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 RateLimits complexType in fpml-loan-5-8.xsd; see XML source
capRate (in floatingRateDefinition)
The cap rate, if any, which applies to the floating rate for the calculation period.
Type:
Content:
complex, 1 attribute, 3 elements
Defined:
capRateSchedule
The cap rate or cap rate schedule, if any, which applies to the floating rate.
Type:
Content:
complex, 1 attribute, 4 elements
Defined:
cash
Identifies a simple underlying asset type that is a cash payment.
Type:
Content:
complex, 1 attribute, 3 elements
Subst.Gr:
may substitute for element underlyingAsset
Defined:
Used:
never
cash (in collateral defined in RepoTransactionLeg complexType)
An element to define cash amount as collateral.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
cashflowAmount
Cash flow amount in a given currency to be paid/received.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
cashflowId
Unique identifier for a cash flow.
Type:
Content:
simple, 1 attribute
Defined:
cashflows
The cashflows representation of the swap stream.
Type:
Content:
complex, 3 elements
Defined:
cashflowsMatchParameters
A true/false flag to indicate whether the cashflows match the parametric definition of the stream, i.e. whether the cashflows could be regenerated from the parameters without loss of information.
Type:
xsd:boolean
Content:
simple
Defined:
locally within Cashflows complexType in fpml-ird-5-8.xsd; see XML source
cashflowType (defined in QuotationCharacteristics.model group)
For cash flows, the type of the cash flows.
Type:
Content:
simple, 1 attribute
Defined:
cashflowType (in grossCashflow)
Defines the type of cash flow.
Type:
Content:
simple, 1 attribute
Defined:
cashPayable
Defines the overall net cash payable, as well as, the breakdown of individual cashflows.
Type:
Content:
complex, 6 elements
Defined:
cashPriceAlternateMethod
An ISDA defined cash settlement method used for the determination of the applicable cash settlement amount.
Type:
Content:
complex, 3 elements
Defined:
cashPriceMethod
An ISDA defined cash settlement method used for the determination of the applicable cash settlement amount.
Type:
Content:
complex, 3 elements
Defined:
cashSettlement (defined in FxPerformanceSwap complexType)
Specifies the currency and fixing details for cash settlement.
Type:
Content:
complex, 4 elements
Defined:
cashSettlement (defined in FxVanillaPayoffRegion complexType)
Cash settlement currency.
Type:
Content:
complex, 4 elements
Defined:
cashSettlement (defined in MandatoryEarlyTermination complexType)
If specified, this means that cash settlement is applicable to the transaction and defines the parameters associated with the cash settlement prodcedure.
Type:
Content:
complex, 1 attribute, 10 elements
Defined:
cashSettlement (defined in OptionalEarlyTermination complexType)
If specified, this means that cash settlement is applicable to the transaction and defines the parameters associated with the cash settlement prodcedure.
Type:
Content:
complex, 1 attribute, 10 elements
Defined:
cashSettlement (defined in OptionExercise complexType)
Type:
Content:
complex, 1 attribute, 6 elements
Defined:
cashSettlement (in amount in returnLeg)
If true, then cash settlement is applicable.
Type:
xsd:boolean
Content:
simple
Defined:
cashSettlement (in fxAccrualForward)
Cash settlement currency.
Type:
Content:
complex, 4 elements
Defined:
cashSettlement (in fxOption)
Specifies the currency and fixing details for cash settlement.
Type:
Content:
complex, 6 elements
Defined:
locally within FxOption complexType in fpml-fx-5-8.xsd; see XML source
cashSettlement (in straddle)
Specifies the currency and fixing details for cash settlement.
Type:
Content:
complex, 4 elements
Defined:
locally within FxStraddle complexType in fpml-fx-5-8.xsd; see XML source
cashSettlement (in swaption)
If specified, this means that cash settlement is applicable to the transaction and defines the parameters associated with the cash settlement procedure.
Type:
Content:
complex, 1 attribute, 10 elements
Defined:
locally within Swaption complexType in fpml-ird-5-8.xsd; see XML source
cashSettlementAmount
The amount paid by the seller to the buyer for cash settlement on the cash settlement date.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
cashSettlementBusinessDays
The number of business days used in the determination of the cash settlement payment date.
Type:
xsd:nonNegativeInteger
Content:
simple
Defined:
cashSettlementCurrency (defined in CashPriceMethod complexType)
The currency in which the cash settlement amount will be calculated and settled.
Type:
Content:
simple, 1 attribute
Defined:
cashSettlementCurrency (in crossCurrencyMethod)
The currency, or currencies, in which the cash settlement amount(s) will be calculated and settled.
Type:
Content:
simple, 1 attribute
Defined:
cashSettlementOnly
An obligation and deliverable obligation characteristic.
Type:
xsd:boolean
Content:
simple
Defined:
locally within Obligations complexType in fpml-cd-5-8.xsd; see XML source
cashSettlementPaymentDate
The date on which the cash settlement amount will be paid, subject to adjustment in accordance with any applicable business day convention.
Type:
Content:
complex, 1 attribute, 3 elements
Defined:
cashSettlementReferenceBanks (defined in CashPriceMethod complexType)
A container for a set of reference institutions.
Type:
Content:
complex, 1 attribute, 1 element
Defined:
cashSettlementReferenceBanks (in crossCurrencyMethod)
A container for a set of reference institutions.
Type:
Content:
complex, 1 attribute, 1 element
Defined:
cashSettlementReferenceBanks (in settlementRateSource defined in YieldCurveMethod complexType)
A container for a set of reference institutions.
Type:
Content:
complex, 1 attribute, 1 element
Defined:
cashSettlementTerms
This element contains all the ISDA terms relevant to cash settlement for when cash settlement is applicable.
Type:
Content:
complex, 1 attribute, 13 elements
Defined:
cashSettlementValuationDate
The date on which the cash settlement amount will be determined according to the cash settlement method if the parties have not otherwise been able to agree the cash settlement amount.
Type:
Content:
complex, 1 attribute, 8 elements
Defined:
cashSettlementValuationTime
The time of the cash settlement valuation date when the cash settlement amount will be determined according to the cash settlement method if the parties have not otherwise been able to agree the cash settlement amount.
Type:
Content:
complex, 2 elements
Defined:
cashTransfer
A transfer of a cash amount between two parties.
Type:
Content:
complex, 1 attribute, 7 elements
Defined:
locally within Transfer complexType in fpml-repo-5-8.xsd; see XML source
category (defined in DeliverableObligations complexType)
Used in both obligations and deliverable obligations to represent a class or type of securities which apply.
Type:
Content:
simple
Defined:
category (defined in Obligations complexType)
Used in both obligations and deliverable obligations to represent a class or type of securities which apply.
Type:
Content:
simple
Defined:
locally within Obligations complexType in fpml-cd-5-8.xsd; see XML source
category (defined in PartyTradeInformation complexType)
Used to categorize trades into user-defined categories, such as house trades vs. customer trades.
Type:
Content:
simple, 1 attribute
Defined:
category (in advisory)
The category or type of the notification message, e.g. availability, product coverage, rules, etc.
Type:
Content:
simple, 1 attribute
Defined:
category (in packageInformation)
Used to categorize trades into user-defined categories, such as house trades vs. customer trades.
Type:
Content:
simple, 1 attribute
Defined:
change (defined in ChangeEvents.model group)
Type:
Content:
complex, 6 elements
Defined:
change (in tradeChangeAdvice)
Describes the details of the change.
Type:
Content:
complex, 6 elements
Defined:
change (in tradeChangeAdviceRetracted)
Describes the details of the change being retracted.
Type:
Content:
complex, 6 elements
Defined:
changeEvent
Abstract substitutable place holder for specific change details.
Type:
Content:
complex, 1 element
Subst.Gr:
may be substituted with 3 elements
Defined:
Used:
changeInKnownAmount
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
changeInLaw
If true, then change in law is applicable.
Type:
xsd:boolean
Content:
simple
Defined:
changeInNotionalAmount (defined in TradeLegNotionalChange.model group)
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
changeInNotionalAmount (defined in TradeNotionalChange.model group)
Specifies the fixed amount by which the Notional Amount changes.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
changeInNotionalSchedule
Type:
Content:
complex, 1 attribute, 3 elements
Defined:
changeInNumberOfOptions (defined in TradeLegNumberOfOptionsChange.model group)
Type:
xsd:decimal
Content:
simple
Defined:
changeInNumberOfOptions (defined in TradeNotionalChange.model group)
Specifies the fixed amount by which the Number of Options changes
Type:
xsd:decimal
Content:
simple
Defined:
changeInNumberOfUnits (defined in TradeLegNumberOfUnitsChange.model group)
Type:
xsd:decimal
Content:
simple
Defined:
changeInNumberOfUnits (defined in TradeNotionalChange.model group)
Specifies the fixed amount by which the Number of Units changes
Type:
xsd:decimal
Content:
simple
Defined:
city
The city component of a postal address.
Type:
Content:
simple
Defined:
locally within Address complexType in fpml-shared-5-8.xsd; see XML source
classification
The party's industry sector classification.
Type:
Content:
simple, 1 attribute
Defined:
cleanNetPrice
The net price excluding accrued interest.
Type:
xsd:decimal
Content:
simple
Defined:
locally within Price complexType in fpml-asset-5-8.xsd; see XML source
cleanPrice
Bond clean price, expressed in percentage points, 100 is the initial value of the bond.
Type:
xsd:decimal
Content:
simple
Defined:
clearanceSystem
Identification of the clearance system associated with the transaction exchange.
Type:
Content:
simple, 1 attribute
Defined:
cleared (defined in TradeProcessingTimestamps complexType)
When this trade was cleared.
Type:
xsd:dateTime
Content:
simple
Defined:
cleared (in clearing)
The trades or events generated by the clearing service as a result of clearing.
Type:
Content:
complex, 4 elements
Defined:
clearedDate
If the trade was cleared (novated) through a central counterparty clearing service, this represents the date the trade was cleared (transferred to the central counterparty).
Type:
Content:
simple, 1 attribute
Defined:
locally within TradeHeader complexType in fpml-doc-5-8.xsd; see XML source
clearedPhysicalSettlement
Specifies whether the swap resulting from physical settlement of the swaption transaction will clear through a clearing house.
Type:
xsd:boolean
Content:
simple
Defined:
clearing
Type:
Content:
complex, 2 elements
Defined:
clearingAcknowledgement
Type:
Content:
complex, 3 attributes, 10 elements
Defined:
Used:
never
clearingConfirmed
Type:
Content:
complex, 3 attributes, 19 elements
Defined:
Used:
never
clearingEligibility
Type:
Content:
complex, 3 attributes, 15 elements
Defined:
Used:
never
clearingEligibilityAcknowledgement
Type:
Content:
complex, 3 attributes, 9 elements
Defined:
Used:
never
clearingEligibilityException
Type:
Content:
complex, 3 attributes, 7 elements
Defined:
Used:
never
clearingException
Type:
Content:
complex, 3 attributes, 7 elements
Defined:
Used:
never
clearingInstructions (defined in CommodityPhysicalExercise complexType)
Specifies any instructions on how the physical settlement is to be effected when the option is exercised.
Type:
Content:
complex, 2 elements
Defined:
clearingInstructions (defined in OptionExercise complexType)
Type:
Content:
complex, 2 elements
Defined:
clearingInstructions (in creditDefaultSwapOption)
Specifies any instructions on how the physical settlement is to be effected when the option is exercised.
Type:
Content:
complex, 2 elements
Defined:
clearingInstructions (in dividendSwapOptionTransactionSupplement)
Specifies any instructions on how the physical settlement is to be effected when the option is exercised.
Type:
Content:
complex, 2 elements
Defined:
clearingInstructions (in varianceOptionTransactionSupplement)
Specifies any instructions on how the physical settlement is to be effected when the option is exercised.
Type:
Content:
complex, 2 elements
Defined:
clearingRefused
Type:
Content:
complex, 3 attributes, 13 elements
Defined:
Used:
never
clearingRequirements
Type:
Content:
complex, 3 elements
Defined:
clearingStatus
Type:
Content:
complex, 3 attributes, 9 elements
Defined:
Used:
never
clearingStatus (defined in PartyTradeInformation complexType)
Describes the status with respect to clearing (e.g.
Type:
Content:
simple, 1 attribute
Defined:
clearingStatus (in packageInformation)
Describes the status with respect to clearing (e.g.
Type:
Content:
simple, 1 attribute
Defined:
clearingStatusItem
Describes the status of the clearing process relating to the identified trade.
Type:
Content:
complex, 8 elements
Defined:
clearingStatusValue
The status of the clearing process for the identified trade.
Type:
Content:
simple, 1 attribute
Defined:
clipSize
Type:
xsd:integer
Content:
simple
Defined:
closingLevel
If true this contract will strike off the closing level of the default exchange traded contract.
Type:
xsd:boolean
Content:
simple
Defined:
coal
The specification of the Coal Product to be delivered.
Type:
Content:
complex, 6 elements
Defined:
coalPhysicalLeg
Physically settled coal leg.
Type:
Content:
complex, 1 attribute, 8 elements
Subst.Gr:
may substitute for element commoditySwapLeg
Defined:
globally in fpml-com-5-8.xsd; see XML source
Used:
never
coalProductSpecifications
The type of coal product to be delivered specified in full.
Type:
Content:
complex, 2 elements
Defined:
locally within CoalProduct complexType in fpml-com-5-8.xsd; see XML source
coBorrowerPartyReference
Party references to co-borrowers as listed on the credit agreement.
Type:
Content:
empty, 1 attribute
Defined:
coefficient
The coefficient by which this term is multiplied, typically 1 or -1.
Type:
xsd:decimal
Content:
simple
Defined:
collateral (defined in RepoTransactionLeg complexType)
Collateral element is used to carry the quantity and price details that are required to ensure that a repo contract is executed at fair value, with the value of the collateral matching the cash amount of the repo.
Type:
Content:
complex, 13 elements
Defined:
collateral (defined in Trade complexType)
Defines collateral obiligations of a Party
Type:
Content:
complex, 1 element
Defined:
locally within Trade complexType in fpml-doc-5-8.xsd; see XML source
collateral (in allocation)
The sum that must be posted upfront to collateralize against counterparty credit risk.
Type:
Content:
complex, 1 element
Defined:
collateralAllocation
Allocation details
Type:
Content:
complex, 3 elements
Defined:
collateralAllocationAccepted
Type:
Content:
complex, 3 attributes, 6 elements
Defined:
Used:
never
collateralAllocationAcknowledgement
Type:
Content:
complex, 3 attributes, 9 elements
Defined:
Used:
never
collateralAllocationRejected
Type:
Content:
complex, 3 attributes, 7 elements
Defined:
Used:
never
collateralGiverPartyReference
The party paying the margin / issuing the allocation request.
Type:
Content:
empty, 1 attribute
Defined:
collateralizationType
Specifies whether this party posts collateral.
Type:
Content:
simple, 1 attribute
Defined:
collateralizedCashPriceMethod
An ISDA defined cash settlement method used for the determination of the applicable cash settlement amount.
Type:
Content:
complex, 2 elements
Defined:
collateralPortfolio
Provides a name, code, or other identifier for the collateral portfolio to which this belongs.
Type:
Content:
simple, 2 attributes
Defined:
collateralValueAllocation
Collateral allocation by value.
Type:
Content:
complex, 2 elements
Defined:
commencementDate (defined in CommodityExercisePeriods complexType)
The first day of the exercise period for an American style option.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
commencementDate (defined in FxDigitalAmericanExercise complexType)
The earliest date on which the option can be exercised.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
commencementDate (defined in GenericOptionAttributes.model group)
For options, the earliest exercise date of the option (corresponds to the option lock-out period).
Type:
Content:
complex, 1 attribute, 4 elements
Defined:
commencementDate (defined in SharedAmericanExercise complexType)
The first day of the exercise period for an American style option.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
commencementDate (in americanExercise)
The first day of the exercise period for an American style option.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
commencementDates
The first day(s) of the exercise period(s) for an American-style option.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
comment
A freetext field which allows the sender to add further details around the business event.
Type:
xsd:normalizedString
Content:
simple
Defined:
locally within LoanEvent complexType in fpml-loan-5-8.xsd; see XML source
comments (defined in Resource complexType)
Any additional comments that are deemed necessary.
Type:
Content:
simple
Defined:
locally within Resource complexType in fpml-shared-5-8.xsd; see XML source
comments (defined in SyndicatedLoanStatement complexType)
A free-form, manually entered field which will be used by users directly for additional information.
Type:
xsd:string
Content:
simple
Defined:
commission
This optional component specifies the commission to be charged for executing the hedge transactions.
Type:
Content:
complex, 5 elements
Defined:
locally within Price complexType in fpml-asset-5-8.xsd; see XML source
commissionAmount
The commission amount, expressed in the way indicated by the commissionType element.
Type:
xsd:decimal
Content:
simple
Defined:
locally within Commission complexType in fpml-asset-5-8.xsd; see XML source
commissionDenomination
The type of units used to express a commission.
Type:
Content:
simple
Defined:
locally within Commission complexType in fpml-asset-5-8.xsd; see XML source
commissionPerTrade
The total commission per trade.
Type:
xsd:decimal
Content:
simple
Defined:
locally within Commission complexType in fpml-asset-5-8.xsd; see XML source
commitment
The global and share amount of principal commitment.
Type:
Content:
complex, 6 elements
Defined:
commitmentAdjustment
Type:
Content:
complex, 16 elements
Subst.Gr:
may substitute for element facilityEventGroup
Defined:
globally in fpml-loan-5-8.xsd; see XML source
Used:
never
commitmentAdjustment (in repaymentWithCANotification)
Type:
Content:
complex, 16 elements
Defined:
commitmentAdjustment (in rolloverNotification)
Type:
Content:
complex, 16 elements
Defined:
commitmentChange
The date on which a facility increase/decrease has/will occur.
Type:
Content:
complex, 3 elements
Defined:
commitmentSchedule (defined in CommitmentAdjustment complexType)
The amortization schedule associated with the facility commitment.
Type:
Content:
complex, 1 element
Defined:
commitmentSchedule (defined in FacilityCommitment.model group)
The commitment schedule associated with the facility.
Type:
Content:
complex, 1 element
Defined:
commodity
Identifies the underlying asset when it is a listed commodity.
Type:
Content:
complex, 1 attribute, 16 elements
Subst.Gr:
may substitute for element underlyingAsset
Defined:
Used:
commodity (defined in CommodityBasketUnderlyingBase complexType)
Specifies the underlying component.
Type:
Content:
complex, 1 attribute, 16 elements
Defined:
commodity (defined in CommodityUnderlyerChoice.model group)
Describes the swap's underlyer when it has only one asset component.
Type:
Content:
complex, 1 attribute, 16 elements
Defined:
commodity (in commodityDigitalOption)
Specifies the underlying instrument.
Type:
Content:
complex, 1 attribute, 16 elements
Defined:
commodity (in commodityOption)
Specifies the underlying instrument.
Type:
Content:
complex, 1 attribute, 16 elements
Defined:
commodity (in floatingLeg)
Specifies the underlying instrument.
Type:
Content:
complex, 1 attribute, 16 elements
Defined:
commodityBase
A coding scheme value to identify the base type of the commodity being traded.
Type:
Content:
simple, 1 attribute
Defined:
commodityBasket
Describes the swap's underlyer when it has multiple asset components.
Type:
Content:
complex, 5 elements
Defined:
commodityBasketOption
Defines a commodity basket option product.
Type:
Content:
complex, 1 attribute, 28 elements
Subst.Gr:
may substitute for element product
Defined:
globally in fpml-com-5-8.xsd; see XML source
Used:
never
commodityDetails
A coding scheme value to identify the commodity being traded more specifically.
Type:
Content:
simple, 1 attribute
Defined:
commodityDigitalOption
Defines a commodity digital option product.
Type:
Content:
complex, 1 attribute, 27 elements
Subst.Gr:
may substitute for element product
Defined:
globally in fpml-com-5-8.xsd; see XML source
Used:
never
commodityFixedInterestCalculation
Specifies the interest payment amount on a return swap.
Type:
Content:
complex, 2 elements
Defined:
commodityForward
Defines a commodity forward product.
Type:
Content:
complex, 1 attribute, 13 elements
Subst.Gr:
may substitute for element product
Defined:
globally in fpml-com-5-8.xsd; see XML source
Used:
commodityForwardLeg
Defines the substitutable commodity forward leg.
Type:
Content:
empty, 1 attribute
Abstract:
(may not be used directly in instance XML documents)
Subst.Gr:
may be substituted with 2 elements
Defined:
globally in fpml-com-5-8.xsd; see XML source
Used:
commodityInterestLeg
Specifies the fixed payments of a commodity performance swap.
Type:
Content:
complex, 1 attribute, 16 elements
Subst.Gr:
may substitute for element commodityPerformanceSwapLeg
Defined:
globally in fpml-com-5-8.xsd; see XML source
Used:
never
commodityOption
Defines a commodity option product.
Type:
Content:
complex, 1 attribute, 45 elements
Subst.Gr:
may substitute for element product
Defined:
globally in fpml-com-5-8.xsd; see XML source
Used:
never
commodityPerformanceSwap
A swap the payoff of which is linked to the performance of the underlying asset.
Type:
Content:
complex, 1 attribute, 14 elements
Subst.Gr:
may substitute for element product
Defined:
globally in fpml-com-5-8.xsd; see XML source
Used:
never
commodityPerformanceSwapLeg
A placeholder within 'commodityPerformanceSwap' structure for the actual commodity swap legs (e.g.
Type:
Content:
complex, 1 attribute, 4 elements
Abstract:
(may not be used directly in instance XML documents)
Subst.Gr:
may be substituted with 3 elements
Defined:
globally in fpml-com-5-8.xsd; see XML source
Used:
commodityReturnCalculation
Specifies, in relation to each Payment Date, the return percentage which, when multiplied times the notional amount is the amount to which the Payment Date relates.
Type:
Content:
complex, 4 elements
Defined:
commodityReturnLeg
Specifies the return payments of a commodity return swap.
Type:
Content:
complex, 1 attribute, 18 elements
Subst.Gr:
may substitute for element commodityPerformanceSwapLeg
Defined:
globally in fpml-com-5-8.xsd; see XML source
Used:
never
commoditySwap
Defines a commodity swap product.
Type:
Content:
complex, 1 attribute, 14 elements
Subst.Gr:
may substitute for element product
Defined:
globally in fpml-com-5-8.xsd; see XML source
Used:
commoditySwap (in commoditySwaption)
The underlying commodity swap definiton.
Type:
Content:
complex, 9 elements
Defined:
commoditySwapLeg
Defines the substitutable commodity swap leg
Type:
Content:
empty, 1 attribute
Abstract:
(may not be used directly in instance XML documents)
Subst.Gr:
may be substituted with 7 elements
Defined:
globally in fpml-com-5-8.xsd; see XML source
Used:
commoditySwaption
Defines a commodity swaption product
Type:
Content:
complex, 1 attribute, 17 elements
Subst.Gr:
may substitute for element product
Defined:
globally in fpml-com-5-8.xsd; see XML source
Used:
never
commodityVarianceLeg
Specifies the variance payments of a commodity variance swap.
Type:
Content:
complex, 1 attribute, 20 elements
Subst.Gr:
may substitute for element commodityPerformanceSwapLeg
Defined:
globally in fpml-com-5-8.xsd; see XML source
Used:
never
commonPricing
If Common Pricing is elected (“true”) for a Transaction with referencing more than one Commodity Reference Price then no date will be a Pricing Date unless such a date is a day on which all Commodity Reference Prices are scheduled to be published.
Type:
xsd:boolean
Content:
simple
Defined:
compliancePeriod
Applies to E.U.
Type:
Content:
complex, 2 elements
Defined:
componentDescription
Text description of the component
Type:
Content:
simple
Defined:
componentReference
A reference to a component of the strategy (typically a product).
Type:
Content:
empty, 1 attribute
Defined:
componentSecurityIndexAnnexFallback
For an index option transaction, a flag to indicate whether a relevant Component Security Index Annex is applicable to the transaction.
Type:
xsd:boolean
Content:
simple
Defined:
composite
If “Composite” is specified as the Settlement Type in the relevant Transaction Supplement, an amount in the Settlement Currency, determined by the Calculation Agent as being equal to the number of Options exercised or deemed exercised, multiplied by: (Settlement Price – Strike Price) / (Strike Price – Settlement Price) x Multiplier provided that if the above is equal to a negative amount the Option Cash Settlement Amount shall be deemed to be zero.
Type:
Content:
complex, 3 elements
Defined:
compositionOfCombinedConsideration
If present and true, then composition of combined consideration is applicable.
Type:
xsd:boolean
Content:
simple
Defined:
compounding (in interestCalculation)
Defines compounding rates on the Interest Leg.
Type:
Content:
complex, 4 elements
Defined:
compounding (in interestShortfall)
Type:
xsd:boolean
Content:
simple
Defined:
compoundingDates
Defines the compounding dates.
Type:
Content:
complex, 1 attribute, 3 elements
Defined:
compoundingFrequency
The frequency at which the rates are compounded (e.g. continuously compounded).
Type:
Content:
simple, 1 attribute
Defined:
compoundingMethod (in calculation in calculationPeriodAmount)
If more that one calculation period contributes to a single payment amount this element specifies whether compounding is applicable, and if so, what compounding method is to be used.
Type:
Content:
simple
Defined:
locally within Calculation complexType in fpml-ird-5-8.xsd; see XML source
compoundingMethod (in compounding in interestCalculation)
If more that one calculation period contributes to a single payment amount this element specifies whether compounding is applicable, and if so, what compounding method is to be used.
Type:
Content:
simple
Defined:
compoundingMethod (in interestAccrualsMethod)
If more that one calculation period contributes to a single payment amount this element specifies whether compounding is applicable, and if so, what compounding method is to be used.
Type:
Content:
simple
Defined:
compoundingRate
Defines a compounding rate.
Type:
Content:
complex, 2 elements
Defined:
compoundingSpread
Defines the spread to be used for compounding.
Type:
xsd:decimal
Content:
simple
Defined:
compressedTrade
Specifies whether this trade is a result of compression activity.
Type:
xsd:boolean
Content:
simple
Defined:
compressionActivity
Compression information for the trade.
Type:
Content:
complex, 5 elements
Defined:
compressionType
Type:
Content:
simple, 1 attribute
Defined:
condition (defined in FxAccrualKnockoutBarrier.model group)
"Specifies whether the trigger direction is "AtOrAbove", "AtOrBelow", "Above" or "Below"; that is, that a barrier event occurs if the spot rate is at or above,, at or below, strictly above or strictly below the trigger level during the period of observation.
Type:
Content:
simple
Defined:
condition (defined in FxAccrualRegionUpperBound complexType)
AtOrBelow, Below.
Type:
Content:
simple
Defined:
condition (defined in FxBarrier.model group)
Defines the condition when the barrier applies: AtOrAbove, AtOrBelow, Above, Below.
Type:
Content:
simple
Defined:
condition (defined in FxPayoffCap complexType)
Condition in which Cap or Floor applies.
Type:
Content:
simple
Defined:
condition (defined in FxRegionLowerBound complexType)
AtOrAbove, Above.
Type:
Content:
simple
Defined:
condition (defined in FxRegionUpperBound complexType)
AtOrBelow, Below.
Type:
Content:
simple
Defined:
condition (in lowerBound defined in FxAccrualRegionBound.model group)
AtOrAbove, Above.
Type:
Content:
simple
Defined:
condition (in payoffLeverage defined in FxVanillaPayoffRegion complexType)
Condition in which leverage applies.
Type:
Content:
simple
Defined:
condition (in payoffLeverage in vanillaPayoffRegion in fxAccrualForward)
Condition in which leverage applies.
Type:
Content:
simple
Defined:
conditionalFixings
Number of fixings that are in the money.
Type:
xsd:integer
Content:
simple
Defined:
conditionPrecedentBond
To indicate whether the Condition Precedent Bond is applicable.
Type:
xsd:boolean
Content:
simple
Defined:
conditionsPrecedentMet
An enumeration which describes whether the condition precent have been met, not met or been waived.
Type:
Content:
simple
Defined:
locally within Borrowing complexType in fpml-loan-5-8.xsd; see XML source
confirmationAcknowledgement
A business acknowledgement message to indicate that the previously sent message was sucessfully processed.
Type:
Content:
complex, 3 attributes, 10 elements
Defined:
Used:
never
confirmationAgreed
The confirmationAgreed message is sent when the matching process returns a proposed match (trade or event) and the Confirmation Requester agrees with it.
Type:
Content:
complex, 3 attributes, 20 elements
Defined:
Used:
never
confirmationDisputed
The confirmationDisputed message is sent when the matching process returns a proposed match (trade or event) and the Confirmation Requester disputes it.
Type:
Content:
complex, 3 attributes, 21 elements
Defined:
Used:
never
confirmationException
A message sent to inform another system that some exception has been detected.
Type:
Content:
complex, 3 attributes, 7 elements
Defined:
Used:
never
confirmationMethod
Used to describe how the trade was confirmed, e.g via a confirmation facility, via private electronic service, or via written documentation.
Type:
Content:
simple, 1 attribute
Defined:
confirmationStatus
The confirmationStatus message provides the status of the matching process: matched, mismatched, unmatched, or alleged.
Type:
Content:
complex, 3 attributes, 12 elements
Defined:
Used:
never
confirmed
When this trade was confirmed.
Type:
xsd:dateTime
Content:
simple
Defined:
consentAcknowledgement
Type:
Content:
complex, 3 attributes, 10 elements
Defined:
Used:
never
consenterRole
Determines who is required to grant consent for this consent type.
Type:
Content:
simple, 1 attribute
Defined:
consentException
Type:
Content:
complex, 3 attributes, 7 elements
Defined:
Used:
never
consentGranted
Type:
Content:
complex, 3 attributes, 23 elements
Defined:
Used:
never
consentRefused
Type:
Content:
complex, 3 attributes, 23 elements
Defined:
Used:
never
consentRequiredLoan
A deliverable obligation characteristic.
Type:
Content:
complex, 2 elements
Defined:
constantNotionalScheduleReference
A pointer style reference to the associated constant notional schedule defined elsewhere in the document which contains the currency amounts which will be converted into the varying notional currency amounts using the spot currency exchange rate.
Type:
Content:
empty, 1 attribute
Defined:
constituentExchangeId
Identification of all the exchanges where constituents are traded.
Type:
Content:
simple, 1 attribute
Defined:
constituentWeight (in basketConstituent)
Specifies the weight of each of the underlyer constituent within the basket, either in absolute or relative terms.
Type:
Content:
complex, 3 elements
Defined:
constituentWeight (in referencePoolItem)
Describes the weight of each of the constituents within the basket.
Type:
Content:
complex, 3 elements
Defined:
constituentWeight (in underlying in notionalAmountBasket)
If the Notional Quantity is specified in a unit that does not match the unit in which the Commodity Reference Price is quoted, the scaling or conversion factor used to convert the Commodity Reference Price unit into the Notional Quantity unit should be stated here.
Type:
Content:
simple
Defined:
contactInfo (defined in Party.model group)
Information on how to contact the party using various means.
Type:
Content:
complex, 3 elements
Defined:
contactInfo (in businessUnit)
Information on how to contact the unit using various means.
Type:
Content:
complex, 3 elements
Defined:
contactInfo (in person)
Information on how to contact the individual using various means.
Type:
Content:
complex, 3 elements
Defined:
locally within Person complexType in fpml-shared-5-8.xsd; see XML source
contingency
The conditions under which the party specified in contingentParty will be excused from damages if transmission is interrupted or curtailed.
Type:
Content:
simple, 1 attribute
Defined:
contingentParty
The party to which the contingency applies.
Type:
Content:
empty, 1 attribute
Defined:
continuity
An obligation and deliverable obligation characteristic.
Type:
xsd:boolean
Content:
simple
Defined:
locally within Obligations complexType in fpml-cd-5-8.xsd; see XML source
contract (defined in LoanContractDetails.model group)
Type:
Content:
complex, 9 elements
Defined:
contract (in accrualOptionChangeNotification)
Type:
Content:
complex, 9 elements
Defined:
contract (in currentContracts)
New or existing loan contracts defined as the result of the rollover.
Type:
Content:
complex, 9 elements
Defined:
contractId (defined in ContractIdentifier complexType)
A contract id which is not version aware.
Type:
Content:
simple, 2 attributes
Defined:
contractId (in versionedContractId)
Type:
Content:
simple, 2 attributes
Defined:
contractIdentifier
A deal summary structure.
Type:
Content:
complex, 1 attribute, 4 elements
Defined:
contractRate
For a DRY Voyage Charter or Time Charter Commodity Swap, the price per relevant unit for pruposes of the calculation of a Fixed Amount.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
contractRateStep
For a DRY Voyage Charter or Time Charter Freight Swap, the price per relevant unit for pruposes of the calculation of a Fixed Amount for a given Calculation Period during the life of the trade.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
contractReference
Specifies the contract that can be referenced, besides the undelyer type.
Type:
Content:
simple
Defined:
contractSummary
A facility summary structure.
Type:
Content:
complex, 3 elements
Defined:
contractualDefinitions (in documentation)
The definitions such as those published by ISDA that will define the terms of the trade.
Type:
Content:
simple, 1 attribute
Defined:
contractualDefinitions (in novation)
The definitions (such as those published by ISDA) that will define the terms of the novation transaction.
Type:
Content:
simple, 1 attribute
Defined:
contractualMatrix
A reference to a contractual matrix of elected terms/values (such as those published by ISDA) that shall be deemed to apply to the trade.
Type:
Content:
complex, 3 elements
Defined:
contractualTermsSupplement (in documentation)
A contractual supplement (such as those published by ISDA) that will apply to the trade.
Type:
Content:
complex, 2 elements
Defined:
contractualTermsSupplement (in novation)
A contractual supplement (such as those published by ISDA) that will apply to the trade.
Type:
Content:
complex, 2 elements
Defined:
contractYearMonth
The contract month of the futures contract. i.e.
Type:
xsd:gYearMonth
Content:
simple
Defined:
locally within Future complexType in fpml-asset-5-8.xsd; see XML source
convention
The FX Offset Convention can be FxSpot or FxForward.
Type:
Content:
simple
Defined:
conversionFactor (defined in CommodityExercise complexType)
If the Notional Quantity is specified in a unit that does not match the unit in which the Commodity Reference Price is quoted, the scaling or conversion factor used to convert the Commodity Reference Price unit into the Notional Quantity unit should be stated here.
Type:
xsd:decimal
Content:
simple
Defined:
conversionFactor (defined in FloatingLegCalculation complexType)
If the Notional Quantity is specified in units that do not match the units in which the Commodity Reference Price is quoted, the scaling or conversion factor used to convert the Commodity Reference Price units into the Notional Quantity units should be stated here.
Type:
xsd:decimal
Content:
simple
Defined:
conversionFactor (in metalPhysicalLeg)
If the Notional Quantity is specified in a unit that does not match the unit in which the Commodity Reference Price is quoted, the scaling or conversion factor used to convert the Commodity Reference Price unit into the Notional Quantity unit should be stated here.
Type:
xsd:decimal
Content:
simple
Defined:
conversionFactor (in underlying in notionalQuantityBasket)
If the Notional Quantity is specified in a unit that does not match the unit in which the Commodity Reference Price is quoted, the scaling or conversion factor used to convert the Commodity Reference Price unit into the Notional Quantity unit should be stated here.
Type:
xsd:decimal
Content:
simple
Defined:
convertibleBond
Identifies the underlying asset when it is a convertible bond.
Type:
Content:
complex, 1 attribute, 18 elements
Subst.Gr:
may substitute for element underlyingAsset
Defined:
Used:
coordinate
An explicit, filled in data point coordinate.
Type:
Content:
complex, 1 attribute, 4 elements
Defined:
coordinateReference
A reference to a pricing data point coordinate within this document.
Type:
Content:
empty, 1 attribute
Defined:
copyTo
A unique identifier (within the specified coding scheme) giving the details of some party to whom a copy of this message will be sent for reference.
Type:
Content:
simple, 1 attribute
Defined:
corporateAction
Describes a change due to a corporate action
Type:
Content:
complex, 2 elements
Subst.Gr:
may substitute for element changeEvent
Defined:
Used:
never
correctionPeriod
If 'dataCorrection'=true, this indicates how long after the initial publication of the data corrections can be made.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
correlation
Specifies Correlation.
Type:
Content:
complex, 9 elements
Defined:
correlationId
A qualified identifier used to correlate between messages
Type:
Content:
simple, 1 attribute
Defined:
correlationLeg
Correlation Leg.
Type:
Content:
complex, 1 attribute, 15 elements
Defined:
correlationStrikePrice
Correlation Strike Price.
Type:
Content:
simple
Defined:
correlationSwap
Specifies the structure of a correlation swap.
Type:
Content:
complex, 1 attribute, 8 elements
Subst.Gr:
may substitute for element product
Defined:
Used:
never
correspondentInformation
The information required to identify the correspondent bank that will make delivery of the funds on the paying bank's behalf in the country where the payment is to be made
Type:
Content:
complex, 4 elements
Defined:
correspondentPartyReference
Link to the party acting as correspondent.
Type:
Content:
empty, 1 attribute
Defined:
counterCurrency
An opposing currency.
Type:
Content:
simple, 1 attribute
Defined:
locally within FxStraddle complexType in fpml-fx-5-8.xsd; see XML source
counterCurrencyAmount (in accrualRegion)
The opposite currency amount.
Type:
Content:
complex, 1 attribute, 4 elements
Defined:
counterCurrencyAmount (in fxAccrualForward)
The opposite currency amount.
Type:
Content:
complex, 1 attribute, 4 elements
Defined:
counterCurrencyAmount (in fxAccrualOption)
The opposite currency amount the amount which is not always deterministicl.
Type:
Content:
complex, 1 attribute, 4 elements
Defined:
counterCurrencyAmount (in fxTargetForward)
The opposite currency amount of the Target.
Type:
Content:
complex, 1 attribute, 4 elements
Defined:
counterCurrencyAmount (in payoffLeverage defined in FxVanillaPayoffRegion complexType)
The opposite currency amount of the Target.
Type:
Content:
complex, 1 attribute, 4 elements
Defined:
counterCurrencyAmount (in payoffLeverage in vanillaPayoffRegion in fxAccrualForward)
The opposite currency amount.
Type:
Content:
complex, 1 attribute, 4 elements
Defined:
counterpartyReference
Type:
Content:
empty, 1 attribute
Defined:
country (defined in Address complexType)
The ISO 3166 standard code for the country within which the postal address is located.
Type:
Content:
simple, 1 attribute
Defined:
locally within Address complexType in fpml-shared-5-8.xsd; see XML source
country (defined in PartyInformation.model group)
The country where the party is domiciled.
Type:
Content:
simple, 1 attribute
Defined:
country (in brand)
Type:
Content:
simple, 1 attribute
Defined:
country (in businessUnit)
The ISO 3166 standard code for the country where the individual works.
Type:
Content:
simple, 1 attribute
Defined:
country (in person)
The ISO 3166 standard code for the country where the individual works.
Type:
Content:
simple, 1 attribute
Defined:
locally within Person complexType in fpml-shared-5-8.xsd; see XML source
couponPayment (in basketConstituent)
The next upcoming coupon payment.
Type:
Content:
complex, 1 attribute, 3 elements
Defined:
couponPayment (in singleUnderlyer)
The next upcoming coupon payment.
Type:
Content:
complex, 1 attribute, 3 elements
Defined:
couponRate
Specifies the coupon rate (expressed in percentage) of a fixed income security or convertible bond.
Type:
xsd:decimal
Content:
simple
Defined:
couponStartDate
The date interest started accruing for the accrued interest calculation on an interest bearing security.
Type:
xsd:date
Content:
simple
Defined:
couponType
Specifies if the bond has a variable coupon, step-up/down coupon or a zero-coupon.
Type:
Content:
simple, 1 attribute
Defined:
creationTimestamp
The date and time (on the source system) when this message instance was created.
Type:
xsd:dateTime
Content:
simple
Defined:
creditAgreementDate (in deal)
The credit agreement date is also known as the 'closing date' (the date on which the agreement was signed).
Type:
xsd:date
Content:
simple
Defined:
locally within DealSummary complexType in fpml-loan-5-8.xsd; see XML source
creditAgreementDate (in loan)
The credit agreement date is the closing date (the date where the agreement has been signed) for the loans in the credit agreement.
Type:
xsd:date
Content:
simple
Defined:
locally within Loan complexType in fpml-asset-5-8.xsd; see XML source
creditChargeAmount
Special credit fee assessed to certain institutions.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
creditCurve
Type:
Content:
complex, 1 attribute, 10 elements
Subst.Gr:
may substitute for element pricingStructure
Defined:
Used:
never
creditCurveValuation
Type:
Content:
complex, 2 attributes, 11 elements
Subst.Gr:
may substitute for element pricingStructureValuation
Defined:
Used:
never
creditDefaultSwap
In a credit default swap one party (the protection seller) agrees to compensate another party (the protection buyer) if a specified company or Sovereign (the reference entity) experiences a credit event, indicating it is or may be unable to service its debts.
Type:
Content:
complex, 1 attribute, 10 elements
Subst.Gr:
may substitute for element product
Defined:
globally in fpml-cd-5-8.xsd; see XML source
Used:
never
creditDefaultSwap (in creditDefaultSwapOption)
Type:
Content:
complex, 1 attribute, 10 elements
Defined:
creditDefaultSwapOption
An option on a credit default swap.
Type:
Content:
complex, 1 attribute, 26 elements
Subst.Gr:
may substitute for element product
Defined:
globally in fpml-cd-5-8.xsd; see XML source
Used:
never
creditDerivativesNotices
This element should be specified if one or more of either a Credit Event Notice, Notice of Publicly Available Information, Notice of Physical Settlement or Notice of Intended Physical Settlement, as applicable, has been delivered by or to the Transferor or the Remaining Party.
Type:
Content:
complex, 3 elements
Defined:
creditDocument
What arrangements will be made to provide credit?
Type:
Content:
simple, 1 attribute
Defined:
creditEntityReference
An XML reference a credit entity defined elsewhere in the document.
Type:
Content:
empty, 1 attribute
Defined:
creditEvent
Type:
Content:
empty
Abstract:
(may not be used directly in instance XML documents)
Subst.Gr:
may be substituted with 6 elements
Defined:
Used:
creditEvent (in creditDerivativesNotices)
This element corresponds to the Credit Event Notice Delivered Under Old Transaction and Deemed Delivered Under New Transaction under the EXHIBIT C to 2004 ISDA Novation Definitions.
Type:
xsd:boolean
Content:
simple
Defined:
creditEventAcknowledgement
Type:
Content:
complex, 3 attributes, 9 elements
Defined:
Used:
never
creditEventDate
Type:
xsd:date
Content:
simple
Defined:
creditEventException
Type:
Content:
complex, 3 attributes, 7 elements
Defined:
Used:
never
creditEventNotice
A global element used to hold CENs.
Type:
Content:
complex, 8 elements
Defined:
Used:
never
creditEventNotice (defined in CreditEvents complexType)
A specified condition to settlement.
Type:
Content:
complex, 3 elements
Defined:
creditEventNotice (in creditEventNotification)
Type:
Content:
complex, 8 elements
Defined:
creditEventNotice (in creditEventNotificationRetracted)
Type:
Content:
complex, 8 elements
Defined:
creditEventNoticeDate
Type:
xsd:date
Content:
simple
Defined:
creditEventNotification
A message defining the ISDA defined Credit Event Notice.
Type:
Content:
complex, 3 attributes, 9 elements
Defined:
Used:
never
creditEventNotificationRetracted
A message retracting a previous credit event notification.
Type:
Content:
complex, 3 attributes, 8 elements
Defined:
Used:
never
creditEvents (in creditCurve)
The material credit event.
Type:
Content:
complex, 1 attribute, 15 elements
Defined:
creditEvents (in protectionTerms)
This element contains all the ISDA terms relating to credit events.
Type:
Content:
complex, 1 attribute, 15 elements
Defined:
creditEvents (in trigger defined in TriggerEvent complexType)
Type:
Content:
complex, 1 attribute, 15 elements
Defined:
creditEventsReference
Type:
Content:
empty, 1 attribute
Defined:
creditLimit
Type:
Content:
complex, 10 elements
Defined:
creditLimitInformation (in clearingConfirmed)
Type:
Content:
complex, 3 elements
Defined:
creditLimitInformation (in consentGranted)
Type:
Content:
complex, 3 elements
Defined:
creditLimitInformation (in consentRefused)
Type:
Content:
complex, 3 elements
Defined:
creditRating
The party's credit rating.
Type:
Content:
simple, 1 attribute
Defined:
creditSupportAgreement
The agreement executed between the parties and intended to govern collateral arrangement for all OTC derivatives transactions between those parties.
Type:
Content:
complex, 3 elements
Defined:
crossCurrency
If “Cross-Currency” is specified as the Settlement Type in the relevant Transaction Supplement, an amount in the Settlement Currency, determined by the Calculation Agent as being equal to the number of Options exercised or deemed exercised, multiplied by: (Settlement Price – Strike Price) / (Strike Price – Settlement Price) x Multiplier x one unit of the Reference Currency converted into an amount in the Settlement Currency using the rate of exchange of the Settlement Currency as quoted on the Reference Price Source on the Valuation Date, provided that if the above is equal to a negative amount the Option Cash Settlement Amount shall be deemed to be zero.
Type:
Content:
complex, 3 elements
Defined:
crossCurrencyMethod
An ISDA defined cash settlement method used for the determination of the applicable cash settlement amount.
Type:
Content:
complex, 3 elements
Defined:
crossRate (in exchangeRate defined in FxCoreDetails.model group)
An optional element that allow for definition of the currency exchange rates used to cross between the traded currencies for non-base currency FX contracts.
Type:
Content:
complex, 6 elements
Defined:
locally within ExchangeRate complexType in fpml-fx-5-8.xsd; see XML source
crossRate (in exchangeRate in underlyer defined in GenericProduct complexType)
An optional element that allow for definition of the currency exchange rates used to cross between the traded currencies for non-base currency FX contracts.
Type:
Content:
complex, 6 elements
Defined:
currency (defined in ActualPrice complexType)
Specifies the currency associated with the net price.
Type:
Content:
simple, 1 attribute
Defined:
currency (defined in AmountSchedule complexType)
The currency in which an amount is denominated.
Type:
Content:
simple, 1 attribute
Defined:
currency (defined in CashflowNotional complexType)
The currency in which an amount is denominated.
Type:
Content:
simple, 1 attribute
Defined:
currency (defined in CommodityReferencePriceFramework.model group)
The currency in which the Commodity Reference Price is published (e.g.
Type:
Content:
simple, 1 attribute
Defined:
currency (defined in CurrencyAndDeterminationMethod.model group)
The currency in which an amount is denominated.
Type:
Content:
simple, 2 attributes
Defined:
currency (defined in EquityStrike complexType)
The currency in which an amount is denominated.
Type:
Content:
simple, 1 attribute
Defined:
currency (defined in ExchangedCurrency complexType)
Type:
Content:
simple, 1 attribute
Defined:
currency (defined in FixedRateOption complexType)
Type:
Content:
simple, 1 attribute
Defined:
currency (defined in FloatingRateOption complexType)
Type:
Content:
simple, 1 attribute
Defined:
currency (defined in FxCurrencyPayment complexType)
The currency of the payment.
Type:
Content:
simple, 1 attribute
Defined:
currency (defined in MoneyBase complexType)
The currency in which an amount is denominated.
Type:
Content:
simple, 1 attribute
Defined:
locally within MoneyBase complexType in fpml-shared-5-8.xsd; see XML source
currency (defined in NonNegativeAmountSchedule complexType)
The currency in which an amount is denominated.
Type:
Content:
simple, 1 attribute
Defined:
currency (defined in NotDomesticCurrency complexType)
An explicit specification of the domestic currency.
Type:
Content:
simple, 1 attribute
Defined:
currency (defined in OptionStrike complexType)
The currency in which an amount is denominated.
Type:
Content:
simple, 1 attribute
Defined:
currency (defined in PricingStructure complexType)
The currency that the structure is expressed in (this is relevant mostly for the Interes Rates asset class).
Type:
Content:
simple, 1 attribute
Defined:
currency (defined in QuotationCharacteristics.model group)
The optional currency that the measure is expressed in.
Type:
Content:
simple, 1 attribute
Defined:
currency (defined in SpecifiedCurrency complexType)
The currency in which an amount is denominated.
Type:
Content:
simple, 1 attribute
Defined:
currency (defined in UnderlyingAsset complexType)
Trading currency of the underlyer when transacted as a cash instrument.
Type:
Content:
simple, 2 attributes
Defined:
currency (in cash)
The currency in which an amount is denominated.
Type:
Content:
simple, 1 attribute
Defined:
locally within Cash complexType in fpml-asset-5-8.xsd; see XML source
currency (in commission)
The currency in which an amount is denominated.
Type:
Content:
simple, 1 attribute
Defined:
locally within Commission complexType in fpml-asset-5-8.xsd; see XML source
currency (in creditLimit)
Type:
Content:
simple, 1 attribute
Defined:
currency (in deal)
Deal denomination currency.
Type:
Content:
simple, 1 attribute
Defined:
locally within DealSummary complexType in fpml-loan-5-8.xsd; see XML source
currency (in dualCurrency)
The Alternate currency i.e. the currency in which the deposit will be redeemed in the event that the spot rate fixes below the strike rate at the specified fixing date and time.
Type:
Content:
simple, 1 attribute
Defined:
currency (in featurePayment)
The currency in which an amount is denominated.
Type:
Content:
simple, 1 attribute
Defined:
currency (in limitApplicable)
Type:
Content:
simple, 1 attribute
Defined:
currency (in nonDeliverableSubstitute)
The code for the currency which can be delivered if settlement in the original non-deliverable currency is not possible.
Type:
Content:
simple, 1 attribute
Defined:
currency1 (defined in QuotedCurrencyPair complexType)
The first currency specified when a pair of currencies is to be evaluated.
Type:
Content:
simple, 1 attribute
Defined:
currency1 (in quotedCurrencyPair in exchangeRate in underlyer defined in GenericProduct complexType)
The first currency specified when a pair of currencies is to be evaluated.
Type:
Content:
simple, 1 attribute
Defined:
currency1ValueDate
The date on which the currency1 amount will be settled.
Type:
xsd:date
Content:
simple
Defined:
currency2 (defined in QuotedCurrencyPair complexType)
The second currency specified when a pair of currencies is to be evaluated.
Type:
Content:
simple, 1 attribute
Defined:
currency2 (in quotedCurrencyPair in exchangeRate in underlyer defined in GenericProduct complexType)
The second currency specified when a pair of currencies is to be evaluated.
Type:
Content:
simple, 1 attribute
Defined:
currency2ValueDate
The date on which the currency2 amount will be settled.
Type:
xsd:date
Content:
simple
Defined:
currencyReference
Reference to a currency defined elsewhere in the document
Type:
Content:
empty, 1 attribute
Defined:
currencyType
The optional currency that the measure is expressed in.
Type:
Content:
simple, 1 attribute
Defined:
currentBaseRate
Type:
xsd:decimal
Content:
simple
Defined:
currentCommitment
The current global/lender share commitment amount.
Type:
Content:
complex, 6 elements
Defined:
currentContracts
Type:
anonymous complexType
Content:
complex, 1 element
Defined:
Includes:
definition of 1 element
currentDealAmount
Current deal amount.
Type:
Content:
complex, 1 attribute, 3 elements
Defined:
locally within DealSummary complexType in fpml-loan-5-8.xsd; see XML source
currentFactor
The part of the mortgage that is currently outstanding.
Type:
xsd:decimal
Content:
simple
Defined:
locally within AssetPool complexType in fpml-asset-5-8.xsd; see XML source
currentMaturityDate
The new loan contract maturity date.
Type:
xsd:date
Content:
simple
Defined:
curveInstrument
Defines the underlying asset when it is a curve instrument.
Type:
Content:
empty, 1 attribute
Abstract:
(may not be used directly in instance XML documents)
Subst.Gr:
may be substituted with 6 elements
Defined:
Used:
cutName (defined in FxDigitalAmericanExercise complexType)
The code by which the expiry time is known in the market.
Type:
Content:
simple, 1 attribute
Defined:
cutName (defined in FxEuropeanExercise complexType)
The code by which the expiry time is known in the market.
Type:
Content:
simple, 1 attribute
Defined:
cycle (in pipeline)
The cycle(s) during which the oil product will be transported in the pipeline.
Type:
Content:
simple, 1 attribute
Defined:
cycle (in processingStatus)
The processing cycle or phase that this message describes.
Type:
Content:
simple, 1 attribute
Defined:
dataCorrection
The date payment often revised after its publication, this indicates if the payment date could be recalculated.
Type:
xsd:boolean
Content:
simple
Defined:
dataDocument
A document containing trade and/or portfolio and/or party data without expressing any processing intention.
Type:
Content:
complex, 3 attributes, 7 elements
Defined:
globally in fpml-main-5-8.xsd; see XML source
Used:
never
datapoint
The values of the adjustment parameter.
Type:
Content:
complex, 2 elements
Defined:
dataPoints
The raw volatility matrix data, expressed as a multi-dimensional array.
Type:
Content:
complex, 15 elements
Defined:
dataProvider
The provider of either temperature data or precipitation data specified by the parties in the related Confirmation.
Type:
Content:
simple, 2 attributes
Defined:
date (defined in DateList complexType)
Type:
xsd:date
Content:
simple
Defined:
locally within DateList complexType in fpml-shared-5-8.xsd; see XML source
date (defined in FxBusinessCenterDateTime complexType)
Type:
xsd:date
Content:
simple
Defined:
date (defined in TimeDimension complexType)
The absolute date corresponding to this term point, for example January 3, 2005.
Type:
xsd:date
Content:
simple
Defined:
date (in commitmentChange)
The date on which a facility increase/decrease has/will occur.
Type:
xsd:date
Content:
simple
Defined:
date (in creditSupportAgreement)
The date of the agreement executed between the parties and intended to govern collateral arrangements for all OTC derivatives transactions between those parties.
Type:
xsd:date
Content:
simple
Defined:
date (in implementationSpecification)
Type:
xsd:date
Content:
simple
Defined:
date (in optionExpiry defined in OptionsEvents.model group)
Type:
xsd:date
Content:
simple
Defined:
date (in optionExpiry in maturityNotification)
Type:
xsd:date
Content:
simple
Defined:
date (in rateObservation in asian in features in fxOption)
A specific date for which an observation against a particular rate will be made and will be used for subsequent computations.
Type:
xsd:date
Content:
simple
Defined:
date (in tradeMaturity)
Type:
xsd:date
Content:
simple
Defined:
dateAdjustments (defined in AdjustableDate.model group)
The business day convention and financial business centers used for adjusting the date if it would otherwise fall on a day that is not a business date in the specified business centers.
Type:
Content:
complex, 1 attribute, 3 elements
Defined:
dateAdjustments (defined in AdjustableDate2 complexType)
The business day convention and financial business centers used for adjusting the date if it would otherwise fall on a day that is not a business dat in the specified business centers.
Type:
Content:
complex, 1 attribute, 3 elements
Defined:
dateAdjustments (defined in AdjustableDates complexType)
The business day convention and financial business centers used for adjusting the date if it would otherwise fall on a day that is not a business dat in the specified business centers.
Type:
Content:
complex, 1 attribute, 3 elements
Defined:
dateAdjustments (defined in DividendPeriod complexType)
Date adjustments for all unadjusted dates in this dividend period.
Type:
Content:
complex, 1 attribute, 3 elements
Defined:
dateAdjustments (defined in FxAdjustedDateAndDateAdjustments complexType)
Date adjustments applied to the adjusted dates including the business day convention and the business centers.
Type:
Content:
complex, 1 attribute, 3 elements
Defined:
dateAdjustments (defined in FxSchedule complexType)
Date adjustments applied to the adjusted dates including the business day convention and the business centers.
Type:
Content:
complex, 1 attribute, 3 elements
Defined:
dateAdjustments (defined in ParametricSchedule.model group)
Date adjustments applied to the schedule including the business day convention and the business centers.
Type:
Content:
complex, 1 attribute, 3 elements
Defined:
dateAdjustments (in generalTerms)
ISDA 2003 Terms: Business Day and Business Day Convention.
Type:
Content:
complex, 1 attribute, 3 elements
Defined:
locally within GeneralTerms complexType in fpml-cd-5-8.xsd; see XML source
dateAdjustmentsReference
A pointer style reference to date adjustments defined elsewhere in the document.
Type:
Content:
empty, 1 attribute
Defined:
dateOffset (defined in FxSchedule complexType)
The representation of the schedule as an offset relative to another schedule.
Type:
Content:
complex, 3 elements
Defined:
dateOffset (defined in RelativeDateSequence complexType)
Type:
Content:
complex, 1 attribute, 4 elements
Defined:
dateRelativeTo (defined in RelativeDateOffset complexType)
Specifies the anchor as an href attribute.
Type:
Content:
empty, 1 attribute
Defined:
dateRelativeTo (defined in RelativeDateSequence complexType)
Specifies the anchor as an href attribute.
Type:
Content:
empty, 1 attribute
Defined:
dateRelativeTo (in startingDate in earlyTermination in commodityPerformanceSwap)
Reference to a party defined elsewhere in this document which may be allowed to terminate the trade.
Type:
Content:
empty, 1 attribute
Defined:
dateRelativeTo (in startingDate in earlyTermination in returnSwap)
Reference to a date defined elswhere in the document.
Type:
Content:
empty, 1 attribute
Defined:
dateRelativeToCalculationPeriodDates
The calculation period references on which settlements in non-deliverable currency are due and will then have to be converted according to the terms specified through the other parts of the nonDeliverableSettlement structure.
Type:
Content:
complex, 1 element
Defined:
locally within FxFixingDate complexType in fpml-ird-5-8.xsd; see XML source
dateRelativeToPaymentDates
The payment date references on which settlements in non-deliverable currency are due and will then have to be converted according to the terms specified through the other parts of the nonDeliverableSettlement structure.
Type:
Content:
complex, 1 element
Defined:
locally within FxFixingDate complexType in fpml-ird-5-8.xsd; see XML source
dateTime (in averagingDateTimes)
Type:
xsd:dateTime
Content:
simple
Defined:
dateTime (in averagingObservation)
Observation date time, which should be used when literal observation dates are required.
Type:
xsd:dateTime
Content:
simple
Defined:
dayCount
The number of days over which pricing should take place.
Type:
xsd:positiveInteger
Content:
simple
Defined:
dayCountFraction (defined in AccrualOptionBase complexType)
The day count basis for the accrual.
Type:
Content:
simple, 1 attribute
Defined:
dayCountFraction (defined in BondCalculation.model group)
The day count basis for the bond.
Type:
Content:
simple, 1 attribute
Defined:
dayCountFraction (in calculation in calculationPeriodAmount)
The day count fraction.
Type:
Content:
simple, 1 attribute
Defined:
locally within Calculation complexType in fpml-ird-5-8.xsd; see XML source
dayCountFraction (in commodityFixedInterestCalculation)
Specifies the basis for the adjustment of a rate from an annual rate to a rate appropriate for the Calculation Period: e.g. the number of calendar days in the Calculation Period divided by the calendar days basis e.g. actual number of days in the Calculation Period divided by 365.
Type:
Content:
simple, 1 attribute
Defined:
dayCountFraction (in deposit)
The day count basis for the deposit.
Type:
Content:
simple, 1 attribute
Defined:
locally within Deposit complexType in fpml-asset-5-8.xsd; see XML source
dayCountFraction (in fixedAmountCalculation)
The day count fraction.
Type:
Content:
simple, 1 attribute
Defined:
dayCountFraction (in fra)
The day count fraction.
Type:
Content:
simple, 1 attribute
Defined:
locally within Fra complexType in fpml-ird-5-8.xsd; see XML source
dayCountFraction (in interestCalculation)
The day count fraction.
Type:
Content:
simple, 1 attribute
Defined:
dayCountFraction (in rateIndex)
The day count basis for the index.
Type:
Content:
simple, 1 attribute
Defined:
locally within RateIndex complexType in fpml-asset-5-8.xsd; see XML source
dayCountFraction (in repo)
The day count fraction.
Type:
Content:
simple, 1 attribute
Defined:
locally within Repo complexType in fpml-repo-5-8.xsd; see XML source
dayCountFraction (in simpleFra)
The day count basis for the FRA.
Type:
Content:
simple, 1 attribute
Defined:
locally within SimpleFra complexType in fpml-asset-5-8.xsd; see XML source
dayCountFraction (in simpleIrSwap)
The day count basis for the swap.
Type:
Content:
simple, 1 attribute
Defined:
dayCountFraction (in termDeposit)
The day count fraction.
Type:
Content:
simple, 1 attribute
Defined:
locally within TermDeposit complexType in fpml-fx-5-8.xsd; see XML source
dayCountFraction (in underlyer defined in GenericProduct complexType)
Specifies a day count fraction or fractions that apply to this underlyer; this is provided to meet regulatory reporting requirements, but is not sufficient to to fully represent the economics of the trade..
Type:
Content:
simple, 1 attribute
Defined:
dayCountYearFraction
The year fraction value of the calculation period, result of applying the ISDA rules for day count fraction defined in the ISDA Annex.
Type:
xsd:decimal
Content:
simple
Defined:
dayDistribution
The method by which the pricing days are distributed across the pricing period.
Type:
Content:
simple, 1 attribute
Defined:
daylightIndicator
Standard settlement in Euroclear takes place in a batch on "value date - 1" (at 4 pm), to allow trades which are not included in this batch to be settled on value date, the daylight indicator can be used.
Type:
xsd:boolean
Content:
simple
Defined:
dayNumber
The occurrence of the dayOfWeek within the pricing period on which pricing will take place, e.g. the 3rd Friday within each Calculation Period.
Type:
xsd:integer
Content:
simple
Defined:
dayOfWeek
The day(s) of the week on which pricing will take place during the pricing period.
Type:
Content:
simple
Defined:
daysInRangeAdjustment
The contract specifies whether the notional should be scaled by the Number of Days in Range divided by the Expected N.
Type:
xsd:boolean
Content:
simple
Defined:
dayType (defined in Days.model group)
The type of day on which pricing occurs.
Type:
Content:
simple
Defined:
dayType (defined in Offset complexType)
In the case of an offset specified as a number of days, this element defines whether consideration is given as to whether a day is a good business day or not.
Type:
Content:
simple
Defined:
locally within Offset complexType in fpml-shared-5-8.xsd; see XML source
dayType (in fixingSchedule defined in FxPerformanceSwap complexType)
In the case of an offset specified as a number of days, this element defines whether consideration is given as to whether a day is a good business day or not.
Type:
Content:
simple
Defined:
deal
A complete deal structure.
Type:
Content:
complex, 1 attribute, 14 elements
Defined:
dealer
A dealer from whom quotations are obtained by the calculation agent on the reference obligation for purposes of cash settlement.
Type:
Content:
simple
Defined:
dealFxRate
Defines the exchange rate between the facility and deal denomination currencies (only required if the currencies are different).
Type:
Content:
complex, 4 elements
Defined:
dealStatement
Type:
Content:
complex, 3 attributes, 11 elements
Defined:
globally in fpml-loan-5-8.xsd; see XML source
Used:
never
dealtCurrency
Indicates which currency was dealt.
Type:
Content:
simple
Defined:
declaredCashDividendPercentage
Declared Cash Dividend Percentage.
Type:
Content:
simple
Defined:
declaredCashEquivalentDividendPercentage
Declared Cash Equivalent Dividend Percentage.
Type:
Content:
simple
Defined:
deClear (in clearingConfirmed)
A structure describing a declear event.
Type:
Content:
complex, 3 elements
Defined:
deClear (in clearingEligibility)
A structure describing a declear event.
Type:
Content:
complex, 3 elements
Defined:
deClear (in requestClearing)
A structure describing a declear event.
Type:
Content:
complex, 3 elements
Defined:
deClear (in requestClearingEligibility)
A structure describing a declear event.
Type:
Content:
complex, 3 elements
Defined:
deClear (in requestClearingRetracted)
A structure describing a declear event.
Type:
Content:
complex, 3 elements
Defined:
deClear (in requestConsent)
A structure describing a declear event.
Type:
Content:
complex, 3 elements
Defined:
deClear (in requestConsentRetracted)
A structure describing a declear event.
Type:
Content:
complex, 3 elements
Defined:
defaultProbabilities
A collection of default probabilities.
Type:
Content:
complex, 3 elements
Defined:
defaultProbabilityCurve
A curve of default probabilities.
Type:
Content:
complex, 2 attributes, 9 elements
Defined:
defaultRate
This represents a default rate that may apply in addition to a regular margin rate (on outstanding loan contracts).
Type:
Content:
complex, 3 elements
Defined:
defaultRateChange
Type:
Content:
complex, 12 elements
Subst.Gr:
may substitute for element facilityRateChangeGroup
Defined:
globally in fpml-loan-5-8.xsd; see XML source
Used:
never
defaultRateExpiry
Type:
Content:
complex, 11 elements
Subst.Gr:
may substitute for element facilityRateChangeGroup
Defined:
globally in fpml-loan-5-8.xsd; see XML source
Used:
never
defaultRequirement
In relation to certain credit events, serves as a threshold for Obligation Acceleration, Obligation Default, Repudiation/Moratorium and Restructuring.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
defaultSpread (in fixedRateAccrual)
The default spread currently applied to the interest rate period.
Type:
xsd:decimal
Content:
simple
Defined:
defaultSpread (in floatingRateAccrual)
The default spread currently applied to the interest rate period.
Type:
xsd:decimal
Content:
simple
Defined:
definition (defined in UnderlyingAsset complexType)
An optional reference to a full FpML product that defines the simple product in greater detail.
Type:
Content:
empty, 1 attribute
Defined:
definition (in point defined in TermCurve complexType)
An optional reference to an underlying asset that defines the meaning of the value, i.e. the product that the value corresponds to.
Type:
Content:
empty, 1 attribute
Defined:
locally within TermPoint complexType in fpml-mktenv-5-8.xsd; see XML source
definitionReference
A reference to a sensitivity set definition.
Type:
Content:
empty, 1 attribute
Defined:
delayedDraw
A revolver facility.
Type:
Content:
complex, 1 attribute, 28 elements
Subst.Gr:
may substitute for element facilityGroup
Defined:
globally in fpml-loan-5-8.xsd; see XML source
Used:
never
delayedDraw (in delayedDraw)
A flag to determine whether the Term Loan has a delayed draw feature.
Type:
xsd:boolean
Content:
simple
Defined:
locally within DelayedDraw complexType in fpml-loan-5-8.xsd; see XML source
delisting
The term "Delisting" has the meaning defined in the ISDA 2002 Equity Derivatives Definitions.
Type:
Content:
simple
Defined:
deliverableByBarge
Whether or not the delivery can go to barge.
Type:
xsd:boolean
Content:
simple
Defined:
deliverableObligations (in creditCurve)
What sort of obligation may be delivered in the event of the credit event.
Type:
Content:
complex, 23 elements
Defined:
deliverableObligations (in physicalSettlementTerms)
This element contains all the ISDA terms relevant to defining the deliverable obligations.
Type:
Content:
complex, 23 elements
Defined:
delivererPartyReference (defined in DelivererReceiver.model group)
Reference to the party that delivers the security.
Type:
Content:
empty, 1 attribute
Defined:
delivererPartyReference (defined in SecurityTransfer complexType)
Reference to the party delivering the asset.
Type:
Content:
empty, 1 attribute
Defined:
deliveryAtSource
The point at which the Coal Product as a reference to the Source of the Coal Product.
Type:
xsd:boolean
Content:
simple
Defined:
locally within CoalDelivery complexType in fpml-com-5-8.xsd; see XML source
deliveryConditions (in coalPhysicalLeg)
The physical delivery conditions for the transaction.
Type:
Content:
complex, 5 elements
Defined:
deliveryConditions (in electricityPhysicalLeg)
The physical delivery conditions for the transaction.
Type:
Content:
complex, 6 elements
Defined:
deliveryConditions (in gasPhysicalLeg)
The physical delivery conditions for the transaction.
Type:
Content:
complex, 7 elements
Defined:
deliveryConditions (in metalPhysicalLeg)
The physical delivery arrangements and requirements for a physically settled non-precious metal transaction.
Type:
Content:
complex, 5 elements
Defined:
deliveryConditions (in oilPhysicalLeg)
The physical delivery conditions for the transaction.
Type:
Content:
complex, 5 elements
Defined:
deliveryDate (defined in CommodityProduct.model group)
The Delivery Date is a fixed, single day.
Type:
Content:
complex, 1 attribute, 3 elements
Defined:
deliveryDate (defined in Settlement.model group)
Delivery Date for the transaction.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
deliveryDate (in environmentalPhysicalLeg)
The date on which allowances are to be delivered as specified in the related Confirmation.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
deliveryDateExpirationConvention
The 'deliveryDateExpirationConvention' specifies, for a Commodity Transaction that references a listed future via the 'deliveryDates' element, the day on which the specified future will expire ahead of the actual expiration of the referenced future.
Type:
Content:
complex, 1 attribute, 3 elements
Defined:
deliveryDateRollConvention
The 'deliveryDateRollConvention' specifies, for a Commodity Transaction that references a listed future via the 'deliveryDates' element, the day on which the specified future will roll to the next nearby month prior to the expiration of the referenced future.
Type:
Content:
complex, 1 attribute, 3 elements
Defined:
deliveryDates
Deprecated: The 'deliveryDates' element is applicable for a Commodity Reference Price that references a listed future contract (e.g.
Type:
Content:
simple
Defined:
deliveryDateYearMonth
The Delivery Date is a fixed, single month.
Type:
xsd:gYearMonth
Content:
simple
Defined:
deliveryLocation (in bullionPhysicalLeg)
The physical delivery location for the transaction.
Type:
Content:
simple, 1 attribute
Defined:
deliveryLocation (in deliveryConditions in metalPhysicalLeg)
The Delivery Point for a physically settled non-precious metal transaction.
Type:
Content:
simple, 1 attribute
Defined:
deliveryLocation (in transfer)
The location at which the transfer of the title to the commodity takes place.
Type:
Content:
simple, 1 attribute
Defined:
deliveryMethod (defined in Transfer complexType)
Specify the delivery method.
Type:
Content:
simple, 1 attribute
Defined:
locally within Transfer complexType in fpml-repo-5-8.xsd; see XML source
deliveryMethod (in repo)
Specifies the delivery method.
Type:
Content:
simple, 1 attribute
Defined:
locally within Repo complexType in fpml-repo-5-8.xsd; see XML source
deliveryNearby
A container for the parametric representation of nearby contracts.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
deliveryNearbyMultiplier
A time multiplier, e.g. 1, 2 or 3 etc. used in defining Delivery Nearby date.
Type:
xsd:positiveInteger
Content:
simple
Defined:
deliveryNearbyType
Defines a type of the delivery nearby qualifier, expect to be used in conjunction with a delivery nearby multiplier, e.g. 1NearByMonth, 1NearbyWeek, etc.
Type:
Content:
simple
Defined:
deliveryOfCommitments
An obligation and deliverable obligation characteristic.
Type:
xsd:boolean
Content:
simple
Defined:
locally within Obligations complexType in fpml-cd-5-8.xsd; see XML source
deliveryPeriods (in coalPhysicalLeg)
The period during which delivery/deliveries of Coal Products may be scheduled.
Type:
Content:
complex, 1 attribute, 5 elements
Defined:
deliveryPeriods (in electricityPhysicalLeg)
The different options for specifying the Delivery or Supply Periods.
Type:
Content:
complex, 1 attribute, 5 elements
Defined:
deliveryPeriods (in gasPhysicalLeg)
The different options for specifying the Delivery or Supply Periods.
Type:
Content:
complex, 1 attribute, 7 elements
Defined:
deliveryPeriods (in metalPhysicalLeg)
The period during which delivery/deliveries of Metal may be scheduled.
Type:
Content:
complex, 1 attribute, 5 elements
Defined:
deliveryPeriods (in oilPhysicalLeg)
The different options for specifying the Delivery or Supply Periods.
Type:
Content:
complex, 1 attribute, 5 elements
Defined:
deliveryPeriodsReference
A pointer style reference to the Delivery Periods defined elsewhere.
Type:
Content:
empty, 1 attribute
Defined:
deliveryPeriodsScheduleReference
A pointer style reference to the Calculation Periods Schedule defined elsewhere.
Type:
Content:
empty, 1 attribute
Defined:
deliveryPoint (in deliveryConditions in coalPhysicalLeg)
The point at which the Coal Product will be delivered and received.
Type:
Content:
simple, 1 attribute
Defined:
locally within CoalDelivery complexType in fpml-com-5-8.xsd; see XML source
deliveryPoint (in deliveryConditions in electricityPhysicalLeg)
The point at which delivery of the electricity will occur.
Type:
Content:
simple, 1 attribute
Defined:
deliveryPoint (in deliveryConditions in gasPhysicalLeg)
The physical or virtual point at which the commodity will be delivered.
Type:
Content:
simple, 1 attribute
Defined:
deliveryQuantity (in coalPhysicalLeg)
The different options for specifying the quantity.
Type:
Content:
complex, 1 attribute, 3 elements
Defined:
deliveryQuantity (in electricityPhysicalLeg)
The different options for specifying the quantity.
Type:
Content:
complex, 1 attribute, 3 elements
Defined:
deliveryQuantity (in gasPhysicalLeg)
The different options for specifying the quantity.
Type:
Content:
complex, 1 attribute, 6 elements
Defined:
deliveryQuantity (in oilPhysicalLeg)
The different options for specifying the quantity.
Type:
Content:
complex, 1 attribute, 3 elements
Defined:
deliveryType (in deliveryConditions in electricityPhysicalLeg)
Indicates the under what conditions the Parties' delivery obligations apply.
Type:
Content:
complex, 4 elements
Defined:
deliveryType (in deliveryConditions in gasPhysicalLeg)
Indicates whether the buyer and seller are contractually obliged to consume and supply the specified quantities of the commodity.
Type:
Content:
simple
Defined:
locally within GasDelivery complexType in fpml-com-5-8.xsd; see XML source
deliveryZone
The zone covering potential delivery points for the electricity.
Type:
Content:
simple, 1 attribute
Defined:
deltaCrossed
Type:
xsd:boolean
Content:
simple
Defined:
denominatorTerm
A denominator term of the formula.
Type:
Content:
complex, 2 elements
Defined:
deposit
Identifies a simple underlying asset that is a term deposit.
Type:
Content:
complex, 1 attribute, 9 elements
Subst.Gr:
may substitute for element curveInstrument
Defined:
Used:
never
depositoryPartyReference
Reference to the depository of the settlement.
Type:
Content:
empty, 1 attribute
Defined:
depositoryReceipt
A Depository Receipt is a negotiable certificate issued by a trust company or security depository.
Type:
xsd:boolean
Content:
simple
Defined:
derivativeFormula
The formula used to compute the derivative (perhaps could be updated to use the Formula type in EQS.).
Type:
Content:
simple
Defined:
description (defined in IdentifiedAsset complexType)
Long name of the underlying asset.
Type:
Content:
simple
Defined:
description (defined in Reason complexType)
Plain English text describing the associated error condition
Type:
Content:
simple
Defined:
locally within Reason complexType in fpml-msg-5-8.xsd; see XML source
description (in advisory)
A human-readable notification.
Type:
Content:
simple
Defined:
description (in businessEventGroupId)
A short description of the combination of business events that make up the event group.
Type:
xsd:normalizedString
Content:
simple
Defined:
description (in cash)
Long name of the underlying asset.
Type:
Content:
simple
Defined:
locally within Cash complexType in fpml-asset-5-8.xsd; see XML source
description (in partialDerivative)
A description, if needed, of how the derivative is computed.
Type:
Content:
simple
Defined:
designatedPriority
Applies to Loan CDS, to indicate what lien level is appropriate for a deliverable obligation.
Type:
Content:
simple, 1 attribute
Defined:
locally within Obligations complexType in fpml-cd-5-8.xsd; see XML source
detail
Does this valuation set include a market environment?
Type:
Content:
simple, 1 attribute
Defined:
determinationMethod (defined in Composite complexType)
Specifies the method according to which an amount or a date is determined.
Type:
Content:
simple, 2 attributes
Defined:
determinationMethod (defined in CurrencyAndDeterminationMethod.model group)
Specifies the method according to which an amount or a date is determined.
Type:
Content:
simple, 2 attributes
Defined:
determinationMethod (defined in Price complexType)
Specifies the method according to which an amount or a date is determined.
Type:
Content:
simple, 2 attributes
Defined:
locally within Price complexType in fpml-asset-5-8.xsd; see XML source
determinationMethod (defined in ReturnSwapNotional complexType)
Specifies the method according to which an amount or a date is determined.
Type:
Content:
simple, 2 attributes
Defined:
determinationMethod (in principalExchangeAmount in principalExchangeDescriptions)
Specifies the method according to which an amount or a date is determined.
Type:
Content:
simple, 2 attributes
Defined:
determiningParty
The party referenced is the ISDA Determination Party that specified in the related Confirmation as Determination Party.
Type:
Content:
empty, 1 attribute
Defined:
locally within Trade complexType in fpml-doc-5-8.xsd; see XML source
determiningPartyReference
A reference to the party which determines additional disruption events.
Type:
Content:
empty, 1 attribute
Defined:
difference
A type used to record the details of a difference between two sides of a business event.
Type:
Content:
complex, 10 elements
Defined:
differenceSeverity
An indication of the severity of the difference.
Type:
Content:
simple
Defined:
differenceType
The type of difference that exists.
Type:
Content:
simple
Defined:
digital
The barrier and cash payout features of the digital option.
Type:
Content:
complex, 2 elements
Defined:
digitalPayoffRegion
It defines a region in which a digital payment occurs.
Type:
Content:
complex, 9 elements
Defined:
direction (defined in CommodityBasketUnderlyingBase complexType)
Indicates the role of the option buyer with regard to this underlyer.
Type:
Content:
simple
Defined:
direction (defined in FxBarrierFeature complexType)
This specifies whether the barrier direction is "Up" or "Down"; that is, that a barrier event occurs if the spot rate is at or above the trigger rate, or at or below the trigger rate during the period of observation of an american barrier, or at the times of observation of a discrete or european barrier.
Type:
Content:
simple
Defined:
direction (in touch)
This specifies whether the trigger direction is "AtOrAbove" or "AtOrBelow; that is, that a barrier event occurs if the spot rate is at or above the trigger rate, or at or below the trigger rate during the period of observation of an american trigger, or at the times of observation of a discrete trigger.
Type:
Content:
simple
Defined:
locally within FxTouch complexType in fpml-fx-5-8.xsd; see XML source
directLoanParticipation
A deliverable obligation characteristic.
Type:
Content:
complex, 3 elements
Defined:
dirtyPrice (in collateral defined in RepoTransactionLeg complexType)
Bond dirty price, expressed in percentage points, 100 is the initial value of the bond.
Type:
xsd:decimal
Content:
simple
Defined:
dirtyPrice (in collateral defined in RepoTransactionLeg complexType)
Bond dirty price, expressed in percentage points, 100 is the initial value of the bond.
Type:
xsd:decimal
Content:
simple
Defined:
discountFactor (defined in Payment complexType)
The value representing the discount factor used to calculate the present value of the cash flow.
Type:
xsd:decimal
Content:
simple
Defined:
locally within Payment complexType in fpml-shared-5-8.xsd; see XML source
discountFactor (in paymentCalculationPeriod)
A decimal value representing the discount factor used to calculate the present value of cash flow.
Type:
xsd:decimal
Content:
simple
Defined:
discountFactor (in premium defined in OptionBaseExtended complexType)
The value representing the discount factor used to calculate the present value of the cash flow.
Type:
xsd:decimal
Content:
simple
Defined:
discountFactor (in principalExchange)
The value representing the discount factor used to calculate the present value of the principal exchange amount.
Type:
xsd:decimal
Content:
simple
Defined:
discountFactorCurve
A curve of discount factors.
Type:
Content:
complex, 3 elements
Defined:
discounting
The parameters specifying any discounting conventions that may apply.
Type:
Content:
complex, 3 elements
Defined:
locally within Calculation complexType in fpml-ird-5-8.xsd; see XML source
discountingType
The discounting method that is applicable.
Type:
Content:
simple
Defined:
locally within Discounting complexType in fpml-ird-5-8.xsd; see XML source
discountRate
A discount rate, expressed as a decimal, to be used in the calculation of a discounted amount.
Type:
xsd:decimal
Content:
simple
Defined:
discountRateDayCountFraction
A discount day count fraction to be used in the calculation of a discounted amount.
Type:
Content:
simple, 1 attribute
Defined:
discrepancyClause
To indicate whether the Discrepancy Clause is applicable.
Type:
xsd:boolean
Content:
simple
Defined:
disruption
Describes the disruption events and fallbacks applicable to a currency pair referenced by the transaction.
Type:
Content:
complex, 3 elements
Defined:
disruptionFallback
Type:
Content:
complex, 2 elements
Defined:
disruptionFallbacks
To be used where disruption fallbacks are set out in the relevant Master Agreement governing the trade.
Type:
Content:
simple
Defined:
distressedRatingsDowngrade
A credit event.
Type:
xsd:boolean
Content:
simple
Defined:
dividend
Expected dividend in this period.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
dividendAdjustment
Dividend adjustment of the contract is driven by the difference between the Expected Dividend, and the Actual Dividend, which is multiplied by an agreed Factor to produce a Deviation, which is used as the basis for adjusting the contract.
Type:
Content:
complex, 1 element
Defined:
dividendAmount
Type:
Content:
simple
Defined:
dividendComposition
Defines how the composition of Dividends is to be determined.
Type:
Content:
simple
Defined:
dividendConditions (defined in EquityDerivativeLongFormBase complexType)
Type:
Content:
complex, 20 elements
Defined:
dividendConditions (in return)
Specifies the conditions governing the payment of the dividends to the receiver of the equity return.
Type:
Content:
complex, 20 elements
Defined:
locally within Return complexType in fpml-eq-shared-5-8.xsd; see XML source
dividendDateReference
Specification of the dividend date using an enumeration, with values such as the pay date, the ex date or the record date.
Type:
Content:
simple
Defined:
dividendEntitlement
Defines the date on which the receiver on the equity return is entitled to the dividend.
Type:
Content:
simple
Defined:
dividendFxTriggerDate
Specifies the date on which the FX rate will be considered in the case of a Composite FX swap.
Type:
Content:
complex, 3 elements
Defined:
dividendLeg
Dividend leg.
Type:
Content:
complex, 1 attribute, 18 elements
Defined:
dividendPayment
The next upcoming dividend payment or payments.
Type:
Content:
complex, 1 attribute, 3 elements
Defined:
dividendPaymentDate
Specifies when the dividend will be paid to the receiver of the equity return.
Type:
Content:
complex, 3 elements
Defined:
dividendPayout (in basketConstituent)
Specifies the dividend payout ratio associated with an equity underlyer.
Type:
Content:
complex, 5 elements
Defined:
dividendPayout (in singleUnderlyer)
Specifies the dividend payout ratio associated with an equity underlyer.
Type:
Content:
complex, 5 elements
Defined:
dividendPayoutConditions
Specifies the dividend payout conditions that will be applied in the case where the actual ratio is not known, typically because of regulatory or legal uncertainties.
Type:
Content:
simple
Defined:
dividendPayoutRatio
Specifies the total actual dividend payout ratio associated with the equity underlyer.
Type:
xsd:decimal
Content:
simple
Defined:
dividendPayoutRatioCash
Specifies the cash actual dividend payout ratio associated with the equity underlyer.
Type:
xsd:decimal
Content:
simple
Defined:
dividendPayoutRatioNonCash
Specifies the non cash actual dividend payout ratio associated with the equity underlyer.
Type:
xsd:decimal
Content:
simple
Defined:
dividendPeriod (defined in DividendConditions complexType)
Defines the First Period or the Second Period, as defined in the 2002 ISDA Equity Derivatives Definitions.
Type:
Content:
simple
Defined:
dividendPeriod (in dividendAdjustment)
A single Dividend Adjustment Period.
Type:
Content:
complex, 1 attribute, 6 elements
Defined:
dividendPeriod (in dividendLeg)
One to many time bounded dividend payment periods, each with a fixed strike and dividend payment date per period.
Type:
Content:
complex, 1 attribute, 7 elements
Defined:
dividendPeriodEffectiveDate
Dividend period has the meaning as defined in the ISDA 2002 Equity Derivatives Definitions.
Type:
Content:
empty, 1 attribute
Defined:
dividendPeriodEndDate
Dividend period has the meaning as defined in the ISDA 2002 Equity Derivatives Definitions.
Type:
Content:
empty, 1 attribute
Defined:
dividendReinvestment
Boolean element that defines whether the dividend will be reinvested or not.
Type:
xsd:boolean
Content:
simple
Defined:
dividendSwapOptionTransactionSupplement
Specifies the structure of the dividend swap transaction supplement.
Type:
Content:
complex, 1 attribute, 18 elements
Subst.Gr:
may substitute for element product
Defined:
Used:
never
dividendSwapTransactionSupplement
Specifies the structure of the dividend swap transaction supplement.
Type:
Content:
complex, 1 attribute, 11 elements
Subst.Gr:
may substitute for element product
Defined:
Used:
never
dividendSwapTransactionSupplement (in dividendSwapOptionTransactionSupplement)
The variance swap details.
Type:
Content:
complex, 1 attribute, 11 elements
Defined:
dividendValuationDates
Specifies the dividend valuation dates of the swap.
Type:
Content:
complex, 1 attribute, 3 elements
Defined:
documentation
Defines the definitions that govern the document and should include the year and type of definitions referenced, along with any relevant documentation (such as master agreement) and the date it was signed.
Type:
Content:
complex, 8 elements
Defined:
locally within Trade complexType in fpml-doc-5-8.xsd; see XML source
drawCurrency
List of currencies in which the borrower(s) may draw funds.
Type:
Content:
simple, 1 attribute
Defined:
drawdownNoticeDays (defined in FixedRateOption complexType)
The number of business days that a lender must be notified prior to a drawdown event occurring.
Type:
xsd:nonNegativeInteger
Content:
simple
Defined:
drawdownNoticeDays (defined in FloatingRateOption complexType)
The number of business days that a lender must be notified prior to a drawdown event occurring.
Type:
xsd:nonNegativeInteger
Content:
simple
Defined:
dualCurrency
Type:
Content:
complex, 6 elements
Defined:
dualExchangeRate
If present indicates that the event is considered to have occured if two or more numeric values of currency exchange rate specified in the Settllement Option are applicable to the transaction.
Type:
Content:
empty
Subst.Gr:
may substitute for element fxDisruptionEvent
Defined:
globally in fpml-fx-5-8.xsd; see XML source
Used:
never
duration (defined in SettlementPeriods complexType)
The length of each Settlement Period.
Type:
Content:
simple
Defined:
duration (in repo)
A duration code for the repo transaction.
Type:
Content:
simple
Defined:
locally within Repo complexType in fpml-repo-5-8.xsd; see XML source
earliestExecutionTime
The earliest time of day at the specified business center, at which the client may execute a transaction.
Type:
Content:
complex, 2 elements
Defined:
earliestExerciseDateTenor
The time interval to the first (and possibly only) exercise date in the exercise period.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
earliestExerciseTime (in americanExercise)
The earliest time at which notice of exercise can be given by the buyer to the seller (or seller's agent) i) on the expriation date, in the case of a European style option, (ii) on each bermuda option exercise date and the expiration date, in the case of a Bermuda style option the commencement date to, and including, the expiration date , in the case of an American option.
Type:
Content:
complex, 2 elements
Defined:
earliestExerciseTime (in bermudaExercise)
The earliest time at which notice of exercise can be given by the buyer to the seller (or seller's agent) i) on the expriation date, in the case of a European style option, (ii) on each bermuda option exercise date and the expiration date, in the case of a Bermuda style option the commencement date to, and including, the expiration date , in the case of an American option.
Type:
Content:
complex, 2 elements
Defined:
earliestExerciseTime (in europeanExercise)
The earliest time at which notice of exercise can be given by the buyer to the seller (or seller's agent) i) on the expriation date, in the case of a European style option, (ii) on each bermuda option exercise date and the expiration date, in the case of a Bermuda style option the commencement date to, and including, the expiration date , in the case of an American option.
Type:
Content:
complex, 2 elements
Defined:
earlyCallDate
Date prior to which the option buyer will have to pay a Make Whole Amount to the option seller if he/she exercises the option.
Type:
Content:
simple, 1 attribute
Defined:
earlyTermination (in commodityPerformanceSwap)
Specifies, for one or for both the parties to the trade, the date prior to the Termination Date from which the contract can be terminated.
Type:
Content:
complex, 2 elements
Defined:
earlyTermination (in returnSwap)
Specifies, for one or for both the parties to the trade, the date from which it can early terminate it.
Type:
Content:
complex, 2 elements
Defined:
earlyTerminationEvent
The adjusted dates associated with an individual earley termination date.
Type:
Content:
complex, 1 attribute, 5 elements
Defined:
earlyTerminationProvision (defined in Swap complexType)
Parameters specifying provisions relating to the optional and mandatory early terminarion of a swap transaction.
Type:
Content:
complex, 1 attribute, 6 elements
Defined:
locally within Swap complexType in fpml-ird-5-8.xsd; see XML source
earlyTerminationProvision (in capFloor)
Parameters specifying provisions relating to the optional and mandatory early terminarion of a CapFloor transaction.
Type:
Content:
complex, 1 attribute, 6 elements
Defined:
locally within CapFloor complexType in fpml-ird-5-8.xsd; see XML source
eEPApplicable
If Excess Emission Penalty is specified to be applicable in the Confirmation then the Excess Emission Penalty will be determined in the manner specified in the Confirmation (see other EEP parameters)
Type:
xsd:boolean
Content:
simple
Defined:
eEPParameters
Applies to EU Emissions Allowance Transactions.
Type:
Content:
complex, 4 elements
Defined:
effectiveDate (defined in AgreementAndEffectiveDates.model group)
The date on which the change become effective.
Type:
xsd:date
Content:
simple
Defined:
effectiveDate (defined in CommoditySwapDetails.model group)
Specifies the effective date of this leg of the swap.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
effectiveDate (defined in DeClear complexType)
Type:
xsd:date
Content:
simple
Defined:
effectiveDate (defined in DirectionalLeg complexType)
Specifies the effective date of this leg of the swap.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
effectiveDate (defined in GenericProduct complexType)
The earliest of all the effective dates of all constituent streams.
Type:
Content:
complex, 1 attribute, 4 elements
Defined:
effectiveDate (defined in LoanContract complexType)
The effective date of the loan contract.
Type:
xsd:date
Content:
simple
Defined:
effectiveDate (defined in LoanEvent complexType)
The date on which the associated business event is effective.
Type:
xsd:date
Content:
simple
Defined:
locally within LoanEvent complexType in fpml-loan-5-8.xsd; see XML source
effectiveDate (defined in TradeChangeContent complexType)
The date on which the change become effective
Type:
xsd:date
Content:
simple
Defined:
effectiveDate (defined in VersionHistory.model group)
Optionally it is possible to specify a version effective date when a versionId is supplied.
Type:
Content:
simple, 1 attribute
Defined:
effectiveDate (defined in Withdrawal complexType)
Type:
xsd:date
Content:
simple
Defined:
effectiveDate (in calculationPeriodDates)
The first day of the term of the trade.
Type:
Content:
complex, 1 attribute, 3 elements
Defined:
effectiveDate (in commodityBasketOption)
The effective date of the Commodity Option Transaction.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
effectiveDate (in commodityDigitalOption)
The effective date of the Commodity Option Transaction.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
effectiveDate (in commodityOption)
The effective date of the Commodity Option Transaction.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
effectiveDate (in commodityOption)
Effective date of an option.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
effectiveDate (in commodityPerformanceSwap)
Specifies the Eeffective Date of the swap.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
effectiveDate (in fxDigitalOption)
Effective date for a forward starting derivative.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
effectiveDate (in fxOption)
Effective date for a forward starting derivative.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
locally within FxOption complexType in fpml-fx-5-8.xsd; see XML source
effectiveDate (in generalTerms)
The first day of the term of the trade.
Type:
Content:
complex, 1 attribute, 4 elements
Defined:
locally within GeneralTerms complexType in fpml-cd-5-8.xsd; see XML source
effectiveDate (in interestLegCalculationPeriodDates)
Specifies the effective date of the return swap.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
effectiveDate (in lcAccrual)
Effective date of the letter of credit.
Type:
xsd:date
Content:
simple
Defined:
locally within LcAccrual complexType in fpml-loan-5-8.xsd; see XML source
effectiveFrom
The time at which the information supplied by the advisory becomes effective.
Type:
xsd:dateTime
Content:
simple
Defined:
effectiveTo
The time at which the information supplied by the advisory becomes no longer effective.
Type:
xsd:dateTime
Content:
simple
Defined:
electingParty
Indicates the party able to choose whether the gas is delivered for a particular period e.g. a swing or interruptible contract.
Type:
Content:
empty, 1 attribute
Defined:
electingPartyReference
Indicates the party able to decide which delivery point within the deliveryPoint is used for delivery.
Type:
Content:
empty, 1 attribute
Defined:
electricity
The specification of the electricity to be delivered.
Type:
Content:
complex, 2 elements
Defined:
electricityPhysicalLeg
Physically settled electricity leg.
Type:
Content:
complex, 1 attribute, 11 elements
Subst.Gr:
may substitute for element commoditySwapLeg
Defined:
globally in fpml-com-5-8.xsd; see XML source
Used:
never
element
The name of the element affected.
Type:
Content:
simple
Defined:
eligibleForClearing
Type:
xsd:boolean
Content:
simple
Defined:
email
An address on an electronic mail or messaging sysem .
Type:
Content:
simple
Defined:
encodedDescription
Description of the leg amount when represented through an encoded image.
Type:
xsd:base64Binary
Content:
simple
Defined:
endDate (defined in ParametricSchedule.model group)
End of the schedule.
Type:
xsd:date
Content:
simple
Defined:
endDate (defined in Period.model group)
Date on which this period ends.
Type:
xsd:date
Content:
simple
Defined:
endDate (defined in PeriodOptionalEnd.model group)
Date on which this period ends.
Type:
xsd:date
Content:
simple
Defined:
endDate (defined in PricingInputDates.model group)
The last date for which data is supplied in this pricing input.
Type:
Content:
simple, 1 attribute
Defined:
endDate (in accrualRegion)
Defines the end date of the observation period for the barrier.
Type:
xsd:date
Content:
simple
Defined:
endDate (in accrualRegion)
Defines the end date of the observation period for the barrier.
Type:
xsd:date
Content:
simple
Defined:
endDate (in observationSchedule in asian in features in fxOption)
The end of the period over which observations are made to determine whether a trigger event has occurred.
Type:
xsd:date
Content:
simple
Defined:
endDate (in observationSchedule in fixingSchedule defined in FxPerformanceSwap complexType)
The end of the period over which observations are made to determine whether a trigger event has occurred.
Type:
xsd:date
Content:
simple
Defined:
endDate (in observationSchedule in fixingSchedule defined in FxPerformanceSwap complexType)
The end of the period over which observations are made to determine whether a trigger event has occurred.
Type:
xsd:date
Content:
simple
Defined:
endDate (in riskPeriod)
Type:
xsd:date
Content:
simple
Defined:
endTerm
Specifies the end term of the simple fra, e.g. 9M.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
locally within SimpleFra complexType in fpml-asset-5-8.xsd; see XML source
endTime (defined in SettlementPeriods complexType)
Specifies the hour-ending End Time with respect to a range of Settlement Periods.
Type:
Content:
complex, 2 elements
Defined:
endTime (in settlementPeriods defined in GenericCommodityAttributes.model group)
Specifies the hour-ending End Time with respect to a range of Settlement Periods.
Type:
Content:
complex, 2 elements
Defined:
endUserException
Specifies whether the trade is not obligated to be cleared via a derivative clearing organization, i.e. wehter there is an exemption from clearing.
Type:
xsd:boolean
Content:
simple
Defined:
endUserExceptionDeclaration
Claims an end user exception and provides supporting evidence.
Type:
Content:
complex, 4 elements
Defined:
endUserExceptionReason
Specifies a reason that the trade is exempted from a clearing requirement.
Type:
Content:
simple, 1 attribute
Defined:
endYear
The last year of the Commpliance Period.
Type:
xsd:gYear
Content:
simple
Defined:
entitlementCurrency
TODO
Type:
Content:
simple, 1 attribute
Defined:
entityClassification (in partyEntityClassification)
Indicates the category or classification or business role of the organization referenced by the partyTradeInformation with respect to this reporting regime, for example Financial, NonFinancial etc.
Type:
Content:
simple, 1 attribute
Defined:
entityClassification (in reportingRegime defined in PartyTradeInformation complexType)
Indicates the category or classification or business role of the organization referenced by the partyTradeInformation with respect to this reporting regime, for example Financial, NonFinancial etc.
Type:
Content:
simple, 1 attribute
Defined:
entityId (defined in LegalEntity complexType)
A legal entity identifier (e.g.
Type:
Content:
simple, 1 attribute
Defined:
entityId (defined in LegalEntity complexType)
A legal entity identifier (e.g.
Type:
Content:
simple, 1 attribute
Defined:
entityName
The name of the reference entity.
Type:
Content:
simple, 1 attribute
Defined:
entityType
Defines the reference entity types corresponding to a list of types in the ISDA First to Default documentation.
Type:
Content:
simple, 1 attribute
Defined:
locally within ReferencePair complexType in fpml-cd-5-8.xsd; see XML source
entryPoint (in deliveryConditions in gasPhysicalLeg)
The physical or virtual point at which the commodity enters a transportation system.
Type:
Content:
simple, 1 attribute
Defined:
entryPoint (in pipeline)
The point at which the oil product will enter the pipeline.
Type:
Content:
simple, 1 attribute
Defined:
environmental
The specification of the type of allowance or credit.
Type:
Content:
complex, 5 elements
Defined:
environmentalPhysicalLeg
Physically settled environmental leg.
Type:
Content:
complex, 1 attribute, 13 elements
Subst.Gr:
may substitute for element commoditySwapLeg
Defined:
globally in fpml-com-5-8.xsd; see XML source
Used:
never
equity
Identifies the underlying asset when it is a listed equity.
Type:
Content:
complex, 1 attribute, 9 elements
Subst.Gr:
may substitute for element underlyingAsset
Defined:
Used:
equityAmericanExercise
The parameters for defining the exercise period for an American style equity option together with the rules governing the quantity of the underlying that can be exercised on any given exercise date.
Type:
Content:
complex, 1 attribute, 9 elements
Defined:
equityBermudaExercise
The parameters for defining the exercise period for an Bermuda style equity option together with the rules governing the quantity of the underlying that can be exercised on any given exercise date.
Type:
Content:
complex, 1 attribute, 10 elements
Defined:
equityEffectiveDate
Effective date for a forward starting option.
Type:
xsd:date
Content:
simple
Defined:
equityEuropeanExercise
The parameters for defining the expiration date and time for a European style equity option.
Type:
Content:
complex, 1 attribute, 4 elements
Defined:
equityExercise (defined in EquityDerivativeBase complexType)
The parameters for defining how the equity option can be exercised, how it is valued and how it is settled.
Type:
Content:
complex, 14 elements
Defined:
equityExercise (in dividendSwapOptionTransactionSupplement)
The parameters for defining how the equity option can be exercised, how it is valued and how it is settled.
Type:
Content:
complex, 14 elements
Defined:
equityExercise (in varianceOptionTransactionSupplement)
The parameters for defining how the equity option can be exercised, how it is valued and how it is settled.
Type:
Content:
complex, 14 elements
Defined:
equityExpirationTime
The specific time of day at which the equity option expires.
Type:
Content:
complex, 2 elements
Defined:
equityExpirationTimeType
The time of day at which the equity option expires, for example the official closing time of the exchange.
Type:
Content:
simple
Defined:
equityForward
A component describing an Equity Forward product.
Type:
Content:
complex, 1 attribute, 21 elements
Subst.Gr:
may substitute for element product
Defined:
globally in fpml-eqd-5-8.xsd; see XML source
Used:
never
equityMultipleExercise (in equityAmericanExercise)
The presence of this element indicates that the option may be exercised on different days.
Type:
Content:
complex, 3 elements
Defined:
equityMultipleExercise (in equityBermudaExercise)
The presence of this element indicates that the option may be exercised on different days.
Type:
Content:
complex, 3 elements
Defined:
equityOption
A component describing an Equity Option product.
Type:
Content:
complex, 1 attribute, 25 elements
Subst.Gr:
may substitute for element product
Defined:
globally in fpml-eqd-5-8.xsd; see XML source
Used:
never
equityOptionTransactionSupplement
A component describing an Equity Option Transaction Supplement.
Type:
Content:
complex, 1 attribute, 30 elements
Subst.Gr:
may substitute for element product
Defined:
globally in fpml-eqd-5-8.xsd; see XML source
Used:
never
equityPremium (defined in EquityDerivativeShortFormBase complexType)
The equity option premium payable by the buyer to the seller.
Type:
Content:
complex, 1 attribute, 10 elements
Defined:
equityPremium (in dividendSwapOptionTransactionSupplement)
The variance option premium payable by the buyer to the seller.
Type:
Content:
complex, 1 attribute, 10 elements
Defined:
equityPremium (in equityOption)
The equity option premium payable by the buyer to the seller.
Type:
Content:
complex, 1 attribute, 10 elements
Defined:
locally within EquityOption complexType in fpml-eqd-5-8.xsd; see XML source
equityPremium (in varianceOptionTransactionSupplement)
The variance option premium payable by the buyer to the seller.
Type:
Content:
complex, 1 attribute, 10 elements
Defined:
equitySwapTransactionSupplement
Specifies the structure of the equity swap transaction supplement.
Type:
Content:
complex, 1 attribute, 24 elements
Subst.Gr:
may substitute for element product
Defined:
Used:
never
equityValuation
The parameters for defining when valuation of the underlying takes place.
Type:
Content:
complex, 1 attribute, 9 elements
Defined:
equivalentApplicable
When "true" the EEP Equivalent is applicable.
Type:
xsd:boolean
Content:
simple
Defined:
escrow
If this element is specified and set to 'true', indicates that physical settlement must take place through the use of an escrow agent.
Type:
xsd:boolean
Content:
simple
Defined:
europeanExercise
The parameters for defining the exercise period for a European style option together with any rules governing the notional amount of the underlying which can be exercised on any given exercise date and any associated exercise fees.
Type:
Content:
complex, 1 attribute, 6 elements
Subst.Gr:
may substitute for element exercise
Defined:
Used:
never
europeanExercise (defined in CommodityExercise complexType)
The parameters for defining the expiration date and time for a European or Asian style option.
Type:
Content:
complex, 1 attribute, 4 elements
Defined:
europeanExercise (defined in CommodityPhysicalExercise complexType)
The parameters for defining the expiration date(s) and time(s) for a European style option.
Type:
Content:
complex, 1 attribute, 4 elements
Defined:
europeanExercise (in exercise in commodityBasketOption)
The parameters for defining the expiration date and time for a European or Asian style option.
Type:
Content:
complex, 1 attribute, 4 elements
Defined:
europeanExercise (in exercise in commodityDigitalOption)
The parameters for defining the expiration date and time for a European or Asian style option.
Type:
Content:
complex, 1 attribute, 4 elements
Defined:
europeanExercise (in fxDigitalOption)
The parameters for defining the exercise period for an European style option.
Type:
Content:
complex, 1 attribute, 4 elements
Defined:
europeanExercise (in fxOption)
The parameters for defining the exercise period for an European style option.
Type:
Content:
complex, 1 attribute, 4 elements
Defined:
locally within FxOption complexType in fpml-fx-5-8.xsd; see XML source
europeanExercise (in straddle)
The parameters for defining the exercise period for an European style option.
Type:
Content:
complex, 1 attribute, 4 elements
Defined:
locally within FxStraddle complexType in fpml-fx-5-8.xsd; see XML source
event
The event that occurred within the cycle or step, for example "Started" or "Completed"..
Type:
Content:
simple, 1 attribute
Defined:
eventId (defined in BusinessEventIdentifier complexType)
Type:
Content:
simple, 2 attributes
Defined:
eventId (defined in TradeComponentIdentifier complexType)
???
Type:
Content:
simple, 2 attributes
Defined:
eventIdentifier (defined in AbstractEvent complexType)
Type:
Content:
complex, 1 attribute, 3 elements
Defined:
eventIdentifier (defined in AbstractEventRequireId complexType)
Type:
Content:
complex, 1 attribute, 3 elements
Defined:
eventIdentifier (in eventPaymentNotification)
A unique reference to a business events.
Type:
Content:
complex, 1 attribute, 3 elements
Defined:
eventIdentifier (in eventReleaseNotification)
A set of business events being released.
Type:
Content:
complex, 1 attribute, 3 elements
Defined:
eventIdentifier (in eventRetraction)
The id that defines the business event which is to be cancelled.
Type:
Content:
complex, 1 attribute, 3 elements
Defined:
eventIdentifier (in requestEventStatus)
Type:
Content:
complex, 3 elements
Defined:
eventIdentifier (in statusItem)
An instance of a unique event identifier.
Type:
Content:
complex, 3 elements
Defined:
eventPaymentNotification
Type:
Content:
complex, 3 attributes, 9 elements
Defined:
globally in fpml-loan-5-8.xsd; see XML source
Used:
never
eventReference
???
Type:
Content:
empty
Defined:
eventReleaseNotification
Type:
Content:
complex, 3 attributes, 8 elements
Defined:
globally in fpml-loan-5-8.xsd; see XML source
Used:
never
eventRetraction
Type:
Content:
complex, 3 attributes, 7 elements
Defined:
globally in fpml-loan-5-8.xsd; see XML source
Used:
never
events
If any of the events listed in this section occurs then the associated fallbacks willl be applied.
Type:
Content:
complex, 1 element
Defined:
eventStatusException
Type:
Content:
complex, 3 attributes, 7 elements
Defined:
globally in fpml-msg-5-8.xsd; see XML source
Used:
never
eventStatusResponse
Type:
Content:
complex, 3 attributes, 9 elements
Defined:
globally in fpml-msg-5-8.xsd; see XML source
Used:
never
evergreenOption
An option allowing the borrower to extend the letter of credit tenor.
Type:
Content:
complex, 2 elements
Defined:
exceedsClearingThreshold
Indicates whether the counterparty exceeds the volume threshold above which trades are required to be cleared.
Type:
xsd:boolean
Content:
simple
Defined:
exception (defined in MinimumAmountRule complexType)
Exceptions describing the situations when the minimum rule does NOT apply.
Type:
Content:
simple, 1 attribute
Defined:
exception (in secondaryLenderConsentRule)
Type:
Content:
complex, 2 elements
Defined:
excessDividendAmount
Determination of Gross Cash Dividend per Share.
Type:
Content:
simple
Defined:
exchangedCurrency1 (defined in FxCoreDetails.model group)
This is the first of the two currency flows that define a single leg of a standard foreign exchange transaction.
Type:
Content:
complex, 2 attributes, 10 elements
Defined:
exchangedCurrency1 (defined in FxExchangedCurrency.model group)
Indicates the first direction of who pays and receives a specific currency without specifying the amount.
Type:
Content:
complex, 5 elements
Defined:
exchangedCurrency2 (defined in FxCoreDetails.model group)
This is the second of the two currency flows that define a single leg of a standard foreign exchange transaction.
Type:
Content:
complex, 2 attributes, 10 elements
Defined:
exchangedCurrency2 (defined in FxExchangedCurrency.model group)
Indicates the second direction of who pays and receives a specific currency without specifying the amount.
Type:
Content:
complex, 5 elements
Defined:
exchangeId (defined in CommodityReferencePriceFramework.model group)
For those commodities being traded with reference to the price of a listed instrument, the exchange where that instrument is listed should be specified in the 'exchange' element.
Type:
Content:
simple, 1 attribute
Defined:
exchangeId (defined in QuoteLocation.model group)
The exchange (e.g. stock or futures exchange) from which the quote is obtained.
Type:
Content:
simple, 1 attribute
Defined:
exchangeId (defined in UnderlyingAsset complexType)
Identification of the exchange on which this asset is transacted for the purposes of calculating a contractural payoff.
Type:
Content:
simple, 1 attribute
Defined:
exchangeLookAlike (in dividendSwapOptionTransactionSupplement)
For a share option transaction, a flag used to indicate whether the transaction is to be treated as an 'exchange look-alike'.
Type:
xsd:boolean
Content:
simple
Defined:
exchangeLookAlike (in equityOptionTransactionSupplement)
For a share option transaction, a flag used to indicate whether the transaction is to be treated as an 'exchange look-alike'.
Type:
xsd:boolean
Content:
simple
Defined:
exchangeLookAlike (in varianceOptionTransactionSupplement)
For a share option transaction, a flag used to indicate whether the transaction is to be treated as an 'exchange look-alike'.
Type:
xsd:boolean
Content:
simple
Defined:
exchangeRate (defined in FxCoreDetails.model group)
The rate of exchange between the two currencies.
Type:
Content:
complex, 6 elements
Defined:
exchangeRate (in underlyer defined in GenericProduct complexType)
The rate of exchange between two currencies.
Type:
Content:
complex, 6 elements
Defined:
exchangeRestrictions
If present indicates that the event is considered to have occured if the settlement in either currency is prohibited or materially restricted.
Type:
Content:
empty
Subst.Gr:
may substitute for element fxDisruptionEvent
Defined:
globally in fpml-fx-5-8.xsd; see XML source
Used:
never
exchangeTradedContractNearest (in equityOptionTransactionSupplement)
For an index option transaction, a flag used in conjuction with Futures Price Valuation (ISDA defined term) to indicate whether the Nearest Index Contract provision is applicable.
Type:
xsd:boolean
Content:
simple
Defined:
exchangeTradedContractNearest (in rateOfReturn)
References a Contract on the Exchange.
Type:
Content:
complex, 1 attribute, 12 elements
Defined:
exchangeTradedContractNearest (in variance)
Specification of the exchange traded contract nearest.
Type:
Content:
complex, 1 attribute, 12 elements
Defined:
exchangeTradedFund
Identifies the underlying asset when it is an exchange-traded fund.
Type:
Content:
complex, 1 attribute, 11 elements
Subst.Gr:
may substitute for element underlyingAsset
Defined:
Used:
never
excluded (defined in DeliverableObligations complexType)
A free format string to specify any excluded obligations or deliverable obligations, as the case may be, of the reference entity or excluded types of obligations or deliverable obligations.
Type:
Content:
simple
Defined:
excluded (defined in Obligations complexType)
A free format string to specify any excluded obligations or deliverable obligations, as the case may be, of the reference entity or excluded types of obligations or deliverable obligations.
Type:
Content:
simple
Defined:
locally within Obligations complexType in fpml-cd-5-8.xsd; see XML source
excludedReferenceEntity
Excluded reference entity.
Type:
Content:
complex, 1 attribute, 3 elements
Defined:
excludeHolidays
Indicates that days that are holidays according to the referenced commodity business calendar should be excluded from this range of Settlement Periods, even if such day is an applicable day.
Type:
Content:
simple, 1 attribute
Defined:
exDividendDate
The date when a distribution of dividends or interest is deducted from a securities asset, or set aside for payment to the original bondholders.
Type:
xsd:date
Content:
simple
Defined:
executed
Credit limit utilization attributable to executed trades.
Type:
Content:
complex, 4 elements
Defined:
executionAcknowledgement
Type:
Content:
complex, 3 attributes, 10 elements
Defined:
Used:
never
executionAdvice
Type:
Content:
complex, 3 attributes, 23 elements
Defined:
Used:
never
executionAdviceAcknowledgement
Type:
Content:
complex, 3 attributes, 10 elements
Defined:
Used:
never
executionAdviceException
Type:
Content:
complex, 3 attributes, 7 elements
Defined:
Used:
never
executionAdviceRetracted
Type:
Content:
complex, 3 attributes, 20 elements
Defined:
Used:
never
executionDateTime (defined in AgreementAndEffectiveDates.model group)
The date and time at which the negotiated change to the terms of the original contract was agreed, such as via telephone or electronic trading system (i.e., agreement date/time).
Type:
Content:
simple, 1 attribute
Defined:
executionDateTime (defined in PartyTradeInformation complexType)
Trade execution date time, for example as provided by a central execution facility.
Type:
Content:
simple, 1 attribute
Defined:
executionDateTime (in novation)
The date and time at which the change was agreed.
Type:
Content:
simple, 1 attribute
Defined:
executionDateTime (in packageInformation)
Trade execution date time, for example as provided by a central execution facility.
Type:
Content:
simple, 1 attribute
Defined:
executionException
Type:
Content:
complex, 3 attributes, 7 elements
Defined:
Used:
never
executionNotification
Type:
Content:
complex, 3 attributes, 16 elements
Defined:
Used:
never
executionPeriodDates
The period during which the client has the right to execute a transaction, on any business day defined by reference to the specified business centers, subject to the constraints of the minimum execution amount and aggregate total notional amount. * Period dates are inclusive i.e. the expiry date is the final date on which execution may occur.
Type:
Content:
complex, 1 attribute, 3 elements
Defined:
executionRetracted
Type:
Content:
complex, 3 attributes, 12 elements
Defined:
Used:
never
executionType
Used to describe how the trade was executed, e.g. via voice or electronically.
Type:
Content:
simple, 1 attribute
Defined:
executionVenueType (defined in PartyTradeInformation complexType)
Used to describe the type of venue where trade was executed, e.g via an execution facility or privately.
Type:
Content:
simple, 1 attribute
Defined:
executionVenueType (in packageInformation)
Used to describe the type of venue where trade was executed, e.g via an execution facility or privately.
Type:
Content:
simple, 1 attribute
Defined:
exercise
An placeholder for the actual option exercise definitions.
Type:
Content:
empty, 1 attribute
Abstract:
(may not be used directly in instance XML documents)
Subst.Gr:
may be substituted with 3 elements
Defined:
Used:
exercise (in commodityBasketOption)
The parameters for defining how the commodity option can be exercised and how it is settled.
Type:
Content:
complex, 8 elements
Defined:
exercise (in commodityDigitalOption)
The parameters for defining how the commodity option can be exercised and how it is settled.
Type:
Content:
complex, 7 elements
Defined:
exercise (in commodityOption)
The parameters for defining how the commodity option can be exercised and how it is settled.
Type:
Content:
complex, 10 elements
Defined:
exercise (in commodityOption)
Type:
Content:
complex, 10 elements
Defined:
exerciseAction
Type:
Content:
simple
Defined:
exerciseDate
Type:
xsd:date
Content:
simple
Defined:
exerciseEvent
The adjusted dates associated with an individual swaption exercise date.
Type:
Content:
complex, 1 attribute, 5 elements
Defined:
exerciseFee
A fee to be paid on exercise.
Type:
Content:
complex, 8 elements
Defined:
exerciseFeeSchedule (in americanExercise)
The fees associated with an exercise date.
Type:
Content:
complex, 8 elements
Defined:
exerciseFeeSchedule (in bermudaExercise)
The fees associated with an exercise date.
Type:
Content:
complex, 8 elements
Defined:
exerciseFrequency (defined in CommodityAmericanExercise complexType)
The exercise frequency for the strip.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
exerciseFrequency (defined in CommodityEuropeanExercise complexType)
The exercise frequency for the strip.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
exerciseFrequency (in optionalEarlyTerminationParameters)
The frequency of subsequent exercise dates in the exercise period following the earliest exercise date.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
exerciseInNotionalAmount (defined in OptionExerciseAmount.model group)
Specifies the fixed amount by which the option should be exercised expressed as notional amount.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
exerciseInNotionalAmount (in specifiedExercise)
Specifies the fixed amount by which the option should be exercised expressed as notional amount.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
exerciseInNotionalSchedule
Specifies the amount by which the option should be exercised expressed as notional schedule.
Type:
Content:
complex, 1 attribute, 3 elements
Defined:
exerciseInNumberOfOptions (defined in OptionExerciseAmount.model group)
Specifies the fixed amount by which the option should be exercised expressed as number of options.
Type:
xsd:decimal
Content:
simple
Defined:
exerciseInNumberOfOptions (in specifiedExercise)
Specifies the fixed amount by which the option should be exercised expressed as number of options.
Type:
xsd:decimal
Content:
simple
Defined:
exerciseInNumberOfUnits (defined in OptionExerciseAmount.model group)
Specifies the fixed amount by which the option should be exercised express as number of units.
Type:
xsd:decimal
Content:
simple
Defined:
exerciseInNumberOfUnits (in specifiedExercise)
Specifies the fixed amount by which the option should be exercised express as number of units.
Type:
xsd:decimal
Content:
simple
Defined:
exerciseNotice (defined in OptionalEarlyTermination complexType)
Definition of the party to whom notice of exercise should be given.
Type:
Content:
complex, 3 elements
Defined:
exerciseNotice (in cancelableProvision)
Definition of the party to whom notice of exercise should be given.
Type:
Content:
complex, 3 elements
Defined:
exerciseNotice (in extendibleProvision)
Definition of the party to whom notice of exercise should be given.
Type:
Content:
complex, 3 elements
Defined:
exerciseNotice (in manualExercise defined in ExerciseProcedure complexType)
Definition of the party to whom notice of exercise should be given.
Type:
Content:
complex, 3 elements
Defined:
exerciseNoticePartyReference
The party referenced is the party to which notice of exercise should be given by the buyer.
Type:
Content:
empty, 1 attribute
Defined:
exercisePeriod (defined in CommodityAmericanExercise complexType)
Describes the American exercise periods.
Type:
Content:
complex, 2 elements
Defined:
exercisePeriod (defined in CommodityAmericanExercise complexType)
Describes the American exercise periods.
Type:
Content:
complex, 2 elements
Defined:
exerciseProcedure (defined in OptionBaseExtended complexType)
A set of parameters defining procedures associated with the exercise.
Type:
Content:
complex, 5 elements
Defined:
exerciseProcedure (in fxAccrualDigitalOption)
A set of parameters defining procedures associated with the exercise.
Type:
Content:
complex, 5 elements
Defined:
exerciseProcedure (in fxAccrualOption)
A set of parameters defining procedures associated with the exercise.
Type:
Content:
complex, 5 elements
Defined:
exerciseProcedure (in fxDigitalOption)
A set of parameters defining procedures associated with the exercise.
Type:
Content:
complex, 5 elements
Defined:
exerciseProcedure (in fxOption)
A set of parameters defining procedures associated with the exercise.
Type:
Content:
complex, 5 elements
Defined:
locally within FxOption complexType in fpml-fx-5-8.xsd; see XML source
exerciseProcedure (in optionExpiry defined in OptionsEvents.model group)
Type:
Content:
complex, 2 elements
Defined:
exerciseProcedure (in straddle)
A set of parameters defining procedures associated with the exercise.
Type:
Content:
complex, 5 elements
Defined:
locally within FxStraddle complexType in fpml-fx-5-8.xsd; see XML source
exerciseProcedure (in swaption)
A set of parameters defining procedures associated with the exercise.
Type:
Content:
complex, 5 elements
Defined:
locally within Swaption complexType in fpml-ird-5-8.xsd; see XML source
exerciseSide
Type:
Content:
simple
Defined:
exerciseStyle
For options, whether the option is a put or call option.
Type:
Content:
simple, 1 attribute
Defined:
exerciseTime
Type:
xsd:time
Content:
simple
Defined:
exerciseTiming
Type:
Content:
simple
Defined:
exhaustionPoint
Upper bound percentage of the loss that the Tranche can endure, expressed as a decimal.
Type:
xsd:decimal
Content:
simple
Defined:
locally within Tranche complexType in fpml-cd-5-8.xsd; see XML source
expectedN
Expected number of trading days.
Type:
xsd:positiveInteger
Content:
simple
Defined:
expiration
A time dimension that represents the time to expiration of an option.
Type:
Content:
complex, 3 elements
Defined:
expirationDate (defined in CommodityEuropeanExercise complexType)
The last day within an exercise period for an American style option.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
expirationDate (defined in CommodityEuropeanExercise complexType)
The last day within an exercise period for an American style option.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
expirationDate (defined in CommodityExercisePeriods complexType)
The last day within an exercise period for an American style option.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
expirationDate (defined in ExchangeTradedContract complexType)
The date when the contract expires.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
expirationDate (defined in GenericProduct complexType)
For options, the last exercise date of the option.
Type:
Content:
complex, 1 attribute, 4 elements
Defined:
expirationDate (defined in SharedAmericanExercise complexType)
The last day within an exercise period for an American style option.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
expirationDate (in americanExercise)
The last day within an exercise period for an American style option.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
expirationDate (in creditLimit)
Type:
xsd:dateTime
Content:
simple
Defined:
expirationDate (in equityEuropeanExercise)
The last day within an exercise period for an American style option.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
expirationDate (in europeanExercise defined in CommodityPhysicalExercise complexType)
The Expiration Date of a single expiry European-style option or the first Expiration Date of a multiple expiry or daily expiring option.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
expirationDate (in europeanExercise)
The last day within an exercise period for an American style option.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
expirationDateOffset
Specifies any offset from the adjusted Calculation Period start date or adjusted Calculation Period end date applicable to each Payment Date.
Type:
Content:
complex, 1 attribute, 4 elements
Defined:
expirationDates (in americanExercise defined in CommodityPhysicalExercise complexType)
The Expiration Date(s) of an American-style option.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
expirationDates (in europeanExercise defined in CommodityPhysicalExercise complexType)
The Expiration Date(s) of a European-style option.
Type:
Content:
complex, 1 attribute, 3 elements
Defined:
expirationDateTwo
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
expirationTime (defined in CommodityAmericanExercise complexType)
The specific time of day on which the option expires.
Type:
Content:
complex, 2 elements
Defined:
expirationTime (defined in CommodityEuropeanExercise complexType)
The specific time of day on which the option expires.
Type:
Content:
complex, 2 elements
Defined:
expirationTime (in americanExercise defined in CommodityPhysicalExercise complexType)
The specific time of day at which the option expires.
Type:
Content:
complex, 2 elements
Defined:
expirationTime (in americanExercise)
The latest time for exercise on expirationDate.
Type:
Content:
complex, 2 elements
Defined:
expirationTime (in bermudaExercise)
The latest time for exercise on expirationDate.
Type:
Content:
complex, 2 elements
Defined:
expirationTime (in europeanExercise defined in CommodityPhysicalExercise complexType)
The specific time of day at which the option expires.
Type:
Content:
complex, 2 elements
Defined:
expirationTime (in europeanExercise)
The latest time for exercise on expirationDate.
Type:
Content:
complex, 2 elements
Defined:
expirationTimeDetermination
Expiration time determination method.
Type:
Content:
simple, 2 attributes
Defined:
expireRelativeToEvent
Specifies whether the payment(s) occur relative to the date of a physical event.
Type:
Content:
simple, 1 attribute
Defined:
expiringLevel
If true this contract will strike off the expiring level of the default exchange traded contract.
Type:
xsd:boolean
Content:
simple
Defined:
expiry (defined in OptionExerciseAmount.model group)
Type:
xsd:boolean
Content:
simple
Defined:
expiry (in lcTermination)
Determines whether this event was created due to a natural expiration of the letter of credit or an unscheduled cancellation.
Type:
xsd:boolean
Content:
simple
Defined:
expiryDate (defined in FacilityDates.model group)
The latest date that a drawdown can be made effective against the facility.
Type:
xsd:date
Content:
simple
Defined:
expiryDate (defined in FxDigitalAmericanExercise complexType)
The latest date on which the option can be exercised.
Type:
xsd:date
Content:
simple
Defined:
expiryDate (defined in FxEuropeanExercise complexType)
Represents a standard expiry date as defined for an FX OTC option.
Type:
xsd:date
Content:
simple
Defined:
expiryDate (defined in FxExpiryDateOrSchedule.model group)
Defines the expiry of a single period accrual forward FX transaction.
Type:
Content:
complex, 3 elements
Defined:
expiryDate (in executionPeriodDates)
Expiry (maturity) date of the execution period.
Type:
xsd:date
Content:
simple
Defined:
expiryDate (in lcAccrual)
Expiry date of the letter of credit.
Type:
xsd:date
Content:
simple
Defined:
locally within LcAccrual complexType in fpml-loan-5-8.xsd; see XML source
expirySchedule (defined in FxExpiryDateOrSchedule.model group)
The parameters for defining a schedule of expiry periods for a accrual forward FX transaction.
Type:
Content:
complex, 1 attribute, 11 elements
Defined:
expirySchedule (in fxTargetForward)
Defines the expiry/observation schedule of the target product.
Type:
Content:
complex, 1 attribute, 11 elements
Defined:
expiryTime (defined in FxDigitalAmericanExercise complexType)
Time at which the option expires on the expiry date.
Type:
Content:
complex, 2 elements
Defined:
expiryTime (defined in FxEuropeanExercise complexType)
Time at which the option expires on the expiry date.
Type:
Content:
complex, 2 elements
Defined:
expiryTime (defined in FxExpirySchedule complexType)
Time of expiration of each expiry date.
Type:
Content:
complex, 2 elements
Defined:
expiryTime (defined in QuotationCharacteristics.model group)
When does the quote cease to be valid.
Type:
xsd:dateTime
Content:
simple
Defined:
expiryTime (in expiryDate defined in FxExpiryDateOrSchedule.model group)
Time of expiration of each expiry date.
Type:
Content:
complex, 2 elements
Defined:
expiryTimestamp
The date and time (on the source system) when this message instance will be considered expired.
Type:
xsd:dateTime
Content:
simple
Defined:
extendibleProvision
A provision that allows the specification of an embedded option with a swap giving the buyer of the option the right to extend the swap, in whole or in part, to the extended termination date.
Type:
Content:
complex, 8 elements
Defined:
locally within Swap complexType in fpml-ird-5-8.xsd; see XML source
extendibleProvisionAdjustedDates
The adjusted dates associated with an extendible provision.
Type:
Content:
complex, 1 element
Defined:
extensionEvent
The adjusted dates associated with a single extendible exercise date.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
extensionPeriod
The number of calendar days defining the extension period.
Type:
xsd:decimal
Content:
simple
Defined:
extraElement
Element(s) that are extraneous in the other object.
Type:
Content:
simple
Defined:
extraOrdinaryDividends
Reference to the party which determines if dividends are extraordinary in relation to normal levels.
Type:
Content:
empty, 1 attribute
Defined:
extraordinaryEvents (defined in EquityDerivativeLongFormBase complexType)
Where the underlying is shares, specifies events affecting the issuer of those shares that may require the terms of the transaction to be adjusted.
Type:
Content:
complex, 13 elements
Defined:
extraordinaryEvents (defined in NettedSwapBase complexType)
Where the underlying is shares, specifies events affecting the issuer of those shares that may require the terms of the transaction to be adjusted.
Type:
Content:
complex, 13 elements
Defined:
extraordinaryEvents (in equityOptionTransactionSupplement)
A component to contain elements that represent an extraordinary event.
Type:
Content:
complex, 13 elements
Defined:
extraordinaryEvents (in equitySwapTransactionSupplement)
Where the underlying is shares, specifies events affecting the issuer of those shares that may require the terms of the transaction to be adjusted.
Type:
Content:
complex, 13 elements
Defined:
extraordinaryEvents (in returnSwap)
Where the underlying is shares, specifies events affecting the issuer of those shares that may require the terms of the transaction to be adjusted.
Type:
Content:
complex, 13 elements
Defined:
extrapolationPermitted
Type:
xsd:boolean
Content:
simple
Defined:
locally within TermCurve complexType in fpml-mktenv-5-8.xsd; see XML source
faceAmount
Specifies the total amount of the issue.
Type:
xsd:decimal
Content:
simple
Defined:
locally within Bond complexType in fpml-asset-5-8.xsd; see XML source
facilityCommitment
The global/lender commitment amount stated AFTER a commitment adjustment has taken place.
Type:
Content:
complex, 6 elements
Defined:
facilityEventGroup
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:
facilityExtensionFeePayment
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
facilityFeePaymentGroup
Head of the substitution group for all facility fee payment events.
Type:
Content:
complex, 12 elements
Abstract:
(may not be used directly in instance XML documents)
Subst.Gr:
may be substituted with 7 elements
Defined:
globally in fpml-loan-5-8.xsd; see XML source
Used:
facilityFxRate (defined in LetterOfCredit complexType)
Defines exchange rate between the letter of credit and facility.
Type:
Content:
complex, 4 elements
Defined:
facilityFxRate (defined in LoanContract complexType)
Defines a single (current) FX rate used to calculate utilization in the facility currency.
Type:
Content:
complex, 4 elements
Defined:
facilityFxRate (in outstandingsPosition)
Defines a single (current) FX rate used to calculate utilization in the facility currency.
Type:
Content:
complex, 4 elements
Defined:
facilityGroup
Head of the substitution group for all facility types.
Type:
Content:
complex, 1 attribute, 26 elements
Abstract:
(may not be used directly in instance XML documents)
Subst.Gr:
may be substituted with 4 elements
Defined:
globally in fpml-loan-5-8.xsd; see XML source
Used:
facilityIdentifier (defined in FacilityDetails.model group)
A deal summary structure.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
facilityIdentifier (in outstandingContractsStatement)
A facility identifier to which the loan contracts and/or letter of credits belong.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
facilityNotification
Type:
Content:
complex, 3 attributes, 14 elements
Defined:
globally in fpml-loan-5-8.xsd; see XML source
Used:
never
facilityOutstandingsPosition (defined in AbstractContractNotification complexType)
Type:
Content:
complex, 4 elements
Defined:
facilityOutstandingsPosition (in facilityOutstandingsPositionStatement)
A facility position definition containing full details of either the global commitment and outstanding amounts or a specific lender's position breakdown.
Type:
Content:
complex, 4 elements
Defined:
facilityOutstandingsPositionStatement
Type:
Content:
complex, 3 attributes, 17 elements
Defined:
globally in fpml-loan-5-8.xsd; see XML source
Used:
never
facilityPosition (defined in AbstractFacilityNotification complexType)
Type:
Content:
complex, 3 elements
Defined:
facilityPosition (in facilityPositionStatement)
A facility position definition containing full details of either the global commitment and outstanding amounts or a specific lender's position breakdown.
Type:
Content:
complex, 3 elements
Defined:
facilityPositionStatement
Type:
Content:
complex, 3 attributes, 14 elements
Defined:
globally in fpml-loan-5-8.xsd; see XML source
Used:
never
facilityRateChangeGroup
Head of the substitution group for all facility rate update events.
Type:
Content:
complex, 11 elements
Abstract:
(may not be used directly in instance XML documents)
Subst.Gr:
may be substituted with 6 elements
Defined:
globally in fpml-loan-5-8.xsd; see XML source
Used:
facilityRateChangeNotification
Type:
Content:
complex, 3 attributes, 17 elements
Defined:
globally in fpml-loan-5-8.xsd; see XML source
Used:
never
facilityReference (defined in FacilityContractEvent complexType)
Type:
Content:
empty, 1 attribute
Defined:
facilityReference (defined in FacilityContractIdentifier complexType)
Type:
Content:
empty, 1 attribute
Defined:
facilityReference (defined in FacilityEvent complexType)
Type:
Content:
empty, 1 attribute
Defined:
facilityReference (defined in FacilityPosition complexType)
A unique facility identifier.
Type:
Content:
empty, 1 attribute
Defined:
facilityReference (in proRataFacilities)
Type:
Content:
empty, 1 attribute
Defined:
facilityStatement
Type:
Content:
complex, 3 attributes, 11 elements
Defined:
globally in fpml-loan-5-8.xsd; see XML source
Used:
never
facilitySummary
A facility summary structure.
Type:
Content:
complex, 1 attribute, 13 elements
Defined:
facilityTermination
Type:
Content:
complex, 10 elements
Subst.Gr:
may substitute for element facilityEventGroup
Defined:
globally in fpml-loan-5-8.xsd; see XML source
Used:
never
facilityType
The type of loan facility (letter of credit, revolving, ...).
Type:
Content:
simple, 1 attribute
Defined:
locally within Loan complexType in fpml-asset-5-8.xsd; see XML source
factoredCalculationAmount
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
failureToDeliver (defined in ExtraordinaryEvents complexType)
If true, failure to deliver is applicable.
Type:
xsd:boolean
Content:
simple
Defined:
failureToDeliver (in additionalDisruptionEvents)
Where the underlying is shares and the transaction is physically settled, then, if true, a failure to deliver the shares on the settlement date will not be an event of default for the purposes of the master agreement.
Type:
xsd:boolean
Content:
simple
Defined:
failureToDeliverApplicable
Applies to EU Emissions Allowance Transactions.
Type:
xsd:boolean
Content:
simple
Defined:
failureToPay
Type:
Content:
empty
Subst.Gr:
may substitute for element creditEvent
Defined:
Used:
never
failureToPay (defined in CreditEvents complexType)
A credit event.
Type:
Content:
complex, 3 elements
Defined:
failureToPayInterest
A credit event.
Type:
xsd:boolean
Content:
simple
Defined:
failureToPayPrincipal (defined in CreditEvents complexType)
A credit event.
Type:
xsd:boolean
Content:
simple
Defined:
failureToPayPrincipal (in floatingAmountEvents)
A floating rate payment event.
Type:
xsd:boolean
Content:
simple
Defined:
fallback
Disruption fallback that applies to the trade.
Type:
Content:
simple, 1 attribute
Defined:
fallbackBondApplicable
The applicability of a fallback bond as defined in the 2006 ISDA Inflation Derivatives Definitions, sections 1.3 and 1.8.
Type:
xsd:boolean
Content:
simple
Defined:
fallbackExercise
If fallback exercise is specified then the notional amount of the underlying swap, not previously exercised under the swaption, will be automatically exercised at the expiration time on the expiration date if at such time the buyer is in-the-money, provided that the difference between the settlement rate and the fixed rate under the relevant underlying swap is not less than one tenth of a percentage point (0.10% or 0.001).
Type:
xsd:boolean
Content:
simple
Defined:
fallbackReferencePrice
If present indicates alternative price sources
Type:
Content:
complex, 2 elements
Subst.Gr:
may substitute for element fxDisruptionFallback
Defined:
globally in fpml-fx-5-8.xsd; see XML source
Used:
never
fallbackReferencePrice (in marketDisruption defined in CommodityContent.model group)
A fallback commodity reference price for use when relying on Disruption Fallbacks in Section 7.5(d)(i) of the ISDA Commodity Definitions or have selected "Fallback Reference Price" as a disruptionFallback.
Type:
Content:
complex, 2 elements
Defined:
fallbackReferencePrice (in priceSourceDisruption in nonDeliverableSettlement in settlementProvision)
The method, prioritzed by the order it is listed in this element, to get a replacement rate for the disrupted settlement rate option.
Type:
Content:
complex, 4 elements
Defined:
fallbacks
Describes the fallback processing or termination procedures that can be applied if an event occurs,
Type:
Content:
complex, 1 element
Defined:
fallbackSettlementRateOption
This settlement rate option will be used in its place.
Type:
Content:
simple, 1 attribute
Defined:
fallbackSurveyValuationPostponenment
Request rate quotes from the market.
Type:
Content:
empty
Defined:
farLeg (in fxSwap)
The FX transaction with the latest value date.
Type:
Content:
complex, 1 attribute, 12 elements
Defined:
locally within FxSwap complexType in fpml-fx-5-8.xsd; see XML source
farLeg (in repo)
The far leg of the repo contract, i.e. the repurchase transaction.
Type:
Content:
complex, 1 attribute, 12 elements
Defined:
locally within Repo complexType in fpml-repo-5-8.xsd; see XML source
feature (defined in FacilityFeatures.model group)
Facility features which help define the instrument with greater granularity.
Type:
Content:
simple, 1 attribute
Defined:
feature (defined in Feature.model group)
Asian, Barrier, Knock and Pass Through features.
Type:
Content:
complex, 5 elements
Defined:
feature (defined in GenericOptionAttributes.model group)
Special features that the option may have, such as Asian averaging, Barriers, Digital payout, etc.
Type:
Content:
simple, 1 attribute
Defined:
feature (defined in OptionBaseExtended complexType)
An Option feature such as quanto, asian, barrier, knock.
Type:
Content:
complex, 6 elements
Defined:
featurePayment
The feature payment.
Type:
Content:
complex, 1 attribute, 9 elements
Defined:
featurePaymentAmount (defined in CommodityBarrier complexType)
In the case of barrier options where the option automatically expires and the barrier is breached in such a way to to result in a "knock-out" vent, this amount is paid to the the option holder so as to refund or rebate a portion of any premium paid.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
featurePaymentAmount (in digital)
The cash payment that is made when the digital barrier is breached.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
featurePaymentDate
The feature payment date.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
features (in fxOption)
Describes additional features within the option.
Type:
Content:
complex, 3 elements
Defined:
locally within FxOption complexType in fpml-fx-5-8.xsd; see XML source
features (in termDeposit)
An optional container that holds additional features of the deposit (e.g.
Type:
Content:
complex, 1 element
Defined:
locally within TermDeposit complexType in fpml-fx-5-8.xsd; see XML source
feeAmount
The amount of fee to be paid on exercise.
Type:
xsd:decimal
Content:
simple
Defined:
feeAmountSchedule
The exercise fee amount schedule.
Type:
Content:
complex, 1 attribute, 3 elements
Defined:
feeLeg
This element contains all the terms relevant to defining the fixed amounts/payments per the applicable ISDA definitions.
Type:
Content:
complex, 1 attribute, 10 elements
Defined:
feePaymentDate (defined in ExerciseFeeSchedule complexType)
The date on which exercise fee(s) will be paid.
Type:
Content:
complex, 1 attribute, 8 elements
Defined:
feePaymentDate (in exerciseFee)
The date on which exercise fee(s) will be paid.
Type:
Content:
complex, 1 attribute, 8 elements
Defined:
feeRate
A fee represented as a percentage of some referenced notional.
Type:
xsd:decimal
Content:
simple
Defined:
feeRateSchedule
The exercise free rate schedule.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
feeTrade
Indicates the original trade between the transferor and the remaining party.
Type:
Content:
complex, 1 attribute, 14 elements
Defined:
feeTradeIdentifier
Indicates a reference to the implied trade (the "fee trade") that the associated novation fee based on.
Type:
Content:
complex, 1 attribute, 11 elements
Defined:
finalCalculationPeriodDateAdjustment
Business date convention adjustment to final payment period per leg (swapStream) upon exercise event.
Type:
Content:
complex, 3 elements
Defined:
finalEditedData
If specified by the parties to apply in the related Confirmation, Final Edited Data means that the parties will have recourse to Primary Disruption Fallbacks even if relevant data is available from the Data Provider, so long as such data is not published in its final edited form.
Type:
xsd:boolean
Content:
simple
Defined:
finalExchange
A true/false flag to indicate whether there is a final exchange of principal on the termination date.
Type:
xsd:boolean
Content:
simple
Defined:
finalExpiryDate (defined in FxExpirySchedule complexType)
The final expiry date facilitates informing the final date without having to process all expiry dates in the schedule.
Type:
xsd:date
Content:
simple
Defined:
finalExpiryDate (in lcAccrual)
Final expiry date of the letter of credit, once the evergreen option has been exercised.
Type:
xsd:date
Content:
simple
Defined:
locally within LcAccrual complexType in fpml-loan-5-8.xsd; see XML source
finalExpiryDate (in lcRenewal)
The final letter of credit expiry date (as defined by the evergreen option).
Type:
xsd:date
Content:
simple
Defined:
locally within LcRenewal complexType in fpml-loan-5-8.xsd; see XML source
finalRateRounding
The rounding convention to apply to the final rate used in determination of a calculation period amount.
Type:
Content:
complex, 2 elements
Defined:
finalSettlementDate (defined in FxSettlementSchedule complexType)
The final settlement date facilitates informing the final date without having to process all settlement dates in the schedule.
Type:
xsd:date
Content:
simple
Defined:
finalSettlementDate (in fxFlexibleForward)
The final date for settlement.
Type:
xsd:date
Content:
simple
Defined:
finalStub (in stubCalculationPeriod)
Type:
Content:
complex, 5 elements
Defined:
finalStub (in stubCalculationPeriod)
Type:
Content:
complex, 5 elements
Defined:
finalStub (in stubCalculationPeriodAmount)
Specifies how the final stub amount is calculated.
Type:
Content:
complex, 3 elements
Defined:
finalStub (in stubCalculationPeriodAmount)
Specifies how the final stub amount is calculated.
Type:
Content:
complex, 3 elements
Defined:
finesPassingScreen
Type:
Content:
complex, 3 elements
Defined:
firm
Indicates under what condtitions the Parties' delivery obligations apply.
Type:
Content:
complex, 1 element
Defined:
firstCompoundingPeriodEndDate
The end date of the initial compounding period when compounding is applicable.
Type:
xsd:date
Content:
simple
Defined:
firstName
Given name, such as John or Mary.
Type:
Content:
simple
Defined:
locally within Person complexType in fpml-shared-5-8.xsd; see XML source
firstNotionalStepDate
Effective date of the first change in notional (i.e. a calculation period start date).
Type:
xsd:date
Content:
simple
Defined:
firstObservationDateOffset
The interval between the start of each lagDuration and the start of each respective calculation period.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
locally within Lag complexType in fpml-com-5-8.xsd; see XML source
firstPaymentDate (defined in PeriodicPayment complexType)
The first unadjusted fixed rate payer payment date.
Type:
xsd:date
Content:
simple
Defined:
firstPaymentDate (in paymentDates defined in InterestRateStream complexType)
The first unadjusted payment date.
Type:
xsd:date
Content:
simple
Defined:
locally within PaymentDates complexType in fpml-ird-5-8.xsd; see XML source
firstPeriodStartDate (defined in PeriodicPayment complexType)
The start date of the initial calculation period if such date is not equal to the trade’s effective date.
Type:
xsd:date
Content:
simple
Defined:
firstPeriodStartDate (in calculationPeriodDates)
The start date of the calculation period if the date falls before the effective date.
Type:
Content:
complex, 1 attribute, 3 elements
Defined:
firstPeriodStartDate (in novation)
Element that is used to be able to make sense of the “new transaction” without requiring reference back to the “old transaction”.
Type:
Content:
simple, 1 attribute
Defined:
firstRegularPeriodStartDate
The start date of the regular part of the calculation period schedule.
Type:
xsd:date
Content:
simple
Defined:
fixedAmount (defined in PeriodicPayment complexType)
A fixed payment amount.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
fixedAmount (in singlePayment)
A fixed payment amount.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
locally within SinglePayment complexType in fpml-cd-5-8.xsd; see XML source
fixedAmountCalculation
This element contains all the terms relevant to calculating a fixed amount where the fixed amount is calculated by reference to a per annum fixed rate.
Type:
Content:
complex, 3 elements
Defined:
fixedLeg
Fixed Price Leg.
Type:
Content:
complex, 1 attribute, 26 elements
Subst.Gr:
may substitute for element commoditySwapLeg
Defined:
globally in fpml-com-5-8.xsd; see XML source
Used:
never
fixedLeg (defined in DividendSwapTransactionSupplement complexType)
Fixed payment leg.
Type:
Content:
complex, 1 attribute, 8 elements
Defined:
fixedLeg (defined in FxPerformanceSwap complexType)
Fixed FX Rate component describes the Fixed FX Rate and Fixed FX Rate Payer as such in the Confirmation for the Non-Deliverable Swap FX Transaction.
Type:
Content:
complex, 5 elements
Defined:
fixedLeg (in commodityForward)
The fixed leg of a Commodity Forward Transaction.
Type:
Content:
complex, 1 attribute, 10 elements
Defined:
fixedPayment
Fixed payment of a dividend swap, payment date is relative to a dividend period payment date.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
fixedPaymentAmount
A known fixed payment amount.
Type:
xsd:decimal
Content:
simple
Defined:
fixedPrice (defined in GenericCommodityAttributes.model group)
Fixed price on which fixed payments are based.
Type:
Content:
complex, 1 attribute, 3 elements
Defined:
fixedPrice (in fixedLeg in commodityForward)
Fixed price on which fixed payments are based.
Type:
Content:
complex, 1 attribute, 3 elements
Defined:
fixedPrice (in fixedLeg)
Fixed price on which fixed payments are based.
Type:
Content:
complex, 1 attribute, 3 elements
Defined:
fixedPriceSchedule
Allows the specification of a Fixed Price that varies over the life of the trade.
Type:
Content:
complex, 7 elements
Defined:
fixedPriceStep
The Fixed Price for a given Calculation Period during the life of the trade.
Type:
Content:
complex, 1 attribute, 3 elements
Defined:
fixedRate (defined in InterestAccrualsMethod complexType)
The calculation period fixed rate.
Type:
xsd:decimal
Content:
simple
Defined:
fixedRate (in calculationPeriod in paymentCalculationPeriod)
The calculation period fixed rate.
Type:
xsd:decimal
Content:
simple
Defined:
fixedRate (in commodityFixedInterestCalculation)
The calculation period fixed rate or "fee" rate.
Type:
Content:
simple, 1 attribute
Defined:
fixedRate (in fixedAmountCalculation)
The calculation period fixed rate.
Type:
Content:
simple, 1 attribute
Defined:
fixedRate (in fixedLeg defined in FxPerformanceSwap complexType)
Fixed Rate means a rate, expressed as a decimal, equal to the per annum rate specified as such in the Confirmation for the Non-Deliverable Swap FX Transaction or that party (i.e., a per annum rate of 15.10% as specified in a Confirmation shall be expressed as 0.1510 for calculation purposes).
Type:
Content:
simple
Defined:
fixedRate (in fra)
The calculation period fixed rate.
Type:
Content:
simple, 1 attribute
Defined:
locally within Fra complexType in fpml-ird-5-8.xsd; see XML source
fixedRate (in termDeposit)
The calculation period fixed rate.
Type:
Content:
simple
Defined:
locally within TermDeposit complexType in fpml-fx-5-8.xsd; see XML source
fixedRate (in underlyer defined in GenericProduct complexType)
The fixed rate or fixed rate schedule expressed as explicit fixed rates and dates.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
fixedRate (in underlyerFinancing)
The calculation period fixed rate.
Type:
xsd:decimal
Content:
simple
Defined:
fixedRateAccrual
Defines the base rate and additional charges associated with the loan contract.
Type:
Content:
complex, 13 elements
Defined:
fixedRateOption (defined in FacilityOptionsFeesAndRates.model group)
A set of default cash accrual options.
Type:
Content:
complex, 13 elements
Defined:
fixedRateOption (in fixedRateOptionChange)
Type:
Content:
complex, 13 elements
Defined:
fixedRateOptionChange
Type:
Content:
complex, 11 elements
Defined:
fixedRateSchedule (in calculation in calculationPeriodAmount)
The fixed rate or fixed rate schedule expressed as explicit fixed rates and dates.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
locally within Calculation complexType in fpml-ird-5-8.xsd; see XML source
fixedRateSchedule (in repo)
The fixed repo rate.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
locally within Repo complexType in fpml-repo-5-8.xsd; see XML source
fixedSettlement
Used for Recovery Lock, to indicate whether fixed Settlement is Applicable or Not Applicable.
Type:
xsd:boolean
Content:
simple
Defined:
fixedStrike
Fixed strike.
Type:
Content:
simple
Defined:
fixing (defined in FxCashSettlement complexType)
Specifies the source for and timing of a fixing of an exchange rate.
Type:
Content:
complex, 3 elements
Defined:
fixing (defined in FxCashSettlementSimple complexType)
Specifies the source for and timing of a fixing of an exchange rate.
Type:
Content:
complex, 3 elements
Defined:
fixingAdjustment
The fixing adjustment expresses the bonus.
Type:
xsd:decimal
Content:
simple
Defined:
fixingDate (defined in FxFixing complexType)
Describes the specific date when a non-deliverable forward or cash-settled option will "fix" against a particular rate, which will be used to compute the ultimate cash settlement.
Type:
xsd:date
Content:
simple
Defined:
locally within FxFixing complexType in fpml-shared-5-8.xsd; see XML source
fixingDate (defined in FxRateSourceFixing complexType)
The date on which the fixing is scheduled to occur.
Type:
Content:
complex, 1 attribute, 3 elements
Defined:
fixingDate (defined in LoanContractBaseRateSet complexType)
The date on which the underlying interest rate is fixed.
Type:
xsd:date
Content:
simple
Defined:
fixingDate (in dualCurrency)
The date on which the fx spot rate is compared against the strike rate, in order to determine the delivery currency.
Type:
xsd:date
Content:
simple
Defined:
fixingDate (in fxForwardVolatilityAgreement)
The date on which the fx spot rate is compared against the strike rate, in order to determine the delivery currency.
Type:
xsd:date
Content:
simple
Defined:
fixingDateOffset
Specifies the fixing date relative to the reset date in terms of a business days offset and an associated set of financial business centers.
Type:
Content:
complex, 1 attribute, 8 elements
Defined:
locally within Fra complexType in fpml-ird-5-8.xsd; see XML source
fixingDates (in interestLegResetDates)
Specifies the fixing date relative to the reset date in terms of a business days offset, or by providing a series of adjustable dates.
Type:
Content:
complex, 2 elements
Defined:
fixingDates (in resetDates)
Specifies the fixing date relative to the reset date in terms of a business days offset and an associated set of financial business centers.
Type:
Content:
complex, 1 attribute, 8 elements
Defined:
locally within ResetDates complexType in fpml-ird-5-8.xsd; see XML source
fixingInformationSource (defined in FxRateObservable complexType)
Information source for fixing the exchange rate.
Type:
Content:
complex, 4 elements
Defined:
fixingInformationSource (in fxTargetForward)
Information source for fixing the exchange rate.
Type:
Content:
complex, 4 elements
Defined:
fixingSchedule (defined in FxAccrualProcess complexType)
Describes a parametrc schedule of fixing dates.
Type:
Content:
complex, 6 elements
Defined:
fixingSchedule (defined in FxAveragingProcess complexType)
Describes a parametrc schedule of fixing dates.
Type:
Content:
complex, 6 elements
Defined:
fixingSchedule (defined in FxPerformanceSwap complexType)
Parametric schedule of rate observations.
Type:
Content:
complex, 7 elements
Defined:
fixingTime (defined in CommodityFx complexType)
The time at which the spot currency exchange rate will be observed.
Type:
Content:
complex, 2 elements
Defined:
locally within CommodityFx complexType in fpml-com-5-8.xsd; see XML source
fixingTime (defined in CommodityFx complexType)
The time at which the spot currency exchange rate will be observed.
Type:
Content:
complex, 2 elements
Defined:
locally within CommodityFx complexType in fpml-com-5-8.xsd; see XML source
fixingTime (defined in FxInformationSource complexType)
The time that the fixing will be taken along with a business center to define the time zone
Type:
Content:
complex, 2 elements
Defined:
fixingTime (defined in FxSpotRateSource complexType)
The time at which the spot currency exchange rate will be observed.
Type:
Content:
complex, 2 elements
Defined:
fixingTime (in asian in features in fxOption)
The time at which the spot currency exchange rate will be observed.
Type:
Content:
complex, 2 elements
Defined:
fixingTime (in dualCurrency)
The time at which the fx spot rate observation is made i.e. the option cut off time on the expiry date.
Type:
Content:
complex, 2 elements
Defined:
fixingTime (in fxForwardVolatilityAgreement)
The time at which the fx spot rate observation is made i.e. the option cut off time on the expiry date.
Type:
Content:
complex, 2 elements
Defined:
flatRate
Whether the Flat Rate is the New Worldwide Tanker Nominal Freight Scale for the Freight Index Route taken at the Trade Date of the transaction or taken on each Pricing Date.
Type:
Content:
simple
Defined:
flatRateAmount
If flatRate is set to "Fixed", the actual value of the Flat Rate.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
floatingAmountEvents
This element contains the ISDA terms relating to the floating rate payment events and the implied additional fixed payments, applicable to the credit derivatives transactions on mortgage-backed securities with pay-as-you-go or physical settlement.
Type:
Content:
complex, 6 elements
Defined:
floatingAmountProvisions
Specifies the floating amount provisions associated with the floatingAmountEvents.
Type:
Content:
complex, 2 elements
Defined:
floatingLeg
Floating Price leg.
Type:
Content:
complex, 1 attribute, 22 elements
Subst.Gr:
may substitute for element commoditySwapLeg
Defined:
globally in fpml-com-5-8.xsd; see XML source
Used:
never
floatingLeg (defined in FxPerformanceSwap complexType)
Floating FX Rate component describes the Flaoting FX Rate Payer of the rate determined in accordance with the Floating FX Rate Option specified in the Confirmation.
Type:
Content:
complex, 4 elements
Defined:
floatingRate (defined in StubValue complexType)
The rates to be applied to the initial or final stub may be the linear interpolation of two different rates.
Type:
Content:
complex, 1 attribute, 7 elements
Defined:
locally within StubValue complexType in fpml-shared-5-8.xsd; see XML source
floatingRate (in underlyer defined in GenericProduct complexType)
A floating rate.
Type:
Content:
complex, 1 attribute, 7 elements
Defined:
floatingRateAccrual
Defines the base rate and additional charges associated with the loan contract.
Type:
Content:
complex, 17 elements
Defined:
floatingRateCalculation
A floating rate calculation definition.
Type:
Content:
complex, 1 attribute, 11 elements
Subst.Gr:
may substitute for element rateCalculation
Defined:
globally in fpml-ird-5-8.xsd; see XML source
Used:
never
floatingRateCalculation (defined in InterestAccrualsMethod complexType)
The floating rate calculation definitions
Type:
Content:
complex, 1 attribute, 11 elements
Defined:
floatingRateCalculation (in repo)
The floating rate index and tenor, with additional definitions relating to the calculation of floating rate amounts, including spread and multiplier.
Type:
Content:
complex, 1 attribute, 11 elements
Defined:
locally within Repo complexType in fpml-repo-5-8.xsd; see XML source
floatingRateDefinition
The floating rate reset information for the calculation period.
Type:
Content:
complex, 6 elements
Defined:
floatingRateIndex (defined in FloatingRateIndex.model group)
Type:
Content:
simple, 1 attribute
Defined:
floatingRateIndex (in forecastRateIndex)
The ISDA Floating Rate Option, i.e. the floating rate index.
Type:
Content:
simple, 1 attribute
Defined:
floatingRateIndex (in fra)
Type:
Content:
simple, 1 attribute
Defined:
locally within Fra complexType in fpml-ird-5-8.xsd; see XML source
floatingRateIndex (in rateIndex)
Type:
Content:
simple, 1 attribute
Defined:
locally within RateIndex complexType in fpml-asset-5-8.xsd; see XML source
floatingRateMultiplier
A rate multiplier to apply to the floating rate.
Type:
xsd:decimal
Content:
simple
Defined:
floatingRateMultiplierSchedule
A rate multiplier or multiplier schedule to apply to the floating rate.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
floatingRateOption (defined in FacilityOptionsFeesAndRates.model group)
A set of default cash accrual options.
Type:
Content:
complex, 16 elements
Defined:
floatingRateOption (in floatingRateOptionChange)
Type:
Content:
complex, 16 elements
Defined:
floatingRateOptionChange
Type:
Content:
complex, 11 elements
Defined:
floatingStrikePricePerUnit
The currency amount of the strike price per unit.
Type:
Content:
complex, 9 elements
Defined:
floatingStrikePricePerUnitSchedule
Type:
Content:
complex, 1 attribute, 3 elements
Defined:
floorRate (defined in RateLimits complexType)
The rate floor being applied.
Type:
Content:
complex, 3 elements
Defined:
locally within RateLimits complexType in fpml-loan-5-8.xsd; see XML source
floorRate (in floatingRateDefinition)
The floor rate, if any, which applies to the floating rate for the calculation period.
Type:
Content:
complex, 1 attribute, 3 elements
Defined:
floorRateSchedule
The floor rate or floor rate schedule, if any, which applies to the floating rate.
Type:
Content:
complex, 1 attribute, 4 elements
Defined:
fluid
The temperature at which the ash cone flattens.
Type:
Content:
complex, 3 elements
Defined:
followUpConfirmation (defined in ExerciseProcedure complexType)
A flag to indicate whether follow-up confirmation of exercise (written or electronic) is required following telephonic notice by the buyer to the seller or seller's agent.
Type:
xsd:boolean
Content:
simple
Defined:
followUpConfirmation (defined in OptionalEarlyTermination complexType)
A flag to indicate whether follow-up confirmation of exercise (written or electronic) is required following telephonic notice by the buyer to the seller or seller's agent.
Type:
xsd:boolean
Content:
simple
Defined:
followUpConfirmation (in cancelableProvision)
A flag to indicate whether follow-up confirmation of exercise (written or electronic) is required following telephonic notice by the buyer to the seller or seller's agent.
Type:
xsd:boolean
Content:
simple
Defined:
followUpConfirmation (in extendibleProvision)
A flag to indicate whether follow-up confirmation of exercise (written or electronic) is required following telephonic notice by the buyer to the seller or seller's agent.
Type:
xsd:boolean
Content:
simple
Defined:
forceMajeure
If true, indicates that the buyer and seller should be excused of their delivery obligations when such performance is prevented by Force Majeure.
Type:
xsd:boolean
Content:
simple
Defined:
forecastAmount
The amount representing the forecast of the accrued value of the calculation period.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
forecastCurrencyYieldCurve
Type:
Content:
empty, 1 attribute
Defined:
forecastPaymentAmount
A monetary amount representing the forecast of the future value of the payment.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
forecastRate (in calculationPeriod in paymentCalculationPeriod)
A value representing the forecast rate used to calculate the forecast future value of the accrual period.
Type:
xsd:decimal
Content:
simple
Defined:
forecastRate (in rateObservation in floatingRateDefinition)
The value representing the forecast rate used to calculate the forecast future value of the accrual period.A value of 1% should be represented as 0.01
Type:
xsd:decimal
Content:
simple
Defined:
forecastRateIndex
Type:
Content:
complex, 2 elements
Defined:
foreignOwnershipEvent
If true, then foreign ownership event is applicable.
Type:
xsd:boolean
Content:
simple
Defined:
formula (defined in InterestRateStream complexType)
An interest rate derivative formula.
Type:
Content:
complex, 3 elements
Defined:
formula (defined in LegAmount complexType)
Specifies a formula, with its description and components.
Type:
Content:
complex, 3 elements
Defined:
formula (in additionalPaymentAmount)
Specifies a formula, with its description and components.
Type:
Content:
complex, 3 elements
Defined:
formula (in commodityReturnCalculation)
Defines the value of the commodity return calculation formula as simple or compound.
Type:
Content:
simple
Defined:
formula (in formulaComponent)
Additional formulas required to describe this component
Type:
Content:
complex, 3 elements
Defined:
formula (in sensitivityDefinition)
A formula defining how to compute the derivative from the partial derivatives.
Type:
Content:
complex, 2 elements
Defined:
formulaComponent
Elements describing the components of the formula.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
locally within Formula complexType in fpml-shared-5-8.xsd; see XML source
formulaDescription
Text description of the formula
Type:
Content:
simple
Defined:
locally within Formula complexType in fpml-shared-5-8.xsd; see XML source
forwardCurve
A curve of forward rates.
Type:
Content:
complex, 2 elements
Defined:
forwardPoints (defined in CrossRate complexType)
An optional element used for deals consumated in the FX Forwards market.
Type:
xsd:decimal
Content:
simple
Defined:
locally within CrossRate complexType in fpml-fx-5-8.xsd; see XML source
forwardPoints (in exchangeRate defined in FxCoreDetails.model group)
An optional element used for deals consumated in the FX Forwards market.
Type:
xsd:decimal
Content:
simple
Defined:
locally within ExchangeRate complexType in fpml-fx-5-8.xsd; see XML source
forwardPoints (in exchangeRate in underlyer defined in GenericProduct complexType)
An optional element used for deals consumated in the FX Forwards market.
Type:
xsd:decimal
Content:
simple
Defined:
forwardPrice
The forward price per share, index or basket.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
forwardRate
Definition of the forward exchange rate for transactions executed during the execution period.
Type:
Content:
complex, 5 elements
Defined:
forwardVolatilityStrikePrice
Forward Volatility Rate.
Type:
Content:
simple
Defined:
fPVFinalPriceElectionFallback
Specifies the fallback provisions for Hedging Party in the determination of the Final Price.
Type:
Content:
simple
Defined:
fra
A forward rate agreement product definition.
Type:
Content:
complex, 1 attribute, 21 elements
Subst.Gr:
may substitute for element product
Defined:
globally in fpml-ird-5-8.xsd; see XML source
Used:
never
fraDiscounting
Specifies whether discounting applies and, if so, what type.
Type:
Content:
simple
Defined:
locally within Fra complexType in fpml-ird-5-8.xsd; see XML source
fullExercise
Type:
xsd:boolean
Content:
simple
Defined:
fullFaithAndCreditObLiability (defined in DeliverableObligations complexType)
An obligation and deliverable obligation characteristic.
Type:
xsd:boolean
Content:
simple
Defined:
fullFaithAndCreditObLiability (defined in Obligations complexType)
An obligation and deliverable obligation characteristic.
Type:
xsd:boolean
Content:
simple
Defined:
locally within Obligations complexType in fpml-cd-5-8.xsd; see XML source
fullFirstCalculationPeriod
This element corresponds to the applicability of the Full First Calculation Period as defined in the 2004 ISDA Novation Definitions, section 1.20.
Type:
xsd:boolean
Content:
simple
Defined:
fundedUtilizedAmount (defined in Utilization.model group)
The amount of utilization which is funded.
Type:
Content:
complex, 1 attribute, 3 elements
Defined:
fundedUtilizedAmount (defined in Utilization.model group)
The amount of utilization which is funded.
Type:
Content:
complex, 1 attribute, 3 elements
Defined:
fundingFeePayment
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
fundManager (in exchangeTradedFund)
Specifies the fund manager that is in charge of the fund.
Type:
Content:
simple
Defined:
fundManager (in mutualFund)
Specifies the fund manager that is in charge of the fund.
Type:
Content:
simple
Defined:
locally within MutualFund complexType in fpml-asset-5-8.xsd; see XML source
future
Identifies the underlying asset when it is a listed future contract.
Type:
Content:
complex, 1 attribute, 13 elements
Subst.Gr:
may substitute for element underlyingAsset
Defined:
Used:
never
futureContractReference
Specifies the future contract that can be referenced, besides the equity or index reference defined as part of the UnderlyerAsset type.
Type:
Content:
simple
Defined:
locally within Future complexType in fpml-asset-5-8.xsd; see XML source
futureId
A short form unique identifier for the reference future contract in the case of an index underlyer.
Type:
Content:
simple, 1 attribute
Defined:
locally within Index complexType in fpml-asset-5-8.xsd; see XML source
futuresPriceValuation
The official settlement price as announced by the related exchange is applicable, in accordance with the ISDA 2002 definitions.
Type:
xsd:boolean
Content:
simple
Defined:
futureValueNotional
The future value notional is normally only required for BRL CDI Swaps.
Type:
Content:
complex, 1 attribute, 4 elements
Defined:
locally within Calculation complexType in fpml-ird-5-8.xsd; see XML source
fx
Identifies a simple underlying asset type that is an FX rate.
Type:
Content:
complex, 1 attribute, 8 elements
Subst.Gr:
may substitute for element curveInstrument
Defined:
Used:
never
fx (defined in CommodityExercise complexType)
FX observations to be used to convert the observed Commodity Reference Price to the Settlement Currency.
Type:
Content:
complex, 18 elements
Defined:
fx (defined in FloatingLegCalculation complexType)
Defines how observations of FX prices are to be used to calculate a factor with which to convert the observed Commodity Reference Price to the Settlement Currency.
Type:
Content:
complex, 18 elements
Defined:
fx (in underlying in notionalQuantityBasket)
FX observations to be used to convert the observed Commodity Reference Price to the Settlement Currency.
Type:
Content:
complex, 18 elements
Defined:
fxAccrualDigitalOption
A type defining an accrual digital option FX transaction.
Type:
Content:
complex, 1 attribute, 19 elements
Subst.Gr:
may substitute for element product
Defined:
Used:
never
fxAccrualForward
A structured forward product which consists of a strip of forwards.
Type:
Content:
complex, 1 attribute, 18 elements
Subst.Gr:
may substitute for element product
Defined:
Used:
never
fxAccrualOption
A structured option product which consists of a strip of accrual options.
Type:
Content:
complex, 1 attribute, 25 elements
Subst.Gr:
may substitute for element product
Defined:
Used:
never
fxConversion
Specifies the currency conversion rate that applies to an amount.
Type:
Content:
complex, 2 elements
Defined:
fxCurve
Type:
Content:
complex, 1 attribute, 3 elements
Subst.Gr:
may substitute for element pricingStructure
Defined:
Used:
never
fxCurveValuation
Type:
Content:
complex, 2 attributes, 12 elements
Subst.Gr:
may substitute for element pricingStructureValuation
Defined:
Used:
never
fxDigitalOption
An FX digital option transaction definition.
Type:
Content:
complex, 1 attribute, 18 elements
Subst.Gr:
may substitute for element product
Defined:
globally in fpml-fx-5-8.xsd; see XML source
Used:
never
fxDisruptionEvent
The abstract element used to create the extendible set of disruption events
Type:
Content:
empty
Abstract:
(may not be used directly in instance XML documents)
Subst.Gr:
may be substituted with 4 elements
Defined:
globally in fpml-fx-5-8.xsd; see XML source
Used:
fxDisruptionFallback
The abstract element used to create the extendible set of disruption fallbacks.
Type:
Content:
empty
Abstract:
(may not be used directly in instance XML documents)
Subst.Gr:
may be substituted with 6 elements
Defined:
globally in fpml-fx-5-8.xsd; see XML source
Used:
fxFeature (defined in DirectionalLegUnderlyer complexType)
Quanto, Composite, or Cross Currency FX features.
Type:
Content:
complex, 4 elements
Defined:
fxFeature (defined in Feature.model group)
Quanto, Composite, or Cross Currency FX features.
Type:
Content:
complex, 4 elements
Defined:
fxFeature (in feature defined in OptionBaseExtended complexType)
A quanto or composite FX feature.
Type:
Content:
complex, 4 elements
Defined:
fxFeature (in returnLeg)
A quanto or composite FX feature.
Type:
Content:
complex, 4 elements
Defined:
fxFixingDate
The date, when expressed as a relative date, on which the currency rate will be determined for the purpose of specifying the amount in deliverable currency.
Type:
Content:
complex, 1 attribute, 8 elements
Defined:
fxFixingSchedule
The date, when expressed as a schedule of date(s), on which the currency rate will be determined for the purpose of specifying the amount in deliverable currency.
Type:
Content:
complex, 1 attribute, 3 elements
Defined:
fxFlexibleForward
A flexible term fx forward product definition.
Type:
Content:
complex, 1 attribute, 21 elements
Subst.Gr:
may substitute for element product
Defined:
globally in fpml-fx-5-8.xsd; see XML source
Used:
never
fxForwardCurve
A curve of fx forward rates.
Type:
Content:
complex, 3 elements
Defined:
fxForwardPointsCurve
A curve of fx forward point spreads.
Type:
Content:
complex, 3 elements
Defined:
fxForwardVolatilityAgreement
An FX Forward Volatility Agreement transaction definition.
Type:
Content:
complex, 1 attribute, 15 elements
Subst.Gr:
may substitute for element product
Defined:
globally in fpml-fx-5-8.xsd; see XML source
Used:
never
fxLinkedNotionalAmount
The amount that a cashflow will accrue interest on.
Type:
Content:
complex, 4 elements
Defined:
fxLinkedNotionalSchedule
A notional amount schedule where each notional that applied to a calculation period is calculated with reference to a notional amount or notional amount schedule in a different currency by means of a spot currency exchange rate which is normally observed at the beginning of each period.
Type:
Content:
complex, 6 elements
Defined:
locally within Calculation complexType in fpml-ird-5-8.xsd; see XML source
fxObservationDates
A list of the fx observation dates for a given Calculation Period.
Type:
Content:
complex, 1 attribute, 3 elements
Defined:
locally within CommodityFx complexType in fpml-com-5-8.xsd; see XML source
fxOption
An FX option transaction definition.
Type:
Content:
complex, 1 attribute, 22 elements
Subst.Gr:
may substitute for element product
Defined:
globally in fpml-fx-5-8.xsd; see XML source
Used:
never
fxRangeAccrual
A type defining an range accrual FX transaction.
Type:
Content:
complex, 1 attribute, 17 elements
Subst.Gr:
may substitute for element product
Defined:
Used:
never
fxRate (defined in Settlement.model group)
Indicates the rate of a currency conversion that is used to compute settlement amount for cross-currency transactions.
Type:
Content:
complex, 2 elements
Defined:
fxRate (in assetValuation)
Indicates the rate of a currency conversion that may have been used to compute valuations.
Type:
Content:
complex, 2 elements
Defined:
fxRate (in commission)
FX Rates that have been used to convert commissions to a single currency.
Type:
Content:
complex, 2 elements
Defined:
locally within Commission complexType in fpml-asset-5-8.xsd; see XML source
fxRate (in fxConversion)
Specifies a currency conversion rate.
Type:
Content:
complex, 2 elements
Defined:
fxRate (in quanto)
Specifies a currency conversion rate.
Type:
Content:
complex, 2 elements
Defined:
fxRateSetNoticeDays (defined in FixedRateOption complexType)
The number of business days that a lender must be notified prior to an FX rate set event occurring.
Type:
xsd:nonNegativeInteger
Content:
simple
Defined:
fxRateSetNoticeDays (defined in FloatingRateOption complexType)
The number of business days that a lender must be notified prior to an FX rate set event occurring.
Type:
xsd:nonNegativeInteger
Content:
simple
Defined:
fxSingleLeg
A simple FX spot or forward transaction definition.
Type:
Content:
complex, 1 attribute, 16 elements
Subst.Gr:
may substitute for element product
Defined:
globally in fpml-fx-5-8.xsd; see XML source
Used:
never
fxSpotRateSource (defined in Composite complexType)
Specifies the methodology (reference source and, optionally, fixing time) to be used for determining a currency conversion rate.
Type:
Content:
complex, 3 elements
Defined:
fxSpotRateSource (defined in FxFixing complexType)
Specifies the methodology (reference source and, optionally, fixing time) to be used for determining a currency conversion rate.
Type:
Content:
complex, 3 elements
Defined:
locally within FxFixing complexType in fpml-shared-5-8.xsd; see XML source
fxSpotRateSource (in fxLinkedNotionalSchedule)
The information source and time at which the spot currency exchange rate will be observed.
Type:
Content:
complex, 3 elements
Defined:
fxSpotRateSource (in quanto)
Specifies the methodology (reference source and, optionally, fixing time) to be used for determining a currency conversion rate.
Type:
Content:
complex, 3 elements
Defined:
fxSwap
An FX Swap transaction definition.
Type:
Content:
complex, 1 attribute, 7 elements
Subst.Gr:
may substitute for element product
Defined:
globally in fpml-fx-5-8.xsd; see XML source
Used:
never
fxTargetForward
A structured forward product which consists of a strip of forwards.
Type:
Content:
complex, 1 attribute, 21 elements
Subst.Gr:
may substitute for element product
Defined:
Used:
never
fxType
A type to identify how the FX rate will be applied.
Type:
Content:
simple, 1 attribute
Defined:
locally within CommodityFx complexType in fpml-com-5-8.xsd; see XML source
fxVarianceSwap
An FX variance swap transaction definition.
Type:
Content:
complex, 1 attribute, 19 elements
Subst.Gr:
may substitute for element product
Defined:
globally in fpml-fx-5-8.xsd; see XML source
Used:
never
fxVolatilitySwap
An FX volatility swap transaction definition.
Type:
Content:
complex, 1 attribute, 19 elements
Subst.Gr:
may substitute for element product
Defined:
globally in fpml-fx-5-8.xsd; see XML source
Used:
never
gas
The specification of the gas to be delivered.
Type:
Content:
complex, 3 elements
Defined:
gasPhysicalLeg
Physically settled natural gas leg.
Type:
Content:
complex, 1 attribute, 8 elements
Subst.Gr:
may substitute for element commoditySwapLeg
Defined:
globally in fpml-com-5-8.xsd; see XML source
Used:
never
generalFundObligationLiability (defined in DeliverableObligations complexType)
An obligation and deliverable obligation characteristic.
Type:
xsd:boolean
Content:
simple
Defined:
generalFundObligationLiability (defined in Obligations complexType)
An obligation and deliverable obligation characteristic.
Type:
xsd:boolean
Content:
simple
Defined:
locally within Obligations complexType in fpml-cd-5-8.xsd; see XML source
generalTerms
This element contains all the data that appears in the section entitled "1.
Type:
Content:
complex, 13 elements
Defined:
generationAsset
Type:
Content:
simple, 1 attribute
Defined:
generic
Type:
Content:
simple, 2 attributes
Defined:
genericProduct
Generic products - for use in Transparency reporting to define a product that represents an OTC derivative transaction whose economics are not fully described using an FpML schema.
Type:
Content:
complex, 1 attribute, 35 elements
Subst.Gr:
may substitute for element product
Defined:
Used:
never
global (defined in CreditLimitUtilizationPosition complexType)
Global credit limit utilization amount, agnostic of long/short position direction.
Type:
Content:
simple
Defined:
global (defined in CreditLimitUtilizationPosition complexType)
Global credit limit utilization amount, agnostic of long/short position direction.
Type:
Content:
simple
Defined:
governingLaw (defined in Facility complexType)
Defines the governing law (jurisdiction) under which the facility operates.
Type:
Content:
simple, 1 attribute
Defined:
locally within Facility complexType in fpml-loan-5-8.xsd; see XML source
governingLaw (defined in Trade complexType)
Identification of the law governing the transaction.
Type:
Content:
simple, 1 attribute
Defined:
locally within Trade complexType in fpml-doc-5-8.xsd; see XML source
governmentalIntervention
A credit event.
Type:
xsd:boolean
Content:
simple
Defined:
gracePeriod
The number of calendar or business days after any due date that the reference entity has to fulfil its obligations before a failure to pay credit event is deemed to have occurred.
Type:
Content:
complex, 1 attribute, 3 elements
Defined:
gracePeriodExtension
If this element is specified, indicates whether or not a grace period extension is applicable.
Type:
Content:
complex, 2 elements
Defined:
grade (defined in GenericCommodityAttributes.model group)
The grade(s) of material which can be delivered in seller's option.
Type:
Content:
simple, 1 attribute
Defined:
grade (in metal)
The grade(s) of material which can be delivered in seller's option.
Type:
Content:
simple, 1 attribute
Defined:
locally within Metal complexType in fpml-com-5-8.xsd; see XML source
grade (in oil)
The grade of oil product to be delivered.
Type:
Content:
simple, 1 attribute
Defined:
locally within OilProduct complexType in fpml-com-5-8.xsd; see XML source
grindability
The Hardgrove Grindability Index value of the coal to be delivered.
Type:
Content:
complex, 3 elements
Defined:
gross
Value excluding fees and commissions.
Type:
xsd:decimal
Content:
simple
Defined:
grossCashflow
Payment details of this cash flow component, including currency, amount and payer/payee.
Type:
Content:
complex, 8 elements
Defined:
grossPrice
Specifies the price of the underlyer, before commissions.
Type:
Content:
complex, 1 attribute, 3 elements
Defined:
groupType
Party Group Type, e.g.
Type:
Content:
simple, 1 attribute
Defined:
locally within Party complexType in fpml-shared-5-8.xsd; see XML source
guarantor
The party that guarantees by way of a contractual arrangement to pay the debts of an obligor if the obligor is unable to make the required payments itself.
Type:
Content:
complex, 1 attribute, 3 elements
Defined:
guarantorPartyReference (defined in FacilityRoles.model group)
Party references to any guarantors associated with the facility borrower.
Type:
Content:
empty, 1 attribute
Defined:
guarantorPartyReference (in deal)
Party references to the guarantors associated with the (main) issuer of the deal.
Type:
Content:
empty, 1 attribute
Defined:
guarantorReference
A pointer style reference to a reference entity defined elsewhere in the document.
Type:
Content:
empty, 1 attribute
Defined:
haircut
An element defining a haircut expressed as the percentage difference between the Market Value of the collateral and the Purchase Price of the repo and calculated as 100 multiplied by a ratio of the difference between the Market Value of the collateral and the Purchase Price of the repo to the Market Value of the collateral.
Type:
xsd:decimal
Content:
simple
Defined:
haircutThreshold
An element defining a haircut percentage threshold which is the value above (when it's lower than initial haircut) or below (when it's higher than initial haircut) which parties agree they will not call a margin from each other.
Type:
xsd:decimal
Content:
simple
Defined:
header (defined in Exception complexType)
Type:
Content:
complex, 10 elements
Defined:
locally within Exception complexType in fpml-msg-5-8.xsd; see XML source
header (defined in NotificationMessage complexType)
Type:
Content:
complex, 10 elements
Defined:
header (defined in RequestMessage complexType)
Type:
Content:
complex, 9 elements
Defined:
header (defined in ResponseMessage complexType)
Type:
Content:
complex, 10 elements
Defined:
hedgingDisruption
If true, then hedging disruption is applicable.
Type:
xsd:boolean
Content:
simple
Defined:
hedgingParty
The party referenced is the ISDA Hedging Party that specified in the related Confirmation as Hedging, or if no Hedging Party is specified, either party to the Transaction.
Type:
Content:
empty, 1 attribute
Defined:
locally within Trade complexType in fpml-doc-5-8.xsd; see XML source
hexadecimalBinary (defined in AdditionalData complexType)
Provides extra information as binary contents coded in hexadecimal.
Type:
xsd:hexBinary
Content:
simple
Defined:
hexadecimalBinary (defined in Resource complexType)
Provides extra information as binary contents coded in hexadecimal.
Type:
xsd:hexBinary
Content:
simple
Defined:
locally within Resource complexType in fpml-shared-5-8.xsd; see XML source
honorific
An honorific title, such as Mr., Ms., Dr. etc.
Type:
Content:
simple
Defined:
locally within Person complexType in fpml-shared-5-8.xsd; see XML source
hourMinuteTime (defined in BusinessCenterTime complexType)
A time specified in hh:mm:ss format where the second component must be '00', e.g. 11am would be represented as 11:00:00.
Type:
Content:
simple
Defined:
hourMinuteTime (defined in PrevailingTime complexType)
A time specified in hh:mm:ss format where the second component must be '00', e.g. 11am would be represented as 11:00:00.
Type:
Content:
simple
Defined:
hubCode
Type:
Content:
simple, 1 attribute
Defined:
locally within CommodityHub complexType in fpml-com-5-8.xsd; see XML source
id (defined in RepoTransactionLeg complexType)
A reference to a party transaction ID.
Type:
Content:
simple, 2 attributes
Defined:
id (defined in Transfer complexType)
???
Type:
Content:
simple, 2 attributes
Defined:
locally within Transfer complexType in fpml-repo-5-8.xsd; see XML source
id (in accruingFeeExpiry)
A unique id associated with the loan accrual type.
Type:
Content:
simple, 1 attribute
Defined:
id (in accruingFeePayment)
A unique id associated with the loan accrual type.
Type:
Content:
simple, 1 attribute
Defined:
id (in versionedEventId)
???
Type:
Content:
simple, 2 attributes
Defined:
id (in versionedId)
???
Type:
Content:
simple, 2 attributes
Defined:
id (in versionedRepoLegId)
???
Type:
Content:
simple, 2 attributes
Defined:
id (in versionedStreamId)
???
Type:
Content:
simple, 1 attribute
Defined:
identifier (defined in LetterOfCreditSummary complexType)
A unique identifier for a letter of credit.
Type:
Content:
complex, 1 attribute, 4 elements
Defined:
identifier (defined in LoanContractSummary complexType)
A unique identifier for a loan contract.
Type:
Content:
complex, 1 attribute, 4 elements
Defined:
identifier (in creditSupportAgreement)
An identifier used to uniquely identify the CSA
Type:
Content:
simple, 1 attribute
Defined:
implementationSpecification
The version(s) of specifications that the sender asserts the message was developed for.
Type:
Content:
complex, 3 elements
Defined:
impliedWritedown (defined in CreditEvents complexType)
A credit event.
Type:
xsd:boolean
Content:
simple
Defined:
impliedWritedown (in floatingAmountEvents)
A floating rate payment event.
Type:
xsd:boolean
Content:
simple
Defined:
importerOfRecord
Specifies which party is the Importer of Record for the purposes of paying customs duties and applicable taxes or costs related to the import of the oil product.
Type:
Content:
empty, 1 attribute
Defined:
locally within OilDelivery complexType in fpml-com-5-8.xsd; see XML source
includeHolidays
Indicates that days that are holidays according to the referenced commodity business calendar should be included in this range of Settlement Periods, even if such day is not an applicable day.
Type:
Content:
simple, 1 attribute
Defined:
increase
Type:
Content:
complex, 16 elements
Defined:
increasedCostOfHedging
If true, then increased cost of hedging is applicable.
Type:
xsd:boolean
Content:
simple
Defined:
increasedCostOfStockBorrow
If true, then increased cost of stock borrow is applicable.
Type:
xsd:boolean
Content:
simple
Defined:
incurredRecoveryApplicable
Outstanding Swap Notional Amount is defined at any time on any day, as the greater of: (a) Zero; If Incurred Recovery Amount Applicable: (b) The Original Swap Notional Amount minus the sum of all Incurred Loss Amounts and all Incurred Recovery Amounts (if any) determined under this Confirmation at or prior to such time.Incurred Recovery Amount not populated: (b) The Original Swap Notional Amount minus the sum of all Incurred Loss Amounts determined under this Confirmation at or prior to such time.
Type:
xsd:boolean
Content:
simple
Defined:
locally within Tranche complexType in fpml-cd-5-8.xsd; see XML source
independentAmount
Independent Amount is an amount that usually less creditworthy counterparties are asked to provide.
Type:
Content:
complex, 5 elements
Defined:
index
Identifies the underlying asset when it is a financial index.
Type:
Content:
complex, 1 attribute, 11 elements
Subst.Gr:
may substitute for element underlyingAsset
Defined:
Used:
never
indexAdjustmentEvents
ISDA 2002 Equity Index Adjustment Events.
Type:
Content:
complex, 3 elements
Defined:
indexAnnexDate
A CDS index series annex date.
Type:
xsd:date
Content:
simple
Defined:
indexAnnexSource
A CDS index series annex source.
Type:
Content:
simple, 1 attribute
Defined:
indexAnnexVersion
A CDS index series version identifier, e.g. 1, 2, 3 etc.
Type:
xsd:positiveInteger
Content:
simple
Defined:
indexCancellation
Consequence of index cancellation.
Type:
Content:
simple
Defined:
indexChange
Describes a change due to an index component being adjusted.
Type:
Content:
complex, 3 elements
Subst.Gr:
may substitute for element changeEvent
Defined:
Used:
never
indexDisclaimer
If present and true, then index disclaimer is applicable.
Type:
xsd:boolean
Content:
simple
Defined:
indexDisruption
Consequence of index disruption.
Type:
Content:
simple
Defined:
indexFactor
Type:
xsd:decimal
Content:
simple
Defined:
indexId (in indexReferenceInformation)
A CDS index identifier (e.g.
Type:
Content:
simple, 1 attribute
Defined:
indexId (in indexReferenceInformation)
A CDS index identifier (e.g.
Type:
Content:
simple, 1 attribute
Defined:
indexModification
Consequence of index modification.
Type:
Content:
simple
Defined:
indexName
The name of the index expressed as a free format string.
Type:
Content:
simple, 1 attribute
Defined:
indexReferenceInformation
This element contains all the terms relevant to defining the Credit DefaultSwap Index.
Type:
Content:
complex, 1 attribute, 10 elements
Defined:
locally within GeneralTerms complexType in fpml-cd-5-8.xsd; see XML source
indexSeries
A CDS index series identifier, e.g. 1, 2, 3 etc.
Type:
xsd:positiveInteger
Content:
simple
Defined:
indexSource
The reference source such as Reuters or Bloomberg.
Type:
Content:
simple, 1 attribute
Defined:
indexTenor (defined in FloatingRateIndex.model group)
The ISDA Designated Maturity, i.e. the tenor of the floating rate.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
indexTenor (in forecastRateIndex)
The ISDA Designated Maturity, i.e. the tenor of the floating rate.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
indexTenor (in fra)
The ISDA Designated Maturity, i.e. the tenor of the floating rate.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
locally within Fra complexType in fpml-ird-5-8.xsd; see XML source
indirectLoanParticipation
ISDA 1999 Term: Indirect Loan Participation.
Type:
Content:
complex, 3 elements
Defined:
inflationFactor
The inflation factor is specified for inflation-linked products which require some additional elements to calculate prices correctly.
Type:
xsd:decimal
Content:
simple
Defined:
inflationLag
an offsetting period from the payment date which determines the reference period for which the inflation index is onserved.
Type:
Content:
complex, 1 attribute, 3 elements
Defined:
inflationRateCalculation
An inflation rate calculation definition.
Type:
Content:
complex, 1 attribute, 17 elements
Subst.Gr:
may substitute for element rateCalculation
Defined:
globally in fpml-ird-5-8.xsd; see XML source
Used:
never
informationSource (defined in FxAccrualKnockoutBarrier.model group)
The information source where a published or displayed market rate will be obtained, e.g.
Type:
Content:
complex, 3 elements
Defined:
informationSource (defined in FxBarrierFeature complexType)
The information source where a published or displayed market rate will be obtained, e.g.
Type:
Content:
complex, 3 elements
Defined:
informationSource (defined in QuotationCharacteristics.model group)
The information source where a published or displayed market rate will be obtained, e.g.
Type:
Content:
complex, 3 elements
Defined:
informationSource (in settlementRateSource defined in YieldCurveMethod complexType)
The information source where a published or displayed market rate will be obtained, e.g.
Type:
Content:
complex, 3 elements
Defined:
informationSource (in touch)
The information source where a published or displayed market rate will be obtained, e.g.
Type:
Content:
complex, 3 elements
Defined:
locally within FxTouch complexType in fpml-fx-5-8.xsd; see XML source
informationSource (in trigger in fxAccrualDigitalOption)
The information source where a published or displayed market rate will be obtained, e.g.
Type:
Content:
complex, 3 elements
Defined:
informationSource (in trigger in fxDigitalOption)
The information source where a published or displayed market rate will be obtained, e.g.
Type:
Content:
complex, 3 elements
Defined:
locally within FxTrigger complexType in fpml-fx-5-8.xsd; see XML source
initial
Type:
Content:
simple
Defined:
locally within Person complexType in fpml-shared-5-8.xsd; see XML source
initialDeformation
The temperature at which an ash cone shows evidence of deformation.
Type:
Content:
complex, 3 elements
Defined:
initialExchange
A true/false flag to indicate whether there is an initial exchange of principal on the effective date.
Type:
xsd:boolean
Content:
simple
Defined:
initialFactor
The part of the mortgage that is outstanding on trade inception, i.e. has not been repaid yet as principal.
Type:
xsd:decimal
Content:
simple
Defined:
locally within AssetPool complexType in fpml-asset-5-8.xsd; see XML source
initialFee
An initial fee for the cancelable option.
Type:
Content:
complex, 1 attribute, 6 elements
Defined:
initialFixingDate (in interestLegResetDates)
Initial fixing date expressed as an offset to another date defined elsewhere in the document.
Type:
Content:
complex, 1 attribute, 8 elements
Defined:
initialFixingDate (in resetDates)
Type:
Content:
complex, 1 attribute, 8 elements
Defined:
locally within ResetDates complexType in fpml-ird-5-8.xsd; see XML source
initialIndexLevel
initial known index level for the first calculation period.
Type:
xsd:decimal
Content:
simple
Defined:
initialLevel
Contract will strike off this initial level.
Type:
xsd:decimal
Content:
simple
Defined:
initialLevelSource
Specifies whether the Initial Index Level should be the Closing Price Level, the Expiring Contract Level, VWAPPrice, TWAPPrice, NAV or Open Price.
Type:
Content:
simple, 2 attributes
Defined:
initialMargin
Defines initial margin applied to a repo transaction.
Type:
Content:
complex, 7 elements
Defined:
locally within Repo complexType in fpml-repo-5-8.xsd; see XML source
initialPayment
Specifies a single fixed payment that is payable by the payer to the receiver on the initial payment date.
Type:
Content:
complex, 1 attribute, 7 elements
Defined:
locally within FeeLeg complexType in fpml-cd-5-8.xsd; see XML source
initialPoints
An optional element that contains the up-front points expressed as a percentage of the notional.
Type:
xsd:decimal
Content:
simple
Defined:
locally within FeeLeg complexType in fpml-cd-5-8.xsd; see XML source
initialPrice (in commodityReturnCalculation)
If specified in the confirmation, the price or index level at the beginning of the initial Calculation Period.
Type:
xsd:decimal
Content:
simple
Defined:
initialPrice (in rateOfReturn)
Specifies the initial reference price of the underlyer.
Type:
Content:
complex, 10 elements
Defined:
initialRate
The initial floating rate reset agreed between the principal parties involved in the trade.
Type:
xsd:decimal
Content:
simple
Defined:
initialStockLoanRate
Specifies the initial stock loan rate for Increased Cost of Stock Borrow.
Type:
Content:
simple
Defined:
initialStub (in stubCalculationPeriod)
Type:
Content:
complex, 5 elements
Defined:
initialStub (in stubCalculationPeriodAmount)
Specifies how the initial stub amount is calculated.
Type:
Content:
complex, 3 elements
Defined:
initialValue (defined in NonNegativeSchedule complexType)
The non-negative initial rate or amount, as the case may be.
Type:
Content:
simple
Defined:
initialValue (defined in Schedule complexType)
The initial rate or amount, as the case may be.
Type:
xsd:decimal
Content:
simple
Defined:
locally within Schedule complexType in fpml-shared-5-8.xsd; see XML source
initialValue (in fxLinkedNotionalSchedule)
The initial currency amount for the varying notional.
Type:
xsd:decimal
Content:
simple
Defined:
inputDataDate
The date from which the input data used to construct the pricing input was obtained.
Type:
Content:
simple, 1 attribute
Defined:
inputDateReference
Reference(s) to the pricing input dates that are shifted when the sensitivity is computed.
Type:
Content:
empty, 1 attribute
Defined:
inputs (in creditCurveValuation)
Type:
Content:
complex, 2 elements
Defined:
inputs (in yieldCurveValuation)
Type:
Content:
complex, 2 elements
Defined:
inputUnits
The units of the input parameter, e.g.
Type:
Content:
simple, 1 attribute
Defined:
inReplyTo (in header defined in Exception complexType)
A copy of the unique message identifier (within it own coding scheme) to which this message is responding.
Type:
Content:
simple, 1 attribute
Defined:
inReplyTo (in header defined in NotificationMessage complexType)
A copy of the unique message identifier (within it own coding scheme) to which this message is responding.
Type:
Content:
simple, 1 attribute
Defined:
inReplyTo (in header defined in ResponseMessage complexType)
A copy of the unique message identifier (within it own coding scheme) to which this message is responding.
Type:
Content:
simple, 1 attribute
Defined:
insolvencyFiling
If true, then insolvency filing is applicable.
Type:
xsd:boolean
Content:
simple
Defined:
instrumentId (defined in IdentifiedAsset complexType)
Identification of the underlying asset, using public and/or private identifiers.
Type:
Content:
simple, 1 attribute
Defined:
instrumentId (in cash)
Identification of the underlying asset, using public and/or private identifiers.
Type:
Content:
simple, 1 attribute
Defined:
locally within Cash complexType in fpml-asset-5-8.xsd; see XML source
instrumentId (in priceChange)
Identification of the underlying asset, using public and/or private identifiers.
Type:
Content:
simple, 1 attribute
Defined:
instrumentSet
A collection of instruments used as a basis for quotation.
Type:
Content:
complex, 2 elements
Defined:
instrumentTradeDetails
A type to hold trades of multiply-traded instruments such as securities (e.g., stocks or bonds) or listed derivatives.
Type:
Content:
complex, 1 attribute, 13 elements
Subst.Gr:
may substitute for element product
Defined:
globally in fpml-doc-5-8.xsd; see XML source
Used:
never
insurer
Type:
Content:
complex, 1 attribute, 3 elements
Defined:
locally within Mortgage complexType in fpml-asset-5-8.xsd; see XML source
insurerReference
Type:
Content:
empty, 1 attribute
Defined:
locally within Mortgage complexType in fpml-asset-5-8.xsd; see XML source
integralMultipleAmount
A notional amount which restricts the amount of notional that can be exercised when partial exercise or multiple exercise is applicable.
Type:
xsd:decimal
Content:
simple
Defined:
integralMultipleExercise
When multiple exercise is applicable and this element is present it specifies that the number of options that can be exercised on a given exercise date must either be equal to the value of this element or be an integral multiple of it.
Type:
Content:
simple
Defined:
integralMultipleQuantity
The integral multiple quantity defines a lower limit of the Notional Quantity that can be exercised and also defines a unit multiple of the Notional Quantity that can be exercised, i.e. only integer multiples of this Notional Quantity can be exercised.
Type:
Content:
complex, 1 attribute, 3 elements
Defined:
intentToAllocate (defined in PartyTradeInformation complexType)
Specifies whether the trade is anticipated to be allocated.
Type:
xsd:boolean
Content:
simple
Defined:
intentToAllocate (in packageInformation)
Specifies whether the trade is anticipated to be allocated.
Type:
xsd:boolean
Content:
simple
Defined:
intentToClear (defined in PartyTradeInformation complexType)
Specifies whether the trade is anticipated to be cleared via a derivative clearing organization
Type:
xsd:boolean
Content:
simple
Defined:
intentToClear (in packageInformation)
Specifies whether the trade is anticipated to be cleared via a derivative clearing organization
Type:
xsd:boolean
Content:
simple
Defined:
interconnectionPoint (defined in GenericCommodityAttributes.model group)
Identification of the border(s) or border point(s) of a transportation contract.
Type:
Content:
simple, 1 attribute
Defined:
interconnectionPoint (in deliveryConditions in electricityPhysicalLeg)
Identification of the border(s) or border point(s) of a transportation contract.
Type:
Content:
simple, 1 attribute
Defined:
interconnectionPoint (in deliveryConditions in gasPhysicalLeg)
Identification of the border(s) or border point(s) of a transportation contract.
Type:
Content:
simple, 1 attribute
Defined:
locally within GasDelivery complexType in fpml-com-5-8.xsd; see XML source
interest
The total interest of at maturity of the trade.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
locally within TermDeposit complexType in fpml-fx-5-8.xsd; see XML source
interestAccrualsMethod
Defines the way in which interests are accrued: the applicable rate (fixed or floating reference) and the compounding method.
Type:
Content:
complex, 3 elements
Defined:
interestAmount
Specifies, in relation to each Interest Payment Date, the amount to which the Interest Payment Date relates.
Type:
Content:
complex, 7 elements
Defined:
interestAtRisk
Specifies whether the interest component of the redemption amount is subject to conversion to the Alternate currency, in the event that the spot rate is strictly lower than the strike rate at the specified fixing date and time.
Type:
xsd:boolean
Content:
simple
Defined:
interestCalculation
Specifies the calculation method of the interest rate leg of the equity swap.
Type:
Content:
complex, 1 attribute, 6 elements
Defined:
interestCapitalization
Type:
Content:
complex, 16 elements
Subst.Gr:
may substitute for element loanContractEventGroup
Defined:
globally in fpml-loan-5-8.xsd; see XML source
Used:
never
interestCapitalization (in rolloverNotification)
Type:
Content:
complex, 16 elements
Defined:
interestLeg
The fixed income amounts of the return type swap.
Type:
Content:
complex, 1 attribute, 12 elements
Subst.Gr:
may substitute for element returnSwapLeg
Defined:
Used:
never
interestLegCalculationPeriodDates
Component that holds the various dates used to specify the interest leg of the equity swap.
Type:
Content:
complex, 1 attribute, 4 elements
Defined:
interestLegPaymentDates
Specifies the payment dates of the interest leg of the swap.
Type:
Content:
complex, 1 attribute, 3 elements
Defined:
interestLegRate
Reference to the floating rate calculation of interest calculation node on the Interest Leg.
Type:
Content:
empty, 1 attribute
Defined:
interestLegResetDates
Specifies the reset dates of the interest leg of the swap.
Type:
Content:
complex, 5 elements
Defined:
interestPayment
Type:
Content:
complex, 16 elements
Subst.Gr:
may substitute for element loanContractEventGroup
Defined:
globally in fpml-loan-5-8.xsd; see XML source
Used:
never
interestPayment (in rolloverNotification)
Type:
Content:
complex, 16 elements
Defined:
interestShortfall
A floating rate payment event.
Type:
Content:
complex, 3 elements
Defined:
interestShortfallCap
Specifies the nature of the interest Shortfall cap (i.e.
Type:
Content:
simple
Defined:
interestShortfallReimbursement
An additional Fixed Payment Event.
Type:
xsd:boolean
Content:
simple
Defined:
intermediaryInformation
Information to identify an intermediary through which payment will be made by the correspondent bank to the ultimate beneficiary of the funds.
Type:
Content:
complex, 5 elements
Defined:
intermediaryPartyReference
Reference to the party acting as intermediary.
Type:
Content:
empty, 1 attribute
Defined:
intermediarySequenceNumber
A sequence number that gives the position of the current intermediary in the chain of payment intermediaries.
Type:
xsd:positiveInteger
Content:
simple
Defined:
intermediateExchange
A true/false flag to indicate whether there are intermediate or interim exchanges of principal during the term of the swap.
Type:
xsd:boolean
Content:
simple
Defined:
interpolationMethod (defined in TermCurve complexType)
Type:
Content:
simple, 1 attribute
Defined:
locally within TermCurve complexType in fpml-mktenv-5-8.xsd; see XML source
interpolationMethod (in inflationRateCalculation)
The method used when calculating the Inflation Index Level from multiple points - the most common is Linear.
Type:
Content:
simple, 1 attribute
Defined:
interpolationMethod (in interestCalculation)
Specifies the type of interpolation used.
Type:
Content:
simple, 1 attribute
Defined:
interpolationMethod (in makeWholeAmount)
The type of interpolation method that the calculation agent reserves the right to use.
Type:
Content:
simple, 1 attribute
Defined:
interpolationPeriod
Defines applicable periods for interpolation.
Type:
Content:
simple
Defined:
intrinsicValue
Target level expressed as intrinsic value.
Type:
xsd:decimal
Content:
simple
Defined:
isAccountingHedge
Specifies whether the trade used to hedge a risk for accounting purposes for the specified party.
Type:
xsd:boolean
Content:
simple
Defined:
isCorrection
Indicates if this message corrects an earlier request.
Type:
xsd:boolean
Content:
simple
Defined:
issuedAmount
Original deal amount.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
locally within DealSummary complexType in fpml-loan-5-8.xsd; see XML source
issuer (defined in IssuerTradeId.model group)
Type:
Content:
simple, 1 attribute
Defined:
issuer (in productComponentIdentifier)
Type:
Content:
simple, 1 attribute
Defined:
issuerName
Type:
Content:
simple
Defined:
issuerPartyReference (defined in FixedIncomeSecurityContent.model group)
Type:
Content:
empty, 1 attribute
Defined:
issuerPartyReference (in deal)
A party reference to the (main) issuer of the deal.
Type:
Content:
empty, 1 attribute
Defined:
jurisdiction
The legal jurisdiction of the entity's registration.
Type:
Content:
simple, 1 attribute
Defined:
knock (defined in CommodityBarrier complexType)
The knock feature of a commodity barrier option.
Type:
Content:
simple
Defined:
knock (in feature defined in Feature.model group)
A knock feature.
Type:
Content:
complex, 2 elements
Defined:
knock (in feature defined in OptionBaseExtended complexType)
A knock feature.
Type:
Content:
complex, 2 elements
Defined:
knockIn
The knock in.
Type:
Content:
complex, 4 elements
Defined:
knockOut
The knock out.
Type:
Content:
complex, 4 elements
Defined:
knockoutBarrier (in fxAccrualDigitalOption)
Defines a knockout barrier conditions where if a barrier event occurs, the accrual process is terminated for the duration of all remainin accrual periods.
Type:
Content:
complex, 1 attribute, 12 elements
Defined:
knockoutBarrier (in fxAccrualForward)
Defines a knockout barrier conditions where if a barrier event occurs, the accrual process is terminated for the duration of all remainin accrual periods.
Type:
Content:
complex, 1 attribute, 12 elements
Defined:
knockoutBarrier (in fxAccrualOption)
Defines a knockout barrier conditions where if a barrier event occurs, the accrual process is terminated for the duration of all remainin accrual periods.
Type:
Content:
complex, 1 attribute, 12 elements
Defined:
knockoutBarrier (in fxRangeAccrual)
Defines a knockout barrier conditions where if a barrier event occurs, the accrual process is terminated for the duration of all remainin accrual periods.
Type:
Content:
complex, 1 attribute, 12 elements
Defined:
knockoutBarrier (in fxTargetForward)
A TARF with a full knock out feature i.e. it applies to the trade as a whole; If spot settles Above/below the Barrier, the product terminates.
Type:
Content:
complex, 1 attribute, 8 elements
Defined:
knockoutCount
Type:
Content:
complex, 2 elements
Defined:
knockoutLevel
Type:
Content:
complex, 4 elements
Defined:
knownAmountReference
Type:
Content:
empty, 1 attribute
Defined:
knownAmountSchedule
The known calculation period amount or a known amount schedule expressed as explicit known amounts and dates.
Type:
Content:
complex, 1 attribute, 3 elements
Defined:
lag (defined in CommodityPricingDates complexType)
The pricing period per calculation period if the pricing days do not wholly fall within the respective calculation period.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
lag (defined in CommodityValuationDates complexType)
The pricing period per calculation period if the pricing days do not wholly fall within the respective calculation period.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
lag (defined in LagOrReference.model group)
The pricing period per calculation period if the pricing days do not wholly fall within the respective calculation period.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
lagDuration
The period during which observations will be made.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
locally within Lag complexType in fpml-com-5-8.xsd; see XML source
lagReference
Allows a lag to reference one already defined elsewhere in the trade.
Type:
Content:
empty, 1 attribute
Defined:
language
Indicates the language of the resource, described using the ISO 639-2/T Code.
Type:
Content:
simple, 1 attribute
Defined:
locally within Resource complexType in fpml-shared-5-8.xsd; see XML source
largeSizeTrade
Specifies whether the sender of this trade considers it to be a large notional trade or block trade for reporting purposes, and thus eligible for delayed public reporting.
Type:
xsd:boolean
Content:
simple
Defined:
lastNotionalStepDate
Effective date of the last change in notional (i.e. a calculation period start date).
Type:
xsd:date
Content:
simple
Defined:
lastRegularPaymentDate (defined in PeriodicPayment complexType)
The last regular unadjusted fixed rate payer payment date.
Type:
xsd:date
Content:
simple
Defined:
lastRegularPaymentDate (in paymentDates defined in InterestRateStream complexType)
The last regular unadjusted payment date.
Type:
xsd:date
Content:
simple
Defined:
locally within PaymentDates complexType in fpml-ird-5-8.xsd; see XML source
lastRegularPeriodEndDate
The end date of the regular part of the calculation period schedule.
Type:
xsd:date
Content:
simple
Defined:
latestExecutionTime
The latest time of day at the specified business center, at which the client may execute a transaction.
Type:
Content:
complex, 2 elements
Defined:
latestExerciseTime (defined in CommodityAmericanExercise complexType)
For a Bermuda or American style option, the latest time on an exercise business day (excluding the expiration date) within the exercise period that notice can be given by the buyer to the seller or seller's agent.
Type:
Content:
complex, 2 elements
Defined:
latestExerciseTime (defined in SharedAmericanExercise complexType)
For a Bermuda or American style option, the latest time on an exercise business day (excluding the expiration date) within the exercise period that notice can be given by the buyer to the seller or seller's agent.
Type:
Content:
complex, 2 elements
Defined:
latestExerciseTime (in americanExercise defined in CommodityPhysicalExercise complexType)
For a Bermuda or American style option, the latest time on an exercise business day (excluding the expiration date) within the exercise period that notice can be given by the buyer to the seller or seller's agent.
Type:
Content:
complex, 2 elements
Defined:
latestExerciseTime (in americanExercise)
For a Bermuda or American style option, the latest time on an exercise business day (excluding the expiration date) within the exercise period that notice can be given by the buyer to the seller or seller's agent.
Type:
Content:
complex, 2 elements
Defined:
latestExerciseTime (in bermudaExercise)
For a Bermuda or American style option, the latest time on an exercise business day (excluding the expiration date) within the exercise period that notice can be given by the buyer to the seller or seller's agent.
Type:
Content:
complex, 2 elements
Defined:
latestExerciseTimeDetermination (defined in CommodityAmericanExercise complexType)
Latest exercise time determination method.
Type:
Content:
simple, 2 attributes
Defined:
latestExerciseTimeDetermination (defined in SharedAmericanExercise complexType)
Latest exercise time determination method.
Type:
Content:
simple, 2 attributes
Defined:
latestExerciseTimeType (in equityAmericanExercise)
The latest time of day at which the equity option can be exercised, for example the official closing time of the exchange.
Type:
Content:
simple
Defined:
latestExerciseTimeType (in equityBermudaExercise)
The latest time of day at which the equity option can be exercised, for example the official closing time of the exchange.
Type:
Content:
simple
Defined:
latestValueDate
The latest date on which both currencies traded will settle.
Type:
xsd:date
Content:
simple
Defined:
lcAccrual
The letter of credit fee rate details.
Type:
Content:
complex, 10 elements
Defined:
lcAdjustment
Type:
Content:
complex, 13 elements
Subst.Gr:
may substitute for element lcEventGroup
Defined:
globally in fpml-loan-5-8.xsd; see XML source
Used:
never
lcEventGroup
Head of the substitution group for all letter of credit events.
Type:
Content:
complex, 10 elements
Abstract:
(may not be used directly in instance XML documents)
Subst.Gr:
may be substituted with 7 elements
Defined:
globally in fpml-loan-5-8.xsd; see XML source
Used:
lcFeePayment
Type:
Content:
complex, 14 elements
Subst.Gr:
may substitute for element lcEventGroup
Defined:
globally in fpml-loan-5-8.xsd; see XML source
Used:
never
lcIssuance
Type:
Content:
complex, 11 elements
Subst.Gr:
may substitute for element lcEventGroup
Defined:
globally in fpml-loan-5-8.xsd; see XML source
Used:
never
lcIssuanceFeePayment
Type:
Content:
complex, 11 elements
Subst.Gr:
may substitute for element lcEventGroup
Defined:
globally in fpml-loan-5-8.xsd; see XML source
Used:
never
lcNotification
Type:
Content:
complex, 3 attributes, 16 elements
Defined:
globally in fpml-loan-5-8.xsd; see XML source
Used:
never
lcOption (defined in FacilityOptionsFeesAndRates.model group)
A description of all the letter of credit fee types which apply to the facility.
Type:
Content:
complex, 9 elements
Defined:
lcOption (in lcOptionChange)
Defines the underlying letter of credit fee which is being changed.
Type:
Content:
complex, 9 elements
Defined:
lcOptionChange
Type:
Content:
complex, 11 elements
Defined:
lcRateChange
Type:
Content:
complex, 12 elements
Subst.Gr:
may substitute for element lcEventGroup
Defined:
globally in fpml-loan-5-8.xsd; see XML source
Used:
never
lcRenewal
Type:
Content:
complex, 12 elements
Subst.Gr:
may substitute for element lcEventGroup
Defined:
globally in fpml-loan-5-8.xsd; see XML source
Used:
never
lcTermination
Type:
Content:
complex, 11 elements
Subst.Gr:
may substitute for element lcEventGroup
Defined:
globally in fpml-loan-5-8.xsd; see XML source
Used:
never
legId
Identity of this leg.
Type:
Content:
simple, 1 attribute
Defined:
legIdentifier
Version aware identification of this leg.
Type:
Content:
complex, 3 elements
Defined:
lenderPartyReference
A reference to the lender associated with a specific business event.
Type:
Content:
empty, 1 attribute
Defined:
lenderTypeWaived
The list of lender types which are exempt from paying an assignment fee to the agent bank.
Type:
Content:
simple, 1 attribute
Defined:
length
Indicates the length of the resource.
Type:
Content:
complex, 2 elements
Defined:
locally within Resource complexType in fpml-shared-5-8.xsd; see XML source
lengthUnit
The length unit of the resource.
Type:
Content:
simple
Defined:
lengthValue
The length value of the resource.
Type:
xsd:decimal
Content:
simple
Defined:
letterOfCredit (in accrualOptionChangeNotification)
Type:
Content:
complex, 7 elements
Defined:
letterOfCredit (in lcIssuance)
A full definition of the letter of credit being issued.
Type:
Content:
complex, 7 elements
Defined:
locally within LcIssuance complexType in fpml-loan-5-8.xsd; see XML source
letterOfCredit (in outstandingContractsStatement)
A set of complete letter of credit contract structures.
Type:
Content:
complex, 7 elements
Defined:
letterOfCreditFacility
A letter of credit facility.
Type:
Content:
complex, 1 attribute, 26 elements
Subst.Gr:
may substitute for element facilityGroup
Defined:
globally in fpml-loan-5-8.xsd; see XML source
Used:
never
letterOfCreditIdentifier
A deal summary structure.
Type:
Content:
complex, 1 attribute, 4 elements
Defined:
letterOfCreditReference (defined in LcEvent complexType)
Type:
Content:
empty, 1 attribute
Defined:
locally within LcEvent complexType in fpml-loan-5-8.xsd; see XML source
letterOfCreditReference (in outstandingsPosition)
Type:
Content:
empty, 1 attribute
Defined:
letterOfCreditSummary
A facility summary structure.
Type:
Content:
complex, 4 elements
Defined:
level (defined in FxAccrualConditionLevel.model group)
Level expressed as a level.
Type:
xsd:decimal
Content:
simple
Defined:
level (defined in FxConditionLevel.model group)
Level expressed as a level with optional steps different from strike, pivot, or barrier.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
level (in trigger defined in TriggerEvent complexType)
The trigger level.
Type:
xsd:decimal
Content:
simple
Defined:
levelPercentage (defined in CommodityTrigger complexType)
A barrier expressed as a percentage of notional quantity or commodity price level.
Type:
xsd:decimal
Content:
simple
Defined:
levelPercentage (in featurePayment)
The trigger level percentage.
Type:
xsd:decimal
Content:
simple
Defined:
levelPercentage (in trigger defined in TriggerEvent complexType)
The trigger level percentage.
Type:
xsd:decimal
Content:
simple
Defined:
levelPrice
A barrier expressed as a price level.
Type:
Content:
complex, 1 attribute, 3 elements
Defined:
levelQuantity
The amount used the specify the barrier in terms of an quantity of commodity or a change in the quantity of commodity.
Type:
xsd:decimal
Content:
simple
Defined:
levelReference
Reference to a level defined within the FX product.
Type:
Content:
empty, 1 attribute
Defined:
levelUnit
The units (e.g.
Type:
Content:
simple, 1 attribute
Defined:
lien (defined in FacilityFeatures.model group)
The lien level associated with the facility.
Type:
Content:
simple, 1 attribute
Defined:
lien (in loan)
Specifies the seniority level of the lien.
Type:
Content:
simple, 1 attribute
Defined:
locally within Loan complexType in fpml-asset-5-8.xsd; see XML source
limitApplicable
Type:
Content:
complex, 7 elements
Defined:
limitationPercentage
Specifies the limitation percentage in Average Daily trading volume.
Type:
Content:
simple
Defined:
limitationPeriod
Specifies the limitation period for Average Daily trading volume in number of days.
Type:
xsd:nonNegativeInteger
Content:
simple
Defined:
limitedRightToConfirm
Has the meaning defined as part of the 1997 ISDA Government Bond Option Definitions, section 4.5 Limited Right to Confirm Exercise.
Type:
xsd:boolean
Content:
simple
Defined:
limitId
Type:
Content:
simple, 1 attribute
Defined:
limitModel
Type:
Content:
simple
Defined:
limitType
Standard code to indicate which type of credit line is being referred to - i.e.
Type:
Content:
simple, 1 attribute
Defined:
linkId
A link identifier allowing the trade to be associated with other related trades, e.g. the linkId may contain a tradeId for an associated trade or several related trades may be given the same linkId.
Type:
Content:
simple, 2 attributes
Defined:
listed (defined in DeliverableObligations complexType)
An obligation and deliverable obligation characteristic.
Type:
xsd:boolean
Content:
simple
Defined:
listed (defined in Obligations complexType)
An obligation and deliverable obligation characteristic.
Type:
xsd:boolean
Content:
simple
Defined:
locally within Obligations complexType in fpml-cd-5-8.xsd; see XML source
loadType (defined in GenericCommodityAttributes.model group)
LoadType is a summary of the full description of the settlement periods with respect to the region.
Type:
Content:
simple
Defined:
loadType (in electricityPhysicalLeg)
LoadType is a summary of the full description of the settlement periods with respect to the region.
Type:
Content:
simple
Defined:
loan
Identifies a simple underlying asset that is a loan.
Type:
Content:
complex, 1 attribute, 13 elements
Subst.Gr:
may substitute for element underlyingAsset
Defined:
Used:
loanContract (defined in Borrowing complexType)
Type:
Content:
complex, 9 elements
Defined:
locally within Borrowing complexType in fpml-loan-5-8.xsd; see XML source
loanContract (in outstandingContractsStatement)
A set of complete loan contract structures.
Type:
Content:
complex, 9 elements
Defined:
loanContractEventGroup
Head of the substitution group for all loan contract events.
Type:
Content:
complex, 10 elements
Abstract:
(may not be used directly in instance XML documents)
Subst.Gr:
may be substituted with 7 elements
Defined:
globally in fpml-loan-5-8.xsd; see XML source
Used:
loanContractNotification
Type:
Content:
complex, 3 attributes, 17 elements
Defined:
globally in fpml-loan-5-8.xsd; see XML source
Used:
never
loanContractReference (defined in FacilityContractEvent complexType)
A loan contract summary structure.
Type:
Content:
empty, 1 attribute
Defined:
loanContractReference (defined in LoanContractEvent complexType)
Type:
Content:
empty, 1 attribute
Defined:
loanContractReference (in outstandingsPosition)
Type:
Content:
empty, 1 attribute
Defined:
localJurisdiction (defined in EquityUnderlyerProvisions.model group)
Local Jurisdiction is a term used in the AEJ Master Confirmation, which is used to determine local taxes, which shall mean taxes, duties, and similar charges imposed by the taxing authority of the Local Jurisdiction If this element is not present Local Jurisdiction is Not Applicable.
Type:
Content:
simple, 1 attribute
Defined:
localJurisdiction (in equityOptionTransactionSupplement)
Local Jurisdiction is a term used in the AEJ Master Confirmation, which is used to determine local taxes, which shall mean taxes, duties, and similar charges imposed by the taxing authority of the Local Jurisdiction If this element is not present Local Jurisdiction is Not Applicable.
Type:
Content:
simple, 1 attribute
Defined:
location (defined in PrevailingTime complexType)
The geographic location to which the hourMinuteTime applies.
Type:
Content:
simple, 1 attribute
Defined:
location (defined in Reason complexType)
A value indicating the location of the problem within the subject message.
Type:
Content:
simple, 1 attribute
Defined:
locally within Reason complexType in fpml-msg-5-8.xsd; see XML source
long
Credit limit utilization attributable to long positions.
Type:
Content:
simple
Defined:
lossOfStockBorrow
If true, then loss of stock borrow is applicable.
Type:
xsd:boolean
Content:
simple
Defined:
lowerBarrier
All observations below this price level will be excluded from the variance calculation.
Type:
Content:
simple
Defined:
lowerBound (defined in FlexibleFxRegionBound.model group)
Defines the lower bound of a payoff region.
Type:
Content:
complex, 6 elements
Defined:
lowerBound (defined in FxAccrualRegionBound.model group)
Defines the lower bound of a payoff region.
Type:
Content:
complex, 5 elements
Defined:
lowerBound (defined in FxRegionBound.model group)
Defines the lower bound of a payoff region.
Type:
Content:
complex, 6 elements
Defined:
mainPublication
The current main publication source such as relevant web site or a government body.
Type:
Content:
simple, 1 attribute
Defined:
makeWholeAmount
Amount to be paid by the buyer of the option if the option is exercised prior to the Early Call Date.
Type:
Content:
complex, 6 elements
Defined:
makeWholeDate
Date through which option can not be exercised without penalty.
Type:
xsd:date
Content:
simple
Defined:
makeWholeProvisions
Provisions covering early exercise of option.
Type:
Content:
complex, 2 elements
Defined:
mandatorilyClearable (in clearingRequirements)
Whether the particular trade type in question is required by this regulator to be cleared.
Type:
xsd:boolean
Content:
simple
Defined:
mandatorilyClearable (in reportingRegime defined in PartyTradeInformation complexType)
Whether the particular trade type in question is required by this regulator to be cleared.
Type:
xsd:boolean
Content:
simple
Defined:
mandatoryCostRate (defined in FacilityRates.model group)
The mandatory cost rate currently applied to the interest rate period.
Type:
Content:
complex, 3 elements
Defined:
mandatoryCostRate (in fixedRateAccrual)
The mandatory cost rate currently applied to the interest rate period.
Type:
xsd:decimal
Content:
simple
Defined:
mandatoryCostRate (in floatingRateAccrual)
The mandatory cost rate currently applied to the interest rate period.
Type:
xsd:decimal
Content:
simple
Defined:
mandatoryCostRateChange
Type:
Content:
complex, 12 elements
Subst.Gr:
may substitute for element facilityRateChangeGroup
Defined:
globally in fpml-loan-5-8.xsd; see XML source
Used:
never
mandatoryCostRateExpiry
Type:
Content:
complex, 11 elements
Subst.Gr:
may substitute for element facilityRateChangeGroup
Defined:
globally in fpml-loan-5-8.xsd; see XML source
Used:
never
mandatoryEarlyTermination (defined in MandatoryEarlyTermination.model group)
A mandatory early termination provision to terminate the swap at fair value.
Type:
Content:
complex, 1 attribute, 4 elements
Defined:
mandatoryEarlyTermination (defined in MandatoryEarlyTermination.model group)
A mandatory early termination provision to terminate the swap at fair value.
Type:
Content:
complex, 1 attribute, 4 elements
Defined:
mandatoryEarlyTerminationAdjustedDates
The adjusted dates associated with a mandatory early termination provision.
Type:
Content:
complex, 3 elements
Defined:
mandatoryEarlyTerminationDate
The early termination date associated with a mandatory early termination of a swap.
Type:
Content:
complex, 1 attribute, 3 elements
Defined:
mandatoryEarlyTerminationDateTenor
Period after trade date of the mandatory early termination date.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
mandatoryFacilityExecution
Whether the particular product must be executed on a SEF or DCM.
Type:
xsd:boolean
Content:
simple
Defined:
mandatoryFacilityExecutionException
Specifies whether the party invoked exception to not execute the trade on facility such as SEF and DCM even though the particular product is mandated to execute on a SEF.
Type:
xsd:boolean
Content:
simple
Defined:
mandatoryFacilityExecutionExceptionDeclaration
Provides supporting evidence when a party invoked exception to not execute the trade on facility such as SEF and DCM even though the particular product is mandated to execute on a SEF.
Type:
Content:
complex, 4 elements
Defined:
manualExercise (defined in ExerciseProcedure complexType)
Specifies that the notice of exercise must be given by the buyer to the seller or seller's agent.
Type:
Content:
complex, 2 elements
Defined:
manualExercise (in exerciseProcedure in optionExpiry defined in OptionsEvents.model group)
Specifies that the notice of exercise must be given by the buyer to the seller or seller's agent.
Type:
Content:
empty
Defined:
marginRatio
An element defining an initial margin expressed as a ratio of the Market Value of the collateral to the Purchase Price.
Type:
xsd:decimal
Content:
simple
Defined:
marginRatioThreshold
An element defining a margin ratio threshold which is the value above (when it's lower than initial margin ratio) or below (when it's higher than initial margin ratio) which parties agree they will not call a margin from each other.
Type:
xsd:decimal
Content:
simple
Defined:
marginThreshold
An element defining a margin threshold which is the Net Exposure of a trade below which parties agree they will not call a margin from each other.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
marginType
An element defining the type of assets (cash or securities) specified to apply as margin to the repo transaction.
Type:
Content:
simple
Defined:
market
This is a global element used for creating global types.
Type:
Content:
complex, 1 attribute, 5 elements
Defined:
Used:
marketDisruption (defined in AveragingPeriod complexType)
The market disruption event as defined by ISDA 2002 Definitions.
Type:
Content:
simple, 1 attribute
Defined:
marketDisruption (defined in CommodityContent.model group)
Contains contract terms related to triggers and responses to market disruptions as defined in the 1993 or 2005 Commodity Definitions.
Type:
Content:
complex, 9 elements
Defined:
marketDisruptionEvent
Market disruption event(s) that apply.
Type:
Content:
simple, 1 attribute
Defined:
marketDisruptionEvents
If Market disruption Events are stated to be Applicable then the default Market Disruption Events of Section 7.4(d)(i) of the ISDA Commodity Definitions shall apply unless specific Market Disruption Events are stated hereunder, in which case these shall override the ISDA defaults.
Type:
Content:
simple
Defined:
marketFixedRate
An optional element that only has meaning in a credit index trade.
Type:
xsd:decimal
Content:
simple
Defined:
locally within FeeLeg complexType in fpml-cd-5-8.xsd; see XML source
marketPrice
An optional element that only has meaning in a credit index trade.
Type:
Content:
simple
Defined:
locally within FeeLeg complexType in fpml-cd-5-8.xsd; see XML source
marketReference
A reference to the market environment used to price the asset.
Type:
Content:
empty, 1 attribute
Defined:
masterAgreement
The agreement executed between the parties and intended to govern all OTC derivatives transactions between those parties.
Type:
Content:
complex, 4 elements
Defined:
masterAgreementDate
The date on which the master agreement was signed.
Type:
xsd:date
Content:
simple
Defined:
masterAgreementId
An identifier that has been created to identify the master agreement.
Type:
Content:
simple, 1 attribute
Defined:
masterAgreementPaymentDates
If present and true indicates that the Payment Date(s) are specified in the relevant master agreement.
Type:
xsd:boolean
Content:
simple
Defined:
masterAgreementType
The agreement executed between the parties and intended to govern product-specific derivatives transactions between those parties.
Type:
Content:
simple, 1 attribute
Defined:
masterAgreementVersion
The version of the master agreement.
Type:
Content:
simple, 1 attribute
Defined:
masterConfirmation
The agreement executed between the parties and intended to govern all OTC derivatives transactions between those parties.
Type:
Content:
complex, 4 elements
Defined:
masterConfirmationAnnexDate
The date that an annex to the master confirmation was executed between the parties.
Type:
xsd:date
Content:
simple
Defined:
masterConfirmationAnnexType
The type of master confirmation annex executed between the parties.
Type:
Content:
simple, 1 attribute
Defined:
masterConfirmationDate (in allocation)
The date of the confirmation executed between the parties and intended to govern the allocated trade between those parties.
Type:
xsd:date
Content:
simple
Defined:
masterConfirmationDate (in masterConfirmation)
The date of the confirmation executed between the parties and intended to govern all relevant transactions between those parties.
Type:
xsd:date
Content:
simple
Defined:
masterConfirmationType
The type of master confirmation executed between the parties.
Type:
Content:
simple, 1 attribute
Defined:
matchId
A unique identifier assigned by the matching service to each set of matched positions.
Type:
Content:
simple, 1 attribute
Defined:
matchScore
Numeric score to represent the quality of the match.
Type:
xsd:decimal
Content:
simple
Defined:
material
The types of metal product for a physically settled metal trade.
Type:
Content:
simple, 1 attribute
Defined:
locally within Metal complexType in fpml-com-5-8.xsd; see XML source
materialDividend
If present and true, then material non cash dividends are applicable.
Type:
xsd:boolean
Content:
simple
Defined:
math
An element for containing an XML representation of the formula.
Type:
Content:
mixed (allows character data), elem. wildcard
Defined:
locally within Formula complexType in fpml-shared-5-8.xsd; see XML source
matrixSource
Relevant settled entity matrix source.
Type:
Content:
simple, 1 attribute
Defined:
matrixTerm
Defines any applicable key into the relevant matrix.
Type:
Content:
simple, 1 attribute
Defined:
matrixType
Identifies the form of applicable matrix.
Type:
Content:
simple, 1 attribute
Defined:
maturingContracts
Type:
anonymous complexType
Content:
complex, 3 elements
Defined:
maturity (defined in FixedIncomeSecurityContent.model group)
The date when the principal amount of a security becomes due and payable.
Type:
xsd:date
Content:
simple
Defined:
maturity (in future)
The date when the future contract expires.
Type:
xsd:date
Content:
simple
Defined:
locally within Future complexType in fpml-asset-5-8.xsd; see XML source
maturity (in loan)
The date when the principal amount of the loan becomes due and payable.
Type:
xsd:date
Content:
simple
Defined:
locally within Loan complexType in fpml-asset-5-8.xsd; see XML source
maturityAcknowledgement
Type:
Content:
complex, 3 attributes, 10 elements
Defined:
Used:
never
maturityChange
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
maturityDate (defined in FacilityDates.model group)
The maturity date of the facility.
Type:
xsd:date
Content:
simple
Defined:
maturityDate (defined in LoanContract complexType)
The maturity date of the loan contract.
Type:
xsd:date
Content:
simple
Defined:
maturityDate (in lcRenewal)
The original maturity date of the letter of credit.
Type:
xsd:date
Content:
simple
Defined:
locally within LcRenewal complexType in fpml-loan-5-8.xsd; see XML source
maturityDate (in termDeposit)
The end date of the calculation period.
Type:
xsd:date
Content:
simple
Defined:
locally within TermDeposit complexType in fpml-fx-5-8.xsd; see XML source
maturityException
Type:
Content:
complex, 3 attributes, 7 elements
Defined:
Used:
never
maturityExtension
A credit event.
Type:
xsd:boolean
Content:
simple
Defined:
maturityNotification
Type:
Content:
complex, 3 attributes, 11 elements
Defined:
Used:
never
maximumBoundaryPercent
Maximum Boundary as a percentage of the Strike Price.
Type:
xsd:decimal
Content:
simple
Defined:
maximumBusinessDays
A maximum number of business days.
Type:
xsd:nonNegativeInteger
Content:
simple
Defined:
maximumDaysOfPostponement
The maximum number of days to wait for a quote from the disrupted settlement rate option before proceding to the next method.
Type:
xsd:positiveInteger
Content:
simple
Defined:
maximumMaturity
A deliverable obligation characteristic.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
maximumNotionalAmount (defined in MultipleExercise complexType)
The maximum notional amount that can be exercised on a given exercise date.
Type:
xsd:decimal
Content:
simple
Defined:
maximumNotionalAmount (in multipleExercise in americanExercise in fxOption)
The maximum amount of notiional that can be exercised.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
maximumNumberOfDays
The maximum number of days of postponement.
Type:
xsd:positiveInteger
Content:
simple
Defined:
locally within Postponement complexType in fpml-fx-5-8.xsd; see XML source
maximumNumberOfDaysOfDisruption
2005 Commodity Definitions only.
Type:
xsd:nonNegativeInteger
Content:
simple
Defined:
maximumNumberOfOptions (defined in EquityMultipleExercise complexType)
When multiple exercise is applicable this element specifies the maximum number of options that can be exercised on a given exercise date.
Type:
Content:
simple
Defined:
maximumNumberOfOptions (defined in MultipleExercise complexType)
The maximum number of options that can be exercised on a given exercise date.
Type:
Content:
simple
Defined:
maximumPaymentAmount
The maximum total payment amount that will be paid in any particular transaction.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
maximumStockLoanRate
Specifies the maximum stock loan rate for Loss of Stock Borrow.
Type:
Content:
simple
Defined:
maximumTransactionPaymentAmount
The maximum payment amount that will be paid in any particular Calculation Period.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
maxPhysicalQuantity
The maximum quantity to be delivered.
Type:
Content:
complex, 1 attribute, 3 elements
Defined:
meanAdjustment
Specifies whether "Mean Adjustment" is applicable or not in calculation of the Realized Volatility.
Type:
xsd:boolean
Content:
simple
Defined:
measureType
The type of the value that is measured.
Type:
Content:
simple, 1 attribute
Defined:
mergerEvents
Occurs when the underlying ceases to exist following a merger between the Issuer and another company.
Type:
Content:
complex, 3 elements
Defined:
message
A human readable description of the problem.
Type:
Content:
simple
Defined:
messageId (defined in MessageHeader complexType)
A unique identifier (within its coding scheme) assigned to the message by its creating party.
Type:
Content:
simple, 1 attribute
Defined:
messageId (in messageRetraction)
The id that defines the specific message which is to be cancelled.
Type:
Content:
simple, 1 attribute
Defined:
messageRejected
The root element used for rejected message exceptions
Type:
Content:
complex, 3 attributes, 7 elements
Defined:
globally in fpml-msg-5-8.xsd; see XML source
Used:
never
messageRetraction
Type:
Content:
complex, 3 attributes, 7 elements
Defined:
globally in fpml-loan-5-8.xsd; see XML source
Used:
never
metal
The specification of the Metal Product to be delivered.
Type:
Content:
complex, 4 elements
Defined:
metalPhysicalLeg
Physically settled metal products leg.
Type:
Content:
complex, 1 attribute, 11 elements
Subst.Gr:
may substitute for element commodityForwardLeg
Defined:
globally in fpml-com-5-8.xsd; see XML source
Used:
never
method
The method by which a derivative is computed, e.g. analytic, numerical model, perturbation, etc.
Type:
Content:
simple, 1 attribute
Defined:
methodOfAdjustment (defined in EquityDerivativeLongFormBase complexType)
Defines how adjustments will be made to the contract should one or more of the extraordinary events occur.
Type:
Content:
simple
Defined:
methodOfAdjustment (in dividendSwapOptionTransactionSupplement)
Defines how adjustments will be made to the contract should one or more of the extraordinary events occur.
Type:
Content:
simple
Defined:
methodOfAdjustment (in equityOptionTransactionSupplement)
Type:
Content:
simple
Defined:
methodOfAdjustment (in varianceOptionTransactionSupplement)
Defines how adjustments will be made to the contract should one or more of the extraordinary events occur.
Type:
Content:
simple
Defined:
mid
A price midway between the bid and the ask price.
Type:
xsd:decimal
Content:
simple
Defined:
middleName
Type:
Content:
simple
Defined:
locally within Person complexType in fpml-shared-5-8.xsd; see XML source
mimeType (defined in AdditionalData complexType)
Indicates the type of media used to provide the extra information. mimeType is used to determine the software product(s) that can read the content.
Type:
Content:
simple, 1 attribute
Defined:
mimeType (defined in Resource complexType)
Indicates the type of media used to store the content. mimeType is used to determine the software product(s) that can read the content.
Type:
Content:
simple, 1 attribute
Defined:
locally within Resource complexType in fpml-shared-5-8.xsd; see XML source
minimumAssignmentRule
Defines the minimum assignment amount of the facility that can be traded in the secondary markets.
Type:
Content:
complex, 5 elements
Defined:
minimumBoundaryPercent
Minimum Boundary as a percentage of the Strike Price.
Type:
xsd:decimal
Content:
simple
Defined:
minimumExecutionAmount
The minimum notional amount which must be executed in any single transaction.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
minimumFuturesContracts
1993 Commodity Definitions only.
Type:
xsd:positiveInteger
Content:
simple
Defined:
minimumHoldRule
Defines the minimum hold amount of the facility that a lender of record must maintain.
Type:
Content:
complex, 5 elements
Defined:
minimumNotionalAmount (defined in PartialExercise.model group)
The minimum notional amount that can be exercised on a given exercise date.
Type:
xsd:decimal
Content:
simple
Defined:
minimumNotionalAmount (in multipleExercise in americanExercise in fxOption)
The minimum amount of notional that can be exercised.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
minimumNotionalQuantity
The minimum Notional Quantity that can be exercised on a given Exercise Date.
Type:
Content:
complex, 1 attribute, 3 elements
Defined:
minimumNumberOfOptions (defined in EquityMultipleExercise complexType)
When multiple exercise is applicable this element specifies the minimum number of options that can be exercised on a given exercise date.
Type:
Content:
simple
Defined:
minimumNumberOfOptions (defined in PartialExercise.model group)
The minimum number of options that can be exercised on a given exercise date.
Type:
xsd:nonNegativeInteger
Content:
simple
Defined:
minimumQuotationAmount
In the determination of a cash settlement amount, if weighted average quotations are to be obtained, the minimum quotation amount specifies a minimum intended threshold amount of outstanding principal balance of the reference obligation for which the quote should be obtained.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
minimumTransferAmount
An element defining a minimum transfer amount which is the minimum margin call parties will make once the margin threshold (or margin ratio threshold / haircut threshold) has been exceeded.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
minPhysicalQuantity
The minimum quantity to be delivered.
Type:
Content:
complex, 1 attribute, 3 elements
Defined:
miscFeePayment
Type:
Content:
complex, 13 elements
Subst.Gr:
may substitute for element facilityFeePaymentGroup
Defined:
globally in fpml-loan-5-8.xsd; see XML source
Used:
never
missingElement
Element(s) that are missing in the other trade.
Type:
Content:
simple
Defined:
modifiedEquityDelivery
Value of this element set to 'true' indicates that modified equity delivery is applicable.
Type:
xsd:boolean
Content:
simple
Defined:
locally within GeneralTerms complexType in fpml-cd-5-8.xsd; see XML source
moisture
The moisture content of the coal product.
Type:
Content:
complex, 3 elements
Defined:
mortgage
Identifies a mortgage backed security.
Type:
Content:
complex, 1 attribute, 20 elements
Subst.Gr:
may substitute for element underlyingAsset
Defined:
Used:
mthToDefault
M th reference obligation to default to allow representation of N th to M th defaults.
Type:
xsd:positiveInteger
Content:
simple
Defined:
multiCurrency
A container to denote whether funds may be drawn in multiple currency denominations, in addition to the base (facility) currency.
Type:
Content:
complex, 1 element
Defined:
locally within Facility complexType in fpml-loan-5-8.xsd; see XML source
multiLeg
Indicates whether this transaction has multiple components, not all of which may be reported.
Type:
xsd:boolean
Content:
simple
Defined:
multipleCreditEventNotices
Presence of this element and value set to 'true' indicates that Section 3.9 of the 2003 Credit Derivatives Definitions shall apply.
Type:
xsd:boolean
Content:
simple
Defined:
multipleExchangeIndexAnnexFallback
For an index option transaction, a flag to indicate whether a relevant Multiple Exchange Index Annex is applicable to the transaction.
Type:
xsd:boolean
Content:
simple
Defined:
multipleExercise (defined in CommodityAmericanExercise complexType)
The presence of this element indicates that the option may be partially exercised.
Type:
Content:
complex, 2 elements
Defined:
multipleExercise (in americanExercise in fxOption)
Characteristics for multiple exercise.
Type:
Content:
complex, 2 elements
Defined:
multipleExercise (in americanExercise)
As defined in the 2000 ISDA Definitions, Section 12.4.
Type:
Content:
complex, 6 elements
Defined:
multipleExercise (in bermudaExercise)
As defined in the 2000 ISDA Definitions, Section 12.4.
Type:
Content:
complex, 6 elements
Defined:
multipleHolderObligation
In relation to a restructuring credit event, unless multiple holder obligation is not specified restructurings are limited to multiple holder obligations.
Type:
xsd:boolean
Content:
simple
Defined:
multipleValuationDates
Where multiple valuation dates are specified as being applicable for cash settlement, this element specifies (a) the number of applicable valuation dates, and (b) the number of business days after satisfaction of all conditions to settlement when the first such valuation date occurs, and (c) the number of business days thereafter of each successive valuation date.
Type:
Content:
complex, 3 elements
Defined:
locally within ValuationDate complexType in fpml-cd-5-8.xsd; see XML source
multiplier (defined in CommodityProduct.model group)
The 'multiplier' specifies the multiplier associated with the Transaction.
Type:
Content:
simple
Defined:
multiplier (defined in ExchangeTradedContract complexType)
Specifies the contract multiplier that can be associated with the number of units.
Type:
xsd:positiveInteger
Content:
simple
Defined:
multiplier (in accumulationRegion)
This is the factor that increases gain, not notional.
Type:
xsd:decimal
Content:
simple
Defined:
multiplier (in dividendPeriod in dividendAdjustment)
Multiplier is a percentage value which is used to produce Deviation by multiplying the difference between Expected Dividend and Actual Dividend Deviation = Multiplier * (Expected Dividend — Actual Dividend).
Type:
Content:
simple
Defined:
multiplier (in dividendSwapOptionTransactionSupplement)
Specifies the contract multiplier that can be associated with an index option.
Type:
Content:
simple
Defined:
multiplier (in equityOptionTransactionSupplement)
Specifies the contract multiplier that can be associated with an index option.
Type:
Content:
simple
Defined:
multiplier (in future)
The multiplier is the minimum number of the underlying - index or stock - that a participant has to trade while taking a position in the Future contract.
Type:
xsd:positiveInteger
Content:
simple
Defined:
locally within Future complexType in fpml-asset-5-8.xsd; see XML source
multiplier (in varianceOptionTransactionSupplement)
Specifies the contract multiplier that can be associated with an index option.
Type:
Content:
simple
Defined:
mustDrawByDate
Type:
xsd:date
Content:
simple
Defined:
locally within DelayedDraw complexType in fpml-loan-5-8.xsd; see XML source
mutualEarlyTermination
Used for specifying whether the Mutual Early Termination Right that is detailed in the Master Confirmation will apply.
Type:
xsd:boolean
Content:
simple
Defined:
mutualFund
Identifies the class of unit issued by a fund.
Type:
Content:
complex, 1 attribute, 8 elements
Subst.Gr:
may substitute for element underlyingAsset
Defined:
Used:
never
nAdjustment
Specifies whether denominator of the annualization factor is N ("false") or N - 1 ("true").
Type:
xsd:boolean
Content:
simple
Defined:
name (defined in PricingStructure complexType)
The name of the structure, e.g "USDLIBOR-3M EOD Curve".
Type:
Content:
simple
Defined:
name (defined in Resource complexType)
The name of the resource.
Type:
Content:
simple
Defined:
locally within Resource complexType in fpml-shared-5-8.xsd; see XML source
name (in adjustment in volatilityMatrixValuation)
The name of the adjustment parameter (e.g.
Type:
Content:
simple
Defined:
name (in brand)
Type:
Content:
simple, 1 attribute
Defined:
name (in businessUnit)
A name used to describe the organization unit
Type:
Content:
simple
Defined:
name (in implementationSpecification)
Type:
Content:
simple
Defined:
name (in market)
The name of the market, e.g. the USDLIBOR market.
Type:
Content:
simple
Defined:
locally within Market complexType in fpml-riskdef-5-8.xsd; see XML source
name (in reportingRegime defined in PartyTradeInformation complexType)
Identifies the reporting regime under which this data is reported.
Type:
Content:
simple, 1 attribute
Defined:
name (in reportingRegime defined in Withdrawal complexType)
Identifies the reporting regime under which this data is reported.
Type:
Content:
simple, 1 attribute
Defined:
name (in sensitivityDefinition)
The name of the derivative, e.g. first derivative, Hessian, etc.
Type:
Content:
simple
Defined:
name (in sensitivitySet)
Type:
Content:
simple
Defined:
name (in sensitivitySetDefinition)
The name of the sensitivity set definition, e.g.
Type:
Content:
simple
Defined:
name (in valuationScenario)
The (optional) name for this valuation scenario, used for understandability.
Type:
Content:
simple
Defined:
name (in valuationSet)
The name of the valuation set, used to understand what it means.
Type:
Content:
simple
Defined:
nationalisationOrInsolvency
The terms "Nationalisation" and "Insolvency" have the meaning as defined in the ISDA 2002 Equity Derivatives Definitions.
Type:
Content:
simple
Defined:
nearLeg (in fxSwap)
The FX transaction with the earliest value date.
Type:
Content:
complex, 1 attribute, 12 elements
Defined:
locally within FxSwap complexType in fpml-fx-5-8.xsd; see XML source
nearLeg (in repo)
A repo contract is modeled as two purchase/repurchase transactions which are called legs.
Type:
Content:
complex, 1 attribute, 11 elements
Defined:
locally within Repo complexType in fpml-repo-5-8.xsd; see XML source
negative (in absoluteTolerance)
The maximum amount by which the quantity delivered can be less than the agreed quantity.
Type:
xsd:decimal
Content:
simple
Defined:
negative (in percentageTolerance)
The maximum percentage amount by which the quantity delivered can be less than the agreed quantity.
Type:
Content:
simple
Defined:
negativeInterestRateTreatment
The specification of any provisions for calculating payment obligations when a floating rate is negative (either due to a quoted negative floating rate or by operation of a spread that is subtracted from the floating rate).
Type:
Content:
simple
Defined:
net (in principalAmount in principal in instrumentTradeDetails)
Value including fees and commissions.
Type:
xsd:decimal
Content:
simple
Defined:
net (in principalAmount in principal in instrumentTradeDetails)
Value including fees and commissions.
Type:
xsd:decimal
Content:
simple
Defined:
netAmount
The cash amount payable, net of all tax withholding.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
locally within CashPayable complexType in fpml-loan-5-8.xsd; see XML source
netPrice
Specifies the price of the underlyer, net of commissions.
Type:
Content:
complex, 1 attribute, 3 elements
Defined:
netTradeIdentifier
Identify the net trade and original trades which have caused this transfer to occur within a Trade or Settlement Message.
Type:
Content:
complex, 1 attribute, 12 elements
Defined:
newPrice
Type:
xsd:decimal
Content:
simple
Defined:
newTrade
Indicates the new trade between the transferee and the remaining party.
Type:
Content:
complex, 1 attribute, 14 elements
Defined:
newTradeIdentifier
Indicates a reference to the new trade between the transferee and the remaining party.
Type:
Content:
complex, 1 attribute, 11 elements
Defined:
nextPaymentDate
The next payment for the associated event type is due on this date.
Type:
xsd:date
Content:
simple
Defined:
noFaultTermination
Indicates that the event may cause the transaction to terminate if all applicable provisions have been met.
Type:
Content:
empty
Subst.Gr:
may substitute for element fxDisruptionFallback
Defined:
globally in fpml-fx-5-8.xsd; see XML source
Used:
never
nominal
The monetary value of the security (eg. fixed income security) that was traded).
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
nominalAmount
Total nominal amount of the given bonds used as collateral.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
nonCashDividendTreatment
Defines treatment of Non-Cash Dividends.
Type:
Content:
simple
Defined:
nonDeliverableSettlement (defined in FxCoreDetails.model group)
Used to describe a particular type of FX forward transaction that is settled in a single currency (for example, a non-deliverable forward).
Type:
Content:
complex, 6 elements
Defined:
nonDeliverableSettlement (in settlementProvision)
The specification of the non-deliverable settlement provision.
Type:
Content:
complex, 5 elements
Defined:
nonDeliverableSubstitute
If present indicates that the obligation to pay the In-the-Money amount of foreign currency is replaced with an obligation to pay an equivalent amount in another currency.
Type:
Content:
complex, 1 element
Subst.Gr:
may substitute for element fxDisruptionFallback
Defined:
globally in fpml-fx-5-8.xsd; see XML source
Used:
never
nonFirm
If present and set to true, indicates that delivery or receipt of the electricity may be interrupted for any reason or for no reason, without liability on the part of either Party.
Type:
xsd:boolean
Content:
simple
Defined:
nonpubliclyReported
When the non-public report of this was created or received by this party.
Type:
xsd:dateTime
Content:
simple
Defined:
nonpublicReportUpdated
When the non-public report of this was most recently corrected or corrections were received by this party.
Type:
xsd:dateTime
Content:
simple
Defined:
nonRecurringFeePaymentNotification
Type:
Content:
complex, 3 attributes, 17 elements
Defined:
globally in fpml-loan-5-8.xsd; see XML source
Used:
never
nonReliance (in novation)
This element corresponds to the non-Reliance section in the 2004 ISDA Novation Definitions, section 2.1 (c) (i).
Type:
Content:
empty
Defined:
nonReliance (in representations)
If true, then non reliance is applicable.
Type:
xsd:boolean
Content:
simple
Defined:
nonRenewalNoticePeriod
The number of calendar days before the expiry of the letter of credit, that the borrower must declare an intention to extend the letter of credit.
Type:
xsd:decimal
Content:
simple
Defined:
nonSchemaProduct
DEPRECATED: Generic products - for use in Transparency reporting to define a product that represents an OTC derivative transaction whose economics are not fully described using an FpML schema.
Type:
Content:
complex, 1 attribute, 35 elements
Subst.Gr:
may substitute for element product
Defined:
Used:
never
nonstandardSettlementRate
Indicates that a non-standard rate source will be used for the fixing.
Type:
Content:
complex, 4 elements
Defined:
nonStandardTerms
Indicates that the trade has price-affecting characteristics in addition to the standard real-time reportable terms.
Type:
xsd:boolean
Content:
simple
Defined:
noReferenceObligation (in referenceInformation)
Used to indicate that there is no Reference Obligation associated with this Credit Default Swap and that there will never be one.
Type:
xsd:boolean
Content:
simple
Defined:
noReferenceObligation (in referencePair)
Used to indicate that there is no Reference Obligation associated with this Credit Default Swap and that there will never be one.
Type:
xsd:boolean
Content:
simple
Defined:
locally within ReferencePair complexType in fpml-cd-5-8.xsd; see XML source
notBearer
A deliverable obligation characteristic.
Type:
xsd:boolean
Content:
simple
Defined:
notContingent (defined in DeliverableObligations complexType)
A deliverable obligation characteristic.
Type:
xsd:boolean
Content:
simple
Defined:
notContingent (defined in Obligations complexType)
NOTE: Only allowed as an obligation charcteristic under ISDA Credit 1999.
Type:
xsd:boolean
Content:
simple
Defined:
locally within Obligations complexType in fpml-cd-5-8.xsd; see XML source
notDomesticCurrency (defined in DeliverableObligations complexType)
An obligation and deliverable obligation characteristic.
Type:
Content:
complex, 2 elements
Defined:
notDomesticCurrency (defined in Obligations complexType)
An obligation and deliverable obligation characteristic.
Type:
Content:
complex, 2 elements
Defined:
locally within Obligations complexType in fpml-cd-5-8.xsd; see XML source
notDomesticIssuance (defined in DeliverableObligations complexType)
An obligation and deliverable obligation characteristic.
Type:
xsd:boolean
Content:
simple
Defined:
notDomesticIssuance (defined in Obligations complexType)
An obligation and deliverable obligation characteristic.
Type:
xsd:boolean
Content:
simple
Defined:
locally within Obligations complexType in fpml-cd-5-8.xsd; see XML source
notDomesticLaw (defined in DeliverableObligations complexType)
An obligation and deliverable obligation characteristic.
Type:
xsd:boolean
Content:
simple
Defined:
notDomesticLaw (defined in Obligations complexType)
An obligation and deliverable obligation characteristic.
Type:
xsd:boolean
Content:
simple
Defined:
locally within Obligations complexType in fpml-cd-5-8.xsd; see XML source
noticeDate
The business date from which the notice is valid.
Type:
xsd:date
Content:
simple
Defined:
noticePeriod (in partyNoticePeriod)
Notice period for open repo transactions in number of days.
Type:
Content:
complex, 1 attribute, 5 elements
Defined:
noticePeriod (in repo)
Notice period for open repo transactions in number of days.
Type:
Content:
complex, 1 attribute, 5 elements
Defined:
locally within Repo complexType in fpml-repo-5-8.xsd; see XML source
notifiedPartyReference
Type:
Content:
empty, 1 attribute
Defined:
notifyingParty
Pointer style references to a party identifier defined elsewhere in the document.
Type:
Content:
complex, 2 elements
Defined:
notifyingPartyReference
Type:
Content:
empty, 1 attribute
Defined:
notional (defined in EquityDerivativeBase complexType)
The notional amount.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
notional (defined in FxPerformanceSwap complexType)
Notional Amount means, in the case of Transaction Type Variance Swap, the currency and amount specified as such in the related Confirmation or an amount calculated in accordance with the following: Notional Amount = Vega Notional Amount / (0.02 x Fixed FX Rate).
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
notional (defined in GenericProduct complexType)
The notional or notionals in effect on the reporting date.
Type:
Content:
complex, 1 attribute, 3 elements
Defined:
notional (in fra)
The notional amount.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
locally within Fra complexType in fpml-ird-5-8.xsd; see XML source
notional (in interestLeg)
Specifies the notional of a return type swap.
Type:
Content:
complex, 1 attribute, 4 elements
Defined:
notional (in returnLeg)
Specifies the notional of a return type swap.
Type:
Content:
complex, 1 attribute, 4 elements
Defined:
notional (in standardProduct)
The notional amount that was traded.
Type:
Content:
complex, 1 attribute, 3 elements
Defined:
notional (in straddle)
The currency amount that the option gives the right to sell.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
locally within FxStraddle complexType in fpml-fx-5-8.xsd; see XML source
notionalAdjustments
Specifies the conditions that govern the adjustment to the number of units of the return swap.
Type:
Content:
simple
Defined:
notionalAmount (defined in FxCashSettlement complexType)
The amount of money that the settlement will be derived from.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
notionalAmount (defined in OptionBaseExtended complexType)
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
notionalAmount (defined in ReturnSwapNotional complexType)
The notional amount.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
notionalAmount (in accrualRegion)
Notional amount Schedule.
Type:
Content:
complex, 1 attribute, 3 elements
Defined:
notionalAmount (in calculationPeriod in paymentCalculationPeriod)
The amount that a cashflow will accrue interest on.
Type:
xsd:decimal
Content:
simple
Defined:
notionalAmount (in commodityDigitalOption)
Volume contracted when volume is specified as a currency-denominated amount.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
notionalAmount (in commodityInterestLeg)
Specifies the notional amount of a commodity performance type swap.
Type:
Content:
complex, 1 attribute, 3 elements
Defined:
notionalAmount (in commodityReturnLeg)
Specifies the notional amount of a commodity performance type swap.
Type:
Content:
complex, 1 attribute, 3 elements
Defined:
notionalAmount (in commodityVarianceLeg)
Specifies the notional amount of a commodity performance type swap.
Type:
Content:
complex, 1 attribute, 3 elements
Defined:
notionalAmount (in correlation)
Notional amount, which is a cash multiplier.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
notionalAmount (in fxAccrualDigitalOption)
Notional amount Schedule.
Type:
Content:
complex, 1 attribute, 3 elements
Defined:
notionalAmount (in fxAccrualForward)
Notional amount Schedule.
Type:
Content:
complex, 1 attribute, 3 elements
Defined:
notionalAmount (in fxAccrualOption)
Notional amount Schedule.
Type:
Content:
complex, 1 attribute, 3 elements
Defined:
notionalAmount (in fxFlexibleForward)
The aggregate notional amount which will be exchanged, possibly as multiple partial executions, during the course of the execution period.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
notionalAmount (in fxLinkedNotionalAmount)
The calculation period notional amount.
Type:
xsd:decimal
Content:
simple
Defined:
notionalAmount (in fxRangeAccrual)
Notional amount Schedule.
Type:
Content:
complex, 1 attribute, 3 elements
Defined:
notionalAmount (in fxTargetForward)
Notional amount of the Target.
Type:
Content:
complex, 1 attribute, 3 elements
Defined:
notionalAmount (in notionalAmountBasket)
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
notionalAmount (in payoffLeverage defined in FxVanillaPayoffRegion complexType)
Leveraged notional expressed as amount with optional steps.
Type:
Content:
complex, 1 attribute, 3 elements
Defined:
notionalAmount (in payoffLeverage in vanillaPayoffRegion in fxAccrualForward)
Notional amount Schedule.
Type:
Content:
complex, 1 attribute, 3 elements
Defined:
notionalAmountBasket
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
notionalAmountReference (defined in PercentageRule complexType)
A reference to the notional amount.
Type:
Content:
empty, 1 attribute
Defined:
notionalAmountReference (in commodityInterestLeg)
A reference to the Return swap notional amount defined in another leg of the return swap.
Type:
Content:
empty, 1 attribute
Defined:
notionalAmountReference (in commodityReturnLeg)
A reference to the Return swap notional amount defined in another leg of the return swap.
Type:
Content:
empty, 1 attribute
Defined:
notionalAmountReference (in commodityVarianceLeg)
A reference to the Return swap notional amount defined in another leg of the return swap.
Type:
Content:
empty, 1 attribute
Defined:
notionalQuantity (defined in CommodityNotionalQuantity.model group)
The Notional Quantity.
Type:
Content:
complex, 1 attribute, 3 elements
Defined:
notionalQuantity (in commodityDigitalOption)
The volume contracted when the volume is specified as a quantity of commodity.
Type:
Content:
complex, 1 attribute, 3 elements
Defined:
notionalQuantityBasket
Type:
Content:
complex, 1 attribute, 1 element
Defined:
notionalQuantitySchedule
Allows the documentation of a shaped notional trade where the notional changes over the life of the transaction.
Type:
Content:
complex, 1 attribute, 5 elements
Defined:
notionalReference (defined in ExerciseFeeSchedule complexType)
A pointer style reference to the associated notional schedule defined elsewhere in the document.
Type:
Content:
empty, 1 attribute
Defined:
notionalReference (defined in OptionBaseExtended complexType)
Type:
Content:
empty, 1 attribute
Defined:
notionalReference (defined in PartialExercise.model group)
A pointer style reference to the associated notional schedule defined elsewhere in the document.
Type:
Content:
empty, 1 attribute
Defined:
notionalReference (defined in TradeLegNotionalChange.model group)
Type:
Content:
empty, 1 attribute
Defined:
notionalReference (in exerciseFee)
A pointer style reference to the associated notional schedule defined elsewhere in the document.
Type:
Content:
empty, 1 attribute
Defined:
notionalReference (in specifiedExercise)
Type:
Content:
empty, 1 attribute
Defined:
notionalReset
For return swaps, this element is equivalent to the term "Equity Notional Reset" as defined in the ISDA 2002 Equity Derivatives Definitions.
Type:
xsd:boolean
Content:
simple
Defined:
notionalSchedule
The notional amount or notional amount schedule.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
locally within Calculation complexType in fpml-ird-5-8.xsd; see XML source
notionalScheduleReference (defined in TradeLegNotionalScheduleChange.model group)
Type:
Content:
empty, 1 attribute
Defined:
notionalScheduleReference (in specifiedExercise)
Type:
Content:
empty, 1 attribute
Defined:
notionalStep
The Notional Quantity per Calculation Period.
Type:
Content:
complex, 1 attribute, 3 elements
Defined:
notionalStepAmount
The explicit amount that the notional changes on each step date.
Type:
xsd:decimal
Content:
simple
Defined:
notionalStepParameters
A parametric representation of the notional step schedule, i.e. parameters used to generate the notional schedule.
Type:
Content:
complex, 7 elements
Defined:
locally within Notional complexType in fpml-ird-5-8.xsd; see XML source
notionalStepRate
The percentage amount by which the notional changes on each step date.
Type:
xsd:decimal
Content:
simple
Defined:
notionalStepSchedule
The notional amount or notional amount schedule expressed as explicit outstanding notional amounts and dates.
Type:
Content:
complex, 1 attribute, 3 elements
Defined:
locally within Notional complexType in fpml-ird-5-8.xsd; see XML source
notSovereignLender (defined in DeliverableObligations complexType)
An obligation and deliverable obligation characteristic.
Type:
xsd:boolean
Content:
simple
Defined:
notSovereignLender (defined in Obligations complexType)
An obligation and deliverable obligation characteristic.
Type:
xsd:boolean
Content:
simple
Defined:
locally within Obligations complexType in fpml-cd-5-8.xsd; see XML source
notSubordinated (defined in DeliverableObligations complexType)
An obligation and deliverable obligation characteristic.
Type:
xsd:boolean
Content:
simple
Defined:
notSubordinated (defined in Obligations complexType)
An obligation and deliverable obligation characteristic.
Type:
xsd:boolean
Content:
simple
Defined:
locally within Obligations complexType in fpml-cd-5-8.xsd; see XML source
novatedAmount
The amount which represents the portion of the Old Contract being novated.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
novatedNumberOfOptions
The number of options which represent the portion of the Old Contract being novated.
Type:
xsd:decimal
Content:
simple
Defined:
novatedNumberOfUnits
The number of options which represent the portion of the Old Contract being novated.
Type:
xsd:decimal
Content:
simple
Defined:
novation
Type:
Content:
complex, 34 elements
Defined:
novationAmount
Type:
Content:
complex, 15 elements
Defined:
novationDate
Specifies the date that one party's legal obligations with regard to a trade are transferred to another party.
Type:
xsd:date
Content:
simple
Defined:
novationTradeDate
Specifies the date the parties agree to assign or novate a Contract.
Type:
xsd:date
Content:
simple
Defined:
nthToDefault
N th reference obligation to default triggers payout.
Type:
xsd:positiveInteger
Content:
simple
Defined:
number (in quantity in instrumentTradeDetails)
The (absolute) number of units of the underlying instrument that were traded.
Type:
xsd:decimal
Content:
simple
Defined:
number (in telephone)
A telephonic contact.
Type:
Content:
simple
Defined:
numberOfAllowances
The number of allowances, certificates or credit to be transaction in the transaction.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
numberOfDataSeries
Number of data series, normal market practice is that correlation data sets are drawn from geographic market areas, such as America, Europe and Asia Pacific, each of these geographic areas will have its own data series to avoid contagion.
Type:
xsd:positiveInteger
Content:
simple
Defined:
numberOfDays
The actual number of days represented within the 'period'.
Type:
xsd:decimal
Content:
simple
Defined:
numberOfFixings
The number of fixing points in the fixing schedule.
Type:
xsd:nonNegativeInteger
Content:
simple
Defined:
numberOfIndexUnits
Defines the Number Of Index Units applicable to a Dividend.
Type:
Content:
simple
Defined:
numberOfOptions (defined in EquityDerivativeShortFormBase complexType)
The number of options comprised in the option transaction.
Type:
Content:
simple
Defined:
numberOfOptions (defined in GenericEquityAttributes.model group)
The number of options comprised in the option transaction.
Type:
Content:
simple
Defined:
numberOfOptions (defined in OptionDenomination.model group)
The number of options comprised in the option transaction.
Type:
Content:
simple
Defined:
numberOfOptions (in equityOption)
The number of options comprised in the option transaction.
Type:
Content:
simple
Defined:
locally within EquityOption complexType in fpml-eqd-5-8.xsd; see XML source
numberOfOptionsReference (defined in TradeLegNumberOfOptionsChange.model group)
Type:
Content:
empty, 1 attribute
Defined:
numberOfOptionsReference (in specifiedExercise)
Type:
Content:
empty, 1 attribute
Defined:
numberOfReturns
Number of Returns is the number of Observation Dates in the Observation Period, excluding the Initial Observation Date (where the Observation Rate on the Initial Observation Date shall equal S0).
Type:
xsd:nonNegativeInteger
Content:
simple
Defined:
numberOfUnits
The number of units (index or securities).
Type:
Content:
simple
Defined:
numberOfUnitsReference (defined in TradeLegNumberOfUnitsChange.model group)
Type:
Content:
empty, 1 attribute
Defined:
numberOfUnitsReference (in specifiedExercise)
Type:
Content:
empty, 1 attribute
Defined:
numberOfValuationDates
The number of valuation dates between valuation start date and valuation end date.
Type:
xsd:nonNegativeInteger
Content:
simple
Defined:
numberValuationDates
Where multiple valuation dates are specified as being applicable for cash settlement, this element specifies (a) the number of applicable valuation dates, and (b) the number of business days after satisfaction of all conditions to settlement when the first such valuation date occurs, and (c) the number of business days thereafter of each successive valuation date.
Type:
xsd:positiveInteger
Content:
simple
Defined:
objectReference
A reference to the asset or pricing structure that this values.
Type:
Content:
empty, 1 attribute
Defined:
obligationAcceleration
Type:
Content:
empty
Subst.Gr:
may substitute for element creditEvent
Defined:
Used:
never
obligationAcceleration (defined in CreditEvents complexType)
A credit event.
Type:
xsd:boolean
Content:
simple
Defined:
obligationCurrency
The currency of denomination of the deliverable obligation.
Type:
Content:
simple, 1 attribute
Defined:
obligationDefault
Type:
Content:
empty
Subst.Gr:
may substitute for element creditEvent
Defined:
Used:
never
obligationDefault (defined in CreditEvents complexType)
A credit event.
Type:
xsd:boolean
Content:
simple
Defined:
obligations (in creditCurve)
The underlying obligations of the reference entity on which you are buying or selling protection
Type:
Content:
complex, 18 elements
Defined:
obligations (in protectionTerms)
The underlying obligations of the reference entity on which you are buying or selling protection.
Type:
Content:
complex, 18 elements
Defined:
observable (defined in FxAccrualProcess complexType)
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
observable (defined in FxAveragingProcess complexType)
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
observableReference (defined in FxAccrualKnockoutBarrier.model group)
Type:
Content:
empty, 1 attribute
Defined:
observableReference (in accrualRegion)
Identifies the FX rate used as the basis for the condition (the accrual region).
Type:
Content:
empty, 1 attribute
Defined:
observationDayType
Type:
Content:
simple
Defined:
observationEndDate (defined in FxAccrualKnockoutBarrier.model group)
The date on which the observation period for an american barrier ends.
Type:
xsd:date
Content:
simple
Defined:
observationEndDate (defined in FxBarrier.model group)
The date on which the observation period for an american barrier ends.
Type:
xsd:date
Content:
simple
Defined:
observationEndDate (defined in FxBarrierFeature complexType)
The date on which the observation period for an american barrier ends.
Type:
xsd:date
Content:
simple
Defined:
observationEndDate (in touch)
The date on which the observation period for an american trigger ends.
Type:
xsd:date
Content:
simple
Defined:
locally within FxTouch complexType in fpml-fx-5-8.xsd; see XML source
observationEndTime (defined in FxAccrualKnockoutBarrier.model group)
The time on the end date at which the observation period for an american barrier ends.
Type:
Content:
complex, 2 elements
Defined:
observationEndTime (defined in FxBarrier.model group)
The time on the end date at which the observation period for an american barrier ends.
Type:
Content:
complex, 2 elements
Defined:
observationEndTime (defined in FxBarrierFeature complexType)
The time on the end date at which the observation period for an american barrier ends.
Type:
Content:
complex, 2 elements
Defined:
observationEndTime (in touch)
The time on the end date at which the observation period for an american trigger ends.
Type:
Content:
complex, 2 elements
Defined:
locally within FxTouch complexType in fpml-fx-5-8.xsd; see XML source
observationFrequency
It defines the frequency at which calculation period end dates occur within the period schedule and thier roll date convention.
Type:
Content:
complex, 1 attribute, 3 elements
Defined:
observationNumber
Observation number, which should be unique, within a series generated by a date schedule.
Type:
xsd:positiveInteger
Content:
simple
Defined:
observationPoint (defined in FxBarrierFeature complexType)
The dates and times at which rate observations are made to determine whether a barrier event has occurred for a discrete or european barrier.
Type:
Content:
complex, 2 elements
Defined:
observationPoint (in touch)
The dates and times at which rate observations are made to determine whether a barrier event has occurred for a discrete trigger.
Type:
Content:
complex, 2 elements
Defined:
locally within FxTouch complexType in fpml-fx-5-8.xsd; see XML source
observationSchedule (in asian in features in fxOption)
Parametric schedule of rate observations.
Type:
Content:
complex, 3 elements
Defined:
observationSchedule (in fixingSchedule defined in FxPerformanceSwap complexType)
Parametric schedule of rate observations.
Type:
Content:
complex, 3 elements
Defined:
observationStartDate (defined in CalculatedAmount complexType)
The start of the period over which observations are made which are used in the calculation Used when the observation start date differs from the trade date such as for forward starting swaps.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
observationStartDate (defined in FxAccrualKnockoutBarrier.model group)
The date on which the observation period for an american barrier starts.
Type:
xsd:date
Content:
simple
Defined:
observationStartDate (defined in FxBarrier.model group)
The date on which the observation period for an american barrier starts.
Type:
xsd:date
Content:
simple
Defined:
observationStartDate (defined in FxBarrierFeature complexType)
The date on which the observation period for an american barrier starts.
Type:
xsd:date
Content:
simple
Defined:
observationStartDate (in touch)
The date on which the observation period for an american trigger starts.
Type:
xsd:date
Content:
simple
Defined:
locally within FxTouch complexType in fpml-fx-5-8.xsd; see XML source
observationStartTime (defined in FxAccrualKnockoutBarrier.model group)
The time on the start date at which the observation period for an american barrier starts.
Type:
Content:
complex, 2 elements
Defined:
observationStartTime (defined in FxBarrier.model group)
The time on the start date at which the observation period for an american barrier starts.
Type:
Content:
complex, 2 elements
Defined:
observationStartTime (defined in FxBarrierFeature complexType)
The time on the start date at which the observation period for an american barrier starts.
Type:
Content:
complex, 2 elements
Defined:
observationStartTime (in touch)
The time on the start date at which the observation period for an american trigger starts.
Type:
Content:
complex, 2 elements
Defined:
locally within FxTouch complexType in fpml-fx-5-8.xsd; see XML source
observationWeight
The number of days weighting to be associated with the rate observation, i.e. the number of days such rate is in effect.
Type:
xsd:positiveInteger
Content:
simple
Defined:
observedFxSpotRate
The actual observed fx spot rate.
Type:
xsd:decimal
Content:
simple
Defined:
observedRate
The actual observed rate before any required rate treatment is applied, e.g. before converting a rate quoted on a discount basis to an equivalent yield.
Type:
xsd:decimal
Content:
simple
Defined:
offMarketPrice
Indicates that the price does not reflect the current market.
Type:
xsd:boolean
Content:
simple
Defined:
offset (defined in OffsetPrevailingTime complexType)
Indicates whether time applies to the actual day specified (in which case this element should be omitted) the day prior to that day (in which case periodMultiplier should be -1 and period should be Day) or the day subsequent to that day (in which case periodMultiplier should be 1 and period should be Day).
Type:
Content:
complex, 1 attribute, 3 elements
Defined:
offset (in dateOffset defined in FxSchedule complexType)
The settlement offset to the expiry schedule or the expiry offset to the settlement schedule.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
oil
The specification of the oil product to be delivered.
Type:
Content:
complex, 2 elements
Defined:
oilPhysicalLeg
Physically settled oil or refined products leg.
Type:
Content:
complex, 1 attribute, 8 elements
Subst.Gr:
may substitute for element commoditySwapLeg
Defined:
globally in fpml-com-5-8.xsd; see XML source
Used:
never
oldTrade (defined in TradeChangeContent complexType)
The original trade details.
Type:
Content:
complex, 1 attribute, 14 elements
Defined:
oldTrade (in novation)
Indicates the original trade between the transferor and the remaining party.
Type:
Content:
complex, 1 attribute, 14 elements
Defined:
oldTradeIdentifier (defined in TradeChangeContent complexType)
The original qualified trade identifier.
Type:
Content:
complex, 1 attribute, 11 elements
Defined:
oldTradeIdentifier (in novation)
Indicates a reference to the original trade between the transferor and the remaining party.
Type:
Content:
complex, 1 attribute, 11 elements
Defined:
onBehalfOf (defined in DataDocument complexType)
Indicates which party (and accounts) a trade is being processed for.
Type:
Content:
complex, 2 elements
Defined:
locally within DataDocument complexType in fpml-doc-5-8.xsd; see XML source
onBehalfOf (defined in OnBehalfOf.model group)
Indicates which party (or parties) (and accounts) a trade or event is being processed for.
Type:
Content:
complex, 2 elements
Defined:
openEndedFund
Boolean indicator to specify whether the mutual fund is an open-ended mutual fund.
Type:
xsd:boolean
Content:
simple
Defined:
locally within MutualFund complexType in fpml-asset-5-8.xsd; see XML source
openUnits (defined in Basket complexType)
The number of units (index or securities) that constitute the underlyer of the swap.
Type:
xsd:decimal
Content:
simple
Defined:
locally within Basket complexType in fpml-asset-5-8.xsd; see XML source
openUnits (defined in ConstituentWeight complexType)
The number of units (index or securities) that constitute the underlyer of the swap.
Type:
xsd:decimal
Content:
simple
Defined:
openUnits (in singleUnderlyer)
The number of units (index or securities) that constitute the underlyer of the swap.
Type:
xsd:decimal
Content:
simple
Defined:
option
Identifies the underlying asset when it is a listed option contract.
Type:
Content:
complex, 1 attribute, 14 elements
Subst.Gr:
may substitute for element underlyingAsset
Defined:
Used:
never
option (in percentageTolerance)
Indicates whether the tolerance it at the seller's or buyer's option.
Type:
Content:
empty, 1 attribute
Defined:
optionalEarlyTermination (defined in OptionalEarlyTermination.model group)
An option for either or both parties to terminate the swap at fair value.
Type:
Content:
complex, 7 elements
Defined:
optionalEarlyTermination (defined in OptionalEarlyTermination.model group)
An option for either or both parties to terminate the swap at fair value.
Type:
Content:
complex, 7 elements
Defined:
optionalEarlyTermination (in equitySwapTransactionSupplement)
A Boolean element used for specifying whether the Optional Early Termination clause detailed in the agreement will apply.
Type:
xsd:boolean
Content:
simple
Defined:
optionalEarlyTerminationAdjustedDates
An early termination provision to terminate the trade at fair value where one or both parties have the right to decide on termination.
Type:
Content:
complex, 1 element
Defined:
optionalEarlyTerminationDate
Optional Early Termination Date
Type:
Content:
simple
Defined:
optionalEarlyTerminationElectingPartyReference
Optional Early Termination Electing Party Reference
Type:
Content:
empty, 1 attribute
Defined:
optionalEarlyTerminationParameters
Definition of the first early termination date and the frequency of the termination dates subsequent to that.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
optionBuyer
Type:
Content:
empty, 1 attribute
Defined:
optionEntitlement (defined in GenericEquityAttributes.model group)
The number of units of underlyer per option comprised in the option transaction.
Type:
Content:
simple
Defined:
optionEntitlement (defined in OptionDenomination.model group)
The number of units of underlyer per option comprised in the option transaction.
Type:
Content:
simple
Defined:
optionEntitlement (in dividendSwapOptionTransactionSupplement)
The number of shares per option comprised in the option transaction supplement.
Type:
Content:
simple
Defined:
optionEntitlement (in equityOption)
The number of shares per option comprised in the option transaction.
Type:
Content:
simple
Defined:
locally within EquityOption complexType in fpml-eqd-5-8.xsd; see XML source
optionEntitlement (in equityOptionTransactionSupplement)
The number of shares per option comprised in the option transaction supplement.
Type:
Content:
simple
Defined:
optionEntitlement (in varianceOptionTransactionSupplement)
The number of shares per option comprised in the option transaction supplement.
Type:
Content:
simple
Defined:
optionExercise (defined in OptionsEvents.model group)
A structure describing an option exercise event.
Type:
Content:
complex, 24 elements
Defined:
optionExercise (in executionRetracted)
A structure describing an option exercise event.
Type:
Content:
complex, 24 elements
Defined:
optionExercise (in requestConfirmation)
A structure describing an option exercise event.
Type:
Content:
complex, 24 elements
Defined:
optionExercise (in requestConfirmationRetracted)
A structure describing an option exercise event.
Type:
Content:
complex, 24 elements
Defined:
optionExercise (in requestExecution)
A structure describing an option exercise event.
Type:
Content:
complex, 24 elements
Defined:
optionExercise (in requestExecutionRetracted)
A structure describing an option exercise event.
Type:
Content:
complex, 24 elements
Defined:
optionExpirationNotification
Type:
Content:
complex, 3 attributes, 16 elements
Defined:
Used:
never
optionExpiry (defined in OptionsEvents.model group)
A structure describing an option expiring event (i.e. passing its last exercise time and becoming worthless.)
Type:
Content:
complex, 7 elements
Defined:
optionExpiry (in maturityNotification)
Type:
Content:
complex, 3 elements
Defined:
optionOwnerPartyReference
Indicates whether the tolerance is at the seller's or buyer's option.
Type:
Content:
empty, 1 attribute
Defined:
optionSeller
Type:
Content:
empty, 1 attribute
Defined:
optionsExchangeDividends
If present and true, then options exchange dividends are applicable.
Type:
xsd:boolean
Content:
simple
Defined:
optionsExchangeId
A short form unique identifier for an exchange on which the reference option contract is listed.
Type:
Content:
simple, 1 attribute
Defined:
optionsPriceValuation
The official settlement price as announced by the related exchange is applicable, in accordance with the ISDA 2002 definitions.
Type:
xsd:boolean
Content:
simple
Defined:
optionType (defined in EquityDerivativeBase complexType)
The type of option transaction.
Type:
Content:
simple
Defined:
optionType (defined in GenericOptionAttributes.model group)
For options, what type of option it is (e.g. butterfly).
Type:
Content:
simple, 1 attribute
Defined:
optionType (defined in OptionBase complexType)
The type of option transaction.
Type:
Content:
simple
Defined:
optionType (in commodityBasketOption)
The type of option transaction.
Type:
Content:
simple
Defined:
optionType (in commodityDigitalOption)
The type of option transaction.
Type:
Content:
simple
Defined:
optionType (in commodityOption)
The type of option transaction.
Type:
Content:
simple
Defined:
optionType (in commoditySwaption)
The type of option transaction.
Type:
Content:
simple
Defined:
optionType (in option)
Specifies whether the option allows the hodler to buy or sell tne underlying asset.
Type:
Content:
simple
Defined:
orderEntered
When an order was first generated, as recorded for the first time when it was first entered by a person or generated by a trading algorithm (i.e., the first record of the order).
Type:
xsd:dateTime
Content:
simple
Defined:
orderId
Type:
Content:
simple, 1 attribute
Defined:
orderIdentifier (in originatingPackage)
Type:
Content:
complex, 1 element
Defined:
orderIdentifier (in packageHeader)
Type:
Content:
complex, 1 element
Defined:
orderSubmitted
The time when an order is submitted by a market participant to an execution facility, as recorded based on the timestamp of the message that was sent by the participant.
Type:
xsd:dateTime
Content:
simple
Defined:
organizationCharacteristic (in endUserExceptionDeclaration)
Allows the organization to specify which categories or characteristics apply to it for end-user exception determination.
Type:
Content:
simple, 1 attribute
Defined:
organizationCharacteristic (in mandatoryFacilityExecutionExceptionDeclaration)
Allows the organization to specify which categories or characteristics apply to it for end-user exception determination.
Type:
Content:
simple, 1 attribute
Defined:
organizationType
The type of an organization's participantion in the OTC derivatives market.
Type:
Content:
simple, 1 attribute
Defined:
originalCommitment
The original global commitment amount.
Type:
Content:
complex, 1 attribute, 3 elements
Defined:
originalInputReference
A reference to the original value of the pricing input.
Type:
Content:
empty, 1 attribute
Defined:
originalMessage (defined in Acknowledgement complexType)
Type:
Content:
complex, elem. wildcard
Defined:
originalMessage (defined in AdditionalData complexType)
Provides extra information as binary contents coded in base64.
Type:
anonymous complexType
Content:
complex, elem. wildcard
Defined:
Includes:
definition of elem. wildcard
originalMessage (defined in EventRequestAcknowledgement complexType)
Type:
Content:
complex, elem. wildcard
Defined:
originalPrincipalAmount
The initial issued amount of the mortgage obligation.
Type:
xsd:decimal
Content:
simple
Defined:
locally within Mortgage complexType in fpml-asset-5-8.xsd; see XML source
originalTrade (defined in OptionExercise complexType)
Fully describes the original trade (prior to the exercise).
Type:
Content:
complex, 1 attribute, 14 elements
Defined:
originalTrade (defined in TradeChangeBase complexType)
Type:
Content:
complex, 1 attribute, 14 elements
Defined:
originalTrade (in optionExpiry defined in OptionsEvents.model group)
Fully describes the original trade (prior to the exercise).
Type:
Content:
complex, 1 attribute, 14 elements
Defined:
originalTradeIdentifier
Identification of original trades.
Type:
Content:
complex, 1 element
Defined:
originatingEvent (defined in DataDocument complexType)
Type:
Content:
simple, 1 attribute
Defined:
locally within DataDocument complexType in fpml-doc-5-8.xsd; see XML source
originatingEvent (defined in TradeOrInfo.model group)
This may be used to describe why a trade was created.
Type:
Content:
simple, 1 attribute
Defined:
originatingEvent (defined in TradingEvents.model group)
Type:
Content:
simple, 1 attribute
Defined:
originatingEvent (in packageHeader)
This may be used to describe why a package was created.
Type:
Content:
simple, 1 attribute
Defined:
originatingEvent (in tradeReferenceInformation)
This may be used to describe why a trade was created.
Type:
Content:
simple, 1 attribute
Defined:
originatingPackage
Information about the trade package if any that the trade originated from.
Type:
Content:
complex, 5 elements
Defined:
locally within TradeHeader complexType in fpml-doc-5-8.xsd; see XML source
originatingTradeId (defined in PartyTradeIdentifier complexType)
The trade id of the trade(s) upon which this was based, for example the ID of the trade that was submitted for clearing if this is a cleared trade, or of the original trade if this was novated or cancelled and rebooked, or the list of trades that were netted or compressed together in the case of a compression event.
Type:
Content:
complex, 1 attribute, 6 elements
Defined:
originatingTradeId (in compressionActivity)
Type:
Content:
simple, 2 attributes
Defined:
originatingTradeIdentifier
Type:
Content:
complex, 1 attribute, 6 elements
Defined:
otherPartyPayment
Other fees or additional payments associated with the trade, e.g. broker commissions, where one or more of the parties involved are not principal parties involved in the trade.
Type:
Content:
complex, 2 attributes, 10 elements
Defined:
locally within Trade complexType in fpml-doc-5-8.xsd; see XML source
otherPath
XPath to the element in the other object.
Type:
Content:
simple
Defined:
otherRemainingParty
A pointer style reference to a party identifier defined elsewhere in the document.
Type:
Content:
empty, 1 attribute
Defined:
otherRemainingPartyAccount
Type:
Content:
empty, 1 attribute
Defined:
otherTransferee
A pointer style reference to a party identifier defined elsewhere in the document.
Type:
Content:
empty, 1 attribute
Defined:
otherTransfereeAccount
Type:
Content:
empty, 1 attribute
Defined:
otherValue
Value of the element in the other trade.
Type:
Content:
simple
Defined:
othReferenceEntityObligations (defined in DeliverableObligations complexType)
This element is used to specify any other obligations of a reference entity in both obligations and deliverable obligations.
Type:
Content:
simple
Defined:
othReferenceEntityObligations (defined in Obligations complexType)
This element is used to specify any other obligations of a reference entity in both obligations and deliverable obligations.
Type:
Content:
simple
Defined:
locally within Obligations complexType in fpml-cd-5-8.xsd; see XML source
outstandingContractsStatement
Type:
Content:
complex, 3 attributes, 13 elements
Defined:
globally in fpml-loan-5-8.xsd; see XML source
Used:
never
outstandingGain
Rebate expressed as amount of outstanding gain.
Type:
Content:
complex, 2 elements
Defined:
outstandingKnownAmount
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
outstandingNotionalAmount (defined in OptionExerciseAmount.model group)
Specifies the Notional amount after the Change
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
outstandingNotionalAmount (defined in TradeLegNotionalChange.model group)
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
outstandingNotionalAmount (defined in TradeNotionalChange.model group)
Specifies the Notional amount after the Change
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
outstandingNotionalAmount (in specifiedExercise)
Specifies the Notional amount after the Change
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
outstandingNotionalSchedule (defined in TradeLegNotionalScheduleChange.model group)
Type:
Content:
complex, 1 attribute, 3 elements
Defined:
outstandingNotionalSchedule (in specifiedExercise)
Specifies the Notional schedule after the Change
Type:
Content:
complex, 1 attribute, 3 elements
Defined:
outstandingNumberOfOptions (defined in OptionExerciseAmount.model group)
Specifies the Number of Options after the Change.
Type:
xsd:decimal
Content:
simple
Defined:
outstandingNumberOfOptions (defined in TradeLegNumberOfOptionsChange.model group)
Type:
xsd:decimal
Content:
simple
Defined:
outstandingNumberOfOptions (defined in TradeNotionalChange.model group)
Specifies the Number of Options after the Change.
Type:
xsd:decimal
Content:
simple
Defined:
outstandingNumberOfOptions (in specifiedExercise)
Specifies the Number of Options after the Change.
Type:
xsd:decimal
Content:
simple
Defined:
outstandingNumberOfUnits (defined in OptionExerciseAmount.model group)
Specifies the Number of Units
Type:
xsd:decimal
Content:
simple
Defined:
outstandingNumberOfUnits (defined in TradeLegNumberOfUnitsChange.model group)
Type:
xsd:decimal
Content:
simple
Defined:
outstandingNumberOfUnits (defined in TradeNotionalChange.model group)
Specifies the Number of Units
Type:
xsd:decimal
Content:
simple
Defined:
outstandingNumberOfUnits (in specifiedExercise)
Specifies the Number of Units
Type:
xsd:decimal
Content:
simple
Defined:
outstandingsPosition
A structure used to define all positions held by the lender at the loan contract level.
Type:
Content:
complex, 5 elements
Defined:
packageHeader
Type:
Content:
complex, 6 elements
Defined:
packageIdentifier (in originatingPackage)
Type:
Content:
complex, 2 elements
Defined:
packageIdentifier (in packageHeader)
Type:
Content:
complex, 2 elements
Defined:
packageInformation
Type:
Content:
complex, 9 elements
Defined:
packageType (in originatingPackage)
Type:
Content:
simple, 1 attribute
Defined:
packageType (in packageHeader)
Type:
Content:
simple, 1 attribute
Defined:
parameterReference (in partialDerivative)
A reference to the pricing input parameter to which the sensitivity is computed.
Type:
Content:
empty, 1 attribute
Defined:
parameterReference (in shift in valuationScenario)
Type:
Content:
empty, 1 attribute
Defined:
parameterValue
The value of the independent variable (e.g. strike offset).
Type:
xsd:decimal
Content:
simple
Defined:
parentCorrelationId
An optional identifier used to correlate between related processes
Type:
Content:
simple, 1 attribute
Defined:
partialCashSettlement
Specifies whether either 'Partial Cash Settlement of Assignable Loans', 'Partial Cash Settlement of Consent Required Loans' or 'Partial Cash Settlement of Participations' is applicable.
Type:
xsd:boolean
Content:
simple
Defined:
partialDerivative
A partial derivative of the measure with respect to an input.
Type:
Content:
complex, 1 attribute, 4 elements
Defined:
partialDerivativeReference (in term in formula in sensitivityDefinition)
A reference to the partial derivative.
Type:
Content:
empty, 1 attribute
Defined:
partialDerivativeReference (in weightedPartial)
A reference to a partial derivative defined in the ComputedDerivative.model, i.e. defined as part of this sensitivity definition.
Type:
Content:
empty, 1 attribute
Defined:
partialExercise
As defined in the 2000 ISDA Definitions, Section 12.3.
Type:
Content:
complex, 4 elements
Defined:
partialExerciseAmount
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
party (defined in Parties.model group)
A legal entity or a subdivision of a legal entity.
Type:
Content:
complex, 1 attribute, 13 elements
Defined:
party (defined in PartiesAndAccounts.model group)
A legal entity or a subdivision of a legal entity.
Type:
Content:
complex, 1 attribute, 13 elements
Defined:
party (in creditEventNotification)
Type:
Content:
complex, 1 attribute, 13 elements
Defined:
party (in creditEventNotificationRetracted)
Type:
Content:
complex, 1 attribute, 13 elements
Defined:
partyEntityClassification
Indicates the category or classification or business role of a trade party with respect to this reporting regime, for example Financial, NonFinancial, Dealer, Non-Dealer, LocalParty, etc.
Type:
Content:
complex, 2 elements
Defined:
partyId
A party identifier, e.g. a S.W.I.F.T. bank identifier code (BIC).
Type:
Content:
simple, 1 attribute
Defined:
partyInformation
Type:
Content:
complex, 30 elements
Defined:
partyMessageInformation
Additional message information that may be provided by each involved party.
Type:
Content:
complex, 1 element
Defined:
partyName
The legal name of the organization.
Type:
Content:
simple, 1 attribute
Defined:
partyNoticePeriod
Notice period for open repo transactions referenced to a party to the trade, in number of days.
Type:
Content:
complex, 2 elements
Defined:
locally within Repo complexType in fpml-repo-5-8.xsd; see XML source
partyPortfolioName
The name of the portfolio together with the party that gave the name.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
locally within Portfolio complexType in fpml-doc-5-8.xsd; see XML source
partyReference (defined in ContractIdentifier complexType)
A pointer style reference to a party identifier defined elsewhere in the document.
Type:
Content:
empty, 1 attribute
Defined:
partyReference (defined in ExerciseNotice complexType)
The party referenced has allocated the trade identifier.
Type:
Content:
empty, 1 attribute
Defined:
partyReference (defined in OnBehalfOf complexType)
The party for which the message reciever should work.
Type:
Content:
empty, 1 attribute
Defined:
partyReference (defined in Party complexType)
Reference to a party that is a member of the group of entities that are acting together as a single party in a transaction.
Type:
Content:
empty, 1 attribute
Defined:
locally within Party complexType in fpml-shared-5-8.xsd; see XML source
partyReference (defined in PartyAndAccountReferences.model group)
Reference to a party.
Type:
Content:
empty, 1 attribute
Defined:
partyReference (in earlyTermination in commodityPerformanceSwap)
Type:
Content:
empty, 1 attribute
Defined:
partyReference (in earlyTermination in returnSwap)
Reference to a party defined elsewhere in this document which may be allowed to terminate the trade.
Type:
Content:
empty, 1 attribute
Defined:
partyReference (in partyEntityClassification)
A pointer style reference to a party identifier defined elsewhere in the document.
Type:
Content:
empty, 1 attribute
Defined:
partyReference (in partyMessageInformation)
Identifies that party that has ownership of this information.
Type:
Content:
empty, 1 attribute
Defined:
partyReference (in partyNoticePeriod)
A reference to a party who has the right to request exercise of the open repo trade and for whom noticePeriod is defined.
Type:
Content:
empty, 1 attribute
Defined:
partyReference (in partyPortfolioName)
A pointer style reference to a party identifier defined elsewhere in the document.
Type:
Content:
empty, 1 attribute
Defined:
partyTradeIdentifier (defined in Portfolio complexType)
Type:
Content:
complex, 1 attribute, 11 elements
Defined:
locally within Portfolio complexType in fpml-doc-5-8.xsd; see XML source
partyTradeIdentifier (defined in Withdrawal complexType)
Type:
Content:
complex, 1 attribute, 11 elements
Defined:
partyTradeIdentifier (in clearingEligibility)
Type:
Content:
complex, 1 attribute, 11 elements
Defined:
partyTradeIdentifier (in tradeHeader)
The trade reference identifier(s) allocated to the trade by the parties involved.
Type:
Content:
complex, 1 attribute, 11 elements
Defined:
locally within TradeHeader complexType in fpml-doc-5-8.xsd; see XML source
partyTradeIdentifier (in tradeReference)
Type:
Content:
complex, 1 attribute, 11 elements
Defined:
partyTradeIdentifier (in tradeReferenceInformation)
This allows the acknowledging party to supply additional trade identifiers for a trade underlying a request relating to a business event.
Type:
Content:
complex, 1 attribute, 11 elements
Defined:
partyTradeIdentifier (in verificationStatusNotification)
Type:
Content:
complex, 1 attribute, 11 elements
Defined:
partyTradeIdentifierReference
Pointer-style reference to the partyTradeIdentifier block within the tradeIdentifyingItems collection, which identifies the parent trade for this cashflow.
Type:
Content:
empty, 1 attribute
Defined:
partyTradeInformation (in tradeHeader)
Additional trade information that may be provided by each involved party.
Type:
Content:
complex, 30 elements
Defined:
locally within TradeHeader complexType in fpml-doc-5-8.xsd; see XML source
partyTradeInformation (in tradeReferenceInformation)
This allows the acknowledging party to supply additional trade information about a trade underlying a request relating to a business event.
Type:
Content:
complex, 30 elements
Defined:
parValue
Specifies the nominal amount of a fixed income security or convertible bond.
Type:
xsd:decimal
Content:
simple
Defined:
locally within Bond complexType in fpml-asset-5-8.xsd; see XML source
parYieldCurveAdjustedMethod
An ISDA defined cash settlement method used for the determination of the applicable cash settlement amount.
Type:
Content:
complex, 2 elements
Defined:
parYieldCurveUnadjustedMethod
An ISDA defined cash settlement method used for the determination of the applicable cash settlement amount.
Type:
Content:
complex, 2 elements
Defined:
passThrough (in feature defined in Feature.model group)
Pass through payments from the underlyer, such as dividends.
Type:
Content:
complex, 1 element
Defined:
passThrough (in feature defined in OptionBaseExtended complexType)
Pass through payments from the underlyer, such as dividends.
Type:
Content:
complex, 1 element
Defined:
passThroughItem
One to many pass through payment items.
Type:
Content:
complex, 6 elements
Defined:
passThroughPercentage
Percentage of payments from the underlyer which are passed through.
Type:
xsd:decimal
Content:
simple
Defined:
payerAccountReference
A reference to the account responsible for making the payments defined by this structure.
Type:
Content:
empty, 1 attribute
Defined:
payerPartyReference (defined in Payer.model group)
A reference to the party responsible for making the payments defined by this structure.
Type:
Content:
empty, 1 attribute
Defined:
payerPartyReference (in paymentFrequency defined in GenericProduct complexType)
Type:
Content:
empty, 1 attribute
Defined:
payment (defined in OptionExercise complexType)
Type:
Content:
complex, 1 attribute, 6 elements
Defined:
payment (defined in TradeAlterationPayment.model group)
Describes a payment made in settlement of the change.
Type:
Content:
complex, 2 attributes, 10 elements
Defined:
payment (defined in TradeChangeContent complexType)
Describes a payment made in settlement of the change.
Type:
Content:
complex, 2 attributes, 10 elements
Defined:
payment (in bulletPayment)
A known payment between two parties.
Type:
Content:
complex, 2 attributes, 10 elements
Defined:
payment (in eventPaymentNotification)
The actual payments taking place relating to the set of business events represented on this notice.
Type:
Content:
complex, 2 attributes, 10 elements
Defined:
payment (in novation)
Describes a payment made in settlement of the novation.
Type:
Content:
complex, 2 attributes, 10 elements
Defined:
payment (in rebate)
Rebate amount expressed as a payment between the two parties.
Type:
Content:
complex, 1 attribute, 6 elements
Defined:
payment (in termDeposit)
A known payment between two parties.
Type:
Content:
complex, 2 attributes, 10 elements
Defined:
locally within TermDeposit complexType in fpml-fx-5-8.xsd; see XML source
paymentAmount (defined in EquityPremium complexType)
The currency amount of the payment.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
paymentAmount (defined in NonNegativePayment complexType)
Non negative payment amount.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
paymentAmount (defined in Payment complexType)
The currency amount of the payment.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
locally within Payment complexType in fpml-shared-5-8.xsd; see XML source
paymentAmount (defined in SimplePayment complexType)
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
paymentAmount (in additionalPaymentAmount)
The currency amount of the payment.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
paymentAmount (in adjustedPaymentDates)
The currency amount of the payment.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
paymentAmount (in fixedPayment)
Payment amount, which is optional since the payment amount may be calculated using fixed strike and number of open units.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
paymentAmount (in initialPayment)
A fixed payment amount.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
paymentAmount (in paymentDetail)
A fixed payment amount.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
paymentAmount (in paymentDetail)
A fixed payment amount.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
paymentCalculationPeriod
The adjusted payment date and associated calculation period parameters required to calculate the actual or projected payment amount.
Type:
Content:
complex, 2 attributes, 7 elements
Defined:
locally within Cashflows complexType in fpml-ird-5-8.xsd; see XML source
paymentCurrency
Type:
Content:
simple, 2 attributes
Defined:
paymentDate (defined in EquityPremium complexType)
The payment date.
Type:
Content:
complex, 1 attribute, 3 elements
Defined:
paymentDate (defined in Payment complexType)
The payment date.
Type:
Content:
complex, 1 attribute, 4 elements
Defined:
locally within Payment complexType in fpml-shared-5-8.xsd; see XML source
paymentDate (defined in PaymentBaseExtended complexType)
The payment date, which can be expressed as either an adjustable or relative date.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
paymentDate (defined in PendingPayment complexType)
The date that the dividend or coupon is due.
Type:
xsd:date
Content:
simple
Defined:
paymentDate (defined in SimplePayment complexType)
The payment date.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
paymentDate (in dividendPeriod in dividendLeg)
Dividend period amount payment date.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
paymentDate (in environmentalPhysicalLeg)
Type:
Content:
complex, 1 attribute, 4 elements
Defined:
paymentDate (in fixedPayment)
Payment date relative to another date.
Type:
Content:
complex, 1 attribute, 8 elements
Defined:
paymentDate (in fra)
The payment date.
Type:
Content:
complex, 1 attribute, 3 elements
Defined:
locally within Fra complexType in fpml-ird-5-8.xsd; see XML source
paymentDate (in paymentDetail)
Payment date.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
paymentDateFinal
Specifies the final payment date of the swap.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
paymentDateOffset
Only to be used when SharePayment has been specified in the dividendDateReference element.
Type:
Content:
complex, 1 attribute, 3 elements
Defined:
paymentDates (defined in CommodityNonPeriodicPaymentDates.model group)
Dates on which payments will be made.
Type:
Content:
complex, 2 elements
Defined:
paymentDates (defined in InterestRateStream complexType)
The payment dates schedule.
Type:
Content:
complex, 1 attribute, 9 elements
Defined:
paymentDates (in rateOfReturn)
Specifies the payment dates of the swap.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
paymentDates (in weatherLeg)
The Payment Dates of the trade relative to the Calculation Periods or Calculation Date
Type:
Content:
complex, 1 attribute, 8 elements
Defined:
locally within WeatherLeg complexType in fpml-com-5-8.xsd; see XML source
paymentDatesAdjustments
The business day convention to apply to each payment date if it would otherwise fall on a day that is not a business day in the specified financial business centers.
Type:
Content:
complex, 1 attribute, 3 elements
Defined:
locally within PaymentDates complexType in fpml-ird-5-8.xsd; see XML source
paymentDatesInterim
Specifies the interim payment dates of the swap.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
paymentDatesReference
A set of href pointers to payment dates defined somewhere else in the document.
Type:
Content:
empty, 1 attribute
Defined:
paymentDaysOffset (defined in CommodityRelativePaymentDates complexType)
Specifies any offset from the adjusted Calculation Period start date, adjusted Calculation Period end date or Calculation Date applicable to each Payment Date.
Type:
Content:
complex, 1 attribute, 4 elements
Defined:
paymentDaysOffset (in paymentDates defined in InterestRateStream complexType)
If early payment or delayed payment is required, specifies the number of days offset that the payment occurs relative to what would otherwise be the unadjusted payment date.
Type:
Content:
complex, 1 attribute, 3 elements
Defined:
locally within PaymentDates complexType in fpml-ird-5-8.xsd; see XML source
paymentDelay
Applicable to CDS on MBS to specify whether payment delays are applicable to the fixed Amount.
Type:
xsd:boolean
Content:
simple
Defined:
locally within FeeLeg complexType in fpml-cd-5-8.xsd; see XML source
paymentDetail
A container element allowing a schedule of payments associated with the Independent Amount.
Type:
Content:
complex, 1 attribute, 4 elements
Defined:
paymentDetails (defined in AbstractServicingNotification complexType)
The payment details associated with the net cash payable.
Type:
Content:
complex, 2 attributes, 10 elements
Defined:
paymentDetails (in executionAdvice)
Details of the payments, like amount breakdowns, settlement information.
Type:
Content:
complex, 3 elements
Defined:
paymentDetails (in executionAdviceRetracted)
Details of the payments, like amount breakdowns, settlement information.
Type:
Content:
complex, 3 elements
Defined:
paymentDetails (in tradeChangeAdvice)
Details of the payments, like amount breakdowns, settlement information.
Type:
Content:
complex, 3 elements
Defined:
paymentDetails (in tradeChangeAdviceRetracted)
Details of the payments, like amount breakdowns, settlement information.
Type:
Content:
complex, 3 elements
Defined:
paymentFrequency (defined in AccrualOptionBase complexType)
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
paymentFrequency (defined in BondCalculation.model group)
Specifies the frequency at which the bond pays, e.g. 6M.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
paymentFrequency (defined in GenericProduct complexType)
Type:
Content:
complex, 1 attribute, 4 elements
Defined:
paymentFrequency (defined in PeriodicPayment complexType)
The time interval between regular fixed rate payer payment dates.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
paymentFrequency (in deposit)
Specifies the frequency at which the deposit pays, e.g. 6M.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
locally within Deposit complexType in fpml-asset-5-8.xsd; see XML source
paymentFrequency (in paymentDates defined in InterestRateStream complexType)
The frequency at which regular payment dates occur.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
locally within PaymentDates complexType in fpml-ird-5-8.xsd; see XML source
paymentFrequency (in rateIndex)
Specifies the frequency at which the index pays, e.g. 6M.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
locally within RateIndex complexType in fpml-asset-5-8.xsd; see XML source
paymentFrequency (in simpleCreditDefaultSwap)
Specifies the frequency at which the swap pays, e.g. 6M.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
paymentFrequency (in simpleIrSwap)
Specifies the frequency at which the swap pays, e.g. 6M.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
paymentPercent
A percentage of the notional amount.
Type:
xsd:decimal
Content:
simple
Defined:
paymentProjection (in fixedRateAccrual)
Projected interest payment details.
Type:
Content:
complex, 2 elements
Defined:
paymentProjection (in floatingRateAccrual)
Projected interest payment details.
Type:
Content:
complex, 2 elements
Defined:
paymentReference
The reference to the identified payment strucutre.
Type:
Content:
empty, 1 attribute
Defined:
paymentRequirement
Specifies a threshold for the failure to pay credit event.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
paymentRule
A type defining the calculation rule.
Type:
Content:
empty
Defined:
paymentType (defined in Payment complexType)
A classification of the type of fee or additional payment, e.g. brokerage, upfront fee etc.
Type:
Content:
simple, 1 attribute
Defined:
locally within Payment complexType in fpml-shared-5-8.xsd; see XML source
paymentType (in additionalPayment defined in NettedSwapBase complexType)
Payment classification.
Type:
Content:
simple, 1 attribute
Defined:
paymentType (in additionalPayment defined in ReturnSwapBase complexType)
Classification of the payment.
Type:
Content:
simple, 1 attribute
Defined:
payoff
Digital amount.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
payoffCap (defined in FxVanillaPayoffRegion complexType)
The amount of gain on the client upside or firm upside is limited.
Type:
Content:
complex, 3 elements
Defined:
payoffCap (in vanillaPayoffRegion in fxAccrualForward)
The amount of gain on the client upside or firm upside is limited.
Type:
Content:
complex, 3 elements
Defined:
payoffLeverage (defined in FxVanillaPayoffRegion complexType)
Notional leverage.
Type:
Content:
complex, 1 attribute, 9 elements
Defined:
payoffLeverage (in vanillaPayoffRegion in fxAccrualForward)
These structures define a leverage multiplier to the payoff amounts at settlement points.
Type:
Content:
complex, 1 attribute, 8 elements
Defined:
payout
The amount of currency which becomes payable if and when a trigger event occurs.
Type:
Content:
complex, 1 attribute, 4 elements
Defined:
payoutFormula
The description of the mathematical computation for how the payout is computed.
Type:
Content:
simple
Defined:
payoutStyle
The trigger event and payout may be asynchonous.
Type:
Content:
simple
Defined:
payRelativeTo (defined in CommodityRelativePaymentDates complexType)
Specifies whether the payment(s) occur relative to a date such as the end of each Calculation Period or the last Pricing Date in each Calculation Period.
Type:
Content:
simple
Defined:
payRelativeTo (in paymentDates defined in InterestRateStream complexType)
Specifies whether the payments occur relative to each adjusted calculation period start date, adjusted calculation period end date or each reset date.
Type:
Content:
simple
Defined:
locally within PaymentDates complexType in fpml-ird-5-8.xsd; see XML source
payRelativeToEvent
Specifies whether the payment(s) occur relative to the date of a physical event such as issuance of a bill of lading.
Type:
Content:
simple, 1 attribute
Defined:
penaltyApplicable
When "true" the Excess Emissions Penalty is applicable.
Type:
xsd:boolean
Content:
simple
Defined:
penaltyRate
This represents a penalty rate that may apply in addition to the regular margin rate (on outstanding loan contracts).
Type:
Content:
complex, 3 elements
Defined:
penaltyRateChange
Type:
Content:
complex, 12 elements
Subst.Gr:
may substitute for element facilityRateChangeGroup
Defined:
globally in fpml-loan-5-8.xsd; see XML source
Used:
never
penaltyRateExpiry
Type:
Content:
complex, 11 elements
Subst.Gr:
may substitute for element facilityRateChangeGroup
Defined:
globally in fpml-loan-5-8.xsd; see XML source
Used:
never
penaltySpread (in fixedRateAccrual)
The penalty spread currently applied to the interest rate period.
Type:
xsd:decimal
Content:
simple
Defined:
penaltySpread (in floatingRateAccrual)
The penalty spread currently applied to the interest rate period.
Type:
xsd:decimal
Content:
simple
Defined:
pending
Credit limit utilization attributable to pending unexecuted orders.
Type:
Content:
complex, 4 elements
Defined:
percentage
Type:
Content:
simple
Defined:
percentageOfNotional (defined in EquityPremium complexType)
The amount of premium to be paid expressed as a percentage of the notional value of the transaction.
Type:
Content:
simple
Defined:
percentageOfNotional (in premium defined in OptionBaseExtended complexType)
The amount of premium to be paid expressed as a percentage of the notional value of the transaction.
Type:
xsd:decimal
Content:
simple
Defined:
percentageTolerance
Specifies the allowable quantity tolerance as a percentage of the quantity.
Type:
Content:
complex, 3 elements
Defined:
locally within OilDelivery complexType in fpml-com-5-8.xsd; see XML source
perExpiryBarrier
TARF with a European KI Barrier.
Type:
Content:
complex, 1 attribute, 8 elements
Defined:
period (defined in Frequency complexType)
A time period, e.g. a day, week, month, year or term of the stream.
Type:
Content:
simple
Defined:
locally within Frequency complexType in fpml-shared-5-8.xsd; see XML source
period (defined in Period complexType)
A time period, e.g. a day, week, month or year of the stream.
Type:
Content:
simple
Defined:
locally within Period complexType in fpml-shared-5-8.xsd; see XML source
period (in velocity)
Type:
Content:
simple
Defined:
periodConvention
Used in conjunction with a frequency and the regular period start date of an observation period, determines each observation period end date within the regular part of a observation period schedule.
Type:
Content:
simple
Defined:
periodicDates (defined in AdjustableRelativeOrPeriodicDates complexType)
Type:
Content:
complex, 4 elements
Defined:
periodicDates (defined in AdjustableRelativeOrPeriodicDates2 complexType)
Type:
Content:
complex, 4 elements
Defined:
periodicPayment (in feeLeg)
Specifies a periodic schedule of fixed amounts that are payable by the buyer to the seller on the fixed rate payer payment dates.
Type:
Content:
complex, 1 attribute, 8 elements
Defined:
locally within FeeLeg complexType in fpml-cd-5-8.xsd; see XML source
periodicPayment (in feeLeg)
Specifies a periodic schedule of fixed amounts that are payable by the buyer to the seller on the fixed rate payer payment dates.
Type:
Content:
complex, 1 attribute, 8 elements
Defined:
locally within FeeLeg complexType in fpml-cd-5-8.xsd; see XML source
periodicPayment (in feeLeg)
Specifies a periodic schedule of fixed amounts that are payable by the buyer to the seller on the fixed rate payer payment dates.
Type:
Content:
complex, 1 attribute, 8 elements
Defined:
locally within FeeLeg complexType in fpml-cd-5-8.xsd; see XML source
periodMultiplier (defined in Frequency complexType)
A time period multiplier, e.g. 1, 2 or 3 etc.
Type:
xsd:positiveInteger
Content:
simple
Defined:
locally within Frequency complexType in fpml-shared-5-8.xsd; see XML source
periodMultiplier (defined in Period complexType)
A time period multiplier, e.g. 1, 2 or 3 etc.
Type:
xsd:integer
Content:
simple
Defined:
locally within Period complexType in fpml-shared-5-8.xsd; see XML source
periodMultiplier (in velocity)
Type:
xsd:integer
Content:
simple
Defined:
periodQuantityTolerance
The +/- percentage quantity tolerance in seller's option which applied to each shipment period.
Type:
xsd:decimal
Content:
simple
Defined:
periods
The Delivery Periods for this leg of the swap.
Type:
Content:
complex, 1 attribute, 3 elements
Defined:
periodSkip
The number of periods in the referenced date schedule that are between each date in the relative date schedule.
Type:
xsd:positiveInteger
Content:
simple
Defined:
periodsSchedule
The Delivery Periods for this leg of the swap.
Type:
Content:
complex, 1 attribute, 3 elements
Defined:
person
Optional information about people involved in a transaction or busines process.
Type:
Content:
complex, 1 attribute, 10 elements
Defined:
personId
An identifier assigned by a system for uniquely identifying the individual
Type:
Content:
simple, 1 attribute
Defined:
locally within Person complexType in fpml-shared-5-8.xsd; see XML source
personReference
The individual person that is related to this.
Type:
Content:
empty, 1 attribute
Defined:
perturbationAmount
The size and direction of the perturbation used to compute the derivative, e.g. 0.0001 = 1 bp.
Type:
xsd:decimal
Content:
simple
Defined:
perturbationType
The type of perturbation, if any, used to compute the derivative (Absolute vs Relative).
Type:
Content:
simple, 1 attribute
Defined:
physicalExercise (in commodityOption)
The parameters for defining how the commodity option can be exercised into a physical transaction.
Type:
Content:
complex, 5 elements
Defined:
physicalExercise (in commoditySwaption)
The parameters for defining how the commodity option can be exercised into a physical transaction.
Type:
Content:
complex, 5 elements
Defined:
physicalQuantity (defined in CommodityFixedPhysicalQuantity.model group)
The Quantity per Delivery Period.
Type:
Content:
complex, 1 attribute, 3 elements
Defined:
physicalQuantity (in deliveryQuantity in electricityPhysicalLeg)
The Quantity per Delivery Period.
Type:
Content:
complex, 1 attribute, 4 elements
Defined:
physicalQuantitySchedule (defined in CommodityFixedPhysicalQuantity.model group)
Allows the documentation of a shaped quantity trade where the quantity changes over the life of the transaction.
Type:
Content:
complex, 1 attribute, 3 elements
Defined:
physicalQuantitySchedule (in deliveryQuantity in electricityPhysicalLeg)
Allows the documentation of a shaped quantity trade where the quantity changes over the life of the transaction.
Type:
Content:
complex, 1 attribute, 4 elements
Defined:
physicalSettlement (defined in OptionExercise complexType)
Type:
Content:
complex, 3 elements
Defined:
physicalSettlement (in creditDerivativesNotices)
This element corresponds to the Notice of Intended Physical Settlement Delivered Under Old Transaction under the EXHIBIT C to 2004 ISDA Novation Definitions.
Type:
xsd:boolean
Content:
simple
Defined:
physicalSettlement (in digitalPayoffRegion)
Type:
Content:
complex, 5 elements
Defined:
physicalSettlement (in swaption)
If specified, this defines physical settlement terms which apply to the transaction.
Type:
Content:
complex, 2 elements
Defined:
locally within Swaption complexType in fpml-ird-5-8.xsd; see XML source
physicalSettlement (in zeroPayoffRegion)
Type:
Content:
complex, 5 elements
Defined:
physicalSettlementPeriod
The number of business days used in the determination of the physical settlement date.
Type:
Content:
complex, 3 elements
Defined:
physicalSettlementTerms
This element contains all the ISDA terms relevant to physical settlement for when physical settlement is applicable.
Type:
Content:
complex, 1 attribute, 5 elements
Defined:
pik
Defines whether the commitment adjustment is related to a PIK.
Type:
xsd:boolean
Content:
simple
Defined:
pikSpread (defined in FixedRateOptionBase complexType)
Type:
xsd:anyType
Content:
any
Defined:
pikSpread (defined in FloatingRateOptionBase complexType)
Type:
xsd:decimal
Content:
simple
Defined:
pipeline
Specified the delivery conditions where the oil product is to be delivered by pipeline.
Type:
Content:
complex, 6 elements
Defined:
locally within OilDelivery complexType in fpml-com-5-8.xsd; see XML source
pipelineName
The name of pipeline by which the oil product will be delivered.
Type:
Content:
simple, 1 attribute
Defined:
pivot
The boundary where the contract flips from being long and short is the pivot point.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
pivotReference
Reference to the pivot defined within the FX product.
Type:
Content:
empty, 1 attribute
Defined:
point (defined in TermCurve complexType)
Type:
Content:
complex, 1 attribute, 6 elements
Defined:
locally within TermCurve complexType in fpml-mktenv-5-8.xsd; see XML source
point (in dataPoints)
Type:
Content:
complex, 1 attribute, 19 elements
Defined:
pointValue (in exchangeRate defined in FxCoreDetails.model group)
An optional element that documents the size of point (pip) in which a rate was quoted (or in this case, forwardPoints are calculated).
Type:
Content:
simple
Defined:
locally within ExchangeRate complexType in fpml-fx-5-8.xsd; see XML source
pointValue (in exchangeRate in underlyer defined in GenericProduct complexType)
An optional element that documents the size of point (pip) in which a rate was quoted (or in this case, forwardPoints are calculated).
Type:
Content:
simple
Defined:
pool
The morgage pool that is underneath the mortgage obligation.
Type:
Content:
complex, 4 elements
Defined:
locally within Mortgage complexType in fpml-asset-5-8.xsd; see XML source
portfolio (defined in DataDocument complexType)
An arbitary grouping of trade references (and possibly other portfolios).
Type:
Content:
complex, 1 attribute, 4 elements
Defined:
locally within DataDocument complexType in fpml-doc-5-8.xsd; see XML source
portfolio (defined in Portfolio complexType)
An arbitary grouping of trade references (and possibly other portfolios).
Type:
Content:
complex, 1 attribute, 4 elements
Defined:
locally within Portfolio complexType in fpml-doc-5-8.xsd; see XML source
portfolioName (defined in PortfolioReferenceBase complexType)
An identifier that is unique for each portfolio-level request, and which can be used to group together the individual messages in the portfolio request.
Type:
Content:
simple, 2 attributes
Defined:
portfolioName (in partyPortfolioName)
Type:
Content:
simple, 2 attributes
Defined:
portfolioReference (defined in PortfolioReference.model group)
Type:
Content:
complex, 3 elements
Defined:
portfolioReference (defined in PortfolioReferenceBase.model group)
Type:
Content:
complex, 1 element
Defined:
portfolioReference (in requestRetransmission)
Type:
Content:
complex, 2 elements
Defined:
positionPartyReference (in facilityOutstandingsPositionStatement)
A reference to the party for whom positions are being reported.
Type:
Content:
empty, 1 attribute
Defined:
positionPartyReference (in facilityPositionStatement)
A reference to the party for whom positions are being reported.
Type:
Content:
empty, 1 attribute
Defined:
positive
The maxmium amount by which the quantity delivered can exceed the agreed quantity.
Type:
xsd:decimal
Content:
simple
Defined:
postalCode
The code, required for computerised mail sorting systems, that is allocated to a physical address by a national postal authority.
Type:
Content:
simple
Defined:
locally within Address complexType in fpml-shared-5-8.xsd; see XML source
postitive
The maximum percentage amount by which the quantity delivered can exceed the agreed quantity.
Type:
Content:
simple
Defined:
power
The power to which this term is raised.
Type:
xsd:positiveInteger
Content:
simple
Defined:
precision (defined in FxAveragingProcess complexType)
Specifies the rounding precision in terms of a number of decimal places.
Type:
xsd:nonNegativeInteger
Content:
simple
Defined:
precision (defined in Rounding complexType)
Specifies the rounding precision in terms of a number of decimal places.
Type:
xsd:nonNegativeInteger
Content:
simple
Defined:
locally within Rounding complexType in fpml-shared-5-8.xsd; see XML source
precision (in asian in features in fxOption)
Specifies the rounding precision in terms of a number of decimal places.
Type:
xsd:nonNegativeInteger
Content:
simple
Defined:
predeterminedClearingOrganizationPartyReference
A reference to the clearing organization (CCP, DCO) to which the trade should be cleared.
Type:
Content:
empty, 1 attribute
Defined:
premium (defined in GenericProduct complexType)
Type:
Content:
complex, 1 attribute, 6 elements
Defined:
premium (defined in OptionBaseExtended complexType)
The option premium payable by the buyer to the seller.
Type:
Content:
complex, 1 attribute, 11 elements
Defined:
premium (in capFloor)
The option premium amount payable by buyer to seller on the specified payment date.
Type:
Content:
complex, 2 attributes, 10 elements
Defined:
locally within CapFloor complexType in fpml-ird-5-8.xsd; see XML source
premium (in commodityBasketOption)
The option premium payable by the buyer to the seller.
Type:
Content:
complex, 1 attribute, 7 elements
Defined:
premium (in commodityDigitalOption)
The option premium payable by the buyer to the seller.
Type:
Content:
complex, 1 attribute, 7 elements
Defined:
premium (in commodityOption)
The option premium payable by the buyer to the seller.
Type:
Content:
complex, 1 attribute, 7 elements
Defined:
premium (in commoditySwaption)
The option premium payable by the buyer to the seller.
Type:
Content:
complex, 1 attribute, 7 elements
Defined:
premium (in fxAccrualDigitalOption)
Premium amount or premium installment amount for an option.
Type:
Content:
complex, 1 attribute, 8 elements
Defined:
premium (in fxAccrualOption)
Premium amount or premium installment amount for an option.
Type:
Content:
complex, 1 attribute, 8 elements
Defined:
premium (in fxDigitalOption)
Premium amount or premium installment amount for an option.
Type:
Content:
complex, 1 attribute, 8 elements
Defined:
premium (in fxOption)
Premium amount or premium installment amount for an option.
Type:
Content:
complex, 1 attribute, 8 elements
Defined:
locally within FxOption complexType in fpml-fx-5-8.xsd; see XML source
premium (in fxRangeAccrual)
Premium amount or premium installment amount for an option.
Type:
Content:
complex, 1 attribute, 8 elements
Defined:
premium (in straddle)
Premium amount or premium installment amount for an option.
Type:
Content:
complex, 1 attribute, 7 elements
Defined:
locally within FxStraddle complexType in fpml-fx-5-8.xsd; see XML source
premium (in swaption)
The option premium amount payable by buyer to seller on the specified payment date.
Type:
Content:
complex, 2 attributes, 10 elements
Defined:
locally within Swaption complexType in fpml-ird-5-8.xsd; see XML source
premiumPerUnit
The currency amount of premium to be paid per Unit of the Total Notional Quantity.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
premiumProductReference (in productComponentIdentifier)
Indicates which product within a strategy this ID is associated with.
Type:
Content:
empty, 1 attribute
Defined:
premiumProductReference (in strategy)
Indicates which product within a strategy represents the premium payment.
Type:
Content:
empty, 1 attribute
Defined:
locally within Strategy complexType in fpml-doc-5-8.xsd; see XML source
premiumType (defined in EquityPremium complexType)
Forward start Premium type
Type:
Content:
simple
Defined:
premiumType (in premium defined in OptionBaseExtended complexType)
Forward start Premium type
Type:
Content:
simple
Defined:
prePayment (defined in EquityExerciseValuationSettlement complexType)
Prepayment features for Forward.
Type:
Content:
complex, 1 attribute, 7 elements
Defined:
prePayment (in prePayment defined in EquityExerciseValuationSettlement complexType)
Type:
xsd:boolean
Content:
simple
Defined:
locally within PrePayment complexType in fpml-eqd-5-8.xsd; see XML source
prePaymentAmount
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
locally within PrePayment complexType in fpml-eqd-5-8.xsd; see XML source
prePaymentDate
Type:
Content:
complex, 1 attribute, 3 elements
Defined:
locally within PrePayment complexType in fpml-eqd-5-8.xsd; see XML source
prepaymentNotification
Type:
Content:
complex, 3 attributes, 18 elements
Defined:
globally in fpml-loan-5-8.xsd; see XML source
Used:
never
presentValueAmount (defined in Payment complexType)
The amount representing the present value of the forecast payment.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
locally within Payment complexType in fpml-shared-5-8.xsd; see XML source
presentValueAmount (in paymentCalculationPeriod)
A monetary amount representing the present value of the forecast payment.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
presentValueAmount (in premium defined in OptionBaseExtended complexType)
The amount representing the present value of the forecast payment.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
presentValuePrincipalExchangeAmount
The amount representing the present value of the principal exchange.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
previousInaccurateEventId
A unique id associated with a previous inaccurate event.
Type:
Content:
complex, 1 attribute, 3 elements
Defined:
locally within LoanEvent complexType in fpml-loan-5-8.xsd; see XML source
price (defined in FixedPrice complexType)
The Fixed Price.
Type:
xsd:decimal
Content:
simple
Defined:
locally within FixedPrice complexType in fpml-com-5-8.xsd; see XML source
price (defined in Repayment complexType)
The price at which the repayment occurred.
Type:
Content:
simple
Defined:
locally within Repayment complexType in fpml-loan-5-8.xsd; see XML source
price (in strike in bondOption)
Type:
Content:
complex, 3 elements
Defined:
price (in strike in creditDefaultSwapOption)
The strike of a credit default swap option or credit swaption when expressed as in reference to the price of the underlying obligation(s) or index.
Type:
xsd:decimal
Content:
simple
Defined:
priceChange
Type:
Content:
complex, 4 elements
Defined:
priceChangeAmount
Type:
xsd:decimal
Content:
simple
Defined:
priceCurrency
The currency used to specify the digital barrier in terms of a price per unit of commodity.
Type:
Content:
simple, 1 attribute
Defined:
priceExpression
Specifies whether the price is expressed in absolute or relative terms.
Type:
Content:
simple
Defined:
priceMateriality
Defines the require price materiality percentage for the rate source to be considered valid.
Type:
Content:
complex, 3 elements
Subst.Gr:
may substitute for element fxDisruptionEvent
Defined:
globally in fpml-fx-5-8.xsd; see XML source
Used:
never
priceMaterialityPercentage
2005 Commodity Definitions only.
Type:
xsd:decimal
Content:
simple
Defined:
pricePerOption (defined in EquityPremium complexType)
The amount of premium to be paid expressed as a function of the number of options.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
pricePerOption (in premium defined in OptionBaseExtended complexType)
The amount of premium to be paid expressed as a function of the number of options.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
priceReference
Type:
Content:
empty
Defined:
priceSourceDisruption
If present indicates that the event is considered to have occurred if it is impossible to obtain information about the Spot Rate for a Valuation Date from the price source specified in the Settlement Rate Option that hass been agreed by the parties.
Type:
Content:
empty
Subst.Gr:
may substitute for element fxDisruptionEvent
Defined:
globally in fpml-fx-5-8.xsd; see XML source
Used:
never
priceSourceDisruption (in nonDeliverableSettlement in settlementProvision)
A type defining the parameters to get a new quote when a settlement rate option is disrupted.
Type:
Content:
complex, 1 element
Defined:
priceUnit
The unit of measure used to specify the digital barrier in terms of a price per unit of commodity.
Type:
Content:
simple, 1 attribute
Defined:
pricing
The price paid for the instrument.
Type:
Content:
complex, 4 elements
Defined:
pricingDates (defined in CommodityAsian.model group)
The dates on which the option will price.
Type:
Content:
complex, 1 attribute, 15 elements
Defined:
pricingDates (defined in CommodityBasketUnderlyingBase complexType)
The dates on which the option will price.
Type:
Content:
complex, 1 attribute, 15 elements
Defined:
pricingDates (defined in CommodityPricingDates complexType)
A list of adjustable dates on which the trade will price.
Type:
Content:
complex, 1 attribute, 3 elements
Defined:
pricingDates (defined in FloatingLegCalculation complexType)
Commodity Pricing Dates.
Type:
Content:
complex, 1 attribute, 15 elements
Defined:
pricingDates (in commodityReturnCalculation)
Describes which dates are valid dates on which to observe a price or index level
Type:
Content:
complex, 1 attribute, 15 elements
Defined:
pricingDates (in varianceCalculation)
Describes which dates are valid dates on which to observe a price or index level.
Type:
Content:
complex, 1 attribute, 15 elements
Defined:
pricingInputReference (in benchmarkPricingMethod)
A reference to the pricing input used to value the asset.
Type:
Content:
empty, 1 attribute
Defined:
pricingInputReference (in sensitivitySetDefinition)
A reference to the pricing input to which the sensitivity is shown, e.g. a reference to a USDLIBOR yield curve.
Type:
Content:
empty, 1 attribute
Defined:
pricingInputType
The type of the pricing input to which the sensitivity is shown, e.g. a yield curve or volatility matrix.
Type:
Content:
simple, 1 attribute
Defined:
pricingModel
.
Type:
Content:
simple, 1 attribute
Defined:
pricingStartDate
Defines the Start of the Pricing period.
Type:
Content:
complex, 1 attribute, 3 elements
Defined:
pricingStructure
Type:
Content:
complex, 1 attribute, 2 elements
Abstract:
(may not be used directly in instance XML documents)
Subst.Gr:
may be substituted with 4 elements
Defined:
Used:
pricingStructureValuation
Type:
Content:
complex, 2 attributes, 7 elements
Abstract:
(may not be used directly in instance XML documents)
Subst.Gr:
may be substituted with 4 elements
Defined:
Used:
primaryAssetClass
A classification of the most important risk class of the trade.
Type:
Content:
simple, 1 attribute
Defined:
primaryDisruptionFallbacks
A list of actions available to the parties should a Primary Disruption Event occur.
Type:
Content:
simple, 1 attribute
Defined:
primaryLenderConsentRule
A structure which defines the types of consents required before new lenders invest into the facility.
Type:
Content:
complex, 3 elements
Defined:
primaryObligor
The entity primarily responsible for repaying debt to a creditor as a result of borrowing or issuing bonds.
Type:
Content:
complex, 1 attribute, 3 elements
Defined:
primaryObligorReference
A pointer style reference to a reference entity defined elsewhere in the document.
Type:
Content:
empty, 1 attribute
Defined:
primaryRateSource (defined in CommodityFx complexType)
The primary source for where the rate observation will occur.
Type:
Content:
complex, 3 elements
Defined:
locally within CommodityFx complexType in fpml-com-5-8.xsd; see XML source
primaryRateSource (defined in FxSpotRateSource complexType)
The primary source for where the rate observation will occur.
Type:
Content:
complex, 3 elements
Defined:
primaryRateSource (defined in PrioritizedRateSource.model group)
Type:
Content:
simple, 1 attribute
Defined:
primaryRateSource (in asian in features in fxOption)
The primary source for where the rate observation will occur.
Type:
Content:
complex, 3 elements
Defined:
principal (in instrumentTradeDetails)
The value, in instrument currency, of the amount of the instrument that was traded.
Type:
Content:
complex, 1 element
Defined:
principal (in termDeposit)
The principal amount of the trade.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
locally within TermDeposit complexType in fpml-fx-5-8.xsd; see XML source
principalAmount (in principal in instrumentTradeDetails)
The net and/or gross value of the amount traded in native currency.
Type:
Content:
complex, 3 elements
Defined:
principalAmount (in principalExchangeAmount in principalExchangeDescriptions)
Principal exchange amount when explictly stated.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
principalExchange
The initial, intermediate and final principal exchange amounts.
Type:
Content:
complex, 1 attribute, 5 elements
Defined:
locally within Cashflows complexType in fpml-ird-5-8.xsd; see XML source
principalExchangeAmount (in principalExchange)
The principal exchange amount.
Type:
xsd:decimal
Content:
simple
Defined:
principalExchangeAmount (in principalExchangeDescriptions)
Specifies the principal echange amount, either by explicitly defining it, or by point to an amount defined somewhere else in the swap document.
Type:
Content:
complex, 3 elements
Defined:
principalExchangeDate
Date on which each of the principal exchanges will take place.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
principalExchangeDescriptions
Specifies each of the characteristics of the principal exchange cashflows, in terms of paying/receiving counterparties, amounts and dates.
Type:
Content:
complex, 6 elements
Defined:
principalExchangeFeatures
This is used to document a Fully Funded Return Swap.
Type:
Content:
complex, 2 elements
Defined:
principalExchanges (defined in InterestRateStream complexType)
The true/false flags indicating whether initial, intermediate or final exchanges of principal should occur.
Type:
Content:
complex, 1 attribute, 3 elements
Defined:
principalExchanges (in principalExchangeFeatures)
The true/false flags indicating whether initial, intermediate or final exchanges of principal should occur.
Type:
Content:
complex, 1 attribute, 3 elements
Defined:
principalShortfallReimbursement
An additional Fixed Payment Event.
Type:
xsd:boolean
Content:
simple
Defined:
priorAmount
The global and share amounts against the associated instrument.
Type:
Content:
complex, 1 attribute, 3 elements
Defined:
priorBaseRate
Type:
xsd:decimal
Content:
simple
Defined:
priorCommitment
The global and share amount of principal commitment.
Type:
Content:
complex, 6 elements
Defined:
priorMaturityDate
The previous loan contract maturity date.
Type:
xsd:date
Content:
simple
Defined:
processingStatus
A description of the stage of processing of the service, for example EndofDayProcessingCutoffOccurred, EndOfDayProcessingCompleted.
Type:
Content:
complex, 3 elements
Defined:
producer
Type:
Content:
simple, 1 attribute
Defined:
product
An abstract element used as a place holder for the substituting product elements.
Type:
Content:
complex, 1 attribute, 5 elements
Abstract:
(may not be used directly in instance XML documents)
Subst.Gr:
may be substituted with 47 elements
Defined:
Used:
at 50 locations
productComponentIdentifier
Deprecated: The USIs of the components of this trade, when this trade contains a strategy.
Type:
Content:
complex, 3 elements
Defined:
productId (defined in Product.model group)
A product reference identifier.
Type:
Content:
simple, 1 attribute
Defined:
productId (in tradeReferenceInformation)
Type:
Content:
simple, 1 attribute
Defined:
productType (defined in Product.model group)
A classification of the type of product.
Type:
Content:
simple, 1 attribute
Defined:
productType (in environmental)
Specifies the type of environmental allowance or credit.
Type:
Content:
simple
Defined:
productType (in executionAdvice)
Type:
Content:
simple, 1 attribute
Defined:
productType (in tradeReferenceInformation)
Type:
Content:
simple, 1 attribute
Defined:
projectedAmount
Projected amount payable on the next payment date.
Type:
Content:
complex, 1 attribute, 3 elements
Defined:
projection (defined in InterestCapitalization complexType)
Projected interest payment details.
Type:
Content:
complex, 2 elements
Defined:
projection (defined in InterestPayment complexType)
Projected interest payment details.
Type:
Content:
complex, 2 elements
Defined:
proposedMatch
"Other side's" event (trade or post-trade event) that meets the minimimum matching criteria and is proposed as match to the event that is being asserted.
Type:
Content:
complex, 15 elements
Defined:
proRataFacilities
Groups of facilities which must be traded on a pro-rata basis.
Type:
Content:
complex, 1 element
Defined:
protectionTerms
This element contains all the terms relevant to defining the applicable floating rate payer calculation amount, credit events and associated conditions to settlement, and reference obligations.
Type:
Content:
complex, 1 attribute, 4 elements
Defined:
protectionTermsReference
Reference to the documentation terms applicable to this item.
Type:
Content:
empty, 1 attribute
Defined:
provisions
One or more provisions describiing disruption events and how they will be handled.
Type:
Content:
complex, 3 elements
Defined:
locally within FxDisruption complexType in fpml-fx-5-8.xsd; see XML source
publication
For those commodities being traded with reference to a price distributed by a publication, that publication should be specified in the 'publication' element.
Type:
Content:
complex, 3 elements
Defined:
publicationDate (defined in ContractualTermsSupplement complexType)
Specifies the publication date of the applicable version of the contractual supplement.
Type:
xsd:date
Content:
simple
Defined:
publicationDate (in contractualMatrix)
Specifies the publication date of the applicable version of the matrix.
Type:
xsd:date
Content:
simple
Defined:
publicationDate (in settledEntityMatrix)
Specifies the publication date of the applicable version of the matrix.
Type:
xsd:date
Content:
simple
Defined:
publiclyAvailableInformation (defined in CreditEventNoticeDocument complexType)
A public information source, e.g. a particular newspaper or electronic news service, that may publish relevant information used in the determination of whether or not a credit event has occurred.
Type:
Content:
complex, 12 elements
Defined:
publiclyAvailableInformation (in creditDerivativesNotices)
This element corresponds to the Notice of Publicly Available Information Delivered Under Old Transaction and Deemed Delivered Under New Transaction under the EXHIBIT C to 2004 ISDA Novation Definitions.
Type:
xsd:boolean
Content:
simple
Defined:
publiclyAvailableInformation (in creditEventNotice defined in CreditEvents complexType)
A specified condition to settlement.
Type:
Content:
complex, 3 elements
Defined:
publiclyReported
When the public report of this was created or received by this party.
Type:
xsd:dateTime
Content:
simple
Defined:
publicReportUpdated
When the public report of this was most recently corrected or corrections were sent or received by this party.
Type:
xsd:dateTime
Content:
simple
Defined:
publicSource
A public information source, e.g. a particular newspaper or electronic news service, that may publish relevant information used in the determination of whether or not a credit event has occurred.
Type:
Content:
simple
Defined:
purpose
Defines the purpose of a letter of credit.
Type:
Content:
simple, 1 attribute
Defined:
putCurrency
The currency which: - the option buyer will pay (sell) - the option writer will receive (buy)
Type:
Content:
simple, 1 attribute
Defined:
putCurrencyAmount
The currency amount that the option gives the right to sell.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
locally within FxOption complexType in fpml-fx-5-8.xsd; see XML source
qualifyingParticipationSeller
If Direct Loan Participation is specified as a deliverable obligation characteristic, this specifies any requirements for the Qualifying Participation Seller.
Type:
Content:
simple
Defined:
quality
The quality of the gas to be delivered.
Type:
Content:
simple, 1 attribute
Defined:
locally within GasProduct complexType in fpml-com-5-8.xsd; see XML source
quantity (defined in CommodityNotionalQuantity complexType)
Amount of commodity per quantity frequency.
Type:
xsd:decimal
Content:
simple
Defined:
quantity (defined in GenericCommodityAttributes.model group)
The periodic quantity.
Type:
xsd:decimal
Content:
simple
Defined:
quantity (defined in SecurityTransfer complexType)
The quantity of asset being transfered
Type:
xsd:decimal
Content:
simple
Defined:
quantity (defined in UnitQuantity complexType)
Amount of commodity per quantity frequency.
Type:
Content:
simple
Defined:
locally within UnitQuantity complexType in fpml-com-5-8.xsd; see XML source
quantity (defined in WeatherIndex complexType)
This is the Reference Level.
Type:
xsd:decimal
Content:
simple
Defined:
locally within WeatherIndex complexType in fpml-com-5-8.xsd; see XML source
quantity (in instrumentTradeDetails)
A description of how much of the instrument was traded.
Type:
Content:
complex, 2 elements
Defined:
quantityFrequency (defined in CommodityNotionalQuantity complexType)
The frequency at which the Notional Quantity is deemed to apply for purposes of calculating the Total Notional Quantity.
Type:
Content:
simple, 1 attribute
Defined:
quantityFrequency (defined in GenericCommodityAttributes.model group)
The frequency at which the Notional Quantity is deemed to apply for purposes of calculating the Total Notional Quantity.
Type:
Content:
simple, 1 attribute
Defined:
quantityReference (defined in CommodityNotionalQuantity.model group)
A pointer style reference to a quantity defined on another leg.
Type:
Content:
empty, 1 attribute
Defined:
quantityReference (in averagePriceLeg)
A pointer to a specification of quantity defined elsewhere.
Type:
Content:
empty, 1 attribute
Defined:
quantityReference (in fixedLeg in commodityForward)
A pointer style reference to a quantity defined on another leg.
Type:
Content:
empty, 1 attribute
Defined:
quantityStep
The quantity per Calculation Period.
Type:
Content:
complex, 1 attribute, 3 elements
Defined:
quantityUnit (defined in CommodityNotionalQuantity complexType)
Quantity Unit is the unit of measure applicable for the quantity on the Transaction.
Type:
Content:
simple, 1 attribute
Defined:
quantityUnit (defined in UnitQuantity complexType)
Quantity Unit is the unit of measure applicable for the quantity on the Transaction.
Type:
Content:
simple, 1 attribute
Defined:
locally within UnitQuantity complexType in fpml-com-5-8.xsd; see XML source
quantityVariationAdjustment
If true, indicates that QVA is applicable.
Type:
xsd:boolean
Content:
simple
Defined:
quanto
If “Quanto” is specified as the Settlement Type in the relevant Transaction Supplement, an amount, as determined by the Calculation Agent in accordance with the Section 8.2 of the Equity Definitions.
Type:
Content:
complex, 2 elements
Defined:
quotationAmount
In the determination of a cash settlement amount, if weighted average quotations are to be obtained, the quotation amount specifies an upper limit to the outstanding principal balance of the reference obligation for which the quote should be obtained.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
quotationCharacteristics (defined in Price complexType)
Allows information about how the price was quoted to be provided.
Type:
Content:
complex, 14 elements
Defined:
locally within Price complexType in fpml-asset-5-8.xsd; see XML source
quotationCharacteristics (in valuationSet)
Charactistics (measure types, units, sides, etc.) of the quotes used (requested/reported) in the valuation set.
Type:
Content:
complex, 14 elements
Defined:
quotationMethod
The type of price quotations to be requested from dealers when determining the market value of the reference obligation for purposes of cash settlement.
Type:
Content:
simple
Defined:
quotationRateType (defined in CashPriceMethod complexType)
Which rate quote is to be observed, either Bid, Mid, Offer or Exercising Party Pays.
Type:
Content:
simple
Defined:
quotationRateType (defined in YieldCurveMethod complexType)
Which rate quote is to be observed, either Bid, Mid, Offer or Exercising Party Pays.
Type:
Content:
simple
Defined:
quotationRateType (in crossCurrencyMethod)
Which rate quote is to be observed, either Bid, Mid, Offer or Exercising Party Pays.
Type:
Content:
simple
Defined:
quotationStyle
The type of quotation that was used between the trading desks.
Type:
Content:
simple
Defined:
locally within FeeLeg complexType in fpml-cd-5-8.xsd; see XML source
quote (defined in EventValuation.model group)
Pricing information for the trade.
Type:
Content:
complex, 1 attribute, 15 elements
Defined:
quote (defined in FxOptionPremium complexType)
This is the option premium as quoted.
Type:
Content:
complex, 2 elements
Defined:
quote (in assetQuote)
One or more numerical measures relating to the asset, possibly together with sensitivities of that measure to pricing inputs
Type:
Content:
complex, 1 attribute, 15 elements
Defined:
quote (in assetValuation)
One or more numerical measures relating to the asset, possibly together with sensitivities of that measure to pricing inputs.
Type:
Content:
complex, 16 elements
Defined:
quote (in pricing)
Type:
Content:
complex, 1 attribute, 15 elements
Defined:
quote (in standardProduct)
Pricing information for the trade.
Type:
Content:
complex, 1 attribute, 15 elements
Defined:
quoteBasis (defined in FxAccrualConditionLevel.model group)
The Quoted Currency Pair that is used accross the product.
Type:
Content:
simple
Defined:
quoteBasis (defined in QuotedCurrencyPair complexType)
The method by which the exchange rate is quoted.
Type:
Content:
simple
Defined:
quoteBasis (in quote defined in FxOptionPremium complexType)
The method by which the option premium was quoted.
Type:
Content:
simple
Defined:
locally within PremiumQuote complexType in fpml-fx-5-8.xsd; see XML source
quoteBasis (in quotedCurrencyPair in exchangeRate in underlyer defined in GenericProduct complexType)
The method by which the exchange rate is quoted.
Type:
Content:
simple
Defined:
quoteBasis (in strike in vanillaPayoffRegion in fxAccrualForward)
The Quoted Currency Pair that is used accross the product.
Type:
Content:
simple
Defined:
quotedCurrencyPair (defined in FxAccrualKnockoutBarrier.model group)
Defines the two currencies for an FX trade and the quotation relationship between the two currencies.
Type:
Content:
complex, 3 elements
Defined:
quotedCurrencyPair (defined in FxBarrierFeature complexType)
Defines the two currencies for an FX trade and the quotation relationship between the two currencies.
Type:
Content:
complex, 3 elements
Defined:
quotedCurrencyPair (defined in FxFixing complexType)
Defines the two currencies for an FX trade and the quotation relationship between the two currencies.
Type:
Content:
complex, 3 elements
Defined:
locally within FxFixing complexType in fpml-shared-5-8.xsd; see XML source
quotedCurrencyPair (defined in FxPerformanceSwap complexType)
Currency Pair means, (a) in respect of a Deliverable FX Transaction, the currencies specified as being deliverable for a Transaction in the related Confirmation, (b) in respect of a Non-Deliverable FX Transaction, the Reference Currency and the Settlement Currency.
Type:
Content:
complex, 3 elements
Defined:
quotedCurrencyPair (defined in FxRate complexType)
Defines the two currencies for an FX trade and the quotation relationship between the two currencies.
Type:
Content:
complex, 3 elements
Defined:
locally within FxRate complexType in fpml-shared-5-8.xsd; see XML source
quotedCurrencyPair (defined in FxRateObservable complexType)
FX rate to be observed.
Type:
Content:
complex, 3 elements
Defined:
quotedCurrencyPair (defined in FxTriggerBase complexType)
Defines the two currencies for an FX trade and the quotation relationship between the two currencies.
Type:
Content:
complex, 3 elements
Defined:
locally within FxTriggerBase complexType in fpml-fx-5-8.xsd; see XML source
quotedCurrencyPair (in exchangeRate defined in FxCoreDetails.model group)
Defines the two currencies for an FX trade and the quotation relationship between the two currencies.
Type:
Content:
complex, 3 elements
Defined:
locally within ExchangeRate complexType in fpml-fx-5-8.xsd; see XML source
quotedCurrencyPair (in exchangeRate in underlyer defined in GenericProduct complexType)
Defines the two currencies for an FX trade and the quotation relationship between the two currencies.
Type:
Content:
complex, 3 elements
Defined:
quotedCurrencyPair (in fx)
Defines the two currencies for an FX trade and the quotation relationship between the two currencies.
Type:
Content:
complex, 3 elements
Defined:
quotedCurrencyPair (in fxCurve)
Defines the two currencies for an FX trade and the quotation relationship between the two currencies.
Type:
Content:
complex, 3 elements
Defined:
quotedCurrencyPair (in fxForwardVolatilityAgreement)
Currency Pair.
Type:
Content:
complex, 3 elements
Defined:
quotedCurrencyPair (in fxTargetForward)
The Quoted Currency Pair that is used accross the product.
Type:
Content:
complex, 3 elements
Defined:
quotedCurrencyPair (in touch)
Defines the two currencies for an FX trade and the quotation relationship between the two currencies.
Type:
Content:
complex, 3 elements
Defined:
locally within FxTouch complexType in fpml-fx-5-8.xsd; see XML source
quotedCurrencyPair (in underlyer defined in GenericProduct complexType)
Describes the composition of a rate that has been quoted.
Type:
Content:
complex, 3 elements
Defined:
quoteUnits
The optional units that the measure is expressed in.
Type:
Content:
simple, 1 attribute
Defined:
rate (defined in AccrualPeriod complexType)
The rate applied to this period.
Type:
xsd:decimal
Content:
simple
Defined:
rate (defined in AccruingFeeOption complexType)
Type:
xsd:decimal
Content:
simple
Defined:
rate (defined in AccruingPikOption complexType)
Type:
xsd:decimal
Content:
simple
Defined:
rate (defined in CrossRate complexType)
The exchange rate used to cross between the traded currencies.
Type:
Content:
simple
Defined:
locally within CrossRate complexType in fpml-fx-5-8.xsd; see XML source
rate (defined in FacilityRateChangeEvent complexType)
This represents a default rate that may apply in addition to a regular margin rate (on outstanding loan contracts).
Type:
Content:
complex, 3 elements
Defined:
rate (defined in FixedRateOptionBase complexType)
Type:
xsd:decimal
Content:
simple
Defined:
rate (defined in FxPayoffCap complexType)
Cap/Floor rate.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
rate (defined in FxRate complexType)
The rate of exchange between the two currencies of the leg of a deal.
Type:
xsd:decimal
Content:
simple
Defined:
locally within FxRate complexType in fpml-shared-5-8.xsd; see XML source
rate (defined in FxStrikePrice complexType)
The rate of exchange between the two currencies of the leg of a deal.
Type:
Content:
simple