fpml-cd-5-2.xsd
All Elements (182)
acceleratedOrMatured
accruedInterest (defined in DeliverableObligations complexType)
accruedInterest (in cashSettlementTerms)
additionalFixedPayments
additionalTerm
adjustablePaymentDate (in initialPayment)
adjustablePaymentDate (in singlePayment)
adjustedPaymentDate (in adjustedPaymentDates)
adjustedPaymentDate (in initialPayment)
adjustedPaymentDate (in singlePayment)
adjustedPaymentDates
allGuarantees
applicable (defined in NotDomesticCurrency complexType)
applicable (defined in PCDeliverableObligationCharac complexType)
applicable (defined in SpecifiedCurrency complexType)
assignableLoan
attachmentPoint
basketReferenceInformation
businessDays (defined in SingleValuationDate complexType)
businessDays (in physicalSettlementPeriod)
businessDaysNotSpecified
businessDaysThereafter
calculationAmount (defined in ProtectionTerms complexType)
calculationAmount (in fixedAmountCalculation)
cashSettlementAmount
cashSettlementBusinessDays
cashSettlementOnly
cashSettlementTerms
category (defined in DeliverableObligations complexType)
category (defined in Obligations complexType)
compounding (in interestShortfall)
consentRequiredLoan
constituentWeight (in referencePoolItem)
continuity
creditDefaultSwap
creditDefaultSwap (in creditDefaultSwapOption)
creditDefaultSwapOption
creditEvents (defined in ProtectionTerms complexType)
currency (defined in NotDomesticCurrency complexType)
currency (defined in SpecifiedCurrency complexType)
dateAdjustments (defined in GeneralTerms complexType)
dayCountFraction (in fixedAmountCalculation)
dealer
deliverableObligations (in physicalSettlementTerms)
deliveryOfCommitments
designatedPriority
directLoanParticipation
effectiveDate (defined in GeneralTerms complexType)
entityType
escrow
excluded (defined in DeliverableObligations complexType)
excluded (defined in Obligations complexType)
excludedReferenceEntity
exhaustionPoint
failureToPayPrincipal (in floatingAmountEvents)
feeLeg (defined in CreditDefaultSwap complexType)
feeLeg (defined in LimitedCreditDefaultSwap complexType)
firstPaymentDate (in periodicPayment)
firstPeriodStartDate (in periodicPayment)
fixedAmount (in periodicPayment)
fixedAmount (in singlePayment)
fixedAmountCalculation
fixedRate (in fixedAmountCalculation)
fixedSettlement
floatingAmountEvents
floatingAmountProvisions
fullFaithAndCreditObLiability (defined in DeliverableObligations complexType)
fullFaithAndCreditObLiability (defined in Obligations complexType)
generalFundObligationLiability (defined in DeliverableObligations complexType)
generalFundObligationLiability (defined in Obligations complexType)
generalTerms (defined in CreditDefaultSwap complexType)
generalTerms (defined in LimitedCreditDefaultSwap complexType)
guarantor
guarantorReference
impliedWritedown (in floatingAmountEvents)
incurredRecoveryApplicable
indexAnnexDate
indexAnnexSource
indexAnnexVersion
indexId (in indexReferenceInformation)
indexId (in indexReferenceInformation)
indexName
indexReferenceInformation
indexSeries
indirectLoanParticipation
initialPayment
initialPoints
interestShortfall
interestShortfallCap
interestShortfallReimbursement
lastRegularPaymentDate (in periodicPayment)
listed (defined in DeliverableObligations complexType)
listed (defined in Obligations complexType)
marketFixedRate
matrixSource
maximumBusinessDays
maximumMaturity
minimumQuotationAmount
modifiedEquityDelivery
mthToDefault
multipleValuationDates
noReferenceObligation (in referenceInformation)
noReferenceObligation (in referencePair)
notBearer
notContingent (defined in DeliverableObligations complexType)
notContingent (defined in Obligations complexType)
notDomesticCurrency (defined in DeliverableObligations complexType)
notDomesticCurrency (defined in Obligations complexType)
notDomesticIssuance (defined in DeliverableObligations complexType)
notDomesticIssuance (defined in Obligations complexType)
notDomesticLaw (defined in DeliverableObligations complexType)
notDomesticLaw (defined in Obligations complexType)
notSovereignLender (defined in DeliverableObligations complexType)
notSovereignLender (defined in Obligations complexType)
notSubordinated (defined in DeliverableObligations complexType)
notSubordinated (defined in Obligations complexType)
nthToDefault
numberValuationDates
obligations (defined in ProtectionTerms complexType)
othReferenceEntityObligations (defined in DeliverableObligations complexType)
othReferenceEntityObligations (defined in Obligations complexType)
partialCashSettlement
paymentAmount (in adjustedPaymentDates)
paymentAmount (in initialPayment)
paymentDelay
paymentFrequency (in periodicPayment)
periodicPayment
physicalSettlementPeriod
physicalSettlementTerms
price (in strike in creditDefaultSwapOption)
primaryObligor
primaryObligorReference
principalShortfallReimbursement
protectionTerms (defined in CreditDefaultSwap complexType)
protectionTerms (defined in LimitedCreditDefaultSwap complexType)
protectionTermsReference
publicationDate (in settledEntityMatrix)
qualifyingParticipationSeller
quotationAmount
quotationMethod
quotationStyle
rateSource (in interestShortfall)
recoveryFactor
referenceEntity (in referenceInformation)
referenceEntity (in referencePair)
referenceInformation
referenceObligation (in referenceInformation)
referenceObligation (in referencePair)
referencePair
referencePolicy
referencePool
referencePoolItem
referencePrice
revenueObligationLiability (defined in DeliverableObligations complexType)
revenueObligationLiability (defined in Obligations complexType)
rollConvention (in periodicPayment)
scheduledTerminationDate
securedList
settledEntityMatrix
settlementCurrency (defined in SettlementTerms complexType)
settlementTermsReference
singlePayment
singleValuationDate
sixtyBusinessDaySettlementCap
specifiedCurrency (defined in DeliverableObligations complexType)
specifiedCurrency (defined in Obligations complexType)
spread (in strike in creditDefaultSwapOption)
step (in calculationAmount in fixedAmountCalculation)
stepUpProvision
strike (in creditDefaultSwapOption)
strikeReference
substitution
tranche (in basketReferenceInformation)
tranche (in indexReferenceInformation)
transferable
unknownReferenceObligation
valuationDate (in cashSettlementTerms)
valuationMethod
valuationTime (in cashSettlementTerms)
WACCapInterestProvision
writedown (in floatingAmountEvents)
writedownReimbursement
Complex Types (49)
AdditionalFixedPayments
AdditionalTerm
AdjustedPaymentDates
BasketReferenceInformation
CalculationAmount
CashSettlementTerms
CreditDefaultSwap
CreditDefaultSwapOption
CreditOptionStrike
DeliverableObligations
EntityType
FeeLeg
FixedAmountCalculation
FixedRate
FixedRateReference
FloatingAmountEvents
FloatingAmountProvisions
GeneralTerms
IndexAnnexSource
IndexId
IndexName
IndexReferenceInformation
InitialPayment
InterestShortFall
LimitedCreditDefaultSwap
LoanParticipation
MatrixSource
MultipleValuationDates
NotDomesticCurrency
Obligations
PCDeliverableObligationCharac
PeriodicPayment
PhysicalSettlementPeriod
PhysicalSettlementTerms
ProtectionTerms
ProtectionTermsReference
ReferenceInformation
ReferenceObligation
ReferencePair
ReferencePool
ReferencePoolItem
SettledEntityMatrix
SettlementTerms
SettlementTermsReference
SinglePayment
SingleValuationDate
SpecifiedCurrency
Tranche
ValuationDate
Element Groups (1)
FixedRecovery.model