fpml-ird-5-2.xsd
All Elements (241)
additionalPayment (defined in Swap complexType)
additionalPayment (in capFloor)
additionalTerms
adjustableDates (in cashSettlementPaymentDate)
adjustedCashSettlementPaymentDate (in earlyTerminationEvent)
adjustedCashSettlementPaymentDate (in exerciseEvent)
adjustedCashSettlementPaymentDate (in mandatoryEarlyTerminationAdjustedDates)
adjustedCashSettlementValuationDate (in earlyTerminationEvent)
adjustedCashSettlementValuationDate (in exerciseEvent)
adjustedCashSettlementValuationDate (in mandatoryEarlyTerminationAdjustedDates)
adjustedEarlyTerminationDate (in cancellationEvent)
adjustedEarlyTerminationDate (in earlyTerminationEvent)
adjustedEarlyTerminationDate (in mandatoryEarlyTerminationAdjustedDates)
adjustedEffectiveDate
adjustedEndDate
adjustedExerciseDate (in cancellationEvent)
adjustedExerciseDate (in earlyTerminationEvent)
adjustedExerciseDate (in exerciseEvent)
adjustedExerciseDate (in extensionEvent)
adjustedExerciseFeePaymentDate (in earlyTerminationEvent)
adjustedExerciseFeePaymentDate (in exerciseEvent)
adjustedExtendedTerminationDate
adjustedFxSpotFixingDate
adjustedPaymentDate (in paymentCalculationPeriod)
adjustedPrincipalExchangeDate
adjustedRelevantSwapEffectiveDate
adjustedStartDate
adjustedTerminationDate
bondReference
bulletPayment
businessDateRange
businessDayConvention (in finalCalculationPeriodDateAdjustment)
businessDayConvention (in fxFixingDate)
calculatedRate
calculation (in calculationPeriodAmount)
calculationAgent (defined in MandatoryEarlyTermination complexType)
calculationAgent (defined in OptionalEarlyTermination complexType)
calculationAgent (in swaption)
calculationAgentDetermination
calculationPeriod
calculationPeriodAmount
calculationPeriodDates
calculationPeriodDatesAdjustments (in calculationPeriodDates)
calculationPeriodDatesReference (in dateRelativeToCalculationPeriodDates)
calculationPeriodDatesReference (in notionalStepParameters)
calculationPeriodDatesReference (in paymentDates defined in InterestRateStream complexType)
calculationPeriodDatesReference (in resetDates)
calculationPeriodDatesReference (in stubCalculationPeriodAmount)
calculationPeriodFrequency (in calculationPeriodDates)
calculationPeriodNumberOfDays (in calculationPeriod)
calculationPeriodNumberOfDays (in fra)
cancelableProvision
cancelableProvisionAdjustedDates
cancellationEvent
capFloor
capFloorStream
capRate
cashflows
cashflowsMatchParameters
cashPriceAlternateMethod
cashPriceMethod
cashSettlement (defined in MandatoryEarlyTermination complexType)
cashSettlement (defined in OptionalEarlyTermination complexType)
cashSettlement (in swaption)
cashSettlementCurrency (defined in CashPriceMethod complexType)
cashSettlementCurrency (in crossCurrencyMethod)
cashSettlementPaymentDate
cashSettlementReferenceBanks (defined in CashPriceMethod complexType)
cashSettlementReferenceBanks (in crossCurrencyMethod)
cashSettlementValuationDate
cashSettlementValuationTime
clearedPhysicalSettlement
collateralizedCashPriceMethod
compoundingMethod (in calculation in calculationPeriodAmount)
conditionPrecedentBond
constantNotionalScheduleReference
crossCurrencyMethod
dateRelativeToCalculationPeriodDates
dateRelativeToPaymentDates
dayCountFraction (in calculation in calculationPeriodAmount)
dayCountFraction (in fra)
dayCountYearFraction
discountFactor (in paymentCalculationPeriod)
discountFactor (in principalExchange)
discounting
discountingType
discountRate
discountRateDayCountFraction
discrepancyClause
earliestExerciseDateTenor
earlyTerminationEvent
earlyTerminationProvision (defined in Swap complexType)
earlyTerminationProvision (in capFloor)
effectiveDate (in calculationPeriodDates)
exerciseEvent
exerciseFrequency
exerciseNotice (defined in OptionalEarlyTermination complexType)
exerciseNotice (in cancelableProvision)
exerciseNotice (in extendibleProvision)
exerciseProcedure (in swaption)
extendibleProvision
extendibleProvisionAdjustedDates
extensionEvent
fallbackBondApplicable
fallbackReferencePrice (in priceSourceDisruption)
fallbackSettlementRateOption
fallbackSurveyValuationPostponenment
finalCalculationPeriodDateAdjustment
finalStub (in stubCalculationPeriodAmount)
finalStub (in stubCalculationPeriodAmount)
firstCompoundingPeriodEndDate
firstNotionalStepDate
firstPaymentDate (in paymentDates defined in InterestRateStream complexType)
firstPeriodStartDate (in calculationPeriodDates)
firstRegularPeriodStartDate
fixedPaymentAmount
fixedRate (in calculationPeriod)
fixedRate (in fra)
fixedRateSchedule
fixingDateOffset
fixingDates (in resetDates)
floatingRateCalculation
floatingRateDefinition
floatingRateIndex (in fra)
floatingRateMultiplier
floorRate
followUpConfirmation (defined in OptionalEarlyTermination complexType)
followUpConfirmation (in cancelableProvision)
followUpConfirmation (in extendibleProvision)
forecastAmount
forecastPaymentAmount
forecastRate (in calculationPeriod)
formula (defined in InterestRateStream complexType)
fra
fraDiscounting
futureValueNotional
fxFixingDate
fxFixingSchedule
fxLinkedNotionalAmount
fxLinkedNotionalSchedule
fxSpotRateSource (in fxLinkedNotionalSchedule)
indexSource
indexTenor (in fra)
inflationLag
inflationRateCalculation
initialFee
initialFixingDate (in resetDates)
initialIndexLevel
initialStub (in stubCalculationPeriodAmount)
initialValue (in fxLinkedNotionalSchedule)
interpolationMethod (in inflationRateCalculation)
knownAmountSchedule
lastNotionalStepDate
lastRegularPaymentDate (in paymentDates defined in InterestRateStream complexType)
lastRegularPeriodEndDate
mainPublication
mandatoryEarlyTermination (defined in MandatoryEarlyTermination.model group)
mandatoryEarlyTermination (defined in MandatoryEarlyTermination.model group)
mandatoryEarlyTerminationAdjustedDates
mandatoryEarlyTerminationDate
mandatoryEarlyTerminationDateTenor
maximumDaysOfPostponement
nonDeliverableSettlement (in settlementProvision)
notional (in fra)
notionalAmount (in calculationPeriod)
notionalAmount (in fxLinkedNotionalAmount)
notionalSchedule
notionalStepAmount
notionalStepParameters
notionalStepRate
notionalStepSchedule
observedFxSpotRate
optionalEarlyTermination (defined in OptionalEarlyTermination.model group)
optionalEarlyTermination (defined in OptionalEarlyTermination.model group)
optionalEarlyTerminationAdjustedDates
optionalEarlyTerminationParameters
parYieldCurveAdjustedMethod
parYieldCurveUnadjustedMethod
payment (in bulletPayment)
paymentCalculationPeriod
paymentDate (in fra)
paymentDates (defined in InterestRateStream complexType)
paymentDatesAdjustments
paymentDatesReference
paymentDaysOffset (in paymentDates defined in InterestRateStream complexType)
paymentFrequency (in paymentDates defined in InterestRateStream complexType)
payRelativeTo (in paymentDates defined in InterestRateStream complexType)
physicalSettlement (in swaption)
premium (in capFloor)
premium (in swaption)
presentValueAmount (in paymentCalculationPeriod)
presentValuePrincipalExchangeAmount
priceSourceDisruption
principalExchange
principalExchangeAmount (in principalExchange)
principalExchanges (defined in InterestRateStream complexType)
quotationRateType (defined in CashPriceMethod complexType)
quotationRateType (defined in YieldCurveMethod complexType)
quotationRateType (in crossCurrencyMethod)
rateCalculation
rateCutOffDaysOffset
rateObservation (in floatingRateDefinition)
referenceCurrency (in nonDeliverableSettlement in settlementProvision)
relativeDate (in cashSettlementPaymentDate)
relativeEffectiveDate
relativeTerminationDate
relevantUnderlyingDateReference
resetDate (in fxLinkedNotionalAmount)
resetDates
resetDatesAdjustments
resetDatesReference
resetFrequency (in resetDates)
resetRelativeTo (in resetDates)
settlementCurrency (in settlementProvision)
settlementProvision
settlementRateOption
settlementRateSource
singlePartyOption
spread (in floatingRateDefinition)
stepFrequency
stepRelativeTo
stubCalculationPeriodAmount
stubPeriodType
swap
swap (in swaption)
swapStream
swapStreamReference
swaption
swaptionAdjustedDates
swaptionStraddle
terminationDate (in calculationPeriodDates)
unadjustedEndDate (in calculationPeriod)
unadjustedPaymentDate
unadjustedPrincipalExchangeDate
unadjustedStartDate (in calculationPeriod)
valuationDatesReference
valuationPostponement
varyingNotionalCurrency
varyingNotionalFixingDates
varyingNotionalInterimExchangePaymentDates
zeroCouponYieldAdjustedMethod
Complex Types (63)
BondReference
BulletPayment
Calculation
CalculationPeriod
CalculationPeriodAmount
CalculationPeriodDates
CalculationPeriodDatesReference
CancelableProvision
CancelableProvisionAdjustedDates
CancellationEvent
CapFloor
Cashflows
CashPriceMethod
CashSettlement
CashSettlementPaymentDate
CrossCurrencyMethod
DateRelativeToCalculationPeriodDates
DateRelativeToPaymentDates
Discounting
EarlyTerminationEvent
EarlyTerminationProvision
ExerciseEvent
ExercisePeriod
ExtendibleProvision
ExtendibleProvisionAdjustedDates
ExtensionEvent
FallbackReferencePrice
FinalCalculationPeriodDateAdjustment
FloatingRateDefinition
Fra
FxFixingDate
FxLinkedNotionalAmount
FxLinkedNotionalSchedule
InflationRateCalculation
InterestRateStream
InterestRateStreamReference
MandatoryEarlyTermination
MandatoryEarlyTerminationAdjustedDates
NonDeliverableSettlement
Notional
NotionalStepRule
OptionalEarlyTermination
OptionalEarlyTerminationAdjustedDates
PaymentCalculationPeriod
PaymentDates
PaymentDatesReference
PriceSourceDisruption
PrincipalExchange
RelevantUnderlyingDateReference
ResetDates
ResetDatesReference
SettlementProvision
SettlementRateOption
SinglePartyOption
StubCalculationPeriodAmount
Swap
SwapAdditionalTerms
Swaption
SwaptionAdjustedDates
SwaptionPhysicalSettlement
ValuationDatesReference
ValuationPostponement
YieldCurveMethod
Element Groups (3)
DiscountRate.model
MandatoryEarlyTermination.model
OptionalEarlyTermination.model