Copyright 1999 - 2003. All rights reserved.
Financial Products Markup Language is subject to the FpML Public License.
A copy of this license is available at http://www.fpml.org/documents/license
An entity for defining party identifier information.
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A party identifier, e.g. a S.W.I.F.T. bank identifier code (BIC).
The name of the party. A free format string. FpML does not define usage rules for this element
Used by:
DTD Fragment:
<!ENTITY % FpML_Party "partyId , partyName?">
An entity to represent a portfolio name for a particular party.
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A pointer style reference to a party identifier defined elsewhere in the document. The party referenced has allocated the trade identifier.
Name of a portfolio.
Used by:
DTD Fragment:
<!ENTITY % FpML_PartyPortfolioName "partyReference , portfolioName+">
An entity for defining one or more trade reference identifiers allocated to the trade by a party. A link identifier allows the trade to be associated with other related trades, e.g. trades forming part of a larger structured transaction. It is expected that for external communication of a trade there will be only one tradeId sent in the document per party.
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A pointer style reference to a party identifier defined elsewhere in the document. The party referenced has allocated the trade identifier.
A trade reference identifier allocated by a party. FpML does not define the domain values associated with this element. Note that the domain values for this element are not strictly an enumerated list.
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. FpML does not define the domain values associated with this element. Note that the domain values for this element are not strictly an enumerated list.
Used by:
DTD Fragment:
<!ENTITY % FpML_PartyTradeIdentifier "partyReference , tradeId+ , linkId*">
An entity to represent an arbitrary grouping of trade references.
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Name of a portfolio together with the party that gave the name.
A trade reference identifier allocated by a party. FpML does not define the domain values associated with this element. Note that the domain values for this element are not strictly an enumerated list.
An arbitrary grouping of trade references.
Used by:
DTD Fragment:
<!ENTITY % FpML_Portfolio "partyPortfolioName? , tradeId* , portfolio*">
An entity listing the available products within FpML.
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A product to represent one or more known payments.
A cap, floor or cap floor structures product definition.
A forward rate agreement product definition.
A swap product definition.
A swaption product definition.
A single-legged FX transaction definition (e.g., spot or forward).
An FX deal consisting of two single FX legs.
Defines a simple FX OTC option.
A barrier option definition. Accommodates one or many barriers, with or without a payout.
Defines different types of digital and binary options.
An average rate option definition.
An equity option product definition.
A trade containing multiple products. It is envisaged that this will be used to represent structured products.
Used by:
DTD Fragment:
<!ENTITY % FpML_ProductSelection "(bulletPayment | capFloor | fra | swap | swaption | fxSingleLeg | fxSwap | fxSimpleOption | fxBarrierOption | fxDigitalOption | fxAverageRateOption | equityOption | strategy)">
An entity to represent the contents of the FpML root element. This includes trades, portfolios and parties.
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The FpML trade definition.
An arbitrary grouping of trade references.
The parties obligated to make payments from time to time during the term of a trade. This will include, at a minimum, the principal parties involved in any trades. Other parties paying or receiving fees, commissions etc. must also be specified if referenced in other party payments.
Used by:
DTD Fragment:
<!ENTITY % FpML_Root "trade* , portfolio* , party*">
An entity to define a group of products making up a single trade.
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The base entity which all FpML products extend.
TBA
An entity listing the available products within FpML.
Used by:
DTD Fragment:
<!ENTITY % FpML_Strategy "%FpML_Product; , premiumProductReference? , (%FpML_ProductSelection;)+">
An entity for defining an FpML trade.
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The information on the trade which is not product specific, e.g. trade date.
An entity listing the available products within FpML.
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.
The ISDA Calculation Agent responsible for performing duties associated with an optional early termination.
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.
TBA
Used by:
DTD Fragment:
<!ENTITY % FpML_Trade "tradeHeader , %FpML_ProductSelection; , otherPartyPayment* , calculationAgent? , documentation? , governingLaw?">
An entity for defining trade related information which is not product specific.
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The trade reference identifier(s) allocated to the trade by the parties involved.
The trade date.
A pointer style reference to a party identifier defined elsewhere in the document. The party referenced is the ISDA Calculation Agent for the trade. If more than one party is referenced then the parties are assumed to be co-calculation agents, i.e. they have joint responsibility.
Used by:
DTD Fragment:
<!ENTITY % FpML_TradeHeader "partyTradeIdentifier+ , tradeDate , calculationAgentPartyReference*">