeEnum
Content:
simple
Defined:
locally within CashPriceMethod complexType in fpml-ird-5-8.xsd; see XML source
quotationRateType (defined in YieldCurveMethod complexType)
Which rate quote is to be observed, either Bid, Mid, Offer or Exercising Party Pays.
Type:
QuotationRateTypeEnum
Content:
simple
Defined:
locally within YieldCurveMethod complexType in fpml-ird-5-8.xsd; see XML source
quotationRateType (in crossCurrencyMethod)
Which rate quote is to be observed, either Bid, Mid, Offer or Exercising Party Pays.
Type:
QuotationRateTypeEnum
Content:
simple
Defined:
locally within CrossCurrencyMethod complexType in fpml-ird-5-8.xsd; see XML source
quotationStyle
The type of quotation that was used between the trading desks.
Type:
QuotationStyleEnum
Content:
simple
Defined:
locally within FeeLeg complexType in fpml-cd-5-8.xsd; see XML source
quote (defined in EventValuation.model group)
Pricing information for the trade.
Type:
BasicQuotation
Content:
complex, 1 attribute, 15 elements
Defined:
locally within EventValuation.model group in fpml-business-events-5-8.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-5-8.xsd; see XML source
quote (in assetQuote)
One or more numerical measures relating to the asset, possibly together with sensitivities of that measure to pricing inputs
Type:
BasicQuotation
Content:
complex, 1 attribute, 15 elements
Defined:
locally within BasicAssetValuation complexType in fpml-riskdef-5-8.xsd; see XML source
quote (in assetValuation)
One or more numerical measures relating to the asset, possibly together with sensitivities of that measure to pricing inputs.
Type:
Quotation
Content:
complex, 16 elements
Defined:
locally within AssetValuation complexType in fpml-valuation-5-8.xsd; see XML source
quote (in pricing)
Type:
BasicQuotation
Content:
complex, 1 attribute, 15 elements
Defined:
locally within InstrumentTradePricing complexType in fpml-doc-5-8.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-5-8.xsd; see XML source
quoteBasis (defined in FxAccrualConditionLevel.model group)
The Quoted Currency Pair that is used accross the product.
Type:
QuoteBasisEnum
Content:
simple
Defined:
locally within FxAccrualConditionLevel.model group in fpml-fx-accruals-5-8.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-5-8.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-5-8.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-5-8.xsd; see XML source
quoteBasis (in strike in vanillaPayoffRegion in fxAccrualForward)
The Quoted Currency Pair that is used accross the product.
Type:
QuoteBasisEnum
Content:
simple
Defined:
locally within FxForwardStrikePrice complexType in fpml-fx-accruals-5-8.xsd; see XML source
quotedCurrencyPair (defined in FxAccrualKnockoutBarrier.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 FxAccrualKnockoutBarrier.model group in fpml-fx-accruals-5-8.xsd; see XML source
quotedCurrencyPair (defined in FxBarrierFeature 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 FxBarrierFeature complexType in fpml-fx-5-8.xsd; see XML source
quotedCurrencyPair (defined in FxFixing complexType)
Defines the two currencies for an FX trade and the quotation relationship between the two currencies.
Type:
QuotedCurrencyPair
Content:
complex, 3 elements
Defined:
locally within FxFixing complexType in fpml-shared-5-8.xsd; see XML source
quotedCurrencyPair (defined in FxPerformanceSwap complexType)
Currency Pair means, (a) in respect of a Deliverable FX Transaction, the currencies specified as being deliverable for a Transaction in the related Confirmation, (b) in respect of a Non-Deliverable FX Transaction, the Reference Currency and the Settlement Currency.
Type:
QuotedCurrencyPair
Content:
complex, 3 elements
Defined:
locally within FxPerformanceSwap complexType in fpml-fx-5-8.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-5-8.xsd; see XML source
quotedCurrencyPair (defined in FxRateObservable complexType)
FX rate to be observed.
Type:
QuotedCurrencyPair
Content:
complex, 3 elements
Defined:
locally within FxRateObservable complexType in fpml-fx-accruals-5-8.xsd; see XML source
quotedCurrencyPair (defined in FxTriggerBase 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 FxTriggerBase complexType in fpml-fx-5-8.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-5-8.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-5-8.xsd; see XML source
quotedCurrencyPair (in fx)
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 FxRateAsset complexType in fpml-asset-5-8.xsd; see XML source
quotedCurrencyPair (in fxCurve)
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 FxCurveCharacteristics.model group in fpml-mktenv-5-8.xsd; see XML source
quotedCurrencyPair (in fxForwardVolatilityAgreement)
Currency Pair.
Type:
QuotedCurrencyPair
Content:
complex, 3 elements
Defined:
locally within FxForwardVolatilityAgreement complexType in fpml-fx-5-8.xsd; see XML source
quotedCurrencyPair (in fxTargetForward)
The Quoted Currency Pair that is used accross the product.
Type:
QuotedCurrencyPair
Content:
complex, 3 elements
Defined:
locally within FxTargetKnockoutForwardStrip complexType in fpml-fx-complex-5-8.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-5-8.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-5-8.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-5-8.xsd; see XML source
rate (defined in AccrualPeriod complexType)
The rate applied to this period.
Type:
xsd:decimal
Content:
simple
Defined:
locally within AccrualPeriod complexType in fpml-loan-5-8.xsd; see XML source
rate (defined in AccruingFeeOption complexType)
Type:
xsd:decimal
Content:
simple
Defined:
locally within AccruingFeeOption complexType in fpml-loan-5-8.xsd; see XML source
rate (defined in AccruingPikOption complexType)
Type:
xsd:decimal
Content:
simple
Defined:
locally within AccruingPikOption complexType in fpml-loan-5-8.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-5-8.xsd; see XML source
rate (defined in FacilityRateChangeEvent complexType)
This represents a default rate that may apply in addition to a regular margin rate (on outstanding loan contracts).
Type:
PeriodRate
Content:
complex, 3 elements
Defined:
locally within FacilityRateChangeEvent complexType in fpml-loan-5-8.xsd; see XML source
rate (defined in FixedRateOptionBase complexType)
Type:
xsd:decimal
Content:
simple
Defined:
locally within FixedRateOptionBase complexType in fpml-loan-5-8.xsd; see XML source
rate (defined in FxPayoffCap complexType)
Cap/Floor rate.
Type:
Schedule
Content:
complex, 1 attribute, 2 elements
Defined:
locally within FxPayoffCap complexType in fpml-fx-complex-5-8.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-5-8.xsd; see XML source
rate (defined in FxStrikePrice complexType)
The rate of exchange between the two currencies of the leg of a deal.
Type:
PositiveDecimal
Content:
simple