| All Element Summary |
| absoluteTolerance |
Specifies the allowable quantity tolerance as an absolute quantity.
Type: |
|
Content: |
complex, 4 elements |
Defined: |
|
|
| acceleratedOrMatured |
A deliverable obligation characteristic.
Type: |
xsd:boolean |
Content: |
simple |
Defined: |
|
|
| account |
Optional account information used to precisely define the origination and destination of financial instruments.
Type: |
|
Content: |
complex, 1 attribute, 5 elements |
Defined: |
|
|
| accountBeneficiary |
A reference to the party beneficiary of the account.
Type: |
|
Content: |
empty, 1 attribute |
Defined: |
|
|
| accountId |
An account identifier.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| accountName |
The name by which the account is known.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| accountReference (defined in AccountReferenceOrPartyReference.model group) |
Reference to the subaccount definition in the Party list.
Type: |
|
Content: |
empty, 1 attribute |
Defined: |
|
|
| accountReference (defined in OnBehalfOf complexType) |
Identifies the account(s) related to the party when they can be determined from the party alone, for example in a inter-book trade.
Type: |
|
Content: |
empty, 1 attribute |
Defined: |
|
|
| accountReference (defined in PartyAndAccountReferences.model group) |
Reference to an account.
Type: |
|
Content: |
empty, 1 attribute |
Defined: |
|
|
| accruedInterest (defined in DeliverableObligations complexType) |
Indicates whether accrued interest is included (true) or not (false).
Type: |
xsd:boolean |
Content: |
simple |
Defined: |
|
|
| accruedInterest (defined in PendingPayment complexType) |
Accrued interest on the dividend or coupon payment.
Type: |
|
Content: |
complex, 1 attribute, 2 elements |
Defined: |
|
|
| accruedInterest (in cashSettlementTerms) |
Indicates whether accrued interest is included (true) or not (false).
Type: |
xsd:boolean |
Content: |
simple |
Defined: |
|
|
| accruedInterestPrice |
Specifies the accrued interest that are part of the dirty price in the case of a fixed income security or a convertible bond.
Type: |
xsd:decimal |
Content: |
simple |
Defined: |
|
|
| activityProvider |
A reference to the party responsible for reporting trading activities.
Type: |
|
Content: |
empty, 1 attribute |
Defined: |
|
|
| additionalAcknowledgements |
If true, then additional acknowledgements are applicable.
Type: |
xsd:boolean |
Content: |
simple |
Defined: |
|
|
| 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).
Type: |
|
Content: |
complex, 5 elements |
Defined: |
|
|
| 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).
Type: |
|
Content: |
complex, 5 elements |
Defined: |
|
|
| additionalDisruptionEvents |
ISDA 2002 Equity Additional Disruption Events.
Type: |
|
Content: |
complex, 11 elements |
Defined: |
|
|
| additionalDividends |
If present and true, then additional dividends are applicable.
Type: |
xsd:boolean |
Content: |
simple |
Defined: |
|
|
| additionalEvent |
The additionalEvent element is an extension/substitution point to customize FpML and add additional events.
Type: |
|
Content: |
complex, 1 element |
Abstract: |
(may not be used directly in instance XML documents) |
Defined: |
|
Used: |
|
|
| additionalFixedPayments |
Specifies the events that will give rise to the payment a additional fixed payments.
Type: |
|
Content: |
complex, 3 elements |
Defined: |
|
|
| additionalMarketDisruptionEvent |
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.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| additionalPayment (defined in NettedSwapBase complexType) |
Specifies additional payment(s) between the principal parties to the netted swap.
Type: |
|
Content: |
complex, 1 attribute, 7 elements |
Defined: |
|
|
| additionalPayment (defined in Swap complexType) |
Additional payments between the principal parties.
Type: |
|
Content: |
complex, 2 attributes, 10 elements |
Defined: |
|
|
| additionalPayment (in capFloor) |
Additional payments between the principal parties.
Type: |
|
Content: |
complex, 2 attributes, 10 elements |
Defined: |
|
|
| additionalPayment (in returnSwap) |
Specifies additional payment(s) between the principal parties to the trade.
Type: |
|
Content: |
complex, 1 attribute, 7 elements |
Defined: |
|
|
| additionalPaymentAmount |
Specifies the amount of the fee along with, when applicable, the formula that supports its determination.
Type: |
|
Content: |
complex, 2 elements |
Defined: |
|
|
| additionalPaymentDate |
Specifies the value date of the fee payment/receipt.
Type: |
|
Content: |
complex, 1 attribute, 2 elements |
Defined: |
|
|
| additionalTerm |
This element is used for representing information contained in the Additional Terms field of the 2003 Master Credit Derivatives confirm.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| additionalTerms |
Contains any additional terms to the swap contract.
Type: |
|
Content: |
complex, 1 element |
Defined: |
|
|
| address |
A postal or street address.
Type: |
|
Content: |
complex, 5 elements |
Defined: |
|
|
| 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.
Type: |
|
Content: |
complex, 1 attribute, 3 elements |
Defined: |
|
|
| 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.
Type: |
|
Content: |
complex, 1 attribute, 3 elements |
Defined: |
|
|
| adjustableDate (in startingDate) |
Date from which early termination clause can be exercised.
Type: |
|
Content: |
complex, 1 attribute, 3 elements |
Defined: |
|
|
| 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.
Type: |
|
Content: |
complex, 1 attribute, 3 elements |
Defined: |
|
|
| adjustableDates (defined in AdjustableDatesOrRelativeDateOffset complexType) |
A series of adjustable dates
Type: |
|
Content: |
complex, 1 attribute, 3 elements |
Defined: |
|
|
| 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.
Type: |
|
Content: |
complex, 1 attribute, 3 elements |
Defined: |
|
|
| 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.
Type: |
|
Content: |
complex, 1 attribute, 3 elements |
Defined: |
|
|
| 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.
Type: |
|
Content: |
complex, 1 attribute, 3 elements |
Defined: |
|
|
| adjustableDates (in cashSettlementPaymentDate) |
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.
Type: |
|
Content: |
complex, 1 attribute, 3 elements |
Defined: |
|
|
| adjustablePaymentDate (in initialPayment) |
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.
Type: |
xsd:date |
Content: |
simple |
Defined: |
|
|
| adjustablePaymentDate (in singlePayment) |
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.
Type: |
xsd:date |
Content: |
simple |
Defined: |
|
|
| adjustedCashSettlementPaymentDate (in earlyTerminationEvent) |
The date on which the cash settlement amount is paid.
Type: |
xsd:date |
Content: |
simple |
Defined: |
|
|
| adjustedCashSettlementPaymentDate (in exerciseEvent) |
The date on which the cash settlement amount is paid.
Type: |
xsd:date |
Content: |
simple |
Defined: |
|
|
| adjustedCashSettlementPaymentDate (in mandatoryEarlyTerminationAdjustedDates) |
The date on which the cash settlement amount is paid.
Type: |
xsd:date |
Content: |
simple |
Defined: |
|
|
| adjustedCashSettlementValuationDate (in earlyTerminationEvent) |
The date by which the cash settlement amount must be agreed.
Type: |
xsd:date |
Content: |
simple |
Defined: |
|
|
| adjustedCashSettlementValuationDate (in exerciseEvent) |
The date by which the cash settlement amount must be agreed.
Type: |
xsd:date |
Content: |
simple |
Defined: |
|
|
| adjustedCashSettlementValuationDate (in mandatoryEarlyTerminationAdjustedDates) |
The date by which the cash settlement amount must be agreed.
Type: |
xsd:date |
Content: |
simple |
Defined: |
|
|
| adjustedDate (defined in AdjustableDate.model group) |
The date once the adjustment has been performed.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| adjustedDate (defined in AdjustableDate2 complexType) |
The date once the adjustment has been performed.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| adjustedDate (defined in AdjustableDates complexType) |
The date once the adjustment has been performed.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| adjustedDate (defined in AdjustedAndOrUnadjustedDate.model group) |
Type: |
xsd:date |
Content: |
simple |
Defined: |
|
|
| adjustedDate (defined in AdjustedAndOrUnadjustedDate.model group) |
Type: |
xsd:date |
Content: |
simple |
Defined: |
|
|
| adjustedDate (defined in RelativeDateOffset complexType) |
The date once the adjustment has been performed.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| adjustedDate (in paymentDate defined in Payment complexType) |
The date once the adjustment has been performed.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| adjustedEarlyTerminationDate (in cancellationEvent) |
The early termination date that is applicable if an early termination provision is exercised.
Type: |
xsd:date |
Content: |
simple |
Defined: |
|
|
| adjustedEarlyTerminationDate (in earlyTerminationEvent) |
The early termination date that is applicable if an early termination provision is exercised.
Type: |
xsd:date |
Content: |
simple |
Defined: |
|
|
| adjustedEarlyTerminationDate (in mandatoryEarlyTerminationAdjustedDates) |
The early termination date that is applicable if an early termination provision is exercised.
Type: |
xsd:date |
Content: |
simple |
Defined: |
|
|
| adjustedEffectiveDate |
The start date of the calculation period.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| adjustedEndDate |
The calculation period end date, adjusted according to any relevant business day convention.
Type: |
xsd:date |
Content: |
simple |
Defined: |
|
|
| adjustedExerciseDate (in cancellationEvent) |
The date on which option exercise takes place.
Type: |
xsd:date |
Content: |
simple |
Defined: |
|
|
| adjustedExerciseDate (in earlyTerminationEvent) |
The date on which option exercise takes place.
Type: |
xsd:date |
Content: |
simple |
Defined: |
|
|
| adjustedExerciseDate (in exerciseEvent) |
The date on which option exercise takes place.
Type: |
xsd:date |
Content: |
simple |
Defined: |
|
|
| adjustedExerciseDate (in extensionEvent) |
The date on which option exercise takes place.
Type: |
xsd:date |
Content: |
simple |
Defined: |
|
|
| adjustedExerciseFeePaymentDate (in earlyTerminationEvent) |
The date on which the exercise fee amount is paid.
Type: |
xsd:date |
Content: |
simple |
Defined: |
|
|
| adjustedExerciseFeePaymentDate (in exerciseEvent) |
The date on which the exercise fee amount is paid.
Type: |
xsd:date |
Content: |
simple |
Defined: |
|
|
| adjustedExtendedTerminationDate |
The termination date if an extendible provision is exercised.
Type: |
xsd:date |
Content: |
simple |
Defined: |
|
|
| adjustedFixingDate |
The adjusted fixing date, i.e. the actual date the rate is observed.
Type: |
xsd:date |
Content: |
simple |
Defined: |
|
|
| adjustedFxSpotFixingDate |
The date on which the fx spot rate is observed.
Type: |
xsd:date |
Content: |
simple |
Defined: |
|
|
| adjustedPaymentDate (in adjustedPaymentDates) |
The adjusted payment date.
Type: |
xsd:date |
Content: |
simple |
Defined: |
|
|
| adjustedPaymentDate (in initialPayment) |
The adjusted payment date.
Type: |
xsd:date |
Content: |
simple |
Defined: |
|
|
| adjustedPaymentDate (in paymentCalculationPeriod) |
The adjusted payment date.
Type: |
xsd:date |
Content: |
simple |
Defined: |
|
|
| adjustedPaymentDate (in singlePayment) |
The adjusted payment date.
Type: |
xsd:date |
Content: |
simple |
Defined: |
|
|
| adjustedPaymentDates |
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.
Type: |
|
Content: |
complex, 2 elements |
Defined: |
|
|
| adjustedPrincipalExchangeDate |
The principal exchange date.
Type: |
xsd:date |
Content: |
simple |
Defined: |
|
|
| adjustedRelevantSwapEffectiveDate |
The effective date of the underlying swap associated with a given exercise date.
Type: |
xsd:date |
Content: |
simple |
Defined: |
|
|
| adjustedStartDate |
The calculation period start date, adjusted according to any relevant business day convention.
Type: |
xsd:date |
Content: |
simple |
Defined: |
|
|
| adjustedTerminationDate |
The end date of the calculation period.
Type: |
xsd:date |
Content: |
simple |
Defined: |
|
|
| adjustment |
An adjustment factor, such as for vol smile/skew.
Type: |
|
Content: |
complex, 3 elements |
Defined: |
|
|
| adjustmentValue |
The value of the dependent variable, the actual adjustment amount.
Type: |
xsd:decimal |
Content: |
simple |
Defined: |
|
|
| advisory |
A human-readable message providing information about the service..
Type: |
|
Content: |
complex, 4 elements |
Defined: |
|
|
| affectedTransactions |
Trades affected by this event.
Type: |
|
Content: |
complex, 2 elements |
Defined: |
|
|
| agreement |
An agrement that references the related party.
Type: |
|
Content: |
complex, 5 elements |
Defined: |
|
|
| agreementDate |
The date on which the change was agreed.
Type: |
xsd:date |
Content: |
simple |
Defined: |
|
|
| agreementsRegardingHedging |
If true, then agreements regarding hedging are applicable.
Type: |
xsd:boolean |
Content: |
simple |
Defined: |
|
|
| algorithm |
Type: |
xsd:string |
Content: |
simple |
Defined: |
|
|
| allDividends |
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.
Type: |
xsd:boolean |
Content: |
simple |
Defined: |
|
|
| allegedEvent |
Event (trade post-trade event) asserted by the "other side's" party.
Type: |
|
Content: |
complex, 12 elements |
Defined: |
|
|
| allGuarantees |
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.
Type: |
xsd:boolean |
Content: |
simple |
Defined: |
|
|
| allocatedFraction |
The fractional allocation (0.45 = 45%) of the notional and "block" fees to this particular client subaccount.
Type: |
xsd:decimal |
Content: |
simple |
Defined: |
|
|
| allocatedNotional |
The notional allocation (amount and currency) to this particular client account.
Type: |
|
Content: |
complex, 1 attribute, 2 elements |
Defined: |
|
|
| allocation |
Type: |
|
Content: |
complex, 10 elements |
Defined: |
|
|
| allocationAcknowledgement |
Type: |
|
Content: |
complex, 3 attributes, 10 elements |
Defined: |
|
Used: |
never |
|
| allocationApproved |
Type: |
|
Content: |
complex, 3 attributes, 10 elements |
Defined: |
|
Used: |
never |
|
| allocationException |
Type: |
|
Content: |
complex, 3 attributes, 7 elements |
Defined: |
|
Used: |
never |
|
| allocationRefused |
Type: |
|
Content: |
complex, 3 attributes, 11 elements |
Defined: |
|
Used: |
never |
|
| 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.
Type: |
|
Content: |
complex, 1 element |
Defined: |
|
|
| allocations (in allocationApproved) |
Type: |
|
Content: |
complex, 1 element |
Defined: |
|
|
| allocations (in allocationRefused) |
Type: |
|
Content: |
complex, 1 element |
Defined: |
|
|
| allocations (in requestAllocation) |
Type: |
|
Content: |
complex, 1 element |
Defined: |
|
|
| allocations (in requestAllocationRetracted) |
Type: |
|
Content: |
complex, 1 element |
Defined: |
|
|
| allocationsCompleted |
When allocations for this trade were completely processed.
Type: |
xsd:dateTime |
Content: |
simple |
Defined: |
|
|
| allocationsSubmitted |
When allocations for this trade were submitted or received by this party.
Type: |
xsd:dateTime |
Content: |
simple |
Defined: |
|
|
| allocationStatus |
Specifies whether the trade is anticipated to be allocated, has been allocated, or will not be allocated.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| allocationsUpdated |
When allocations for this trade were most recently corrected.
Type: |
xsd:dateTime |
Content: |
simple |
Defined: |
|
|
| allocationTradeId (defined in PartyTradeIdentifier complexType) |
The trade id of the allocated trade.
Type: |
|
Content: |
complex, 1 attribute, 6 elements |
Defined: |
|
|
| allocationTradeId (in allocation) |
Unique ID for the allocation.
Type: |
|
Content: |
complex, 1 attribute, 6 elements |
Defined: |
|
|
| amendment |
Type: |
|
Content: |
complex, 6 elements |
Defined: |
|
|
| amendmentDate |
A date on which the agreement was amended.
Type: |
xsd:date |
Content: |
simple |
Defined: |
|
|
| amendmentEffectiveDate |
The date on which the Amendment becomes effective
Type: |
xsd:date |
Content: |
simple |
Defined: |
|
|
| amendmentTradeDate |
The date on which the the parties enter into the Amendment transaction
Type: |
xsd:date |
Content: |
simple |
Defined: |
|
|
| americanExercise |
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.
Type: |
|
Content: |
complex, 1 attribute, 8 elements |
Subst.Gr: |
|
Defined: |
|
Used: |
never |
|
| americanExercise (defined in CommodityPhysicalExercise complexType) |
The parameters for defining the expiration date(s) and time(s) for an American style option.
Type: |
|
Content: |
complex, 1 attribute, 6 elements |
Defined: |
|
|
| americanExercise (in exercise in commodityOption) |
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.
Type: |
|
Content: |
complex, 1 attribute, 7 elements |
Defined: |
|
|
| americanExercise (in fxDigitalOption) |
The parameters for defining the exercise period for an American style option.
Type: |
|
Content: |
complex, 1 attribute, 5 elements |
Defined: |
|
|
| americanExercise (in fxOption) |
The parameters for defining the exercise period for an American style option.
Type: |
|
Content: |
complex, 1 attribute, 6 elements |
Defined: |
|
|
| amount (defined in ActualPrice complexType) |
Specifies the net price amount.
Type: |
xsd:decimal |
Content: |
simple |
Defined: |
|
|
| amount (defined in CashflowNotional complexType) |
The quantity of notional (in currency or other units).
Type: |
xsd:decimal |
Content: |
simple |
Defined: |
|
|
| amount (defined in Money complexType) |
The monetary quantity in currency units.
Type: |
xsd:decimal |
Content: |
simple |
Defined: |
|
|
| amount (defined in NonNegativeMoney complexType) |
The non negative monetary quantity in currency units.
Type: |
|
Content: |
simple |
Defined: |
|
|
| amount (defined in PendingPayment complexType) |
The amount of the dividend or coupon payment.
Type: |
|
Content: |
complex, 1 attribute, 2 elements |
Defined: |
|
|
| amount (defined in PositiveMoney complexType) |
The positive monetary quantity in currency units.
Type: |
|
Content: |
simple |
Defined: |
|
|
| amount (defined in VarianceLeg complexType) |
Specifies, in relation to each Equity Payment Date, the amount to which the Equity Payment Date relates.
Type: |
|
Content: |
complex, 6 elements |
Defined: |
|
|
| amount (in correlationLeg) |
Specifies, in relation to each Equity Payment Date, the Equity Amount to which the Equity Payment Date relates.
Type: |
|
Content: |
complex, 6 elements |
Defined: |
|
|
| amount (in featurePayment) |
The monetary quantity in currency units.
Type: |
|
Content: |
simple |
Defined: |
|
|
| amount (in returnLeg) |
Specifies, in relation to each Payment Date, the amount to which the Payment Date relates.
Type: |
|
Content: |
complex, 11 elements |
Defined: |
|
|
| 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.
Type: |
|
Content: |
empty, 1 attribute |
Defined: |
|
|
| amountRelativeTo (in fxConversion) |
Type: |
|
Content: |
empty, 1 attribute |
Defined: |
|
|
| amountRelativeTo (in principalExchangeAmount in principalExchangeDescriptions) |
Reference to an amount defined elsewhere in the document.
Type: |
|
Content: |
empty, 1 attribute |
Defined: |
|
|
| applicable (defined in NotDomesticCurrency complexType) |
Indicates whether the not domestic currency provision is applicable.
Type: |
xsd:boolean |
Content: |
simple |
Defined: |
|
|
| applicable (defined in PCDeliverableObligationCharac complexType) |
Indicates whether the provision is applicable.
Type: |
xsd:boolean |
Content: |
simple |
Defined: |
|
|
| applicable (defined in SpecifiedCurrency complexType) |
Indicates whether the specified currency provision is applicable.
Type: |
xsd:boolean |
Content: |
simple |
Defined: |
|
|
| applicable (in failureToPay defined in CreditEvents complexType) |
Indicates whether the failure to pay provision is applicable.
Type: |
xsd:boolean |
Content: |
simple |
Defined: |
|
|
| applicable (in gracePeriodExtension) |
Indicates whether the grace period extension provision is applicable.
Type: |
xsd:boolean |
Content: |
simple |
Defined: |
|
|
| applicable (in restructuring defined in CreditEvents complexType) |
Indicates whether the restructuring provision is applicable.
Type: |
xsd:boolean |
Content: |
simple |
Defined: |
|
|
| applicable (in systemFirm) |
Indicates that the trade is for a System Firm product.
Type: |
xsd:boolean |
Content: |
simple |
Defined: |
|
|
| applicable (in transfer) |
Indicates that the oil product will be delivered by title transfer.
Type: |
xsd:boolean |
Content: |
simple |
Defined: |
|
|
| applicable (in unitFirm) |
Indicates that the trade is for a Unit Firm product.
Type: |
xsd:boolean |
Content: |
simple |
Defined: |
|
|
| applicableDay |
Specifies the Applicable Day with respect to a range of Settlement Periods.
Type: |
|
Content: |
simple |
Defined: |
|
|
| approval |
Type: |
|
Content: |
complex, 3 elements |
Defined: |
|
|
| approvals |
A container for approval states in the workflow.
Type: |
|
Content: |
complex, 1 element |
Defined: |
|
|
| approver |
The full name or identifiying ID of the relevant approver.
Type: |
xsd:normalizedString |
Content: |
simple |
Defined: |
|
|
| ash |
The ash content of the coal product.
Type: |
|
Content: |
complex, 3 elements |
Defined: |
|
|
| ashFusionTemperature |
The temperature at which the ash form of the coal product fuses completely in accordance with the ASTM International D1857 Standard Test Methodology.
Type: |
|
Content: |
complex, 3 elements |
Defined: |
|
|
| asian (in feature defined in Feature.model group) |
An option where and average price is taken on valuation.
Type: |
|
Content: |
complex, 4 elements |
Defined: |
|
|
| asian (in feature defined in OptionBaseExtended complexType) |
An option where and average price is taken on valuation.
Type: |
|
Content: |
complex, 4 elements |
Defined: |
|
|
| asian (in features in fxOption) |
Type: |
|
Content: |
complex, 8 elements |
Defined: |
|
|
| ask |
A price "asked" by a seller for an asset, i.e. the price at which a seller is willing to sell.
Type: |
xsd:decimal |
Content: |
simple |
Defined: |
|
|
| assertedEvent |
Event (trade or post-trade event) asserted by one of the parties.
Type: |
|
Content: |
complex, 12 elements |
Defined: |
|
|
| asset |
A reference to the asset whose volatility is modeled.
Type: |
|
Content: |
empty, 1 attribute |
Defined: |
|
|
| assetClass |
A classification of the risk class of the trade.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| assetQuote |
A collection of valuations (quotes) for the assets needed in the set.
Type: |
|
Content: |
complex, 2 attributes, 3 elements |
Defined: |
|
|
| assetReference (defined in ScheduledDate complexType) |
A reference to the leg (or other product component) for which these dates occur.
Type: |
|
Content: |
empty, 1 attribute |
Defined: |
|
|
| assetReference (in benchmarkPricingMethod) |
The asset whose price is required.
Type: |
|
Content: |
empty, 1 attribute |
Defined: |
|
|
| assetReference (in forwardCurve) |
A reference to the rate index whose forwards are modeled.
Type: |
|
Content: |
empty, 1 attribute |
Defined: |
|
|
| assetValuation |
Valuations reported in this valuation set.
Type: |
|
Content: |
complex, 2 attributes, 4 elements |
Defined: |
|
|
| assignableLoan |
A deliverable obligation characteristic.
Type: |
|
Content: |
complex, 2 elements |
Defined: |
|
|
| associatedValue |
The value that is associated with the scheduled date.
Type: |
|
Content: |
complex, 2 attributes, 4 elements |
Defined: |
|
|
| associatedValueReference |
A reference to the value associated with this scheduled date.
Type: |
|
Content: |
empty, 1 attribute |
Defined: |
|
|
| attachment |
A human readable document related to this transaction, for example a confirmation.
Type: |
|
Content: |
complex, 12 elements |
Defined: |
|
|
| attachmentPoint |
Lower bound percentage of the loss that the Tranche can endure, expressed as a decimal.
Type: |
xsd:decimal |
Content: |
simple |
Defined: |
|
|
| attachmentReference |
Provides a place to put a reference to an attachment on an HTTP message, such as is used by SOAP with Attachments and ebXML.
Type: |
|
Content: |
empty, 1 attribute |
Defined: |
|
|
| automaticExercise (defined in CommodityPhysicalExercise complexType) |
Specifies whether or not Automatic Exercise applies to a Commodity Option Transaction.
Type: |
xsd:boolean |
Content: |
simple |
Defined: |
|
|
| 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.
Type: |
xsd:boolean |
Content: |
simple |
Defined: |
|
|
| 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.
Type: |
|
Content: |
complex, 1 element |
Defined: |
|
|
| automaticExercise (in exercise in commodityOption) |
Specifies whether or not Automatic Exercise applies to a Commodity Option Transaction.
Type: |
xsd:boolean |
Content: |
simple |
Defined: |
|
|
| automaticExercise (in exerciseProcedure in optionExpiry defined in Events.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.
Type: |
|
Content: |
empty |
Defined: |
|
|
| averaged |
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).
Type: |
xsd:boolean |
Content: |
simple |
Defined: |
|
|
| averageDailyTradingVolume |
The average amount of individual securities traded in a day or over a specified amount of time.
Type: |
|
Content: |
complex, 2 elements |
Defined: |
|
|
| averageRateWeightingFactor |
An optional factor that can be used for weighting certain observation dates.
Type: |
xsd:decimal |
Content: |
simple |
Defined: |
|
|
| averagingDates |
Averaging Dates used in the swap.
Type: |
|
Content: |
complex, 4 elements |
Defined: |
|
|
| averagingDateTimes |
An unweighted list of averaging observation date and times.
Type: |
|
Content: |
complex, 1 element |
Defined: |
|
|
| averagingInOut |
Type: |
|
Content: |
simple |
Defined: |
|
|
| averagingMethod (defined in CommodityFx complexType) |
The parties may specify a Method of Averaging when averaging of the FX rate is applicable.
Type: |
|
Content: |
simple |
Defined: |
|
|
| 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.
Type: |
|
Content: |
simple |
Defined: |
|
|
| averagingMethod (in calculation in floatingLeg) |
The parties may specify a Method of Averaging where more than one pricing Dates is being specified as being applicable.
Type: |
|
Content: |
simple |
Defined: |
|
|
| averagingMethod (in commodityOption) |
The Method of Averaging if there is more than one Pricing Date.
Type: |
|
Content: |
simple |
Defined: |
|
|
| averagingObservation |
A single weighted averaging observation.
Type: |
|
Content: |
complex, 3 elements |
Defined: |
|
|
| averagingObservations |
A weighted list of averaging observation date and times.
Type: |
|
Content: |
complex, 1 element |
Defined: |
|
|
| averagingPeriodFrequency |
The frequency at which averaging period occurs with the regular part of the valuation schedule and their roll date convention.
Type: |
|
Content: |
complex, 1 attribute, 3 elements |
Defined: |
|
|
| averagingPeriodIn |
The averaging in period.
Type: |
|
Content: |
complex, 4 elements |
Defined: |
|
|
| averagingPeriodOut |
The averaging out period.
Type: |
|
Content: |
complex, 4 elements |
Defined: |
|
|
| balanceOfFirstPeriod |
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.
Type: |
xsd:boolean |
Content: |
simple |
Defined: |
|
|
| bankruptcy |
Type: |
|
Content: |
empty |
Subst.Gr: |
|
Defined: |
|
Used: |
never |
|
| bankruptcy (defined in CreditEvents complexType) |
A credit event.
Type: |
xsd:boolean |
Content: |
simple |
Defined: |
|
|
| barrier (in feature defined in Feature.model group) |
An option with a barrier feature.
Type: |
|
Content: |
complex, 2 elements |
Defined: |
|
|
| barrier (in feature defined in OptionBaseExtended complexType) |
An option with a barrier feature.
Type: |
|
Content: |
complex, 2 elements |
Defined: |
|
|
| barrier (in features in fxOption) |
Type: |
|
Content: |
complex, 6 elements |
Defined: |
|
|
| barrier (in features in fxOption) |
Type: |
|
Content: |
complex, 6 elements |
Defined: |
|
|
| barrierCap |
A trigger level approached from beneath.
Type: |
|
Content: |
complex, 4 elements |
Defined: |
|
|
| barrierFloor |
A trigger level approached from above.
Type: |
|
Content: |
complex, 4 elements |
Defined: |
|
|
| barrierType |
This specifies whether the option becomes effective ("knock-in") or is annulled ("knock-out") when the respective trigger event occurs.
Type: |
|
Content: |
simple |
Defined: |
|
|
| base64Binary (defined in AdditionalData complexType) |
Provides extra information as binary contents coded in base64.
Type: |
xsd:base64Binary |
Content: |
simple |
Defined: |
|
|
| base64Binary (defined in ExternalDocument complexType) |
Provides extra information as binary contents coded in base64.
Type: |
xsd:base64Binary |
Content: |
simple |
Defined: |
|
|
| base64Binary (defined in Resource complexType) |
Provides extra information as binary contents coded in base64.
Type: |
xsd:base64Binary |
Content: |
simple |
Defined: |
|
|
| baseAccount |
A reference to the party from whose perspective the position is valued, ie. the owner or holder of the position.
Type: |
|
Content: |
empty, 1 attribute |
Defined: |
|
|
| baseDate |
The base date for which the structure applies, i.e. the curve date.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| baseParty (in reportingRoles) |
A reference to the party from whose perspective the position is valued, ie. the owner or holder of the position.
Type: |
|
Content: |
empty, 1 attribute |
Defined: |
|
|
| baseParty (in valuationSet) |
Reference to the party from whose point of view the assets are valued.
Type: |
|
Content: |
empty, 1 attribute |
Defined: |
|
|
| basePath |
XPath to the element in the base object.
Type: |
xsd:string |
Content: |
simple |
Defined: |
|
|
| baseValuationScenario |
An (optional) reference to a valuation scenario from which this one is derived.
Type: |
|
Content: |
empty, 1 attribute |
Defined: |
|
|
| baseValue |
The value of the element in the base object.
Type: |
xsd:string |
Content: |
simple |
Defined: |
|
|
| baseYieldCurve |
A reference to the yield curve values used as a basis for this credit curve valuation.
Type: |
|
Content: |
empty, 1 attribute |
Defined: |
|
|
| basket |
Defines the underlying asset when it is a basket.
Type: |
|
Content: |
complex, 1 attribute, 7 elements |
Subst.Gr: |
|
Defined: |
|
Used: |
never |
|
| basket (defined in Underlyer complexType) |
Describes the swap's underlyer when it has multiple asset components.
Type: |
|
Content: |
complex, 1 attribute, 7 elements |
Defined: |
|
|
| basketAmount |
DEPRECATED.
Type: |
|
Content: |
complex, 1 attribute, 2 elements |
Defined: |
|
|
| basketConstituent |
Describes each of the components of the basket.
Type: |
|
Content: |
complex, 1 attribute, 7 elements |
Defined: |
|
|
| basketCurrency |
Specifies the currency for this basket.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| basketDivisor |
Specifies the basket divisor amount.
Type: |
xsd:decimal |
Content: |
simple |
Defined: |
|
|
| basketId (defined in BasketIdentifier.model group) |
A CDS basket identifier
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| basketId (defined in BasketIdentifier.model group) |
A CDS basket identifier
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| basketName |
The name of the basket expressed as a free format string.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| basketPercentage |
The relative weight of each respective basket constituent, expressed in percentage.
Type: |
|
Content: |
simple |
Defined: |
|
|
| basketReferenceInformation |
This element contains all the terms relevant to defining the Credit Default Swap Basket.
Type: |
|
Content: |
complex, 7 elements |
Defined: |
|
|
| benchmarkPricingMethod |
The pricing structure used to quote a benchmark instrument.
Type: |
|
Content: |
complex, 2 elements |
Defined: |
|
|
| benchmarkQuotes |
A collection of benchmark instruments and quotes used as inputs to the pricing models.
Type: |
|
Content: |
complex, 2 elements |
Defined: |
|
|
| beneficiary (in settlementInstruction) |
The ultimate beneficiary of the funds.
Type: |
|
Content: |
complex, 4 elements |
Defined: |
|
|
| beneficiary (in splitSettlement) |
The ultimate beneficiary of the funds.
Type: |
|
Content: |
complex, 3 elements |
Defined: |
|
|
| beneficiaryBank (in settlementInstruction) |
The bank that acts for the ultimate beneficiary of the funds in receiving payments.
Type: |
|
Content: |
complex, 4 elements |
Defined: |
|
|
| beneficiaryBank (in splitSettlement) |
The bank that acts for the ultimate beneficiary of the funds in receiving payments.
Type: |
|
Content: |
complex, 3 elements |
Defined: |
|
|
| beneficiaryPartyReference |
Link to the party acting as beneficiary.
Type: |
|
Content: |
empty, 1 attribute |
Defined: |
|
|
| bermudaExercise |
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.
Type: |
|
Content: |
complex, 1 attribute, 7 elements |
Subst.Gr: |
|
Defined: |
|
Used: |
never |
|
| bermudaExerciseDates (in bermudaExercise) |
The dates the define the Bermuda option exercise dates and the expiration date.
Type: |
|
Content: |
complex, 1 attribute, 2 elements |
Defined: |
|
|
| bermudaExerciseDates (in equityBermudaExercise) |
List of Exercise Dates for a Bermuda option.
Type: |
|
Content: |
complex, 1 element |
Defined: |
|
|
| bid |
A price "bid" by a buyer for an asset, i.e. the price a buyer is willing to pay.
Type: |
xsd:decimal |
Content: |
simple |
Defined: |
|
|
| blockTradeId |
The trade id of the block trade.
Type: |
|
Content: |
complex, 1 attribute, 6 elements |
Defined: |
|
|
| blockTradeIdentifier (in allocationApproved) |
Type: |
|
Content: |
complex, 1 attribute, 6 elements |
Defined: |
|
|
| blockTradeIdentifier (in allocationRefused) |
Type: |
|
Content: |
complex, 1 attribute, 6 elements |
Defined: |
|
|
| blockTradeIdentifier (in requestAllocation) |
Type: |
|
Content: |
complex, 1 attribute, 6 elements |
Defined: |
|
|
| blockTradeIdentifier (in requestAllocationRetracted) |
Type: |
|
Content: |
complex, 1 attribute, 6 elements |
Defined: |
|
|
| bond |
Identifies the underlying asset when it is a series or a class of bonds.
Type: |
|
Content: |
complex, 1 attribute, 16 elements |
Subst.Gr: |
|
Defined: |
|
Used: |
|
|
| bondOption |
A component describing a Bond Option product.
Type: |
|
Content: |
complex, 1 attribute, 27 elements |
Subst.Gr: |
|
Defined: |
|
Used: |
never |
|
| bondReference |
Reference to a bond underlyer to represent an asset swap or Condition Precedent Bond.
Type: |
|
Content: |
complex, 3 elements |
Defined: |
|
|
| borrower |
Type: |
|
Content: |
complex, 1 attribute, 3 elements |
Defined: |
|
|
| borrowerReference |
Type: |
|
Content: |
empty, 1 attribute |
Defined: |
|
|
| boundedCorrelation |
Bounded Correlation.
Type: |
|
Content: |
complex, 2 elements |
Defined: |
|
|
| boundedVariance |
Conditions which bound variance.
Type: |
|
Content: |
complex, 4 elements |
Defined: |
|
|
| breakFeeElection |
Defines the fee type.
Type: |
|
Content: |
simple |
Defined: |
|
|
| breakFeeRate |
Type: |
|
Content: |
simple |
Defined: |
|
|
| breakFundingRecovery |
A Boolean element used for specifying whether the Break Funding Recovery detailed in the agreement will apply.
Type: |
xsd:boolean |
Content: |
simple |
Defined: |
|
|
| brokerageFee |
Type: |
|
Content: |
complex, 1 attribute, 2 elements |
Defined: |
|
|
| brokerConfirmation |
Specifies the deails for a broker confirm.
Type: |
|
Content: |
complex, 1 element |
Defined: |
|
|
| brokerConfirmationType |
The type of broker confirmation executed between the parties.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| brokerEquityOption |
A component describing a Broker View of an Equity Option.
Type: |
|
Content: |
complex, 1 attribute, 25 elements |
Subst.Gr: |
|
Defined: |
|
Used: |
never |
|
| brokerNotes |
Type: |
xsd:string |
Content: |
simple |
Defined: |
|
|
| brokerPartyReference |
Identifies that party (or parties) that brokered this trade.
Type: |
|
Content: |
empty, 1 attribute |
Defined: |
|
|
| BTUperLB |
The number of British Thermal Units per Pound of the coal product.
Type: |
|
Content: |
complex, 3 elements |
Defined: |
|
|
| btuQualityAdjustment |
The Quality Adjustment formula to be used where the Actual Shipment BTU/Lb value differs from the Standard BTU/Lb value.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| buildDateTime |
The date and time when the pricing input was generated.
Type: |
xsd:dateTime |
Content: |
simple |
Defined: |
|
|
| bulletPayment |
A product to represent a single known payment.
Type: |
|
Content: |
complex, 1 attribute, 7 elements |
Subst.Gr: |
|
Defined: |
|
Used: |
never |
|
| bullionPhysicalLeg |
The physical leg of a Commodity Forward Transaction for which the underlyer is Bullion.
Type: |
|
Content: |
complex, 1 attribute, 10 elements |
Subst.Gr: |
|
Defined: |
|
Used: |
never |
|
| bullionType |
The type of Bullion underlying a Bullion Transaction.
Type: |
|
Content: |
simple |
Defined: |
|
|
| businessCalendar (defined in CommodityBusinessCalendarTime complexType) |
Identifies a commodity business day calendar.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| businessCalendar (defined in CommodityPricingDates complexType) |
Identifies a commodity business day calendar from which the pricing dates will be generated.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| businessCenter (defined in BusinessCenterTime complexType) |
Type: |
|
Content: |
simple, 2 attributes |
Defined: |
|
|
| businessCenter (defined in ExerciseNotice complexType) |
Type: |
|
Content: |
simple, 2 attributes |
Defined: |
|
|
| businessCenter (defined in QuoteLocation.model group) |
A city or other business center.
Type: |
|
Content: |
simple, 2 attributes |
Defined: |
|
|
| businessCenter (in businessCenters) |
Type: |
|
Content: |
simple, 2 attributes |
Defined: |
|
|
| 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.
Type: |
|
Content: |
simple, 2 attributes |
Defined: |
|
|
| businessCenters |
Type: |
|
Content: |
complex, 1 attribute, 1 element |
Defined: |
|
|
| businessCentersReference |
A pointer style reference to a set of financial business centers defined elsewhere in the document.
Type: |
|
Content: |
empty, 1 attribute |
Defined: |
|
|
| businessDateRange |
A range of contiguous business days.
Type: |
|
Content: |
complex, 5 elements |
Defined: |
|
|
| 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.
Type: |
|
Content: |
simple |
Defined: |
|
|
| 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.
Type: |
|
Content: |
simple |
Defined: |
|
|
| 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.
Type: |
|
Content: |
simple |
Defined: |
|
|
| businessDayConvention (in businessDateRange) |
The convention for adjusting a date if it would otherwise fall on a day that is not a business day.
Type: |
|
Content: |
simple |
Defined: |
|
|
| businessDayConvention (in finalCalculationPeriodDateAdjustment) |
Override business date convention.
Type: |
|
Content: |
simple |
Defined: |
|
|
| businessDayConvention (in fxFixingDate) |
The convention for adjusting a date if it would otherwise fall on a day that is not a business day.
Type: |
|
Content: |
simple |
Defined: |
|
|
| businessDays (defined in SingleValuationDate complexType) |
A number of business days.
Type: |
xsd:nonNegativeInteger |
Content: |
simple |
Defined: |
|
|
| businessDays (in physicalSettlementPeriod) |
A number of business days.
Type: |
xsd:nonNegativeInteger |
Content: |
simple |
Defined: |
|
|
| businessDaysNotSpecified |
An explicit indication that a number of business days are not specified and therefore ISDA fallback provisions should apply.
Type: |
xsd:boolean |
Content: |
simple |
Defined: |
|
|
| businessDaysThereafter |
The number of business days between successive valuation dates when multiple valuation dates are applicable for cash settlement.
Type: |
xsd:positiveInteger |
Content: |
simple |
Defined: |
|
|
| businessProcess |
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| businessUnit |
Optional organization unit information used to describe the organization units (e.g. trading desks) involved in a transaction or business process .
Type: |
|
Content: |
complex, 1 attribute, 4 elements |
Defined: |
|
|
| businessUnitId |
An identifier used to uniquely identify organization unit
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| businessUnitReference (in person) |
The unit for which the indvidual works.
Type: |
|
Content: |
empty, 1 attribute |
Defined: |
|
|
| businessUnitReference (in relatedBusinessUnit) |
The unit that is related to this.
Type: |
|
Content: |
empty, 1 attribute |
Defined: |
|
|
| buyer (defined in Strike complexType) |
The buyer of the option
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| buyer (defined in StrikeSchedule complexType) |
The buyer of the option
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| buyerAccountReference |
A reference to the account that buys this instrument.
Type: |
|
Content: |
empty, 1 attribute |
Defined: |
|
|
| buyerHub |
The hub code of the gas buyer.
Type: |
|
Content: |
complex, 3 elements |
Defined: |
|
|
| 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.
Type: |
|
Content: |
empty, 1 attribute |
Defined: |
|
|
| buyerPartyReference (in notifyingParty) |
Type: |
|
Content: |
empty, 1 attribute |
Defined: |
|
|
| calculatedRate |
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.
Type: |
xsd:decimal |
Content: |
simple |
Defined: |
|
|
| calculation (in calculationPeriodAmount) |
The parameters used in the calculation of fixed or floaring rate calculation period amounts.
Type: |
|
Content: |
complex, 8 elements |
Defined: |
|
|
| calculation (in floatingLeg) |
Defines details relevant to the calculation of the floating price.
Type: |
|
Content: |
complex, 8 elements |
Defined: |
|
|
| calculationAgent (defined in CalculationAgent.model group) |
The ISDA calculation agent responsible for performing duties as defined in the applicable product definitions.
Type: |
|
Content: |
complex, 2 elements |
Defined: |
|
|
| calculationAgent (defined in MandatoryEarlyTermination complexType) |
The ISDA Calculation Agent responsible for performing duties associated with an optional early termination.
Type: |
|
Content: |
complex, 2 elements |
Defined: |
|
|
| calculationAgent (defined in OptionalEarlyTermination complexType) |
The ISDA Calculation Agent responsible for performing duties associated with an optional early termination.
Type: |
|
Content: |
complex, 2 elements |
Defined: |
|
|
| calculationAgent (in swaption) |
The ISDA Calculation Agent responsible for performing duties associated with an optional early termination.
Type: |
|
Content: |
complex, 2 elements |
Defined: |
|
|
| calculationAgentBusinessCenter |
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.
Type: |
|
Content: |
simple, 2 attributes |
Defined: |
|
|
| calculationAgentDetermination |
The calculation agent will decide the rate.
Type: |
|
Content: |
complex, 2 elements |
Defined: |
|
|
| calculationAgentParty |
The ISDA calculation agent responsible for performing duties as defined in the applicable product definitions.
Type: |
|
Content: |
simple |
Defined: |
|
|
| calculationAgentPartyReference |
A pointer style reference to a party identifier defined elsewhere in the document.
Type: |
|
Content: |
empty, 1 attribute |
Defined: |
|
|
| calculationAmount (defined in ProtectionTerms complexType) |
The notional amount of protection coverage.
Type: |
|
Content: |
complex, 1 attribute, 2 elements |
Defined: |
|
|
| calculationAmount (in fixedAmountCalculation) |
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.
Type: |
|
Content: |
complex, 1 attribute, 3 elements |
Defined: |
|
|
| 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.
Type: |
|
Content: |
complex, 1 attribute, 3 elements |
Defined: |
|
|
| 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, typically a physically-settled emissions or metals trade.
Type: |
|
Content: |
complex, 1 attribute, 3 elements |
Defined: |
|
|
| 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.
Type: |
|
Content: |
complex, 1 attribute, 3 elements |
Defined: |
|
|
| calculationEndDate |
Type: |
|
Content: |
complex, 1 attribute, 2 elements |
Defined: |
|
|
| calculationPeriod |
The parameters used in the calculation of a fixed or floating rate calculation period amount.
Type: |
|
Content: |
complex, 1 attribute, 12 elements |
Defined: |
|
|
| calculationPeriodAmount |
The calculation period amount parameters.
Type: |
|
Content: |
complex, 2 elements |
Defined: |
|
|
| calculationPeriodDates |
The calculation periods dates schedule.
Type: |
|
Content: |
complex, 1 attribute, 11 elements |
Defined: |
|
|
| 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.
Type: |
|
Content: |
complex, 1 attribute, 3 elements |
Defined: |
|
|
| calculationPeriodDatesAdjustments (in calculationPeriodDates) |
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.
Type: |
|
Content: |
complex, 1 attribute, 3 elements |
Defined: |
|
|
| calculationPeriodDatesReference (in dateRelativeToCalculationPeriodDates) |
A set of href pointers to calculation period dates defined somewhere else in the document.
Type: |
|
Content: |
empty, 1 attribute |
Defined: |
|
|
| calculationPeriodDatesReference (in interestLegResetDates) |
A pointer style reference to the associated calculation period dates component defined elsewhere in the document.
Type: |
|
Content: |
empty, 1 attribute |
Defined: |
|
|
| calculationPeriodDatesReference (in notionalStepParameters) |
A pointer style reference to the associated calculation period dates component defined elsewhere in the document.
Type: |
|
Content: |
empty, 1 attribute |
Defined: |
|
|
| calculationPeriodDatesReference (in paymentDates defined in InterestRateStream complexType) |
A pointer style reference to the associated calculation period dates component defined elsewhere in the document.
Type: |
|
Content: |
empty, 1 attribute |
Defined: |
|
|
| calculationPeriodDatesReference (in resetDates) |
A pointer style reference to the associated calculation period dates component defined elsewhere in the document.
Type: |
|
Content: |
empty, 1 attribute |
Defined: |
|
|
| calculationPeriodDatesReference (in stubCalculationPeriodAmount) |
A pointer style reference to the associated calculation period dates component defined elsewhere in the document.
Type: |
|
Content: |
empty, 1 attribute |
Defined: |
|
|
| 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.
Type: |
|
Content: |
complex, 1 attribute, 3 elements |
Defined: |
|
|
| calculationPeriodFrequency (in calculationPeriodDates) |
The frequency at which calculation period end dates occur with the regular part of the calculation period schedule and their roll date convention.
Type: |
|
Content: |
complex, 1 attribute, 3 elements |
Defined: |
|
|
| calculationPeriodFrequency (in observationSchedule) |
The frequency at which calculation period end dates occur with the regular part of the calculation period schedule and their roll date convention.
Type: |
|
Content: |
complex, 1 attribute, 3 elements |
Defined: |
|
|
| calculationPeriodNumberOfDays (in calculationPeriod) |
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.
Type: |
xsd:positiveInteger |
Content: |
simple |
Defined: |
|
|
| calculationPeriodNumberOfDays (in fra) |
The number of days from the adjusted effective date to the adjusted termination date calculated in accordance with the applicable day count fraction.
Type: |
xsd:positiveInteger |
Content: |
simple |
Defined: |
|
|
| calculationPeriodNumberOfDays (in futureValueNotional) |
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.
Type: |
xsd:positiveInteger |
Content: |
simple |
Defined: |
|
|
| calculationPeriods (defined in CommodityCalculationPeriods.model group) |
The Calculation Period start dates for this leg of the swap.
Type: |
|
Content: |
complex, 1 attribute, 3 elements |
Defined: |
|
|
| calculationPeriods (in commodityOption) |
An absolute representation of the Calculation Period start dates of the Commodity Option Transaction.
Type: |
|
Content: |
complex, 1 attribute, 3 elements |
Defined: |
|
|
| calculationPeriodsDatesReference |
A pointer style reference to single-day-duration Calculation Periods defined on another leg.
Type: |
|
Content: |
empty, 1 attribute |
Defined: |
|
|
| calculationPeriodsReference |
A pointer style reference to the Calculation Periods defined on another leg.
Type: |
|
Content: |
empty, 1 attribute |
Defined: |
|
|
| calculationPeriodsSchedule (defined in CommodityCalculationPeriods.model group) |
The Calculation Periods for this leg of the swap.
Type: |
|
Content: |
complex, 1 attribute, 3 elements |
Defined: |
|
|
| calculationPeriodsSchedule (in commodityOption) |
A parametric representation of the Calculation Periods of the Commodity Option Transaction.
Type: |
|
Content: |
complex, 1 attribute, 3 elements |
Defined: |
|
|
| calculationPeriodsScheduleReference |
A pointer style reference to the Calculation Periods Schedule defined on another leg.
Type: |
|
Content: |
empty, 1 attribute |
Defined: |
|
|
| calculationProcedure (in partialDerivative) |
The method by which a derivative is computed, e.g. analytic, numerical model, perturbation, etc., and the corresponding parameters
Type: |
|
Content: |
complex, 6 elements |
Defined: |
|
|
| calculationProcedure (in sensitivitySetDefinition) |
The method by which each derivative is computed, e.g. analytic, numerical model, perturbation, etc., and the corresponding parameters (eg. shift amounts).
Type: |
|
Content: |
complex, 6 elements |
Defined: |
|
|
| calculationStartDate |
Type: |
|
Content: |
complex, 1 attribute, 2 elements |
Defined: |
|
|
| calendarSpread |
Definition of the later expiration date in a calendar spread.
Type: |
|
Content: |
complex, 1 element |
Defined: |
|
|
| callCurrencyAmount |
The currency amount that the option gives the right to buy.
Type: |
|
Content: |
complex, 1 attribute, 2 elements |
Defined: |
|
|
| calorificValue |
The calorific value of the gas to be delivered, specified in megajoules per cubic meter (MJ/m3).
Type: |
|
Content: |
simple |
Defined: |
|
|
| cancelableProvision |
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.
Type: |
|
Content: |
complex, 10 elements |
Defined: |
|
|
| cancelableProvisionAdjustedDates |
The adjusted dates associated with a cancelable provision.
Type: |
|
Content: |
complex, 1 element |
Defined: |
|
|
| cancellationEvent |
The adjusted dates for an individual cancellation date.
Type: |
|
Content: |
complex, 1 attribute, 2 elements |
Defined: |
|
|
| capFloor |
A cap, floor or cap floor structures product definition.
Type: |
|
Content: |
complex, 1 attribute, 10 elements |
Subst.Gr: |
|
Defined: |
|
Used: |
never |
|
| capFloorStream |
Type: |
|
Content: |
complex, 1 attribute, 13 elements |
Defined: |
|
|
| capRate |
The cap rate, if any, which applies to the floating rate for the calculation period.
Type: |
|
Content: |
complex, 1 attribute, 3 elements |
Defined: |
|
|
| capRateSchedule |
The cap rate or cap rate schedule, if any, which applies to the floating rate.
Type: |
|
Content: |
complex, 1 attribute, 4 elements |
Defined: |
|
|
| cash |
Identifies a simple underlying asset type that is a cash payment.
Type: |
|
Content: |
complex, 1 attribute, 3 elements |
Subst.Gr: |
|
Defined: |
|
Used: |
never |
|
| cashflowAmount |
Cash flow amount in a given currency to be paid/received.
Type: |
|
Content: |
complex, 1 attribute, 2 elements |
Defined: |
|
|
| cashflowId |
Unique identifier for a cash flow.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| cashflows |
The cashflows representation of the swap stream.
Type: |
|
Content: |
complex, 3 elements |
Defined: |
|
|
| cashflowsMatchParameters |
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.
Type: |
xsd:boolean |
Content: |
simple |
Defined: |
|
|
| cashflowType (defined in QuotationCharacteristics.model group) |
For cash flows, the type of the cash flows.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| cashflowType (in grossCashflow) |
Defines the type of cash flow.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| cashPriceAlternateMethod |
An ISDA defined cash settlement method used for the determination of the applicable cash settlement amount.
Type: |
|
Content: |
complex, 3 elements |
Defined: |
|
|
| cashPriceMethod |
An ISDA defined cash settlement method used for the determination of the applicable cash settlement amount.
Type: |
|
Content: |
complex, 3 elements |
Defined: |
|
|
| 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.
Type: |
|
Content: |
complex, 1 attribute, 10 elements |
Defined: |
|
|
| 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.
Type: |
|
Content: |
complex, 1 attribute, 10 elements |
Defined: |
|
|
| cashSettlement (in amount in returnLeg) |
If true, then cash settlement is applicable.
Type: |
xsd:boolean |
Content: |
simple |
Defined: |
|
|
| cashSettlement (in fxOption) |
Specifies the currency and fixing details for cash settlement.
Type: |
|
Content: |
complex, 2 elements |
Defined: |
|
|
| cashSettlement (in optionExercise) |
Type: |
|
Content: |
complex, 1 attribute, 6 elements |
Defined: |
|
|
| 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.
Type: |
|
Content: |
complex, 1 attribute, 10 elements |
Defined: |
|
|
| cashSettlementAmount |
The amount paid by the seller to the buyer for cash settlement on the cash settlement date.
Type: |
|
Content: |
complex, 1 attribute, 2 elements |
Defined: |
|
|
| cashSettlementBusinessDays |
The number of business days used in the determination of the cash settlement payment date.
Type: |
xsd:nonNegativeInteger |
Content: |
simple |
Defined: |
|
|
| cashSettlementCurrency (defined in CashPriceMethod complexType) |
The currency in which the cash settlement amount will be calculated and settled.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| cashSettlementCurrency (in crossCurrencyMethod) |
The currency, or currencies, in which the cash settlement amount(s) will be calculated and settled.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| cashSettlementOnly |
An obligation and deliverable obligation characteristic.
Type: |
xsd:boolean |
Content: |
simple |
Defined: |
|
|
| cashSettlementPaymentDate |
The date on which the cash settlement amount will be paid, subject to adjustment in accordance with any applicable business day convention.
Type: |
|
Content: |
complex, 1 attribute, 3 elements |
Defined: |
|
|
| cashSettlementReferenceBanks (defined in CashPriceMethod complexType) |
A container for a set of reference institutions.
Type: |
|
Content: |
complex, 1 attribute, 1 element |
Defined: |
|
|
| cashSettlementReferenceBanks (in crossCurrencyMethod) |
A container for a set of reference institutions.
Type: |
|
Content: |
complex, 1 attribute, 1 element |
Defined: |
|
|
| cashSettlementReferenceBanks (in settlementRateSource) |
A container for a set of reference institutions.
Type: |
|
Content: |
complex, 1 attribute, 1 element |
Defined: |
|
|
| cashSettlementTerms |
This element contains all the ISDA terms relevant to cash settlement for when cash settlement is applicable.
Type: |
|
Content: |
complex, 1 attribute, 13 elements |
Defined: |
|
|
| cashSettlementValuationDate |
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.
Type: |
|
Content: |
complex, 1 attribute, 8 elements |
Defined: |
|
|
| cashSettlementValuationTime |
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.
Type: |
|
Content: |
complex, 2 elements |
Defined: |
|
|
| category (defined in DeliverableObligations complexType) |
Used in both obligations and deliverable obligations to represent a class or type of securities which apply.
Type: |
|
Content: |
simple |
Defined: |
|
|
| category (defined in Obligations complexType) |
Used in both obligations and deliverable obligations to represent a class or type of securities which apply.
Type: |
|
Content: |
simple |
Defined: |
|
|
| category (defined in PartyTradeInformation complexType) |
Used to categorize trades into user-defined categories, such as house trades vs. customer trades.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| category (in advisory) |
The category or type of the notification message, e.g. availability, product coverage, rules, etc.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| change (in tradeChangeAdvice) |
Describes the details of the change.
Type: |
|
Content: |
complex, 6 elements |
Defined: |
|
|
| change (in tradeChangeAdviceRetracted) |
Describes the details of the change being retracted.
Type: |
|
Content: |
complex, 6 elements |
Defined: |
|
|
| changeEvent |
Abstract substitutable place holder for specific change details.
Type: |
|
Content: |
complex, 1 element |
Subst.Gr: |
|
Defined: |
|
Used: |
|
|
| changeInLaw |
If true, then change in law is applicable.
Type: |
xsd:boolean |
Content: |
simple |
Defined: |
|
|
| changeInNotionalAmount |
Specifies the fixed amount by which the Notional Amount changes.
Type: |
|
Content: |
complex, 1 attribute, 2 elements |
Defined: |
|
|
| changeInNumberOfOptions |
Specifies the fixed amount by which the Number of Options changes
Type: |
xsd:decimal |
Content: |
simple |
Defined: |
|
|
| changeInNumberOfUnits |
Specifies the fixed amount by which the Number of Units changes
Type: |
xsd:decimal |
Content: |
simple |
Defined: |
|
|
| city |
The city component of a postal address.
Type: |
xsd:string |
Content: |
simple |
Defined: |
|
|
| classification |
The party's industry sector classification.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| cleanNetPrice |
The net price excluding accrued interest.
Type: |
xsd:decimal |
Content: |
simple |
Defined: |
|
|
| clearanceSystem (defined in CurveInstrument complexType) |
Identification of the clearance system associated with the transaction exchange.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| clearanceSystem (defined in UnderlyingAsset complexType) |
Identification of the clearance system associated with the transaction exchange.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| cleared (in clearing) |
The trades or events generated by the clearing service as a result of clearing.
Type: |
|
Content: |
complex, 3 elements |
Defined: |
|
|
| cleared (in timestamps) |
When this trade was cleared.
Type: |
xsd:dateTime |
Content: |
simple |
Defined: |
|
|
| clearedDate |
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).
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| clearedPhysicalSettlement |
Specifies whether the swap resulting from physical settlement of the swaption transaction will clear through a clearing house.
Type: |
xsd:boolean |
Content: |
simple |
Defined: |
|
|
| clearing |
Type: |
|
Content: |
complex, 2 elements |
Defined: |
|
|
| clearingAcknowledgement |
Type: |
|
Content: |
complex, 3 attributes, 10 elements |
Defined: |
|
Used: |
never |
|
| clearingConfirmed |
Type: |
|
Content: |
complex, 3 attributes, 24 elements |
Defined: |
|
Used: |
never |
|
| clearingException |
Type: |
|
Content: |
complex, 3 attributes, 7 elements |
Defined: |
|
Used: |
never |
|
| clearingRefused |
Type: |
|
Content: |
complex, 3 attributes, 22 elements |
Defined: |
|
Used: |
never |
|
| clearingStatus |
Type: |
|
Content: |
complex, 3 attributes, 9 elements |
Defined: |
|
Used: |
never |
|
| clearingStatus (defined in PartyTradeInformation complexType) |
Describes the status with respect to clearing (e.g.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| clearingStatusItem |
Describes the status of the clearing process relating to the identified trade.
Type: |
|
Content: |
complex, 7 elements |
Defined: |
|
|
| clearingStatusValue |
The status of the clearing process for the identified trade.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| closingLevel |
If true this contract will strike off the closing level of the default exchange traded contract.
Type: |
xsd:boolean |
Content: |
simple |
Defined: |
|
|
| coal |
The specification of the Coal Product to be delivered.
Type: |
|
Content: |
complex, 6 elements |
Defined: |
|
|
| coalPhysicalLeg |
Physically settled coal leg.
Type: |
|
Content: |
complex, 1 attribute, 8 elements |
Subst.Gr: |
|
Defined: |
|
Used: |
never |
|
| coalProductSpecifications |
The type of coal product to be delivered specified in full.
Type: |
|
Content: |
complex, 2 elements |
Defined: |
|
|
| coefficient |
The coefficient by which this term is multiplied, typically 1 or -1.
Type: |
xsd:decimal |
Content: |
simple |
Defined: |
|
|
| collateral (defined in Trade complexType) |
Defines collateral obiligations of a Party
Type: |
|
Content: |
complex, 1 element |
Defined: |
|
|
| collateral (in allocation) |
The sum that must be posted upfront to collateralize against counterparty credit risk.
Type: |
|
Content: |
complex, 1 element |
Defined: |
|
|
| collateralizationType |
Specifies whether this party posts collateral.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| collateralizedCashPriceMethod |
An ISDA defined cash settlement method used for the determination of the applicable cash settlement amount.
Type: |
|
Content: |
complex, 2 elements |
Defined: |
|
|
| commencementDate (defined in CommodityExercisePeriods complexType) |
The first day of the exercise period for an American style option.
Type: |
|
Content: |
complex, 1 attribute, 2 elements |
Defined: |
|
|
| commencementDate (defined in FxDigitalAmericanExercise complexType) |
The earliest date on which the option can be exercised.
Type: |
|
Content: |
complex, 1 attribute, 2 elements |
Defined: |
|
|
| commencementDate (defined in SharedAmericanExercise complexType) |
The first day of the exercise period for an American style option.
Type: |
|
Content: |
complex, 1 attribute, 2 elements |
Defined: |
|
|
| commencementDate (in americanExercise) |
The first day of the exercise period for an American style option.
Type: |
|
Content: |
complex, 1 attribute, 2 elements |
Defined: |
|
|
| commencementDates |
The first day(s) of the exercise period(s) for an American-style option.
Type: |
|
Content: |
complex, 1 attribute, 2 elements |
Defined: |
|
|
| comments |
Any additional comments that are deemed necessary.
Type: |
xsd:string |
Content: |
simple |
Defined: |
|
|
| commission |
This optional component specifies the commission to be charged for executing the hedge transactions.
Type: |
|
Content: |
complex, 5 elements |
Defined: |
|
|
| commissionAmount |
The commission amount, expressed in the way indicated by the commissionType element.
Type: |
xsd:decimal |
Content: |
simple |
Defined: |
|
|
| commissionDenomination |
The type of units used to express a commission.
Type: |
|
Content: |
simple |
Defined: |
|
|
| commissionPerTrade |
The total commission per trade.
Type: |
xsd:decimal |
Content: |
simple |
Defined: |
|
|
| commodity |
Identifies the underlying asset when it is a listed commodity.
Type: |
|
Content: |
complex, 1 attribute, 14 elements |
Subst.Gr: |
|
Defined: |
|
Used: |
never |
|
| commodity (in commodityOption) |
Specifies the underlying component.
Type: |
|
Content: |
complex, 1 attribute, 14 elements |
Defined: |
|
|
| commodity (in floatingLeg) |
Specifies the underlying instrument.
Type: |
|
Content: |
complex, 1 attribute, 14 elements |
Defined: |
|
|
| commodityBase |
A coding scheme value to identify the base type of the commodity being traded.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| commodityDetails |
A coding scheme value to identify the commodity being traded more specifically.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| commodityForward |
Defines a commodity forward product.
Type: |
|
Content: |
complex, 1 attribute, 13 elements |
Subst.Gr: |
|
Defined: |
|
Used: |
|
|
| commodityForwardLeg |
Defines the substitutable commodity forward leg
Type: |
|
Content: |
empty, 1 attribute |
Abstract: |
(may not be used directly in instance XML documents) |
Subst.Gr: |
|
Defined: |
|
Used: |
|
|
| commodityOption |
Defines a commodity option product.
Type: |
|
Content: |
complex, 1 attribute, 33 elements |
Subst.Gr: |
|
Defined: |
|
Used: |
never |
|
| commoditySwap |
Defines a commodity swap product.
Type: |
|
Content: |
complex, 1 attribute, 14 elements |
Subst.Gr: |
|
Defined: |
|
Used: |
|
|
| commoditySwap (in commoditySwaption) |
The underlying commodity swap definiton.
Type: |
|
Content: |
complex, 8 elements |
Defined: |
|
|
| commoditySwapLeg |
Defines the substitutable commodity swap leg
Type: |
|
Content: |
empty, 1 attribute |
Abstract: |
(may not be used directly in instance XML documents) |
Subst.Gr: |
|
Defined: |
|
Used: |
|
|
| commoditySwaption |
Defines a commodity swaption product
Type: |
|
Content: |
complex, 1 attribute, 18 elements |
Subst.Gr: |
|
Defined: |
|
Used: |
never |
|
| commonPricing |
Common pricing may be relevant for a Transaction that references more than one Commodity Reference Price.
Type: |
xsd:boolean |
Content: |
simple |
Defined: |
|
|
| componentDescription |
Text description of the component
Type: |
xsd:string |
Content: |
simple |
Defined: |
|
|
| componentSecurityIndexAnnexFallback |
For an index option transaction, a flag to indicate whether a relevant Component Security Index Annex is applicable to the transaction.
Type: |
xsd:boolean |
Content: |
simple |
Defined: |
|
|
| composite |
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.
Type: |
|
Content: |
complex, 3 elements |
Defined: |
|
|
| compositionOfCombinedConsideration |
If present and true, then composition of combined consideration is applicable.
Type: |
xsd:boolean |
Content: |
simple |
Defined: |
|
|
| compounding (in interestCalculation) |
Defines compounding rates on the Interest Leg.
Type: |
|
Content: |
complex, 4 elements |
Defined: |
|
|
| compounding (in interestShortfall) |
Type: |
xsd:boolean |
Content: |
simple |
Defined: |
|
|
| compoundingDates |
Defines the compounding dates.
Type: |
|
Content: |
complex, 1 attribute, 3 elements |
Defined: |
|
|
| compoundingFrequency |
The frequency at which the rates are compounded (e.g. continuously compounded).
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| compoundingMethod (in calculation in calculationPeriodAmount) |
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.
Type: |
|
Content: |
simple |
Defined: |
|
|
| compoundingMethod (in compounding in interestCalculation) |
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.
Type: |
|
Content: |
simple |
Defined: |
|
|
| compoundingMethod (in interestAccrualsMethod) |
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.
Type: |
|
Content: |
simple |
Defined: |
|
|
| compoundingRate |
Defines a compounding rate.
Type: |
|
Content: |
complex, 2 elements |
Defined: |
|
|
| compoundingSpread |
Defines the spread to be used for compounding.
Type: |
xsd:decimal |
Content: |
simple |
Defined: |
|
|
| compressionActivity |
Compression information for the trade.
Type: |
|
Content: |
complex, 5 elements |
Defined: |
|
|
| compressionType |
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| conditionPrecedentBond |
To indicate whether the Condition Precedent Bond is applicable.
Type: |
xsd:boolean |
Content: |
simple |
Defined: |
|
|
| confirmationAcknowledgement |
A business acknowledgement message to indicate that the previously sent message was sucessfully processed.
Type: |
|
Content: |
complex, 3 attributes, 10 elements |
Defined: |
|
Used: |
never |
|
| confirmationAgreed |
The confirmationAgreed message is sent when the matching process returns a proposed match (trade or event) and the Confirmation Requester agrees with it.
Type: |
|
Content: |
complex, 3 attributes, 20 elements |
Defined: |
|
Used: |
never |
|
| confirmationDisputed |
The confirmationDisputed message is sent when the matching process returns a proposed match (trade or event) and the Confirmation Requester disputes it.
Type: |
|
Content: |
complex, 3 attributes, 21 elements |
Defined: |
|
Used: |
never |
|
| confirmationException |
A message sent to inform another system that some exception has been detected.
Type: |
|
Content: |
complex, 3 attributes, 7 elements |
Defined: |
|
Used: |
never |
|
| confirmationMethod |
Used to describe how the trade was confirmed, e.g via a confirmation facility, via private electronic service, or via written documentation.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| confirmationStatus |
The confirmationStatus message provides the status of the matching process: matched, mismatched, unmatched, or alleged.
Type: |
|
Content: |
complex, 3 attributes, 12 elements |
Defined: |
|
Used: |
never |
|
| confirmed |
When this trade was confirmed.
Type: |
xsd:dateTime |
Content: |
simple |
Defined: |
|
|
| consentAcknowledgement |
Type: |
|
Content: |
complex, 3 attributes, 10 elements |
Defined: |
|
Used: |
never |
|
| consentException |
Type: |
|
Content: |
complex, 3 attributes, 7 elements |
Defined: |
|
Used: |
never |
|
| consentGranted |
Type: |
|
Content: |
complex, 3 attributes, 22 elements |
Defined: |
|
Used: |
never |
|
| consentRefused |
Type: |
|
Content: |
complex, 3 attributes, 22 elements |
Defined: |
|
Used: |
never |
|
| consentRequiredLoan |
A deliverable obligation characteristic.
Type: |
|
Content: |
complex, 2 elements |
Defined: |
|
|
| constantNotionalScheduleReference |
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.
Type: |
|
Content: |
empty, 1 attribute |
Defined: |
|
|
| constituent |
The components that create this position.
Type: |
|
Content: |
complex, 3 elements |
Defined: |
|
|
| constituentExchangeId |
Identification of all the exchanges where constituents are traded.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| constituentWeight (in basketConstituent) |
Specifies the weight of each of the underlyer constituent within the basket, either in absolute or relative terms.
Type: |
|
Content: |
complex, 3 elements |
Defined: |
|
|
| constituentWeight (in referencePoolItem) |
Describes the weight of each of the constituents within the basket.
Type: |
|
Content: |
complex, 3 elements |
Defined: |
|
|
| contactInfo (defined in Party complexType) |
Information on how to contact the party using various means.
Type: |
|
Content: |
complex, 3 elements |
Defined: |
|
|
| contactInfo (in businessUnit) |
Information on how to contact the unit using various means.
Type: |
|
Content: |
complex, 3 elements |
Defined: |
|
|
| contactInfo (in person) |
Information on how to contact the individual using various means.
Type: |
|
Content: |
complex, 3 elements |
Defined: |
|
|
| contingency |
The conditions under which the party specified in contingentParty will be excused from damages if transmission is interrupted or curtailed.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| contingentParty |
The party to which the contingency applies.
Type: |
|
Content: |
empty, 1 attribute |
Defined: |
|
|
| continuity |
An obligation and deliverable obligation characteristic.
Type: |
xsd:boolean |
Content: |
simple |
Defined: |
|
|
| contractId (defined in ContractIdentifier complexType) |
A contract id which is not version aware.
Type: |
|
Content: |
simple, 2 attributes |
Defined: |
|
|
| contractId (in versionedContractId) |
Type: |
|
Content: |
simple, 2 attributes |
Defined: |
|
|
| contractRate |
For a DRY Voyage Charter or Time Charter Commodity Swap, the price per relevant unit for pruposes of the calculation of a Fixed Amount.
Type: |
|
Content: |
complex, 1 attribute, 2 elements |
Defined: |
|
|
| contractRateStep |
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.
Type: |
|
Content: |
complex, 1 attribute, 2 elements |
Defined: |
|
|
| contractReference |
Specifies the contract that can be referenced, besides the undelyer type.
Type: |
xsd:string |
Content: |
simple |
Defined: |
|
|
| contractualDefinitions (in documentation defined in Trade complexType) |
The definitions such as those published by ISDA that will define the terms of the trade.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| contractualDefinitions (in novation) |
The definitions (such as those published by ISDA) that will define the terms of the novation transaction.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| contractualMatrix |
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.
Type: |
|
Content: |
complex, 3 elements |
Defined: |
|
|
| contractualTermsSupplement (in documentation defined in Trade complexType) |
A contractual supplement (such as those published by ISDA) that will apply to the trade.
Type: |
|
Content: |
complex, 2 elements |
Defined: |
|
|
| contractualTermsSupplement (in novation) |
A contractual supplement (such as those published by ISDA) that will apply to the trade.
Type: |
|
Content: |
complex, 2 elements |
Defined: |
|
|
| conversionFactor (in calculation in floatingLeg) |
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.
Type: |
xsd:decimal |
Content: |
simple |
Defined: |
|
|
| conversionFactor (in exercise in commodityOption) |
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.
Type: |
xsd:decimal |
Content: |
simple |
Defined: |
|
|
| convertibleBond |
Identifies the underlying asset when it is a convertible bond.
Type: |
|
Content: |
complex, 1 attribute, 18 elements |
Subst.Gr: |
|
Defined: |
|
Used: |
|
|
| coordinate |
An explicit, filled in data point coordinate.
Type: |
|
Content: |
complex, 1 attribute, 4 elements |
Defined: |
|
|
| coordinateReference |
A reference to a pricing data point coordinate within this document.
Type: |
|
Content: |
empty, 1 attribute |
Defined: |
|
|
| copyTo |
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.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| correlation |
Specifies Correlation.
Type: |
|
Content: |
complex, 8 elements |
Defined: |
|
|
| correlationId |
A qualified identifier used to correlate between messages
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| correlationLeg |
Correlation Leg.
Type: |
|
Content: |
complex, 1 attribute, 15 elements |
Defined: |
|
|
| correlationStrikePrice |
Correlation Strike Price.
Type: |
|
Content: |
simple |
Defined: |
|
|
| correlationSwap |
Specifies the structure of a correlation swap.
Type: |
|
Content: |
complex, 1 attribute, 9 elements |
Subst.Gr: |
|
Defined: |
|
Used: |
never |
|
| correspondentInformation |
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
Type: |
|
Content: |
complex, 4 elements |
Defined: |
|
|
| correspondentPartyReference |
Link to the party acting as correspondent.
Type: |
|
Content: |
empty, 1 attribute |
Defined: |
|
|
| counterpartyReference |
Type: |
|
Content: |
empty, 1 attribute |
Defined: |
|
|
| country (defined in Address complexType) |
The ISO 3166 standard code for the country within which the postal address is located.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| country (defined in PartyInformation.model group) |
The country where the party is domiciled.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| country (in businessUnit) |
The ISO 3166 standard code for the country where the individual works.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| country (in person) |
The ISO 3166 standard code for the country where the individual works.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| couponPayment (in basketConstituent) |
The next upcoming coupon payment.
Type: |
|
Content: |
complex, 1 attribute, 3 elements |
Defined: |
|
|
| couponPayment (in singleUnderlyer) |
The next upcoming coupon payment.
Type: |
|
Content: |
complex, 1 attribute, 3 elements |
Defined: |
|
|
| couponRate |
Specifies the coupon rate (expressed in percentage) of a fixed income security or convertible bond.
Type: |
xsd:decimal |
Content: |
simple |
Defined: |
|
|
| couponType |
Specifies if the bond has a variable coupon, step-up/down coupon or a zero-coupon.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| creationDate |
Type: |
xsd:date |
Content: |
simple |
Defined: |
|
|
| creationTimestamp |
The date and time (on the source system) when this message instance was created.
Type: |
xsd:dateTime |
Content: |
simple |
Defined: |
|
|
| creditAgreementDate |
The credit agreement date is the closing date (the date where the agreement has been signed) for the loans in the credit agreement.
Type: |
xsd:date |
Content: |
simple |
Defined: |
|
|
| creditChargeAmount |
Special credit fee assessed to certain institutions.
Type: |
|
Content: |
complex, 1 attribute, 2 elements |
Defined: |
|
|
| creditCurve |
Type: |
|
Content: |
complex, 1 attribute, 10 elements |
Subst.Gr: |
|
Defined: |
|
Used: |
never |
|
| creditCurveValuation |
Type: |
|
Content: |
complex, 2 attributes, 11 elements |
Subst.Gr: |
|
Defined: |
|
Used: |
never |
|
| creditDefaultSwap |
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.
Type: |
|
Content: |
complex, 1 attribute, 11 elements |
Subst.Gr: |
|
Defined: |
|
Used: |
never |
|
| creditDefaultSwap (in creditDefaultSwapOption) |
Type: |
|
Content: |
complex, 1 attribute, 11 elements |
Defined: |
|
|
| creditDefaultSwapOption |
An option on a credit default swap.
Type: |
|
Content: |
complex, 1 attribute, 26 elements |
Subst.Gr: |
|
Defined: |
|
Used: |
never |
|
| creditDerivativesNotices |
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.
Type: |
|
Content: |
complex, 3 elements |
Defined: |
|
|
| creditDocument |
What arrangements will be made to provide credit?
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| creditEntityReference |
An XML reference a credit entity defined elsewhere in the document.
Type: |
|
Content: |
empty, 1 attribute |
Defined: |
|
|
| creditEvent |
Type: |
|
Content: |
empty |
Abstract: |
(may not be used directly in instance XML documents) |
Subst.Gr: |
|
Defined: |
|
Used: |
|
|
| creditEvent (in creditDerivativesNotices) |
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.
Type: |
xsd:boolean |
Content: |
simple |
Defined: |
|
|
| creditEventAcknowledgement |
Type: |
|
Content: |
complex, 3 attributes, 9 elements |
Defined: |
|
Used: |
never |
|
| creditEventDate |
Type: |
xsd:date |
Content: |
simple |
Defined: |
|
|
| creditEventException |
Type: |
|
Content: |
complex, 3 attributes, 7 elements |
Defined: |
|
Used: |
never |
|
| creditEventNotice |
A global element used to hold CENs.
Type: |
|
Content: |
complex, 8 elements |
Defined: |
|
Used: |
never |
|
| creditEventNotice (defined in CreditEvents complexType) |
A specified condition to settlement.
Type: |
|
Content: |
complex, 3 elements |
Defined: |
|
|
| creditEventNotice (in creditEventNotification) |
Type: |
|
Content: |
complex, 8 elements |
Defined: |
|
|
| creditEventNotice (in creditEventNotificationRetracted) |
Type: |
|
Content: |
complex, 8 elements |
Defined: |
|
|
| creditEventNoticeDate |
Type: |
xsd:date |
Content: |
simple |
Defined: |
|
|
| creditEventNotification |
A message defining the ISDA defined Credit Event Notice.
Type: |
|
Content: |
complex, 3 attributes, 9 elements |
Defined: |
|
Used: |
never |
|
| creditEventNotificationRetracted |
A message retracting a previous credit event notification.
Type: |
|
Content: |
complex, 3 attributes, 8 elements |
Defined: |
|
Used: |
never |
|
| creditEvents (defined in ProtectionTerms complexType) |
This element contains all the ISDA terms relating to credit events.
Type: |
|
Content: |
complex, 1 attribute, 14 elements |
Defined: |
|
|
| creditEvents (in creditCurve) |
The material credit event.
Type: |
|
Content: |
complex, 1 attribute, 14 elements |
Defined: |
|
|
| creditEvents (in trigger defined in TriggerEvent complexType) |
Type: |
|
Content: |
complex, 1 attribute, 14 elements |
Defined: |
|
|
| creditEventsReference |
Type: |
|
Content: |
empty, 1 attribute |
Defined: |
|
|
| creditRating |
The party's credit rating.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| creditSupportAgreement (in documentation defined in PartyRelationship complexType) |
An agreement executed between two parties intended to govern collateral arrangement for OTC derivatives transactions between those parties, and that references the related party.
Type: |
|
Content: |
complex, 3 elements |
Defined: |
|
|
| creditSupportAgreement (in documentation defined in Trade complexType) |
The agreement executed between the parties and intended to govern collateral arrangement for all OTC derivatives transactions between those parties.
Type: |
|
Content: |
complex, 3 elements |
Defined: |
|
|
| crossCurrency |
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.
Type: |
|
Content: |
complex, 3 elements |
Defined: |
|
|
| crossCurrencyMethod |
An ISDA defined cash settlement method used for the determination of the applicable cash settlement amount.
Type: |
|
Content: |
complex, 3 elements |
Defined: |
|
|
| crossRate |
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.
Type: |
|
Content: |
complex, 6 elements |
Defined: |
|
|
| currency (defined in ActualPrice complexType) |
Specifies the currency associated with the net price.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| currency (defined in AmountSchedule complexType) |
The currency in which an amount is denominated.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| currency (defined in CashflowNotional complexType) |
The currency in which an amount is denominated.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| currency (defined in CommodityReferencePriceFramework.model group) |
The currency in which the Commodity Reference Price is published.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| currency (defined in CurrencyAndDeterminationMethod.model group) |
The currency in which an amount is denominated.
Type: |
|
Content: |
simple, 2 attributes |
Defined: |
|
|
| currency (defined in CurveInstrument complexType) |
Currency in which the underlying asset is denominated.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| currency (defined in EquityStrike complexType) |
The currency in which an amount is denominated.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| currency (defined in MoneyBase complexType) |
The currency in which an amount is denominated.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| currency (defined in NotDomesticCurrency complexType) |
An explicit specification of the domestic currency.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| currency (defined in OptionStrike complexType) |
The currency in which an amount is denominated.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| currency (defined in PositiveAmountSchedule complexType) |
The currency in which an amount is denominated.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| currency (defined in PricingStructure complexType) |
The currency that the structure is expressed in (this is relevant mostly for the Interes Rates asset class).
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| currency (defined in QuotationCharacteristics.model group) |
The optional currency that the measure is expressed in.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| currency (defined in SpecifiedCurrency complexType) |
The currency in which an amount is denominated.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| currency (defined in UnderlyingAsset complexType) |
Trading currency of the underlyer when transacted as a cash instrument.
Type: |
|
Content: |
simple, 2 attributes |
Defined: |
|
|
| currency (in cash) |
The currency in which an amount is denominated.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| currency (in commission) |
The currency in which an amount is denominated.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| currency (in dualCurrency) |
The currency in which the principal and interest will be repaid.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| currency (in featurePayment) |
The currency in which an amount is denominated.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| currency (in notionalStepSchedule) |
The currency in which an amount is denominated.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| currency1 |
The first currency specified when a pair of currencies is to be evaluated.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| currency1ValueDate |
The date on which the currency1 amount will be settled.
Type: |
xsd:date |
Content: |
simple |
Defined: |
|
|
| currency2 |
The second currency specified when a pair of currencies is to be evaluated.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| currency2ValueDate |
The date on which the currency2 amount will be settled.
Type: |
xsd:date |
Content: |
simple |
Defined: |
|
|
| currencyReference |
Reference to a currency defined elsewhere in the document
Type: |
|
Content: |
empty, 1 attribute |
Defined: |
|
|
| currencyType |
The optional currency that the measure is expressed in.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| currentFactor |
The part of the mortgage that is currently outstanding.
Type: |
xsd:decimal |
Content: |
simple |
Defined: |
|
|
| curveInstrument |
Defines the underlying asset when it is a curve instrument.
Type: |
|
Content: |
empty, 1 attribute |
Abstract: |
(may not be used directly in instance XML documents) |
Subst.Gr: |
|
Defined: |
|
Used: |
|
|
| cutName (defined in FxDigitalAmericanExercise complexType) |
The code by which the expiry time is known in the market.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| cutName (defined in FxEuropeanExercise complexType) |
The code by which the expiry time is known in the market.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| cycle (in pipeline) |
The cycle(s) during which the oil product will be transported in the pipeline.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| cycle (in processingStatus) |
The processing cycle or phase that this message describes.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| dataDocument |
A document containing trade and/or portfolio and/or party data without expressing any processing intention.
Type: |
|
Content: |
complex, 3 attributes, 7 elements |
Defined: |
|
Used: |
never |
|
| datapoint |
The values of the adjustment parameter.
Type: |
|
Content: |
complex, 2 elements |
Defined: |
|
|
| dataPoints |
The raw volatility matrix data, expressed as a multi-dimensional array.
Type: |
|
Content: |
complex, 15 elements |
Defined: |
|
|
| date (defined in CreditSupportAgreement complexType) |
The date of the agreement executed between the parties and intended to govern collateral arrangements for all OTC derivatives transactions between those parties.
Type: |
xsd:date |
Content: |
simple |
Defined: |
|
|
| date (defined in DateList complexType) |
Type: |
xsd:date |
Content: |
simple |
Defined: |
|
|
| date (defined in OptionExpiryBase complexType) |
Type: |
xsd:date |
Content: |
simple |
Defined: |
|
|
| date (defined in TimeDimension complexType) |
The absolute date corresponding to this term point, for example January 3, 2005.
Type: |
xsd:date |
Content: |
simple |
Defined: |
|
|
| date (defined in TradeMaturity complexType) |
Type: |
xsd:date |
Content: |
simple |
Defined: |
|
|
| date (in agreement) |
The date on which the agreement was signed.
Type: |
xsd:date |
Content: |
simple |
Defined: |
|
|
| date (in implementationSpecification) |
Type: |
xsd:date |
Content: |
simple |
Defined: |
|
|
| date (in optionExpiry defined in Events.model group) |
Type: |
xsd:date |
Content: |
simple |
Defined: |
|
|
| 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.
Type: |
xsd:date |
Content: |
simple |
Defined: |
|
|
| 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.
Type: |
|
Content: |
complex, 1 attribute, 3 elements |
Defined: |
|
|
| 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.
Type: |
|
Content: |
complex, 1 attribute, 3 elements |
Defined: |
|
|
| 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.
Type: |
|
Content: |
complex, 1 attribute, 3 elements |
Defined: |
|
|
| dateAdjustments (defined in DividendPeriod complexType) |
Date adjustments for all unadjusted dates in this dividend period.
Type: |
|
Content: |
complex, 1 attribute, 3 elements |
Defined: |
|
|
| dateAdjustments (defined in GeneralTerms complexType) |
ISDA 2003 Terms: Business Day and Business Day Convention.
Type: |
|
Content: |
complex, 1 attribute, 3 elements |
Defined: |
|
|
| dateAdjustmentsReference |
A pointer style reference to date adjustments defined elsewhere in the document.
Type: |
|
Content: |
empty, 1 attribute |
Defined: |
|
|
| dateOffset |
Type: |
|
Content: |
complex, 1 attribute, 4 elements |
Defined: |
|
|
| dateRelativeTo (defined in RelativeDateOffset complexType) |
Specifies the anchor as an href attribute.
Type: |
|
Content: |
empty, 1 attribute |
Defined: |
|
|
| dateRelativeTo (defined in RelativeDateSequence complexType) |
Specifies the anchor as an href attribute.
Type: |
|
Content: |
empty, 1 attribute |
Defined: |
|
|
| dateRelativeTo (in startingDate) |
Reference to a date defined elswhere in the document.
Type: |
|
Content: |
empty, 1 attribute |
Defined: |
|
|
| dateRelativeToCalculationPeriodDates |
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.
Type: |
|
Content: |
complex, 1 element |
Defined: |
|
|
| dateRelativeToPaymentDates |
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.
Type: |
|
Content: |
complex, 1 element |
Defined: |
|
|
| dateTime (in averagingDateTimes) |
Type: |
xsd:dateTime |
Content: |
simple |
Defined: |
|
|
| dateTime (in averagingObservation) |
Observation date time, which should be used when literal observation dates are required.
Type: |
xsd:dateTime |
Content: |
simple |
Defined: |
|
|
| dayCount |
The number of days over which pricing should take place.
Type: |
xsd:positiveInteger |
Content: |
simple |
Defined: |
|
|
| dayCountFraction (defined in BondCalculation.model group) |
The day count basis for the bond.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| dayCountFraction (in calculation in calculationPeriodAmount) |
The day count fraction.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| dayCountFraction (in deposit) |
The day count basis for the deposit.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| dayCountFraction (in fixedAmountCalculation) |
The day count fraction.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| dayCountFraction (in fra) |
The day count fraction.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| dayCountFraction (in interestCalculation) |
The day count fraction.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| dayCountFraction (in rateIndex) |
The day count basis for the index.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| dayCountFraction (in simpleFra) |
The day count basis for the FRA.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| dayCountFraction (in simpleIrSwap) |
The day count basis for the swap.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| dayCountFraction (in termDeposit) |
The day count fraction.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| dayCountYearFraction |
The year fraction value of the calculation period, result of applying the ISDA rules for day count fraction defined in the ISDA Annex.
Type: |
xsd:decimal |
Content: |
simple |
Defined: |
|
|
| dayDistribution |
The method by which the pricing days are distributed across the pricing period.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| dayNumber |
The occurrence of the dayOfWeek within the pricing period on which pricing will take place, e.g. the 3rd Friday within each Calculation Period.
Type: |
xsd:integer |
Content: |
simple |
Defined: |
|
|
| dayOfWeek |
The day(s) of the week on which pricing will take place during the pricing period.
Type: |
|
Content: |
simple |
Defined: |
|
|
| daysInRangeAdjustment |
The contract specifies whether the notional should be scaled by the Number of Days in Range divided by the Expected N.
Type: |
xsd:boolean |
Content: |
simple |
Defined: |
|
|
| dayType (defined in Offset complexType) |
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.
Type: |
|
Content: |
simple |
Defined: |
|
|
| dayType (defined in PricingDays.model group) |
The type of day on which pricing occurs.
Type: |
|
Content: |
simple |
Defined: |
|
|
| dealer |
A dealer from whom quotations are obtained by the calculation agent on the reference obligation for purposes of cash settlement.
Type: |
xsd:string |
Content: |
simple |
Defined: |
|
|
| dealtCurrency |
Indicates which currency was dealt.
Type: |
|
Content: |
simple |
Defined: |
|
|
| declaredCashDividendPercentage |
Declared Cash Dividend Percentage.
Type: |
|
Content: |
simple |
Defined: |
|
|
| declaredCashEquivalentDividendPercentage |
Declared Cash Equivalent Dividend Percentage.
Type: |
|
Content: |
simple |
Defined: |
|
|
| deClear |
Type: |
|
Content: |
complex, 2 elements |
Defined: |
|
|
| defaultProbabilities |
A collection of default probabilities.
Type: |
|
Content: |
complex, 3 elements |
Defined: |
|
|
| defaultProbabilityCurve |
A curve of default probabilities.
Type: |
|
Content: |
complex, 2 attributes, 9 elements |
Defined: |
|
|
| defaultRequirement |
In relation to certain credit events, serves as a threshold for Obligation Acceleration, Obligation Default, Repudiation/Moratorium and Restructuring.
Type: |
|
Content: |
complex, 1 attribute, 2 elements |
Defined: |
|
|
| definition (defined in CurveInstrument complexType) |
An optional reference to a full FpML product that defines the simple product in greater detail.
Type: |
|
Content: |
empty, 1 attribute |
Defined: |
|
|
| definition (defined in UnderlyingAsset complexType) |
An optional reference to a full FpML product that defines the simple product in greater detail.
Type: |
|
Content: |
empty, 1 attribute |
Defined: |
|
|
| 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.
Type: |
|
Content: |
empty, 1 attribute |
Defined: |
|
|
| definitionReference |
A reference to a sensitivity set definition.
Type: |
|
Content: |
empty, 1 attribute |
Defined: |
|
|
| delisting |
The term "Delisting" has the meaning defined in the ISDA 2002 Equity Derivatives Definitions.
Type: |
|
Content: |
simple |
Defined: |
|
|
| deliverableByBarge |
Whether or not the delivery can go to barge.
Type: |
xsd:boolean |
Content: |
simple |
Defined: |
|
|
| deliverableObligations (in creditCurve) |
What sort of obligation may be delivered in the event of the credit event.
Type: |
|
Content: |
complex, 23 elements |
Defined: |
|
|
| deliverableObligations (in physicalSettlementTerms) |
This element contains all the ISDA terms relevant to defining the deliverable obligations.
Type: |
|
Content: |
complex, 23 elements |
Defined: |
|
|
| deliveryAtSource |
The point at which the Coal Product as a reference to the Source of the Coal Product.
Type: |
xsd:boolean |
Content: |
simple |
Defined: |
|
|
| deliveryConditions (in coalPhysicalLeg) |
The physical delivery conditions for the transaction.
Type: |
|
Content: |
complex, 5 elements |
Defined: |
|
|
| deliveryConditions (in electricityPhysicalLeg) |
The physical delivery conditions for the transaction.
Type: |
|
Content: |
complex, 5 elements |
Defined: |
|
|
| deliveryConditions (in gasPhysicalLeg) |
The physical delivery conditions for the transaction.
Type: |
|
Content: |
complex, 6 elements |
Defined: |
|
|
| deliveryConditions (in oilPhysicalLeg) |
The physical delivery conditions for the transaction.
Type: |
|
Content: |
complex, 5 elements |
Defined: |
|
|
| deliveryDate |
The Delivery Date is a fixed, single day.
Type: |
|
Content: |
complex, 1 attribute, 3 elements |
Defined: |
|
|
| 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 when the referenced future expires.
Type: |
|
Content: |
complex, 1 attribute, 3 elements |
Defined: |
|
|
| deliveryDates |
The Delivery Date is a NearbyMonth, for use when the Commodity Transaction references Futures Contract.
Type: |
|
Content: |
simple |
Defined: |
|
|
| deliveryDateYearMonth |
The Delivery Date is a fixed, single month.
Type: |
xsd:gYearMonth |
Content: |
simple |
Defined: |
|
|
| deliveryLocation (in bullionPhysicalLeg) |
The physical delivery location for the transaction.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| deliveryLocation (in transfer) |
The location at which the transfer of the title to the commodity takes place.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| deliveryOfCommitments |
An obligation and deliverable obligation characteristic.
Type: |
xsd:boolean |
Content: |
simple |
Defined: |
|
|
| deliveryPeriods (in coalPhysicalLeg) |
The period during which delivery/deliveries of Coal Products may be scheduled.
Type: |
|
Content: |
complex, 1 attribute, 5 elements |
Defined: |
|
|
| deliveryPeriods (in electricityPhysicalLeg) |
The different options for specifying the Delivery or Supply Periods.
Type: |
|
Content: |
complex, 1 attribute, 5 elements |
Defined: |
|
|
| deliveryPeriods (in gasPhysicalLeg) |
The different options for specifying the Delivery or Supply Periods.
Type: |
|
Content: |
complex, 1 attribute, 7 elements |
Defined: |
|
|
| deliveryPeriods (in oilPhysicalLeg) |
The different options for specifying the Delivery or Supply Periods.
Type: |
|
Content: |
complex, 1 attribute, 5 elements |
Defined: |
|
|
| deliveryPeriodsReference |
A pointer style reference to the Delivery Periods defined elsewhere.
Type: |
|
Content: |
empty, 1 attribute |
Defined: |
|
|
| deliveryPeriodsScheduleReference |
A pointer style reference to the Calculation Periods Schedule defined elsewhere.
Type: |
|
Content: |
empty, 1 attribute |
Defined: |
|
|
| deliveryPoint (in deliveryConditions in coalPhysicalLeg) |
The point at which the Coal Product will be delivered and received.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| deliveryPoint (in deliveryConditions in electricityPhysicalLeg) |
The point at which delivery of the electricity will occur.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| deliveryPoint (in deliveryConditions in gasPhysicalLeg) |
The physical or virtual point at which the commodity will be delivered.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| deliveryQuantity (in coalPhysicalLeg) |
The different options for specifying the quantity.
Type: |
|
Content: |
complex, 1 attribute, 3 elements |
Defined: |
|
|
| deliveryQuantity (in electricityPhysicalLeg) |
The different options for specifying the quantity.
Type: |
|
Content: |
complex, 1 attribute, 3 elements |
Defined: |
|
|
| deliveryQuantity (in gasPhysicalLeg) |
The different options for specifying the quantity.
Type: |
|
Content: |
complex, 1 attribute, 6 elements |
Defined: |
|
|
| deliveryQuantity (in oilPhysicalLeg) |
The different options for specifying the quantity.
Type: |
|
Content: |
complex, 1 attribute, 3 elements |
Defined: |
|
|
| deliveryType (in deliveryConditions in electricityPhysicalLeg) |
Indicates the under what conditions the Parties' delivery obligations apply.
Type: |
|
Content: |
complex, 4 elements |
Defined: |
|
|
| deliveryType (in deliveryConditions in gasPhysicalLeg) |
Indicates whether the buyer and seller are contractually obliged to consume and supply the specified quantities of the commodity.
Type: |
|
Content: |
simple |
Defined: |
|
|
| deliveryZone |
The zone covering potential delivery points for the electricity.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| deltaCrossed |
Type: |
xsd:boolean |
Content: |
simple |
Defined: |
|
|
| denominatorTerm |
A denominator term of the formula.
Type: |
|
Content: |
complex, 2 elements |
Defined: |
|
|
| deposit |
Identifies a simple underlying asset that is a term deposit.
Type: |
|
Content: |
complex, 1 attribute, 9 elements |
Subst.Gr: |
|
Defined: |
|
Used: |
never |
|
| depositoryPartyReference |
Reference to the depository of the settlement.
Type: |
|
Content: |
empty, 1 attribute |
Defined: |
|
|
| depositoryReceipt |
A Depository Receipt is a negotiable certificate issued by a trust company or security depository.
Type: |
xsd:boolean |
Content: |
simple |
Defined: |
|
|
| derivativeFormula |
The formula used to compute the derivative (perhaps could be updated to use the Formula type in EQS.).
Type: |
xsd:string |
Content: |
simple |
Defined: |
|
|
| description (defined in IdentifiedAsset complexType) |
Long name of the underlying asset.
Type: |
xsd:string |
Content: |
simple |
Defined: |
|
|
| description (defined in Reason complexType) |
Plain English text describing the associated error condition
Type: |
xsd:string |
Content: |
simple |
Defined: |
|
|
| description (in advisory) |
A human-readable notification.
Type: |
xsd:string |
Content: |
simple |
Defined: |
|
|
| description (in cash) |
Long name of the underlying asset.
Type: |
xsd:string |
Content: |
simple |
Defined: |
|
|
| description (in partialDerivative) |
A description, if needed, of how the derivative is computed.
Type: |
xsd:string |
Content: |
simple |
Defined: |
|
|
| designatedPriority |
Applies to Loan CDS, to indicate what lien level is appropriate for a deliverable obligation.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| detail |
Does this valuation set include a market environment?
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| determinationMethod (defined in Composite complexType) |
Specifies the method according to which an amount or a date is determined.
Type: |
|
Content: |
simple, 2 attributes |
Defined: |
|
|
| determinationMethod (defined in CurrencyAndDeterminationMethod.model group) |
Specifies the method according to which an amount or a date is determined.
Type: |
|
Content: |
simple, 2 attributes |
Defined: |
|
|
| determinationMethod (defined in Price complexType) |
Specifies the method according to which an amount or a date is determined.
Type: |
|
Content: |
simple, 2 attributes |
Defined: |
|
|
| determinationMethod (defined in ReturnSwapNotional complexType) |
Specifies the method according to which an amount or a date is determined.
Type: |
|
Content: |
simple, 2 attributes |
Defined: |
|
|
| determinationMethod (in principalExchangeAmount in principalExchangeDescriptions) |
Specifies the method according to which an amount or a date is determined.
Type: |
|
Content: |
simple, 2 attributes |
Defined: |
|
|
| determiningParty |
The party referenced is the ISDA Determination Party that specified in the related Confirmation as Determination Party.
Type: |
|
Content: |
empty, 1 attribute |
Defined: |
|
|
| determiningPartyReference |
A reference to the party which determines additional disruption events.
Type: |
|
Content: |
empty, 1 attribute |
Defined: |
|
|
| difference |
A type used to record the details of a difference between two sides of a business event.
Type: |
|
Content: |
complex, 10 elements |
Defined: |
|
|
| differences |
An optional set of detailed difference records.
Type: |
|
Content: |
complex, 10 elements |
Defined: |
|
|
| differenceSeverity |
An indication of the severity of the difference.
Type: |
|
Content: |
simple |
Defined: |
|
|
| differenceType |
The type of difference that exists.
Type: |
|
Content: |
simple |
Defined: |
|
|
| directLoanParticipation |
A deliverable obligation characteristic.
Type: |
|
Content: |
complex, 3 elements |
Defined: |
|
|
| discountFactor (defined in Payment complexType) |
The value representing the discount factor used to calculate the present value of the cash flow.
Type: |
xsd:decimal |
Content: |
simple |
Defined: |
|
|
| discountFactor (in paymentCalculationPeriod) |
A decimal value representing the discount factor used to calculate the present value of cash flow.
Type: |
xsd:decimal |
Content: |
simple |
Defined: |
|
|
| discountFactor (in premium defined in OptionBaseExtended complexType) |
The value representing the discount factor used to calculate the present value of the cash flow.
Type: |
xsd:decimal |
Content: |
simple |
Defined: |
|
|
| discountFactor (in principalExchange) |
The value representing the discount factor used to calculate the present value of the principal exchange amount.
Type: |
xsd:decimal |
Content: |
simple |
Defined: |
|
|
| discountFactorCurve |
A curve of discount factors.
Type: |
|
Content: |
complex, 3 elements |
Defined: |
|
|
| discounting |
The parameters specifying any discounting conventions that may apply.
Type: |
|
Content: |
complex, 3 elements |
Defined: |
|
|
| discountingType |
The discounting method that is applicable.
Type: |
|
Content: |
simple |
Defined: |
|
|
| discountRate |
A discount rate, expressed as a decimal, to be used in the calculation of a discounted amount.
Type: |
xsd:decimal |
Content: |
simple |
Defined: |
|
|
| discountRateDayCountFraction |
A discount day count fraction to be used in the calculation of a discounted amount.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| discrepancyClause |
To indicate whether the Discrepancy Clause is applicable.
Type: |
xsd:boolean |
Content: |
simple |
Defined: |
|
|
| disruptionFallback |
Type: |
|
Content: |
complex, 2 elements |
Defined: |
|
|
| disruptionFallbacks |
To be used where disruption fallbacks are set out in the relevant Master Agreement governing the trade.
Type: |
|
Content: |
simple |
Defined: |
|
|
| distressedRatingsDowngrade |
A credit event.
Type: |
xsd:boolean |
Content: |
simple |
Defined: |
|
|
| dividend |
Expected dividend in this period.
Type: |
|
Content: |
complex, 1 attribute, 2 elements |
Defined: |
|
|
| dividendAdjustment |
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.
Type: |
|
Content: |
complex, 1 element |
Defined: |
|
|
| dividendAmount |
Type: |
|
Content: |
simple |
Defined: |
|
|
| dividendComposition |
Defines how the composition of Dividends is to be determined.
Type: |
|
Content: |
simple |
Defined: |
|
|
| dividendConditions (defined in EquityDerivativeLongFormBase complexType) |
Type: |
|
Content: |
complex, 20 elements |
Defined: |
|
|
| dividendConditions (in return) |
Specifies the conditions governing the payment of the dividends to the receiver of the equity return.
Type: |
|
Content: |
complex, 20 elements |
Defined: |
|
|
| dividendDateReference |
Specification of the dividend date using an enumeration, with values such as the pay date, the ex date or the record date.
Type: |
|
Content: |
simple |
Defined: |
|
|
| dividendEntitlement |
Defines the date on which the receiver on the equity return is entitled to the dividend.
Type: |
|
Content: |
simple |
Defined: |
|
|
| dividendFxTriggerDate |
Specifies the date on which the FX rate will be considered in the case of a Composite FX swap.
Type: |
|
Content: |
complex, 3 elements |
Defined: |
|
|
| dividendLeg |
Dividend leg.
Type: |
|
Content: |
complex, 1 attribute, 18 elements |
Defined: |
|
|
| dividendPayment |
The next upcoming dividend payment or payments.
Type: |
|
Content: |
complex, 1 attribute, 3 elements |
Defined: |
|
|
| dividendPaymentDate |
Specifies when the dividend will be paid to the receiver of the equity return.
Type: |
|
Content: |
complex, 3 elements |
Defined: |
|
|
| dividendPayout (in basketConstituent) |
Specifies the dividend payout ratio associated with an equity underlyer.
Type: |
|
Content: |
complex, 3 elements |
Defined: |
|
|
| dividendPayout (in singleUnderlyer) |
Specifies the dividend payout ratio associated with an equity underlyer.
Type: |
|
Content: |
complex, 3 elements |
Defined: |
|
|
| dividendPayoutConditions |
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.
Type: |
xsd:string |
Content: |
simple |
Defined: |
|
|
| dividendPayoutRatio |
Specifies the actual dividend payout ratio associated with the equity underlyer.
Type: |
xsd:decimal |
Content: |
simple |
Defined: |
|
|
| dividendPeriod (defined in DividendConditions complexType) |
Defines the First Period or the Second Period, as defined in the 2002 ISDA Equity Derivatives Definitions.
Type: |
|
Content: |
simple |
Defined: |
|
|
| dividendPeriod (in dividendAdjustment) |
A single Dividend Adjustment Period.
Type: |
|
Content: |
complex, 1 attribute, 6 elements |
Defined: |
|
|
| dividendPeriod (in dividendLeg) |
One to many time bounded dividend payment periods, each with a fixed strike and dividend payment date per period.
Type: |
|
Content: |
complex, 1 attribute, 7 elements |
Defined: |
|
|
| dividendPeriodEffectiveDate |
Dividend period has the meaning as defined in the ISDA 2002 Equity Derivatives Definitions.
Type: |
|
Content: |
empty, 1 attribute |
Defined: |
|
|
| dividendPeriodEndDate |
Dividend period has the meaning as defined in the ISDA 2002 Equity Derivatives Definitions.
Type: |
|
Content: |
empty, 1 attribute |
Defined: |
|
|
| dividendReinvestment |
Boolean element that defines whether the dividend will be reinvested or not.
Type: |
xsd:boolean |
Content: |
simple |
Defined: |
|
|
| dividendSwapTransactionSupplement |
Specifies the structure of the dividend swap transaction supplement.
Type: |
|
Content: |
complex, 1 attribute, 12 elements |
Subst.Gr: |
|
Defined: |
|
Used: |
never |
|
| dividendValuationDates |
Specifies the dividend valuation dates of the swap.
Type: |
|
Content: |
complex, 1 attribute, 3 elements |
Defined: |
|
|
| documentation (defined in PartyRelationship complexType) |
Describes the agreements that define the party relationship.
Type: |
|
Content: |
complex, 3 elements |
Defined: |
|
|
| documentation (defined in Trade complexType) |
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.
Type: |
|
Content: |
complex, 8 elements |
Defined: |
|
|
| dualCurrency |
Type: |
|
Content: |
complex, 6 elements |
Defined: |
|
|
| duration |
The length of each Settlement Period.
Type: |
|
Content: |
simple |
Defined: |
|
|
| earliestExerciseDateTenor |
The time interval to the first (and possibly only) exercise date in the exercise period.
Type: |
|
Content: |
complex, 1 attribute, 2 elements |
Defined: |
|
|
| earliestExerciseTime (in americanExercise) |
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.
Type: |
|
Content: |
complex, 2 elements |
Defined: |
|
|
| earliestExerciseTime (in bermudaExercise) |
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.
Type: |
|
Content: |
complex, 2 elements |
Defined: |
|
|
| earliestExerciseTime (in europeanExercise) |
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.
Type: |
|
Content: |
complex, 2 elements |
Defined: |
|
|
| earlyCallDate |
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.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| earlyTermination |
Specifies, for one or for both the parties to the trade, the date from which it can early terminate it.
Type: |
|
Content: |
complex, 2 elements |
Defined: |
|
|
| earlyTerminationEvent |
The adjusted dates associated with an individual earley termination date.
Type: |
|
Content: |
complex, 1 attribute, 5 elements |
Defined: |
|
|
| earlyTerminationProvision (defined in Swap complexType) |
Parameters specifying provisions relating to the optional and mandatory early terminarion of a swap transaction.
Type: |
|
Content: |
complex, 1 attribute, 6 elements |
Defined: |
|
|
| earlyTerminationProvision (in capFloor) |
Parameters specifying provisions relating to the optional and mandatory early terminarion of a CapFloor transaction.
Type: |
|
Content: |
complex, 1 attribute, 6 elements |
Defined: |
|
|
| effectiveDate (defined in AgreementAndEffectiveDates.model group) |
The date on which the change become effective.
Type: |
xsd:date |
Content: |
simple |
Defined: |
|
|
| effectiveDate (defined in CommoditySwapDetails.model group) |
Specifies the effective date of this leg of the swap.
Type: |
|
Content: |
complex, 1 attribute, 2 elements |
Defined: |
|
|
| effectiveDate (defined in DirectionalLeg complexType) |
Specifies the effective date of this leg of the swap.
Type: |
|
Content: |
complex, 1 attribute, 2 elements |
Defined: |
|
|
| effectiveDate (defined in GeneralTerms complexType) |
The first day of the term of the trade.
Type: |
|
Content: |
complex, 1 attribute, 4 elements |
Defined: |
|
|
| effectiveDate (defined in GenericProduct complexType) |
The earliest of all the effective dates of all constituent streams.
Type: |
|
Content: |
complex, 1 attribute, 4 elements |
Defined: |
|
|
| effectiveDate (defined in PartyRelationship complexType) |
The date on which the relationship begins or began.
Type: |
xsd:date |
Content: |
simple |
Defined: |
|
|
| effectiveDate (defined in TradeChangeContent complexType) |
The date on which the change become effective
Type: |
xsd:date |
Content: |
simple |
Defined: |
|
|
| effectiveDate (defined in VersionHistory.model group) |
Optionally it is possible to specify a version effective date when a versionId is supplied.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| effectiveDate (in calculationPeriodDates) |
The first day of the term of the trade.
Type: |
|
Content: |
complex, 1 attribute, 3 elements |
Defined: |
|
|
| effectiveDate (in commodityOption) |
The effective date of the Commodity Option Transaction.
Type: |
|
Content: |
complex, 1 attribute, 2 elements |
Defined: |
|
|
| effectiveDate (in deClear) |
Type: |
xsd:date |
Content: |
simple |
Defined: |
|
|
| effectiveDate (in fxDigitalOption) |
Effective date for a forward starting derivative.
Type: |
|
Content: |
complex, 1 attribute, 2 elements |
Defined: |
|
|
| effectiveDate (in fxOption) |
Effective date for a forward starting derivative.
Type: |
|
Content: |
complex, 1 attribute, 2 elements |
Defined: |
|
|
| effectiveDate (in interestLegCalculationPeriodDates) |
Specifies the effective date of the return swap.
Type: |
|
Content: |
complex, 1 attribute, 2 elements |
Defined: |
|
|
| effectiveDate (in withdrawal) |
Type: |
xsd:date |
Content: |
simple |
Defined: |
|
|
| effectiveFrom |
The time at which the information supplied by the advisory becomes effective.
Type: |
xsd:dateTime |
Content: |
simple |
Defined: |
|
|
| effectiveTo |
The time at which the information supplied by the advisory becomes no longer effective.
Type: |
xsd:dateTime |
Content: |
simple |
Defined: |
|
|
| electingParty |
Indicates the party able to choose whether the gas is delivered for a particular period e.g. a swing or interruptible contract.
Type: |
|
Content: |
empty, 1 attribute |
Defined: |
|
|
| electingPartyReference |
Indicates the party able to decide which delivery point within the deliveryPoint is used for delivery.
Type: |
|
Content: |
empty, 1 attribute |
Defined: |
|
|
| electricity |
The specification of the electricity to be delivered.
Type: |
|
Content: |
complex, 2 elements |
Defined: |
|
|
| electricityPhysicalLeg |
Physically settled electricity leg.
Type: |
|
Content: |
complex, 1 attribute, 10 elements |
Subst.Gr: |
|
Defined: |
|
Used: |
never |
|
| element |
The name of the element affected.
Type: |
xsd:string |
Content: |
simple |
Defined: |
|
|
| email |
An address on an electronic mail or messaging sysem .
Type: |
xsd:normalizedString |
Content: |
simple |
Defined: |
|
|
| embeddedOptionType |
Describes the type of any embedded optionality in the transaction that might not otherwise be apparent.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| encodedDescription |
Description of the leg amount when represented through an encoded image.
Type: |
xsd:base64Binary |
Content: |
simple |
Defined: |
|
|
| endDate (defined in ObservationSchedule complexType) |
The end of the period over which observations are made to determine whether a condition has occurred.
Type: |
xsd:date |
Content: |
simple |
Defined: |
|
|
| endDate (defined in Period.model group) |
Date on which this period ends.
Type: |
xsd:date |
Content: |
simple |
Defined: |
|
|
| endDate (defined in PricingInputDates.model group) |
The last date for which data is supplied in this pricing input.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| endDate (in observationSchedule) |
The end of the period over which observations are made to determine whether a trigger event has occurred.
Type: |
xsd:date |
Content: |
simple |
Defined: |
|
|
| endTerm |
Specifies the end term of the simple fra, e.g. 9M.
Type: |
|
Content: |
complex, 1 attribute, 2 elements |
Defined: |
|
|
| endTime |
Specifies the hour-ending End Time with respect to a range of Settlement Periods.
Type: |
|
Content: |
complex, 2 elements |
Defined: |
|
|
| endUserException |
Specifies whether the trade is not obligated to be cleared via a derivative clearing organization because the "End User Exception" was invoked.
Type: |
xsd:boolean |
Content: |
simple |
Defined: |
|
|
| endUserExceptionDeclaration |
Claims an end user exception and provides supporting evidence.
Type: |
|
Content: |
complex, 4 elements |
Defined: |
|
|
| entitlementCurrency |
TODO
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| entityId (defined in LegalEntity complexType) |
A legal entity identifier (e.g.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| entityId (defined in LegalEntity complexType) |
A legal entity identifier (e.g.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| entityName |
The name of the reference entity.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| entityType |
Defines the reference entity types corresponding to a list of types in the ISDA First to Default documentation.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| entryPoint (in deliveryConditions in gasPhysicalLeg) |
The physical or virtual point at which the commodity enters a transportation system.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| entryPoint (in pipeline) |
The point at which the oil product will enter the pipeline.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| equity |
Identifies the underlying asset when it is a listed equity.
Type: |
|
Content: |
complex, 1 attribute, 9 elements |
Subst.Gr: |
|
Defined: |
|
Used: |
never |
|
| equityAmericanExercise |
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.
Type: |
|
Content: |
complex, 1 attribute, 9 elements |
Defined: |
|
|
| equityBermudaExercise |
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.
Type: |
|
Content: |
complex, 1 attribute, 10 elements |
Defined: |
|
|
| equityEffectiveDate |
Effective date for a forward starting option.
Type: |
xsd:date |
Content: |
simple |
Defined: |
|
|
| equityEuropeanExercise |
The parameters for defining the expiration date and time for a European style equity option.
Type: |
|
Content: |
complex, 1 attribute, 4 elements |
Defined: |
|
|
| 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.
Type: |
|
Content: |
complex, 14 elements |
Defined: |
|
|
| equityExercise (in varianceOptionTransactionSupplement) |
The parameters for defining how the equity option can be exercised, how it is valued and how it is settled.
Type: |
|
Content: |
complex, 14 elements |
Defined: |
|
|
| equityExpirationTime |
The specific time of day at which the equity option expires.
Type: |
|
Content: |
complex, 2 elements |
Defined: |
|
|
| equityExpirationTimeType |
The time of day at which the equity option expires, for example the official closing time of the exchange.
Type: |
|
Content: |
simple |
Defined: |
|
|
| equityForward |
A component describing an Equity Forward product.
Type: |
|
Content: |
complex, 1 attribute, 22 elements |
Subst.Gr: |
|
Defined: |
|
Used: |
never |
|
| equityMultipleExercise (in equityAmericanExercise) |
The presence of this element indicates that the option may be exercised on different days.
Type: |
|
Content: |
complex, 3 elements |
Defined: |
|
|
| equityMultipleExercise (in equityBermudaExercise) |
The presence of this element indicates that the option may be exercised on different days.
Type: |
|
Content: |
complex, 3 elements |
Defined: |
|
|
| equityOption |
A component describing an Equity Option product.
Type: |
|
Content: |
complex, 1 attribute, 26 elements |
Subst.Gr: |
|
Defined: |
|
Used: |
never |
|
| equityOptionTransactionSupplement |
A component describing an Equity Option Transaction Supplement.
Type: |
|
Content: |
complex, 1 attribute, 31 elements |
Subst.Gr: |
|
Defined: |
|
Used: |
never |
|
| equityPremium (defined in EquityDerivativeShortFormBase complexType) |
The equity option premium payable by the buyer to the seller.
Type: |
|
Content: |
complex, 1 attribute, 10 elements |
Defined: |
|
|
| equityPremium (in equityOption) |
The equity option premium payable by the buyer to the seller.
Type: |
|
Content: |
complex, 1 attribute, 10 elements |
Defined: |
|
|
| equityPremium (in varianceOptionTransactionSupplement) |
The variance option premium payable by the buyer to the seller.
Type: |
|
Content: |
complex, 1 attribute, 10 elements |
Defined: |
|
|
| equitySwapTransactionSupplement |
Specifies the structure of the equity swap transaction supplement.
Type: |
|
Content: |
complex, 1 attribute, 22 elements |
Subst.Gr: |
|
Defined: |
|
Used: |
never |
|
| equityValuation |
The parameters for defining when valuation of the underlying takes place.
Type: |
|
Content: |
complex, 1 attribute, 9 elements |
Defined: |
|
|
| escrow |
If this element is specified and set to 'true', indicates that physical settlement must take place through the use of an escrow agent.
Type: |
xsd:boolean |
Content: |
simple |
Defined: |
|
|
| europeanExercise |
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.
Type: |
|
Content: |
complex, 1 attribute, 6 elements |
Subst.Gr: |
|
Defined: |
|
Used: |
never |
|
| europeanExercise (defined in CommodityPhysicalExercise complexType) |
The parameters for defining the expiration date(s) and time(s) for a European style option.
Type: |
|
Content: |
complex, 1 attribute, 4 elements |
Defined: |
|
|
| europeanExercise (in exercise in commodityOption) |
The parameters for defining the expiration date and time for a European or Asian style option.
Type: |
|
Content: |
complex, 1 attribute, 4 elements |
Defined: |
|
|
| europeanExercise (in fxDigitalOption) |
The parameters for defining the exercise period for an European style option.
Type: |
|
Content: |
complex, 1 attribute, 4 elements |
Defined: |
|
|
| europeanExercise (in fxOption) |
The parameters for defining the exercise period for an European style option.
Type: |
|
Content: |
complex, 1 attribute, 4 elements |
Defined: |
|
|
| event |
The event that occurred within the cycle or step, for example "Started" or "Completed"..
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| eventId |
Type: |
|
Content: |
simple, 2 attributes |
Defined: |
|
|
| eventIdentifier (defined in AbstractEvent complexType) |
Type: |
|
Content: |
complex, 1 attribute, 3 elements |
Defined: |
|
|
| eventIdentifier (in requestEventStatus) |
Type: |
|
Content: |
complex, 3 elements |
Defined: |
|
|
| eventIdentifier (in statusItem) |
An instance of a unique event identifier.
Type: |
|
Content: |
complex, 3 elements |
Defined: |
|
|
| eventStatusException |
Type: |
|
Content: |
complex, 3 attributes, 7 elements |
Defined: |
|
Used: |
never |
|
| eventStatusResponse |
Type: |
|
Content: |
complex, 3 attributes, 9 elements |
Defined: |
|
Used: |
never |
|
| excessDividendAmount |
Determination of Gross Cash Dividend per Share.
Type: |
|
Content: |
simple |
Defined: |
|
|
| exchangedCurrency1 |
This is the first of the two currency flows that define a single leg of a standard foreign exchange transaction.
Type: |
|
Content: |
complex, 2 attributes, 10 elements |
Defined: |
|
|
| exchangedCurrency2 |
This is the second of the two currency flows that define a single leg of a standard foreign exchange transaction.
Type: |
|
Content: |
complex, 2 attributes, 10 elements |
Defined: |
|
|
| exchangeId (defined in CommodityReferencePriceFramework.model group) |
For those commodities being traded with reference to the price of a listed future, the exchange where that future is listed should be specified here.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| exchangeId (defined in CurveInstrument complexType) |
Identification of the exchange on which this asset is transacted for the purposes of calculating a contractural payoff.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| exchangeId (defined in QuoteLocation.model group) |
The exchange (e.g. stock or futures exchange) from which the quote is obtained.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| exchangeId (defined in UnderlyingAsset complexType) |
Identification of the exchange on which this asset is transacted for the purposes of calculating a contractural payoff.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| exchangeLookAlike (in equityOptionTransactionSupplement) |
For a share option transaction, a flag used to indicate whether the transaction is to be treated as an 'exchange look-alike'.
Type: |
xsd:boolean |
Content: |
simple |
Defined: |
|
|
| exchangeLookAlike (in varianceOptionTransactionSupplement) |
For a share option transaction, a flag used to indicate whether the transaction is to be treated as an 'exchange look-alike'.
Type: |
xsd:boolean |
Content: |
simple |
Defined: |
|
|
| exchangeRate |
The rate of exchange between the two currencies.
Type: |
|
Content: |
complex, 6 elements |
Defined: |
|
|
| exchangeTradedContractNearest (in equityOptionTransactionSupplement) |
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.
Type: |
xsd:boolean |
Content: |
simple |
Defined: |
|
|
| exchangeTradedContractNearest (in rateOfReturn) |
References a Contract on the Exchange.
Type: |
|
Content: |
complex, 1 attribute, 12 elements |
Defined: |
|
|
| exchangeTradedContractNearest (in variance) |
Specification of the exchange traded contract nearest.
Type: |
|
Content: |
complex, 1 attribute, 12 elements |
Defined: |
|
|
| exchangeTradedFund |
Identifies the underlying asset when it is an exchange-traded fund.
Type: |
|
Content: |
complex, 1 attribute, 11 elements |
Subst.Gr: |
|
Defined: |
|
Used: |
never |
|
| 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.
Type: |
xsd:string |
Content: |
simple |
Defined: |
|
|
| 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.
Type: |
xsd:string |
Content: |
simple |
Defined: |
|
|
| excludedReferenceEntity |
Excluded reference entity.
Type: |
|
Content: |
complex, 1 attribute, 3 elements |
Defined: |
|
|
| excludeHolidays |
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.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| exclusive |
Type: |
xsd:anyType |
Content: |
any |
Defined: |
|
|
| executionAcknowledgement |
Type: |
|
Content: |
complex, 3 attributes, 10 elements |
Defined: |
|
Used: |
never |
|
| executionAdvice |
Type: |
|
Content: |
complex, 3 attributes, 24 elements |
Defined: |
|
Used: |
never |
|
| executionAdviceAcknowledgement |
Type: |
|
Content: |
complex, 3 attributes, 10 elements |
Defined: |
|
Used: |
never |
|
| executionAdviceException |
Type: |
|
Content: |
complex, 3 attributes, 7 elements |
Defined: |
|
Used: |
never |
|
| executionAdviceRetracted |
Type: |
|
Content: |
complex, 3 attributes, 21 elements |
Defined: |
|
Used: |
never |
|
| 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).
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| executionDateTime (defined in PartyTradeInformation complexType) |
Trade execution date time, for example as provided by a central execution facility.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| executionDateTime (in novation) |
The date and time at which the change was agreed.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| executionException |
Type: |
|
Content: |
complex, 3 attributes, 7 elements |
Defined: |
|
Used: |
never |
|
| executionNotification |
Type: |
|
Content: |
complex, 3 attributes, 22 elements |
Defined: |
|
Used: |
never |
|
| executionRetracted |
Type: |
|
Content: |
complex, 3 attributes, 20 elements |
Defined: |
|
Used: |
never |
|
| executionType |
Used to describe how the trade was executed, e.g. via voice or electronically.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| executionVenueType |
Used to describe the type of venue where trade was executed, e.g via an execution facility or privately.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| exercise |
An placeholder for the actual option exercise definitions.
Type: |
|
Content: |
empty, 1 attribute |
Abstract: |
(may not be used directly in instance XML documents) |
Subst.Gr: |
|
Defined: |
|
Used: |
|
|
| exercise (in commodityOption) |
The parameters for defining how the commodity option can be exercised and how it is settled.
Type: |
|
Content: |
complex, 10 elements |
Defined: |
|
|
| exerciseDate |
Type: |
xsd:date |
Content: |
simple |
Defined: |
|
|
| exerciseEvent |
The adjusted dates associated with an individual swaption exercise date.
Type: |
|
Content: |
complex, 1 attribute, 5 elements |
Defined: |
|
|
| exerciseFee |
A fee to be paid on exercise.
Type: |
|
Content: |
complex, 8 elements |
Defined: |
|
|
| exerciseFeeSchedule (in americanExercise) |
The fees associated with an exercise date.
Type: |
|
Content: |
complex, 8 elements |
Defined: |
|
|
| exerciseFeeSchedule (in bermudaExercise) |
The fees associated with an exercise date.
Type: |
|
Content: |
complex, 8 elements |
Defined: |
|
|
| exerciseFrequency (in americanExercise in exercise in commodityOption) |
The exercise frequency for the strip.
Type: |
|
Content: |
complex, 1 attribute, 2 elements |
Defined: |
|
|
| exerciseFrequency (in europeanExercise in exercise in commodityOption) |
The exercise frequency for the strip.
Type: |
|
Content: |
complex, 1 attribute, 2 elements |
Defined: |
|
|
| exerciseFrequency (in optionalEarlyTerminationParameters) |
The frequency of subsequent exercise dates in the exercise period following the earliest exercise date.
Type: |
|
Content: |
complex, 1 attribute, 2 elements |
Defined: |
|
|
| exerciseInNotionalAmount |
Specifies the fixed amount by which the option should be exercised expressed as notional amount.
Type: |
|
Content: |
complex, 1 attribute, 2 elements |
Defined: |
|
|
| exerciseInNumberOfOptions |
Specifies the fixed amount by which the option should be exercised expressed as number of options.
Type: |
xsd:decimal |
Content: |
simple |
Defined: |
|
|
| exerciseInNumberOfUnits |
Specifies the fixed amount by which the option should be exercised express as number of units.
Type: |
xsd:decimal |
Content: |
simple |
Defined: |
|
|
| exerciseNotice (defined in OptionalEarlyTermination complexType) |
Definition of the party to whom notice of exercise should be given.
Type: |
|
Content: |
complex, 3 elements |
Defined: |
|
|
| exerciseNotice (in cancelableProvision) |
Definition of the party to whom notice of exercise should be given.
Type: |
|
Content: |
complex, 3 elements |
Defined: |
|
|
| exerciseNotice (in extendibleProvision) |
Definition of the party to whom notice of exercise should be given.
Type: |
|
Content: |
complex, 3 elements |
Defined: |
|
|
| exerciseNotice (in manualExercise defined in ExerciseProcedure complexType) |
Definition of the party to whom notice of exercise should be given.
Type: |
|
Content: |
complex, 3 elements |
Defined: |
|
|
| exerciseNoticePartyReference |
The party referenced is the party to which notice of exercise should be given by the buyer.
Type: |
|
Content: |
empty, 1 attribute |
Defined: |
|
|
| exercisePeriod (in americanExercise in exercise in commodityOption) |
Describes the American exercise periods.
Type: |
|
Content: |
complex, 2 elements |
Defined: |
|
|
| exercisePeriod (in americanExercise in exercise in commodityOption) |
Describes the American exercise periods.
Type: |
|
Content: |
complex, 2 elements |
Defined: |
|
|
| exerciseProcedure (defined in OptionBaseExtended complexType) |
A set of parameters defining procedures associated with the exercise.
Type: |
|
Content: |
complex, 5 elements |
Defined: |
|
|
| exerciseProcedure (in fxDigitalOption) |
A set of parameters defining procedures associated with the exercise.
Type: |
|
Content: |
complex, 5 elements |
Defined: |
|
|
| exerciseProcedure (in fxOption) |
A set of parameters defining procedures associated with the exercise.
Type: |
|
Content: |
complex, 5 elements |
Defined: |
|
|
| exerciseProcedure (in optionExpiry defined in Events.model group) |
Type: |
|
Content: |
complex, 2 elements |
Defined: |
|
|
| exerciseProcedure (in swaption) |
A set of parameters defining procedures associated with the exercise.
Type: |
|
Content: |
complex, 5 elements |
Defined: |
|
|
| exerciseTime |
Type: |
xsd:time |
Content: |
simple |
Defined: |
|
|
| exhaustionPoint |
Upper bound percentage of the loss that the Tranche can endure, expressed as a decimal.
Type: |
xsd:decimal |
Content: |
simple |
Defined: |
|
|
| expectedN |
Expected number of trading days.
Type: |
xsd:positiveInteger |
Content: |
simple |
Defined: |
|
|
| expiration |
A time dimension that represents the time to expiration of an option.
Type: |
|
Content: |
complex, 3 elements |
Defined: |
|
|
| expirationDate (defined in CommodityExercisePeriods complexType) |
The last day within an exercise period for an American style option.
Type: |
|
Content: |
complex, 1 attribute, 2 elements |
Defined: |
|
|
| expirationDate (defined in ExchangeTradedContract complexType) |
The date when the contract expires.
Type: |
|
Content: |
complex, 1 attribute, 2 elements |
Defined: |
|
|
| expirationDate (defined in GenericProduct complexType) |
For options, the last exercise date of the option.
Type: |
|
Content: |
complex, 1 attribute, 4 elements |
Defined: |
|
|
| expirationDate (defined in SharedAmericanExercise complexType) |
The last day within an exercise period for an American style option.
Type: |
|
Content: |
complex, 1 attribute, 2 elements |
Defined: |
|
|
| expirationDate (in americanExercise) |
The last day within an exercise period for an American style option.
Type: |
|
Content: |
complex, 1 attribute, 2 elements |
Defined: |
|
|
| expirationDate (in equityEuropeanExercise) |
The last day within an exercise period for an American style option.
Type: |
|
Content: |
complex, 1 attribute, 2 elements |
Defined: |
|
|
| 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.
Type: |
|
Content: |
complex, 1 attribute, 2 elements |
Defined: |
|
|
| expirationDate (in europeanExercise in exercise in commodityOption) |
The last day within an exercise period for an American style option.
Type: |
|
Content: |
complex, 1 attribute, 2 elements |
Defined: |
|
|
| expirationDate (in europeanExercise in exercise in commodityOption) |
The last day within an exercise period for an American style option.
Type: |
|
Content: |
complex, 1 attribute, 2 elements |
Defined: |
|
|
| expirationDate (in europeanExercise) |
The last day within an exercise period for an American style option.
Type: |
|
Content: |
complex, 1 attribute, 2 elements |
Defined: |
|
|
| expirationDateOffset |
Specifies any offset from the adjusted Calculation Period start date or adjusted Calculation Period end date applicable to each Payment Date.
Type: |
|
Content: |
complex, 1 attribute, 4 elements |
Defined: |
|
|
| expirationDates (in americanExercise defined in CommodityPhysicalExercise complexType) |
The Expiration Date(s) of an American-style option.
Type: |
|
Content: |
complex, 1 attribute, 2 elements |
Defined: |
|
|
| expirationDates (in europeanExercise defined in CommodityPhysicalExercise complexType) |
The Expiration Date(s) of a European-style option.
Type: |
|
Content: |
complex, 1 attribute, 3 elements |
Defined: |
|
|
| expirationDateTwo |
Type: |
|
Content: |
complex, 1 attribute, 2 elements |
Defined: |
|
|
| expirationTime (in americanExercise defined in CommodityPhysicalExercise complexType) |
The specific time of day at which the option expires.
Type: |
|
Content: |
complex, 2 elements |
Defined: |
|
|
| expirationTime (in americanExercise in exercise in commodityOption) |
The specific time of day on which the option expires.
Type: |
|
Content: |
complex, 2 elements |
Defined: |
|
|
| expirationTime (in americanExercise) |
The latest time for exercise on expirationDate.
Type: |
|
Content: |
complex, 2 elements |
Defined: |
|
|
| expirationTime (in bermudaExercise) |
The latest time for exercise on expirationDate.
Type: |
|
Content: |
complex, 2 elements |
Defined: |
|
|
| expirationTime (in europeanExercise defined in CommodityPhysicalExercise complexType) |
The specific time of day at which the option expires.
Type: |
|
Content: |
complex, 2 elements |
Defined: |
|
|
| expirationTime (in europeanExercise in exercise in commodityOption) |
The specific time of day on which the option expires.
Type: |
|
Content: |
complex, 2 elements |
Defined: |
|
|
| expirationTime (in europeanExercise) |
The latest time for exercise on expirationDate.
Type: |
|
Content: |
complex, 2 elements |
Defined: |
|
|
| expirationTimeDetermination |
Expiration time determination method.
Type: |
|
Content: |
simple, 2 attributes |
Defined: |
|
|
| expireRelativeToEvent |
Specifies whether the payment(s) occur relative to the date of a physical event.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| expiringLevel |
If true this contract will strike off the expiring level of the default exchange traded contract.
Type: |
xsd:boolean |
Content: |
simple |
Defined: |
|
|
| expiry |
Type: |
xsd:boolean |
Content: |
simple |
Defined: |
|
|
| expiryDate (defined in FxDigitalAmericanExercise complexType) |
The latest date on which the option can be exercised.
Type: |
xsd:date |
Content: |
simple |
Defined: |
|
|
| expiryDate (defined in FxEuropeanExercise complexType) |
Represents a standard expiry date as defined for an FX OTC option.
Type: |
xsd:date |
Content: |
simple |
Defined: |
|
|
| expiryTime (defined in FxDigitalAmericanExercise complexType) |
Time at which the option expires on the expiry date.
Type: |
|
Content: |
complex, 2 elements |
Defined: |
|
|
| expiryTime (defined in FxEuropeanExercise complexType) |
Time at which the option expires on the expiry date.
Type: |
|
Content: |
complex, 2 elements |
Defined: |
|
|
| expiryTime (defined in QuotationCharacteristics.model group) |
When does the quote cease to be valid.
Type: |
xsd:dateTime |
Content: |
simple |
Defined: |
|
|
| expiryTimestamp |
The date and time (on the source system) when this message instance will be considered expired.
Type: |
xsd:dateTime |
Content: |
simple |
Defined: |
|
|
| extendibleProvision |
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.
Type: |
|
Content: |
complex, 8 elements |
Defined: |
|
|
| extendibleProvisionAdjustedDates |
The adjusted dates associated with an extendible provision.
Type: |
|
Content: |
complex, 1 element |
Defined: |
|
|
| extensionEvent |
The adjusted dates associated with a single extendible exercise date.
Type: |
|
Content: |
complex, 1 attribute, 2 elements |
Defined: |
|
|
| extraElement |
Element(s) that are extraneous in the other object.
Type: |
xsd:string |
Content: |
simple |
Defined: |
|
|
| extraOrdinaryDividends |
Reference to the party which determines if dividends are extraordinary in relation to normal levels.
Type: |
|
Content: |
empty, 1 attribute |
Defined: |
|
|
| 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.
Type: |
|
Content: |
complex, 13 elements |
Defined: |
|
|
| 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.
Type: |
|
Content: |
complex, 13 elements |
Defined: |
|
|
| extraordinaryEvents (in equityOptionTransactionSupplement) |
A component to contain elements that represent an extraordinary event.
Type: |
|
Content: |
complex, 13 elements |
Defined: |
|
|
| extraordinaryEvents (in equitySwapTransactionSupplement) |
Where the underlying is shares, specifies events affecting the issuer of those shares that may require the terms of the transaction to be adjusted.
Type: |
|
Content: |
complex, 13 elements |
Defined: |
|
|
| extraordinaryEvents (in returnSwap) |
Where the underlying is shares, specifies events affecting the issuer of those shares that may require the terms of the transaction to be adjusted.
Type: |
|
Content: |
complex, 13 elements |
Defined: |
|
|
| extrapolationPermitted |
Type: |
xsd:boolean |
Content: |
simple |
Defined: |
|
|
| faceAmount |
Specifies the total amount of the issue.
Type: |
xsd:decimal |
Content: |
simple |
Defined: |
|
|
| facilityType |
The type of loan facility (letter of credit, revolving, ...).
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| factoredCalculationAmount |
Type: |
|
Content: |
complex, 1 attribute, 2 elements |
Defined: |
|
|
| failureToDeliver (defined in ExtraordinaryEvents complexType) |
If true, failure to deliver is applicable.
Type: |
xsd:boolean |
Content: |
simple |
Defined: |
|
|
| failureToDeliver (in additionalDisruptionEvents) |
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.
Type: |
xsd:boolean |
Content: |
simple |
Defined: |
|
|
| failureToPay |
Type: |
|
Content: |
empty |
Subst.Gr: |
|
Defined: |
|
Used: |
never |
|
| failureToPay (defined in CreditEvents complexType) |
A credit event.
Type: |
|
Content: |
complex, 3 elements |
Defined: |
|
|
| failureToPayInterest |
A credit event.
Type: |
xsd:boolean |
Content: |
simple |
Defined: |
|
|
| failureToPayPrincipal (defined in CreditEvents complexType) |
A credit event.
Type: |
xsd:boolean |
Content: |
simple |
Defined: |
|
|
| failureToPayPrincipal (in floatingAmountEvents) |
A floating rate payment event.
Type: |
xsd:boolean |
Content: |
simple |
Defined: |
|
|
| fallback |
Disruption fallback that applies to the trade.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| fallbackBondApplicable |
The applicability of a fallback bond as defined in the 2006 ISDA Inflation Derivatives Definitions, sections 1.3 and 1.8.
Type: |
xsd:boolean |
Content: |
simple |
Defined: |
|
|
| fallbackExercise |
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).
Type: |
xsd:boolean |
Content: |
simple |
Defined: |
|
|
| 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.
Type: |
|
Content: |
complex, 2 elements |
Defined: |
|
|
| fallbackReferencePrice (in priceSourceDisruption) |
The method, prioritzed by the order it is listed in this element, to get a replacement rate for the disrupted settlement rate option.
Type: |
|
Content: |
complex, 4 elements |
Defined: |
|
|
| fallbackSettlementRateOption |
This settlement rate option will be used in its place.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| fallbackSurveyValuationPostponenment |
Request rate quotes from the market.
Type: |
|
Content: |
empty |
Defined: |
|
|
| farLeg |
The FX transaction with the latest value date.
Type: |
|
Content: |
complex, 1 attribute, 10 elements |
Defined: |
|
|
| feature (defined in Feature.model group) |
Asian, Barrier, Knock and Pass Through features.
Type: |
|
Content: |
complex, 5 elements |
Defined: |
|
|
| feature (defined in OptionBaseExtended complexType) |
An Option feature such as quanto, asian, barrier, knock.
Type: |
|
Content: |
complex, 6 elements |
Defined: |
|
|
| featurePayment |
The feature payment.
Type: |
|
Content: |
complex, 1 attribute, 9 elements |
Defined: |
|
|
| featurePaymentDate |
The feature payment date.
Type: |
|
Content: |
complex, 1 attribute, 2 elements |
Defined: |
|
|
| features (in fxOption) |
Describes additional features within the option.
Type: |
|
Content: |
complex, 3 elements |
Defined: |
|
|
| features (in termDeposit) |
An optional container that hold additional features of the deposit (e.g.
Type: |
|
Content: |
complex, 1 element |
Defined: |
|
|
| feeAmount |
The amount of fee to be paid on exercise.
Type: |
xsd:decimal |
Content: |
simple |
Defined: |
|
|
| feeAmountSchedule |
The exercise fee amount schedule.
Type: |
|
Content: |
complex, 1 attribute, 3 elements |
Defined: |
|
|
| feeLeg (defined in CreditDefaultSwap complexType) |
This element contains all the terms relevant to defining the fixed amounts/payments per the applicable ISDA definitions.
Type: |
|
Content: |
complex, 1 attribute, 7 elements |
Defined: |
|
|
| feeLeg (defined in LimitedCreditDefaultSwap complexType) |
This element contains all the terms relevant to defining the fixed amounts/payments per the applicable ISDA definitions.
Type: |
|
Content: |
complex, 1 attribute, 7 elements |
Defined: |
|
|
| feePaymentDate (defined in ExerciseFeeSchedule complexType) |
The date on which exercise fee(s) will be paid.
Type: |
|
Content: |
complex, 1 attribute, 8 elements |
Defined: |
|
|
| feePaymentDate (in exerciseFee) |
The date on which exercise fee(s) will be paid.
Type: |
|
Content: |
complex, 1 attribute, 8 elements |
Defined: |
|
|
| feeRate |
A fee represented as a percentage of some referenced notional.
Type: |
xsd:decimal |
Content: |
simple |
Defined: |
|
|
| feeRateSchedule |
The exercise free rate schedule.
Type: |
|
Content: |
complex, 1 attribute, 2 elements |
Defined: |
|
|
| feeTrade |
Indicates the original trade between the transferor and the remaining party.
Type: |
|
Content: |
complex, 1 attribute, 12 elements |
Defined: |
|
|
| feeTradeIdentifier |
Indicates a reference to the implied trade (the "fee trade") that the associated novation fee based on.
Type: |
|
Content: |
complex, 1 attribute, 10 elements |
Defined: |
|
|
| finalCalculationPeriodDateAdjustment |
Business date convention adjustment to final payment period per leg (swapStream) upon exercise event.
Type: |
|
Content: |
complex, 3 elements |
Defined: |
|
|
| finalExchange |
A true/false flag to indicate whether there is a final exchange of principal on the termination date.
Type: |
xsd:boolean |
Content: |
simple |
Defined: |
|
|
| finalRateRounding |
The rounding convention to apply to the final rate used in determination of a calculation period amount.
Type: |
|
Content: |
complex, 2 elements |
Defined: |
|
|
| finalStub (in stubCalculationPeriod) |
Type: |
|
Content: |
complex, 5 elements |
Defined: |
|
|
| finalStub (in stubCalculationPeriod) |
Type: |
|
Content: |
complex, 5 elements |
Defined: |
|
|
| finalStub (in stubCalculationPeriodAmount) |
Specifies how the final stub amount is calculated.
Type: |
|
Content: |
complex, 3 elements |
Defined: |
|
|
| finalStub (in stubCalculationPeriodAmount) |
Specifies how the final stub amount is calculated.
Type: |
|
Content: |
complex, 3 elements |
Defined: |
|
|
| finesPassingScreen |
Type: |
|
Content: |
complex, 3 elements |
Defined: |
|
|
| firm |
Indicates under what condtitions the Parties' delivery obligations apply.
Type: |
|
Content: |
complex, 1 element |
Defined: |
|
|
| firstCompoundingPeriodEndDate |
The end date of the initial compounding period when compounding is applicable.
Type: |
xsd:date |
Content: |
simple |
Defined: |
|
|
| firstName |
Given name, such as John or Mary.
Type: |
xsd:normalizedString |
Content: |
simple |
Defined: |
|
|
| firstNotionalStepDate |
Effective date of the first change in notional (i.e. a calculation period start date).
Type: |
xsd:date |
Content: |
simple |
Defined: |
|
|
| firstObservationDateOffset |
The interval between the start of each lagDuration and the start of each respective calculation period.
Type: |
|
Content: |
complex, 1 attribute, 2 elements |
Defined: |
|
|
| firstPaymentDate (in paymentDates defined in InterestRateStream complexType) |
The first unadjusted payment date.
Type: |
xsd:date |
Content: |
simple |
Defined: |
|
|
| firstPaymentDate (in periodicPayment) |
The first unadjusted fixed rate payer payment date.
Type: |
xsd:date |
Content: |
simple |
Defined: |
|
|
| firstPeriodStartDate (in calculationPeriodDates) |
The start date of the calculation period if the date falls before the effective date.
Type: |
|
Content: |
complex, 1 attribute, 3 elements |
Defined: |
|
|
| firstPeriodStartDate (in novation) |
Element that is used to be able to make sense of the “new transaction” without requiring reference back to the “old transaction”.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| firstPeriodStartDate (in periodicPayment) |
The start date of the initial calculation period if such date is not equal to the trade’s effective date.
Type: |
xsd:date |
Content: |
simple |
Defined: |
|
|
| firstRegularPeriodStartDate |
The start date of the regular part of the calculation period schedule.
Type: |
xsd:date |
Content: |
simple |
Defined: |
|
|
| fixedAmount (in periodicPayment) |
A fixed payment amount.
Type: |
|
Content: |
complex, 1 attribute, 2 elements |
Defined: |
|
|
| fixedAmount (in singlePayment) |
A fixed payment amount.
Type: |
|
Content: |
complex, 1 attribute, 2 elements |
Defined: |
|
|
| fixedAmountCalculation |
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.
Type: |
|
Content: |
complex, 3 elements |
Defined: |
|
|
| fixedLeg |
Fixed Price Leg.
Type: |
|
Content: |
complex, 1 attribute, 26 elements |
Subst.Gr: |
|
Defined: |
|
Used: |
never |
|
| fixedLeg (in commodityForward) |
The fixed leg of a Commodity Forward Transaction
Type: |
|
Content: |
complex, 1 attribute, 10 elements |
Defined: |
|
|
| fixedLeg (in dividendSwapTransactionSupplement) |
Fixed payment leg.
Type: |
|
Content: |
complex, 1 attribute, 8 elements |
Defined: |
|
|
| fixedPayment |
Fixed payment of a dividend swap, payment date is relative to a dividend period payment date.
Type: |
|
Content: |
complex, 1 attribute, 2 elements |
Defined: |
|
|
| fixedPaymentAmount |
A known fixed payment amount.
Type: |
xsd:decimal |
Content: |
simple |
Defined: |
|
|
| fixedPrice (in fixedLeg in commodityForward) |
Fixed price on which fixed payments are based.
Type: |
|
Content: |
complex, 1 attribute, 3 elements |
Defined: |
|
|
| fixedPrice (in fixedLeg) |
Fixed price on which fixed payments are based.
Type: |
|
Content: |
complex, 1 attribute, 3 elements |
Defined: |
|
|
| fixedPriceSchedule |
Allows the specification of a Fixed Price that varies over the life of the trade.
Type: |
|
Content: |
complex, 7 elements |
Defined: |
|
|
| fixedPriceStep |
The Fixed Price for a given Calculation Period during the life of the trade.
Type: |
|
Content: |
complex, 1 attribute, 3 elements |
Defined: |
|
|
| fixedRate (defined in InterestAccrualsMethod complexType) |
The calculation period fixed rate.
Type: |
xsd:decimal |
Content: |
simple |
Defined: |
|
|
| fixedRate (in calculationPeriod) |
The calculation period fixed rate.
Type: |
xsd:decimal |
Content: |
simple |
Defined: |
|
|
| fixedRate (in fixedAmountCalculation) |
The calculation period fixed rate.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| fixedRate (in fra) |
The calculation period fixed rate.
Type: |
xsd:decimal |
Content: |
simple |
Defined: |
|
|
| fixedRate (in termDeposit) |
The calculation period fixed rate.
Type: |
|
Content: |
simple |
Defined: |
|
|
| fixedRate (in underlyer defined in GenericProduct complexType) |
The fixed rate or fixed rate schedule expressed as explicit fixed rates and dates.
Type: |
|
Content: |
complex, 1 attribute, 2 elements |
Defined: |
|
|
| fixedRateSchedule |
The fixed rate or fixed rate schedule expressed as explicit fixed rates and dates.
Type: |
|
Content: |
complex, 1 attribute, 2 elements |
Defined: |
|
|
| fixedSettlement |
Used for Recovery Lock, to indicate whether fixed Settlement is Applicable or Not Applicable.
Type: |
xsd:boolean |
Content: |
simple |
Defined: |
|
|
| fixedStrike |
Fixed strike.
Type: |
|
Content: |
simple |
Defined: |
|
|
| fixing |
Specifies the source for and timing of a fixing of an exchange rate.
Type: |
|
Content: |
complex, 3 elements |
Defined: |
|
|
| fixingDate (in dualCurrency) |
The date on which the decion on delivery currency will be made.
Type: |
xsd:date |
Content: |
simple |
Defined: |
|
|
| fixingDate (in fixing) |
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.
Type: |
xsd:date |
Content: |
simple |
Defined: |
|
|
| fixingDateOffset |
Specifies the fixing date relative to the reset date in terms of a business days offset and an associated set of financial business centers.
Type: |
|
Content: |
complex, 1 attribute, 8 elements |
Defined: |
|
|
| fixingDates (in interestLegResetDates) |
Specifies the fixing date relative to the reset date in terms of a business days offset, or by providing a series of adjustable dates.
Type: |
|
Content: |
complex, 2 elements |
Defined: |
|
|
| 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.
Type: |
|
Content: |
complex, 1 attribute, 8 elements |
Defined: |
|
|
| fixingTime (defined in CommodityFx complexType) |
The time at which the spot currency exchange rate will be observed.
Type: |
|
Content: |
complex, 2 elements |
Defined: |
|
|
| fixingTime (defined in CommodityFx complexType) |
The time at which the spot currency exchange rate will be observed.
Type: |
|
Content: |
complex, 2 elements |
Defined: |
|
|
| fixingTime (defined in FxSpotRateSource complexType) |
The time at which the spot currency exchange rate will be observed.
Type: |
|
Content: |
complex, 2 elements |
Defined: |
|
|
| fixingTime (in asian in features in fxOption) |
The time at which the spot currency exchange rate will be observed.
Type: |
|
Content: |
complex, 2 elements |
Defined: |
|
|
| fixingTime (in dualCurrency) |
Time at which the option expires on the expiry date.
Type: |
|
Content: |
complex, 2 elements |
Defined: |
|
|
| flatRate |
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.
Type: |
|
Content: |
simple |
Defined: |
|
|
| flatRateAmount |
If flatRate is set to "Fixed", the actual value of the Flat Rate.
Type: |
|
Content: |
complex, 1 attribute, 2 elements |
Defined: |
|
|
| floatingAmountEvents |
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.
Type: |
|
Content: |
complex, 6 elements |
Defined: |
|
|
| floatingAmountProvisions |
Specifies the floating amount provisions associated with the floatingAmountEvents.
Type: |
|
Content: |
complex, 2 elements |
Defined: |
|
|
| floatingLeg |
Floating Price leg.
Type: |
|
Content: |
complex, 1 attribute, 22 elements |
Subst.Gr: |
|
Defined: |
|
Used: |
never |
|
| 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.
Type: |
|
Content: |
complex, 1 attribute, 7 elements |
Defined: |
|
|
| floatingRate (in underlyer defined in GenericProduct complexType) |
A floating rate.
Type: |
|
Content: |
complex, 1 attribute, 7 elements |
Defined: |
|
|
| floatingRateCalculation |
A floating rate calculation definition.
Type: |
|
Content: |
complex, 1 attribute, 11 elements |
Subst.Gr: |
|
Defined: |
|
Used: |
never |
|
| floatingRateCalculation (defined in InterestAccrualsMethod complexType) |
The floating rate calculation definitions
Type: |
|
Content: |
complex, 1 attribute, 11 elements |
Defined: |
|
|
| floatingRateDefinition |
The floating rate reset information for the calculation period.
Type: |
|
Content: |
complex, 6 elements |
Defined: |
|
|
| floatingRateIndex (defined in FloatingRateIndex.model group) |
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| floatingRateIndex (in forecastRateIndex) |
The ISDA Floating Rate Option, i.e. the floating rate index.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| floatingRateIndex (in fra) |
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| floatingRateIndex (in rateIndex) |
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| floatingRateMultiplier |
A rate multiplier to apply to the floating rate.
Type: |
xsd:decimal |
Content: |
simple |
Defined: |
|
|
| floatingRateMultiplierSchedule |
A rate multiplier or multiplier schedule to apply to the floating rate.
Type: |
|
Content: |
complex, 1 attribute, 2 elements |
Defined: |
|
|
| floorRate |
The floor rate, if any, which applies to the floating rate for the calculation period.
Type: |
|
Content: |
complex, 1 attribute, 3 elements |
Defined: |
|
|
| floorRateSchedule |
The floor rate or floor rate schedule, if any, which applies to the floating rate.
Type: |
|
Content: |
complex, 1 attribute, 4 elements |
Defined: |
|
|
| fluid |
The temperature at which the ash cone flattens.
Type: |
|
Content: |
complex, 3 elements |
Defined: |
|
|
| 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.
Type: |
xsd:boolean |
Content: |
simple |
Defined: |
|
|
| 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.
Type: |
xsd:boolean |
Content: |
simple |
Defined: |
|
|
| followUpConfirmation (in cancelableProvision) |
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.
Type: |
xsd:boolean |
Content: |
simple |
Defined: |
|
|
| followUpConfirmation (in extendibleProvision) |
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.
Type: |
xsd:boolean |
Content: |
simple |
Defined: |
|
|
| forceMajeure |
If true, indicates that the buyer and seller should be excused of their delivery obligations when such performance is prevented by Force Majeure.
Type: |
xsd:boolean |
Content: |
simple |
Defined: |
|
|
| forecastAmount |
The amount representing the forecast of the accrued value of the calculation period.
Type: |
|
Content: |
complex, 1 attribute, 2 elements |
Defined: |
|
|
| forecastCurrencyYieldCurve |
Type: |
|
Content: |
empty, 1 attribute |
Defined: |
|
|
| forecastPaymentAmount |
A monetary amount representing the forecast of the future value of the payment.
Type: |
|
Content: |
complex, 1 attribute, 2 elements |
Defined: |
|
|
| forecastRate (in calculationPeriod) |
A value representing the forecast rate used to calculate the forecast future value of the accrual period.
Type: |
xsd:decimal |
Content: |
simple |
Defined: |
|
|
| forecastRate (in rateObservation in floatingRateDefinition) |
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
Type: |
xsd:decimal |
Content: |
simple |
Defined: |
|
|
| forecastRateIndex |
Type: |
|
Content: |
complex, 2 elements |
Defined: |
|
|
| foreignOwnershipEvent |
If true, then foreign ownership event is applicable.
Type: |
xsd:boolean |
Content: |
simple |
Defined: |
|
|
| formula (defined in InterestRateStream complexType) |
An interest rate derivative formula.
Type: |
|
Content: |
complex, 3 elements |
Defined: |
|
|
| formula (defined in LegAmount complexType) |
Specifies a formula, with its description and components.
Type: |
|
Content: |
complex, 3 elements |
Defined: |
|
|
| formula (in additionalPaymentAmount) |
Specifies a formula, with its description and components.
Type: |
|
Content: |
complex, 3 elements |
Defined: |
|
|
| formula (in formulaComponent) |
Additional formulas required to describe this component
Type: |
|
Content: |
complex, 3 elements |
Defined: |
|
|
| formula (in sensitivityDefinition) |
A formula defining how to compute the derivative from the partial derivatives.
Type: |
|
Content: |
complex, 2 elements |
Defined: |
|
|
| formulaComponent |
Elements describing the components of the formula.
Type: |
|
Content: |
complex, 1 attribute, 2 elements |
Defined: |
|
|
| formulaDescription |
Text description of the formula
Type: |
xsd:string |
Content: |
simple |
Defined: |
|
|
| forwardCurve |
A curve of forward rates.
Type: |
|
Content: |
complex, 2 elements |
Defined: |
|
|
| forwardPoints (in crossRate) |
An optional element used for deals consumated in the FX Forwards market.
Type: |
xsd:decimal |
Content: |
simple |
Defined: |
|
|
| forwardPoints (in exchangeRate) |
An optional element used for deals consumated in the FX Forwards market.
Type: |
xsd:decimal |
Content: |
simple |
Defined: |
|
|
| forwardPrice |
The forward price per share, index or basket.
Type: |
|
Content: |
complex, 1 attribute, 2 elements |
Defined: |
|
|
| fPVFinalPriceElectionFallback |
Specifies the fallback provisions for Hedging Party in the determination of the Final Price.
Type: |
|
Content: |
simple |
Defined: |
|
|
| fra |
A forward rate agreement product definition.
Type: |
|
Content: |
complex, 1 attribute, 21 elements |
Subst.Gr: |
|
Defined: |
|
Used: |
never |
|
| fraDiscounting |
Specifies whether discounting applies and, if so, what type.
Type: |
|
Content: |
simple |
Defined: |
|
|
| fullExercise |
Type: |
xsd:boolean |
Content: |
simple |
Defined: |
|
|
| fullFaithAndCreditObLiability (defined in DeliverableObligations complexType) |
An obligation and deliverable obligation characteristic.
Type: |
xsd:boolean |
Content: |
simple |
Defined: |
|
|
| fullFaithAndCreditObLiability (defined in Obligations complexType) |
An obligation and deliverable obligation characteristic.
Type: |
xsd:boolean |
Content: |
simple |
Defined: |
|
|
| fullFirstCalculationPeriod |
This element corresponds to the applicability of the Full First Calculation Period as defined in the 2004 ISDA Novation Definitions, section 1.20.
Type: |
xsd:boolean |
Content: |
simple |
Defined: |
|
|
| fundManager (in exchangeTradedFund) |
Specifies the fund manager that is in charge of the fund.
Type: |
xsd:string |
Content: |
simple |
Defined: |
|
|
| fundManager (in mutualFund) |
Specifies the fund manager that is in charge of the fund.
Type: |
xsd:string |
Content: |
simple |
Defined: |
|
|
| future |
Identifies the underlying asset when it is a listed future contract.
Type: |
|
Content: |
complex, 1 attribute, 12 elements |
Subst.Gr: |
|
Defined: |
|
Used: |
never |
|
| futureContractReference |
Specifies the future contract that can be referenced, besides the equity or index reference defined as part of the UnderlyerAsset type.
Type: |
xsd:string |
Content: |
simple |
Defined: |
|
|
| futureId |
A short form unique identifier for the reference future contract in the case of an index underlyer.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| futuresPriceValuation |
The official settlement price as announced by the related exchange is applicable, in accordance with the ISDA 2002 definitions.
Type: |
xsd:boolean |
Content: |
simple |
Defined: |
|
|
| futureValueNotional |
The future value notional is normally only required for BRL CDI Swaps.
Type: |
|
Content: |
complex, 1 attribute, 4 elements |
Defined: |
|
|
| fx |
Identifies a simple underlying asset type that is an FX rate.
Type: |
|
Content: |
complex, 1 attribute, 8 elements |
Subst.Gr: |
|
Defined: |
|
Used: |
never |
|
| fx (in calculation in floatingLeg) |
FX observations to be used to convert the observed Commodity Reference Price to the Settlement Currency.
Type: |
|
Content: |
complex, 17 elements |
Defined: |
|
|
| fx (in exercise in commodityOption) |
FX observations to be used to convert the observed Commodity Reference Price to the Settlement Currency.
Type: |
|
Content: |
complex, 17 elements |
Defined: |
|
|
| fxConversion |
Specifies the currency conversion rate that applies to an amount.
Type: |
|
Content: |
complex, 2 elements |
Defined: |
|
|
| fxCurve |
Type: |
|
Content: |
complex, 1 attribute, 3 elements |
Subst.Gr: |
|
Defined: |
|
Used: |
never |
|
| fxCurveValuation |
Type: |
|
Content: |
complex, 2 attributes, 12 elements |
Subst.Gr: |
|
Defined: |
|
Used: |
never |
|
| fxDigitalOption |
An FX digital option transaction definition.
Type: |
|
Content: |
complex, 1 attribute, 19 elements |
Subst.Gr: |
|
Defined: |
|
Used: |
never |
|
| fxFeature (defined in DirectionalLegUnderlyer complexType) |
Quanto, Composite, or Cross Currency FX features.
Type: |
|
Content: |
complex, 4 elements |
Defined: |
|
|
| fxFeature (defined in Feature.model group) |
Quanto, Composite, or Cross Currency FX features.
Type: |
|
Content: |
complex, 4 elements |
Defined: |
|
|
| fxFeature (in feature defined in OptionBaseExtended complexType) |
A quanto or composite FX feature.
Type: |
|
Content: |
complex, 4 elements |
Defined: |
|
|
| fxFeature (in returnLeg) |
A quanto or composite FX feature.
Type: |
|
Content: |
complex, 4 elements |
Defined: |
|
|
| fxFixingDate |
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.
Type: |
|
Content: |
complex, 1 attribute, 8 elements |
Defined: |
|
|
| fxFixingSchedule |
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.
Type: |
|
Content: |
complex, 1 attribute, 3 elements |
Defined: |
|
|
| fxForwardCurve |
A curve of fx forward rates.
Type: |
|
Content: |
complex, 3 elements |
Defined: |
|
|
| fxForwardPointsCurve |
A curve of fx forward point spreads.
Type: |
|
Content: |
complex, 3 elements |
Defined: |
|
|
| fxLinkedNotionalAmount |
The amount that a cashflow will accrue interest on.
Type: |
|
Content: |
complex, 4 elements |
Defined: |
|
|
| fxLinkedNotionalSchedule |
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.
Type: |
|
Content: |
complex, 6 elements |
Defined: |
|
|
| fxObservationDates |
A list of the fx observation dates for a given Calculation Period.
Type: |
|
Content: |
complex, 1 attribute, 3 elements |
Defined: |
|
|
| fxOption |
An FX option transaction definition.
Type: |
|
Content: |
complex, 1 attribute, 23 elements |
Subst.Gr: |
|
Defined: |
|
Used: |
never |
|
| fxRate (defined in AssetValuation complexType) |
Indicates the rate of a currency conversion that may have been used to compute valuations.
Type: |
|
Content: |
complex, 2 elements |
Defined: |
|
|
| fxRate (in commission) |
FX Rates that have been used to convert commissions to a single currency.
Type: |
|
Content: |
complex, 2 elements |
Defined: |
|
|
| fxRate (in fxConversion) |
Specifies a currency conversion rate.
Type: |
|
Content: |
complex, 2 elements |
Defined: |
|
|
| fxRate (in quanto) |
Specifies a currency conversion rate.
Type: |
|
Content: |
complex, 2 elements |
Defined: |
|
|
| fxSingleLeg |
A simple FX spot or forward transaction definition.
Type: |
|
Content: |
complex, 1 attribute, 16 elements |
Subst.Gr: |
|
Defined: |
|
Used: |
never |
|
| fxSpotRateSource (defined in Composite complexType) |
Specifies the methodology (reference source and, optionally, fixing time) to be used for determining a currency conversion rate.
Type: |
|
Content: |
complex, 3 elements |
Defined: |
|
|
| fxSpotRateSource (in fixing) |
Specifies the methodology (reference source and, optionally, fixing time) to be used for determining a currency conversion rate.
Type: |
|
Content: |
complex, 3 elements |
Defined: |
|
|
| fxSpotRateSource (in fxLinkedNotionalSchedule) |
The information source and time at which the spot currency exchange rate will be observed.
Type: |
|
Content: |
complex, 3 elements |
Defined: |
|
|
| fxSpotRateSource (in quanto) |
Specifies the methodology (reference source and, optionally, fixing time) to be used for determining a currency conversion rate.
Type: |
|
Content: |
complex, 3 elements |
Defined: |
|
|
| fxSwap |
An FX Swap transaction definition.
Type: |
|
Content: |
complex, 1 attribute, 8 elements |
Subst.Gr: |
|
Defined: |
|
Used: |
never |
|
| fxType |
A type to identify how the FX rate will be applied.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| gas |
The specification of the gas to be delivered.
Type: |
|
Content: |
complex, 3 elements |
Defined: |
|
|
| gasPhysicalLeg |
Physically settled natural gas leg.
Type: |
|
Content: |
complex, 1 attribute, 8 elements |
Subst.Gr: |
|
Defined: |
|
Used: |
never |
|
| generalFundObligationLiability (defined in DeliverableObligations complexType) |
An obligation and deliverable obligation characteristic.
Type: |
xsd:boolean |
Content: |
simple |
Defined: |
|
|
| generalFundObligationLiability (defined in Obligations complexType) |
An obligation and deliverable obligation characteristic.
Type: |
xsd:boolean |
Content: |
simple |
Defined: |
|
|
| generalTerms (defined in CreditDefaultSwap complexType) |
This element contains all the data that appears in the section entitled "1.
Type: |
|
Content: |
complex, 13 elements |
Defined: |
|
|
| generalTerms (defined in LimitedCreditDefaultSwap complexType) |
This element contains all the data that appears in the section entitled "1.
Type: |
|
Content: |
complex, 13 elements |
Defined: |
|
|
| generationAsset |
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| generic |
Type: |
|
Content: |
simple, 2 attributes |
Defined: |
|
|
| genericProduct |
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.
Type: |
|
Content: |
complex, 1 attribute, 20 elements |
Subst.Gr: |
|
Defined: |
|
Used: |
never |
|
| governingLaw (defined in Trade complexType) |
Identification of the law governing the transaction.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| governingLaw (in agreement) |
Identification of the law governing the agreement.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| gracePeriod |
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.
Type: |
|
Content: |
complex, 1 attribute, 3 elements |
Defined: |
|
|
| gracePeriodExtension |
If this element is specified, indicates whether or not a grace period extension is applicable.
Type: |
|
Content: |
complex, 2 elements |
Defined: |
|
|
| grade |
The grade of oil product to be delivered.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| grindability |
The Hardgrove Grindability Index value of the coal to be delivered.
Type: |
|
Content: |
complex, 3 elements |
Defined: |
|
|
| gross |
Value excluding fees and commissions.
Type: |
xsd:decimal |
Content: |
simple |
Defined: |
|
|
| grossCashflow |
Payment details of this cash flow component, including currency, amount and payer/payee.
Type: |
|
Content: |
complex, 8 elements |
Defined: |
|
|
| grossPrice |
Specifies the price of the underlyer, before commissions.
Type: |
|
Content: |
complex, 3 elements |
Defined: |
|
|
| guarantor |
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.
Type: |
|
Content: |
complex, 1 attribute, 3 elements |
Defined: |
|
|
| guarantorReference |
A pointer style reference to a reference entity defined elsewhere in the document.
Type: |
|
Content: |
empty, 1 attribute |
Defined: |
|
|
| header (defined in Exception complexType) |
Type: |
|
Content: |
complex, 10 elements |
Defined: |
|
|
| header (defined in NotificationMessage complexType) |
Type: |
|
Content: |
complex, 10 elements |
Defined: |
|
|
| header (defined in RequestMessage complexType) |
Type: |
|
Content: |
complex, 9 elements |
Defined: |
|
|
| header (defined in ResponseMessage complexType) |
Type: |
|
Content: |
complex, 10 elements |
Defined: |
|
|
| hedgingDisruption |
If true, then hedging disruption is applicable.
Type: |
xsd:boolean |
Content: |
simple |
Defined: |
|
|
| hedgingParty |
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.
Type: |
|
Content: |
empty, 1 attribute |
Defined: |
|
|
| hexadecimalBinary (defined in AdditionalData complexType) |
Provides extra information as binary contents coded in hexadecimal.
Type: |
xsd:hexBinary |
Content: |
simple |
Defined: |
|
|
| hexadecimalBinary (defined in ExternalDocument complexType) |
Provides extra information as binary contents coded in hexadecimal.
Type: |
xsd:hexBinary |
Content: |
simple |
Defined: |
|
|
| hexadecimalBinary (defined in Resource complexType) |
Provides extra information as binary contents coded in hexadecimal.
Type: |
xsd:hexBinary |
Content: |
simple |
Defined: |
|
|
| history |
Type: |
|
Content: |
complex, 12 elements |
Defined: |
|
|
| honorific |
An honorific title, such as Mr., Ms., Dr. etc.
Type: |
xsd:normalizedString |
Content: |
simple |
Defined: |
|
|
| 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.
Type: |
|
Content: |
simple |
Defined: |
|
|
| hourMinuteTime (defined in CommodityBusinessCalendarTime complexType) |
A time specified as Hour Ending in hh:mm:ss format where the second component must be '00', e.g. 11am would be represented as 11:00:00.
Type: |
|
Content: |
simple |
Defined: |
|
|
| 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.
Type: |
|
Content: |
simple |
Defined: |
|
|
| hubCode |
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| identifier (defined in CreditSupportAgreement complexType) |
An identifier used to uniquely identify the CSA
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| identifier (defined in PaymentDetails.model group) |
Unique identifier assigned by either party or matching service, as agreed, to a payment.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| implementationSpecification |
The version(s) of specifications that the sender asserts the message was developed for.
Type: |
|
Content: |
complex, 3 elements |
Defined: |
|
|
| impliedWritedown (defined in CreditEvents complexType) |
A credit event.
Type: |
xsd:boolean |
Content: |
simple |
Defined: |
|
|
| impliedWritedown (in floatingAmountEvents) |
A floating rate payment event.
Type: |
xsd:boolean |
Content: |
simple |
Defined: |
|
|
| importerOfRecord |
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.
Type: |
|
Content: |
empty, 1 attribute |
Defined: |
|
|
| includeHolidays |
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.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| inclusive |
Type: |
xsd:anyType |
Content: |
any |
Defined: |
|
|
| increase |
Type: |
|
Content: |
complex, 13 elements |
Defined: |
|
|
| increasedCostOfHedging |
If true, then increased cost of hedging is applicable.
Type: |
xsd:boolean |
Content: |
simple |
Defined: |
|
|
| increasedCostOfStockBorrow |
If true, then increased cost of stock borrow is applicable.
Type: |
xsd:boolean |
Content: |
simple |
Defined: |
|
|
| incurredRecoveryApplicable |
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.
Type: |
xsd:boolean |
Content: |
simple |
Defined: |
|
|
| independentAmount |
Independent Amount is an amount that usually less creditworthy counterparties are asked to provide.
Type: |
|
Content: |
complex, 5 elements |
Defined: |
|
|
| index |
Identifies the underlying asset when it is a financial index.
Type: |
|
Content: |
complex, 1 attribute, 11 elements |
Subst.Gr: |
|
Defined: |
|
Used: |
never |
|
| indexAdjustmentEvents |
ISDA 2002 Equity Index Adjustment Events.
Type: |
|
Content: |
complex, 3 elements |
Defined: |
|
|
| indexAnnexDate |
A CDS index series annex date.
Type: |
xsd:date |
Content: |
simple |
Defined: |
|
|
| indexAnnexSource |
A CDS index series annex source.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| indexAnnexVersion |
A CDS index series version identifier, e.g. 1, 2, 3 etc.
Type: |
xsd:positiveInteger |
Content: |
simple |
Defined: |
|
|
| indexCancellation |
Consequence of index cancellation.
Type: |
|
Content: |
simple |
Defined: |
|
|
| indexChange |
Describes a change due to an index component being adjusted.
Type: |
|
Content: |
complex, 3 elements |
Subst.Gr: |
|
Defined: |
|
Used: |
never |
|
| indexDisclaimer |
If present and true, then index disclaimer is applicable.
Type: |
xsd:boolean |
Content: |
simple |
Defined: |
|
|
| indexDisruption |
Consequence of index disruption.
Type: |
|
Content: |
simple |
Defined: |
|
|
| indexFactor |
Type: |
xsd:decimal |
Content: |
simple |
Defined: |
|
|
| indexId (in indexReferenceInformation) |
A CDS index identifier (e.g.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| indexId (in indexReferenceInformation) |
A CDS index identifier (e.g.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| indexModification |
Consequence of index modification.
Type: |
|
Content: |
simple |
Defined: |
|
|
| indexName |
The name of the index expressed as a free format string.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| indexReferenceInformation |
This element contains all the terms relevant to defining the Credit DefaultSwap Index.
Type: |
|
Content: |
complex, 1 attribute, 10 elements |
Defined: |
|
|
| indexSeries |
A CDS index series identifier, e.g. 1, 2, 3 etc.
Type: |
xsd:positiveInteger |
Content: |
simple |
Defined: |
|
|
| indexSource |
The reference source such as Reuters or Bloomberg.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| indexTenor (defined in FloatingRateIndex.model group) |
The ISDA Designated Maturity, i.e. the tenor of the floating rate.
Type: |
|
Content: |
complex, 1 attribute, 2 elements |
Defined: |
|
|
| indexTenor (in forecastRateIndex) |
The ISDA Designated Maturity, i.e. the tenor of the floating rate.
Type: |
|
Content: |
complex, 1 attribute, 2 elements |
Defined: |
|
|
| indexTenor (in fra) |
The ISDA Designated Maturity, i.e. the tenor of the floating rate.
Type: |
|
Content: |
complex, 1 attribute, 2 elements |
Defined: |
|
|
| indirectLoanParticipation |
ISDA 1999 Term: Indirect Loan Participation.
Type: |
|
Content: |
complex, 3 elements |
Defined: |
|
|
| inflationLag |
an offsetting period from the payment date which determines the reference period for which the inflation index is onserved.
Type: |
|
Content: |
complex, 1 attribute, 3 elements |
Defined: |
|
|
| inflationRateCalculation |
An inflation rate calculation definition.
Type: |
|
Content: |
complex, 1 attribute, 17 elements |
Subst.Gr: |
|
Defined: |
|
Used: |
never |
|
| informationSource (defined in FxBarrierFeature complexType) |
The information source where a published or displayed market rate will be obtained, e.g.
Type: |
|
Content: |
complex, 3 elements |
Defined: |
|
|
| informationSource (defined in QuotationCharacteristics.model group) |
The information source where a published or displayed market rate will be obtained, e.g.
Type: |
|
Content: |
complex, 3 elements |
Defined: |
|
|
| informationSource (in settlementRateSource) |
The information source where a published or displayed market rate will be obtained, e.g.
Type: |
|
Content: |
complex, 3 elements |
Defined: |
|
|
| informationSource (in touch) |
The information source where a published or displayed market rate will be obtained, e.g.
Type: |
|
Content: |
complex, 3 elements |
Defined: |
|
|
| informationSource (in trigger in fxDigitalOption) |
The information source where a published or displayed market rate will be obtained, e.g.
Type: |
|
Content: |
complex, 3 elements |
Defined: |
|
|
| initial |
Type: |
|
Content: |
simple |
Defined: |
|
|
| initialDeformation |
The temperature at which an ash cone shows evidence of deformation.
Type: |
|
Content: |
complex, 3 elements |
Defined: |
|
|
| initialExchange |
A true/false flag to indicate whether there is an initial exchange of principal on the effective date.
Type: |
xsd:boolean |
Content: |
simple |
Defined: |
|
|
| initialFactor |
The part of the mortgage that is outstanding on trade inception, i.e. has not been repaid yet as principal.
Type: |
xsd:decimal |
Content: |
simple |
Defined: |
|
|
| initialFee |
An initial fee for the cancelable option.
Type: |
|
Content: |
complex, 1 attribute, 6 elements |
Defined: |
|
|
| initialFixingDate (in interestLegResetDates) |
Initial fixing date expressed as an offset to another date defined elsewhere in the document.
Type: |
|
Content: |
complex, 1 attribute, 8 elements |
Defined: |
|
|
| initialFixingDate (in resetDates) |
Type: |
|
Content: |
complex, 1 attribute, 8 elements |
Defined: |
|
|
| initialIndexLevel |
initial known index level for the first calculation period.
Type: |
xsd:decimal |
Content: |
simple |
Defined: |
|
|
| initialLevel |
Contract will strike off this initial level.
Type: |
xsd:decimal |
Content: |
simple |
Defined: |
|
|
| initialPayment |
Specifies a single fixed payment that is payable by the payer to the receiver on the initial payment date.
Type: |
|
Content: |
complex, 1 attribute, 7 elements |
Defined: |
|
|
| initialPoints |
An optional element that contains the up-front points expressed as a percentage of the notional.
Type: |
xsd:decimal |
Content: |
simple |
Defined: |
|
|
| initialPrice |
Specifies the initial reference price of the underlyer.
Type: |
|
Content: |
complex, 10 elements |
Defined: |
|
|
| initialRate |
The initial floating rate reset agreed between the principal parties involved in the trade.
Type: |
xsd:decimal |
Content: |
simple |
Defined: |
|
|
| initialStockLoanRate |
Specifies the initial stock loan rate for Increased Cost of Stock Borrow.
Type: |
|
Content: |
simple |
Defined: |
|
|
| initialStub (in stubCalculationPeriod) |
Type: |
|
Content: |
complex, 5 elements |
Defined: |
|
|
| initialStub (in stubCalculationPeriodAmount) |
Specifies how the initial stub amount is calculated.
Type: |
|
Content: |
complex, 3 elements |
Defined: |
|
|
| initialValue (defined in PositiveSchedule complexType) |
The strictly-positive initial rate or amount, as the case may be.
Type: |
|
Content: |
simple |
Defined: |
|
|
| initialValue (defined in Schedule complexType) |
The initial rate or amount, as the case may be.
Type: |
xsd:decimal |
Content: |
simple |
Defined: |
|
|
| initialValue (in fxLinkedNotionalSchedule) |
The initial currency amount for the varying notional.
Type: |
xsd:decimal |
Content: |
simple |
Defined: |
|
|
| initialValue (in notionalStepSchedule) |
The non-negative initial rate or amount, as the case may be.
Type: |
|
Content: |
simple |
Defined: |
|
|
| inputDataDate |
The date from which the input data used to construct the pricing input was obtained.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| inputDateReference |
Reference(s) to the pricing input dates that are shifted when the sensitivity is computed.
Type: |
|
Content: |
empty, 1 attribute |
Defined: |
|
|
| inputs (in creditCurveValuation) |
Type: |
|
Content: |
complex, 2 elements |
Defined: |
|
|
| inputs (in yieldCurveValuation) |
Type: |
|
Content: |
complex, 2 elements |
Defined: |
|
|
| inputUnits |
The units of the input parameter, e.g.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| inReplyTo (in header defined in Exception complexType) |
A copy of the unique message identifier (within it own coding scheme) to which this message is responding.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| 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.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| 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.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| insolvencyFiling |
If true, then insolvency filing is applicable.
Type: |
xsd:boolean |
Content: |
simple |
Defined: |
|
|
| instrumentId (defined in IdentifiedAsset complexType) |
Identification of the underlying asset, using public and/or private identifiers.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| instrumentId (in cash) |
Identification of the underlying asset, using public and/or private identifiers.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| instrumentSet |
A collection of instruments used as a basis for quotation.
Type: |
|
Content: |
complex, 2 elements |
Defined: |
|
|
| instrumentTradeDetails |
A type to hold trades of multiply-traded instruments.
Type: |
|
Content: |
complex, 1 attribute, 14 elements |
Subst.Gr: |
|
Defined: |
|
Used: |
never |
|
| insurer |
Type: |
|
Content: |
complex, 1 attribute, 3 elements |
Defined: |
|
|
| insurerReference |
Type: |
|
Content: |
empty, 1 attribute |
Defined: |
|
|
| integralMultipleAmount |
A notional amount which restricts the amount of notional that can be exercised when partial exercise or multiple exercise is applicable.
Type: |
xsd:decimal |
Content: |
simple |
Defined: |
|
|
| integralMultipleExercise |
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.
Type: |
|
Content: |
simple |
Defined: |
|
|
| integralMultipleQuantity |
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.
Type: |
|
Content: |
complex, 1 attribute, 3 elements |
Defined: |
|
|
| intentToAllocate |
Specifies whether the trade is anticipated to be allocated.
Type: |
xsd:boolean |
Content: |
simple |
Defined: |
|
|
| intentToClear |
Specifies whether the trade is anticipated to be cleared via a derivative clearing organization
Type: |
xsd:boolean |
Content: |
simple |
Defined: |
|
|
| interest |
The total interest of at maturity of the trade.
Type: |
|
Content: |
complex, 1 attribute, 2 elements |
Defined: |
|
|
| interestAccrualsMethod |
Defines the way in which interests are accrued: the applicable rate (fixed or floating reference) and the compounding method.
Type: |
|
Content: |
complex, 3 elements |
Defined: |
|
|
| interestAmount |
Specifies, in relation to each Interest Payment Date, the amount to which the Interest Payment Date relates.
Type: |
|
Content: |
complex, 7 elements |
Defined: |
|
|
| interestAtRisk |
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 level at the specified fixing date and time.
Type: |
xsd:boolean |
Content: |
simple |
Defined: |
|
|
| interestCalculation |
Specifies the calculation method of the interest rate leg of the equity swap.
Type: |
|
Content: |
complex, 1 attribute, 6 elements |
Defined: |
|
|
| interestLeg |
The fixed income amounts of the return type swap.
Type: |
|
Content: |
complex, 1 attribute, 12 elements |
Subst.Gr: |
|
Defined: |
|
Used: |
never |
|
| interestLegCalculationPeriodDates |
Component that holds the various dates used to specify the interest leg of the equity swap.
Type: |
|
Content: |
complex, 1 attribute, 4 elements |
Defined: |
|
|
| interestLegPaymentDates |
Specifies the payment dates of the interest leg of the swap.
Type: |
|
Content: |
complex, 1 attribute, 3 elements |
Defined: |
|
|
| interestLegRate |
Reference to the floating rate calculation of interest calculation node on the Interest Leg.
Type: |
|
Content: |
empty, 1 attribute |
Defined: |
|
|
| interestLegResetDates |
Specifies the reset dates of the interest leg of the swap.
Type: |
|
Content: |
complex, 5 elements |
Defined: |
|
|
| interestShortfall |
A floating rate payment event.
Type: |
|
Content: |
complex, 3 elements |
Defined: |
|
|
| interestShortfallCap |
Specifies the nature of the interest Shortfall cap (i.e.
Type: |
|
Content: |
simple |
Defined: |
|
|
| interestShortfallReimbursement |
An additional Fixed Payment Event.
Type: |
xsd:boolean |
Content: |
simple |
Defined: |
|
|
| intermediaryInformation |
Information to identify an intermediary through which payment will be made by the correspondent bank to the ultimate beneficiary of the funds.
Type: |
|
Content: |
complex, 5 elements |
Defined: |
|
|
| intermediaryPartyReference |
Reference to the party acting as intermediary.
Type: |
|
Content: |
empty, 1 attribute |
Defined: |
|
|
| intermediarySequenceNumber |
A sequence number that gives the position of the current intermediary in the chain of payment intermediaries.
Type: |
xsd:positiveInteger |
Content: |
simple |
Defined: |
|
|
| intermediateExchange |
A true/false flag to indicate whether there are intermediate or interim exchanges of principal during the term of the swap.
Type: |
xsd:boolean |
Content: |
simple |
Defined: |
|
|
| interpolationMethod (defined in TermCurve complexType) |
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| interpolationMethod (in inflationRateCalculation) |
The method used when calculating the Inflation Index Level from multiple points - the most common is Linear.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| interpolationMethod (in interestCalculation) |
Specifies the type of interpolation used.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| interpolationMethod (in makeWholeAmount) |
The type of interpolation method that the calculation agent reserves the right to use.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| interpolationPeriod |
Defines applicable periods for interpolation.
Type: |
|
Content: |
simple |
Defined: |
|
|
| isAccountingHedge |
Specifies whether the trade used to hedge a risk for accounting purposes for the specified party.
Type: |
xsd:boolean |
Content: |
simple |
Defined: |
|
|
| isCorrection |
Indicates if this message corrects an earlier request.
Type: |
xsd:boolean |
Content: |
simple |
Defined: |
|
|
| issuer |
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| issuerName |
Type: |
xsd:string |
Content: |
simple |
Defined: |
|
|
| issuerPartyReference |
Type: |
|
Content: |
empty, 1 attribute |
Defined: |
|
|
| jurisdiction |
The legal jurisdiction of the entity's registration.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| knock (in feature defined in Feature.model group) |
A knock feature.
Type: |
|
Content: |
complex, 2 elements |
Defined: |
|
|
| knock (in feature defined in OptionBaseExtended complexType) |
A knock feature.
Type: |
|
Content: |
complex, 2 elements |
Defined: |
|
|
| knockIn |
The knock in.
Type: |
|
Content: |
complex, 4 elements |
Defined: |
|
|
| knockOut |
The knock out.
Type: |
|
Content: |
complex, 4 elements |
Defined: |
|
|
| knownAmountSchedule |
The known calculation period amount or a known amount schedule expressed as explicit known amounts and dates.
Type: |
|
Content: |
complex, 1 attribute, 3 elements |
Defined: |
|
|
| lag (defined in CommodityPricingDates complexType) |
The pricing period per calculation period if the pricing days do not wholly fall within the respective calculation period.
Type: |
|
Content: |
complex, 1 attribute, 2 elements |
Defined: |
|
|
| 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.
Type: |
|
Content: |
complex, 1 attribute, 2 elements |
Defined: |
|
|
| lagDuration |
The period during which observations will be made.
Type: |
|
Content: |
complex, 1 attribute, 2 elements |
Defined: |
|
|
| lagReference |
Allows a lag to reference one already defined elsewhere in the trade.
Type: |
|
Content: |
empty, 1 attribute |
Defined: |
|
|
| language |
Indicates the language of the resource, described using the ISO 639-2/T Code.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| largeSizeTrade |
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.
Type: |
xsd:boolean |
Content: |
simple |
Defined: |
|
|
| lastNotionalStepDate |
Effective date of the last change in notional (i.e. a calculation period start date).
Type: |
xsd:date |
Content: |
simple |
Defined: |
|
|
| lastRegularPaymentDate (in paymentDates defined in InterestRateStream complexType) |
The last regular unadjusted payment date.
Type: |
xsd:date |
Content: |
simple |
Defined: |
|
|
| lastRegularPaymentDate (in periodicPayment) |
The last regular unadjusted fixed rate payer payment date.
Type: |
xsd:date |
Content: |
simple |
Defined: |
|
|
| lastRegularPeriodEndDate |
The end date of the regular part of the calculation period schedule.
Type: |
xsd:date |
Content: |
simple |
Defined: |
|
|
| 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.
Type: |
|
Content: |
complex, 2 elements |
Defined: |
|
|
| 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.
Type: |
|
Content: |
complex, 2 elements |
Defined: |
|
|
| latestExerciseTime (in americanExercise in exercise in commodityOption) |
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.
Type: |
|
Content: |
complex, 2 elements |
Defined: |
|
|
| latestExerciseTime (in americanExercise) |
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.
Type: |
|
Content: |
complex, 2 elements |
Defined: |
|
|
| latestExerciseTime (in bermudaExercise) |
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.
Type: |
|
Content: |
complex, 2 elements |
Defined: |
|
|
| latestExerciseTimeDetermination (defined in SharedAmericanExercise complexType) |
Latest exercise time determination method.
Type: |
|
Content: |
simple, 2 attributes |
Defined: |
|
|
| latestExerciseTimeDetermination (in americanExercise in exercise in commodityOption) |
Latest exercise time determination method.
Type: |
|
Content: |
simple, 2 attributes |
Defined: |
|
|
| latestExerciseTimeType (in equityAmericanExercise) |
The latest time of day at which the equity option can be exercised, for example the official closing time of the exchange.
Type: |
|
Content: |
simple |
Defined: |
|
|
| latestExerciseTimeType (in equityBermudaExercise) |
The latest time of day at which the equity option can be exercised, for example the official closing time of the exchange.
Type: |
|
Content: |
simple |
Defined: |
|
|
| latestValueDate |
The latest date on which both currencies traded will settle.
Type: |
xsd:date |
Content: |
simple |
Defined: |
|
|
| legId |
Identity of this leg.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| legIdentifier |
Version aware identification of this leg.
Type: |
|
Content: |
complex, 3 elements |
Defined: |
|
|
| length |
Indicates the length of the resource.
Type: |
|
Content: |
complex, 2 elements |
Defined: |
|
|
| lengthUnit |
The length unit of the resource.
Type: |
|
Content: |
simple |
Defined: |
|
|
| lengthValue |
The length value of the resource.
Type: |
xsd:decimal |
Content: |
simple |
Defined: |
|
|
| level |
The trigger level.
Type: |
xsd:decimal |
Content: |
simple |
Defined: |
|
|
| levelPercentage (in featurePayment) |
The trigger level percentage.
Type: |
xsd:decimal |
Content: |
simple |
Defined: |
|
|
| levelPercentage (in trigger defined in TriggerEvent complexType) |
The trigger level percentage.
Type: |
xsd:decimal |
Content: |
simple |
Defined: |
|
|
| lien |
Specifies the seniority level of the lien.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| limitationPercentage |
Specifies the limitation percentage in Average Daily trading volume.
Type: |
|
Content: |
simple |
Defined: |
|
|
| limitationPeriod |
Specifies the limitation period for Average Daily trading volume in number of days.
Type: |
xsd:nonNegativeInteger |
Content: |
simple |
Defined: |
|
|
| limitedRightToConfirm |
Has the meaning defined as part of the 1997 ISDA Government Bond Option Definitions, section 4.5 Limited Right to Confirm Exercise.
Type: |
xsd:boolean |
Content: |
simple |
Defined: |
|
|
| linkId |
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.
Type: |
|
Content: |
simple, 2 attributes |
Defined: |
|
|
| listed (defined in DeliverableObligations complexType) |
An obligation and deliverable obligation characteristic.
Type: |
xsd:boolean |
Content: |
simple |
Defined: |
|
|
| listed (defined in Obligations complexType) |
An obligation and deliverable obligation characteristic.
Type: |
xsd:boolean |
Content: |
simple |
Defined: |
|
|
| loan |
Identifies a simple underlying asset that is a loan.
Type: |
|
Content: |
complex, 1 attribute, 13 elements |
Subst.Gr: |
|
Defined: |
|
Used: |
|
|
| 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.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| localJurisdiction (in equityOptionTransactionSupplement) |
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.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| location (defined in PrevailingTime complexType) |
The geographic location to which the hourMinuteTime applies.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| location (defined in Reason complexType) |
A value indicating the location of the problem within the subject message.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| lossOfStockBorrow |
If true, then loss of stock borrow is applicable.
Type: |
xsd:boolean |
Content: |
simple |
Defined: |
|
|
| lowerBarrier |
All observations below this price level will be excluded from the variance calculation.
Type: |
|
Content: |
simple |
Defined: |
|
|
| mainPublication |
The current main publication source such as relevant web site or a government body.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| makeWholeAmount |
Amount to be paid by the buyer of the option if the option is exercised prior to the Early Call Date.
Type: |
|
Content: |
complex, 6 elements |
Defined: |
|
|
| makeWholeDate |
Date through which option can not be exercised without penalty.
Type: |
xsd:date |
Content: |
simple |
Defined: |
|
|
| makeWholeProvisions |
Provisions covering early exercise of option.
Type: |
|
Content: |
complex, 2 elements |
Defined: |
|
|
| mandatorilyClearable |
Whether the particular trade type in question is required by this regulator to be cleared.
Type: |
xsd:boolean |
Content: |
simple |
Defined: |
|
|
| mandatoryEarlyTermination (defined in MandatoryEarlyTermination.model group) |
A mandatory early termination provision to terminate the swap at fair value.
Type: |
|
Content: |
complex, 1 attribute, 4 elements |
Defined: |
|
|
| mandatoryEarlyTermination (defined in MandatoryEarlyTermination.model group) |
A mandatory early termination provision to terminate the swap at fair value.
Type: |
|
Content: |
complex, 1 attribute, 4 elements |
Defined: |
|
|
| mandatoryEarlyTerminationAdjustedDates |
The adjusted dates associated with a mandatory early termination provision.
Type: |
|
Content: |
complex, 3 elements |
Defined: |
|
|
| mandatoryEarlyTerminationDate |
The early termination date associated with a mandatory early termination of a swap.
Type: |
|
Content: |
complex, 1 attribute, 3 elements |
Defined: |
|
|
| mandatoryEarlyTerminationDateTenor |
Period after trade date of the mandatory early termination date.
Type: |
|
Content: |
complex, 1 attribute, 2 elements |
Defined: |
|
|
| manualExercise (defined in ExerciseProcedure complexType) |
Specifies that the notice of exercise must be given by the buyer to the seller or seller's agent.
Type: |
|
Content: |
complex, 2 elements |
Defined: |
|
|
| manualExercise (in exerciseProcedure in optionExpiry defined in Events.model group) |
Specifies that the notice of exercise must be given by the buyer to the seller or seller's agent.
Type: |
|
Content: |
empty |
Defined: |
|
|
| market |
This is a global element used for creating global types.
Type: |
|
Content: |
complex, 1 attribute, 5 elements |
Defined: |
|
Used: |
|
|
| marketDisruption (defined in AveragingPeriod complexType) |
The market disruption event as defined by ISDA 2002 Definitions.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| marketDisruption (defined in CommodityContent.model group) |
Market disruption events as defined in the ISDA 1993 Commodity Definitions or in ISDA 2005 Commodity Definitions, as applicable.
Type: |
|
Content: |
complex, 9 elements |
Defined: |
|
|
| marketDisruptionEvent |
Market disruption event(s) that apply.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| marketDisruptionEvents |
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.
Type: |
|
Content: |
simple |
Defined: |
|
|
| marketFixedRate |
An optional element that only has meaning in a credit index trade.
Type: |
xsd:decimal |
Content: |
simple |
Defined: |
|
|
| marketReference (defined in DerivedValuationScenario complexType) |
A reference to the market environment used to price the asset.
Type: |
|
Content: |
empty, 1 attribute |
Defined: |
|
|
| marketReference (in valuationScenario) |
A reference to the market environment used to price the asset.
Type: |
|
Content: |
empty, 1 attribute |
Defined: |
|
|
| masterAgreement (in documentation defined in PartyRelationship complexType) |
A agreement executed between two parties that includes or references the related party.
Type: |
|
Content: |
complex, 3 elements |
Defined: |
|
|
| masterAgreement (in documentation defined in Trade complexType) |
The agreement executed between the parties and intended to govern all OTC derivatives transactions between those parties.
Type: |
|
Content: |
complex, 3 elements |
Defined: |
|
|
| masterAgreementDate |
The date on which the master agreement was signed.
Type: |
xsd:date |
Content: |
simple |
Defined: |
|
|
| masterAgreementPaymentDates |
If present and true indicates that the Payment Date(s) are specified in the relevant master agreement.
Type: |
xsd:boolean |
Content: |
simple |
Defined: |
|
|
| masterAgreementType |
The agreement executed between the parties and intended to govern product-specific derivatives transactions between those parties.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| masterAgreementVersion |
The version of the master agreement.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| masterConfirmation |
The agreement executed between the parties and intended to govern all OTC derivatives transactions between those parties.
Type: |
|
Content: |
complex, 4 elements |
Defined: |
|
|
| masterConfirmationAnnexDate |
The date that an annex to the master confirmation was executed between the parties.
Type: |
xsd:date |
Content: |
simple |
Defined: |
|
|
| masterConfirmationAnnexType |
The type of master confirmation annex executed between the parties.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| masterConfirmationDate (in allocation) |
The date of the confirmation executed between the parties and intended to govern the allocated trade between those parties.
Type: |
xsd:date |
Content: |
simple |
Defined: |
|
|
| masterConfirmationDate (in masterConfirmation) |
The date of the confirmation executed between the parties and intended to govern all relevant transactions between those parties.
Type: |
xsd:date |
Content: |
simple |
Defined: |
|
|
| masterConfirmationType |
The type of master confirmation executed between the parties.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| matchId |
A unique identifier assigned by the matching service to each set of matched positions.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| matchScore |
Numeric score to represent the quality of the match.
Type: |
xsd:decimal |
Content: |
simple |
Defined: |
|
|
| materialDividend |
If present and true, then material non cash dividends are applicable.
Type: |
xsd:boolean |
Content: |
simple |
Defined: |
|
|
| math |
An element for containing an XML representation of the formula.
Type: |
|
Content: |
mixed (allows character data), elem. wildcard |
Defined: |
|
|
| matrixSource |
Relevant settled entity matrix source.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| matrixTerm |
Defines any applicable key into the relevant matrix.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| matrixType |
Identifies the form of applicable matrix.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| maturity (defined in FixedIncomeSecurityContent.model group) |
The date when the principal amount of a security becomes due and payable.
Type: |
xsd:date |
Content: |
simple |
Defined: |
|
|
| maturity (in future) |
The date when the future contract expires.
Type: |
xsd:date |
Content: |
simple |
Defined: |
|
|
| maturity (in loan) |
The date when the principal amount of the loan becomes due and payable.
Type: |
xsd:date |
Content: |
simple |
Defined: |
|
|
| maturityAcknowledgement |
Type: |
|
Content: |
complex, 3 attributes, 10 elements |
Defined: |
|
Used: |
never |
|
| maturityDate |
The end date of the calculation period.
Type: |
xsd:date |
Content: |
simple |
Defined: |
|
|
| maturityException |
Type: |
|
Content: |
complex, 3 attributes, 7 elements |
Defined: |
|
Used: |
never |
|
| maturityExtension |
A credit event.
Type: |
xsd:boolean |
Content: |
simple |
Defined: |
|
|
| maturityNotification |
Type: |
|
Content: |
complex, 3 attributes, 11 elements |
Defined: |
|
Used: |
never |
|
| maximumBoundaryPercent |
Maximum Boundary as a percentage of the Strike Price.
Type: |
xsd:decimal |
Content: |
simple |
Defined: |
|
|
| maximumBusinessDays |
A maximum number of business days.
Type: |
xsd:nonNegativeInteger |
Content: |
simple |
Defined: |
|
|
| maximumDaysOfPostponement |
The maximum number of days to wait for a quote from the disrupted settlement rate option before proceding to the next method.
Type: |
xsd:positiveInteger |
Content: |
simple |
Defined: |
|
|
| maximumExclusive |
Type: |
|
Content: |
simple |
Defined: |
|
|
| maximumInclusive |
Type: |
|
Content: |
simple |
Defined: |
|
|
| maximumMaturity |
A deliverable obligation characteristic.
Type: |
|
Content: |
complex, 1 attribute, 2 elements |
Defined: |
|
|
| maximumNotionalAmount (defined in MultipleExercise complexType) |
The maximum notional amount that can be exercised on a given exercise date.
Type: |
xsd:decimal |
Content: |
simple |
Defined: |
|
|
| maximumNotionalAmount (in multipleExercise in americanExercise in fxOption) |
The maximum amount of notiional that can be exercised.
Type: |
|
Content: |
complex, 1 attribute, 2 elements |
Defined: |
|
|
| maximumNumberOfDaysOfDisruption |
2005 Commodity Definitions only.
Type: |
xsd:nonNegativeInteger |
Content: |
simple |
Defined: |
|
|
| 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.
Type: |
|
Content: |
simple |
Defined: |
|
|
| maximumNumberOfOptions (defined in MultipleExercise complexType) |
The maximum number of options that can be exercised on a given exercise date.
Type: |
|
Content: |
simple |
Defined: |
|
|
| maximumStockLoanRate |
Specifies the maximum stock loan rate for Loss of Stock Borrow.
Type: |
|
Content: |
simple |
Defined: |
|
|
| maxPhysicalQuantity |
The maximum quantity to be delivered.
Type: |
|
Content: |
complex, 1 attribute, 3 elements |
Defined: |
|
|
| measureType |
The type of the value that is measured.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| mergerEvents |
Occurs when the underlying ceases to exist following a merger between the Issuer and another company.
Type: |
|
Content: |
complex, 3 elements |
Defined: |
|
|
| message |
A human readable description of the problem.
Type: |
xsd:string |
Content: |
simple |
Defined: |
|
|
| messageId |
A unique identifier (within its coding scheme) assigned to the message by its creating party.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| messageRejected |
The root element used for rejected message exceptions
Type: |
|
Content: |
complex, 3 attributes, 7 elements |
Defined: |
|
Used: |
never |
|
| method |
The method by which a derivative is computed, e.g. analytic, numerical model, perturbation, etc.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| methodOfAdjustment (defined in EquityDerivativeLongFormBase complexType) |
Defines how adjustments will be made to the contract should one or more of the extraordinary events occur.
Type: |
|
Content: |
simple |
Defined: |
|
|
| methodOfAdjustment (in equityOptionTransactionSupplement) |
Type: |
|
Content: |
simple |
Defined: |
|
|
| methodOfAdjustment (in varianceOptionTransactionSupplement) |
Defines how adjustments will be made to the contract should one or more of the extraordinary events occur.
Type: |
|
Content: |
simple |
Defined: |
|
|
| mid |
A price midway between the bid and the ask price.
Type: |
xsd:decimal |
Content: |
simple |
Defined: |
|
|
| middleName |
Type: |
xsd:normalizedString |
Content: |
simple |
Defined: |
|
|
| 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.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| mimeType (defined in ExternalDocument complexType) |
Indicates the type of media used to store the content. mimeType is used to determine the software product(s) that can read the content.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| mimeType (defined in Resource complexType) |
Indicates the type of media used to store the content. mimeType is used to determine the software product(s) that can read the content.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| minimumBoundaryPercent |
Minimum Boundary as a percentage of the Strike Price.
Type: |
xsd:decimal |
Content: |
simple |
Defined: |
|
|
| minimumExclusive |
Type: |
|
Content: |
simple |
Defined: |
|
|
| minimumFuturesContracts |
1993 Commodity Definitions only.
Type: |
xsd:positiveInteger |
Content: |
simple |
Defined: |
|
|
| minimumInclusive |
Type: |
|
Content: |
simple |
Defined: |
|
|
| minimumNotionalAmount (defined in PartialExercise.model group) |
The minimum notional amount that can be exercised on a given exercise date.
Type: |
xsd:decimal |
Content: |
simple |
Defined: |
|
|
| minimumNotionalAmount (in multipleExercise in americanExercise in fxOption) |
The minimum amount of notional that can be exercised.
Type: |
|
Content: |
complex, 1 attribute, 2 elements |
Defined: |
|
|
| minimumNotionalQuantity |
The minimum Notional Quantity that can be exercised on a given Exercise Date.
Type: |
|
Content: |
complex, 1 attribute, 3 elements |
Defined: |
|
|
| 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.
Type: |
|
Content: |
simple |
Defined: |
|
|
| minimumNumberOfOptions (defined in PartialExercise.model group) |
The minimum number of options that can be exercised on a given exercise date.
Type: |
xsd:nonNegativeInteger |
Content: |
simple |
Defined: |
|
|
| minimumQuotationAmount |
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.
Type: |
|
Content: |
complex, 1 attribute, 2 elements |
Defined: |
|
|
| minPhysicalQuantity |
The minimum quantity to be delivered.
Type: |
|
Content: |
complex, 1 attribute, 3 elements |
Defined: |
|
|
| missingElement |
Element(s) that are missing in the other trade.
Type: |
xsd:string |
Content: |
simple |
Defined: |
|
|
| modifiedEquityDelivery |
Value of this element set to 'true' indicates that modified equity delivery is applicable.
Type: |
xsd:boolean |
Content: |
simple |
Defined: |
|
|
| moisture |
The moisture content of the coal product.
Type: |
|
Content: |
complex, 3 elements |
Defined: |
|
|
| mortgage |
Identifies a mortgage backed security.
Type: |
|
Content: |
complex, 1 attribute, 20 elements |
Subst.Gr: |
|
Defined: |
|
Used: |
|
|
| mthToDefault |
M th reference obligation to default to allow representation of N th to M th defaults.
Type: |
xsd:positiveInteger |
Content: |
simple |
Defined: |
|
|
| multiLeg |
Indicates whether this transaction has multiple components, not all of which may be reported.
Type: |
xsd:boolean |
Content: |
simple |
Defined: |
|
|
| multipleCreditEventNotices |
Presence of this element and value set to 'true' indicates that Section 3.9 of the 2003 Credit Derivatives Definitions shall apply.
Type: |
xsd:boolean |
Content: |
simple |
Defined: |
|
|
| multipleExchangeIndexAnnexFallback |
For an index option transaction, a flag to indicate whether a relevant Multiple Exchange Index Annex is applicable to the transaction.
Type: |
xsd:boolean |
Content: |
simple |
Defined: |
|
|
| multipleExercise (in americanExercise in exercise in commodityOption) |
The presence of this element indicates that the option may be partially exercised.
Type: |
|
Content: |
complex, 2 elements |
Defined: |
|
|
| multipleExercise (in americanExercise in fxOption) |
Characteristics for multiple exercise.
Type: |
|
Content: |
complex, 2 elements |
Defined: |
|
|
| multipleExercise (in americanExercise) |
As defined in the 2000 ISDA Definitions, Section 12.4.
Type: |
|
Content: |
complex, 6 elements |
Defined: |
|
|
| multipleExercise (in bermudaExercise) |
As defined in the 2000 ISDA Definitions, Section 12.4.
Type: |
|
Content: |
complex, 6 elements |
Defined: |
|
|
| multipleHolderObligation |
In relation to a restructuring credit event, unless multiple holder obligation is not specified restructurings are limited to multiple holder obligations.
Type: |
xsd:boolean |
Content: |
simple |
Defined: |
|
|
| multipleValuationDates |
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.
Type: |
|
Content: |
complex, 3 elements |
Defined: |
|
|
| multiplier (defined in CommodityProduct.model group) |
Specifies the multiplier associated with a Transaction.
Type: |
|
Content: |
simple |
Defined: |
|
|
| multiplier (defined in ExchangeTradedContract complexType) |
Specifies the contract multiplier that can be associated with the number of units.
Type: |
xsd:positiveInteger |
Content: |
simple |
Defined: |
|
|
| multiplier (in dividendPeriod in dividendAdjustment) |
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).
Type: |
|
Content: |
simple |
Defined: |
|
|
| multiplier (in equityOptionTransactionSupplement) |
Specifies the contract multiplier that can be associated with an index option.
Type: |
|
Content: |
simple |
Defined: |
|
|
| 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.
Type: |
xsd:positiveInteger |
Content: |
simple |
Defined: |
|
|
| multiplier (in varianceOptionTransactionSupplement) |
Specifies the contract multiplier that can be associated with an index option.
Type: |
|
Content: |
simple |
Defined: |
|
|
| mutualEarlyTermination |
Used for specifying whether the Mutual Early Termination Right that is detailed in the Master Confirmation will apply.
Type: |
xsd:boolean |
Content: |
simple |
Defined: |
|
|
| mutualFund |
Identifies the class of unit issued by a fund.
Type: |
|
Content: |
complex, 1 attribute, 8 elements |
Subst.Gr: |
|
Defined: |
|
Used: |
never |
|
| name (defined in DerivedValuationScenario complexType) |
The (optional) name for this valuation scenario, used for understandability.
Type: |
xsd:string |
Content: |
simple |
Defined: |
|
|
| name (defined in PricingStructure complexType) |
The name of the structure, e.g "USDLIBOR-3M EOD Curve".
Type: |
xsd:normalizedString |
Content: |
simple |
Defined: |
|
|
| name (defined in Resource complexType) |
The name of the resource.
Type: |
xsd:normalizedString |
Content: |
simple |
Defined: |
|
|
| name (in adjustment) |
The name of the adjustment parameter (e.g.
Type: |
xsd:normalizedString |
Content: |
simple |
Defined: |
|
|
| name (in businessUnit) |
A name used to describe the organization unit
Type: |
xsd:string |
Content: |
simple |
Defined: |
|
|
| name (in implementationSpecification) |
Type: |
xsd:normalizedString |
Content: |
simple |
Defined: |
|
|
| name (in market) |
The name of the market, e.g. the USDLIBOR market.
Type: |
xsd:string |
Content: |
simple |
Defined: |
|
|
| name (in reportingRegime) |
Identifies the reporting regime under which this data is reported.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| name (in sensitivityDefinition) |
The name of the derivative, e.g. first derivative, Hessian, etc.
Type: |
xsd:string |
Content: |
simple |
Defined: |
|
|
| name (in sensitivitySet) |
Type: |
xsd:string |
Content: |
simple |
Defined: |
|
|
| name (in sensitivitySetDefinition) |
The name of the sensitivity set definition, e.g.
Type: |
xsd:string |
Content: |
simple |
Defined: |
|
|
| name (in valuationScenario) |
The (optional) name for this valuation scenario, used for understandability.
Type: |
xsd:string |
Content: |
simple |
Defined: |
|
|
| name (in valuationSet) |
The name of the valuation set, used to understand what it means.
Type: |
xsd:string |
Content: |
simple |
Defined: |
|
|
| nationalisationOrInsolvency |
The terms "Nationalisation" and "Insolvency" have the meaning as defined in the ISDA 2002 Equity Derivatives Definitions.
Type: |
|
Content: |
simple |
Defined: |
|
|
| nearLeg |
The FX transaction with the earliest value date.
Type: |
|
Content: |
complex, 1 attribute, 10 elements |
Defined: |
|
|
| negative (in absoluteTolerance) |
The maximum amount by which the quantity delivered can be less than the agreed quantity.
Type: |
xsd:decimal |
Content: |
simple |
Defined: |
|
|
| negative (in percentageTolerance) |
The maximum percentage amount by which the quantity delivered can be less than the agreed quantity.
Type: |
|
Content: |
simple |
Defined: |
|
|
| negativeInterestRateTreatment |
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).
Type: |
|
Content: |
simple |
Defined: |
|
|
| net (in principalAmount in principal in instrumentTradeDetails) |
Value including fees and commissions.
Type: |
xsd:decimal |
Content: |
simple |
Defined: |
|
|
| net (in principalAmount in principal in instrumentTradeDetails) |
Value including fees and commissions.
Type: |
xsd:decimal |
Content: |
simple |
Defined: |
|
|
| netPrice |
Specifies the price of the underlyer, net of commissions.
Type: |
|
Content: |
complex, 3 elements |
Defined: |
|
|
| newTrade |
Indicates the new trade between the transferee and the remaining party.
Type: |
|
Content: |
complex, 1 attribute, 12 elements |
Defined: |
|
|
| newTradeIdentifier |
Indicates a reference to the new trade between the transferee and the remaining party.
Type: |
|
Content: |
complex, 1 attribute, 10 elements |
Defined: |
|
|
| nominal |
The monetary value of the security (eg. fixed income security) that was traded).
Type: |
|
Content: |
complex, 1 attribute, 2 elements |
Defined: |
|
|
| nonCashDividendTreatment |
Defines treatment of Non-Cash Dividends.
Type: |
|
Content: |
simple |
Defined: |
|
|
| 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).
Type: |
|
Content: |
complex, 2 elements |
Defined: |
|
|
| nonDeliverableSettlement (in settlementProvision) |
The specification of the non-deliverable settlement provision.
Type: |
|
Content: |
complex, 5 elements |
Defined: |
|
|
| nonFirm |
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.
Type: |
xsd:boolean |
Content: |
simple |
Defined: |
|
|
| nonpubliclyReported |
When the non-public report of this was created or received by this party.
Type: |
xsd:dateTime |
Content: |
simple |
Defined: |
|
|
| nonpublicReportUpdated |
When the non-public report of this was most recently corrected or corrections were received by this party.
Type: |
xsd:dateTime |
Content: |
simple |
Defined: |
|
|
| nonReliance (in novation) |
This element corresponds to the non-Reliance section in the 2004 ISDA Novation Definitions, section 2.1 (c) (i).
Type: |
|
Content: |
empty |
Defined: |
|
|
| nonReliance (in representations) |
If true, then non reliance is applicable.
Type: |
xsd:boolean |
Content: |
simple |
Defined: |
|
|
| nonSchemaProduct |
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.
Type: |
|
Content: |
complex, 1 attribute, 20 elements |
Subst.Gr: |
|
Defined: |
|
Used: |
never |
|
| nonStandardTerms |
Indicates that the trade has price-affecting characteristics in addition to the standard real-time reportable terms.
Type: |
xsd:boolean |
Content: |
simple |
Defined: |
|
|
| noReferenceObligation (in referenceInformation) |
Used to indicate that there is no Reference Obligation associated with this Credit Default Swap and that there will never be one.
Type: |
xsd:boolean |
Content: |
simple |
Defined: |
|
|
| noReferenceObligation (in referencePair) |
Used to indicate that there is no Reference Obligation associated with this Credit Default Swap and that there will never be one.
Type: |
xsd:boolean |
Content: |
simple |
Defined: |
|
|
| notBearer |
A deliverable obligation characteristic.
Type: |
xsd:boolean |
Content: |
simple |
Defined: |
|
|
| notContingent (defined in DeliverableObligations complexType) |
A deliverable obligation characteristic.
Type: |
xsd:boolean |
Content: |
simple |
Defined: |
|
|
| notContingent (defined in Obligations complexType) |
NOTE: Only allowed as an obligation charcteristic under ISDA Credit 1999.
Type: |
xsd:boolean |
Content: |
simple |
Defined: |
|
|
| notDomesticCurrency (defined in DeliverableObligations complexType) |
An obligation and deliverable obligation characteristic.
Type: |
|
Content: |
complex, 2 elements |
Defined: |
|
|
| notDomesticCurrency (defined in Obligations complexType) |
An obligation and deliverable obligation characteristic.
Type: |
|
Content: |
complex, 2 elements |
Defined: |
|
|
| notDomesticIssuance (defined in DeliverableObligations complexType) |
An obligation and deliverable obligation characteristic.
Type: |
xsd:boolean |
Content: |
simple |
Defined: |
|
|
| notDomesticIssuance (defined in Obligations complexType) |
An obligation and deliverable obligation characteristic.
Type: |
xsd:boolean |
Content: |
simple |
Defined: |
|
|
| notDomesticLaw (defined in DeliverableObligations complexType) |
An obligation and deliverable obligation characteristic.
Type: |
xsd:boolean |
Content: |
simple |
Defined: |
|
|
| notDomesticLaw (defined in Obligations complexType) |
An obligation and deliverable obligation characteristic.
Type: |
xsd:boolean |
Content: |
simple |
Defined: |
|
|
| notifiedPartyReference |
Type: |
|
Content: |
empty, 1 attribute |
Defined: |
|
|
| notifyingParty |
Pointer style references to a party identifier defined elsewhere in the document.
Type: |
|
Content: |
complex, 2 elements |
Defined: |
|
|
| notifyingPartyReference |
Type: |
|
Content: |
empty, 1 attribute |
Defined: |
|
|
| notional (defined in EquityDerivativeBase complexType) |
The notional amount.
Type: |
|
Content: |
complex, 1 attribute, 2 elements |
Defined: |
|
|
| notional (defined in GenericProduct complexType) |
The notional or notionals in effect on the last day of the last calculation period in each stream.
Type: |
|
Content: |
complex, 1 attribute, 3 elements |
Defined: |
|
|
| notional (in fra) |
The notional amount.
Type: |
|
Content: |
complex, 1 attribute, 2 elements |
Defined: |
|
|
| notional (in interestLeg) |
Specifies the notional of a return type swap.
Type: |
|
Content: |
complex, 1 attribute, 4 elements |
Defined: |
|
|
| notional (in returnLeg) |
Specifies the notional of a return type swap.
Type: |
|
Content: |
complex, 1 attribute, 4 elements |
Defined: |
|
|
| notional (in standardProduct) |
The notional amount that was traded.
Type: |
|
Content: |
complex, 1 attribute, 3 elements |
Defined: |
|
|
| notionalAdjustments |
Specifies the conditions that govern the adjustment to the number of units of the return swap.
Type: |
|
Content: |
simple |
Defined: |
|
|
| notionalAmount (defined in OptionBaseExtended complexType) |
Type: |
|
Content: |
complex, 1 attribute, 2 elements |
Defined: |
|
|
| notionalAmount (defined in ReturnSwapNotional complexType) |
The notional amount.
Type: |
|
Content: |
complex, 1 attribute, 2 elements |
Defined: |
|
|
| notionalAmount (in calculationPeriod) |
The amount that a cashflow will accrue interest on.
Type: |
xsd:decimal |
Content: |
simple |
Defined: |
|
|
| notionalAmount (in correlation) |
Notional amount, which is a cash multiplier.
Type: |
|
Content: |
complex, 1 attribute, 2 elements |
Defined: |
|
|
| notionalAmount (in fxLinkedNotionalAmount) |
The calculation period notional amount.
Type: |
xsd:decimal |
Content: |
simple |
Defined: |
|
|
| notionalAmountReference |
A reference to the notional amount.
Type: |
|
Content: |
empty, 1 attribute |
Defined: |
|
|
| notionalQuantity |
The Notional Quantity.
Type: |
|
Content: |
complex, 1 attribute, 3 elements |
Defined: |
|
|
| notionalQuantitySchedule |
Allows the documentation of a shaped notional trade where the notional changes over the life of the transaction.
Type: |
|
Content: |
complex, 1 attribute, 5 elements |
Defined: |
|
|
| notionalReference (defined in ExerciseFeeSchedule complexType) |
A pointer style reference to the associated notional schedule defined elsewhere in the document.
Type: |
|
Content: |
empty, 1 attribute |
Defined: |
|
|
| notionalReference (defined in OptionBaseExtended complexType) |
Type: |
|
Content: |
empty, 1 attribute |
Defined: |
|
|
| notionalReference (defined in PartialExercise.model group) |
A pointer style reference to the associated notional schedule defined elsewhere in the document.
Type: |
|
Content: |
empty, 1 attribute |
Defined: |
|
|
| notionalReference (in exerciseFee) |
A pointer style reference to the associated notional schedule defined elsewhere in the document.
Type: |
|
Content: |
empty, 1 attribute |
Defined: |
|
|
| notionalReset |
For return swaps, this element is equivalent to the term "Equity Notional Reset" as defined in the ISDA 2002 Equity Derivatives Definitions.
Type: |
xsd:boolean |
Content: |
simple |
Defined: |
|
|
| notionalSchedule |
The notional amount or notional amount schedule.
Type: |
|
Content: |
complex, 1 attribute, 2 elements |
Defined: |
|
|
| notionalStep |
The Notional Quantity per Calculation Period.
Type: |
|
Content: |
complex, 1 attribute, 3 elements |
Defined: |
|
|
| notionalStepAmount |
The explicit amount that the notional changes on each step date.
Type: |
xsd:decimal |
Content: |
simple |
Defined: |
|
|
| notionalStepParameters |
A parametric representation of the notional step schedule, i.e. parameters used to generate the notional schedule.
Type: |
|
Content: |
complex, 7 elements |
Defined: |
|
|
| notionalStepRate |
The percentage amount by which the notional changes on each step date.
Type: |
xsd:decimal |
Content: |
simple |
Defined: |
|
|
| notionalStepSchedule |
The notional amount or notional amount schedule expressed as explicit outstanding notional amounts and dates.
Type: |
|
Content: |
complex, 1 attribute, 3 elements |
Defined: |
|
|
| notSovereignLender (defined in DeliverableObligations complexType) |
An obligation and deliverable obligation characteristic.
Type: |
xsd:boolean |
Content: |
simple |
Defined: |
|
|
| notSovereignLender (defined in Obligations complexType) |
An obligation and deliverable obligation characteristic.
Type: |
xsd:boolean |
Content: |
simple |
Defined: |
|
|
| notSubordinated (defined in DeliverableObligations complexType) |
An obligation and deliverable obligation characteristic.
Type: |
xsd:boolean |
Content: |
simple |
Defined: |
|
|
| notSubordinated (defined in Obligations complexType) |
An obligation and deliverable obligation characteristic.
Type: |
xsd:boolean |
Content: |
simple |
Defined: |
|
|
| novatedAmount |
The amount which represents the portion of the Old Contract being novated.
Type: |
|
Content: |
complex, 1 attribute, 2 elements |
Defined: |
|
|
| novatedNumberOfOptions |
The number of options which represent the portion of the Old Contract being novated.
Type: |
xsd:decimal |
Content: |
simple |
Defined: |
|
|
| novatedNumberOfUnits |
The number of options which represent the portion of the Old Contract being novated.
Type: |
xsd:decimal |
Content: |
simple |
Defined: |
|
|
| novation |
Type: |
|
Content: |
complex, 33 elements |
Defined: |
|
|
| novationDate |
Specifies the date that one party's legal obligations with regard to a trade are transferred to another party.
Type: |
xsd:date |
Content: |
simple |
Defined: |
|
|
| novationTradeDate |
Specifies the date the parties agree to assign or novate a Contract.
Type: |
xsd:date |
Content: |
simple |
Defined: |
|
|
| nthToDefault |
N th reference obligation to default triggers payout.
Type: |
xsd:positiveInteger |
Content: |
simple |
Defined: |
|
|
| number (in quantity in instrumentTradeDetails) |
The (absolute) number of units of the underlying instrument that were traded.
Type: |
xsd:decimal |
Content: |
simple |
Defined: |
|
|
| number (in telephone) |
A telephonic contact.
Type: |
xsd:string |
Content: |
simple |
Defined: |
|
|
| numberOfDataSeries |
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.
Type: |
xsd:positiveInteger |
Content: |
simple |
Defined: |
|
|
| numberOfIndexUnits |
Defines the Number Of Index Units applicable to a Dividend.
Type: |
|
Content: |
simple |
Defined: |
|
|
| numberOfOptions (defined in EquityDerivativeShortFormBase complexType) |
The number of options comprised in the option transaction.
Type: |
|
Content: |
simple |
Defined: |
|
|
| numberOfOptions (defined in OptionDenomination.model group) |
The number of options comprised in the option transaction.
Type: |
|
Content: |
simple |
Defined: |
|
|
| numberOfOptions (in equityOption) |
The number of options comprised in the option transaction.
Type: |
|
Content: |
simple |
Defined: |
|
|
| numberOfSections |
A numeric value, optionally supplied by the sender, that can be used to specify the number of sections constituting a report.
Type: |
xsd:positiveInteger |
Content: |
simple |
Defined: |
|
|
| numberOfValuationDates |
The number of valuation dates between valuation start date and valuation end date.
Type: |
xsd:nonNegativeInteger |
Content: |
simple |
Defined: |
|
|
| numberValuationDates |
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.
Type: |
xsd:positiveInteger |
Content: |
simple |
Defined: |
|
|
| objectReference |
A reference to the asset or pricing structure that this values.
Type: |
|
Content: |
empty, 1 attribute |
Defined: |
|
|
| obligationAcceleration |
Type: |
|
Content: |
empty |
Subst.Gr: |
|
Defined: |
|
Used: |
never |
|
| obligationAcceleration (defined in CreditEvents complexType) |
A credit event.
Type: |
xsd:boolean |
Content: |
simple |
Defined: |
|
|
| obligationCurrency |
The currency of denomination of the deliverable obligation.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| obligationDefault |
Type: |
|
Content: |
empty |
Subst.Gr: |
|
Defined: |
|
Used: |
never |
|
| obligationDefault (defined in CreditEvents complexType) |
A credit event.
Type: |
xsd:boolean |
Content: |
simple |
Defined: |
|
|
| obligations (defined in ProtectionTerms complexType) |
The underlying obligations of the reference entity on which you are buying or selling protection.
Type: |
|
Content: |
complex, 18 elements |
Defined: |
|
|
| obligations (in creditCurve) |
The underlying obligations of the reference entity on which you are buying or selling protection
Type: |
|
Content: |
complex, 18 elements |
Defined: |
|
|
| observationEndDate (defined in FxBarrierFeature complexType) |
The end of the period over which observations are made to determine whether a trigger event has occurred.
Type: |
xsd:date |
Content: |
simple |
Defined: |
|
|
| observationEndDate (in touch) |
The end of the period over which observations are made to determine whether a trigger event has occurred.
Type: |
xsd:date |
Content: |
simple |
Defined: |
|
|
| observationNumber |
Observation number, which should be unique, within a series generated by a date schedule.
Type: |
xsd:positiveInteger |
Content: |
simple |
Defined: |
|
|
| observationPeriodFrequency |
Describes how often observations are made.
Type: |
|
Content: |
complex, 1 attribute, 2 elements |
Defined: |
|
|
| observationSchedule |
Parametric schedule of rate observations.
Type: |
|
Content: |
complex, 3 elements |
Defined: |
|
|
| 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.
Type: |
|
Content: |
complex, 1 attribute, 2 elements |
Defined: |
|
|
| observationStartDate (defined in FxBarrierFeature complexType) |
The start of the period over which observations are made to determine whether a trigger has occurred.
Type: |
xsd:date |
Content: |
simple |
Defined: |
|
|
| observationStartDate (in touch) |
The start of the period over which observations are made to determine whether a trigger has occurred.
Type: |
xsd:date |
Content: |
simple |
Defined: |
|
|
| observationWeight |
The number of days weighting to be associated with the rate observation, i.e. the number of days such rate is in effect.
Type: |
xsd:positiveInteger |
Content: |
simple |
Defined: |
|
|
| observedFxSpotRate |
The actual observed fx spot rate.
Type: |
xsd:decimal |
Content: |
simple |
Defined: |
|
|
| observedRate |
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.
Type: |
xsd:decimal |
Content: |
simple |
Defined: |
|
|
| offMarketPrice |
Indicates that the price does not reflect the current market.
Type: |
xsd:boolean |
Content: |
simple |
Defined: |
|
|
| offset |
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).
Type: |
|
Content: |
complex, 1 attribute, 3 elements |
Defined: |
|
|
| oil |
The specification of the oil product to be delivered.
Type: |
|
Content: |
complex, 2 elements |
Defined: |
|
|
| oilPhysicalLeg |
Physically settled oil or refined products leg.
Type: |
|
Content: |
complex, 1 attribute, 8 elements |
Subst.Gr: |
|
Defined: |
|
Used: |
never |
|
| oldTrade (defined in TradeChangeContent complexType) |
The original trade details.
Type: |
|
Content: |
complex, 1 attribute, 12 elements |
Defined: |
|
|
| oldTrade (in novation) |
Indicates the original trade between the transferor and the remaining party.
Type: |
|
Content: |
complex, 1 attribute, 12 elements |
Defined: |
|
|
| oldTradeIdentifier (defined in TradeChangeContent complexType) |
The original qualified trade identifier.
Type: |
|
Content: |
complex, 1 attribute, 10 elements |
Defined: |
|
|
| oldTradeIdentifier (in novation) |
Indicates a reference to the original trade between the transferor and the remaining party.
Type: |
|
Content: |
complex, 1 attribute, 10 elements |
Defined: |
|
|
| onBehalfOf (defined in DataDocument complexType) |
Indicates which party (and accounts) a trade is being processed for.
Type: |
|
Content: |
complex, 2 elements |
Defined: |
|
|
| onBehalfOf (defined in OnBehalfOf.model group) |
Indicates which party (or parties) (and accounts) a trade or event is being processed for.
Type: |
|
Content: |
complex, 2 elements |
Defined: |
|
|
| openEndedFund |
Boolean indicator to specify whether the mutual fund is an open-ended mutual fund.
Type: |
xsd:boolean |
Content: |
simple |
Defined: |
|
|
| openUnits (defined in Basket complexType) |
The number of units (index or securities) that constitute the underlyer of the swap.
Type: |
xsd:decimal |
Content: |
simple |
Defined: |
|
|
| openUnits (defined in ConstituentWeight complexType) |
The number of units (index or securities) that constitute the underlyer of the swap.
Type: |
xsd:decimal |
Content: |
simple |
Defined: |
|
|
| openUnits (in singleUnderlyer) |
The number of units (index or securities) that constitute the underlyer of the swap.
Type: |
xsd:decimal |
Content: |
simple |
Defined: |
|
|
| option |
Indicates whether the tolerance it at the seller's or buyer's option.
Type: |
|
Content: |
empty, 1 attribute |
Defined: |
|
|
| optionalEarlyTermination (defined in OptionalEarlyTermination.model group) |
An option for either or both parties to terminate the swap at fair value.
Type: |
|
Content: |
complex, 7 elements |
Defined: |
|
|
| optionalEarlyTermination (defined in OptionalEarlyTermination.model group) |
An option for either or both parties to terminate the swap at fair value.
Type: |
|
Content: |
complex, 7 elements |
Defined: |
|
|
| optionalEarlyTermination (in equitySwapTransactionSupplement) |
A Boolean element used for specifying whether the Optional Early Termination clause detailed in the agreement will apply.
Type: |
xsd:boolean |
Content: |
simple |
Defined: |
|
|
| optionalEarlyTerminationAdjustedDates |
An early termination provision to terminate the trade at fair value where one or both parties have the right to decide on termination.
Type: |
|
Content: |
complex, 1 element |
Defined: |
|
|
| optionalEarlyTerminationParameters |
Definition of the first early termination date and the frequency of the termination dates subsequent to that.
Type: |
|
Content: |
complex, 1 attribute, 2 elements |
Defined: |
|
|
| optionBuyer |
Type: |
|
Content: |
empty, 1 attribute |
Defined: |
|
|
| optionEntitlement (defined in OptionDenomination.model group) |
The number of units of underlyer per option comprised in the option transaction.
Type: |
|
Content: |
simple |
Defined: |
|
|
| optionEntitlement (in equityOption) |
The number of shares per option comprised in the option transaction.
Type: |
|
Content: |
simple |
Defined: |
|
|
| optionEntitlement (in equityOptionTransactionSupplement) |
The number of shares per option comprised in the option transaction supplement.
Type: |
|
Content: |
simple |
Defined: |
|
|
| optionEntitlement (in varianceOptionTransactionSupplement) |
The number of shares per option comprised in the option transaction supplement.
Type: |
|
Content: |
simple |
Defined: |
|
|
| optionExercise |
Type: |
|
Content: |
complex, 19 elements |
Defined: |
|
|
| optionExpirationNotification |
Type: |
|
Content: |
complex, 3 attributes, 22 elements |
Defined: |
|
Used: |
never |
|
| optionExpiry (defined in Events.model group) |
Type: |
|
Content: |
complex, 5 elements |
Defined: |
|
|
| optionExpiry (defined in MaturityAndExpiryEvents.model group) |
Type: |
|
Content: |
complex, 3 elements |
Defined: |
|
|
| optionExpiry (in maturityNotification) |
Type: |
|
Content: |
complex, 3 elements |
Defined: |
|
|
| optionOwnerPartyReference |
Indicates whether the tolerance is at the seller's or buyer's option.
Type: |
|
Content: |
empty, 1 attribute |
Defined: |
|
|
| optionSeller |
Type: |
|
Content: |
empty, 1 attribute |
Defined: |
|
|
| optionsExchangeDividends |
If present and true, then options exchange dividends are applicable.
Type: |
xsd:boolean |
Content: |
simple |
Defined: |
|
|
| optionsExchangeId |
A short form unique identifier for an exchange on which the reference option contract is listed.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| optionsPriceValuation |
The official settlement price as announced by the related exchange is applicable, in accordance with the ISDA 2002 definitions.
Type: |
xsd:boolean |
Content: |
simple |
Defined: |
|
|
| optionType (defined in EquityDerivativeBase complexType) |
The type of option transaction.
Type: |
|
Content: |
simple |
Defined: |
|
|
| optionType (defined in GenericProduct complexType) |
For options, what type of option it is (e.g. butterfly).
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| optionType (defined in OptionBase complexType) |
The type of option transaction.
Type: |
|
Content: |
simple |
Defined: |
|
|
| optionType (in commodityOption) |
The type of option transaction.
Type: |
|
Content: |
simple |
Defined: |
|
|
| optionType (in commoditySwaption) |
The type of option transaction.
Type: |
|
Content: |
simple |
Defined: |
|
|
| orderEntered |
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).
Type: |
xsd:dateTime |
Content: |
simple |
Defined: |
|
|
| orderSubmitted |
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.
Type: |
xsd:dateTime |
Content: |
simple |
Defined: |
|
|
| organizationCharacteristic |
Allows the organization to specify which categories or characteristics apply to it for end-user exception determination.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| organizationType |
The type of an organization's participantion in the OTC derivatives market.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| originalInputReference |
A reference to the original value of the pricing input.
Type: |
|
Content: |
empty, 1 attribute |
Defined: |
|
|
| originalMessage (defined in Acknowledgement complexType) |
|
| originalMessage (defined in AdditionalData complexType) |
Provides extra information as binary contents coded in base64.
Type: |
|
Content: |
|
Defined: |
|
Includes: |
|
|
| originalMessage (defined in EventRequestAcknowledgement complexType) |
|
| originalPrincipalAmount |
The initial issued amount of the mortgage obligation.
Type: |
xsd:decimal |
Content: |
simple |
Defined: |
|
|
| originalTrade (defined in TradeChangeBase complexType) |
Type: |
|
Content: |
complex, 1 attribute, 12 elements |
Defined: |
|
|
| originalTrade (in optionExercise) |
Fully describes the original trade (prior to the exercise).
Type: |
|
Content: |
complex, 1 attribute, 12 elements |
Defined: |
|
|
| originatingEvent (defined in DataDocument complexType) |
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| originatingEvent (defined in Events.model group) |
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| originatingEvent (defined in ImpliedTrade complexType) |
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| originatingEvent (defined in PositionStatusInfo.model group) |
Type: |
|
Content: |
simple |
Defined: |
|
|
| originatingEvent (defined in TradeOrInfo.model group) |
This may be used to describe why a trade was created.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| originatingEvent (in tradeReferenceInformation) |
This may be used to describe why a trade was created.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| 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.
Type: |
|
Content: |
complex, 1 attribute, 6 elements |
Defined: |
|
|
| originatingTradeId (in compressionActivity) |
Type: |
|
Content: |
simple, 2 attributes |
Defined: |
|
|
| originatingTradeIdentifier |
Type: |
|
Content: |
complex, 1 attribute, 6 elements |
Defined: |
|
|
| otherPartyPayment |
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.
Type: |
|
Content: |
complex, 2 attributes, 10 elements |
Defined: |
|
|
| otherPath |
XPath to the element in the other object.
Type: |
xsd:string |
Content: |
simple |
Defined: |
|
|
| otherRemainingParty |
A pointer style reference to a party identifier defined elsewhere in the document.
Type: |
|
Content: |
empty, 1 attribute |
Defined: |
|
|
| otherRemainingPartyAccount |
Type: |
|
Content: |
empty, 1 attribute |
Defined: |
|
|
| otherTransferee |
A pointer style reference to a party identifier defined elsewhere in the document.
Type: |
|
Content: |
empty, 1 attribute |
Defined: |
|
|
| otherTransfereeAccount |
Type: |
|
Content: |
empty, 1 attribute |
Defined: |
|
|
| otherValue |
Value of the element in the other trade.
Type: |
xsd:string |
Content: |
simple |
Defined: |
|
|
| othReferenceEntityObligations (defined in DeliverableObligations complexType) |
This element is used to specify any other obligations of a reference entity in both obligations and deliverable obligations.
Type: |
xsd:string |
Content: |
simple |
Defined: |
|
|
| othReferenceEntityObligations (defined in Obligations complexType) |
This element is used to specify any other obligations of a reference entity in both obligations and deliverable obligations.
Type: |
xsd:string |
Content: |
simple |
Defined: |
|
|
| outstandingNotionalAmount (defined in TradeNotionalChange complexType) |
Specifies the Notional amount after the Change
Type: |
|
Content: |
complex, 1 attribute, 2 elements |
Defined: |
|
|
| outstandingNotionalAmount (in optionExercise) |
Specifies the Notional amount after the Change
Type: |
|
Content: |
complex, 1 attribute, 2 elements |
Defined: |
|
|
| outstandingNumberOfOptions (defined in TradeNotionalChange complexType) |
Specifies the Number of Options after the Change.
Type: |
xsd:decimal |
Content: |
simple |
Defined: |
|
|
| outstandingNumberOfOptions (in optionExercise) |
Specifies the Number of Options after the Change.
Type: |
xsd:decimal |
Content: |
simple |
Defined: |
|
|
| outstandingNumberOfUnits (defined in TradeNotionalChange complexType) |
Specifies the Number of Units
Type: |
xsd:decimal |
Content: |
simple |
Defined: |
|
|
| outstandingNumberOfUnits (in optionExercise) |
Specifies the Number of Units
Type: |
xsd:decimal |
Content: |
simple |
Defined: |
|
|
| parameterReference (defined in PricingParameterShift complexType) |
Type: |
|
Content: |
empty, 1 attribute |
Defined: |
|
|
| parameterReference (in partialDerivative) |
A reference to the pricing input parameter to which the sensitivity is computed.
Type: |
|
Content: |
empty, 1 attribute |
Defined: |
|
|
| parameterValue |
The value of the independent variable (e.g. strike offset).
Type: |
xsd:decimal |
Content: |
simple |
Defined: |
|
|
| parentCorrelationId |
An optional identifier used to correlate between related processes
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| partialCashSettlement |
Specifies whether either 'Partial Cash Settlement of Assignable Loans', 'Partial Cash Settlement of Consent Required Loans' or 'Partial Cash Settlement of Participations' is applicable.
Type: |
xsd:boolean |
Content: |
simple |
Defined: |
|
|
| partialDerivative |
A partial derivative of the measure with respect to an input.
Type: |
|
Content: |
complex, 1 attribute, 4 elements |
Defined: |
|
|
| partialDerivativeReference (in term in formula in sensitivityDefinition) |
A reference to the partial derivative.
Type: |
|
Content: |
empty, 1 attribute |
Defined: |
|
|
| partialDerivativeReference (in weightedPartial) |
A reference to a partial derivative defined in the ComputedDerivative.model, i.e. defined as part of this sensitivity definition.
Type: |
|
Content: |
empty, 1 attribute |
Defined: |
|
|
| partialExercise |
As defined in the 2000 ISDA Definitions, Section 12.3.
Type: |
|
Content: |
complex, 4 elements |
Defined: |
|
|
| partialExerciseAmount |
Type: |
|
Content: |
complex, 1 attribute, 2 elements |
Defined: |
|
|
| party (defined in PartiesAndAccounts.model group) |
A legal entity or a subdivision of a legal entity.
Type: |
|
Content: |
complex, 1 attribute, 10 elements |
Defined: |
|
|
| party (in creditEventNotification) |
Type: |
|
Content: |
complex, 1 attribute, 10 elements |
Defined: |
|
|
| party (in creditEventNotificationRetracted) |
Type: |
|
Content: |
complex, 1 attribute, 10 elements |
Defined: |
|
|
| partyId |
A party identifier, e.g. a S.W.I.F.T. bank identifier code (BIC).
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| partyMessageInformation |
Additional message information that may be provided by each involved party.
Type: |
|
Content: |
complex, 1 element |
Defined: |
|
|
| partyName |
The legal name of the organization.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| partyPortfolioName |
The name of the portfolio together with the party that gave the name.
Type: |
|
Content: |
complex, 1 attribute, 2 elements |
Defined: |
|
|
| partyReference (defined in AccountReferenceOrPartyReference.model group) |
Reference to the party definition.
Type: |
|
Content: |
empty, 1 attribute |
Defined: |
|
|
| partyReference (defined in ContractIdentifier complexType) |
A pointer style reference to a party identifier defined elsewhere in the document.
Type: |
|
Content: |
empty, 1 attribute |
Defined: |
|
|
| partyReference (defined in ExerciseNotice complexType) |
The party referenced has allocated the trade identifier.
Type: |
|
Content: |
empty, 1 attribute |
Defined: |
|
|
| partyReference (defined in OnBehalfOf complexType) |
The party for which the message reciever should work.
Type: |
|
Content: |
empty, 1 attribute |
Defined: |
|
|
| partyReference (defined in PartyAndAccountReferences.model group) |
Reference to a party.
Type: |
|
Content: |
empty, 1 attribute |
Defined: |
|
|
| partyReference (in earlyTermination) |
Reference to a party defined elsewhere in this document which may be allowed to terminate the trade.
Type: |
|
Content: |
empty, 1 attribute |
Defined: |
|
|
| partyReference (in partyMessageInformation) |
Identifies that party that has ownership of this information.
Type: |
|
Content: |
empty, 1 attribute |
Defined: |
|
|
| partyReference (in partyPortfolioName) |
A pointer style reference to a party identifier defined elsewhere in the document.
Type: |
|
Content: |
empty, 1 attribute |
Defined: |
|
|
| partyTradeIdentifier (defined in PartyTradeIdentifiers complexType) |
Type: |
|
Content: |
complex, 1 attribute, 10 elements |
Defined: |
|
|
| partyTradeIdentifier (defined in Portfolio complexType) |
Type: |
|
Content: |
complex, 1 attribute, 10 elements |
Defined: |
|
|
| partyTradeIdentifier (in tradeHeader) |
The trade reference identifier(s) allocated to the trade by the parties involved.
Type: |
|
Content: |
complex, 1 attribute, 10 elements |
Defined: |
|
|
| partyTradeIdentifier (in tradeReferenceInformation) |
This allows the acknowledging party to supply additional trade identifiers for a trade underlying a request relating to a business event.
Type: |
|
Content: |
complex, 1 attribute, 10 elements |
Defined: |
|
|
| partyTradeIdentifier (in verificationStatusNotification) |
Type: |
|
Content: |
complex, 1 attribute, 10 elements |
Defined: |
|
|
| partyTradeIdentifier (in withdrawal) |
Type: |
|
Content: |
complex, 1 attribute, 10 elements |
Defined: |
|
|
| partyTradeIdentifierReference |
Pointer-style reference to the partyTradeIdentifier block within the tradeIdentifyingItems collection, which identifies the parent trade for this cashflow.
Type: |
|
Content: |
empty, 1 attribute |
Defined: |
|
|
| partyTradeInformation (in tradeHeader) |
Additional trade information that may be provided by each involved party.
Type: |
|
Content: |
complex, 27 elements |
Defined: |
|
|
| partyTradeInformation (in tradeReferenceInformation) |
This allows the acknowledging party to supply additional trade information about a trade underlying a request relating to a business event.
Type: |
|
Content: |
complex, 27 elements |
Defined: |
|
|
| parValue |
Specifies the nominal amount of a fixed income security or convertible bond.
Type: |
xsd:decimal |
Content: |
simple |
Defined: |
|
|
| parYieldCurveAdjustedMethod |
An ISDA defined cash settlement method used for the determination of the applicable cash settlement amount.
Type: |
|
Content: |
complex, 2 elements |
Defined: |
|
|
| parYieldCurveUnadjustedMethod |
An ISDA defined cash settlement method used for the determination of the applicable cash settlement amount.
Type: |
|
Content: |
complex, 2 elements |
Defined: |
|
|
| passThrough (in feature defined in Feature.model group) |
Pass through payments from the underlyer, such as dividends.
Type: |
|
Content: |
complex, 1 element |
Defined: |
|
|
| passThrough (in feature defined in OptionBaseExtended complexType) |
Pass through payments from the underlyer, such as dividends.
Type: |
|
Content: |
complex, 1 element |
Defined: |
|
|
| passThroughItem |
One to many pass through payment items.
Type: |
|
Content: |
complex, 6 elements |
Defined: |
|
|
| passThroughPercentage |
Percentage of payments from the underlyer which are passed through.
Type: |
xsd:decimal |
Content: |
simple |
Defined: |
|
|
| payerAccountReference |
A reference to the account responsible for making the payments defined by this structure.
Type: |
|
Content: |
empty, 1 attribute |
Defined: |
|
|
| payerPartyReference |
A reference to the party responsible for making the payments defined by this structure.
Type: |
|
Content: |
empty, 1 attribute |
Defined: |
|
|
| payment (defined in ImpliedTrade complexType) |
A fee which compensates one of the parties for taking on a position that is off market.
Type: |
|
Content: |
complex, 1 attribute, 6 elements |
Defined: |
|
|
| payment (defined in TradeAlterationPayment.model group) |
Describes a payment made in settlement of the change.
Type: |
|
Content: |
complex, 2 attributes, 10 elements |
Defined: |
|
|
| payment (defined in TradeChangeContent complexType) |
Describes a payment made in settlement of the change.
Type: |
|
Content: |
complex, 2 attributes, 10 elements |
Defined: |
|
|
| payment (in bulletPayment) |
A known payment between two parties.
Type: |
|
Content: |
complex, 2 attributes, 10 elements |
Defined: |
|
|
| payment (in novation) |
Describes a payment made in settlement of the novation.
Type: |
|
Content: |
complex, 2 attributes, 10 elements |
Defined: |
|
|
| payment (in optionExercise) |
Type: |
|
Content: |
complex, 1 attribute, 6 elements |
Defined: |
|
|
| payment (in termDeposit) |
A known payment between two parties.
Type: |
|
Content: |
complex, 2 attributes, 10 elements |
Defined: |
|
|
| paymentAmount (defined in EquityPremium complexType) |
The currency amount of the payment.
Type: |
|
Content: |
complex, 1 attribute, 2 elements |
Defined: |
|
|
| paymentAmount (defined in NonNegativePayment complexType) |
Non negative payment amount.
Type: |
|
Content: |
complex, 1 attribute, 2 elements |
Defined: |
|
|
| paymentAmount (defined in Payment complexType) |
The currency amount of the payment.
Type: |
|
Content: |
complex, 1 attribute, 2 elements |
Defined: |
|
|
| paymentAmount (defined in PaymentDetails.model group) |
Payment amount in a given currency to be paid/received.
Type: |
|
Content: |
complex, 1 attribute, 2 elements |
Defined: |
|
|
| paymentAmount (defined in PositivePayment complexType) |
Positive payment amount.
Type: |
|
Content: |
complex, 1 attribute, 2 elements |
Defined: |
|
|
| paymentAmount (defined in SimplePayment complexType) |
Type: |
|
Content: |
complex, 1 attribute, 2 elements |
Defined: |
|
|
| paymentAmount (in additionalPaymentAmount) |
The currency amount of the payment.
Type: |
|
Content: |
complex, 1 attribute, 2 elements |
Defined: |
|
|
| paymentAmount (in adjustedPaymentDates) |
The currency amount of the payment.
Type: |
|
Content: |
complex, 1 attribute, 2 elements |
Defined: |
|
|
| paymentAmount (in fixedPayment) |
Payment amount, which is optional since the payment amount may be calculated using fixed strike and number of open units.
Type: |
|
Content: |
complex, 1 attribute, 2 elements |
Defined: |
|
|
| paymentAmount (in initialPayment) |
A fixed payment amount.
Type: |
|
Content: |
complex, 1 attribute, 2 elements |
Defined: |
|
|
| paymentAmount (in paymentDetail) |
A fixed payment amount.
Type: |
|
Content: |
complex, 1 attribute, 2 elements |
Defined: |
|
|
| paymentAmount (in paymentDetail) |
A fixed payment amount.
Type: |
|
Content: |
complex, 1 attribute, 2 elements |
Defined: |
|
|
| paymentCalculationPeriod |
The adjusted payment date and associated calculation period parameters required to calculate the actual or projected payment amount.
Type: |
|
Content: |
complex, 2 attributes, 7 elements |
Defined: |
|
|
| paymentDate (defined in EquityPremium complexType) |
The payment date.
Type: |
|
Content: |
complex, 1 attribute, 3 elements |
Defined: |
|
|
| paymentDate (defined in Payment complexType) |
The payment date.
Type: |
|
Content: |
complex, 1 attribute, 4 elements |
Defined: |
|
|
| paymentDate (defined in PaymentBaseExtended complexType) |
The payment date, which can be expressed as either an adjustable or relative date.
Type: |
|
Content: |
complex, 1 attribute, 2 elements |
Defined: |
|
|
| paymentDate (defined in PendingPayment complexType) |
The date that the dividend or coupon is due.
Type: |
xsd:date |
Content: |
simple |
Defined: |
|
|
| paymentDate (defined in SimplePayment complexType) |
The payment date.
Type: |
|
Content: |
complex, 1 attribute, 2 elements |
Defined: |
|
|
| paymentDate (in dividendPeriod in dividendLeg) |
Dividend period amount payment date.
Type: |
|
Content: |
complex, 1 attribute, 2 elements |
Defined: |
|
|
| paymentDate (in fixedPayment) |
Payment date relative to another date.
Type: |
|
Content: |
complex, 1 attribute, 8 elements |
Defined: |
|
|
| paymentDate (in fra) |
The payment date.
Type: |
|
Content: |
complex, 1 attribute, 3 elements |
Defined: |
|
|
| paymentDate (in paymentDetail) |
Payment date.
Type: |
|
Content: |
complex, 1 attribute, 2 elements |
Defined: |
|
|
| paymentDateFinal |
Specifies the final payment date of the swap.
Type: |
|
Content: |
complex, 1 attribute, 2 elements |
Defined: |
|
|
| paymentDateOffset |
Only to be used when SharePayment has been specified in the dividendDateReference element.
Type: |
|
Content: |
complex, 1 attribute, 3 elements |
Defined: |
|
|
| paymentDates (defined in CommodityNonPeriodicPaymentDates.model group) |
Dates on which payments will be made.
Type: |
|
Content: |
complex, 2 elements |
Defined: |
|
|
| paymentDates (defined in InterestRateStream complexType) |
The payment dates schedule.
Type: |
|
Content: |
complex, 1 attribute, 9 elements |
Defined: |
|
|
| paymentDates (in rateOfReturn) |
Specifies the payment dates of the swap.
Type: |
|
Content: |
complex, 1 attribute, 2 elements |
Defined: |
|
|
| paymentDatesAdjustments |
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.
Type: |
|
Content: |
complex, 1 attribute, 3 elements |
Defined: |
|
|
| paymentDatesInterim |
Specifies the interim payment dates of the swap.
Type: |
|
Content: |
complex, 1 attribute, 2 elements |
Defined: |
|
|
| paymentDatesReference |
A set of href pointers to payment dates defined somewhere else in the document.
Type: |
|
Content: |
empty, 1 attribute |
Defined: |
|
|
| 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.
Type: |
|
Content: |
complex, 1 attribute, 3 elements |
Defined: |
|
|
| paymentDaysOffset (in relativePaymentDates) |
Specifies any offset from the adjusted Calculation Period start date or adjusted Calculation Period end date applicable to each Payment Date.
Type: |
|
Content: |
complex, 1 attribute, 4 elements |
Defined: |
|
|
| paymentDelay |
Applicable to CDS on MBS to specify whether payment delays are applicable to the fixed Amount.
Type: |
xsd:boolean |
Content: |
simple |
Defined: |
|
|
| paymentDetail |
A container element allowing a schedule of payments associated with the Independent Amount.
Type: |
|
Content: |
complex, 1 attribute, 4 elements |
Defined: |
|
|
| paymentDetails (in executionAdvice) |
Details of the payments, like amount breakdowns, settlement information.
Type: |
|
Content: |
complex, 3 elements |
Defined: |
|
|
| paymentDetails (in executionAdviceRetracted) |
Details of the payments, like amount breakdowns, settlement information.
Type: |
|
Content: |
complex, 3 elements |
Defined: |
|
|
| paymentDetails (in tradeChangeAdvice) |
Details of the payments, like amount breakdowns, settlement information.
Type: |
|
Content: |
complex, 3 elements |
Defined: |
|
|
| paymentDetails (in tradeChangeAdviceRetracted) |
Details of the payments, like amount breakdowns, settlement information.
Type: |
|
Content: |
complex, 3 elements |
Defined: |
|
|
| paymentFrequency (defined in BondCalculation.model group) |
Specifies the frequency at which the bond pays, e.g. 6M.
Type: |
|
Content: |
complex, 1 attribute, 2 elements |
Defined: |
|
|
| paymentFrequency (in deposit) |
Specifies the frequency at which the deposit pays, e.g. 6M.
Type: |
|
Content: |
complex, 1 attribute, 2 elements |
Defined: |
|
|
| paymentFrequency (in paymentDates defined in InterestRateStream complexType) |
The frequency at which regular payment dates occur.
Type: |
|
Content: |
complex, 1 attribute, 2 elements |
Defined: |
|
|
| paymentFrequency (in periodicPayment) |
The time interval between regular fixed rate payer payment dates.
Type: |
|
Content: |
complex, 1 attribute, 2 elements |
Defined: |
|
|
| paymentFrequency (in rateIndex) |
Specifies the frequency at which the index pays, e.g. 6M.
Type: |
|
Content: |
complex, 1 attribute, 2 elements |
Defined: |
|
|
| paymentFrequency (in simpleCreditDefaultSwap) |
Specifies the frequency at which the swap pays, e.g. 6M.
Type: |
|
Content: |
complex, 1 attribute, 2 elements |
Defined: |
|
|
| paymentFrequency (in simpleIrSwap) |
Specifies the frequency at which the swap pays, e.g. 6M.
Type: |
|
Content: |
complex, 1 attribute, 2 elements |
Defined: |
|
|
| paymentPercent |
A percentage of the notional amount.
Type: |
xsd:decimal |
Content: |
simple |
Defined: |
|
|
| paymentReference |
The reference to the identified payment strucutre.
Type: |
|
Content: |
empty, 1 attribute |
Defined: |
|
|
| paymentRequirement |
Specifies a threshold for the failure to pay credit event.
Type: |
|
Content: |
complex, 1 attribute, 2 elements |
Defined: |
|
|
| paymentRule |
A type defining the calculation rule.
Type: |
|
Content: |
empty |
Defined: |
|
|
| paymentType (defined in Payment complexType) |
A classification of the type of fee or additional payment, e.g. brokerage, upfront fee etc.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| paymentType (in additionalPayment defined in NettedSwapBase complexType) |
Payment classification.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| paymentType (in additionalPayment in returnSwap) |
Classification of the payment.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| payout |
The amount of currency which becomes payable if and when a trigger event occurs.
Type: |
|
Content: |
complex, 1 attribute, 4 elements |
Defined: |
|
|
| payoutFormula |
The description of the mathematical computation for how the payout is computed.
Type: |
xsd:string |
Content: |
simple |
Defined: |
|
|
| payoutStyle |
The trigger event and payout may be asynchonous.
Type: |
|
Content: |
simple |
Defined: |
|
|
| 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.
Type: |
|
Content: |
simple |
Defined: |
|
|
| payRelativeTo (in relativePaymentDates) |
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.
Type: |
|
Content: |
simple |
Defined: |
|
|
| payRelativeToEvent |
Specifies whether the payment(s) occur relative to the date of a physical event.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| percentageOfNotional (defined in EquityPremium complexType) |
The amount of premium to be paid expressed as a percentage of the notional value of the transaction.
Type: |
|
Content: |
simple |
Defined: |
|
|
| 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.
Type: |
xsd:decimal |
Content: |
simple |
Defined: |
|
|
| percentageTolerance |
Specifies the allowable quantity tolerance as a percentage of the quantity.
Type: |
|
Content: |
complex, 3 elements |
Defined: |
|
|
| period (defined in Frequency complexType) |
A time period, e.g. a day, week, month, year or term of the stream.
Type: |
|
Content: |
simple |
Defined: |
|
|
| period (defined in Period complexType) |
A time period, e.g. a day, week, month or year of the stream.
Type: |
|
Content: |
simple |
Defined: |
|
|
| periodicDates (defined in AdjustableRelativeOrPeriodicDates complexType) |
Type: |
|
Content: |
complex, 4 elements |
Defined: |
|
|
| periodicDates (defined in AdjustableRelativeOrPeriodicDates2 complexType) |
Type: |
|
Content: |
complex, 4 elements |
Defined: |
|
|
| periodicPayment |
Specifies a periodic schedule of fixed amounts that are payable by the buyer to the seller on the fixed rate payer payment dates.
Type: |
|
Content: |
complex, 1 attribute, 8 elements |
Defined: |
|
|
| periodMultiplier (defined in Frequency complexType) |
A time period multiplier, e.g. 1, 2 or 3 etc.
Type: |
xsd:positiveInteger |
Content: |
simple |
Defined: |
|
|
| periodMultiplier (defined in Period complexType) |
A time period multiplier, e.g. 1, 2 or 3 etc.
Type: |
xsd:integer |
Content: |
simple |
Defined: |
|
|
| periods |
The Delivery Periods for this leg of the swap.
Type: |
|
Content: |
complex, 1 attribute, 3 elements |
Defined: |
|
|
| periodSkip |
The number of periods in the referenced date schedule that are between each date in the relative date schedule.
Type: |
xsd:positiveInteger |
Content: |
simple |
Defined: |
|
|
| periodsSchedule |
The Delivery Periods for this leg of the swap.
Type: |
|
Content: |
complex, 1 attribute, 3 elements |
Defined: |
|
|
| person |
Optional information about people involved in a transaction or busines process.
Type: |
|
Content: |
complex, 1 attribute, 10 elements |
Defined: |
|
|
| personId |
An identifier assigned by a system for uniquely identifying the individual
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| personReference |
The individual person that is related to this.
Type: |
|
Content: |
empty, 1 attribute |
Defined: |
|
|
| perturbationAmount |
The size and direction of the perturbation used to compute the derivative, e.g. 0.0001 = 1 bp.
Type: |
xsd:decimal |
Content: |
simple |
Defined: |
|
|
| perturbationType |
The type of perturbation, if any, used to compute the derivative (Absolute vs Relative).
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| physicalExercise (in commodityOption) |
The parameters for defining how the commodity option can be exercised into a physical transaction.
Type: |
|
Content: |
complex, 4 elements |
Defined: |
|
|
| physicalExercise (in commoditySwaption) |
The parameters for defining how the commodity option can be exercised into a physical transaction.
Type: |
|
Content: |
complex, 4 elements |
Defined: |
|
|
| physicalQuantity (defined in CommodityFixedPhysicalQuantity.model group) |
The Quantity per Delivery Period.
Type: |
|
Content: |
complex, 1 attribute, 3 elements |
Defined: |
|
|
| physicalQuantity (in deliveryQuantity in electricityPhysicalLeg) |
The Quantity per Delivery Period.
Type: |
|
Content: |
complex, 1 attribute, 4 elements |
Defined: |
|
|
| physicalQuantitySchedule (defined in CommodityFixedPhysicalQuantity.model group) |
Allows the documentation of a shaped quantity trade where the quantity changes over the life of the transaction.
Type: |
|
Content: |
complex, 1 attribute, 3 elements |
Defined: |
|
|
| physicalQuantitySchedule (in deliveryQuantity in electricityPhysicalLeg) |
Allows the documentation of a shaped quantity trade where the quantity changes over the life of the transaction.
Type: |
|
Content: |
complex, 1 attribute, 4 elements |
Defined: |
|
|
| physicalSettlement (in creditDerivativesNotices) |
This element corresponds to the Notice of Intended Physical Settlement Delivered Under Old Transaction under the EXHIBIT C to 2004 ISDA Novation Definitions.
Type: |
xsd:boolean |
Content: |
simple |
Defined: |
|
|
| physicalSettlement (in optionExercise) |
Type: |
|
Content: |
complex, 3 elements |
Defined: |
|
|
| physicalSettlement (in swaption) |
If specified, this defines physical settlement terms which apply to the transaction.
Type: |
|
Content: |
complex, 1 element |
Defined: |
|
|
| physicalSettlementPeriod |
The number of business days used in the determination of the physical settlement date.
Type: |
|
Content: |
complex, 3 elements |
Defined: |
|
|
| physicalSettlementTerms |
This element contains all the ISDA terms relevant to physical settlement for when physical settlement is applicable.
Type: |
|
Content: |
complex, 1 attribute, 5 elements |
Defined: |
|
|
| pipeline |
Specified the delivery conditions where the oil product is to be delivered by pipeline.
Type: |
|
Content: |
complex, 6 elements |
Defined: |
|
|
| pipelineName |
The name of pipeline by which the oil product will be delivered.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| point (defined in TermCurve complexType) |
Type: |
|
Content: |
complex, 1 attribute, 6 elements |
Defined: |
|
|
| point (in dataPoints) |
Type: |
|
Content: |
complex, 1 attribute, 19 elements |
Defined: |
|
|
| pointValue |
An optional element that documents the size of point (pip) in which a rate was quoted (or in this case, forwardPoints are calculated).
Type: |
|
Content: |
simple |
Defined: |
|
|
| pool |
The morgage pool that is underneath the mortgage obligation.
Type: |
|
Content: |
complex, 4 elements |
Defined: |
|
|
| portfolio (defined in DataDocument complexType) |
An arbitary grouping of trade references (and possibly other portfolios).
Type: |
|
Content: |
complex, 1 attribute, 4 elements |
Defined: |
|
|
| portfolio (defined in Portfolio complexType) |
An arbitary grouping of trade references (and possibly other portfolios).
Type: |
|
Content: |
complex, 1 attribute, 4 elements |
Defined: |
|
|
| 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.
Type: |
|
Content: |
simple, 2 attributes |
Defined: |
|
|
| portfolioName (in partyPortfolioName) |
Type: |
|
Content: |
simple, 2 attributes |
Defined: |
|
|
| portfolioReference (defined in PortfolioReference.model group) |
Type: |
|
Content: |
complex, 3 elements |
Defined: |
|
|
| portfolioReference (in consentGranted) |
Type: |
|
Content: |
complex, 1 element |
Defined: |
|
|
| portfolioReference (in requestRetransmission) |
Type: |
|
Content: |
complex, 2 elements |
Defined: |
|
|
| positionId |
A version-independent identifier for the position, possibly based on trade identifier.
Type: |
|
Content: |
simple, 2 attributes |
Defined: |
|
|
| positionProvider |
A reference to the party responsible for reporting the position itself and its constituents.
Type: |
|
Content: |
empty, 1 attribute |
Defined: |
|
|
| positionVersionReference |
A previously submitted version of the position.
Type: |
xsd:positiveInteger |
Content: |
simple |
Defined: |
|
|
| positive |
The maxmium amount by which the quantity delivered can exceed the agreed quantity.
Type: |
xsd:decimal |
Content: |
simple |
Defined: |
|
|
| postalCode |
The code, required for computerised mail sorting systems, that is allocated to a physical address by a national postal authority.
Type: |
xsd:string |
Content: |
simple |
Defined: |
|
|
| postitive |
The maximum percentage amount by which the quantity delivered can exceed the agreed quantity.
Type: |
|
Content: |
simple |
Defined: |
|
|
| power |
The power to which this term is raised.
Type: |
xsd:positiveInteger |
Content: |
simple |
Defined: |
|
|
| precision (defined in Rounding complexType) |
Specifies the rounding precision in terms of a number of decimal places.
Type: |
xsd:nonNegativeInteger |
Content: |
simple |
Defined: |
|
|
| precision (in asian in features in fxOption) |
Specifies the rounding precision in terms of a number of decimal places.
Type: |
xsd:nonNegativeInteger |
Content: |
simple |
Defined: |
|
|
| premium (defined in GenericProduct complexType) |
Type: |
|
Content: |
complex, 1 attribute, 6 elements |
Defined: |
|
|
| premium (defined in OptionBaseExtended complexType) |
The option premium payable by the buyer to the seller.
Type: |
|
Content: |
complex, 1 attribute, 11 elements |
Defined: |
|
|
| premium (in capFloor) |
The option premium amount payable by buyer to seller on the specified payment date.
Type: |
|
Content: |
complex, 2 attributes, 10 elements |
Defined: |
|
|
| premium (in commodityOption) |
The option premium payable by the buyer to the seller.
Type: |
|
Content: |
complex, 1 attribute, 7 elements |
Defined: |
|
|
| premium (in commoditySwaption) |
The option premium payable by the buyer to the seller.
Type: |
|
Content: |
complex, 1 attribute, 7 elements |
Defined: |
|
|
| premium (in fxDigitalOption) |
Premium amount or premium installment amount for an option.
Type: |
|
Content: |
complex, 1 attribute, 8 elements |
Defined: |
|
|
| premium (in fxOption) |
Premium amount or premium installment amount for an option.
Type: |
|
Content: |
complex, 1 attribute, 8 elements |
Defined: |
|
|
| premium (in swaption) |
The option premium amount payable by buyer to seller on the specified payment date.
Type: |
|
Content: |
complex, 2 attributes, 10 elements |
Defined: |
|
|
| premiumPerUnit |
The currency amount of premium to be paid per Unit of the Total Notional Quantity.
Type: |
|
Content: |
complex, 1 attribute, 2 elements |
Defined: |
|
|
| premiumProductReference |
Indicates which product within a strategy represents the premium payment.
Type: |
|
Content: |
empty, 1 attribute |
Defined: |
|
|
| premiumType (defined in EquityPremium complexType) |
Forward start Premium type
Type: |
|
Content: |
simple |
Defined: |
|
|
| premiumType (in premium defined in OptionBaseExtended complexType) |
Forward start Premium type
Type: |
|
Content: |
simple |
Defined: |
|
|
| prePayment (defined in EquityExerciseValuationSettlement complexType) |
Prepayment features for Forward.
Type: |
|
Content: |
complex, 1 attribute, 7 elements |
Defined: |
|
|
| prePayment (in prePayment defined in EquityExerciseValuationSettlement complexType) |
Type: |
xsd:boolean |
Content: |
simple |
Defined: |
|
|
| prePaymentAmount |
Type: |
|
Content: |
complex, 1 attribute, 2 elements |
Defined: |
|
|
| prePaymentDate |
Type: |
|
Content: |
complex, 1 attribute, 3 elements |
Defined: |
|
|
| presentValueAmount (defined in Payment complexType) |
The amount representing the present value of the forecast payment.
Type: |
|
Content: |
complex, 1 attribute, 2 elements |
Defined: |
|
|
| presentValueAmount (in paymentCalculationPeriod) |
A monetary amount representing the present value of the forecast payment.
Type: |
|
Content: |
complex, 1 attribute, 2 elements |
Defined: |
|
|
| presentValueAmount (in premium defined in OptionBaseExtended complexType) |
The amount representing the present value of the forecast payment.
Type: |
|
Content: |
complex, 1 attribute, 2 elements |
Defined: |
|
|
| presentValuePrincipalExchangeAmount |
The amount representing the present value of the principal exchange.
Type: |
|
Content: |
complex, 1 attribute, 2 elements |
Defined: |
|
|
| price (defined in FixedPrice complexType) |
The Fixed Price.
Type: |
xsd:decimal |
Content: |
simple |
Defined: |
|
|
| price (in strike in bondOption) |
Type: |
|
Content: |
complex, 3 elements |
Defined: |
|
|
| 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.
Type: |
xsd:decimal |
Content: |
simple |
Defined: |
|
|
| priceCurrency |
Currency of the fixed price.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| priceExpression |
Specifies whether the price is expressed in absolute or relative terms.
Type: |
|
Content: |
simple |
Defined: |
|
|
| priceMaterialityPercentage |
2005 Commodity Definitions only.
Type: |
xsd:decimal |
Content: |
simple |
Defined: |
|
|
| pricePerOption (defined in EquityPremium complexType) |
The amount of premium to be paid expressed as a function of the number of options.
Type: |
|
Content: |
complex, 1 attribute, 2 elements |
Defined: |
|
|
| pricePerOption (in premium defined in OptionBaseExtended complexType) |
The amount of premium to be paid expressed as a function of the number of options.
Type: |
|
Content: |
complex, 1 attribute, 2 elements |
Defined: |
|
|
| priceSourceDisruption |
A type defining the parameters to get a new quote when a settlement rate option is disrupted.
Type: |
|
Content: |
complex, 1 element |
Defined: |
|
|
| priceUnit |
The unit of measure used to calculate the Fixed Price.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| pricing |
The price paid for the instrument.
Type: |
|
Content: |
complex, 1 element |
Defined: |
|
|
| pricingDates (defined in CommodityPricingDates complexType) |
A list of adjustable dates on which the trade would price.
Type: |
|
Content: |
complex, 1 attribute, 3 elements |
Defined: |
|
|
| pricingDates (in calculation in floatingLeg) |
Commodity Pricing Dates.
Type: |
|
Content: |
complex, 1 attribute, 13 elements |
Defined: |
|
|
| pricingDates (in commodityOption) |
The dates on which the option will price.
Type: |
|
Content: |
complex, 1 attribute, 13 elements |
Defined: |
|
|
| pricingInputReference (in benchmarkPricingMethod) |
A reference to the pricing input used to value the asset.
Type: |
|
Content: |
empty, 1 attribute |
Defined: |
|
|
| pricingInputReference (in sensitivitySetDefinition) |
A reference to the pricing input to which the sensitivity is shown, e.g. a reference to a USDLIBOR yield curve.
Type: |
|
Content: |
empty, 1 attribute |
Defined: |
|
|
| pricingInputType |
The type of the pricing input to which the sensitivity is shown, e.g. a yield curve or volatility matrix.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| pricingModel |
.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| pricingStructure |
Type: |
|
Content: |
complex, 1 attribute, 2 elements |
Abstract: |
(may not be used directly in instance XML documents) |
Subst.Gr: |
|
Defined: |
|
Used: |
|
|
| pricingStructureValuation |
Type: |
|
Content: |
complex, 2 attributes, 7 elements |
Abstract: |
(may not be used directly in instance XML documents) |
Subst.Gr: |
|
Defined: |
|
Used: |
|
|
| primaryAssetClass |
A classification of the most important risk class of the trade.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| primaryObligor |
The entity primarily responsible for repaying debt to a creditor as a result of borrowing or issuing bonds.
Type: |
|
Content: |
complex, 1 attribute, 3 elements |
Defined: |
|
|
| primaryObligorReference |
A pointer style reference to a reference entity defined elsewhere in the document.
Type: |
|
Content: |
empty, 1 attribute |
Defined: |
|
|
| primaryRateSource (defined in CommodityFx complexType) |
The primary source for where the rate observation will occur.
Type: |
|
Content: |
complex, 3 elements |
Defined: |
|
|
| primaryRateSource (defined in FxSpotRateSource complexType) |
The primary source for where the rate observation will occur.
Type: |
|
Content: |
complex, 3 elements |
Defined: |
|
|
| primaryRateSource (in asian in features in fxOption) |
The primary source for where the rate observation will occur.
Type: |
|
Content: |
complex, 3 elements |
Defined: |
|
|
| principal (in instrumentTradeDetails) |
The value, in instrument currency, of the amount of the instrument that was traded.
Type: |
|
Content: |
complex, 1 element |
Defined: |
|
|
| principal (in termDeposit) |
The principal amount of the trade.
Type: |
|
Content: |
complex, 1 attribute, 2 elements |
Defined: |
|
|
| principalAmount (in principal in instrumentTradeDetails) |
The net and/or gross value of the amount traded in native currency.
Type: |
|
Content: |
complex, 3 elements |
Defined: |
|
|
| principalAmount (in principalExchangeAmount in principalExchangeDescriptions) |
Principal exchange amount when explictly stated.
Type: |
|
Content: |
complex, 1 attribute, 2 elements |
Defined: |
|
|
| principalExchange |
The initial, intermediate and final principal exchange amounts.
Type: |
|
Content: |
complex, 1 attribute, 5 elements |
Defined: |
|
|
| principalExchangeAmount (in principalExchange) |
The principal exchange amount.
Type: |
xsd:decimal |
Content: |
simple |
Defined: |
|
|
| principalExchangeAmount (in principalExchangeDescriptions) |
Specifies the principal echange amount, either by explicitly defining it, or by point to an amount defined somewhere else in the swap document.
Type: |
|
Content: |
complex, 3 elements |
Defined: |
|
|
| principalExchangeDate |
Date on which each of the principal exchanges will take place.
Type: |
|
Content: |
complex, 1 attribute, 2 elements |
Defined: |
|
|
| principalExchangeDescriptions |
Specifies each of the characteristics of the principal exchange cashflows, in terms of paying/receiving counterparties, amounts and dates.
Type: |
|
Content: |
complex, 6 elements |
Defined: |
|
|
| principalExchangeFeatures |
This is used to document a Fully Funded Return Swap.
Type: |
|
Content: |
complex, 2 elements |
Defined: |
|
|
| principalExchanges (defined in InterestRateStream complexType) |
The true/false flags indicating whether initial, intermediate or final exchanges of principal should occur.
Type: |
|
Content: |
complex, 1 attribute, 3 elements |
Defined: |
|
|
| principalExchanges (in principalExchangeFeatures) |
The true/false flags indicating whether initial, intermediate or final exchanges of principal should occur.
Type: |
|
Content: |
complex, 1 attribute, 3 elements |
Defined: |
|
|
| principalShortfallReimbursement |
An additional Fixed Payment Event.
Type: |
xsd:boolean |
Content: |
simple |
Defined: |
|
|
| processingStatus |
A description of the stage of processing of the service, for example EndofDayProcessingCutoffOccurred, EndOfDayProcessingCompleted.
Type: |
|
Content: |
complex, 3 elements |
Defined: |
|
|
| product |
An abstract element used as a place holder for the substituting product elements.
Type: |
|
Content: |
complex, 1 attribute, 6 elements |
Abstract: |
(may not be used directly in instance XML documents) |
Subst.Gr: |
|
Defined: |
|
Used: |
|
|
| productId (defined in Product.model group) |
A product reference identifier.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| productId (in tradeReferenceInformation) |
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| productType (defined in Product.model group) |
A classification of the type of product.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| productType (in executionAdvice) |
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| productType (in tradeReferenceInformation) |
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| proposedMatch |
"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.
Type: |
|
Content: |
complex, 15 elements |
Defined: |
|
|
| protectionTerms (defined in CreditDefaultSwap complexType) |
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.
Type: |
|
Content: |
complex, 1 attribute, 4 elements |
Defined: |
|
|
| protectionTerms (defined in LimitedCreditDefaultSwap complexType) |
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.
Type: |
|
Content: |
complex, 1 attribute, 4 elements |
Defined: |
|
|
| protectionTermsReference |
Reference to the documentation terms applicable to this item.
Type: |
|
Content: |
empty, 1 attribute |
Defined: |
|
|
| publication |
For those commodities being traded with reference to a price distributed by a publication, that publication should be specified here.
Type: |
|
Content: |
complex, 3 elements |
Defined: |
|
|
| publicationDate (defined in ContractualTermsSupplement complexType) |
Specifies the publication date of the applicable version of the contractual supplement.
Type: |
xsd:date |
Content: |
simple |
Defined: |
|
|
| publicationDate (in contractualMatrix) |
Specifies the publication date of the applicable version of the matrix.
Type: |
xsd:date |
Content: |
simple |
Defined: |
|
|
| publicationDate (in settledEntityMatrix) |
Specifies the publication date of the applicable version of the matrix.
Type: |
xsd:date |
Content: |
simple |
Defined: |
|
|
| 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.
Type: |
|
Content: |
complex, 12 elements |
Defined: |
|
|
| publiclyAvailableInformation (in creditDerivativesNotices) |
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.
Type: |
xsd:boolean |
Content: |
simple |
Defined: |
|
|
| publiclyAvailableInformation (in creditEventNotice defined in CreditEvents complexType) |
A specified condition to settlement.
Type: |
|
Content: |
complex, 3 elements |
Defined: |
|
|
| publiclyReported |
When the public report of this was created or received by this party.
Type: |
xsd:dateTime |
Content: |
simple |
Defined: |
|
|
| publicReportUpdated |
When the public report of this was most recently corrected or corrections were sent or received by this party.
Type: |
xsd:dateTime |
Content: |
simple |
Defined: |
|
|
| publicSource |
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.
Type: |
xsd:string |
Content: |
simple |
Defined: |
|
|
| putCurrencyAmount |
The currency amount that the option gives the right to sell.
Type: |
|
Content: |
complex, 1 attribute, 2 elements |
Defined: |
|
|
| qualifyingParticipationSeller |
If Direct Loan Participation is specified as a deliverable obligation characteristic, this specifies any requirements for the Qualifying Participation Seller.
Type: |
xsd:string |
Content: |
simple |
Defined: |
|
|
| quality |
The quality of the gas to be delivered.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| quantity (defined in CommodityNotionalQuantity complexType) |
Amount of commodity per quantity frequency.
Type: |
xsd:decimal |
Content: |
simple |
Defined: |
|
|
| quantity (defined in UnitQuantity complexType) |
Amount of commodity per quantity frequency.
Type: |
|
Content: |
simple |
Defined: |
|
|
| quantity (in instrumentTradeDetails) |
A description of how much of the instrument was traded.
Type: |
|
Content: |
complex, 2 elements |
Defined: |
|
|
| quantityFrequency |
The frequency at which the Notional Quantity is deemed to apply for purposes of calculating the Total Notional Quantity.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| quantityReference (defined in CommodityNotionalQuantity.model group) |
A pointer style reference to a quantity defined on another leg.
Type: |
|
Content: |
empty, 1 attribute |
Defined: |
|
|
| quantityReference (in fixedLeg in commodityForward) |
A pointer style reference to a quantity defined on another leg.
Type: |
|
Content: |
empty, 1 attribute |
Defined: |
|
|
| quantityStep |
The quantity per Calculation Period.
Type: |
|
Content: |
complex, 1 attribute, 3 elements |
Defined: |
|
|
| quantityUnit (defined in CommodityNotionalQuantity complexType) |
Quantity Unit is the unit of measure applicable for the quantity on the Transaction.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| quantityUnit (defined in UnitQuantity complexType) |
Quantity Unit is the unit of measure applicable for the quantity on the Transaction.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| quantityVariationAdjustment |
If true, indicates that QVA is applicable.
Type: |
xsd:boolean |
Content: |
simple |
Defined: |
|
|
| quanto |
If “Quanto” is specified as the Settlement Type in the relevant Transaction Supplement, an amount, as determined by the Calculation Agent in accordance with the Section 8.2 of the Equity Definitions.
Type: |
|
Content: |
complex, 2 elements |
Defined: |
|
|
| queryParameter |
Type: |
|
Content: |
complex, 3 elements |
Defined: |
|
|
| queryParameterId |
Type: |
|
Content: |
simple, 2 attributes |
Defined: |
|
|
| queryParameterOperator |
Type: |
|
Content: |
simple, 2 attributes |
Defined: |
|
|
| queryParameterValue |
Type: |
xsd:normalizedString |
Content: |
simple |
Defined: |
|
|
| quotationAmount |
In the determination of a cash settlement amount, if weighted average quotations are to be obtained, the quotation amount specifies an upper limit to the outstanding principal balance of the reference obligation for which the quote should be obtained.
Type: |
|
Content: |
complex, 1 attribute, 2 elements |
Defined: |
|
|
| quotationCharacteristics (defined in Price complexType) |
Allows information about how the price was quoted to be provided.
Type: |
|
Content: |
complex, 14 elements |
Defined: |
|
|
| quotationCharacteristics (in valuationSet) |
Charactistics (measure types, units, sides, etc.) of the quotes used (requested/reported) in the valuation set.
Type: |
|
Content: |
complex, 14 elements |
Defined: |
|
|
| quotationMethod |
The type of price quotations to be requested from dealers when determining the market value of the reference obligation for purposes of cash settlement.
Type: |
|
Content: |
simple |
Defined: |
|
|
| quotationRateType (defined in CashPriceMethod complexType) |
Which rate quote is to be observed, either Bid, Mid, Offer or Exercising Party Pays.
Type: |
|
Content: |
simple |
Defined: |
|
|
| quotationRateType (defined in YieldCurveMethod complexType) |
Which rate quote is to be observed, either Bid, Mid, Offer or Exercising Party Pays.
Type: |
|
Content: |
simple |
Defined: |
|
|
| quotationRateType (in crossCurrencyMethod) |
Which rate quote is to be observed, either Bid, Mid, Offer or Exercising Party Pays.
Type: |
|
Content: |
simple |
Defined: |
|
|
| quotationStyle |
The type of quotation that was used between the trading desks.
Type: |
|
Content: |
simple |
Defined: |
|
|
| quote (defined in AssetValuation complexType) |
One or more numerical measures relating to the asset, possibly together with sensitivities of that measure to pricing inputs.
Type: |
|
Content: |
complex, 16 elements |
Defined: |
|
|
| quote (defined in EventValuation.model group) |
Pricing information for the trade.
Type: |
|
Content: |
complex, 1 attribute, 15 elements |
Defined: |
|
|
| quote (defined in FxOptionPremium complexType) |
This is the option premium as quoted.
Type: |
|
Content: |
complex, 2 elements |
Defined: |
|
|
| quote (in assetQuote) |
One or more numerical measures relating to the asset, possibly together with sensitivities of that measure to pricing inputs
Type: |
|
Content: |
complex, 1 attribute, 15 elements |
Defined: |
|
|
| quote (in pricing) |
Type: |
|
Content: |
complex, 1 attribute, 15 elements |
Defined: |
|
|
| quote (in standardProduct) |
Pricing information for the trade.
Type: |
|
Content: |
complex, 1 attribute, 15 elements |
Defined: |
|
|
| quoteBasis (defined in QuotedCurrencyPair complexType) |
The method by which the exchange rate is quoted.
Type: |
|
Content: |
simple |
Defined: |
|
|
| quoteBasis (in quote defined in FxOptionPremium complexType) |
The method by which the option premium was quoted.
Type: |
|
Content: |
simple |
Defined: |
|
|
| quotedCurrencyPair (defined in FxBarrierFeature complexType) |
Defines the two currencies for an FX trade and the quotation relationship between the two currencies.
Type: |
|
Content: |
complex, 3 elements |
Defined: |
|
|
| quotedCurrencyPair (defined in FxRate complexType) |
Defines the two currencies for an FX trade and the quotation relationship between the two currencies.
Type: |
|
Content: |
complex, 3 elements |
Defined: |
|
|
| quotedCurrencyPair (in exchangeRate) |
Defines the two currencies for an FX trade and the quotation relationship between the two currencies.
Type: |
|
Content: |
complex, 3 elements |
Defined: |
|
|
| quotedCurrencyPair (in fixing) |
Defines the two currencies for an FX trade and the quotation relationship between the two currencies.
Type: |
|
Content: |
complex, 3 elements |
Defined: |
|
|
| quotedCurrencyPair (in fx) |
Defines the two currencies for an FX trade and the quotation relationship between the two currencies.
Type: |
|
Content: |
complex, 3 elements |
Defined: |
|
|
| quotedCurrencyPair (in fxCurve) |
Defines the two currencies for an FX trade and the quotation relationship between the two currencies.
Type: |
|
Content: |
complex, 3 elements |
Defined: |
|
|
| quotedCurrencyPair (in touch) |
Defines the two currencies for an FX trade and the quotation relationship between the two currencies.
Type: |
|
Content: |
complex, 3 elements |
Defined: |
|
|
| quotedCurrencyPair (in trigger in fxDigitalOption) |
Defines the two currencies for an FX trade and the quotation relationship between the two currencies.
Type: |
|
Content: |
complex, 3 elements |
Defined: |
|
|
| quotedCurrencyPair (in underlyer defined in GenericProduct complexType) |
Describes the composition of a rate that has been quoted.
Type: |
|
Content: |
complex, 3 elements |
Defined: |
|
|
| quoteUnits |
The optional units that the measure is expressed in.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| rate (defined in FxRate complexType) |
The rate of exchange between the two currencies of the leg of a deal.
Type: |
xsd:decimal |
Content: |
simple |
Defined: |
|
|
| rate (in crossRate) |
The exchange rate used to cross between the traded currencies.
Type: |
|
Content: |
simple |
Defined: |
|
|
| rate (in exchangeRate) |
The rate of exchange between the two currencies of the leg of a deal.
Type: |
|
Content: |
simple |
Defined: |
|
|
| rate (in rateObservation in asian in features in fxOption) |
The observed rate of exchange between the two option currencies.
Type: |
|
Content: |
simple |
Defined: |
|
|
| rate (in strike in dualCurrency) |
The rate of exchange between the two currencies of the leg of a deal.
Type: |
|
Content: |
simple |
Defined: |
|
|
| rate (in strike in fxOption) |
The rate of exchange between the two currencies of the leg of a deal.
Type: |
|
Content: |
simple |
Defined: |
|
|
| rateCalculation |
The base element for the floating rate calculation definitions.
Type: |
|
Content: |
empty, 1 attribute |
Abstract: |
(may not be used directly in instance XML documents) |
Subst.Gr: |
|
Defined: |
|
Used: |
|
|
| rateCurve (in forwardCurve) |
The curve of forward values.
Type: |
|
Content: |
complex, 3 elements |
Defined: |
|
|
| rateCurve (in zeroCurve) |
The curve of zero-coupon values.
Type: |
|
Content: |
complex, 3 elements |
Defined: |
|
|
| rateCutOffDaysOffset |
Specifies the number of business days before the period end date when the rate cut-off date is assumed to apply.
Type: |
|
Content: |
complex, 1 attribute, 3 elements |
Defined: |
|
|
| rateIndex |
Identifies a simple underlying asset that is an interest rate index.
Type: |
|
Content: |
complex, 1 attribute, 10 elements |
Subst.Gr: |
|
Defined: |
|
Used: |
never |
|
| rateObservation (in asian in features in fxOption) |
One or more specific rate observation dates.
Type: |
|
Content: |
complex, 3 elements |
Defined: |
|
|
| rateObservation (in floatingRateDefinition) |
The details of a particular rate observation, including the fixing date and observed rate.
Type: |
|
Content: |
complex, 1 attribute, 8 elements |
Defined: |
|
|
| rateObservationQuoteBasis |
The method by which observed rate values are quoted, in terms of the option put/call currencies.
Type: |
|
Content: |
simple |
Defined: |
|
|
| rateOfReturn |
Specifies the terms of the initial price of the return type swap and of the subsequent valuations of the underlyer.
Type: |
|
Content: |
complex, 6 elements |
Defined: |
|
|
| rateReference |
A pointer style reference to a floating rate component defined as part of a stub calculation period amount component.
Type: |
|
Content: |
empty, 1 attribute |
Defined: |
|
|
| rateSource (defined in InformationSource complexType) |
An information source for obtaining a market rate.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| rateSource (in fx) |
Defines the source of the FX rate.
Type: |
|
Content: |
complex, 3 elements |
Defined: |
|
|
| rateSource (in interestShortfall) |
The rate source in the case of a variable cap.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| rateSourcePage |
A specific page for the rate source for obtaining a market rate.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| rateSourcePageHeading |
The heading for the rate source on a given rate source page.
Type: |
xsd:string |
Content: |
simple |
Defined: |
|
|
| rateTreatment |
The specification of any rate conversion which needs to be applied to the observed rate before being used in any calculations.
Type: |
|
Content: |
simple |
Defined: |
|
|
| realisedVarianceMethod |
The contract specifies whether which price must satisfy the boundary condition.
Type: |
|
Content: |
simple |
Defined: |
|
|
| reason (defined in Exception.model group) |
An instance of the Reason type used to record the nature of any errors associated with a message.
Type: |
|
Content: |
complex, 5 elements |
Defined: |
|
|
| reason (in allocationRefused) |
Type: |
|
Content: |
complex, 5 elements |
Defined: |
|
|
| reason (in clearingRefused) |
Type: |
|
Content: |
complex, 5 elements |
Defined: |
|
|
| reason (in clearingStatusItem) |
Supporting information which may be produced to explain the clearing process status.
Type: |
|
Content: |
complex, 5 elements |
Defined: |
|
|
| reason (in confirmationDisputed) |
Type: |
|
Content: |
complex, 5 elements |
Defined: |
|
|
| reason (in consentRefused) |
Type: |
|
Content: |
complex, 5 elements |
Defined: |
|
|
| reason (in verificationStatusNotification) |
The reason for any dispute or change in verification status.
Type: |
|
Content: |
complex, 5 elements |
Defined: |
|
|
| reason (in withdrawal) |
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| reasonCode |
A machine interpretable error code.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| recallSpread |
Spread used if exercised before make whole date.
Type: |
xsd:decimal |
Content: |
simple |
Defined: |
|
|
| receiverAccountReference |
A reference to the account that receives the payments corresponding to this structure.
Type: |
|
Content: |
empty, 1 attribute |
Defined: |
|
|
| receiverPartyReference |
A reference to the party that receives the payments corresponding to this structure.
Type: |
|
Content: |
empty, 1 attribute |
Defined: |
|
|
| recoveryFactor |
Used for fixed recovery, specifies the recovery level, determined at contract inception, to be applied on a default.
Type: |
|
Content: |
simple |
Defined: |
|
|
| recoveryRate |
A single recovery rate, to be used for all terms.
Type: |
xsd:decimal |
Content: |
simple |
Defined: |
|
|
| recoveryRateCurve |
A curve of recovery rates, allowing different terms to have different recovery rates.
Type: |
|
Content: |
complex, 3 elements |
Defined: |
|
|
| redemptionDate |
Earlier date between the convertible bond put dates and its maturity date.
Type: |
xsd:date |
Content: |
simple |
Defined: |
|
|
| referenceAmount |
Specifies the reference Amount when this term either corresponds to the standard ISDA Definition (either the 2002 Equity Definition for the Equity Amount, or the 2000 Definition for the Interest Amount), or points to a term defined elsewhere in the swap document.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| referenceBank |
An institution (party) identified by means of a coding scheme and an optional name.
Type: |
|
Content: |
complex, 2 elements |
Defined: |
|
|
| referenceBankId |
An institution (party) identifier, e.g. a bank identifier code (BIC).
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| referenceBankName |
The name of the institution (party).
Type: |
xsd:string |
Content: |
simple |
Defined: |
|
|
| referenceCurrency (defined in FxFeature complexType) |
Specifies the reference currency of the trade.
Type: |
|
Content: |
simple, 2 attributes |
Defined: |
|
|
| referenceCurrency (in nonDeliverableSettlement in settlementProvision) |
The currency in which the swap stream is denominated.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| referenceEntity (defined in CreditEntity.model group) |
The entity for which this is defined.
Type: |
|
Content: |
complex, 1 attribute, 3 elements |
Defined: |
|
|
| referenceEntity (defined in CreditEventNoticeDocument complexType) |
Type: |
|
Content: |
complex, 1 attribute, 3 elements |
Defined: |
|
|
| referenceEntity (in referenceInformation) |
The corporate or sovereign entity on which you are buying or selling protection and any successor that assumes all or substantially all of its contractual and other obligations.
Type: |
|
Content: |
complex, 1 attribute, 3 elements |
Defined: |
|
|
| referenceEntity (in referencePair) |
The corporate or sovereign entity on which you are buying or selling protection and any successor that assumes all or substantially all of its contractual and other obligations.
Type: |
|
Content: |
complex, 1 attribute, 3 elements |
Defined: |
|
|
| referenceEntity (in underlyer defined in GenericProduct complexType) |
The corporate or sovereign entity on which you are buying or selling protection and any successor that assumes all or substantially all of its contractual and other obligations.
Type: |
|
Content: |
complex, 1 attribute, 3 elements |
Defined: |
|
|
| referenceInformation |
This element contains all the terms relevant to defining the reference entity and reference obligation(s).
Type: |
|
Content: |
complex, 8 elements |
Defined: |
|
|
| referenceObligation (in referenceInformation) |
The Reference Obligation is a financial instrument that is either issued or guaranteed by the reference entity.
Type: |
|
Content: |
complex, 8 elements |
Defined: |
|
|
| referenceObligation (in referencePair) |
The Reference Obligation is a financial instrument that is either issued or guaranteed by the reference entity.
Type: |
|
Content: |
complex, 8 elements |
Defined: |
|
|
| referencePair |
Type: |
|
Content: |
complex, 4 elements |
Defined: |
|
|
| referencePolicy |
Applicable to the transactions on mortgage-backed security, which can make use of a reference policy.
Type: |
xsd:boolean |
Content: |
simple |
Defined: |
|
|
| referencePool |
This element contains all the reference pool items to define the reference entity and reference obligation(s) in the basket
Type: |
|
Content: |
complex, 1 element |
Defined: |
|
|
| referencePoolItem |
Type: |
|
Content: |
complex, 4 elements |
Defined: |
|
|
| referencePrice |
Used to determine (a) for physically settled trades, the Physical Settlement Amount, which equals the Floating Rate Payer Calculation Amount times the Reference Price and (b) for cash settled trades, the Cash Settlement Amount, which equals the greater of (i) the difference between the Reference Price and the Final Price and (ii) zero.
Type: |
xsd:decimal |
Content: |
simple |
Defined: |
|
|
| referenceSwapCurve |
The strike of an option when expressed by reference to a swap curve.
Type: |
|
Content: |
complex, 2 elements |
Defined: |
|
|
| registrationNumber |
The ID assigned by the regulator (e.g.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| rejectionLimit (defined in CoalAttributeDecimal complexType) |
The actual limits of the quality characteristics of the Coal Product above or below which the Buyer may reject a Shipment.
Type: |
xsd:decimal |
Content: |
simple |
Defined: |
|
|
| rejectionLimit (defined in CoalAttributeDecimal complexType) |
The actual limits of the quality characteristics of the Coal Product above or below which the Buyer may reject a Shipment.
Type: |
xsd:decimal |
Content: |
simple |
Defined: |
|
|
| rejectionLimit (defined in CoalAttributePercentage complexType) |
The actual limits of the quality characteristics of the Coal Product above or below which the Buyer may reject a Shipment.
Type: |
|
Content: |
simple |
Defined: |
|
|
| rejectionLimit (defined in CoalAttributePercentage complexType) |
The actual limits of the quality characteristics of the Coal Product above or below which the Buyer may reject a Shipment.
Type: |
|
Content: |
simple |
Defined: |
|
|
| relatedBusinessUnit |
Provides information about a unit/division/desk etc. that executed or supports this trade
Type: |
|
Content: |
complex, 2 elements |
Defined: |
|
|
| relatedExchangeId |
A short form unique identifier for a related exchange.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| relatedParty (defined in PartyTradeInformation complexType) |
This may be used to identify one or more parties that perform a role within the transaction.
Type: |
|
Content: |
complex, 4 elements |
Defined: |
|
|
| relatedParty (in allocation) |
Specifies any relevant parties to the allocation which should be referenced.
Type: |
|
Content: |
complex, 4 elements |
Defined: |
|
|
| relatedParty (in requestAllocation) |
Identifies a related party performing a role within the transaction.
Type: |
|
Content: |
complex, 4 elements |
Defined: |
|
|
| relatedPerson |
Provides information about a person that executed or supports this trade
Type: |
|
Content: |
complex, 2 elements |
Defined: |
|
|
| relativeCommencementDates |
The first day(s) of the exercise period(s) for an American-style option where it is relative to the occurrence of an external event.
Type: |
|
Content: |
complex, 1 attribute, 4 elements |
Defined: |
|
|
| relativeDate (defined in AdjustableDatesOrRelativeDateOffset complexType) |
A series of dates specified as a repeating sequence from a base date.
Type: |
|
Content: |
complex, 1 attribute, 8 elements |
Defined: |
|
|
| relativeDate (defined in AdjustableOrRelativeDate complexType) |
A date specified as some offset to another date (the anchor date).
Type: |
|
Content: |
complex, 1 attribute, 8 elements |
Defined: |
|
|
| relativeDate (defined in Composite complexType) |
A date specified as some offset to another date (the anchor date).
Type: |
|
Content: |
complex, 1 attribute, 8 elements |
Defined: |
|
|
| relativeDate (in cashSettlementPaymentDate) |
A date specified as some offset to another date (the anchor date).
Type: |
|
Content: |
complex, 1 attribute, 8 elements |
Defined: |
|
|
| relativeDateAdjustments |
The business day convention and financial business centers used for adjusting the relative date if it would otherwise fall on a day that is not a business date in the specified business centers.
Type: |
|
Content: |
complex, 1 attribute, 3 elements |
Defined: |
|
|
| relativeDates (defined in AdjustableOrRelativeDates complexType) |
A series of dates specified as some offset to another series of dates (the anchor dates).
Type: |
|
Content: |
complex, 1 attribute, 10 elements |
Defined: |
|
|
| relativeDates (defined in AdjustableRelativeOrPeriodicDates2 complexType) |
A series of dates specified as some offset to another series of dates (the anchor dates).
Type: |
|
Content: |
complex, 1 attribute, 10 elements |
Defined: |
|
|
| relativeDateSequence (defined in AdjustableRelativeOrPeriodicDates complexType) |
A series of dates specified as some offset to other dates (the anchor dates) which can
Type: |
|
Content: |
complex, 4 elements |
Defined: |
|
|
| relativeDateSequence (in valuationDate defined in EquityValuation complexType) |
A date specified in relation to some other date defined in the document (the anchor date), where there is the opportunity to specify a combination of offset rules.
Type: |
|
Content: |
complex, 4 elements |
Defined: |
|
|
| relativeDeterminationMethod |
A reference to the return swap notional determination method defined elsewhere in this document.
Type: |
|
Content: |
empty, 1 attribute |
Defined: |
|
|
| relativeEffectiveDate |
Defines the effective date.
Type: |
|
Content: |
complex, 1 attribute, 9 elements |
Defined: |
|
|
| relativeExpirationDates (in americanExercise defined in CommodityPhysicalExercise complexType) |
The Expiration Date(s) of an American-style option where it is relative to the occurrence of an external event.
Type: |
|
Content: |
complex, 1 attribute, 4 elements |
Defined: |
|
|
| relativeExpirationDates (in europeanExercise defined in CommodityPhysicalExercise complexType) |
The Expiration Date(s) of a European-style option where it is relative to the occurrence of an external event.
Type: |
|
Content: |
complex, 1 attribute, 4 elements |
Defined: |
|
|
| relativeNotionalAmount |
A reference to the return swap notional amount defined elsewhere in this document.
Type: |
|
Content: |
empty, 1 attribute |
Defined: |
|
|
| relativePaymentDates |
The Payment Dates of the trade relative to the Calculation Periods.
Type: |
|
Content: |
complex, 1 attribute, 8 elements |
Defined: |
|
|
| relativeTerminationDate |
The term/maturity of the swap, express as a tenor (typically in years).
Type: |
|
Content: |
complex, 1 attribute, 8 elements |
Defined: |
|
|
| relevantJurisdiction |
Relevent 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 that would be imposed by the taxing authority of the Country of Underlyer on a Hypothetical Broker Dealer assuming the Applicable Hedge Positions are held by its office in the Relevant Jurisdiction.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| relevantUnderlyingDate (in americanExercise) |
The date on the underlying set by the exercise of an option.
Type: |
|
Content: |
complex, 1 attribute, 2 elements |
Defined: |
|
|
| relevantUnderlyingDate (in bermudaExercise) |
The date on the underlying set by the exercise of an option.
Type: |
|
Content: |
complex, 1 attribute, 2 elements |
Defined: |
|
|
| relevantUnderlyingDate (in europeanExercise) |
The date on the underlying set by the exercise of an option.
Type: |
|
Content: |
complex, 1 attribute, 2 elements |
Defined: |
|
|
| relevantUnderlyingDateReference |
Reference to the unadjusted cancellation effective dates.
Type: |
|
Content: |
empty, 1 attribute |
Defined: |
|
|
| remainingAmount |
The amount which represents the portion of the Old Contract not being novated.
Type: |
|
Content: |
complex, 1 attribute, 2 elements |
Defined: |
|
|
| remainingNumberOfOptions |
The number of options which represent the portion of the Old Contract not being novated.
Type: |
xsd:decimal |
Content: |
simple |
Defined: |
|
|
| remainingNumberOfUnits |
The number of options which represent the portion of the Old Contract not being novated.
Type: |
xsd:decimal |
Content: |
simple |
Defined: |
|
|
| remainingParty |
A pointer style reference to a party identifier defined elsewhere in the document.
Type: |
|
Content: |
empty, 1 attribute |
Defined: |
|
|
| remainingPartyAccount |
Type: |
|
Content: |
empty, 1 attribute |
Defined: |
|
|
| replacement |
A collection of shifts to be applied to market inputs prior to computation of the derivative.
Type: |
|
Content: |
complex, 2 elements |
Defined: |
|
|
| replacementInputReference |
A reference to the substitution to do.
Type: |
|
Content: |
empty, 1 attribute |
Defined: |
|
|
| replacementMarketInput |
A reference to the replacement version of the market input, e.g. a bumped yield curve.
Type: |
|
Content: |
empty, 1 attribute |
Defined: |
|
|
| replacementTradeId |
Type: |
|
Content: |
simple, 2 attributes |
Defined: |
|
|
| replacementTradeIdentifier |
Type: |
|
Content: |
complex, 1 attribute, 6 elements |
Defined: |
|
|
| reportId |
An identifier for the specific instance of this report.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| reportIdentification |
Type: |
|
Content: |
complex, 2 elements |
Defined: |
|
|
| reportingPurpose |
The reason this message is being sent, for example Snapshot, PET, Confirmation, RealTimePublic.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| reportingRegime |
Allows the organization to specify which if any relevant regulators or other supervisory bodies this is relevant for, and what reporting rules apply.
Type: |
|
Content: |
complex, 6 elements |
Defined: |
|
|
| reportingRole (defined in PartyTradeInformation complexType) |
Identifies the role of this party in reporting this trade (e.g. originator, counterparty).
Type: |
|
Content: |
simple, 2 attributes |
Defined: |
|
|
| reportingRole (in reportingRegime) |
Identifies the role of this party in reporting this trade for this regulator; roles could include ReportingParty and Voluntary reporting.
Type: |
|
Content: |
simple, 2 attributes |
Defined: |
|
|
| reportingRoles |
Information about the roles of the parties with respect to reporting the positions.
Type: |
|
Content: |
complex, 5 elements |
Defined: |
|
|
| representations |
ISDA 2002 Equity Derivative Representations.
Type: |
|
Content: |
complex, 4 elements |
Defined: |
|
|
| repudiationMoratorium |
Type: |
|
Content: |
empty |
Subst.Gr: |
|
Defined: |
|
Used: |
never |
|
| repudiationMoratorium (defined in CreditEvents complexType) |
A credit event.
Type: |
xsd:boolean |
Content: |
simple |
Defined: |
|
|
| requestAllocation |
Type: |
|
Content: |
complex, 3 attributes, 12 elements |
Defined: |
|
Used: |
never |
|
| requestAllocationRetracted |
Type: |
|
Content: |
complex, 3 attributes, 10 elements |
Defined: |
|
Used: |
never |
|
| requestClearing |
Type: |
|
Content: |
complex, 3 attributes, 23 elements |
Defined: |
|
Used: |
never |
|
| requestClearingRetracted |
Type: |
|
Content: |
complex, 3 attributes, 20 elements |
Defined: |
|
Used: |
never |
|
| requestConfirmation |
The confirmation process starts with the requestConfirmation message.
Type: |
|
Content: |
complex, 3 attributes, 21 elements |
Defined: |
|
Used: |
never |
|
| requestConfirmationRetracted |
A requestConfirmation message may be cancelled using the requestConfirmationRetracted message.
Type: |
|
Content: |
complex, 3 attributes, 20 elements |
Defined: |
|
Used: |
never |
|
| requestConsent |
Type: |
|
Content: |
complex, 3 attributes, 25 elements |
Defined: |
|
Used: |
never |
|
| requestConsentRetracted |
Type: |
|
Content: |
complex, 3 attributes, 20 elements |
Defined: |
|
Used: |
never |
|
| requestedAction (in requestConsent) |
The reason the consent was requested.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| requestedAction (in withdrawal) |
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| requestEventStatus |
Type: |
|
Content: |
complex, 3 attributes, 10 elements |
Defined: |
|
Used: |
never |
|
| requestExecution |
Type: |
|
Content: |
complex, 3 attributes, 21 elements |
Defined: |
|
Used: |
never |
|
| requestExecutionRetracted |
Type: |
|
Content: |
complex, 3 attributes, 20 elements |
Defined: |
|
Used: |
never |
|
| requestRetransmission |
Type: |
|
Content: |
complex, 3 attributes, 10 elements |
Defined: |
|
Used: |
never |
|
| requestTradeReferenceInformationUpdate |
Type: |
|
Content: |
complex, 3 attributes, 10 elements |
Defined: |
|
Used: |
never |
|
| requestTradeReferenceInformationUpdateRetracted |
Type: |
|
Content: |
complex, 3 attributes, 9 elements |
Defined: |
|
Used: |
never |
|
| resetDate (in fxLinkedNotionalAmount) |
Type: |
xsd:date |
Content: |
simple |
Defined: |
|
|
| resetDate (in rateObservation in floatingRateDefinition) |
The reset date.
Type: |
xsd:date |
Content: |
simple |
Defined: |
|
|
| resetDates |
The reset dates schedule.
Type: |
|
Content: |
complex, 1 attribute, 7 elements |
Defined: |
|
|
| resetDatesAdjustments |
The business day convention to apply to each reset date if it would otherwise fall on a day that is not a business day in the specified financial business centers.
Type: |
|
Content: |
complex, 1 attribute, 3 elements |
Defined: |
|
|
| resetDatesReference |
A pointer style reference to the associated reset dates component defined elsewhere in the document.
Type: |
|
Content: |
empty, 1 attribute |
Defined: |
|
|
| resetFrequency (in interestLegResetDates) |
The frequency at which reset dates occur.
Type: |
|
Content: |
complex, 1 attribute, 3 elements |
Defined: |
|
|
| resetFrequency (in resetDates) |
The frequency at which reset dates occur.
Type: |
|
Content: |
complex, 1 attribute, 3 elements |
Defined: |
|
|
| resetRelativeTo (in interestLegResetDates) |
Specifies whether the reset dates are determined with respect to each adjusted calculation period start date or adjusted calculation period end date.
Type: |
|
Content: |
simple |
Defined: |
|
|
| resetRelativeTo (in resetDates) |
Specifies whether the reset dates are determined with respect to each adjusted calculation period start date or adjusted calculation period end date.
Type: |
|
Content: |
simple |
Defined: |
|
|
| resourceId |
The unique identifier of the resource within the event.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| resourceType |
A description of the type of the resource, e.g. a confirmation.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| restructuring |
Type: |
|
Content: |
complex, 1 element |
Subst.Gr: |
|
Defined: |
|
Used: |
never |
|
| restructuring (defined in CreditEvents complexType) |
A credit event.
Type: |
|
Content: |
complex, 4 elements |
Defined: |
|
|
| restructuringType |
Specifies the type of restructuring that is applicable.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| resultingTrade |
The trade that resulted from the physical settlement.
Type: |
|
Content: |
complex, 1 attribute, 12 elements |
Defined: |
|
|
| resultingTradeIdentifier |
The ID of the trade that resulted from the physical settlement.
Type: |
|
Content: |
complex, 1 attribute, 10 elements |
Defined: |
|
|
| return |
Specifies the conditions under which dividend affecting the underlyer will be paid to the receiver of the amounts.
Type: |
|
Content: |
complex, 2 elements |
Defined: |
|
|
| returnLeg |
Return amounts of the return type swap.
Type: |
|
Content: |
complex, 1 attribute, 16 elements |
Subst.Gr: |
|
Defined: |
|
Used: |
never |
|
| returnSwap |
Specifies the structure of a return type swap.
Type: |
|
Content: |
complex, 1 attribute, 15 elements |
Subst.Gr: |
|
Defined: |
|
Used: |
never |
|
| returnSwapLeg |
An placeholder for the actual Return Swap Leg definition.
Type: |
|
Content: |
complex, 1 attribute, 7 elements |
Abstract: |
(may not be used directly in instance XML documents) |
Subst.Gr: |
|
Defined: |
|
Used: |
|
|
| returnType |
Defines the type of return associated with the return swap.
Type: |
|
Content: |
simple |
Defined: |
|
|
| revenueObligationLiability (defined in DeliverableObligations complexType) |
An obligation and deliverable obligation characteristic.
Type: |
xsd:boolean |
Content: |
simple |
Defined: |
|
|
| revenueObligationLiability (defined in Obligations complexType) |
An obligation and deliverable obligation characteristic.
Type: |
xsd:boolean |
Content: |
simple |
Defined: |
|
|
| risk (in deliveryConditions in coalPhysicalLeg) |
Specifies how the risk associated with the delivery is assigned.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| risk (in pipeline) |
Specifies how the risk associated with the delivery is assigned.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| role (defined in PartyRelationship complexType) |
The category of the relationship.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| role (defined in RelatedParty complexType) |
The category of the relationship.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| role (in relatedBusinessUnit) |
The category of the relationship.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| role (in relatedPerson) |
The category of the relationship.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| rollConvention (defined in CalculationPeriodFrequency complexType) |
Used in conjunction with a frequency and the regular period start date of a calculation period, determines each calculation period end date within the regular part of a calculation period schedule.
Type: |
|
Content: |
simple |
Defined: |
|
|
| rollConvention (in periodicPayment) |
Used in conjunction with the effectiveDate, scheduledTerminationDate, firstPaymentDate, lastRegularPaymentDate and paymentFrequency to determine the regular fixed rate payer payment dates.
Type: |
|
Content: |
simple |
Defined: |
|
|
| rounding (defined in CommodityContent.model group) |
Rounding direction and precision for amounts.
Type: |
|
Content: |
complex, 2 elements |
Defined: |
|
|
| rounding (in calculation in floatingLeg) |
Rounding direction and precision for price values.
Type: |
|
Content: |
complex, 2 elements |
Defined: |
|
|
| roundingDirection |
Specifies the rounding direction.
Type: |
|
Content: |
simple |
Defined: |
|
|
| routingAccountNumber |
An account number via which a payment can be routed.
Type: |
xsd:string |
Content: |
simple |
Defined: |
|
|
| routingAddress |
A physical postal address via which a payment can be routed.
Type: |
|
Content: |
complex, 5 elements |
Defined: |
|
|
| routingExplicitDetails |
A set of details that is used to identify a party involved in the routing of a payment when the party does not have a code that identifies it within one of the recognized payment systems.
Type: |
|
Content: |
complex, 4 elements |
Defined: |
|
|
| routingId |
A unique identifier for party that is a participant in a recognized payment system.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| routingIds (defined in RoutingIdentification.model group) |
A set of unique identifiers for a party, eachone identifying the party within a payment system.
Type: |
|
Content: |
complex, 1 element |
Defined: |
|
|
| routingIds (in routingIdsAndExplicitDetails) |
A set of unique identifiers for a party, eachone identifying the party within a payment system.
Type: |
|
Content: |
complex, 1 element |
Defined: |
|
|
| routingIdsAndExplicitDetails |
A combination of coded payment system identifiers and details for physical addressing for a party involved in the routing of a payment.
Type: |
|
Content: |
complex, 5 elements |
Defined: |
|
|
| routingName |
A real name that is used to identify a party involved in the routing of a payment.
Type: |
xsd:string |
Content: |
simple |
Defined: |
|
|
| routingReferenceText |
A piece of free-format text used to assist the identification of a party involved in the routing of a payment.
Type: |
xsd:string |
Content: |
simple |
Defined: |
|
|
| scale |
The size of the denominator, e.g. 0.0001 = 1 bp.
Type: |
xsd:decimal |
Content: |
simple |
Defined: |
|
|
| schedule (defined in AveragingPeriod complexType) |
A schedule for generating averaging observation dates.
Type: |
|
Content: |
complex, 3 elements |
Defined: |
|
|
| schedule (defined in TriggerEvent complexType) |
A Equity Derivative schedule.
Type: |
|
Content: |
complex, 3 elements |
Defined: |
|
|
| scheduleBounds |
The first and last dates of a schedule.
Type: |
|
Content: |
complex, 2 elements |
Defined: |
|
|
| scheduledDate (defined in Position complexType) |
Position level schedule date, such as final payment dates, in a simple and flexible format.
Type: |
|
Content: |
complex, 7 elements |
Defined: |
|
|
| scheduledDate (defined in ScheduledDates complexType) |
A single stream level scheduled servicing date.
Type: |
|
Content: |
complex, 7 elements |
Defined: |
|
|
| scheduledTerminationDate |
The scheduled date on which the credit protection will lapse.
Type: |
|
Content: |
complex, 1 attribute, 4 elements |
Defined: |
|
|
| sCoTASpecifications |
Indicates whether type and source refer to globalCOAL SCoTA specifications
Type: |
xsd:boolean |
Content: |
simple |
Defined: |
|
|
| secondaryAssetClass |
A classification of additional risk classes of the trade, if any.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| secondaryRateSource (defined in CommodityFx complexType) |
An alternative, or secondary, source for where the rate observation will occur.
Type: |
|
Content: |
complex, 3 elements |
Defined: |
|
|
| secondaryRateSource (defined in FxSpotRateSource complexType) |
An alternative, or secondary, source for where the rate observation will occur.
Type: |
|
Content: |
complex, 3 elements |
Defined: |
|
|
| secondaryRateSource (in asian in features in fxOption) |
An alternative, or secondary, source for where the rate observation will occur.
Type: |
|
Content: |
complex, 3 elements |
Defined: |
|
|
| sectionNumber |
A strictly ascending sequential (gapless) numeric value that can be used to identify the section of a report.
Type: |
xsd:positiveInteger |
Content: |
simple |
Defined: |
|
|
| sector |
The sector classification of the mortgage obligation.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| secured |
Whether the deliverable obligation is secured or unsecured.
Type: |
xsd:boolean |
Content: |
simple |
Defined: |
|
|
| securedList |
With respect to any day, the list of Syndicated Secured Obligations of the Designated Priority of the Reference Entity published by Markit Group Limited or any successor thereto appointed by the Specified Dealers (the "Secured List Publisher") on or most recently before such day, which list is currently available at [http://www.markit.com].
Type: |
xsd:boolean |
Content: |
simple |
Defined: |
|
|
| seller (defined in Strike complexType) |
The party that has sold.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| seller (defined in StrikeSchedule complexType) |
The party that has sold.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| sellerAccountReference |
A reference to the account that sells this instrument.
Type: |
|
Content: |
empty, 1 attribute |
Defined: |
|
|
| sellerHub |
The hub code of the has seller.
Type: |
|
Content: |
complex, 3 elements |
Defined: |
|
|
| sellerPartyReference (defined in BuyerSeller.model group) |
A reference to the party that sells ("writes") this instrument, i.e. that grants the rights defined by this instrument and in return receives a payment for it.
Type: |
|
Content: |
empty, 1 attribute |
Defined: |
|
|
| sellerPartyReference (in notifyingParty) |
Type: |
|
Content: |
empty, 1 attribute |
Defined: |
|
|
| sendTo |
A unique identifier (within its coding scheme) indicating an intended recipent of a message.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| seniority (defined in FixedIncomeSecurityContent.model group) |
The repayment precedence of a debt instrument.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| seniority (in creditCurve) |
The level of seniority of the deliverable obligation.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| sensitivity |
Type: |
|
Content: |
simple, 2 attributes |
Defined: |
|
|
| sensitivityCharacteristics |
The default characteristics of the quotation, e.g. type, units, etc.
Type: |
|
Content: |
complex, 14 elements |
Defined: |
|
|
| sensitivityDefinition |
A set of sensitivity definitions.
Type: |
|
Content: |
complex, 1 attribute, 7 elements |
Defined: |
|
|
| sensitivitySet |
Zero or more sets of sensitivities of this measure to various input parameters.
Type: |
|
Content: |
complex, 1 attribute, 3 elements |
Defined: |
|
|
| sensitivitySetDefinition |
Definition(s) of sensitivity sets used (requested or reported) in this valuation set.
Type: |
|
Content: |
complex, 1 attribute, 8 elements |
Defined: |
|
|
| sentBy |
The unique identifier (within its coding scheme) for the originator of a message instance.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| sequence |
Sequence in which the reference to the disruption fallback should be applied.
Type: |
xsd:positiveInteger |
Content: |
simple |
Defined: |
|
|
| sequenceNumber (defined in Sequence.model group) |
A numeric value that can be used to order messages with the same correlation identifier from the same sender.
Type: |
xsd:positiveInteger |
Content: |
simple |
Defined: |
|
|
| sequenceNumber (in portfolioReference defined in PortfolioReference.model group) |
A numeric, sequentially ascending (i.e. gapless) value (starting at 1) that can be used to identify and distinguish the individual constituents of a portfolio request.
Type: |
xsd:positiveInteger |
Content: |
simple |
Defined: |
|
|
| sequenceNumber (in portfolioReference in requestRetransmission) |
A numeric, sequentially ascending (i.e. gapless) value (starting at 1) that can be used to identify and distinguish the individual constituents of a portfolio request.
Type: |
xsd:positiveInteger |
Content: |
simple |
Defined: |
|
|
| serviceName |
The name of the service to which the message applies
Type: |
xsd:normalizedString |
Content: |
simple |
Defined: |
|
|
| serviceNotification |
Type: |
|
Content: |
complex, 3 attributes, 10 elements |
Defined: |
|
Used: |
never |
|
| serviceNotificationException |
Type: |
|
Content: |
complex, 3 attributes, 7 elements |
Defined: |
|
Used: |
never |
|
| servicingParty (in account) |
A reference to the party that services/supports the account.
Type: |
|
Content: |
empty, 1 attribute |
Defined: |
|
|
| servicingParty (in account) |
A reference to the party that services/supports the account.
Type: |
|
Content: |
empty, 1 attribute |
Defined: |
|
|
| settledEntityMatrix |
Used to specify the Relevant Settled Entity Matrix when there are settled entities at the time of the trade.
Type: |
|
Content: |
complex, 2 elements |
Defined: |
|
|
| settlementAmount (defined in EquityOptionTermination complexType) |
Type: |
|
Content: |
complex, 1 attribute, 2 elements |
Defined: |
|
|
| settlementAmount (defined in SettlementAmountOrCurrency.model group) |
Settlement Amount
Type: |
|
Content: |
complex, 1 attribute, 2 elements |
Defined: |
|
|
| settlementAmountPaymentDate |
Type: |
|
Content: |
complex, 1 attribute, 3 elements |
Defined: |
|
|
| settlementCurrency (defined in CommoditySwapDetails.model group) |
The currency into which the Commodity Swap Transaction will settle.
Type: |
|
Content: |
simple, 2 attributes |
Defined: |
|
|
| settlementCurrency (defined in EquityExerciseValuationSettlement complexType) |
The currency in which a cash settlement for non-deliverable forward and non-deliverable options.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| settlementCurrency (defined in FxCashSettlement complexType) |
The currency in which cash settlement occurs for non-deliverable forwards and cash-settled options (non-deliverable or otherwise).
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| settlementCurrency (defined in GenericProduct complexType) |
The currency or currencies in which the product can settle.
Type: |
|
Content: |
simple, 2 attributes |
Defined: |
|
|
| settlementCurrency (defined in SettlementAmountOrCurrency.model group) |
Settlement Currency for use where the Settlement Amount cannot be known in advance
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| settlementCurrency (defined in SettlementTerms complexType) |
ISDA 2003 Term: Settlement Currency
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| settlementCurrency (in exercise in commodityOption) |
The currency into which the Commodity Option Transaction will settle.
Type: |
|
Content: |
simple, 2 attributes |
Defined: |
|
|
| settlementCurrency (in settlementProvision) |
The currency that stream settles in (to support swaps that settle in a currency different from the notional currency).
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| settlementCurrencyYieldCurve |
Type: |
|
Content: |
empty, 1 attribute |
Defined: |
|
|
| settlementDate (defined in EquityExerciseValuationSettlement complexType) |
Date on which settlement of option premiums will occur.
Type: |
|
Content: |
complex, 1 attribute, 2 elements |
Defined: |
|
|
| settlementDate (defined in OptionSettlement.model group) |
Type: |
|
Content: |
complex, 1 attribute, 2 elements |
Defined: |
|
|
| settlementDate (in bullionPhysicalLeg) |
Date on which the bullion will settle.
Type: |
|
Content: |
complex, 1 attribute, 2 elements |
Defined: |
|
|
| settlementDisruption |
The consequences of Bullion Settlement Disruption Events.
Type: |
|
Content: |
simple |
Defined: |
|
|
| settlementInformation (defined in FxOptionPremium complexType) |
The information required to settle a currency payment that results from a trade.
Type: |
|
Content: |
complex, 2 elements |
Defined: |
|
|
| settlementInformation (defined in Payment complexType) |
The information required to settle a currency payment that results from a trade.
Type: |
|
Content: |
complex, 2 elements |
Defined: |
|
|
| settlementInformation (defined in PaymentDetails complexType) |
The information required to settle a currency payment.
Type: |
|
Content: |
complex, 2 elements |
Defined: |
|
|
| settlementInformation (in payout) |
The information required to settle a currency payment that results from a trade.
Type: |
|
Content: |
complex, 2 elements |
Defined: |
|
|
| settlementInstruction |
An explicit specification of how a currency payment is to be made, when the payment is not netted and the route is other than the recipient's standard settlement instruction.
Type: |
|
Content: |
complex, 7 elements |
Defined: |
|
|
| settlementMethod |
The mechanism by which settlement is to be made.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| settlementMethodElectingPartyReference |
Type: |
|
Content: |
empty, 1 attribute |
Defined: |
|
|
| settlementMethodElectionDate |
Type: |
|
Content: |
complex, 1 attribute, 2 elements |
Defined: |
|
|
| settlementPeriods (defined in CommodityPricingDates complexType) |
Type: |
|
Content: |
complex, 1 attribute, 6 elements |
Defined: |
|
|
| settlementPeriods (defined in ElectricityDeliveryPeriods complexType) |
The periods within the Delivery Periods during which the electricity will be delivered.
Type: |
|
Content: |
complex, 1 attribute, 6 elements |
Defined: |
|
|
| settlementPeriods (in electricityPhysicalLeg) |
The specification of the Settlement Periods in which the electricity will be delivered.
Type: |
|
Content: |
complex, 1 attribute, 6 elements |
Defined: |
|
|
| settlementPeriodsNotionalQuantity |
For an electricity transaction, the Notional Quantity for a one or more groups of Settlement Periods to which the Notional Quantity is based.
Type: |
|
Content: |
complex, 1 attribute, 4 elements |
Defined: |
|
|
| settlementPeriodsNotionalQuantitySchedule |
For an electricity transaction, the Notional Quantity schedule for a one or more groups of Settlement Periods to which the Notional Quantity is based.
Type: |
|
Content: |
complex, 2 elements |
Defined: |
|
|
| settlementPeriodsNotionalQuantityStep |
For an electricity transaction, the Notional Quantity for a given Calculation Period during the life of the trade which applies to the range(s) of Settlement Periods referenced by settlementPeriodsReference.
Type: |
|
Content: |
complex, 1 attribute, 3 elements |
Defined: |
|
|
| settlementPeriodsPrice |
For an electricity transaction, the fixed price for one or more groups of Settlement Periods on which fixed payments are based.
Type: |
|
Content: |
complex, 1 attribute, 4 elements |
Defined: |
|
|
| settlementPeriodsPriceSchedule |
For an electricity transaction, the fixed price schedule for one or more groups of Settlement Periods on which fixed payments are based. if the schedule differs for different groups of Settlement Periods, this element should be repeated.
Type: |
|
Content: |
complex, 2 elements |
Defined: |
|
|
| settlementPeriodsPriceStep |
For an electricity transaction, the Fixed Price for a given Calculation Period during the life of the trade which applies to the range(s) of Settlement Periods referenced by settlementPeriods Reference.
Type: |
|
Content: |
complex, 1 attribute, 3 elements |
Defined: |
|
|
| settlementPeriodsReference (defined in CommodityPricingDates complexType) |
Type: |
|
Content: |
empty, 1 attribute |
Defined: |
|
|
| settlementPeriodsReference (in physicalQuantity in deliveryQuantity in electricityPhysicalLeg) |
A pointer style reference to the range(s) of Settlement Periods to which this quantity applies.
Type: |
|
Content: |
empty, 1 attribute |
Defined: |
|
|
| settlementPeriodsReference (in physicalQuantitySchedule in deliveryQuantity in electricityPhysicalLeg) |
A pointer style reference to the range(s) of Settlement Periods to which this quantity applies.
Type: |
|
Content: |
empty, 1 attribute |
Defined: |
|
|
| settlementPeriodsReference (in settlementPeriodsNotionalQuantity) |
The range(s) of Settlement Periods to which the Notional Quantity applies.
Type: |
|
Content: |
empty, 1 attribute |
Defined: |
|
|
| settlementPeriodsReference (in settlementPeriodsNotionalQuantitySchedule) |
The range(s) of Settlement Periods to which the Fixed Price steps apply.
Type: |
|
Content: |
empty, 1 attribute |
Defined: |
|
|
| settlementPeriodsReference (in settlementPeriodsPrice) |
Type: |
|
Content: |
empty, 1 attribute |
Defined: |
|
|
| settlementPeriodsReference (in settlementPeriodsPriceSchedule) |
The range(s) of Settlement Periods to which the Fixed Price steps apply.
Type: |
|
Content: |
empty, 1 attribute |
Defined: |
|
|
| settlementPeriodsReference (in settlementPeriodsStep) |
The specification of the Settlement Periods in which the electricity will be delivered.
Type: |
|
Content: |
empty, 1 attribute |
Defined: |
|
|
| settlementPeriodsSchedule |
The specification of the Settlement Periods in which the electricity will be delivered for a "shaped" trade i.e. where different Settlement Period ranges will apply to different periods of the trade.
Type: |
|
Content: |
complex, 3 elements |
Defined: |
|
|
| settlementPeriodsStep |
The range of Settlement Periods per Calculation Period.
Type: |
|
Content: |
complex, 1 element |
Defined: |
|
|
| settlementPriceDefaultElection |
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| settlementPriceSource |
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| settlementProvision |
A provision that allows the specification of settlement terms, occuring when the settlement currency is different to the notional currency of the trade.
Type: |
|
Content: |
complex, 2 elements |
Defined: |
|
|
| settlementRateOption |
The rate source for the conversion to the settlement currency.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| settlementRateSource |
The method for obtaining a settlement rate.
Type: |
|
Content: |
complex, 2 elements |
Defined: |
|
|
| settlementTermsReference |
Reference to the settlement terms applicable to this item.
Type: |
|
Content: |
empty, 1 attribute |
Defined: |
|
|
| settlementType (defined in EquityExerciseValuationSettlement complexType) |
How the option will be settled.
Type: |
|
Content: |
simple |
Defined: |
|
|
| settlementType (defined in OptionSettlement.model group) |
Type: |
|
Content: |
simple |
Defined: |
|
|
| settlementType (in optionExercise) |
Type: |
|
Content: |
simple |
Defined: |
|
|
| shareForCombined |
The consideration paid for the original shares following the Merger Event consists of both cash/securities and new shares.
Type: |
|
Content: |
simple |
Defined: |
|
|
| shareForOther |
The consideration paid for the original shares following the Merger Event consists wholly of cash/securities other than new shares.
Type: |
|
Content: |
simple |
Defined: |
|
|
| shareForShare |
The consideration paid for the original shares following the Merger Event consists wholly of new shares.
Type: |
|
Content: |
simple |
Defined: |
|
|
| shift (defined in DerivedValuationScenario complexType) |
A collection of shifts to be applied to market inputs prior to computation of the derivative.
Type: |
|
Content: |
complex, 1 attribute, 3 elements |
Defined: |
|
|
| shift (defined in PricingParameterShift complexType) |
The size of the denominator, e.g. 0.0001 = 1 bp.
Type: |
xsd:decimal |
Content: |
simple |
Defined: |
|
|
| shift (in valuationScenario) |
A collection of shifts to be applied to market inputs prior to computation of the derivative.
Type: |
|
Content: |
complex, 1 attribute, 3 elements |
Defined: |
|
|
| shiftUnits |
The units of the denominator, e.g. currency.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| side (defined in QuotationCharacteristics.model group) |
The side (bid/mid/ask) of the measure.
Type: |
|
Content: |
simple |
Defined: |
|
|
| side (defined in SwapCurveValuation complexType) |
The side (bid/mid/ask) of the measure.
Type: |
|
Content: |
simple |
Defined: |
|
|
| simpleCreditDefaultSwap |
Identifies a simple underlying asset that is a credit default swap.
Type: |
|
Content: |
complex, 1 attribute, 10 elements |
Subst.Gr: |
|
Defined: |
|
Used: |
never |
|
| simpleFra |
Identifies a simple underlying asset that is a forward rate agreement.
Type: |
|
Content: |
complex, 1 attribute, 9 elements |
Subst.Gr: |
|
Defined: |
|
Used: |
never |
|
| simpleIrSwap |
Identifies a simple underlying asset that is a swap.
Type: |
|
Content: |
complex, 1 attribute, 9 elements |
Subst.Gr: |
|
Defined: |
|
Used: |
never |
|
| singlePartyOption |
If optional early termination is not available to both parties then this component specifies the buyer and seller of the option.
Type: |
|
Content: |
complex, 4 elements |
Defined: |
|
|
| singlePayment |
Specifies a single fixed amount that is payable by the buyer to the seller on the fixed rate payer payment date.
Type: |
|
Content: |
complex, 1 attribute, 3 elements |
Defined: |
|
|
| singleUnderlyer |
Describes the swap's underlyer when it has only one asset component.
Type: |
|
Content: |
complex, 6 elements |
Defined: |
|
|
| singleValuationDate |
Where single valuation date is specified as being applicable for cash settlement, this element specifies the number of business days after satisfaction of all conditions to settlement when such valuation date occurs.
Type: |
|
Content: |
complex, 1 element |
Defined: |
|
|
| sixtyBusinessDaySettlementCap |
If this element is specified and set to 'true', for a transaction documented under the 2003 ISDA Credit Derivatives Definitions, has the effect of incorporating the language set forth below into the confirmation.
Type: |
xsd:boolean |
Content: |
simple |
Defined: |
|
|
| sizeInBytes |
Indicates the size of the resource in bytes.
Type: |
xsd:decimal |
Content: |
simple |
Defined: |
|
|
| SO2 |
The sulfur/sulphur dioxide content of the coal product.
Type: |
|
Content: |
complex, 3 elements |
Defined: |
|
|
| so2QualityAdjustment |
The Quality Adjustment formula to be used where the Actual Shipment SO2/MMBTU value differs from the Standard SO2/MMBTU value.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| softeningHeightHalfWidth |
The temperature at which the height of an ash cone equals half its width.
Type: |
|
Content: |
complex, 3 elements |
Defined: |
|
|
| softeningHeightWidth |
The temperature at which the height of an ash cone equals its width.
Type: |
|
Content: |
complex, 3 elements |
Defined: |
|
|
| soldAs |
Indicates how the product was original sold as a Put or a Call.
Type: |
|
Content: |
simple |
Defined: |
|
|
| source |
The SCoTA cargo origin, mining region, mine(s), mining complex(es), loadout(s) or river dock(s) or other point(s) of origin that Seller and Buyer agree are acceptable origins for the Coal Product.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| specialDividends (defined in DividendConditions complexType) |
Specifies the method according to which special dividends are determined.
Type: |
xsd:boolean |
Content: |
simple |
Defined: |
|
|
| specialDividends (in dividendLeg) |
If present and true, then special dividends and memorial dividends are applicable.
Type: |
xsd:boolean |
Content: |
simple |
Defined: |
|
|
| specificRate |
Defines a specific rate.
Type: |
|
Content: |
complex, 2 elements |
Defined: |
|
|
| specifiedCurrency (defined in DeliverableObligations complexType) |
An obligation and deliverable obligation characteristic.
Type: |
|
Content: |
complex, 2 elements |
Defined: |
|
|
| specifiedCurrency (defined in Obligations complexType) |
An obligation and deliverable obligation characteristic.
Type: |
|
Content: |
complex, 2 elements |
Defined: |
|
|
| specifiedExchangeId |
A short form unique identifier for a specified exchange.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| specifiedNumber |
The minimum number of the specified public information sources that must publish information that reasonably confirms that a credit event has occurred.
Type: |
xsd:positiveInteger |
Content: |
simple |
Defined: |
|
|
| specifiedPrice |
The Specified Price is not defined in the Commodity Reference Price and so needs to be stated in the Underlyer definition as it will impact the calculation of the Floating Price.
Type: |
|
Content: |
simple |
Defined: |
|
|
| splitSettlement |
The set of individual payments that are to be made when a currency payment settling a trade needs to be split between a number of ultimate beneficiaries.
Type: |
|
Content: |
complex, 3 elements |
Defined: |
|
|
| splitSettlementAmount |
One of the monetary amounts in a split settlement payment.
Type: |
|
Content: |
complex, 1 attribute, 2 elements |
Defined: |
|
|
| splitTicket |
Typically applicable to the physical settlement of bond and convertible bond options.
Type: |
xsd:boolean |
Content: |
simple |
Defined: |
|
|
| spotDate |
The spot settlement date for which the structure applies, normally 0-2 days after the base date.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| spotPrice (defined in EquityDerivativeShortFormBase complexType) |
The price per share, index or basket observed on the trade or effective date.
Type: |
|
Content: |
simple |
Defined: |
|
|
| spotPrice (in equityOption) |
The price per share, index or basket observed on the trade or effective date.
Type: |
|
Content: |
simple |
Defined: |
|
|
| spotRate (in crossRate) |
An optional element used for FX forwards and certain types of FX OTC options.
Type: |
|
Content: |
simple |
Defined: |
|
|
| spotRate (in dualCurrency) |
The spot rate at the time the trade was agreed.
Type: |
xsd:decimal |
Content: |
simple |
Defined: |
|
|
| spotRate (in exchangeRate) |
An element used for FX forwards and certain types of FX OTC options.
Type: |
|
Content: |
simple |
Defined: |
|
|
| spotRate (in fxCurveValuation) |
Type: |
|
Content: |
complex, 2 elements |
Defined: |
|
|
| spotRate (in fxOption) |
An optional element used for FX forwards and certain types of FX OTC options.
Type: |
|
Content: |
simple |
Defined: |
|
|
| spotRate (in touch) |
An optional element used for FX forwards and certain types of FX OTC options.
Type: |
|
Content: |
simple |
Defined: |
|
|
| spotRate (in trigger in fxDigitalOption) |
An optional element used for FX forwards and certain types of FX OTC options.
Type: |
|
Content: |
simple |
Defined: |
|
|
| spread (defined in SwapCurveValuation complexType) |
Spread in basis points over the floating rate index.
Type: |
xsd:decimal |
Content: |
simple |
Defined: |
|
|
| spread (in calculation in floatingLeg) |
The spread over or under the Commodity Reference Price for this leg of the trade.
Type: |
|
Content: |
complex, 1 attribute, 4 elements |
Defined: |
|
|
| spread (in floatingRateDefinition) |
The ISDA Spread, if any, which applies for the calculation period.
Type: |
xsd:decimal |
Content: |
simple |
Defined: |
|
|
| spread (in strike in creditDefaultSwapOption) |
The strike of a credit default swap option or credit swaption when expressed as a spread per annum.
Type: |
xsd:decimal |
Content: |
simple |
Defined: |
|
|
| spreadConversionFactor |
spreadConversionFactor should be used when the unit of measure of the Commodity Reference Price and the unit of measure in which the spread is quoted are different.
Type: |
xsd:decimal |
Content: |
simple |
Defined: |
|
|
| spreadPercentage |
The spread percentage over or under the Commodity Reference Price for this leg of the trade.
Type: |
xsd:decimal |
Content: |
simple |
Defined: |
|
|
| spreadSchedule (defined in FloatingRate complexType) |
The ISDA Spread or a Spread schedule expressed as explicit spreads and dates.
Type: |
|
Content: |
complex, 1 attribute, 3 elements |
Defined: |
|
|
| spreadSchedule (in calculation in floatingLeg) |
The spread over or under the Commodity Reference Price for this leg of the trade for each Calculation Period.
Type: |
|
Content: |
complex, 4 elements |
Defined: |
|
|
| spreadStep |
The spread per Calculation Period.
Type: |
|
Content: |
complex, 1 attribute, 4 elements |
Defined: |
|
|
| spreadUnit |
spreadUnit should be used when the unit of measure of the Commodity Reference Price and the unit of measure in which the spread is quoted are different.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| spreadValue |
The spread value can be used in conjunction with the "mid" value to define the bid and the ask value.
Type: |
xsd:decimal |
Content: |
simple |
Defined: |
|
|
| standardContent (defined in CoalAttributeDecimal complexType) |
The actual content of the quality characteristics of the Coal Product Shipment expected by the Buyer.
Type: |
xsd:decimal |
Content: |
simple |
Defined: |
|
|
| standardContent (defined in CoalAttributePercentage complexType) |
The actual content of the quality characteristics of the Coal Product Shipment expected by the Buyer.
Type: |
|
Content: |
simple |
Defined: |
|
|
| standardProduct |
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.
Type: |
|
Content: |
complex, 1 attribute, 8 elements |
Subst.Gr: |
|
Defined: |
|
Used: |
never |
|
| standardPublicSources |
If this element is specified and set to 'true', indicates that ISDA defined Standard Public Sources are applicable.
Type: |
xsd:boolean |
Content: |
simple |
Defined: |
|
|
| standardQuality |
Type: |
|
Content: |
complex, 14 elements |
Defined: |
|
|
| standardQualitySchedule |
Type: |
|
Content: |
complex, 3 elements |
Defined: |
|
|
| StandardQualityStep |
Type: |
|
Content: |
complex, 14 elements |
Defined: |
|
|
| standardSettlementStyle |
An optional element used to describe how a trade will settle.
Type: |
|
Content: |
simple |
Defined: |
|
|
| startDate (defined in ObservationSchedule complexType) |
The start of the period over which observations are made to determine whether a condition has occurred.
Type: |
xsd:date |
Content: |
simple |
Defined: |
|
|
| startDate (defined in Period.model group) |
Date on which this period begins.
Type: |
xsd:date |
Content: |
simple |
Defined: |
|
|
| startDate (in observationSchedule) |
The start of the period over which observations are made to determine whether a trigger has occurred.
Type: |
xsd:date |
Content: |
simple |
Defined: |
|
|
| startDate (in termDeposit) |
The start date of the calculation period.
Type: |
xsd:date |
Content: |
simple |
Defined: |
|
|
| startingDate |
Specifies the date from which the early termination clause can be exercised.
Type: |
|
Content: |
complex, 2 elements |
Defined: |
|
|
| startTerm |
Specifies the start term of the simple fra, e.g. 3M.
Type: |
|
Content: |
complex, 1 attribute, 2 elements |
Defined: |
|
|
| startTime |
Specifies the hour-ending Start Time with respect to a range of Settlement Periods.
Type: |
|
Content: |
complex, 2 elements |
Defined: |
|
|
| state |
A country subdivision used in postal addresses in some countries.
Type: |
xsd:string |
Content: |
simple |
Defined: |
|
|
| status (defined in PositionStatusInfo.model group) |
Type: |
|
Content: |
simple |
Defined: |
|
|
| status (in approval) |
The current state of approval (.e.g preapproved, pending approval, etc.)
Type: |
xsd:normalizedString |
Content: |
simple |
Defined: |
|
|
| status (in confirmationStatus) |
Defines the confirmation status of a trade or post-trade event (e.g.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| status (in serviceNotification) |
The current state of the service (e.g.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| status (in statusItem) |
An event status value.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| status (in verificationStatusNotification) |
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| statusAppliesTo |
Reference to parties currently in this status, e.g. parties for which we are awaiting approval.
Type: |
|
Content: |
empty, 1 attribute |
Defined: |
|
|
| statusItem |
Type: |
|
Content: |
complex, 2 elements |
Defined: |
|
|
| step (defined in PositiveSchedule complexType) |
The schedule of step date and strictly-positive value pairs.
Type: |
|
Content: |
complex, 1 attribute, 2 elements |
Defined: |
|
|
| step (defined in Schedule complexType) |
The schedule of step date and value pairs.
Type: |
|
Content: |
complex, 1 attribute, 2 elements |
Defined: |
|
|
| step (in calculationAmount in fixedAmountCalculation) |
A schedule of step date and value pairs.
Type: |
|
Content: |
complex, 1 attribute, 2 elements |
Defined: |
|
|
| step (in notionalStepSchedule) |
The schedule of step date and non-negative value pairs.
Type: |
|
Content: |
complex, 1 attribute, 2 elements |
Defined: |
|
|
| step (in processingStatus) |
The stage within a processing cycle or phase that this message describes.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| stepDate |
The date on which the associated stepValue becomes effective.
Type: |
xsd:date |
Content: |
simple |
Defined: |
|
|
| stepFrequency |
The frequency at which the step changes occur.
Type: |
|
Content: |
complex, 1 attribute, 2 elements |
Defined: |
|
|
| stepRelativeTo |
Specifies whether the notionalStepRate should be applied to the initial notional or the previous notional in order to calculate the notional step change amount.
Type: |
|
Content: |
simple |
Defined: |
|
|
| stepUpProvision |
As specified by the ISDA Standard Terms Supplement for use with trades on mortgage-backed securities.
Type: |
xsd:boolean |
Content: |
simple |
Defined: |
|
|
| stepValue (defined in Step complexType) |
The rate or amount which becomes effective on the associated stepDate.
Type: |
xsd:decimal |
Content: |
simple |
Defined: |
|
|
| stepValue (in step defined in PositiveSchedule complexType) |
The strictly positive rate or amount which becomes effective on the associated stepDate.
Type: |
|
Content: |
simple |
Defined: |
|
|
| stepValue (in step in notionalStepSchedule) |
The non-negative rate or amount which becomes effective on the associated stepDate.
Type: |
|
Content: |
simple |
Defined: |
|
|
| strategy |
A strategy product.
Type: |
|
Content: |
complex, 1 attribute, 8 elements |
Subst.Gr: |
|
Defined: |
|
Used: |
never |
|
| strategyFeature (defined in EquityDerivativeBase complexType) |
A equity option simple strategy feature.
Type: |
|
Content: |
complex, 2 elements |
Defined: |
|
|
| strategyFeature (in feature defined in OptionBaseExtended complexType) |
A simple strategy feature.
Type: |
|
Content: |
complex, 2 elements |
Defined: |
|
|
| streetAddress |
The set of street and building number information that identifies a postal address within a city.
Type: |
|
Content: |
complex, 1 element |
Defined: |
|
|
| streetLine |
An individual line of street and building number information, forming part of a postal address.
Type: |
xsd:string |
Content: |
simple |
Defined: |
|
|
| strike (defined in EquityDerivativeShortFormBase complexType) |
Defines whether it is a price or level at which the option has been, or will be, struck.
Type: |
|
Content: |
complex, 4 elements |
Defined: |
|
|
| strike (in bondOption) |
Strike of the the Bond Option.
Type: |
|
Content: |
complex, 2 elements |
Defined: |
|
|
| strike (in coordinate) |
A numerical dimension that represents the strike rate or price of an option.
Type: |
xsd:decimal |
Content: |
simple |
Defined: |
|
|
| strike (in creditDefaultSwapOption) |
Specifies the strike of the option on credit default swap.
Type: |
|
Content: |
complex, 3 elements |
Defined: |
|
|
| strike (in dualCurrency) |
The strike rate at which the deposit will be converted.
Type: |
|
Content: |
complex, 2 elements |
Defined: |
|
|
| strike (in equityOption) |
Defines whether it is a price or level at which the option has been, or will be, struck.
Type: |
|
Content: |
complex, 4 elements |
Defined: |
|
|
| strike (in fxOption) |
Defines the option strike price.
Type: |
|
Content: |
complex, 2 elements |
Defined: |
|
|
| strikeDate |
Specifies the strike date of this leg of the swap, used for forward starting swaps.
Type: |
|
Content: |
complex, 1 attribute, 2 elements |
Defined: |
|
|
| strikeDeterminationDate |
The date on which the strike is determined, where this is not the effective date of a forward starting option.
Type: |
|
Content: |
complex, 1 attribute, 2 elements |
Defined: |
|
|
| strikeFactor |
The factor of strike.
Type: |
xsd:decimal |
Content: |
simple |
Defined: |
|
|
| strikePercentage (defined in EquityStrike complexType) |
The price or level expressed as a percentage of the forward starting spot price.
Type: |
xsd:decimal |
Content: |
simple |
Defined: |
|
|
| strikePercentage (defined in OptionNumericStrike complexType) |
The price or level expressed as a percentage of the forward starting spot price.
Type: |
xsd:decimal |
Content: |
simple |
Defined: |
|
|
| strikePrice (defined in EquityStrike complexType) |
The price or level at which the option has been struck.
Type: |
xsd:decimal |
Content: |
simple |
Defined: |
|
|
| strikePrice (defined in OptionNumericStrike complexType) |
The price or level at which the option has been struck.
Type: |
xsd:decimal |
Content: |
simple |
Defined: |
|
|
| strikePricePerUnit |
The currency amount of the strike price per unit.
Type: |
|
Content: |
complex, 1 attribute, 2 elements |
Defined: |
|
|
| strikePricePerUnitSchedule |
Type: |
|
Content: |
complex, 4 elements |
Defined: |
|
|
| strikePricePerUnitStep |
The strike price per unit per Calculation Period.
Type: |
|
Content: |
complex, 1 attribute, 2 elements |
Defined: |
|
|
| strikeQuoteBasis (in strike in dualCurrency) |
The method by which the strike rate is quoted, in terms of the deposit (principal) and alternate currencies.
Type: |
|
Content: |
simple |
Defined: |
|
|
| strikeQuoteBasis (in strike in fxOption) |
The method by which the strike rate is quoted.
Type: |
|
Content: |
simple |
Defined: |
|
|
| strikeRate |
The rate for a cap or floor.
Type: |
xsd:decimal |
Content: |
simple |
Defined: |
|
|
| strikeReference |
The strike of a credit default swap option or credit swaption when expressed in reference to the spread of the underlying swap (typical practice in the case of single name swaps).
Type: |
|
Content: |
empty, 1 attribute |
Defined: |
|
|
| strikeSpread |
Definition of the upper strike in a strike spread.
Type: |
|
Content: |
complex, 2 elements |
Defined: |
|
|
| string (defined in AdditionalData complexType) |
Provides extra information as string.
Type: |
xsd:string |
Content: |
simple |
Defined: |
|
|
| string (defined in ExternalDocument complexType) |
Provides extra information as string.
Type: |
xsd:string |
Content: |
simple |
Defined: |
|
|
| string (defined in Resource complexType) |
Provides extra information as string.
Type: |
xsd:string |
Content: |
simple |
Defined: |
|
|
| stubAmount |
An actual amount to apply for the initial or final stub period may have been agreed between th two parties.
Type: |
|
Content: |
complex, 1 attribute, 2 elements |
Defined: |
|
|
| stubCalculationPeriod |
Specifies the stub calculation period.
Type: |
|
Content: |
complex, 3 elements |
Defined: |
|
|
| stubCalculationPeriodAmount |
The stub calculation period amount parameters.
Type: |
|
Content: |
complex, 4 elements |
Defined: |
|
|
| stubEndDate |
End date of stub period.
Type: |
|
Content: |
complex, 1 attribute, 2 elements |
Defined: |
|
|
| stubPeriodType |
Method to allocate any irregular period remaining after regular periods have been allocated between the effective and termination date.
Type: |
|
Content: |
simple |
Defined: |
|
|
| stubRate |
An actual rate to apply for the initial or final stub period may have been agreed between the principal parties (in a similar way to how an initial rate may have been agreed for the first regular period).
Type: |
xsd:decimal |
Content: |
simple |
Defined: |
|
|
| stubStartDate |
Start date of stub period.
Type: |
|
Content: |
complex, 1 attribute, 2 elements |
Defined: |
|
|
| submissionsComplete (defined in ReportIdentification complexType) |
Indicates whether all sections have been sent for this report instance ID.
Type: |
xsd:boolean |
Content: |
simple |
Defined: |
|
|
| submissionsComplete (in portfolioReference defined in PortfolioReference.model group) |
Indicates whether all individual requests have been submitted for this portfolio request.
Type: |
xsd:boolean |
Content: |
simple |
Defined: |
|
|
| submitted |
The original trade or event submitted to the clearing service.
Type: |
|
Content: |
complex, 3 elements |
Defined: |
|
|
| submittedForClearing |
When this trade was supplied to a clearing service for clearing.
Type: |
xsd:dateTime |
Content: |
simple |
Defined: |
|
|
| submittedForConfirmation |
When this trade was supplied to a confirmation service or counterparty for confirmation.
Type: |
xsd:dateTime |
Content: |
simple |
Defined: |
|
|
| substitution |
Value of this element set to 'true' indicates that substitution is applicable.
Type: |
xsd:boolean |
Content: |
simple |
Defined: |
|
|
| suffix |
Name suffix, such as Jr., III, etc.
Type: |
xsd:normalizedString |
Content: |
simple |
Defined: |
|
|
| sulfur |
The sulfur/sulphur content of the coal product.
Type: |
|
Content: |
complex, 3 elements |
Defined: |
|
|
| supervisorRegistration (in endUserExceptionDeclaration) |
Allows the organization to specify which if any relevant regulators it is registered with, and if so their identification number.
Type: |
|
Content: |
complex, 2 elements |
Defined: |
|
|
| supervisorRegistration (in reportingRegime) |
Identifies the specific regulator or other supervisory body for which this data is produced.
Type: |
|
Content: |
complex, 2 elements |
Defined: |
|
|
| supervisorRegistration (in reportingRegime) |
Identifies the specific regulator or other supervisory body for which this data is produced.
Type: |
|
Content: |
complex, 2 elements |
Defined: |
|
|
| supervisoryBody |
The regulator or other supervisory body the organization is registered with (e.g.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| supplyEndTime |
The time at which gas delivery should end on each day of the Delivery Period(s).
Type: |
|
Content: |
complex, 2 elements |
Defined: |
|
|
| supplyStartTime |
The time at which gas delivery should start on each day of the Delivery Period(s).
Type: |
|
Content: |
complex, 2 elements |
Defined: |
|
|
| surname |
Family name, such as Smith or Jones.
Type: |
xsd:normalizedString |
Content: |
simple |
Defined: |
|
|
| swap |
A swap product definition.
Type: |
|
Content: |
complex, 1 attribute, 12 elements |
Subst.Gr: |
|
Defined: |
|
Used: |
never |
|
| swap (in swaption) |
Type: |
|
Content: |
complex, 1 attribute, 12 elements |
Defined: |
|
|
| swapPremium |
Specifies whether or not the premium is to be paid in the style of payments under an interest rate swap contract.
Type: |
xsd:boolean |
Content: |
simple |
Defined: |
|
|
| swapStream |
The swap streams.
Type: |
|
Content: |
complex, 1 attribute, 13 elements |
Defined: |
|
|
| swapStreamReference |
Reference to the leg, where date adjustments may apply.
Type: |
|
Content: |
empty, 1 attribute |
Defined: |
|
|
| swaption |
A swaption product definition.
Type: |
|
Content: |
complex, 1 attribute, 19 elements |
Subst.Gr: |
|
Defined: |
|
Used: |
never |
|
| swaptionAdjustedDates |
The adjusted dates associated with swaption exercise.
Type: |
|
Content: |
complex, 1 element |
Defined: |
|
|
| swaptionStraddle |
Whether the option is a swaption or a swaption straddle.
Type: |
xsd:boolean |
Content: |
simple |
Defined: |
|
|
| swapUnwindValue |
Type: |
|
Content: |
complex, 4 elements |
Defined: |
|
|
| system |
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| systemFirm |
Indicates that the electricity is intended to be supplied from the owned or controlled generation or pre-existing purchased power assets of the system specified.
Type: |
|
Content: |
complex, 2 elements |
Defined: |
|
|
| telephone |
A telephonic contact.
Type: |
|
Content: |
complex, 2 elements |
Defined: |
|
|
| tenderOffer |
If present and true, then tender offer is applicable.
Type: |
xsd:boolean |
Content: |
simple |
Defined: |
|
|
| tenderOfferEvents |
ISDA 2002 Equity Tender Offer Events.
Type: |
|
Content: |
complex, 3 elements |
Defined: |
|
|
| tenor (defined in TimeDimension complexType) |
The amount of time from the base date of the pricing input to the specified term point, e.g. 6M or 5Y.
Type: |
|
Content: |
complex, 1 attribute, 2 elements |
Defined: |
|
|
| tenor (defined in TimeDimension complexType) |
The amount of time from the base date of the pricing input to the specified term point, e.g. 6M or 5Y.
Type: |
|
Content: |
complex, 1 attribute, 2 elements |
Defined: |
|
|
| tenorName |
A tenor expressed with a standard business term (i.e.
Type: |
|
Content: |
simple |
Defined: |
|
|
| tenorPeriod (defined in FxTenor.model group) |
A tenor expressed as a period type and multiplier (e.g. 1D, 1Y, etc.)
Type: |
|
Content: |
complex, 1 attribute, 2 elements |
Defined: |
|
|
| tenorPeriod (in fxDigitalOption) |
A tenor expressed as a period type and multiplier (e.g. 1D, 1Y, etc.)
Type: |
|
Content: |
complex, 1 attribute, 2 elements |
Defined: |
|
|
| tenorPeriod (in fxOption) |
A tenor expressed as a period type and multiplier (e.g. 1D, 1Y, etc.)
Type: |
|
Content: |
complex, 1 attribute, 2 elements |
Defined: |
|
|
| term (in coordinate) |
A time dimension that represents the term of a financial instrument, e.g. of a zero-coupon bond on a curve, or of an underlying caplet or swap for an option.
Type: |
|
Content: |
complex, 3 elements |
Defined: |
|
|
| term (in deposit) |
Specifies the term of the deposit, e.g. 5Y.
Type: |
|
Content: |
complex, 1 attribute, 2 elements |
Defined: |
|
|
| term (in formula in sensitivityDefinition) |
A term of the formula.
Type: |
|
Content: |
complex, 2 elements |
Defined: |
|
|
| term (in point defined in TermCurve complexType) |
The time dimension of the point (tenor and/or date)
Type: |
|
Content: |
complex, 3 elements |
Defined: |
|
|
| term (in rateIndex) |
Specifies the term of the simple swap, e.g. 5Y.
Type: |
|
Content: |
complex, 1 attribute, 2 elements |
Defined: |
|
|
| term (in sensitivityDefinition) |
The time dimension of the sensitivity point (tenor and/or date).
Type: |
|
Content: |
complex, 3 elements |
Defined: |
|
|
| term (in simpleCreditDefaultSwap) |
Specifies the term of the simple CD swap, e.g. 5Y.
Type: |
|
Content: |
complex, 1 attribute, 2 elements |
Defined: |
|
|
| term (in simpleIrSwap) |
Specifies the term of the simple swap, e.g. 5Y.
Type: |
|
Content: |
complex, 1 attribute, 2 elements |
Defined: |
|
|
| termDeposit |
A term deposit product definition.
Type: |
|
Content: |
complex, 1 attribute, 20 elements |
Subst.Gr: |
|
Defined: |
|
Used: |
never |
|
| terminatingEvent (defined in Events.model group) |
This may be used to describe why a trade was terminated.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| terminatingEvent (in tradeReferenceInformation) |
This may be used to describe why a trade was terminated.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| termination |
Type: |
|
Content: |
complex, 13 elements |
Defined: |
|
|
| terminationDate (defined in CommoditySwapDetails.model group) |
Specifies the termination date of this leg of the swap.
Type: |
|
Content: |
complex, 1 attribute, 2 elements |
Defined: |
|
|
| terminationDate (defined in DirectionalLeg complexType) |
Specifies the termination date of this leg of the swap.
Type: |
|
Content: |
complex, 1 attribute, 2 elements |
Defined: |
|
|
| terminationDate (defined in GenericProduct complexType) |
The latest of all of the termination (accrual end) dates of the constituent or underlying streams.
Type: |
|
Content: |
complex, 1 attribute, 4 elements |
Defined: |
|
|
| terminationDate (defined in PartyRelationship complexType) |
The date on which the relationship ends or ended.
Type: |
xsd:date |
Content: |
simple |
Defined: |
|
|
| terminationDate (in calculationPeriodDates) |
The last day of the term of the trade.
Type: |
|
Content: |
complex, 1 attribute, 3 elements |
Defined: |
|
|
| terminationDate (in interestLegCalculationPeriodDates) |
Specifies the termination date of the return swap.
Type: |
|
Content: |
complex, 1 attribute, 2 elements |
Defined: |
|
|
| thresholdRate |
A threshold rate.
Type: |
xsd:decimal |
Content: |
simple |
Defined: |
|
|
| time (defined in OffsetPrevailingTime complexType) |
Type: |
|
Content: |
complex, 2 elements |
Defined: |
|
|
| time (defined in OptionExpiryBase complexType) |
Type: |
xsd:time |
Content: |
simple |
Defined: |
|
|
| time (defined in QuotationCharacteristics.model group) |
When the quote was observed or when a calculated value was generated.
Type: |
xsd:dateTime |
Content: |
simple |
Defined: |
|
|
| time (in featurePayment) |
The feature payment time.
Type: |
|
Content: |
simple |
Defined: |
|
|
| time (in optionExpiry defined in Events.model group) |
Type: |
xsd:time |
Content: |
simple |
Defined: |
|
|
| timestamp |
Other timestamps for this trade.
Type: |
|
Content: |
complex, 2 elements |
Defined: |
|
|
| timestamps |
Allows timing information about a trade to be recorded.
Type: |
|
Content: |
complex, 16 elements |
Defined: |
|
|
| timeZone |
An identifier for a specific location or region which translates into a combination of rules for calculating the UTC offset.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| timing |
When during a day the quote is for.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| topSize |
The smallest sieve opening that will result in less than 5% of a sample of the coal product remaining.
Type: |
|
Content: |
complex, 3 elements |
Defined: |
|
|
| totalNotionalQuantity |
The Total Notional Quantity.
Type: |
xsd:decimal |
Content: |
simple |
Defined: |
|
|
| totalPhysicalQuantity (defined in CommodityFixedPhysicalQuantity.model group) |
The Total Quantity of the commodity to be delivered.
Type: |
|
Content: |
complex, 1 attribute, 2 elements |
Defined: |
|
|
| totalPhysicalQuantity (in deliveryQuantity in electricityPhysicalLeg) |
The Total Quantity of the commodity to be delivered.
Type: |
|
Content: |
complex, 1 attribute, 2 elements |
Defined: |
|
|
| totalPrice (in fixedLeg in commodityForward) |
The total amount of the fixed payment for all units of the underlying commodity.
Type: |
|
Content: |
complex, 1 attribute, 2 elements |
Defined: |
|
|
| totalPrice (in fixedLeg) |
The total amount of all fixed payments due during the term of the trade.
Type: |
|
Content: |
complex, 1 attribute, 2 elements |
Defined: |
|
|
| touch |
Defines one or more conditions underwhich the option will payout if exercisable.
Type: |
|
Content: |
complex, 7 elements |
Defined: |
|
|
| touchCondition |
The binary condition that applies to an American-style trigger.
Type: |
|
Content: |
simple |
Defined: |
|
|
| trade (defined in DataDocument complexType) |
The root element in an FpML trade document.
Type: |
|
Content: |
complex, 1 attribute, 12 elements |
Defined: |
|
|
| trade (defined in Events.model group) |
Type: |
|
Content: |
complex, 1 attribute, 12 elements |
Defined: |
|
|
| trade (defined in ImpliedTrade complexType) |
Type: |
|
Content: |
complex, 1 attribute, 12 elements |
Defined: |
|
|
| trade (defined in TradeChangeContent complexType) |
A full description of the amended trade.
Type: |
|
Content: |
complex, 1 attribute, 12 elements |
Defined: |
|
|
| trade (defined in TradeOrInfo.model group) |
Type: |
|
Content: |
complex, 1 attribute, 12 elements |
Defined: |
|
|
| trade (in affectedTransactions) |
An element that allows the full details of the trade to be used as a mechanism for identifying the trade for which the post-trade event pertains
Type: |
|
Content: |
complex, 1 attribute, 12 elements |
Defined: |
|
|
| trade (in amendment) |
A fulll description of the amended trade (i.e. the trade after the amendment).
Type: |
|
Content: |
complex, 1 attribute, 12 elements |
Defined: |
|
|
| trade (in clearingStatusItem) |
Complete economics of the trade
Type: |
|
Content: |
complex, 1 attribute, 12 elements |
Defined: |
|
|
| trade (in constituent) |
An element that allows the full details of the trade to be used as a mechanism for identifying the trade for which the post-trade event pertains.
Type: |
|
Content: |
complex, 1 attribute, 12 elements |
Defined: |
|
|
| tradeChangeAdvice |
Type: |
|
Content: |
complex, 3 attributes, 12 elements |
Defined: |
|
Used: |
never |
|
| tradeChangeAdviceAcknowledgement |
Type: |
|
Content: |
complex, 3 attributes, 10 elements |
Defined: |
|
Used: |
never |
|
| tradeChangeAdviceException |
Type: |
|
Content: |
complex, 3 attributes, 7 elements |
Defined: |
|
Used: |
never |
|
| tradeChangeAdviceRetracted |
Type: |
|
Content: |
complex, 3 attributes, 11 elements |
Defined: |
|
Used: |
never |
|
| tradeDate |
The trade date.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| tradeHeader |
The information on the trade which is not product specific, e.g. trade date.
Type: |
|
Content: |
complex, 4 elements |
Defined: |
|
|
| tradeId (defined in Portfolio complexType) |
Type: |
|
Content: |
simple, 2 attributes |
Defined: |
|
|
| tradeId (defined in TradeIdentifier complexType) |
Type: |
|
Content: |
simple, 2 attributes |
Defined: |
|
|
| tradeId (defined in TradeIdentifier complexType) |
Type: |
|
Content: |
simple, 2 attributes |
Defined: |
|
|
| tradeId (in versionedTradeId) |
Type: |
|
Content: |
simple, 2 attributes |
Defined: |
|
|
| tradeIdentifier (defined in BestFitTrade complexType) |
The identifier for the trade compared against.
Type: |
|
Content: |
complex, 1 attribute, 6 elements |
Defined: |
|
|
| tradeIdentifier (defined in EventIdentifier complexType) |
Type: |
|
Content: |
complex, 1 attribute, 6 elements |
Defined: |
|
|
| tradeIdentifier (defined in OptionExpiryBase complexType) |
Type: |
|
Content: |
complex, 1 attribute, 10 elements |
Defined: |
|
|
| tradeIdentifier (defined in TradeChangeBase complexType) |
Type: |
|
Content: |
complex, 1 attribute, 10 elements |
Defined: |
|
|
| tradeIdentifier (defined in TradeMaturity complexType) |
Type: |
|
Content: |
complex, 1 attribute, 10 elements |
Defined: |
|
|
| tradeIdentifier (in clearingStatusItem) |
Identifier(s) for the trade which is the subject of the clearing request to which this status relates.
Type: |
|
Content: |
complex, 1 attribute, 6 elements |
Defined: |
|
|
| tradeIdentifier (in deClear) |
Type: |
|
Content: |
complex, 1 attribute, 10 elements |
Defined: |
|
|
| tradeIdentifier (in optionExercise) |
Type: |
|
Content: |
complex, 1 attribute, 10 elements |
Defined: |
|
|
| tradeIdentifier (in optionExpiry defined in Events.model group) |
Type: |
|
Content: |
complex, 1 attribute, 10 elements |
Defined: |
|
|
| tradeIdentifier (in tradeChangeAdviceRetracted) |
The qualified identifiers of the subject trade.
Type: |
|
Content: |
complex, 1 attribute, 10 elements |
Defined: |
|
|
| tradeMaturity (defined in MaturityAndExpiryEvents.model group) |
Type: |
|
Content: |
complex, 2 elements |
Defined: |
|
|
| tradeMaturity (in maturityNotification) |
Type: |
|
Content: |
complex, 2 elements |
Defined: |
|
|
| trader |
Identifies the person or persons who assumed the role of trader for this trade.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| tradeReference (in affectedTransactions) |
A container since an individual trade can be referenced by two or more different partyTradeIdentifier elements - each allocated by a different party.
Type: |
|
Content: |
complex, 1 element |
Defined: |
|
|
| tradeReference (in constituent) |
The trade reference identifier(s) allocated to the trade by the parties involved.
Type: |
|
Content: |
complex, 1 element |
Defined: |
|
|
| tradeReferenceInformation |
Information about a trade.
Type: |
|
Content: |
complex, 6 elements |
Defined: |
|
|
| tradeReferenceInformationUpdateAcknowledgement |
Type: |
|
Content: |
complex, 3 attributes, 10 elements |
Defined: |
|
Used: |
never |
|
| tradeReferenceInformationUpdateException |
Type: |
|
Content: |
complex, 3 attributes, 7 elements |
Defined: |
|
Used: |
never |
|
| tranche (in basketReferenceInformation) |
This element contains CDS tranche terms.
Type: |
|
Content: |
complex, 3 elements |
Defined: |
|
|
| tranche (in indexReferenceInformation) |
This element contains CDS tranche terms.
Type: |
|
Content: |
complex, 3 elements |
Defined: |
|
|
| tranche (in loan) |
The loan tranche that is subject to the derivative transaction.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| tranche (in mortgage) |
The mortgage obligation tranche that is subject to the derivative transaction.
Type: |
xsd:token |
Content: |
simple |
Defined: |
|
|
| transactionCharacteristic |
Allows the relevant transaction level categories or characteristics to be recorded for end-user exception determination.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| transfer |
Specified the delivery conditions where the oil product is to be delivered by title transfer.
Type: |
|
Content: |
complex, 2 elements |
Defined: |
|
|
| transferable |
A deliverable obligation characteristic.
Type: |
xsd:boolean |
Content: |
simple |
Defined: |
|
|
| transferee |
A pointer style reference to a party identifier defined elsewhere in the document.
Type: |
|
Content: |
empty, 1 attribute |
Defined: |
|
|
| transfereeAccount |
Type: |
|
Content: |
empty, 1 attribute |
Defined: |
|
|
| transferor |
A pointer style reference to a party identifier defined elsewhere in the document.
Type: |
|
Content: |
empty, 1 attribute |
Defined: |
|
|
| transferorAccount |
Type: |
|
Content: |
empty, 1 attribute |
Defined: |
|
|
| transmissionContingency |
Indicates that the performance of the buyer or seller shall be excused (under the conditions specified) if transmission of the elctricity is unavailable or interrupted.
Type: |
|
Content: |
complex, 2 elements |
Defined: |
|
|
| transportationEquipment |
The transportation equipment with which the Coal Product will be delivered and received.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| treatedForecastRate |
The value representing the forecast rate after applying rate treatment rules.
Type: |
xsd:decimal |
Content: |
simple |
Defined: |
|
|
| treatedRate |
The observed rate after any required rate treatment is applied.
Type: |
xsd:decimal |
Content: |
simple |
Defined: |
|
|
| trigger (defined in TriggerEvent complexType) |
The trigger level.
Type: |
|
Content: |
complex, 6 elements |
Defined: |
|
|
| trigger (in fxDigitalOption) |
Defines one or more conditions underwhich the option will payout if exercisable.
Type: |
|
Content: |
complex, 5 elements |
Defined: |
|
|
| triggerCondition |
The condition that applies to a European-style trigger.
Type: |
|
Content: |
simple |
Defined: |
|
|
| triggerDates |
The trigger Dates.
Type: |
|
Content: |
complex, 1 element |
Defined: |
|
|
| triggerRate (defined in FxBarrierFeature complexType) |
The market rate is observed relative to the trigger rate, and if it is found to be on the predefined side of (above or below) the trigger rate, a trigger event is deemed to have occurred.
Type: |
|
Content: |
simple |
Defined: |
|
|
| triggerRate (in touch) |
The market rate is observed relative to the trigger rate, and if it is found to be on the predefined side of (above or below) the trigger rate, a trigger event is deemed to have occurred.
Type: |
|
Content: |
simple |
Defined: |
|
|
| triggerRate (in trigger in fxDigitalOption) |
The market rate is observed relative to the trigger rate, and if it is found to be on the predefined side of (above or below) the trigger rate, a trigger event is deemed to have occurred.
Type: |
|
Content: |
simple |
Defined: |
|
|
| triggerTimeType |
The valuation time type of knock condition.
Type: |
|
Content: |
simple |
Defined: |
|
|
| triggerType |
The Triggering condition.
Type: |
|
Content: |
simple |
Defined: |
|
|
| type (defined in ContractualTermsSupplement complexType) |
Identifies the form of applicable contractual supplement.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| type (defined in CreditSupportAgreement complexType) |
The type of ISDA Credit Support Agreement
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| type (defined in PartyRelationship complexType) |
Additional definition refining the type of relationship.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| type (defined in RelatedParty complexType) |
Additional definition refining the type of relationship.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| type (defined in ScheduledDate complexType) |
The type of the date, e.g. next or previous payment.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| type (in agreement) |
The type of agreement executed between the parties.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| type (in approval) |
The type of approval (e.g.
Type: |
xsd:normalizedString |
Content: |
simple |
Defined: |
|
|
| type (in coal) |
The type of coal product to be delivered by reference to a pre-defined specification.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| type (in electricity) |
The type of electricity product to be delivered.
Type: |
|
Content: |
simple |
Defined: |
|
|
| type (in gas) |
The type of gas to be delivered.
Type: |
|
Content: |
simple |
Defined: |
|
|
| type (in oil) |
The type of oil product to be delivered.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| type (in spreadSchedule defined in FloatingRate complexType) |
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| type (in telephone) |
The type of telephone number (work, personal, mobile).
Type: |
|
Content: |
simple |
Defined: |
|
|
| type (in timestamp) |
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| unadjustedDate (defined in AdjustableDate.model group) |
A date subject to adjustment.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| unadjustedDate (defined in AdjustableDate2 complexType) |
A date subject to adjustment.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| unadjustedDate (defined in AdjustableDates complexType) |
A date subject to adjustment.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| unadjustedDate (defined in AdjustedAndOrUnadjustedDate.model group) |
Type: |
xsd:date |
Content: |
simple |
Defined: |
|
|
| unadjustedEndDate (defined in DividendPeriod complexType) |
Unadjusted inclusive dividend period end date.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| unadjustedEndDate (in calculationPeriod) |
Type: |
xsd:date |
Content: |
simple |
Defined: |
|
|
| unadjustedFirstDate |
The first date of a date range.
Type: |
xsd:date |
Content: |
simple |
Defined: |
|
|
| unadjustedLastDate |
The last date of a date range.
Type: |
xsd:date |
Content: |
simple |
Defined: |
|
|
| unadjustedPaymentDate |
Type: |
xsd:date |
Content: |
simple |
Defined: |
|
|
| unadjustedPrincipalExchangeDate |
Type: |
xsd:date |
Content: |
simple |
Defined: |
|
|
| unadjustedStartDate (defined in DividendPeriod complexType) |
Unadjusted inclusive dividend period start date.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| unadjustedStartDate (in calculationPeriod) |
Type: |
xsd:date |
Content: |
simple |
Defined: |
|
|
| unadjustedVarianceCap |
For use when varianceCap is applicable.
Type: |
|
Content: |
simple |
Defined: |
|
|
| underlyer (defined in DirectionalLegUnderlyer complexType) |
Specifies the underlyer of the leg.
Type: |
|
Content: |
complex, 2 elements |
Defined: |
|
|
| underlyer (defined in EquityDerivativeBase complexType) |
Specifies the underlying component, which can be either one or many and consists in either equity, index or convertible bond component, or a combination of these.
Type: |
|
Content: |
complex, 2 elements |
Defined: |
|
|
| underlyer (defined in GenericProduct complexType) |
The set of underlyers to the trade that can be used in computing the trade's cashflows.
Type: |
|
Content: |
complex, 1 attribute, 9 elements |
Defined: |
|
|
| underlyer (in returnLeg) |
Specifies the underlying component of the leg, which can be either one or many and consists in either equity, index or convertible bond component, or a combination of these.
Type: |
|
Content: |
complex, 2 elements |
Defined: |
|
|
| underlyerNotional |
Specifies the notional (i.e. price * quantity) that is associated with each of the basket constituents.
Type: |
|
Content: |
complex, 1 attribute, 2 elements |
Defined: |
|
|
| underlyerPrice |
Specifies the price that is associated with each of the basket constituents.
Type: |
|
Content: |
complex, 9 elements |
Defined: |
|
|
| underlyerReference (defined in DividendPeriod complexType) |
Reference to the underlyer which is paying dividends.
Type: |
|
Content: |
empty, 1 attribute |
Defined: |
|
|
| underlyerReference (in passThroughItem) |
Reference to the underlyer whose payments are being passed through.
Type: |
|
Content: |
empty, 1 attribute |
Defined: |
|
|
| underlyerSpread |
Provides a link to the spread schedule used for this underlyer.
Type: |
|
Content: |
empty, 1 attribute |
Defined: |
|
|
| underlyingAsset |
Define the underlying asset, either a listed security or other instrument.
Type: |
|
Content: |
empty, 1 attribute |
Abstract: |
(may not be used directly in instance XML documents) |
Subst.Gr: |
|
Defined: |
|
Used: |
|
|
| underlyingAssetReference |
A reference to an underlying asset that defines the meaning of the value, i.e. the product that the value corresponds to.
Type: |
|
Content: |
empty, 1 attribute |
Defined: |
|
|
| underlyingEquity |
Specifies the equity in which the convertible bond can be converted.
Type: |
|
Content: |
complex, 1 attribute, 9 elements |
Defined: |
|
|
| unit (defined in CommodityReferencePriceFramework.model group) |
A coding scheme value to identify the unit in which the undelryer is denominated.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| unit (defined in PartyTradeInformation complexType) |
Identifies the unit/division/desk etc. that executed or supports this trade
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| unit (in absoluteTolerance) |
The unit in which the tolerance is specified.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| unitFirm |
Indicates that the electricity is intended to be supplied from a generation asset which can optionally be specified.
Type: |
|
Content: |
complex, 2 elements |
Defined: |
|
|
| units |
The units in which an amount (not monetary) is denominated.
Type: |
xsd:normalizedString |
Content: |
simple |
Defined: |
|
|
| unknownReferenceObligation |
Used to indicate that the Reference obligation associated with the Credit Default Swap is currently not known.
Type: |
xsd:boolean |
Content: |
simple |
Defined: |
|
|
| updatedDateTime |
When the clearing status changed to the current value.
Type: |
xsd:dateTime |
Content: |
simple |
Defined: |
|
|
| updatedForClearing |
When the most recent correction to this trade was supplied to a clearing service for clearing.
Type: |
xsd:dateTime |
Content: |
simple |
Defined: |
|
|
| updatedForConfirmation |
When the most recent correction to this trade was supplied to a confirmation service or counterparty for confirmation.
Type: |
xsd:dateTime |
Content: |
simple |
Defined: |
|
|
| upperBarrier |
All observations above this price level will be excluded from the variance calculation.
Type: |
|
Content: |
simple |
Defined: |
|
|
| upperStrike |
Upper strike in a strike spread.
Type: |
|
Content: |
complex, 3 elements |
Defined: |
|
|
| upperStrikeNumberOfOptions |
Number of options at the upper strike price in a strike spread.
Type: |
|
Content: |
simple |
Defined: |
|
|
| url (defined in ExternalDocument complexType) |
Provides extra information as URL that references the information on a web server accessible to the message recipient.
Type: |
xsd:anyURI |
Content: |
simple |
Defined: |
|
|
| url (defined in Resource complexType) |
Indicates where the resource can be found, as a URL that references the information on a web server accessible to the message recipient.
Type: |
xsd:anyURI |
Content: |
simple |
Defined: |
|
|
| validation |
A list of validation sets the sender asserts the document is valid with respect to.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| validationRuleId |
A reference identifying a rule within a validation scheme
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| valuation (defined in AssetValuationOrReference.model group) |
Type: |
|
Content: |
complex, 2 attributes, 4 elements |
Defined: |
|
|
| valuation (defined in DirectionalLegUnderlyerValuation complexType) |
Valuation of the underlyer.
Type: |
|
Content: |
complex, 1 attribute, 9 elements |
Defined: |
|
|
| valuation (defined in Position complexType) |
Valuation reported for the position, such as NPV or accrued interest.
Type: |
|
Content: |
complex, 2 attributes, 4 elements |
Defined: |
|
|
| valuationDate (defined in DerivedValuationScenario complexType) |
The (optional) date for which the assets are valued.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| valuationDate (defined in EquityValuation complexType) |
The term "Valuation Date" is assumed to have the meaning as defined in the ISDA 2002 Equity Derivatives Definitions.
Type: |
|
Content: |
complex, 1 attribute, 2 elements |
Defined: |
|
|
| valuationDate (defined in QuotationCharacteristics.model group) |
When the quote was computed.
Type: |
xsd:date |
Content: |
simple |
Defined: |
|
|
| valuationDate (in cashSettlementTerms) |
The number of business days after conditions to settlement have been satisfied when the calculation agent obtains a price quotation on the Reference Obligation for purposes of cash settlement.
Type: |
|
Content: |
complex, 2 elements |
Defined: |
|
|
| valuationDate (in dividendPeriod in dividendLeg) |
Dividend period amount valuation date.
Type: |
|
Content: |
complex, 1 attribute, 2 elements |
Defined: |
|
|
| valuationDate (in valuationScenario) |
The date for which the assets are valued.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| valuationDates |
Specifies the interim equity valuation dates of a swap.
Type: |
|
Content: |
complex, 1 attribute, 3 elements |
Defined: |
|
|
| valuationDatesReference |
A pointer style reference to the associated valuation dates component defined elsewhere in the document.
Type: |
|
Content: |
empty, 1 attribute |
Defined: |
|
|
| valuationDocument |
A document that includes trade and/or valuation (pricing and risk) data without expressing any processing intention.
Type: |
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Content: |
complex, 3 attributes, 9 elements |
Defined: |
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Used: |
never |
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| valuationMethod |
The ISDA defined methodology for determining the final price of the reference obligation for purposes of cash settlement.
Type: |
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Content: |
simple |
Defined: |
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| valuationPostponement |
Specifies how long to wait to get a quote from a settlement rate option upon a price source disruption
Type: |
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Content: |
complex, 1 element |
Defined: |
|
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| valuationPriceFinal |
Specifies the final valuation price of the underlyer.
Type: |
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Content: |
complex, 10 elements |
Defined: |
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| valuationPriceInterim |
Specifies the final valuation price of the underlyer.
Type: |
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Content: |
complex, 10 elements |
Defined: |
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| valuationProvider |
A reference to the party responsible for calculating and reporting the valuations of the positions.
Type: |
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Content: |
empty, 1 attribute |
Defined: |
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| valuationReference |
A reference to a quotation
Type: |
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Content: |
empty, 1 attribute |
Defined: |
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| valuationRules |
Specifies valuation.
Type: |
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Content: |
complex, 1 attribute, 9 elements |
Defined: |
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| valuationScenario |
Valuation scenerios used (requested/reported) in this valuation set.
Type: |
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Content: |
complex, 1 attribute, 5 elements |
Defined: |
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| valuationScenarioReference (defined in Valuation complexType) |
A reference to the valuation scenario used to calculate this valuation.
Type: |
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Content: |
empty, 1 attribute |
Defined: |
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| valuationScenarioReference (in sensitivityDefinition) |
Reference to the valuation scenario to which this sensitivity definition applies.
Type: |
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Content: |
empty, 1 attribute |
Defined: |
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| valuationScenarioReference (in sensitivitySetDefinition) |
Reference to the valuation scenario to which this sensitivity definition applies, e.g. a reference to the EOD valuation scenario.
Type: |
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Content: |
empty, 1 attribute |
Defined: |
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| valuationScenarioReference (in valuationSet) |
References to valuation scenarios used (requested/reported) in this valuation set.
Type: |
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Content: |
empty, 1 attribute |
Defined: |
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| valuationSet |
Type: |
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Content: |
complex, 1 attribute, 8 elements |
Defined: |
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Used: |
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| valuationTime (defined in EquityValuation complexType) |
The specific time of day at which the calculation agent values the underlying.
Type: |
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Content: |
complex, 2 elements |
Defined: |
|
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| valuationTime (in cashSettlementTerms) |
The time of day in the specified business center when the calculation agent seeks quotations for an amount of the reference obligation for purposes of cash settlement.
Type: |
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Content: |
complex, 2 elements |
Defined: |
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| valuationTimeType |
The time of day at which the calculation agent values the underlying, for example the official closing time of the exchange.
Type: |
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Content: |
simple |
Defined: |
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| value (defined in Quotation.model group) |
The value of the the quotation.
Type: |
xsd:decimal |
Content: |
simple |
Defined: |
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| value (in quote defined in FxOptionPremium complexType) |
The value of the premium quote.
Type: |
xsd:decimal |
Content: |
simple |
Defined: |
|
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| value (in timestamp) |
Type: |
xsd:dateTime |
Content: |
simple |
Defined: |
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| valueDate (defined in FxCoreDetails.model group) |
The date on which both currencies traded will settle.
Type: |
xsd:date |
Content: |
simple |
Defined: |
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| valueDate (defined in FxEuropeanExercise complexType) |
The date on which both currencies traded will settle.
Type: |
xsd:date |
Content: |
simple |
Defined: |
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| valueDate (in commodityForward) |
Specifies the value date of the Commodity Forward Transaction.
Type: |
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Content: |
complex, 1 attribute, 2 elements |
Defined: |
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| valueDate (in futureValueNotional) |
Adjusted value date of the future value amount.
Type: |
xsd:date |
Content: |
simple |
Defined: |
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| variance |
Specifies Variance.
Type: |
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Content: |
complex, 12 elements |
Defined: |
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| varianceAmount |
Variance amount, which is a cash multiplier.
Type: |
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Content: |
complex, 1 attribute, 2 elements |
Defined: |
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| varianceCap |
If present and true, then variance cap is applicable.
Type: |
xsd:boolean |
Content: |
simple |
Defined: |
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| varianceLeg (defined in VarianceSwapTransactionSupplement complexType) |
Variance Leg.
Type: |
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Content: |
complex, 1 attribute, 15 elements |
Defined: |
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| varianceLeg (in varianceSwap) |
Variance Leg.
Type: |
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Content: |
complex, 1 attribute, 15 elements |
Defined: |
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| varianceOptionTransactionSupplement |
Specifies the structure of a variance option.
Type: |
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Content: |
complex, 1 attribute, 18 elements |
Subst.Gr: |
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Defined: |
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Used: |
never |
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| varianceStrikePrice |
Type: |
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Content: |
simple |
Defined: |
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| varianceSwap |
Specifies the structure of a variance swap.
Type: |
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Content: |
complex, 1 attribute, 9 elements |
Subst.Gr: |
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Defined: |
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Used: |
never |
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| varianceSwapTransactionSupplement |
Specifies the structure of a variance swap transaction supplement.
Type: |
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Content: |
complex, 1 attribute, 11 elements |
Subst.Gr: |
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Defined: |
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Used: |
never |
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| varianceSwapTransactionSupplement (in varianceOptionTransactionSupplement) |
The variance swap details.
Type: |
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Content: |
complex, 1 attribute, 11 elements |
Defined: |
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| varyingNotionalCurrency |
The currency of the varying notional amount, i.e. the notional amount being determined periodically based on observation of a spot currency exchange rate.
Type: |
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Content: |
simple, 1 attribute |
Defined: |
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| varyingNotionalFixingDates |
The dates on which spot currency exchange rates are observed for purposes of determining the varying notional currency amount that will apply to a calculation period.
Type: |
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Content: |
complex, 1 attribute, 8 elements |
Defined: |
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| varyingNotionalInterimExchangePaymentDates |
The dates on which interim exchanges of notional are paid.
Type: |
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Content: |
complex, 1 attribute, 8 elements |
Defined: |
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| vegaNotionalAmount |
Vega Notional represents the approximate gain/loss at maturity for a 1% difference between RVol (realised vol) and KVol (strike vol).
Type: |
xsd:decimal |
Content: |
simple |
Defined: |
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| verificationMethod |
Used to describe how the trade was or will be verified, e.g via a confirmation facility, via private electronic service, or via written documentation.
Type: |
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Content: |
simple, 1 attribute |
Defined: |
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| verificationStatusAcknowledgement |
Type: |
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Content: |
complex, 3 attributes, 9 elements |
Defined: |
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Used: |
never |
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| verificationStatusException |
Type: |
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Content: |
complex, 3 attributes, 7 elements |
Defined: |
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Used: |
never |
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| verificationStatusNotification |
Type: |
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Content: |
complex, 3 attributes, 11 elements |
Defined: |
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Used: |
never |
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| version (defined in PositionIdAndVersion.model group) |
A version identifier.
Type: |
xsd:positiveInteger |
Content: |
simple |
Defined: |
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| version (defined in VersionHistory.model group) |
The version number
Type: |
xsd:nonNegativeInteger |
Content: |
simple |
Defined: |
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| version (in agreement) |
The version of the agreement.
Type: |
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Content: |
simple, 1 attribute |
Defined: |
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| version (in implementationSpecification) |
Type: |
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Content: |
simple, 1 attribute |
Defined: |
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| versionedContractId |
A contract id which is version aware.
Type: |
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Content: |
complex, 3 elements |
Defined: |
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| versionedTradeId |
A trade identifier accompanied by a version number.
Type: |
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Content: |
complex, 3 elements |
Defined: |
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| volatile |
The volatile content of the coal product.
Type: |
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Content: |
complex, 3 elements |
Defined: |
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| volatilityMatrixValuation |
Type: |
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Content: |
complex, 2 attributes, 9 elements |
Subst.Gr: |
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Defined: |
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Used: |
never |
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| volatilityRepresentation |
Type: |
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Content: |
complex, 1 attribute, 3 elements |
Subst.Gr: |
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Defined: |
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Used: |
never |
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| volatilityStrikePrice |
Type: |
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Content: |
simple |
Defined: |
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| voltage |
The voltage, expressed as a number of volts, of the electricity to be delivered.
Type: |
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Content: |
simple |
Defined: |
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| WACCapInterestProvision |
As specified by the ISDA Supplement for use with trades on mortgage-backed securities, "WAC Cap" means a weighted average coupon or weighted average rate cap provision (however defined in the Underlying Instruments) of the Underlying Instruments that limits, increases or decreases the interest rate or interest entitlement, as set out in the Underlying Instruments on the Effective Date without regard to any subsequent amendment The presence of the element with value set to 'true' signifies that the provision is applicable.
Type: |
xsd:boolean |
Content: |
simple |
Defined: |
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| weeklyRollConvention |
The day of the week on which a weekly reset date occurs.
Type: |
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Content: |
simple |
Defined: |
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| weight (in averagingObservation) |
Observation weight, which is used as a multiplier for the observation value.
Type: |
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Content: |
simple |
Defined: |
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| weight (in weightedPartial) |
The weight factor to be applied to the partial derivative, e.g. 1 or -1, or some other scaling value.
Type: |
xsd:decimal |
Content: |
simple |
Defined: |
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| weightedPartial |
A partial derivative multiplied by a weighting factor.
Type: |
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Content: |
complex, 2 elements |
Defined: |
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| withdrawal |
Type: |
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Content: |
complex, 4 elements |
Defined: |
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| withdrawalPoint (in deliveryConditions in gasPhysicalLeg) |
The physical or virtual point at which the commodity is withdrawn from a transportation system.
Type: |
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Content: |
simple, 1 attribute |
Defined: |
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| withdrawalPoint (in pipeline) |
The location at which the transfer of the title to the commodity takes place.
Type: |
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Content: |
simple, 1 attribute |
Defined: |
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| worldscaleRate |
For a WET Voyager Charter Commodity Swap, the number of Worldscale Points for purposes of the calculation of a Fixed Amount.
Type: |
xsd:decimal |
Content: |
simple |
Defined: |
|
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| worldscaleRateStep |
For a Wet Voyager Charter Freight Swap, the number of Worldscale Points for purposes of the calculation of a Fixed Amount for a given Calculation Period during the life of the trade.
Type: |
xsd:decimal |
Content: |
simple |
Defined: |
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| writedown (defined in CreditEvents complexType) |
A credit event.
Type: |
xsd:boolean |
Content: |
simple |
Defined: |
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| writedown (in floatingAmountEvents) |
A floating rate payment event.
Type: |
xsd:boolean |
Content: |
simple |
Defined: |
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| writedownReimbursement |
An Additional Fixed Payment.
Type: |
xsd:boolean |
Content: |
simple |
Defined: |
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| writtenConfirmation (defined in CommodityPhysicalExercise complexType) |
Specifies whether or not Written Confirmation applies to a Commodity Option Transaction.
Type: |
xsd:boolean |
Content: |
simple |
Defined: |
|
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| writtenConfirmation (in exercise in commodityOption) |
Specifies whether or not Written Confirmation applies to a Commodity Option Transaction.
Type: |
xsd:boolean |
Content: |
simple |
Defined: |
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| yieldCurve |
Type: |
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Content: |
complex, 1 attribute, 4 elements |
Subst.Gr: |
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Defined: |
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Used: |
never |
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| yieldCurveValuation |
Type: |
|
Content: |
complex, 2 attributes, 11 elements |
Subst.Gr: |
|
Defined: |
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Used: |
never |
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| zeroCouponYieldAdjustedMethod |
An ISDA defined cash settlement method used for the determination of the applicable cash settlement amount.
Type: |
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Content: |
complex, 2 elements |
Defined: |
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| zeroCurve |
A curve of zero rates.
Type: |
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Content: |
complex, 2 elements |
Defined: |
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