Namespace "http://www.fpml.org/FpML-5/confirmation"
Targeting Schemas (31):
Targeting Components:
elements (273 global + 3403 local), complexTypes (1275), simpleTypes (133), element groups (192), attribute groups (1)
Schema Summary
Target Namespace:
Version:
$Revision: 11781 $
Defined Components:
elements (21 global + 160 local), complexTypes (61), element groups (12)
Default Namespace-Qualified Form:
Local Elements: qualified; Local Attributes: unqualified
Schema Location:
D:\Tradeheader\FpML-5-8-8-REC-1-branch\xml\confirmation\fpml-asset-5-8.xsd; see XML source
Includes Schemas (1):
Included in Schemas (8):
Target Namespace:
Version:
$Revision: 11651 $
Defined Components:
elements (1 global + 9 local), complexTypes (5)
Default Namespace-Qualified Form:
Local Elements: qualified; Local Attributes: unqualified
Schema Location:
D:\Tradeheader\FpML-5-8-8-REC-1-branch\xml\confirmation\fpml-bond-option-5-8.xsd; see XML source
Includes Schemas (1):
Included in Schemas (1):
Target Namespace:
Version:
$Revision: 12537 $
Defined Components:
elements (5 global + 216 local), complexTypes (50), element groups (31)
Default Namespace-Qualified Form:
Local Elements: qualified; Local Attributes: unqualified
Schema Location:
D:\Tradeheader\FpML-5-8-8-REC-1-branch\xml\confirmation\fpml-business-events-5-8.xsd; see XML source
Includes Schemas (2):
Included in Schemas (5):
Target Namespace:
Version:
$Revision: 11787 $
Defined Components:
elements (2 global + 187 local), complexTypes (48), element groups (1)
Default Namespace-Qualified Form:
Local Elements: qualified; Local Attributes: unqualified
Schema Location:
D:\Tradeheader\FpML-5-8-8-REC-1-branch\xml\confirmation\fpml-cd-5-8.xsd; see XML source
Includes Schemas (1):
Included in Schemas (2):
Target Namespace:
Version:
$Revision: 9756 $
Defined Components:
elements (4 global + 9 local), complexTypes (3)
Default Namespace-Qualified Form:
Local Elements: qualified; Local Attributes: unqualified
Schema Location:
D:\Tradeheader\FpML-5-8-8-REC-1-branch\xml\confirmation\fpml-clearing-processes-5-8.xsd; see XML source
Includes Schemas (1):
Included in Schemas (1):
Target Namespace:
Version:
$Revision: 11940 $
Defined Components:
elements (22 global + 475 local), complexTypes (176), element groups (32)
Default Namespace-Qualified Form:
Local Elements: qualified; Local Attributes: unqualified
Schema Location:
D:\Tradeheader\FpML-5-8-8-REC-1-branch\xml\confirmation\fpml-com-5-8.xsd; see XML source
Includes Schemas (1):
Included in Schemas (2):
Confirmation messages.
Target Namespace:
Version:
$Revision: 12537 $
Defined Components:
elements (53 global + 69 local), complexTypes (36), element groups (2)
Default Namespace-Qualified Form:
Local Elements: qualified; Local Attributes: unqualified
Schema Location:
D:\Tradeheader\FpML-5-8-8-REC-1-branch\xml\confirmation\fpml-confirmation-processes-5-8.xsd; see XML source
Includes Schemas (1):
Included in Schemas (1):
Target Namespace:
Version:
$Revision: 11651 $
Defined Components:
elements (1 global + 3 local), complexTypes (3)
Default Namespace-Qualified Form:
Local Elements: qualified; Local Attributes: unqualified
Schema Location:
D:\Tradeheader\FpML-5-8-8-REC-1-branch\xml\confirmation\fpml-correlation-swaps-5-8.xsd; see XML source
Includes Schemas (1):
Included in Schemas (1):
Credit Event Notification message.
Target Namespace:
Version:
$Revision: 11651 $
Defined Components:
elements (12 global + 12 local), complexTypes (11)
Default Namespace-Qualified Form:
Local Elements: qualified; Local Attributes: unqualified
Schema Location:
D:\Tradeheader\FpML-5-8-8-REC-1-branch\xml\confirmation\fpml-credit-event-notification-5-8.xsd; see XML source
Includes Schemas (1):
Included in Schemas (1):
Target Namespace:
Version:
$Revision: 11651 $
Defined Components:
elements (2 global + 19 local), complexTypes (6)
Default Namespace-Qualified Form:
Local Elements: qualified; Local Attributes: unqualified
Schema Location:
D:\Tradeheader\FpML-5-8-8-REC-1-branch\xml\confirmation\fpml-dividend-swaps-5-8.xsd; see XML source
Includes Schemas (2):
Included in Schemas (1):
Target Namespace:
Version:
$Revision: 12621 $
Defined Components:
elements (2 global + 183 local), complexTypes (67), element groups (6), attribute groups (1)
Default Namespace-Qualified Form:
Local Elements: qualified; Local Attributes: unqualified
Schema Location:
D:\Tradeheader\FpML-5-8-8-REC-1-branch\xml\confirmation\fpml-doc-5-8.xsd; see XML source
Includes Schemas (1):
Included in Schemas (3):
Target Namespace:
Version:
$Revision: 12089 $
Defined Components:
Default Namespace-Qualified Form:
Local Elements: qualified; Local Attributes: unqualified
Schema Location:
D:\Tradeheader\FpML-5-8-8-REC-1-branch\xml\confirmation\fpml-enum-5-8.xsd; see XML source
Includes Schemas (1):
Included in Schemas (2):
Target Namespace:
Version:
$Revision: 12080 $
Defined Components:
elements (4 global + 207 local), complexTypes (52), element groups (7)
Default Namespace-Qualified Form:
Local Elements: qualified; Local Attributes: unqualified
Schema Location:
D:\Tradeheader\FpML-5-8-8-REC-1-branch\xml\confirmation\fpml-eq-shared-5-8.xsd; see XML source
Includes Schemas (1):
Included in Schemas (4):
Target Namespace:
Version:
$Revision: 11651 $
Defined Components:
elements (4 global + 58 local), complexTypes (13), element groups (1)
Default Namespace-Qualified Form:
Local Elements: qualified; Local Attributes: unqualified
Schema Location:
D:\Tradeheader\FpML-5-8-8-REC-1-branch\xml\confirmation\fpml-eqd-5-8.xsd; see XML source
Includes Schemas (1):
Included in Schemas (3):
Target Namespace:
Version:
$Revision: 12105 $
Defined Components:
elements (21 global + 193 local), complexTypes (52), simpleTypes (1), element groups (5)
Default Namespace-Qualified Form:
Local Elements: qualified; Local Attributes: unqualified
Schema Location:
D:\Tradeheader\FpML-5-8-8-REC-1-branch\xml\confirmation\fpml-fx-5-8.xsd; see XML source
Includes Schemas (1):
Included in Schemas (3):
Target Namespace:
Version:
$Revision: 11478 $
Defined Components:
elements (4 global + 104 local), complexTypes (34), element groups (4)
Default Namespace-Qualified Form:
Local Elements: qualified; Local Attributes: unqualified
Schema Location:
D:\Tradeheader\FpML-5-8-8-REC-1-branch\xml\confirmation\fpml-fx-accruals-5-8.xsd; see XML source
Includes Schemas (1):
Included in Schemas (1):
Target Namespace:
Version:
$Revision: 11478 $
Defined Components:
elements (1 global + 115 local), complexTypes (41), element groups (5)
Default Namespace-Qualified Form:
Local Elements: qualified; Local Attributes: unqualified
Schema Location:
D:\Tradeheader\FpML-5-8-8-REC-1-branch\xml\confirmation\fpml-fx-targets-5-8.xsd; see XML source
Includes Schemas (1):
Included in Schemas (2):
Generic products - for use in Transparency reporting to define a product that represents an OTC derivative transaction whose economics are not fully described using an FpML schema.
Target Namespace:
Version:
$Revision: 11778 $
Defined Components:
elements (2 global + 49 local), complexTypes (13), element groups (3)
Default Namespace-Qualified Form:
Local Elements: qualified; Local Attributes: unqualified
Schema Location:
D:\Tradeheader\FpML-5-8-8-REC-1-branch\xml\confirmation\fpml-generic-5-8.xsd; see XML source
Includes Schemas (5):
Included in Schemas (1):
Target Namespace:
Version:
$Revision: 11651 $
Defined Components:
elements (8 global + 233 local), complexTypes (61), element groups (3)
Default Namespace-Qualified Form:
Local Elements: qualified; Local Attributes: unqualified
Schema Location:
D:\Tradeheader\FpML-5-8-8-REC-1-branch\xml\confirmation\fpml-ird-5-8.xsd; see XML source
Includes Schemas (1):
Included in Schemas (1):
FpML Loan Framework
Target Namespace:
Version:
$Revision: 7614 $
Defined Components:
elements (69 global + 337 local), complexTypes (136), element groups (21)
Default Namespace-Qualified Form:
Local Elements: qualified; Local Attributes: unqualified
Schema Location:
D:\Tradeheader\FpML-5-8-8-REC-1-branch\xml\confirmation\fpml-loan-5-8.xsd; see XML source
Includes Schemas (2):
Included in Schemas (1):
products
Target Namespace:
Version:
$Revision: 12021 $
Defined Components:
elements (2 global), complexTypes (1)
Default Namespace-Qualified Form:
Local Elements: qualified; Local Attributes: unqualified
Schema Location:
D:\Tradeheader\FpML-5-8-8-REC-1-branch\xml\confirmation\fpml-main-5-8.xsd; see XML source
Includes Schemas (20):
Target Namespace:
Version:
$Revision: 11778 $
Defined Components:
elements (8 global + 47 local), complexTypes (19), element groups (6)
Default Namespace-Qualified Form:
Local Elements: qualified; Local Attributes: unqualified
Schema Location:
D:\Tradeheader\FpML-5-8-8-REC-1-branch\xml\confirmation\fpml-mktenv-5-8.xsd; see XML source
Includes Schemas (4):
Included in Schemas (1):
Event Status messages.
Target Namespace:
Version:
$Revision: 11778 $
Defined Components:
elements (10 global + 66 local), complexTypes (46), element groups (12)
Default Namespace-Qualified Form:
Local Elements: qualified; Local Attributes: unqualified
Schema Location:
D:\Tradeheader\FpML-5-8-8-REC-1-branch\xml\confirmation\fpml-msg-5-8.xsd; see XML source
Imports Schemas (1):
Includes Schemas (1):
Included in Schemas (4):
Target Namespace:
Version:
$Revision: 11778 $
Defined Components:
elements (103 local), complexTypes (37), element groups (4)
Default Namespace-Qualified Form:
Local Elements: qualified; Local Attributes: unqualified
Schema Location:
D:\Tradeheader\FpML-5-8-8-REC-1-branch\xml\confirmation\fpml-option-shared-5-8.xsd; see XML source
Includes Schemas (1):
Included in Schemas (5):
Target Namespace:
Version:
$Revision: 11232 $
Defined Components:
elements (1 global + 49 local), complexTypes (14), element groups (3)
Default Namespace-Qualified Form:
Local Elements: qualified; Local Attributes: unqualified
Schema Location:
D:\Tradeheader\FpML-5-8-8-REC-1-branch\xml\confirmation\fpml-repo-5-8.xsd; see XML source
Includes Schemas (1):
Included in Schemas (1):
Target Namespace:
Version:
$Revision: 11651 $
Defined Components:
elements (1 global + 1 local), complexTypes (1)
Default Namespace-Qualified Form:
Local Elements: qualified; Local Attributes: unqualified
Schema Location:
D:\Tradeheader\FpML-5-8-8-REC-1-branch\xml\confirmation\fpml-return-swaps-5-8.xsd; see XML source
Includes Schemas (1):
Included in Schemas (1):
Target Namespace:
Version:
$Revision: 11778 $
Defined Components:
elements (3 global + 65 local), complexTypes (31), element groups (9)
Default Namespace-Qualified Form:
Local Elements: qualified; Local Attributes: unqualified
Schema Location:
D:\Tradeheader\FpML-5-8-8-REC-1-branch\xml\confirmation\fpml-riskdef-5-8.xsd; see XML source
Includes Schemas (2):
Included in Schemas (1):
Target Namespace:
Version:
$Revision: 12102 $
Defined Components:
elements (5 global + 406 local), complexTypes (246), simpleTypes (13), element groups (25)
Default Namespace-Qualified Form:
Local Elements: qualified; Local Attributes: unqualified
Schema Location:
D:\Tradeheader\FpML-5-8-8-REC-1-branch\xml\confirmation\fpml-shared-5-8.xsd; see XML source
Includes Schemas (1):
Included in Schemas (5):
Standard products - for use in Transparency reporting to define a product that represents a standardized OTC derivative transaction whose economics do not need to be fully described using an FpML schema because they are implied by the product ID.
Target Namespace:
Version:
$Revision: 7614 $
Defined Components:
elements (1 global + 2 local), complexTypes (1)
Default Namespace-Qualified Form:
Local Elements: qualified; Local Attributes: unqualified
Schema Location:
D:\Tradeheader\FpML-5-8-8-REC-1-branch\xml\confirmation\fpml-standard-5-8.xsd; see XML source
Includes Schemas (2):
Included in Schemas (1):
Target Namespace:
Version:
$Revision: 11778 $
Defined Components:
elements (1 global + 14 local), complexTypes (6)
Default Namespace-Qualified Form:
Local Elements: qualified; Local Attributes: unqualified
Schema Location:
D:\Tradeheader\FpML-5-8-8-REC-1-branch\xml\confirmation\fpml-valuation-5-8.xsd; see XML source
Includes Schemas (4):
Included in Schemas (1):
Target Namespace:
Version:
$Revision: 11651 $
Defined Components:
elements (3 global + 12 local), complexTypes (5)
Default Namespace-Qualified Form:
Local Elements: qualified; Local Attributes: unqualified
Schema Location:
D:\Tradeheader\FpML-5-8-8-REC-1-branch\xml\confirmation\fpml-variance-swaps-5-8.xsd; see XML source
Includes Schemas (1):
Included in Schemas (1):
All Element Summary
Applies to U.S.
Type:
Content:
simple
Defined:
Specifies the allowable quantity tolerance as an absolute quantity.
Type:
Content:
complex, 4 elements
Defined:
locally within OilDelivery complexType in fpml-com-5-8.xsd; see XML source
A deliverable obligation characteristic.
Type:
xsd:boolean
Content:
simple
Defined:
Optional account information used to precisely define the origination and destination of financial instruments.
Type:
Content:
complex, 1 attribute, 6 elements
Defined:
A reference to the party beneficiary of the account.
Type:
Content:
empty, 1 attribute
Defined:
locally within Account complexType in fpml-shared-5-8.xsd; see XML source
An account identifier.
Type:
Content:
simple, 1 attribute
Defined:
locally within Account complexType in fpml-shared-5-8.xsd; see XML source
The name by which the account is known.
Type:
Content:
simple, 1 attribute
Defined:
locally within Account complexType in fpml-shared-5-8.xsd; see XML source
accountReference (defined in OnBehalfOf complexType)
Identifies the account(s) related to the party when they cannot be determined from the party alone, for example in a inter-book trade.
Type:
Content:
empty, 1 attribute
Defined:
Reference to an account.
Type:
Content:
empty, 1 attribute
Defined:
The type of account. e.g., Client, House
Type:
Content:
simple, 1 attribute
Defined:
locally within Account complexType in fpml-shared-5-8.xsd; see XML source
Describes accrual features within the product.
Type:
Content:
complex, 1 attribute, 3 elements
Defined:
Describes accrual features within the product.
Type:
Content:
complex, 1 attribute, 3 elements
Defined:
Describes accrual features within the product.
Type:
Content:
complex, 1 attribute, 3 elements
Defined:
Describes accrual features within the product.
Type:
Content:
complex, 1 attribute, 3 elements
Defined:
The accrual amount over the defined period.
Type:
Content:
complex, 1 attribute, 3 elements
Defined:
A multiplier applied to the notional amount per fixing of each currency to specify the amount accrued each time the spot rate fixes within the accrual region.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
Accrual factor for the settlement period.
Type:
xsd:decimal
Content:
simple
Defined:
Actual fixing dates within the fixing period.
Type:
Content:
complex, 4 elements
Defined:
Type:
Content:
complex, 3 attributes, 26 elements
Defined:
globally in fpml-loan-5-8.xsd; see XML source
Used:
never
Type:
Content:
complex, 3 attributes, 23 elements
Defined:
globally in fpml-loan-5-8.xsd; see XML source
Used:
never
A unique id associated with the loan accrual type.
Type:
Content:
simple, 1 attribute
Defined:
Defines the regions of the spot rate where fixings generate an accumulation of notional.
Type:
Content:
complex, 9 elements
Defined:
Specifies the behavior with respect to settlement rights for the accrual period in which a global knockout event occurs (the "knockout period").
Type:
Content:
simple
Defined:
Accruals, relationship is clean price and accruals equals dirty price, all prices are expressed in percentage points, 100 is the initial value of the bond.
Type:
xsd:decimal
Content:
simple
Defined:
Accruals expressed as amount.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
accrualSchedule (defined in AccruingFeePayment complexType)
A schedule that incorporates all sub-periods of an accrual calculation.
Type:
Content:
complex, 7 elements
Defined:
accrualSchedule (defined in AccruingPikPayment complexType)
A schedule that incorporates all sub-periods of an accrual calculation.
Type:
Content:
complex, 7 elements
Defined:
accrualSchedule (defined in InterestCapitalization complexType)
A schedule that incorporates all sub-periods of an accrual calculation.
Type:
Content:
complex, 7 elements
Defined:
accrualSchedule (defined in InterestPayment complexType)
A schedule that incorporates all sub-periods of an accrual calculation.
Type:
Content:
complex, 7 elements
Defined:
A schedule that incorporates all sub-periods of an accrual calculation.
Type:
Content:
complex, 7 elements
Defined:
accruedInterest (defined in DeliverableObligations complexType)
Indicates whether accrued interest is included (true) or not (false).
Type:
xsd:boolean
Content:
simple
Defined:
accruedInterest (defined in PendingPayment complexType)
Accrued interest on the dividend or coupon payment.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
Indicates whether accrued interest is included (true) or not (false).
Type:
xsd:boolean
Content:
simple
Defined:
Specifies the accrued interest that are part of the dirty price in the case of a fixed income security or a convertible bond.
Type:
xsd:decimal
Content:
simple
Defined:
Type:
Content:
complex, 11 elements
Subst.Gr:
may substitute for element accruingFeeChangeGroup
Defined:
globally in fpml-loan-5-8.xsd; see XML source
Used:
never
Head of the substitution group for all facility events.
Type:
Content:
complex, 10 elements
Abstract:
(may not be used directly in instance XML documents)
Subst.Gr:
may be substituted with 2 elements
Defined:
globally in fpml-loan-5-8.xsd; see XML source
Used:
Type:
Content:
complex, 3 attributes, 15 elements
Defined:
globally in fpml-loan-5-8.xsd; see XML source
Used:
never
Type:
Content:
complex, 3 attributes, 12 elements
Defined:
globally in fpml-loan-5-8.xsd; see XML source
Used:
never
Type:
Content:
complex, 12 elements
Subst.Gr:
may substitute for element accruingFeeChangeGroup
Defined:
globally in fpml-loan-5-8.xsd; see XML source
Used:
never
A description of all the different types of accruing fees which apply to the facility.
Type:
Content:
complex, 8 elements
Defined:
Defines new rate and the date on which the rate is no longer valid.
Type:
Content:
complex, 8 elements
Defined:
Type:
Content:
complex, 16 elements
Defined:
Type:
Content:
complex, 16 elements
Defined:
Type:
Content:
complex, 3 attributes, 15 elements
Defined:
globally in fpml-loan-5-8.xsd; see XML source
Used:
never
Type:
Content:
complex, 3 attributes, 12 elements
Defined:
globally in fpml-loan-5-8.xsd; see XML source
Used:
never
The latest version of the acccruing PIK option.
Type:
Content:
complex, 6 elements
Defined:
A loan contract PIK accrual option.
Type:
Content:
complex, 6 elements
Defined:
Type:
Content:
complex, 11 elements
Defined:
Type:
Content:
complex, 11 elements
Defined:
Type:
Content:
complex, 14 elements
Defined:
Type:
Content:
complex, 14 elements
Defined:
Type:
Content:
complex, 3 attributes, 15 elements
Defined:
globally in fpml-loan-5-8.xsd; see XML source
Used:
never
Type:
Content:
complex, 3 attributes, 12 elements
Defined:
globally in fpml-loan-5-8.xsd; see XML source
Used:
never
Type:
Content:
complex, 4 elements
Defined:
Type:
Content:
complex, 10 elements
Defined:
actionType (defined in ReportingRegimeIdentifier complexType)
Reports a regulator-specific code for the action associated with this submission.
Type:
Content:
simple, 1 attribute
Defined:
Reports a regulator-specific code for the action associated with this submission.
Type:
Content:
simple, 1 attribute
Defined:
If true, then additional acknowledgements are applicable.
Type:
xsd:boolean
Content:
simple
Defined:
additionalData (defined in Exception.model group)
Any string of additional data that may help the message processor, for example in a rejection message this might contain a code value or the text of the original request (within a CDATA section).
Type:
Content:
complex, 5 elements
Defined:
additionalData (defined in Reason complexType)
Any string of additional data that may help the message processor, for example in a rejection message this might contain a code value or the text of any one of the messages (within a CDATA section).
Type:
Content:
complex, 5 elements
Defined:
locally within Reason complexType in fpml-msg-5-8.xsd; see XML source
ISDA 2002 Equity Additional Disruption Events.
Type:
Content:
complex, 11 elements
Defined:
If present and true, then additional dividends are applicable.
Type:
xsd:boolean
Content:
simple
Defined:
The additionalEvent element is an extension/substitution point to customize FpML and add additional events.
Type:
Content:
complex, 1 element
Abstract:
(may not be used directly in instance XML documents)
Defined:
Used:
at 12 locations
Specifies the events that will give rise to the payment a additional fixed payments.
Type:
Content:
complex, 3 elements
Defined:
To be used when marketDisruptionEvents is set to "Applicable" and additional market disruption events(s) apply to the default market disruption events of Section 7.4(d)(i) of the ISDA Commodity Definitions.
Type:
Content:
simple, 1 attribute
Defined:
additionalPayment (defined in FxPerformanceSwap complexType)
Additional Payment means, in respect of an FX Transaction, where such fee is required, and a Transaction Fee Payment Date, the amount, if any, that is specified or otherwise determined as provided in the related Confirmation and, subject to any applicable condition precedent, is payable by one party to the other as further specified or otherwise determined as provided in the related Confirmation on the Transaction Fee Payment Date or on each Transaction Fee Payment Date if more than one is specified, for value on such date.
Type:
Content:
complex, 2 attributes, 10 elements
Defined:
additionalPayment (defined in NettedSwapBase complexType)
Specifies additional payment(s) between the principal parties to the netted swap.
Type:
Content:
complex, 1 attribute, 7 elements
Defined:
additionalPayment (defined in ReturnSwapBase complexType)
Specifies additional payment(s) between the principal parties to the trade.
Type:
Content:
complex, 1 attribute, 7 elements
Defined:
additionalPayment (defined in Swap complexType)
Additional payments between the principal parties.
Type:
Content:
complex, 2 attributes, 10 elements
Defined:
locally within Swap complexType in fpml-ird-5-8.xsd; see XML source
Additional payments between the principal parties.
Type:
Content:
complex, 2 attributes, 10 elements
Defined:
locally within CapFloor complexType in fpml-ird-5-8.xsd; see XML source
Additional payments between the principal parties (i.e. the parties referenced as the FRA buyer and seller).
Type:
Content:
complex, 2 attributes, 10 elements
Defined:
locally within Fra complexType in fpml-ird-5-8.xsd; see XML source
It supports the representation of premiums, fees, etc.
Type:
Content:
complex, 1 attribute, 6 elements
Defined:
Fee paid by the client at inception (analagous to an option premium).
Type:
Content:
complex, 2 attributes, 10 elements
Defined:
The currency, amount and payment details for the Forward Volatility Agreement, as agreed at the time of execution.
Type:
Content:
complex, 2 attributes, 10 elements
Defined:
It supports the representation of premiums, fees, etc.
Type:
Content:
complex, 1 attribute, 6 elements
Defined:
Specifies the amount of the fee along with, when applicable, the formula that supports its determination.
Type:
Content:
complex, 2 elements
Defined:
Specifies the value date of the fee payment/receipt.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
This element is used for representing information contained in the Additional Terms field of the 2003 Master Credit Derivatives confirm.
Type:
Content:
simple, 1 attribute
Defined:
locally within GeneralTerms complexType in fpml-cd-5-8.xsd; see XML source
Contains any additional terms to the swap contract.
Type:
Content:
complex, 1 element
Defined:
locally within Swap complexType in fpml-ird-5-8.xsd; see XML source
A postal or street address.
Type:
Content:
complex, 5 elements
Defined:
adjustableDate (defined in AdjustableOrRelativeDate complexType)
A date that shall be subject to adjustment if it would otherwise fall on a day that is not a business day in the specified business centers, together with the convention for adjusting the date.
Type:
Content:
complex, 1 attribute, 3 elements
Defined:
adjustableDate (defined in DividendPaymentDate complexType)
A date that shall be subject to adjustment if it would otherwise fall on a day that is not a business day in the specified business centers, together with the convention for adjusting the date.
Type:
Content:
complex, 1 attribute, 3 elements
Defined:
Date from which early termination clause can be exercised.
Type:
Content:
complex, 1 attribute, 3 elements
Defined:
Date from which early termination clause can be exercised.
Type:
Content:
complex, 1 attribute, 3 elements
Defined:
adjustableDate (in valuationDate defined in EquityValuation complexType)
A date that shall be subject to adjustment if it would otherwise fall on a day that is not a business day in the specified business centers, together with the convention for adjusting the date.
Type:
Content:
complex, 1 attribute, 3 elements
Defined:
A series of adjustable dates
Type:
Content:
complex, 1 attribute, 3 elements
Defined:
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:
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:
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:
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:
A fixed payment date that shall be subject to adjustment in accordance with the applicable business day convention if it would otherwise fall on a day that is not a business day.
Type:
xsd:date
Content:
simple
Defined:
A fixed amount payment date that shall be subject to adjustment in accordance with the applicable business day convention if it would otherwise fall on a day that is not a business day.
Type:
xsd:date
Content:
simple
Defined:
locally within SinglePayment complexType in fpml-cd-5-8.xsd; see XML source
The date on which the cash settlement amount is paid.
Type:
xsd:date
Content:
simple
Defined:
The date on which the cash settlement amount is paid.
Type:
xsd:date
Content:
simple
Defined:
The date on which the cash settlement amount is paid.
Type:
xsd:date
Content:
simple
Defined:
The date by which the cash settlement amount must be agreed.
Type:
xsd:date
Content:
simple
Defined:
The date by which the cash settlement amount must be agreed.
Type:
xsd:date
Content:
simple
Defined:
The date by which the cash settlement amount must be agreed.
Type:
xsd:date
Content:
simple
Defined:
The date once the adjustment has been performed.
Type:
Content:
simple, 1 attribute
Defined:
adjustedDate (defined in AdjustableDate2 complexType)
The date once the adjustment has been performed.
Type:
Content:
simple, 1 attribute
Defined:
adjustedDate (defined in AdjustableDates complexType)
The date once the adjustment has been performed.
Type:
Content:
simple, 1 attribute
Defined:
adjustedDate (defined in AdjustableOrAdjustedDate complexType)
The date once the adjustment has been performed.
Type:
Content:
simple, 1 attribute
Defined:
List of schedule dates.
Type:
xsd:date
Content:
simple
Defined:
adjustedDate (defined in FxSchedule complexType)
List of schedule dates.
Type:
xsd:date
Content:
simple
Defined:
adjustedDate (defined in FxSchedule complexType)
List of schedule dates.
Type:
xsd:date
Content:
simple
Defined:
adjustedDate (defined in RelativeDateOffset complexType)
The date once the adjustment has been performed.
Type:
Content:
simple, 1 attribute
Defined:
The early termination date that is applicable if an early termination provision is exercised.
Type:
xsd:date
Content:
simple
Defined:
The early termination date that is applicable if an early termination provision is exercised.
Type:
xsd:date
Content:
simple
Defined:
The early termination date that is applicable if an early termination provision is exercised.
Type:
xsd:date
Content:
simple
Defined:
The start date of the calculation period.
Type:
Content:
simple, 1 attribute
Defined:
locally within Fra complexType in fpml-ird-5-8.xsd; see XML source
The calculation period end date, adjusted according to any relevant business day convention.
Type:
xsd:date
Content:
simple
Defined:
The date on which option exercise takes place.
Type:
xsd:date
Content:
simple
Defined:
The date on which option exercise takes place.
Type:
xsd:date
Content:
simple
Defined:
The date on which option exercise takes place.
Type:
xsd:date
Content:
simple
Defined:
The date on which option exercise takes place.
Type:
xsd:date
Content:
simple
Defined:
The date on which the exercise fee amount is paid.
Type:
xsd:date
Content:
simple
Defined:
The date on which the exercise fee amount is paid.
Type:
xsd:date
Content:
simple
Defined:
The termination date if an extendible provision is exercised.
Type:
xsd:date
Content:
simple
Defined:
The adjusted fixing date, i.e. the actual date the rate is observed.
Type:
xsd:date
Content:
simple
Defined:
The date on which the fx spot rate is observed.
Type:
xsd:date
Content:
simple
Defined:
The adjusted payment date.
Type:
xsd:date
Content:
simple
Defined:
The adjusted payment date.
Type:
xsd:date
Content:
simple
Defined:
The adjusted payment date.
Type:
xsd:date
Content:
simple
Defined:
The adjusted payment date.
Type:
xsd:date
Content:
simple
Defined:
locally within SinglePayment complexType in fpml-cd-5-8.xsd; see XML source
An optional cashflow-like structure allowing the equivalent representation of the periodic fixed payments in terms of a series of adjusted payment dates and amounts.
Type:
Content:
complex, 2 elements
Defined:
The principal exchange date.
Type:
xsd:date
Content:
simple
Defined:
The effective date of the underlying swap associated with a given exercise date.
Type:
xsd:date
Content:
simple
Defined:
The calculation period start date, adjusted according to any relevant business day convention.
Type:
xsd:date
Content:
simple
Defined:
The end date of the calculation period.
Type:
xsd:date
Content:
simple
Defined:
locally within Fra complexType in fpml-ird-5-8.xsd; see XML source
Type:
Content:
complex, 12 elements
Subst.Gr:
may substitute for element loanContractEventGroup
Defined:
globally in fpml-loan-5-8.xsd; see XML source
Used:
never
adjustment (defined in CommitmentAdjustment complexType)
Defines the type of adjustment applied - increase or decrease.
Type:
Content:
complex, 2 elements
Defined:
Defines the type of adjustment applied - increase or decrease.
Type:
Content:
complex, 2 elements
Defined:
The total remaining commitment amount (in facility currency), once the adjustnment has been applied.
Type:
Content:
complex, 2 elements
Defined:
Defines the type of adjustment applied - increase or decrease.
Type:
Content:
complex, 2 elements
Defined:
An adjustment factor, such as for vol smile/skew.
Type:
Content:
complex, 3 elements
Defined:
The Weather Index Station from which data with which to apply the "Adjustement to Fallback Station Data" terms.
Type:
xsd:boolean
Content:
simple
Defined:
Defines the type of adjustment applied - increase or decrease.
Type:
Content:
simple
Defined:
locally within Adjustment complexType in fpml-loan-5-8.xsd; see XML source
The value of the dependent variable, the actual adjustment amount.
Type:
xsd:decimal
Content:
simple
Defined:
A human-readable message providing information about the service..
Type:
Content:
complex, 4 elements
Defined:
Trades affected by this event.
Type:
Content:
complex, 2 elements
Defined:
A reference to the agent bank for the associated deal.
Type:
Content:
empty, 1 attribute
Defined:
A party reference to the agent bank.
Type:
Content:
empty, 1 attribute
Defined:
A party reference to the agent bank associated with the deal.
Type:
Content:
empty, 1 attribute
Defined:
The date on which the change was agreed.
Type:
xsd:date
Content:
simple
Defined:
If true, then agreements regarding hedging are applicable.
Type:
xsd:boolean
Content:
simple
Defined:
Type:
Content:
simple
Defined:
Represents the European Master Confirmation value of 'All Dividends' which, when applicable, signifies that, for a given Ex-Date, the daily observed Share Price for that day is adjusted (reduced) by the cash dividend and/or the cash value of any non cash dividend per Share (including Extraordinary Dividends) declared by the Issuer.
Type:
xsd:boolean
Content:
simple
Defined:
Event (trade post-trade event) asserted by the "other side's" party.
Type:
Content:
complex, 13 elements
Defined:
Indicates whether an obligation of the Reference Entity, guaranteed by the Reference Entity on behalf of a non-Affiliate, is to be considered an Obligation for the purpose of the transaction.
Type:
xsd:boolean
Content:
simple
Defined:
Bond all-in-price which is a price that includes all relevant price adjustments (i.e. accrued interest, haircut or margin ratio, inflation factor,etc.).
Type:
xsd:decimal
Content:
simple
Defined:
The actual percentage rate charged to the borrower.
Type:
xsd:decimal
Content:
simple
Defined:
The actual percentage rate charged to the borrower.
Type:
xsd:decimal
Content:
simple
Defined:
allInRateLimits (defined in FixedRateOption complexType)
Type:
Content:
complex, 2 elements
Defined:
allInRateLimits (defined in FloatingRateOption complexType)
Type:
Content:
complex, 2 elements
Defined:
The fractional allocation (0.45 = 45%) of the notional and "block" fees to this particular client subaccount.
Type:
xsd:decimal
Content:
simple
Defined:
locally within Allocation complexType in fpml-doc-5-8.xsd; see XML source
The notional allocation (amount and currency) to this particular client account.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
locally within Allocation complexType in fpml-doc-5-8.xsd; see XML source
A pointer style reference to one of the parties to the trade, defined elsewhere in the document.
Type:
Content:
empty, 1 attribute
Defined:
locally within Allocations complexType in fpml-doc-5-8.xsd; see XML source
Type:
Content:
complex, 10 elements
Defined:
locally within Allocations complexType in fpml-doc-5-8.xsd; see XML source
Reference to an account.
Type:
Content:
empty, 1 attribute
Defined:
Type:
Content:
complex, 3 attributes, 10 elements
Defined:
Used:
never
Type:
Content:
complex, 3 attributes, 10 elements
Defined:
Used:
never
Type:
Content:
complex, 3 attributes, 7 elements
Defined:
Used:
never
Reference to a party.
Type:
Content:
empty, 1 attribute
Defined:
Type:
Content:
complex, 3 attributes, 11 elements
Defined:
Used:
never
allocations (defined in Trade complexType)
"Short-form" representation of allocations in which the key block economics are stated once within the trade structure, and the allocation data is contained in this allocations structure.
Type:
Content:
complex, 2 elements
Defined:
locally within Trade complexType in fpml-doc-5-8.xsd; see XML source
Type:
Content:
complex, 2 elements
Defined:
Type:
Content:
complex, 2 elements
Defined:
Type:
Content:
complex, 2 elements
Defined:
Type:
Content:
complex, 2 elements
Defined:
When allocations for this trade were completely processed.
Type:
xsd:dateTime
Content:
simple
Defined:
When allocations for this trade were submitted or received by this party.
Type:
xsd:dateTime
Content:
simple
Defined:
allocationStatus (defined in PartyTradeInformation complexType)
Specifies whether the trade is anticipated to be allocated, has been allocated, or will not be allocated.
Type:
Content:
simple, 1 attribute
Defined:
Specifies whether the trade is anticipated to be allocated, has been allocated, or will not be allocated.
Type:
Content:
simple, 1 attribute
Defined:
When allocations for this trade were most recently corrected.
Type:
xsd:dateTime
Content:
simple
Defined:
allocationTradeId (defined in PartyTradeIdentifier complexType)
The trade id of the allocated trade.
Type:
Content:
complex, 1 attribute, 6 elements
Defined:
Unique ID for the allocation.
Type:
Content:
complex, 1 attribute, 6 elements
Defined:
locally within Allocation complexType in fpml-doc-5-8.xsd; see XML source
A provider of either temperature data or precipitation data specified by the parties in the related Confirmation.
Type:
xsd:boolean
Content:
simple
Defined:
amendment (defined in ExecutionNotification complexType)
Type:
Content:
complex, 6 elements
Defined:
Type:
Content:
complex, 6 elements
Defined:
Type:
Content:
complex, 12 elements
Subst.Gr:
may substitute for element facilityFeePaymentGroup
Defined:
globally in fpml-loan-5-8.xsd; see XML source
Used:
never
The parameters for defining the exercise period for an American style option together with any rules governing the notional amount of the underlying which can be exercised on any given exercise date and any associated exercise fees.
Type:
Content:
complex, 1 attribute, 8 elements
Subst.Gr:
may substitute for element exercise
Defined:
Used:
never
americanExercise (defined in CommodityExercise complexType)
The parameters for defining the expiration date for an American option.
Type:
Content:
complex, 1 attribute, 7 elements
Defined:
The parameters for defining the expiration date(s) and time(s) for an American style option.
Type:
Content:
complex, 1 attribute, 6 elements
Defined:
The parameters for defining the exercise period for an American style option together with the rules governing the quantity of the commodity that can be exercised on any given exercise date.
Type:
Content:
complex, 1 attribute, 7 elements
Defined:
The parameters for defining the expiration date for an American option.
Type:
Content:
complex, 1 attribute, 7 elements
Defined:
The parameters for defining the exercise period for an American style option.
Type:
Content:
complex, 1 attribute, 5 elements
Defined:
The parameters for defining the exercise period for an American style option.
Type:
Content:
complex, 1 attribute, 6 elements
Defined:
locally within FxOption complexType in fpml-fx-5-8.xsd; see XML source
amount (defined in AccruingFeePayment complexType)
Type:
Content:
complex, 1 attribute, 3 elements
Defined:
amount (defined in AccruingPikPayment complexType)
Type:
Content:
complex, 1 attribute, 3 elements
Defined:
amount (defined in ActualPrice complexType)
Specifies the net price amount.
Type:
xsd:decimal
Content:
simple
Defined:
amount (defined in Adjustment complexType)
Type:
Content:
complex, 1 attribute, 3 elements
Defined:
locally within Adjustment complexType in fpml-loan-5-8.xsd; see XML source
amount (defined in Borrowing complexType)
Type:
Content:
complex, 1 attribute, 3 elements
Defined:
locally within Borrowing complexType in fpml-loan-5-8.xsd; see XML source
amount (defined in CashflowNotional complexType)
The quantity of notional (in currency or other units).
Type:
xsd:decimal
Content:
simple
Defined:
amount (defined in InterestCapitalization complexType)
Type:
Content:
complex, 1 attribute, 3 elements
Defined:
amount (defined in InterestPayment complexType)
Type:
Content:
complex, 1 attribute, 3 elements
Defined:
amount (defined in LetterOfCreditSummary complexType)
The letter of credit notional amount.
Type:
Content:
complex, 1 attribute, 3 elements
Defined:
amount (defined in LoanContractSummary complexType)
Type:
Content:
complex, 1 attribute, 3 elements
Defined:
amount (defined in Money complexType)
The monetary quantity in currency units.
Type:
xsd:decimal
Content:
simple
Defined:
locally within Money complexType in fpml-shared-5-8.xsd; see XML source
amount (defined in NonNegativeMoney complexType)
The non negative monetary quantity in currency units.
Type:
Content:
simple
Defined:
amount (defined in NonRecurringFeePayment complexType)
Type:
Content:
complex, 1 attribute, 3 elements
Defined:
amount (defined in PendingPayment complexType)
The amount of the dividend or coupon payment.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
amount (defined in PositiveMoney complexType)
The positive monetary quantity in currency units.
Type:
Content:
simple
Defined:
amount (defined in Repayment complexType)
Type:
Content:
complex, 1 attribute, 3 elements
Defined:
locally within Repayment complexType in fpml-loan-5-8.xsd; see XML source
amount (defined in VarianceLeg complexType)
Specifies, in relation to each Equity Payment Date, the amount to which the Equity Payment Date relates.
Type:
Content:
complex, 6 elements
Defined:
Type:
Content:
complex, 1 attribute, 3 elements
Defined:
The amount payable to the agent for re-assigning a share in one of the underlying facilities within the deal.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
Specifies, in relation to each Equity Payment Date, the Equity Amount to which the Equity Payment Date relates.
Type:
Content:
complex, 6 elements
Defined:
The monetary quantity in currency units.
Type:
Content:
simple
Defined:
Target level expressed as a cash amount.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
The letter of credit amount after the adjustment has been applied.
Type:
Content:
complex, 1 attribute, 3 elements
Defined:
The letter of credit notional amount.
Type:
Content:
complex, 1 attribute, 3 elements
Defined:
locally within LcIssuance complexType in fpml-loan-5-8.xsd; see XML source
Type:
Content:
complex, 1 attribute, 3 elements
Defined:
The global and share amounts against the associated instrument.
Type:
Content:
complex, 1 attribute, 3 elements
Defined:
Type:
xsd:decimal
Content:
simple
Defined:
Specifies, in relation to each Payment Date, the amount to which the Payment Date relates.
Type:
Content:
complex, 11 elements
Defined:
The amount of withholding tax being applied.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
amountRelativeTo (defined in Price complexType)
The href attribute value will be a pointer style reference to the element or component elsewhere in the document where the anchor amount is defined.
Type:
Content:
empty, 1 attribute
Defined:
locally within Price complexType in fpml-asset-5-8.xsd; see XML source
Type:
Content:
empty, 1 attribute
Defined:
Reference to an amount defined elsewhere in the document.
Type:
Content:
empty, 1 attribute
Defined:
Type:
xsd:integer
Content:
simple
Defined:
Type:
xsd:integer
Content:
simple
Defined:
annualizationFactor (defined in FxPerformanceSwap complexType)
This specifies the numerator of an annualization factor.
Type:
xsd:decimal
Content:
simple
Defined:
This specifies the numerator of an annualization factor.
Type:
xsd:decimal
Content:
simple
Defined:
applicable (defined in NotDomesticCurrency complexType)
Indicates whether the not domestic currency provision is applicable.
Type:
xsd:boolean
Content:
simple
Defined:
applicable (defined in PCDeliverableObligationCharac complexType)
Indicates whether the provision is applicable.
Type:
xsd:boolean
Content:
simple
Defined:
applicable (defined in SpecifiedCurrency complexType)
Indicates whether the specified currency provision is applicable.
Type:
xsd:boolean
Content:
simple
Defined:
applicable (in failureToPay defined in CreditEvents complexType)
Indicates whether the failure to pay provision is applicable.
Type:
xsd:boolean
Content:
simple
Defined:
Indicates whether the grace period extension provision is applicable.
Type:
xsd:boolean
Content:
simple
Defined:
applicable (in restructuring defined in CreditEvents complexType)
Indicates whether the restructuring provision is applicable.
Type:
xsd:boolean
Content:
simple
Defined:
Indicates that the trade is for a System Firm product.
Type:
xsd:boolean
Content:
simple
Defined:
Indicates that the oil product will be delivered by title transfer.
Type:
xsd:boolean
Content:
simple
Defined:
Indicates that the trade is for a Unit Firm product.
Type:
xsd:boolean
Content:
simple
Defined:
applicableDay (defined in SettlementPeriods complexType)
Specifies the Applicable Day with respect to a range of Settlement Periods.
Type:
Content:
simple
Defined:
Specifies the Applicable Day with respect to a range of Settlement Periods.
Type:
Content:
simple
Defined:
Applies to U.S.
Type:
Content:
simple, 1 attribute
Defined:
Indicates the template terms that describe the events and fallbacks.
Type:
Content:
simple, 1 attribute
Defined:
Type:
Content:
complex, 6 elements
Defined:
locally within Approvals complexType in fpml-doc-5-8.xsd; see XML source
An identifer for a specific appoval, to allow the approval to be identified and tracked.
Type:
Content:
simple, 2 attributes
Defined:
locally within Approval complexType in fpml-doc-5-8.xsd; see XML source
An identifer for a specific appoval, to allow the approval to be identified and tracked.
Type:
Content:
simple, 2 attributes
Defined:
approvals (defined in Trade complexType)
A container for approval states in the workflow.
Type:
Content:
complex, 1 element
Defined:
locally within Trade complexType in fpml-doc-5-8.xsd; see XML source
approvals (defined in TradePackage complexType)
A container for approval states in the workflow.
Type:
Content:
complex, 1 element
Defined:
A container for approval states in the workflow.
Type:
Content:
complex, 1 element
Defined:
All of the approvals for a specific trade.
Type:
Content:
complex, 1 element
Defined:
Type:
Content:
complex, 3 attributes, 11 elements
Defined:
Used:
never
A pointer style reference to a party defined elsewhere in the document.
Type:
Content:
empty, 1 attribute
Defined:
locally within Approval complexType in fpml-doc-5-8.xsd; see XML source
The full name or identifiying ID of the relevant approver.
Type:
Content:
simple, 1 attribute
Defined:
locally within Approval complexType in fpml-doc-5-8.xsd; see XML source
The full name or identifiying ID of the relevant approver.
Type:
Content:
simple, 1 attribute
Defined:
The full name or identifiying ID of the relevant approver.
Type:
Content:
simple, 1 attribute
Defined:
The full name or identifiying ID of the relevant approver.
Type:
Content:
simple, 1 attribute
Defined:
The full name or identifiying ID of the relevant approver.
Type:
Content:
simple, 1 attribute
Defined:
A pointer style reference to a party defined elsewhere in the document.
Type:
Content:
empty, 1 attribute
Defined:
locally within Approval complexType in fpml-doc-5-8.xsd; see XML source
A pointer style reference to a party defined elsewhere in the document.
Type:
Content:
empty, 1 attribute
Defined:
A pointer style reference to a party defined elsewhere in the document.
Type:
Content:
empty, 1 attribute
Defined:
A pointer style reference to a party defined elsewhere in the document.
Type:
Content:
empty, 1 attribute
Defined:
A pointer style reference to a party defined elsewhere in the document.
Type:
Content:
empty, 1 attribute
Defined:
The ash content of the coal product.
Type:
Content:
complex, 3 elements
Defined:
The temperature at which the ash form of the coal product fuses completely in accordance with the ASTM International D1857 Standard Test Methodology.
Type:
Content:
complex, 3 elements
Defined:
asian (in feature defined in Feature.model group)
An option where and average price is taken on valuation.
Type:
Content:
complex, 4 elements
Defined:
asian (in feature defined in OptionBaseExtended complexType)
An option where and average price is taken on valuation.
Type:
Content:
complex, 4 elements
Defined:
Type:
Content:
complex, 8 elements
Defined:
A price "asked" by a seller for an asset, i.e. the price at which a seller is willing to sell.
Type:
xsd:decimal
Content:
simple
Defined:
Event (trade or post-trade event) asserted by one of the parties.
Type:
Content:
complex, 13 elements
Defined:
A reference to the asset whose volatility is modeled.
Type:
Content:
empty, 1 attribute
Defined:
A classification of the risk class of the trade.
Type:
Content:
simple, 1 attribute
Defined:
A collection of valuations (quotes) for the assets needed in the set.
Type:
Content:
complex, 2 attributes, 3 elements
Defined:
assetReference (defined in CollateralValuation complexType)
A reference to explicitly identify which asset is being valued.
Type:
Content:
empty, 1 attribute
Defined:
The asset whose price is required.
Type:
Content:
empty, 1 attribute
Defined:
A reference to the rate index whose forwards are modeled.
Type:
Content:
empty, 1 attribute
Defined:
A reference to the collateral asset to which the margin requirement applies.
Type:
Content:
empty, 1 attribute
Defined:
Valuations reported in this valuation set.
Type:
Content:
complex, 2 attributes, 4 elements
Defined:
A deliverable obligation characteristic.
Type:
Content:
complex, 2 elements
Defined:
The assignment fee amount and rules.
Type:
Content:
complex, 3 elements
Defined:
A human readable document related to this transaction, for example a confirmation.
Type:
Content:
complex, 12 elements
Defined:
Lower bound percentage of the loss that the Tranche can endure, expressed as a decimal.
Type:
xsd:decimal
Content:
simple
Defined:
locally within Tranche complexType in fpml-cd-5-8.xsd; see XML source
automaticExercise (defined in CommodityExercise complexType)
Specifies whether or not Automatic Exercise applies to a Commodity Option Transaction.
Type:
xsd:boolean
Content:
simple
Defined:
Specifies whether or not Automatic Exercise applies to a Commodity Option Transaction.
Type:
xsd:boolean
Content:
simple
Defined:
If true then each option not previously exercised will be deemed to be exercised at the expiration time on the expiration date without service of notice unless the buyer notifies the seller that it no longer wishes this to occur.
Type:
xsd:boolean
Content:
simple
Defined:
automaticExercise (defined in ExerciseProcedure complexType)
If automatic is specified then the notional amount of the underlying swap, not previously exercised under the swaption will be automatically exercised at the expriration time on the expiration date if at such time the buyer is in-the-money, provided that the difference between the settlement rate and the fixed rate under the relevant underlying swap is not less than the specified threshold rate.
Type:
Content:
complex, 1 element
Defined:
Specifies whether or not Automatic Exercise applies to a Commodity Option Transaction.
Type:
xsd:boolean
Content:
simple
Defined:
Specifies whether or not Automatic Exercise applies to a Commodity Option Transaction.
Type:
xsd:boolean
Content:
simple
Defined:
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:
The value is calculated by perturbing by the perturbationAmount and then the negative of the perturbationAmount and then averaging the two values (i.e. the value is half of the difference between perturbing up and perturbing down).
Type:
xsd:boolean
Content:
simple
Defined:
The average amount of individual securities traded in a day or over a specified amount of time.
Type:
Content:
complex, 2 elements
Defined:
Specifies the calculated floating price leg of a Commodity Forward Transaction.
Type:
Content:
complex, 1 attribute, 17 elements
Defined:
Average Rate Forward: means the average of the Reference Spot Rate on each Business Day from and including the Calculation Start Date up to and including the Calculation End Date rounded to the precision decimal places.
Type:
Content:
complex, 1 attribute, 6 elements
Defined:
Average Rate: means the average of the Reference Spot Rate on each Business Day from and including the Calculation Start Date up to and including the Calculation End Date rounded to the precision decimal places.
Type:
Content:
complex, 1 attribute, 6 elements
Defined:
Average Rate Fixing Dates.
Type:
Content:
complex, 4 elements
Defined:
An optional factor that can be used for weighting certain observation dates.
Type:
xsd:decimal
Content:
simple
Defined:
Average Strike: means the average of the Reference Spot Rate on each Business Day from and including the Calculation Start Date up to and including the Calculation End Date rounded to the precision decimal places.
Type:
Content:
complex, 1 attribute, 7 elements
Defined:
Average Strike Forward: means the average of the Reference Spot Rate on each Business Day from and including the Calculation Start Date up to and including the Calculation End Date rounded to the precision decimal places.
Type:
Content:
complex, 1 attribute, 7 elements
Defined:
Average Strike Fixing Dates.
Type:
Content:
complex, 4 elements
Defined:
Reference to an average rate defined within the FxAccrualForward and FxAccrualOption products.
Type:
Content:
empty, 1 attribute
Defined:
Averaging Dates used in the swap.
Type:
Content:
complex, 4 elements
Defined:
An unweighted list of averaging observation date and times.
Type:
Content:
complex, 1 element
Defined:
Type:
Content:
simple
Defined:
The Method of Averaging if there is more than one Pricing Date.
Type:
Content:
simple
Defined:
The Method of Averaging if there is more than one Pricing Date.
Type:
Content:
simple
Defined:
averagingMethod (defined in CommodityFx complexType)
The parties may specify a Method of Averaging when averaging of the FX rate is applicable.
Type:
Content:
simple
Defined:
locally within CommodityFx complexType in fpml-com-5-8.xsd; see XML source
averagingMethod (defined in FloatingLegCalculation complexType)
The parties may specify a Method of Averaging where more than one pricing Dates is being specified as being applicable.
Type:
Content:
simple
Defined:
averagingMethod (defined in FloatingRateCalculation complexType)
If averaging is applicable, this component specifies whether a weighted or unweighted average method of calculation is to be used.
Type:
Content:
simple
Defined:
averagingMethod (defined in FxAveragingProcess complexType)
Type:
Content:
simple
Defined:
averagingMethod (in underlyer defined in GenericProduct complexType)
The parties may specify a Method of Averaging where more than one pricing Dates is being specified as being applicable.
Type:
Content:
simple
Defined:
A single weighted averaging observation.
Type:
Content:
complex, 3 elements
Defined:
A weighted list of averaging observation date and times.
Type:
Content:
complex, 1 element
Defined:
The frequency at which averaging period occurs with the regular part of the valuation schedule and their roll date convention.
Type:
Content:
complex, 1 attribute, 3 elements
Defined:
The averaging in period.
Type:
Content:
complex, 4 elements
Defined:
The averaging out period.
Type:
Content:
complex, 4 elements
Defined:
If true, indicates that that the first Calculation Period should run from the Effective Date to the end of the calendar period in which the Effective Date falls, e.g.
Type:
xsd:boolean
Content:
simple
Defined:
Type:
Content:
empty
Subst.Gr:
may substitute for element creditEvent
Defined:
Used:
never
bankruptcy (defined in CreditEvents complexType)
A credit event.
Type:
xsd:boolean
Content:
simple
Defined:
Defines a commodity option barrier product feature.
Type:
Content:
complex, 3 elements
Defined:
Defines a commodity option barrier product feature.
Type:
Content:
complex, 3 elements
Defined:
barrier (in feature defined in Feature.model group)
An option with a barrier feature.
Type:
Content:
complex, 2 elements
Defined:
barrier (in feature defined in OptionBaseExtended complexType)
An option with a barrier feature.
Type:
Content:
complex, 2 elements
Defined:
Type:
Content:
complex, 10 elements
Defined:
Type:
Content:
complex, 10 elements
Defined:
Defines a knockout barrier conditions where if a barrier event occurs, the accrual process is terminated for the duration of all remaining accrual periods.
Type:
Content:
complex, 1 attribute, 13 elements
Defined:
Defines a FX Accrual barrier conditions.
Type:
Content:
complex, 1 attribute, 13 elements
Defined:
Defines a knockout barrier conditions where if a barrier event occurs, the accrual process is terminated for the duration of all remaining accrual periods.
Type:
Content:
complex, 1 attribute, 13 elements
Defined:
Defines a knockout barrier conditions where if a barrier event occurs, the accrual process is terminated for the duration of all remaining accrual periods.
Type:
Content:
complex, 1 attribute, 13 elements
Defined:
Generic FxTarget barrier.
Type:
Content:
complex, 1 attribute, 10 elements
Defined:
The trigger rate of the Global Knockout Barrier for the settlement period.
Type:
Content:
complex, 2 elements
Defined:
The trigger rate of the barrier (Per Expiry or Global Knockout) for the settlement period.
Type:
Content:
complex, 2 elements
Defined:
A trigger level approached from beneath.
Type:
Content:
complex, 4 elements
Defined:
The party referenced is specified in the related Confirmation as Barrier Determination Agent.
Type:
Content:
empty, 1 attribute
Defined:
locally within Trade complexType in fpml-doc-5-8.xsd; see XML source
A trigger level approached from above.
Type:
Content:
complex, 4 elements
Defined:
Reference to the barrier structure within the parametric representation of the product.
Type:
Content:
empty, 1 attribute
Defined:
Reference to a perExpiryBarrier component to indicate theat the bound of the region is defined by the barrier component.
Type:
Content:
empty, 1 attribute
Defined:
barrierType (defined in FxBarrierFeature complexType)
This specifies whether the option becomes effective ("knock-in") or is annulled ("knock-out") when the respective barrier event occurs.
Type:
Content:
simple
Defined:
barrierType (defined in FxComplexBarrierBase complexType)
Specifies the outcome (action) in the event that the barrier is triggered i.e. whether the product becomes active (Knockin) or is extinguished (Knockout).
Type:
Content:
simple
Defined:
base64Binary (defined in AdditionalData complexType)
Provides extra information as binary contents coded in base64.
Type:
xsd:base64Binary
Content:
simple
Defined:
base64Binary (defined in Resource complexType)
Provides extra information as binary contents coded in base64.
Type:
xsd:base64Binary
Content:
simple
Defined:
locally within Resource complexType in fpml-shared-5-8.xsd; see XML source
The base currency in the exchange rate monitored for disruption events.
Type:
Content:
simple, 1 attribute
Defined:
locally within FxDisruption complexType in fpml-fx-5-8.xsd; see XML source
The base date for which the structure applies, i.e. the curve date.
Type:
Content:
simple, 1 attribute
Defined:
Reference to the party from whose point of view the assets are valued.
Type:
Content:
empty, 1 attribute
Defined:
XPath to the element in the base object.
Type:
Content:
simple
Defined:
The actual underlying base rate associated with the period, defined as a percentage.
Type:
xsd:decimal
Content:
simple
Defined:
Type:
Content:
complex, 2 elements
Defined:
Type:
Content:
complex, 12 elements
Subst.Gr:
may substitute for element loanContractEventGroup
Defined:
globally in fpml-loan-5-8.xsd; see XML source
Used:
never
Type:
Content:
complex, 12 elements
Defined:
Type:
Content:
complex, 12 elements
Defined:
The value of the element in the base object.
Type:
Content:
simple
Defined:
A reference to the yield curve values used as a basis for this credit curve valuation.
Type:
Content:
empty, 1 attribute
Defined:
Defines the underlying asset when it is a basket.
Type:
Content:
complex, 1 attribute, 8 elements
Subst.Gr:
may substitute for element underlyingAsset
Defined:
Used:
never
basket (defined in Underlyer complexType)
Describes the swap's underlyer when it has multiple asset components.
Type:
Content:
complex, 1 attribute, 8 elements
Defined:
locally within Underlyer complexType in fpml-asset-5-8.xsd; see XML source
DEPRECATED.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
Describes a change due to change in composition of basket underlyer
Type:
Content:
complex, 1 element
Subst.Gr:
may substitute for element changeEvent
Defined:
Used:
never
Describes each of the components of the basket.
Type:
Content:
complex, 1 attribute, 14 elements
Defined:
locally within Basket complexType in fpml-asset-5-8.xsd; see XML source
Specifies the currency for this basket.
Type:
Content:
simple, 1 attribute
Defined:
locally within Basket complexType in fpml-asset-5-8.xsd; see XML source
Specifies the basket divisor amount.
Type:
xsd:decimal
Content:
simple
Defined:
locally within Basket complexType in fpml-asset-5-8.xsd; see XML source
basketId (defined in BasketIdentifier.model group)
A CDS basket identifier
Type:
Content:
simple, 1 attribute
Defined:
basketId (defined in BasketIdentifier.model group)
A CDS basket identifier
Type:
Content:
simple, 1 attribute
Defined:
The name of the basket expressed as a free format string.
Type:
Content:
simple, 1 attribute
Defined:
The relative weight of each respective basket constituent, expressed in percentage.
Type:
Content:
simple
Defined:
This element contains all the terms relevant to defining the Credit Default Swap Basket.
Type:
Content:
complex, 7 elements
Defined:
locally within GeneralTerms complexType in fpml-cd-5-8.xsd; see XML source
Basket version, used to record changes in basket composition or weights
Type:
xsd:nonNegativeInteger
Content:
simple
Defined:
locally within Basket complexType in fpml-asset-5-8.xsd; see XML source
The pricing structure used to quote a benchmark instrument.
Type:
Content:
complex, 2 elements
Defined:
locally within Market complexType in fpml-riskdef-5-8.xsd; see XML source
A collection of benchmark instruments and quotes used as inputs to the pricing models.
Type:
Content:
complex, 2 elements
Defined:
locally within Market complexType in fpml-riskdef-5-8.xsd; see XML source
The ultimate beneficiary of the funds.
Type:
Content:
complex, 4 elements
Defined:
The ultimate beneficiary of the funds.
Type:
Content:
complex, 3 elements
Defined:
The bank that acts for the ultimate beneficiary of the funds in receiving payments.
Type:
Content:
complex, 4 elements
Defined:
The bank that acts for the ultimate beneficiary of the funds in receiving payments.
Type:
Content:
complex, 3 elements
Defined:
beneficiaryPartyReference (defined in Beneficiary complexType)
Link to the party acting as beneficiary.
Type:
Content:
empty, 1 attribute
Defined:
A party reference of the beneficiary.
Type:
Content:
empty, 1 attribute
Defined:
The parameters for defining the exercise period for a Bermuda style option together with any rules governing the notional amount of the underlying which can be exercised on any given exercise date and any associated exercise fees.
Type:
Content:
complex, 1 attribute, 7 elements
Subst.Gr:
may substitute for element exercise
Defined:
Used:
never
The dates the define the Bermuda option exercise dates and the expiration date.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
List of Exercise Dates for a Bermuda option.
Type:
Content:
complex, 1 element
Defined:
A price "bid" by a buyer for an asset, i.e. the price a buyer is willing to pay.
Type:
xsd:decimal
Content:
simple
Defined:
The trade id of the block trade.
Type:
Content:
complex, 1 attribute, 6 elements
Defined:
Type:
Content:
complex, 1 attribute, 6 elements
Defined:
Type:
Content:
complex, 1 attribute, 6 elements
Defined:
Type:
Content:
complex, 1 attribute, 6 elements
Defined:
Type:
Content:
complex, 1 attribute, 6 elements
Defined:
Identifies the underlying asset when it is a series or a class of bonds.
Type:
Content:
complex, 1 attribute, 16 elements
Subst.Gr:
may substitute for element underlyingAsset
Defined:
Used:
A component describing a Bond Option product.
Type:
Content:
complex, 1 attribute, 26 elements
Subst.Gr:
may substitute for element product
Defined:
Used:
never
Reference to a bond underlyer to represent an asset swap or Condition Precedent Bond.
Type:
Content:
complex, 3 elements
Defined:
Type:
Content:
complex, 1 attribute, 3 elements
Defined:
locally within Loan complexType in fpml-asset-5-8.xsd; see XML source
Defines whether the repayment is mandatory from the borrower's perspective, based on the (amortization) schedule on the credit agreement.
Type:
xsd:boolean
Content:
simple
Defined:
A reference to the main borrower associated with the specific business event.
Type:
Content:
empty, 1 attribute
Defined:
A party reference to the (main) borrower.
Type:
Content:
empty, 1 attribute
Defined:
borrowerPartyReference (defined in FixedRateOption complexType)
A party reference to the borrower(s) permitted to exercise the cash accrual option.
Type:
Content:
empty, 1 attribute
Defined:
A party reference to the borrower(s) permitted to exercise the cash accrual option.
Type:
Content:
empty, 1 attribute
Defined:
Main borrower.
Type:
Content:
empty, 1 attribute
Defined:
A reference to the borrower against a loan contract.
Type:
Content:
empty, 1 attribute
Defined:
Type:
Content:
empty, 1 attribute
Defined:
locally within Loan complexType in fpml-asset-5-8.xsd; see XML source
Type:
Content:
complex, 12 elements
Subst.Gr:
may substitute for element loanContractEventGroup
Defined:
globally in fpml-loan-5-8.xsd; see XML source
Used:
never
Type:
Content:
complex, 12 elements
Defined:
Type:
Content:
complex, 12 elements
Defined:
Bounded Correlation.
Type:
Content:
complex, 2 elements
Defined:
Conditions which bound variance.
Type:
Content:
complex, 4 elements
Defined:
The brand(s) of material which can be delivered in Seller's option.
Type:
Content:
complex, 4 elements
Defined:
locally within Metal complexType in fpml-com-5-8.xsd; see XML source
Type:
Content:
simple, 1 attribute
Defined:
Where breakage cost is applicable, this enumeration defines who is calculating it - agent bank or lender.
Type:
Content:
simple
Defined:
The date by which any breakage costs (if applicable) must be submitted by Lenders to the Agent.
Type:
xsd:date
Content:
simple
Defined:
Type:
Content:
complex, 14 elements
Subst.Gr:
may substitute for element facilityFeePaymentGroup
Defined:
globally in fpml-loan-5-8.xsd; see XML source
Used:
never
Type:
Content:
complex, 14 elements
Defined:
Type:
Content:
complex, 14 elements
Defined:
Defines the fee type.
Type:
Content:
simple
Defined:
Type:
Content:
simple
Defined:
A Boolean element used for specifying whether the Break Funding Recovery detailed in the agreement will apply.
Type:
xsd:boolean
Content:
simple
Defined:
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
Specifies the deails for a broker confirm.
Type:
Content:
complex, 1 element
Defined:
The type of broker confirmation executed between the parties.
Type:
Content:
simple, 1 attribute
Defined:
A component describing a Broker View of an Equity Option.
Type:
Content:
complex, 1 attribute, 24 elements
Subst.Gr:
may substitute for element product
Defined:
globally in fpml-eqd-5-8.xsd; see XML source
Used:
never
Type:
Content:
simple
Defined:
Identifies that party (or parties) that brokered this trade.
Type:
Content:
empty, 1 attribute
Defined:
locally within Trade complexType in fpml-doc-5-8.xsd; see XML source
The number of British Thermal Units per Pound of the coal product.
Type:
Content:
complex, 3 elements
Defined:
The Quality Adjustment formula to be used where the Actual Shipment BTU/Lb value differs from the Standard BTU/Lb value.
Type:
Content:
simple, 1 attribute
Defined:
The date and time when the pricing input was generated.
Type:
xsd:dateTime
Content:
simple
Defined:
A product to represent a single known payment.
Type:
Content:
complex, 1 attribute, 6 elements
Subst.Gr:
may substitute for element product
Defined:
globally in fpml-ird-5-8.xsd; see XML source
Used:
never
The physical leg of a Commodity Forward Transaction for which the underlyer is Bullion.
Type:
Content:
complex, 1 attribute, 10 elements
Subst.Gr:
may substitute for element commodityForwardLeg
Defined:
globally in fpml-com-5-8.xsd; see XML source
Used:
never
The type of Bullion underlying a Bullion Transaction.
Type:
Content:
simple
Defined:
businessCalendar (defined in CommodityPricingDates complexType)
Identifies a commodity business day calendar from which the pricing dates will be determined.
Type:
Content:
simple, 1 attribute
Defined:
businessCalendar (defined in CommodityValuationDates complexType)
Identifies a commodity business day calendar from which the pricing dates will be determined.
Type:
Content:
simple, 1 attribute
Defined:
businessCenter (defined in BusinessCenters complexType)
Type:
Content:
simple, 2 attributes
Defined:
businessCenter (defined in BusinessCenterTime complexType)
Type:
Content:
simple, 2 attributes
Defined:
businessCenter (defined in ExerciseNotice complexType)
Type:
Content:
simple, 2 attributes
Defined:
A city or other business center.
Type:
Content:
simple, 2 attributes
Defined:
businessCenter (in creditEventNotice defined in CreditEvents complexType)
Inclusion of this business center element implies that Greenwich Mean Time in Section 3.3 of the 2003 ISDA Credit Derivatives Definitions is replaced by the local time of the city indicated by the businessCenter element value.
Type:
Content:
simple, 2 attributes
Defined:
Type:
Content:
complex, 1 attribute, 1 element
Defined:
Business centers for determination of execution period business days.
Type:
Content:
complex, 1 attribute, 1 element
Defined:
A pointer style reference to a set of financial business centers defined elsewhere in the document.
Type:
Content:
empty, 1 attribute
Defined:
A range of contiguous business days.
Type:
Content:
complex, 5 elements
Defined:
The convention for adjusting a date if it would otherwise fall on a day that is not a business day.
Type:
Content:
simple
Defined:
businessDayConvention (defined in DateOffset complexType)
The convention for adjusting a date if it would otherwise fall on a day that is not a business day.
Type:
Content:
simple
Defined:
The convention for adjusting a date if it would otherwise fall on a day that is not a business day.
Type:
Content:
simple
Defined:
businessDayConvention (defined in RelativeDateOffset complexType)
The convention for adjusting a date if it would otherwise fall on a day that is not a business day.
Type:
Content:
simple
Defined:
The convention for adjusting a date if it would otherwise fall on a day that is not a business day.
Type:
Content:
simple
Defined:
Override business date convention.
Type:
Content:
simple
Defined:
The convention for adjusting a date if it would otherwise fall on a day that is not a business day.
Type:
Content:
simple
Defined:
locally within FxFixingDate complexType in fpml-ird-5-8.xsd; see XML source
businessDays (defined in SingleValuationDate complexType)
A number of business days.
Type:
xsd:nonNegativeInteger
Content:
simple
Defined:
businessDays (defined in WeatherLegCalculation complexType)
A day on which commmercial banks settle payments and are open for general business in the place(s) specified in the Confirmation.
Type:
Content:
simple, 2 attributes
Defined:
A number of business days.
Type:
xsd:nonNegativeInteger
Content:
simple
Defined:
An explicit indication that a number of business days are not specified and therefore ISDA fallback provisions should apply.
Type:
xsd:boolean
Content:
simple
Defined:
The number of business days between successive valuation dates when multiple valuation dates are applicable for cash settlement.
Type:
xsd:positiveInteger
Content:
simple
Defined:
businessEventGroupId (defined in LoanEvent complexType)
An identifier used to group related business events together.
Type:
Content:
complex, 1 attribute, 4 elements
Defined:
locally within LoanEvent complexType in fpml-loan-5-8.xsd; see XML source
An identifier used to group related business events together.
Type:
Content:
complex, 1 attribute, 4 elements
Defined:
An identifier used to group related business events together.
Type:
Content:
complex, 1 attribute, 4 elements
Defined:
Type:
Content:
simple, 1 attribute
Defined:
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:
An identifier used to uniquely identify organization unit
Type:
Content:
simple, 1 attribute
Defined:
The unit for which the indvidual works.
Type:
Content:
empty, 1 attribute
Defined:
locally within Person complexType in fpml-shared-5-8.xsd; see XML source
The unit that is related to this.
Type:
Content:
empty, 1 attribute
Defined:
buyer (defined in Strike complexType)
The buyer of the option
Type:
Content:
simple, 1 attribute
Defined:
locally within Strike complexType in fpml-shared-5-8.xsd; see XML source
buyer (defined in StrikeSchedule complexType)
The buyer of the option
Type:
Content:
simple, 1 attribute
Defined:
A reference to the account that buys this instrument.
Type:
Content:
empty, 1 attribute
Defined:
The hub code of the gas buyer.
Type:
Content:
complex, 3 elements
Defined:
locally within GasDelivery complexType in fpml-com-5-8.xsd; see XML source
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:
Type:
Content:
empty, 1 attribute
Defined:
The final calculated rate for a calculation period after any required averaging of rates A calculated rate of 5% would be represented as 0.05.
Type:
xsd:decimal
Content:
simple
Defined:
Captures details relevant to the calculation of the floating price.
Type:
Content:
complex, 8 elements
Defined:
The parameters used in the calculation of fixed or floaring rate calculation period amounts.
Type:
Content:
complex, 8 elements
Defined:
Contains parameters which figure in the calculation of payments on a Weather Index Option.
Type:
Content:
complex, 9 elements
Defined:
Defines details relevant to the calculation of the floating price.
Type:
Content:
complex, 8 elements
Defined:
Defines details relevant to the calculation of the aggregate weather index amount.
Type:
Content:
complex, 9 elements
Defined:
locally within WeatherLeg complexType in fpml-com-5-8.xsd; see XML source
The ISDA calculation agent responsible for performing duties as defined in the applicable product definitions.
Type:
Content:
complex, 2 elements
Defined:
The ISDA Calculation Agent responsible for performing duties associated with an optional early termination.
Type:
Content:
complex, 2 elements
Defined:
The ISDA Calculation Agent responsible for performing duties associated with an optional early termination.
Type:
Content:
complex, 2 elements
Defined:
The ISDA Calculation Agent responsible for performing duties associated with an optional early termination.
Type:
Content:
complex, 2 elements
Defined:
locally within Swaption complexType in fpml-ird-5-8.xsd; see XML source
The city in which the office through which ISDA Calculation Agent is acting for purposes of the transaction is located The short-form confirm for a trade that is executed under a Sovereign or Asia Pacific Master Confirmation Agreement ( MCA ), does not need to specify the Calculation Agent.
Type:
Content:
simple, 2 attributes
Defined:
Indicates that the Calculation Agent shall determine the Spot Rate (or a method for determining the Spot Rate) taking into consideration all available information that it reasonably and in good faith deems relevent.
Type:
Content:
empty
Subst.Gr:
may substitute for element fxDisruptionFallback
Defined:
globally in fpml-fx-5-8.xsd; see XML source
Used:
never
The calculation agent will decide the rate.
Type:
Content:
complex, 2 elements
Defined:
The ISDA calculation agent responsible for performing duties as defined in the applicable product definitions.
Type:
Content:
simple
Defined:
A pointer style reference to a party identifier defined elsewhere in the document.
Type:
Content:
empty, 1 attribute
Defined:
The notional amount used in the calculation of fixed amounts where an amount is calculated on a formula basis, i.e. fixed amount = fixed rate payer calculation amount x fixed rate x fixed rate day count fraction.
Type:
Content:
complex, 1 attribute, 3 elements
Defined:
The notional amount used in the calculation of fixed amounts where an amount is calculated on a formula basis, i.e. fixed amount = fixed rate payer calculation amount x fixed rate x fixed rate day count fraction.
Type:
Content:
complex, 1 attribute, 3 elements
Defined:
The notional amount of protection coverage.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
The number of days following the final day of the Calculation Period specified in the Confirmation on which is is practicable to provide the notice that the Calculation Agent is required to give for that Settlement Date or Payment Date.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
calculationDates (defined in CalculatedAmount complexType)
Specifies the date on which a calculation or an observation will be performed for the purpose of calculating the amount.
Type:
Content:
complex, 1 attribute, 3 elements
Defined:
The Calculation Period dates for this leg of the trade where the Calculation Periods are all one day long.
Type:
Content:
complex, 1 attribute, 3 elements
Defined:
calculationDates (defined in LegAmount complexType)
Specifies the date on which a calculation or an observation will be performed for the purpose of defining the Equity Amount, and in accordance to the definition terms of this latter.
Type:
Content:
complex, 1 attribute, 3 elements
Defined:
A freetext field which allows the sender to add further details around the business event.
Type:
xsd:normalizedString
Content:
simple
Defined:
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
calculationMethod (defined in InterestCapitalization complexType)
Defines the way in which the agent bank is allocating cash/PIK interest - can be (i) pro-rata at the time of the interest payment/PIK or (ii) based on the loan contract share throughout the interest period (which is the preferred method).
Type:
Content:
simple
Defined:
calculationMethod (defined in InterestPayment complexType)
Defines whether the agent bank is making an interest payment based on the lender pro-rata share at the end of the period (snapshot) or based on the lender position throughout the period (which is the default).
Type:
Content:
simple
Defined:
The parameters used in the calculation of a fixed or floating rate calculation period amount.
Type:
Content:
complex, 1 attribute, 12 elements
Defined:
Type:
Content:
complex, 2 elements
Defined:
The calculation period amount parameters.
Type:
Content:
complex, 2 elements
Defined:
The calculation periods dates schedule.
Type:
Content:
complex, 1 attribute, 11 elements
Defined:
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:
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:
A set of href pointers to calculation period dates defined somewhere else in the document.
Type:
Content:
empty, 1 attribute
Defined:
A pointer style reference to the associated calculation period dates component defined elsewhere in the document.
Type:
Content:
empty, 1 attribute
Defined:
A pointer style reference to the associated calculation period dates component defined elsewhere in the document.
Type:
Content:
empty, 1 attribute
Defined:
A pointer style reference to the associated calculation period dates component defined elsewhere in the document.
Type:
Content:
empty, 1 attribute
Defined:
locally within PaymentDates complexType in fpml-ird-5-8.xsd; see XML source
A pointer style reference to the associated calculation period dates component defined elsewhere in the document.
Type:
Content:
empty, 1 attribute
Defined:
locally within ResetDates complexType in fpml-ird-5-8.xsd; see XML source
A pointer style reference to the associated calculation period dates component defined elsewhere in the document.
Type:
Content:
empty, 1 attribute
Defined:
Type:
Content:
simple, 1 attribute
Defined:
Type:
Content:
simple, 1 attribute
Defined:
calculationPeriodFrequency (defined in PeriodicDates complexType)
The frequency at which calculation period end dates occur with the regular part of the calculation period schedule and their roll date convention.
Type:
Content:
complex, 1 attribute, 3 elements
Defined:
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:
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:
The number of days from the adjusted effective / start date to the adjusted termination / end date calculated in accordance with the applicable day count fraction.
Type:
xsd:positiveInteger
Content:
simple
Defined:
The number of days from the adjusted effective date to the adjusted termination date calculated in accordance with the applicable day count fraction.
Type:
xsd:positiveInteger
Content:
simple
Defined:
locally within Fra complexType in fpml-ird-5-8.xsd; see XML source
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:
An absolute representation of the Calculation Period start dates of the Commodity Option Transaction.
Type:
Content:
complex, 1 attribute, 3 elements
Defined:
The Calculation Period start dates for this leg of the swap.
Type:
Content:
complex, 1 attribute, 3 elements
Defined:
An absolute representation of the Calculation Period start dates of the Commodity Option Transaction.
Type:
Content:
complex, 1 attribute, 3 elements
Defined:
A pointer style reference to single-day-duration Calculation Periods defined on another leg.
Type:
Content:
empty, 1 attribute
Defined:
A pointer style reference to the Calculation Periods defined on another leg.
Type:
Content:
empty, 1 attribute
Defined:
A parametric representation of the Calculation Periods of the Commodity Option Transaction.
Type:
Content:
complex, 1 attribute, 3 elements
Defined:
The Calculation Periods for this leg of the swap.
Type:
Content:
complex, 1 attribute, 3 elements
Defined:
A parametric representation of the Calculation Periods of the Commodity Option Transaction.
Type:
Content:
complex, 1 attribute, 3 elements
Defined:
A pointer style reference to the Calculation Periods Schedule defined on another leg.
Type:
Content:
empty, 1 attribute
Defined:
The method by which a derivative is computed, e.g. analytic, numerical model, perturbation, etc., and the corresponding parameters
Type:
Content:
complex, 6 elements
Defined:
The method by which each derivative is computed, e.g. analytic, numerical model, perturbation, etc., and the corresponding parameters (eg. shift amounts).
Type:
Content:
complex, 6 elements
Defined:
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
locally within PeriodicDates complexType in fpml-shared-5-8.xsd; see