XML Schema "fpml-shared-5-8.xsd"
Target Namespace:
http://www.fpml.org/FpML-5/confirmation
Version:
$Revision: 11732 $
Defined Components:
elements (5 global + 406 local), complexTypes (245), simpleTypes (12), element groups (25)
Default Namespace-Qualified Form:
Local Elements: qualified; Local Attributes: unqualified
Schema Location:
D:\Tradeheader\trunk\xml\confirmation\fpml-shared-5-8.xsd; see XML source
Includes Schemas (1):
fpml-enum-5-8.xsd [src]
Included in Schemas (5):
fpml-asset-5-8.xsd [src], fpml-dividend-swaps-5-8.xsd [src], fpml-enum-5-8.xsd [src], fpml-generic-5-8.xsd [src], fpml-standard-5-8.xsd [src]
All Element Summary
account
Optional account information used to precisely define the origination and destination of financial instruments.
Type:
Content:
complex, 1 attribute, 6 elements
Defined:
accountBeneficiary
A reference to the party beneficiary of the account.
Type:
Content:
empty, 1 attribute
Defined:
locally within Account complexType; see XML source
accountId
An account identifier.
Type:
Content:
simple, 1 attribute
Defined:
locally within Account complexType; see XML source
accountName
The name by which the account is known.
Type:
Content:
simple, 1 attribute
Defined:
locally within Account complexType; see XML source
accountReference (defined in OnBehalfOf complexType)
Identifies the account(s) related to the party when they cannot be determined from the party alone, for example in a inter-book trade.
Type:
Content:
empty, 1 attribute
Defined:
locally within OnBehalfOf complexType; see XML source
accountReference (defined in PartyAndAccountReferences.model group)
Reference to an account.
Type:
Content:
empty, 1 attribute
Defined:
accountType
The type of account. e.g., Client, House
Type:
Content:
simple, 1 attribute
Defined:
locally within Account complexType; see XML source
address
A postal or street address.
Type:
Content:
complex, 5 elements
Defined:
locally within ContactInformation complexType; see XML source
adjustableDate (defined in AdjustableOrRelativeDate complexType)
A date that shall be subject to adjustment if it would otherwise fall on a day that is not a business day in the specified business centers, together with the convention for adjusting the date.
Type:
Content:
complex, 1 attribute, 3 elements
Defined:
adjustableDates (defined in AdjustableDatesOrRelativeDateOffset complexType)
A series of adjustable dates
Type:
Content:
complex, 1 attribute, 3 elements
Defined:
adjustableDates (defined in AdjustableOrRelativeDates complexType)
A series of dates that shall be subject to adjustment if they would otherwise fall on a day that is not a business day in the specified business centers, together with the convention for adjusting the date.
Type:
Content:
complex, 1 attribute, 3 elements
Defined:
adjustableDates (defined in AdjustableRelativeOrPeriodicDates complexType)
A series of dates that shall be subject to adjustment if they would otherwise fall on a day that is not a business day in the specified business centers, together with the convention for adjusting the date.
Type:
Content:
complex, 1 attribute, 3 elements
Defined:
adjustableDates (defined in AdjustableRelativeOrPeriodicDates2 complexType)
A series of dates that shall be subject to adjustment if they would otherwise fall on a day that is not a business day in the specified business centers, together with the convention for adjusting the date.
Type:
Content:
complex, 1 attribute, 3 elements
Defined:
adjustedDate (defined in AdjustableDate.model group)
The date once the adjustment has been performed.
Type:
Content:
simple, 1 attribute
Defined:
adjustedDate (defined in AdjustableDate2 complexType)
The date once the adjustment has been performed.
Type:
Content:
simple, 1 attribute
Defined:
locally within AdjustableDate2 complexType; see XML source
adjustedDate (defined in AdjustableDates complexType)
The date once the adjustment has been performed.
Type:
Content:
simple, 1 attribute
Defined:
locally within AdjustableDates complexType; see XML source
adjustedDate (defined in AdjustableOrAdjustedDate complexType)
The date once the adjustment has been performed.
Type:
Content:
simple, 1 attribute
Defined:
adjustedDate (defined in RelativeDateOffset complexType)
The date once the adjustment has been performed.
Type:
Content:
simple, 1 attribute
Defined:
locally within RelativeDateOffset complexType; see XML source
adjustedFixingDate
The adjusted fixing date, i.e. the actual date the rate is observed.
Type:
xsd:date
Content:
simple
Defined:
locally within RateObservation complexType; see XML source
allocationAccountReference
Reference to an account.
Type:
Content:
empty, 1 attribute
Defined:
allocationPartyReference
Reference to a party.
Type:
Content:
empty, 1 attribute
Defined:
americanExercise
The parameters for defining the exercise period for an American style option together with any rules governing the notional amount of the underlying which can be exercised on any given exercise date and any associated exercise fees.
Type:
Content:
complex, 1 attribute, 8 elements
Subst.Gr:
may substitute for element exercise
Defined:
globally; see XML source
Used:
never
amount (defined in CashflowNotional complexType)
The quantity of notional (in currency or other units).
Type:
xsd:decimal
Content:
simple
Defined:
locally within CashflowNotional complexType; see XML source
amount (defined in Money complexType)
The monetary quantity in currency units.
Type:
xsd:decimal
Content:
simple
Defined:
locally within Money complexType; see XML source
amount (defined in NonNegativeMoney complexType)
The non negative monetary quantity in currency units.
Type:
Content:
simple
Defined:
locally within NonNegativeMoney complexType; see XML source
amount (defined in PositiveMoney complexType)
The positive monetary quantity in currency units.
Type:
Content:
simple
Defined:
locally within PositiveMoney complexType; see XML source
assetClass
A classification of the risk class of the trade.
Type:
Content:
simple, 1 attribute
Defined:
locally within Product.model group; see XML source
attachment
A human readable document related to this transaction, for example a confirmation.
Type:
Content:
complex, 12 elements
Defined:
locally within Documentation complexType; see XML source
automaticExercise (defined in ExerciseProcedure complexType)
If automatic is specified then the notional amount of the underlying swap, not previously exercised under the swaption will be automatically exercised at the expriration time on the expiration date if at such time the buyer is in-the-money, provided that the difference between the settlement rate and the fixed rate under the relevant underlying swap is not less than the specified threshold rate.
Type:
Content:
complex, 1 element
Defined:
locally within ExerciseProcedure complexType; see XML source
automaticExercise (in exerciseProcedure in optionExpiry defined in OptionsEvents.model group)
If automatic is specified then the notional amount of the underlying swap, not previously exercised under the swaption will be automatically exercised at the expriration time on the expiration date if at such time the buyer is in-the-money, provided that the difference between the settlement rate and the fixed rate under the relevant underlying swap is not less than the specified threshold rate.
Type:
Content:
empty
Defined:
averagingMethod (defined in FloatingRateCalculation complexType)
If averaging is applicable, this component specifies whether a weighted or unweighted average method of calculation is to be used.
Type:
Content:
simple
Defined:
base64Binary (defined in Resource complexType)
Provides extra information as binary contents coded in base64.
Type:
xsd:base64Binary
Content:
simple
Defined:
locally within Resource complexType; see XML source
beneficiary (in settlementInstruction)
The ultimate beneficiary of the funds.
Type:
Content:
complex, 4 elements
Defined:
locally within SettlementInstruction complexType; see XML source
beneficiary (in splitSettlement)
The ultimate beneficiary of the funds.
Type:
Content:
complex, 3 elements
Defined:
locally within SplitSettlement complexType; see XML source
beneficiaryBank (in settlementInstruction)
The bank that acts for the ultimate beneficiary of the funds in receiving payments.
Type:
Content:
complex, 4 elements
Defined:
locally within SettlementInstruction complexType; see XML source
beneficiaryBank (in splitSettlement)
The bank that acts for the ultimate beneficiary of the funds in receiving payments.
Type:
Content:
complex, 3 elements
Defined:
locally within SplitSettlement complexType; see XML source
beneficiaryPartyReference (defined in Beneficiary complexType)
Link to the party acting as beneficiary.
Type:
Content:
empty, 1 attribute
Defined:
locally within Beneficiary complexType; see XML source
bermudaExercise
The parameters for defining the exercise period for a Bermuda style option together with any rules governing the notional amount of the underlying which can be exercised on any given exercise date and any associated exercise fees.
Type:
Content:
complex, 1 attribute, 7 elements
Subst.Gr:
may substitute for element exercise
Defined:
globally; see XML source
Used:
never
bermudaExerciseDates (in bermudaExercise)
The dates the define the Bermuda option exercise dates and the expiration date.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
locally within BermudaExercise complexType; see XML source
brokerConfirmation
Specifies the deails for a broker confirm.
Type:
Content:
complex, 1 element
Defined:
locally within Documentation complexType; see XML source
brokerConfirmationType
The type of broker confirmation executed between the parties.
Type:
Content:
simple, 1 attribute
Defined:
locally within BrokerConfirmation complexType; see XML source
businessCenter (defined in BusinessCenters complexType)
Type:
Content:
simple, 2 attributes
Defined:
locally within BusinessCenters complexType; see XML source
businessCenter (defined in BusinessCenterTime complexType)
Type:
Content:
simple, 2 attributes
Defined:
locally within BusinessCenterTime complexType; see XML source
businessCenter (defined in ExerciseNotice complexType)
Type:
Content:
simple, 2 attributes
Defined:
locally within ExerciseNotice complexType; see XML source
businessCenters (defined in BusinessCentersOrReference.model group)
Type:
Content:
complex, 1 attribute, 1 element
Defined:
businessCentersReference
A pointer style reference to a set of financial business centers defined elsewhere in the document.
Type:
Content:
empty, 1 attribute
Defined:
businessDayConvention (defined in BusinessDayAdjustments complexType)
The convention for adjusting a date if it would otherwise fall on a day that is not a business day.
Type:
Content:
simple
Defined:
locally within BusinessDayAdjustments complexType; see XML source
businessDayConvention (defined in DateOffset complexType)
The convention for adjusting a date if it would otherwise fall on a day that is not a business day.
Type:
Content:
simple
Defined:
locally within DateOffset complexType; see XML source
businessDayConvention (defined in RelativeDateOffset complexType)
The convention for adjusting a date if it would otherwise fall on a day that is not a business day.
Type:
Content:
simple
Defined:
locally within RelativeDateOffset complexType; see XML source
businessDayConvention (in businessDateRange)
The convention for adjusting a date if it would otherwise fall on a day that is not a business day.
Type:
Content:
simple
Defined:
locally within BusinessDateRange complexType; see XML source
businessUnit
Optional organization unit information used to describe the organization units (e.g. trading desks) involved in a transaction or business process .
Type:
Content:
complex, 1 attribute, 4 elements
Defined:
locally within Party.model group; see XML source
businessUnitId
An identifier used to uniquely identify organization unit
Type:
Content:
simple, 1 attribute
Defined:
locally within BusinessUnit complexType; see XML source
businessUnitReference (in person)
The unit for which the indvidual works.
Type:
Content:
empty, 1 attribute
Defined:
locally within Person complexType; see XML source
businessUnitReference (in relatedBusinessUnit)
The unit that is related to this.
Type:
Content:
empty, 1 attribute
Defined:
locally within RelatedBusinessUnit complexType; see XML source
buyer (defined in Strike complexType)
The buyer of the option
Type:
Content:
simple, 1 attribute
Defined:
locally within Strike complexType; see XML source
buyer (defined in StrikeSchedule complexType)
The buyer of the option
Type:
Content:
simple, 1 attribute
Defined:
locally within StrikeSchedule complexType; see XML source
buyerAccountReference
A reference to the account that buys this instrument.
Type:
Content:
empty, 1 attribute
Defined:
buyerPartyReference (defined in BuyerSeller.model group)
A reference to the party that buys this instrument, ie. pays for this instrument and receives the rights defined by it.
Type:
Content:
empty, 1 attribute
Defined:
calculationAgentParty
The ISDA calculation agent responsible for performing duties as defined in the applicable product definitions.
Type:
Content:
simple
Defined:
locally within CalculationAgent complexType; see XML source
calculationAgentPartyReference
A pointer style reference to a party identifier defined elsewhere in the document.
Type:
Content:
empty, 1 attribute
Defined:
locally within CalculationAgent complexType; see XML source
calculationEndDate
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
locally within PeriodicDates complexType; see XML source
calculationPeriodDatesAdjustments (defined in PeriodicDates complexType)
The business day convention to apply to each calculation period end date if it would otherwise fall on a day that is not a business day in the specified financial business centers.
Type:
Content:
complex, 1 attribute, 3 elements
Defined:
locally within PeriodicDates complexType; see XML source
calculationPeriodFrequency (defined in PeriodicDates complexType)
The frequency at which calculation period end dates occur with the regular part of the calculation period schedule and their roll date convention.
Type:
Content:
complex, 1 attribute, 3 elements
Defined:
locally within PeriodicDates complexType; see XML source
calculationPeriodNumberOfDays (in futureValueNotional)
The number of days from the adjusted calculation period start date to the adjusted value date, calculated in accordance with the applicable day count fraction.
Type:
xsd:positiveInteger
Content:
simple
Defined:
locally within FutureValueAmount complexType; see XML source
calculationStartDate
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
locally within PeriodicDates complexType; see XML source
capRateSchedule
The cap rate or cap rate schedule, if any, which applies to the floating rate.
Type:
Content:
complex, 1 attribute, 4 elements
Defined:
locally within FloatingRate complexType; see XML source
cashflowAmount
Cash flow amount in a given currency to be paid/received.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
locally within GrossCashflow complexType; see XML source
cashflowId
Unique identifier for a cash flow.
Type:
Content:
simple, 1 attribute
Defined:
locally within GrossCashflow complexType; see XML source
cashflowType (in grossCashflow)
Defines the type of cash flow.
Type:
Content:
simple, 1 attribute
Defined:
locally within GrossCashflow complexType; see XML source
cashSettlementReferenceBanks (in settlementRateSource defined in YieldCurveMethod complexType)
A container for a set of reference institutions.
Type:
Content:
complex, 1 attribute, 1 element
Defined:
locally within SettlementRateSource complexType; see XML source
city
The city component of a postal address.
Type:
Content:
simple
Defined:
locally within Address complexType; see XML source
classification
The party's industry sector classification.
Type:
Content:
simple, 1 attribute
Defined:
clearedPhysicalSettlement
Specifies whether the swap resulting from physical settlement of the swaption transaction will clear through a clearing house.
Type:
xsd:boolean
Content:
simple
Defined:
collateralValueAllocation
Collateral allocation by value.
Type:
Content:
complex, 2 elements
Defined:
commencementDate (defined in SharedAmericanExercise complexType)
The first day of the exercise period for an American style option.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
locally within SharedAmericanExercise complexType; see XML source
commencementDate (in americanExercise)
The first day of the exercise period for an American style option.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
locally within AmericanExercise complexType; see XML source
comments (defined in Resource complexType)
Any additional comments that are deemed necessary.
Type:
Content:
simple
Defined:
locally within Resource complexType; see XML source
componentDescription
Text description of the component
Type:
Content:
simple
Defined:
locally within FormulaComponent complexType; see XML source
compoundingMethod (in interestAccrualsMethod)
If more that one calculation period contributes to a single payment amount this element specifies whether compounding is applicable, and if so, what compounding method is to be used.
Type:
Content:
simple
Defined:
contactInfo (defined in Party.model group)
Information on how to contact the party using various means.
Type:
Content:
complex, 3 elements
Defined:
locally within Party.model group; see XML source
contactInfo (in businessUnit)
Information on how to contact the unit using various means.
Type:
Content:
complex, 3 elements
Defined:
locally within BusinessUnit complexType; see XML source
contactInfo (in person)
Information on how to contact the individual using various means.
Type:
Content:
complex, 3 elements
Defined:
locally within Person complexType; see XML source
contractualDefinitions (in documentation)
The definitions such as those published by ISDA that will define the terms of the trade.
Type:
Content:
simple, 1 attribute
Defined:
locally within Documentation complexType; see XML source
contractualMatrix
A reference to a contractual matrix of elected terms/values (such as those published by ISDA) that shall be deemed to apply to the trade.
Type:
Content:
complex, 3 elements
Defined:
locally within Documentation complexType; see XML source
contractualTermsSupplement (in documentation)
A contractual supplement (such as those published by ISDA) that will apply to the trade.
Type:
Content:
complex, 2 elements
Defined:
locally within Documentation complexType; see XML source
correspondentInformation
The information required to identify the correspondent bank that will make delivery of the funds on the paying bank's behalf in the country where the payment is to be made
Type:
Content:
complex, 4 elements
Defined:
locally within SettlementInstruction complexType; see XML source
correspondentPartyReference
Link to the party acting as correspondent.
Type:
Content:
empty, 1 attribute
Defined:
country (defined in Address complexType)
The ISO 3166 standard code for the country within which the postal address is located.
Type:
Content:
simple, 1 attribute
Defined:
locally within Address complexType; see XML source
country (defined in PartyInformation.model group)
The country where the party is domiciled.
Type:
Content:
simple, 1 attribute
Defined:
country (in businessUnit)
The ISO 3166 standard code for the country where the individual works.
Type:
Content:
simple, 1 attribute
Defined:
locally within BusinessUnit complexType; see XML source
country (in person)
The ISO 3166 standard code for the country where the individual works.
Type:
Content:
simple, 1 attribute
Defined:
locally within Person complexType; see XML source
creditRating
The party's credit rating.
Type:
Content:
simple, 1 attribute
Defined:
creditSupportAgreement
The agreement executed between the parties and intended to govern collateral arrangement for all OTC derivatives transactions between those parties.
Type:
Content:
complex, 3 elements
Defined:
locally within Documentation complexType; see XML source
currency (defined in AmountSchedule complexType)
The currency in which an amount is denominated.
Type:
Content:
simple, 1 attribute
Defined:
locally within AmountSchedule complexType; see XML source
currency (defined in CashflowNotional complexType)
The currency in which an amount is denominated.
Type:
Content:
simple, 1 attribute
Defined:
locally within CashflowNotional complexType; see XML source
currency (defined in MoneyBase complexType)
The currency in which an amount is denominated.
Type:
Content:
simple, 1 attribute
Defined:
locally within MoneyBase complexType; see XML source
currency (defined in NonNegativeAmountSchedule complexType)
The currency in which an amount is denominated.
Type:
Content:
simple, 1 attribute
Defined:
currency (defined in PricingStructure complexType)
The currency that the structure is expressed in (this is relevant mostly for the Interes Rates asset class).
Type:
Content:
simple, 1 attribute
Defined:
locally within PricingStructure complexType; see XML source
currency1 (defined in QuotedCurrencyPair complexType)
The first currency specified when a pair of currencies is to be evaluated.
Type:
Content:
simple, 1 attribute
Defined:
locally within QuotedCurrencyPair complexType; see XML source
currency2 (defined in QuotedCurrencyPair complexType)
The second currency specified when a pair of currencies is to be evaluated.
Type:
Content:
simple, 1 attribute
Defined:
locally within QuotedCurrencyPair complexType; see XML source
date (defined in DateList complexType)
Type:
xsd:date
Content:
simple
Defined:
locally within DateList complexType; see XML source
date (in creditSupportAgreement)
The date of the agreement executed between the parties and intended to govern collateral arrangements for all OTC derivatives transactions between those parties.
Type:
xsd:date
Content:
simple
Defined:
locally within CreditSupportAgreement complexType; see XML source
dateAdjustments (defined in AdjustableDate.model group)
The business day convention and financial business centers used for adjusting the date if it would otherwise fall on a day that is not a business date in the specified business centers.
Type:
Content:
complex, 1 attribute, 3 elements
Defined:
dateAdjustments (defined in AdjustableDate2 complexType)
The business day convention and financial business centers used for adjusting the date if it would otherwise fall on a day that is not a business dat in the specified business centers.
Type:
Content:
complex, 1 attribute, 3 elements
Defined:
locally within AdjustableDate2 complexType; see XML source
dateAdjustments (defined in AdjustableDates complexType)
The business day convention and financial business centers used for adjusting the date if it would otherwise fall on a day that is not a business dat in the specified business centers.
Type:
Content:
complex, 1 attribute, 3 elements
Defined:
locally within AdjustableDates complexType; see XML source
dateAdjustmentsReference
A pointer style reference to date adjustments defined elsewhere in the document.
Type:
Content:
empty, 1 attribute
Defined:
locally within AdjustableDate2 complexType; see XML source
dateOffset (defined in RelativeDateSequence complexType)
Type:
Content:
complex, 1 attribute, 4 elements
Defined:
locally within RelativeDateSequence complexType; see XML source
dateRelativeTo (defined in RelativeDateOffset complexType)
Specifies the anchor as an href attribute.
Type:
Content:
empty, 1 attribute
Defined:
locally within RelativeDateOffset complexType; see XML source
dateRelativeTo (defined in RelativeDateSequence complexType)
Specifies the anchor as an href attribute.
Type:
Content:
empty, 1 attribute
Defined:
locally within RelativeDateSequence complexType; see XML source
dateTime (in averagingDateTimes)
Type:
xsd:dateTime
Content:
simple
Defined:
locally within DateTimeList complexType; see XML source
dayType (defined in Offset complexType)
In the case of an offset specified as a number of days, this element defines whether consideration is given as to whether a day is a good business day or not.
Type:
Content:
simple
Defined:
locally within Offset complexType; see XML source
depositoryPartyReference
Reference to the depository of the settlement.
Type:
Content:
empty, 1 attribute
Defined:
locally within SettlementInstruction complexType; see XML source
discountFactor (defined in Payment complexType)
The value representing the discount factor used to calculate the present value of the cash flow.
Type:
xsd:decimal
Content:
simple
Defined:
locally within Payment complexType; see XML source
discountFactor (in premium defined in OptionBaseExtended complexType)
The value representing the discount factor used to calculate the present value of the cash flow.
Type:
xsd:decimal
Content:
simple
Defined:
earliestExerciseTime (in americanExercise)
The earliest time at which notice of exercise can be given by the buyer to the seller (or seller's agent) i) on the expriation date, in the case of a European style option, (ii) on each bermuda option exercise date and the expiration date, in the case of a Bermuda style option the commencement date to, and including, the expiration date , in the case of an American option.
Type:
Content:
complex, 2 elements
Defined:
locally within AmericanExercise complexType; see XML source
earliestExerciseTime (in bermudaExercise)
The earliest time at which notice of exercise can be given by the buyer to the seller (or seller's agent) i) on the expriation date, in the case of a European style option, (ii) on each bermuda option exercise date and the expiration date, in the case of a Bermuda style option the commencement date to, and including, the expiration date , in the case of an American option.
Type:
Content:
complex, 2 elements
Defined:
locally within BermudaExercise complexType; see XML source
earliestExerciseTime (in europeanExercise)
The earliest time at which notice of exercise can be given by the buyer to the seller (or seller's agent) i) on the expriation date, in the case of a European style option, (ii) on each bermuda option exercise date and the expiration date, in the case of a Bermuda style option the commencement date to, and including, the expiration date , in the case of an American option.
Type:
Content:
complex, 2 elements
Defined:
locally within EuropeanExercise complexType; see XML source
effectiveDate (defined in DirectionalLeg complexType)
Specifies the effective date of this leg of the swap.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
locally within DirectionalLeg complexType; see XML source
effectiveDate (defined in VersionHistory.model group)
Optionally it is possible to specify a version effective date when a versionId is supplied.
Type:
Content:
simple, 1 attribute
Defined:
email
An address on an electronic mail or messaging sysem .
Type:
Content:
simple
Defined:
locally within ContactInformation complexType; see XML source
endDate (defined in Period.model group)
Date on which this period ends.
Type:
xsd:date
Content:
simple
Defined:
locally within Period.model group; see XML source
entityId (defined in LegalEntity complexType)
A legal entity identifier (e.g.
Type:
Content:
simple, 1 attribute
Defined:
locally within LegalEntity complexType; see XML source
entityId (defined in LegalEntity complexType)
A legal entity identifier (e.g.
Type:
Content:
simple, 1 attribute
Defined:
locally within LegalEntity complexType; see XML source
entityName
The name of the reference entity.
Type:
Content:
simple, 1 attribute
Defined:
locally within LegalEntity complexType; see XML source
europeanExercise
The parameters for defining the exercise period for a European style option together with any rules governing the notional amount of the underlying which can be exercised on any given exercise date and any associated exercise fees.
Type:
Content:
complex, 1 attribute, 6 elements
Subst.Gr:
may substitute for element exercise
Defined:
globally; see XML source
Used:
never
exercise
An placeholder for the actual option exercise definitions.
Type:
Content:
empty, 1 attribute
Abstract:
(may not be used directly in instance XML documents)
Subst.Gr:
may be substituted with 3 elements
Defined:
globally; see XML source
Used:
exerciseFee
A fee to be paid on exercise.
Type:
Content:
complex, 8 elements
Defined:
locally within EuropeanExercise complexType; see XML source
exerciseFeeSchedule (in americanExercise)
The fees associated with an exercise date.
Type:
Content:
complex, 8 elements
Defined:
locally within AmericanExercise complexType; see XML source
exerciseFeeSchedule (in bermudaExercise)
The fees associated with an exercise date.
Type:
Content:
complex, 8 elements
Defined:
locally within BermudaExercise complexType; see XML source
exerciseNotice (in manualExercise defined in ExerciseProcedure complexType)
Definition of the party to whom notice of exercise should be given.
Type:
Content:
complex, 3 elements
Defined:
locally within ManualExercise complexType; see XML source
exerciseNoticePartyReference
The party referenced is the party to which notice of exercise should be given by the buyer.
Type:
Content:
empty, 1 attribute
Defined:
locally within ExerciseNotice complexType; see XML source
expirationDate (defined in SharedAmericanExercise complexType)
The last day within an exercise period for an American style option.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
locally within SharedAmericanExercise complexType; see XML source
expirationDate (in americanExercise)
The last day within an exercise period for an American style option.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
locally within AmericanExercise complexType; see XML source
expirationDate (in europeanExercise)
The last day within an exercise period for an American style option.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
locally within EuropeanExercise complexType; see XML source
expirationTime (in americanExercise)
The latest time for exercise on expirationDate.
Type:
Content:
complex, 2 elements
Defined:
locally within AmericanExercise complexType; see XML source
expirationTime (in bermudaExercise)
The latest time for exercise on expirationDate.
Type:
Content:
complex, 2 elements
Defined:
locally within BermudaExercise complexType; see XML source
expirationTime (in europeanExercise)
The latest time for exercise on expirationDate.
Type:
Content:
complex, 2 elements
Defined:
locally within EuropeanExercise complexType; see XML source
fallbackExercise
If fallback exercise is specified then the notional amount of the underlying swap, not previously exercised under the swaption, will be automatically exercised at the expiration time on the expiration date if at such time the buyer is in-the-money, provided that the difference between the settlement rate and the fixed rate under the relevant underlying swap is not less than one tenth of a percentage point (0.10% or 0.001).
Type:
xsd:boolean
Content:
simple
Defined:
locally within ManualExercise complexType; see XML source
feeAmount
The amount of fee to be paid on exercise.
Type:
xsd:decimal
Content:
simple
Defined:
locally within ExerciseFee complexType; see XML source
feeAmountSchedule
The exercise fee amount schedule.
Type:
Content:
complex, 1 attribute, 3 elements
Defined:
locally within ExerciseFeeSchedule complexType; see XML source
feePaymentDate (defined in ExerciseFeeSchedule complexType)
The date on which exercise fee(s) will be paid.
Type:
Content:
complex, 1 attribute, 8 elements
Defined:
locally within ExerciseFeeSchedule complexType; see XML source
feePaymentDate (in exerciseFee)
The date on which exercise fee(s) will be paid.
Type:
Content:
complex, 1 attribute, 8 elements
Defined:
locally within ExerciseFee complexType; see XML source
feeRate
A fee represented as a percentage of some referenced notional.
Type:
xsd:decimal
Content:
simple
Defined:
locally within ExerciseFee complexType; see XML source
feeRateSchedule
The exercise free rate schedule.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
locally within ExerciseFeeSchedule complexType; see XML source
finalExchange
A true/false flag to indicate whether there is a final exchange of principal on the termination date.
Type:
xsd:boolean
Content:
simple
Defined:
locally within PrincipalExchanges complexType; see XML source
finalRateRounding
The rounding convention to apply to the final rate used in determination of a calculation period amount.
Type:
Content:
complex, 2 elements
Defined:
firstName
Given name, such as John or Mary.
Type:
Content:
simple
Defined:
locally within Person complexType; see XML source
fixedRate (defined in InterestAccrualsMethod complexType)
The calculation period fixed rate.
Type:
xsd:decimal
Content:
simple
Defined:
locally within InterestAccrualsMethod complexType; see XML source
fixedRate (in underlyerFinancing)
The calculation period fixed rate.
Type:
xsd:decimal
Content:
simple
Defined:
locally within UnderlyerInterestLeg complexType; see XML source
fixing (defined in FxCashSettlement complexType)
Specifies the source for and timing of a fixing of an exchange rate.
Type:
Content:
complex, 3 elements
Defined:
locally within FxCashSettlement complexType; see XML source
fixing (defined in FxCashSettlementSimple complexType)
Specifies the source for and timing of a fixing of an exchange rate.
Type:
Content:
complex, 3 elements
Defined:
locally within FxCashSettlementSimple complexType; see XML source
fixingDate (defined in FxFixing complexType)
Describes the specific date when a non-deliverable forward or cash-settled option will "fix" against a particular rate, which will be used to compute the ultimate cash settlement.
Type:
xsd:date
Content:
simple
Defined:
locally within FxFixing complexType; see XML source
fixingDate (defined in FxRateSourceFixing complexType)
The date on which the fixing is scheduled to occur.
Type:
Content:
complex, 1 attribute, 3 elements
Defined:
locally within FxRateSourceFixing complexType; see XML source
fixingTime (defined in FxInformationSource complexType)
The time that the fixing will be taken along with a business center to define the time zone
Type:
Content:
complex, 2 elements
Defined:
locally within FxInformationSource complexType; see XML source
fixingTime (defined in FxSpotRateSource complexType)
The time at which the spot currency exchange rate will be observed.
Type:
Content:
complex, 2 elements
Defined:
locally within FxSpotRateSource complexType; see XML source
floatingRate (defined in StubValue complexType)
The rates to be applied to the initial or final stub may be the linear interpolation of two different rates.
Type:
Content:
complex, 1 attribute, 7 elements
Defined:
locally within StubValue complexType; see XML source
floatingRateCalculation (defined in InterestAccrualsMethod complexType)
The floating rate calculation definitions
Type:
Content:
complex, 1 attribute, 11 elements
Defined:
locally within InterestAccrualsMethod complexType; see XML source
floatingRateIndex (defined in FloatingRateIndex.model group)
Type:
Content:
simple, 1 attribute
Defined:
floatingRateIndex (in forecastRateIndex)
The ISDA Floating Rate Option, i.e. the floating rate index.
Type:
Content:
simple, 1 attribute
Defined:
locally within ForecastRateIndex complexType; see XML source
floatingRateMultiplierSchedule
A rate multiplier or multiplier schedule to apply to the floating rate.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
locally within FloatingRate complexType; see XML source
floorRateSchedule
The floor rate or floor rate schedule, if any, which applies to the floating rate.
Type:
Content:
complex, 1 attribute, 4 elements
Defined:
locally within FloatingRate complexType; see XML source
followUpConfirmation (defined in ExerciseProcedure complexType)
A flag to indicate whether follow-up confirmation of exercise (written or electronic) is required following telephonic notice by the buyer to the seller or seller's agent.
Type:
xsd:boolean
Content:
simple
Defined:
locally within ExerciseProcedure complexType; see XML source
forecastRate (in rateObservation in floatingRateDefinition)
The value representing the forecast rate used to calculate the forecast future value of the accrual period.A value of 1% should be represented as 0.01
Type:
xsd:decimal
Content:
simple
Defined:
locally within RateObservation complexType; see XML source
formula (in formulaComponent)
Additional formulas required to describe this component
Type:
Content:
complex, 3 elements
Defined:
locally within FormulaComponent complexType; see XML source
formulaComponent
Elements describing the components of the formula.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
locally within Formula complexType; see XML source
formulaDescription
Text description of the formula
Type:
Content:
simple
Defined:
locally within Formula complexType; see XML source
fxSpotRateSource (defined in FxFixing complexType)
Specifies the methodology (reference source and, optionally, fixing time) to be used for determining a currency conversion rate.
Type:
Content:
complex, 3 elements
Defined:
locally within FxFixing complexType; see XML source
grossCashflow
Payment details of this cash flow component, including currency, amount and payer/payee.
Type:
Content:
complex, 8 elements
Defined:
locally within PaymentDetails complexType; see XML source
groupType
Party Group Type, e.g.
Type:
Content:
simple, 1 attribute
Defined:
locally within Party complexType; see XML source
hexadecimalBinary (defined in Resource complexType)
Provides extra information as binary contents coded in hexadecimal.
Type:
xsd:hexBinary
Content:
simple
Defined:
locally within Resource complexType; see XML source
honorific
An honorific title, such as Mr., Ms., Dr. etc.
Type:
Content:
simple
Defined:
locally within Person complexType; see XML source
hourMinuteTime (defined in BusinessCenterTime complexType)
A time specified in hh:mm:ss format where the second component must be '00', e.g. 11am would be represented as 11:00:00.
Type:
Content:
simple
Defined:
locally within BusinessCenterTime complexType; see XML source
hourMinuteTime (defined in PrevailingTime complexType)
A time specified in hh:mm:ss format where the second component must be '00', e.g. 11am would be represented as 11:00:00.
Type:
Content:
simple
Defined:
locally within PrevailingTime complexType; see XML source
identifier (in creditSupportAgreement)
An identifier used to uniquely identify the CSA
Type:
Content:
simple, 1 attribute
Defined:
locally within CreditSupportAgreement complexType; see XML source
increasedCostOfStockBorrow
If true, then increased cost of stock borrow is applicable.
Type:
xsd:boolean
Content:
simple
Defined:
independentAmount
Independent Amount is an amount that usually less creditworthy counterparties are asked to provide.
Type:
Content:
complex, 5 elements
Defined:
locally within Collateral complexType; see XML source
indexTenor (defined in FloatingRateIndex.model group)
The ISDA Designated Maturity, i.e. the tenor of the floating rate.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
indexTenor (in forecastRateIndex)
The ISDA Designated Maturity, i.e. the tenor of the floating rate.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
locally within ForecastRateIndex complexType; see XML source
informationSource (in settlementRateSource defined in YieldCurveMethod complexType)
The information source where a published or displayed market rate will be obtained, e.g.
Type:
Content:
complex, 3 elements
Defined:
locally within SettlementRateSource complexType; see XML source
initial
Type:
Content:
simple
Defined:
locally within Person complexType; see XML source
initialExchange
A true/false flag to indicate whether there is an initial exchange of principal on the effective date.
Type:
xsd:boolean
Content:
simple
Defined:
locally within PrincipalExchanges complexType; see XML source
initialRate
The initial floating rate reset agreed between the principal parties involved in the trade.
Type:
xsd:decimal
Content:
simple
Defined:
initialStockLoanRate
Specifies the initial stock loan rate for Increased Cost of Stock Borrow.
Type:
Content:
simple
Defined:
initialValue (defined in NonNegativeSchedule complexType)
The non-negative initial rate or amount, as the case may be.
Type:
Content:
simple
Defined:
locally within NonNegativeSchedule complexType; see XML source
initialValue (defined in Schedule complexType)
The initial rate or amount, as the case may be.
Type:
xsd:decimal
Content:
simple
Defined:
locally within Schedule complexType; see XML source
integralMultipleAmount
A notional amount which restricts the amount of notional that can be exercised when partial exercise or multiple exercise is applicable.
Type:
xsd:decimal
Content:
simple
Defined:
intermediaryInformation
Information to identify an intermediary through which payment will be made by the correspondent bank to the ultimate beneficiary of the funds.
Type:
Content:
complex, 5 elements
Defined:
locally within SettlementInstruction complexType; see XML source
intermediaryPartyReference
Reference to the party acting as intermediary.
Type:
Content:
empty, 1 attribute
Defined:
intermediarySequenceNumber
A sequence number that gives the position of the current intermediary in the chain of payment intermediaries.
Type:
xsd:positiveInteger
Content:
simple
Defined:
intermediateExchange
A true/false flag to indicate whether there are intermediate or interim exchanges of principal during the term of the swap.
Type:
xsd:boolean
Content:
simple
Defined:
locally within PrincipalExchanges complexType; see XML source
issuer (defined in IssuerTradeId.model group)
Type:
Content:
simple, 1 attribute
Defined:
jurisdiction
The legal jurisdiction of the entity's registration.
Type:
Content:
simple, 1 attribute
Defined:
language
Indicates the language of the resource, described using the ISO 639-2/T Code.
Type:
Content:
simple, 1 attribute
Defined:
locally within Resource complexType; see XML source
latestExerciseTime (defined in SharedAmericanExercise complexType)
For a Bermuda or American style option, the latest time on an exercise business day (excluding the expiration date) within the exercise period that notice can be given by the buyer to the seller or seller's agent.
Type:
Content:
complex, 2 elements
Defined:
locally within SharedAmericanExercise complexType; see XML source
latestExerciseTime (in americanExercise)
For a Bermuda or American style option, the latest time on an exercise business day (excluding the expiration date) within the exercise period that notice can be given by the buyer to the seller or seller's agent.
Type:
Content:
complex, 2 elements
Defined:
locally within AmericanExercise complexType; see XML source
latestExerciseTime (in bermudaExercise)
For a Bermuda or American style option, the latest time on an exercise business day (excluding the expiration date) within the exercise period that notice can be given by the buyer to the seller or seller's agent.
Type:
Content:
complex, 2 elements
Defined:
locally within BermudaExercise complexType; see XML source
latestExerciseTimeDetermination (defined in SharedAmericanExercise complexType)
Latest exercise time determination method.
Type:
Content:
simple, 2 attributes
Defined:
locally within SharedAmericanExercise complexType; see XML source
legId
Identity of this leg.
Type:
Content:
simple, 1 attribute
Defined:
locally within LegIdentifier complexType; see XML source
legIdentifier
Version aware identification of this leg.
Type:
Content:
complex, 3 elements
Defined:
locally within DirectionalLeg complexType; see XML source
length
Indicates the length of the resource.
Type:
Content:
complex, 2 elements
Defined:
locally within Resource complexType; see XML source
lengthUnit
The length unit of the resource.
Type:
Content:
simple
Defined:
locally within ResourceLength complexType; see XML source
lengthValue
The length value of the resource.
Type:
xsd:decimal
Content:
simple
Defined:
locally within ResourceLength complexType; see XML source
limitationPercentage
Specifies the limitation percentage in Average Daily trading volume.
Type:
Content:
simple
Defined:
limitationPeriod
Specifies the limitation period for Average Daily trading volume in number of days.
Type:
xsd:nonNegativeInteger
Content:
simple
Defined:
limitedRightToConfirm
Has the meaning defined as part of the 1997 ISDA Government Bond Option Definitions, section 4.5 Limited Right to Confirm Exercise.
Type:
xsd:boolean
Content:
simple
Defined:
locally within ExerciseProcedure complexType; see XML source
location (defined in PrevailingTime complexType)
The geographic location to which the hourMinuteTime applies.
Type:
Content:
simple, 1 attribute
Defined:
locally within PrevailingTime complexType; see XML source
lossOfStockBorrow
If true, then loss of stock borrow is applicable.
Type:
xsd:boolean
Content:
simple
Defined:
manualExercise (defined in ExerciseProcedure complexType)
Specifies that the notice of exercise must be given by the buyer to the seller or seller's agent.
Type:
Content:
complex, 2 elements
Defined:
locally within ExerciseProcedure complexType; see XML source
manualExercise (in exerciseProcedure in optionExpiry defined in OptionsEvents.model group)
Specifies that the notice of exercise must be given by the buyer to the seller or seller's agent.
Type:
Content:
empty
Defined:
masterAgreement
The agreement executed between the parties and intended to govern all OTC derivatives transactions between those parties.
Type:
Content:
complex, 4 elements
Defined:
locally within Documentation complexType; see XML source
masterAgreementDate
The date on which the master agreement was signed.
Type:
xsd:date
Content:
simple
Defined:
locally within MasterAgreement complexType; see XML source
masterAgreementId
An identifier that has been created to identify the master agreement.
Type:
Content:
simple, 1 attribute
Defined:
locally within MasterAgreement complexType; see XML source
masterAgreementType
The agreement executed between the parties and intended to govern product-specific derivatives transactions between those parties.
Type:
Content:
simple, 1 attribute
Defined:
locally within MasterAgreement complexType; see XML source
masterAgreementVersion
The version of the master agreement.
Type:
Content:
simple, 1 attribute
Defined:
locally within MasterAgreement complexType; see XML source
masterConfirmation
The agreement executed between the parties and intended to govern all OTC derivatives transactions between those parties.
Type:
Content:
complex, 4 elements
Defined:
locally within Documentation complexType; see XML source
masterConfirmationAnnexDate
The date that an annex to the master confirmation was executed between the parties.
Type:
xsd:date
Content:
simple
Defined:
locally within MasterConfirmation complexType; see XML source
masterConfirmationAnnexType
The type of master confirmation annex executed between the parties.
Type:
Content:
simple, 1 attribute
Defined:
locally within MasterConfirmation complexType; see XML source
masterConfirmationDate (in masterConfirmation)
The date of the confirmation executed between the parties and intended to govern all relevant transactions between those parties.
Type:
xsd:date
Content:
simple
Defined:
locally within MasterConfirmation complexType; see XML source
masterConfirmationType
The type of master confirmation executed between the parties.
Type:
Content:
simple, 1 attribute
Defined:
locally within MasterConfirmation complexType; see XML source
math
An element for containing an XML representation of the formula.
Type:
Content:
mixed (allows character data), elem. wildcard
Defined:
locally within Formula complexType; see XML source
matrixTerm
Defines any applicable key into the relevant matrix.
Type:
Content:
simple, 1 attribute
Defined:
locally within ContractualMatrix complexType; see XML source
matrixType
Identifies the form of applicable matrix.
Type:
Content:
simple, 1 attribute
Defined:
locally within ContractualMatrix complexType; see XML source
maximumNotionalAmount (defined in MultipleExercise complexType)
The maximum notional amount that can be exercised on a given exercise date.
Type:
xsd:decimal
Content:
simple
Defined:
locally within MultipleExercise complexType; see XML source
maximumNumberOfOptions (defined in MultipleExercise complexType)
The maximum number of options that can be exercised on a given exercise date.
Type:
Content:
simple
Defined:
locally within MultipleExercise complexType; see XML source
maximumStockLoanRate
Specifies the maximum stock loan rate for Loss of Stock Borrow.
Type:
Content:
simple
Defined:
middleName
Type:
Content:
simple
Defined:
locally within Person complexType; see XML source
mimeType (defined in Resource complexType)
Indicates the type of media used to store the content. mimeType is used to determine the software product(s) that can read the content.
Type:
Content:
simple, 1 attribute
Defined:
locally within Resource complexType; see XML source
minimumNotionalAmount (defined in PartialExercise.model group)
The minimum notional amount that can be exercised on a given exercise date.
Type:
xsd:decimal
Content:
simple
Defined:
minimumNumberOfOptions (defined in PartialExercise.model group)
The minimum number of options that can be exercised on a given exercise date.
Type:
xsd:nonNegativeInteger
Content:
simple
Defined:
multipleExercise (in americanExercise)
As defined in the 2000 ISDA Definitions, Section 12.4.
Type:
Content:
complex, 6 elements
Defined:
locally within AmericanExercise complexType; see XML source
multipleExercise (in bermudaExercise)
As defined in the 2000 ISDA Definitions, Section 12.4.
Type:
Content:
complex, 6 elements
Defined:
locally within BermudaExercise complexType; see XML source
name (defined in PricingStructure complexType)
The name of the structure, e.g "USDLIBOR-3M EOD Curve".
Type:
Content:
simple
Defined:
locally within PricingStructure complexType; see XML source
name (defined in Resource complexType)
The name of the resource.
Type:
Content:
simple
Defined:
locally within Resource complexType; see XML source
name (in businessUnit)
A name used to describe the organization unit
Type:
Content:
simple
Defined:
locally within BusinessUnit complexType; see XML source
negativeInterestRateTreatment
The specification of any provisions for calculating payment obligations when a floating rate is negative (either due to a quoted negative floating rate or by operation of a spread that is subtracted from the floating rate).
Type:
Content:
simple
Defined:
nonstandardSettlementRate
Indicates that a non-standard rate source will be used for the fixing.
Type:
Content:
complex, 4 elements
Defined:
locally within FxSettlementRateSource complexType; see XML source
notionalAmount (defined in FxCashSettlement complexType)
The amount of money that the settlement will be derived from.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
locally within FxCashSettlement complexType; see XML source
notionalReference (defined in ExerciseFeeSchedule complexType)
A pointer style reference to the associated notional schedule defined elsewhere in the document.
Type:
Content:
empty, 1 attribute
Defined:
locally within ExerciseFeeSchedule complexType; see XML source
notionalReference (defined in PartialExercise.model group)
A pointer style reference to the associated notional schedule defined elsewhere in the document.
Type:
Content:
empty, 1 attribute
Defined:
notionalReference (in exerciseFee)
A pointer style reference to the associated notional schedule defined elsewhere in the document.
Type:
Content:
empty, 1 attribute
Defined:
locally within ExerciseFee complexType; see XML source
number (in telephone)
A telephonic contact.
Type:
Content:
simple
Defined:
locally within TelephoneNumber complexType; see XML source
numberOfUnits
The number of units (index or securities).
Type:
Content:
simple
Defined:
observationWeight
The number of days weighting to be associated with the rate observation, i.e. the number of days such rate is in effect.
Type:
xsd:positiveInteger
Content:
simple
Defined:
locally within RateObservation complexType; see XML source
observedRate
The actual observed rate before any required rate treatment is applied, e.g. before converting a rate quoted on a discount basis to an equivalent yield.
Type:
xsd:decimal
Content:
simple
Defined:
locally within RateObservation complexType; see XML source
offset (defined in OffsetPrevailingTime complexType)
Indicates whether time applies to the actual day specified (in which case this element should be omitted) the day prior to that day (in which case periodMultiplier should be -1 and period should be Day) or the day subsequent to that day (in which case periodMultiplier should be 1 and period should be Day).
Type:
Content:
complex, 1 attribute, 3 elements
Defined:
locally within OffsetPrevailingTime complexType; see XML source
onBehalfOf (defined in OnBehalfOf.model group)
Indicates which party (or parties) (and accounts) a trade or event is being processed for.
Type:
Content:
complex, 2 elements
Defined:
organizationType
The type of an organization's participantion in the OTC derivatives market.
Type:
Content:
simple, 1 attribute
Defined:
partialExercise
As defined in the 2000 ISDA Definitions, Section 12.3.
Type:
Content:
complex, 4 elements
Defined:
locally within EuropeanExercise complexType; see XML source
party (defined in PartiesAndAccounts.model group)
A legal entity or a subdivision of a legal entity.
Type:
Content:
complex, 1 attribute, 13 elements
Defined:
partyId
A party identifier, e.g. a S.W.I.F.T. bank identifier code (BIC).
Type:
Content:
simple, 1 attribute
Defined:
locally within Party.model group; see XML source
partyName
The legal name of the organization.
Type:
Content:
simple, 1 attribute
Defined:
locally within Party.model group; see XML source
partyReference (defined in ExerciseNotice complexType)
The party referenced has allocated the trade identifier.
Type:
Content:
empty, 1 attribute
Defined:
locally within ExerciseNotice complexType; see XML source
partyReference (defined in OnBehalfOf complexType)
The party for which the message reciever should work.
Type:
Content:
empty, 1 attribute
Defined:
locally within OnBehalfOf complexType; see XML source
partyReference (defined in Party complexType)
Reference to a party that is a member of the group of entities that are acting together as a single party in a transaction.
Type:
Content:
empty, 1 attribute
Defined:
locally within Party complexType; see XML source
partyReference (defined in PartyAndAccountReferences.model group)
Reference to a party.
Type:
Content:
empty, 1 attribute
Defined:
partyTradeIdentifierReference
Pointer-style reference to the partyTradeIdentifier block within the tradeIdentifyingItems collection, which identifies the parent trade for this cashflow.
Type:
Content:
empty, 1 attribute
Defined:
locally within GrossCashflow complexType; see XML source
payerAccountReference
A reference to the account responsible for making the payments defined by this structure.
Type:
Content:
empty, 1 attribute
Defined:
locally within Payer.model group; see XML source
payerPartyReference (defined in Payer.model group)
A reference to the party responsible for making the payments defined by this structure.
Type:
Content:
empty, 1 attribute
Defined:
locally within Payer.model group; see XML source
paymentAmount (defined in NonNegativePayment complexType)
Non negative payment amount.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
locally within NonNegativePayment complexType; see XML source
paymentAmount (defined in Payment complexType)
The currency amount of the payment.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
locally within Payment complexType; see XML source
paymentAmount (defined in SimplePayment complexType)
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
locally within SimplePayment complexType; see XML source
paymentAmount (in paymentDetail)
A fixed payment amount.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
locally within PaymentDetail complexType; see XML source
paymentAmount (in paymentDetail)
A fixed payment amount.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
locally within PaymentDetail complexType; see XML source
paymentDate (defined in Payment complexType)
The payment date.
Type:
Content:
complex, 1 attribute, 4 elements
Defined:
locally within Payment complexType; see XML source
paymentDate (defined in PaymentBaseExtended complexType)
The payment date, which can be expressed as either an adjustable or relative date.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
locally within PaymentBaseExtended complexType; see XML source
paymentDate (defined in SimplePayment complexType)
The payment date.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
locally within SimplePayment complexType; see XML source
paymentDate (in paymentDetail)
Payment date.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
locally within PaymentDetail complexType; see XML source
paymentDetail
A container element allowing a schedule of payments associated with the Independent Amount.
Type:
Content:
complex, 1 attribute, 4 elements
Defined:
locally within IndependentAmount complexType; see XML source
paymentReference
The reference to the identified payment strucutre.
Type:
Content:
empty, 1 attribute
Defined:
locally within PaymentDetails complexType; see XML source
paymentRule
A type defining the calculation rule.
Type:
Content:
empty
Defined:
locally within PaymentDetail complexType; see XML source
paymentType (defined in Payment complexType)
A classification of the type of fee or additional payment, e.g. brokerage, upfront fee etc.
Type:
Content:
simple, 1 attribute
Defined:
locally within Payment complexType; see XML source
percentageOfNotional (in premium defined in OptionBaseExtended complexType)
The amount of premium to be paid expressed as a percentage of the notional value of the transaction.
Type:
xsd:decimal
Content:
simple
Defined:
locally within Premium.model group; see XML source
period (defined in Frequency complexType)
A time period, e.g. a day, week, month, year or term of the stream.
Type:
Content:
simple
Defined:
locally within Frequency complexType; see XML source
period (defined in Period complexType)
A time period, e.g. a day, week, month or year of the stream.
Type:
Content:
simple
Defined:
locally within Period complexType; see XML source
periodConvention
Used in conjunction with a frequency and the regular period start date of an observation period, determines each observation period end date within the regular part of a observation period schedule.
Type:
Content:
simple
Defined:
locally within ObservationFrequency complexType; see XML source
periodicDates (defined in AdjustableRelativeOrPeriodicDates complexType)
Type:
Content:
complex, 4 elements
Defined:
periodicDates (defined in AdjustableRelativeOrPeriodicDates2 complexType)
Type:
Content:
complex, 4 elements
Defined:
periodMultiplier (defined in Frequency complexType)
A time period multiplier, e.g. 1, 2 or 3 etc.
Type:
xsd:positiveInteger
Content:
simple
Defined:
locally within Frequency complexType; see XML source
periodMultiplier (defined in Period complexType)
A time period multiplier, e.g. 1, 2 or 3 etc.
Type:
xsd:integer
Content:
simple
Defined:
locally within Period complexType; see XML source
periodSkip
The number of periods in the referenced date schedule that are between each date in the relative date schedule.
Type:
xsd:positiveInteger
Content:
simple
Defined:
locally within RelativeDates complexType; see XML source
person
Optional information about people involved in a transaction or busines process.
Type:
Content:
complex, 1 attribute, 10 elements
Defined:
locally within Party.model group; see XML source
personId
An identifier assigned by a system for uniquely identifying the individual
Type:
Content:
simple, 1 attribute
Defined:
locally within Person complexType; see XML source
personReference
The individual person that is related to this.
Type:
Content:
empty, 1 attribute
Defined:
locally within RelatedPerson complexType; see XML source
postalCode
The code, required for computerised mail sorting systems, that is allocated to a physical address by a national postal authority.
Type:
Content:
simple
Defined:
locally within Address complexType; see XML source
precision (defined in Rounding complexType)
Specifies the rounding precision in terms of a number of decimal places.
Type:
xsd:nonNegativeInteger
Content:
simple
Defined:
locally within Rounding complexType; see XML source
predeterminedClearingOrganizationPartyReference
A reference to the clearing organization (CCP, DCO) to which the trade should be cleared.
Type:
Content:
empty, 1 attribute
Defined:
premiumType (in premium defined in OptionBaseExtended complexType)
Forward start Premium type
Type:
Content:
simple
Defined:
locally within Premium.model group; see XML source
presentValueAmount (defined in Payment complexType)
The amount representing the present value of the forecast payment.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
locally within Payment complexType; see XML source
presentValueAmount (in premium defined in OptionBaseExtended complexType)
The amount representing the present value of the forecast payment.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
pricePerOption (in premium defined in OptionBaseExtended complexType)
The amount of premium to be paid expressed as a function of the number of options.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
locally within Premium.model group; see XML source
primaryAssetClass
A classification of the most important risk class of the trade.
Type:
Content:
simple, 1 attribute
Defined:
locally within Product.model group; see XML source
primaryRateSource (defined in FxSpotRateSource complexType)
The primary source for where the rate observation will occur.
Type:
Content:
complex, 3 elements
Defined:
locally within FxSpotRateSource complexType; see XML source
product
An abstract element used as a place holder for the substituting product elements.
Type:
Content:
complex, 1 attribute, 5 elements
Abstract:
(may not be used directly in instance XML documents)
Subst.Gr:
may be substituted with 47 elements
Defined:
globally; see XML source
Used:
at 50 locations
productId (defined in Product.model group)
A product reference identifier.
Type:
Content:
simple, 1 attribute
Defined:
locally within Product.model group; see XML source
productType (defined in Product.model group)
A classification of the type of product.
Type:
Content:
simple, 1 attribute
Defined:
locally within Product.model group; see XML source
publicationDate (defined in ContractualTermsSupplement complexType)
Specifies the publication date of the applicable version of the contractual supplement.
Type:
xsd:date
Content:
simple
Defined:
publicationDate (in contractualMatrix)
Specifies the publication date of the applicable version of the matrix.
Type:
xsd:date
Content:
simple
Defined:
locally within ContractualMatrix complexType; see XML source
quoteBasis (defined in QuotedCurrencyPair complexType)
The method by which the exchange rate is quoted.
Type:
Content:
simple
Defined:
locally within QuotedCurrencyPair complexType; see XML source
quotedCurrencyPair (defined in FxFixing complexType)
Defines the two currencies for an FX trade and the quotation relationship between the two currencies.
Type:
Content:
complex, 3 elements
Defined:
locally within FxFixing complexType; see XML source
quotedCurrencyPair (defined in FxRate complexType)
Defines the two currencies for an FX trade and the quotation relationship between the two currencies.
Type:
Content:
complex, 3 elements
Defined:
locally within FxRate complexType; see XML source
rate (defined in FxRate complexType)
The rate of exchange between the two currencies of the leg of a deal.
Type:
xsd:decimal
Content:
simple
Defined:
locally within FxRate complexType; see XML source
rateReference
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:
locally within RateObservation complexType; see XML source
rateSource (defined in InformationSource complexType)
An information source for obtaining a market rate.
Type:
Content:
simple, 1 attribute
Defined:
locally within InformationSource complexType; see XML source
rateSourceFixing (defined in FxCashSettlement complexType)
Specifies the source for and timing of a fixing of an exchange rate.
Type:
Content:
complex, 2 elements
Defined:
locally within FxCashSettlement complexType; see XML source
rateSourceFixing (defined in FxCashSettlementSimple complexType)
Specifies the source for and timing of a fixing of an exchange rate.
Type:
Content:
complex, 2 elements
Defined:
locally within FxCashSettlementSimple complexType; see XML source
rateSourcePage (defined in InformationSource complexType)
A specific page for the rate source for obtaining a market rate.
Type:
Content:
simple, 1 attribute
Defined:
locally within InformationSource complexType; see XML source
rateSourcePageHeading (defined in InformationSource complexType)
The heading for the rate source on a given rate source page.
Type:
Content:
simple
Defined:
locally within InformationSource complexType; see XML source
rateTreatment
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:
locally within FloatingRate complexType; see XML source
receiverAccountReference
A reference to the account that receives the payments corresponding to this structure.
Type:
Content:
empty, 1 attribute
Defined:
receiverPartyReference (defined in Receiver.model group)
A reference to the party that receives the payments corresponding to this structure.
Type:
Content:
empty, 1 attribute
Defined:
referenceBank
An institution (party) identified by means of a coding scheme and an optional name.
Type:
Content:
complex, 2 elements
Defined:
referenceBankId
An institution (party) identifier, e.g. a bank identifier code (BIC).
Type:
Content:
simple, 1 attribute
Defined:
locally within ReferenceBank complexType; see XML source
referenceBankName
The name of the institution (party).
Type:
Content:
simple
Defined:
locally within ReferenceBank complexType; see XML source
referenceCurrency (defined in FxCashSettlement complexType)
Type:
Content:
simple, 1 attribute
Defined:
locally within FxCashSettlement complexType; see XML source
referenceCurrency (defined in FxCashSettlementSimple complexType)
Type:
Content:
simple, 1 attribute
Defined:
locally within FxCashSettlementSimple complexType; see XML source
region
A code for a grouping of countries to which this belongs.
Type:
Content:
simple, 1 attribute
Defined:
relativeDate (defined in AdjustableDatesOrRelativeDateOffset complexType)
A series of dates specified as a repeating sequence from a base date.
Type:
Content:
complex, 1 attribute, 8 elements
Defined:
relativeDate (defined in AdjustableOrRelativeDate complexType)
A date specified as some offset to another date (the anchor date).
Type:
Content:
complex, 1 attribute, 8 elements
Defined:
relativeDateAdjustments
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:
relativeDates (defined in AdjustableOrRelativeDates complexType)
A series of dates specified as some offset to another series of dates (the anchor dates).
Type:
Content:
complex, 1 attribute, 10 elements
Defined:
relativeDates (defined in AdjustableRelativeOrPeriodicDates2 complexType)
A series of dates specified as some offset to another series of dates (the anchor dates).
Type:
Content:
complex, 1 attribute, 10 elements
Defined:
relativeDateSequence (defined in AdjustableRelativeOrPeriodicDates complexType)
A series of dates specified as some offset to other dates (the anchor dates) which can
Type:
Content:
complex, 4 elements
Defined:
relevantUnderlyingDate (in americanExercise)
The date on the underlying set by the exercise of an option.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
locally within AmericanExercise complexType; see XML source
relevantUnderlyingDate (in bermudaExercise)
The date on the underlying set by the exercise of an option.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
locally within BermudaExercise complexType; see XML source
relevantUnderlyingDate (in europeanExercise)
The date on the underlying set by the exercise of an option.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
locally within EuropeanExercise complexType; see XML source
resetDate (in rateObservation in floatingRateDefinition)
The reset date.
Type:
xsd:date
Content:
simple
Defined:
locally within RateObservation complexType; see XML source
resourceId
The unique identifier of the resource within the event.
Type:
Content:
simple, 1 attribute
Defined:
locally within Resource complexType; see XML source
resourceType
A description of the type of the resource, e.g. a confirmation.
Type:
Content:
simple, 1 attribute
Defined:
locally within Resource complexType; see XML source
role (defined in RelatedParty complexType)
The category of the relationship.
Type:
Content:
simple, 1 attribute
Defined:
locally within RelatedParty complexType; see XML source
role (in relatedBusinessUnit)
The category of the relationship.
Type:
Content:
simple, 1 attribute
Defined:
locally within RelatedBusinessUnit complexType; see XML source
role (in relatedPerson)
The category of the relationship.
Type:
Content:
simple, 1 attribute
Defined:
locally within RelatedPerson complexType; see XML source
rollConvention (defined in CalculationPeriodFrequency complexType)
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:
roundingDirection
Specifies the rounding direction.
Type:
Content:
simple
Defined:
locally within Rounding complexType; see XML source
routingAccountNumber
An account number via which a payment can be routed.
Type:
Content:
simple
Defined:
routingAddress
A physical postal address via which a payment can be routed.
Type:
Content:
complex, 5 elements
Defined:
routingExplicitDetails
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:
routingId
A unique identifier for party that is a participant in a recognized payment system.
Type:
Content:
simple, 1 attribute
Defined:
locally within RoutingIds complexType; see XML source
routingIds (defined in RoutingIdentification.model group)
A set of unique identifiers for a party, eachone identifying the party within a payment system.
Type:
Content:
complex, 1 element
Defined:
routingIds (in routingIdsAndExplicitDetails)
A set of unique identifiers for a party, eachone identifying the party within a payment system.
Type:
Content:
complex, 1 element
Defined:
routingIdsAndExplicitDetails
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:
routingName
A real name that is used to identify a party involved in the routing of a payment.
Type:
Content:
simple
Defined:
routingReferenceText
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:
scheduleBounds
The first and last dates of a schedule.
Type:
Content:
complex, 2 elements
Defined:
locally within RelativeDates complexType; see XML source
secondaryAssetClass
A classification of additional risk classes of the trade, if any.
Type:
Content:
simple, 1 attribute
Defined:
locally within Product.model group; see XML source
secondaryRateSource (defined in FxSpotRateSource complexType)
An alternative, or secondary, source for where the rate observation will occur.
Type:
Content:
complex, 3 elements
Defined:
locally within FxSpotRateSource complexType; see XML source
seller (defined in Strike complexType)
The party that has sold.
Type:
Content:
simple, 1 attribute
Defined:
locally within Strike complexType; see XML source
seller (defined in StrikeSchedule complexType)
The party that has sold.
Type:
Content:
simple, 1 attribute
Defined:
locally within StrikeSchedule complexType; see XML source
sellerAccountReference
A reference to the account that sells this instrument.
Type:
Content:
empty, 1 attribute
Defined:
sellerPartyReference (defined in BuyerSeller.model group)
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:
servicingParty (in account)
A reference to the party that services/supports the account.
Type:
Content:
empty, 1 attribute
Defined:
locally within Account complexType; see XML source
servicingParty (in account)
A reference to the party that services/supports the account.
Type:
Content:
empty, 1 attribute
Defined:
locally within Account complexType; see XML source
settlementAmount (defined in SettlementAmountOrCurrency.model group)
Settlement Amount
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
settlementCurrency (defined in FxCashSettlement complexType)
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:
locally within FxCashSettlement complexType; see XML source
settlementCurrency (defined in FxCashSettlementSimple complexType)
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:
locally within FxCashSettlementSimple complexType; see XML source
settlementCurrency (defined in SettlementAmountOrCurrency.model group)
Settlement Currency for use where the Settlement Amount cannot be known in advance
Type:
Content:
simple, 1 attribute
Defined:
settlementDate (defined in FxCashSettlement complexType)
The date on which settlement is scheduled to occur
Type:
Content:
complex, 1 attribute, 3 elements
Defined:
locally within FxCashSettlement complexType; see XML source
settlementInformation (defined in Payment complexType)
The information required to settle a currency payment that results from a trade.
Type:
Content:
complex, 2 elements
Defined:
locally within Payment complexType; see XML source
settlementInformation (defined in PaymentDetails complexType)
The information required to settle a currency payment.
Type:
Content:
complex, 2 elements
Defined:
locally within PaymentDetails complexType; see XML source
settlementInstruction
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:
locally within SettlementInformation complexType; see XML source
settlementMethod
The mechanism by which settlement is to be made.
Type:
Content:
simple, 1 attribute
Defined:
locally within SettlementInstruction complexType; see XML source
settlementRateOption (in settlementRateSource defined in FxRateSourceFixing complexType)
Indicates that an officially defined rate settlement rate option will be the used for the fixing.
Type:
Content:
simple, 1 attribute
Defined:
locally within FxSettlementRateSource complexType; see XML source
settlementRateSource (defined in FxRateSourceFixing complexType)
Type:
Content:
complex, 2 elements
Defined:
locally within FxRateSourceFixing complexType; see XML source
sizeInBytes
Indicates the size of the resource in bytes.
Type:
xsd:decimal
Content:
simple
Defined:
locally within Resource complexType; see XML source
splitSettlement
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:
locally within SettlementInstruction complexType; see XML source
splitSettlementAmount
One of the monetary amounts in a split settlement payment.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
locally within SplitSettlement complexType; see XML source
splitTicket
Typically applicable to the physical settlement of bond and convertible bond options.
Type:
xsd:boolean
Content:
simple
Defined:
locally within ExerciseProcedure complexType; see XML source
spreadSchedule (defined in FloatingRate complexType)
The ISDA Spread or a Spread schedule expressed as explicit spreads and dates.
Type:
Content:
complex, 1 attribute, 3 elements
Defined:
locally within FloatingRate complexType; see XML source
spreadSchedule (in underlyerFinancing)
The ISDA Spread or a Spread schedule expressed as explicit spreads and dates.
Type:
Content:
complex, 1 attribute, 3 elements
Defined:
locally within UnderlyerInterestLeg complexType; see XML source
standardSettlementStyle
An optional element used to describe how a trade will settle.
Type:
Content:
simple
Defined:
locally within SettlementInformation complexType; see XML source
startDate (defined in Period.model group)
Date on which this period begins.
Type:
xsd:date
Content:
simple
Defined:
locally within Period.model group; see XML source
state
A country subdivision used in postal addresses in some countries.
Type:
Content:
simple
Defined:
locally within Address complexType; see XML source
step (defined in NonNegativeSchedule complexType)
The schedule of step date and non-negative value pairs.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
locally within NonNegativeSchedule complexType; see XML source
step (defined in Schedule complexType)
The schedule of step date and value pairs.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
locally within Schedule complexType; see XML source
stepDate
The date on which the associated stepValue becomes effective.
Type:
xsd:date
Content:
simple
Defined:
locally within StepBase complexType; see XML source
stepValue (defined in Step complexType)
The rate or amount which becomes effective on the associated stepDate.
Type:
xsd:decimal
Content:
simple
Defined:
locally within Step complexType; see XML source
stepValue (in step defined in NonNegativeSchedule complexType)
The non-negative rate or amount which becomes effective on the associated stepDate.
Type:
Content:
simple
Defined:
locally within NonNegativeStep complexType; see XML source
streetAddress
The set of street and building number information that identifies a postal address within a city.
Type:
Content:
complex, 1 element
Defined:
locally within Address complexType; see XML source
streetLine
An individual line of street and building number information, forming part of a postal address.
Type:
Content:
simple
Defined:
locally within StreetAddress complexType; see XML source
strikeRate
The rate for a cap or floor.
Type:
xsd:decimal
Content:
simple
Defined:
locally within Strike complexType; see XML source
string (defined in Resource complexType)
Provides extra information as string.
Type:
Content:
simple
Defined:
locally within Resource complexType; see XML source
stubAmount
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:
locally within StubValue complexType; see XML source
stubEndDate
End date of stub period.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
locally within Stub complexType; see XML source
stubRate
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:
locally within StubValue complexType; see XML source
stubStartDate
Start date of stub period.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
locally within Stub complexType; see XML source
suffix
Name suffix, such as Jr., III, etc.
Type:
Content:
simple
Defined:
locally within Person complexType; see XML source
surname
Family name, such as Smith or Jones.
Type:
Content:
simple
Defined:
locally within Person complexType; see XML source
telephone
A telephonic contact.
Type:
Content:
complex, 2 elements
Defined:
locally within ContactInformation complexType; see XML source
terminationDate (defined in DirectionalLeg complexType)
Specifies the termination date of this leg of the swap.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
locally within DirectionalLeg complexType; see XML source
thresholdRate
A threshold rate.
Type:
xsd:decimal
Content:
simple
Defined:
locally within AutomaticExercise complexType; see XML source
time (defined in OffsetPrevailingTime complexType)
Type:
Content:
complex, 2 elements
Defined:
locally within OffsetPrevailingTime complexType; see XML source
tradeId (defined in IssuerTradeId.model group)
Type:
Content:
simple, 2 attributes
Defined:
treatedForecastRate
The value representing the forecast rate after applying rate treatment rules.
Type:
xsd:decimal
Content:
simple
Defined:
locally within RateObservation complexType; see XML source
treatedRate
The observed rate after any required rate treatment is applied.
Type:
xsd:decimal
Content:
simple
Defined:
locally within RateObservation complexType; see XML source
type (defined in ContractualTermsSupplement complexType)
Identifies the form of applicable contractual supplement.
Type:
Content:
simple, 1 attribute
Defined:
type (defined in RelatedParty complexType)
Additional definition refining the type of relationship.
Type:
Content:
simple, 1 attribute
Defined:
locally within RelatedParty complexType; see XML source
type (defined in SpreadSchedule complexType)
Type:
Content:
simple, 1 attribute
Defined:
locally within SpreadSchedule complexType; see XML source
type (in collateralValueAllocation)
The type of allocation e.g.
Type:
Content:
simple
Defined:
type (in creditSupportAgreement)
The type of ISDA Credit Support Agreement
Type:
Content:
simple, 1 attribute
Defined:
locally within CreditSupportAgreement complexType; see XML source
type (in telephone)
The type of telephone number (work, personal, mobile).
Type:
Content:
simple
Defined:
locally within TelephoneNumber complexType; see XML source
unadjustedDate (defined in AdjustableDate.model group)
A date subject to adjustment.
Type:
Content:
simple, 1 attribute
Defined:
unadjustedDate (defined in AdjustableDate2 complexType)
A date subject to adjustment.
Type:
Content:
simple, 1 attribute
Defined:
locally within AdjustableDate2 complexType; see XML source
unadjustedDate (defined in AdjustableDates complexType)
A date subject to adjustment.
Type:
Content:
simple, 1 attribute
Defined:
locally within AdjustableDates complexType; see XML source
unadjustedFirstDate
The first date of a date range.
Type:
xsd:date
Content:
simple
Defined:
locally within DateRange complexType; see XML source
unadjustedLastDate
The last date of a date range.
Type:
xsd:date
Content:
simple
Defined:
locally within DateRange complexType; see XML source
unitPrice
The price of each unit.
Type:
Content:
simple
Defined:
units (defined in CashflowNotional complexType)
The units in which an amount (not monetary) is denominated.
Type:
Content:
simple
Defined:
locally within CashflowNotional complexType; see XML source
url
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:
locally within Resource complexType; see XML source
value (in collateralValueAllocation)
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
valueDate (in futureValueNotional)
Adjusted value date of the future value amount.
Type:
xsd:date
Content:
simple
Defined:
locally within FutureValueAmount complexType; see XML source
version (defined in VersionHistory.model group)
The version number
Type:
xsd:nonNegativeInteger
Content:
simple
Defined:
weeklyRollConvention
The day of the week on which a weekly reset date occurs.
Type:
Content:
simple
Defined:
locally within ResetFrequency complexType; see XML source
Complex Type Summary
A generic account that represents any party's account at another party.
Content:
complex, 1 attribute, 6 elements
Defined:
globally; see XML source
Includes:
definitions of 1 attribute, 6 elements
Used:
The data type used for account identifiers.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
The data type used for the name of the account.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
Reference to an account.
Content:
empty, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 12 locations
The data type used for account type.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
A type that represents a physical postal address.
Content:
complex, 5 elements
Defined:
globally; see XML source
Includes:
definitions of 5 elements
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:
complex, 1 attribute, 3 elements
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 16 locations
A type that is different from AdjustableDate in two regards.
Content:
complex, 1 attribute, 4 elements
Defined:
globally; see XML source
Includes:
definitions of 1 attribute, 4 elements
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:
complex, 1 attribute, 3 elements
Defined:
globally; see XML source
Includes:
definitions of 1 attribute, 3 elements
Used:
at 14 locations
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:
complex, 2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
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:
complex, 1 attribute, 4 elements
Defined:
globally; see XML source
Includes:
definitions of 1 attribute, 1 element
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:
complex, 1 attribute, 2 elements
Defined:
globally; see XML source
Includes:
definitions of 1 attribute, 2 elements
Used:
at 56 locations
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:
complex, 1 attribute, 2 elements
Defined:
globally; see XML source
Includes:
definitions of 1 attribute, 2 elements
Used:
Content:
complex, 1 attribute, 3 elements
Defined:
globally; see XML source
Includes:
definitions of 1 attribute, 3 elements
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:
complex, 1 attribute, 3 elements
Defined:
globally; see XML source
Includes:
definitions of 1 attribute, 3 elements
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:
complex, 1 attribute, 9 elements
Defined:
globally; see XML source
Includes:
definition of 1 element
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:
complex, 1 attribute, 8 elements
Defined:
globally; see XML source
Includes:
definitions of 8 elements
Used:
Specifies a reference to a monetary amount.
Content:
empty, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
A type defining a currency amount or a currency amount schedule.
Content:
complex, 1 attribute, 3 elements
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
A type to define automatic exercise of a swaption.
Content:
complex, 1 element
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
To indicate the limitation percentage and limitation period.
Content:
complex, 2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
A type defining the beneficiary of the funds.
Content:
complex, 4 elements
Defined:
globally; see XML source
Includes:
definition of 1 element
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:
complex, 1 attribute, 7 elements
Defined:
globally; see XML source
Includes:
definitions of 7 elements
Used:
Identifies the market sector in which the trade has been arranged.
Content:
complex, 1 element
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
Identifies the market sector in which the trade has been arranged.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
A code identifying a business day calendar location.
Content:
simple, 2 attributes
Defined:
globally; see XML source
Includes:
definitions of 2 attributes
Used:
A type for defining business day calendar used in determining whether a day is a business day or not.
Content:
complex, 1 attribute, 1 element
Defined:
globally; see XML source
Includes:
definitions of 1 attribute, 1 element
Used:
A pointer style reference to a set of business day calendar defined elsewhere in the document.
Content:
empty, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
A type for defining a time with respect to a business day calendar location.
Content:
complex, 2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 38 locations
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:
complex, 5 elements
Defined:
globally; see XML source
Includes:
definition of 1 element
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:
complex, 1 attribute, 3 elements
Defined:
globally; see XML source
Includes:
definitions of 1 attribute, 1 element
Used:
at 13 locations
Reference to a business day adjustments structure.
Content:
empty, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
A type that represents information about a unit within an organization.
Content:
complex, 1 attribute, 4 elements
Defined:
globally; see XML source
Includes:
definitions of 1 attribute, 4 elements
Used:
Reference to an organizational unit.
Content:
empty, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
A type describing a role played by a unit in one or more transactions.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
A type defining the ISDA calculation agent responsible for performing duties as defined in the applicable product definitions.
Content:
complex, 2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
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:
complex, 1 attribute, 3 elements
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
An identifier used to identify a single component cashflow.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
The notional/principal value/quantity/volume used to compute the cashflow.
Content:
complex, 1 attribute, 3 elements
Defined:
globally; see XML source
Includes:
definitions of 1 attribute, 3 elements
Used:
A coding scheme used to describe the type or purpose of a cash flow or cash flow component.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
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:
complex, 1 attribute, 1 element
Defined:
globally; see XML source
Includes:
definitions of 1 attribute, 1 element
Used:
Unless otherwise specified, the principal clearance system customarily used for settling trades in the relevant underlying.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
A type for defining the obligations of the counterparty subject to credit support requirements.
Content:
complex, 1 element
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
Content:
complex, 2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
A type that represents how to contact an individual or organization.
Content:
complex, 3 elements
Defined:
globally; see XML source
Includes:
definitions of 3 elements
Used:
The definitions, such as those published by ISDA, that will define the terms of the trade.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
Content:
complex, 3 elements
Defined:
globally; see XML source
Includes:
definitions of 3 elements
Used:
A contractual supplement (such as those published by ISDA) that will apply to the trade.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
A contractual supplement (such as those published by ISDA) and its publication date that will apply to the trade.
Content:
complex, 2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
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.
Content:
complex, 4 elements
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
The code representation of a country or an area of special sovereignty.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
A party's credit rating.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
The repayment precedence of a debt instrument.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
The agreement executed between the parties and intended to govern collateral arrangement for all OTC derivatives transactions between those parties.
Content:
complex, 3 elements
Defined:
globally; see XML source
Includes:
definitions of 3 elements
Used:
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
The code representation of a currency or fund.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 54 locations
List of Dates
Content:
complex, 1 element
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
A type defining an offset used in calculating a date when this date is defined in reference to another date through a date offset.
Content:
complex, 1 attribute, 4 elements
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
A type defining a contiguous series of calendar dates.
Content:
complex, 2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
Reference to an identified date or a complex date structure.
Content:
empty, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
List of DateTimes
Content:
complex, 1 element
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
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.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 15 locations
Coding scheme that specifies the method according to which an amount or a date is determined.
Content:
simple, 2 attributes
Defined:
globally; see XML source
Includes:
definitions of 2 attributes
Used:
A reference to the return swap notional determination method.
Content:
empty, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
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.
Content:
complex, 1 attribute, 7 elements
Abstract:
(cannot be assigned directly to elements used in instance XML documents)
Defined:
globally; see XML source
Includes:
definitions of 3 elements
Used:
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.
Content:
complex, 8 elements
Defined:
globally; see XML source
Includes:
definitions of 8 elements
Used:
A special type meant to be used for elements with no content and no attributes.
Content:
empty
Defined:
globally; see XML source
Used:
A legal entity identifier (e.g.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
The name of the reference entity.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
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.
Content:
complex, 1 attribute, 6 elements
Defined:
globally; see XML source
Includes:
definitions of 6 elements
Used:
A short form unique identifier for an exchange.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
The abstract base class for all types which define way in which options may be exercised.
Content:
empty, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 12 locations
A type defining the fee payable on exercise of an option.
Content:
complex, 8 elements
Defined:
globally; see XML source
Includes:
definitions of 4 elements
Used:
A type to define a fee or schedule of fees to be payable on the exercise of an option.
Content:
complex, 8 elements
Defined:
globally; see XML source
Includes:
definitions of 4 elements
Used:
A type defining to whom and where notice of execution should be given.
Content:
complex, 3 elements
Defined:
globally; see XML source
Includes:
definitions of 3 elements
Used:
A type describing how notice of exercise should be given.
Content:
complex, 5 elements
Defined:
globally; see XML source
Includes:
definitions of 5 elements
Used:
A type describing how notice of exercise should be given.
Content:
complex, 2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
A type defining a floating rate.
Content:
complex, 1 attribute, 7 elements
Defined:
globally; see XML source
Includes:
definitions of 5 elements
Used:
A type defining the floating rate and definitions relating to the calculation of floating rate amounts.
Content:
complex, 1 attribute, 11 elements
Defined:
globally; see XML source
Includes:
definitions of 4 elements
Used:
The ISDA Floating Rate Option, i.e. the floating rate index.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
A type defining a rate index.
Content:
complex, 2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
A type describing a financial formula, with its description and components.
Content:
complex, 3 elements
Defined:
globally; see XML source
Includes:
definitions of 3 elements
Used:
Elements describing the components of the formula.
Content:
complex, 1 attribute, 2 elements
Defined:
globally; see XML source
Includes:
definitions of 1 attribute, 2 elements
Used:
A type defining a time frequency, e.g. one day, three months.
Content:
complex, 1 attribute, 2 elements
Defined:
globally; see XML source
Includes:
definitions of 1 attribute, 2 elements
Used:
A type defining a currency amount as at a future value date.
Content:
complex, 1 attribute, 4 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
A type that is used for describing cash settlement of an option / non deliverable forward.
Content:
complex, 6 elements
Defined:
globally; see XML source
Includes:
definitions of 6 elements
Used:
A type that is used for describing cash settlement of a variance or volatility swap n option.
Content:
complex, 4 elements
Defined:
globally; see XML source
Includes:
definitions of 4 elements
Used:
A type that specifies the source for and timing of a fixing of an exchange rate.
Content:
complex, 3 elements
Defined:
globally; see XML source
Includes:
definitions of 3 elements
Used:
Content:
complex, 4 elements
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
A type describing the rate of a currency conversion: pair of currency, quotation mode and exchange rate.
Content:
complex, 2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
Describes a rate source to be fixed and the date the fixing occurs
Content:
complex, 2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
Content:
complex, 2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
A type defining the source and time for an fx rate.
Content:
complex, 3 elements
Defined:
globally; see XML source
Includes:
definitions of 3 elements
Used:
Identification of the law governing the transaction.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
A payment component owed from one party to the other for the cash flow date.
Content:
complex, 8 elements
Defined:
globally; see XML source
Includes:
definitions of 4 elements
Used:
Specifies Currency with ID attribute.
Content:
simple, 2 attributes
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
Reference to a currency with ID attribute
Content:
empty, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
A date which can be referenced elsewhere.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 22 locations
A type extending the PayerReceiverEnum type wih an id attribute.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
A rate which can be referenced elsewhere.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
Content:
complex, 5 elements
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
A party's industry sector classification.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
A type defining the source for a piece of information (e.g. a rate refix or an fx fixing).
Content:
complex, 3 elements
Defined:
globally; see XML source
Includes:
definitions of 3 elements
Used:
at 14 locations
A short form unique identifier for a security.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
A type defining the way in which interests are accrued: the applicable rate (fixed or floating reference) and the compounding method.
Content:
complex, 3 elements
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
A type describing the method for accruing interests on dividends.
Content:
complex, 2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
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.
Content:
complex, 5 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
The type of interpolation used.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
The data type used for issuer identifiers.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
A complex type for a two part identifier such as a USI.
Content:
complex, 2 elements
Defined:
globally; see XML source
Used:
The data type used for indicating the language of the resource, described using the ISO 639-2/T Code.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
A supertype of leg.
Content:
empty, 1 attribute
Abstract:
(cannot be assigned directly to elements used in instance XML documents)
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
A type defining a legal entity.
Content:
complex, 1 attribute, 3 elements
Defined:
globally; see XML source
Includes:
definitions of 1 attribute, 3 elements
Used:
at 10 locations
References a credit entity defined elsewhere in the document.
Content:
empty, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
Leg identity.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
Version aware identification of a leg.
Content:
complex, 3 elements
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
A type to define the main publication source.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
A type defining manual exercise, i.e. that the option buyer counterparty must give notice to the option seller of exercise.
Content:
complex, 2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
An entity for defining the agreement executed between the parties and intended to govern all OTC derivatives transactions between those parties.
Content:
complex, 4 elements
Defined:
globally; see XML source
Includes:
definitions of 4 elements
Used:
A master agreement identifier allocated by a party.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
An entity for defining the master confirmation agreement executed between the parties.
Content:
complex, 4 elements
Defined:
globally; see XML source
Includes:
definitions of 4 elements
Used:
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
An identifier used to identify matched cashflows.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
A type defining a mathematical expression.
Content:
mixed (allows character data), elem. wildcard
Defined:
globally; see XML source
Includes:
definition of elem. wildcard
Used:
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
The type that indicates the type of media used to store the content.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
A type defining a currency amount.
Content:
complex, 1 attribute, 2 elements
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
at 49 locations
Abstract base class for all money types.
Content:
complex, 1 attribute, 1 element
Abstract:
(cannot be assigned directly to elements used in instance XML documents)
Defined:
globally; see XML source
Includes:
definitions of 1 attribute, 1 element
Used:
A type defining multiple exercises.
Content:
complex, 6 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
A type defining a currency amount or a currency amount schedule.
Content:
complex, 1 attribute, 3 elements
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
at 14 locations
A type defining a non negative money amount.
Content:
complex, 1 attribute, 2 elements
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
at 53 locations
A complex type to specify non negative payments.
Content:
complex, 1 attribute, 6 elements
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
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.
Content:
complex, 1 attribute, 2 elements
Defined:
globally; see XML source
Includes:
definitions of 1 attribute, 2 elements
Used:
A type defining a step date and non-negative step value pair.
Content:
complex, 1 attribute, 2 elements
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
A complex type to specify the notional amount.
Content:
complex, 1 attribute, 2 elements
Defined:
globally; see XML source
Used:
A reference to the notional amount.
Content:
empty, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
A reference to the notional amount.
Content:
empty, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
A reference to the number of options.
Content:
empty, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
A reference to the number of units.
Content:
empty, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
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:
complex, 1 attribute, 3 elements
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
A type defining an offset used in calculating a new date relative to a reference date.
Content:
complex, 1 attribute, 3 elements
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
at 13 locations
Allows the specification of a time that may be on a day prior or subsequent to the day in question.
Content:
complex, 2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
Content:
complex, 2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
A code that describes what type of role an organization plays, for example a SwapsDealer, a Major Swaps Participant, or Other
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
A type defining partial exercise.
Content:
complex, 4 elements
Defined:
globally; see XML source
Used:
A type defining a legal entity or a subdivision of a legal entity.
Content:
complex, 1 attribute, 13 elements
Defined:
globally; see XML source
Includes:
definitions of 1 attribute, 2 elements
Used:
The data type used for party group classification.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
The data type used for party identifiers.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
The data type used for the legal name of an organization.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
Reference to a party.
Content:
empty, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 91 locations
A type describing a role played by a party in one or more transactions.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
A type refining the role a role played by a party in one or more transactions.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
A reference to a partyTradeIdentifier object.
Content:
empty, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
A type for defining payments.
Content:
complex, 2 attributes, 10 elements
Defined:
globally; see XML source
Includes:
definitions of 1 attribute, 6 elements
Used:
at 18 locations
An abstract base class for payment types.
Content:
empty, 1 attribute
Abstract:
(cannot be assigned directly to elements used in instance XML documents)
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 13 locations
Base type for payments.
Content:
complex, 1 attribute, 5 elements
Abstract:
(cannot be assigned directly to elements used in instance XML documents)
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
Content:
complex, 1 attribute, 4 elements
Defined:
globally; see XML source
Includes:
definitions of 4 elements
Used:
Details on the referenced payment. e.g.
Content:
complex, 3 elements
Defined:
globally; see XML source
Includes:
definitions of 3 elements
Used:
Reference to a payment.
Content:
empty, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
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)
Defined:
globally; see XML source
Used:
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
A type to define recurring periods or time offsets.
Content:
complex, 1 attribute, 2 elements
Defined:
globally; see XML source
Includes:
definitions of 1 attribute, 2 elements
Used:
at 34 locations
Content:
complex, 4 elements
Defined:
globally; see XML source
Includes:
definitions of 4 elements
Used:
A type that represents information about a person connected with a trade or business process.
Content:
complex, 1 attribute, 10 elements
Defined:
globally; see XML source
Includes:
definitions of 1 attribute, 10 elements
Used:
An identifier used to identify an individual person.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
Reference to an individual.
Content:
empty, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
A type describing a role played by a person in one or more transactions.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
A type defining a positive money amount
Content:
complex, 1 attribute, 2 elements
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
A type for defining a time with respect to a geographic location, for example 11:00 Phoenix, USA.
Content:
complex, 2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
An abstract pricing structure base type.
Content:
complex, 1 attribute, 2 elements
Abstract:
(cannot be assigned directly to elements used in instance XML documents)
Defined:
globally; see XML source
Includes:
definitions of 1 attribute, 2 elements
Used:
Reference to a pricing structure or any derived components (i.e. yield curve).
Content:
empty, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
A type defining which principal exchanges occur for the stream.
Content:
complex, 1 attribute, 3 elements
Defined:
globally; see XML source
Includes:
definitions of 1 attribute, 3 elements
Used:
The base type which all FpML products extend.
Content:
complex, 1 attribute, 5 elements
Abstract:
(cannot be assigned directly to elements used in instance XML documents)
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 32 locations
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
Reference to a full FpML product.
Content:
empty, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
The proposed collateral allocation.
Content:
complex, 3 elements
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
A type that describes the composition of a rate that has been quoted or is to be quoted.
Content:
complex, 3 elements
Defined:
globally; see XML source
Includes:
definitions of 3 elements
Used:
at 16 locations
The abstract base class for all types which define interest rate streams.
Content:
empty, 1 attribute
Abstract:
(cannot be assigned directly to elements used in instance XML documents)
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
A type defining parameters associated with an individual observation or fixing.
Content:
complex, 1 attribute, 8 elements
Defined:
globally; see XML source
Includes:
definitions of 1 attribute, 8 elements
Used:
Reference to any rate (floating, inflation) derived from the abstract Rate component.
Content:
empty, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
The abstract base class for all types which define intra-document pointers.
Content:
empty
Abstract:
(cannot be assigned directly to elements used in instance XML documents)
Defined:
globally; see XML source
Used:
at 71 locations
Specifies the reference amount using a scheme.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
A type to describe an institution (party) identified by means of a coding scheme and an optional name.
Content:
complex, 2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
A code that describes the world region of a counterparty.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
Content:
complex, 2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
Content:
complex, 4 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
Content:
complex, 2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
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).
Content:
complex, 1 attribute, 8 elements
Defined:
globally; see XML source
Includes:
definitions of 3 elements
Used:
at 18 locations
A type describing a set of dates defined as relative to another set of dates.
Content:
complex, 1 attribute, 10 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
A type describing a date when this date is defined in reference to another date through one or several date offsets.
Content:
complex, 4 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
An identifier of an reporting regime or format used for regulatory reporting, for example DoddFrankAct, MiFID, HongKongOTCDRepository, etc.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
A date with a required identifier which can be referenced elsewhere.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
A type defining the reset frequency.
Content:
complex, 1 attribute, 3 elements
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
Describes the resource that contains the media representation of a business event (i.e used for stating the Publicly Available Information).
Content:
complex, 12 elements
Defined:
globally; see XML source
Includes:
definitions of 12 elements
Used:
The data type used for resource identifiers.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
The type that indicates the length of the resource.
Content:
complex, 2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
The data type used for describing the type or purpose of a resource, e.g.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
A reference to the return swap notional amount.
Content:
empty, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
A type defining a rounding direction and precision to be used in the rounding of a rate.
Content:
complex, 2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
A type that provides three alternative ways of identifying a party involved in the routing of a payment.
Content:
complex, 3 elements
Defined:
globally; see XML source
Used:
A type that models name, address and supplementary textual information for the purposes of identifying a party involved in the routing of a payment.
Content:
complex, 4 elements
Defined:
globally; see XML source
Used:
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
A type that provides for identifying a party involved in the routing of a payment by means of one or more standard identification codes.
Content:
complex, 1 element
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
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.
Content:
complex, 5 elements
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
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.
Content:
complex, 1 attribute, 2 elements
Defined:
globally; see XML source
Includes:
definitions of 1 attribute, 2 elements
Used:
at 18 locations
Reference to a schedule of rates or amounts.
Content:
empty, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
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.
Content:
complex, 2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
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.
Content:
complex, 7 elements
Defined:
globally; see XML source
Includes:
definitions of 7 elements
Used:
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
Coding scheme that specifies the settlement price default election.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
The source from which the settlement price is to be obtained, e.g. a Reuters page, Prezzo di Riferimento, etc.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
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.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
A type describing the method for obtaining a settlement rate.
Content:
complex, 2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
TBA
Content:
complex, 1 attribute, 4 elements
Defined:
globally; see XML source
Includes:
definitions of 4 elements
Used:
A complex type to specified payments in a simpler fashion than the Payment type.
Content:
complex, 1 attribute, 6 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
A type that supports the division of a gross settlement amount into a number of split settlements, each requiring its own settlement instruction.
Content:
complex, 3 elements
Defined:
globally; see XML source
Includes:
definitions of 3 elements
Used:
Adds an optional spread type element to the Schedule to identify a long or short spread value.
Content:
complex, 1 attribute, 3 elements
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
Provides a reference to a spread schedule.
Content:
empty, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
Defines a Spread Type Scheme to identify a long or short spread value.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
A type defining a step date and step value pair.
Content:
complex, 1 attribute, 2 elements
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
A type defining a step date and step value pair.
Content:
complex, 1 attribute, 1 element
Abstract:
(cannot be assigned directly to elements used in instance XML documents)
Defined:
globally; see XML source
Includes:
definitions of 1 attribute, 1 element
Used:
A type that describes the set of street and building number information that identifies a postal address within a city.
Content:
complex, 1 element
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
A type describing a single cap or floor rate.
Content:
complex, 1 attribute, 3 elements
Defined:
globally; see XML source
Includes:
definitions of 1 attribute, 3 elements
Used:
A type describing a schedule of cap or floor rates.
Content:
complex, 1 attribute, 4 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
A type defining how a stub calculation period amount is calculated and the start and end date of the stub.
Content:
complex, 5 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
A type defining how a stub calculation period amount is calculated.
Content:
complex, 3 elements
Defined:
globally; see XML source
Includes:
definitions of 3 elements
Used:
An identifier of an organization that supervises or regulates trading activity, e.g.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
Content:
complex, 2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
A type that represents a telephonic contact.
Content:
complex, 2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
A geophraphic location for the purposes of defining a prevailing time according to the tz database.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
A trade reference identifier allocated by a party.
Content:
simple, 2 attributes
Defined:
globally; see XML source
Includes:
definitions of 2 attributes
Used:
A type describing interest payments associated with and underlyer, such as financing
Content:
complex, 1 attribute, 9 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
A type used to record information about a unit, subdivision, desk, or other similar business entity.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
Simple Type Summary
A type defining a number specified as a decimal between -1 and 1 inclusive.
Defined:
globally; see XML source
Used:
A type defining 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.
Defined:
globally; see XML source
Used:
Defined:
globally; see XML source
Used:
The base class for all types which define coding schemes that must be populated.
Defined:
globally; see XML source
Used:
at 31 locations
A type defining a number specified as non negative decimal greater than 0 inclusive.
Defined:
globally; see XML source
Used:
at 40 locations
A normalized string that may not be empty
Defined:
globally; see XML source
Used:
at 21 locations
A type defining a number specified as positive decimal greater than 0 exclusive.
Defined:
globally; see XML source
Used:
at 46 locations
A type defining a percentage specified as decimal from 0 to 1.
Defined:
globally; see XML source
Used:
at 10 locations
The base class for all types which define coding schemes that are allowed to be empty.
Defined:
globally; see XML source
Used:
at 180 locations
A string that may not be empty
Defined:
globally; see XML source
Used:
at 54 locations
A token that may not be empty
Defined:
globally; see XML source
Used:
at 115 locations
A type defining a token of length between 1 and 60 characters inclusive.
Defined:
globally; see XML source
Used:
Element Group Summary
Content:
Defined:
globally; see XML source
Includes:
definitions of 3 elements
Used:
Content:
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 11 locations
Content:
Defined:
globally; see XML source
Includes:
definitions of 4 elements
Used:
at 17 locations
Content:
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
Content:
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
A model group for a two part identifier such as a USI.
Content:
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
Content:
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
Content:
Defined:
globally; see XML source
Includes:
definitions of 4 elements
Used:
Supporting party and account definitions.
Content:
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 40 locations
A model group with the content model of a party.
Content:
Defined:
globally; see XML source
Includes:
definitions of 5 elements
Used:
Content:
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
Information about a party for reporting purposes.
Content:
Defined:
globally; see XML source
Includes:
definitions of 6 elements
Used:
Content:
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
Content:
4 elements
Defined:
globally; see XML source
Used:
at 31 locations
A model group for representing the discounting elements that can be associated with a payment.
Content:
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
Content:
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 10 locations
A model group for representing the option premium when expressed in a way other than an amount.
Content:
Defined:
globally; see XML source
Includes:
definitions of 3 elements
Used:
Content:
Defined:
globally; see XML source
Includes:
definitions of 5 elements
Used:
Content:
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
Content:
Defined:
globally; see XML source
Includes:
definitions of 4 elements
Used:
Content:
Defined:
globally; see XML source
Includes:
definitions of 3 elements
Used:
Content:
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
Stock Loan Content Model
Content:
Defined:
globally; see XML source
Includes:
definitions of 4 elements
Used:
A group which has unit based trade elements (copied from FpML Extensions 2.2 - fpmlext-repo.xsd).
Content:
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
Content:
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
XML Source
<?xml version="1.0" encoding="utf-8"?>
<!--
== Copyright (c) 2002- All rights reserved.
== Financial Products Markup Language is subject to the FpML public license.
== A copy of this license is available at http://www.fpml.org/license/license.html
-->
<xsd:schema attributeFormDefault="unqualified" ecore:documentRoot="FpML" ecore:nsPrefix="conf" ecore:package="org.fpml.confirmation" elementFormDefault="qualified" targetNamespace="http://www.fpml.org/FpML-5/confirmation" version="$Revision: 11732 $" xmlns="http://www.fpml.org/FpML-5/confirmation" xmlns:ecore="http://www.eclipse.org/emf/2002/Ecore" xmlns:fpml-annotation="http://www.fpml.org/annotation" xmlns:xsd="http://www.w3.org/2001/XMLSchema">
<xsd:include schemaLocation="fpml-enum-5-8.xsd"/>
<xsd:simpleType name="CorrelationValue">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining a number specified as a decimal between -1 and 1 inclusive.
</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:decimal">
<xsd:minInclusive value="-1"/>
<xsd:maxInclusive value="1"/>
</xsd:restriction>
</xsd:simpleType>
<xsd:simpleType name="HourMinuteTime">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining 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.
</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:time">
<xsd:pattern value="[0-2][0-9]:[0-5][0-9]:00"/>
</xsd:restriction>
</xsd:simpleType>
<xsd:simpleType name="Initial">
<xsd:restriction base="xsd:normalizedString">
<xsd:length value="1"/>
</xsd:restriction>
</xsd