| All Element Summary |
| account |
Optional account information used to precisely define the origination and destination of financial instruments.
Type: |
|
Content: |
complex, 1 attribute, 4 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: |
|
|
| accruedInterest |
Accrued interest on the dividend or coupon payment.
Type: |
|
Content: |
complex, 1 attribute, 2 elements |
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: |
|
|
| 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: |
|
|
| 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: |
never |
|
| 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 Swap complexType) |
Additional payments between the principal parties.
Type: |
|
Content: |
complex, 2 attributes, 2 elements |
Defined: |
|
|
| additionalPayment (in capFloor) |
Additional payments between the principal parties.
Type: |
|
Content: |
complex, 2 attributes, 2 elements |
Defined: |
|
|
| additionalPayment (in correlationSwap) |
Specifies additional payment(s) between the principal parties to the netted swap.
Type: |
|
Content: |
complex, 1 attribute, 2 elements |
Defined: |
|
|
| additionalPayment (in returnSwap) |
Specifies additional payment(s) between the principal parties to the trade.
Type: |
|
Content: |
complex, 1 attribute, 3 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: |
|
|
| 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, 1 element |
Defined: |
|
|
| adjustableDate (in startingDate) |
Date from which early termination clause can be exercised.
Type: |
|
Content: |
complex, 1 attribute, 1 element |
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, 1 element |
Defined: |
|
|
| adjustableDates (defined in AdjustableDatesOrRelativeDateOffset complexType) |
A series of adjustable dates
Type: |
|
Content: |
complex, 1 attribute, 1 element |
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, 1 element |
Defined: |
|
|
| adjustablePaymentDate |
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 (defined in ExerciseEvent complexType) |
The date on which the cash settlement amount is paid.
Type: |
xsd:date |
Content: |
simple |
Defined: |
|
|
| adjustedCashSettlementPaymentDate (defined in MandatoryEarlyTerminationAdjustedDates complexType) |
The date on which the cash settlement amount is paid.
Type: |
xsd:date |
Content: |
simple |
Defined: |
|
|
| adjustedCashSettlementValuationDate (defined in ExerciseEvent complexType) |
The date by which the cash settlement amount must be agreed.
Type: |
xsd:date |
Content: |
simple |
Defined: |
|
|
| adjustedCashSettlementValuationDate (defined in MandatoryEarlyTerminationAdjustedDates complexType) |
The date by which the cash settlement amount must be agreed.
Type: |
xsd:date |
Content: |
simple |
Defined: |
|
|
| adjustedDate |
The date once the adjustment has been performed.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| adjustedEarlyTerminationDate |
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: |
|
|
| adjustedExerciseDate (defined in ExerciseEvent complexType) |
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 |
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: |
|
|
| 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: |
|
|
| adjustedTerminationDate |
The end date of the calculation period.
Type: |
xsd:date |
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: |
|
|
| 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, 9 elements |
Defined: |
|
|
| allocationStatus (in partyTradeInformation) |
Specifies whether the trade is anticipated to be allocated, has been allocated, or will not be allocated.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| allocationStatus (in tradeInformation) |
Specifies whether the trade is anticipated to be allocated, has been allocated, or will not be allocated.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| allocationTradeId |
Unique ID for the allocation.
Type: |
|
Content: |
complex, 1 attribute, 5 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, 2 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, 2 elements |
Defined: |
|
|
| americanExercise (in fxOption) |
The parameters for defining the exercise period for an American style option.
Type: |
|
Content: |
complex, 1 attribute, 3 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 VarianceLeg complexType) |
Specifies, in relation to each Equity Payment Date, the amount to which the Equity Payment Date relates.
Type: |
|
Content: |
complex, 3 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, 3 elements |
Defined: |
|
|
| amount (in paymentAmount defined in PositivePayment complexType) |
The positive 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, 6 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 (in restructuring in creditEvents) |
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 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: |
|
|
| 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 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: |
empty |
Defined: |
|
|
| automaticExercise (in exerciseProcedure) |
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: |
|
|
| averageDailyTradingVolume |
The average amount of individual securities traded in a day or over a specified amount of time.
Type: |
|
Content: |
complex, 2 elements |
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: |
|
|
| bankruptcy |
Type: |
|
Content: |
empty |
Subst.Gr: |
|
Defined: |
|
Used: |
never |
|
| 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: |
|
|
| basePath |
XPath to the element in the base object.
Type: |
xsd:string |
Content: |
simple |
Defined: |
|
|
| baseValue |
The value of the element in the base object.
Type: |
xsd:string |
Content: |
simple |
Defined: |
|
|
| basket |
Defines the underlying asset when it is a basket.
Type: |
|
Content: |
complex, 1 attribute, 6 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, 6 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, 5 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 |
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, 6 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: |
|
|
| bond |
Identifies the underlying asset when it is a series or a class of bonds.
Type: |
|
Content: |
complex, 1 attribute, 15 elements |
Subst.Gr: |
|
Defined: |
|
Used: |
|
|
| bondOption |
A component describing a Bond Option product.
Type: |
|
Content: |
complex, 1 attribute, 16 elements |
Subst.Gr: |
|
Defined: |
|
Used: |
never |
|
| borrower |
Type: |
|
Content: |
complex, 1 attribute, 2 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: |
|
|
| brokerConfirmationType |
The type of broker confirmation executed between the parties.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| bullionPhysicalLeg |
The physical leg of a Commodity Forward Transaction for which the underlyer is Bullion.
Type: |
|
Content: |
complex, 1 attribute, 4 elements |
Subst.Gr: |
|
Defined: |
|
Used: |
never |
|
| bullionType |
The type of Bullion underlying a Bullion Transaction.
Type: |
|
Content: |
simple |
Defined: |
|
|
| businessCalendar |
Identifies a commodity business day calendar.
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: |
|
|
| 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: |
|
|
| businessDayConvention (defined in BusinessDateRange 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 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: |
|
|
| 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 (defined in RelatedBusinessUnit complexType) |
The unit that is related to this.
Type: |
|
Content: |
empty, 1 attribute |
Defined: |
|
|
| businessUnitReference (in person) |
The unit for which the indvidual works.
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: |
|
|
| buyerHub |
The hub code of the gas buyer.
Type: |
|
Content: |
complex, 2 elements |
Defined: |
|
|
| calculation (in calculationPeriodAmount) |
The parameters used in the calculation of fixed or floaring rate calculation period amounts.
Type: |
|
Content: |
complex, 5 elements |
Defined: |
|
|
| calculation (in floatingLeg) |
Defines details relevant to the calculation of the floating price.
Type: |
|
Content: |
complex, 4 elements |
Defined: |
|
|
| calculationAgent |
The ISDA calculation agent responsible for performing duties as defined in the applicable product definitions.
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: |
|
|
| 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 |
The notional amount of protection coverage.
Type: |
|
Content: |
complex, 1 attribute, 2 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, 2 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, 2 elements |
Defined: |
|
|
| calculationEndDate |
Type: |
|
Content: |
complex, 1 attribute, 2 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, 2 elements |
Defined: |
|
|
| calculationPeriodDatesAdjustments |
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 |
A pointer style reference to the associated calculation period dates component defined elsewhere in the document.
Type: |
|
Content: |
empty, 1 attribute |
Defined: |
|
|
| calculationPeriodFrequency |
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 |
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: |
|
|
| calculationStartDate |
Type: |
|
Content: |
complex, 1 attribute, 2 elements |
Defined: |
|
|
| callCurrencyAmount |
The currency amount that the option gives the right to buy.
Type: |
|
Content: |
complex, 1 attribute, 2 elements |
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, 2 elements |
Defined: |
|
|
| capFloor |
A cap, floor or cap floor structures product definition.
Type: |
|
Content: |
complex, 1 attribute, 9 elements |
Subst.Gr: |
|
Defined: |
|
Used: |
never |
|
| capFloorStraddle |
This element is applicable in Transparency view (only) if both a capRateSchedule and a floorRateSchedule are set.
Type: |
xsd:boolean |
Content: |
simple |
Defined: |
|
|
| capFloorStream |
Type: |
|
Content: |
complex, 1 attribute, 5 elements |
Defined: |
|
|
| capRateSchedule |
The cap rate or cap rate schedule, if any, which applies to the floating rate.
Type: |
|
Content: |
complex, 1 attribute, 3 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: |
|
|
| 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: |
|
|
| cashSettlement (defined in OptionExercise complexType) |
Type: |
|
Content: |
complex, 1 attribute, 2 elements |
Defined: |
|
|
| cashSettlement (in amount in returnLeg) |
If true, then cash settlement is applicable.
Type: |
xsd:boolean |
Content: |
simple |
Defined: |
|
|
| cashSettlementReferenceBanks |
A container for a set of reference institutions.
Type: |
|
Content: |
complex, 1 attribute, 1 element |
Defined: |
|
|
| category |
The category or type of the notification message, e.g. availability, product coverage, rules, etc.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| changeEvent |
Abstract substitutable place holder for specific change details.
Type: |
|
Content: |
complex, 1 element |
Subst.Gr: |
|
Defined: |
|
Used: |
|
|
| 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: |
|
|
| clearingStatus (in partyTradeInformation) |
Describes the status with respect to clearing (e.g.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| clearingStatus (in tradeInformation) |
Describes the status with respect to clearing (e.g.
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, 2 elements |
Defined: |
|
|
| coalPhysicalLeg |
Physically settled coal leg.
Type: |
|
Content: |
complex, 1 attribute, 3 elements |
Subst.Gr: |
|
Defined: |
|
Used: |
never |
|
| collateral |
The sum that must be posted upfront to collateralize against counterparty credit risk.
Type: |
|
Content: |
complex, 1 element |
Defined: |
|
|
| collateralizationType (in partyTradeInformation) |
Specifies whether this party posts collateral.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| collateralizationType (in tradeInformation) |
Specifies whether this party posts collateral.
Type: |
|
Content: |
simple, 1 attribute |
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 in fxOption) |
The earliest date on which the option can be exercised.
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: |
|
|
| commencementDate (in exercisePeriod) |
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, 4 elements |
Subst.Gr: |
|
Defined: |
|
Used: |
never |
|
| commodity (in commodityOption) |
Specifies the underlying component.
Type: |
|
Content: |
complex, 1 attribute, 4 elements |
Defined: |
|
|
| commodity (in floatingLeg) |
Specifies the underlying instrument.
Type: |
|
Content: |
complex, 1 attribute, 4 elements |
Defined: |
|
|
| commodityBase |
A coding scheme value to identify the base type of the commodity being traded.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| commodityForward |
Defines a commodity forward product.
Type: |
|
Content: |
complex, 1 attribute, 8 elements |
Subst.Gr: |
|
Defined: |
|
Used: |
never |
|
| 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, 15 elements |
Subst.Gr: |
|
Defined: |
|
Used: |
never |
|
| commoditySwap |
Defines a commodity swap product.
Type: |
|
Content: |
complex, 1 attribute, 8 elements |
Subst.Gr: |
|
Defined: |
|
Used: |
never |
|
| commoditySwap (in commoditySwaption) |
The underlying commodity swap definiton.
Type: |
|
Content: |
complex, 3 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, 9 elements |
Subst.Gr: |
|
Defined: |
|
Used: |
never |
|
| 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: |
|
|
| compounding |
Defines compounding rates on the Interest Leg.
Type: |
|
Content: |
complex, 4 elements |
Defined: |
|
|
| compoundingDates |
Defines the compounding dates.
Type: |
|
Content: |
complex, 1 attribute, 2 elements |
Defined: |
|
|
| compoundingMethod (defined in InterestAccrualsCompoundingMethod complexType) |
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) |
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: |
|
|
| confirmationMethod (in partyTradeInformation) |
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: |
|
|
| confirmationMethod (in tradeInformation) |
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: |
|
|
| 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: |
|
|
| 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: |
|
|
| contractReference |
Specifies the contract that can be referenced, besides the undelyer type.
Type: |
xsd:string |
Content: |
simple |
Defined: |
|
|
| convertibleBond |
Identifies the underlying asset when it is a convertible bond.
Type: |
|
Content: |
complex, 1 attribute, 17 elements |
Subst.Gr: |
|
Defined: |
|
Used: |
|
|
| 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, 10 elements |
Defined: |
|
|
| correlationStrikePrice |
Correlation Strike Price.
Type: |
|
Content: |
simple |
Defined: |
|
|
| correlationSwap |
Specifies the structure of a correlation swap.
Type: |
|
Content: |
complex, 1 attribute, 7 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 |
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: |
|
|
| 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: |
|
|
| 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, 8 elements |
Subst.Gr: |
|
Defined: |
|
Used: |
never |
|
| creditDefaultSwap (in creditDefaultSwapOption) |
Type: |
|
Content: |
complex, 3 elements |
Defined: |
|
|
| creditDefaultSwapOption |
An option on a credit default swap.
Type: |
|
Content: |
complex, 1 attribute, 15 elements |
Subst.Gr: |
|
Defined: |
|
Used: |
never |
|
| 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 (defined in CreditDerivativesNotices complexType) |
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, 8 elements |
Defined: |
|
Used: |
never |
|
| creditEventDate |
Type: |
xsd:date |
Content: |
simple |
Defined: |
|
|
| creditEventException |
Type: |
|
Content: |
complex, 3 attributes, 6 elements |
Defined: |
|
Used: |
never |
|
| creditEventNotice |
A global element used to hold CENs.
Type: |
|
Content: |
complex, 8 elements |
Defined: |
|
Used: |
never |
|
| 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, 8 elements |
Defined: |
|
Used: |
never |
|
| creditEventNotificationRetracted |
A message retracting a previous credit event notification.
Type: |
|
Content: |
complex, 3 attributes, 7 elements |
Defined: |
|
Used: |
never |
|
| creditEvents |
This element contains all the ISDA terms relating to credit events.
Type: |
|
Content: |
complex, 1 attribute, 1 element |
Defined: |
|
|
| creditRating |
The party's credit rating.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| creditSupportAgreement |
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: |
|
|
| 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 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 DualCurrencyFeature complexType) |
The currency in which the principal and interest will be repaid.
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 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 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 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 |
The code by which the expiry time is known in the market.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| cycle |
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, 5 elements |
Defined: |
|
Used: |
never |
|
| date (defined in OptionExpiry 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 bermudaExerciseDates in equityBermudaExercise) |
Type: |
xsd:date |
Content: |
simple |
Defined: |
|
|
| date (in creditSupportAgreement) |
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 (in implementationSpecification) |
Type: |
xsd:date |
Content: |
simple |
Defined: |
|
|
| date (in optionExpiry) |
Type: |
xsd:date |
Content: |
simple |
Defined: |
|
|
| date (in tradeMaturity) |
Type: |
xsd:date |
Content: |
simple |
Defined: |
|
|
| dateAdjustments |
Date adjustments for all unadjusted dates in this dividend period.
Type: |
|
Content: |
complex, 1 attribute, 3 elements |
Defined: |
|
|
| dateOffset |
Type: |
|
Content: |
complex, 1 attribute, 3 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: |
|
|
| dateTime |
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: |
|
|
| dayDistribution |
The method by which the pricing days are distributed across the pricing period.
Type: |
|
Content: |
simple, 1 attribute |
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 |
The type of day on which pricing occurs.
Type: |
|
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: |
|
|
| 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: |
|
|
| deliverableByBarge |
Whether or not the delivery can go to barge.
Type: |
xsd:boolean |
Content: |
simple |
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, 3 elements |
Defined: |
|
|
| deliveryConditions (in electricityPhysicalLeg) |
The physical delivery conditions for the transaction.
Type: |
|
Content: |
complex, 3 elements |
Defined: |
|
|
| deliveryConditions (in gasPhysicalLeg) |
The physical delivery conditions for the transaction.
Type: |
|
Content: |
complex, 4 elements |
Defined: |
|
|
| deliveryConditions (in oilPhysicalLeg) |
The physical delivery conditions for the transaction.
Type: |
|
Content: |
complex, 2 elements |
Defined: |
|
|
| deliveryDates |
The Delivery Date is a NearbyMonth, for use when the Commodity Transaction references Futures Contract.
Type: |
|
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: |
|
|
| 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, 1 element |
Defined: |
|
|
| deliveryQuantity (in electricityPhysicalLeg) |
The different options for specifying the quantity.
Type: |
|
Content: |
complex, 1 attribute, 1 element |
Defined: |
|
|
| deliveryQuantity (in gasPhysicalLeg) |
The different options for specifying the quantity.
Type: |
|
Content: |
complex, 1 attribute, 1 element |
Defined: |
|
|
| deliveryQuantity (in oilPhysicalLeg) |
The different options for specifying the quantity.
Type: |
|
Content: |
complex, 1 attribute, 1 element |
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: |
|
|
| deposit |
Identifies a simple underlying asset that is a term deposit.
Type: |
|
Content: |
complex, 1 attribute, 8 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: |
|
|
| 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: |
|
|
| 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: |
|
|
| 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: |
|
|
| discountFactor |
The value representing the discount factor used to calculate the present value of the cash flow.
Type: |
xsd:decimal |
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: |
|
|
| 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: |
|
|
| dividend |
Expected dividend in this period.
Type: |
|
Content: |
complex, 1 attribute, 2 elements |
Defined: |
|
|
| dividendLeg |
Dividend leg.
Type: |
|
Content: |
complex, 1 attribute, 13 elements |
Defined: |
|
|
| dividendPayment |
The next upcoming dividend payment or payments.
Type: |
|
Content: |
complex, 1 attribute, 3 elements |
Defined: |
|
|
| dividendPayout |
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 DividendAdjustment complexType) |
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, 5 elements |
Defined: |
|
|
| dividendSwapTransactionSupplement |
Specifies the structure of the dividend swap transaction supplement.
Type: |
|
Content: |
complex, 1 attribute, 7 elements |
Subst.Gr: |
|
Defined: |
|
Used: |
never |
|
| documentation |
Describes the agreements that define the party relationship.
Type: |
|
Content: |
complex, 3 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: |
|
|
| 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: |
|
|
| 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, 3 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, 3 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 DeClear complexType) |
Type: |
xsd:date |
Content: |
simple |
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, 1 element |
Defined: |
|
|
| effectiveDate (defined in GenericProduct complexType) |
The earliest of all the effective dates of all constituent streams.
Type: |
|
Content: |
complex, 1 attribute, 1 element |
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, 1 element |
Defined: |
|
|
| effectiveDate (in commodityOption) |
The effective date of the Commodity Option Transaction.
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: |
|
|
| 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: |
|
|
| electricity |
The specification of the electricity to be delivered.
Type: |
|
Content: |
complex, 1 element |
Defined: |
|
|
| electricityPhysicalLeg |
Physically settled electricity leg.
Type: |
|
Content: |
complex, 1 attribute, 4 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: |
|
|
| endDate |
Date on which this period ends.
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 (in partyTradeInformation) |
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: |
|
|
| endUserException (in tradeInformation) |
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: |
|
|
| entitlementCurrency |
TODO
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| entityId |
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 |
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, 8 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, 7 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, 8 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, 5 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, 5 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, 11 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: |
|
|
| equityOptionTransactionSupplement |
A component describing an Equity Option Transaction Supplement.
Type: |
|
Content: |
complex, 1 attribute, 16 elements |
Subst.Gr: |
|
Defined: |
|
Used: |
never |
|
| equityPremium (defined in EquityOption complexType) |
The equity option premium payable by the buyer to the seller.
Type: |
|
Content: |
complex, 1 attribute, 6 elements |
Defined: |
|
|
| equityPremium (in equityOptionTransactionSupplement) |
The equity option premium payable by the buyer to the seller.
Type: |
|
Content: |
complex, 1 attribute, 6 elements |
Defined: |
|
|
| equityPremium (in varianceOptionTransactionSupplement) |
The variance option premium payable by the buyer to the seller.
Type: |
|
Content: |
complex, 1 attribute, 6 elements |
Defined: |
|
|
| equitySwapTransactionSupplement |
Specifies the structure of the equity swap transaction supplement.
Type: |
|
Content: |
complex, 1 attribute, 9 elements |
Subst.Gr: |
|
Defined: |
|
Used: |
never |
|
| equityValuation |
The parameters for defining when valuation of the underlying takes place.
Type: |
|
Content: |
complex, 1 attribute, 5 elements |
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, 1 element |
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, 1 element |
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, 2 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, 2 elements |
Defined: |
|
|
| eventIdentifier (in publicExecutionReportRetracted) |
Individual parties should only use a single event identifier to identify a retraction.
Type: |
|
Content: |
complex, 1 attribute, 2 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, 6 elements |
Defined: |
|
Used: |
never |
|
| eventStatusResponse |
Type: |
|
Content: |
complex, 3 attributes, 8 elements |
Defined: |
|
Used: |
never |
|
| 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, 2 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, 2 elements |
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: |
|
|
| exchangeRate |
The rate of exchange between the two currencies.
Type: |
|
Content: |
complex, 6 elements |
Defined: |
|
|
| exchangeTradedContractNearest (in rateOfReturn) |
References a Contract on the Exchange.
Type: |
|
Content: |
complex, 1 attribute, 11 elements |
Defined: |
|
|
| exchangeTradedContractNearest (in variance) |
Specification of the exchange traded contract nearest.
Type: |
|
Content: |
complex, 1 attribute, 11 elements |
Defined: |
|
|
| exchangeTradedFund |
Identifies the underlying asset when it is an exchange-traded fund.
Type: |
|
Content: |
complex, 1 attribute, 10 elements |
Subst.Gr: |
|
Defined: |
|
Used: |
never |
|
| 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: |
|
|
| 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 (in novation) |
The date and time at which the change was agreed.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| executionDateTime (in partyTradeInformation) |
Trade execution date time, for example as provided by a central execution facility.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| executionDateTime (in tradeInformation) |
Trade execution date time, for example as provided by a central execution facility.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| executionType (in partyTradeInformation) |
Used to describe how the trade was executed, e.g. via voice or electronically.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| executionType (in tradeInformation) |
Used to describe how the trade was executed, e.g. via voice or electronically.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| executionVenueType (in partyTradeInformation) |
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: |
|
|
| executionVenueType (in tradeInformation) |
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, 2 elements |
Defined: |
|
|
| exerciseDate |
Type: |
xsd:date |
Content: |
simple |
Defined: |
|
|
| exerciseFeeSchedule (in americanExercise) |
The fees associated with an exercise date.
Type: |
|
Content: |
complex, 4 elements |
Defined: |
|
|
| exerciseFeeSchedule (in bermudaExercise) |
The fees associated with an exercise date.
Type: |
|
Content: |
complex, 4 elements |
Defined: |
|
|
| exerciseFrequency (defined in ExercisePeriod complexType) |
The frequency of subsequent exercise dates in the exercise period following the earliest exercise date.
Type: |
|
Content: |
complex, 1 attribute, 2 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: |
|
|
| 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 (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 |
Describes the American exercise periods.
Type: |
|
Content: |
complex, 2 elements |
Defined: |
|
|
| exerciseProcedure |
Type: |
|
Content: |
complex, 2 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: |
|
|
| 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, 1 element |
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) |
The last day within an exercise period for an American style option.
Type: |
|
Content: |
complex, 1 attribute, 2 elements |
Defined: |
|
|
| expirationDate (in exercisePeriod) |
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, 3 elements |
Defined: |
|
|
| expirationDates |
The Expiration Date(s) of an American-style option.
Type: |
|
Content: |
complex, 1 attribute, 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: |
|
|
| 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 (in americanExercise in fxOption) |
The latest date on which the option can be exercised.
Type: |
xsd:date |
Content: |
simple |
Defined: |
|
|
| expiryDate (in europeanExercise in fxOption) |
Represents a standard expiry date as defined for an FX OTC option.
Type: |
xsd:date |
Content: |
simple |
Defined: |
|
|
| expiryTime (defined in QuotationCharacteristics.model group) |
When does the quote cease to be valid.
Type: |
xsd:dateTime |
Content: |
simple |
Defined: |
|
|
| expiryTime (in europeanExercise in fxOption) |
Time at which the option expires on the expiry date.
Type: |
|
Content: |
complex, 2 elements |
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, 4 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: |
|
|
| 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: |
|
|
| failureToPay |
Type: |
|
Content: |
empty |
Subst.Gr: |
|
Defined: |
|
Used: |
never |
|
| fallback |
Disruption fallback that applies to the trade.
Type: |
|
Content: |
simple, 1 attribute |
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 |
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: |
|
|
| farLeg |
The FX transaction with the latest value date.
Type: |
|
Content: |
complex, 1 attribute, 9 elements |
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, 2 elements |
Defined: |
|
|
| feeLeg (in creditDefaultSwap in creditDefaultSwapOption) |
This element contains all the terms relevant to defining the fixed amounts/payments per the applicable ISDA definitions.
Type: |
|
Content: |
complex, 1 attribute, 3 elements |
Defined: |
|
|
| feeLeg (in creditDefaultSwap) |
This element contains all the terms relevant to defining the fixed amounts/payments per the applicable ISDA definitions.
Type: |
|
Content: |
complex, 1 attribute, 3 elements |
Defined: |
|
|
| feePaymentDate (defined in ExerciseFee complexType) |
The date on which exercise fee(s) will be paid.
Type: |
|
Content: |
complex, 1 attribute, 3 elements |
Defined: |
|
|
| feePaymentDate (defined in ExerciseFeeSchedule complexType) |
The date on which exercise fee(s) will be paid.
Type: |
|
Content: |
complex, 1 attribute, 3 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, 1 element |
Defined: |
|
|
| feeTrade |
Indicates the original trade between the transferor and the remaining party.
Type: |
|
Content: |
complex, 1 attribute, 2 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, 6 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: |
|
|
| firm |
Indicates under what condtitions the Parties' delivery obligations apply.
Type: |
|
Content: |
complex, 1 element |
Defined: |
|
|
| firstName |
Given name, such as John or Mary.
Type: |
xsd:normalizedString |
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: |
|
|
| 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, 2 elements |
Defined: |
|
|
| fixedLeg |
Fixed Price Leg.
Type: |
|
Content: |
complex, 1 attribute, 7 elements |
Subst.Gr: |
|
Defined: |
|
Used: |
never |
|
| fixedLeg (in commodityForward) |
The fixed leg of a Commodity Forward Transaction
Type: |
|
Content: |
complex, 1 attribute, 2 elements |
Defined: |
|
|
| fixedLeg (in dividendSwapTransactionSupplement) |
Fixed payment leg.
Type: |
|
Content: |
complex, 1 attribute, 4 elements |
Defined: |
|
|
| fixedPayment |
Fixed payment of a dividend swap, payment date is relative to a dividend period payment date.
Type: |
|
Content: |
complex, 1 attribute, 1 element |
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: |
|
|
| fixedRate (defined in InterestAccrualsMethod complexType) |
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 underlyer defined in GenericProduct complexType) |
The fixed rate or fixed rate schedule expressed as explicit fixed rates and dates.
Type: |
|
Content: |
complex, 1 attribute, 1 element |
Defined: |
|
|
| fixedRateSchedule |
The fixed rate or fixed rate schedule expressed as explicit fixed rates and dates.
Type: |
|
Content: |
complex, 1 attribute, 1 element |
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 (defined in DualCurrencyFeature complexType) |
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: |
|
|
| fixingDates |
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: |
|
|
| fixingTime (defined in DualCurrencyFeature complexType) |
Time at which the option expires on the expiry date.
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: |
|
|
| floatingLeg |
Floating Price leg.
Type: |
|
Content: |
complex, 1 attribute, 4 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, 6 elements |
Defined: |
|
|
| floatingRate (in underlyer defined in GenericProduct complexType) |
A floating rate.
Type: |
|
Content: |
complex, 1 attribute, 6 elements |
Defined: |
|
|
| floatingRateCalculation |
A floating rate calculation definition.
Type: |
|
Content: |
complex, 1 attribute, 6 elements |
Subst.Gr: |
|
Defined: |
|
Used: |
never |
|
| floatingRateCalculation (defined in InterestAccrualsMethod complexType) |
The floating rate calculation definitions
Type: |
|
Content: |
complex, 1 attribute, 6 elements |
Defined: |
|
|
| floatingRateIndex (defined in FloatingRateIndex.model group) |
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| floatingRateIndex (defined in ForecastRateIndex complexType) |
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: |
|
|
| floorRateSchedule |
The floor rate or floor rate schedule, if any, which applies to the floating rate.
Type: |
|
Content: |
complex, 1 attribute, 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 (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: |
|
|
| forecastRate |
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: |
|
|
| 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: |
|
|
| 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: |
|
|
| 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: |
|
|
| fra |
A forward rate agreement product definition.
Type: |
|
Content: |
complex, 1 attribute, 13 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: |
|
|
| 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, 11 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: |
|
|
| fx |
Identifies a simple underlying asset type that is an FX rate.
Type: |
|
Content: |
complex, 1 attribute, 7 elements |
Subst.Gr: |
|
Defined: |
|
Used: |
never |
|
| fxConversion |
Specifies the currency conversion rate that applies to an amount.
Type: |
|
Content: |
complex, 2 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, 2 elements |
Defined: |
|
|
| fxOption |
An FX option transaction definition.
Type: |
|
Content: |
complex, 1 attribute, 15 elements |
Subst.Gr: |
|
Defined: |
|
Used: |
never |
|
| fxRate (defined in Quanto complexType) |
Specifies a currency conversion rate.
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: |
|
|
| fxSingleLeg |
A simple FX spot or forward transaction definition.
Type: |
|
Content: |
complex, 1 attribute, 14 elements |
Subst.Gr: |
|
Defined: |
|
Used: |
never |
|
| fxSpotRateSource (defined in Quanto 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: |
|
|
| fxSwap |
An FX Swap transaction definition.
Type: |
|
Content: |
complex, 1 attribute, 7 elements |
Subst.Gr: |
|
Defined: |
|
Used: |
never |
|
| gas |
The specification of the gas to be delivered.
Type: |
|
Content: |
complex, 1 element |
Defined: |
|
|
| gasPhysicalLeg |
Physically settled natural gas leg.
Type: |
|
Content: |
complex, 1 attribute, 3 elements |
Subst.Gr: |
|
Defined: |
|
Used: |
never |
|
| generalTerms (in creditDefaultSwap in creditDefaultSwapOption) |
This element contains all the data that appears in the section entitled "1.
Type: |
|
Content: |
complex, 5 elements |
Defined: |
|
|
| generalTerms (in creditDefaultSwap) |
This element contains all the data that appears in the section entitled "1.
Type: |
|
Content: |
complex, 5 elements |
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, 15 elements |
Subst.Gr: |
|
Defined: |
|
Used: |
never |
|
| governingLaw |
Identification of the law governing the agreement.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| grade |
The grade of oil product to be delivered.
Type: |
|
Content: |
simple, 1 attribute |
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, 4 elements |
Defined: |
|
|
| grossPrice |
Specifies the price of the underlyer, before commissions.
Type: |
|
Content: |
complex, 3 elements |
Defined: |
|
|
| header (defined in Exception 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: |
|
|
| header (in serviceNotification) |
Type: |
|
Content: |
complex, 10 elements |
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: |
|
|
| 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 PaymentDetails.model group) |
Unique identifier assigned by either party or matching service, as agreed, to a payment.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| identifier (in creditSupportAgreement) |
An identifier used to uniquely identify the CSA
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: |
|
|
| 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: |
|
|
| increase |
Type: |
|
Content: |
complex, 13 elements |
Defined: |
|
|
| independentAmount |
Independent Amount is an amount that usually less creditworthy counterparties are asked to provide.
Type: |
|
Content: |
complex, 1 element |
Defined: |
|
|
| index |
Identifies the underlying asset when it is a financial index.
Type: |
|
Content: |
complex, 1 attribute, 10 elements |
Subst.Gr: |
|
Defined: |
|
Used: |
never |
|
| indexChange |
Describes a change due to an index component being adjusted.
Type: |
|
Content: |
complex, 3 elements |
Subst.Gr: |
|
Defined: |
|
Used: |
never |
|
| 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: |
|
|
| 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, 4 elements |
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 (defined in ForecastRateIndex complexType) |
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: |
|
|
| 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, 2 elements |
Defined: |
|
|
| inflationRateCalculation |
An inflation rate calculation definition.
Type: |
|
Content: |
complex, 1 attribute, 8 elements |
Subst.Gr: |
|
Defined: |
|
Used: |
never |
|
| 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 (defined in SettlementRateSource complexType) |
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: |
|
|
| 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, 2 elements |
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, 1 element |
Defined: |
|
|
| initialPrice |
Specifies the initial reference price of the underlyer.
Type: |
|
Content: |
complex, 10 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: |
|
|
| 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 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: |
|
|
| inReplyTo (in header in serviceNotification) |
A copy of the unique message identifier (within it own coding scheme) to which this message is responding.
Type: |
|
Content: |
simple, 1 attribute |
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: |
|
|
| insurer |
Type: |
|
Content: |
complex, 1 attribute, 2 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, 1 element |
Defined: |
|
|
| intentToAllocate (in partyTradeInformation) |
Specifies whether the trade is anticipated to be allocated.
Type: |
xsd:boolean |
Content: |
simple |
Defined: |
|
|
| intentToAllocate (in tradeInformation) |
Specifies whether the trade is anticipated to be allocated.
Type: |
xsd:boolean |
Content: |
simple |
Defined: |
|
|
| intentToClear (in partyTradeInformation) |
Specifies whether the trade is anticipated to be cleared via a derivative clearing organization
Type: |
xsd:boolean |
Content: |
simple |
Defined: |
|
|
| intentToClear (in tradeInformation) |
Specifies whether the trade is anticipated to be cleared via a derivative clearing organization
Type: |
xsd:boolean |
Content: |
simple |
Defined: |
|
|
| interestAmount |
Specifies, in relation to each Interest Payment Date, the amount to which the Interest Payment Date relates.
Type: |
|
Content: |
complex, 5 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, 7 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, 2 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, 4 elements |
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 (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: |
|
|
| 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: |
|
|
| knownAmountSchedule |
The known calculation period amount or a known amount schedule expressed as explicit known amounts and dates.
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: |
|
|
| language |
Indicates the language of the resource, described using the ISO 639-2/T Code.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| largeSizeTrade (in partyTradeInformation) |
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: |
|
|
| largeSizeTrade (in tradeInformation) |
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: |
|
|
| 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: |
|
|
| 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 |
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: |
|
|
| loan |
Identifies a simple underlying asset that is a loan.
Type: |
|
Content: |
complex, 1 attribute, 12 elements |
Subst.Gr: |
|
Defined: |
|
Used: |
|
|
| 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: |
|
|
| lowerBarrier |
All observations below this price level will be excluded from the variance calculation.
Type: |
|
Content: |
simple |
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: |
|
|
| mandatorilyClearable |
Whether the particular trade type in question is required by this regulator to be cleared.
Type: |
xsd:boolean |
Content: |
simple |
Defined: |
|
|
| mandatoryEarlyTermination |
A mandatory early termination provision to terminate the swap at fair value.
Type: |
|
Content: |
empty, 1 attribute |
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) |
Specifies that the notice of exercise must be given by the buyer to the seller or seller's agent.
Type: |
|
Content: |
empty |
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: |
|
|
| masterAgreement |
A agreement executed between two parties that includes or references the related party.
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, 1 element |
Defined: |
|
|
| masterConfirmationDate |
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: |
|
|
| 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: |
|
|
| 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: |
|
|
| maximumBoundaryPercent |
Maximum Boundary as a percentage of the Strike Price.
Type: |
xsd:decimal |
Content: |
simple |
Defined: |
|
|
| maximumNotionalAmount (defined in FxMultipleExercise complexType) |
The maximum amount of notiional that can be exercised.
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: |
|
|
| 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: |
|
|
| measureType |
The type of the value that is measured.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| message (defined in TradeDifference complexType) |
A human readable description of the problem.
Type: |
xsd:string |
Content: |
simple |
Defined: |
|
|
| message (defined in TransparencyViewRequestMessage complexType) |
Type: |
|
Content: |
|
Defined: |
|
Includes: |
|
|
| 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, 6 elements |
Defined: |
|
Used: |
never |
|
| 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: |
|
|
| minimumFuturesContracts |
1993 Commodity Definitions only.
Type: |
xsd:positiveInteger |
Content: |
simple |
Defined: |
|
|
| minimumNotionalAmount (defined in FxMultipleExercise complexType) |
The minimum amount of notional that can be exercised.
Type: |
|
Content: |
complex, 1 attribute, 2 elements |
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: |
|
|
| minimumNotionalQuantity |
The minimum Notional Quantity that can be exercised on a given Exercise Date.
Type: |
|
Content: |
complex, 1 attribute, 1 element |
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: |
|
|
| missingElement |
Element(s) that are missing in the other trade.
Type: |
xsd:string |
Content: |
simple |
Defined: |
|
|
| mortgage |
Identifies a mortgage backed security.
Type: |
|
Content: |
complex, 1 attribute, 19 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: |
|
|
| 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) |
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: |
|
|
| 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 defined in DividendAdjustment complexType) |
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, 7 elements |
Subst.Gr: |
|
Defined: |
|
Used: |
never |
|
| 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 ReportingRegime complexType) |
Identifies the reporting regime under which this data is reported.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| name (defined in Resource complexType) |
The name of the resource.
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: |
|
|
| nearLeg |
The FX transaction with the earliest value date.
Type: |
|
Content: |
complex, 1 attribute, 9 elements |
Defined: |
|
|
| negative (defined in AbsoluteTolerance complexType) |
The maximum amount by which the quantity delivered can be less than the agreed quantity.
Type: |
xsd:decimal |
Content: |
simple |
Defined: |
|
|
| negative (defined in PercentageTolerance complexType) |
The maximum percentage amount by which the quantity delivered can be less than the agreed quantity.
Type: |
|
Content: |
simple |
Defined: |
|
|
| net (in principalAmount defined in InstrumentTradePrincipal complexType) |
Value including fees and commissions.
Type: |
xsd:decimal |
Content: |
simple |
Defined: |
|
|
| net (in principalAmount defined in InstrumentTradePrincipal complexType) |
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, 2 elements |
Defined: |
|
|
| newTradeIdentifier |
Indicates a reference to the new trade between the transferee and the remaining party.
Type: |
|
Content: |
complex, 1 attribute, 6 elements |
Defined: |
|
|
| nominal |
The monetary value of the security (eg. fixed income security) that was traded).
Type: |
|
Content: |
complex, 1 attribute, 2 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: |
|
|
| 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, 15 elements |
Subst.Gr: |
|
Defined: |
|
Used: |
never |
|
| nonStandardTerms (in partyTradeInformation) |
Indicates that the trade has price-affecting characteristics in addition to the standard real-time reportable terms.
Type: |
xsd:boolean |
Content: |
simple |
Defined: |
|
|
| nonStandardTerms (in tradeInformation) |
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: |
|
|
| notifiedPartyReference |
Type: |
|
Content: |
empty, 1 attribute |
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 FxLinkedNotionalAmount complexType) |
The calculation period notional amount.
Type: |
xsd:decimal |
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 correlation) |
Notional amount, which is a cash multiplier.
Type: |
|
Content: |
complex, 1 attribute, 2 elements |
Defined: |
|
|
| notionalAmountReference |
A reference to the notional amount.
Type: |
|
Content: |
empty, 1 attribute |
Defined: |
|
|
| notionalQuantity |
The Notional Quantity.
Type: |
|
Content: |
complex, 1 attribute, 1 element |
Defined: |
|
|
| notionalReference (defined in ExerciseFee complexType) |
A pointer style reference to the associated notional schedule defined elsewhere in the document.
Type: |
|
Content: |
empty, 1 attribute |
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: |
|
|
| 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, 1 element |
Defined: |
|
|
| notionalStepSchedule |
The notional amount or notional amount schedule expressed as explicit outstanding notional amounts and dates.
Type: |
|
Content: |
complex, 1 attribute, 2 elements |
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, 17 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 (defined in InstrumentTradeQuantity complexType) |
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: |
|
|
| numberOfOptions (defined in EquityOption 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 equityOptionTransactionSupplement) |
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: |
|
|
| obligationAcceleration |
Type: |
|
Content: |
empty |
Subst.Gr: |
|
Defined: |
|
Used: |
never |
|
| obligationDefault |
Type: |
|
Content: |
empty |
Subst.Gr: |
|
Defined: |
|
Used: |
never |
|
| observationStartDate |
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: |
|
|
| 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 (in partyTradeInformation) |
Indicates that the price does not reflect the current market.
Type: |
xsd:boolean |
Content: |
simple |
Defined: |
|
|
| offMarketPrice (in tradeInformation) |
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, 2 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, 3 elements |
Subst.Gr: |
|
Defined: |
|
Used: |
never |
|
| oldTrade (defined in TradeChangeContent complexType) |
The original trade details.
Type: |
|
Content: |
complex, 1 attribute, 2 elements |
Defined: |
|
|
| oldTrade (in novation) |
Indicates the original trade between the transferor and the remaining party.
Type: |
|
Content: |
complex, 1 attribute, 2 elements |
Defined: |
|
|
| oldTradeIdentifier (defined in TradeChangeContent complexType) |
The original qualified trade identifier.
Type: |
|
Content: |
complex, 1 attribute, 6 elements |
Defined: |
|
|
| oldTradeIdentifier (in novation) |
Indicates a reference to the original trade between the transferor and the remaining party.
Type: |
|
Content: |
complex, 1 attribute, 6 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: |
|
|
| onBehalfOf (in dataDocument) |
Indicates which party (and accounts) a trade 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: |
empty |
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: |
|
|
| optionBuyer |
Type: |
|
Content: |
empty, 1 attribute |
Defined: |
|
|
| optionEntitlement (defined in EquityOption complexType) |
The number of shares per option comprised in the option transaction.
Type: |
|
Content: |
simple |
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 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: |
|
|
| optionExpiry |
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: |
|
|
| optionsExchangeId |
A short form unique identifier for an exchange on which the reference option contract is listed.
Type: |
|
Content: |
simple, 1 attribute |
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: |
|
|
| optionType (in swaption) |
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: |
|
|
| originalMessage (defined in Acknowledgement complexType) |
|
| originalMessage (defined in AdditionalData complexType) |
Provides extra information as binary contents coded in base64.
Type: |
|
Content: |
|
Defined: |
|
Includes: |
|
|
| originalPrincipalAmount |
The initial issued amount of the mortgage obligation.
Type: |
xsd:decimal |
Content: |
simple |
Defined: |
|
|
| originalTrade (defined in OptionExercise complexType) |
Fully describes the original trade (prior to the exercise).
Type: |
|
Content: |
complex, 1 attribute, 2 elements |
Defined: |
|
|
| originalTrade (defined in TradeChangeBase complexType) |
Type: |
|
Content: |
complex, 1 attribute, 2 elements |
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 (in dataDocument) |
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, 5 elements |
Defined: |
|
|
| originatingTradeId (in compressionActivity) |
Type: |
|
Content: |
simple, 2 attributes |
Defined: |
|
|
| originatingTradeIdentifier |
Type: |
|
Content: |
complex, 1 attribute, 5 elements |
Defined: |
|
|
| otherPath |
XPath to the element in the other object.
Type: |
xsd:string |
Content: |
simple |
Defined: |
|
|
| otherValue |
Value of the element in the other trade.
Type: |
xsd:string |
Content: |
simple |
Defined: |
|
|
| outstandingNotionalAmount (defined in OptionExercise complexType) |
Specifies the Notional amount after the Change
Type: |
|
Content: |
complex, 1 attribute, 2 elements |
Defined: |
|
|
| outstandingNotionalAmount (defined in TradeNotionalChange complexType) |
Specifies the Notional amount after the Change
Type: |
|
Content: |
complex, 1 attribute, 2 elements |
Defined: |
|
|
| outstandingNumberOfOptions (defined in OptionExercise complexType) |
Specifies the Number of Options after the Change.
Type: |
xsd:decimal |
Content: |
simple |
Defined: |
|
|
| outstandingNumberOfOptions (defined in TradeNotionalChange complexType) |
Specifies the Number of Options after the Change.
Type: |
xsd:decimal |
Content: |
simple |
Defined: |
|
|
| outstandingNumberOfUnits (defined in OptionExercise complexType) |
Specifies the Number of Units
Type: |
xsd:decimal |
Content: |
simple |
Defined: |
|
|
| outstandingNumberOfUnits (defined in TradeNotionalChange complexType) |
Specifies the Number of Units
Type: |
xsd:decimal |
Content: |
simple |
Defined: |
|
|
| parentCorrelationId |
An optional identifier used to correlate between related processes
Type: |
|
Content: |
simple, 1 attribute |
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 (in portfolio) |
Type: |
|
Content: |
complex, 1 attribute, 6 elements |
Defined: |
|
|
| partyTradeIdentifier (in tradeHeader) |
The trade reference identifier(s) allocated to the trade by the parties involved.
Type: |
|
Content: |
complex, 1 attribute, 6 elements |
Defined: |
|
|
| partyTradeIdentifier (in tradeReference) |
Type: |
|
Content: |
complex, 1 attribute, 6 elements |
Defined: |
|
|
| partyTradeIdentifier (in verificationStatusNotification) |
Type: |
|
Content: |
complex, 1 attribute, 6 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 |
Additional trade information that may be provided by each involved party.
Type: |
|
Content: |
complex, 18 elements |
Defined: |
|
|
| parValue |
Specifies the nominal amount of a fixed income security or convertible bond.
Type: |
xsd:decimal |
Content: |
simple |
Defined: |
|
|
| passThroughItem |
One to many pass through payment items.
Type: |
|
Content: |
complex, 2 elements |
Defined: |
|
|
| passThroughPercentage |
Percentage of payments from the underlyer which are passed through.
Type: |
xsd:decimal |
Content: |
simple |
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, 1 element |
Defined: |
|
|
| payment (defined in OptionExercise complexType) |
Type: |
|
Content: |
complex, 1 attribute, 1 element |
Defined: |
|
|
| payment (defined in TradeAlterationPayment.model group) |
Describes a payment made in settlement of the change.
Type: |
|
Content: |
complex, 2 attributes, 2 elements |
Defined: |
|
|
| payment (defined in TradeChangeContent complexType) |
Describes a payment made in settlement of the change.
Type: |
|
Content: |
complex, 2 attributes, 2 elements |
Defined: |
|
|
| payment (in novation) |
Describes a payment made in settlement of the novation.
Type: |
|
Content: |
complex, 2 attributes, 2 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 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: |
|
|
| paymentDate (defined in EquityPremium complexType) |
The payment date.
Type: |
|
Content: |
complex, 1 attribute, 1 element |
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 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: |
|
|
| 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, 1 element |
Defined: |
|
|
| paymentDates (in rateOfReturn) |
Specifies the payment dates of the swap.
Type: |
|
Content: |
complex, 1 attribute, 2 elements |
Defined: |
|
|
| paymentDatesInterim |
Specifies the interim payment dates of the swap.
Type: |
|
Content: |
complex, 1 attribute, 2 elements |
Defined: |
|
|
| paymentDetail |
A container element allowing a schedule of payments associated with the Independent Amount.
Type: |
|
Content: |
complex, 1 attribute, 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: |
|
|
| 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 in correlationSwap) |
Payment classification.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| paymentType (in additionalPayment in returnSwap) |
Classification of the payment.
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: |
|
|
| 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, 3 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: |
|
|
| periodsSchedule |
The Delivery Periods for this leg of the swap.
Type: |
|
Content: |
complex, 1 attribute, 2 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: |
|
|
| physicalExercise (defined in CommodityPhysicalOption.model group) |
The parameters for defining how the commodity option can be exercised into a physical transaction.
Type: |
|
Content: |
complex, 2 elements |
Defined: |
|
|
| physicalExercise (in commoditySwaption) |
The parameters for defining how the commodity option can be exercised into a physical transaction.
Type: |
|
Content: |
complex, 2 elements |
Defined: |
|
|
| physicalSettlement (defined in CreditDerivativesNotices complexType) |
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 (defined in OptionExercise complexType) |
Type: |
|
Content: |
complex, 3 elements |
Defined: |
|
|
| pipeline |
Specified the delivery conditions where the oil product is to be delivered by pipeline.
Type: |
|
Content: |
complex, 5 elements |
Defined: |
|
|
| pipelineName |
The name of pipeline by which the oil product will be delivered.
Type: |
|
Content: |
simple, 1 attribute |
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 |
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 PortfolioConstituentReference.model group) |
Type: |
|
Content: |
complex, 2 elements |
Defined: |
|
|
| portfolioReference (defined in PortfolioReference.model group) |
Type: |
|
Content: |
complex, 3 elements |
Defined: |
|
|
| portfolioReference (defined in PortfolioReferenceBase.model group) |
Type: |
|
Content: |
complex, 1 element |
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: |
|
|
| precision |
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, 2 elements |
Defined: |
|
|
| premium (defined in OptionBaseExtended complexType) |
The option premium payable by the buyer to the seller.
Type: |
|
Content: |
complex, 1 attribute, 4 elements |
Defined: |
|
|
| premium (in capFloor) |
The option premium amount payable by buyer to seller on the specified payment date.
Type: |
|
Content: |
complex, 2 attributes, 2 elements |
Defined: |
|
|
| premium (in commodityOption) |
The option premium payable by the buyer to the seller.
Type: |
|
Content: |
complex, 1 attribute, 2 elements |
Defined: |
|
|
| premium (in commoditySwaption) |
The option premium payable by the buyer to the seller.
Type: |
|
Content: |
complex, 1 attribute, 2 elements |
Defined: |
|
|
| premium (in fxOption) |
Premium amount or premium installment amount for an option.
Type: |
|
Content: |
complex, 1 attribute, 2 elements |
Defined: |
|
|
| premium (in swaption) |
The option premium amount payable by buyer to seller on the specified payment date.
Type: |
|
Content: |
complex, 2 attributes, 2 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 |
Forward start Premium type
Type: |
|
Content: |
simple |
Defined: |
|
|
| prePayment |
Type: |
xsd:boolean |
Content: |
simple |
Defined: |
|
|
| prePaymentAmount |
Type: |
|
Content: |
complex, 1 attribute, 2 elements |
Defined: |
|
|
| prePaymentDate |
Type: |
|
Content: |
complex, 1 attribute, 1 element |
Defined: |
|
|
| presentValueAmount |
The amount representing the present value of the forecast payment.
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: |
|
|
| priceUnit |
The unit of measure used to calculate the Fixed Price.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| pricingDates (in calculation in floatingLeg) |
Commodity Pricing Dates.
Type: |
|
Content: |
complex, 1 attribute, 3 elements |
Defined: |
|
|
| pricingDates (in commodityOption) |
The dates on which the option will price.
Type: |
|
Content: |
complex, 1 attribute, 3 elements |
Defined: |
|
|
| pricingModel |
.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| primaryAssetClass (defined in Product.model group) |
A classification of the most important risk class of the trade.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| primaryAssetClass (in publicExecutionReportRetracted) |
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| primaryRateSource |
The primary source for where the rate observation will occur.
Type: |
|
Content: |
complex, 3 elements |
Defined: |
|
|
| principalAmount (defined in InstrumentTradePrincipal complexType) |
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: |
|
|
| principalExchangeAmount (defined in PrincipalExchange complexType) |
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, 2 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: |
|
|
| 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, 5 elements |
Abstract: |
(may not be used directly in instance XML documents) |
Subst.Gr: |
|
Defined: |
|
Used: |
|
|
| productId |
A product reference identifier.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| productType |
A classification of the type of product.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| protectionTerms (in creditDefaultSwap in creditDefaultSwapOption) |
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, 2 elements |
Defined: |
|
|
| protectionTerms (in creditDefaultSwap) |
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, 2 elements |
Defined: |
|
|
| publicationDate (defined in ContractualMatrix complexType) |
Specifies the publication date of the applicable version of the matrix.
Type: |
xsd:date |
Content: |
simple |
Defined: |
|
|
| publicationDate (defined in ContractualTermsSupplement complexType) |
Specifies the publication date of the applicable version of the contractual supplement.
Type: |
xsd:date |
Content: |
simple |
Defined: |
|
|
| publicExecutionReport |
Type: |
|
Content: |
complex, 3 attributes, 16 elements |
Defined: |
|
Used: |
|
|
| publicExecutionReportAcknowledgement |
Type: |
|
Content: |
complex, 3 attributes, 8 elements |
Defined: |
|
Used: |
never |
|
| publicExecutionReportException |
Type: |
|
Content: |
complex, 3 attributes, 6 elements |
Defined: |
|
Used: |
never |
|
| publicExecutionReportRetracted |
Type: |
|
Content: |
complex, 3 attributes, 17 elements |
Defined: |
|
Used: |
|
|
| publiclyAvailableInformation (defined in CreditDerivativesNotices complexType) |
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 (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: |
|
|
| 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: |
|
|
| quantity |
Amount of commodity per quantity frequency.
Type: |
|
Content: |
simple |
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: |
|
|
| 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: |
|
|
| quotationCharacteristics |
Allows information about how the price was quoted to be provided.
Type: |
|
Content: |
complex, 14 elements |
Defined: |
|
|
| quote (defined in InstrumentTradePricing complexType) |
Type: |
|
Content: |
complex, 1 attribute, 15 elements |
Defined: |
|
|
| quote (in premium in fxOption) |
This is the option premium as quoted.
Type: |
|
Content: |
complex, 2 elements |
Defined: |
|
|
| quote (in publicExecutionReport) |
Pricing information for the trade.
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 in premium in fxOption) |
The method by which the option premium was quoted.
Type: |
|
Content: |
simple |
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 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 strike defined in DualCurrencyFeature complexType) |
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: |
|
|
| rateIndex |
Identifies a simple underlying asset that is an interest rate index.
Type: |
|
Content: |
complex, 1 attribute, 9 elements |
Subst.Gr: |
|
Defined: |
|
Used: |
never |
|
| 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: |
|
|
| 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: |
|
|
| 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 verificationStatusNotification) |
The reason for any dispute or change in verification status.
Type: |
|
Content: |
complex, 5 elements |
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: |
|
|
| 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: |
|
|
| referenceEntity (defined in CreditEventNoticeDocument complexType) |
Type: |
|
Content: |
complex, 1 attribute, 2 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, 2 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, 2 elements |
Defined: |
|
|
| referenceEntity (in simpleCreditDefaultSwap) |
The entity for which this is defined.
Type: |
|
Content: |
complex, 1 attribute, 2 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, 2 elements |
Defined: |
|
|
| referenceInformation |
This element contains all the terms relevant to defining the reference entity and reference obligation(s).
Type: |
|
Content: |
complex, 4 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, 4 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, 4 elements |
Defined: |
|
|
| referencePair |
Type: |
|
Content: |
complex, 4 elements |
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, 2 elements |
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: |
|
|
| relatedExchangeId |
A short form unique identifier for a related exchange.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| relatedParty (in allocation) |
Specifies any relevant parties to the allocation which should be referenced.
Type: |
|
Content: |
complex, 3 elements |
Defined: |
|
|
| relatedParty (in partyTradeInformation) |
This may be used to identify one or more parties that perform a role within the transaction.
Type: |
|
Content: |
complex, 3 elements |
Defined: |
|
|
| relatedParty (in tradeInformation) |
This may be used to identify one or more parties that perform a role within the transaction.
Type: |
|
Content: |
complex, 3 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, 3 elements |
Defined: |
|
|
| relativeDate (defined in AdjustableOrRelativeDate complexType) |
A date specified as some offset to another date (the anchor date).
Type: |
|
Content: |
complex, 1 attribute, 3 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, 3 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, 3 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: |
|
|
| relativeNotionalAmount |
A reference to the return swap notional amount defined elsewhere in this document.
Type: |
|
Content: |
empty, 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: |
|
|
| 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: |
|
|
| replacementTradeId |
Type: |
|
Content: |
simple, 2 attributes |
Defined: |
|
|
| replacementTradeIdentifier |
Type: |
|
Content: |
complex, 1 attribute, 5 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 (in partyTradeInformation) |
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: |
|
|
| reportingRegime (in tradeInformation) |
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 |
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: |
|
|
| repudiationMoratorium |
Type: |
|
Content: |
empty |
Subst.Gr: |
|
Defined: |
|
Used: |
never |
|
| requestEventStatus |
Type: |
|
Content: |
complex, 3 attributes, 9 elements |
Defined: |
|
Used: |
never |
|
| resetDate (defined in FxLinkedNotionalAmount complexType) |
Type: |
xsd:date |
Content: |
simple |
Defined: |
|
|
| resetDate (defined in RateObservation complexType) |
The reset date.
Type: |
xsd:date |
Content: |
simple |
Defined: |
|
|
| resetDates |
The reset dates schedule.
Type: |
|
Content: |
complex, 1 attribute, 1 element |
Defined: |
|
|
| resetFrequency (in interestLegResetDates) |
The frequency at which reset dates occur.
Type: |
|
Content: |
complex, 1 attribute, 2 elements |
Defined: |
|
|
| resetFrequency (in resetDates) |
The frequency at which reset dates occur.
Type: |
|
Content: |
complex, 1 attribute, 2 elements |
Defined: |
|
|
| resetRelativeTo |
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 (in creditEvents) |
A credit event.
Type: |
|
Content: |
complex, 1 element |
Defined: |
|
|
| resultingTrade |
The trade that resulted from the physical settlement.
Type: |
|
Content: |
complex, 1 attribute, 2 elements |
Defined: |
|
|
| resultingTradeIdentifier |
The ID of the trade that resulted from the physical settlement.
Type: |
|
Content: |
complex, 1 attribute, 6 elements |
Defined: |
|
|
| return |
Specifies the conditions under which dividend affecting the underlyer will be paid to the receiver of the amounts.
Type: |
|
Content: |
complex, 1 element |
Defined: |
|
|
| returnLeg |
Return amounts of the return type swap.
Type: |
|
Content: |
complex, 1 attribute, 10 elements |
Subst.Gr: |
|
Defined: |
|
Used: |
never |
|
| returnSwap |
Specifies the structure of a return type swap.
Type: |
|
Content: |
complex, 1 attribute, 9 elements |
Subst.Gr: |
|
Defined: |
|
Used: |
never |
|
| returnSwapLeg |
An placeholder for the actual Return Swap Leg definition.
Type: |
|
Content: |
complex, 1 attribute, 3 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: |
|
|
| 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 RelatedBusinessUnit 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 (defined in RelatedPerson complexType) |
The category of the relationship.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| rollConvention |
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: |
|
|
| 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: |
|
|
| scheduledTerminationDate |
The scheduled date on which the credit protection will lapse.
Type: |
|
Content: |
complex, 1 attribute, 1 element |
Defined: |
|
|
| secondaryAssetClass |
A classification of additional risk classes of the trade, if any.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| secondaryRateSource |
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: |
|
|
| 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: |
|
|
| sellerHub |
The hub code of the has seller.
Type: |
|
Content: |
complex, 2 elements |
Defined: |
|
|
| sendTo |
A unique identifier (within its coding scheme) indicating an intended recipent of a message.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| seniority |
The repayment precedence of a debt instrument.
Type: |
|
Content: |
simple, 1 attribute |
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 PortfolioConstituentReference.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 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: |
|
|
| serviceName |
The name of the service to which the message applies
Type: |
xsd:normalizedString |
Content: |
simple |
Defined: |
|
|
| serviceNotification |
Type: |
|
Content: |
complex, 3 attributes, 9 elements |
Defined: |
|
Used: |
never |
|
| serviceNotificationException |
Type: |
|
Content: |
complex, 3 attributes, 6 elements |
Defined: |
|
Used: |
never |
|
| servicingParty |
A reference to the party that services/supports the account.
Type: |
|
Content: |
empty, 1 attribute |
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, 1 element |
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: |
|
|
| 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: |
|
|
| settlementInformation |
The information required to settle a currency payment.
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: |
|
|
| settlementPeriods |
The specification of the Settlement Periods in which the electricity will be delivered.
Type: |
|
Content: |
complex, 1 attribute, 6 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: |
|
|
| 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 CommoditySettlementPeriodsPriceSchedule complexType) |
The range(s) of Settlement Periods to which the Fixed Price steps apply.
Type: |
|
Content: |
empty, 1 attribute |
Defined: |
|
|
| settlementPeriodsReference (defined in SettlementPeriodsStep complexType) |
The specification of the Settlement Periods in which the electricity will be delivered.
Type: |
|
Content: |
empty, 1 attribute |
Defined: |
|
|
| settlementPeriodsReference (in settlementPeriodsPrice) |
Type: |
|
Content: |
empty, 1 attribute |
Defined: |
|
|
| settlementType (defined in OptionExercise complexType) |
Type: |
|
Content: |
simple |
Defined: |
|
|
| settlementType (defined in OptionSettlement.model group) |
Type: |
|
Content: |
simple |
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, 9 elements |
Subst.Gr: |
|
Defined: |
|
Used: |
never |
|
| simpleFra |
Identifies a simple underlying asset that is a forward rate agreement.
Type: |
|
Content: |
complex, 1 attribute, 8 elements |
Subst.Gr: |
|
Defined: |
|
Used: |
never |
|
| simpleIrSwap |
Identifies a simple underlying asset that is a swap.
Type: |
|
Content: |
complex, 1 attribute, 8 elements |
Subst.Gr: |
|
Defined: |
|
Used: |
never |
|
| 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, 2 elements |
Defined: |
|
|
| singleUnderlyer |
Describes the swap's underlyer when it has only one asset component.
Type: |
|
Content: |
complex, 6 elements |
Defined: |
|
|
| sizeInBytes |
Indicates the size of the resource in bytes.
Type: |
xsd:decimal |
Content: |
simple |
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 |
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: |
|
|
| 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: |
|
|
| spotPrice (defined in EquityOption complexType) |
The price per share, index or basket observed on the trade or effective date.
Type: |
|
Content: |
simple |
Defined: |
|
|
| spotPrice (in equityOptionTransactionSupplement) |
The price per share, index or basket observed on the trade or effective date.
Type: |
|
Content: |
simple |
Defined: |
|
|
| spotRate (defined in DualCurrencyFeature complexType) |
The spot rate at the time the trade was agreed.
Type: |
xsd:decimal |
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 exchangeRate) |
An element used for FX forwards and certain types of FX OTC options.
Type: |
|
Content: |
simple |
Defined: |
|
|
| spotRate (in fxOption) |
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 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 |
The ISDA Spread or a Spread schedule expressed as explicit spreads and dates.
Type: |
|
Content: |
complex, 1 attribute, 2 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: |
|
|
| 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, 7 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: |
|
|
| standardSettlementStyle |
An optional element used to describe how a trade will settle.
Type: |
|
Content: |
simple |
Defined: |
|
|
| startDate |
Date on which this period begins.
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 (in approval) |
The current state of approval (.e.g preapproved, pending approval, etc.)
Type: |
xsd:normalizedString |
Content: |
simple |
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: |
|
|
| statusItem |
Type: |
|
Content: |
complex, 2 elements |
Defined: |
|
|
| step (defined in CalculationAmount complexType) |
A schedule of step date and 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: |
|
|
| stepValue (defined in NonNegativeStep complexType) |
The non-negative rate or amount which becomes effective on the associated stepDate.
Type: |
|
Content: |
simple |
Defined: |
|
|
| stepValue (defined in PositiveStep complexType) |
The strictly positive rate or amount which becomes effective on the associated stepDate.
Type: |
|
Content: |
simple |
Defined: |
|
|
| stepValue (in step defined in CalculationAmount complexType) |
The rate or amount which becomes effective on the associated stepDate.
Type: |
xsd:decimal |
Content: |
simple |
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 DualCurrencyFeature complexType) |
The strike rate at which the deposit will be converted.
Type: |
|
Content: |
complex, 2 elements |
Defined: |
|
|
| strike (defined in EquityOption complexType) |
Defines whether it is a price or level at which the option has been, or will be, struck.
Type: |
|
Content: |
complex, 2 elements |
Defined: |
|
|
| strike (in bondOption) |
Strike of the the Bond Option.
Type: |
|
Content: |
complex, 2 elements |
Defined: |
|
|
| strike (in creditDefaultSwapOption) |
Specifies the strike of the option on credit default swap.
Type: |
|
Content: |
complex, 3 elements |
Defined: |
|
|
| strike (in equityOptionTransactionSupplement) |
Defines whether it is a price or level at which the option has been, or will be, struck.
Type: |
|
Content: |
complex, 2 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: |
|
|
| strikePercentage |
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: |
|
|
| strikeQuoteBasis (in strike defined in DualCurrencyFeature complexType) |
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: |
|
|
| 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: |
|
|
| stubEndDate |
End date of stub period.
Type: |
|
Content: |
complex, 1 attribute, 2 elements |
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: |
|
|
| suffix |
Name suffix, such as Jr., III, etc.
Type: |
xsd:normalizedString |
Content: |
simple |
Defined: |
|
|
| supervisorRegistration (defined in EndUserExceptionDeclaration complexType) |
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 (defined in ReportingRegime complexType) |
Identifies the specific regulator or other supervisory body for which this data is produced.
Type: |
|
Content: |
complex, 2 elements |
Defined: |
|
|
| supervisorRegistration (defined in ReportingRegime complexType) |
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, 10 elements |
Subst.Gr: |
|
Defined: |
|
Used: |
never |
|
| swap (in swaption) |
Type: |
|
Content: |
complex, 1 attribute, 10 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, 5 elements |
Defined: |
|
|
| swaption |
A swaption product definition.
Type: |
|
Content: |
complex, 1 attribute, 10 elements |
Subst.Gr: |
|
Defined: |
|
Used: |
never |
|
| swaptionStraddle |
Whether the option is a swaption or a swaption straddle.
Type: |
xsd:boolean |
Content: |
simple |
Defined: |
|
|
| swapUnwindValue |
Type: |
|
Content: |
complex, 4 elements |
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, 1 element |
Defined: |
|
|
| telephone |
A telephonic contact.
Type: |
|
Content: |
complex, 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 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 deposit) |
Specifies the term of the deposit, e.g. 5Y.
Type: |
|
Content: |
complex, 1 attribute, 2 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 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: |
|
|
| terminatingEvent |
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, 1 element |
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, 1 element |
Defined: |
|
|
| terminationDate (in interestLegCalculationPeriodDates) |
Specifies the termination date of the return swap.
Type: |
|
Content: |
complex, 1 attribute, 2 elements |
Defined: |
|
|
| time (defined in OffsetPrevailingTime complexType) |
Type: |
|
Content: |
complex, 2 elements |
Defined: |
|
|
| time (defined in OptionExpiry 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 optionExpiry) |
Type: |
xsd:time |
Content: |
simple |
Defined: |
|
|
| timestamp |
Other timestamps for this trade.
Type: |
|
Content: |
complex, 2 elements |
Defined: |
|
|
| timestamps (in partyTradeInformation) |
Allows timing information about a trade to be recorded.
Type: |
|
Content: |
complex, 5 elements |
Defined: |
|
|
| timestamps (in tradeInformation) |
Allows timing information about a trade to be recorded.
Type: |
|
Content: |
complex, 5 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: |
|
|
| 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: |
|
|
| trade (defined in Events.model group) |
Type: |
|
Content: |
complex, 1 attribute, 2 elements |
Defined: |
|
|
| trade (defined in ImpliedTrade complexType) |
Type: |
|
Content: |
complex, 1 attribute, 2 elements |
Defined: |
|
|
| trade (defined in TradeChangeContent complexType) |
A full description of the amended trade.
Type: |
|
Content: |
complex, 1 attribute, 2 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, 2 elements |
Defined: |
|
|
| trade (in amendment) |
A fulll description of the amended trade (i.e. the trade after the amendment).
Type: |
|
Content: |
complex, 1 attribute, 2 elements |
Defined: |
|
|
| trade (in dataDocument) |
The root element in an FpML trade document.
Type: |
|
Content: |
complex, 1 attribute, 2 elements |
Defined: |
|
|
| 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 TradeIdentifier complexType) |
Type: |
|
Content: |
simple, 2 attributes |
Defined: |
|
|
| tradeId (defined in TradeIdentifier complexType) |
Type: |
|
Content: |
simple, 2 attributes |
Defined: |
|
|
| tradeId (in portfolio) |
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, 5 elements |
Defined: |
|
|
| tradeIdentifier (defined in DeClear complexType) |
Type: |
|
Content: |
complex, 1 attribute, 6 elements |
Defined: |
|
|
| tradeIdentifier (defined in EventIdentifier complexType) |
Type: |
|
Content: |
complex, 1 attribute, 5 elements |
Defined: |
|
|
| tradeIdentifier (defined in OptionExercise complexType) |
Type: |
|
Content: |
complex, 1 attribute, 6 elements |
Defined: |
|
|
| tradeIdentifier (defined in OptionExpiry complexType) |
Type: |
|
Content: |
complex, 1 attribute, 6 elements |
Defined: |
|
|
| tradeIdentifier (defined in TradeChangeBase complexType) |
Type: |
|
Content: |
complex, 1 attribute, 6 elements |
Defined: |
|
|
| tradeIdentifier (in optionExpiry) |
Type: |
|
Content: |
complex, 1 attribute, 6 elements |
Defined: |
|
|
| tradeIdentifier (in publicExecutionReportRetracted) |
Type: |
|
Content: |
complex, 1 attribute, 6 elements |
Defined: |
|
|
| tradeIdentifier (in tradeMaturity) |
Type: |
|
Content: |
complex, 1 attribute, 6 elements |
Defined: |
|
|
| tradeInformation |
Additional trade information that is shared by all parties.
Type: |
|
Content: |
complex, 17 elements |
Defined: |
|
|
| tradeMaturity |
Type: |
|
Content: |
complex, 2 elements |
Defined: |
|
|
| tradeReference |
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: |
|
|
| tranche (in basketReferenceInformation) |
This element contains CDS tranche terms.
Type: |
|
Content: |
complex, 2 elements |
Defined: |
|
|
| tranche (in indexReferenceInformation) |
This element contains CDS tranche terms.
Type: |
|
Content: |
complex, 2 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, 1 element |
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: |
|
|
| 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 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 (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 creditSupportAgreement) |
The type of ISDA Credit Support Agreement
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) |
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: |
|
|
| unadjustedEndDate |
Unadjusted inclusive dividend period end date.
Type: |
|
Content: |
simple, 1 attribute |
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: |
|
|
| unadjustedPrincipalExchangeDate |
Type: |
xsd:date |
Content: |
simple |
Defined: |
|
|
| unadjustedStartDate |
Unadjusted inclusive dividend period start date.
Type: |
|
Content: |
simple, 1 attribute |
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, 5 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: |
|
|
| underlyingEquity |
Specifies the equity in which the convertible bond can be converted.
Type: |
|
Content: |
complex, 1 attribute, 8 elements |
Defined: |
|
|
| unit |
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, 1 element |
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: |
|
|
| 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 |
Valuation of the underlyer.
Type: |
|
Content: |
complex, 1 attribute, 5 elements |
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: |
|
|
| valuationDates |
Specifies the interim equity valuation dates of a swap.
Type: |
|
Content: |
complex, 1 attribute, 2 elements |
Defined: |
|
|
| valuationPriceFinal |
Specifies the final valuation price of the underlyer.
Type: |
|
Content: |
complex, 10 elements |
Defined: |
|
|
| valuationPriceInterim |
Specifies the final valuation price of the underlyer.
Type: |
|
Content: |
complex, 10 elements |
Defined: |
|
|
| valuationRules |
Specifies valuation.
Type: |
|
Content: |
complex, 1 attribute, 5 elements |
Defined: |
|
|
| valuationTime |
The specific time of day at which the calculation agent values the underlying.
Type: |
|
Content: |
complex, 2 elements |
Defined: |
|
|
| valuationTimeType |
The time of day at which the calculation agent values the underlying, for example the official closing time of the exchange.
Type: |
|
Content: |
simple |
Defined: |
|
|
| value (defined in Quotation.model group) |
The value of the the quotation.
Type: |
xsd:decimal |
Content: |
simple |
Defined: |
|
|
| value (in quote in premium in fxOption) |
The value of the premium quote.
Type: |
xsd:decimal |
Content: |
simple |
Defined: |
|
|
| value (in timestamp) |
Type: |
xsd:dateTime |
Content: |
simple |
Defined: |
|
|
| valueDate (defined in FutureValueAmount complexType) |
Adjusted value date of the future value amount.
Type: |
xsd:date |
Content: |
simple |
Defined: |
|
|
| valueDate (defined in FxCoreDetails.model group) |
The date on which both currencies traded will settle.
Type: |
xsd:date |
Content: |
simple |
Defined: |
|
|
| valueDate (in commodityForward) |
Specifies the value date of the Commodity Forward Transaction.
Type: |
|
Content: |
complex, 1 attribute, 2 elements |
Defined: |
|
|
| valueDate (in europeanExercise in fxOption) |
The date on which both currencies traded will settle.
Type: |
xsd:date |
Content: |
simple |
Defined: |
|
|
| variance |
Specifies Variance.
Type: |
|
Content: |
complex, 12 elements |
Defined: |
|
|
| varianceAmount |
Variance amount, which is a cash multiplier.
Type: |
|
Content: |
complex, 1 attribute, 2 elements |
Defined: |
|
|
| varianceCap |
If present and true, then variance cap is applicable.
Type: |
xsd:boolean |
Content: |
simple |
Defined: |
|
|
| varianceLeg (in varianceSwapTransactionSupplement in varianceOptionTransactionSupplement) |
Variance Leg.
Type: |
|
Content: |
complex, 1 attribute, 10 elements |
Defined: |
|
|
| varianceLeg (in varianceSwapTransactionSupplement) |
Variance Leg.
Type: |
|
Content: |
complex, 1 attribute, 10 elements |
Defined: |
|
|
| varianceOptionTransactionSupplement |
Specifies the structure of a variance option.
Type: |
|
Content: |
complex, 1 attribute, 11 elements |
Subst.Gr: |
|
Defined: |
|
Used: |
never |
|
| varianceStrikePrice |
Type: |
|
Content: |
simple |
Defined: |
|
|
| varianceSwapTransactionSupplement |
Specifies the structure of a variance swap transaction supplement.
Type: |
|
Content: |
complex, 1 attribute, 6 elements |
Subst.Gr: |
|
Defined: |
|
Used: |
never |
|
| varianceSwapTransactionSupplement (in varianceOptionTransactionSupplement) |
The variance swap details.
Type: |
|
Content: |
complex, 1 element |
Defined: |
|
|
| 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: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| 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: |
|
|
| verificationMethod (in partyTradeInformation) |
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: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| verificationMethod (in tradeInformation) |
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: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| verificationStatusAcknowledgement |
Type: |
|
Content: |
complex, 3 attributes, 8 elements |
Defined: |
|
Used: |
never |
|
| verificationStatusException |
Type: |
|
Content: |
complex, 3 attributes, 6 elements |
Defined: |
|
Used: |
never |
|
| verificationStatusNotification |
Type: |
|
Content: |
complex, 3 attributes, 10 elements |
Defined: |
|
Used: |
never |
|
| version (defined in VersionHistory.model group) |
The version number
Type: |
xsd:nonNegativeInteger |
Content: |
simple |
Defined: |
|
|
| version (in agreement) |
The version of the agreement.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| version (in implementationSpecification) |
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| versionedContractId |
A contract id which is version aware.
Type: |
|
Content: |
complex, 3 elements |
Defined: |
|
|
| versionedTradeId |
A trade identifier accompanied by a version number.
Type: |
|
Content: |
complex, 3 elements |
Defined: |
|
|
| volatilityStrikePrice |
Type: |
|
Content: |
simple |
Defined: |
|
|
| withdrawalPoint |
The location at which the transfer of the title to the commodity takes place.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
| 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: |
|
|