Schema Summary |
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Confirmation messages.
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Credit Event Notification message.
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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.
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FpML Loan Framework
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products
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Event Status messages.
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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.
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All Element Summary |
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Applies to U.S.
|
||||||||||||||
|
Specifies the allowable quantity tolerance as an absolute quantity.
|
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|
A deliverable obligation characteristic.
|
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|
Optional account information used to precisely define the origination and destination of financial instruments.
|
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A reference to the party beneficiary of the account.
|
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|
An account identifier.
|
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|
The name by which the account is known.
|
||||||||||||||
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.
|
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accountReference (defined in PartyAndAccountReferences.model group) |
Reference to an account.
|
|||||||||||||
|
The type of account. e.g., Client, House
|
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|
Describes accrual features within the product.
|
||||||||||||||
accrual (in fxAccrualForward) |
Describes accrual features within the product.
|
|||||||||||||
accrual (in fxAccrualOption) |
Describes accrual features within the product.
|
|||||||||||||
accrual (in fxRangeAccrual) |
Describes accrual features within the product.
|
|||||||||||||
|
The accrual amount over the defined period.
|
||||||||||||||
|
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.
|
||||||||||||||
|
Accrual factor for the settlement period.
|
||||||||||||||
|
Actual fixing dates within the fixing period.
|
||||||||||||||
|
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|
||||||||||||||
|
A unique id associated with the loan accrual type.
|
||||||||||||||
|
Defines the regions of the spot rate where fixings generate an accumulation of notional.
|
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|
Specifies the behavior with respect to settlement rights for the accrual period in which a global knockout event occurs (the "knockout period").
|
||||||||||||||
|
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.
|
||||||||||||||
|
Accruals expressed as amount.
|
||||||||||||||
accrualSchedule (defined in AccruingFeePayment complexType) |
A schedule that incorporates all sub-periods of an accrual calculation.
|
|||||||||||||
accrualSchedule (defined in AccruingPikPayment complexType) |
A schedule that incorporates all sub-periods of an accrual calculation.
|
|||||||||||||
accrualSchedule (defined in InterestCapitalization complexType) |
A schedule that incorporates all sub-periods of an accrual calculation.
|
|||||||||||||
accrualSchedule (defined in InterestPayment complexType) |
A schedule that incorporates all sub-periods of an accrual calculation.
|
|||||||||||||
|
A schedule that incorporates all sub-periods of an accrual calculation.
|
||||||||||||||
accruedInterest (defined in DeliverableObligations complexType) |
Indicates whether accrued interest is included (true) or not (false).
|
|||||||||||||
accruedInterest (defined in PendingPayment complexType) |
Accrued interest on the dividend or coupon payment.
|
|||||||||||||
|
Indicates whether accrued interest is included (true) or not (false).
|
||||||||||||||
|
Specifies the accrued interest that are part of the dirty price in the case of a fixed income security or a convertible bond.
|
||||||||||||||
|
||||||||||||||
|
Head of the substitution group for all facility events.
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
accruingFeeOption (defined in FacilityOptionsFeesAndRates.model group) |
A description of all the different types of accruing fees which apply to the facility.
|
|||||||||||||
|
Defines new rate and the date on which the rate is no longer valid.
|
||||||||||||||
|
||||||||||||||
|
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|
||||||||||||||
|
||||||||||||||
accruingPikOption (defined in AccruingPikOptionChange complexType) |
The latest version of the acccruing PIK option.
|
|||||||||||||
accruingPikOption (defined in FacilityOptionsFeesAndRates.model group) |
A loan contract PIK accrual option.
|
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|
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|
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|
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|
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|
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actionType (defined in ReportingRegimeIdentifier complexType) |
Reports a regulator-specific code for the action associated with this submission.
|
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actionType (in reportingRegime defined in PartyTradeInformation complexType) |
Reports a regulator-specific code for the action associated with this submission.
|
|||||||||||||
|
If true, then additional acknowledgements are applicable.
|
||||||||||||||
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).
|
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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).
|
|||||||||||||
|
ISDA 2002 Equity Additional Disruption Events.
|
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|
If present and true, then additional dividends are applicable.
|
||||||||||||||
|
The additionalEvent element is an extension/substitution point to customize FpML and add additional events.
|
||||||||||||||
|
Specifies the events that will give rise to the payment a additional fixed payments.
|
||||||||||||||
|
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.
|
||||||||||||||
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.
|
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additionalPayment (defined in NettedSwapBase complexType) |
Specifies additional payment(s) between the principal parties to the netted swap.
|
|||||||||||||
additionalPayment (defined in ReturnSwapBase complexType) |
Specifies additional payment(s) between the principal parties to the trade.
|
|||||||||||||
additionalPayment (defined in Swap complexType) |
Additional payments between the principal parties.
|
|||||||||||||
|
Additional payments between the principal parties.
|
||||||||||||||
additionalPayment (in fra) |
Additional payments between the principal parties (i.e. the parties referenced as the FRA buyer and seller).
|
|||||||||||||
|
It supports the representation of premiums, fees, etc.
|
||||||||||||||
|
Fee paid by the client at inception (analagous to an option premium).
|
||||||||||||||
|
The currency, amount and payment details for the Forward Volatility Agreement, as agreed at the time of execution.
|
||||||||||||||
|
It supports the representation of premiums, fees, etc.
|
||||||||||||||
|
Specifies the amount of the fee along with, when applicable, the formula that supports its determination.
|
||||||||||||||
|
Specifies the value date of the fee payment/receipt.
|
||||||||||||||
|
This element is used for representing information contained in the Additional Terms field of the 2003 Master Credit Derivatives confirm.
|
||||||||||||||
|
Contains any additional terms to the swap contract.
|
||||||||||||||
|
A postal or street address.
|
||||||||||||||
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.
|
|||||||||||||
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.
|
|||||||||||||
|
Date from which early termination clause can be exercised.
|
||||||||||||||
adjustableDate (in startingDate in earlyTermination in returnSwap) |
Date from which early termination clause can be exercised.
|
|||||||||||||
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.
|
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adjustableDates (defined in AdjustableDatesOrRelativeDateOffset complexType) |
A series of adjustable dates
|
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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.
|
|||||||||||||
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.
|
|||||||||||||
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.
|
|||||||||||||
|
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.
|
||||||||||||||
|
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.
|
||||||||||||||
|
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.
|
||||||||||||||
|
The date on which the cash settlement amount is paid.
|
||||||||||||||
|
The date on which the cash settlement amount is paid.
|
||||||||||||||
|
The date on which the cash settlement amount is paid.
|
||||||||||||||
|
The date by which the cash settlement amount must be agreed.
|
||||||||||||||
|
The date by which the cash settlement amount must be agreed.
|
||||||||||||||
|
The date by which the cash settlement amount must be agreed.
|
||||||||||||||
adjustedDate (defined in AdjustableDate.model group) |
The date once the adjustment has been performed.
|
|||||||||||||
adjustedDate (defined in AdjustableDate2 complexType) |
The date once the adjustment has been performed.
|
|||||||||||||
adjustedDate (defined in AdjustableDates complexType) |
The date once the adjustment has been performed.
|
|||||||||||||
adjustedDate (defined in AdjustableOrAdjustedDate complexType) |
The date once the adjustment has been performed.
|
|||||||||||||
adjustedDate (defined in FxAdjustedDateAndDateAdjustments complexType) |
List of schedule dates.
|
|||||||||||||
adjustedDate (defined in FxSchedule complexType) |
List of schedule dates.
|
|||||||||||||
adjustedDate (defined in FxSchedule complexType) |
List of schedule dates.
|
|||||||||||||
adjustedDate (defined in RelativeDateOffset complexType) |
The date once the adjustment has been performed.
|
|||||||||||||
|
The early termination date that is applicable if an early termination provision is exercised.
|
||||||||||||||
|
The early termination date that is applicable if an early termination provision is exercised.
|
||||||||||||||
|
The early termination date that is applicable if an early termination provision is exercised.
|
||||||||||||||
|
The start date of the calculation period.
|
||||||||||||||
|
The calculation period end date, adjusted according to any relevant business day convention.
|
||||||||||||||
|
The date on which option exercise takes place.
|
||||||||||||||
|
The date on which option exercise takes place.
|
||||||||||||||
|
The date on which option exercise takes place.
|
||||||||||||||
|
The date on which option exercise takes place.
|
||||||||||||||
|
The date on which the exercise fee amount is paid.
|
||||||||||||||
|
The date on which the exercise fee amount is paid.
|
||||||||||||||
|
The termination date if an extendible provision is exercised.
|
||||||||||||||
|
The adjusted fixing date, i.e. the actual date the rate is observed.
|
||||||||||||||
|
The date on which the fx spot rate is observed.
|
||||||||||||||
|
The adjusted payment date.
|
||||||||||||||
|
The adjusted payment date.
|
||||||||||||||
|
The adjusted payment date.
|
||||||||||||||
|
The adjusted payment date.
|
||||||||||||||
|
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.
|
||||||||||||||
|
The principal exchange date.
|
||||||||||||||
|
The effective date of the underlying swap associated with a given exercise date.
|
||||||||||||||
|
The calculation period start date, adjusted according to any relevant business day convention.
|
||||||||||||||
|
The end date of the calculation period.
|
||||||||||||||
|
||||||||||||||
adjustment (defined in CommitmentAdjustment complexType) |
Defines the type of adjustment applied - increase or decrease.
|
|||||||||||||
adjustment (in adjustment) |
Defines the type of adjustment applied - increase or decrease.
|
|||||||||||||
|
The total remaining commitment amount (in facility currency), once the adjustnment has been applied.
|
||||||||||||||
adjustment (in lcAdjustment) |
Defines the type of adjustment applied - increase or decrease.
|
|||||||||||||
|
An adjustment factor, such as for vol smile/skew.
|
||||||||||||||
|
The Weather Index Station from which data with which to apply the "Adjustement to Fallback Station Data" terms.
|
||||||||||||||
|
Defines the type of adjustment applied - increase or decrease.
|
||||||||||||||
|
The value of the dependent variable, the actual adjustment amount.
|
||||||||||||||
|
A human-readable message providing information about the service..
|
||||||||||||||
|
Trades affected by this event.
|
||||||||||||||
agentPartyReference (defined in BusinessEventParties.model group) |
A reference to the agent bank for the associated deal.
|
|||||||||||||
agentPartyReference (defined in FacilityRoles.model group) |
A party reference to the agent bank.
|
|||||||||||||
agentPartyReference (in deal) |
A party reference to the agent bank associated with the deal.
|
|||||||||||||
|
The date on which the change was agreed.
|
||||||||||||||
|
If true, then agreements regarding hedging are applicable.
|
||||||||||||||
|
||||||||||||||
|
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.
|
||||||||||||||
|
Event (trade post-trade event) asserted by the "other side's" party.
|
||||||||||||||
|
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.
|
||||||||||||||
|
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.).
|
||||||||||||||
|
The actual percentage rate charged to the borrower.
|
||||||||||||||
|
The actual percentage rate charged to the borrower.
|
||||||||||||||
allInRateLimits (defined in FixedRateOption complexType) |
|
|||||||||||||
allInRateLimits (defined in FloatingRateOption complexType) |
|
|||||||||||||
|
The fractional allocation (0.45 = 45%) of the notional and "block" fees to this particular client subaccount.
|
||||||||||||||
|
The notional allocation (amount and currency) to this particular client account.
|
||||||||||||||
|
A pointer style reference to one of the parties to the trade, defined elsewhere in the document.
|
||||||||||||||
|
||||||||||||||
|
Reference to an account.
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
Reference to a party.
|
||||||||||||||
|
||||||||||||||
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.
|
|||||||||||||
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
When allocations for this trade were completely processed.
|
||||||||||||||
|
When allocations for this trade were submitted or received by this party.
|
||||||||||||||
allocationStatus (defined in PartyTradeInformation complexType) |
Specifies whether the trade is anticipated to be allocated, has been allocated, or will not be allocated.
|
|||||||||||||
|
Specifies whether the trade is anticipated to be allocated, has been allocated, or will not be allocated.
|
||||||||||||||
|
When allocations for this trade were most recently corrected.
|
||||||||||||||
allocationTradeId (defined in PartyTradeIdentifier complexType) |
The trade id of the allocated trade.
|
|||||||||||||
|
Unique ID for the allocation.
|
||||||||||||||
|
A provider of either temperature data or precipitation data specified by the parties in the related Confirmation.
|
||||||||||||||
amendment (defined in ExecutionNotification complexType) |
|
|||||||||||||
amendment (defined in PostTradeEventsBase.model group) |
|
|||||||||||||
|
||||||||||||||
|
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.
|
||||||||||||||
americanExercise (defined in CommodityExercise complexType) |
The parameters for defining the expiration date for an American option.
|
|||||||||||||
americanExercise (defined in CommodityPhysicalExercise complexType) |
The parameters for defining the expiration date(s) and time(s) for an American style option.
|
|||||||||||||
|
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.
|
||||||||||||||
|
The parameters for defining the expiration date for an American option.
|
||||||||||||||
|
The parameters for defining the exercise period for an American style option.
|
||||||||||||||
americanExercise (in fxOption) |
The parameters for defining the exercise period for an American style option.
|
|||||||||||||
amount (defined in AccruingFeePayment complexType) |
|
|||||||||||||
amount (defined in AccruingPikPayment complexType) |
|
|||||||||||||
amount (defined in ActualPrice complexType) |
Specifies the net price amount.
|
|||||||||||||
amount (defined in Adjustment complexType) |
|
|||||||||||||
|
||||||||||||||
amount (defined in CashflowNotional complexType) |
The quantity of notional (in currency or other units).
|
|||||||||||||
amount (defined in InterestCapitalization complexType) |
|
|||||||||||||
amount (defined in InterestPayment complexType) |
|
|||||||||||||
amount (defined in LetterOfCreditSummary complexType) |
The letter of credit notional amount.
|
|||||||||||||
amount (defined in LoanContractSummary complexType) |
|
|||||||||||||
|
The monetary quantity in currency units.
|
||||||||||||||
amount (defined in NonNegativeMoney complexType) |
The non negative monetary quantity in currency units.
|
|||||||||||||
amount (defined in NonRecurringFeePayment complexType) |
|
|||||||||||||
amount (defined in PendingPayment complexType) |
The amount of the dividend or coupon payment.
|
|||||||||||||
amount (defined in PositiveMoney complexType) |
The positive monetary quantity in currency units.
|
|||||||||||||
|
||||||||||||||
amount (defined in VarianceLeg complexType) |
Specifies, in relation to each Equity Payment Date, the amount to which the Equity Payment Date relates.
|
|||||||||||||
amount (in adjustment) |
|
|||||||||||||
amount (in assignmentFee) |
The amount payable to the agent for re-assigning a share in one of the underlying facilities within the deal.
|
|||||||||||||
amount (in correlationLeg) |
Specifies, in relation to each Equity Payment Date, the Equity Amount to which the Equity Payment Date relates.
|
|||||||||||||
amount (in featurePayment) |
The monetary quantity in currency units.
|
|||||||||||||
amount (in knockoutLevel) |
Target level expressed as a cash amount.
|
|||||||||||||
amount (in lcAdjustment) |
The letter of credit amount after the adjustment has been applied.
|
|||||||||||||
amount (in lcIssuance) |
The letter of credit notional amount.
|
|||||||||||||
|
||||||||||||||
|
The global and share amounts against the associated instrument.
|
||||||||||||||
amount (in referenceLevel) |
|
|||||||||||||
|
Specifies, in relation to each Payment Date, the amount to which the Payment Date relates.
|
||||||||||||||
amount (in taxWithholding) |
The amount of withholding tax being applied.
|
|||||||||||||
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.
|
|||||||||||||
|
||||||||||||||
|
Reference to an amount defined elsewhere in the document.
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
annualizationFactor (defined in FxPerformanceSwap complexType) |
This specifies the numerator of an annualization factor.
|
|||||||||||||
|
This specifies the numerator of an annualization factor.
|
||||||||||||||
applicable (defined in NotDomesticCurrency complexType) |
Indicates whether the not domestic currency provision is applicable.
|
|||||||||||||
applicable (defined in PCDeliverableObligationCharac complexType) |
Indicates whether the provision is applicable.
|
|||||||||||||
applicable (defined in SpecifiedCurrency complexType) |
Indicates whether the specified currency provision is applicable.
|
|||||||||||||
applicable (in failureToPay defined in CreditEvents complexType) |
Indicates whether the failure to pay provision is applicable.
|
|||||||||||||
|
Indicates whether the grace period extension provision is applicable.
|
||||||||||||||
applicable (in restructuring defined in CreditEvents complexType) |
Indicates whether the restructuring provision is applicable.
|
|||||||||||||
applicable (in systemFirm) |
Indicates that the trade is for a System Firm product.
|
|||||||||||||
applicable (in transfer) |
Indicates that the oil product will be delivered by title transfer.
|
|||||||||||||
applicable (in unitFirm) |
Indicates that the trade is for a Unit Firm product.
|
|||||||||||||
applicableDay (defined in SettlementPeriods complexType) |
Specifies the Applicable Day with respect to a range of Settlement Periods.
|
|||||||||||||
applicableDay (in settlementPeriods defined in GenericCommodityAttributes.model group) |
Specifies the Applicable Day with respect to a range of Settlement Periods.
|
|||||||||||||
|
Applies to U.S.
|
||||||||||||||
|
Indicates the template terms that describe the events and fallbacks.
|
||||||||||||||
|
||||||||||||||
approvalId (in approval) |
An identifer for a specific appoval, to allow the approval to be identified and tracked.
|
|||||||||||||
approvalId (in consentGranted) |
An identifer for a specific appoval, to allow the approval to be identified and tracked.
|
|||||||||||||
|
A container for approval states in the workflow.
|
||||||||||||||
approvals (defined in TradePackage complexType) |
A container for approval states in the workflow.
|
|||||||||||||
approvals (in allocation) |
A container for approval states in the workflow.
|
|||||||||||||
|
All of the approvals for a specific trade.
|
||||||||||||||
|
||||||||||||||
|
A pointer style reference to a party defined elsewhere in the document.
|
||||||||||||||
|
The full name or identifiying ID of the relevant approver.
|
||||||||||||||
approver (in consentGranted) |
The full name or identifiying ID of the relevant approver.
|
|||||||||||||
approver (in consentRefused) |
The full name or identifiying ID of the relevant approver.
|
|||||||||||||
approver (in requestConsent) |
The full name or identifiying ID of the relevant approver.
|
|||||||||||||
|
The full name or identifiying ID of the relevant approver.
|
||||||||||||||
|
A pointer style reference to a party defined elsewhere in the document.
|
||||||||||||||
|
A pointer style reference to a party defined elsewhere in the document.
|
||||||||||||||
|
A pointer style reference to a party defined elsewhere in the document.
|
||||||||||||||
|
A pointer style reference to a party defined elsewhere in the document.
|
||||||||||||||
|
A pointer style reference to a party defined elsewhere in the document.
|
||||||||||||||
|
The ash content of the coal product.
|
||||||||||||||
|
The temperature at which the ash form of the coal product fuses completely in accordance with the ASTM International D1857 Standard Test Methodology.
|
||||||||||||||
asian (in feature defined in Feature.model group) |
An option where and average price is taken on valuation.
|
|||||||||||||
asian (in feature defined in OptionBaseExtended complexType) |
An option where and average price is taken on valuation.
|
|||||||||||||
|
||||||||||||||
|
A price "asked" by a seller for an asset, i.e. the price at which a seller is willing to sell.
|
||||||||||||||
|
Event (trade or post-trade event) asserted by one of the parties.
|
||||||||||||||
|
A reference to the asset whose volatility is modeled.
|
||||||||||||||
|
A classification of the risk class of the trade.
|
||||||||||||||
|
A collection of valuations (quotes) for the assets needed in the set.
|
||||||||||||||
assetReference (defined in CollateralValuation complexType) |
A reference to explicitly identify which asset is being valued.
|
|||||||||||||
|
The asset whose price is required.
|
||||||||||||||
|
A reference to the rate index whose forwards are modeled.
|
||||||||||||||
assetReference (in margin) |
A reference to the collateral asset to which the margin requirement applies.
|
|||||||||||||
|
Valuations reported in this valuation set.
|
||||||||||||||
|
A deliverable obligation characteristic.
|
||||||||||||||
|
The assignment fee amount and rules.
|
||||||||||||||
|
A human readable document related to this transaction, for example a confirmation.
|
||||||||||||||
|
Lower bound percentage of the loss that the Tranche can endure, expressed as a decimal.
|
||||||||||||||
automaticExercise (defined in CommodityExercise complexType) |
Specifies whether or not Automatic Exercise applies to a Commodity Option Transaction.
|
|||||||||||||
automaticExercise (defined in CommodityPhysicalExercise complexType) |
Specifies whether or not Automatic Exercise applies to a Commodity Option Transaction.
|
|||||||||||||
automaticExercise (defined in EquityExerciseValuationSettlement complexType) |
If true then each option not previously exercised will be deemed to be exercised at the expiration time on the expiration date without service of notice unless the buyer notifies the seller that it no longer wishes this to occur.
|
|||||||||||||
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.
|
|||||||||||||
|
Specifies whether or not Automatic Exercise applies to a Commodity Option Transaction.
|
||||||||||||||
|
Specifies whether or not Automatic Exercise applies to a Commodity Option Transaction.
|
||||||||||||||
automaticExercise (in exerciseProcedure in optionExpiry defined in OptionsEventsBase.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.
|
|||||||||||||
|
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).
|
||||||||||||||
|
The average amount of individual securities traded in a day or over a specified amount of time.
|
||||||||||||||
|
Specifies the calculated floating price leg of a Commodity Forward Transaction.
|
||||||||||||||
|
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.
|
||||||||||||||
|
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.
|
||||||||||||||
|
Average Rate Fixing Dates.
|
||||||||||||||
|
An optional factor that can be used for weighting certain observation dates.
|
||||||||||||||
|
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.
|
||||||||||||||
|
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.
|
||||||||||||||
|
Average Strike Fixing Dates.
|
||||||||||||||
|
Reference to an average rate defined within the FxAccrualForward and FxAccrualOption products.
|
||||||||||||||
|
Averaging Dates used in the swap.
|
||||||||||||||
|
An unweighted list of averaging observation date and times.
|
||||||||||||||
|
||||||||||||||
averagingMethod (defined in CommodityAsian.model group) |
The Method of Averaging if there is more than one Pricing Date.
|
|||||||||||||
averagingMethod (defined in CommodityBasketUnderlyingBase complexType) |
The Method of Averaging if there is more than one Pricing Date.
|
|||||||||||||
averagingMethod (defined in CommodityFx complexType) |
The parties may specify a Method of Averaging when averaging of the FX rate is applicable.
|
|||||||||||||
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.
|
|||||||||||||
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.
|
|||||||||||||
averagingMethod (defined in FxAveragingProcess complexType) |
|
|||||||||||||
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.
|
|||||||||||||
|
A single weighted averaging observation.
|
||||||||||||||
|
A weighted list of averaging observation date and times.
|
||||||||||||||
|
The frequency at which averaging period occurs with the regular part of the valuation schedule and their roll date convention.
|
||||||||||||||
|
The averaging in period.
|
||||||||||||||
|
The averaging out period.
|
||||||||||||||
|
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.
|
||||||||||||||
|
||||||||||||||
bankruptcy (defined in CreditEvents complexType) |
A credit event.
|
|||||||||||||
barrier (in commodityOption) |
Defines a commodity option barrier product feature.
|
|||||||||||||
barrier (in commodityOption) |
Defines a commodity option barrier product feature.
|
|||||||||||||
barrier (in feature defined in Feature.model group) |
An option with a barrier feature.
|
|||||||||||||
barrier (in feature defined in OptionBaseExtended complexType) |
An option with a barrier feature.
|
|||||||||||||
|
||||||||||||||
|
||||||||||||||
|
Defines a knockout barrier conditions where if a barrier event occurs, the accrual process is terminated for the duration of all remaining accrual periods.
|
||||||||||||||
barrier (in fxAccrualForward) |
Defines a FX Accrual barrier conditions.
|
|||||||||||||
barrier (in fxAccrualOption) |
Defines a knockout barrier conditions where if a barrier event occurs, the accrual process is terminated for the duration of all remaining accrual periods.
|
|||||||||||||
barrier (in fxRangeAccrual) |
Defines a knockout barrier conditions where if a barrier event occurs, the accrual process is terminated for the duration of all remaining accrual periods.
|
|||||||||||||
|
Generic FxTarget barrier.
|
||||||||||||||
|
The trigger rate of the Global Knockout Barrier for the settlement period.
|
||||||||||||||
|
The trigger rate of the barrier (Per Expiry or Global Knockout) for the settlement period.
|
||||||||||||||
|
A trigger level approached from beneath.
|
||||||||||||||
|
The party referenced is specified in the related Confirmation as Barrier Determination Agent.
|
||||||||||||||
|
A trigger level approached from above.
|
||||||||||||||
barrierReference (defined in FxSettlementPeriodBarrier complexType) |
Reference to the barrier structure within the parametric representation of the product.
|
|||||||||||||
barrierReference (defined in FxTargetConditionLevel.model group) |
Reference to a perExpiryBarrier component to indicate theat the bound of the region is defined by the barrier component.
|
|||||||||||||
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.
|
|||||||||||||
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).
|
|||||||||||||
base64Binary (defined in AdditionalData complexType) |
Provides extra information as binary contents coded in base64.
|
|||||||||||||
base64Binary (defined in Resource complexType) |
Provides extra information as binary contents coded in base64.
|
|||||||||||||
|
The base currency in the exchange rate monitored for disruption events.
|
||||||||||||||
|
The base date for which the structure applies, i.e. the curve date.
|
||||||||||||||
|
Reference to the party from whose point of view the assets are valued.
|
||||||||||||||
|
XPath to the element in the base object.
|
||||||||||||||
|
The actual underlying base rate associated with the period, defined as a percentage.
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
The value of the element in the base object.
|
||||||||||||||
|
A reference to the yield curve values used as a basis for this credit curve valuation.
|
||||||||||||||
|
Defines the underlying asset when it is a basket.
|
||||||||||||||
|
Describes the swap's underlyer when it has multiple asset components.
|
||||||||||||||
|
DEPRECATED.
|
||||||||||||||
|
Describes a change due to change in composition of basket underlyer
|
||||||||||||||
|
Describes each of the components of the basket.
|
||||||||||||||
|
Specifies the currency for this basket.
|
||||||||||||||
|
Specifies the basket divisor amount.
|
||||||||||||||
basketId (defined in BasketIdentifier.model group) |
A CDS basket identifier
|
|||||||||||||
basketId (defined in BasketIdentifier.model group) |
A CDS basket identifier
|
|||||||||||||
|
The name of the basket expressed as a free format string.
|
||||||||||||||
|
The relative weight of each respective basket constituent, expressed in percentage.
|
||||||||||||||
|
This element contains all the terms relevant to defining the Credit Default Swap Basket.
|
||||||||||||||
|
Basket version, used to record changes in basket composition or weights
|
||||||||||||||
|
The pricing structure used to quote a benchmark instrument.
|
||||||||||||||
|
A collection of benchmark instruments and quotes used as inputs to the pricing models.
|
||||||||||||||
|
The ultimate beneficiary of the funds.
|
||||||||||||||
|
The ultimate beneficiary of the funds.
|
||||||||||||||
|
The bank that acts for the ultimate beneficiary of the funds in receiving payments.
|
||||||||||||||
|
The bank that acts for the ultimate beneficiary of the funds in receiving payments.
|
||||||||||||||
beneficiaryPartyReference (defined in Beneficiary complexType) |
Link to the party acting as beneficiary.
|
|||||||||||||
beneficiaryPartyReference (defined in LetterOfCreditRoles.model group) |
A party reference of the beneficiary.
|
|||||||||||||
|
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.
|
||||||||||||||
|
The dates the define the Bermuda option exercise dates and the expiration date.
|
||||||||||||||
|
List of Exercise Dates for a Bermuda option.
|
||||||||||||||
|
A price "bid" by a buyer for an asset, i.e. the price a buyer is willing to pay.
|
||||||||||||||
|
The trade id of the block trade.
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
Identifies the underlying asset when it is a series or a class of bonds.
|
||||||||||||||
|
A component describing a Bond Option product.
|
||||||||||||||
|
Reference to a bond underlyer to represent an asset swap or Condition Precedent Bond.
|
||||||||||||||
|
||||||||||||||
|
Defines whether the repayment is mandatory from the borrower's perspective, based on the (amortization) schedule on the credit agreement.
|
||||||||||||||
borrowerPartyReference (defined in BusinessEventParties.model group) |
A reference to the main borrower associated with the specific business event.
|
|||||||||||||
borrowerPartyReference (defined in FacilityRoles.model group) |
A party reference to the (main) borrower.
|
|||||||||||||
borrowerPartyReference (defined in FixedRateOption complexType) |
A party reference to the borrower(s) permitted to exercise the cash accrual option.
|
|||||||||||||
borrowerPartyReference (defined in FloatingRateOption complexType) |
A party reference to the borrower(s) permitted to exercise the cash accrual option.
|
|||||||||||||
borrowerPartyReference (defined in LetterOfCreditRoles.model group) |
Main borrower.
|
|||||||||||||
borrowerPartyReference (defined in LoanContractSummary complexType) |
A reference to the borrower against a loan contract.
|
|||||||||||||
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
Bounded Correlation.
|
||||||||||||||
|
Conditions which bound variance.
|
||||||||||||||
|
The brand(s) of material which can be delivered in Seller's option.
|
||||||||||||||
|
||||||||||||||
|
Where breakage cost is applicable, this enumeration defines who is calculating it - agent bank or lender.
|
||||||||||||||
|
The date by which any breakage costs (if applicable) must be submitted by Lenders to the Agent.
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
Defines the fee type.
|
||||||||||||||
|
||||||||||||||
|
A Boolean element used for specifying whether the Break Funding Recovery detailed in the agreement will apply.
|
||||||||||||||
|
||||||||||||||
|
Specifies the deails for a broker confirm.
|
||||||||||||||
|
The type of broker confirmation executed between the parties.
|
||||||||||||||
|
A component describing a Broker View of an Equity Option.
|
||||||||||||||
|
||||||||||||||
|
Identifies that party (or parties) that brokered this trade.
|
||||||||||||||
|
The number of British Thermal Units per Pound of the coal product.
|
||||||||||||||
|
The Quality Adjustment formula to be used where the Actual Shipment BTU/Lb value differs from the Standard BTU/Lb value.
|
||||||||||||||
|
The date and time when the pricing input was generated.
|
||||||||||||||
|
A product to represent a single known payment.
|
||||||||||||||
|
The physical leg of a Commodity Forward Transaction for which the underlyer is Bullion.
|
||||||||||||||
|
The type of Bullion underlying a Bullion Transaction.
|
||||||||||||||
businessCalendar (defined in CommodityPricingDates complexType) |
Identifies a commodity business day calendar from which the pricing dates will be determined.
|
|||||||||||||
businessCalendar (defined in CommodityValuationDates complexType) |
Identifies a commodity business day calendar from which the pricing dates will be determined.
|
|||||||||||||
businessCenter (defined in BusinessCenters complexType) |
|
|||||||||||||
businessCenter (defined in BusinessCenterTime complexType) |
|
|||||||||||||
businessCenter (defined in ExerciseNotice complexType) |
|
|||||||||||||
businessCenter (defined in QuoteLocation.model group) |
A city or other business center.
|
|||||||||||||
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.
|
|||||||||||||
businessCenters (defined in BusinessCentersOrReference.model group) |
|
|||||||||||||
|
Business centers for determination of execution period business days.
|
||||||||||||||
|
A pointer style reference to a set of financial business centers defined elsewhere in the document.
|
||||||||||||||
|
A range of contiguous business days.
|
||||||||||||||
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.
|
|||||||||||||
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.
|
|||||||||||||
businessDayConvention (defined in Days.model group) |
The convention for adjusting a date if it would otherwise fall on a day that is not a business day.
|
|||||||||||||
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.
|
|||||||||||||
|
The convention for adjusting a date if it would otherwise fall on a day that is not a business day.
|
||||||||||||||
|
Override business date convention.
|
||||||||||||||
|
The convention for adjusting a date if it would otherwise fall on a day that is not a business day.
|
||||||||||||||
businessDays (defined in SingleValuationDate complexType) |
A number of business days.
|
|||||||||||||
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.
|
|||||||||||||
|
A number of business days.
|
||||||||||||||
|
An explicit indication that a number of business days are not specified and therefore ISDA fallback provisions should apply.
|
||||||||||||||
|
The number of business days between successive valuation dates when multiple valuation dates are applicable for cash settlement.
|
||||||||||||||
businessEventGroupId (defined in LoanEvent complexType) |
An identifier used to group related business events together.
|
|||||||||||||
|
An identifier used to group related business events together.
|
||||||||||||||
|
An identifier used to group related business events together.
|
||||||||||||||
|
||||||||||||||
|
Optional organization unit information used to describe the organization units (e.g. trading desks) involved in a transaction or business process .
|
||||||||||||||
|
An identifier used to uniquely identify organization unit
|
||||||||||||||
|
The unit for which the indvidual works.
|
||||||||||||||
|
The unit that is related to this.
|
||||||||||||||
|
The buyer of the option
|
||||||||||||||
buyer (defined in StrikeSchedule complexType) |
The buyer of the option
|
|||||||||||||
|
A reference to the account that buys this instrument.
|
||||||||||||||
|
The hub code of the gas buyer.
|
||||||||||||||
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.
|
|||||||||||||
|
||||||||||||||
|
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.
|
||||||||||||||
|
Captures details relevant to the calculation of the floating price.
|
||||||||||||||
|
The parameters used in the calculation of fixed or floaring rate calculation period amounts.
|
||||||||||||||
|
Contains parameters which figure in the calculation of payments on a Weather Index Option.
|
||||||||||||||
calculation (in floatingLeg) |
Defines details relevant to the calculation of the floating price.
|
|||||||||||||
calculation (in weatherLeg) |
Defines details relevant to the calculation of the aggregate weather index amount.
|
|||||||||||||
calculationAgent (defined in CalculationAgent.model group) |
The ISDA calculation agent responsible for performing duties as defined in the applicable product definitions.
|
|||||||||||||
calculationAgent (defined in MandatoryEarlyTermination complexType) |
The ISDA Calculation Agent responsible for performing duties associated with an optional early termination.
|
|||||||||||||
calculationAgent (defined in OptionalEarlyTermination complexType) |
The ISDA Calculation Agent responsible for performing duties associated with an optional early termination.
|
|||||||||||||
calculationAgent (in swaption) |
The ISDA Calculation Agent responsible for performing duties associated with an optional early termination.
|
|||||||||||||
|
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.
|
||||||||||||||
|
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.
|
||||||||||||||
|
The calculation agent will decide the rate.
|
||||||||||||||
|
The ISDA calculation agent responsible for performing duties as defined in the applicable product definitions.
|
||||||||||||||
|
A pointer style reference to a party identifier defined elsewhere in the document.
|
||||||||||||||
|
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.
|
||||||||||||||
|
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.
|
||||||||||||||
|
The notional amount of protection coverage.
|
||||||||||||||
|
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.
|
||||||||||||||
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.
|
|||||||||||||
calculationDates (defined in CommodityCalculationPeriods.model group) |
The Calculation Period dates for this leg of the trade where the Calculation Periods are all one day long.
|
|||||||||||||
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.
|
|||||||||||||
|
A freetext field which allows the sender to add further details around the business event.
|
||||||||||||||
|
||||||||||||||
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).
|
|||||||||||||
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).
|
|||||||||||||
|
The parameters used in the calculation of a fixed or floating rate calculation period amount.
|
||||||||||||||
|
||||||||||||||
|
The calculation period amount parameters.
|
||||||||||||||
|
The calculation periods dates schedule.
|
||||||||||||||
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.
|
|||||||||||||
|
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.
|
||||||||||||||
|
A set of href pointers to calculation period dates defined somewhere else in the document.
|
||||||||||||||
|
A pointer style reference to the associated calculation period dates component defined elsewhere in the document.
|
||||||||||||||
|
A pointer style reference to the associated calculation period dates component defined elsewhere in the document.
|
||||||||||||||
calculationPeriodDatesReference (in paymentDates defined in InterestRateStream complexType) |
A pointer style reference to the associated calculation period dates component defined elsewhere in the document.
|
|||||||||||||
|
A pointer style reference to the associated calculation period dates component defined elsewhere in the document.
|
||||||||||||||
|
A pointer style reference to the associated calculation period dates component defined elsewhere in the document.
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
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.
|
|||||||||||||
|
The frequency at which calculation period end dates occur with the regular part of the calculation period schedule and their roll date convention.
|
||||||||||||||
|
The frequency at which calculation period end dates occur with the regular part of the calculation period schedule and their roll date convention.
|
||||||||||||||
|
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.
|
||||||||||||||
|
The number of days from the adjusted effective date to the adjusted termination date calculated in accordance with the applicable day count fraction.
|
||||||||||||||
|
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.
|
||||||||||||||
calculationPeriods (defined in CommodityAsian.model group) |
An absolute representation of the Calculation Period start dates of the Commodity Option Transaction.
|
|||||||||||||
calculationPeriods (defined in CommodityCalculationPeriods.model group) |
The Calculation Period start dates for this leg of the swap.
|
|||||||||||||
|
An absolute representation of the Calculation Period start dates of the Commodity Option Transaction.
|
||||||||||||||
|
A pointer style reference to single-day-duration Calculation Periods defined on another leg.
|
||||||||||||||
|
A pointer style reference to the Calculation Periods defined on another leg.
|
||||||||||||||
calculationPeriodsSchedule (defined in CommodityAsian.model group) |
A parametric representation of the Calculation Periods of the Commodity Option Transaction.
|
|||||||||||||
calculationPeriodsSchedule (defined in CommodityCalculationPeriods.model group) |
The Calculation Periods for this leg of the swap.
|
|||||||||||||
|
A parametric representation of the Calculation Periods of the Commodity Option Transaction.
|
||||||||||||||
|
A pointer style reference to the Calculation Periods Schedule defined on another leg.
|
||||||||||||||
|
The method by which a derivative is computed, e.g. analytic, numerical model, perturbation, etc., and the corresponding parameters
|
||||||||||||||
|
The method by which each derivative is computed, e.g. analytic, numerical model, perturbation, etc., and the corresponding parameters (eg. shift amounts).
|
||||||||||||||
|
||||||||||||||
calendarSource (defined in CommodityPricingDates complexType) |
Used in conjunction with an exchange-based pricing source.
|
|||||||||||||
calendarSource (defined in CommodityValuationDates complexType) |
Used in conjunction with an exchange-based pricing source.
|
|||||||||||||
|
Definition of the later expiration date in a calendar spread.
|
||||||||||||||
|
The currency which: - the option buyer will receive (buy) - the option writer will pay (sell)
|
||||||||||||||
|
The currency amount that the option gives the right to buy.
|
||||||||||||||
|
Defines the latest date when the open repo transaction can be exercised (and no later than which it must be exercised) on demand by a party to the trade indicated in the electingParty element (or in the Master Agreement, if the electingParty element has AsDefinedInMasterAgreement value).
|
||||||||||||||
|
A party to the open repo transaction that has a right to demand for exercise of far leg of the open repo transaction.
|
||||||||||||||
|
The calorific value of the gas to be delivered, specified in megajoules per cubic meter (MJ/m3).
|
||||||||||||||
|
A provision that allows the specification of an embedded option within a swap giving the buyer of the option the right to terminate the swap, in whole or in part, on the early termination date.
|
||||||||||||||
|
The adjusted dates associated with a cancelable provision.
|
||||||||||||||
|
The adjusted dates for an individual cancellation date.
|
||||||||||||||
|
A cap, floor or cap floor structures product definition.
|
||||||||||||||
|
Reference to the leg, where date adjustments may apply.
|
||||||||||||||
capRate (defined in RateLimits complexType) |
The rate cap being applied.
|
|||||||||||||
|
The cap rate, if any, which applies to the floating rate for the calculation period.
|
||||||||||||||
|
The cap rate or cap rate schedule, if any, which applies to the floating rate.
|
||||||||||||||
|
Identifies a simple underlying asset type that is a cash payment.
|
||||||||||||||
|
Cash flow amount in a given currency to be paid/received.
|
||||||||||||||
|
Unique identifier for a cash flow.
|
||||||||||||||
|
The cashflows representation of the swap stream.
|
||||||||||||||
|
A true/false flag to indicate whether the cashflows match the parametric definition of the stream, i.e. whether the cashflows could be regenerated from the parameters without loss of information.
|
||||||||||||||
cashflowType (defined in QuotationCharacteristics.model group) |
For cash flows, the type of the cash flows.
|
|||||||||||||
|
Defines the type of cash flow.
|
||||||||||||||
|
Defines the overall net cash payable, as well as, the breakdown of individual cashflows.
|
||||||||||||||
|
An ISDA defined cash settlement method used for the determination of the applicable cash settlement amount.
|
||||||||||||||
|
An ISDA defined cash settlement method used for the determination of the applicable cash settlement amount.
|
||||||||||||||
cashSettlement (defined in FxPerformanceSwap complexType) |
Specifies the Settlement currency and fixing details for cash settlement.
|
|||||||||||||
cashSettlement (defined in MandatoryEarlyTermination complexType) |
If specified, this means that cash settlement is applicable to the transaction and defines the parameters associated with the cash settlement prodcedure.
|
|||||||||||||
cashSettlement (defined in OptionalEarlyTermination complexType) |
If specified, this means that cash settlement is applicable to the transaction and defines the parameters associated with the cash settlement prodcedure.
|
|||||||||||||
cashSettlement (defined in OptionExercise complexType) |
|
|||||||||||||
cashSettlement (in amount in returnLeg) |
If true, then cash settlement is applicable.
|
|||||||||||||
|
Cash settlement currency.
|
||||||||||||||
cashSettlement (in fxOption) |
Specifies the currency and fixing details for cash settlement.
|
|||||||||||||
|
Cash settlement currency.
|
||||||||||||||
cashSettlement (in straddle) |
Specifies the settlement type for the FxStraddle.
|
|||||||||||||
cashSettlement (in swaption) |
If specified, this means that cash settlement is applicable to the transaction and defines the parameters associated with the cash settlement procedure.
|
|||||||||||||
|
The amount paid by the seller to the buyer for cash settlement on the cash settlement date.
|
||||||||||||||
|
The number of business days used in the determination of the cash settlement payment date.
|
||||||||||||||
cashSettlementCurrency (defined in CashPriceMethod complexType) |
The currency in which the cash settlement amount will be calculated and settled.
|
|||||||||||||
|
The currency, or currencies, in which the cash settlement amount(s) will be calculated and settled.
|
||||||||||||||
|
An obligation and deliverable obligation characteristic.
|
||||||||||||||
|
The date on which the cash settlement amount will be paid, subject to adjustment in accordance with any applicable business day convention.
|
||||||||||||||
cashSettlementReferenceBanks (defined in CashPriceMethod complexType) |
A container for a set of reference institutions.
|
|||||||||||||
|
A container for a set of reference institutions.
|
||||||||||||||
cashSettlementReferenceBanks (in settlementRateSource defined in YieldCurveMethod complexType) |
A container for a set of reference institutions.
|
|||||||||||||
|
This element contains all the ISDA terms relevant to cash settlement for when cash settlement is applicable.
|
||||||||||||||
|
The date on which the cash settlement amount will be determined according to the cash settlement method if the parties have not otherwise been able to agree the cash settlement amount.
|
||||||||||||||
|
The time of the cash settlement valuation date when the cash settlement amount will be determined according to the cash settlement method if the parties have not otherwise been able to agree the cash settlement amount.
|
||||||||||||||
category (defined in DeliverableObligations complexType) |
Used in both obligations and deliverable obligations to represent a class or type of securities which apply.
|
|||||||||||||
category (defined in Obligations complexType) |
Used in both obligations and deliverable obligations to represent a class or type of securities which apply.
|
|||||||||||||
category (defined in PartyTradeInformation complexType) |
Used to categorize trades into user-defined categories, such as house trades vs. customer trades.
|
|||||||||||||
|
The category or type of the notification message, e.g. availability, product coverage, rules, etc.
|
||||||||||||||
|
Used to categorize trades into user-defined categories, such as house trades vs. customer trades.
|
||||||||||||||
change (defined in ChangeEventsBase.model group) |
|
|||||||||||||
change (in tradeChangeAdvice) |
Describes the details of the change.
|
|||||||||||||
|
Describes the details of the change being retracted.
|
||||||||||||||
|
Abstract substitutable place holder for specific change details.
|
||||||||||||||
|
||||||||||||||
|
If true, then change in law is applicable.
|
||||||||||||||
changeInNotionalAmount (defined in TradeLegNotionalChange.model group) |
|
|||||||||||||
changeInNotionalAmount (defined in TradeNotionalChange.model group) |
Specifies the fixed amount by which the Notional Amount changes.
|
|||||||||||||
|
||||||||||||||
changeInNumberOfOptions (defined in TradeLegNumberOfOptionsChange.model group) |
|
|||||||||||||
changeInNumberOfOptions (defined in TradeNotionalChange.model group) |
Specifies the fixed amount by which the Number of Options changes
|
|||||||||||||
changeInNumberOfUnits (defined in TradeLegNumberOfUnitsChange.model group) |
|
|||||||||||||
changeInNumberOfUnits (defined in TradeNotionalChange.model group) |
Specifies the fixed amount by which the Number of Units changes
|
|||||||||||||
|
The city component of a postal address.
|
||||||||||||||
|
The party's industry sector classification.
|
||||||||||||||
|
The net price excluding accrued interest.
|
||||||||||||||
|
Bond clean price, expressed in percentage points, 100 is the initial value of the bond.
|
||||||||||||||
|
Identification of the clearance system associated with the transaction exchange.
|
||||||||||||||
cleared (defined in TradeProcessingTimestamps complexType) |
When this trade was cleared.
|
|||||||||||||
|
The trades or events generated by the clearing service as a result of clearing.
|
||||||||||||||
|
If the trade was cleared (novated) through a central counterparty clearing service, this represents the date the trade was cleared (transferred to the central counterparty).
|
||||||||||||||
|
Specifies whether the swap resulting from physical settlement of the swaption transaction will clear through a clearing house.
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
clearingInstructions (defined in CommodityPhysicalExercise complexType) |
Specifies any instructions on how the physical settlement is to be effected when the option is exercised.
|
|||||||||||||
clearingInstructions (defined in OptionExercise complexType) |
|
|||||||||||||
|
Specifies any instructions on how the physical settlement is to be effected when the option is exercised.
|
||||||||||||||
|
Specifies any instructions on how the physical settlement is to be effected when the option is exercised.
|
||||||||||||||
|
Specifies any instructions on how the physical settlement is to be effected when the option is exercised.
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
clearingStatus (defined in PartyTradeInformation complexType) |
Describes the status with respect to clearing (e.g.
|
|||||||||||||
|
Describes the status with respect to clearing (e.g.
|
||||||||||||||
|
Describes the status of the clearing process relating to the identified trade.
|
||||||||||||||
|
The status of the clearing process for the identified trade.
|
||||||||||||||
|
||||||||||||||
|
If true this contract will strike off the closing level of the default exchange traded contract.
|
||||||||||||||
|
The specification of the Coal Product to be delivered.
|
||||||||||||||
|
Physically settled coal leg.
|
||||||||||||||
|
The type of coal product to be delivered specified in full.
|
||||||||||||||
|
Party references to co-borrowers as listed on the credit agreement.
|
||||||||||||||
|
The coefficient by which this term is multiplied, typically 1 or -1.
|
||||||||||||||
collateral (defined in Trade complexType) |
Defines collateral obiligations of a Party
|
|||||||||||||
collateral (in allocation) |
The sum that must be posted upfront to collateralize against counterparty credit risk.
|
|||||||||||||
collateral (in farLeg in repo) |
Collateral element is used to carry the quantity and price details that are required to ensure that a repo contract is executed at fair value, with the value of the collateral matching the cash amount of the repo.
|
|||||||||||||
collateral (in nearLeg in repo) |
Collateral element is used to carry the quantity and price details that are required to ensure that a repo contract is executed at fair value, with the value of the collateral matching the cash amount of the repo.
|
|||||||||||||
|
Allocation details
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
The party paying the margin / issuing the allocation request.
|
||||||||||||||
|
Specifies whether this party posts collateral.
|
||||||||||||||
|
An ISDA defined cash settlement method used for the determination of the applicable cash settlement amount.
|
||||||||||||||
|
Provides a name, code, or other identifier for the collateral portfolio to which this belongs.
|
||||||||||||||
|
The collateral profile specified at the tri-party agent.
|
||||||||||||||
|
The collateral type, which is a restriction of the collateral deemed acceptable for the purpose of the transaction.
|
||||||||||||||
|
Collateral allocation by value.
|
||||||||||||||
commencementDate (defined in CommodityExercisePeriods complexType) |
The first day of the exercise period for an American style option.
|
|||||||||||||
commencementDate (defined in FxDigitalAmericanExercise complexType) |
The earliest date on which the option can be exercised.
|
|||||||||||||
commencementDate (defined in GenericOptionAttributes.model group) |
For options, the earliest exercise date of the option (corresponds to the option lock-out period).
|
|||||||||||||
commencementDate (defined in SharedAmericanExercise complexType) |
The first day of the exercise period for an American style option.
|
|||||||||||||
|
The first day of the exercise period for an American style option.
|
||||||||||||||
|
The first day(s) of the exercise period(s) for an American-style option.
|
||||||||||||||
|
A freetext field which allows the sender to add further details around the business event.
|
||||||||||||||
|
Any additional comments that are deemed necessary.
|
||||||||||||||
comments (defined in SyndicatedLoanStatement complexType) |
A free-form, manually entered field which will be used by users directly for additional information.
|
|||||||||||||
|
This optional component specifies the commission to be charged for executing the hedge transactions.
|
||||||||||||||
|
The commission amount, expressed in the way indicated by the commissionType element.
|
||||||||||||||
|
The type of units used to express a commission.
|
||||||||||||||
|
The total commission per trade.
|
||||||||||||||
|
The global and share amount of principal commitment.
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
The date on which a facility increase/decrease has/will occur.
|
||||||||||||||
commitmentSchedule (defined in CommitmentAdjustment complexType) |
The amortization schedule associated with the facility commitment.
|
|||||||||||||
commitmentSchedule (defined in FacilityCommitment.model group) |
The commitment schedule associated with the facility.
|
|||||||||||||
|
Identifies the underlying asset when it is a listed commodity.
|
||||||||||||||
commodity (defined in CommodityBasketUnderlyingBase complexType) |
Specifies the underlying component.
|
|||||||||||||
commodity (defined in CommodityUnderlyerChoice.model group) |
Describes the swap's underlyer when it has only one asset component.
|
|||||||||||||
|
Specifies the underlying instrument.
|
||||||||||||||
commodity (in commodityOption) |
Specifies the underlying instrument.
|
|||||||||||||
commodity (in floatingLeg) |
Specifies the underlying instrument.
|
|||||||||||||
|
A coding scheme value to identify the base type of the commodity being traded.
|
||||||||||||||
|
Describes the swap's underlyer when it has multiple asset components.
|
||||||||||||||
|
Defines a commodity basket option product.
|
||||||||||||||
|
A coding scheme value to identify the commodity being traded more specifically.
|
||||||||||||||
|
Defines a commodity digital option product.
|
||||||||||||||
|
Specifies the interest payment amount on a return swap.
|
||||||||||||||
|
Defines a commodity forward product.
|
||||||||||||||
|
Defines the substitutable commodity forward leg.
|
||||||||||||||
|
Specifies the fixed payments of a commodity performance swap.
|
||||||||||||||
|
Defines a commodity option product.
|
||||||||||||||
|
A swap the payoff of which is linked to the performance of the underlying asset.
|
||||||||||||||
|
A placeholder within 'commodityPerformanceSwap' structure for the actual commodity swap legs (e.g.
|
||||||||||||||
|
Specifies, in relation to each Payment Date, the return percentage which, when multiplied times the notional amount is the amount to which the Payment Date relates.
|
||||||||||||||
|
Specifies the return payments of a commodity return swap.
|
||||||||||||||
|
Defines a commodity swap product.
|
||||||||||||||
|
The underlying commodity swap definiton.
|
||||||||||||||
|
Defines the substitutable commodity swap leg
|
||||||||||||||
|
Defines a commodity swaption product
|
||||||||||||||
|
Specifies the variance payments of a commodity variance swap.
|
||||||||||||||
|
If Common Pricing is elected (“true”) for a Transaction with referencing more than one Commodity Reference Price then no date will be a Pricing Date unless such a date is a day on which all Commodity Reference Prices are scheduled to be published.
|
||||||||||||||
|
Applies to E.U.
|
||||||||||||||
|
Text description of the component
|
||||||||||||||
|
A reference to a component of the strategy (typically a product).
|
||||||||||||||
|
For an index option transaction, a flag to indicate whether a relevant Component Security Index Annex is applicable to the transaction.
|
||||||||||||||
|
If “Composite” is specified as the Settlement Type in the relevant Transaction Supplement, an amount in the Settlement Currency, determined by the Calculation Agent as being equal to the number of Options exercised or deemed exercised, multiplied by: (Settlement Price – Strike Price) / (Strike Price – Settlement Price) x Multiplier provided that if the above is equal to a negative amount the Option Cash Settlement Amount shall be deemed to be zero.
|
||||||||||||||
|
If present and true, then composition of combined consideration is applicable.
|
||||||||||||||
|
Defines compounding rates on the Interest Leg.
|
||||||||||||||
|
||||||||||||||
|
Defines the compounding dates.
|
||||||||||||||
|
The frequency at which the rates are compounded (e.g. continuously compounded).
|
||||||||||||||
|
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.
|
||||||||||||||
|
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.
|
||||||||||||||
|
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.
|
||||||||||||||
|
Defines a compounding rate.
|
||||||||||||||
|
Defines the spread to be used for compounding.
|
||||||||||||||
|
Specifies whether this trade is a result of compression activity.
|
||||||||||||||
|
Compression information for the trade.
|
||||||||||||||
|
||||||||||||||
condition (defined in FxComplexBarrierBase complexType) |
Defines the condition when the barrier applies: AtOrAbove, AtOrBelow, Above, Below.
|
|||||||||||||
condition (defined in FxPayoffCap complexType) |
Condition in which Cap or Floor applies.
|
|||||||||||||
condition (defined in FxTargetRegionLowerBound complexType) |
AtOrAbove, Above.
|
|||||||||||||
condition (defined in FxTargetRegionUpperBound complexType) |
AtOrBelow, Below.
|
|||||||||||||
condition (in leverage defined in FxTargetLinearPayoffRegion complexType) |
Condition in which leverage applies.
|
|||||||||||||
condition (in leverage in linearPayoffRegion in fxAccrualForward) |
Condition in which leverage applies.
|
|||||||||||||
condition (in lowerBound defined in FxAccrualRegionBound.model group) |
The Lower Bound Direction.
|
|||||||||||||
condition (in upperBound defined in FxAccrualRegionBound.model group) |
The Upper Bound Direction.
|
|||||||||||||
|
Number of fixings that are in the money.
|
||||||||||||||
|
To indicate whether the Condition Precedent Bond is applicable.
|
||||||||||||||
|
An enumeration which describes whether the condition precent have been met, not met or been waived.
|
||||||||||||||
|
A business acknowledgement message to indicate that the previously sent message was sucessfully processed.
|
||||||||||||||
|
The confirmationAgreed message is sent when the matching process returns a proposed match (trade or event) and the Confirmation Requester agrees with it.
|
||||||||||||||
|
The confirmationDisputed message is sent when the matching process returns a proposed match (trade or event) and the Confirmation Requester disputes it.
|
||||||||||||||
|
A message sent to inform another system that some exception has been detected.
|
||||||||||||||
|
Used to describe how the trade was confirmed, e.g via a confirmation facility, via private electronic service, or via written documentation.
|
||||||||||||||
|
The confirmationStatus message provides the status of the matching process: matched, mismatched, unmatched, or alleged.
|
||||||||||||||
|
When this trade was confirmed.
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
A deliverable obligation characteristic.
|
||||||||||||||
|
A pointer style reference to the associated constant notional schedule defined elsewhere in the document which contains the currency amounts which will be converted into the varying notional currency amounts using the spot currency exchange rate.
|
||||||||||||||
|
A region in which constant payoff applies i.e. the payoff is defined as a contant currency amount or fixing adjustment, unrelated to the fixing.
|
||||||||||||||
|
It defines a region in which a digital payment occurs.
|
||||||||||||||
|
It defines a region in which a digital payment occurs.
|
||||||||||||||
|
Identification of all the exchanges where constituents are traded.
|
||||||||||||||
|
Specifies the weight of each of the underlyer constituent within the basket, either in absolute or relative terms.
|
||||||||||||||
|
Describes the weight of each of the constituents within the basket.
|
||||||||||||||
|
If the Notional Quantity is specified in a unit that does not match the unit in which the Commodity Reference Price is quoted, the scaling or conversion factor used to convert the Commodity Reference Price unit into the Notional Quantity unit should be stated here.
|
||||||||||||||
contactInfo (defined in Party.model group) |
Information on how to contact the party using various means.
|
|||||||||||||
contactInfo (in businessUnit) |
Information on how to contact the unit using various means.
|
|||||||||||||
contactInfo (in person) |
Information on how to contact the individual using various means.
|
|||||||||||||
|
The conditions under which the party specified in contingentParty will be excused from damages if transmission is interrupted or curtailed.
|
||||||||||||||
|
The party to which the contingency applies.
|
||||||||||||||
|
An obligation and deliverable obligation characteristic.
|
||||||||||||||
contract (defined in LoanContractDetails.model group) |
|
|||||||||||||
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
contractId (defined in ContractIdentifier complexType) |
A contract id which is not version aware.
|
|||||||||||||
|
||||||||||||||
|
A deal summary structure.
|
||||||||||||||
|
For a DRY Voyage Charter or Time Charter Commodity Swap, the price per relevant unit for pruposes of the calculation of a Fixed Amount.
|
||||||||||||||
|
For a DRY Voyage Charter or Time Charter Freight Swap, the price per relevant unit for pruposes of the calculation of a Fixed Amount for a given Calculation Period during the life of the trade.
|
||||||||||||||
|
Specifies the contract that can be referenced, besides the undelyer type.
|
||||||||||||||
|
A facility summary structure.
|
||||||||||||||
|
The definitions such as those published by ISDA that will define the terms of the trade.
|
||||||||||||||
|
The definitions (such as those published by ISDA) that will define the terms of the novation transaction.
|
||||||||||||||
|
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.
|
||||||||||||||
|
A contractual supplement (such as those published by ISDA) that will apply to the trade.
|
||||||||||||||
|
A contractual supplement (such as those published by ISDA) that will apply to the trade.
|
||||||||||||||
|
The contract month of the futures contract. i.e.
|
||||||||||||||
|
The FX Offset Convention can be FxSpot or FxForward.
|
||||||||||||||
conversionFactor (defined in CommodityExercise complexType) |
If the Notional Quantity is specified in a unit that does not match the unit in which the Commodity Reference Price is quoted, the scaling or conversion factor used to convert the Commodity Reference Price unit into the Notional Quantity unit should be stated here.
|
|||||||||||||
conversionFactor (defined in FloatingLegCalculation complexType) |
If the Notional Quantity is specified in units that do not match the units in which the Commodity Reference Price is quoted, the scaling or conversion factor used to convert the Commodity Reference Price units into the Notional Quantity units should be stated here.
|
|||||||||||||
|
If the Notional Quantity is specified in a unit that does not match the unit in which the Commodity Reference Price is quoted, the scaling or conversion factor used to convert the Commodity Reference Price unit into the Notional Quantity unit should be stated here.
|
||||||||||||||
|
If the Notional Quantity is specified in a unit that does not match the unit in which the Commodity Reference Price is quoted, the scaling or conversion factor used to convert the Commodity Reference Price unit into the Notional Quantity unit should be stated here.
|
||||||||||||||
|
Identifies the underlying asset when it is a convertible bond.
|
||||||||||||||
|
An explicit, filled in data point coordinate.
|
||||||||||||||
|
A reference to a pricing data point coordinate within this document.
|
||||||||||||||
|
A unique identifier (within the specified coding scheme) giving the details of some party to whom a copy of this message will be sent for reference.
|
||||||||||||||
|
Describes a change due to a corporate action
|
||||||||||||||
|
If 'dataCorrection'=true, this indicates how long after the initial publication of the data corrections can be made.
|
||||||||||||||
|
Specifies Correlation.
|
||||||||||||||
|
A qualified identifier used to correlate between messages
|
||||||||||||||
|
Correlation Leg.
|
||||||||||||||
|
Correlation Strike Price.
|
||||||||||||||
|
Specifies the structure of a correlation swap.
|
||||||||||||||
|
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
|
||||||||||||||
|
Link to the party acting as correspondent.
|
||||||||||||||
|
The counter currency and amount for the FxStraddle.
|
||||||||||||||
counterCurrencyAmount (defined in FxTargetLinearPayoffRegion complexType) |
The opposite currency amount of the Target.
|
|||||||||||||
counterCurrencyAmount (defined in SettlementPeriodLeverage complexType) |
Leverage counter currency notional.
|
|||||||||||||
|
The opposite currency amount.
|
||||||||||||||
|
The opposite currency amount the amount which is not always deterministic.
|
||||||||||||||
counterCurrencyAmount (in leverage defined in FxTargetLinearPayoffRegion complexType) |
The opposite currency amount of the Target.
|
|||||||||||||
|
The opposite currency amount.
|
||||||||||||||
|
The opposite currency amount.
|
||||||||||||||
|
Counter Currency Amount for the settlement period.
|
||||||||||||||
|
Counter Currency Amount for the settlement period.
|
||||||||||||||
|
||||||||||||||
|
The ISO 3166 standard code for the country within which the postal address is located.
|
||||||||||||||
country (defined in PartyInformation.model group) |
The country where the party is domiciled.
|
|||||||||||||
|
||||||||||||||
country (in businessUnit) |
The ISO 3166 standard code for the country where the individual works.
|
|||||||||||||
|
The ISO 3166 standard code for the country where the individual works.
|
||||||||||||||
|
The next upcoming coupon payment.
|
||||||||||||||
|
The next upcoming coupon payment.
|
||||||||||||||
|
Specifies the coupon rate (expressed in percentage) of a fixed income security or convertible bond.
|
||||||||||||||
|
The date interest started accruing for the accrued interest calculation on an interest bearing security.
|
||||||||||||||
|
Specifies if the bond has a variable coupon, step-up/down coupon or a zero-coupon.
|
||||||||||||||
|
The date and time (on the source system) when this message instance was created.
|
||||||||||||||
creditAgreementDate (in deal) |
The credit agreement date is also known as the 'closing date' (the date on which the agreement was signed).
|
|||||||||||||
creditAgreementDate (in loan) |
The credit agreement date is the closing date (the date where the agreement has been signed) for the loans in the credit agreement.
|
|||||||||||||
|
Special credit fee assessed to certain institutions.
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
In a credit default swap one party (the protection seller) agrees to compensate another party (the protection buyer) if a specified company or Sovereign (the reference entity) experiences a credit event, indicating it is or may be unable to service its debts.
|
||||||||||||||
|
||||||||||||||
|
An option on a credit default swap.
|
||||||||||||||
|
This element should be specified if one or more of either a Credit Event Notice, Notice of Publicly Available Information, Notice of Physical Settlement or Notice of Intended Physical Settlement, as applicable, has been delivered by or to the Transferor or the Remaining Party.
|
||||||||||||||
|
What arrangements will be made to provide credit?
|
||||||||||||||
|
An XML reference a credit entity defined elsewhere in the document.
|
||||||||||||||
|
||||||||||||||
|
This element corresponds to the Credit Event Notice Delivered Under Old Transaction and Deemed Delivered Under New Transaction under the EXHIBIT C to 2004 ISDA Novation Definitions.
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
A global element used to hold CENs.
|
||||||||||||||
creditEventNotice (defined in CreditEvents complexType) |
A specified condition to settlement.
|
|||||||||||||
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
A message defining the ISDA defined Credit Event Notice.
|
||||||||||||||
|
A message retracting a previous credit event notification.
|
||||||||||||||
creditEvents (in creditCurve) |
The material credit event.
|
|||||||||||||
|
This element contains all the ISDA terms relating to credit events.
|
||||||||||||||
creditEvents (in trigger defined in TriggerEvent complexType) |
|
|||||||||||||
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
The party's credit rating.
|
||||||||||||||
|
The agreement executed between the parties and intended to govern collateral arrangement for all OTC derivatives transactions between those parties.
|
||||||||||||||
|
If “Cross-Currency” is specified as the Settlement Type in the relevant Transaction Supplement, an amount in the Settlement Currency, determined by the Calculation Agent as being equal to the number of Options exercised or deemed exercised, multiplied by: (Settlement Price – Strike Price) / (Strike Price – Settlement Price) x Multiplier x one unit of the Reference Currency converted into an amount in the Settlement Currency using the rate of exchange of the Settlement Currency as quoted on the Reference Price Source on the Valuation Date, provided that if the above is equal to a negative amount the Option Cash Settlement Amount shall be deemed to be zero.
|
||||||||||||||
|
An ISDA defined cash settlement method used for the determination of the applicable cash settlement amount.
|
||||||||||||||
crossRate (defined in FxRateObservable complexType) |
Contains the currency exchange rates information used to cross between the traded currencies for non-base currency FX contracts.
|
|||||||||||||
crossRate (in exchangeRate defined in FxCoreDetails.model group) |
An optional element that allow for definition of the currency exchange rates used to cross between the traded currencies for non-base currency FX contracts.
|
|||||||||||||
crossRate (in exchangeRate in underlyer defined in GenericProduct complexType) |
An optional element that allow for definition of the currency exchange rates used to cross between the traded currencies for non-base currency FX contracts.
|
|||||||||||||
currency (defined in ActualPrice complexType) |
Specifies the currency associated with the net price.
|
|||||||||||||
currency (defined in AmountSchedule complexType) |
The currency in which an amount is denominated.
|
|||||||||||||
currency (defined in CashflowNotional complexType) |
The currency in which an amount is denominated.
|
|||||||||||||
currency (defined in CommodityReferencePriceFramework.model group) |
The currency in which the Commodity Reference Price is published (e.g.
|
|||||||||||||
currency (defined in CurrencyAndDeterminationMethod.model group) |
The currency in which an amount is denominated.
|
|||||||||||||
currency (defined in EquityStrike complexType) |
The currency in which an amount is denominated.
|
|||||||||||||
currency (defined in FixedRateOption complexType) |
|
|||||||||||||
currency (defined in FloatingRateOption complexType) |
|
|||||||||||||
currency (defined in FxExchangedCurrency complexType) |
|
|||||||||||||
|
The currency in which an amount is denominated.
|
||||||||||||||
currency (defined in NonNegativeAmountSchedule complexType) |
The currency in which an amount is denominated.
|
|||||||||||||
currency (defined in NotDomesticCurrency complexType) |
An explicit specification of the domestic currency.
|
|||||||||||||
currency (defined in OptionStrike complexType) |
The currency in which an amount is denominated.
|
|||||||||||||
currency (defined in PricingStructure complexType) |
The currency that the structure is expressed in (this is relevant mostly for the Interes Rates asset class).
|
|||||||||||||
currency (defined in QuotationCharacteristics.model group) |
The optional currency that the measure is expressed in.
|
|||||||||||||
currency (defined in SpecifiedCurrency complexType) |
The currency in which an amount is denominated.
|
|||||||||||||
currency (defined in UnderlyingAsset complexType) |
Trading currency of the underlyer when transacted as a cash instrument.
|
|||||||||||||
|
The currency in which an amount is denominated.
|
||||||||||||||
currency (in commission) |
The currency in which an amount is denominated.
|
|||||||||||||
currency (in creditLimit) |
|
|||||||||||||
|
Deal denomination currency.
|
||||||||||||||
currency (in dualCurrency) |
The Alternate currency i.e. the currency in which the deposit will be redeemed in the event that the spot rate fixes below the strike rate at the specified fixing date and time.
|
|||||||||||||
currency (in featurePayment) |
The currency in which an amount is denominated.
|
|||||||||||||
|
The currency in which the letter of credit accrual is denominated.
|
||||||||||||||
currency (in limitApplicable) |
|
|||||||||||||
|
The code for the currency which can be delivered if settlement in the original non-deliverable currency is not possible.
|
||||||||||||||
currency1 (defined in QuotedCurrencyPair complexType) |
The first currency specified when a pair of currencies is to be evaluated.
|
|||||||||||||
currency1 (in quotedCurrencyPair in exchangeRate in underlyer defined in GenericProduct complexType) |
The first currency specified when a pair of currencies is to be evaluated.
|
|||||||||||||
|
The date on which the currency1 amount will be settled.
|
||||||||||||||
currency2 (defined in QuotedCurrencyPair complexType) |
The second currency specified when a pair of currencies is to be evaluated.
|
|||||||||||||
currency2 (in quotedCurrencyPair in exchangeRate in underlyer defined in GenericProduct complexType) |
The second currency specified when a pair of currencies is to be evaluated.
|
|||||||||||||
|
The date on which the currency2 amount will be settled.
|
||||||||||||||
|
Reference to a currency defined elsewhere in the document
|
||||||||||||||
|
The optional currency that the measure is expressed in.
|
||||||||||||||
|
The current global/lender share commitment amount.
|
||||||||||||||
|
A list of all contracts whose rates are resetting or contracts that are initiating as part of the rollover event.
|
||||||||||||||
|
A list of all contracts whose rates are resetting or contracts that are initiating as part of the rollover event.
|
||||||||||||||
|
Current deal amount.
|
||||||||||||||
|
The part of the mortgage that is currently outstanding.
|
||||||||||||||
|
The new loan contract maturity date.
|
||||||||||||||
|
Defines the underlying asset when it is a curve instrument.
|
||||||||||||||
cutName (defined in FxDigitalAmericanExercise complexType) |
A code by which the expiry time is known in the market.
|
|||||||||||||
cutName (defined in FxEuropeanExercise complexType) |
A code by which the expiry time is known in the market.
|
|||||||||||||
|
The cycle(s) during which the oil product will be transported in the pipeline.
|
||||||||||||||
cycle (in processingStatus) |
The processing cycle or phase that this message describes.
|
|||||||||||||
|
The date payment often revised after its publication, this indicates if the payment date could be recalculated.
|
||||||||||||||
|
A document containing trade and/or portfolio and/or party data without expressing any processing intention.
|
||||||||||||||
|
The values of the adjustment parameter.
|
||||||||||||||
|
The raw volatility matrix data, expressed as a multi-dimensional array.
|
||||||||||||||
|
The provider of either temperature data or precipitation data specified by the parties in the related Confirmation.
|
||||||||||||||
|
||||||||||||||
date (defined in FxBusinessCenterDateTime complexType) |
|
|||||||||||||
date (defined in FxFixingObservation complexType) |
A specific date for which an observation against a particular rate will be made and will be used for subsequent computations.
|
|||||||||||||
date (defined in TimeDimension complexType) |
The absolute date corresponding to this term point, for example January 3, 2005.
|
|||||||||||||
date (in commitmentChange) |
The date on which a facility increase/decrease has/will occur.
|
|||||||||||||
|
The date of the agreement executed between the parties and intended to govern collateral arrangements for all OTC derivatives transactions between those parties.
|
||||||||||||||
|
||||||||||||||
date (in optionExpiry defined in OptionsEventsBase.model group) |
|
|||||||||||||
date (in optionExpiry in maturityNotification) |
|
|||||||||||||
date (in rateObservation in asian in features in fxOption) |
A specific date for which an observation against a particular rate will be made and will be used for subsequent computations.
|
|||||||||||||
date (in tradeMaturity) |
|
|||||||||||||
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.
|
|||||||||||||
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.
|
|||||||||||||
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.
|
|||||||||||||
dateAdjustments (defined in DividendPeriod complexType) |
Date adjustments for all unadjusted dates in this dividend period.
|
|||||||||||||
dateAdjustments (defined in FxAdjustedDateAndDateAdjustments complexType) |
Date adjustments applied to the adjusted dates including the business day convention and the business centers.
|
|||||||||||||
dateAdjustments (defined in FxSchedule complexType) |
Date adjustments applied to the adjusted dates including the business day convention and the business centers.
|
|||||||||||||
dateAdjustments (defined in ParametricSchedule.model group) |
Date adjustments applied to the schedule including the business day convention and the business centers.
|
|||||||||||||
dateAdjustments (in fixingSchedule defined in FxAccrual complexType) |
Date adjustments applied to the adjusted dates including the business day convention and the business centers.
|
|||||||||||||
dateAdjustments (in fixingSchedule defined in FxAveragingProcess complexType) |
Date adjustments applied to the adjusted dates including the business day convention and the business centers.
|
|||||||||||||
|
ISDA 2003 Terms: Business Day and Business Day Convention.
|
||||||||||||||
|
A pointer style reference to date adjustments defined elsewhere in the document.
|
||||||||||||||
dateOffset (defined in FxSchedule complexType) |
The representation of the schedule as an offset relative to another schedule.
|
|||||||||||||
dateOffset (defined in RelativeDateSequence complexType) |
|
|||||||||||||
dateRelativeTo (defined in RelativeDateOffset complexType) |
Specifies the anchor as an href attribute.
|
|||||||||||||
dateRelativeTo (defined in RelativeDateSequence complexType) |
Specifies the anchor as an href attribute.
|
|||||||||||||
|
Reference to a party defined elsewhere in this document which may be allowed to terminate the trade.
|
||||||||||||||
dateRelativeTo (in startingDate in earlyTermination in returnSwap) |
Reference to a date defined elswhere in the document.
|
|||||||||||||
|
The calculation period references on which settlements in non-deliverable currency are due and will then have to be converted according to the terms specified through the other parts of the nonDeliverableSettlement structure.
|
||||||||||||||
|
The payment date references on which settlements in non-deliverable currency are due and will then have to be converted according to the terms specified through the other parts of the nonDeliverableSettlement structure.
|
||||||||||||||
|
||||||||||||||
|
Observation date time, which should be used when literal observation dates are required.
|
||||||||||||||
|
The number of days over which pricing should take place.
|
||||||||||||||
dayCountFraction (defined in AccrualOptionBase complexType) |
The day count basis for the accrual.
|
|||||||||||||
dayCountFraction (defined in BondCalculation.model group) |
The day count basis for the bond.
|
|||||||||||||
|
The day count fraction.
|
||||||||||||||
|
Specifies the basis for the adjustment of a rate from an annual rate to a rate appropriate for the Calculation Period: e.g. the number of calendar days in the Calculation Period divided by the calendar days basis e.g. actual number of days in the Calculation Period divided by 365.
|
||||||||||||||
dayCountFraction (in deposit) |
The day count basis for the deposit.
|
|||||||||||||
|
The day count fraction.
|
||||||||||||||
|
The day count fraction.
|
||||||||||||||
dayCountFraction (in fra) |
The day count fraction.
|
|||||||||||||
|
The day count fraction.
|
||||||||||||||
|
The day count basis for the index.
|
||||||||||||||
dayCountFraction (in repo) |
The day count fraction.
|
|||||||||||||
|
The day count basis for the FRA.
|
||||||||||||||
|
The day count basis for the swap.
|
||||||||||||||
|
The day count fraction.
|
||||||||||||||
dayCountFraction (in underlyer defined in GenericProduct complexType) |
Specifies a day count fraction or fractions that apply to this underlyer; this is provided to meet regulatory reporting requirements, but is not sufficient to to fully represent the economics of the trade..
|
|||||||||||||
|
The year fraction value of the calculation period, result of applying the ISDA rules for day count fraction defined in the ISDA Annex.
|
||||||||||||||
|
The method by which the pricing days are distributed across the pricing period.
|
||||||||||||||
|
The occurrence of the dayOfWeek within the pricing period on which pricing will take place, e.g. the 3rd Friday within each Calculation Period.
|
||||||||||||||
|
The day(s) of the week on which pricing will take place during the pricing period.
|
||||||||||||||
|
The contract specifies whether the notional should be scaled by the Number of Days in Range divided by the Expected N.
|
||||||||||||||
dayType (defined in Days.model group) |
The type of day on which pricing occurs.
|
|||||||||||||
|
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.
|
||||||||||||||
dayType (defined in ParametricSchedule.model group) |
A day type classification, e.g.
|
|||||||||||||
dayType (in fixingSchedule defined in FxPerformanceSwap complexType) |
Specifies whether the schedule follows the business or calendar days.
|
|||||||||||||
|
A complete deal structure.
|
||||||||||||||
|
A dealer from whom quotations are obtained by the calculation agent on the reference obligation for purposes of cash settlement.
|
||||||||||||||
|
Defines the exchange rate between the facility and deal denomination currencies (only required if the currencies are different).
|
||||||||||||||
|
||||||||||||||
|
Indicates which currency was dealt.
|
||||||||||||||
|
Declared Cash Dividend Percentage.
|
||||||||||||||
|
Declared Cash Equivalent Dividend Percentage.
|
||||||||||||||
deClear (in clearingConfirmed) |
A structure describing a declear event.
|
|||||||||||||
|
A structure describing a declear event.
|
||||||||||||||
deClear (in requestClearing) |
A structure describing a declear event.
|
|||||||||||||
|
A structure describing a declear event.
|
||||||||||||||
|
A structure describing a declear event.
|
||||||||||||||
deClear (in requestConsent) |
A structure describing a declear event.
|
|||||||||||||
|
A structure describing a declear event.
|
||||||||||||||
|
A collection of default probabilities.
|
||||||||||||||
|
A curve of default probabilities.
|
||||||||||||||
|
This represents a default rate that may apply in addition to a regular margin rate (on outstanding loan contracts).
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
In relation to certain credit events, serves as a threshold for Obligation Acceleration, Obligation Default, Repudiation/Moratorium and Restructuring.
|
||||||||||||||
|
The default spread currently applied to the interest rate period.
|
||||||||||||||
|
The default spread currently applied to the interest rate period.
|
||||||||||||||
definition (defined in UnderlyingAsset complexType) |
An optional reference to a full FpML product that defines the simple product in greater detail.
|
|||||||||||||
definition (in point defined in TermCurve complexType) |
An optional reference to an underlying asset that defines the meaning of the value, i.e. the product that the value corresponds to.
|
|||||||||||||
|
A reference to a sensitivity set definition.
|
||||||||||||||
|
A revolver facility.
|
||||||||||||||
delayedDraw (in delayedDraw) |
A flag to determine whether the Term Loan has a delayed draw feature.
|
|||||||||||||
|
The term "Delisting" has the meaning defined in the ISDA 2002 Equity Derivatives Definitions.
|
||||||||||||||
|
Whether or not the delivery can go to barge.
|
||||||||||||||
|
What sort of obligation may be delivered in the event of the credit event.
|
||||||||||||||
|
This element contains all the ISDA terms relevant to defining the deliverable obligations.
|
||||||||||||||
|
The point at which the Coal Product as a reference to the Source of the Coal Product.
|
||||||||||||||
|
The physical delivery conditions for the transaction.
|
||||||||||||||
|
The physical delivery conditions for the transaction.
|
||||||||||||||
|
The physical delivery conditions for the transaction.
|
||||||||||||||
|
The physical delivery arrangements and requirements for a physically settled non-precious metal transaction.
|
||||||||||||||
|
The physical delivery conditions for the transaction.
|
||||||||||||||
deliveryDate (defined in CommodityProduct.model group) |
The Delivery Date is a fixed, single day.
|
|||||||||||||
|
The date on which allowances are to be delivered as specified in the related Confirmation.
|
||||||||||||||
deliveryDate (in farLeg in repo) |
Delivery Date for the transaction.
|
|||||||||||||
deliveryDate (in nearLeg in repo) |
Delivery Date for the transaction.
|
|||||||||||||
|
The 'deliveryDateExpirationConvention' specifies, for a Commodity Transaction that references a listed future via the 'deliveryDates' element, the day on which the specified future will expire ahead of the actual expiration of the referenced future.
|
||||||||||||||
|
The 'deliveryDateRollConvention' specifies, for a Commodity Transaction that references a listed future via the 'deliveryDates' element, the day on which the specified future will roll to the next nearby month prior to the expiration of the referenced future.
|
||||||||||||||
|
Deprecated: The 'deliveryDates' element is applicable for a Commodity Reference Price that references a listed future contract (e.g.
|
||||||||||||||
|
The Delivery Date is a fixed, single month.
|
||||||||||||||
|
The physical delivery location for the transaction.
|
||||||||||||||
|
The Delivery Point for a physically settled non-precious metal transaction.
|
||||||||||||||
deliveryLocation (in transfer) |
The location at which the transfer of the title to the commodity takes place.
|
|||||||||||||
deliveryMethod (in farLeg in repo) |
Specifies a delivery method for the security transaction.
|
|||||||||||||
deliveryMethod (in nearLeg in repo) |
Specifies a delivery method for the security transaction.
|
|||||||||||||
|
A container for the parametric representation of nearby contracts.
|
||||||||||||||
|
A time multiplier, e.g. 1, 2 or 3 etc. used in defining Delivery Nearby date.
|
||||||||||||||
|
Defines a type of the delivery nearby qualifier, expect to be used in conjunction with a delivery nearby multiplier, e.g. 1NearByMonth, 1NearbyWeek, etc.
|
||||||||||||||
|
An obligation and deliverable obligation characteristic.
|
||||||||||||||
|
The period during which delivery/deliveries of Coal Products may be scheduled.
|
||||||||||||||
|
The different options for specifying the Delivery or Supply Periods.
|
||||||||||||||
|
The different options for specifying the Delivery or Supply Periods.
|
||||||||||||||
|
The period during which delivery/deliveries of Metal may be scheduled.
|
||||||||||||||
|
The different options for specifying the Delivery or Supply Periods.
|
||||||||||||||
|
A pointer style reference to the Delivery Periods defined elsewhere.
|
||||||||||||||
|
A pointer style reference to the Calculation Periods Schedule defined elsewhere.
|
||||||||||||||
|
The point at which the Coal Product will be delivered and received.
|
||||||||||||||
|
The point at which delivery of the electricity will occur.
|
||||||||||||||
|
The physical or virtual point at which the commodity will be delivered.
|
||||||||||||||
|
The different options for specifying the quantity.
|
||||||||||||||
|
The different options for specifying the quantity.
|
||||||||||||||
|
The different options for specifying the quantity.
|
||||||||||||||
|
The different options for specifying the quantity.
|
||||||||||||||
|
Indicates the under what conditions the Parties' delivery obligations apply.
|
||||||||||||||
|
Indicates whether the buyer and seller are contractually obliged to consume and supply the specified quantities of the commodity.
|
||||||||||||||
|
The zone covering potential delivery points for the electricity.
|
||||||||||||||
|
||||||||||||||
|
A denominator term of the formula.
|
||||||||||||||
|
Identifies a simple underlying asset that is a term deposit.
|
||||||||||||||
|
Reference to the depository of the settlement.
|
||||||||||||||
|
A Depository Receipt is a negotiable certificate issued by a trust company or security depository.
|
||||||||||||||
|
The formula used to compute the derivative (perhaps could be updated to use the Formula type in EQS.).
|
||||||||||||||
description (defined in BusinessEventGroupIdentifier complexType) |
A short description of the combination of business events that make up the event group.
|
|||||||||||||
description (defined in IdentifiedAsset complexType) |
Long name of the underlying asset.
|
|||||||||||||
description (defined in Reason complexType) |
Plain English text describing the associated error condition
|
|||||||||||||
description (in advisory) |
A human-readable notification.
|
|||||||||||||
description (in cash) |
Long name of the underlying asset.
|
|||||||||||||
|
A description, if needed, of how the derivative is computed.
|
||||||||||||||
|
Applies to Loan CDS, to indicate what lien level is appropriate for a deliverable obligation.
|
||||||||||||||
|
Does this valuation set include a market environment?
|
||||||||||||||
determinationMethod (defined in Composite complexType) |
Specifies the method according to which an amount or a date is determined.
|
|||||||||||||
determinationMethod (defined in CurrencyAndDeterminationMethod.model group) |
Specifies the method according to which an amount or a date is determined.
|
|||||||||||||
determinationMethod (defined in Price complexType) |
Specifies the method according to which an amount or a date is determined.
|
|||||||||||||
determinationMethod (defined in ReturnSwapNotional complexType) |
Specifies the method according to which an amount or a date is determined.
|
|||||||||||||
|
Specifies the method according to which an amount or a date is determined.
|
||||||||||||||
|
The party referenced is the ISDA Determination Party that specified in the related Confirmation as Determination Party.
|
||||||||||||||
|
A reference to the party which determines additional disruption events.
|
||||||||||||||
|
A type used to record the details of a difference between two sides of a business event.
|
||||||||||||||
|
An indication of the severity of the difference.
|
||||||||||||||
|
The type of difference that exists.
|
||||||||||||||
|
The barrier and cash payout features of the digital option.
|
||||||||||||||
direction (defined in CommodityBasketUnderlyingBase complexType) |
Indicates the role of the option buyer with regard to this underlyer.
|
|||||||||||||
direction (defined in FxBarrierFeature complexType) |
This specifies whether the barrier direction is "Up" or "Down"; that is, that a barrier event occurs if the spot rate is at or above the trigger rate, or at or below the trigger rate during the period of observation of an american barrier, or at the times of observation of a discrete or european barrier.
|
|||||||||||||
|
This specifies whether the trigger direction is "AtOrAbove" or "AtOrBelow; that is, that a barrier event occurs if the spot rate is at or above the trigger rate, or at or below the trigger rate during the period of observation of an american trigger, or at the times of observation of a discrete trigger.
|
||||||||||||||
|
A deliverable obligation characteristic.
|
||||||||||||||
dirtyPrice (defined in BondPriceAndYield.model group) |
Bond dirty price, expressed in percentage points, 100 is the initial value of the bond.
|
|||||||||||||
dirtyPrice (defined in BondPriceAndYield.model group) |
Bond dirty price, expressed in percentage points, 100 is the initial value of the bond.
|
|||||||||||||
discountFactor (defined in Payment complexType) |
The value representing the discount factor used to calculate the present value of the cash flow.
|
|||||||||||||
|
A decimal value representing the discount factor used to calculate the present value of cash flow.
|
||||||||||||||
discountFactor (in premium defined in OptionBaseExtended complexType) |
The value representing the discount factor used to calculate the present value of the cash flow.
|
|||||||||||||
|
The value representing the discount factor used to calculate the present value of the principal exchange amount.
|
||||||||||||||
|
A curve of discount factors.
|
||||||||||||||
|
The parameters specifying any discounting conventions that may apply.
|
||||||||||||||
|
The discounting method that is applicable.
|
||||||||||||||
|
A discount rate, expressed as a decimal, to be used in the calculation of a discounted amount.
|
||||||||||||||
|
A discount day count fraction to be used in the calculation of a discounted amount.
|
||||||||||||||
|
To indicate whether the Discrepancy Clause is applicable.
|
||||||||||||||
|
Describes the disruption events and fallbacks applicable to a currency pair referenced by the transaction.
|
||||||||||||||
|
||||||||||||||
|
To be used where disruption fallbacks are set out in the relevant Master Agreement governing the trade.
|
||||||||||||||
|
A credit event.
|
||||||||||||||
|
Expected dividend in this period.
|
||||||||||||||
|
Dividend adjustment of the contract is driven by the difference between the Expected Dividend, and the Actual Dividend, which is multiplied by an agreed Factor to produce a Deviation, which is used as the basis for adjusting the contract.
|
||||||||||||||
|
||||||||||||||
|
Defines how the composition of Dividends is to be determined.
|
||||||||||||||
dividendConditions (defined in EquityDerivativeLongFormBase complexType) |
|
|||||||||||||
dividendConditions (in return) |
Specifies the conditions governing the payment of the dividends to the receiver of the equity return.
|
|||||||||||||
|
Specification of the dividend date using an enumeration, with values such as the pay date, the ex date or the record date.
|
||||||||||||||
|
Defines the date on which the receiver on the equity return is entitled to the dividend.
|
||||||||||||||
|
Specifies the date on which the FX rate will be considered in the case of a Composite FX swap.
|
||||||||||||||
|
Dividend leg.
|
||||||||||||||
|
The next upcoming dividend payment or payments.
|
||||||||||||||
|
Specifies when the dividend will be paid to the receiver of the equity return.
|
||||||||||||||
|
Specifies the dividend payout ratio associated with an equity underlyer.
|
||||||||||||||
|
Specifies the dividend payout ratio associated with an equity underlyer.
|
||||||||||||||
|
Specifies the dividend payout conditions that will be applied in the case where the actual ratio is not known, typically because of regulatory or legal uncertainties.
|
||||||||||||||
|
Specifies the total actual dividend payout ratio associated with the equity underlyer.
|
||||||||||||||
|
Specifies the cash actual dividend payout ratio associated with the equity underlyer.
|
||||||||||||||
|
Specifies the non cash actual dividend payout ratio associated with the equity underlyer.
|
||||||||||||||
dividendPeriod (defined in DividendConditions complexType) |
Defines the First Period or the Second Period, as defined in the 2002 ISDA Equity Derivatives Definitions.
|
|||||||||||||
|
A single Dividend Adjustment Period.
|
||||||||||||||
|
One to many time bounded dividend payment periods, each with a fixed strike and dividend payment date per period.
|
||||||||||||||
|
Dividend period has the meaning as defined in the ISDA 2002 Equity Derivatives Definitions.
|
||||||||||||||
|
Dividend period has the meaning as defined in the ISDA 2002 Equity Derivatives Definitions.
|
||||||||||||||
|
Boolean element that defines whether the dividend will be reinvested or not.
|
||||||||||||||
|
Specifies the structure of the dividend swap transaction supplement.
|
||||||||||||||
|
Specifies the structure of the dividend swap transaction supplement.
|
||||||||||||||
|
The variance swap details.
|
||||||||||||||
|
Specifies the dividend valuation dates of the swap.
|
||||||||||||||
|
Defines the definitions that govern the document and should include the year and type of definitions referenced, along with any relevant documentation (such as master agreement) and the date it was signed.
|
||||||||||||||
|
List of currencies in which the borrower(s) may draw funds.
|
||||||||||||||
drawdownNoticeDays (defined in FixedRateOption complexType) |
The number of business days that a lender must be notified prior to a drawdown event occurring.
|
|||||||||||||
drawdownNoticeDays (defined in FloatingRateOption complexType) |
The number of business days that a lender must be notified prior to a drawdown event occurring.
|
|||||||||||||
|
||||||||||||||
|
If present indicates that the event is considered to have occured if two or more numeric values of currency exchange rate specified in the Settllement Option are applicable to the transaction.
|
||||||||||||||
duration (defined in SettlementPeriods complexType) |
The length of each Settlement Period.
|
|||||||||||||
|
A duration code for the repo transaction.
|
||||||||||||||
|
The earliest time of day at the specified business center, at which the client may execute a transaction.
|
||||||||||||||
|
The time interval to the first (and possibly only) exercise date in the exercise period.
|
||||||||||||||
|
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.
|
||||||||||||||
|
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.
|
||||||||||||||
|
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.
|
||||||||||||||
|
Date prior to which the option buyer will have to pay a Make Whole Amount to the option seller if he/she exercises the option.
|
||||||||||||||
|
Specifies, for one or for both the parties to the trade, the date prior to the Termination Date from which the contract can be terminated.
|
||||||||||||||
|
Specifies, for one or for both the parties to the trade, the date from which it can early terminate it.
|
||||||||||||||
|
The adjusted dates associated with an individual earley termination date.
|
||||||||||||||
earlyTerminationProvision (defined in Swap complexType) |
Parameters specifying provisions relating to the optional and mandatory early terminarion of a swap transaction.
|
|||||||||||||
|
Parameters specifying provisions relating to the optional and mandatory early terminarion of a CapFloor transaction.
|
||||||||||||||
|
If Excess Emission Penalty is specified to be applicable in the Confirmation then the Excess Emission Penalty will be determined in the manner specified in the Confirmation (see other EEP parameters)
|
||||||||||||||
|
Applies to EU Emissions Allowance Transactions.
|
||||||||||||||
effectiveDate (defined in AgreementAndEffectiveDates.model group) |
The date on which the change become effective.
|
|||||||||||||
effectiveDate (defined in CommoditySwapDetails.model group) |
Specifies the effective date of this leg of the swap.
|
|||||||||||||
effectiveDate (defined in DeClear complexType) |
|
|||||||||||||
effectiveDate (defined in DirectionalLeg complexType) |
Specifies the effective date of this leg of the swap.
|
|||||||||||||
effectiveDate (defined in GenericProduct complexType) |
The earliest of all the effective dates of all constituent streams.
|
|||||||||||||
effectiveDate (defined in LetterOfCreditSummary complexType) |
Effective date of the letter of credit.
|
|||||||||||||
effectiveDate (defined in LoanContractSummary complexType) |
The effective date of the loan contract.
|
|||||||||||||
effectiveDate (defined in LoanEvent complexType) |
The date on which the associated business event is effective.
|
|||||||||||||
effectiveDate (defined in TradeChangeContent complexType) |
The date on which the change become effective
|
|||||||||||||
effectiveDate (defined in VersionHistory.model group) |
Optionally it is possible to specify a version effective date when a versionId is supplied.
|
|||||||||||||
|
The first day of the term of the trade.
|
||||||||||||||
|
The effective date of the Commodity Option Transaction.
|
||||||||||||||
|
The effective date of the Commodity Option Transaction.
|
||||||||||||||
|
The effective date of the Commodity Option Transaction.
|
||||||||||||||
|
Effective date of an option.
|
||||||||||||||
|
Specifies the Eeffective Date of the swap.
|
||||||||||||||
|
Effective date for a forward starting derivative.
|
||||||||||||||
effectiveDate (in fxOption) |
Effective date for a forward starting derivative.
|
|||||||||||||
|
The first day of the term of the trade.
|
||||||||||||||
|
Specifies the effective date of the return swap.
|
||||||||||||||
effectiveDate (in withdrawal) |
|
|||||||||||||
|
The time at which the information supplied by the advisory becomes effective.
|
||||||||||||||
|
The time at which the information supplied by the advisory becomes no longer effective.
|
||||||||||||||
|
Indicates the party able to choose whether the gas is delivered for a particular period e.g. a swing or interruptible contract.
|
||||||||||||||
|
Indicates the party able to decide which delivery point within the deliveryPoint is used for delivery.
|
||||||||||||||
|
The specification of the electricity to be delivered.
|
||||||||||||||
|
Physically settled electricity leg.
|
||||||||||||||
|
The name of the element affected.
|
||||||||||||||
|
||||||||||||||
|
An address on an electronic mail or messaging sysem .
|
||||||||||||||
|
Description of the leg amount when represented through an encoded image.
|
||||||||||||||
endDate (defined in ParametricSchedule.model group) |
End of the schedule.
|
|||||||||||||
endDate (defined in ParametricSchedule.model group) |
End of the schedule.
|
|||||||||||||
endDate (defined in Period.model group) |
Date on which this period ends.
|
|||||||||||||
endDate (defined in PeriodOptionalEnd.model group) |
Date on which this period ends.
|
|||||||||||||
endDate (defined in PricingInputDates.model group) |
The last date for which data is supplied in this pricing input.
|
|||||||||||||
endDate (defined in SettlementPeriodFixingDates complexType) |
End date of the period.
|
|||||||||||||
endDate (in accrualRegion) |
Defines the end date of the observation period for the barrier.
|
|||||||||||||
endDate (in accrualRegion) |
Defines the end date of the observation period for the barrier.
|
|||||||||||||
endDate (in fixingSchedule defined in FxPerformanceSwap complexType) |
The end of the period over which observations are made to determine whether a trigger event has occurred.
|
|||||||||||||
endDate (in fixingSchedule defined in FxPerformanceSwap complexType) |
The end of the period over which observations are made to determine whether a trigger event has occurred.
|
|||||||||||||
|
The end of the period over which observations are made to determine whether a trigger event has occurred.
|
||||||||||||||
endDate (in riskPeriod) |
|
|||||||||||||
|
Specifies the end term of the simple fra, e.g. 9M.
|
||||||||||||||
endTime (defined in SettlementPeriods complexType) |
Specifies the hour-ending End Time with respect to a range of Settlement Periods.
|
|||||||||||||
endTime (in settlementPeriods defined in GenericCommodityAttributes.model group) |
Specifies the hour-ending End Time with respect to a range of Settlement Periods.
|
|||||||||||||
|
Specifies whether the trade is not obligated to be cleared via a derivative clearing organization, i.e. wehter there is an exemption from clearing.
|
||||||||||||||
|
Claims an end user exception and provides supporting evidence.
|
||||||||||||||
|
Specifies a reason that the trade is exempted from a clearing requirement.
|
||||||||||||||
|
The last year of the Commpliance Period.
|
||||||||||||||
|
TODO
|
||||||||||||||
|
Indicates the category or classification or business role of the organization referenced by the partyTradeInformation with respect to this reporting regime, for example Financial, NonFinancial etc.
|
||||||||||||||
entityClassification (in reportingRegime defined in PartyTradeInformation complexType) |
Indicates the category or classification or business role of the organization referenced by the partyTradeInformation with respect to this reporting regime, for example Financial, NonFinancial etc.
|
|||||||||||||
entityId (defined in LegalEntity complexType) |
A legal entity identifier (e.g.
|
|||||||||||||
entityId (defined in LegalEntity complexType) |
A legal entity identifier (e.g.
|
|||||||||||||
|
The name of the reference entity.
|
||||||||||||||
|
Defines the reference entity types corresponding to a list of types in the ISDA First to Default documentation.
|
||||||||||||||
|
The physical or virtual point at which the commodity enters a transportation system.
|
||||||||||||||
entryPoint (in pipeline) |
The point at which the oil product will enter the pipeline.
|
|||||||||||||
|
The specification of the type of allowance or credit.
|
||||||||||||||
|
Physically settled environmental leg.
|
||||||||||||||
|
Identifies the underlying asset when it is a listed equity.
|
||||||||||||||
|
The parameters for defining the exercise period for an American style equity option together with the rules governing the quantity of the underlying that can be exercised on any given exercise date.
|
||||||||||||||
|
The parameters for defining the exercise period for an Bermuda style equity option together with the rules governing the quantity of the underlying that can be exercised on any given exercise date.
|
||||||||||||||
|
Effective date for a forward starting option.
|
||||||||||||||
|
The parameters for defining the expiration date and time for a European style equity option.
|
||||||||||||||
equityExercise (defined in EquityDerivativeBase complexType) |
The parameters for defining how the equity option can be exercised, how it is valued and how it is settled.
|
|||||||||||||
|
The parameters for defining how the equity option can be exercised, how it is valued and how it is settled.
|
||||||||||||||
|
The parameters for defining how the equity option can be exercised, how it is valued and how it is settled.
|
||||||||||||||
|
The specific time of day at which the equity option expires.
|
||||||||||||||
|
The time of day at which the equity option expires, for example the official closing time of the exchange.
|
||||||||||||||
|
A component describing an Equity Forward product.
|
||||||||||||||
|
The presence of this element indicates that the option may be exercised on different days.
|
||||||||||||||
|
The presence of this element indicates that the option may be exercised on different days.
|
||||||||||||||
|
A component describing an Equity Option product.
|
||||||||||||||
|
A component describing an Equity Option Transaction Supplement.
|
||||||||||||||
equityPremium (defined in EquityDerivativeShortFormBase complexType) |
The equity option premium payable by the buyer to the seller.
|
|||||||||||||
|
The variance option premium payable by the buyer to the seller.
|
||||||||||||||
|
The equity option premium payable by the buyer to the seller.
|
||||||||||||||
|
The variance option premium payable by the buyer to the seller.
|
||||||||||||||
|
Specifies the structure of the equity swap transaction supplement.
|
||||||||||||||
|
The parameters for defining when valuation of the underlying takes place.
|
||||||||||||||
|
When "true" the EEP Equivalent is applicable.
|
||||||||||||||
|
If this element is specified and set to 'true', indicates that physical settlement must take place through the use of an escrow agent.
|
||||||||||||||
|
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.
|
||||||||||||||
europeanExercise (defined in CommodityExercise complexType) |
The parameters for defining the expiration date and time for a European or Asian style option.
|
|||||||||||||
europeanExercise (defined in CommodityPhysicalExercise complexType) |
The parameters for defining the expiration date(s) and time(s) for a European style option.
|
|||||||||||||
|
The parameters for defining the expiration date and time for a European or Asian style option.
|
||||||||||||||
|
The parameters for defining the expiration date and time for a European or Asian style option.
|
||||||||||||||
|
The parameters for defining the exercise period for an European style option.
|
||||||||||||||
europeanExercise (in fxOption) |
The parameters for defining the exercise period for an European style option.
|
|||||||||||||
europeanExercise (in straddle) |
The parameters for exercising the FxStraddle (underlying options), the underlying options are always European style options.
|
|||||||||||||
|
The event that occurred within the cycle or step, for example "Started" or "Completed"..
|
||||||||||||||
|
||||||||||||||
eventIdentifier (defined in AbstractEvent complexType) |
|
|||||||||||||
eventIdentifier (defined in AbstractEventRequireId complexType) |
|
|||||||||||||
|
A collection of referenced business events being cancelled/retracted.
|
||||||||||||||
|
A collection of referenced business events being cancelled/retracted.
|
||||||||||||||
|
A collection of referenced business events being cancelled/retracted.
|
||||||||||||||
|
A collection of referenced business events being cancelled/retracted.
|
||||||||||||||
|
A collection of referenced business events being cancelled/retracted.
|
||||||||||||||
|
A collection of referenced business events being cancelled/retracted.
|
||||||||||||||
|
A collection of referenced business events being cancelled/retracted.
|
||||||||||||||
|
A collection of referenced business events being cancelled/retracted.
|
||||||||||||||
|
A collection of referenced business events being cancelled/retracted.
|
||||||||||||||
|
||||||||||||||
|
An instance of a unique event identifier.
|
||||||||||||||
|
If any of the events listed in this section occurs then the associated fallbacks willl be applied.
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
An option allowing the borrower to extend the letter of credit tenor.
|
||||||||||||||
|
Indicates whether the counterparty exceeds the volume threshold above which trades are required to be cleared.
|
||||||||||||||
|
Determination of Gross Cash Dividend per Share.
|
||||||||||||||
exchangedCurrency1 (defined in FxCoreDetails.model group) |
This is the first of the two currency flows that define a single leg of a standard foreign exchange transaction.
|
|||||||||||||
exchangedCurrency1 (defined in FxExchangedCurrency.model group) |
Indicates the first direction of who pays and receives a specific currency without specifying the amount.
|
|||||||||||||
exchangedCurrency2 (defined in FxCoreDetails.model group) |
This is the second of the two currency flows that define a single leg of a standard foreign exchange transaction.
|
|||||||||||||
exchangedCurrency2 (defined in FxExchangedCurrency.model group) |
Indicates the second direction of who pays and receives a specific currency without specifying the amount.
|
|||||||||||||
exchangeId (defined in CommodityReferencePriceFramework.model group) |
For those commodities being traded with reference to the price of a listed instrument, the exchange where that instrument is listed should be specified in the 'exchange' element.
|
|||||||||||||
exchangeId (defined in QuoteLocation.model group) |
The exchange (e.g. stock or futures exchange) from which the quote is obtained.
|
|||||||||||||
exchangeId (defined in UnderlyingAsset complexType) |
Identification of the exchange on which this asset is transacted for the purposes of calculating a contractural payoff.
|
|||||||||||||
|
For a share option transaction, a flag used to indicate whether the transaction is to be treated as an 'exchange look-alike'.
|
||||||||||||||
|
For a share option transaction, a flag used to indicate whether the transaction is to be treated as an 'exchange look-alike'.
|
||||||||||||||
|
For a share option transaction, a flag used to indicate whether the transaction is to be treated as an 'exchange look-alike'.
|
||||||||||||||
exchangeRate (defined in FxCoreDetails.model group) |
The rate of exchange between the two currencies.
|
|||||||||||||
exchangeRate (in underlyer defined in GenericProduct complexType) |
The rate of exchange between two currencies.
|
|||||||||||||
|
If present indicates that the event is considered to have occured if the settlement in either currency is prohibited or materially restricted.
|
||||||||||||||
|
For an index option transaction, a flag used in conjuction with Futures Price Valuation (ISDA defined term) to indicate whether the Nearest Index Contract provision is applicable.
|
||||||||||||||
|
References a Contract on the Exchange.
|
||||||||||||||
|
Specification of the exchange traded contract nearest.
|
||||||||||||||
|
Identifies the underlying asset when it is an exchange-traded fund.
|
||||||||||||||
excluded (defined in DeliverableObligations complexType) |
A free format string to specify any excluded obligations or deliverable obligations, as the case may be, of the reference entity or excluded types of obligations or deliverable obligations.
|
|||||||||||||
excluded (defined in Obligations complexType) |
A free format string to specify any excluded obligations or deliverable obligations, as the case may be, of the reference entity or excluded types of obligations or deliverable obligations.
|
|||||||||||||
|
Excluded reference entity.
|
||||||||||||||
|
Indicates that days that are holidays according to the referenced commodity business calendar should be excluded from this range of Settlement Periods, even if such day is an applicable day.
|
||||||||||||||
|
The date when a distribution of dividends or interest is deducted from a securities asset, or set aside for payment to the original bondholders.
|
||||||||||||||
|
Credit limit utilization attributable to executed trades.
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
executionDateTime (defined in AgreementAndEffectiveDates.model group) |
The date and time at which the negotiated change to the terms of the original contract was agreed, such as via telephone or electronic trading system (i.e., agreement date/time).
|
|||||||||||||
executionDateTime (defined in PartyTradeInformation complexType) |
Trade execution date time, for example as provided by a central execution facility.
|
|||||||||||||
|
The date and time at which the change was agreed.
|
||||||||||||||
|
Trade execution date time, for example as provided by a central execution facility.
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
The period during which the client has the right to execute a transaction, on any business day defined by reference to the specified business centers, subject to the constraints of the minimum execution amount and aggregate total notional amount. * Period dates are inclusive i.e. the expiry date is the final date on which execution may occur.
|
||||||||||||||
|
||||||||||||||
|
Used to describe how the trade was executed, e.g. via voice or electronically.
|
||||||||||||||
executionVenueType (defined in PartyTradeInformation complexType) |
Used to describe the type of venue where trade was executed, e.g via an execution facility or privately.
|
|||||||||||||
|
Used to describe the type of venue where trade was executed, e.g via an execution facility or privately.
|
||||||||||||||
|
An placeholder for the actual option exercise definitions.
|
||||||||||||||
|
The parameters for defining how the commodity option can be exercised and how it is settled.
|
||||||||||||||
|
The parameters for defining how the commodity option can be exercised and how it is settled.
|
||||||||||||||
exercise (in commodityOption) |
The parameters for defining how the commodity option can be exercised and how it is settled.
|
|||||||||||||
exercise (in commodityOption) |
|
|||||||||||||
|
||||||||||||||
|
||||||||||||||
|
The adjusted dates associated with an individual swaption exercise date.
|
||||||||||||||
|
A fee to be paid on exercise.
|
||||||||||||||
|
The fees associated with an exercise date.
|
||||||||||||||
|
The fees associated with an exercise date.
|
||||||||||||||
exerciseFrequency (defined in CommodityAmericanExercise complexType) |
The exercise frequency for the strip.
|
|||||||||||||
exerciseFrequency (defined in CommodityEuropeanExercise complexType) |
The exercise frequency for the strip.
|
|||||||||||||
|
The frequency of subsequent exercise dates in the exercise period following the earliest exercise date.
|
||||||||||||||
exerciseInNotionalAmount (defined in OptionExerciseAmount.model group) |
Specifies the fixed amount by which the option should be exercised expressed as notional amount.
|
|||||||||||||
|
Specifies the fixed amount by which the option should be exercised expressed as notional amount.
|
||||||||||||||
|
Specifies the amount by which the option should be exercised expressed as notional schedule.
|
||||||||||||||
exerciseInNumberOfOptions (defined in OptionExerciseAmount.model group) |
Specifies the fixed amount by which the option should be exercised expressed as number of options.
|
|||||||||||||
|
Specifies the fixed amount by which the option should be exercised expressed as number of options.
|
||||||||||||||
exerciseInNumberOfUnits (defined in OptionExerciseAmount.model group) |
Specifies the fixed amount by which the option should be exercised express as number of units.
|
|||||||||||||
|
Specifies the fixed amount by which the option should be exercised express as number of units.
|
||||||||||||||
exerciseNotice (defined in OptionalEarlyTermination complexType) |
Definition of the party to whom notice of exercise should be given.
|
|||||||||||||
|
Definition of the party to whom notice of exercise should be given.
|
||||||||||||||
|
Definition of the party to whom notice of exercise should be given.
|
||||||||||||||
exerciseNotice (in manualExercise defined in ExerciseProcedure complexType) |
Definition of the party to whom notice of exercise should be given.
|
|||||||||||||
|
The party referenced is the party to which notice of exercise should be given by the buyer.
|
||||||||||||||
exercisePeriod (defined in CommodityAmericanExercise complexType) |
Describes the American exercise periods.
|
|||||||||||||
exercisePeriod (defined in CommodityAmericanExercise complexType) |
Describes the American exercise periods.
|
|||||||||||||
exerciseProcedure (defined in OptionBaseExtended complexType) |
A set of parameters defining procedures associated with the exercise.
|
|||||||||||||
|
A set of parameters defining procedures associated with the exercise.
|
||||||||||||||
|
A set of parameters defining procedures associated with the exercise.
|
||||||||||||||
|
A set of parameters defining procedures associated with the exercise.
|
||||||||||||||
|
A set of parameters defining procedures associated with the exercise.
|
||||||||||||||
exerciseProcedure (in optionExpiry defined in OptionsEventsBase.model group) |
|
|||||||||||||
|
A set of parameters defining procedures associated with the exercise.
|
||||||||||||||
|
A set of parameters defining procedures associated with the exercise.
|
||||||||||||||
|
||||||||||||||
|
For options, whether the option is a put or call option.
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
Upper bound percentage of the loss that the Tranche can endure, expressed as a decimal.
|
||||||||||||||
|
Expected number of trading days.
|
||||||||||||||
|
A time dimension that represents the time to expiration of an option.
|
||||||||||||||
expirationDate (defined in CommodityEuropeanExercise complexType) |
The last day within an exercise period for an American style option.
|
|||||||||||||
expirationDate (defined in CommodityEuropeanExercise complexType) |
The last day within an exercise period for an American style option.
|
|||||||||||||
expirationDate (defined in CommodityExercisePeriods complexType) |
The last day within an exercise period for an American style option.
|
|||||||||||||
expirationDate (defined in ExchangeTradedContract complexType) |
The date when the contract expires.
|
|||||||||||||
expirationDate (defined in GenericProduct complexType) |
For options, the last exercise date of the option.
|
|||||||||||||
expirationDate (defined in SharedAmericanExercise complexType) |
The last day within an exercise period for an American style option.
|
|||||||||||||
|
The last day within an exercise period for an American style option.
|
||||||||||||||
|
||||||||||||||
|
The last day within an exercise period for an American style option.
|
||||||||||||||
expirationDate (in europeanExercise defined in CommodityPhysicalExercise complexType) |
The Expiration Date of a single expiry European-style option or the first Expiration Date of a multiple expiry or daily expiring option.
|
|||||||||||||
|
The last day within an exercise period for an American style option.
|
||||||||||||||
|
Specifies any offset from the adjusted Calculation Period start date or adjusted Calculation Period end date applicable to each Payment Date.
|
||||||||||||||
expirationDates (in americanExercise defined in CommodityPhysicalExercise complexType) |
The Expiration Date(s) of an American-style option.
|
|||||||||||||
expirationDates (in europeanExercise defined in CommodityPhysicalExercise complexType) |
The Expiration Date(s) of a European-style option.
|
|||||||||||||
|
||||||||||||||
expirationTime (defined in CommodityAmericanExercise complexType) |
The specific time of day on which the option expires.
|
|||||||||||||
expirationTime (defined in CommodityEuropeanExercise complexType) |
The specific time of day on which the option expires.
|
|||||||||||||
expirationTime (in americanExercise defined in CommodityPhysicalExercise complexType) |
The specific time of day at which the option expires.
|
|||||||||||||
|
The latest time for exercise on expirationDate.
|
||||||||||||||
|
The latest time for exercise on expirationDate.
|
||||||||||||||
expirationTime (in europeanExercise defined in CommodityPhysicalExercise complexType) |
The specific time of day at which the option expires.
|
|||||||||||||
|
The latest time for exercise on expirationDate.
|
||||||||||||||
|
Expiration time determination method.
|
||||||||||||||
|
Specifies whether the payment(s) occur relative to the date of a physical event.
|
||||||||||||||
|
If true this contract will strike off the expiring level of the default exchange traded contract.
|
||||||||||||||
expiry (defined in OptionExerciseAmount.model group) |
|
|||||||||||||
expiry (in lcTermination) |
Determines whether this event was created due to a natural expiration of the letter of credit or an unscheduled cancellation.
|
|||||||||||||
expiryDate (defined in FacilityDates.model group) |
The latest date that a drawdown can be made effective against the facility.
|
|||||||||||||
expiryDate (defined in FxDigitalAmericanExercise complexType) |
The latest date on which the option can be exercised.
|
|||||||||||||
expiryDate (defined in FxEuropeanExercise complexType) |
Represents a standard expiry date as defined for an FX OTC option.
|
|||||||||||||
expiryDate (defined in FxExpiryDateOrSchedule.model group) |
Defines the expiry of a single period accrual forward FX transaction.
|
|||||||||||||
expiryDate (defined in LetterOfCredit complexType) |
Expiry date of the letter of credit.
|
|||||||||||||
expiryDate (defined in SettlementPeriod complexType) |
Expiry date for the settlement period.
|
|||||||||||||
|
Expiry (maturity) date of the execution period.
|
||||||||||||||
expirySchedule (defined in FxExpiryDateOrSchedule.model group) |
The parameters for defining a schedule of expiry periods for a accrual forward FX transaction.
|
|||||||||||||
|
Defines the expiry/observation schedule of the target product.
|
||||||||||||||
expiryTime (defined in FxDigitalAmericanExercise complexType) |
Time at which the option expires on the expiry date, at the specified business center.
|
|||||||||||||
expiryTime (defined in FxEuropeanExercise complexType) |
Time at which the option expires on the expiry date, at the specified business center.
|
|||||||||||||
expiryTime (defined in FxExpirySchedule complexType) |
Time of expiration of each expiry date.
|
|||||||||||||
expiryTime (defined in QuotationCharacteristics.model group) |
When does the quote cease to be valid.
|
|||||||||||||
expiryTime (in expiryDate defined in FxExpiryDateOrSchedule.model group) |
Time of expiration of each expiry date.
|
|||||||||||||
|
The date and time (on the source system) when this message instance will be considered expired.
|
||||||||||||||
|
A provision that allows the specification of an embedded option with a swap giving the buyer of the option the right to extend the swap, in whole or in part, to the extended termination date.
|
||||||||||||||
|
The adjusted dates associated with an extendible provision.
|
||||||||||||||
|
The adjusted dates associated with a single extendible exercise date.
|
||||||||||||||
|
The number of calendar days defining the extension period.
|
||||||||||||||
|
Element(s) that are extraneous in the other object.
|
||||||||||||||
|
Reference to the party which determines if dividends are extraordinary in relation to normal levels.
|
||||||||||||||
extraordinaryEvents (defined in EquityDerivativeLongFormBase complexType) |
Where the underlying is shares, specifies events affecting the issuer of those shares that may require the terms of the transaction to be adjusted.
|
|||||||||||||
extraordinaryEvents (defined in NettedSwapBase complexType) |
Where the underlying is shares, specifies events affecting the issuer of those shares that may require the terms of the transaction to be adjusted.
|
|||||||||||||
|
A component to contain elements that represent an extraordinary event.
|
||||||||||||||
|
Where the underlying is shares, specifies events affecting the issuer of those shares that may require the terms of the transaction to be adjusted.
|
||||||||||||||
|
Where the underlying is shares, specifies events affecting the issuer of those shares that may require the terms of the transaction to be adjusted.
|
||||||||||||||
|
||||||||||||||
|
Specifies the total amount of the issue.
|
||||||||||||||
|
The global/lender commitment amount stated AFTER a commitment adjustment has taken place.
|
||||||||||||||
|
Head of the substitution group for all facility events.
|
||||||||||||||
|
||||||||||||||
|
Head of the substitution group for all facility fee payment events.
|
||||||||||||||
facilityFxRate (defined in LetterOfCredit complexType) |
Defines exchange rate between the letter of credit and facility.
|
|||||||||||||
facilityFxRate (defined in LoanContract complexType) |
Defines a single (current) FX rate used to calculate utilization in the facility currency.
|
|||||||||||||
|
Defines exchange rate between the letter of credit and facility.
|
||||||||||||||
|
Defines a single (current) FX rate used to calculate utilization in the facility currency.
|
||||||||||||||
|
Head of the substitution group for all facility types.
|
||||||||||||||
facilityIdentifier (defined in FacilityDetails.model group) |
A deal summary structure.
|
|||||||||||||
|
The facility to which the loan contracts and/or letter of credits belong.
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
facilityOutstandingsPosition (defined in AbstractContractNotification complexType) |
|
|||||||||||||
|
Commitment and outstanding position details for a single facility.
|
||||||||||||||
|
||||||||||||||
facilityPosition (defined in AbstractFacilityNotification complexType) |
|
|||||||||||||
|
Commitment position details for a single facility.
|
||||||||||||||
|
||||||||||||||
|
Head of the substitution group for all facility rate update events.
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
facilityReference (defined in FacilityContractEvent complexType) |
|
|||||||||||||
facilityReference (defined in FacilityContractIdentifier complexType) |
|
|||||||||||||
facilityReference (defined in FacilityEvent complexType) |
|
|||||||||||||
facilityReference (defined in FacilityPosition complexType) |
A unique facility identifier.
|
|||||||||||||
|
||||||||||||||
|
||||||||||||||
|
A facility summary structure.
|
||||||||||||||
|
||||||||||||||
|
The type of loan facility (letter of credit, revolving, ...).
|
||||||||||||||
|
||||||||||||||
failureToDeliver (defined in ExtraordinaryEvents complexType) |
If true, failure to deliver is applicable.
|
|||||||||||||
|
Where the underlying is shares and the transaction is physically settled, then, if true, a failure to deliver the shares on the settlement date will not be an event of default for the purposes of the master agreement.
|
||||||||||||||
|
Applies to EU Emissions Allowance Transactions.
|
||||||||||||||
|
||||||||||||||
failureToPay (defined in CreditEvents complexType) |
A credit event.
|
|||||||||||||
|
A credit event.
|
||||||||||||||
failureToPayPrincipal (defined in CreditEvents complexType) |
A credit event.
|
|||||||||||||
|
A floating rate payment event.
|
||||||||||||||
|
Disruption fallback that applies to the trade.
|
||||||||||||||
|
The applicability of a fallback bond as defined in the 2006 ISDA Inflation Derivatives Definitions, sections 1.3 and 1.8.
|
||||||||||||||
|
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).
|
||||||||||||||
|
If present indicates alternative price sources
|
||||||||||||||
fallbackReferencePrice (in marketDisruption defined in CommodityContent.model group) |
A fallback commodity reference price for use when relying on Disruption Fallbacks in Section 7.5(d)(i) of the ISDA Commodity Definitions or have selected "Fallback Reference Price" as a disruptionFallback.
|
|||||||||||||
|
The method, prioritzed by the order it is listed in this element, to get a replacement rate for the disrupted settlement rate option.
|
||||||||||||||
|
Describes the fallback processing or termination procedures that can be applied if an event occurs
|
||||||||||||||
|
This settlement rate option will be used in its place.
|
||||||||||||||
|
Request rate quotes from the market.
|
||||||||||||||
|
The FX transaction with the latest value date.
|
||||||||||||||
|
The far leg of the repo contract, i.e. the repurchase transaction.
|
||||||||||||||
feature (defined in FacilityFeatures.model group) |
Facility features which help define the instrument with greater granularity.
|
|||||||||||||
feature (defined in Feature.model group) |
Asian, Barrier, Knock and Pass Through features.
|
|||||||||||||
feature (defined in GenericOptionAttributes.model group) |
Special features that the option may have, such as Asian averaging, Barriers, Digital payout, etc.
|
|||||||||||||
feature (defined in OptionBaseExtended complexType) |
An Option feature such as quanto, asian, barrier, knock.
|
|||||||||||||
|
The feature payment.
|
||||||||||||||
featurePaymentAmount (defined in CommodityBarrier complexType) |
In the case of barrier options where the option automatically expires and the barrier is breached in such a way to to result in a "knock-out" vent, this amount is paid to the the option holder so as to refund or rebate a portion of any premium paid.
|
|||||||||||||
|
The cash payment that is made when the digital barrier is breached.
|
||||||||||||||
|
The feature payment date.
|
||||||||||||||
|
Describes additional features within the option.
|
||||||||||||||
features (in termDeposit) |
An optional container that holds additional features of the deposit (e.g.
|
|||||||||||||
|
The amount of fee to be paid on exercise.
|
||||||||||||||
|
The exercise fee amount schedule.
|
||||||||||||||
|
This element contains all the terms relevant to defining the fixed amounts/payments per the applicable ISDA definitions.
|
||||||||||||||
feePaymentDate (defined in ExerciseFeeSchedule complexType) |
The date on which exercise fee(s) will be paid.
|
|||||||||||||
|
The date on which exercise fee(s) will be paid.
|
||||||||||||||
|
A fee represented as a percentage of some referenced notional.
|
||||||||||||||
|
The exercise free rate schedule.
|
||||||||||||||
|
Indicates the original trade between the transferor and the remaining party.
|
||||||||||||||
|
Indicates a reference to the implied trade (the "fee trade") that the associated novation fee based on.
|
||||||||||||||
|
Business date convention adjustment to final payment period per leg (swapStream) upon exercise event.
|
||||||||||||||
|
If specified by the parties to apply in the related Confirmation, Final Edited Data means that the parties will have recourse to Primary Disruption Fallbacks even if relevant data is available from the Data Provider, so long as such data is not published in its final edited form.
|
||||||||||||||
|
A true/false flag to indicate whether there is a final exchange of principal on the termination date.
|
||||||||||||||
finalExpiryDate (defined in FxExpirySchedule complexType) |
The final expiry date facilitates informing the final date without having to process all expiry dates in the schedule.
|
|||||||||||||
finalExpiryDate (defined in LetterOfCredit complexType) |
Final expiry date of the letter of credit, once the evergreen option has been exercised.
|
|||||||||||||
finalExpiryDate (in lcRenewal) |
The final letter of credit expiry date (as defined by the evergreen option).
|
|||||||||||||
|
||||||||||||||
|
The rounding convention to apply to the final rate used in determination of a calculation period amount.
|
||||||||||||||
finalSettlementDate (defined in FxSettlementSchedule complexType) |
The final settlement date facilitates informing the final date without having to process all settlement dates in the schedule.
|
|||||||||||||
|
The final date for settlement.
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
Specifies how the final stub amount is calculated.
|
||||||||||||||
|
Specifies how the final stub amount is calculated.
|
||||||||||||||
|
||||||||||||||
|
Indicates under what condtitions the Parties' delivery obligations apply.
|
||||||||||||||
|
The end date of the initial compounding period when compounding is applicable.
|
||||||||||||||
|
Given name, such as John or Mary.
|
||||||||||||||
|
Effective date of the first change in notional (i.e. a calculation period start date).
|
||||||||||||||
|
The interval between the start of each lagDuration and the start of each respective calculation period.
|
||||||||||||||
firstPaymentDate (defined in PeriodicPayment complexType) |
The first unadjusted fixed rate payer payment date.
|
|||||||||||||
firstPaymentDate (in paymentDates defined in InterestRateStream complexType) |
The first unadjusted payment date.
|
|||||||||||||
firstPeriodStartDate (defined in PeriodicPayment complexType) |
The start date of the initial calculation period if such date is not equal to the trade’s effective date.
|
|||||||||||||
|
The start date of the calculation period if the date falls before the effective date.
|
||||||||||||||
|
Element that is used to be able to make sense of the “new transaction” without requiring reference back to the “old transaction”.
|
||||||||||||||
|
The start date of the regular part of the calculation period schedule.
|
||||||||||||||
fixedAmount (defined in PeriodicPayment complexType) |
A fixed payment amount.
|
|||||||||||||
fixedAmount (in singlePayment) |
A fixed payment amount.
|
|||||||||||||
|
This element contains all the terms relevant to calculating a fixed amount where the fixed amount is calculated by reference to a per annum fixed rate.
|
||||||||||||||
|
Fixed Price Leg.
|
||||||||||||||
fixedLeg (defined in DividendSwapTransactionSupplement complexType) |
Fixed payment leg.
|
|||||||||||||
fixedLeg (defined in FxPerformanceSwap complexType) |
Fixed FX Rate component describes the Fixed FX Rate and Fixed FX Rate Payer as such in the Confirmation for the Non-Deliverable Swap FX Transaction.
|
|||||||||||||
fixedLeg (in commodityForward) |
The fixed leg of a Commodity Forward Transaction.
|
|||||||||||||
|
Fixed payment of a dividend swap, payment date is relative to a dividend period payment date.
|
||||||||||||||
|
A known fixed payment amount.
|
||||||||||||||
fixedPrice (defined in GenericCommodityAttributes.model group) |
Fixed price on which fixed payments are based.
|
|||||||||||||
fixedPrice (in fixedLeg in commodityForward) |
Fixed price on which fixed payments are based.
|
|||||||||||||
fixedPrice (in fixedLeg) |
Fixed price on which fixed payments are based.
|
|||||||||||||
|
Allows the specification of a Fixed Price that varies over the life of the trade.
|
||||||||||||||
|
The Fixed Price for a given Calculation Period during the life of the trade.
|
||||||||||||||
fixedRate (defined in InterestAccrualsMethod complexType) |
The calculation period fixed rate.
|
|||||||||||||
|
The calculation period fixed rate.
|
||||||||||||||
|
The calculation period fixed rate or "fee" rate.
|
||||||||||||||
|
The calculation period fixed rate.
|
||||||||||||||
fixedRate (in fixedLeg defined in FxPerformanceSwap complexType) |
Fixed Rate means a rate, expressed as a decimal, equal to the per annum rate specified as such in the Confirmation for the Non-Deliverable Swap FX Transaction or that party (i.e., a per annum rate of 15.10% as specified in a Confirmation shall be expressed as 0.1510 for calculation purposes).
|
|||||||||||||
|
The calculation period fixed rate.
|
||||||||||||||
fixedRate (in termDeposit) |
The calculation period fixed rate.
|
|||||||||||||
fixedRate (in underlyer defined in GenericProduct complexType) |
The fixed rate or fixed rate schedule expressed as explicit fixed rates and dates.
|
|||||||||||||
|
The calculation period fixed rate.
|
||||||||||||||
|
Defines the base rate and additional charges associated with the loan contract.
|
||||||||||||||
fixedRateOption (defined in FacilityOptionsFeesAndRates.model group) |
A set of default cash accrual options.
|
|||||||||||||
fixedRateOption (defined in FixedRateOptionChange complexType) |
The latest version of the fixed rate option.
|
|||||||||||||
|
||||||||||||||
|
||||||||||||||
|
The fixed rate or fixed rate schedule expressed as explicit fixed rates and dates.
|
||||||||||||||
fixedRateSchedule (in repo) |
The fixed repo rate.
|
|||||||||||||
|
Used for Recovery Lock, to indicate whether fixed Settlement is Applicable or Not Applicable.
|
||||||||||||||
|
Fixed strike.
|
||||||||||||||
fixing (defined in FxCashSettlement complexType) |
Specifies the source for and timing of a fixing of an exchange rate.
|
|||||||||||||
fixing (defined in FxCashSettlementSimple complexType) |
Quoted currency pair.
|
|||||||||||||
fixing (in fixingSchedule defined in FxAveragingProcess complexType) |
List of schedule dates.
|
|||||||||||||
fixing (in fixingSchedule defined in FxAveragingProcess complexType) |
An explicit list of dates in the schedule.
|
|||||||||||||
|
Payoff (gain) expressed as a fixing adjustment.
|
||||||||||||||
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.
|
|||||||||||||
fixingDate (defined in FxRateSourceFixing complexType) |
The date on which the fixing is scheduled to occur.
|
|||||||||||||
fixingDate (defined in LoanContractBaseRateSet complexType) |
The date on which the underlying interest rate is fixed.
|
|||||||||||||
fixingDate (defined in SettlementPeriodFixingDates complexType) |
Observation date in a fixing period.
|
|||||||||||||
fixingDate (in dualCurrency) |
The date on which the fx spot rate is compared against the strike rate, in order to determine the delivery currency.
|
|||||||||||||
fixingDate (in fixingSchedule defined in FxAccrual complexType) |
List of schedule dates.
|
|||||||||||||
fixingDate (in fixingSchedule defined in FxAccrual complexType) |
An explicit list of dates in the schedule.
|
|||||||||||||
fixingDate (in fixingSchedule defined in FxPerformanceSwap complexType) |
An explicit list of dates in the schedule.
|
|||||||||||||
|
The date when the underlying options are priced using the agreed forwardVolatilityStrikePrice and other market factors as agreed by the parties.
|
||||||||||||||
|
Specifies the fixing date relative to the reset date in terms of a business days offset and an associated set of financial business centers.
|
||||||||||||||
|
Specifies the fixing date relative to the reset date in terms of a business days offset, or by providing a series of adjustable dates.
|
||||||||||||||
fixingDates (in resetDates) |
Specifies the fixing date relative to the reset date in terms of a business days offset and an associated set of financial business centers.
|
|||||||||||||
fixingInformationSource (defined in FxPerformanceSwap complexType) |
Fixing Information source parameters to determine the rate observed for each good business day within the Fixing Schedule.
|
|||||||||||||
|
Information source for fixing the exchange rate.
|
||||||||||||||
fixingSchedule (defined in FxAccrual complexType) |
Describes a parametric schedule of fixing dates.
|
|||||||||||||
fixingSchedule (defined in FxAveragingProcess complexType) |
Describes a parametric schedule of fixing dates.
|
|||||||||||||
fixingSchedule (defined in FxPerformanceSwap complexType) |
Parametric schedule of rate observation dates.
|
|||||||||||||
fixingTime (defined in CommodityFx complexType) |
The time at which the spot currency exchange rate will be observed.
|
|||||||||||||
fixingTime (defined in CommodityFx complexType) |
The time at which the spot currency exchange rate will be observed.
|
|||||||||||||
fixingTime (defined in FxInformationSource complexType) |
The time that the fixing will be taken along with a business center to define the time zone
|
|||||||||||||
fixingTime (defined in FxSpotRateSource complexType) |
The time at which the spot currency exchange rate will be observed.
|
|||||||||||||
fixingTime (in asian in features in fxOption) |
The time at which the spot currency exchange rate will be observed.
|
|||||||||||||
fixingTime (in dualCurrency) |
The time at which the fx spot rate observation is made i.e. the option cut off time on the expiry date.
|
|||||||||||||
|
The time of the fixing date when the underlying options are priced using the agreed forwardVolatilityStrikePrice and other market factors as agreed by the parties.
|
||||||||||||||
|
Whether the Flat Rate is the New Worldwide Tanker Nominal Freight Scale for the Freight Index Route taken at the Trade Date of the transaction or taken on each Pricing Date.
|
||||||||||||||
|
If flatRate is set to "Fixed", the actual value of the Flat Rate.
|
||||||||||||||
|
||||||||||||||
|
This element contains the ISDA terms relating to the floating rate payment events and the implied additional fixed payments, applicable to the credit derivatives transactions on mortgage-backed securities with pay-as-you-go or physical settlement.
|
||||||||||||||
|
Specifies the floating amount provisions associated with the floatingAmountEvents.
|
||||||||||||||
|
Floating Price leg.
|
||||||||||||||
floatingLeg (defined in FxPerformanceSwap complexType) |
Floating FX Rate component describes the Floating FX Rate Payer of the rate determined in accordance with the Floating FX Rate Option specified in the Definitions.
|
|||||||||||||
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.
|
|||||||||||||
|
The calculation period floating rate.
|
||||||||||||||
floatingRate (in underlyer defined in GenericProduct complexType) |
A floating rate.
|
|||||||||||||
|
Defines the base rate and additional charges associated with the loan contract.
|
||||||||||||||
|
A floating rate calculation definition.
|
||||||||||||||
floatingRateCalculation (defined in InterestAccrualsMethod complexType) |
The floating rate calculation definitions
|
|||||||||||||
|
The floating rate index and tenor, with additional definitions relating to the calculation of floating rate amounts, including spread and multiplier.
|
||||||||||||||
|
The floating rate reset information for the calculation period.
|
||||||||||||||
floatingRateIndex (defined in FloatingRateIndex.model group) |
|
|||||||||||||
floatingRateIndex (defined in FloatingRateIndexLoan.model group) |
|
|||||||||||||
|
The ISDA Floating Rate Option, i.e. the floating rate index.
|
||||||||||||||
floatingRateIndex (in fra) |
|
|||||||||||||
|
||||||||||||||
|
A rate multiplier to apply to the floating rate.
|
||||||||||||||
|
A rate multiplier or multiplier schedule to apply to the floating rate.
|
||||||||||||||
floatingRateOption (defined in FacilityOptionsFeesAndRates.model group) |
A set of default cash accrual options.
|
|||||||||||||
floatingRateOption (defined in FloatingRateOptionChange complexType) |
The latest version of the floating rate option.
|
|||||||||||||
|
||||||||||||||
|
||||||||||||||
|
The currency amount of the strike price per unit.
|
||||||||||||||
|
||||||||||||||
floorRate (defined in RateLimits complexType) |
The rate floor being applied.
|
|||||||||||||
|
The floor rate, if any, which applies to the floating rate for the calculation period.
|
||||||||||||||
|
The floor rate or floor rate schedule, if any, which applies to the floating rate.
|
||||||||||||||
|
The temperature at which the ash cone flattens.
|
||||||||||||||
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.
|
|||||||||||||
followUpConfirmation (defined in OptionalEarlyTermination complexType) |
A flag to indicate whether follow-up confirmation of exercise (written or electronic) is required following telephonic notice by the buyer to the seller or seller's agent.
|
|||||||||||||
|
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.
|
||||||||||||||
|
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.
|
||||||||||||||
|
If true, indicates that the buyer and seller should be excused of their delivery obligations when such performance is prevented by Force Majeure.
|
||||||||||||||
|
The amount representing the forecast of the accrued value of the calculation period.
|
||||||||||||||
|
||||||||||||||
|
A monetary amount representing the forecast of the future value of the payment.
|
||||||||||||||
|
A value representing the forecast rate used to calculate the forecast future value of the accrual period.
|
||||||||||||||
|
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
|
||||||||||||||
|
||||||||||||||
|
If true, then foreign ownership event is applicable.
|
||||||||||||||
formula (defined in InterestRateStream complexType) |
An interest rate derivative formula.
|
|||||||||||||
|
Specifies a formula, with its description and components.
|
||||||||||||||
|
Specifies a formula, with its description and components.
|
||||||||||||||
|
Defines the value of the commodity return calculation formula as simple or compound.
|
||||||||||||||
formula (in formulaComponent) |
Additional formulas required to describe this component
|
|||||||||||||
|
A formula defining how to compute the derivative from the partial derivatives.
|
||||||||||||||
|
Elements describing the components of the formula.
|
||||||||||||||
|
Text description of the formula
|
||||||||||||||
|
A curve of forward rates.
|
||||||||||||||
forwardPoints (defined in CrossRate complexType) |
An optional element used for deals consumated in the FX Forwards market.
|
|||||||||||||
forwardPoints (in exchangeRate defined in FxCoreDetails.model group) |
An optional element used for deals consumated in the FX Forwards market.
|
|||||||||||||
forwardPoints (in exchangeRate in underlyer defined in GenericProduct complexType) |
An optional element used for deals consumated in the FX Forwards market.
|
|||||||||||||
|
The forward price per share, index or basket.
|
||||||||||||||
|
Definition of the forward exchange rate for transactions executed during the execution period.
|
||||||||||||||
|
the Volatility level as agreed on the Trade Date.
|
||||||||||||||
|
Specifies the fallback provisions for Hedging Party in the determination of the Final Price.
|
||||||||||||||
|
A forward rate agreement product definition.
|
||||||||||||||
|
Specifies whether discounting applies and, if so, what type.
|
||||||||||||||
|
||||||||||||||
fullFaithAndCreditObLiability (defined in DeliverableObligations complexType) |
An obligation and deliverable obligation characteristic.
|
|||||||||||||
fullFaithAndCreditObLiability (defined in Obligations complexType) |
An obligation and deliverable obligation characteristic.
|
|||||||||||||
|
This element corresponds to the applicability of the Full First Calculation Period as defined in the 2004 ISDA Novation Definitions, section 1.20.
|
||||||||||||||
fundedUtilizedAmount (defined in Utilization.model group) |
The amount of utilization which is funded.
|
|||||||||||||
fundedUtilizedAmount (defined in Utilization.model group) |
The amount of utilization which is funded.
|
|||||||||||||
|
||||||||||||||
|
Specifies the fund manager that is in charge of the fund.
|
||||||||||||||
fundManager (in mutualFund) |
Specifies the fund manager that is in charge of the fund.
|
|||||||||||||
|
Identifies the underlying asset when it is a listed future contract.
|
||||||||||||||
|
Specifies the future contract that can be referenced, besides the equity or index reference defined as part of the UnderlyerAsset type.
|
||||||||||||||
|
A short form unique identifier for the reference future contract in the case of an index underlyer.
|
||||||||||||||
|
The official settlement price as announced by the related exchange is applicable, in accordance with the ISDA 2002 definitions.
|
||||||||||||||
|
The future value notional is normally only required for BRL CDI Swaps.
|
||||||||||||||
|
Identifies a simple underlying asset type that is an FX rate.
|
||||||||||||||
fx (defined in CommodityExercise complexType) |
FX observations to be used to convert the observed Commodity Reference Price to the Settlement Currency.
|
|||||||||||||
fx (defined in FloatingLegCalculation complexType) |
Defines how observations of FX prices are to be used to calculate a factor with which to convert the observed Commodity Reference Price to the Settlement Currency.
|
|||||||||||||
fx (in underlying in notionalQuantityBasket) |
FX observations to be used to convert the observed Commodity Reference Price to the Settlement Currency.
|
|||||||||||||
|
A structured option product which consists of a single digital option or a strip of digital options.
|
||||||||||||||
|
A structured forward product consisting of a single forward or a strip of forwards.
|
||||||||||||||
|
A financial contract between two parties (the buyer and the seller) that provides the buyer the right to buy a currency (or receive a payment) at expiry.
|
||||||||||||||
|
Specifies the currency conversion rate that applies to an amount.
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
An FX digital option transaction definition.
|
||||||||||||||
|
The abstract element used to create the extendible set of disruption events
|
||||||||||||||
|
The abstract element used to create the extendible set of disruption fallbacks.
|
||||||||||||||
fxFeature (defined in DirectionalLegUnderlyer complexType) |
Quanto, Composite, or Cross Currency FX features.
|
|||||||||||||
fxFeature (defined in Feature.model group) |
Quanto, Composite, or Cross Currency FX features.
|
|||||||||||||
fxFeature (in feature defined in OptionBaseExtended complexType) |
A quanto or composite FX feature.
|
|||||||||||||
|
A quanto or composite FX feature.
|
||||||||||||||
|
The date, when expressed as a relative date, on which the currency rate will be determined for the purpose of specifying the amount in deliverable currency.
|
||||||||||||||
|
The date, when expressed as a schedule of date(s), on which the currency rate will be determined for the purpose of specifying the amount in deliverable currency.
|
||||||||||||||
|
A flexible term fx forward product definition.
|
||||||||||||||
|
A curve of fx forward rates.
|
||||||||||||||
|
A curve of fx forward point spreads.
|
||||||||||||||
|
An FX Forward Volatility Agreement transaction definition.
|
||||||||||||||
|
The amount that a cashflow will accrue interest on.
|
||||||||||||||
|
A notional amount schedule where each notional that applied to a calculation period is calculated with reference to a notional amount or notional amount schedule in a different currency by means of a spot currency exchange rate which is normally observed at the beginning of each period.
|
||||||||||||||
|
A list of the fx observation dates for a given Calculation Period.
|
||||||||||||||
|
An FX option transaction definition.
|
||||||||||||||
|
A structured product which consists of a single cash payment or a strip of cash payments.
|
||||||||||||||
fxRate (in assetValuation) |
Indicates the rate of a currency conversion that may have been used to compute valuations.
|
|||||||||||||
fxRate (in commission) |
FX Rates that have been used to convert commissions to a single currency.
|
|||||||||||||
|
Indicates the rate of a currency conversion that is used to compute settlement amount for cross-currency transactions.
|
||||||||||||||
fxRate (in fxConversion) |
Specifies a currency conversion rate.
|
|||||||||||||
|
Indicates the rate of a currency conversion that is used to compute settlement amount for cross-currency transactions.
|
||||||||||||||
|
Specifies a currency conversion rate.
|
||||||||||||||
fxRateSetNoticeDays (defined in FixedRateOption complexType) |
The number of business days that a lender must be notified prior to an FX rate set event occurring.
|
|||||||||||||
fxRateSetNoticeDays (defined in FloatingRateOption complexType) |
The number of business days that a lender must be notified prior to an FX rate set event occurring.
|
|||||||||||||
|
A simple FX spot or forward transaction definition.
|
||||||||||||||
fxSpotRateSource (defined in Composite complexType) |
Specifies the methodology (reference source and, optionally, fixing time) to be used for determining a currency conversion rate.
|
|||||||||||||
fxSpotRateSource (defined in FxFixing complexType) |
Specifies the methodology (reference source and, optionally, fixing time) to be used for determining a currency conversion rate.
|
|||||||||||||
|
The information source and time at which the spot currency exchange rate will be observed.
|
||||||||||||||
fxSpotRateSource (in quanto) |
Specifies the methodology (reference source and, optionally, fixing time) to be used for determining a currency conversion rate.
|
|||||||||||||
|
An FX Swap transaction definition.
|
||||||||||||||
|
A structured forward product which consists of a strip of forwards.
|
||||||||||||||
|
A type to identify how the FX rate will be applied.
|
||||||||||||||
|
An FX variance swap transaction definition.
|
||||||||||||||
|
An FX volatility swap transaction definition.
|
||||||||||||||
|
The specification of the gas to be delivered.
|
||||||||||||||
|
Physically settled natural gas leg.
|
||||||||||||||
generalFundObligationLiability (defined in DeliverableObligations complexType) |
An obligation and deliverable obligation characteristic.
|
|||||||||||||
generalFundObligationLiability (defined in Obligations complexType) |
An obligation and deliverable obligation characteristic.
|
|||||||||||||
|
This element contains all the data that appears in the section entitled "1.
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
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.
|
||||||||||||||
global (defined in CreditLimitUtilizationPosition complexType) |
Global credit limit utilization amount, agnostic of long/short position direction.
|
|||||||||||||
global (defined in CreditLimitUtilizationPosition complexType) |
Global credit limit utilization amount, agnostic of long/short position direction.
|
|||||||||||||
governingLaw (defined in Facility complexType) |
Defines the governing law (jurisdiction) under which the facility operates.
|
|||||||||||||
governingLaw (defined in Trade complexType) |
Identification of the law governing the transaction.
|
|||||||||||||
|
A credit event.
|
||||||||||||||
|
The number of calendar or business days after any due date that the reference entity has to fulfil its obligations before a failure to pay credit event is deemed to have occurred.
|
||||||||||||||
|
If this element is specified, indicates whether or not a grace period extension is applicable.
|
||||||||||||||
grade (defined in GenericCommodityAttributes.model group) |
The grade(s) of material which can be delivered in seller's option.
|
|||||||||||||
|
The grade(s) of material which can be delivered in seller's option.
|
||||||||||||||
|
The grade of oil product to be delivered.
|
||||||||||||||
|
The Hardgrove Grindability Index value of the coal to be delivered.
|
||||||||||||||
|
Value excluding fees and commissions.
|
||||||||||||||
|
Payment details of this cash flow component, including currency, amount and payer/payee.
|
||||||||||||||
|
Specifies the price of the underlyer, before commissions.
|
||||||||||||||
|
Party Group Type, e.g.
|
||||||||||||||
|
The party that guarantees by way of a contractual arrangement to pay the debts of an obligor if the obligor is unable to make the required payments itself.
|
||||||||||||||
guarantorPartyReference (defined in FacilityRoles.model group) |
Party references to any guarantors associated with the facility borrower.
|
|||||||||||||
guarantorPartyReference (defined in LoanContractSummary complexType) |
Party references to any guarantors associated with the facility borrower.
|
|||||||||||||
|
Party references to the guarantors associated with the (main) issuer of the deal.
|
||||||||||||||
|
A pointer style reference to a reference entity defined elsewhere in the document.
|
||||||||||||||
|
An element defining a haircut expressed as the percentage difference between the Market Value of the collateral and the Purchase Price of the repo and calculated as 100 multiplied by a ratio of the difference between the Market Value of the collateral and the Purchase Price of the repo to the Market Value of the collateral.
|
||||||||||||||
|
An element defining a haircut percentage threshold which is the value above (when it's lower than initial haircut) or below (when it's higher than initial haircut) which parties agree they will not call a margin from each other.
|
||||||||||||||
|
||||||||||||||
header (defined in NotificationMessage complexType) |
|
|||||||||||||
header (defined in RequestMessage complexType) |
|
|||||||||||||
header (defined in ResponseMessage complexType) |
|
|||||||||||||
|
If true, then hedging disruption is applicable.
|
||||||||||||||
|
The party referenced is the ISDA Hedging Party that specified in the related Confirmation as Hedging, or if no Hedging Party is specified, either party to the Transaction.
|
||||||||||||||
hexadecimalBinary (defined in AdditionalData complexType) |
Provides extra information as binary contents coded in hexadecimal.
|
|||||||||||||
hexadecimalBinary (defined in Resource complexType) |
Provides extra information as binary contents coded in hexadecimal.
|
|||||||||||||
|
An honorific title, such as Mr., Ms., Dr. etc.
|
||||||||||||||
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.
|
|||||||||||||
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.
|
|||||||||||||
|
||||||||||||||
id (defined in AccruingFeePayment complexType) |
A unique id associated with the loan accrual type.
|
|||||||||||||
id (in accruingFeeExpiry) |
A unique id associated with the loan accrual type.
|
|||||||||||||
id (in lcIssuanceFeePayment) |
A unique id associated with the loan accrual type.
|
|||||||||||||
identifier (defined in LetterOfCreditSummary complexType) |
A unique identifier for a letter of credit.
|
|||||||||||||
identifier (defined in LoanContractSummary complexType) |
A unique identifier for a loan contract.
|
|||||||||||||
|
An identifier used to uniquely identify the CSA
|
||||||||||||||
|
The version(s) of specifications that the sender asserts the message was developed for.
|
||||||||||||||
impliedWritedown (defined in CreditEvents complexType) |
A credit event.
|
|||||||||||||
|
A floating rate payment event.
|
||||||||||||||
|
Specifies which party is the Importer of Record for the purposes of paying customs duties and applicable taxes or costs related to the import of the oil product.
|
||||||||||||||
|
Indicates that days that are holidays according to the referenced commodity business calendar should be included in this range of Settlement Periods, even if such day is not an applicable day.
|
||||||||||||||
|
||||||||||||||
|
If true, then increased cost of hedging is applicable.
|
||||||||||||||
|
If true, then increased cost of stock borrow is applicable.
|
||||||||||||||
|
Outstanding Swap Notional Amount is defined at any time on any day, as the greater of: (a) Zero; If Incurred Recovery Amount Applicable: (b) The Original Swap Notional Amount minus the sum of all Incurred Loss Amounts and all Incurred Recovery Amounts (if any) determined under this Confirmation at or prior to such time.Incurred Recovery Amount not populated: (b) The Original Swap Notional Amount minus the sum of all Incurred Loss Amounts determined under this Confirmation at or prior to such time.
|
||||||||||||||
|
Independent Amount is an amount that usually less creditworthy counterparties are asked to provide.
|
||||||||||||||
|
Identifies the underlying asset when it is a financial index.
|
||||||||||||||
|
ISDA 2002 Equity Index Adjustment Events.
|
||||||||||||||
|
A CDS index series annex date.
|
||||||||||||||
|
A CDS index series annex source.
|
||||||||||||||
|
A CDS index series version identifier, e.g. 1, 2, 3 etc.
|
||||||||||||||
|
Consequence of index cancellation.
|
||||||||||||||
|
Describes a change due to an index component being adjusted.
|
||||||||||||||
|
If present and true, then index disclaimer is applicable.
|
||||||||||||||
|
Consequence of index disruption.
|
||||||||||||||
|
||||||||||||||
|
A CDS index identifier (e.g.
|
||||||||||||||
|
A CDS index identifier (e.g.
|
||||||||||||||
|
Consequence of index modification.
|
||||||||||||||
|
The name of the index expressed as a free format string.
|
||||||||||||||
|
This element contains all the terms relevant to defining the Credit DefaultSwap Index.
|
||||||||||||||
|
A CDS index series identifier, e.g. 1, 2, 3 etc.
|
||||||||||||||
|
The reference source such as Reuters or Bloomberg.
|
||||||||||||||
indexTenor (defined in FloatingRateIndex.model group) |
The ISDA Designated Maturity, i.e. the tenor of the floating rate.
|
|||||||||||||
indexTenor (defined in FloatingRateIndexLoan.model group) |
The ISDA Designated Maturity, i.e. the tenor of the floating rate.
|
|||||||||||||
|
The ISDA Designated Maturity, i.e. the tenor of the floating rate.
|
||||||||||||||
indexTenor (in fra) |
The ISDA Designated Maturity, i.e. the tenor of the floating rate.
|
|||||||||||||
|
ISDA 1999 Term: Indirect Loan Participation.
|
||||||||||||||
|
The inflation factor is specified for inflation-linked products which require some additional elements to calculate prices correctly.
|
||||||||||||||
|
an offsetting period from the payment date which determines the reference period for which the inflation index is onserved.
|
||||||||||||||
|
An inflation rate calculation definition.
|
||||||||||||||
informationSource (defined in FxAccrualBarrier complexType) |
The information source where a published or displayed market rate will be obtained, e.g.
|
|||||||||||||
informationSource (defined in FxBarrierFeature complexType) |
The information source where a published or displayed market rate will be obtained, e.g.
|
|||||||||||||
informationSource (defined in FxRateObservable complexType) |
Information source for fixing the exchange rate.
|
|||||||||||||
informationSource (defined in QuotationCharacteristics.model group) |
The information source where a published or displayed market rate will be obtained, e.g.
|
|||||||||||||
informationSource (in crossRate defined in FxRateObservable complexType) |
|
|||||||||||||
informationSource (in settlementRateSource defined in YieldCurveMethod complexType) |
The information source where a published or displayed market rate will be obtained, e.g.
|
|||||||||||||
informationSource (in touch) |
The information source where a published or displayed market rate will be obtained, e.g.
|
|||||||||||||
|
The information source where a published or displayed market rate will be obtained, e.g.
|
||||||||||||||
informationSource (in trigger in fxDigitalOption) |
The information source where a published or displayed market rate will be obtained, e.g.
|
|||||||||||||
|
||||||||||||||
|
The temperature at which an ash cone shows evidence of deformation.
|
||||||||||||||
|
A true/false flag to indicate whether there is an initial exchange of principal on the effective date.
|
||||||||||||||
|
The part of the mortgage that is outstanding on trade inception, i.e. has not been repaid yet as principal.
|
||||||||||||||
|
An initial fee for the cancelable option.
|
||||||||||||||
|
||||||||||||||
|
Initial fixing date expressed as an offset to another date defined elsewhere in the document.
|
||||||||||||||
|
||||||||||||||
|
initial known index level for the first calculation period.
|
||||||||||||||
|
Contract will strike off this initial level.
|
||||||||||||||
|
Specifies whether the Initial Index Level should be the Closing Price Level, the Expiring Contract Level, VWAPPrice, TWAPPrice, NAV or Open Price.
|
||||||||||||||
|
Defines initial margin applied to a repo transaction.
|
||||||||||||||
|
Specifies a single fixed payment that is payable by the payer to the receiver on the initial payment date.
|
||||||||||||||
|
An optional element that contains the up-front points expressed as a percentage of the notional.
|
||||||||||||||
|
If specified in the confirmation, the price or index level at the beginning of the initial Calculation Period.
|
||||||||||||||
initialPrice (in rateOfReturn) |
Specifies the initial reference price of the underlyer.
|
|||||||||||||
|
The initial floating rate reset agreed between the principal parties involved in the trade.
|
||||||||||||||
|
Specifies the initial stock loan rate for Increased Cost of Stock Borrow.
|
||||||||||||||
|
||||||||||||||
|
Specifies how the initial stub amount is calculated.
|
||||||||||||||
initialValue (defined in NonNegativeSchedule complexType) |
The non-negative initial rate or amount, as the case may be.
|
|||||||||||||
initialValue (defined in Schedule complexType) |
The initial rate or amount, as the case may be.
|
|||||||||||||
|
The initial currency amount for the varying notional.
|
||||||||||||||
|
The date from which the input data used to construct the pricing input was obtained.
|
||||||||||||||
|
Reference(s) to the pricing input dates that are shifted when the sensitivity is computed.
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
The units of the input parameter, e.g.
|
||||||||||||||
|
A copy of the unique message identifier (within it own coding scheme) to which this message is responding.
|
||||||||||||||
inReplyTo (in header defined in NotificationMessage complexType) |
A copy of the unique message identifier (within it own coding scheme) to which this message is responding.
|
|||||||||||||
inReplyTo (in header defined in ResponseMessage complexType) |
A copy of the unique message identifier (within it own coding scheme) to which this message is responding.
|
|||||||||||||
|
If true, then insolvency filing is applicable.
|
||||||||||||||
instrumentId (defined in IdentifiedAsset complexType) |
Identification of the underlying asset, using public and/or private identifiers.
|
|||||||||||||
instrumentId (in cash) |
Identification of the underlying asset, using public and/or private identifiers.
|
|||||||||||||
instrumentId (in priceChange) |
Identification of the underlying asset, using public and/or private identifiers.
|
|||||||||||||
|
A collection of instruments used as a basis for quotation.
|
||||||||||||||
|
A type to hold trades of multiply-traded instruments such as securities (e.g., stocks or bonds) or listed derivatives.
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
A notional amount which restricts the amount of notional that can be exercised when partial exercise or multiple exercise is applicable.
|
||||||||||||||
|
When multiple exercise is applicable and this element is present it specifies that the number of options that can be exercised on a given exercise date must either be equal to the value of this element or be an integral multiple of it.
|
||||||||||||||
|
The integral multiple quantity defines a lower limit of the Notional Quantity that can be exercised and also defines a unit multiple of the Notional Quantity that can be exercised, i.e. only integer multiples of this Notional Quantity can be exercised.
|
||||||||||||||
intentToAllocate (defined in PartyTradeInformation complexType) |
Specifies whether the trade is anticipated to be allocated.
|
|||||||||||||
|
Specifies whether the trade is anticipated to be allocated.
|
||||||||||||||
intentToClear (defined in PartyTradeInformation complexType) |
Specifies whether the trade is anticipated to be cleared via a derivative clearing organization
|
|||||||||||||
|
Specifies whether the trade is anticipated to be cleared via a derivative clearing organization
|
||||||||||||||
interconnectionPoint (defined in GenericCommodityAttributes.model group) |
Identification of the border(s) or border point(s) of a transportation contract.
|
|||||||||||||
|
Identification of the border(s) or border point(s) of a transportation contract.
|
||||||||||||||
|
Identification of the border(s) or border point(s) of a transportation contract.
|
||||||||||||||
|
The total interest of at maturity of the trade.
|
||||||||||||||
|
Defines the way in which interests are accrued: the applicable rate (fixed or floating reference) and the compounding method.
|
||||||||||||||
|
Specifies, in relation to each Interest Payment Date, the amount to which the Interest Payment Date relates.
|
||||||||||||||
|
Specifies whether the interest component of the redemption amount is subject to conversion to the Alternate currency, in the event that the spot rate is strictly lower than the strike rate at the specified fixing date and time.
|
||||||||||||||
|
Specifies the calculation method of the interest rate leg of the equity swap.
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
The fixed income amounts of the return type swap.
|
||||||||||||||
|
Component that holds the various dates used to specify the interest leg of the equity swap.
|
||||||||||||||
|
Specifies the payment dates of the interest leg of the swap.
|
||||||||||||||
|
Reference to the floating rate calculation of interest calculation node on the Interest Leg.
|
||||||||||||||
|
Specifies the reset dates of the interest leg of the swap.
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
A floating rate payment event.
|
||||||||||||||
|
Specifies the nature of the interest Shortfall cap (i.e.
|
||||||||||||||
|
An additional Fixed Payment Event.
|
||||||||||||||
|
Information to identify an intermediary through which payment will be made by the correspondent bank to the ultimate beneficiary of the funds.
|
||||||||||||||
|
Reference to the party acting as intermediary.
|
||||||||||||||
|
A sequence number that gives the position of the current intermediary in the chain of payment intermediaries.
|
||||||||||||||
|
A true/false flag to indicate whether there are intermediate or interim exchanges of principal during the term of the swap.
|
||||||||||||||
interpolationMethod (defined in TermCurve complexType) |
|
|||||||||||||
|
The method used when calculating the Inflation Index Level from multiple points - the most common is Linear.
|
||||||||||||||
|
Specifies the type of interpolation used.
|
||||||||||||||
|
The type of interpolation method that the calculation agent reserves the right to use.
|
||||||||||||||
|
Defines applicable periods for interpolation.
|
||||||||||||||
|
Target level expressed as intrinsic value (cumulative benefit over the prevailing spot rate at each observation point).
|
||||||||||||||
|
Specifies whether the trade used to hedge a risk for accounting purposes for the specified party.
|
||||||||||||||
|
Indicates if this message corrects an earlier request.
|
||||||||||||||
|
Indicates whether the embedded business events 'global', i.e.
|
||||||||||||||
|
Original deal amount.
|
||||||||||||||
issuer (defined in IssuerTradeId.model group) |
|
|||||||||||||
|
||||||||||||||
|
||||||||||||||
issuerPartyReference (defined in FixedIncomeSecurityContent.model group) |
|
|||||||||||||
issuerPartyReference (in deal) |
A party reference to the (main) issuer of the deal.
|
|||||||||||||
|
Party references to any guarantors associated with the facility borrower.
|
||||||||||||||
|
The legal jurisdiction of the entity's registration.
|
||||||||||||||
knock (defined in CommodityBarrier complexType) |
The knock feature of a commodity barrier option.
|
|||||||||||||
knock (in feature defined in Feature.model group) |
A knock feature.
|
|||||||||||||
knock (in feature defined in OptionBaseExtended complexType) |
A knock feature.
|
|||||||||||||
|
The knock in.
|
||||||||||||||
|
The knock out.
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
The known calculation period amount or a known amount schedule expressed as explicit known amounts and dates.
|
||||||||||||||
lag (defined in CommodityPricingDates complexType) |
The pricing period per calculation period if the pricing days do not wholly fall within the respective calculation period.
|
|||||||||||||
lag (defined in CommodityValuationDates complexType) |
The pricing period per calculation period if the pricing days do not wholly fall within the respective calculation period.
|
|||||||||||||
lag (defined in LagOrReference.model group) |
The pricing period per calculation period if the pricing days do not wholly fall within the respective calculation period.
|
|||||||||||||
|
The period during which observations will be made.
|
||||||||||||||
|
Allows a lag to reference one already defined elsewhere in the trade.
|
||||||||||||||
|
Indicates the language of the resource, described using the ISO 639-2/T Code.
|
||||||||||||||
|
Specifies whether the sender of this trade considers it to be a large notional trade or block trade for reporting purposes, and thus eligible for delayed public reporting.
|
||||||||||||||
|
Effective date of the last change in notional (i.e. a calculation period start date).
|
||||||||||||||
lastRegularPaymentDate (defined in PeriodicPayment complexType) |
The last regular unadjusted fixed rate payer payment date.
|
|||||||||||||
lastRegularPaymentDate (in paymentDates defined in InterestRateStream complexType) |
The last regular unadjusted payment date.
|
|||||||||||||
|
The end date of the regular part of the calculation period schedule.
|
||||||||||||||
|
The latest time of day at the specified business center, at which the client may execute a transaction.
|
||||||||||||||
latestExerciseTime (defined in CommodityAmericanExercise complexType) |
For a Bermuda or American style option, the latest time on an exercise business day (excluding the expiration date) within the exercise period that notice can be given by the buyer to the seller or seller's agent.
|
|||||||||||||
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.
|
|||||||||||||
latestExerciseTime (in americanExercise defined in CommodityPhysicalExercise complexType) |
For a Bermuda or American style option, the latest time on an exercise business day (excluding the expiration date) within the exercise period that notice can be given by the buyer to the seller or seller's agent.
|
|||||||||||||
|
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.
|
||||||||||||||
|
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.
|
||||||||||||||
latestExerciseTimeDetermination (defined in CommodityAmericanExercise complexType) |
Latest exercise time determination method.
|
|||||||||||||
latestExerciseTimeDetermination (defined in SharedAmericanExercise complexType) |
Latest exercise time determination method.
|
|||||||||||||
|
The latest time of day at which the equity option can be exercised, for example the official closing time of the exchange.
|
||||||||||||||
|
The latest time of day at which the equity option can be exercised, for example the official closing time of the exchange.
|
||||||||||||||
|
The latest date on which both currencies traded will settle.
|
||||||||||||||
|
The letter of credit fee rate details.
|
||||||||||||||
|
||||||||||||||
|
Defines the purpose of a letter of credit.
|
||||||||||||||
|
Head of the substitution group for all letter of credit events.
|
||||||||||||||
|
Defines exchange rate between the letter of credit accrual and letter of credit currencies.
|
||||||||||||||
lcFxRate (in lcFxRevaluation) |
Defines exchange rate between the letter of credit accrual and letter of credit currencies.
|
|||||||||||||
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
Party references to any guarantors associated with the facility borrower.
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
lcOption (defined in FacilityOptionsFeesAndRates.model group) |
A description of all the letter of credit fee types which apply to the facility.
|
|||||||||||||
lcOption (defined in LcOptionChange complexType) |
The latest version of the letter of credit option.
|
|||||||||||||
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
Identity of this leg.
|
||||||||||||||
|
Version aware identification of this leg.
|
||||||||||||||
|
A reference to the lender associated with a specific business event.
|
||||||||||||||
|
The list of lender types which are exempt from paying an assignment fee to the agent bank.
|
||||||||||||||
|
Indicates the length of the resource.
|
||||||||||||||
|
The length unit of the resource.
|
||||||||||||||
|
The length value of the resource.
|
||||||||||||||
letterOfCredit (defined in LetterOfCreditDetails.model group) |
A facility summary structure.
|
|||||||||||||
|
||||||||||||||
|
||||||||||||||
|
A collection of letter of credits.
|
||||||||||||||
|
A letter of credit facility.
|
||||||||||||||
|
A deal summary structure.
|
||||||||||||||
letterOfCreditReference (defined in LcEvent complexType) |
|
|||||||||||||
|
||||||||||||||
|
A facility summary structure.
|
||||||||||||||
level (defined in FxAccrualConditionLevel.model group) |
Level expressed as a level.
|
|||||||||||||
level (defined in FxTargetConditionLevel.model group) |
Level expressed as a level with optional steps different from strike, pivot, or barrier.
|
|||||||||||||
level (in trigger defined in TriggerEvent complexType) |
The trigger level.
|
|||||||||||||
levelPercentage (defined in CommodityTrigger complexType) |
A barrier expressed as a percentage of notional quantity or commodity price level.
|
|||||||||||||
|
The trigger level percentage.
|
||||||||||||||
levelPercentage (in trigger defined in TriggerEvent complexType) |
The trigger level percentage.
|
|||||||||||||
|
A barrier expressed as a price level.
|
||||||||||||||
|
The amount used the specify the barrier in terms of an quantity of commodity or a change in the quantity of commodity.
|
||||||||||||||
|
Reference to a level defined within the FX product.
|
||||||||||||||
|
The units (e.g.
|
||||||||||||||
leverage (defined in FxTargetLinearPayoffRegion complexType) |
Notional leverage.
|
|||||||||||||
|
These structures define a leverage multiplier to the payoff amounts at settlement points.
|
||||||||||||||
leverage (in payoff in settlementPeriod in settlementPeriodSchedule in fxAccrualForward) |
Leverage within the period expressed as either an amount or ratio.
|
|||||||||||||
|
Leverage within the period expressed as either an amount or ratio.
|
||||||||||||||
lien (defined in FacilityFeatures.model group) |
The lien level associated with the facility.
|
|||||||||||||
|
Specifies the seniority level of the lien.
|
||||||||||||||
|
||||||||||||||
|
Specifies the limitation percentage in Average Daily trading volume.
|
||||||||||||||
|
Specifies the limitation period for Average Daily trading volume in number of days.
|
||||||||||||||
|
Has the meaning defined as part of the 1997 ISDA Government Bond Option Definitions, section 4.5 Limited Right to Confirm Exercise.
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
Standard code to indicate which type of credit line is being referred to - i.e.
|
||||||||||||||
|
A region in which linear payoff applies i.e. the payoff bears a linear relationship to the fixing value (increases/decreases linearly with the fixing).
|
||||||||||||||
|
A region in which linear payoff applies i.e. the payoff bears a linear relationship to the fixing value (increases/decreases linearly with the fixing).
|
||||||||||||||
|
A region in which linear payoff applies i.e. the payoff bears a linear relationship to the fixing value (increases/decreases linearly with the fixing).
|
||||||||||||||
|
A region in which linear payoff applies i.e. the payoff bears a linear relationship to the fixing value (increases/decreases linearly with the fixing).
|
||||||||||||||
|
A link identifier allowing the trade to be associated with other related trades, e.g. the linkId may contain a tradeId for an associated trade or several related trades may be given the same linkId.
|
||||||||||||||
listed (defined in DeliverableObligations complexType) |
An obligation and deliverable obligation characteristic.
|
|||||||||||||
listed (defined in Obligations complexType) |
An obligation and deliverable obligation characteristic.
|
|||||||||||||
loadType (defined in GenericCommodityAttributes.model group) |
LoadType is a summary of the full description of the settlement periods with respect to the region.
|
|||||||||||||
|
LoadType is a summary of the full description of the settlement periods with respect to the region.
|
||||||||||||||
|
Identifies a simple underlying asset that is a loan.
|
||||||||||||||
|
A collection of loan contracts.
|
||||||||||||||
|
Head of the substitution group for all loan contract events.
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
loanContractReference (defined in FacilityContractEvent complexType) |
A loan contract summary structure.
|
|||||||||||||
loanContractReference (defined in LoanContractEvent complexType) |
|
|||||||||||||
|
||||||||||||||
localJurisdiction (defined in EquityUnderlyerProvisions.model group) |
Local Jurisdiction is a term used in the AEJ Master Confirmation, which is used to determine local taxes, which shall mean taxes, duties, and similar charges imposed by the taxing authority of the Local Jurisdiction If this element is not present Local Jurisdiction is Not Applicable.
|
|||||||||||||
|
Local Jurisdiction is a term used in the AEJ Master Confirmation, which is used to determine local taxes, which shall mean taxes, duties, and similar charges imposed by the taxing authority of the Local Jurisdiction If this element is not present Local Jurisdiction is Not Applicable.
|
||||||||||||||
location (defined in PrevailingTime complexType) |
The geographic location to which the hourMinuteTime applies.
|
|||||||||||||
|
A value indicating the location of the problem within the subject message.
|
||||||||||||||
|
Credit limit utilization attributable to long positions.
|
||||||||||||||
|
If true, then loss of stock borrow is applicable.
|
||||||||||||||
|
All observations below this price level will be excluded from the variance calculation.
|
||||||||||||||
lowerBound (defined in FxAccrualRegionBound.model group) |
Defines the lower bound of a payoff region.
|
|||||||||||||
lowerBound (defined in FxTargetLinearPayoffRegion complexType) |
Defines the lower bound of a payoff region.
|
|||||||||||||
lowerBound (defined in FxTargetRegionBound.model group) |
Defines the lower bound of a payoff region.
|
|||||||||||||
lowerBound (in payoff in settlementPeriod in settlementPeriodSchedule in fxAccrualForward) |
Lower bound to the region.
|
|||||||||||||
|
Lower bound to the region.
|
||||||||||||||
|
The current main publication source such as relevant web site or a government body.
|
||||||||||||||
|
Amount to be paid by the buyer of the option if the option is exercised prior to the Early Call Date.
|
||||||||||||||
|
Date through which option can not be exercised without penalty.
|
||||||||||||||
|
Provisions covering early exercise of option.
|
||||||||||||||
|
Whether the particular trade type in question is required by this regulator to be cleared.
|
||||||||||||||
mandatorilyClearable (in reportingRegime defined in PartyTradeInformation complexType) |
Whether the particular trade type in question is required by this regulator to be cleared.
|
|||||||||||||
mandatoryCostRate (defined in FacilityRates.model group) |
The mandatory cost rate currently applied to the interest rate period.
|
|||||||||||||
|
The mandatory cost rate currently applied to the interest rate period.
|
||||||||||||||
|
The mandatory cost rate currently applied to the interest rate period.
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
mandatoryEarlyTermination (defined in MandatoryEarlyTermination.model group) |
A mandatory early termination provision to terminate the swap at fair value.
|
|||||||||||||
mandatoryEarlyTermination (defined in MandatoryEarlyTermination.model group) |
A mandatory early termination provision to terminate the swap at fair value.
|
|||||||||||||
|
The adjusted dates associated with a mandatory early termination provision.
|
||||||||||||||
|
The early termination date associated with a mandatory early termination of a swap.
|
||||||||||||||
|
Period after trade date of the mandatory early termination date.
|
||||||||||||||
|
Whether the particular product must be executed on a SEF or DCM.
|
||||||||||||||
|
Specifies whether the party invoked exception to not execute the trade on facility such as SEF and DCM even though the particular product is mandated to execute on a SEF.
|
||||||||||||||
|
Provides supporting evidence when a party invoked exception to not execute the trade on facility such as SEF and DCM even though the particular product is mandated to execute on a SEF.
|
||||||||||||||
manualExercise (defined in ExerciseProcedure complexType) |
Specifies that the notice of exercise must be given by the buyer to the seller or seller's agent.
|
|||||||||||||
manualExercise (in exerciseProcedure in optionExpiry defined in OptionsEventsBase.model group) |
Specifies that the notice of exercise must be given by the buyer to the seller or seller's agent.
|
|||||||||||||
|
Initial margin calculation for a collateral asset.
|
||||||||||||||
|
An element defining an initial margin expressed as a ratio of the Market Value of the collateral to the Purchase Price.
|
||||||||||||||
|
An element defining a margin ratio threshold which is the value above (when it's lower than initial margin ratio) or below (when it's higher than initial margin ratio) which parties agree they will not call a margin from each other.
|
||||||||||||||
|
An element defining a margin threshold which is the Net Exposure of a trade below which parties agree they will not call a margin from each other.
|
||||||||||||||
|
An element defining the type of assets (cash or securities) specified to apply as margin to the repo transaction.
|
||||||||||||||
|
This is a global element used for creating global types.
|
||||||||||||||
marketDisruption (defined in AveragingPeriod complexType) |
The market disruption event as defined by ISDA 2002 Definitions.
|
|||||||||||||
marketDisruption (defined in CommodityContent.model group) |
Contains contract terms related to triggers and responses to market disruptions as defined in the 1993 or 2005 Commodity Definitions.
|
|||||||||||||
|
Market disruption event(s) that apply.
|
||||||||||||||
|
If Market disruption Events are stated to be Applicable then the default Market Disruption Events of Section 7.4(d)(i) of the ISDA Commodity Definitions shall apply unless specific Market Disruption Events are stated hereunder, in which case these shall override the ISDA defaults.
|
||||||||||||||
|
An optional element that only has meaning in a credit index trade.
|
||||||||||||||
|
An optional element that only has meaning in a credit index trade.
|
||||||||||||||
|
A reference to the market environment used to price the asset.
|
||||||||||||||
|
The agreement executed between the parties and intended to govern all OTC derivatives transactions between those parties.
|
||||||||||||||
|
The date on which the master agreement was signed.
|
||||||||||||||
|
An identifier that has been created to identify the master agreement.
|
||||||||||||||
|
If present and true indicates that the Payment Date(s) are specified in the relevant master agreement.
|
||||||||||||||
|
The agreement executed between the parties and intended to govern product-specific derivatives transactions between those parties.
|
||||||||||||||
|
The version of the master agreement.
|
||||||||||||||
|
The agreement executed between the parties and intended to govern all OTC derivatives transactions between those parties.
|
||||||||||||||
|
The date that an annex to the master confirmation was executed between the parties.
|
||||||||||||||
|
The type of master confirmation annex executed between the parties.
|
||||||||||||||
|
The date of the confirmation executed between the parties and intended to govern the allocated trade between those parties.
|
||||||||||||||
|
The date of the confirmation executed between the parties and intended to govern all relevant transactions between those parties.
|
||||||||||||||
|
The type of master confirmation executed between the parties.
|
||||||||||||||
|
A unique identifier assigned by the matching service to each set of matched positions.
|
||||||||||||||
|
Numeric score to represent the quality of the match.
|
||||||||||||||
|
The types of metal product for a physically settled metal trade.
|
||||||||||||||
|
If present and true, then material non cash dividends are applicable.
|
||||||||||||||
|
An element for containing an XML representation of the formula.
|
||||||||||||||
|
Relevant settled entity matrix source.
|
||||||||||||||
|
Defines any applicable key into the relevant matrix.
|
||||||||||||||
|
Identifies the form of applicable matrix.
|
||||||||||||||
|
A list of all contracts that are maturing during the rollover event.
|
||||||||||||||
|
A list of all contracts that are maturing during the rollover event.
|
||||||||||||||
maturity (defined in FixedIncomeSecurityContent.model group) |
The date when the principal amount of a security becomes due and payable.
|
|||||||||||||
|
The date when the future contract expires.
|
||||||||||||||
|
The date when the principal amount of the loan becomes due and payable.
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
maturityDate (defined in FacilityDates.model group) |
The maturity date of the facility.
|
|||||||||||||
maturityDate (defined in LoanContract complexType) |
The maturity date of the loan contract.
|
|||||||||||||
maturityDate (in lcRenewal) |
The original maturity date of the letter of credit.
|
|||||||||||||
maturityDate (in termDeposit) |
The end date of the calculation period.
|
|||||||||||||
|
||||||||||||||
|
A credit event.
|
||||||||||||||
|
||||||||||||||
|
Maximum Boundary as a percentage of the Strike Price.
|
||||||||||||||
|
A maximum number of business days.
|
||||||||||||||
|
The maximum number of days to wait for a quote from the disrupted settlement rate option before proceding to the next method.
|
||||||||||||||
|
A deliverable obligation characteristic.
|
||||||||||||||
maximumNotionalAmount (defined in MultipleExercise complexType) |
The maximum notional amount that can be exercised on a given exercise date.
|
|||||||||||||
|
The maximum amount of notiional that can be exercised.
|
||||||||||||||
|
The maximum number of days of postponement.
|
||||||||||||||
|
2005 Commodity Definitions only.
|
||||||||||||||
maximumNumberOfOptions (defined in EquityMultipleExercise complexType) |
When multiple exercise is applicable this element specifies the maximum number of options that can be exercised on a given exercise date.
|
|||||||||||||
maximumNumberOfOptions (defined in MultipleExercise complexType) |
The maximum number of options that can be exercised on a given exercise date.
|
|||||||||||||
|
The maximum total payment amount that will be paid in any particular transaction.
|
||||||||||||||
|
Specifies the maximum stock loan rate for Loss of Stock Borrow.
|
||||||||||||||
|
The maximum payment amount that will be paid in any particular Calculation Period.
|
||||||||||||||
|
The maximum quantity to be delivered.
|
||||||||||||||
|
Specifies whether "Mean Adjustment" is applicable or not in the calculation of the Realized Volatility.
|
||||||||||||||
|
The type of the value that is measured.
|
||||||||||||||
|
Occurs when the underlying ceases to exist following a merger between the Issuer and another company.
|
||||||||||||||
|
A human readable description of the problem.
|
||||||||||||||
|
A unique identifier (within its coding scheme) assigned to the message by its creating party.
|
||||||||||||||
|
The root element used for rejected message exceptions
|
||||||||||||||
|
The specification of the Metal Product to be delivered.
|
||||||||||||||
|
Physically settled metal products leg.
|
||||||||||||||
|
The method by which a derivative is computed, e.g. analytic, numerical model, perturbation, etc.
|
||||||||||||||
methodOfAdjustment (defined in EquityDerivativeLongFormBase complexType) |
Defines how adjustments will be made to the contract should one or more of the extraordinary events occur.
|
|||||||||||||
|
Defines how adjustments will be made to the contract should one or more of the extraordinary events occur.
|
||||||||||||||
|
||||||||||||||
|
Defines how adjustments will be made to the contract should one or more of the extraordinary events occur.
|
||||||||||||||
|
A price midway between the bid and the ask price.
|
||||||||||||||
|
||||||||||||||
mimeType (defined in AdditionalData complexType) |
Indicates the type of media used to provide the extra information. mimeType is used to determine the software product(s) that can read the content.
|
|||||||||||||
|
Indicates the type of media used to store the content. mimeType is used to determine the software product(s) that can read the content.
|
||||||||||||||
|
Minimum Boundary as a percentage of the Strike Price.
|
||||||||||||||
|
The minimum notional amount which must be executed in any single transaction.
|
||||||||||||||
|
1993 Commodity Definitions only.
|
||||||||||||||
minimumNotionalAmount (defined in PartialExercise.model group) |
The minimum notional amount that can be exercised on a given exercise date.
|
|||||||||||||
|
The minimum amount of notional that can be exercised.
|
||||||||||||||
|
The minimum Notional Quantity that can be exercised on a given Exercise Date.
|
||||||||||||||
minimumNumberOfOptions (defined in EquityMultipleExercise complexType) |
When multiple exercise is applicable this element specifies the minimum number of options that can be exercised on a given exercise date.
|
|||||||||||||
minimumNumberOfOptions (defined in PartialExercise.model group) |
The minimum number of options that can be exercised on a given exercise date.
|
|||||||||||||
|
In the determination of a cash settlement amount, if weighted average quotations are to be obtained, the minimum quotation amount specifies a minimum intended threshold amount of outstanding principal balance of the reference obligation for which the quote should be obtained.
|
||||||||||||||
|
An element defining a minimum transfer amount which is the minimum margin call parties will make once the margin threshold (or margin ratio threshold / haircut threshold) has been exceeded.
|
||||||||||||||
minLcIssuanceFeeAmount (defined in LcOption complexType) |
The letter of credit notional amount.
|
|||||||||||||
minLcIssuanceFeeAmount (defined in LetterOfCreditFeatures.model group) |
The letter of credit notional amount.
|
|||||||||||||
|
The minimum quantity to be delivered.
|
||||||||||||||
|
||||||||||||||
|
Element(s) that are missing in the other trade.
|
||||||||||||||
|
Value of this element set to 'true' indicates that modified equity delivery is applicable.
|
||||||||||||||
|
The moisture content of the coal product.
|
||||||||||||||
|
Identifies a mortgage backed security.
|
||||||||||||||
|
M th reference obligation to default to allow representation of N th to M th defaults.
|
||||||||||||||
|
A container to denote whether funds may be drawn in multiple currency denominations, in addition to the base (facility) currency.
|
||||||||||||||
|
Indicates whether this transaction has multiple components, not all of which may be reported.
|
||||||||||||||
|
Presence of this element and value set to 'true' indicates that Section 3.9 of the 2003 Credit Derivatives Definitions shall apply.
|
||||||||||||||
|
For an index option transaction, a flag to indicate whether a relevant Multiple Exchange Index Annex is applicable to the transaction.
|
||||||||||||||
multipleExercise (defined in CommodityAmericanExercise complexType) |
The presence of this element indicates that the option may be partially exercised.
|
|||||||||||||
multipleExercise (in americanExercise in fxOption) |
Characteristics for multiple exercise.
|
|||||||||||||
|
As defined in the 2000 ISDA Definitions, Section 12.4.
|
||||||||||||||
|
As defined in the 2000 ISDA Definitions, Section 12.4.
|
||||||||||||||
|
In relation to a restructuring credit event, unless multiple holder obligation is not specified restructurings are limited to multiple holder obligations.
|
||||||||||||||
|
Where multiple valuation dates are specified as being applicable for cash settlement, this element specifies (a) the number of applicable valuation dates, and (b) the number of business days after satisfaction of all conditions to settlement when the first such valuation date occurs, and (c) the number of business days thereafter of each successive valuation date.
|
||||||||||||||
multiplier (defined in CommodityProduct.model group) |
The 'multiplier' specifies the multiplier associated with the Transaction.
|
|||||||||||||
multiplier (defined in ExchangeTradedContract complexType) |
Specifies the contract multiplier that can be associated with the number of units.
|
|||||||||||||
|
This is the factor that increases gain, not notional.
|
||||||||||||||
|
Multiplier is a percentage value which is used to produce Deviation by multiplying the difference between Expected Dividend and Actual Dividend Deviation = Multiplier * (Expected Dividend — Actual Dividend).
|
||||||||||||||
|
Specifies the contract multiplier that can be associated with an index option.
|
||||||||||||||
|
Specifies the contract multiplier that can be associated with an index option.
|
||||||||||||||
multiplier (in future) |
The multiplier is the minimum number of the underlying - index or stock - that a participant has to trade while taking a position in the Future contract.
|
|||||||||||||
|
Specifies the contract multiplier that can be associated with an index option.
|
||||||||||||||
|
The date by which funds must be drawn.
|
||||||||||||||
|
Used for specifying whether the Mutual Early Termination Right that is detailed in the Master Confirmation will apply.
|
||||||||||||||
|
Identifies the class of unit issued by a fund.
|
||||||||||||||
|
Specifies whether denominator of the annualization factor is N ("false") or N - 1 ("true").
|
||||||||||||||
name (defined in PricingStructure complexType) |
The name of the structure, e.g "USDLIBOR-3M EOD Curve".
|
|||||||||||||
name (defined in ReportingRegimeIdentifier complexType) |
Identifies the reporting regime under which this data is reported.
|
|||||||||||||
|
The name of the resource.
|
||||||||||||||
name (in adjustment in volatilityMatrixValuation) |
The name of the adjustment parameter (e.g.
|
|||||||||||||
|
||||||||||||||
name (in businessUnit) |
A name used to describe the organization unit
|
|||||||||||||
|
||||||||||||||
|
The name of the market, e.g. the USDLIBOR market.
|
||||||||||||||
name (in reportingRegime defined in PartyTradeInformation complexType) |
Identifies the reporting regime under which this data is reported.
|
|||||||||||||
|
The name of the derivative, e.g. first derivative, Hessian, etc.
|
||||||||||||||
name (in sensitivitySet) |
|
|||||||||||||
|
The name of the sensitivity set definition, e.g.
|
||||||||||||||
name (in valuationScenario) |
The (optional) name for this valuation scenario, used for understandability.
|
|||||||||||||
name (in valuationSet) |
The name of the valuation set, used to understand what it means.
|
|||||||||||||
|
The terms "Nationalisation" and "Insolvency" have the meaning as defined in the ISDA 2002 Equity Derivatives Definitions.
|
||||||||||||||
|
The FX transaction with the earliest value date.
|
||||||||||||||
|
A repo contract is modeled as two purchase/repurchase transactions which are called legs.
|
||||||||||||||
|
The maximum amount by which the quantity delivered can be less than the agreed quantity.
|
||||||||||||||
|
The maximum percentage amount by which the quantity delivered can be less than the agreed quantity.
|
||||||||||||||
|
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).
|
||||||||||||||
net (in principalAmount in principal in instrumentTradeDetails) |
Value including fees and commissions.
|
|||||||||||||
net (in principalAmount in principal in instrumentTradeDetails) |
Value including fees and commissions.
|
|||||||||||||
|
The cash amount payable, net of all tax withholding.
|
||||||||||||||
|
Specifies the price of the underlyer, net of commissions.
|
||||||||||||||
|
||||||||||||||
|
Indicates the new trade between the transferee and the remaining party.
|
||||||||||||||
|
Indicates a reference to the new trade between the transferee and the remaining party.
|
||||||||||||||
|
The next payment for the associated event type is due on this date.
|
||||||||||||||
|
Indicates that the event may cause the transaction to terminate if all applicable provisions have been met.
|
||||||||||||||
|
The monetary value of the security (eg. fixed income security) that was traded).
|
||||||||||||||
|
Total nominal amount of the given bonds used as collateral.
|
||||||||||||||
|
Defines treatment of Non-Cash Dividends.
|
||||||||||||||
nonDeliverableSettlement (defined in FxCoreDetails.model group) |
Used to describe a particular type of FX forward transaction that is settled in a single currency (for example, a non-deliverable forward).
|
|||||||||||||
|
The specification of the non-deliverable settlement provision.
|
||||||||||||||
|
If present indicates that the obligation to pay the In-the-Money amount of foreign currency is replaced with an obligation to pay an equivalent amount in another currency.
|
||||||||||||||
|
If present and set to true, indicates that delivery or receipt of the electricity may be interrupted for any reason or for no reason, without liability on the part of either Party.
|
||||||||||||||
|
When the non-public report of this was created or received by this party.
|
||||||||||||||
|
When the non-public report of this was most recently corrected or corrections were received by this party.
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
nonReliance (in novation) |
This element corresponds to the non-Reliance section in the 2004 ISDA Novation Definitions, section 2.1 (c) (i).
|
|||||||||||||
|
If true, then non reliance is applicable.
|
||||||||||||||
|
The number of calendar days before the expiry of the letter of credit, that the borrower must declare an intention to extend the letter of credit.
|
||||||||||||||
|
DEPRECATED: Generic products - for use in Transparency reporting to define a product that represents an OTC derivative transaction whose economics are not fully described using an FpML schema.
|
||||||||||||||
|
Indicates that a non-standard rate source will be used for the fixing.
|
||||||||||||||
|
Indicates that the trade has price-affecting characteristics in addition to the standard real-time reportable terms.
|
||||||||||||||
|
Used to indicate that there is no Reference Obligation associated with this Credit Default Swap and that there will never be one.
|
||||||||||||||
|
Used to indicate that there is no Reference Obligation associated with this Credit Default Swap and that there will never be one.
|
||||||||||||||
|
A deliverable obligation characteristic.
|
||||||||||||||
notContingent (defined in DeliverableObligations complexType) |
A deliverable obligation characteristic.
|
|||||||||||||
notContingent (defined in Obligations complexType) |
NOTE: Only allowed as an obligation charcteristic under ISDA Credit 1999.
|
|||||||||||||
notDomesticCurrency (defined in DeliverableObligations complexType) |
An obligation and deliverable obligation characteristic.
|
|||||||||||||
notDomesticCurrency (defined in Obligations complexType) |
An obligation and deliverable obligation characteristic.
|
|||||||||||||
notDomesticIssuance (defined in DeliverableObligations complexType) |
An obligation and deliverable obligation characteristic.
|
|||||||||||||
notDomesticIssuance (defined in Obligations complexType) |
An obligation and deliverable obligation characteristic.
|
|||||||||||||
notDomesticLaw (defined in DeliverableObligations complexType) |
An obligation and deliverable obligation characteristic.
|
|||||||||||||
notDomesticLaw (defined in Obligations complexType) |
An obligation and deliverable obligation characteristic.
|
|||||||||||||
|
The business date on which the notice is valid (and was communicated).
|
||||||||||||||
|
Notice period for open repo transactions in number of days.
|
||||||||||||||
noticePeriod (in repo) |
Notice period for open repo transactions in number of days.
|
|||||||||||||
|
||||||||||||||
|
Pointer style references to a party identifier defined elsewhere in the document.
|
||||||||||||||
|
||||||||||||||
notional (defined in EquityDerivativeBase complexType) |
The notional amount.
|
|||||||||||||
notional (defined in FxPerformanceSwap complexType) |
Notional Amount means, in the case of Transaction Type Variance Swap, the currency and amount specified as such in the related Confirmation or an amount calculated in accordance with the following: Notional Amount = Vega Notional Amount / (0.02 x Fixed FX Rate).
|
|||||||||||||
notional (defined in GenericProduct complexType) |
The notional or notionals in effect on the reporting date.
|
|||||||||||||
|
The notional amount.
|
||||||||||||||
notional (in interestLeg) |
Specifies the notional of a return type swap.
|
|||||||||||||
|
Specifies the notional of a return type swap.
|
||||||||||||||
notional (in standardProduct) |
The notional amount that was traded.
|
|||||||||||||
|
The currency amount for the FxStraddle.
|
||||||||||||||
|
Specifies the conditions that govern the adjustment to the number of units of the return swap.
|
||||||||||||||
notionalAmount (defined in FxCashSettlement complexType) |
The amount of money that the settlement will be derived from.
|
|||||||||||||
notionalAmount (defined in OptionBaseExtended complexType) |
|
|||||||||||||
notionalAmount (defined in ReturnSwapNotional complexType) |
The notional amount.
|
|||||||||||||
notionalAmount (defined in SettlementPeriod complexType) |
Notional Amount for the settlement period.
|
|||||||||||||
notionalAmount (defined in SettlementPeriodLeverage complexType) |
Leverage notional.
|
|||||||||||||
|
Notional amount Schedule.
|
||||||||||||||
|
The amount that a cashflow will accrue interest on.
|
||||||||||||||
|
Volume contracted when volume is specified as a currency-denominated amount.
|
||||||||||||||
|
Specifies the notional amount of a commodity performance type swap.
|
||||||||||||||
|
Specifies the notional amount of a commodity performance type swap.
|
||||||||||||||
|
Specifies the notional amount of a commodity performance type swap.
|
||||||||||||||
|
Notional amount, which is a cash multiplier.
|
||||||||||||||
|
Notional amount Schedule.
|
||||||||||||||
|
Notional amount Schedule.
|
||||||||||||||
|
Notional amount Schedule.
|
||||||||||||||
|
The aggregate notional amount which will be exchanged, possibly as multiple partial executions, during the course of the execution period.
|
||||||||||||||
|
The calculation period notional amount.
|
||||||||||||||
|
Notional amount Schedule.
|
||||||||||||||
|
Notional amount of the Target.
|
||||||||||||||
notionalAmount (in leverage defined in FxTargetLinearPayoffRegion complexType) |
Leveraged notional expressed as amount with optional steps.
|
|||||||||||||
notionalAmount (in leverage in linearPayoffRegion in fxAccrualForward) |
Notional amount Schedule.
|
|||||||||||||
|
||||||||||||||
|
||||||||||||||
notionalAmountReference (defined in PercentageRule complexType) |
A reference to the notional amount.
|
|||||||||||||
|
A reference to the Return swap notional amount defined in another leg of the return swap.
|
||||||||||||||
|
A reference to the Return swap notional amount defined in another leg of the return swap.
|
||||||||||||||
|
A reference to the Return swap notional amount defined in another leg of the return swap.
|
||||||||||||||
notionalQuantity (defined in CommodityNotionalQuantity.model group) |
The Notional Quantity.
|
|||||||||||||
|
The volume contracted when the volume is specified as a quantity of commodity.
|
||||||||||||||
|
||||||||||||||
|
Allows the documentation of a shaped notional trade where the notional changes over the life of the transaction.
|
||||||||||||||
notionalReference (defined in ExerciseFeeSchedule complexType) |
A pointer style reference to the associated notional schedule defined elsewhere in the document.
|
|||||||||||||
notionalReference (defined in OptionBaseExtended complexType) |
|
|||||||||||||
notionalReference (defined in PartialExercise.model group) |
A pointer style reference to the associated notional schedule defined elsewhere in the document.
|
|||||||||||||
notionalReference (defined in TradeLegNotionalChange.model group) |
|
|||||||||||||
|
A pointer style reference to the associated notional schedule defined elsewhere in the document.
|
||||||||||||||
|
||||||||||||||
|
For return swaps, this element is equivalent to the term "Equity Notional Reset" as defined in the ISDA 2002 Equity Derivatives Definitions.
|
||||||||||||||
|
The notional amount or notional amount schedule.
|
||||||||||||||
notionalScheduleReference (defined in TradeLegNotionalScheduleChange.model group) |
|
|||||||||||||
|
||||||||||||||
|
The Notional Quantity per Calculation Period.
|
||||||||||||||
|
The explicit amount that the notional changes on each step date.
|
||||||||||||||
|
A parametric representation of the notional step schedule, i.e. parameters used to generate the notional schedule.
|
||||||||||||||
|
The percentage amount by which the notional changes on each step date.
|
||||||||||||||
|
The notional amount or notional amount schedule expressed as explicit outstanding notional amounts and dates.
|
||||||||||||||
notSovereignLender (defined in DeliverableObligations complexType) |
An obligation and deliverable obligation characteristic.
|
|||||||||||||
notSovereignLender (defined in Obligations complexType) |
An obligation and deliverable obligation characteristic.
|
|||||||||||||
notSubordinated (defined in DeliverableObligations complexType) |
An obligation and deliverable obligation characteristic.
|
|||||||||||||
notSubordinated (defined in Obligations complexType) |
An obligation and deliverable obligation characteristic.
|
|||||||||||||
|
The amount which represents the portion of the Old Contract being novated.
|
||||||||||||||
|
The number of options which represent the portion of the Old Contract being novated.
|
||||||||||||||
|
The number of options which represent the portion of the Old Contract being novated.
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
Specifies the date that one party's legal obligations with regard to a trade are transferred to another party.
|
||||||||||||||
|
Specifies the date the parties agree to assign or novate a Contract.
|
||||||||||||||
|
N th reference obligation to default triggers payout.
|
||||||||||||||
number (in quantity in instrumentTradeDetails) |
The (absolute) number of units of the underlying instrument that were traded.
|
|||||||||||||
|
A telephonic contact.
|
||||||||||||||
|
The number of allowances, certificates or credit to be transaction in the transaction.
|
||||||||||||||
|
Number of data series, normal market practice is that correlation data sets are drawn from geographic market areas, such as America, Europe and Asia Pacific, each of these geographic areas will have its own data series to avoid contagion.
|
||||||||||||||
|
The actual number of days represented within the 'period'.
|
||||||||||||||
numberOfFixings (defined in SettlementPeriodFixingDates complexType) |
Number of fixings between the fixing start and end date.
|
|||||||||||||
numberOfFixings (in fixingSchedule defined in FxAccrual complexType) |
The number of fixing points in the fixing schedule.
|
|||||||||||||
numberOfFixings (in fixingSchedule defined in FxAveragingProcess complexType) |
The number of fixing points in the fixing schedule.
|
|||||||||||||
|
Defines the Number Of Index Units applicable to a Dividend.
|
||||||||||||||
numberOfOptions (defined in EquityDerivativeShortFormBase complexType) |
The number of options comprised in the option transaction.
|
|||||||||||||
numberOfOptions (defined in GenericEquityAttributes.model group) |
The number of options comprised in the option transaction.
|
|||||||||||||
numberOfOptions (defined in OptionDenomination.model group) |
The number of options comprised in the option transaction.
|
|||||||||||||
|
The number of options comprised in the option transaction.
|
||||||||||||||
numberOfOptionsReference (defined in TradeLegNumberOfOptionsChange.model group) |
|
|||||||||||||
|
||||||||||||||
|
Number of Returns is the number of Observation Dates in the Observation Period, excluding the Initial Observation Date (where the Observation Rate on the Initial Observation Date shall equal S0).
|
||||||||||||||
|
The number of units (index or securities).
|
||||||||||||||
numberOfUnitsReference (defined in TradeLegNumberOfUnitsChange.model group) |
|
|||||||||||||
|
||||||||||||||
|
The number of valuation dates between valuation start date and valuation end date.
|
||||||||||||||
|
Where multiple valuation dates are specified as being applicable for cash settlement, this element specifies (a) the number of applicable valuation dates, and (b) the number of business days after satisfaction of all conditions to settlement when the first such valuation date occurs, and (c) the number of business days thereafter of each successive valuation date.
|
||||||||||||||
|
A reference to the asset or pricing structure that this values.
|
||||||||||||||
|
||||||||||||||
obligationAcceleration (defined in CreditEvents complexType) |
A credit event.
|
|||||||||||||
|
The currency of denomination of the deliverable obligation.
|
||||||||||||||
|
||||||||||||||
obligationDefault (defined in CreditEvents complexType) |
A credit event.
|
|||||||||||||
obligations (in creditCurve) |
The underlying obligations of the reference entity on which you are buying or selling protection
|
|||||||||||||
|
The underlying obligations of the reference entity on which you are buying or selling protection.
|
||||||||||||||
|
Contains the quoted currency pair, and the information source for fixing FX rate.
|
||||||||||||||
observableReference (defined in FxAccrualBarrier complexType) |
Reference to an 'FxRateObservable' structure.
|
|||||||||||||
|
Identifies the FX rate used as the basis for the condition (the accrual region).
|
||||||||||||||
observationEndDate (defined in FxBarrierFeature complexType) |
The date on which the observation period for an american barrier ends.
|
|||||||||||||
observationEndDate (defined in FxComplexBarrierBase complexType) |
The date on which the observation period for an american barrier ends.
|
|||||||||||||
observationEndDate (in touch) |
The date on which the observation period for an american trigger ends.
|
|||||||||||||
observationEndTime (defined in FxBarrierFeature complexType) |
The time on the end date at which the observation period for an american barrier ends.
|
|||||||||||||
observationEndTime (defined in FxComplexBarrierBase complexType) |
The time on the end date at which the observation period for an american barrier ends.
|
|||||||||||||
observationEndTime (in touch) |
The time on the end date at which the observation period for an american trigger ends.
|
|||||||||||||
|
Defines the frequency at which calculation period end dates occur within the period schedule and their roll date convention.
|
||||||||||||||
|
Observation number, which should be unique, within a series generated by a date schedule.
|
||||||||||||||
observationPoint (defined in FxBarrierFeature complexType) |
The dates and times at which rate observations are made to determine whether a barrier event has occurred for a discrete or european barrier.
|
|||||||||||||
observationPoint (in touch) |
The dates and times at which rate observations are made to determine whether a barrier event has occurred for a discrete trigger.
|
|||||||||||||
|
Parametric schedule of rate observations.
|
||||||||||||||
observationStartDate (defined in CalculatedAmount complexType) |
The start of the period over which observations are made which are used in the calculation Used when the observation start date differs from the trade date such as for forward starting swaps.
|
|||||||||||||
observationStartDate (defined in FxBarrierFeature complexType) |
The date on which the observation period for an american barrier starts.
|
|||||||||||||
observationStartDate (defined in FxComplexBarrierBase complexType) |
The date on which the observation period for an american barrier starts.
|
|||||||||||||
|
The date on which the observation period for an american trigger starts.
|
||||||||||||||
observationStartTime (defined in FxBarrierFeature complexType) |
The time on the start date at which the observation period for an american barrier starts.
|
|||||||||||||
observationStartTime (defined in FxComplexBarrierBase complexType) |
The time on the start date at which the observation period for an american barrier starts.
|
|||||||||||||
|
The time on the start date at which the observation period for an american trigger starts.
|
||||||||||||||
|
The number of days weighting to be associated with the rate observation, i.e. the number of days such rate is in effect.
|
||||||||||||||
|
The actual observed fx spot rate.
|
||||||||||||||
|
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.
|
||||||||||||||
|
Indicates that the price does not reflect the current market.
|
||||||||||||||
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).
|
|||||||||||||
offset (in dateOffset defined in FxSchedule complexType) |
The settlement offset to the expiry schedule or the expiry offset to the settlement schedule.
|
|||||||||||||
|
The specification of the oil product to be delivered.
|
||||||||||||||
|
Physically settled oil or refined products leg.
|
||||||||||||||
oldTrade (defined in TradeChangeContent complexType) |
The original trade details.
|
|||||||||||||
|
Indicates the original trade between the transferor and the remaining party.
|
||||||||||||||
oldTradeIdentifier (defined in TradeChangeContent complexType) |
The original qualified trade identifier.
|
|||||||||||||
|
Indicates a reference to the original trade between the transferor and the remaining party.
|
||||||||||||||
onBehalfOf (defined in DataDocument complexType) |
Indicates which party (and accounts) a trade is being processed for.
|
|||||||||||||
onBehalfOf (defined in OnBehalfOf.model group) |
Indicates which party (or parties) (and accounts) a trade or event is being processed for.
|
|||||||||||||
|
Boolean indicator to specify whether the mutual fund is an open-ended mutual fund.
|
||||||||||||||
|
The number of units (index or securities) that constitute the underlyer of the swap.
|
||||||||||||||
openUnits (defined in ConstituentWeight complexType) |
The number of units (index or securities) that constitute the underlyer of the swap.
|
|||||||||||||
openUnits (in singleUnderlyer) |
The number of units (index or securities) that constitute the underlyer of the swap.
|
|||||||||||||
|
Identifies the underlying asset when it is a listed option contract.
|
||||||||||||||
|
Indicates whether the tolerance it at the seller's or buyer's option.
|
||||||||||||||
optionalEarlyTermination (defined in OptionalEarlyTermination.model group) |
An option for either or both parties to terminate the swap at fair value.
|
|||||||||||||
optionalEarlyTermination (defined in OptionalEarlyTermination.model group) |
An option for either or both parties to terminate the swap at fair value.
|
|||||||||||||
|
A Boolean element used for specifying whether the Optional Early Termination clause detailed in the agreement will apply.
|
||||||||||||||
|
An early termination provision to terminate the trade at fair value where one or both parties have the right to decide on termination.
|
||||||||||||||
|
Optional Early Termination Date
|
||||||||||||||
|
Optional Early Termination Electing Party Reference
|
||||||||||||||
|
Definition of the first early termination date and the frequency of the termination dates subsequent to that.
|
||||||||||||||
|
||||||||||||||
optionEntitlement (defined in GenericEquityAttributes.model group) |
The number of units of underlyer per option comprised in the option transaction.
|
|||||||||||||
optionEntitlement (defined in OptionDenomination.model group) |
The number of units of underlyer per option comprised in the option transaction.
|
|||||||||||||
|
The number of shares per option comprised in the option transaction supplement.
|
||||||||||||||
|
The number of shares per option comprised in the option transaction.
|
||||||||||||||
|
The number of shares per option comprised in the option transaction supplement.
|
||||||||||||||
|
The number of shares per option comprised in the option transaction supplement.
|
||||||||||||||
optionExercise (defined in OptionsEventsBase.model group) |
A structure describing an option exercise event.
|
|||||||||||||
|
A structure describing an option exercise event.
|
||||||||||||||
|
A structure describing an option exercise event.
|
||||||||||||||
|
A structure describing an option exercise event.
|
||||||||||||||
|
A structure describing an option exercise event.
|
||||||||||||||
|
A structure describing an option exercise event.
|
||||||||||||||
|
||||||||||||||
optionExpiry (defined in OptionsEventsBase.model group) |
A structure describing an option expiring event (i.e. passing its last exercise time and becoming worthless.)
|
|||||||||||||
|
||||||||||||||
|
Indicates whether the tolerance is at the seller's or buyer's option.
|
||||||||||||||
|
||||||||||||||
|
If present and true, then options exchange dividends are applicable.
|
||||||||||||||
|
A short form unique identifier for an exchange on which the reference option contract is listed.
|
||||||||||||||
|
The official settlement price as announced by the related exchange is applicable, in accordance with the ISDA 2002 definitions.
|
||||||||||||||
optionType (defined in EquityDerivativeBase complexType) |
The type of option transaction.
|
|||||||||||||
optionType (defined in GenericOptionAttributes.model group) |
For options, what type of option it is (e.g. butterfly).
|
|||||||||||||
optionType (defined in OptionBase complexType) |
The type of option transaction.
|
|||||||||||||
|
The type of option transaction.
|
||||||||||||||
|
The type of option transaction.
|
||||||||||||||
|
The type of option transaction.
|
||||||||||||||
|
The type of option transaction.
|
||||||||||||||
optionType (in option) |
Specifies whether the option allows the hodler to buy or sell tne underlying asset.
|
|||||||||||||
|
When an order was first generated, as recorded for the first time when it was first entered by a person or generated by a trading algorithm (i.e., the first record of the order).
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
The time when an order is submitted by a market participant to an execution facility, as recorded based on the timestamp of the message that was sent by the participant.
|
||||||||||||||
|
Allows the organization to specify which categories or characteristics apply to it for end-user exception determination.
|
||||||||||||||
|
Allows the organization to specify which categories or characteristics apply to it for end-user exception determination.
|
||||||||||||||
|
The type of an organization's participantion in the OTC derivatives market.
|
||||||||||||||
|
The original global commitment amount.
|
||||||||||||||
|
A reference to the original value of the pricing input.
|
||||||||||||||
originalMessage (defined in Acknowledgement complexType) |
|
|||||||||||||
originalMessage (defined in AdditionalData complexType) |
Provides extra information as binary contents coded in base64.
|
|||||||||||||
originalMessage (defined in EventRequestAcknowledgement complexType) |
|
|||||||||||||
|
The initial issued amount of the mortgage obligation.
|
||||||||||||||
originalTrade (defined in OptionExercise complexType) |
Fully describes the original trade (prior to the exercise).
|
|||||||||||||
originalTrade (defined in TradeChangeBase complexType) |
|
|||||||||||||
originalTrade (in optionExpiry defined in OptionsEventsBase.model group) |
Fully describes the original trade (prior to the exercise).
|
|||||||||||||
originatingEvent (defined in DataDocument complexType) |
|
|||||||||||||
originatingEvent (defined in TradeOrInfo.model group) |
This may be used to describe why a trade was created.
|
|||||||||||||
originatingEvent (defined in TradingEventsBase.model group) |
|
|||||||||||||
|
This may be used to describe why a package was created.
|
||||||||||||||
|
This may be used to describe why a trade was created.
|
||||||||||||||
|
Information about the trade package if any that the trade originated from.
|
||||||||||||||
originatingTradeId (defined in PartyTradeIdentifier complexType) |
The trade id of the trade(s) upon which this was based, for example the ID of the trade that was submitted for clearing if this is a cleared trade, or of the original trade if this was novated or cancelled and rebooked, or the list of trades that were netted or compressed together in the case of a compression event.
|
|||||||||||||
|
||||||||||||||
|
||||||||||||||
|
Other fees or additional payments associated with the trade, e.g. broker commissions, where one or more of the parties involved are not principal parties involved in the trade.
|
||||||||||||||
|
XPath to the element in the other object.
|
||||||||||||||
|
A pointer style reference to a party identifier defined elsewhere in the document.
|
||||||||||||||
|
||||||||||||||
|
A pointer style reference to a party identifier defined elsewhere in the document.
|
||||||||||||||
|
||||||||||||||
|
Value of the element in the other trade.
|
||||||||||||||
othReferenceEntityObligations (defined in DeliverableObligations complexType) |
This element is used to specify any other obligations of a reference entity in both obligations and deliverable obligations.
|
|||||||||||||
othReferenceEntityObligations (defined in Obligations complexType) |
This element is used to specify any other obligations of a reference entity in both obligations and deliverable obligations.
|
|||||||||||||
|
||||||||||||||
|
Rebate expressed as amount of outstanding gain.
|
||||||||||||||
|
||||||||||||||
outstandingNotionalAmount (defined in OptionExerciseAmount.model group) |
Specifies the Notional amount after the Change
|
|||||||||||||
outstandingNotionalAmount (defined in TradeLegNotionalChange.model group) |
|
|||||||||||||
outstandingNotionalAmount (defined in TradeNotionalChange.model group) |
Specifies the Notional amount after the Change
|
|||||||||||||
|
Specifies the Notional amount after the Change
|
||||||||||||||
outstandingNotionalSchedule (defined in TradeLegNotionalScheduleChange.model group) |
|
|||||||||||||
|
Specifies the Notional schedule after the Change
|
||||||||||||||
outstandingNumberOfOptions (defined in OptionExerciseAmount.model group) |
Specifies the Number of Options after the Change.
|
|||||||||||||
outstandingNumberOfOptions (defined in TradeLegNumberOfOptionsChange.model group) |
|
|||||||||||||
outstandingNumberOfOptions (defined in TradeNotionalChange.model group) |
Specifies the Number of Options after the Change.
|
|||||||||||||
|
Specifies the Number of Options after the Change.
|
||||||||||||||
outstandingNumberOfUnits (defined in OptionExerciseAmount.model group) |
Specifies the Number of Units
|
|||||||||||||
outstandingNumberOfUnits (defined in TradeLegNumberOfUnitsChange.model group) |
|
|||||||||||||
outstandingNumberOfUnits (defined in TradeNotionalChange.model group) |
Specifies the Number of Units
|
|||||||||||||
|
Specifies the Number of Units
|
||||||||||||||
|
A structure used to define all positions held by the lender at the loan contract level.
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
packageType (in packageHeader) |
|
|||||||||||||
|
A reference to the pricing input parameter to which the sensitivity is computed.
|
||||||||||||||
parameterReference (in shift in valuationScenario) |
|
|||||||||||||
|
The value of the independent variable (e.g. strike offset).
|
||||||||||||||
|
An optional identifier used to correlate between related processes
|
||||||||||||||
|
Specifies whether either 'Partial Cash Settlement of Assignable Loans', 'Partial Cash Settlement of Consent Required Loans' or 'Partial Cash Settlement of Participations' is applicable.
|
||||||||||||||
|
A partial derivative of the measure with respect to an input.
|
||||||||||||||
|
A reference to the partial derivative.
|
||||||||||||||
|
A reference to a partial derivative defined in the ComputedDerivative.model, i.e. defined as part of this sensitivity definition.
|
||||||||||||||
|
As defined in the 2000 ISDA Definitions, Section 12.3.
|
||||||||||||||
|
||||||||||||||
party (defined in PartiesAndAccounts.model group) |
A legal entity or a subdivision of a legal entity.
|
|||||||||||||
|
A legal entity or a subdivision of a legal entity.
|
||||||||||||||
|
A legal entity or a subdivision of a legal entity.
|
||||||||||||||
|
A legal entity or a subdivision of a legal entity.
|
||||||||||||||
|
A legal entity or a subdivision of a legal entity.
|
||||||||||||||
|
A legal entity or a subdivision of a legal entity.
|
||||||||||||||
|
A legal entity or a subdivision of a legal entity.
|
||||||||||||||
|
A legal entity or a subdivision of a legal entity.
|
||||||||||||||
|
A legal entity or a subdivision of a legal entity.
|
||||||||||||||
|
A legal entity or a subdivision of a legal entity.
|
||||||||||||||
|
A legal entity or a subdivision of a legal entity.
|
||||||||||||||
|
A legal entity or a subdivision of a legal entity.
|
||||||||||||||
|
A legal entity or a subdivision of a legal entity.
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
party (in dealStatement) |
A legal entity or a subdivision of a legal entity.
|
|||||||||||||
|
A legal entity or a subdivision of a legal entity.
|
||||||||||||||
|
A legal entity or a subdivision of a legal entity.
|
||||||||||||||
|
A legal entity or a subdivision of a legal entity.
|
||||||||||||||
|
A legal entity or a subdivision of a legal entity.
|
||||||||||||||
|
A legal entity or a subdivision of a legal entity.
|
||||||||||||||
|
A legal entity or a subdivision of a legal entity.
|
||||||||||||||
|
A legal entity or a subdivision of a legal entity.
|
||||||||||||||
|
A legal entity or a subdivision of a legal entity.
|
||||||||||||||
party (in facilityStatement) |
A legal entity or a subdivision of a legal entity.
|
|||||||||||||
party (in lcNotification) |
A legal entity or a subdivision of a legal entity.
|
|||||||||||||
|
A legal entity or a subdivision of a legal entity.
|
||||||||||||||
|
A legal entity or a subdivision of a legal entity.
|
||||||||||||||
|
A legal entity or a subdivision of a legal entity.
|
||||||||||||||
|
A legal entity or a subdivision of a legal entity.
|
||||||||||||||
|
A legal entity or a subdivision of a legal entity.
|
||||||||||||||
|
A legal entity or a subdivision of a legal entity.
|
||||||||||||||
|
A legal entity or a subdivision of a legal entity.
|
||||||||||||||
|
A legal entity or a subdivision of a legal entity.
|
||||||||||||||
|
A legal entity or a subdivision of a legal entity.
|
||||||||||||||
|
A legal entity or a subdivision of a legal entity.
|
||||||||||||||
|
A legal entity or a subdivision of a legal entity.
|
||||||||||||||
|
A legal entity or a subdivision of a legal entity.
|
||||||||||||||
|
A legal entity or a subdivision of a legal entity.
|
||||||||||||||
|
A legal entity or a subdivision of a legal entity.
|
||||||||||||||
|
A legal entity or a subdivision of a legal entity.
|
||||||||||||||
|
Indicates the category or classification or business role of a trade party with respect to this reporting regime, for example Financial, NonFinancial, Dealer, Non-Dealer, LocalParty, etc.
|
||||||||||||||
|
A party identifier, e.g. a S.W.I.F.T. bank identifier code (BIC).
|
||||||||||||||
|
||||||||||||||
|
Additional message information that may be provided by each involved party.
|
||||||||||||||
|
The legal name of the organization.
|
||||||||||||||
|
Notice period for open repo transactions referenced to a party to the trade, in number of days.
|
||||||||||||||
|
The name of the portfolio together with the party that gave the name.
|
||||||||||||||
partyReference (defined in ContractIdentifier complexType) |
A pointer style reference to a party identifier defined elsewhere in the document.
|
|||||||||||||
partyReference (defined in ExerciseNotice complexType) |
The party referenced has allocated the trade identifier.
|
|||||||||||||
partyReference (defined in OnBehalfOf complexType) |
The party for which the message reciever should work.
|
|||||||||||||
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.
|
|||||||||||||
partyReference (defined in PartyAndAccountReferences.model group) |
Reference to a party.
|
|||||||||||||
|
||||||||||||||
partyReference (in earlyTermination in returnSwap) |
Reference to a party defined elsewhere in this document which may be allowed to terminate the trade.
|
|||||||||||||
|
A pointer style reference to a party identifier defined elsewhere in the document.
|
||||||||||||||
|
Identifies that party that has ownership of this information.
|
||||||||||||||
|
A reference to a party who has the right to request exercise of the open repo trade and for whom noticePeriod is defined.
|
||||||||||||||
|
A pointer style reference to a party identifier defined elsewhere in the document.
|
||||||||||||||
partyTradeIdentifier (defined in Portfolio complexType) |
|
|||||||||||||
|
||||||||||||||
|
The trade reference identifier(s) allocated to the trade by the parties involved.
|
||||||||||||||
|
||||||||||||||
|
This allows the acknowledging party to supply additional trade identifiers for a trade underlying a request relating to a business event.
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
Pointer-style reference to the partyTradeIdentifier block within the tradeIdentifyingItems collection, which identifies the parent trade for this cashflow.
|
||||||||||||||
|
Additional trade information that may be provided by each involved party.
|
||||||||||||||
|
This allows the acknowledging party to supply additional trade information about a trade underlying a request relating to a business event.
|
||||||||||||||
|
Holds party-specific information about the trade that is being withdrawn from.
|
||||||||||||||
|
Specifies the nominal amount of a fixed income security or convertible bond.
|
||||||||||||||
|
An ISDA defined cash settlement method used for the determination of the applicable cash settlement amount.
|
||||||||||||||
|
An ISDA defined cash settlement method used for the determination of the applicable cash settlement amount.
|
||||||||||||||
passThrough (in feature defined in Feature.model group) |
Pass through payments from the underlyer, such as dividends.
|
|||||||||||||
passThrough (in feature defined in OptionBaseExtended complexType) |
Pass through payments from the underlyer, such as dividends.
|
|||||||||||||
|
One to many pass through payment items.
|
||||||||||||||
|
Percentage of payments from the underlyer which are passed through.
|
||||||||||||||
|
A reference to the account responsible for making the payments defined by this structure.
|
||||||||||||||
payerPartyReference (defined in Payer.model group) |
A reference to the party responsible for making the payments defined by this structure.
|
|||||||||||||
payerPartyReference (in paymentFrequency defined in GenericProduct complexType) |
|
|||||||||||||
payment (defined in OptionExercise complexType) |
|
|||||||||||||
payment (defined in TradeAlterationPayment.model group) |
Describes a payment made in settlement of the change.
|
|||||||||||||
payment (defined in TradeChangeContent complexType) |
Describes a payment made in settlement of the change.
|
|||||||||||||
payment (in bulletPayment) |
A known payment between two parties.
|
|||||||||||||
|
Describes a payment made in settlement of the novation.
|
||||||||||||||
payment (in payoff defined in FxTargetConstantPayoffRegion complexType) |
Cash payment.
|
|||||||||||||
|
Rebate amount expressed as a payment between the two parties.
|
||||||||||||||
payment (in termDeposit) |
A known payment between two parties.
|
|||||||||||||
paymentAmount (defined in EquityPremium complexType) |
The currency amount of the payment.
|
|||||||||||||
paymentAmount (defined in NonNegativePayment complexType) |
Non negative payment amount.
|
|||||||||||||
paymentAmount (defined in Payment complexType) |
The currency amount of the payment.
|
|||||||||||||
paymentAmount (defined in SimplePayment complexType) |
|
|||||||||||||
|
The currency amount of the payment.
|
||||||||||||||
|
The currency amount of the payment.
|
||||||||||||||
|
Payment amount, which is optional since the payment amount may be calculated using fixed strike and number of open units.
|
||||||||||||||
|
A fixed payment amount.
|
||||||||||||||
|
A fixed payment amount.
|
||||||||||||||
|
A fixed payment amount.
|
||||||||||||||
|
The adjusted payment date and associated calculation period parameters required to calculate the actual or projected payment amount.
|
||||||||||||||
|
The Premium Payment Currency.
|
||||||||||||||
paymentDate (defined in EquityPremium complexType) |
The payment date.
|
|||||||||||||
paymentDate (defined in Payment complexType) |
The payment date.
|
|||||||||||||
paymentDate (defined in PaymentBaseExtended complexType) |
The payment date, which can be expressed as either an adjustable or relative date.
|
|||||||||||||
paymentDate (defined in PendingPayment complexType) |
The date that the dividend or coupon is due.
|
|||||||||||||
paymentDate (defined in SimplePayment complexType) |
The payment date.
|
|||||||||||||
paymentDate (in dividendPeriod in dividendLeg) |
Dividend period amount payment date.
|
|||||||||||||
|
||||||||||||||
paymentDate (in fixedPayment) |
Payment date relative to another date.
|
|||||||||||||
paymentDate (in fra) |
The payment date.
|
|||||||||||||
paymentDate (in paymentDetail) |
Payment date.
|
|||||||||||||
|
Specifies the final payment date of the swap.
|
||||||||||||||
|
Only to be used when SharePayment has been specified in the dividendDateReference element.
|
||||||||||||||
paymentDates (defined in CommodityNonPeriodicPaymentDates.model group) |
Dates on which payments will be made.
|
|||||||||||||
paymentDates (defined in InterestRateStream complexType) |
The payment dates schedule.
|
|||||||||||||
paymentDates (in rateOfReturn) |
Specifies the payment dates of the swap.
|
|||||||||||||
paymentDates (in weatherLeg) |
The Payment Dates of the trade relative to the Calculation Periods or Calculation Date
|
|||||||||||||
|
The business day convention to apply to each payment date if it would otherwise fall on a day that is not a business day in the specified financial business centers.
|
||||||||||||||
|
Specifies the interim payment dates of the swap.
|
||||||||||||||
|
A set of href pointers to payment dates defined somewhere else in the document.
|
||||||||||||||
paymentDaysOffset (defined in CommodityRelativePaymentDates complexType) |
Specifies any offset from the adjusted Calculation Period start date, adjusted Calculation Period end date or Calculation Date applicable to each Payment Date.
|
|||||||||||||
paymentDaysOffset (in paymentDates defined in InterestRateStream complexType) |
If early payment or delayed payment is required, specifies the number of days offset that the payment occurs relative to what would otherwise be the unadjusted payment date.
|
|||||||||||||
|
Applicable to CDS on MBS to specify whether payment delays are applicable to the fixed Amount.
|
||||||||||||||
|
A container element allowing a schedule of payments associated with the Independent Amount.
|
||||||||||||||
paymentDetails (defined in AbstractServicingNotification complexType) |
The payments/wiring instructions associated with all embedded loan events.
|
|||||||||||||
|
Details of the payments, like amount breakdowns, settlement information.
|
||||||||||||||
|
Details of the payments, like amount breakdowns, settlement information.
|
||||||||||||||
|
Details of the payments, like amount breakdowns, settlement information.
|
||||||||||||||
|
Details of the payments, like amount breakdowns, settlement information.
|
||||||||||||||
paymentFrequency (defined in AccrualOptionBase complexType) |
|
|||||||||||||
paymentFrequency (defined in BondCalculation.model group) |
Specifies the frequency at which the bond pays, e.g. 6M.
|
|||||||||||||
paymentFrequency (defined in GenericProduct complexType) |
|
|||||||||||||
paymentFrequency (defined in PeriodicPayment complexType) |
The time interval between regular fixed rate payer payment dates.
|
|||||||||||||
paymentFrequency (in deposit) |
Specifies the frequency at which the deposit pays, e.g. 6M.
|
|||||||||||||
paymentFrequency (in paymentDates defined in InterestRateStream complexType) |
The frequency at which regular payment dates occur.
|
|||||||||||||
|
Specifies the frequency at which the index pays, e.g. 6M.
|
||||||||||||||
|
Specifies the frequency at which the swap pays, e.g. 6M.
|
||||||||||||||
|
Specifies the frequency at which the swap pays, e.g. 6M.
|
||||||||||||||
|
A percentage of the notional amount.
|
||||||||||||||
|
Projected interest payment details.
|
||||||||||||||
|
Projected interest payment details.
|
||||||||||||||
|
The reference to the identified payment strucutre.
|
||||||||||||||
|
Specifies a threshold for the failure to pay credit event.
|
||||||||||||||
|
A type defining the calculation rule.
|
||||||||||||||
paymentType (defined in Payment complexType) |
A classification of the type of fee or additional payment, e.g. brokerage, upfront fee etc.
|
|||||||||||||
paymentType (in additionalPayment defined in NettedSwapBase complexType) |
Payment classification.
|
|||||||||||||
paymentType (in additionalPayment defined in ReturnSwapBase complexType) |
Classification of the payment.
|
|||||||||||||
payoff (defined in FxTargetConstantPayoffRegion complexType) |
A binary|digital payoff, expressed either as a cash payment, or a (non-zero) fixing adjustment.
|
|||||||||||||
|
Payoff Region within the settlement period to link strike with the relevant payoff components.
|
||||||||||||||
|
Payoff Region within the settlement period to link strike with the relevant payoff components.
|
||||||||||||||
payoffCap (defined in FxTargetLinearPayoffRegion complexType) |
The amount of gain on the client upside or firm upside is limited.
|
|||||||||||||
|
The amount of gain on the client upside or firm upside is limited.
|
||||||||||||||
payoffCap (in payoff in settlementPeriod in settlementPeriodSchedule in fxAccrualForward) |
The amount of gain on the client upside or firm upside is limited.
|
|||||||||||||
|
The amount of gain on the client upside or firm upside is limited.
|
||||||||||||||
|
Optional reference to the Payoff Region in the parametric representation of the product.
|
||||||||||||||
|
Optional reference to the Payoff Region in the parametric representation of the product.
|
||||||||||||||
|
The amount of currency which becomes payable if and when a trigger event occurs.
|
||||||||||||||
|
The description of the mathematical computation for how the payout is computed.
|
||||||||||||||
|
The trigger event and payout may be asynchonous.
|
||||||||||||||
payRelativeTo (defined in CommodityRelativePaymentDates complexType) |
Specifies whether the payment(s) occur relative to a date such as the end of each Calculation Period or the last Pricing Date in each Calculation Period.
|
|||||||||||||
payRelativeTo (in paymentDates defined in InterestRateStream complexType) |
Specifies whether the payments occur relative to each adjusted calculation period start date, adjusted calculation period end date or each reset date.
|
|||||||||||||
|
Specifies whether the payment(s) occur relative to the date of a physical event such as issuance of a bill of lading.
|
||||||||||||||
|
When "true" the Excess Emissions Penalty is applicable.
|
||||||||||||||
|
This represents a penalty rate that may apply in addition to the regular margin rate (on outstanding loan contracts).
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
The penalty spread currently applied to the interest rate period.
|
||||||||||||||
|
The penalty spread currently applied to the interest rate period.
|
||||||||||||||
|
Credit limit utilization attributable to pending unexecuted orders.
|
||||||||||||||
|
||||||||||||||
percentageOfNotional (defined in EquityPremium complexType) |
The amount of premium to be paid expressed as a percentage of the notional value of the transaction.
|
|||||||||||||
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.
|
|||||||||||||
|
Specifies the allowable quantity tolerance as a percentage of the quantity.
|
||||||||||||||
|
A time period, e.g. a day, week, month, year or term of the stream.
|
||||||||||||||
|
A time period, e.g. a day, week, month or year of the stream.
|
||||||||||||||
|
||||||||||||||
|
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.
|
||||||||||||||
periodicDates (defined in AdjustableRelativeOrPeriodicDates complexType) |
|
|||||||||||||
periodicDates (defined in AdjustableRelativeOrPeriodicDates2 complexType) |
|
|||||||||||||
periodicPayment (in feeLeg) |
Specifies a periodic schedule of fixed amounts that are payable by the buyer to the seller on the fixed rate payer payment dates.
|
|||||||||||||
periodicPayment (in feeLeg) |
Specifies a periodic schedule of fixed amounts that are payable by the buyer to the seller on the fixed rate payer payment dates.
|
|||||||||||||
periodicPayment (in feeLeg) |
Specifies a periodic schedule of fixed amounts that are payable by the buyer to the seller on the fixed rate payer payment dates.
|
|||||||||||||
periodMultiplier (defined in Frequency complexType) |
A time period multiplier, e.g. 1, 2 or 3 etc.
|
|||||||||||||
periodMultiplier (defined in Period complexType) |
A time period multiplier, e.g. 1, 2 or 3 etc.
|
|||||||||||||
periodMultiplier (in velocity) |
|
|||||||||||||
|
The +/- percentage quantity tolerance in seller's option which applied to each shipment period.
|
||||||||||||||
|
The Delivery Periods for this leg of the swap.
|
||||||||||||||
|
The number of periods in the referenced date schedule that are between each date in the relative date schedule.
|
||||||||||||||
|
The Delivery Periods for this leg of the swap.
|
||||||||||||||
|
Optional information about people involved in a transaction or busines process.
|
||||||||||||||
|
An identifier assigned by a system for uniquely identifying the individual
|
||||||||||||||
|
The individual person that is related to this.
|
||||||||||||||
|
The size and direction of the perturbation used to compute the derivative, e.g. 0.0001 = 1 bp.
|
||||||||||||||
|
The type of perturbation, if any, used to compute the derivative (Absolute vs Relative).
|
||||||||||||||
|
The parameters for defining how the commodity option can be exercised into a physical transaction.
|
||||||||||||||
|
The parameters for defining how the commodity option can be exercised into a physical transaction.
|
||||||||||||||
physicalQuantity (defined in CommodityFixedPhysicalQuantity.model group) |
The Quantity per Delivery Period.
|
|||||||||||||
|
The Quantity per Delivery Period.
|
||||||||||||||
physicalQuantitySchedule (defined in CommodityFixedPhysicalQuantity.model group) |
Allows the documentation of a shaped quantity trade where the quantity changes over the life of the transaction.
|
|||||||||||||
|
Allows the documentation of a shaped quantity trade where the quantity changes over the life of the transaction.
|
||||||||||||||
physicalSettlement (defined in FxTargetConstantPayoffRegion complexType) |
|
|||||||||||||
physicalSettlement (defined in OptionExercise complexType) |
|
|||||||||||||
|
This element corresponds to the Notice of Intended Physical Settlement Delivered Under Old Transaction under the EXHIBIT C to 2004 ISDA Novation Definitions.
|
||||||||||||||
|
If specified, this defines physical settlement terms which apply to the transaction.
|
||||||||||||||
|
The number of business days used in the determination of the physical settlement date.
|
||||||||||||||
|
This element contains all the ISDA terms relevant to physical settlement for when physical settlement is applicable.
|
||||||||||||||
|
Defines whether the commitment adjustment is related to a PIK.
|
||||||||||||||
pikSpread (defined in FixedRateOptionBase complexType) |
|
|||||||||||||
pikSpread (defined in FloatingRateOptionBase complexType) |
|
|||||||||||||
|
Specified the delivery conditions where the oil product is to be delivered by pipeline.
|
||||||||||||||
|
The name of pipeline by which the oil product will be delivered.
|
||||||||||||||
|
The boundary where the contract flips from being long and short is the pivot point.
|
||||||||||||||
|
Pivot for the settlement period.
|
||||||||||||||
|
Reference to the pivot defined within the FX product.
|
||||||||||||||
|
||||||||||||||
point (in dataPoints) |
|
|||||||||||||
pointValue (in exchangeRate defined in FxCoreDetails.model group) |
An optional element that documents the size of point (pip) in which a rate was quoted (or in this case, forwardPoints are calculated).
|
|||||||||||||
pointValue (in exchangeRate in underlyer defined in GenericProduct complexType) |
An optional element that documents the size of point (pip) in which a rate was quoted (or in this case, forwardPoints are calculated).
|
|||||||||||||
|
The morgage pool that is underneath the mortgage obligation.
|
||||||||||||||
portfolio (defined in DataDocument complexType) |
An arbitary grouping of trade references (and possibly other portfolios).
|
|||||||||||||
|
An arbitary grouping of trade references (and possibly other portfolios).
|
||||||||||||||
portfolioName (defined in PortfolioReferenceBase complexType) |
An identifier that is unique for each portfolio-level request, and which can be used to group together the individual messages in the portfolio request.
|
|||||||||||||
|
||||||||||||||
portfolioReference (defined in PortfolioReference.model group) |
|
|||||||||||||
portfolioReference (defined in PortfolioReferenceBase.model group) |
|
|||||||||||||
|
||||||||||||||
|
A reference to the party for whom positions are being reported.
|
||||||||||||||
|
A reference to the party for whom positions are being reported (if applicable position amounts are populated).
|
||||||||||||||
|
The maxmium amount by which the quantity delivered can exceed the agreed quantity.
|
||||||||||||||
|
The code, required for computerised mail sorting systems, that is allocated to a physical address by a national postal authority.
|
||||||||||||||
|
The maximum percentage amount by which the quantity delivered can exceed the agreed quantity.
|
||||||||||||||
|
The power to which this term is raised.
|
||||||||||||||
precision (defined in FxAveragingProcess complexType) |
Specifies the rounding precision in terms of a number of decimal places.
|
|||||||||||||
|
Specifies the rounding precision in terms of a number of decimal places.
|
||||||||||||||
|
Specifies the rounding precision in terms of a number of decimal places.
|
||||||||||||||
|
A reference to the clearing organization (CCP, DCO) to which the trade should be cleared.
|
||||||||||||||
premium (defined in GenericProduct complexType) |
|
|||||||||||||
premium (defined in OptionBaseExtended complexType) |
The option premium payable by the buyer to the seller.
|
|||||||||||||
|
The option premium amount payable by buyer to seller on the specified payment date.
|
||||||||||||||
|
The option premium payable by the buyer to the seller.
|
||||||||||||||
|
The option premium payable by the buyer to the seller.
|
||||||||||||||
premium (in commodityOption) |
The option premium payable by the buyer to the seller.
|
|||||||||||||
premium (in commoditySwaption) |
The option premium payable by the buyer to the seller.
|
|||||||||||||
|
Premium amount or premium installment amount for an option.
|
||||||||||||||
premium (in fxAccrualOption) |
Premium amount or premium installment amount for an option.
|
|||||||||||||
premium (in fxDigitalOption) |
Premium amount or premium installment amount for an option.
|
|||||||||||||
|
Premium amount or premium installment amount for an option.
|
||||||||||||||
premium (in fxRangeAccrual) |
Premium amount or premium installment amount for an option.
|
|||||||||||||
|
Defines the FX Straddle premium amount, payer and dates.
|
||||||||||||||
|
The option premium amount payable by buyer to seller on the specified payment date.
|
||||||||||||||
|
The currency amount of premium to be paid per Unit of the Total Notional Quantity.
|
||||||||||||||
|
Indicates which product within a strategy this ID is associated with.
|
||||||||||||||
|
Indicates which product within a strategy represents the premium payment.
|
||||||||||||||
premiumType (defined in EquityPremium complexType) |
Forward start Premium type
|
|||||||||||||
premiumType (in premium defined in OptionBaseExtended complexType) |
Forward start Premium type
|
|||||||||||||
prePayment (defined in EquityExerciseValuationSettlement complexType) |
Prepayment features for Forward.
|
|||||||||||||
prePayment (in prePayment defined in EquityExerciseValuationSettlement complexType) |
|
|||||||||||||
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
presentValueAmount (defined in Payment complexType) |
The amount representing the present value of the forecast payment.
|
|||||||||||||
|
A monetary amount representing the present value of the forecast payment.
|
||||||||||||||
presentValueAmount (in premium defined in OptionBaseExtended complexType) |
The amount representing the present value of the forecast payment.
|
|||||||||||||
|
The amount representing the present value of the principal exchange.
|
||||||||||||||
|
A unique id associated with a previous inaccurate event.
|
||||||||||||||
price (defined in FixedPrice complexType) |
The Fixed Price.
|
|||||||||||||
|
The price at which the repayment occurred.
|
||||||||||||||
price (in strike in bondOption) |
|
|||||||||||||
price (in strike in creditDefaultSwapOption) |
The strike of a credit default swap option or credit swaption when expressed as in reference to the price of the underlying obligation(s) or index.
|
|||||||||||||
|
||||||||||||||
|
||||||||||||||
|
The currency used to specify the digital barrier in terms of a price per unit of commodity.
|
||||||||||||||
|
Specifies whether the price is expressed in absolute or relative terms.
|
||||||||||||||
|
Defines the require price materiality percentage for the rate source to be considered valid.
|
||||||||||||||
|
2005 Commodity Definitions only.
|
||||||||||||||
pricePerOption (defined in EquityPremium complexType) |
The amount of premium to be paid expressed as a function of the number of options.
|
|||||||||||||
pricePerOption (in premium defined in OptionBaseExtended complexType) |
The amount of premium to be paid expressed as a function of the number of options.
|
|||||||||||||
|
||||||||||||||
|
If present indicates that the event is considered to have occurred if it is impossible to obtain information about the Spot Rate for a Valuation Date from the price source specified in the Settlement Rate Option that hass been agreed by the parties.
|
||||||||||||||
|
A type defining the parameters to get a new quote when a settlement rate option is disrupted.
|
||||||||||||||
|
The unit of measure used to specify the digital barrier in terms of a price per unit of commodity.
|
||||||||||||||
|
The price paid for the instrument.
|
||||||||||||||
pricingDates (defined in CommodityAsian.model group) |
The dates on which the option will price.
|
|||||||||||||
pricingDates (defined in CommodityBasketUnderlyingBase complexType) |
The dates on which the option will price.
|
|||||||||||||
pricingDates (defined in CommodityPricingDates complexType) |
A list of adjustable dates on which the trade will price.
|
|||||||||||||
pricingDates (defined in FloatingLegCalculation complexType) |
Commodity Pricing Dates.
|
|||||||||||||
|
Describes which dates are valid dates on which to observe a price or index level
|
||||||||||||||
|
Describes which dates are valid dates on which to observe a price or index level.
|
||||||||||||||
|
A reference to the pricing input used to value the asset.
|
||||||||||||||
|
A reference to the pricing input to which the sensitivity is shown, e.g. a reference to a USDLIBOR yield curve.
|
||||||||||||||
|
The type of the pricing input to which the sensitivity is shown, e.g. a yield curve or volatility matrix.
|
||||||||||||||
|
.
|
||||||||||||||
|
Defines the Start of the Pricing period.
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
A classification of the most important risk class of the trade.
|
||||||||||||||
|
A list of actions available to the parties should a Primary Disruption Event occur.
|
||||||||||||||
|
The entity primarily responsible for repaying debt to a creditor as a result of borrowing or issuing bonds.
|
||||||||||||||
|
A pointer style reference to a reference entity defined elsewhere in the document.
|
||||||||||||||
primaryRateSource (defined in CommodityFx complexType) |
The primary source for where the rate observation will occur.
|
|||||||||||||
primaryRateSource (defined in FxSpotRateSource complexType) |
The primary source for where the rate observation will occur.
|
|||||||||||||
primaryRateSource (defined in PrioritizedRateSource.model group) |
|
|||||||||||||
primaryRateSource (in asian in features in fxOption) |
The primary source for where the rate observation will occur.
|
|||||||||||||
|
The value, in instrument currency, of the amount of the instrument that was traded.
|
||||||||||||||
principal (in termDeposit) |
The principal amount of the trade.
|
|||||||||||||
|
The net and/or gross value of the amount traded in native currency.
|
||||||||||||||
|
Principal exchange amount when explictly stated.
|
||||||||||||||
|
The initial, intermediate and final principal exchange amounts.
|
||||||||||||||
|
The principal exchange amount.
|
||||||||||||||
|
Specifies the principal echange amount, either by explicitly defining it, or by point to an amount defined somewhere else in the swap document.
|
||||||||||||||
|
Date on which each of the principal exchanges will take place.
|
||||||||||||||
|
Specifies each of the characteristics of the principal exchange cashflows, in terms of paying/receiving counterparties, amounts and dates.
|
||||||||||||||
|
This is used to document a Fully Funded Return Swap.
|
||||||||||||||
principalExchanges (defined in InterestRateStream complexType) |
The true/false flags indicating whether initial, intermediate or final exchanges of principal should occur.
|
|||||||||||||
|
The true/false flags indicating whether initial, intermediate or final exchanges of principal should occur.
|
||||||||||||||
|
An additional Fixed Payment Event.
|
||||||||||||||
|
The global and share amounts against the associated instrument.
|
||||||||||||||
|
The global and share amount of principal commitment.
|
||||||||||||||
|
The previous loan contract maturity date.
|
||||||||||||||
|
A description of the stage of processing of the service, for example EndofDayProcessingCutoffOccurred, EndOfDayProcessingCompleted.
|
||||||||||||||
|
||||||||||||||
|
An abstract element used as a place holder for the substituting product elements.
|
||||||||||||||
|
Deprecated: The USIs of the components of this trade, when this trade contains a strategy.
|
||||||||||||||
productId (defined in Product.model group) |
A product reference identifier.
|
|||||||||||||
|
||||||||||||||
productType (defined in Product.model group) |
A classification of the type of product.
|
|||||||||||||
productType (in environmental) |
Specifies the type of environmental allowance or credit.
|
|||||||||||||
|
||||||||||||||
|
||||||||||||||
|
Projected amount payable on the next payment date.
|
||||||||||||||
projection (defined in AccruingFeePayment complexType) |
Projected interest payment details.
|
|||||||||||||
projection (defined in InterestCapitalization complexType) |
Projected interest payment details.
|
|||||||||||||
projection (defined in InterestPayment complexType) |
Projected interest payment details.
|
|||||||||||||
|
"Other side's" event (trade or post-trade event) that meets the minimimum matching criteria and is proposed as match to the event that is being asserted.
|
||||||||||||||
|
Groups of facilities which must be traded on a pro-rata basis.
|
||||||||||||||
|
This element contains all the terms relevant to defining the applicable floating rate payer calculation amount, credit events and associated conditions to settlement, and reference obligations.
|
||||||||||||||
|
Reference to the documentation terms applicable to this item.
|
||||||||||||||
|
One or more provisions describiing disruption events and how they will be handled.
|
||||||||||||||
|
For those commodities being traded with reference to a price distributed by a publication, that publication should be specified in the 'publication' element.
|
||||||||||||||
publicationDate (defined in ContractualTermsSupplement complexType) |
Specifies the publication date of the applicable version of the contractual supplement.
|
|||||||||||||
|
Specifies the publication date of the applicable version of the matrix.
|
||||||||||||||
|
Specifies the publication date of the applicable version of the matrix.
|
||||||||||||||
publiclyAvailableInformation (defined in CreditEventNoticeDocument complexType) |
A public information source, e.g. a particular newspaper or electronic news service, that may publish relevant information used in the determination of whether or not a credit event has occurred.
|
|||||||||||||
|
This element corresponds to the Notice of Publicly Available Information Delivered Under Old Transaction and Deemed Delivered Under New Transaction under the EXHIBIT C to 2004 ISDA Novation Definitions.
|
||||||||||||||
publiclyAvailableInformation (in creditEventNotice defined in CreditEvents complexType) |
A specified condition to settlement.
|
|||||||||||||
|
When the public report of this was created or received by this party.
|
||||||||||||||
|
When the public report of this was most recently corrected or corrections were sent or received by this party.
|
||||||||||||||
|
A public information source, e.g. a particular newspaper or electronic news service, that may publish relevant information used in the determination of whether or not a credit event has occurred.
|
||||||||||||||
|
Defines the purpose of a letter of credit.
|
||||||||||||||
|
The currency which: - the option buyer will pay (sell) - the option writer will receive (buy)
|
||||||||||||||
|
The currency amount that the option gives the right to sell.
|
||||||||||||||
|
If Direct Loan Participation is specified as a deliverable obligation characteristic, this specifies any requirements for the Qualifying Participation Seller.
|
||||||||||||||
|
The quality of the gas to be delivered.
|
||||||||||||||
quantity (defined in CommodityNotionalQuantity complexType) |
Amount of commodity per quantity frequency.
|
|||||||||||||
quantity (defined in GenericCommodityAttributes.model group) |
The periodic quantity.
|
|||||||||||||
quantity (defined in UnitQuantity complexType) |
Amount of commodity per quantity frequency.
|
|||||||||||||
quantity (defined in WeatherIndex complexType) |
This is the Reference Level.
|
|||||||||||||
|
A description of how much of the instrument was traded.
|
||||||||||||||
quantityFrequency (defined in CommodityNotionalQuantity complexType) |
The frequency at which the Notional Quantity is deemed to apply for purposes of calculating the Total Notional Quantity.
|
|||||||||||||
quantityFrequency (defined in GenericCommodityAttributes.model group) |
The frequency at which the Notional Quantity is deemed to apply for purposes of calculating the Total Notional Quantity.
|
|||||||||||||
quantityReference (defined in CommodityNotionalQuantity.model group) |
A pointer style reference to a quantity defined on another leg.
|
|||||||||||||
|
A pointer to a specification of quantity defined elsewhere.
|
||||||||||||||
|
A pointer style reference to a quantity defined on another leg.
|
||||||||||||||
|
The quantity per Calculation Period.
| ||||||||||||||