All Element Summary |
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Optional account information used to precisely define the origination and destination of financial instruments.
Type: |
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Content: |
complex, 1 attribute, 6 elements |
Defined: |
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A reference to the party beneficiary of the account.
Type: |
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Content: |
empty, 1 attribute |
Defined: |
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Type: |
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Content: |
simple, 1 attribute |
Defined: |
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The name by which the account is known.
Type: |
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Content: |
simple, 1 attribute |
Defined: |
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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: |
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Content: |
empty, 1 attribute |
Defined: |
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Type: |
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Content: |
empty, 1 attribute |
Defined: |
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The type of account. e.g., Client, House
Type: |
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Content: |
simple, 1 attribute |
Defined: |
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A postal or street address.
Type: |
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Content: |
complex, 5 elements |
Defined: |
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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: |
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Content: |
complex, 1 attribute, 3 elements |
Defined: |
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A series of adjustable dates
Type: |
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Content: |
complex, 1 attribute, 3 elements |
Defined: |
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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: |
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Content: |
complex, 1 attribute, 3 elements |
Defined: |
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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: |
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Content: |
complex, 1 attribute, 3 elements |
Defined: |
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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: |
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Content: |
complex, 1 attribute, 3 elements |
Defined: |
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The date once the adjustment has been performed.
Type: |
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Content: |
simple, 1 attribute |
Defined: |
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The date once the adjustment has been performed.
Type: |
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Content: |
simple, 1 attribute |
Defined: |
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The date once the adjustment has been performed.
Type: |
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Content: |
simple, 1 attribute |
Defined: |
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The date once the adjustment has been performed.
Type: |
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Content: |
simple, 1 attribute |
Defined: |
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The date once the adjustment has been performed.
Type: |
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Content: |
simple, 1 attribute |
Defined: |
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The adjusted fixing date, i.e. the actual date the rate is observed.
Type: |
xsd:date |
Content: |
simple |
Defined: |
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Type: |
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Content: |
empty, 1 attribute |
Defined: |
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Type: |
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Content: |
empty, 1 attribute |
Defined: |
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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: |
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Content: |
complex, 1 attribute, 8 elements |
Subst.Gr: |
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Defined: |
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Used: |
never |
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The quantity of notional (in currency or other units).
Type: |
xsd:decimal |
Content: |
simple |
Defined: |
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The monetary quantity in currency units.
Type: |
xsd:decimal |
Content: |
simple |
Defined: |
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The non negative monetary quantity in currency units.
Type: |
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Content: |
simple |
Defined: |
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The positive monetary quantity in currency units.
Type: |
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Content: |
simple |
Defined: |
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A classification of the risk class of the trade.
Type: |
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Content: |
simple, 1 attribute |
Defined: |
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A human readable document related to this transaction, for example a confirmation.
Type: |
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Content: |
complex, 12 elements |
Defined: |
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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: |
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Content: |
complex, 1 element |
Defined: |
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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: |
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Content: |
empty |
Defined: |
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If averaging is applicable, this component specifies whether a weighted or unweighted average method of calculation is to be used.
Type: |
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Content: |
simple |
Defined: |
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Provides extra information as binary contents coded in base64.
Type: |
xsd:base64Binary |
Content: |
simple |
Defined: |
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The ultimate beneficiary of the funds.
Type: |
|
Content: |
complex, 4 elements |
Defined: |
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The ultimate beneficiary of the funds.
Type: |
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Content: |
complex, 3 elements |
Defined: |
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The bank that acts for the ultimate beneficiary of the funds in receiving payments.
Type: |
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Content: |
complex, 4 elements |
Defined: |
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The bank that acts for the ultimate beneficiary of the funds in receiving payments.
Type: |
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Content: |
complex, 3 elements |
Defined: |
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Link to the party acting as beneficiary.
Type: |
|
Content: |
empty, 1 attribute |
Defined: |
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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: |
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Content: |
complex, 1 attribute, 7 elements |
Subst.Gr: |
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Defined: |
|
Used: |
never |
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The dates the define the Bermuda option exercise dates and the expiration date.
Type: |
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Content: |
complex, 1 attribute, 2 elements |
Defined: |
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Specifies the deails for a broker confirm.
Type: |
|
Content: |
complex, 1 element |
Defined: |
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The type of broker confirmation executed between the parties.
Type: |
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Content: |
simple, 1 attribute |
Defined: |
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Type: |
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Content: |
simple, 2 attributes |
Defined: |
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Type: |
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Content: |
simple, 2 attributes |
Defined: |
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|
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Type: |
|
Content: |
simple, 2 attributes |
Defined: |
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|
Type: |
|
Content: |
complex, 1 attribute, 1 element |
Defined: |
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A pointer style reference to a set of financial business centers defined elsewhere in the document.
Type: |
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Content: |
empty, 1 attribute |
Defined: |
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The convention for adjusting a date if it would otherwise fall on a day that is not a business day.
Type: |
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Content: |
simple |
Defined: |
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The convention for adjusting a date if it would otherwise fall on a day that is not a business day.
Type: |
|
Content: |
simple |
Defined: |
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The convention for adjusting a date if it would otherwise fall on a day that is not a business day.
Type: |
|
Content: |
simple |
Defined: |
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The convention for adjusting a date if it would otherwise fall on a day that is not a business day.
Type: |
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Content: |
simple |
Defined: |
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Optional organization unit information used to describe the organization units (e.g. trading desks) involved in a transaction or business process .
Type: |
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Content: |
complex, 1 attribute, 4 elements |
Defined: |
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An identifier used to uniquely identify organization unit
Type: |
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Content: |
simple, 1 attribute |
Defined: |
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The unit for which the indvidual works.
Type: |
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Content: |
empty, 1 attribute |
Defined: |
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The unit that is related to this.
Type: |
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Content: |
empty, 1 attribute |
Defined: |
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Type: |
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Content: |
simple, 1 attribute |
Defined: |
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Type: |
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Content: |
simple, 1 attribute |
Defined: |
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A reference to the account that buys this instrument.
Type: |
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Content: |
empty, 1 attribute |
Defined: |
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A reference to the party that buys this instrument, ie. pays for this instrument and receives the rights defined by it.
Type: |
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Content: |
empty, 1 attribute |
Defined: |
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The ISDA calculation agent responsible for performing duties as defined in the applicable product definitions.
Type: |
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Content: |
simple |
Defined: |
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A pointer style reference to a party identifier defined elsewhere in the document.
Type: |
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Content: |
empty, 1 attribute |
Defined: |
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Type: |
|
Content: |
complex, 1 attribute, 2 elements |
Defined: |
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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: |
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Content: |
complex, 1 attribute, 3 elements |
Defined: |
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The frequency at which calculation period end dates occur with the regular part of the calculation period schedule and their roll date convention.
Type: |
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Content: |
complex, 1 attribute, 3 elements |
Defined: |
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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: |
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Type: |
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Content: |
complex, 1 attribute, 2 elements |
Defined: |
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The cap rate or cap rate schedule, if any, which applies to the floating rate.
Type: |
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Content: |
complex, 1 attribute, 4 elements |
Defined: |
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Cash flow amount in a given currency to be paid/received.
Type: |
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Content: |
complex, 1 attribute, 2 elements |
Defined: |
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Unique identifier for a cash flow.
Type: |
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Content: |
simple, 1 attribute |
Defined: |
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Defines the type of cash flow.
Type: |
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Content: |
simple, 1 attribute |
Defined: |
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A container for a set of reference institutions.
Type: |
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Content: |
complex, 1 attribute, 1 element |
Defined: |
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The city component of a postal address.
Type: |
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Content: |
simple |
Defined: |
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The party's industry sector classification.
Type: |
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Content: |
simple, 1 attribute |
Defined: |
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Specifies whether the swap resulting from physical settlement of the swaption transaction will clear through a clearing house.
Type: |
xsd:boolean |
Content: |
simple |
Defined: |
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Collateral allocation by value.
Type: |
|
Content: |
complex, 2 elements |
Defined: |
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The first day of the exercise period for an American style option.
Type: |
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Content: |
complex, 1 attribute, 2 elements |
Defined: |
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The first day of the exercise period for an American style option.
Type: |
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Content: |
complex, 1 attribute, 2 elements |
Defined: |
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Any additional comments that are deemed necessary.
Type: |
|
Content: |
simple |
Defined: |
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Text description of the component
Type: |
|
Content: |
simple |
Defined: |
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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: |
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Content: |
simple |
Defined: |
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Information on how to contact the party using various means.
Type: |
|
Content: |
complex, 3 elements |
Defined: |
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Information on how to contact the unit using various means.
Type: |
|
Content: |
complex, 3 elements |
Defined: |
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Information on how to contact the individual using various means.
Type: |
|
Content: |
complex, 3 elements |
Defined: |
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The definitions such as those published by ISDA that will define the terms of the trade.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
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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: |
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A contractual supplement (such as those published by ISDA) that will apply to the trade.
Type: |
|
Content: |
complex, 2 elements |
Defined: |
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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: |
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Link to the party acting as correspondent.
Type: |
|
Content: |
empty, 1 attribute |
Defined: |
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The ISO 3166 standard code for the country within which the postal address is located.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
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The country where the party is domiciled.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
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The ISO 3166 standard code for the country where the individual works.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
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The ISO 3166 standard code for the country where the individual works.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
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The party's credit rating.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
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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: |
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The currency in which an amount is denominated.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
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The currency in which an amount is denominated.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
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The currency in which an amount is denominated.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
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The currency in which an amount is denominated.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
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The currency that the structure is expressed in (this is relevant mostly for the Interes Rates asset class).
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
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The first currency specified when a pair of currencies is to be evaluated.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
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The second currency specified when a pair of currencies is to be evaluated.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
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Type: |
xsd:date |
Content: |
simple |
Defined: |
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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: |
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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: |
|
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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: |
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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: |
|
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A pointer style reference to date adjustments defined elsewhere in the document.
Type: |
|
Content: |
empty, 1 attribute |
Defined: |
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|
|
Type: |
|
Content: |
complex, 1 attribute, 4 elements |
Defined: |
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Specifies the anchor as an href attribute.
Type: |
|
Content: |
empty, 1 attribute |
Defined: |
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Specifies the anchor as an href attribute.
Type: |
|
Content: |
empty, 1 attribute |
Defined: |
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|
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Type: |
xsd:dateTime |
Content: |
simple |
Defined: |
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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: |
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Reference to the depository of the settlement.
Type: |
|
Content: |
empty, 1 attribute |
Defined: |
|
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The value representing the discount factor used to calculate the present value of the cash flow.
Type: |
xsd:decimal |
Content: |
simple |
Defined: |
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The value representing the discount factor used to calculate the present value of the cash flow.
Type: |
xsd:decimal |
Content: |
simple |
Defined: |
|
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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: |
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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: |
|
|
|
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: |
|
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Specifies the effective date of this leg of the swap.
Type: |
|
Content: |
complex, 1 attribute, 2 elements |
Defined: |
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Optionally it is possible to specify a version effective date when a versionId is supplied.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
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An address on an electronic mail or messaging sysem .
Type: |
|
Content: |
simple |
Defined: |
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Date on which this period ends.
Type: |
xsd:date |
Content: |
simple |
Defined: |
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A legal entity identifier (e.g.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
|
A legal entity identifier (e.g.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
|
The name of the reference entity.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
|
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: |
|
Defined: |
|
Used: |
never |
|
|
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: |
|
Defined: |
|
Used: |
|
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A fee to be paid on exercise.
Type: |
|
Content: |
complex, 8 elements |
Defined: |
|
|
|
The fees associated with an exercise date.
Type: |
|
Content: |
complex, 8 elements |
Defined: |
|
|
|
The fees associated with an exercise date.
Type: |
|
Content: |
complex, 8 elements |
Defined: |
|
|
|
Definition of the party to whom notice of exercise should be given.
Type: |
|
Content: |
complex, 3 elements |
Defined: |
|
|
|
The party referenced is the party to which notice of exercise should be given by the buyer.
Type: |
|
Content: |
empty, 1 attribute |
Defined: |
|
|
|
The last day within an exercise period for an American style option.
Type: |
|
Content: |
complex, 1 attribute, 2 elements |
Defined: |
|
|
|
The last day within an exercise period for an American style option.
Type: |
|
Content: |
complex, 1 attribute, 2 elements |
Defined: |
|
|
|
The last day within an exercise period for an American style option.
Type: |
|
Content: |
complex, 1 attribute, 2 elements |
Defined: |
|
|
|
The latest time for exercise on expirationDate.
Type: |
|
Content: |
complex, 2 elements |
Defined: |
|
|
|
The latest time for exercise on expirationDate.
Type: |
|
Content: |
complex, 2 elements |
Defined: |
|
|
|
The latest time for exercise on expirationDate.
Type: |
|
Content: |
complex, 2 elements |
Defined: |
|
|
|
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: |
|
|
|
The amount of fee to be paid on exercise.
Type: |
xsd:decimal |
Content: |
simple |
Defined: |
|
|
|
The exercise fee amount schedule.
Type: |
|
Content: |
complex, 1 attribute, 3 elements |
Defined: |
|
|
|
The date on which exercise fee(s) will be paid.
Type: |
|
Content: |
complex, 1 attribute, 8 elements |
Defined: |
|
|
|
The date on which exercise fee(s) will be paid.
Type: |
|
Content: |
complex, 1 attribute, 8 elements |
Defined: |
|
|
|
A fee represented as a percentage of some referenced notional.
Type: |
xsd:decimal |
Content: |
simple |
Defined: |
|
|
|
The exercise free rate schedule.
Type: |
|
Content: |
complex, 1 attribute, 2 elements |
Defined: |
|
|
|
A true/false flag to indicate whether there is a final exchange of principal on the termination date.
Type: |
xsd:boolean |
Content: |
simple |
Defined: |
|
|
|
The rounding convention to apply to the final rate used in determination of a calculation period amount.
Type: |
|
Content: |
complex, 2 elements |
Defined: |
|
|
|
Given name, such as John or Mary.
Type: |
|
Content: |
simple |
Defined: |
|
|
|
The calculation period fixed rate.
Type: |
xsd:decimal |
Content: |
simple |
Defined: |
|
|
|
The calculation period fixed rate.
Type: |
xsd:decimal |
Content: |
simple |
Defined: |
|
|
|
Specifies the source for and timing of a fixing of an exchange rate.
Type: |
|
Content: |
complex, 3 elements |
Defined: |
|
|
|
Specifies the source for and timing of a fixing of an exchange rate.
Type: |
|
Content: |
complex, 3 elements |
Defined: |
|
|
|
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: |
|
|
|
The date on which the fixing is scheduled to occur.
Type: |
|
Content: |
complex, 1 attribute, 3 elements |
Defined: |
|
|
|
The time that the fixing will be taken along with a business center to define the time zone
Type: |
|
Content: |
complex, 2 elements |
Defined: |
|
|
|
The time at which the spot currency exchange rate will be observed.
Type: |
|
Content: |
complex, 2 elements |
Defined: |
|
|
|
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: |
|
|
|
The floating rate calculation definitions
Type: |
|
Content: |
complex, 1 attribute, 11 elements |
Defined: |
|
|
|
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
|
The ISDA Floating Rate Option, i.e. the floating rate index.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
|
A rate multiplier or multiplier schedule to apply to the floating rate.
Type: |
|
Content: |
complex, 1 attribute, 2 elements |
Defined: |
|
|
|
The floor rate or floor rate schedule, if any, which applies to the floating rate.
Type: |
|
Content: |
complex, 1 attribute, 4 elements |
Defined: |
|
|
|
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: |
|
|
|
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: |
|
|
|
Additional formulas required to describe this component
Type: |
|
Content: |
complex, 3 elements |
Defined: |
|
|
|
Elements describing the components of the formula.
Type: |
|
Content: |
complex, 1 attribute, 2 elements |
Defined: |
|
|
|
Text description of the formula
Type: |
|
Content: |
simple |
Defined: |
|
|
|
Specifies the methodology (reference source and, optionally, fixing time) to be used for determining a currency conversion rate.
Type: |
|
Content: |
complex, 3 elements |
Defined: |
|
|
|
Payment details of this cash flow component, including currency, amount and payer/payee.
Type: |
|
Content: |
complex, 8 elements |
Defined: |
|
|
|
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
|
Provides extra information as binary contents coded in hexadecimal.
Type: |
xsd:hexBinary |
Content: |
simple |
Defined: |
|
|
|
An honorific title, such as Mr., Ms., Dr. etc.
Type: |
|
Content: |
simple |
Defined: |
|
|
|
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: |
|
|
|
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: |
|
|
|
An identifier used to uniquely identify the CSA
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
|
If true, then increased cost of stock borrow is applicable.
Type: |
xsd:boolean |
Content: |
simple |
Defined: |
|
|
|
Independent Amount is an amount that usually less creditworthy counterparties are asked to provide.
Type: |
|
Content: |
complex, 5 elements |
Defined: |
|
|
|
The ISDA Designated Maturity, i.e. the tenor of the floating rate.
Type: |
|
Content: |
complex, 1 attribute, 2 elements |
Defined: |
|
|
|
The ISDA Designated Maturity, i.e. the tenor of the floating rate.
Type: |
|
Content: |
complex, 1 attribute, 2 elements |
Defined: |
|
|
|
The information source where a published or displayed market rate will be obtained, e.g.
Type: |
|
Content: |
complex, 3 elements |
Defined: |
|
|
|
Type: |
|
Content: |
simple |
Defined: |
|
|
|
A true/false flag to indicate whether there is an initial exchange of principal on the effective date.
Type: |
xsd:boolean |
Content: |
simple |
Defined: |
|
|
|
The initial floating rate reset agreed between the principal parties involved in the trade.
Type: |
xsd:decimal |
Content: |
simple |
Defined: |
|
|
|
Specifies the initial stock loan rate for Increased Cost of Stock Borrow.
Type: |
|
Content: |
simple |
Defined: |
|
|
|
The non-negative initial rate or amount, as the case may be.
Type: |
|
Content: |
simple |
Defined: |
|
|
|
The initial rate or amount, as the case may be.
Type: |
xsd:decimal |
Content: |
simple |
Defined: |
|
|
|
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: |
|
|
|
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: |
|
|
|
Reference to the party acting as intermediary.
Type: |
|
Content: |
empty, 1 attribute |
Defined: |
|
|
|
A sequence number that gives the position of the current intermediary in the chain of payment intermediaries.
Type: |
xsd:positiveInteger |
Content: |
simple |
Defined: |
|
|
|
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: |
|
|
|
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
|
The legal jurisdiction of the entity's registration.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
|
Indicates the language of the resource, described using the ISO 639-2/T Code.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
|
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: |
|
|
|
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: |
|
|
|
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: |
|
|
|
Latest exercise time determination method.
Type: |
|
Content: |
simple, 2 attributes |
Defined: |
|
|
|
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
|
Version aware identification of this leg.
Type: |
|
Content: |
complex, 3 elements |
Defined: |
|
|
|
Indicates the length of the resource.
Type: |
|
Content: |
complex, 2 elements |
Defined: |
|
|
|
The length unit of the resource.
Type: |
|
Content: |
simple |
Defined: |
|
|
|
The length value of the resource.
Type: |
xsd:decimal |
Content: |
simple |
Defined: |
|
|
|
Specifies the limitation percentage in Average Daily trading volume.
Type: |
|
Content: |
simple |
Defined: |
|
|
|
Specifies the limitation period for Average Daily trading volume in number of days.
Type: |
xsd:nonNegativeInteger |
Content: |
simple |
Defined: |
|
|
|
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: |
|
|
|
The geographic location to which the hourMinuteTime applies.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
|
If true, then loss of stock borrow is applicable.
Type: |
xsd:boolean |
Content: |
simple |
Defined: |
|
|
|
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: |
|
|
|
Specifies that the notice of exercise must be given by the buyer to the seller or seller's agent.
Type: |
|
Content: |
empty |
Defined: |
|
|
|
The agreement executed between the parties and intended to govern all OTC derivatives transactions between those parties.
Type: |
|
Content: |
complex, 4 elements |
Defined: |
|
|
|
The date on which the master agreement was signed.
Type: |
xsd:date |
Content: |
simple |
Defined: |
|
|
|
An identifier that has been created to identify the master agreement.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
|
The agreement executed between the parties and intended to govern product-specific derivatives transactions between those parties.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
|
The version of the master agreement.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
|
The agreement executed between the parties and intended to govern all OTC derivatives transactions between those parties.
Type: |
|
Content: |
complex, 4 elements |
Defined: |
|
|
|
The date that an annex to the master confirmation was executed between the parties.
Type: |
xsd:date |
Content: |
simple |
Defined: |
|
|
|
The type of master confirmation annex executed between the parties.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
|
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: |
|
|
|
The type of master confirmation executed between the parties.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
|
An element for containing an XML representation of the formula.
Type: |
|
Content: |
mixed (allows character data), elem. wildcard |
Defined: |
|
|
|
Defines any applicable key into the relevant matrix.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
|
Identifies the form of applicable matrix.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
|
The maximum notional amount that can be exercised on a given exercise date.
Type: |
xsd:decimal |
Content: |
simple |
Defined: |
|
|
|
The maximum number of options that can be exercised on a given exercise date.
Type: |
|
Content: |
simple |
Defined: |
|
|
|
Specifies the maximum stock loan rate for Loss of Stock Borrow.
Type: |
|
Content: |
simple |
Defined: |
|
|
|
Type: |
|
Content: |
simple |
Defined: |
|
|
|
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: |
|
|
|
The minimum notional amount that can be exercised on a given exercise date.
Type: |
xsd:decimal |
Content: |
simple |
Defined: |
|
|
|
The minimum number of options that can be exercised on a given exercise date.
Type: |
xsd:nonNegativeInteger |
Content: |
simple |
Defined: |
|
|
|
As defined in the 2000 ISDA Definitions, Section 12.4.
Type: |
|
Content: |
complex, 6 elements |
Defined: |
|
|
|
As defined in the 2000 ISDA Definitions, Section 12.4.
Type: |
|
Content: |
complex, 6 elements |
Defined: |
|
|
|
The name of the structure, e.g "USDLIBOR-3M EOD Curve".
Type: |
|
Content: |
simple |
Defined: |
|
|
|
The name of the resource.
Type: |
|
Content: |
simple |
Defined: |
|
|
|
A name used to describe the organization unit
Type: |
|
Content: |
simple |
Defined: |
|
|
|
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: |
|
|
|
Indicates that a non-standard rate source will be used for the fixing.
Type: |
|
Content: |
complex, 4 elements |
Defined: |
|
|
|
The amount of money that the settlement will be derived from.
Type: |
|
Content: |
complex, 1 attribute, 2 elements |
Defined: |
|
|
|
A pointer style reference to the associated notional schedule defined elsewhere in the document.
Type: |
|
Content: |
empty, 1 attribute |
Defined: |
|
|
|
A pointer style reference to the associated notional schedule defined elsewhere in the document.
Type: |
|
Content: |
empty, 1 attribute |
Defined: |
|
|
|
A pointer style reference to the associated notional schedule defined elsewhere in the document.
Type: |
|
Content: |
empty, 1 attribute |
Defined: |
|
|
|
Type: |
|
Content: |
simple |
Defined: |
|
|
|
The number of units (index or securities).
Type: |
|
Content: |
simple |
Defined: |
|
|
|
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: |
|
|
|
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: |
|
|
|
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: |
|
|
|
Indicates which party (or parties) (and accounts) a trade or event is being processed for.
Type: |
|
Content: |
complex, 2 elements |
Defined: |
|
|
|
The type of an organization's participantion in the OTC derivatives market.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
|
As defined in the 2000 ISDA Definitions, Section 12.3.
Type: |
|
Content: |
complex, 4 elements |
Defined: |
|
|
|
A legal entity or a subdivision of a legal entity.
Type: |
|
Content: |
complex, 1 attribute, 13 elements |
Defined: |
|
|
|
A party identifier, e.g. a S.W.I.F.T. bank identifier code (BIC).
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
|
The legal name of the organization.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
|
The party referenced has allocated the trade identifier.
Type: |
|
Content: |
empty, 1 attribute |
Defined: |
|
|
|
The party for which the message reciever should work.
Type: |
|
Content: |
empty, 1 attribute |
Defined: |
|
|
|
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: |
|
|
|
Type: |
|
Content: |
empty, 1 attribute |
Defined: |
|
|
|
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: |
|
|
|
A reference to the account responsible for making the payments defined by this structure.
Type: |
|
Content: |
empty, 1 attribute |
Defined: |
|
|
|
A reference to the party responsible for making the payments defined by this structure.
Type: |
|
Content: |
empty, 1 attribute |
Defined: |
|
|
|
Non negative payment amount.
Type: |
|
Content: |
complex, 1 attribute, 2 elements |
Defined: |
|
|
|
The currency amount of the payment.
Type: |
|
Content: |
complex, 1 attribute, 2 elements |
Defined: |
|
|
|
Type: |
|
Content: |
complex, 1 attribute, 2 elements |
Defined: |
|
|
|
Type: |
|
Content: |
complex, 1 attribute, 2 elements |
Defined: |
|
|
|
Type: |
|
Content: |
complex, 1 attribute, 2 elements |
Defined: |
|
|
|
Type: |
|
Content: |
complex, 1 attribute, 4 elements |
Defined: |
|
|
|
The payment date, which can be expressed as either an adjustable or relative date.
Type: |
|
Content: |
complex, 1 attribute, 2 elements |
Defined: |
|
|
|
Type: |
|
Content: |
complex, 1 attribute, 2 elements |
Defined: |
|
|
|
Type: |
|
Content: |
complex, 1 attribute, 2 elements |
Defined: |
|
|
|
A container element allowing a schedule of payments associated with the Independent Amount.
Type: |
|
Content: |
complex, 1 attribute, 4 elements |
Defined: |
|
|
|
The reference to the identified payment strucutre.
Type: |
|
Content: |
empty, 1 attribute |
Defined: |
|
|
|
A type defining the calculation rule.
Type: |
|
Content: |
empty |
Defined: |
|
|
|
A classification of the type of fee or additional payment, e.g. brokerage, upfront fee etc.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
|
The amount of premium to be paid expressed as a percentage of the notional value of the transaction.
Type: |
xsd:decimal |
Content: |
simple |
Defined: |
|
|
|
A time period, e.g. a day, week, month, year or term of the stream.
Type: |
|
Content: |
simple |
Defined: |
|
|
|
A time period, e.g. a day, week, month or year of the stream.
Type: |
|
Content: |
simple |
Defined: |
|
|
|
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: |
|
|
|
Type: |
|
Content: |
complex, 4 elements |
Defined: |
|
|
|
Type: |
|
Content: |
complex, 4 elements |
Defined: |
|
|
|
A time period multiplier, e.g. 1, 2 or 3 etc.
Type: |
xsd:positiveInteger |
Content: |
simple |
Defined: |
|
|
|
A time period multiplier, e.g. 1, 2 or 3 etc.
Type: |
xsd:integer |
Content: |
simple |
Defined: |
|
|
|
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: |
|
|
|
Optional information about people involved in a transaction or busines process.
Type: |
|
Content: |
complex, 1 attribute, 10 elements |
Defined: |
|
|
|
An identifier assigned by a system for uniquely identifying the individual
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
|
The individual person that is related to this.
Type: |
|
Content: |
empty, 1 attribute |
Defined: |
|
|
|
The code, required for computerised mail sorting systems, that is allocated to a physical address by a national postal authority.
Type: |
|
Content: |
simple |
Defined: |
|
|
|
Specifies the rounding precision in terms of a number of decimal places.
Type: |
xsd:nonNegativeInteger |
Content: |
simple |
Defined: |
|
|
|
A reference to the clearing organization (CCP, DCO) to which the trade should be cleared.
Type: |
|
Content: |
empty, 1 attribute |
Defined: |
|
|
|
Forward start Premium type
Type: |
|
Content: |
simple |
Defined: |
|
|
|
The amount representing the present value of the forecast payment.
Type: |
|
Content: |
complex, 1 attribute, 2 elements |
Defined: |
|
|
|
The amount representing the present value of the forecast payment.
Type: |
|
Content: |
complex, 1 attribute, 2 elements |
Defined: |
|
|
|
The amount of premium to be paid expressed as a function of the number of options.
Type: |
|
Content: |
complex, 1 attribute, 2 elements |
Defined: |
|
|
|
A classification of the most important risk class of the trade.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
|
The primary source for where the rate observation will occur.
Type: |
|
Content: |
complex, 3 elements |
Defined: |
|
|
|
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: |
|
Defined: |
|
Used: |
|
|
|
A product reference identifier.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
|
A classification of the type of product.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
|
Specifies the publication date of the applicable version of the contractual supplement.
Type: |
xsd:date |
Content: |
simple |
Defined: |
|
|
|
Specifies the publication date of the applicable version of the matrix.
Type: |
xsd:date |
Content: |
simple |
Defined: |
|
|
|
The method by which the exchange rate is quoted.
Type: |
|
Content: |
simple |
Defined: |
|
|
|
Defines the two currencies for an FX trade and the quotation relationship between the two currencies.
Type: |
|
Content: |
complex, 3 elements |
Defined: |
|
|
|
Defines the two currencies for an FX trade and the quotation relationship between the two currencies.
Type: |
|
Content: |
complex, 3 elements |
Defined: |
|
|
|
The rate of exchange between the two currencies of the leg of a deal.
Type: |
xsd:decimal |
Content: |
simple |
Defined: |
|
|
|
A pointer style reference to a floating rate component defined as part of a stub calculation period amount component.
Type: |
|
Content: |
empty, 1 attribute |
Defined: |
|
|
|
An information source for obtaining a market rate.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
|
Specifies the source for and timing of a fixing of an exchange rate.
Type: |
|
Content: |
complex, 2 elements |
Defined: |
|
|
|
Specifies the source for and timing of a fixing of an exchange rate.
Type: |
|
Content: |
complex, 2 elements |
Defined: |
|
|
|
A specific page for the rate source for obtaining a market rate.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
|
The heading for the rate source on a given rate source page.
Type: |
|
Content: |
simple |
Defined: |
|
|
|
The specification of any rate conversion which needs to be applied to the observed rate before being used in any calculations.
Type: |
|
Content: |
simple |
Defined: |
|
|
|
A reference to the account that receives the payments corresponding to this structure.
Type: |
|
Content: |
empty, 1 attribute |
Defined: |
|
|
|
A reference to the party that receives the payments corresponding to this structure.
Type: |
|
Content: |
empty, 1 attribute |
Defined: |
|
|
|
An institution (party) identified by means of a coding scheme and an optional name.
Type: |
|
Content: |
complex, 2 elements |
Defined: |
|
|
|
An institution (party) identifier, e.g. a bank identifier code (BIC).
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
|
The name of the institution (party).
Type: |
|
Content: |
simple |
Defined: |
|
|
|
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
|
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
|
A code for a grouping of countries to which this belongs.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
|
A series of dates specified as a repeating sequence from a base date.
Type: |
|
Content: |
complex, 1 attribute, 8 elements |
Defined: |
|
|
|
A date specified as some offset to another date (the anchor date).
Type: |
|
Content: |
complex, 1 attribute, 8 elements |
Defined: |
|
|
|
The business day convention and financial business centers used for adjusting the relative 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: |
|
|
|
A series of dates specified as some offset to another series of dates (the anchor dates).
Type: |
|
Content: |
complex, 1 attribute, 10 elements |
Defined: |
|
|
|
A series of dates specified as some offset to another series of dates (the anchor dates).
Type: |
|
Content: |
complex, 1 attribute, 10 elements |
Defined: |
|
|
|
A series of dates specified as some offset to other dates (the anchor dates) which can
Type: |
|
Content: |
complex, 4 elements |
Defined: |
|
|
|
The date on the underlying set by the exercise of an option.
Type: |
|
Content: |
complex, 1 attribute, 2 elements |
Defined: |
|
|
|
The date on the underlying set by the exercise of an option.
Type: |
|
Content: |
complex, 1 attribute, 2 elements |
Defined: |
|
|
|
The date on the underlying set by the exercise of an option.
Type: |
|
Content: |
complex, 1 attribute, 2 elements |
Defined: |
|
|
|
Type: |
xsd:date |
Content: |
simple |
Defined: |
|
|
|
The unique identifier of the resource within the event.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
|
A description of the type of the resource, e.g. a confirmation.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
|
The category of the relationship.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
|
The category of the relationship.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
|
The category of the relationship.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
|
Used in conjunction with a frequency and the regular period start date of a calculation period, determines each calculation period end date within the regular part of a calculation period schedule.
Type: |
|
Content: |
simple |
Defined: |
|
|
|
Specifies the rounding direction.
Type: |
|
Content: |
simple |
Defined: |
|
|
|
An account number via which a payment can be routed.
Type: |
|
Content: |
simple |
Defined: |
|
|
|
A physical postal address via which a payment can be routed.
Type: |
|
Content: |
complex, 5 elements |
Defined: |
|
|
|
A set of details that is used to identify a party involved in the routing of a payment when the party does not have a code that identifies it within one of the recognized payment systems.
Type: |
|
Content: |
complex, 4 elements |
Defined: |
|
|
|
A unique identifier for party that is a participant in a recognized payment system.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
|
A set of unique identifiers for a party, eachone identifying the party within a payment system.
Type: |
|
Content: |
complex, 1 element |
Defined: |
|
|
|
A set of unique identifiers for a party, eachone identifying the party within a payment system.
Type: |
|
Content: |
complex, 1 element |
Defined: |
|
|
|
A combination of coded payment system identifiers and details for physical addressing for a party involved in the routing of a payment.
Type: |
|
Content: |
complex, 5 elements |
Defined: |
|
|
|
A real name that is used to identify a party involved in the routing of a payment.
Type: |
|
Content: |
simple |
Defined: |
|
|
|
A piece of free-format text used to assist the identification of a party involved in the routing of a payment.
Type: |
|
Content: |
simple |
Defined: |
|
|
|
The first and last dates of a schedule.
Type: |
|
Content: |
complex, 2 elements |
Defined: |
|
|
|
A classification of additional risk classes of the trade, if any.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
|
An alternative, or secondary, source for where the rate observation will occur.
Type: |
|
Content: |
complex, 3 elements |
Defined: |
|
|
|
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
|
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
|
A reference to the account that sells this instrument.
Type: |
|
Content: |
empty, 1 attribute |
Defined: |
|
|
|
A reference to the party that sells ("writes") this instrument, i.e. that grants the rights defined by this instrument and in return receives a payment for it.
Type: |
|
Content: |
empty, 1 attribute |
Defined: |
|
|
|
A reference to the party that services/supports the account.
Type: |
|
Content: |
empty, 1 attribute |
Defined: |
|
|
|
A reference to the party that services/supports the account.
Type: |
|
Content: |
empty, 1 attribute |
Defined: |
|
|
|
Type: |
|
Content: |
complex, 1 attribute, 2 elements |
Defined: |
|
|
|
The currency in which cash settlement occurs for non-deliverable forwards and cash-settled options (non-deliverable or otherwise).
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
|
The currency in which cash settlement occurs for non-deliverable forwards and cash-settled options (non-deliverable or otherwise).
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
|
Settlement Currency for use where the Settlement Amount cannot be known in advance
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
|
The date on which settlement is scheduled to occur
Type: |
|
Content: |
complex, 1 attribute, 3 elements |
Defined: |
|
|
|
The information required to settle a currency payment that results from a trade.
Type: |
|
Content: |
complex, 2 elements |
Defined: |
|
|
|
The information required to settle a currency payment.
Type: |
|
Content: |
complex, 2 elements |
Defined: |
|
|
|
An explicit specification of how a currency payment is to be made, when the payment is not netted and the route is other than the recipient's standard settlement instruction.
Type: |
|
Content: |
complex, 7 elements |
Defined: |
|
|
|
The mechanism by which settlement is to be made.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
|
Indicates that an officially defined rate settlement rate option will be the used for the fixing.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
|
Type: |
|
Content: |
complex, 2 elements |
Defined: |
|
|
|
Indicates the size of the resource in bytes.
Type: |
xsd:decimal |
Content: |
simple |
Defined: |
|
|
|
The set of individual payments that are to be made when a currency payment settling a trade needs to be split between a number of ultimate beneficiaries.
Type: |
|
Content: |
complex, 3 elements |
Defined: |
|
|
|
One of the monetary amounts in a split settlement payment.
Type: |
|
Content: |
complex, 1 attribute, 2 elements |
Defined: |
|
|
|
Typically applicable to the physical settlement of bond and convertible bond options.
Type: |
xsd:boolean |
Content: |
simple |
Defined: |
|
|
|
The ISDA Spread or a Spread schedule expressed as explicit spreads and dates.
Type: |
|
Content: |
complex, 1 attribute, 3 elements |
Defined: |
|
|
|
The ISDA Spread or a Spread schedule expressed as explicit spreads and dates.
Type: |
|
Content: |
complex, 1 attribute, 3 elements |
Defined: |
|
|
|
An optional element used to describe how a trade will settle.
Type: |
|
Content: |
simple |
Defined: |
|
|
|
Date on which this period begins.
Type: |
xsd:date |
Content: |
simple |
Defined: |
|
|
|
A country subdivision used in postal addresses in some countries.
Type: |
|
Content: |
simple |
Defined: |
|
|
|
The schedule of step date and non-negative value pairs.
Type: |
|
Content: |
complex, 1 attribute, 2 elements |
Defined: |
|
|
|
The schedule of step date and value pairs.
Type: |
|
Content: |
complex, 1 attribute, 2 elements |
Defined: |
|
|
|
The date on which the associated stepValue becomes effective.
Type: |
xsd:date |
Content: |
simple |
Defined: |
|
|
|
The rate or amount which becomes effective on the associated stepDate.
Type: |
xsd:decimal |
Content: |
simple |
Defined: |
|
|
|
The non-negative rate or amount which becomes effective on the associated stepDate.
Type: |
|
Content: |
simple |
Defined: |
|
|
|
The set of street and building number information that identifies a postal address within a city.
Type: |
|
Content: |
complex, 1 element |
Defined: |
|
|
|
An individual line of street and building number information, forming part of a postal address.
Type: |
|
Content: |
simple |
Defined: |
|
|
|
The rate for a cap or floor.
Type: |
xsd:decimal |
Content: |
simple |
Defined: |
|
|
|
Provides extra information as string.
Type: |
|
Content: |
simple |
Defined: |
|
|
|
An actual amount to apply for the initial or final stub period may have been agreed between th two parties.
Type: |
|
Content: |
complex, 1 attribute, 2 elements |
Defined: |
|
|
|
Type: |
|
Content: |
complex, 1 attribute, 2 elements |
Defined: |
|
|
|
An actual rate to apply for the initial or final stub period may have been agreed between the principal parties (in a similar way to how an initial rate may have been agreed for the first regular period).
Type: |
xsd:decimal |
Content: |
simple |
Defined: |
|
|
|
Start date of stub period.
Type: |
|
Content: |
complex, 1 attribute, 2 elements |
Defined: |
|
|
|
Name suffix, such as Jr., III, etc.
Type: |
|
Content: |
simple |
Defined: |
|
|
|
Family name, such as Smith or Jones.
Type: |
|
Content: |
simple |
Defined: |
|
|
|
Type: |
|
Content: |
complex, 2 elements |
Defined: |
|
|
|
Specifies the termination date of this leg of the swap.
Type: |
|
Content: |
complex, 1 attribute, 2 elements |
Defined: |
|
|
|
Type: |
xsd:decimal |
Content: |
simple |
Defined: |
|
|
|
Type: |
|
Content: |
complex, 2 elements |
Defined: |
|
|
|
Type: |
|
Content: |
simple, 2 attributes |
Defined: |
|
|
|
The value representing the forecast rate after applying rate treatment rules.
Type: |
xsd:decimal |
Content: |
simple |
Defined: |
|
|
|
The observed rate after any required rate treatment is applied.
Type: |
xsd:decimal |
Content: |
simple |
Defined: |
|
|
|
Identifies the form of applicable contractual supplement.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
|
Additional definition refining the type of relationship.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
|
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
|
The type of allocation e.g.
Type: |
|
Content: |
simple |
Defined: |
|
|
|
The type of ISDA Credit Support Agreement
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
|
The type of telephone number (work, personal, mobile).
Type: |
|
Content: |
simple |
Defined: |
|
|
|
A date subject to adjustment.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
|
A date subject to adjustment.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
|
A date subject to adjustment.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
|
The first date of a date range.
Type: |
xsd:date |
Content: |
simple |
Defined: |
|
|
|
The last date of a date range.
Type: |
xsd:date |
Content: |
simple |
Defined: |
|
|
|
Type: |
|
Content: |
simple |
Defined: |
|
|
|
The units in which an amount (not monetary) is denominated.
Type: |
|
Content: |
simple |
Defined: |
|
|
|
Indicates where the resource can be found, as a URL that references the information on a web server accessible to the message recipient.
Type: |
xsd:anyURI |
Content: |
simple |
Defined: |
|
|
|
Type: |
|
Content: |
complex, 1 attribute, 2 elements |
Defined: |
|
|
|
Adjusted value date of the future value amount.
Type: |
xsd:date |
Content: |
simple |
Defined: |
|
|
|
Type: |
xsd:nonNegativeInteger |
Content: |
simple |
Defined: |
|
|
|
The day of the week on which a weekly reset date occurs.
Type: |
|
Content: |
simple |
Defined: |
|
|
Complex Type Summary |
|
A generic account that represents any party's account at another party.
Content: |
|
Defined: |
|
Includes: |
|
Used: |
|
|
|
The data type used for account identifiers.
Content: |
|
Defined: |
|
Includes: |
|
Used: |
|
|
|
The data type used for the name of the account.
Content: |
|
Defined: |
|
Includes: |
|
Used: |
|
|
|
Content: |
|
Defined: |
|
Includes: |
|
Used: |
|
|
|
The data type used for account type.
Content: |
|
Defined: |
|
Includes: |
|
Used: |
|
|
|
A type that represents a physical postal address.
Content: |
|
Defined: |
|
Includes: |
|
Used: |
|
|
|
A type for defining a date that shall be subject to adjustment if it would otherwise fall on a day that is not a business day in the specified business centers, together with the convention for adjusting the date.
Content: |
|
Defined: |
|
Includes: |
|
Used: |
|
|
|
A type that is different from AdjustableDate in two regards.
Content: |
|
Defined: |
|
Includes: |
|
Used: |
|
|
|
A type for defining a series of dates that shall be subject to adjustment if they would otherwise fall on a day that is not a business day in the specified business centers, together with the convention for adjusting the dates.
Content: |
|
Defined: |
|
Includes: |
|
Used: |
|
|
|
A type for defining a series of dates, either as a list of adjustable dates, or a as a repeating sequence from a base date
Content: |
|
Defined: |
|
Includes: |
|
Used: |
|
|
|
A type for defining a date that shall be subject to adjustment if it would otherwise fall on a day that is not a business day in the specified business centers, together with the convention for adjusting the date.
Content: |
|
Defined: |
|
Includes: |
|
Used: |
|
|
|
A type giving the choice between defining a date as an explicit date together with applicable adjustments or as relative to some other (anchor) date.
Content: |
|
Defined: |
|
Includes: |
|
Used: |
|
|
|
A type giving the choice between defining a series of dates as an explicit list of dates together with applicable adjustments or as relative to some other series of (anchor) dates.
Content: |
|
Defined: |
|
Includes: |
|
Used: |
|
|
|
Content: |
|
Defined: |
|
Includes: |
|
Used: |
|
|
|
A type giving the choice between defining a series of dates as an explicit list of dates together with applicable adjustments, or as relative to some other series of (anchor) dates, or as a set of factors to specify periodic occurences.
Content: |
|
Defined: |
|
Includes: |
|
Used: |
|
|
|
A type defining a date (referred to as the derived date) as a relative offset from another date (referred to as the anchor date) plus optional date adjustments.
Content: |
|
Defined: |
|
Includes: |
|
Used: |
|
|
|
A type defining the exercise period for an American style option together with any rules governing the notional amount of the underlying which can be exercised on any given exercise date and any associated exercise fees.
Content: |
|
Defined: |
|
Includes: |
|
Used: |
|
|
|
Specifies a reference to a monetary amount.
Content: |
|
Defined: |
|
Includes: |
|
Used: |
|
|
|
A type defining a currency amount or a currency amount schedule.
Content: |
|
Defined: |
|
Includes: |
|
Used: |
|
|
|
Content: |
|
Defined: |
|
Includes: |
|
Used: |
|
|
|
A type to define automatic exercise of a swaption.
Content: |
|
Defined: |
|
Includes: |
|
Used: |
|
|
|
To indicate the limitation percentage and limitation period.
Content: |
|
Defined: |
|
Includes: |
|
Used: |
|
|
|
A type defining the beneficiary of the funds.
Content: |
|
Defined: |
|
Includes: |
|
Used: |
|
|
|
A type defining the Bermuda option exercise dates and the expiration date together with any rules govenerning the notional amount of the underlying which can be exercised on any given exercise date and any associated exercise fee.
Content: |
|
Defined: |
|
Includes: |
|
Used: |
|
|
|
Identifies the market sector in which the trade has been arranged.
Content: |
|
Defined: |
|
Includes: |
|
Used: |
|
|
|
Identifies the market sector in which the trade has been arranged.
Content: |
|
Defined: |
|
Includes: |
|
Used: |
|
|
|
A code identifying a business day calendar location.
Content: |
|
Defined: |
|
Includes: |
|
Used: |
|
|
|
A type for defining business day calendar used in determining whether a day is a business day or not.
Content: |
|
Defined: |
|
Includes: |
|
Used: |
|
|
|
A pointer style reference to a set of business day calendar defined elsewhere in the document.
Content: |
|
Defined: |
|
Includes: |
|
Used: |
|
|
|
A type for defining a time with respect to a business day calendar location.
Content: |
|
Defined: |
|
Includes: |
|
Used: |
|
|
|
A type defining a range of contiguous business days by defining an unadjusted first date, an unadjusted last date and a business day convention and business centers for adjusting the first and last dates if they would otherwise fall on a non business day in the specified business centers.
Content: |
|
Defined: |
|
Includes: |
|
Used: |
|
|
|
A type defining the business day convention and financial business centers used for adjusting any relevant date if it would otherwise fall on a day that is not a business day in the specified business centers.
Content: |
|
Defined: |
|
Includes: |
|
Used: |
|
|
|
Reference to a business day adjustments structure.
Content: |
|
Defined: |
|
Includes: |
|
Used: |
|
|
|
A type that represents information about a unit within an organization.
Content: |
|
Defined: |
|
Includes: |
|
Used: |
|
|
|
Reference to an organizational unit.
Content: |
|
Defined: |
|
Includes: |
|
Used: |
|
|
|
A type describing a role played by a unit in one or more transactions.
Content: |
|
Defined: |
|
Includes: |
|
Used: |
|
|
|
A type defining the ISDA calculation agent responsible for performing duties as defined in the applicable product definitions.
Content: |
|
Defined: |
|
Includes: |
|
Used: |
|
|
|
A type defining the frequency at which calculation period end dates occur within the regular part of the calculation period schedule and thier roll date convention.
Content: |
|
Defined: |
|
Includes: |
|
Used: |
|
|
|
An identifier used to identify a single component cashflow.
Content: |
|
Defined: |
|
Includes: |
|
Used: |
|
|
|
The notional/principal value/quantity/volume used to compute the cashflow.
Content: |
|
Defined: |
|
Includes: |
|
Used: |
|
|
|
A coding scheme used to describe the type or purpose of a cash flow or cash flow component.
Content: |
|
Defined: |
|
Includes: |
|
Used: |
|
|
|
A type defining the list of reference institutions polled for relevant rates or prices when determining the cash settlement amount for a product where cash settlement is applicable.
Content: |
|
Defined: |
|
Includes: |
|
Used: |
|
|
|
Unless otherwise specified, the principal clearance system customarily used for settling trades in the relevant underlying.
Content: |
|
Defined: |
|
Includes: |
|
Used: |
|
|
|
A type for defining the obligations of the counterparty subject to credit support requirements.
Content: |
|
Defined: |
|
Includes: |
|
Used: |
|
|
|
Content: |
|
Defined: |
|
Includes: |
|
Used: |
|
|
|
A type that represents how to contact an individual or organization.
Content: |
|
Defined: |
|
Includes: |
|
Used: |
|
|
|
The definitions, such as those published by ISDA, that will define the terms of the trade.
Content: |
|
Defined: |
|
Includes: |
|
Used: |
|
|
|
Content: |
|
Defined: |
|
Includes: |
|
Used: |
|
|
|
A contractual supplement (such as those published by ISDA) that will apply to the trade.
Content: |
|
Defined: |
|
Includes: |
|
Used: |
|
|
|
A contractual supplement (such as those published by ISDA) and its publication date that will apply to the trade.
Content: |
|
Defined: |
|
Includes: |
|
Used: |
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A type that describes the information to identify a 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.
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The code representation of a country or an area of special sovereignty.
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The repayment precedence of a debt instrument.
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The agreement executed between the parties and intended to govern collateral arrangement for all OTC derivatives transactions between those parties.
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The code representation of a currency or fund.
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A type defining an offset used in calculating a date when this date is defined in reference to another date through a date offset.
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A type defining a contiguous series of calendar dates.
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Reference to an identified date or a complex date structure.
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The specification for how the number of days between two dates is calculated for purposes of calculation of a fixed or floating payment amount and the basis for how many days are assumed to be in a year.
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Coding scheme that specifies the method according to which an amount or a date is determined.
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A reference to the return swap notional determination method.
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An abstract base class for all directional leg types with effective date, termination date, where a payer makes a stream of payments of greater than zero value to a receiver.
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An entity for defining the definitions that govern the document and should include the year and type of definitions referenced, along with any relevant documentation (such as master agreement) and the date it was signed.
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A special type meant to be used for elements with no content and no attributes.
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empty |
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A legal entity identifier (e.g.
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The name of the reference entity.
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A type defining the exercise period for a European style option together with any rules governing the notional amount of the underlying which can be exercised on any given exercise date and any associated exercise fees.
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A short form unique identifier for an exchange.
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The abstract base class for all types which define way in which options may be exercised.
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A type defining the fee payable on exercise of an option.
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A type to define a fee or schedule of fees to be payable on the exercise of an option.
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A type defining to whom and where notice of execution should be given.
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A type describing how notice of exercise should be given.
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A type describing how notice of exercise should be given.
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A type defining a floating rate.
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A type defining the floating rate and definitions relating to the calculation of floating rate amounts.
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The ISDA Floating Rate Option, i.e. the floating rate index.
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A type defining a rate index.
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A type describing a financial formula, with its description and components.
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Elements describing the components of the formula.
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A type defining a time frequency, e.g. one day, three months.
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A type defining a currency amount as at a future value date.
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A type that is used for describing cash settlement of an option / non deliverable forward.
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A type that is used for describing cash settlement of a variance or volatility swap n option.
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A type that specifies the source for and timing of a fixing of an exchange rate.
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A type describing the rate of a currency conversion: pair of currency, quotation mode and exchange rate.
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Describes a rate source to be fixed and the date the fixing occurs
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A type defining the source and time for an fx rate.
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Identification of the law governing the transaction.
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A payment component owed from one party to the other for the cash flow date.
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Specifies Currency with ID attribute.
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Reference to a currency with ID attribute
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A date which can be referenced elsewhere.
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A type extending the PayerReceiverEnum type wih an id attribute.
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A rate which can be referenced elsewhere.
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A party's industry sector classification.
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A type defining the source for a piece of information (e.g. a rate refix or an fx fixing).
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A short form unique identifier for a security.
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A type defining the way in which interests are accrued: the applicable rate (fixed or floating reference) and the compounding method.
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A type describing the method for accruing interests on dividends.
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A type that describes the information to identify an intermediary through which payment will be made by the correspondent bank to the ultimate beneficiary of the funds.
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The type of interpolation used.
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The data type used for issuer identifiers.
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A complex type for a two part identifier such as a USI.
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complex, 2 elements |
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The data type used for indicating the language of the resource, described using the ISO 639-2/T Code.
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(cannot be assigned directly to elements used in instance XML documents) |
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A type defining a legal entity.
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References a credit entity defined elsewhere in the document.
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Version aware identification of a leg.
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A type to define the main publication source.
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A type defining manual exercise, i.e. that the option buyer counterparty must give notice to the option seller of exercise.
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An entity for defining the agreement executed between the parties and intended to govern all OTC derivatives transactions between those parties.
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A master agreement identifier allocated by a party.
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An entity for defining the master confirmation agreement executed between the parties.
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An identifier used to identify matched cashflows.
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A type defining a mathematical expression.
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mixed (allows character data), elem. wildcard |
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The type that indicates the type of media used to store the content.
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A type defining a currency amount.
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Abstract base class for all money types.
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(cannot be assigned directly to elements used in instance XML documents) |
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A type defining multiple exercises.
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A type defining a currency amount or a currency amount schedule.
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A type defining a non negative money amount.
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A complex type to specify non negative payments.
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A type defining a schedule of non-negative rates or amounts in terms of an initial value and then a series of step date and value pairs.
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A type defining a step date and non-negative step value pair.
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A complex type to specify the notional amount.
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complex, 1 attribute, 2 elements |
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A reference to the notional amount.
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A reference to the notional amount.
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A reference to the number of options.
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A reference to the number of units.
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A type defining the frequency at which calculation period end dates occur within the regular part of the calculation period schedule and thier roll date convention.
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A type defining an offset used in calculating a new date relative to a reference date.
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Allows the specification of a time that may be on a day prior or subsequent to the day in question.
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A code that describes what type of role an organization plays, for example a SwapsDealer, a Major Swaps Participant, or Other
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A type defining partial exercise.
Content: |
complex, 4 elements |
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A type defining a legal entity or a subdivision of a legal entity.
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The data type used for party group classification.
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The data type used for party identifiers.
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The data type used for the legal name of an organization.
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A type describing a role played by a party in one or more transactions.
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A type refining the role a role played by a party in one or more transactions.
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A reference to a partyTradeIdentifier object.
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A type for defining payments.
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An abstract base class for payment types.
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(cannot be assigned directly to elements used in instance XML documents) |
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Abstract: |
(cannot be assigned directly to elements used in instance XML documents) |
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Details on the referenced payment. e.g.
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The abstract base type from which all calculation rules of the independent amount must be derived.
Content: |
empty |
Abstract: |
(cannot be assigned directly to elements used in instance XML documents) |
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A type to define recurring periods or time offsets.
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A type that represents information about a person connected with a trade or business process.
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An identifier used to identify an individual person.
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Reference to an individual.
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A type describing a role played by a person in one or more transactions.
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A type defining a positive money amount
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A type for defining a time with respect to a geographic location, for example 11:00 Phoenix, USA.
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An abstract pricing structure base type.
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(cannot be assigned directly to elements used in instance XML documents) |
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Reference to a pricing structure or any derived components (i.e. yield curve).
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A type defining which principal exchanges occur for the stream.
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The base type which all FpML products extend.
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(cannot be assigned directly to elements used in instance XML documents) |
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Reference to a full FpML product.
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The proposed collateral allocation.
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A type that describes the composition of a rate that has been quoted or is to be quoted.
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The abstract base class for all types which define interest rate streams.
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(cannot be assigned directly to elements used in instance XML documents) |
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A type defining parameters associated with an individual observation or fixing.
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Reference to any rate (floating, inflation) derived from the abstract Rate component.
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The abstract base class for all types which define intra-document pointers.
Content: |
empty |
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(cannot be assigned directly to elements used in instance XML documents) |
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Specifies the reference amount using a scheme.
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A type to describe an institution (party) identified by means of a coding scheme and an optional name.
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A code that describes the world region of a counterparty.
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A type defining a date (referred to as the derived date) as a relative offset from another date (referred to as the anchor date).
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A type describing a set of dates defined as relative to another set of dates.
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A type describing a date when this date is defined in reference to another date through one or several date offsets.
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An identifier of an reporting regime or format used for regulatory reporting, for example DoddFrankAct, MiFID, HongKongOTCDRepository, etc.
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A date with a required identifier which can be referenced elsewhere.
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A type defining the reset frequency.
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Describes the resource that contains the media representation of a business event (i.e used for stating the Publicly Available Information).
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The data type used for resource identifiers.
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The type that indicates the length of the resource.
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The data type used for describing the type or purpose of a resource, e.g.
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A reference to the return swap notional amount.
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A type defining a rounding direction and precision to be used in the rounding of a rate.
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A type that provides three alternative ways of identifying a party involved in the routing of a payment.
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A type that models name, address and supplementary textual information for the purposes of identifying a party involved in the routing of a payment.
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complex, 4 elements |
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A type that provides for identifying a party involved in the routing of a payment by means of one or more standard identification codes.
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A type that provides a combination of payment system identification codes with physical postal address details, for the purposes of identifying a party involved in the routing of a payment.
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A type defining a schedule of rates or amounts in terms of an initial value and then a series of step date and value pairs.
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Reference to a schedule of rates or amounts.
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A type that represents the choice of methods for settling a potential currency payment resulting from a trade: by means of a standard settlement instruction, by netting it out with other payments, or with an explicit settlement instruction.
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A type that models a complete instruction for settling a currency payment, including the settlement method to be used, the correspondent bank, any intermediary banks and the ultimate beneficary.
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Coding scheme that specifies the settlement price default election.
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The source from which the settlement price is to be obtained, e.g. a Reuters page, Prezzo di Riferimento, etc.
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A type defining the settlement rate options through a scheme reflecting the terms of the Annex A to the 1998 FX and Currency Option Definitions.
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A type describing the method for obtaining a settlement rate.
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A complex type to specified payments in a simpler fashion than the Payment type.
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A type that supports the division of a gross settlement amount into a number of split settlements, each requiring its own settlement instruction.
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Adds an optional spread type element to the Schedule to identify a long or short spread value.
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Provides a reference to a spread schedule.
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Defines a Spread Type Scheme to identify a long or short spread value.
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A type defining a step date and step value pair.
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A type defining a step date and step value pair.
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A type that describes the set of street and building number information that identifies a postal address within a city.
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A type describing a single cap or floor rate.
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A type describing a schedule of cap or floor rates.
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A type defining how a stub calculation period amount is calculated and the start and end date of the stub.
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A type defining how a stub calculation period amount is calculated.
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An identifier of an organization that supervises or regulates trading activity, e.g.
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A type that represents a telephonic contact.
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A geophraphic location for the purposes of defining a prevailing time according to the tz database.
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A trade reference identifier allocated by a party.
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A type describing interest payments associated with and underlyer, such as financing
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A type used to record information about a unit, subdivision, desk, or other similar business entity.
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