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
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):
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):
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):
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):
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):
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):
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):
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):
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):
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):
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):
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):
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):
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):
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):
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):
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):
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):
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 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):
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):
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):
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):
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):
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):
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):
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):
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):
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):
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):
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:
Content:
simple
Defined:
absoluteTolerance
Specifies the allowable quantity tolerance as an absolute quantity.
Type:
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:
account
Optional account information used to precisely define the origination and destination of financial instruments.
Type:
Content:
complex, 1 attribute, 6 elements
Defined:
accountBeneficiary
A reference to the party beneficiary of the account.
Type:
Content:
empty, 1 attribute
Defined:
locally within Account complexType in fpml-shared-5-8.xsd; see XML source
accountId
An account identifier.
Type:
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:
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:
Content:
empty, 1 attribute
Defined:
accountReference (defined in PartyAndAccountReferences.model group)
Reference to an account.
Type:
Content:
empty, 1 attribute
Defined:
accountType
The type of account. e.g., Client, House
Type:
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:
Content:
complex, 1 attribute, 3 elements
Defined:
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:
Content:
complex, 1 attribute, 2 elements
Defined:
accrualOptionChangeNotification
Type:
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:
Content:
simple, 1 attribute
Defined:
accrualProcess (in fxAccrualDigitalOption)
Describes accrual features within the product.
Type:
Content:
complex, 1 attribute, 3 elements
Defined:
accrualProcess (in fxAccrualForward)
Describes accrual features within the product.
Type:
Content:
complex, 1 attribute, 3 elements
Defined:
accrualProcess (in fxAccrualOption)
Describes accrual features within the product.
Type:
Content:
complex, 1 attribute, 3 elements
Defined:
accrualProcess (in fxRangeAccrual)
Describes accrual process within the product.
Type:
Content:
complex, 1 attribute, 3 elements
Defined:
accrualRegion
Defines the regions of the spot rate where fixings generate an accumulation of notional.
Type:
Content:
complex, 10 elements
Defined:
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:
accrualsAmount
Accruals expressed as amount.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
accrualSchedule (defined in InterestCapitalization complexType)
A schedule that incorporates all sub-periods of an accrual calculation.
Type:
Content:
complex, 7 elements
Defined:
accrualSchedule (defined in InterestPayment complexType)
A schedule that incorporates all sub-periods of an accrual calculation.
Type:
Content:
complex, 7 elements
Defined:
accrualSchedule (in accruingFeePayment)
A schedule that incorporates all sub-periods of an accrual calculation.
Type:
Content:
complex, 7 elements
Defined:
accrualSchedule (in accruingPikPayment)
A schedule that incorporates all sub-periods of an accrual calculation.
Type:
Content:
complex, 7 elements
Defined:
accrualSchedule (in lcFeePayment)
A schedule that incorporates all sub-periods of an accrual calculation.
Type:
Content:
complex, 7 elements
Defined:
accruedInterest (defined in DeliverableObligations complexType)
Indicates whether accrued interest is included (true) or not (false).
Type:
xsd:boolean
Content:
simple
Defined:
accruedInterest (defined in PendingPayment complexType)
Accrued interest on the dividend or coupon payment.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
accruedInterest (in cashSettlementTerms)
Indicates whether accrued interest is included (true) or not (false).
Type:
xsd:boolean
Content:
simple
Defined:
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:
accruingFeeChange
Type:
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:
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:
accruingFeeChangeNotification
Type:
Content:
complex, 3 attributes, 14 elements
Defined:
globally in fpml-loan-5-8.xsd; see XML source
Used:
never
accruingFeeExpiry
Type:
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:
Content:
complex, 8 elements
Defined:
accruingFeeOption (in accruingFeeChange)
Defines new rate and the date on which the rate is no longer valid.
Type:
Content:
complex, 8 elements
Defined:
accruingFeePayment
Type:
Content:
complex, 16 elements
Defined:
accruingFeePaymentNotification
Type:
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:
Content:
complex, 6 elements
Defined:
accruingPikOption (in accruingPikOptionChange)
Type:
Content:
complex, 6 elements
Defined:
accruingPikOptionChange
Type:
Content:
complex, 11 elements
Defined:
accruingPikPayment
Type:
Content:
complex, 14 elements
Defined:
accruingPikPaymentNotification
Type:
Content:
complex, 3 attributes, 14 elements
Defined:
globally in fpml-loan-5-8.xsd; see XML source
Used:
never
accumulationRegion
Type:
Content:
complex, 4 elements
Defined:
actionOnExpiration
Type:
Content:
complex, 10 elements
Defined:
additionalAcknowledgements
If true, then additional acknowledgements are applicable.
Type:
xsd:boolean
Content:
simple
Defined:
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:
Content:
complex, 5 elements
Defined:
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:
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:
Content:
complex, 11 elements
Defined:
additionalDividends
If present and true, then additional dividends are applicable.
Type:
xsd:boolean
Content:
simple
Defined:
additionalEvent
The additionalEvent element is an extension/substitution point to customize FpML and add additional events.
Type:
Content:
complex, 1 element
Abstract:
(may not be used directly in instance XML documents)
Defined:
Used:
never
additionalFixedPayments
Specifies the events that will give rise to the payment a additional fixed payments.
Type:
Content:
complex, 3 elements
Defined:
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:
Content:
simple, 1 attribute
Defined:
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:
Content:
complex, 2 attributes, 10 elements
Defined:
additionalPayment (defined in NettedSwapBase complexType)
Specifies additional payment(s) between the principal parties to the netted swap.
Type:
Content:
complex, 1 attribute, 7 elements
Defined:
additionalPayment (defined in ReturnSwapBase complexType)
Specifies additional payment(s) between the principal parties to the trade.
Type:
Content:
complex, 1 attribute, 7 elements
Defined:
additionalPayment (defined in Swap complexType)
Additional payments between the principal parties.
Type:
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:
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:
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:
Content:
complex, 1 attribute, 6 elements
Defined:
additionalPayment (in fxFlexibleForward)
Fee paid by the client at inception (analagous to an option premium).
Type:
Content:
complex, 2 attributes, 10 elements
Defined:
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:
Content:
complex, 2 attributes, 10 elements
Defined:
additionalPayment (in fxTargetForward)
It supports the representation of premiums, fees, etc.
Type:
Content:
complex, 1 attribute, 6 elements
Defined:
additionalPaymentAmount
Specifies the amount of the fee along with, when applicable, the formula that supports its determination.
Type:
Content:
complex, 2 elements
Defined:
additionalPaymentDate
Specifies the value date of the fee payment/receipt.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
additionalTerm
This element is used for representing information contained in the Additional Terms field of the 2003 Master Credit Derivatives confirm.
Type:
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:
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:
Content:
complex, 5 elements
Defined:
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:
Content:
complex, 1 attribute, 3 elements
Defined:
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:
Content:
complex, 1 attribute, 3 elements
Defined:
adjustableDate (in startingDate in earlyTermination in commodityPerformanceSwap)
Date from which early termination clause can be exercised.
Type:
Content:
complex, 1 attribute, 3 elements
Defined:
adjustableDate (in startingDate in earlyTermination in returnSwap)
Date from which early termination clause can be exercised.
Type:
Content:
complex, 1 attribute, 3 elements
Defined:
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:
Content:
complex, 1 attribute, 3 elements
Defined:
adjustableDates (defined in AdjustableDatesOrRelativeDateOffset complexType)
A series of adjustable dates
Type:
Content:
complex, 1 attribute, 3 elements
Defined:
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:
Content:
complex, 1 attribute, 3 elements
Defined:
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:
Content:
complex, 1 attribute, 3 elements
Defined:
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:
Content:
complex, 1 attribute, 3 elements
Defined:
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:
Content:
complex, 1 attribute, 3 elements
Defined:
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:
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:
adjustedCashSettlementPaymentDate (in exerciseEvent)
The date on which the cash settlement amount is paid.
Type:
xsd:date
Content:
simple
Defined:
adjustedCashSettlementPaymentDate (in mandatoryEarlyTerminationAdjustedDates)
The date on which the cash settlement amount is paid.
Type:
xsd:date
Content:
simple
Defined:
adjustedCashSettlementValuationDate (in earlyTerminationEvent)
The date by which the cash settlement amount must be agreed.
Type:
xsd:date
Content:
simple
Defined:
adjustedCashSettlementValuationDate (in exerciseEvent)
The date by which the cash settlement amount must be agreed.
Type:
xsd:date
Content:
simple
Defined:
adjustedCashSettlementValuationDate (in mandatoryEarlyTerminationAdjustedDates)
The date by which the cash settlement amount must be agreed.
Type:
xsd:date
Content:
simple
Defined:
adjustedDate (defined in AdjustableDate.model group)
The date once the adjustment has been performed.
Type:
Content:
simple, 1 attribute
Defined:
adjustedDate (defined in AdjustableDate2 complexType)
The date once the adjustment has been performed.
Type:
Content:
simple, 1 attribute
Defined:
adjustedDate (defined in AdjustableDates complexType)
The date once the adjustment has been performed.
Type:
Content:
simple, 1 attribute
Defined:
adjustedDate (defined in AdjustableOrAdjustedDate complexType)
The date once the adjustment has been performed.
Type:
Content:
simple, 1 attribute
Defined:
adjustedDate (defined in FxAdjustedDateAndDateAdjustments complexType)
List of schedule dates.
Type:
xsd:date
Content:
simple
Defined:
adjustedDate (defined in FxSchedule complexType)
List of schedule dates.
Type:
xsd:date
Content:
simple
Defined:
adjustedDate (defined in FxSchedule complexType)
List of schedule dates.
Type:
xsd:date
Content:
simple
Defined:
adjustedDate (defined in RelativeDateOffset complexType)
The date once the adjustment has been performed.
Type:
Content:
simple, 1 attribute
Defined:
adjustedEarlyTerminationDate (in cancellationEvent)
The early termination date that is applicable if an early termination provision is exercised.
Type:
xsd:date
Content:
simple
Defined:
adjustedEarlyTerminationDate (in earlyTerminationEvent)
The early termination date that is applicable if an early termination provision is exercised.
Type:
xsd:date
Content:
simple
Defined:
adjustedEarlyTerminationDate (in mandatoryEarlyTerminationAdjustedDates)
The early termination date that is applicable if an early termination provision is exercised.
Type:
xsd:date
Content:
simple
Defined:
adjustedEffectiveDate
The start date of the calculation period.
Type:
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:
adjustedExerciseDate (in cancellationEvent)
The date on which option exercise takes place.
Type:
xsd:date
Content:
simple
Defined:
adjustedExerciseDate (in earlyTerminationEvent)
The date on which option exercise takes place.
Type:
xsd:date
Content:
simple
Defined:
adjustedExerciseDate (in exerciseEvent)
The date on which option exercise takes place.
Type:
xsd:date
Content:
simple
Defined:
adjustedExerciseDate (in extensionEvent)
The date on which option exercise takes place.
Type:
xsd:date
Content:
simple
Defined:
adjustedExerciseFeePaymentDate (in earlyTerminationEvent)
The date on which the exercise fee amount is paid.
Type:
xsd:date
Content:
simple
Defined:
adjustedExerciseFeePaymentDate (in exerciseEvent)
The date on which the exercise fee amount is paid.
Type:
xsd:date
Content:
simple
Defined:
adjustedExtendedTerminationDate
The termination date if an extendible provision is exercised.
Type:
xsd:date
Content:
simple
Defined:
adjustedFixingDate
The adjusted fixing date, i.e. the actual date the rate is observed.
Type:
xsd:date
Content:
simple
Defined:
adjustedFxSpotFixingDate
The date on which the fx spot rate is observed.
Type:
xsd:date
Content:
simple
Defined:
adjustedPaymentDate (in adjustedPaymentDates)
The adjusted payment date.
Type:
xsd:date
Content:
simple
Defined:
adjustedPaymentDate (in initialPayment)
The adjusted payment date.
Type:
xsd:date
Content:
simple
Defined:
adjustedPaymentDate (in paymentCalculationPeriod)
The adjusted payment date.
Type:
xsd:date
Content:
simple
Defined:
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:
Content:
complex, 2 elements
Defined:
adjustedPrincipalExchangeDate
The principal exchange date.
Type:
xsd:date
Content:
simple
Defined:
adjustedRelevantSwapEffectiveDate
The effective date of the underlying swap associated with a given exercise date.
Type:
xsd:date
Content:
simple
Defined:
adjustedStartDate
The calculation period start date, adjusted according to any relevant business day convention.
Type:
xsd:date
Content:
simple
Defined:
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:
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:
Content:
complex, 2 elements
Defined:
adjustment (in adjustment)
Defines the type of adjustment applied - increase or decrease.
Type:
Content:
complex, 2 elements
Defined:
adjustment (in commitmentChange)
The total remaining commitment amount (in facility currency), once the adjustnment has been applied.
Type:
Content:
complex, 2 elements
Defined:
adjustment (in lcAdjustment)
Defines the type of adjustment applied - increase or decrease.
Type:
Content:
complex, 2 elements
Defined:
adjustment (in volatilityMatrixValuation)
An adjustment factor, such as for vol smile/skew.
Type:
Content:
complex, 3 elements
Defined:
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:
adjustmentType
Defines the type of adjustment applied - increase or decrease.
Type:
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:
advisory
A human-readable message providing information about the service..
Type:
Content:
complex, 4 elements
Defined:
affectedTransactions
Trades affected by this event.
Type:
Content:
complex, 2 elements
Defined:
agentCanOverride
A flag to determine whether an agent can override the minimum rule.
Type:
xsd:boolean
Content:
simple
Defined:
agentPartyReference (defined in BusinessEventParties.model group)
A reference to the agent bank for the associated deal.
Type:
Content:
empty, 1 attribute
Defined:
agentPartyReference (defined in FacilityRoles.model group)
A party reference to the agent bank.
Type:
Content:
empty, 1 attribute
Defined:
agentPartyReference (in deal)
A party reference to the agent bank associated with the deal.
Type:
Content:
empty, 1 attribute
Defined:
agreementDate
The date on which the change was agreed.
Type:
xsd:date
Content:
simple
Defined:
agreementsRegardingHedging
If true, then agreements regarding hedging are applicable.
Type:
xsd:boolean
Content:
simple
Defined:
algorithm
Type:
Content:
simple
Defined:
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:
allegedEvent
Event (trade post-trade event) asserted by the "other side's" party.
Type:
Content:
complex, 12 elements
Defined:
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:
allInRate (in fixedRateAccrual)
The actual percentage rate charged to the borrower.
Type:
Content:
simple
Defined:
allInRate (in floatingRateAccrual)
The actual percentage rate charged to the borrower.
Type:
Content:
simple
Defined:
allInRateLimits (defined in FixedRateOption complexType)
Type:
Content:
complex, 2 elements
Defined:
allInRateLimits (defined in FloatingRateOption complexType)
Type:
Content:
complex, 2 elements
Defined:
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:
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:
Content:
empty, 1 attribute
Defined:
locally within Allocations complexType in fpml-doc-5-8.xsd; see XML source
allocation
Type:
Content:
complex, 10 elements
Defined:
locally within Allocations complexType in fpml-doc-5-8.xsd; see XML source
allocationAccountReference
Reference to an account.
Type:
Content:
empty, 1 attribute
Defined:
allocationAcknowledgement
Type:
Content:
complex, 3 attributes, 10 elements
Defined:
Used:
never
allocationApproved
Type:
Content:
complex, 3 attributes, 10 elements
Defined:
Used:
never
allocationException
Type:
Content:
complex, 3 attributes, 7 elements
Defined:
Used:
never
allocationPartyReference
Reference to a party.
Type:
Content:
empty, 1 attribute
Defined:
allocationRefused
Type:
Content:
complex, 3 attributes, 11 elements
Defined:
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:
Content:
complex, 2 elements
Defined:
locally within Trade complexType in fpml-doc-5-8.xsd; see XML source
allocations (in allocationApproved)
Type:
Content:
complex, 2 elements
Defined:
allocations (in allocationRefused)
Type:
Content:
complex, 2 elements
Defined:
allocations (in requestAllocation)
Type:
Content:
complex, 2 elements
Defined:
allocations (in requestAllocationRetracted)
Type:
Content:
complex, 2 elements
Defined:
allocationsCompleted
When allocations for this trade were completely processed.
Type:
xsd:dateTime
Content:
simple
Defined:
allocationsSubmitted
When allocations for this trade were submitted or received by this party.
Type:
xsd:dateTime
Content:
simple
Defined:
allocationStatus (defined in PartyTradeInformation complexType)
Specifies whether the trade is anticipated to be allocated, has been allocated, or will not be allocated.
Type:
Content:
simple, 1 attribute
Defined:
allocationStatus (in packageInformation)
Specifies whether the trade is anticipated to be allocated, has been allocated, or will not be allocated.
Type:
Content:
simple, 1 attribute
Defined:
allocationsUpdated
When allocations for this trade were most recently corrected.
Type:
xsd:dateTime
Content:
simple
Defined:
allocationTradeId (defined in PartyTradeIdentifier complexType)
The trade id of the allocated trade.
Type:
Content:
complex, 1 attribute, 6 elements
Defined:
allocationTradeId (in allocation)
Unique ID for the allocation.
Type:
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:
amendment (defined in ExecutionNotification complexType)
Type:
Content:
complex, 6 elements
Defined:
amendment (defined in PostTradeEvents.model group)
Type:
Content:
complex, 6 elements
Defined:
amendmentFeePayment
Type:
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:
Content:
complex, 1 attribute, 8 elements
Subst.Gr:
may substitute for element exercise
Defined:
Used:
never
americanExercise (defined in CommodityExercise complexType)
The parameters for defining the expiration date for an American option.
Type:
Content:
complex, 1 attribute, 7 elements
Defined:
americanExercise (defined in CommodityPhysicalExercise complexType)
The parameters for defining the expiration date(s) and time(s) for an American style option.
Type:
Content:
complex, 1 attribute, 6 elements
Defined:
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:
Content:
complex, 1 attribute, 7 elements
Defined:
americanExercise (in exercise in commodityDigitalOption)
The parameters for defining the expiration date for an American option.
Type:
Content:
complex, 1 attribute, 7 elements
Defined:
americanExercise (in fxDigitalOption)
The parameters for defining the exercise period for an American style option.
Type:
Content:
complex, 1 attribute, 5 elements
Defined:
americanExercise (in fxOption)
The parameters for defining the exercise period for an American style option.
Type:
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:
amount (defined in Adjustment complexType)
Type:
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:
amount (defined in InterestCapitalization complexType)
Type:
Content:
complex, 1 attribute, 3 elements
Defined:
amount (defined in InterestPayment complexType)
Type:
Content:
complex, 1 attribute, 3 elements
Defined:
amount (defined in LetterOfCreditSummary complexType)
The letter of credit notional amount.
Type:
Content:
complex, 1 attribute, 3 elements
Defined:
amount (defined in LoanContractSummary complexType)
Type:
Content:
complex, 1 attribute, 3 elements
Defined:
amount (defined in MinimumAmountRule complexType)
The amount associated with the rule (expressed in facility currency).
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
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:
Content:
simple
Defined:
amount (defined in NonRecurringFeePayment complexType)
Type:
Content:
complex, 1 attribute, 3 elements
Defined:
amount (defined in PendingPayment complexType)
The amount of the dividend or coupon payment.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
amount (defined in PositiveMoney complexType)
The positive monetary quantity in currency units.
Type:
Content:
simple
Defined:
amount (defined in Repayment complexType)
Type:
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:
Content:
complex, 6 elements
Defined:
amount (in accruingFeePayment)
Type:
Content:
complex, 1 attribute, 3 elements
Defined:
amount (in accruingPikPayment)
Type:
Content:
complex, 1 attribute, 3 elements
Defined:
amount (in adjustment)
Type:
Content:
complex, 1 attribute, 3 elements
Defined:
amount (in assignmentFee)
The amount payable to the agent for re-assigning a share in one of the underlying facilities within the deal.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
amount (in correlationLeg)
Specifies, in relation to each Equity Payment Date, the Equity Amount to which the Equity Payment Date relates.
Type:
Content:
complex, 6 elements
Defined:
amount (in featurePayment)
The monetary quantity in currency units.
Type:
Content:
simple
Defined:
amount (in knockoutLevel)
Target level expressed as notional amount.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
amount (in lcAdjustment)
The letter of credit amount after the adjustment has been applied.
Type:
Content:
complex, 1 attribute, 3 elements
Defined:
amount (in lcFeePayment)
Type:
Content:
complex, 1 attribute, 3 elements
Defined:
amount (in lcIssuanceFeePayment)
Type:
Content:
complex, 1 attribute, 3 elements
Defined:
amount (in outstandingsPosition)
The global and share amounts against the associated instrument.
Type:
Content:
complex, 1 attribute, 3 elements
Defined:
amount (in referenceLevel)
Type:
xsd:decimal
Content:
simple
Defined:
amount (in returnLeg)
Specifies, in relation to each Payment Date, the amount to which the Payment Date relates.
Type:
Content:
complex, 11 elements
Defined:
amount (in taxWithholding)
The amount of withholding tax being applied.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
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:
Content:
empty, 1 attribute
Defined:
locally within Price complexType in fpml-asset-5-8.xsd; see XML source
amountRelativeTo (in fxConversion)
Type:
Content:
empty, 1 attribute
Defined:
amountRelativeTo (in principalExchangeAmount in principalExchangeDescriptions)
Reference to an amount defined elsewhere in the document.
Type:
Content:
empty, 1 attribute
Defined:
amountRemaining
Type:
xsd:integer
Content:
simple
Defined:
amountUtilized
Type:
xsd:integer
Content:
simple
Defined:
annualizationFactor (defined in FxPerformanceSwap complexType)
This specifies the numerator of an annualization factor.
Type:
xsd:decimal
Content:
simple
Defined:
annualizationFactor (in varianceCalculation)
This specifies the numerator of an annualization factor.
Type:
xsd:decimal
Content:
simple
Defined:
applicable (defined in NotDomesticCurrency complexType)
Indicates whether the not domestic currency provision is applicable.
Type:
xsd:boolean
Content:
simple
Defined:
applicable (defined in PCDeliverableObligationCharac complexType)
Indicates whether the provision is applicable.
Type:
xsd:boolean
Content:
simple
Defined:
applicable (defined in SpecifiedCurrency complexType)
Indicates whether the specified currency provision is applicable.
Type:
xsd:boolean
Content:
simple
Defined:
applicable (in failureToPay defined in CreditEvents complexType)
Indicates whether the failure to pay provision is applicable.
Type:
xsd:boolean
Content:
simple
Defined:
applicable (in gracePeriodExtension)
Indicates whether the grace period extension provision is applicable.
Type:
xsd:boolean
Content:
simple
Defined:
applicable (in restructuring defined in CreditEvents complexType)
Indicates whether the restructuring provision is applicable.
Type:
xsd:boolean
Content:
simple
Defined:
applicable (in systemFirm)
Indicates that the trade is for a System Firm product.
Type:
xsd:boolean
Content:
simple
Defined:
applicable (in transfer)
Indicates that the oil product will be delivered by title transfer.
Type:
xsd:boolean
Content:
simple
Defined:
applicable (in unitFirm)
Indicates that the trade is for a Unit Firm product.
Type:
xsd:boolean
Content:
simple
Defined:
applicableDay (defined in SettlementPeriods complexType)
Specifies the Applicable Day with respect to a range of Settlement Periods.
Type:
Content:
simple
Defined:
applicableDay (in settlementPeriods defined in GenericCommodityAttributes.model group)
Specifies the Applicable Day with respect to a range of Settlement Periods.
Type:
Content:
simple
Defined:
applicableLaw
Applies to U.S.
Type:
Content:
simple, 1 attribute
Defined:
applicableTerms
Indicates the template terms that describe the events and fallbacks.
Type:
Content:
simple, 1 attribute
Defined:
approval
Type:
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:
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:
Content:
simple, 2 attributes
Defined:
approvals (defined in Trade complexType)
A container for approval states in the workflow.
Type:
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:
Content:
complex, 1 element
Defined:
approvals (in allocation)
A container for approval states in the workflow.
Type:
Content:
complex, 1 element
Defined:
approvals (in approvalStatusNotification)
All of the approvals for a specific trade.
Type:
Content:
complex, 1 element
Defined:
approvalStatusNotification
Type:
Content:
complex, 3 attributes, 11 elements
Defined:
Used:
never
approvedPartyReference
A pointer style reference to a party defined elsewhere in the document.
Type:
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:
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:
Content:
simple, 1 attribute
Defined:
approver (in consentRefused)
The full name or identifiying ID of the relevant approver.
Type:
Content:
simple, 1 attribute
Defined:
approver (in requestConsent)
The full name or identifiying ID of the relevant approver.
Type:
Content:
simple, 1 attribute
Defined:
approver (in requestConsentRetracted)
The full name or identifiying ID of the relevant approver.
Type:
Content:
simple, 1 attribute
Defined:
approvingPartyReference (in approval)
A pointer style reference to a party defined elsewhere in the document.
Type:
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:
Content:
empty, 1 attribute
Defined:
approvingPartyReference (in consentRefused)
A pointer style reference to a party defined elsewhere in the document.
Type:
Content:
empty, 1 attribute
Defined:
approvingPartyReference (in requestConsent)
A pointer style reference to a party defined elsewhere in the document.
Type:
Content:
empty, 1 attribute
Defined:
approvingPartyReference (in requestConsentRetracted)
A pointer style reference to a party defined elsewhere in the document.
Type:
Content:
empty, 1 attribute
Defined:
ash
The ash content of the coal product.
Type:
Content:
complex, 3 elements
Defined:
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:
Content:
complex, 3 elements
Defined:
asian (in feature defined in Feature.model group)
An option where and average price is taken on valuation.
Type:
Content:
complex, 4 elements
Defined:
asian (in feature defined in OptionBaseExtended complexType)
An option where and average price is taken on valuation.
Type:
Content:
complex, 4 elements
Defined:
asian (in features in fxOption)
Type:
Content:
complex, 8 elements
Defined:
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:
assertedEvent
Event (trade or post-trade event) asserted by one of the parties.
Type:
Content:
complex, 12 elements
Defined:
asset
A reference to the asset whose volatility is modeled.
Type:
Content:
empty, 1 attribute
Defined:
assetClass
A classification of the risk class of the trade.
Type:
Content:
simple, 1 attribute
Defined:
assetQuote
A collection of valuations (quotes) for the assets needed in the set.
Type:
Content:
complex, 2 attributes, 3 elements
Defined:
assetReference (defined in SecurityTransfer complexType)
The asset being transfered.
Type:
Content:
empty, 1 attribute
Defined:
assetReference (in benchmarkPricingMethod)
The asset whose price is required.
Type:
Content:
empty, 1 attribute
Defined:
assetReference (in collateral defined in RepoTransactionLeg complexType)
A reference to explicitly identify which asset is being valued.
Type:
Content:
empty, 1 attribute
Defined:
assetReference (in forwardCurve)
A reference to the rate index whose forwards are modeled.
Type:
Content:
empty, 1 attribute
Defined:
assetValuation
Valuations reported in this valuation set.
Type:
Content:
complex, 2 attributes, 4 elements
Defined:
assignableLoan
A deliverable obligation characteristic.
Type:
Content:
complex, 2 elements
Defined:
assignmentFee
The assignment fee amount and rules.
Type:
Content:
complex, 3 elements
Defined:
assignmentLevel
Defines whether the minimum rule applies at the overall trade or allocation level.
Type:
Content:
simple
Defined:
assignmentOnly
Defines whether this facility must be traded by assignment.
Type:
xsd:boolean
Content:
simple
Defined:
attachment
A human readable document related to this transaction, for example a confirmation.
Type:
Content:
complex, 12 elements
Defined:
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:
Content:
complex, 4 elements
Defined:
attributions
For accounting, reporting or regulatory reasons, the transfer may have to be explained in a series of individual amounts.
Type:
Content:
complex, 4 elements
Defined:
automaticExercise (defined in CommodityExercise complexType)
Specifies whether or not Automatic Exercise applies to a Commodity Option Transaction.
Type:
xsd:boolean
Content:
simple
Defined:
automaticExercise (defined in CommodityPhysicalExercise complexType)
Specifies whether or not Automatic Exercise applies to a Commodity Option Transaction.
Type:
xsd:boolean
Content:
simple
Defined:
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:
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:
Content:
complex, 1 element
Defined:
automaticExercise (in exercise in commodityBasketOption)
Specifies whether or not Automatic Exercise applies to a Commodity Option Transaction.
Type:
xsd:boolean
Content:
simple
Defined:
automaticExercise (in exercise in commodityDigitalOption)
Specifies whether or not Automatic Exercise applies to a Commodity Option Transaction.
Type:
xsd:boolean
Content:
simple
Defined:
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:
Content:
empty
Defined:
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:
averageDailyTradingVolume
The average amount of individual securities traded in a day or over a specified amount of time.
Type:
Content:
complex, 2 elements
Defined:
averagePriceLeg
Specifies the calculated floating price leg of a Commodity Forward Transaction.
Type:
Content:
complex, 1 attribute, 17 elements
Defined:
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:
Content:
complex, 1 attribute, 4 elements
Defined:
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:
Content:
complex, 1 attribute, 4 elements
Defined:
averageRateWeightingFactor
An optional factor that can be used for weighting certain observation dates.
Type:
xsd:decimal
Content:
simple
Defined:
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:
Content:
complex, 1 attribute, 5 elements
Defined:
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:
Content:
complex, 1 attribute, 5 elements
Defined:
averageStrikeReference
Reference to an average rate defined within the FX accrual option and forward products.
Type:
Content:
empty, 1 attribute
Defined:
averagingDates
Averaging Dates used in the swap.
Type:
Content:
complex, 4 elements
Defined:
averagingDateTimes
An unweighted list of averaging observation date and times.
Type:
Content:
complex, 1 element
Defined:
averagingInOut
Type:
Content:
simple
Defined:
averagingMethod (defined in CommodityAsian.model group)
The Method of Averaging if there is more than one Pricing Date.
Type:
Content:
simple
Defined:
averagingMethod (defined in CommodityBasketUnderlyingBase complexType)
The Method of Averaging if there is more than one Pricing Date.
Type:
Content:
simple
Defined:
averagingMethod (defined in CommodityFx complexType)
The parties may specify a Method of Averaging when averaging of the FX rate is applicable.
Type:
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:
Content:
simple
Defined:
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:
Content:
simple
Defined:
averagingMethod (defined in FxAveragingProcess complexType)
Type:
Content:
simple
Defined:
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:
Content:
simple
Defined:
averagingObservation
A single weighted averaging observation.
Type:
Content:
complex, 3 elements
Defined:
averagingObservations
A weighted list of averaging observation date and times.
Type:
Content:
complex, 1 element
Defined:
averagingPeriodFrequency
The frequency at which averaging period occurs with the regular part of the valuation schedule and their roll date convention.
Type:
Content:
complex, 1 attribute, 3 elements
Defined:
averagingPeriodIn
The averaging in period.
Type:
Content:
complex, 4 elements
Defined:
averagingPeriodOut
The averaging out period.
Type:
Content:
complex, 4 elements
Defined:
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:
bankruptcy
Type:
Content:
empty
Subst.Gr:
may substitute for element creditEvent
Defined:
Used:
never
bankruptcy (defined in CreditEvents complexType)
A credit event.
Type:
xsd:boolean
Content:
simple
Defined:
barrier (in commodityOption)
Defines a commodity option barrier product feature.
Type:
Content:
complex, 3 elements
Defined:
barrier (in commodityOption)
Defines a commodity option barrier product feature.
Type:
Content:
complex, 3 elements
Defined:
barrier (in feature defined in Feature.model group)
An option with a barrier feature.
Type:
Content:
complex, 2 elements
Defined:
barrier (in feature defined in OptionBaseExtended complexType)
An option with a barrier feature.
Type:
Content:
complex, 2 elements
Defined:
barrier (in features in fxOption)
Type:
Content:
complex, 10 elements
Defined:
barrier (in features in fxOption)
Type:
Content:
complex, 10 elements
Defined:
barrierCap
A trigger level approached from beneath.
Type:
Content:
complex, 4 elements
Defined:
barrierDeterminationAgent
The party referenced is specified in the related Confirmation as Barrier Determination Agent.
Type:
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:
Content:
complex, 4 elements
Defined:
barrierReference
Reference to a perExpiryBarrier component to indicate theat the bound of the region is defined by the barrier component.
Type:
Content:
empty, 1 attribute
Defined:
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:
Content:
simple
Defined:
barrierType (in perExpiryBarrier)
It defines whether it is Knockin or Knockout barrier.
Type:
Content:
simple
Defined:
base64Binary (defined in AdditionalData complexType)
Provides extra information as binary contents coded in base64.
Type:
xsd:base64Binary
Content:
simple
Defined:
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:
Content:
simple, 1 attribute
Defined:
baseCurrency (in disruption)
The base currency in the exchange rate monitored for disruption events.
Type:
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:
Content:
simple, 1 attribute
Defined:
baseParty
Reference to the party from whose point of view the assets are valued.
Type:
Content:
empty, 1 attribute
Defined:
basePath
XPath to the element in the base object.
Type:
Content:
simple
Defined:
baseRate
The actual underlying base rate associated with the period, defined as a percentage.
Type:
Content:
simple
Defined:
baseRateLimits
Type:
Content:
complex, 2 elements
Defined:
baseRateSet
Type:
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:
Content:
complex, 12 elements
Defined:
baseValue
The value of the element in the base object.
Type:
Content:
simple
Defined:
baseYieldCurve
A reference to the yield curve values used as a basis for this credit curve valuation.
Type:
Content:
empty, 1 attribute
Defined:
basket
Defines the underlying asset when it is a basket.
Type:
Content:
complex, 1 attribute, 8 elements
Subst.Gr:
may substitute for element underlyingAsset
Defined:
Used:
never
basket (defined in Underlyer complexType)
Describes the swap's underlyer when it has multiple asset components.
Type:
Content:
complex, 1 attribute, 8 elements
Defined:
locally within Underlyer complexType in fpml-asset-5-8.xsd; see XML source
basketAmount
DEPRECATED.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
basketChange
Describes a change due to change in composition of basket underlyer
Type:
Content:
complex, 1 element
Subst.Gr:
may substitute for element changeEvent
Defined:
Used:
never
basketConstituent
Describes each of the components of the basket.
Type:
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:
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:
Content:
simple, 1 attribute
Defined:
basketId (defined in BasketIdentifier.model group)
A CDS basket identifier
Type:
Content:
simple, 1 attribute
Defined:
basketName
The name of the basket expressed as a free format string.
Type:
Content:
simple, 1 attribute
Defined:
basketPercentage
The relative weight of each respective basket constituent, expressed in percentage.
Type:
Content:
simple
Defined:
basketReferenceInformation
This element contains all the terms relevant to defining the Credit Default Swap Basket.
Type:
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:
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:
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:
Content:
complex, 4 elements
Defined:
beneficiary (in splitSettlement)
The ultimate beneficiary of the funds.
Type:
Content:
complex, 3 elements
Defined:
beneficiaryBank (in settlementInstruction)
The bank that acts for the ultimate beneficiary of the funds in receiving payments.
Type:
Content:
complex, 4 elements
Defined:
beneficiaryBank (in splitSettlement)
The bank that acts for the ultimate beneficiary of the funds in receiving payments.
Type:
Content:
complex, 3 elements
Defined:
beneficiaryPartyReference (defined in Beneficiary complexType)
Link to the party acting as beneficiary.
Type:
Content:
empty, 1 attribute
Defined:
beneficiaryPartyReference (defined in LetterOfCreditRoles.model group)
A party reference of the beneficiary.
Type:
Content:
empty, 1 attribute
Defined:
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:
Content:
complex, 1 attribute, 7 elements
Subst.Gr:
may substitute for element exercise
Defined:
Used:
never
bermudaExerciseDates (in bermudaExercise)
The dates the define the Bermuda option exercise dates and the expiration date.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
bermudaExerciseDates (in equityBermudaExercise)
List of Exercise Dates for a Bermuda option.
Type:
Content:
complex, 1 element
Defined:
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:
blockTradeId
The trade id of the block trade.
Type:
Content:
complex, 1 attribute, 6 elements
Defined:
blockTradeIdentifier (in allocationApproved)
Type:
Content:
complex, 1 attribute, 6 elements
Defined:
blockTradeIdentifier (in allocationRefused)
Type:
Content:
complex, 1 attribute, 6 elements
Defined:
blockTradeIdentifier (in requestAllocation)
Type:
Content:
complex, 1 attribute, 6 elements
Defined:
blockTradeIdentifier (in requestAllocationRetracted)
Type:
Content:
complex, 1 attribute, 6 elements
Defined:
bond
Identifies the underlying asset when it is a series or a class of bonds.
Type:
Content:
complex, 1 attribute, 16 elements
Subst.Gr:
may substitute for element underlyingAsset
Defined:
Used:
bondOption
A component describing a Bond Option product.
Type:
Content:
complex, 1 attribute, 26 elements
Subst.Gr:
may substitute for element product
Defined:
Used:
never
bondReference
Reference to a bond underlyer to represent an asset swap or Condition Precedent Bond.
Type:
Content:
complex, 3 elements
Defined:
borrower
Type:
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:
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:
borrowerPartyReference (defined in BusinessEventParties.model group)
A reference to the main borrower associated with the specific business event.
Type:
Content:
empty, 1 attribute
Defined:
borrowerPartyReference (defined in FacilityRoles.model group)
A party reference to the (main) borrower.
Type:
Content:
empty, 1 attribute
Defined:
borrowerPartyReference (defined in FixedRateOption complexType)
A party reference to the borrower(s) permitted to exercise the cash accrual option.
Type:
Content:
empty, 1 attribute
Defined:
borrowerPartyReference (defined in FloatingRateOption complexType)
A party reference to the borrower(s) permitted to exercise the cash accrual option.
Type:
Content:
empty, 1 attribute
Defined:
borrowerPartyReference (defined in LetterOfCreditRoles.model group)
Main borrower.
Type:
Content:
empty, 1 attribute
Defined:
borrowerPartyReference (defined in LoanContractSummary complexType)
A reference to the borrower against a loan contract.
Type:
Content:
empty, 1 attribute
Defined:
borrowerReference
Type:
Content:
empty, 1 attribute
Defined:
locally within Loan complexType in fpml-asset-5-8.xsd; see XML source
borrowing
Type:
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:
Content:
complex, 12 elements
Defined:
boundedCorrelation
Bounded Correlation.
Type:
Content:
complex, 2 elements
Defined:
boundedVariance
Conditions which bound variance.
Type:
Content:
complex, 4 elements
Defined:
brand
The brand(s) of material which can be delivered in Seller's option.
Type:
Content:
complex, 4 elements
Defined:
locally within Metal complexType in fpml-com-5-8.xsd; see XML source
brandManager
Type:
Content:
simple, 1 attribute
Defined:
breakageFeeCalculatedBy
Where breakage cost is applicable, this enumeration defines who is calculating it - agent bank or lender.
Type:
Content:
simple
Defined:
breakageFeeClaimDate
The date by which any breakage costs (if applicable) must be submitted by Lenders to the Agent.
Type:
xsd:date
Content:
simple
Defined:
breakageFeePayment
Type:
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:
Content:
complex, 14 elements
Defined:
breakFeeElection
Defines the fee type.
Type:
Content:
simple
Defined:
breakFeeRate
Type:
Content:
simple
Defined:
breakFundingRecovery
A Boolean element used for specifying whether the Break Funding Recovery detailed in the agreement will apply.
Type:
xsd:boolean
Content:
simple
Defined:
brokerageFee
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
brokerConfirmation
Specifies the deails for a broker confirm.
Type:
Content:
complex, 1 element
Defined:
brokerConfirmationType
The type of broker confirmation executed between the parties.
Type:
Content:
simple, 1 attribute
Defined:
brokerEquityOption
A component describing a Broker View of an Equity Option.
Type:
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:
Content:
simple
Defined:
brokerPartyReference
Identifies that party (or parties) that brokered this trade.
Type:
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:
Content:
complex, 3 elements
Defined:
btuQualityAdjustment
The Quality Adjustment formula to be used where the Actual Shipment BTU/Lb value differs from the Standard BTU/Lb value.
Type:
Content:
simple, 1 attribute
Defined:
buildDateTime
The date and time when the pricing input was generated.
Type:
xsd:dateTime
Content:
simple
Defined:
bulletPayment
A product to represent a single known payment.
Type:
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:
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:
Content:
simple
Defined:
businessCalendar (defined in CommodityPricingDates complexType)
Identifies a commodity business day calendar from which the pricing dates will be determined.
Type:
Content:
simple, 1 attribute
Defined:
businessCalendar (defined in CommodityValuationDates complexType)
Identifies a commodity business day calendar from which the pricing dates will be determined.
Type:
Content:
simple, 1 attribute
Defined:
businessCenter (defined in BusinessCenters complexType)
Type:
Content:
simple, 2 attributes
Defined:
businessCenter (defined in BusinessCenterTime complexType)
Type:
Content:
simple, 2 attributes
Defined:
businessCenter (defined in ExerciseNotice complexType)
Type:
Content:
simple, 2 attributes
Defined:
businessCenter (defined in QuoteLocation.model group)
A city or other business center.
Type:
Content:
simple, 2 attributes
Defined:
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:
Content:
simple, 2 attributes
Defined:
businessCenters (defined in BusinessCentersOrReference.model group)
Type:
Content:
complex, 1 attribute, 1 element
Defined:
businessCenters (in executionPeriodDates)
Business centers for determination of execution period business days.
Type:
Content:
complex, 1 attribute, 1 element
Defined:
businessCentersReference
A pointer style reference to a set of financial business centers defined elsewhere in the document.
Type:
Content:
empty, 1 attribute
Defined:
businessDateRange
A range of contiguous business days.
Type:
Content:
complex, 5 elements
Defined:
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:
Content:
simple
Defined:
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:
Content:
simple
Defined:
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:
Content:
simple
Defined:
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:
Content:
simple
Defined:
businessDayConvention (in businessDateRange)
The convention for adjusting a date if it would otherwise fall on a day that is not a business day.
Type:
Content:
simple
Defined:
businessDayConvention (in finalCalculationPeriodDateAdjustment)
Override business date convention.
Type:
Content:
simple
Defined:
businessDayConvention (in fxFixingDate)
The convention for adjusting a date if it would otherwise fall on a day that is not a business day.
Type:
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:
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:
Content:
simple, 2 attributes
Defined:
businessDays (in physicalSettlementPeriod)
A number of business days.
Type:
xsd:nonNegativeInteger
Content:
simple
Defined:
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:
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:
businessEventGroupId
Type:
Content:
complex, 1 attribute, 4 elements
Defined:
locally within LoanEvent complexType in fpml-loan-5-8.xsd; see XML source
businessProcess
Type:
Content:
simple, 1 attribute
Defined:
businessUnit
Optional organization unit information used to describe the organization units (e.g. trading desks) involved in a transaction or business process .
Type:
Content:
complex, 1 attribute, 4 elements
Defined:
businessUnitId
An identifier used to uniquely identify organization unit
Type:
Content:
simple, 1 attribute
Defined:
businessUnitReference (in person)
The unit for which the indvidual works.
Type:
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:
Content:
empty, 1 attribute
Defined:
buyer (defined in Strike complexType)
The buyer of the option
Type:
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:
Content:
simple, 1 attribute
Defined:
buyerAccountReference
A reference to the account that buys this instrument.
Type:
Content:
empty, 1 attribute
Defined:
buyerHub
The hub code of the gas buyer.
Type:
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:
Content:
empty, 1 attribute
Defined:
buyerPartyReference (in notifyingParty)
Type:
Content:
empty, 1 attribute
Defined:
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:
calculation (in averagePriceLeg)
Captures details relevant to the calculation of the floating price.
Type:
Content:
complex, 8 elements
Defined:
calculation (in calculationPeriodAmount)
The parameters used in the calculation of fixed or floaring rate calculation period amounts.
Type:
Content:
complex, 8 elements
Defined:
calculation (in commodityOption)
Contains parameters which figure in the calculation of payments on a Weather Index Option.
Type:
Content:
complex, 9 elements
Defined:
calculation (in floatingLeg)
Defines details relevant to the calculation of the floating price.
Type:
Content:
complex, 8 elements
Defined:
calculation (in weatherLeg)
Defines details relevant to the calculation of the aggregate weather index amount.
Type:
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:
Content:
complex, 2 elements
Defined:
calculationAgent (defined in MandatoryEarlyTermination complexType)
The ISDA Calculation Agent responsible for performing duties associated with an optional early termination.
Type:
Content:
complex, 2 elements
Defined:
calculationAgent (defined in OptionalEarlyTermination complexType)
The ISDA Calculation Agent responsible for performing duties associated with an optional early termination.
Type:
Content:
complex, 2 elements
Defined:
calculationAgent (in swaption)
The ISDA Calculation Agent responsible for performing duties associated with an optional early termination.
Type:
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:
Content:
simple, 2 attributes
Defined:
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:
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:
Content:
complex, 2 elements
Defined:
calculationAgentParty
The ISDA calculation agent responsible for performing duties as defined in the applicable product definitions.
Type:
Content:
simple
Defined:
calculationAgentPartyReference
A pointer style reference to a party identifier defined elsewhere in the document.
Type:
Content:
empty, 1 attribute
Defined:
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:
Content:
complex, 1 attribute, 3 elements
Defined:
calculationAmount (in protectionTerms)
The notional amount of protection coverage.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
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:
Content:
complex, 1 attribute, 2 elements
Defined:
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:
Content:
complex, 1 attribute, 3 elements
Defined:
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:
Content:
complex, 1 attribute, 3 elements
Defined:
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:
Content:
complex, 1 attribute, 3 elements
Defined:
calculationDefinition
A freetext field which allows the sender to add further details around the business event.
Type:
xsd:normalizedString
Content:
simple
Defined:
calculationEndDate
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
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:
Content:
simple
Defined:
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:
Content:
simple
Defined:
calculationPeriod (in paymentCalculationPeriod)
The parameters used in the calculation of a fixed or floating rate calculation period amount.
Type:
Content:
complex, 1 attribute, 12 elements
Defined:
calculationPeriod (in weatherCalculationPeriods)
Type:
Content:
complex, 2 elements
Defined:
calculationPeriodAmount
The calculation period amount parameters.
Type:
Content:
complex, 2 elements
Defined:
calculationPeriodDates
The calculation periods dates schedule.
Type:
Content:
complex, 1 attribute, 11 elements
Defined:
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:
Content:
complex, 1 attribute, 3 elements
Defined:
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:
Content:
complex, 1 attribute, 3 elements
Defined:
calculationPeriodDatesReference (in dateRelativeToCalculationPeriodDates)
A set of href pointers to calculation period dates defined somewhere else in the document.
Type:
Content:
empty, 1 attribute
Defined:
calculationPeriodDatesReference (in interestLegResetDates)
A pointer style reference to the associated calculation period dates component defined elsewhere in the document.
Type:
Content:
empty, 1 attribute
Defined:
calculationPeriodDatesReference (in notionalStepParameters)
A pointer style reference to the associated calculation period dates component defined elsewhere in the document.
Type:
Content:
empty, 1 attribute
Defined:
calculationPeriodDatesReference (in paymentDates defined in InterestRateStream complexType)
A pointer style reference to the associated calculation period dates component defined elsewhere in the document.
Type:
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:
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:
Content:
empty, 1 attribute
Defined:
calculationPeriodEndDay
Type:
Content:
simple, 1 attribute
Defined:
calculationPeriodFirstDay
Type:
Content:
simple, 1 attribute
Defined:
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:
Content:
complex, 1 attribute, 3 elements
Defined:
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:
Content:
complex, 1 attribute, 3 elements
Defined:
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:
Content:
complex, 1 attribute, 3 elements
Defined:
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:
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:
calculationPeriods (defined in CommodityAsian.model group)
An absolute representation of the Calculation Period start dates of the Commodity Option Transaction.
Type:
Content:
complex, 1 attribute, 3 elements
Defined:
calculationPeriods (defined in CommodityCalculationPeriods.model group)
The Calculation Period start dates for this leg of the swap.
Type:
Content:
complex, 1 attribute, 3 elements
Defined:
calculationPeriods (in commodityBasketOption)
An absolute representation of the Calculation Period start dates of the Commodity Option Transaction.
Type:
Content:
complex, 1 attribute, 3 elements
Defined:
calculationPeriodsDatesReference
A pointer style reference to single-day-duration Calculation Periods defined on another leg.
Type:
Content:
empty, 1 attribute
Defined:
calculationPeriodsReference
A pointer style reference to the Calculation Periods defined on another leg.
Type:
Content:
empty, 1 attribute
Defined:
calculationPeriodsSchedule (defined in CommodityAsian.model group)
A parametric representation of the Calculation Periods of the Commodity Option Transaction.
Type:
Content:
complex, 1 attribute, 3 elements
Defined:
calculationPeriodsSchedule (defined in CommodityCalculationPeriods.model group)
The Calculation Periods for this leg of the swap.
Type:
Content:
complex, 1 attribute, 3 elements
Defined:
calculationPeriodsSchedule (in commodityBasketOption)
A parametric representation of the Calculation Periods of the Commodity Option Transaction.
Type:
Content:
complex, 1 attribute, 3 elements
Defined:
calculationPeriodsScheduleReference
A pointer style reference to the Calculation Periods Schedule defined on another leg.
Type:
Content:
empty, 1 attribute
Defined:
calculationProcedure (in partialDerivative)
The method by which a derivative is computed, e.g. analytic, numerical model, perturbation, etc., and the corresponding parameters
Type:
Content:
complex, 6 elements
Defined:
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:
Content:
complex, 6 elements
Defined:
calculationStartDate
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
calendarSource (defined in CommodityPricingDates complexType)
Used in conjunction with an exchange-based pricing source.
Type:
Content:
simple
Defined:
calendarSource (defined in CommodityValuationDates complexType)
Used in conjunction with an exchange-based pricing source.
Type:
Content:
simple
Defined:
calendarSpread
Definition of the later expiration date in a calendar spread.
Type:
Content:
complex, 1 element
Defined:
callCurrency
The currency which: - the option buyer will receive (buy) - the option writer will pay (sell)
Type:
Content:
simple, 1 attribute
Defined:
callCurrencyAmount
The currency amount that the option gives the right to buy.
Type:
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:
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:
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:
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:
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:
Content:
complex, 1 element
Defined:
cancellationEvent
The adjusted dates for an individual cancellation date.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
capFloor
A cap, floor or cap floor structures product definition.
Type:
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:
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:
Content:
complex, 3 elements
Defined:
locally within </