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