All Element Summary
additionalPayment (defined in Swap complexType)	Additional payments between the principal parties. Type: Payment Content: complex, 2 attributes, 10 elements Defined: locally witnin Swap complexType; see XML source
additionalPayment (in capFloor)	Additional payments between the principal parties. Type: Payment Content: complex, 2 attributes, 10 elements Defined: locally witnin CapFloor complexType; see XML source
additionalTerms	Contains any additional terms to the swap contract. Type: SwapAdditionalTerms Content: complex, 1 element Defined: locally witnin Swap complexType; see XML source
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: AdjustableDates Content: complex, 1 attribute, 3 elements Defined: locally witnin CashSettlementPaymentDate complexType; see XML source
adjustedCashSettlementPaymentDate (in earlyTerminationEvent)	The date on which the cash settlement amount is paid. Type: xsd:date Content: simple Defined: locally witnin EarlyTerminationEvent complexType; see XML source
adjustedCashSettlementPaymentDate (in exerciseEvent)	The date on which the cash settlement amount is paid. Type: xsd:date Content: simple Defined: locally witnin ExerciseEvent complexType; see XML source
adjustedCashSettlementPaymentDate (in mandatoryEarlyTerminationAdjustedDates)	The date on which the cash settlement amount is paid. Type: xsd:date Content: simple Defined: locally witnin MandatoryEarlyTerminationAdjustedDates complexType; see XML source
adjustedCashSettlementValuationDate (in earlyTerminationEvent)	The date by which the cash settlement amount must be agreed. Type: xsd:date Content: simple Defined: locally witnin EarlyTerminationEvent complexType; see XML source
adjustedCashSettlementValuationDate (in exerciseEvent)	The date by which the cash settlement amount must be agreed. Type: xsd:date Content: simple Defined: locally witnin ExerciseEvent complexType; see XML source
adjustedCashSettlementValuationDate (in mandatoryEarlyTerminationAdjustedDates)	The date by which the cash settlement amount must be agreed. Type: xsd:date Content: simple Defined: locally witnin MandatoryEarlyTerminationAdjustedDates complexType; see XML source
adjustedEarlyTerminationDate (in cancellationEvent)	The early termination date that is applicable if an early termination provision is exercised. Type: xsd:date Content: simple Defined: locally witnin CancellationEvent complexType; see XML source
adjustedEarlyTerminationDate (in earlyTerminationEvent)	The early termination date that is applicable if an early termination provision is exercised. Type: xsd:date Content: simple Defined: locally witnin EarlyTerminationEvent complexType; see XML source
adjustedEarlyTerminationDate (in mandatoryEarlyTerminationAdjustedDates)	The early termination date that is applicable if an early termination provision is exercised. Type: xsd:date Content: simple Defined: locally witnin MandatoryEarlyTerminationAdjustedDates complexType; see XML source
adjustedEffectiveDate	The start date of the calculation period. Type: RequiredIdentifierDate Content: simple, 1 attribute Defined: locally witnin Fra complexType; see XML source
adjustedEndDate	The calculation period end date, adjusted according to any relevant business day convention. Type: xsd:date Content: simple Defined: locally witnin CalculationPeriod complexType; see XML source
adjustedExerciseDate (in cancellationEvent)	The date on which option exercise takes place. Type: xsd:date Content: simple Defined: locally witnin CancellationEvent complexType; see XML source
adjustedExerciseDate (in earlyTerminationEvent)	The date on which option exercise takes place. Type: xsd:date Content: simple Defined: locally witnin EarlyTerminationEvent complexType; see XML source
adjustedExerciseDate (in exerciseEvent)	The date on which option exercise takes place. Type: xsd:date Content: simple Defined: locally witnin ExerciseEvent complexType; see XML source
adjustedExerciseDate (in extensionEvent)	The date on which option exercise takes place. Type: xsd:date Content: simple Defined: locally witnin ExtensionEvent complexType; see XML source
adjustedExerciseFeePaymentDate (in earlyTerminationEvent)	The date on which the exercise fee amount is paid. Type: xsd:date Content: simple Defined: locally witnin EarlyTerminationEvent complexType; see XML source
adjustedExerciseFeePaymentDate (in exerciseEvent)	The date on which the exercise fee amount is paid. Type: xsd:date Content: simple Defined: locally witnin ExerciseEvent complexType; see XML source
adjustedExtendedTerminationDate	The termination date if an extendible provision is exercised. Type: xsd:date Content: simple Defined: locally witnin ExtensionEvent complexType; see XML source
adjustedFxSpotFixingDate	The date on which the fx spot rate is observed. Type: xsd:date Content: simple Defined: locally witnin FxLinkedNotionalAmount complexType; see XML source
adjustedPaymentDate (in paymentCalculationPeriod)	The adjusted payment date. Type: xsd:date Content: simple Defined: locally witnin PaymentCalculationPeriod complexType; see XML source
adjustedPrincipalExchangeDate	The principal exchange date. Type: xsd:date Content: simple Defined: locally witnin PrincipalExchange complexType; see XML source
adjustedRelevantSwapEffectiveDate	The effective date of the underlying swap associated with a given exercise date. Type: xsd:date Content: simple Defined: locally witnin ExerciseEvent complexType; see XML source
adjustedStartDate	The calculation period start date, adjusted according to any relevant business day convention. Type: xsd:date Content: simple Defined: locally witnin CalculationPeriod complexType; see XML source
adjustedTerminationDate	The end date of the calculation period. Type: xsd:date Content: simple Defined: locally witnin Fra complexType; see XML source
bondReference	Reference to a bond underlyer to represent an asset swap or Condition Precedent Bond. Type: BondReference Content: complex, 3 elements Defined: locally witnin SwapAdditionalTerms complexType; see XML source
bulletPayment	A product to represent a single known payment. Type: BulletPayment Content: complex, 1 attribute, 7 elements Subst.Gr: may substitute for element product Defined: globally; see XML source Used: never
businessDateRange	A range of contiguous business days. Type: BusinessDateRange Content: complex, 5 elements Defined: locally witnin CashSettlementPaymentDate complexType; see XML source
businessDayConvention (in finalCalculationPeriodDateAdjustment)	Override business date convention. Type: BusinessDayConventionEnum Content: simple Defined: locally witnin FinalCalculationPeriodDateAdjustment complexType; see XML source
businessDayConvention (in fxFixingDate)	The convention for adjusting a date if it would otherwise fall on a day that is not a business day. Type: BusinessDayConventionEnum Content: simple Defined: locally witnin FxFixingDate complexType; see XML source
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: locally witnin FloatingRateDefinition complexType; see XML source
calculation (in calculationPeriodAmount)	The parameters used in the calculation of fixed or floaring rate calculation period amounts. Type: Calculation Content: complex, 8 elements Defined: locally witnin CalculationPeriodAmount complexType; see XML source
calculationAgent (defined in MandatoryEarlyTermination complexType)	The ISDA Calculation Agent responsible for performing duties associated with an optional early termination. Type: CalculationAgent Content: complex, 2 elements Defined: locally witnin MandatoryEarlyTermination complexType; see XML source
calculationAgent (defined in OptionalEarlyTermination complexType)	The ISDA Calculation Agent responsible for performing duties associated with an optional early termination. Type: CalculationAgent Content: complex, 2 elements Defined: locally witnin OptionalEarlyTermination complexType; see XML source
calculationAgent (in swaption)	The ISDA Calculation Agent responsible for performing duties associated with an optional early termination. Type: CalculationAgent Content: complex, 2 elements Defined: locally witnin Swaption complexType; see XML source
calculationAgentDetermination	The calculation agent will decide the rate. Type: CalculationAgent Content: complex, 2 elements Defined: locally witnin FallbackReferencePrice complexType; see XML source
calculationPeriod	The parameters used in the calculation of a fixed or floating rate calculation period amount. Type: CalculationPeriod Content: complex, 1 attribute, 12 elements Defined: locally witnin PaymentCalculationPeriod complexType; see XML source
calculationPeriodAmount	The calculation period amount parameters. Type: CalculationPeriodAmount Content: complex, 2 elements Defined: locally witnin InterestRateStream complexType; see XML source
calculationPeriodDates	The calculation periods dates schedule. Type: CalculationPeriodDates Content: complex, 1 attribute, 11 elements Defined: locally witnin InterestRateStream complexType; see XML source
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: BusinessDayAdjustments Content: complex, 1 attribute, 3 elements Defined: locally witnin CalculationPeriodDates complexType; see XML source
calculationPeriodDatesReference (in dateRelativeToCalculationPeriodDates)	A set of href pointers to calculation period dates defined somewhere else in the document. Type: CalculationPeriodDatesReference Content: empty, 1 attribute Defined: locally witnin DateRelativeToCalculationPeriodDates complexType; see XML source
calculationPeriodDatesReference (in notionalStepParameters)	A pointer style reference to the associated calculation period dates component defined elsewhere in the document. Type: CalculationPeriodDatesReference Content: empty, 1 attribute Defined: locally witnin NotionalStepRule complexType; see XML source
calculationPeriodDatesReference (in paymentDates defined in InterestRateStream complexType)	A pointer style reference to the associated calculation period dates component defined elsewhere in the document. Type: CalculationPeriodDatesReference Content: empty, 1 attribute Defined: locally witnin PaymentDates complexType; see XML source
calculationPeriodDatesReference (in resetDates)	A pointer style reference to the associated calculation period dates component defined elsewhere in the document. Type: CalculationPeriodDatesReference Content: empty, 1 attribute Defined: locally witnin ResetDates complexType; see XML source
calculationPeriodDatesReference (in stubCalculationPeriodAmount)	A pointer style reference to the associated calculation period dates component defined elsewhere in the document. Type: CalculationPeriodDatesReference Content: empty, 1 attribute Defined: locally witnin StubCalculationPeriodAmount complexType; see XML source
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: CalculationPeriodFrequency Content: complex, 1 attribute, 3 elements Defined: locally witnin CalculationPeriodDates complexType; see XML source
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: locally witnin CalculationPeriod complexType; see XML source
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: locally witnin Fra complexType; see XML source
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: CancelableProvision Content: complex, 10 elements Defined: locally witnin Swap complexType; see XML source
cancelableProvisionAdjustedDates	The adjusted dates associated with a cancelable provision. Type: CancelableProvisionAdjustedDates Content: complex, 1 element Defined: locally witnin CancelableProvision complexType; see XML source
cancellationEvent	The adjusted dates for an individual cancellation date. Type: CancellationEvent Content: complex, 1 attribute, 2 elements Defined: locally witnin CancelableProvisionAdjustedDates complexType; see XML source
capFloor	A cap, floor or cap floor structures product definition. Type: CapFloor Content: complex, 1 attribute, 10 elements Subst.Gr: may substitute for element product Defined: globally; see XML source Used: never
capFloorStream	Type: InterestRateStream Content: complex, 1 attribute, 13 elements Defined: locally witnin CapFloor complexType; see XML source
capRate	The cap rate, if any, which applies to the floating rate for the calculation period. Type: Strike Content: complex, 1 attribute, 3 elements Defined: locally witnin FloatingRateDefinition complexType; see XML source
cashflows	The cashflows representation of the swap stream. Type: Cashflows Content: complex, 3 elements Defined: locally witnin InterestRateStream complexType; see XML source
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: locally witnin Cashflows complexType; see XML source
cashPriceAlternateMethod	An ISDA defined cash settlement method used for the determination of the applicable cash settlement amount. Type: CashPriceMethod Content: complex, 3 elements Defined: locally witnin CashSettlement complexType; see XML source
cashPriceMethod	An ISDA defined cash settlement method used for the determination of the applicable cash settlement amount. Type: CashPriceMethod Content: complex, 3 elements Defined: locally witnin CashSettlement complexType; see XML source
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: CashSettlement Content: complex, 1 attribute, 10 elements Defined: locally witnin MandatoryEarlyTermination complexType; see XML source
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: CashSettlement Content: complex, 1 attribute, 10 elements Defined: locally witnin OptionalEarlyTermination complexType; see XML source
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: CashSettlement Content: complex, 1 attribute, 10 elements Defined: locally witnin Swaption complexType; see XML source
cashSettlementCurrency (defined in CashPriceMethod complexType)	The currency in which the cash settlement amount will be calculated and settled. Type: Currency Content: simple, 1 attribute Defined: locally witnin CashPriceMethod complexType; see XML source
cashSettlementCurrency (in crossCurrencyMethod)	The currency, or currencies, in which the cash settlement amount(s) will be calculated and settled. Type: Currency Content: simple, 1 attribute Defined: locally witnin CrossCurrencyMethod complexType; see XML source
cashSettlementPaymentDate	The date on which the cash settlement amount will be paid, subject to adjustment in accordance with any applicable business day convention. Type: CashSettlementPaymentDate Content: complex, 1 attribute, 3 elements Defined: locally witnin CashSettlement complexType; see XML source
cashSettlementReferenceBanks (defined in CashPriceMethod complexType)	A container for a set of reference institutions. Type: CashSettlementReferenceBanks Content: complex, 1 attribute, 1 element Defined: locally witnin CashPriceMethod complexType; see XML source
cashSettlementReferenceBanks (in crossCurrencyMethod)	A container for a set of reference institutions. Type: CashSettlementReferenceBanks Content: complex, 1 attribute, 1 element Defined: locally witnin CrossCurrencyMethod complexType; see XML source
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: RelativeDateOffset Content: complex, 1 attribute, 8 elements Defined: locally witnin CashSettlement complexType; see XML source
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: BusinessCenterTime Content: complex, 2 elements Defined: locally witnin CashSettlement complexType; see XML source
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: locally witnin SwaptionPhysicalSettlement complexType; see XML source
collateralizedCashPriceMethod	An ISDA defined cash settlement method used for the determination of the applicable cash settlement amount. Type: YieldCurveMethod Content: complex, 2 elements Defined: locally witnin CashSettlement complexType; see XML source
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: CompoundingMethodEnum Content: simple Defined: locally witnin Calculation complexType; see XML source
conditionPrecedentBond	To indicate whether the Condition Precedent Bond is applicable. Type: xsd:boolean Content: simple Defined: locally witnin BondReference complexType; see XML source
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: NotionalReference Content: empty, 1 attribute Defined: locally witnin FxLinkedNotionalSchedule complexType; see XML source
crossCurrencyMethod	An ISDA defined cash settlement method used for the determination of the applicable cash settlement amount. Type: CrossCurrencyMethod Content: complex, 3 elements Defined: locally witnin CashSettlement complexType; see XML source
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: DateRelativeToCalculationPeriodDates Content: complex, 1 element Defined: locally witnin FxFixingDate complexType; see XML source
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: DateRelativeToPaymentDates Content: complex, 1 element Defined: locally witnin FxFixingDate complexType; see XML source
dayCountFraction (in calculation in calculationPeriodAmount)	The day count fraction. Type: DayCountFraction Content: simple, 1 attribute Defined: locally witnin Calculation complexType; see XML source
dayCountFraction (in fra)	The day count fraction. Type: DayCountFraction Content: simple, 1 attribute Defined: locally witnin Fra complexType; see XML source
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: locally witnin CalculationPeriod complexType; see XML source
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: locally witnin PaymentCalculationPeriod complexType; see XML source
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: locally witnin PrincipalExchange complexType; see XML source
discounting	The parameters specifying any discounting conventions that may apply. Type: Discounting Content: complex, 3 elements Defined: locally witnin Calculation complexType; see XML source
discountingType	The discounting method that is applicable. Type: DiscountingTypeEnum Content: simple Defined: locally witnin Discounting complexType; see XML source
discountRate	A discount rate, expressed as a decimal, to be used in the calculation of a discounted amount. Type: xsd:decimal Content: simple Defined: locally witnin DiscountRate.model group; see XML source
discountRateDayCountFraction	A discount day count fraction to be used in the calculation of a discounted amount. Type: DayCountFraction Content: simple, 1 attribute Defined: locally witnin DiscountRate.model group; see XML source
discrepancyClause	To indicate whether the Discrepancy Clause is applicable. Type: xsd:boolean Content: simple Defined: locally witnin BondReference complexType; see XML source
earliestExerciseDateTenor	The time interval to the first (and possibly only) exercise date in the exercise period. Type: Period Content: complex, 1 attribute, 2 elements Defined: locally witnin ExercisePeriod complexType; see XML source
earlyTerminationEvent	The adjusted dates associated with an individual earley termination date. Type: EarlyTerminationEvent Content: complex, 1 attribute, 5 elements Defined: locally witnin OptionalEarlyTerminationAdjustedDates complexType; see XML source
earlyTerminationProvision (defined in Swap complexType)	Parameters specifying provisions relating to the optional and mandatory early terminarion of a swap transaction. Type: EarlyTerminationProvision Content: complex, 1 attribute, 6 elements Defined: locally witnin Swap complexType; see XML source
earlyTerminationProvision (in capFloor)	Parameters specifying provisions relating to the optional and mandatory early terminarion of a CapFloor transaction. Type: EarlyTerminationProvision Content: complex, 1 attribute, 6 elements Defined: locally witnin CapFloor complexType; see XML source
effectiveDate (in calculationPeriodDates)	The first day of the term of the trade. Type: AdjustableDate Content: complex, 1 attribute, 3 elements Defined: locally witnin CalculationPeriodDates complexType; see XML source
exerciseEvent	The adjusted dates associated with an individual swaption exercise date. Type: ExerciseEvent Content: complex, 1 attribute, 5 elements Defined: locally witnin SwaptionAdjustedDates complexType; see XML source
exerciseFrequency (in optionalEarlyTerminationParameters)	The frequency of subsequent exercise dates in the exercise period following the earliest exercise date. Type: Period Content: complex, 1 attribute, 2 elements Defined: locally witnin ExercisePeriod complexType; see XML source
exerciseNotice (defined in OptionalEarlyTermination complexType)	Definition of the party to whom notice of exercise should be given. Type: ExerciseNotice Content: complex, 3 elements Defined: locally witnin OptionalEarlyTermination complexType; see XML source
exerciseNotice (in cancelableProvision)	Definition of the party to whom notice of exercise should be given. Type: ExerciseNotice Content: complex, 3 elements Defined: locally witnin CancelableProvision complexType; see XML source
exerciseNotice (in extendibleProvision)	Definition of the party to whom notice of exercise should be given. Type: ExerciseNotice Content: complex, 3 elements Defined: locally witnin ExtendibleProvision complexType; see XML source
exerciseProcedure (in swaption)	A set of parameters defining procedures associated with the exercise. Type: ExerciseProcedure Content: complex, 5 elements Defined: locally witnin Swaption complexType; see XML source
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: ExtendibleProvision Content: complex, 8 elements Defined: locally witnin Swap complexType; see XML source
extendibleProvisionAdjustedDates	The adjusted dates associated with an extendible provision. Type: ExtendibleProvisionAdjustedDates Content: complex, 1 element Defined: locally witnin ExtendibleProvision complexType; see XML source
extensionEvent	The adjusted dates associated with a single extendible exercise date. Type: ExtensionEvent Content: complex, 1 attribute, 2 elements Defined: locally witnin ExtendibleProvisionAdjustedDates complexType; see XML source
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: locally witnin InflationRateCalculation complexType; see XML source
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: FallbackReferencePrice Content: complex, 4 elements Defined: locally witnin PriceSourceDisruption complexType; see XML source
fallbackSettlementRateOption	This settlement rate option will be used in its place. Type: SettlementRateOption Content: simple, 1 attribute Defined: locally witnin FallbackReferencePrice complexType; see XML source
fallbackSurveyValuationPostponenment	Request rate quotes from the market. Type: Empty Content: empty Defined: locally witnin FallbackReferencePrice complexType; see XML source
finalCalculationPeriodDateAdjustment	Business date convention adjustment to final payment period per leg (swapStream) upon exercise event. Type: FinalCalculationPeriodDateAdjustment Content: complex, 3 elements Defined: locally witnin CancelableProvision complexType; see XML source
finalStub (in stubCalculationPeriodAmount)	Specifies how the final stub amount is calculated. Type: StubValue Content: complex, 3 elements Defined: locally witnin StubCalculationPeriodAmount complexType; see XML source
finalStub (in stubCalculationPeriodAmount)	Specifies how the final stub amount is calculated. Type: StubValue Content: complex, 3 elements Defined: locally witnin StubCalculationPeriodAmount complexType; see XML source
firstCompoundingPeriodEndDate	The end date of the initial compounding period when compounding is applicable. Type: xsd:date Content: simple Defined: locally witnin CalculationPeriodDates complexType; see XML source
firstNotionalStepDate	Effective date of the first change in notional (i.e. a calculation period start date). Type: xsd:date Content: simple Defined: locally witnin NotionalStepRule complexType; see XML source
firstPaymentDate (in paymentDates defined in InterestRateStream complexType)	The first unadjusted payment date. Type: xsd:date Content: simple Defined: locally witnin PaymentDates complexType; see XML source
firstPeriodStartDate (in calculationPeriodDates)	The start date of the calculation period if the date falls before the effective date. Type: AdjustableDate Content: complex, 1 attribute, 3 elements Defined: locally witnin CalculationPeriodDates complexType; see XML source
firstRegularPeriodStartDate	The start date of the regular part of the calculation period schedule. Type: xsd:date Content: simple Defined: locally witnin CalculationPeriodDates complexType; see XML source
fixedPaymentAmount	A known fixed payment amount. Type: xsd:decimal Content: simple Defined: locally witnin PaymentCalculationPeriod complexType; see XML source
fixedRate (in calculationPeriod)	The calculation period fixed rate. Type: xsd:decimal Content: simple Defined: locally witnin CalculationPeriod complexType; see XML source
fixedRate (in fra)	The calculation period fixed rate. Type: xsd:decimal Content: simple Defined: locally witnin Fra complexType; see XML source
fixedRateSchedule	The fixed rate or fixed rate schedule expressed as explicit fixed rates and dates. Type: Schedule Content: complex, 1 attribute, 2 elements Defined: locally witnin Calculation complexType; see XML source
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: RelativeDateOffset Content: complex, 1 attribute, 8 elements Defined: locally witnin Fra complexType; see XML source
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: RelativeDateOffset Content: complex, 1 attribute, 8 elements Defined: locally witnin ResetDates complexType; see XML source
floatingRateCalculation	A floating rate calculation definition. Type: FloatingRateCalculation Content: complex, 1 attribute, 11 elements Subst.Gr: may substitute for element rateCalculation Defined: globally; see XML source Used: never
floatingRateDefinition	The floating rate reset information for the calculation period. Type: FloatingRateDefinition Content: complex, 6 elements Defined: locally witnin CalculationPeriod complexType; see XML source
floatingRateIndex (in fra)	Type: FloatingRateIndex Content: simple, 1 attribute Defined: locally witnin Fra complexType; see XML source
floatingRateMultiplier	A rate multiplier to apply to the floating rate. Type: xsd:decimal Content: simple Defined: locally witnin FloatingRateDefinition complexType; see XML source
floorRate	The floor rate, if any, which applies to the floating rate for the calculation period. Type: Strike Content: complex, 1 attribute, 3 elements Defined: locally witnin FloatingRateDefinition complexType; see XML source
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: locally witnin OptionalEarlyTermination complexType; see XML source
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: locally witnin CancelableProvision complexType; see XML source
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: locally witnin ExtendibleProvision complexType; see XML source
forecastAmount	The amount representing the forecast of the accrued value of the calculation period. Type: Money Content: complex, 1 attribute, 2 elements Defined: locally witnin CalculationPeriod complexType; see XML source
forecastPaymentAmount	A monetary amount representing the forecast of the future value of the payment. Type: Money Content: complex, 1 attribute, 2 elements Defined: locally witnin PaymentCalculationPeriod complexType; see XML source
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: locally witnin CalculationPeriod complexType; see XML source
formula (defined in InterestRateStream complexType)	An interest rate derivative formula. Type: Formula Content: complex, 3 elements Defined: locally witnin InterestRateStream complexType; see XML source
fra	A forward rate agreement product definition. Type: Fra Content: complex, 1 attribute, 21 elements Subst.Gr: may substitute for element product Defined: globally; see XML source Used: never
fraDiscounting	Specifies whether discounting applies and, if so, what type. Type: FraDiscountingEnum Content: simple Defined: locally witnin Fra complexType; see XML source
futureValueNotional	The future value notional is normally only required for BRL CDI Swaps. Type: FutureValueAmount Content: complex, 1 attribute, 4 elements Defined: locally witnin Calculation complexType; see XML source
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: FxFixingDate Content: complex, 1 attribute, 8 elements Defined: locally witnin NonDeliverableSettlement complexType; see XML source
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: AdjustableDates Content: complex, 1 attribute, 3 elements Defined: locally witnin NonDeliverableSettlement complexType; see XML source
fxLinkedNotionalAmount	The amount that a cashflow will accrue interest on. Type: FxLinkedNotionalAmount Content: complex, 4 elements Defined: locally witnin CalculationPeriod complexType; see XML source
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: FxLinkedNotionalSchedule Content: complex, 6 elements Defined: locally witnin Calculation complexType; see XML source
fxSpotRateSource (in fxLinkedNotionalSchedule)	The information source and time at which the spot currency exchange rate will be observed. Type: FxSpotRateSource Content: complex, 3 elements Defined: locally witnin FxLinkedNotionalSchedule complexType; see XML source
indexSource	The reference source such as Reuters or Bloomberg. Type: RateSourcePage Content: simple, 1 attribute Defined: locally witnin InflationRateCalculation complexType; see XML source
indexTenor (in fra)	The ISDA Designated Maturity, i.e. the tenor of the floating rate. Type: Period Content: complex, 1 attribute, 2 elements Defined: locally witnin Fra complexType; see XML source
inflationLag	an offsetting period from the payment date which determines the reference period for which the inflation index is onserved. Type: Offset Content: complex, 1 attribute, 3 elements Defined: locally witnin InflationRateCalculation complexType; see XML source
inflationRateCalculation	An inflation rate calculation definition. Type: InflationRateCalculation Content: complex, 1 attribute, 17 elements Subst.Gr: may substitute for element rateCalculation Defined: globally; see XML source Used: never
initialFee	An initial fee for the cancelable option. Type: SimplePayment Content: complex, 1 attribute, 6 elements Defined: locally witnin CancelableProvision complexType; see XML source
initialFixingDate (in resetDates)	Type: RelativeDateOffset Content: complex, 1 attribute, 8 elements Defined: locally witnin ResetDates complexType; see XML source
initialIndexLevel	initial known index level for the first calculation period. Type: xsd:decimal Content: simple Defined: locally witnin InflationRateCalculation complexType; see XML source
initialStub (in stubCalculationPeriodAmount)	Specifies how the initial stub amount is calculated. Type: StubValue Content: complex, 3 elements Defined: locally witnin StubCalculationPeriodAmount complexType; see XML source
initialValue (in fxLinkedNotionalSchedule)	The initial currency amount for the varying notional. Type: xsd:decimal Content: simple Defined: locally witnin FxLinkedNotionalSchedule complexType; see XML source
interpolationMethod (in inflationRateCalculation)	The method used when calculating the Inflation Index Level from multiple points - the most common is Linear. Type: InterpolationMethod Content: simple, 1 attribute Defined: locally witnin InflationRateCalculation complexType; see XML source
knownAmountSchedule	The known calculation period amount or a known amount schedule expressed as explicit known amounts and dates. Type: AmountSchedule Content: complex, 1 attribute, 3 elements Defined: locally witnin CalculationPeriodAmount complexType; see XML source
lastNotionalStepDate	Effective date of the last change in notional (i.e. a calculation period start date). Type: xsd:date Content: simple Defined: locally witnin NotionalStepRule complexType; see XML source
lastRegularPaymentDate (in paymentDates defined in InterestRateStream complexType)	The last regular unadjusted payment date. Type: xsd:date Content: simple Defined: locally witnin PaymentDates complexType; see XML source
lastRegularPeriodEndDate	The end date of the regular part of the calculation period schedule. Type: xsd:date Content: simple Defined: locally witnin CalculationPeriodDates complexType; see XML source
mainPublication	The current main publication source such as relevant web site or a government body. Type: MainPublication Content: simple, 1 attribute Defined: locally witnin InflationRateCalculation complexType; see XML source
mandatoryEarlyTermination (defined in MandatoryEarlyTermination.model group)	A mandatory early termination provision to terminate the swap at fair value. Type: MandatoryEarlyTermination Content: complex, 1 attribute, 4 elements Defined: locally witnin MandatoryEarlyTermination.model group; see XML source
mandatoryEarlyTermination (defined in MandatoryEarlyTermination.model group)	A mandatory early termination provision to terminate the swap at fair value. Type: MandatoryEarlyTermination Content: complex, 1 attribute, 4 elements Defined: locally witnin MandatoryEarlyTermination.model group; see XML source
mandatoryEarlyTerminationAdjustedDates	The adjusted dates associated with a mandatory early termination provision. Type: MandatoryEarlyTerminationAdjustedDates Content: complex, 3 elements Defined: locally witnin MandatoryEarlyTermination complexType; see XML source
mandatoryEarlyTerminationDate	The early termination date associated with a mandatory early termination of a swap. Type: AdjustableDate Content: complex, 1 attribute, 3 elements Defined: locally witnin MandatoryEarlyTermination complexType; see XML source
mandatoryEarlyTerminationDateTenor	Period after trade date of the mandatory early termination date. Type: Period Content: complex, 1 attribute, 2 elements Defined: locally witnin MandatoryEarlyTermination.model group; see XML source
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: locally witnin ValuationPostponement complexType; see XML source
nonDeliverableSettlement (in settlementProvision)	The specification of the non-deliverable settlement provision. Type: NonDeliverableSettlement Content: complex, 5 elements Defined: locally witnin SettlementProvision complexType; see XML source
notional (in fra)	The notional amount. Type: Money Content: complex, 1 attribute, 2 elements Defined: locally witnin Fra complexType; see XML source
notionalAmount (in calculationPeriod)	The amount that a cashflow will accrue interest on. Type: xsd:decimal Content: simple Defined: locally witnin CalculationPeriod complexType; see XML source
notionalAmount (in fxLinkedNotionalAmount)	The calculation period notional amount. Type: xsd:decimal Content: simple Defined: locally witnin FxLinkedNotionalAmount complexType; see XML source
notionalSchedule	The notional amount or notional amount schedule. Type: Notional Content: complex, 1 attribute, 2 elements Defined: locally witnin Calculation complexType; see XML source
notionalStepAmount	The explicit amount that the notional changes on each step date. Type: xsd:decimal Content: simple Defined: locally witnin NotionalStepRule complexType; see XML source
notionalStepParameters	A parametric representation of the notional step schedule, i.e. parameters used to generate the notional schedule. Type: NotionalStepRule Content: complex, 7 elements Defined: locally witnin Notional complexType; see XML source
notionalStepRate	The percentage amount by which the notional changes on each step date. Type: xsd:decimal Content: simple Defined: locally witnin NotionalStepRule complexType; see XML source
notionalStepSchedule	The notional amount or notional amount schedule expressed as explicit outstanding notional amounts and dates. Type: NonNegativeAmountSchedule Content: complex, 1 attribute, 3 elements Defined: locally witnin Notional complexType; see XML source
observedFxSpotRate	The actual observed fx spot rate. Type: xsd:decimal Content: simple Defined: locally witnin FxLinkedNotionalAmount complexType; see XML source
optionalEarlyTermination (defined in OptionalEarlyTermination.model group)	An option for either or both parties to terminate the swap at fair value. Type: OptionalEarlyTermination Content: complex, 7 elements Defined: locally witnin OptionalEarlyTermination.model group; see XML source
optionalEarlyTermination (defined in OptionalEarlyTermination.model group)	An option for either or both parties to terminate the swap at fair value. Type: OptionalEarlyTermination Content: complex, 7 elements Defined: locally witnin OptionalEarlyTermination.model group; see XML source
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: OptionalEarlyTerminationAdjustedDates Content: complex, 1 element Defined: locally witnin OptionalEarlyTermination complexType; see XML source
optionalEarlyTerminationParameters	Definition of the first early termination date and the frequency of the termination dates subsequent to that. Type: ExercisePeriod Content: complex, 1 attribute, 2 elements Defined: locally witnin OptionalEarlyTermination.model group; see XML source
parYieldCurveAdjustedMethod	An ISDA defined cash settlement method used for the determination of the applicable cash settlement amount. Type: YieldCurveMethod Content: complex, 2 elements Defined: locally witnin CashSettlement complexType; see XML source
parYieldCurveUnadjustedMethod	An ISDA defined cash settlement method used for the determination of the applicable cash settlement amount. Type: YieldCurveMethod Content: complex, 2 elements Defined: locally witnin CashSettlement complexType; see XML source
payment (in bulletPayment)	A known payment between two parties. Type: Payment Content: complex, 2 attributes, 10 elements Defined: locally witnin BulletPayment complexType; see XML source
paymentCalculationPeriod	The adjusted payment date and associated calculation period parameters required to calculate the actual or projected payment amount. Type: PaymentCalculationPeriod Content: complex, 2 attributes, 7 elements Defined: locally witnin Cashflows complexType; see XML source
paymentDate (in fra)	The payment date. Type: AdjustableDate Content: complex, 1 attribute, 3 elements Defined: locally witnin Fra complexType; see XML source
paymentDates (defined in InterestRateStream complexType)	The payment dates schedule. Type: PaymentDates Content: complex, 1 attribute, 9 elements Defined: locally witnin InterestRateStream complexType; see XML source
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: BusinessDayAdjustments Content: complex, 1 attribute, 3 elements Defined: locally witnin PaymentDates complexType; see XML source
paymentDatesReference	A set of href pointers to payment dates defined somewhere else in the document. Type: PaymentDatesReference Content: empty, 1 attribute Defined: locally witnin DateRelativeToPaymentDates complexType; see XML source
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: Offset Content: complex, 1 attribute, 3 elements Defined: locally witnin PaymentDates complexType; see XML source
paymentFrequency (in paymentDates defined in InterestRateStream complexType)	The frequency at which regular payment dates occur. Type: Frequency Content: complex, 1 attribute, 2 elements Defined: locally witnin PaymentDates complexType; see XML source
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: PayRelativeToEnum Content: simple Defined: locally witnin PaymentDates complexType; see XML source
physicalSettlement (in swaption)	If specified, this defines physical settlement terms which apply to the transaction. Type: SwaptionPhysicalSettlement Content: complex, 1 element Defined: locally witnin Swaption complexType; see XML source
premium (in capFloor)	The option premium amount payable by buyer to seller on the specified payment date. Type: Payment Content: complex, 2 attributes, 10 elements Defined: locally witnin CapFloor complexType; see XML source
premium (in swaption)	The option premium amount payable by buyer to seller on the specified payment date. Type: Payment Content: complex, 2 attributes, 10 elements Defined: locally witnin Swaption complexType; see XML source
presentValueAmount (in paymentCalculationPeriod)	A monetary amount representing the present value of the forecast payment. Type: Money Content: complex, 1 attribute, 2 elements Defined: locally witnin PaymentCalculationPeriod complexType; see XML source
presentValuePrincipalExchangeAmount	The amount representing the present value of the principal exchange. Type: Money Content: complex, 1 attribute, 2 elements Defined: locally witnin PrincipalExchange complexType; see XML source
priceSourceDisruption	A type defining the parameters to get a new quote when a settlement rate option is disrupted. Type: PriceSourceDisruption Content: complex, 1 element Defined: locally witnin NonDeliverableSettlement complexType; see XML source
principalExchange	The initial, intermediate and final principal exchange amounts. Type: PrincipalExchange Content: complex, 1 attribute, 5 elements Defined: locally witnin Cashflows complexType; see XML source
principalExchangeAmount (in principalExchange)	The principal exchange amount. Type: xsd:decimal Content: simple Defined: locally witnin PrincipalExchange complexType; see XML source
principalExchanges (defined in InterestRateStream complexType)	The true/false flags indicating whether initial, intermediate or final exchanges of principal should occur. Type: PrincipalExchanges Content: complex, 1 attribute, 3 elements Defined: locally witnin InterestRateStream complexType; see XML source
quotationRateType (defined in CashPriceMethod complexType)	Which rate quote is to be observed, either Bid, Mid, Offer or Exercising Party Pays. Type: QuotationRateTypeEnum Content: simple Defined: locally witnin CashPriceMethod complexType; see XML source
quotationRateType (defined in YieldCurveMethod complexType)	Which rate quote is to be observed, either Bid, Mid, Offer or Exercising Party Pays. Type: QuotationRateTypeEnum Content: simple Defined: locally witnin YieldCurveMethod complexType; see XML source
quotationRateType (in crossCurrencyMethod)	Which rate quote is to be observed, either Bid, Mid, Offer or Exercising Party Pays. Type: QuotationRateTypeEnum Content: simple Defined: locally witnin CrossCurrencyMethod complexType; see XML source
rateCalculation	The base element for the floating rate calculation definitions. Type: Rate Content: empty, 1 attribute Abstract: (may not be used directly in instance XML documents) Subst.Gr: may be substituted with 2 elements Defined: globally; see XML source Used: at 3 locations
rateCutOffDaysOffset	Specifies the number of business days before the period end date when the rate cut-off date is assumed to apply. Type: Offset Content: complex, 1 attribute, 3 elements Defined: locally witnin ResetDates complexType; see XML source
rateObservation (in floatingRateDefinition)	The details of a particular rate observation, including the fixing date and observed rate. Type: RateObservation Content: complex, 1 attribute, 8 elements Defined: locally witnin FloatingRateDefinition complexType; see XML source
referenceCurrency (in nonDeliverableSettlement in settlementProvision)	The currency in which the swap stream is denominated. Type: Currency Content: simple, 1 attribute Defined: locally witnin NonDeliverableSettlement complexType; see XML source
relativeDate (in cashSettlementPaymentDate)	A date specified as some offset to another date (the anchor date). Type: RelativeDateOffset Content: complex, 1 attribute, 8 elements Defined: locally witnin CashSettlementPaymentDate complexType; see XML source
relativeEffectiveDate	Defines the effective date. Type: AdjustedRelativeDateOffset Content: complex, 1 attribute, 9 elements Defined: locally witnin CalculationPeriodDates complexType; see XML source
relativeTerminationDate	The term/maturity of the swap, express as a tenor (typically in years). Type: RelativeDateOffset Content: complex, 1 attribute, 8 elements Defined: locally witnin CalculationPeriodDates complexType; see XML source
relevantUnderlyingDateReference	Reference to the unadjusted cancellation effective dates. Type: RelevantUnderlyingDateReference Content: empty, 1 attribute Defined: locally witnin FinalCalculationPeriodDateAdjustment complexType; see XML source
resetDate (in fxLinkedNotionalAmount)	Type: xsd:date Content: simple Defined: locally witnin FxLinkedNotionalAmount complexType; see XML source
resetDates	The reset dates schedule. Type: ResetDates Content: complex, 1 attribute, 7 elements Defined: locally witnin InterestRateStream complexType; see XML source
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: BusinessDayAdjustments Content: complex, 1 attribute, 3 elements Defined: locally witnin ResetDates complexType; see XML source
resetDatesReference	A pointer style reference to the associated reset dates component defined elsewhere in the document. Type: ResetDatesReference Content: empty, 1 attribute Defined: locally witnin PaymentDates complexType; see XML source
resetFrequency (in resetDates)	The frequency at which reset dates occur. Type: ResetFrequency Content: complex, 1 attribute, 3 elements Defined: locally witnin ResetDates complexType; see XML source
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: ResetRelativeToEnum Content: simple Defined: locally witnin ResetDates complexType; see XML source
settlementCurrency (in settlementProvision)	The currency that stream settles in (to support swaps that settle in a currency different from the notional currency). Type: Currency Content: simple, 1 attribute Defined: locally witnin SettlementProvision complexType; see XML source
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: SettlementProvision Content: complex, 2 elements Defined: locally witnin InterestRateStream complexType; see XML source
settlementRateOption	The rate source for the conversion to the settlement currency. Type: SettlementRateOption Content: simple, 1 attribute Defined: locally witnin NonDeliverableSettlement complexType; see XML source
settlementRateSource	The method for obtaining a settlement rate. Type: SettlementRateSource Content: complex, 2 elements Defined: locally witnin YieldCurveMethod complexType; see XML source
singlePartyOption	If optional early termination is not available to both parties then this component specifies the buyer and seller of the option. Type: SinglePartyOption Content: complex, 4 elements Defined: locally witnin OptionalEarlyTermination complexType; see XML source
spread (in floatingRateDefinition)	The ISDA Spread, if any, which applies for the calculation period. Type: xsd:decimal Content: simple Defined: locally witnin FloatingRateDefinition complexType; see XML source
stepFrequency	The frequency at which the step changes occur. Type: Period Content: complex, 1 attribute, 2 elements Defined: locally witnin NotionalStepRule complexType; see XML source
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: StepRelativeToEnum Content: simple Defined: locally witnin NotionalStepRule complexType; see XML source
stubCalculationPeriodAmount	The stub calculation period amount parameters. Type: StubCalculationPeriodAmount Content: complex, 4 elements Defined: locally witnin InterestRateStream complexType; see XML source
stubPeriodType	Method to allocate any irregular period remaining after regular periods have been allocated between the effective and termination date. Type: StubPeriodTypeEnum Content: simple Defined: locally witnin CalculationPeriodDates complexType; see XML source
swap	A swap product definition. Type: Swap Content: complex, 1 attribute, 12 elements Subst.Gr: may substitute for element product Defined: globally; see XML source Used: never
swap (in swaption)	Type: Swap Content: complex, 1 attribute, 12 elements Defined: locally witnin Swaption complexType; see XML source
swapStream	The swap streams. Type: InterestRateStream Content: complex, 1 attribute, 13 elements Defined: locally witnin Swap complexType; see XML source
swapStreamReference	Reference to the leg, where date adjustments may apply. Type: InterestRateStreamReference Content: empty, 1 attribute Defined: locally witnin FinalCalculationPeriodDateAdjustment complexType; see XML source
swaption	A swaption product definition. Type: Swaption Content: complex, 1 attribute, 19 elements Subst.Gr: may substitute for element product Defined: globally; see XML source Used: never
swaptionAdjustedDates	The adjusted dates associated with swaption exercise. Type: SwaptionAdjustedDates Content: complex, 1 element Defined: locally witnin Swaption complexType; see XML source
swaptionStraddle	Whether the option is a swaption or a swaption straddle. Type: xsd:boolean Content: simple Defined: locally witnin Swaption complexType; see XML source
terminationDate (in calculationPeriodDates)	The last day of the term of the trade. Type: AdjustableDate Content: complex, 1 attribute, 3 elements Defined: locally witnin CalculationPeriodDates complexType; see XML source
unadjustedEndDate (in calculationPeriod)	Type: xsd:date Content: simple Defined: locally witnin CalculationPeriod complexType; see XML source
unadjustedPaymentDate	Type: xsd:date Content: simple Defined: locally witnin PaymentCalculationPeriod complexType; see XML source
unadjustedPrincipalExchangeDate	Type: xsd:date Content: simple Defined: locally witnin PrincipalExchange complexType; see XML source
unadjustedStartDate (in calculationPeriod)	Type: xsd:date Content: simple Defined: locally witnin CalculationPeriod complexType; see XML source
valuationDatesReference	A pointer style reference to the associated valuation dates component defined elsewhere in the document. Type: ValuationDatesReference Content: empty, 1 attribute Defined: locally witnin PaymentDates complexType; see XML source
valuationPostponement	Specifies how long to wait to get a quote from a settlement rate option upon a price source disruption Type: ValuationPostponement Content: complex, 1 element Defined: locally witnin FallbackReferencePrice complexType; see XML source
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: Currency Content: simple, 1 attribute Defined: locally witnin FxLinkedNotionalSchedule complexType; see XML source
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: RelativeDateOffset Content: complex, 1 attribute, 8 elements Defined: locally witnin FxLinkedNotionalSchedule complexType; see XML source
varyingNotionalInterimExchangePaymentDates	The dates on which interim exchanges of notional are paid. Type: RelativeDateOffset Content: complex, 1 attribute, 8 elements Defined: locally witnin FxLinkedNotionalSchedule complexType; see XML source
zeroCouponYieldAdjustedMethod	An ISDA defined cash settlement method used for the determination of the applicable cash settlement amount. Type: YieldCurveMethod Content: complex, 2 elements Defined: locally witnin CashSettlement complexType; see XML source