Schema Summary |
||
|
Target Namespace:
Version:
Defined Components:
Default Namespace-Qualified Form:
Schema Location:
Includes Schemas (1):
Included in Schemas (8):
|
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|
Target Namespace:
Version:
Defined Components:
Default Namespace-Qualified Form:
Schema Location:
Includes Schemas (1):
Included in Schemas (1):
|
||
|
Target Namespace:
Version:
Defined Components:
Default Namespace-Qualified Form:
Schema Location:
Includes Schemas (2):
Included in Schemas (5):
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||
|
Target Namespace:
Version:
Defined Components:
Default Namespace-Qualified Form:
Schema Location:
Includes Schemas (1):
Included in Schemas (2):
|
||
|
Target Namespace:
Version:
Defined Components:
Default Namespace-Qualified Form:
Schema Location:
Includes Schemas (1):
Included in Schemas (1):
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|
Target Namespace:
Version:
Defined Components:
Default Namespace-Qualified Form:
Schema Location:
Includes Schemas (1):
Included in Schemas (2):
|
||
|
Confirmation messages. Target Namespace:
Version:
Defined Components:
Default Namespace-Qualified Form:
Schema Location:
Includes Schemas (1):
Included in Schemas (1):
|
||
|
Target Namespace:
Version:
Defined Components:
Default Namespace-Qualified Form:
Schema Location:
Includes Schemas (1):
Included in Schemas (1):
|
||
|
Credit Event Notification message. Target Namespace:
Version:
Defined Components:
Default Namespace-Qualified Form:
Schema Location:
Includes Schemas (1):
Included in Schemas (1):
|
||
|
Target Namespace:
Version:
Defined Components:
Default Namespace-Qualified Form:
Schema Location:
Includes Schemas (2):
Included in Schemas (1):
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|
Target Namespace:
Version:
Defined Components:
Default Namespace-Qualified Form:
Schema Location:
Includes Schemas (1):
Included in Schemas (3):
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||
|
Target Namespace:
Version:
Defined Components:
Default Namespace-Qualified Form:
Schema Location:
Includes Schemas (1):
Included in Schemas (2):
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||
|
Target Namespace:
Version:
Defined Components:
Default Namespace-Qualified Form:
Schema Location:
Includes Schemas (1):
Included in Schemas (4):
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||
|
Target Namespace:
Version:
Defined Components:
Default Namespace-Qualified Form:
Schema Location:
Includes Schemas (1):
Included in Schemas (3):
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|
Target Namespace:
Version:
Defined Components:
Default Namespace-Qualified Form:
Schema Location:
Includes Schemas (1):
Included in Schemas (3):
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||
|
Target Namespace:
Version:
Defined Components:
Default Namespace-Qualified Form:
Schema Location:
Includes Schemas (1):
Included in Schemas (1):
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||
|
Target Namespace:
Version:
Defined Components:
Default Namespace-Qualified Form:
Schema Location:
Includes Schemas (1):
Included in Schemas (2):
|
||
|
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:
Defined Components:
Default Namespace-Qualified Form:
Schema Location:
Includes Schemas (5):
Included in Schemas (1):
|
||
|
Target Namespace:
Version:
Defined Components:
Default Namespace-Qualified Form:
Schema Location:
Includes Schemas (1):
Included in Schemas (1):
|
||
|
FpML Legal Documentation Framework Target Namespace:
Version:
Defined Components:
Default Namespace-Qualified Form:
Schema Location:
Includes Schemas (2):
Included in Schemas (1):
|
||
|
products Target Namespace:
Version:
Defined Components:
Default Namespace-Qualified Form:
Schema Location:
Includes Schemas (20):
|
||
|
Target Namespace:
Version:
Defined Components:
Default Namespace-Qualified Form:
Schema Location:
Includes Schemas (4):
Included in Schemas (1):
|
||
|
Event Status messages. Target Namespace:
Version:
Defined Components:
Default Namespace-Qualified Form:
Schema Location:
Imports Schemas (1):
Includes Schemas (1):
Included in Schemas (4):
|
||
|
Target Namespace:
Version:
Defined Components:
Default Namespace-Qualified Form:
Schema Location:
Includes Schemas (1):
Included in Schemas (5):
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|
Target Namespace:
Version:
Defined Components:
Default Namespace-Qualified Form:
Schema Location:
Includes Schemas (1):
Included in Schemas (1):
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||
|
Target Namespace:
Version:
Defined Components:
Default Namespace-Qualified Form:
Schema Location:
Includes Schemas (1):
Included in Schemas (1):
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|
Target Namespace:
Version:
Defined Components:
Default Namespace-Qualified Form:
Schema Location:
Includes Schemas (2):
Included in Schemas (1):
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||
|
Target Namespace:
Version:
Defined Components:
Default Namespace-Qualified Form:
Schema Location:
Includes Schemas (1):
Included in Schemas (5):
|
||
|
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:
Defined Components:
Default Namespace-Qualified Form:
Schema Location:
Includes Schemas (2):
Included in Schemas (1):
|
||
|
Target Namespace:
Version:
Defined Components:
Default Namespace-Qualified Form:
Schema Location:
Includes Schemas (4):
Included in Schemas (1):
|
||
|
Target Namespace:
Version:
Defined Components:
Default Namespace-Qualified Form:
Schema Location:
Includes Schemas (1):
Included in Schemas (1):
|
||
All Element Summary |
||||||||||||||
|
Applies to U.S.
|
||||||||||||||
|
Specifies the allowable quantity tolerance as an absolute quantity.
|
||||||||||||||
|
A deliverable obligation characteristic.
|
||||||||||||||
|
Optional account information used to precisely define the origination and destination of financial instruments.
|
||||||||||||||
|
A reference to the party beneficiary of the account.
|
||||||||||||||
|
An account identifier.
|
||||||||||||||
|
The name by which the account is known.
|
||||||||||||||
|
Identifies the account(s) related to the party when they cannot be determined from the party alone, for example in a inter-book trade.
|
||||||||||||||
|
Reference to an account.
|
||||||||||||||
|
The type of account. e.g., Client, House
|
||||||||||||||
|
The accrual amount over the defined period.
|
||||||||||||||
|
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.
|
||||||||||||||
|
||||||||||||||
|
A unique id associated with the loan accrual type.
|
||||||||||||||
|
Describes accrual features within the product.
|
||||||||||||||
|
Describes accrual features within the product.
|
||||||||||||||
|
Describes accrual features within the product.
|
||||||||||||||
|
Describes accrual process within the product.
|
||||||||||||||
|
Defines the regions of the spot rate where fixings generate an accumulation of notional.
|
||||||||||||||
|
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.
|
||||||||||||||
|
Accruals expressed as amount.
|
||||||||||||||
|
A schedule that incorporates all sub-periods of an accrual calculation.
|
||||||||||||||
|
A schedule that incorporates all sub-periods of an accrual calculation.
|
||||||||||||||
|
A schedule that incorporates all sub-periods of an accrual calculation.
|
||||||||||||||
|
A schedule that incorporates all sub-periods of an accrual calculation.
|
||||||||||||||
|
A schedule that incorporates all sub-periods of an accrual calculation.
|
||||||||||||||
|
Indicates whether accrued interest is included (true) or not (false).
|
||||||||||||||
|
Accrued interest on the dividend or coupon payment.
|
||||||||||||||
|
Indicates whether accrued interest is included (true) or not (false).
|
||||||||||||||
|
Specifies the accrued interest that are part of the dirty price in the case of a fixed income security or a convertible bond.
|
||||||||||||||
|
||||||||||||||
|
Head of the substitution group for all facility events.
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
A description of all the different types of accruing fees which apply to the facility.
|
||||||||||||||
|
Defines new rate and the date on which the rate is no longer valid.
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
A loan contract PIK accrual option.
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
If true, then additional acknowledgements are applicable.
|
||||||||||||||
|
Any string of additional data that may help the message processor, for example in a rejection message this might contain a code value or the text of the original request (within a CDATA section).
|
||||||||||||||
|
Any string of additional data that may help the message processor, for example in a rejection message this might contain a code value or the text of any one of the messages (within a CDATA section).
|
||||||||||||||
|
ISDA 2002 Equity Additional Disruption Events.
|
||||||||||||||
|
If present and true, then additional dividends are applicable.
|
||||||||||||||
|
The additionalEvent element is an extension/substitution point to customize FpML and add additional events.
|
||||||||||||||
|
Specifies the events that will give rise to the payment a additional fixed payments.
|
||||||||||||||
|
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.
|
||||||||||||||
|
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.
|
||||||||||||||
|
Specifies additional payment(s) between the principal parties to the netted swap.
|
||||||||||||||
|
Specifies additional payment(s) between the principal parties to the trade.
|
||||||||||||||
|
Additional payments between the principal parties.
|
||||||||||||||
|
Additional payments between the principal parties.
|
||||||||||||||
|
Additional payments between the principal parties (i.e. the parties referenced as the FRA buyer and seller).
|
||||||||||||||
|
It supports the representation of premiums, fees, etc.
|
||||||||||||||
|
Fee paid by the client at inception (analagous to an option premium).
|
||||||||||||||
|
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.
|
||||||||||||||
|
It supports the representation of premiums, fees, etc.
|
||||||||||||||
|
Specifies the amount of the fee along with, when applicable, the formula that supports its determination.
|
||||||||||||||
|
Specifies the value date of the fee payment/receipt.
|
||||||||||||||
|
This element is used for representing information contained in the Additional Terms field of the 2003 Master Credit Derivatives confirm.
|
||||||||||||||
|
Contains any additional terms to the swap contract.
|
||||||||||||||
|
A postal or street address.
|
||||||||||||||
|
A date that shall be subject to adjustment if it would otherwise fall on a day that is not a business day in the specified business centers, together with the convention for adjusting the date.
|
||||||||||||||
|
A 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.
|
||||||||||||||
|
Date from which early termination clause can be exercised.
|
||||||||||||||
|
Date from which early termination clause can be exercised.
|
||||||||||||||
|
A date that shall be subject to adjustment if it would otherwise fall on a day that is not a business day in the specified business centers, together with the convention for adjusting the date.
|
||||||||||||||
|
A series of adjustable dates
|
||||||||||||||
|
A series of dates that shall be subject to adjustment if they would otherwise fall on a day that is not a business day in the specified business centers, together with the convention for adjusting the date.
|
||||||||||||||
|
A series of dates that shall be subject to adjustment if they would otherwise fall on a day that is not a business day in the specified business centers, together with the convention for adjusting the date.
|
||||||||||||||
|
A series of dates that shall be subject to adjustment if they would otherwise fall on a day that is not a business day in the specified business centers, together with the convention for adjusting the date.
|
||||||||||||||
|
A series of dates that shall be subject to adjustment if they would otherwise fall on a day that is not a business day in the specified business centers, together with the convention for adjusting the date.
|
||||||||||||||
|
A fixed 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.
|
||||||||||||||
|
A fixed amount payment date that shall be subject to adjustment in accordance with the applicable business day convention if it would otherwise fall on a day that is not a business day.
|
||||||||||||||
|
The date on which the cash settlement amount is paid.
|
||||||||||||||
|
The date on which the cash settlement amount is paid.
|
||||||||||||||
|
The date on which the cash settlement amount is paid.
|
||||||||||||||
|
The date by which the cash settlement amount must be agreed.
|
||||||||||||||
|
The date by which the cash settlement amount must be agreed.
|
||||||||||||||
|
The date by which the cash settlement amount must be agreed.
|
||||||||||||||
|
The date once the adjustment has been performed.
|
||||||||||||||
|
The date once the adjustment has been performed.
|
||||||||||||||
|
The date once the adjustment has been performed.
|
||||||||||||||
|
The date once the adjustment has been performed.
|
||||||||||||||
|
List of schedule dates.
|
||||||||||||||
|
List of schedule dates.
|
||||||||||||||
|
List of schedule dates.
|
||||||||||||||
|
The date once the adjustment has been performed.
|
||||||||||||||
|
The early termination date that is applicable if an early termination provision is exercised.
|
||||||||||||||
|
The early termination date that is applicable if an early termination provision is exercised.
|
||||||||||||||
|
The early termination date that is applicable if an early termination provision is exercised.
|
||||||||||||||
|
The start date of the calculation period.
|
||||||||||||||
|
The calculation period end date, adjusted according to any relevant business day convention.
|
||||||||||||||
|
The date on which option exercise takes place.
|
||||||||||||||
|
The date on which option exercise takes place.
|
||||||||||||||
|
The date on which option exercise takes place.
|
||||||||||||||
|
The date on which option exercise takes place.
|
||||||||||||||
|
The date on which the exercise fee amount is paid.
|
||||||||||||||
|
The date on which the exercise fee amount is paid.
|
||||||||||||||
|
The termination date if an extendible provision is exercised.
|
||||||||||||||
|
The adjusted fixing date, i.e. the actual date the rate is observed.
|
||||||||||||||
|
The date on which the fx spot rate is observed.
|
||||||||||||||
|
The adjusted payment date.
|
||||||||||||||
|
The adjusted payment date.
|
||||||||||||||
|
The adjusted payment date.
|
||||||||||||||
|
The adjusted payment date.
|
||||||||||||||
|
An optional cashflow-like structure allowing the equivalent representation of the periodic fixed payments in terms of a series of adjusted payment dates and amounts.
|
||||||||||||||
|
The principal exchange date.
|
||||||||||||||
|
The effective date of the underlying swap associated with a given exercise date.
|
||||||||||||||
|
The calculation period start date, adjusted according to any relevant business day convention.
|
||||||||||||||
|
The end date of the calculation period.
|
||||||||||||||
|
||||||||||||||
|
Defines the type of adjustment applied - increase or decrease.
|
||||||||||||||
|
Defines the type of adjustment applied - increase or decrease.
|
||||||||||||||
|
The total remaining commitment amount (in facility currency), once the adjustnment has been applied.
|
||||||||||||||
|
Defines the type of adjustment applied - increase or decrease.
|
||||||||||||||
|
An adjustment factor, such as for vol smile/skew.
|
||||||||||||||
|
The Weather Index Station from which data with which to apply the "Adjustement to Fallback Station Data" terms.
|
||||||||||||||
|
Defines the type of adjustment applied - increase or decrease.
|
||||||||||||||
|
The value of the dependent variable, the actual adjustment amount.
|
||||||||||||||
|
A human-readable message providing information about the service..
|
||||||||||||||
|
Trades affected by this event.
|
||||||||||||||
|
A flag to determine whether an agent can override the minimum rule.
|
||||||||||||||
|
A reference to the agent bank for the associated deal.
|
||||||||||||||
|
A party reference to the agent bank.
|
||||||||||||||
|
A party reference to the agent bank associated with the deal.
|
||||||||||||||
|
The date on which the change was agreed.
|
||||||||||||||
|
If true, then agreements regarding hedging are applicable.
|
||||||||||||||
|
||||||||||||||
|
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.
|
||||||||||||||
|
Event (trade post-trade event) asserted by the "other side's" party.
|
||||||||||||||
|
Indicates whether an obligation of the Reference Entity, guaranteed by the Reference Entity on behalf of a non-Affiliate, is to be considered an Obligation for the purpose of the transaction.
|
||||||||||||||
|
The actual percentage rate charged to the borrower.
|
||||||||||||||
|
The actual percentage rate charged to the borrower.
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
The fractional allocation (0.45 = 45%) of the notional and "block" fees to this particular client subaccount.
|
||||||||||||||
|
The notional allocation (amount and currency) to this particular client account.
|
||||||||||||||
|
A pointer style reference to one of the parties to the trade, defined elsewhere in the document.
|
||||||||||||||
|
||||||||||||||
|
Reference to an account.
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
Reference to a party.
|
||||||||||||||
|
||||||||||||||
|
"Short-form" representation of allocations in which the key block economics are stated once within the trade structure, and the allocation data is contained in this allocations structure.
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
When allocations for this trade were completely processed.
|
||||||||||||||
|
When allocations for this trade were submitted or received by this party.
|
||||||||||||||
|
Specifies whether the trade is anticipated to be allocated, has been allocated, or will not be allocated.
|
||||||||||||||
|
Specifies whether the trade is anticipated to be allocated, has been allocated, or will not be allocated.
|
||||||||||||||
|
When allocations for this trade were most recently corrected.
|
||||||||||||||
|
The trade id of the allocated trade.
|
||||||||||||||
|
Unique ID for the allocation.
|
||||||||||||||
|
A provider of either temperature data or precipitation data specified by the parties in the related Confirmation.
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
The parameters for defining the exercise period for an American style option together with any rules governing the notional amount of the underlying which can be exercised on any given exercise date and any associated exercise fees.
|
||||||||||||||
|
The parameters for defining the expiration date for an American option.
|
||||||||||||||
|
The parameters for defining the expiration date(s) and time(s) for an American style option.
|
||||||||||||||
|
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.
|
||||||||||||||
|
The parameters for defining the expiration date for an American option.
|
||||||||||||||
|
The parameters for defining the exercise period for an American style option.
|
||||||||||||||
|
The parameters for defining the exercise period for an American style option.
|
||||||||||||||
|
Specifies the net price amount.
|
||||||||||||||
|
||||||||||||||
|
The quantity of notional (in currency or other units).
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
The letter of credit notional amount.
|
||||||||||||||
|
||||||||||||||
|
The amount associated with the rule (expressed in facility currency).
|
||||||||||||||
|
The monetary quantity in currency units.
|
||||||||||||||
|
The non negative monetary quantity in currency units.
|
||||||||||||||
|
||||||||||||||
|
The amount of the dividend or coupon payment.
|
||||||||||||||
|
The positive monetary quantity in currency units.
|
||||||||||||||
|
||||||||||||||
|
Specifies, in relation to each Equity Payment Date, the amount to which the Equity Payment Date relates.
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
The amount payable to the agent for re-assigning a share in one of the underlying facilities within the deal.
|
||||||||||||||
|
Specifies, in relation to each Equity Payment Date, the Equity Amount to which the Equity Payment Date relates.
|
||||||||||||||
|
The monetary quantity in currency units.
|
||||||||||||||
|
Target level expressed as notional amount.
|
||||||||||||||
|
The letter of credit amount after the adjustment has been applied.
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
The global and share amounts against the associated instrument.
|
||||||||||||||
|
||||||||||||||
|
Specifies, in relation to each Payment Date, the amount to which the Payment Date relates.
|
||||||||||||||
|
The amount of withholding tax being applied.
|
||||||||||||||
|
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.
|
||||||||||||||
|
||||||||||||||
|
Reference to an amount defined elsewhere in the document.
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
This specifies the numerator of an annualization factor.
|
||||||||||||||
|
This specifies the numerator of an annualization factor.
|
||||||||||||||
|
Indicates whether the not domestic currency provision is applicable.
|
||||||||||||||
|
Indicates whether the provision is applicable.
|
||||||||||||||
|
Indicates whether the specified currency provision is applicable.
|
||||||||||||||
|
Indicates whether the failure to pay provision is applicable.
|
||||||||||||||
|
Indicates whether the grace period extension provision is applicable.
|
||||||||||||||
|
Indicates whether the restructuring provision is applicable.
|
||||||||||||||
|
Indicates that the trade is for a System Firm product.
|
||||||||||||||
|
Indicates that the oil product will be delivered by title transfer.
|
||||||||||||||
|
Indicates that the trade is for a Unit Firm product.
|
||||||||||||||
|
Specifies the Applicable Day with respect to a range of Settlement Periods.
|
||||||||||||||
|
Specifies the Applicable Day with respect to a range of Settlement Periods.
|
||||||||||||||
|
Applies to U.S.
|
||||||||||||||
|
Indicates the template terms that describe the events and fallbacks.
|
||||||||||||||
|
||||||||||||||
|
An identifer for a specific appoval, to allow the approval to be identified and tracked.
|
||||||||||||||
|
An identifer for a specific appoval, to allow the approval to be identified and tracked.
|
||||||||||||||
|
A container for approval states in the workflow.
|
||||||||||||||
|
A container for approval states in the workflow.
|
||||||||||||||
|
A container for approval states in the workflow.
|
||||||||||||||
|
All of the approvals for a specific trade.
|
||||||||||||||
|
||||||||||||||
|
A pointer style reference to a party defined elsewhere in the document.
|
||||||||||||||
|
The full name or identifiying ID of the relevant approver.
|
||||||||||||||
|
The full name or identifiying ID of the relevant approver.
|
||||||||||||||
|
The full name or identifiying ID of the relevant approver.
|
||||||||||||||
|
The full name or identifiying ID of the relevant approver.
|
||||||||||||||
|
The full name or identifiying ID of the relevant approver.
|
||||||||||||||
|
A pointer style reference to a party defined elsewhere in the document.
|
||||||||||||||
|
A pointer style reference to a party defined elsewhere in the document.
|
||||||||||||||
|
A pointer style reference to a party defined elsewhere in the document.
|
||||||||||||||
|
A pointer style reference to a party defined elsewhere in the document.
|
||||||||||||||
|
A pointer style reference to a party defined elsewhere in the document.
|
||||||||||||||
|
The ash content of the coal product.
|
||||||||||||||
|
The temperature at which the ash form of the coal product fuses completely in accordance with the ASTM International D1857 Standard Test Methodology.
|
||||||||||||||
|
An option where and average price is taken on valuation.
|
||||||||||||||
|
An option where and average price is taken on valuation.
|
||||||||||||||
|
||||||||||||||
|
A price "asked" by a seller for an asset, i.e. the price at which a seller is willing to sell.
|
||||||||||||||
|
Event (trade or post-trade event) asserted by one of the parties.
|
||||||||||||||
|
A reference to the asset whose volatility is modeled.
|
||||||||||||||
|
A classification of the risk class of the trade.
|
||||||||||||||
|
A collection of valuations (quotes) for the assets needed in the set.
|
||||||||||||||
|
The asset being transfered.
|
||||||||||||||
|
The asset whose price is required.
|
||||||||||||||
|
A reference to explicitly identify which asset is being valued.
|
||||||||||||||
|
A reference to the rate index whose forwards are modeled.
|
||||||||||||||
|
Valuations reported in this valuation set.
|
||||||||||||||
|
A deliverable obligation characteristic.
|
||||||||||||||
|
The assignment fee amount and rules.
|
||||||||||||||
|
Defines whether the minimum rule applies at the overall trade or allocation level.
|
||||||||||||||
|
Defines whether this facility must be traded by assignment.
|
||||||||||||||
|
A human readable document related to this transaction, for example a confirmation.
|
||||||||||||||
|
Lower bound percentage of the loss that the Tranche can endure, expressed as a decimal.
|
||||||||||||||
|
The attributions go here.
|
||||||||||||||
|
For accounting, reporting or regulatory reasons, the transfer may have to be explained in a series of individual amounts.
|
||||||||||||||
|
Specifies whether or not Automatic Exercise applies to a Commodity Option Transaction.
|
||||||||||||||
|
Specifies whether or not Automatic Exercise applies to a Commodity Option Transaction.
|
||||||||||||||
|
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.
|
||||||||||||||
|
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.
|
||||||||||||||
|
Specifies whether or not Automatic Exercise applies to a Commodity Option Transaction.
|
||||||||||||||
|
Specifies whether or not Automatic Exercise applies to a Commodity Option Transaction.
|
||||||||||||||
|
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.
|
||||||||||||||
|
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).
|
||||||||||||||
|
The average amount of individual securities traded in a day or over a specified amount of time.
|
||||||||||||||
|
Specifies the calculated floating price leg of a Commodity Forward Transaction.
|
||||||||||||||
|
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.
|
||||||||||||||
|
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.
|
||||||||||||||
|
An optional factor that can be used for weighting certain observation dates.
|
||||||||||||||
|
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.
|
||||||||||||||
|
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.
|
||||||||||||||
|
Reference to an average rate defined within the FX accrual option and forward products.
|
||||||||||||||
|
Averaging Dates used in the swap.
|
||||||||||||||
|
An unweighted list of averaging observation date and times.
|
||||||||||||||
|
||||||||||||||
|
The Method of Averaging if there is more than one Pricing Date.
|
||||||||||||||
|
The Method of Averaging if there is more than one Pricing Date.
|
||||||||||||||
|
The parties may specify a Method of Averaging when averaging of the FX rate is applicable.
|
||||||||||||||
|
The parties may specify a Method of Averaging where more than one pricing Dates is being specified as being applicable.
|
||||||||||||||
|
If averaging is applicable, this component specifies whether a weighted or unweighted average method of calculation is to be used.
|
||||||||||||||
|
||||||||||||||
|
The parties may specify a Method of Averaging where more than one pricing Dates is being specified as being applicable.
|
||||||||||||||
|
A single weighted averaging observation.
|
||||||||||||||
|
A weighted list of averaging observation date and times.
|
||||||||||||||
|
The frequency at which averaging period occurs with the regular part of the valuation schedule and their roll date convention.
|
||||||||||||||
|
The averaging in period.
|
||||||||||||||
|
The averaging out period.
|
||||||||||||||
|
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.
|
||||||||||||||
|
||||||||||||||
|
A credit event.
|
||||||||||||||
|
Defines a commodity option barrier product feature.
|
||||||||||||||
|
Defines a commodity option barrier product feature.
|
||||||||||||||
|
An option with a barrier feature.
|
||||||||||||||
|
An option with a barrier feature.
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
A trigger level approached from beneath.
|
||||||||||||||
|
The party referenced is specified in the related Confirmation as Barrier Determination Agent.
|
||||||||||||||
|
A trigger level approached from above.
|
||||||||||||||
|
Reference to a perExpiryBarrier component to indicate theat the bound of the region is defined by the barrier component.
|
||||||||||||||
|
This specifies whether the option becomes effective ("knock-in") or is annulled ("knock-out") when the respective barrier event occurs.
|
||||||||||||||
|
It defines whether it is Knockin or Knockout barrier.
|
||||||||||||||
|
Provides extra information as binary contents coded in base64.
|
||||||||||||||
|
Provides extra information as binary contents coded in base64.
|
||||||||||||||
|
An amount expressed in the base currency defined in the enclosing Attributions structure (see baseCurrency).
|
||||||||||||||
|
The currency that is used for all the attributions expressed with baseAmount.
|
||||||||||||||
|
The base currency in the exchange rate monitored for disruption events.
|
||||||||||||||
|
The base date for which the structure applies, i.e. the curve date.
|
||||||||||||||
|
Reference to the party from whose point of view the assets are valued.
|
||||||||||||||
|
XPath to the element in the base object.
|
||||||||||||||
|
The actual underlying base rate associated with the period, defined as a percentage.
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
The value of the element in the base object.
|
||||||||||||||
|
A reference to the yield curve values used as a basis for this credit curve valuation.
|
||||||||||||||
|
Defines the underlying asset when it is a basket.
|
||||||||||||||
|
Describes the swap's underlyer when it has multiple asset components.
|
||||||||||||||
|
DEPRECATED.
|
||||||||||||||
|
Describes a change due to change in composition of basket underlyer
|
||||||||||||||
|
Describes each of the components of the basket.
|
||||||||||||||
|
Specifies the currency for this basket.
|
||||||||||||||
|
Specifies the basket divisor amount.
|
||||||||||||||
|
A CDS basket identifier
|
||||||||||||||
|
A CDS basket identifier
|
||||||||||||||
|
The name of the basket expressed as a free format string.
|
||||||||||||||
|
The relative weight of each respective basket constituent, expressed in percentage.
|
||||||||||||||
|
This element contains all the terms relevant to defining the Credit Default Swap Basket.
|
||||||||||||||
|
Basket version, used to record changes in basket composition or weights
|
||||||||||||||
|
The pricing structure used to quote a benchmark instrument.
|
||||||||||||||
|
A collection of benchmark instruments and quotes used as inputs to the pricing models.
|
||||||||||||||
|
The ultimate beneficiary of the funds.
|
||||||||||||||
|
The ultimate beneficiary of the funds.
|
||||||||||||||
|
The bank that acts for the ultimate beneficiary of the funds in receiving payments.
|
||||||||||||||
|
The bank that acts for the ultimate beneficiary of the funds in receiving payments.
|
||||||||||||||
|
Link to the party acting as beneficiary.
|
||||||||||||||
|
A party reference of the beneficiary.
|
||||||||||||||
|
The parameters for defining the exercise period for a Bermuda style option together with any rules governing the notional amount of the underlying which can be exercised on any given exercise date and any associated exercise fees.
|
||||||||||||||
|
The dates the define the Bermuda option exercise dates and the expiration date.
|
||||||||||||||
|
List of Exercise Dates for a Bermuda option.
|
||||||||||||||
|
A price "bid" by a buyer for an asset, i.e. the price a buyer is willing to pay.
|
||||||||||||||
|
The trade id of the block trade.
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
Identifies the underlying asset when it is a series or a class of bonds.
|
||||||||||||||
|
A component describing a Bond Option product.
|
||||||||||||||
|
Reference to a bond underlyer to represent an asset swap or Condition Precedent Bond.
|
||||||||||||||
|
||||||||||||||
|
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.
|
||||||||||||||
|
Defines whether the repayment is mandatory from the borrower's perspective, based on the (amortization) schedule on the credit agreement.
|
||||||||||||||
|
A reference to the main borrower associated with the specific business event.
|
||||||||||||||
|
A party reference to the (main) borrower.
|
||||||||||||||
|
A party reference to the borrower(s) permitted to exercise the cash accrual option.
|
||||||||||||||
|
A party reference to the borrower(s) permitted to exercise the cash accrual option.
|
||||||||||||||
|
Main borrower.
|
||||||||||||||
|
A reference to the borrower against a loan contract.
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
Bounded Correlation.
|
||||||||||||||
|
Conditions which bound variance.
|
||||||||||||||
|
The brand(s) of material which can be delivered in Seller's option.
|
||||||||||||||
|
||||||||||||||
|
Where breakage cost is applicable, this enumeration defines who is calculating it - agent bank or lender.
|
||||||||||||||
|
The date by which any breakage costs (if applicable) must be submitted by Lenders to the Agent.
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
Defines the fee type.
|
||||||||||||||
|
||||||||||||||
|
A Boolean element used for specifying whether the Break Funding Recovery detailed in the agreement will apply.
|
||||||||||||||
|
||||||||||||||
|
Specifies the deails for a broker confirm.
|
||||||||||||||
|
The type of broker confirmation executed between the parties.
|
||||||||||||||
|
A component describing a Broker View of an Equity Option.
|
||||||||||||||
|
||||||||||||||
|
Identifies that party (or parties) that brokered this trade.
|
||||||||||||||
|
The number of British Thermal Units per Pound of the coal product.
|
||||||||||||||
|
The Quality Adjustment formula to be used where the Actual Shipment BTU/Lb value differs from the Standard BTU/Lb value.
|
||||||||||||||
|
The date and time when the pricing input was generated.
|
||||||||||||||
|
A product to represent a single known payment.
|
||||||||||||||
|
The physical leg of a Commodity Forward Transaction for which the underlyer is Bullion.
|
||||||||||||||
|
The type of Bullion underlying a Bullion Transaction.
|
||||||||||||||
|
Identifies a commodity business day calendar from which the pricing dates will be determined.
|
||||||||||||||
|
Identifies a commodity business day calendar from which the pricing dates will be determined.
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
A city or other business center.
|
||||||||||||||
|
Inclusion of this business center element implies that Greenwich Mean Time in Section 3.3 of the 2003 ISDA Credit Derivatives Definitions is replaced by the local time of the city indicated by the businessCenter element value.
|
||||||||||||||
|
||||||||||||||
|
Business centers for determination of execution period business days.
|
||||||||||||||
|
A pointer style reference to a set of financial business centers defined elsewhere in the document.
|
||||||||||||||
|
A range of contiguous business days.
|
||||||||||||||
|
The convention for adjusting a date if it would otherwise fall on a day that is not a business day.
|
||||||||||||||
|
The convention for adjusting a date if it would otherwise fall on a day that is not a business day.
|
||||||||||||||
|
The convention for adjusting a date if it would otherwise fall on a day that is not a business day.
|
||||||||||||||
|
The convention for adjusting a date if it would otherwise fall on a day that is not a business day.
|
||||||||||||||
|
The convention for adjusting a date if it would otherwise fall on a day that is not a business day.
|
||||||||||||||
|
Override business date convention.
|
||||||||||||||
|
The convention for adjusting a date if it would otherwise fall on a day that is not a business day.
|
||||||||||||||
|
A number of business days.
|
||||||||||||||
|
A day on which commmercial banks settle payments and are open for general business in the place(s) specified in the Confirmation.
|
||||||||||||||
|
A number of business days.
|
||||||||||||||
|
An explicit indication that a number of business days are not specified and therefore ISDA fallback provisions should apply.
|
||||||||||||||
|
The number of business days between successive valuation dates when multiple valuation dates are applicable for cash settlement.
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
Optional organization unit information used to describe the organization units (e.g. trading desks) involved in a transaction or business process .
|
||||||||||||||
|
An identifier used to uniquely identify organization unit
|
||||||||||||||
|
The unit for which the indvidual works.
|
||||||||||||||
|
The unit that is related to this.
|
||||||||||||||
|
The buyer of the option
|
||||||||||||||
|
The buyer of the option
|
||||||||||||||
|
A reference to the account that buys this instrument.
|
||||||||||||||
|
The hub code of the gas buyer.
|
||||||||||||||
|
A reference to the party that buys this instrument, ie. pays for this instrument and receives the rights defined by it.
|
||||||||||||||
|
||||||||||||||
|
The final calculated rate for a calculation period after any required averaging of rates A calculated rate of 5% would be represented as 0.05.
|
||||||||||||||
|
Captures details relevant to the calculation of the floating price.
|
||||||||||||||
|
The parameters used in the calculation of fixed or floaring rate calculation period amounts.
|
||||||||||||||
|
Contains parameters which figure in the calculation of payments on a Weather Index Option.
|
||||||||||||||
|
Defines details relevant to the calculation of the floating price.
|
||||||||||||||
|
Defines details relevant to the calculation of the aggregate weather index amount.
|
||||||||||||||
|
The ISDA calculation agent responsible for performing duties as defined in the applicable product definitions.
|
||||||||||||||
|
The ISDA Calculation Agent responsible for performing duties associated with an optional early termination.
|
||||||||||||||
|
The ISDA Calculation Agent responsible for performing duties associated with an optional early termination.
|
||||||||||||||
|
The ISDA Calculation Agent responsible for performing duties associated with an optional early termination.
|
||||||||||||||
|
The city in which the office through which ISDA Calculation Agent is acting for purposes of the transaction is located The short-form confirm for a trade that is executed under a Sovereign or Asia Pacific Master Confirmation Agreement ( MCA ), does not need to specify the Calculation Agent.
|
||||||||||||||
|
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.
|
||||||||||||||
|
The calculation agent will decide the rate.
|
||||||||||||||
|
The ISDA calculation agent responsible for performing duties as defined in the applicable product definitions.
|
||||||||||||||
|
A pointer style reference to a party identifier defined elsewhere in the document.
|
||||||||||||||
|
The notional amount used in the calculation of fixed amounts where an amount is calculated on a formula basis, i.e. fixed amount = fixed rate payer calculation amount x fixed rate x fixed rate day count fraction.
|
||||||||||||||
|
The notional amount of protection coverage.
|
||||||||||||||
|
The 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.
|
||||||||||||||
|
Specifies the date on which a calculation or an observation will be performed for the purpose of calculating the amount.
|
||||||||||||||
|
The Calculation Period dates for this leg of the trade where the Calculation Periods are all one day long.
|
||||||||||||||
|
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.
|
||||||||||||||
|
A freetext field which allows the sender to add further details around the business event.
|
||||||||||||||
|
||||||||||||||
|
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).
|
||||||||||||||
|
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).
|
||||||||||||||
|
The parameters used in the calculation of a fixed or floating rate calculation period amount.
|
||||||||||||||
|
||||||||||||||
|
The calculation period amount parameters.
|
||||||||||||||
|
The calculation periods dates schedule.
|
||||||||||||||
|
The business day convention to apply to each calculation period end date if it would otherwise fall on a day that is not a business day in the specified financial business centers.
|
||||||||||||||
|
The business day convention to apply to each calculation period end date if it would otherwise fall on a day that is not a business day in the specified financial business centers.
|
||||||||||||||
|
A set of href pointers to calculation period dates defined somewhere else in the document.
|
||||||||||||||
|
A pointer style reference to the associated calculation period dates component defined elsewhere in the document.
|
||||||||||||||
|
A pointer style reference to the associated calculation period dates component defined elsewhere in the document.
|
||||||||||||||
|
A pointer style reference to the associated calculation period dates component defined elsewhere in the document.
|
||||||||||||||
|
A pointer style reference to the associated calculation period dates component defined elsewhere in the document.
|
||||||||||||||
|
A pointer style reference to the associated calculation period dates component defined elsewhere in the document.
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
The frequency at which calculation period end dates occur with the regular part of the calculation period schedule and their roll date convention.
|
||||||||||||||
|
The frequency at which calculation period end dates occur with the regular part of the calculation period schedule and their roll date convention.
|
||||||||||||||
|
The frequency at which calculation period end dates occur with the regular part of the calculation period schedule and their roll date convention.
|
||||||||||||||
|
The number of days from the adjusted effective / start date to the adjusted termination / end date calculated in accordance with the applicable day count fraction.
|
||||||||||||||
|
The number of days from the adjusted effective date to the adjusted termination date calculated in accordance with the applicable day count fraction.
|
||||||||||||||
|
The number of days from the adjusted calculation period start date to the adjusted value date, calculated in accordance with the applicable day count fraction.
|
||||||||||||||
|
An absolute representation of the Calculation Period start dates of the Commodity Option Transaction.
|
||||||||||||||
|
The Calculation Period start dates for this leg of the swap.
|
||||||||||||||
|
An absolute representation of the Calculation Period start dates of the Commodity Option Transaction.
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A pointer style reference to single-day-duration Calculation Periods defined on another leg.
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A pointer style reference to the Calculation Periods defined on another leg.
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A parametric representation of the Calculation Periods of the Commodity Option Transaction.
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The Calculation Periods for this leg of the swap.
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A parametric representation of the Calculation Periods of the Commodity Option Transaction.
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A pointer style reference to the Calculation Periods Schedule defined on another leg.
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The method by which a derivative is computed, e.g. analytic, numerical model, perturbation, etc., and the corresponding parameters
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The method by which each derivative is computed, e.g. analytic, numerical model, perturbation, etc., and the corresponding parameters (eg. shift amounts).
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Used in conjunction with an exchange-based pricing source.
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Used in conjunction with an exchange-based pricing source.
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Definition of the later expiration date in a calendar spread.
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The currency which: - the option buyer will receive (buy) - the option writer will pay (sell)
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The currency amount that the option gives the right to buy.
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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).
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A party to the open repo transaction that has a right to demand for exercise of far leg of the open repo transaction.
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The calorific value of the gas to be delivered, specified in megajoules per cubic meter (MJ/m3).
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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.
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The adjusted dates associated with a cancelable provision.
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The adjusted dates for an individual cancellation date.
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A cap, floor or cap floor structures product definition.
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Reference to the leg, where date adjustments may apply.
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The rate cap being applied.
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