Namespace "http://www.fpml.org/FpML-5/pretrade"
Targeting Schemas (12):
fpml-asset-5-5.xsd, fpml-business-events-5-5.xsd, fpml-cd-5-5.xsd, fpml-doc-5-5.xsd, fpml-enum-5-5.xsd, fpml-ird-5-5.xsd, fpml-main-5-5.xsd, fpml-msg-5-5.xsd, fpml-option-shared-5-5.xsd, fpml-pretrade-processes-5-5.xsd, fpml-prod-def-processes-5-5.xsd, fpml-shared-5-5.xsd
Targeting Components:
66 global elements, 1350 local elements, 584 complexTypes, 121 simpleTypes, 71 element groups, 1 attribute group
Schema Summary
Target Namespace:
Version:
$Revision: 9756 $
Defined Components:
Default Namespace-Qualified Form:
Local Elements: qualified; Local Attributes: unqualified
Schema Location:
C:\Users\mkoli\FpML Specifications\trunk\xml\pretrade\fpml-asset-5-5.xsd; see XML source
Includes Schema:
Included in Schemas (4):
Target Namespace:
Version:
$Revision: 9804 $
Defined Components:
Default Namespace-Qualified Form:
Local Elements: qualified; Local Attributes: unqualified
Schema Location:
C:\Users\mkoli\FpML Specifications\trunk\xml\pretrade\fpml-business-events-5-5.xsd; see XML source
Includes Schemas (2):
Included in Schemas (2):
Target Namespace:
Version:
$Revision: 9765 $
Defined Components:
Default Namespace-Qualified Form:
Local Elements: qualified; Local Attributes: unqualified
Schema Location:
C:\Users\mkoli\FpML Specifications\trunk\xml\pretrade\fpml-cd-5-5.xsd; see XML source
Includes Schema:
Included in Schema:
Target Namespace:
Version:
$Revision: 9756 $
Defined Components:
Default Namespace-Qualified Form:
Local Elements: qualified; Local Attributes: unqualified
Schema Location:
C:\Users\mkoli\FpML Specifications\trunk\xml\pretrade\fpml-doc-5-5.xsd; see XML source
Includes Schema:
Included in Schema:
Target Namespace:
Version:
$Revision: 9781 $
Defined Components:
Default Namespace-Qualified Form:
Local Elements: qualified; Local Attributes: unqualified
Schema Location:
C:\Users\mkoli\FpML Specifications\trunk\xml\pretrade\fpml-enum-5-5.xsd; see XML source
Included in Schema:
Target Namespace:
Version:
$Revision: 9768 $
Defined Components:
Default Namespace-Qualified Form:
Local Elements: qualified; Local Attributes: unqualified
Schema Location:
C:\Users\mkoli\FpML Specifications\trunk\xml\pretrade\fpml-ird-5-5.xsd; see XML source
Includes Schema:
Included in Schema:
products
Target Namespace:
Version:
$Revision: 9765 $
Defined Components:
Default Namespace-Qualified Form:
Local Elements: qualified; Local Attributes: unqualified
Schema Location:
C:\Users\mkoli\FpML Specifications\trunk\xml\pretrade\fpml-main-5-5.xsd; see XML source
Includes Schemas (4):
Event Status messages.
Target Namespace:
Version:
$Revision: 9756 $
Defined Components:
Default Namespace-Qualified Form:
Local Elements: qualified; Local Attributes: unqualified
Schema Location:
C:\Users\mkoli\FpML Specifications\trunk\xml\pretrade\fpml-msg-5-5.xsd; see XML source
Imports Schema:
Includes Schema:
Included in Schema:
Target Namespace:
Version:
$Revision: 9765 $
Defined Components:
Default Namespace-Qualified Form:
Local Elements: qualified; Local Attributes: unqualified
Schema Location:
C:\Users\mkoli\FpML Specifications\trunk\xml\pretrade\fpml-option-shared-5-5.xsd; see XML source
Includes Schema:
Included in Schema:
Target Namespace:
Version:
$Revision: 9756 $
Defined Components:
Default Namespace-Qualified Form:
Local Elements: qualified; Local Attributes: unqualified
Schema Location:
C:\Users\mkoli\FpML Specifications\trunk\xml\pretrade\fpml-pretrade-processes-5-5.xsd; see XML source
Includes Schema:
Included in Schema:
Target Namespace:
Version:
$Revision: 9204 $
Defined Components:
Default Namespace-Qualified Form:
Local Elements: qualified; Local Attributes: unqualified
Schema Location:
C:\Users\mkoli\FpML Specifications\trunk\xml\pretrade\fpml-prod-def-processes-5-5.xsd; see XML source
Includes Schema:
Included in Schema:
Target Namespace:
Version:
$Revision: 9765 $
Defined Components:
Default Namespace-Qualified Form:
Local Elements: qualified; Local Attributes: unqualified
Schema Location:
C:\Users\mkoli\FpML Specifications\trunk\xml\pretrade\fpml-shared-5-5.xsd; see XML source
Includes Schema:
Included in Schema:
All Element Summary
acceleratedOrMatured A deliverable obligation characteristic.
Type:
xsd:boolean
Content:
simple
Defined:
account Optional account information used to precisely define the origination and destination of financial instruments.
Type:
Content:
complex, 1 attribute, 5 elements
Defined:
accountBeneficiary A reference to the party beneficiary of the account.
Type:
Content:
empty, 1 attribute
Defined:
locally witnin Account complexType in fpml-shared-5-5.xsd; see XML source
accountId An account identifier.
Type:
Content:
simple, 1 attribute
Defined:
locally witnin Account complexType in fpml-shared-5-5.xsd; see XML source
accountName The name by which the account is known.
Type:
Content:
simple, 1 attribute
Defined:
locally witnin Account complexType in fpml-shared-5-5.xsd; see XML source
accountReference (defined in AccountReferenceOrPartyReference.model group) Reference to the subaccount definition in the Party list.
Type:
Content:
empty, 1 attribute
Defined:
accountReference (defined in OnBehalfOf complexType) Identifies the account(s) related to the party when they can be determined from the party alone, for example in a inter-book trade.
Type:
Content:
empty, 1 attribute
Defined:
accountReference (defined in PartyAndAccountReferences.model group) Reference to an account.
Type:
Content:
empty, 1 attribute
Defined:
accountType The type of account. e.g., Client, House
Type:
Content:
simple, 1 attribute
Defined:
locally witnin Account complexType in fpml-shared-5-5.xsd; see XML source
accruedInterest (defined in PendingPayment complexType) Accrued interest on the dividend or coupon payment.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
accruedInterest (in cashSettlementTerms) Indicates whether accrued interest is included (true) or not (false).
Type:
xsd:boolean
Content:
simple
Defined:
accruedInterest (in deliverableObligations) Indicates whether accrued interest is included (true) or not (false).
Type:
xsd:boolean
Content:
simple
Defined:
accruedInterestPrice Specifies the accrued interest that are part of the dirty price in the case of a fixed income security or a convertible bond.
Type:
xsd:decimal
Content:
simple
Defined:
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:
locally witnin Reason complexType in fpml-msg-5-5.xsd; see XML source
additionalEvent The additionalEvent element is an extension/substitution point to customize FpML and add additional events.
Type:
Content:
complex, 1 element
Abstract:
(may not be used directly in instance XML documents)
Defined:
Used:
additionalFixedPayments Specifies the events that will give rise to the payment a additional fixed payments.
Type:
Content:
complex, 3 elements
Defined:
additionalTerm This element is used for representing information contained in the Additional Terms field of the 2003 Master Credit Derivatives confirm.
Type:
Content:
simple, 1 attribute
Defined:
locally witnin GeneralTerms complexType in fpml-cd-5-5.xsd; see XML source
address A postal or street address.
Type:
Content:
complex, 5 elements
Defined:
adjustableDate 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, 2 elements
Defined:
adjustableDates (defined in AdjustableDatesOrRelativeDateOffset complexType) A series of adjustable dates
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
adjustableDates (defined in AdjustableOrRelativeDates complexType) A series of dates that shall be subject to adjustment if they would otherwise fall on a day that is not a business day in the specified business centers, together with the convention for adjusting the date.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
adjustableDates (defined in AdjustableRelativeOrPeriodicDates complexType) A series of dates that shall be subject to adjustment if they would otherwise fall on a day that is not a business day in the specified business centers, together with the convention for adjusting the date.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
adjustableDates (defined in AdjustableRelativeOrPeriodicDates2 complexType) A series of dates that shall be subject to adjustment if they would otherwise fall on a day that is not a business day in the specified business centers, together with the convention for adjusting the date.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
adjustableDates (in cashSettlementPaymentDate) A series of dates that shall be subject to adjustment if they would otherwise fall on a day that is not a business day in the specified business centers, together with the convention for adjusting the date.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
adjustablePaymentDate (defined in InitialPayment complexType) A fixed payment date that shall be subject to adjustment in accordance with the applicable business day convention if it would otherwise fall on a day that is not a business day.
Type:
xsd:date
Content:
simple
Defined:
adjustablePaymentDate (in singlePayment) A fixed amount payment date that shall be subject to adjustment in accordance with the applicable business day convention if it would otherwise fall on a day that is not a business day.
Type:
xsd:date
Content:
simple
Defined:
locally witnin SinglePayment complexType in fpml-cd-5-5.xsd; see XML source
adjustedCashSettlementPaymentDate (in earlyTerminationEvent) The date on which the cash settlement amount is paid.
Type:
xsd:date
Content:
simple
Defined:
adjustedCashSettlementPaymentDate (in mandatoryEarlyTerminationAdjustedDates) The date on which the cash settlement amount is paid.
Type:
xsd:date
Content:
simple
Defined:
adjustedCashSettlementValuationDate (in earlyTerminationEvent) The date by which the cash settlement amount must be agreed.
Type:
xsd:date
Content:
simple
Defined:
adjustedCashSettlementValuationDate (in mandatoryEarlyTerminationAdjustedDates) 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 (in cancellationEvent) The early termination date that is applicable if an early termination provision is exercised.
Type:
xsd:date
Content:
simple
Defined:
adjustedEarlyTerminationDate (in earlyTerminationEvent) The early termination date that is applicable if an early termination provision is exercised.
Type:
xsd:date
Content:
simple
Defined:
adjustedEarlyTerminationDate (in mandatoryEarlyTerminationAdjustedDates) The early termination date that is applicable if an early termination provision is exercised.
Type:
xsd:date
Content:
simple
Defined:
adjustedEndDate The calculation period end date, adjusted according to any relevant business day convention.
Type:
xsd:date
Content:
simple
Defined:
adjustedExerciseDate (defined in ExtensionEvent complexType) The date on which option exercise takes place.
Type:
xsd:date
Content:
simple
Defined:
adjustedExerciseDate (in cancellationEvent) The date on which option exercise takes place.
Type:
xsd:date
Content:
simple
Defined:
adjustedExerciseDate (in earlyTerminationEvent) The date on which option exercise takes place.
Type:
xsd:date
Content:
simple
Defined:
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:
adjustedPaymentDate (defined in InitialPayment complexType) The adjusted payment date.
Type:
xsd:date
Content:
simple
Defined:
adjustedPaymentDate (in adjustedPaymentDates) The adjusted payment date.
Type:
xsd:date
Content:
simple
Defined:
adjustedPaymentDate (in singlePayment) The adjusted payment date.
Type:
xsd:date
Content:
simple
Defined:
locally witnin SinglePayment complexType in fpml-cd-5-5.xsd; see XML source
adjustedPaymentDates An optional cashflow-like structure allowing the equivalent representation of the periodic fixed payments in terms of a series of adjusted payment dates and amounts.
Type:
Content:
complex, 2 elements
Defined:
adjustedStartDate The calculation period start date, adjusted according to any relevant business day convention.
Type:
xsd:date
Content:
simple
Defined:
advisory A human-readable message providing information about the service..
Type:
Content:
complex, 4 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:
allGuarantees Indicates whether an obligation of the Reference Entity, guaranteed by the Reference Entity on behalf of a non-Affiliate, is to be considered an Obligation for the purpose of the transaction.
Type:
xsd:boolean
Content:
simple
Defined:
allocatedFraction The fractional allocation (0.45 = 45%) of the notional and "block" fees to this particular client subaccount.
Type:
xsd:decimal
Content:
simple
Defined:
locally witnin Allocation complexType in fpml-doc-5-5.xsd; see XML source
allocatedNotional The notional allocation (amount and currency) to this particular client account.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
locally witnin Allocation complexType in fpml-doc-5-5.xsd; see XML source
allocation
Type:
Content:
complex, 10 elements
Defined:
locally witnin Allocations complexType in fpml-doc-5-5.xsd; see XML source
allocationAccountReference Reference to an account.
Type:
Content:
empty, 1 attribute
Defined:
allocationPartyReference Reference to a party.
Type:
Content:
empty, 1 attribute
Defined:
allocations "Short-form" representation of allocations in which the key block economics are stated once within the trade structure, and the allocation data is contained in this allocations structure.
Type:
Content:
complex, 1 element
Defined:
locally witnin Trade complexType in fpml-doc-5-5.xsd; see XML source
allocationsCompleted When allocations for this trade were completely processed.
Type:
xsd:dateTime
Content:
simple
Defined:
allocationsSubmitted When allocations for this trade were submitted or received by this party.
Type:
xsd:dateTime
Content:
simple
Defined:
allocationStatus Specifies whether the trade is anticipated to be allocated, has been allocated, or will not be allocated.
Type:
Content:
simple, 1 attribute
Defined:
allocationsUpdated When allocations for this trade were most recently corrected.
Type:
xsd:dateTime
Content:
simple
Defined:
allocationTradeId (defined in PartyTradeIdentifier complexType) The trade id of the allocated trade.
Type:
Content:
complex, 1 attribute, 6 elements
Defined:
allocationTradeId (in allocation) Unique ID for the allocation.
Type:
Content:
complex, 1 attribute, 6 elements
Defined:
locally witnin Allocation complexType in fpml-doc-5-5.xsd; see XML source
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:
may substitute for element exercise
Defined:
Used:
never
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:
locally witnin Money complexType in fpml-shared-5-5.xsd; see XML source
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 (in paymentAmount defined in PositivePayment complexType) The positive monetary quantity in currency units.
Type:
Content:
simple
Defined:
amountRelativeTo (in fxConversion)
Type:
Content:
empty, 1 attribute
Defined:
amountRelativeTo (in underlyerPrice) 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:
locally witnin Price complexType in fpml-asset-5-5.xsd; see XML source
amountRemaining
Type:
xsd:integer
Content:
simple
Defined:
amountUtilized
Type:
xsd:integer
Content:
simple
Defined:
applicable (defined in NotDomesticCurrency complexType) Indicates whether the not domestic currency provision is applicable.
Type:
xsd:boolean
Content:
simple
Defined:
applicable (defined in PCDeliverableObligationCharac complexType) Indicates whether the provision is applicable.
Type:
xsd:boolean
Content:
simple
Defined:
applicable (defined in SpecifiedCurrency complexType) Indicates whether the specified currency provision is applicable.
Type:
xsd:boolean
Content:
simple
Defined:
applicable (in failureToPay) Indicates whether the failure to pay provision is applicable.
Type:
xsd:boolean
Content:
simple
Defined:
applicable (in gracePeriodExtension) Indicates whether the grace period extension provision is applicable.
Type:
xsd:boolean
Content:
simple
Defined:
applicable (in restructuring) Indicates whether the restructuring provision is applicable.
Type:
xsd:boolean
Content:
simple
Defined:
approval
Type:
Content:
complex, 3 elements
Defined:
locally witnin Approvals complexType in fpml-doc-5-5.xsd; see XML source
approvalId
Type:
Content:
simple, 1 attribute
Defined:
approvals A container for approval states in the workflow.
Type:
Content:
complex, 1 element
Defined:
approvedNotionalAmount (partial approval) Specifies the fixed amount approved expressed as notional amount.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
approvedNumberOfOptions (partial approval) Specifies the fixed amount approved expressed as number of options.
Type:
xsd:decimal
Content:
simple
Defined:
approvedNumberOfUnits (partial approval) Specifies the fixed amount approved expressed as number of units.
Type:
xsd:decimal
Content:
simple
Defined:
approver The full name or identifiying ID of the relevant approver.
Type:
xsd:normalizedString
Content:
simple
Defined:
locally witnin Approval complexType in fpml-doc-5-5.xsd; see XML source
approvingPartyReference
Type:
Content:
empty, 1 attribute
Defined:
assignableLoan A deliverable obligation characteristic.
Type:
Content:
complex, 2 elements
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:
locally witnin Tranche complexType in fpml-cd-5-5.xsd; see XML source
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:
complex, 1 element
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:
bankruptcy A credit event.
Type:
xsd:boolean
Content:
simple
Defined:
barrierDeterminationAgent The party referenced is specified in the related Confirmation as Barrier Determination Agent.
Type:
Content:
empty, 1 attribute
Defined:
locally witnin Trade complexType in fpml-doc-5-5.xsd; see XML source
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 (in attachment) Provides extra information as binary contents coded in base64.
Type:
xsd:base64Binary
Content:
simple
Defined:
locally witnin Resource complexType in fpml-shared-5-5.xsd; see XML source
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, 8 elements
Subst.Gr:
may substitute for element underlyingAsset
Defined:
Used:
never
basket (defined in Underlyer complexType) Describes the swap's underlyer when it has multiple asset components.
Type:
Content:
complex, 1 attribute, 8 elements
Defined:
locally witnin Underlyer complexType in fpml-asset-5-5.xsd; see XML source
basketAmount DEPRECATED.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
basketChange Describes a change due to change in composition of basket underlyer
Type:
Content:
complex, 1 element
Subst.Gr:
may substitute for element changeEvent
Defined:
Used:
never
basketConstituent Describes each of the components of the basket.
Type:
Content:
complex, 1 attribute, 14 elements
Defined:
locally witnin Basket complexType in fpml-asset-5-5.xsd; see XML source
basketCurrency Specifies the currency for this basket.
Type:
Content:
simple, 1 attribute
Defined:
locally witnin Basket complexType in fpml-asset-5-5.xsd; see XML source
basketDivisor Specifies the basket divisor amount.
Type:
xsd:decimal
Content:
simple
Defined:
locally witnin Basket complexType in fpml-asset-5-5.xsd; see XML source
basketId (defined in BasketIdentifier.model group) A CDS basket identifier
Type:
Content:
simple, 1 attribute
Defined:
basketId (defined in BasketIdentifier.model group) A CDS basket identifier
Type:
Content:
simple, 1 attribute
Defined:
basketName The name of the basket expressed as a free format string.
Type:
Content:
simple, 1 attribute
Defined:
basketPercentage The relative weight of each respective basket constituent, expressed in percentage.
Type:
Content:
simple
Defined:
basketReferenceInformation This element contains all the terms relevant to defining the Credit Default Swap Basket.
Type:
Content:
complex, 7 elements
Defined:
locally witnin GeneralTerms complexType in fpml-cd-5-5.xsd; see XML source
basketVersion Basket version, used to record changes in basket composition or weights
Type:
xsd:nonNegativeInteger
Content:
simple
Defined:
locally witnin Basket complexType in fpml-asset-5-5.xsd; see XML source
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:
may substitute for element exercise
Defined:
Used:
never
bermudaExerciseDates The dates the define the Bermuda option exercise dates and the expiration date.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
blockTradeId The trade id of the block trade.
Type:
Content:
complex, 1 attribute, 6 elements
Defined:
bond Identifies the underlying asset when it is a series or a class of bonds.
Type:
Content:
complex, 1 attribute, 16 elements
Subst.Gr:
may substitute for element underlyingAsset
Defined:
Used:
borrower
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
locally witnin Loan complexType in fpml-asset-5-5.xsd; see XML source
borrowerReference
Type:
Content:
empty, 1 attribute
Defined:
locally witnin Loan complexType in fpml-asset-5-5.xsd; see XML source
brokerConfirmation Specifies the deails for a broker confirm.
Type:
Content:
complex, 1 element
Defined:
brokerConfirmationType The type of broker confirmation executed between the parties.
Type:
Content:
simple, 1 attribute
Defined:
brokerPartyReference Identifies that party (or parties) that brokered this trade.
Type:
Content:
empty, 1 attribute
Defined:
locally witnin Trade complexType in fpml-doc-5-5.xsd; see XML source
businessCenter (defined in BusinessCenterTime complexType)
Type:
Content:
simple, 2 attributes
Defined:
businessCenter (defined in ExerciseNotice complexType)
Type:
Content:
simple, 2 attributes
Defined:
businessCenter (defined in QuoteLocation.model group) A city or other business center.
Type:
Content:
simple, 2 attributes
Defined:
businessCenter (in businessCenters)
Type:
Content:
simple, 2 attributes
Defined:
businessCenter (in creditEventNotice) Inclusion of this business center element implies that Greenwich Mean Time in Section 3.3 of the 2003 ISDA Credit Derivatives Definitions is replaced by the local time of the city indicated by the businessCenter element value.
Type:
Content:
simple, 2 attributes
Defined:
businessCenters
Type:
Content:
complex, 1 attribute, 1 element
Defined:
businessDateRange A range of contiguous business days.
Type:
Content:
complex, 4 elements
Defined:
businessDayConvention (defined in BusinessDayAdjustments complexType) The convention for adjusting a date if it would otherwise fall on a day that is not a business day.
Type:
Content:
simple
Defined:
businessDayConvention (defined in FinalCalculationPeriodDateAdjustment complexType) Override business date convention.
Type:
Content:
simple
Defined:
businessDayConvention (defined in FxFixingDate 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:
locally witnin FxFixingDate complexType in fpml-ird-5-5.xsd; see XML source
businessDayConvention (defined in RelativeDateOffset complexType) The convention for adjusting a date if it would otherwise fall on a day that is not a business day.
Type:
Content:
simple
Defined:
businessDayConvention (in businessDateRange) The convention for adjusting a date if it would otherwise fall on a day that is not a business day.
Type:
Content:
simple
Defined:
businessDayConvention (in dateOffset) The convention for adjusting a date if it would otherwise fall on a day that is not a business day.
Type:
Content:
simple
Defined:
businessDays (defined in SingleValuationDate complexType) A number of business days.
Type:
xsd:nonNegativeInteger
Content:
simple
Defined:
businessDays (in physicalSettlementPeriod) A number of business days.
Type:
xsd:nonNegativeInteger
Content:
simple
Defined:
businessDaysNotSpecified An explicit indication that a number of business days are not specified and therefore ISDA fallback provisions should apply.
Type:
xsd:boolean
Content:
simple
Defined:
businessDaysThereafter The number of business days between successive valuation dates when multiple valuation dates are applicable for cash settlement.
Type:
xsd:positiveInteger
Content:
simple
Defined:
businessProcess
Type:
Content:
simple, 1 attribute
Defined:
businessUnit Optional organization unit information used to describe the organization units (e.g. trading desks) involved in a transaction or business process .
Type:
Content:
complex, 1 attribute, 4 elements
Defined:
locally witnin Party complexType in fpml-shared-5-5.xsd; see XML source
businessUnitId An identifier used to uniquely identify organization unit
Type:
Content:
simple, 1 attribute
Defined:
businessUnitReference (in person) The unit for which the indvidual works.
Type:
Content:
empty, 1 attribute
Defined:
locally witnin Person complexType in fpml-shared-5-5.xsd; see XML source
businessUnitReference (in relatedBusinessUnit) The unit that is related to this.
Type:
Content:
empty, 1 attribute
Defined:
buyer The buyer of the option
Type:
Content:
simple, 1 attribute
Defined:
locally witnin Strike complexType in fpml-shared-5-5.xsd; see XML source
buyerAccountReference A reference to the account that buys this instrument.
Type:
Content:
empty, 1 attribute
Defined:
buyerConvention The purpose of this element is to disambiguate whether the buyer of the product effectively buys protection or whether he buys risk (and, hence, sells protection) in the case, such as high yields instruments, where no firm standard appears to exist at the execution level.
Type:
Content:
simple
Defined:
locally witnin GeneralTerms complexType in fpml-cd-5-5.xsd; see XML source
buyerPartyReference (defined in BuyerSeller.model group) A reference to the party that buys this instrument, ie. pays for this instrument and receives the rights defined by it.
Type:
Content:
empty, 1 attribute
Defined:
buyerPartyReference (in notifyingParty)
Type:
Content:
empty, 1 attribute
Defined:
calculatedRate The final calculated rate for a calculation period after any required averaging of rates A calculated rate of 5% would be represented as 0.05.
Type:
xsd:decimal
Content:
simple
Defined:
calculation The parameters used in the calculation of fixed or floaring rate calculation period amounts.
Type:
Content:
complex, 5 elements
Defined:
calculationAgent (defined in CalculationAgent.model group) The ISDA calculation agent responsible for performing duties as defined in the applicable product definitions.
Type:
Content:
complex, 1 element
Defined:
calculationAgent (defined in MandatoryEarlyTermination complexType) The ISDA Calculation Agent responsible for performing duties associated with an optional early termination.
Type:
Content:
complex, 1 element
Defined:
calculationAgent (defined in OptionalEarlyTermination complexType) The ISDA Calculation Agent responsible for performing duties associated with an optional early termination.
Type:
Content:
complex, 1 element
Defined:
calculationAgentBusinessCenter The city in which the office through which ISDA Calculation Agent is acting for purposes of the transaction is located The short-form confirm for a trade that is executed under a Sovereign or Asia Pacific Master Confirmation Agreement ( MCA ), does not need to specify the Calculation Agent.
Type:
Content:
simple, 2 attributes
Defined:
calculationAgentDetermination The calculation agent will decide the rate.
Type:
Content:
complex, 1 element
Defined:
calculationAgentParty The ISDA calculation agent responsible for performing duties as defined in the applicable product definitions.
Type:
Content:
simple
Defined:
calculationAmount (defined in ProtectionTerms complexType) The notional amount of protection coverage.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
calculationAmount (in fixedAmountCalculation) The notional amount used in the calculation of fixed amounts where an amount is calculated on a formula basis, i.e. fixed amount = fixed rate payer calculation amount x fixed rate x fixed rate day count fraction.
Type:
Content:
complex, 1 attribute, 3 elements
Defined:
calculationEndDate
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
calculationPeriodAmount The calculation period amount parameters.
Type:
Content:
complex, 1 element
Defined:
calculationPeriodDates The calculation periods dates schedule.
Type:
Content:
complex, 1 attribute, 8 elements
Defined:
calculationPeriodDatesAdjustments (defined in PeriodicDates complexType) The business day convention to apply to each calculation period end date if it would otherwise fall on a day that is not a business day in the specified financial business centers.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
calculationPeriodDatesAdjustments (in calculationPeriodDates) The business day convention to apply to each calculation period end date if it would otherwise fall on a day that is not a business day in the specified financial business centers.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
calculationPeriodDatesReference A set of href pointers to calculation period dates defined somewhere else in the document.
Type:
Content:
empty, 1 attribute
Defined:
calculationPeriodFrequency (defined in PeriodicDates complexType) The frequency at which calculation period end dates occur with the regular part of the calculation period schedule and their roll date convention.
Type:
Content:
complex, 1 attribute, 3 elements
Defined:
calculationPeriodFrequency (in calculationPeriodDates) The frequency at which calculation period end dates occur with the regular part of the calculation period schedule and their roll date convention.
Type:
Content:
complex, 1 attribute, 3 elements
Defined:
calculationPeriodNumberOfDays (defined in CalculationPeriod complexType) The number of days from the adjusted effective / start date to the adjusted termination / end date calculated in accordance with the applicable day count fraction.
Type:
xsd:positiveInteger
Content:
simple
Defined:
calculationPeriodNumberOfDays (defined in FutureValueAmount complexType) 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:
cancellationEvent The adjusted dates for an individual cancellation date.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
capRate The cap rate, if any, which applies to the floating rate for the calculation period.
Type:
Content:
complex, 1 attribute, 3 elements
Defined:
cash Identifies a simple underlying asset type that is a cash payment.
Type:
Content:
complex, 1 attribute, 3 elements
Subst.Gr:
may substitute for element underlyingAsset
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:
cashPriceAlternateMethod An ISDA defined cash settlement method used for the determination of the applicable cash settlement amount.
Type:
Content:
complex, 3 elements
Defined:
cashPriceMethod An ISDA defined cash settlement method used for the determination of the applicable cash settlement amount.
Type:
Content:
complex, 3 elements
Defined:
cashSettlement (defined in MandatoryEarlyTermination complexType) If specified, this means that cash settlement is applicable to the transaction and defines the parameters associated with the cash settlement prodcedure.
Type:
Content:
complex, 1 attribute, 10 elements
Defined:
cashSettlement (defined in OptionalEarlyTermination complexType) If specified, this means that cash settlement is applicable to the transaction and defines the parameters associated with the cash settlement prodcedure.
Type:
Content:
complex, 1 attribute, 10 elements
Defined:
cashSettlement (in optionExercise)
Type:
Content:
complex, 1 attribute, 6 elements
Defined:
cashSettlementAmount The amount paid by the seller to the buyer for cash settlement on the cash settlement date.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
cashSettlementBusinessDays The number of business days used in the determination of the cash settlement payment date.
Type:
xsd:nonNegativeInteger
Content:
simple
Defined:
cashSettlementCurrency (defined in CashPriceMethod complexType) The currency in which the cash settlement amount will be calculated and settled.
Type:
Content:
simple, 1 attribute
Defined:
cashSettlementCurrency (in crossCurrencyMethod) The currency, or currencies, in which the cash settlement amount(s) will be calculated and settled.
Type:
Content:
simple, 1 attribute
Defined:
cashSettlementOnly An obligation and deliverable obligation characteristic.
Type:
xsd:boolean
Content:
simple
Defined:
locally witnin Obligations complexType in fpml-cd-5-5.xsd; see XML source
cashSettlementPaymentDate The date on which the cash settlement amount will be paid, subject to adjustment in accordance with any applicable business day convention.
Type:
Content:
complex, 1 attribute, 3 elements
Defined:
cashSettlementReferenceBanks (defined in CashPriceMethod complexType) A container for a set of reference institutions.
Type:
Content:
complex, 1 attribute, 1 element
Defined:
cashSettlementReferenceBanks (in crossCurrencyMethod) A container for a set of reference institutions.
Type:
Content:
complex, 1 attribute, 1 element
Defined:
cashSettlementReferenceBanks (in settlementRateSource) A container for a set of reference institutions.
Type:
Content:
complex, 1 attribute, 1 element
Defined:
cashSettlementTerms This element contains all the ISDA terms relevant to cash settlement for when cash settlement is applicable.
Type:
Content:
complex, 1 attribute, 13 elements
Defined:
cashSettlementValuationDate The date on which the cash settlement amount will be determined according to the cash settlement method if the parties have not otherwise been able to agree the cash settlement amount.
Type:
Content:
complex, 1 attribute, 6 elements
Defined:
cashSettlementValuationTime The time of the cash settlement valuation date when the cash settlement amount will be determined according to the cash settlement method if the parties have not otherwise been able to agree the cash settlement amount.
Type:
Content:
complex, 2 elements
Defined:
category (defined in PartyTradeInformation complexType) Used to categorize trades into user-defined categories, such as house trades vs. customer trades.
Type:
Content:
simple, 1 attribute
Defined:
category (in advisory) The category or type of the notification message, e.g. availability, product coverage, rules, etc.
Type:
Content:
simple, 1 attribute
Defined:
category (in deliverableObligations) Used in both obligations and deliverable obligations to represent a class or type of securities which apply.
Type:
Content:
simple
Defined:
category (in obligations) Used in both obligations and deliverable obligations to represent a class or type of securities which apply.
Type:
Content:
simple
Defined:
locally witnin Obligations complexType in fpml-cd-5-5.xsd; see XML source
changeEvent Abstract substitutable place holder for specific change details.
Type:
Content:
complex, 1 element
Subst.Gr:
may be substituted with 3 elements
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:
characteristicReference
Type:
Content:
empty, 1 attribute
Defined:
city The city component of a postal address.
Type:
xsd:string
Content:
simple
Defined:
locally witnin Address complexType in fpml-shared-5-5.xsd; see XML source
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:
locally witnin Price complexType in fpml-asset-5-5.xsd; see XML source
clearanceSystem (defined in CurveInstrument complexType) Identification of the clearance system associated with the transaction exchange.
Type:
Content:
simple, 1 attribute
Defined:
clearanceSystem (defined in UnderlyingAsset complexType) Identification of the clearance system associated with the transaction exchange.
Type:
Content:
simple, 1 attribute
Defined:
cleared When this trade was cleared.
Type:
xsd:dateTime
Content:
simple
Defined:
clearedDate If the trade was cleared (novated) through a central counterparty clearing service, this represents the date the trade was cleared (transferred to the central counterparty).
Type:
Content:
simple, 1 attribute
Defined:
locally witnin TradeHeader complexType in fpml-doc-5-5.xsd; see XML source
clearedPhysicalSettlement Specifies whether the swap resulting from physical settlement of the swaption transaction will clear through a clearing house.
Type:
xsd:boolean
Content:
simple
Defined:
clearingStatus Describes the status with respect to clearing (e.g.
Type:
Content:
simple, 1 attribute
Defined:
clearingStatusValue The status of the clearing process for the identified trade.
Type:
Content:
simple, 1 attribute
Defined:
clipSize
Type:
xsd:integer
Content:
simple
Defined:
collateral (defined in Trade complexType) Defines collateral obiligations of a Party
Type:
Content:
complex, 1 element
Defined:
locally witnin Trade complexType in fpml-doc-5-5.xsd; see XML source
collateral (in allocation) The sum that must be posted upfront to collateralize against counterparty credit risk.
Type:
Content:
complex, 1 element
Defined:
collateralizationType Specifies whether this party posts collateral.
Type:
Content:
simple, 1 attribute
Defined:
collateralizedCashPriceMethod An ISDA defined cash settlement method used for the determination of the applicable cash settlement amount.
Type:
Content:
complex, 2 elements
Defined:
collateralPortfolio Provides a name, code, or other identifier for the collateral portfolio to which this belongs.
Type:
Content:
simple, 2 attributes
Defined:
collateralValueAllocation Collateral allocation by value.
Type:
Content:
complex, 2 elements
Defined:
commencementDate (defined in SharedAmericanExercise complexType) The first day of the exercise period for an American style option.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
commencementDate (in americanExercise) The first day of the exercise period for an American style option.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
comments Any additional comments that are deemed necessary.
Type:
xsd:string
Content:
simple
Defined:
locally witnin Resource complexType in fpml-shared-5-5.xsd; see XML source
commission This optional component specifies the commission to be charged for executing the hedge transactions.
Type:
Content:
complex, 5 elements
Defined:
locally witnin Price complexType in fpml-asset-5-5.xsd; see XML source
commissionAmount The commission amount, expressed in the way indicated by the commissionType element.
Type:
xsd:decimal
Content:
simple
Defined:
locally witnin Commission complexType in fpml-asset-5-5.xsd; see XML source
commissionDenomination The type of units used to express a commission.
Type:
Content:
simple
Defined:
locally witnin Commission complexType in fpml-asset-5-5.xsd; see XML source
commissionPerTrade The total commission per trade.
Type:
xsd:decimal
Content:
simple
Defined:
locally witnin Commission complexType in fpml-asset-5-5.xsd; see XML source
commodity Identifies the underlying asset when it is a listed commodity.
Type:
Content:
complex, 1 attribute, 14 elements
Subst.Gr:
may substitute for element underlyingAsset
Defined:
Used:
never
commodityBase A coding scheme value to identify the base type of the commodity being traded.
Type:
Content:
simple, 1 attribute
Defined:
commodityDetails A coding scheme value to identify the commodity being traded more specifically.
Type:
Content:
simple, 1 attribute
Defined:
componentDescription Text description of the component
Type:
xsd:string
Content:
simple
Defined:
componentReference A reference to a component of the strategy (typically a product).
Type:
Content:
empty, 1 attribute
Defined:
compounding
Type:
xsd:boolean
Content:
simple
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 calculation) 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:
locally witnin Calculation complexType in fpml-ird-5-5.xsd; see XML source
compressionActivity Compression information for the trade.
Type:
Content:
complex, 5 elements
Defined:
compressionType
Type:
Content:
simple, 1 attribute
Defined:
confirmationMethod Used to describe how the trade was confirmed, e.g via a confirmation facility, via private electronic service, or via written documentation.
Type:
Content:
simple, 1 attribute
Defined:
confirmed When this trade was confirmed.
Type:
xsd:dateTime
Content:
simple
Defined:
consentRequiredLoan A deliverable obligation characteristic.
Type:
Content:
complex, 2 elements
Defined:
constantNotionalScheduleReference A pointer style reference to the associated constant notional schedule defined elsewhere in the document which contains the currency amounts which will be converted into the varying notional currency amounts using the spot currency exchange rate.
Type:
Content:
empty, 1 attribute
Defined:
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:
constraint
Type:
Content:
complex, 7 elements
Defined:
contactInfo (in businessUnit) Information on how to contact the unit using various means.
Type:
Content:
complex, 3 elements
Defined:
contactInfo (in party) Information on how to contact the party using various means.
Type:
Content:
complex, 3 elements
Defined:
locally witnin Party complexType in fpml-shared-5-5.xsd; see XML source
contactInfo (in person) Information on how to contact the individual using various means.
Type:
Content:
complex, 3 elements
Defined:
locally witnin Person complexType in fpml-shared-5-5.xsd; see XML source
continuity An obligation and deliverable obligation characteristic.
Type:
xsd:boolean
Content:
simple
Defined:
locally witnin Obligations complexType in fpml-cd-5-5.xsd; see XML source
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:
contractMaturityMonth The month and year when the future contract expires.
Type:
xsd:gYearMonth
Content:
simple
Defined:
locally witnin Future complexType in fpml-asset-5-5.xsd; see XML source
contractReference Specifies the contract that can be referenced, besides the undelyer type.
Type:
xsd:string
Content:
simple
Defined:
contractualDefinitions (in documentation defined in Trade complexType) The definitions such as those published by ISDA that will define the terms of the trade.
Type:
Content:
simple, 1 attribute
Defined:
contractualDefinitions (in novation) The definitions (such as those published by ISDA) that will define the terms of the novation transaction.
Type:
Content:
simple, 1 attribute
Defined:
contractualMatrix A reference to a contractual matrix of elected terms/values (such as those published by ISDA) that shall be deemed to apply to the trade.
Type:
Content:
complex, 3 elements
Defined:
contractualTermsSupplement (in documentation defined in Trade complexType) A contractual supplement (such as those published by ISDA) that will apply to the trade.
Type:
Content:
complex, 2 elements
Defined:
contractualTermsSupplement (in novation) A contractual supplement (such as those published by ISDA) that will apply to the trade.
Type:
Content:
complex, 2 elements
Defined:
convertibleBond Identifies the underlying asset when it is a convertible bond.
Type:
Content:
complex, 1 attribute, 18 elements
Subst.Gr:
may substitute for element underlyingAsset
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:
corporateAction Describes a change due to a corporate action
Type:
Content:
complex, 2 elements
Subst.Gr:
may substitute for element changeEvent
Defined:
Used:
never
correlationId A qualified identifier used to correlate between messages
Type:
Content:
simple, 1 attribute
Defined:
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:
counterofferQuote
Type:
xsd:string
Content:
simple
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:
locally witnin Address complexType in fpml-shared-5-5.xsd; see XML source
country (in businessUnit) The ISO 3166 standard code for the country where the individual works.
Type:
Content:
simple, 1 attribute
Defined:
country (in party) The country where the party is domiciled.
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:
locally witnin Person complexType in fpml-shared-5-5.xsd; see XML source
couponPayment (in basketConstituent) The next upcoming coupon payment.
Type:
Content:
complex, 1 attribute, 3 elements
Defined:
couponPayment (in singleUnderlyer) The next upcoming coupon payment.
Type:
Content:
complex, 1 attribute, 3 elements
Defined:
couponRate Specifies the coupon rate (expressed in percentage) of a fixed income security or convertible bond.
Type:
xsd:decimal
Content:
simple
Defined:
couponType Specifies if the bond has a variable coupon, step-up/down coupon or a zero-coupon.
Type:
Content:
simple, 1 attribute
Defined:
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:
locally witnin Loan complexType in fpml-asset-5-5.xsd; see XML source
creditApprovalModel (defined in OriginalRequestDetails complexType)
Type:
Content:
simple, 1 attribute
Defined:
creditApprovalModel (in requestLimitCheck)
Type:
Content:
simple, 1 attribute
Defined:
creditApprovalRequestType (defined in OriginalRequestDetails complexType)
Type:
Content:
simple
Defined:
creditApprovalRequestType (in requestLimitCheck)
Type:
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:
may substitute for element product
Defined:
globally in fpml-cd-5-5.xsd; see XML source
Used:
never
creditDerivativesNotices This element should be specified if one or more of either a Credit Event Notice, Notice of Publicly Available Information, Notice of Physical Settlement or Notice of Intended Physical Settlement, as applicable, has been delivered by or to the Transferor or the Remaining Party.
Type:
Content:
complex, 3 elements
Defined:
creditDocument What arrangements will be made to provide credit?
Type:
Content:
simple, 1 attribute
Defined:
creditEntityReference An XML reference a credit entity defined elsewhere in the document.
Type:
Content:
empty, 1 attribute
Defined:
creditEvent 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:
creditEventNotice A specified condition to settlement.
Type:
Content:
complex, 3 elements
Defined:
creditEvents This element contains all the ISDA terms relating to credit events.
Type:
Content:
complex, 1 attribute, 14 elements
Defined:
creditLimit (defined in CreditLimitInformationExtended complexType)
Type:
Content:
complex, 10 elements
Defined:
creditLimit (in creditLimitInformation in creditLimitReport)
Type:
Content:
complex, 8 elements
Defined:
creditLimitException
Type:
Content:
complex, 3 attributes, 7 elements
Defined:
Used:
never
creditLimitInformation (in creditLimitReport)
Type:
Content:
complex, 3 elements
Defined:
creditLimitInformation (in setCreditLimit)
Type:
Content:
complex, 3 elements
Defined:
creditLimitInformation (in suspendCreditRetracted)
Type:
Content:
complex, 3 elements
Defined:
creditLimitReference (in creditRiskLimit in limitCheckApproved)
Type:
Content:
complex, 2 elements
Defined:
creditLimitReference (in creditRiskLimit in limitCheckRefused)
Type:
Content:
complex, 2 elements
Defined:
creditLimitReference (in orderStatus)
Type:
Content:
complex, 2 elements
Defined:
creditLimitReport
Type:
Content:
complex, 3 attributes, 9 elements
Defined:
Used:
never
creditLimitResponse
Type:
Content:
complex, 3 attributes, 8 elements
Defined:
Used:
never
creditRating The party's credit rating.
Type:
Content:
simple, 1 attribute
Defined:
creditRiskLimit (in limitCheckApproved)
Type:
Content:
complex, 11 elements
Defined:
creditRiskLimit (in limitCheckRefused)
Type:
Content:
complex, 5 elements
Defined:
creditSupportAgreement (in documentation defined in PartyRelationship complexType) An agreement executed between two parties intended to govern collateral arrangement for OTC derivatives transactions between those parties, and that references the related party.
Type:
Content:
complex, 3 elements
Defined:
creditSupportAgreement (in documentation defined in Trade complexType) The agreement executed between the parties and intended to govern collateral arrangement for all OTC derivatives transactions between those parties.
Type:
Content:
complex, 3 elements
Defined:
crossCurrencyMethod An ISDA defined cash settlement method used for the determination of the applicable cash settlement amount.
Type:
Content:
complex, 3 elements
Defined:
currency (defined in ActualPrice complexType) Specifies the currency associated with the net price.
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 CreditLimit complexType)
Type:
Content:
simple, 1 attribute
Defined:
currency (defined in CurveInstrument complexType) Currency in which the underlying asset 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:
locally witnin MoneyBase complexType in fpml-shared-5-5.xsd; see XML source
currency (defined in NotDomesticCurrency complexType) An explicit specification of the domestic currency.
Type:
Content:
simple, 1 attribute
Defined:
currency (defined in PositiveAmountSchedule complexType) The currency in which an amount is denominated.
Type:
Content:
simple, 1 attribute
Defined:
currency (defined in PricingStructure complexType) The currency that the structure is expressed in (this is relevant mostly for the Interes Rates asset class).
Type:
Content:
simple, 1 attribute
Defined:
currency (defined in QuotationCharacteristics.model group) The optional currency that the measure is expressed in.
Type:
Content:
simple, 1 attribute
Defined:
currency (defined in SpecifiedCurrency complexType) The currency in which an amount is denominated.
Type:
Content:
simple, 1 attribute
Defined:
currency (defined in UnderlyingAsset complexType) Trading currency of the underlyer when transacted as a cash instrument.
Type:
Content:
simple, 2 attributes
Defined:
currency (in cash) The currency in which an amount is denominated.
Type:
Content:
simple, 1 attribute
Defined:
locally witnin Cash complexType in fpml-asset-5-5.xsd; see XML source
currency (in commission) The currency in which an amount is denominated.
Type:
Content:
simple, 1 attribute
Defined:
locally witnin Commission complexType in fpml-asset-5-5.xsd; see XML source
currency (in commodity) The currency in which the Commodity Reference Price is published.
Type:
Content:
simple, 1 attribute
Defined:
currency (in feeAmountSchedule) The currency in which an amount is denominated.
Type:
Content:
simple, 1 attribute
Defined:
currency (in limitApplicable)
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:
currency2 The second currency specified when a pair of currencies is to be evaluated.
Type:
Content:
simple, 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:
locally witnin AssetPool complexType in fpml-asset-5-5.xsd; see XML source
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:
may be substituted with 6 elements
Defined:
Used:
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, 7 elements
Defined:
globally in fpml-main-5-5.xsd; see XML source
Used:
never
date (defined in CreditSupportAgreement complexType) The date of the agreement executed between the parties and intended to govern collateral arrangements for all OTC derivatives transactions between those parties.
Type:
xsd:date
Content:
simple
Defined:
date (defined in DateList complexType)
Type:
xsd:date
Content:
simple
Defined:
locally witnin DateList complexType in fpml-shared-5-5.xsd; see XML source
date (in agreement) The date on which the agreement was signed.
Type:
xsd:date
Content:
simple
Defined:
date (in implementationSpecification)
Type:
xsd:date
Content:
simple
Defined:
date (in optionExpiry defined in MaturityAndExpiryEvents.model group)
Type:
xsd:date
Content:
simple
Defined:
date (in optionExpiry in requestLimitCheck)
Type:
xsd:date
Content:
simple
Defined:
date (in tradeMaturity)
Type:
xsd:date
Content:
simple
Defined:
dateAdjustments (defined in AdjustableDate.model group) The business day convention and financial business centers used for adjusting the date if it would otherwise fall on a day that is not a business date in the specified business centers.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
dateAdjustments (defined in AdjustableDate2 complexType) The business day convention and financial business centers used for adjusting the date if it would otherwise fall on a day that is not a business dat in the specified business centers.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
dateAdjustments (defined in AdjustableDates complexType) The business day convention and financial business centers used for adjusting the date if it would otherwise fall on a day that is not a business dat in the specified business centers.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
dateAdjustments (defined in GeneralTerms complexType) ISDA 2003 Terms: Business Day and Business Day Convention.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
locally witnin GeneralTerms complexType in fpml-cd-5-5.xsd; see XML source
dateAdjustmentsReference A pointer style reference to date adjustments defined elsewhere in the document.
Type:
Content:
empty, 1 attribute
Defined:
dateOffset
Type:
Content:
complex, 1 attribute, 4 elements
Defined:
dateRelativeTo (defined in RelativeDateOffset complexType) Specifies the anchor as an href attribute.
Type:
Content:
empty, 1 attribute
Defined:
dateRelativeTo (in relativeDateSequence) Specifies the anchor as an href attribute.
Type:
Content:
empty, 1 attribute
Defined:
dateRelativeToCalculationPeriodDates The calculation period references on which settlements in non-deliverable currency are due and will then have to be converted according to the terms specified through the other parts of the nonDeliverableSettlement structure.
Type:
Content:
complex, 1 element
Defined:
locally witnin FxFixingDate complexType in fpml-ird-5-5.xsd; see XML source
dateRelativeToPaymentDates The payment date references on which settlements in non-deliverable currency are due and will then have to be converted according to the terms specified through the other parts of the nonDeliverableSettlement structure.
Type:
Content:
complex, 1 element
Defined:
locally witnin FxFixingDate complexType in fpml-ird-5-5.xsd; see XML source
dateTime
Type:
xsd:dateTime
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) The day count fraction.
Type:
Content:
simple, 1 attribute
Defined:
locally witnin Calculation complexType in fpml-ird-5-5.xsd; see XML source
dayCountFraction (in deposit) The day count basis for the deposit.
Type:
Content:
simple, 1 attribute
Defined:
locally witnin Deposit complexType in fpml-asset-5-5.xsd; see XML source
dayCountFraction (in fixedAmountCalculation) 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:
locally witnin RateIndex complexType in fpml-asset-5-5.xsd; see XML source
dayCountFraction (in simpleFra) The day count basis for the FRA.
Type:
Content:
simple, 1 attribute
Defined:
locally witnin SimpleFra complexType in fpml-asset-5-5.xsd; see XML source
dayCountFraction (in simpleIrSwap) The day count basis for the swap.
Type:
Content:
simple, 1 attribute
Defined:
dayCountYearFraction The year fraction value of the calculation period, result of applying the ISDA rules for day count fraction defined in the ISDA Annex.
Type:
xsd:decimal
Content:
simple
Defined:
dayType In the case of an offset specified as a number of days, this element defines whether consideration is given as to whether a day is a good business day or not.
Type:
Content:
simple
Defined:
locally witnin Offset complexType in fpml-shared-5-5.xsd; see XML source
dealer A dealer from whom quotations are obtained by the calculation agent on the reference obligation for purposes of cash settlement.
Type:
xsd:string
Content:
simple
Defined:
deClear
Type:
Content:
complex, 3 elements
Defined:
defaultRequirement In relation to certain credit events, serves as a threshold for Obligation Acceleration, Obligation Default, Repudiation/Moratorium and Restructuring.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
defineSupportedProduct
Type:
Content:
complex, 3 attributes, 9 elements
Defined:
Used:
never
defineSupportedProductAcknowledgement
Type:
Content:
complex, 3 attributes, 9 elements
Defined:
Used:
never
defineSupportedProductException
Type:
Content:
complex, 3 attributes, 7 elements
Defined:
Used:
never
defineSupportedProductRetracted
Type:
Content:
complex, 3 attributes, 8 elements
Defined:
Used:
never
defineTradeableProduct
Type:
Content:
complex, 3 attributes, 12 elements
Defined:
Used:
never
defineTradeableProductAcknowledgement
Type:
Content:
complex, 3 attributes, 9 elements
Defined:
Used:
never
defineTradeableProductException
Type:
Content:
complex, 3 attributes, 7 elements
Defined:
Used:
never
defineTradeableProductRetracted
Type:
Content:
complex, 3 attributes, 12 elements
Defined:
Used:
never
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:
deliverableObligations This element contains all the ISDA terms relevant to defining the deliverable obligations.
Type:
Content:
complex, 23 elements
Defined:
deliveryDate The Delivery Date is a fixed, single day.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
deliveryDateRollConvention Specifies, for a Commodity Transaction that references a listed future via the deliveryDates element, the day on which the specified future will roll to the next nearby month when the referenced future expires.
Type:
Content:
complex, 1 attribute, 3 elements
Defined:
deliveryDates The Delivery Date is a NearbyMonth, for use when the Commodity Transaction references Futures Contract.
Type:
Content:
simple
Defined:
deliveryDateYearMonth The Delivery Date is a fixed, single month.
Type:
xsd:gYearMonth
Content:
simple
Defined:
deliveryOfCommitments An obligation and deliverable obligation characteristic.
Type:
xsd:boolean
Content:
simple
Defined:
locally witnin Obligations complexType in fpml-cd-5-5.xsd; see XML source
deposit Identifies a simple underlying asset that is a term deposit.
Type:
Content:
complex, 1 attribute, 9 elements
Subst.Gr:
may substitute for element curveInstrument
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 IdentifiedAsset complexType) Long name of the underlying asset.
Type:
xsd:string
Content:
simple
Defined:
description (defined in LimitCheckRetractionReason complexType)
Type:
xsd:string
Content:
simple
Defined:
description (defined in LimitCheckRetractionReason complexType) free form description of the reason
Type:
xsd:string
Content:
simple
Defined:
description (defined in Reason complexType) Plain English text describing the associated error condition
Type:
xsd:string
Content:
simple
Defined:
locally witnin Reason complexType in fpml-msg-5-5.xsd; see XML source
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:
locally witnin Cash complexType in fpml-asset-5-5.xsd; see XML source
designatedPriority Applies to Loan CDS, to indicate what lien level is appropriate for a deliverable obligation.
Type:
Content:
simple, 1 attribute
Defined:
locally witnin Obligations complexType in fpml-cd-5-5.xsd; see XML source
determinationMethod Specifies the method according to which an amount or a date is determined.
Type:
Content:
simple, 2 attributes
Defined:
locally witnin Price complexType in fpml-asset-5-5.xsd; see XML source
determiningParty The party referenced is the ISDA Determination Party that specified in the related Confirmation as Determination Party.
Type:
Content:
empty, 1 attribute
Defined:
locally witnin Trade complexType in fpml-doc-5-5.xsd; see XML source
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:
locally witnin BestFitTrade complexType in fpml-doc-5-5.xsd; see XML source
differenceSeverity An indication of the severity of the difference.
Type:
Content:
simple
Defined:
differenceType The type of difference that exists.
Type:
Content:
simple
Defined:
directLoanParticipation A deliverable obligation characteristic.
Type:
Content:
complex, 3 elements
Defined:
discountFactor (defined in Payment complexType) The value representing the discount factor used to calculate the present value of the cash flow.
Type:
xsd:decimal
Content:
simple
Defined:
locally witnin Payment complexType in fpml-shared-5-5.xsd; see XML source
discountFactor (defined in PaymentDiscounting.model group) The value representing the discount factor used to calculate the present value of the cash flow.
Type:
xsd:decimal
Content:
simple
Defined:
distressedRatingsDowngrade A credit event.
Type:
xsd:boolean
Content:
simple
Defined:
dividendPayment The next upcoming dividend payment or payments.
Type:
Content:
complex, 1 attribute, 3 elements
Defined:
dividendPayout (in basketConstituent) Specifies the dividend payout ratio associated with an equity underlyer.
Type:
Content:
complex, 5 elements
Defined:
dividendPayout (in singleUnderlyer) Specifies the dividend payout ratio associated with an equity underlyer.
Type:
Content:
complex, 5 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 total actual dividend payout ratio associated with the equity underlyer.
Type:
xsd:decimal
Content:
simple
Defined:
dividendPayoutRatioCash Specifies the cash actual dividend payout ratio associated with the equity underlyer.
Type:
xsd:decimal
Content:
simple
Defined:
dividendPayoutRatioNonCash Specifies the non cash actual dividend payout ratio associated with the equity underlyer.
Type:
xsd:decimal
Content:
simple
Defined:
documentation (defined in PartyRelationship complexType) Describes the agreements that define the party relationship.
Type:
Content:
complex, 3 elements
Defined:
documentation (defined in Trade complexType) Defines the definitions that govern the document and should include the year and type of definitions referenced, along with any relevant documentation (such as master agreement) and the date it was signed.
Type:
Content:
complex, 8 elements
Defined:
locally witnin Trade complexType in fpml-doc-5-5.xsd; see XML source
earliestExerciseDateTenor The time interval to the first (and possibly only) exercise date in the exercise period.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
earliestExerciseTime (in americanExercise) The earliest time at which notice of exercise can be given by the buyer to the seller (or seller's agent) i) on the expriation date, in the case of a European style option, (ii) on each bermuda option exercise date and the expiration date, in the case of a Bermuda style option the commencement date to, and including, the expiration date , in the case of an American option.
Type:
Content:
complex, 2 elements
Defined:
earliestExerciseTime (in bermudaExercise) The earliest time at which notice of exercise can be given by the buyer to the seller (or seller's agent) i) on the expriation date, in the case of a European style option, (ii) on each bermuda option exercise date and the expiration date, in the case of a Bermuda style option the commencement date to, and including, the expiration date , in the case of an American option.
Type:
Content:
complex, 2 elements
Defined:
earliestExerciseTime (in europeanExercise) The earliest time at which notice of exercise can be given by the buyer to the seller (or seller's agent) i) on the expriation date, in the case of a European style option, (ii) on each bermuda option exercise date and the expiration date, in the case of a Bermuda style option the commencement date to, and including, the expiration date , in the case of an American option.
Type:
Content:
complex, 2 elements
Defined:
earlyTerminationEvent The adjusted dates associated with an individual earley termination date.
Type:
Content:
complex, 1 attribute, 5 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 GeneralTerms complexType) The first day of the term of the trade.
Type:
Content:
complex, 1 attribute, 4 elements
Defined:
locally witnin GeneralTerms complexType in fpml-cd-5-5.xsd; see XML source
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, 2 elements
Defined:
effectiveDate (in deClear)
Type:
xsd:date
Content:
simple
Defined:
effectiveDate (in underlyerFinancing) Specifies the effective date of this leg of the swap.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
effectiveDate (in withdrawal)
Type:
xsd:date
Content:
simple
Defined:
effectiveFrom The time at which the information supplied by the advisory becomes effective.
Type:
xsd:dateTime
Content:
simple
Defined:
effectiveTo The time at which the information supplied by the advisory becomes no longer effective.
Type:
xsd:dateTime
Content:
simple
Defined:
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:
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:
locally witnin SimpleFra complexType in fpml-asset-5-5.xsd; see XML source
endUserException Specifies whether the trade is not obligated to be cleared via a derivative clearing organization because the "End User Exception" was invoked.
Type:
xsd:boolean
Content:
simple
Defined:
endUserExceptionDeclaration Claims an end user exception and provides supporting evidence.
Type:
Content:
complex, 4 elements
Defined:
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:
locally witnin ReferencePair complexType in fpml-cd-5-5.xsd; see XML source
equity Identifies the underlying asset when it is a listed equity.
Type:
Content:
complex, 1 attribute, 9 elements
Subst.Gr:
may substitute for element underlyingAsset
Defined:
Used:
never
escrow If this element is specified and set to 'true', indicates that physical settlement must take place through the use of an escrow agent.
Type:
xsd:boolean
Content:
simple
Defined:
europeanExercise The parameters for defining the exercise period for a European style option together with any rules governing the notional amount of the underlying which can be exercised on any given exercise date and any associated exercise fees.
Type:
Content:
complex, 1 attribute, 6 elements
Subst.Gr:
may substitute for element exercise
Defined:
Used:
never
event The event that occurred within the cycle or step, for example "Started" or "Completed"..
Type:
Content:
simple, 1 attribute
Defined:
eventId
Type:
Content:
simple, 2 attributes
Defined:
eventIdentifier (defined in AbstractEvent complexType)
Type:
Content:
complex, 1 attribute, 3 elements
Defined:
eventIdentifier (in requestEventStatus)
Type:
Content:
complex, 3 elements
Defined:
eventIdentifier (in statusItem) An instance of a unique event identifier.
Type:
Content:
complex, 3 elements
Defined:
eventStatusException
Type:
Content:
complex, 3 attributes, 7 elements
Defined:
globally in fpml-msg-5-5.xsd; see XML source
Used:
never
eventStatusResponse
Type:
Content:
complex, 3 attributes, 9 elements
Defined:
globally in fpml-msg-5-5.xsd; see XML source
Used:
never
exceedsClearingThreshold Indicates whether the counterparty exceeds the volume threshold above which trades are required to be cleared.
Type:
xsd:boolean
Content:
simple
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:
exchangeId (in commodity) For those commodities being traded with reference to the price of a listed future, the exchange where that future is listed should be specified here.
Type:
Content:
simple, 1 attribute
Defined:
exchangeTradedFund Identifies the underlying asset when it is an exchange-traded fund.
Type:
Content:
complex, 1 attribute, 11 elements
Subst.Gr:
may substitute for element underlyingAsset
Defined:
Used:
never
excluded (in deliverableObligations) A free format string to specify any excluded obligations or deliverable obligations, as the case may be, of the reference entity or excluded types of obligations or deliverable obligations.
Type:
xsd:string
Content:
simple
Defined:
excluded (in obligations) A free format string to specify any excluded obligations or deliverable obligations, as the case may be, of the reference entity or excluded types of obligations or deliverable obligations.
Type:
xsd:string
Content:
simple
Defined:
locally witnin Obligations complexType in fpml-cd-5-5.xsd; see XML source
excludedReferenceEntity Excluded reference entity.
Type:
Content:
complex, 1 attribute, 2 elements
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 (defined in PartyTradeInformation complexType) Trade execution date time, for example as provided by a central execution facility.
Type:
Content:
simple, 1 attribute
Defined:
executionDateTime (in fill)
Type:
xsd:dateTime
Content:
simple
Defined:
executionDateTime (in novation) The date and time at which the change was agreed.
Type:
Content:
simple, 1 attribute
Defined:
executionType Used to describe how the trade was executed, e.g. via voice or electronically.
Type:
Content:
simple, 1 attribute
Defined:
executionVenueType Used to describe the type of venue where trade was executed, e.g via an execution facility or privately.
Type:
Content:
simple, 1 attribute
Defined:
exercise An placeholder for the actual option exercise definitions.
Type:
Content:
empty, 1 attribute
Abstract:
(may not be used directly in instance XML documents)
Subst.Gr:
may be substituted with 3 elements
Defined:
Used:
exerciseDate
Type:
xsd:date
Content:
simple
Defined:
exerciseFee A fee to be paid on exercise.
Type:
Content:
complex, 8 elements
Defined:
exerciseFeeSchedule (in americanExercise) The fees associated with an exercise date.
Type:
Content:
complex, 8 elements
Defined:
exerciseFeeSchedule (in bermudaExercise) The fees associated with an exercise date.
Type:
Content:
complex, 8 elements
Defined:
exerciseFrequency The frequency of subsequent exercise dates in the exercise period following the earliest exercise date.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
exerciseInNotionalAmount Specifies the fixed amount by which the option should be exercised expressed as notional amount.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
exerciseInNumberOfOptions Specifies the fixed amount by which the option should be exercised expressed as number of options.
Type:
xsd:decimal
Content:
simple
Defined:
exerciseInNumberOfUnits Specifies the fixed amount by which the option should be exercised express as number of units.
Type:
xsd:decimal
Content:
simple
Defined:
exerciseNotice (defined in OptionalEarlyTermination complexType) Definition of the party to whom notice of exercise should be given.
Type:
Content:
complex, 3 elements
Defined:
exerciseNotice (in 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:
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:
locally witnin Tranche complexType in fpml-cd-5-5.xsd; see XML source
expirationDate (defined in CreditLimit complexType)
Type:
xsd:dateTime
Content:
simple
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 europeanExercise) The last day within an exercise period for an American style option.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
expirationDate (in option) The date when the contract expires.
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:
expirationTime (in europeanExercise) The latest time for exercise on expirationDate.
Type:
Content:
complex, 2 elements
Defined:
expiry
Type:
xsd:boolean
Content:
simple
Defined:
expiryTime When does the quote cease to be valid.
Type:
xsd:dateTime
Content:
simple
Defined:
expiryTimestamp The date and time (on the source system) when this message instance will be considered expired.
Type:
xsd:dateTime
Content:
simple
Defined:
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:
locally witnin Bond complexType in fpml-asset-5-5.xsd; see XML source
facilityType The type of loan facility (letter of credit, revolving, ...).
Type:
Content:
simple, 1 attribute
Defined:
locally witnin Loan complexType in fpml-asset-5-5.xsd; see XML source
factoredCalculationAmount
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
failureToPay A credit event.
Type:
Content:
complex, 3 elements
Defined:
failureToPayInterest A credit event.
Type:
xsd:boolean
Content:
simple
Defined:
failureToPayPrincipal (in creditEvents) A credit event.
Type:
xsd:boolean
Content:
simple
Defined:
failureToPayPrincipal (in floatingAmountEvents) A floating rate payment event.
Type:
xsd:boolean
Content:
simple
Defined:
fallbackExercise If fallback exercise is specified then the notional amount of the underlying swap, not previously exercised under the swaption, will be automatically exercised at the expiration time on the expiration date if at such time the buyer is in-the-money, provided that the difference between the settlement rate and the fixed rate under the relevant underlying swap is not less than one tenth of a percentage point (0.10% or 0.001).
Type:
xsd:boolean
Content:
simple
Defined:
fallbackReferencePrice The method, prioritzed by the order it is listed in this element, to get a replacement rate for the disrupted settlement rate option.
Type:
Content:
complex, 4 elements
Defined:
fallbackSettlementRateOption This settlement rate option will be used in its place.
Type:
Content:
simple, 1 attribute
Defined:
fallbackSurveyValuationPostponenment Request rate quotes from the market.
Type:
Content:
empty
Defined:
feeAmount The amount of fee to be paid on exercise.
Type:
xsd:decimal
Content:
simple
Defined:
feeAmountSchedule The exercise fee amount schedule.
Type:
Content:
complex, 1 attribute, 3 elements
Defined:
feeLeg (defined in LimitedCreditDefaultSwap complexType) This element contains all the terms relevant to defining the fixed amounts/payments per the applicable ISDA definitions.
Type:
Content:
complex, 1 attribute, 6 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, 6 elements
Defined:
feePaymentDate (defined in ExerciseFeeSchedule complexType) The date on which exercise fee(s) will be paid.
Type:
Content:
complex, 1 attribute, 6 elements
Defined:
feePaymentDate (in exerciseFee) The date on which exercise fee(s) will be paid.
Type:
Content:
complex, 1 attribute, 6 elements
Defined:
feeRate A fee represented as a percentage of some referenced notional.
Type:
xsd:decimal
Content:
simple
Defined:
feeRateSchedule The exercise free rate schedule.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
feeTrade Indicates the original trade between the transferor and the remaining party.
Type:
Content:
complex, 1 attribute, 13 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, 11 elements
Defined:
fill
Type:
Content:
complex, 6 elements
Defined:
filledSize
Type:
xsd:decimal
Content:
simple
Defined:
fillId
Type:
xsd:normalizedString
Content:
simple
Defined:
fills
Type:
xsd:integer
Content:
simple
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:
firstCharacteristicReference
Type:
Content:
empty, 1 attribute
Defined:
firstCompoundingPeriodEndDate The end date of the initial compounding period when compounding is applicable.
Type:
xsd:date
Content:
simple
Defined:
firstName Given name, such as John or Mary.
Type:
xsd:normalizedString
Content:
simple
Defined:
locally witnin Person complexType in fpml-shared-5-5.xsd; see XML source
firstPaymentDate (in paymentDates) The first unadjusted payment date.
Type:
xsd:date
Content:
simple
Defined:
locally witnin PaymentDates complexType in fpml-ird-5-5.xsd; see XML source
firstPaymentDate (in periodicPayment) The first unadjusted fixed rate payer payment date.
Type:
xsd:date
Content:
simple
Defined:
firstPeriodStartDate (in novation) Element that is used to be able to make sense of the “new transaction” without requiring reference back to the “old transaction”.
Type:
Content:
simple, 1 attribute
Defined:
firstPeriodStartDate (in periodicPayment) The start date of the initial calculation period if such date is not equal to the trade’s effective date.
Type:
xsd:date
Content:
simple
Defined:
firstRegularPeriodStartDate The start date of the regular part of the calculation period schedule.
Type:
xsd:date
Content:
simple
Defined:
fixedAmount (in periodicPayment) A fixed payment amount.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
fixedAmount (in singlePayment) A fixed payment amount.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
locally witnin SinglePayment complexType in fpml-cd-5-5.xsd; see XML source
fixedAmountCalculation This element contains all the terms relevant to calculating a fixed amount where the fixed amount is calculated by reference to a per annum fixed rate.
Type:
Content:
complex, 3 elements
Defined:
fixedRate (defined in CalculationPeriod complexType) The calculation period fixed rate.
Type:
xsd:decimal
Content:
simple
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 underlyerFinancing) The calculation period fixed rate.
Type:
xsd:decimal
Content:
simple
Defined:
fixedRateSchedule The fixed rate or fixed rate schedule expressed as explicit fixed rates and dates.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
locally witnin Calculation complexType in fpml-ird-5-5.xsd; see XML source
fixedSettlement Used for Recovery Lock, to indicate whether fixed Settlement is Applicable or Not Applicable.
Type:
xsd:boolean
Content:
simple
Defined:
fixing Specifies the source for and timing of a fixing of an exchange rate.
Type:
Content:
complex, 3 elements
Defined:
fixingDate 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:
locally witnin FxFixing complexType in fpml-shared-5-5.xsd; see XML source
fixingTime The time at which the spot currency exchange rate will be observed.
Type:
Content:
complex, 2 elements
Defined:
floatingAmountEvents This element contains the ISDA terms relating to the floating rate payment events and the implied additional fixed payments, applicable to the credit derivatives transactions on mortgage-backed securities with pay-as-you-go or physical settlement.
Type:
Content:
complex, 6 elements
Defined:
floatingAmountProvisions Specifies the floating amount provisions associated with the floatingAmountEvents.
Type:
Content:
complex, 2 elements
Defined:
floatingRate 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, 3 elements
Defined:
locally witnin StubValue complexType in fpml-shared-5-5.xsd; see XML source
floatingRateCalculation A floating rate calculation definition.
Type:
Content:
complex, 1 attribute, 3 elements
Subst.Gr:
may substitute for element rateCalculation
Defined:
globally in fpml-ird-5-5.xsd; see XML source
Used:
never
floatingRateCalculation (defined in InterestAccrualsMethod complexType) The floating rate calculation definitions
Type:
Content:
complex, 1 attribute, 3 elements
Defined:
floatingRateDefinition The floating rate reset information for the calculation period.
Type:
Content:
complex, 6 elements
Defined:
floatingRateIndex (defined in FloatingRateIndex.model group)
Type:
Content:
simple, 1 attribute
Defined:
floatingRateIndex (defined in ForecastRateIndex complexType) The ISDA Floating Rate Option, i.e. the floating rate index.
Type:
Content:
simple, 1 attribute
Defined:
floatingRateIndex (in rateIndex)
Type:
Content:
simple, 1 attribute
Defined:
locally witnin RateIndex complexType in fpml-asset-5-5.xsd; see XML source
floatingRateMultiplier A rate multiplier to apply to the floating rate.
Type:
xsd:decimal
Content:
simple
Defined:
floorRate The floor rate, if any, which applies to the floating rate for the calculation period.
Type:
Content:
complex, 1 attribute, 3 elements
Defined:
followUpConfirmation (defined in ExerciseProcedure complexType) A flag to indicate whether follow-up confirmation of exercise (written or electronic) is required following telephonic notice by the buyer to the seller or seller's agent.
Type:
xsd:boolean
Content:
simple
Defined:
followUpConfirmation (defined in OptionalEarlyTermination complexType) A flag to indicate whether follow-up confirmation of exercise (written or electronic) is required following telephonic notice by the buyer to the seller or seller's agent.
Type:
xsd:boolean
Content:
simple
Defined:
forecastAmount The amount representing the forecast of the accrued value of the calculation period.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
forecastRate (defined in CalculationPeriod complexType) A value representing the forecast rate used to calculate the forecast future value of the accrual period.
Type:
xsd:decimal
Content:
simple
Defined:
forecastRate (in rateObservation) 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 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:
locally witnin Formula complexType in fpml-shared-5-5.xsd; see XML source
formulaDescription Text description of the formula
Type:
xsd:string
Content:
simple
Defined:
locally witnin Formula complexType in fpml-shared-5-5.xsd; see XML source
fpmlProduct
Type:
Content:
simple
Defined:
fullApproval
Type:
xsd:boolean
Content:
simple
Defined:
fullExercise
Type:
xsd:boolean
Content:
simple
Defined:
fullFaithAndCreditObLiability (in deliverableObligations) An obligation and deliverable obligation characteristic.
Type:
xsd:boolean
Content:
simple
Defined:
fullFaithAndCreditObLiability (in obligations) An obligation and deliverable obligation characteristic.
Type:
xsd:boolean
Content:
simple
Defined:
locally witnin Obligations complexType in fpml-cd-5-5.xsd; see XML source
fullFirstCalculationPeriod This element corresponds to the applicability of the Full First Calculation Period as defined in the 2004 ISDA Novation Definitions, section 1.20.
Type:
xsd:boolean
Content:
simple
Defined:
fundManager (in exchangeTradedFund) Specifies the fund manager that is in charge of the fund.
Type:
xsd:string
Content:
simple
Defined:
fundManager (in mutualFund) Specifies the fund manager that is in charge of the fund.
Type:
xsd:string
Content:
simple
Defined:
locally witnin MutualFund complexType in fpml-asset-5-5.xsd; see XML source
future Identifies the underlying asset when it is a listed future contract.
Type:
Content:
complex, 1 attribute, 13 elements
Subst.Gr:
may substitute for element underlyingAsset
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:
locally witnin Future complexType in fpml-asset-5-5.xsd; see XML source
futureId A short form unique identifier for the reference future contract in the case of an index underlyer.
Type:
Content:
simple, 1 attribute
Defined:
locally witnin Index complexType in fpml-asset-5-5.xsd; see XML source
fx Identifies a simple underlying asset type that is an FX rate.
Type:
Content:
complex, 1 attribute, 8 elements
Subst.Gr:
may substitute for element curveInstrument
Defined:
Used:
never
fxConversion Specifies the currency conversion rate that applies to an amount.
Type:
Content:
complex, 2 elements
Defined:
fxLinkedNotionalAmount The amount that a cashflow will accrue interest on.
Type:
Content:
complex, 4 elements
Defined:
fxRate (in commission) FX Rates that have been used to convert commissions to a single currency.
Type:
Content:
complex, 2 elements
Defined:
locally witnin Commission complexType in fpml-asset-5-5.xsd; see XML source
fxRate (in fxConversion) Specifies a currency conversion rate.
Type:
Content:
complex, 2 elements
Defined:
fxSpotRateSource (defined in FxLinkedNotionalSchedule complexType) The information source and time at which the spot currency exchange rate will be observed.
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:
locally witnin FxFixing complexType in fpml-shared-5-5.xsd; see XML source
generalFundObligationLiability (in deliverableObligations) An obligation and deliverable obligation characteristic.
Type:
xsd:boolean
Content:
simple
Defined:
generalFundObligationLiability (in obligations) An obligation and deliverable obligation characteristic.
Type:
xsd:boolean
Content:
simple
Defined:
locally witnin Obligations complexType in fpml-cd-5-5.xsd; see XML source
generalTerms (defined in LimitedCreditDefaultSwap complexType) This element contains all the data that appears in the section entitled "1.
Type:
Content:
complex, 14 elements
Defined:
generalTerms (in creditDefaultSwap) This element contains all the data that appears in the section entitled "1.
Type:
Content:
complex, 14 elements
Defined:
governingLaw (defined in Trade complexType) Identification of the law governing the transaction.
Type:
Content:
simple, 1 attribute
Defined:
locally witnin Trade complexType in fpml-doc-5-5.xsd; see XML source
governingLaw (in agreement) Identification of the law governing the agreement.
Type:
Content:
simple, 1 attribute
Defined:
gracePeriod The number of calendar or business days after any due date that the reference entity has to fulfil its obligations before a failure to pay credit event is deemed to have occurred.
Type:
Content:
complex, 1 attribute, 3 elements
Defined:
gracePeriodExtension If this element is specified, indicates whether or not a grace period extension is applicable.
Type:
Content:
complex, 2 elements
Defined:
gross Value excluding fees and commissions.
Type:
xsd:decimal
Content:
simple
Defined:
grossCashflow Payment details of this cash flow component, including currency, amount and payer/payee.
Type:
Content:
complex, 8 elements
Defined:
grossPrice Specifies the price of the underlyer, before commissions.
Type:
Content:
complex, 3 elements
Defined:
guarantor The party that guarantees by way of a contractual arrangement to pay the debts of an obligor if the obligor is unable to make the required payments itself.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
guarantorReference A pointer style reference to a reference entity defined elsewhere in the document.
Type:
Content:
empty, 1 attribute
Defined:
header (defined in Exception complexType)
Type:
Content:
complex, 10 elements
Defined:
locally witnin Exception complexType in fpml-msg-5-5.xsd; see XML source
header (defined in NotificationMessage complexType)
Type:
Content:
complex, 10 elements
Defined:
header (defined in RequestMessage complexType)
Type:
Content:
complex, 9 elements
Defined:
header (defined in ResponseMessage complexType)
Type:
Content:
complex, 10 elements
Defined:
hedgingParty The party referenced is the ISDA Hedging Party that specified in the related Confirmation as Hedging, or if no Hedging Party is specified, either party to the Transaction.
Type:
Content:
empty, 1 attribute
Defined:
locally witnin Trade complexType in fpml-doc-5-5.xsd; see XML source
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 (in attachment) Provides extra information as binary contents coded in hexadecimal.
Type:
xsd:hexBinary
Content:
simple
Defined:
locally witnin Resource complexType in fpml-shared-5-5.xsd; see XML source
honorific An honorific title, such as Mr., Ms., Dr. etc.
Type:
xsd:normalizedString
Content:
simple
Defined:
locally witnin Person complexType in fpml-shared-5-5.xsd; see XML source
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 (in time defined in OffsetPrevailingTime 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:
identifier (defined in CreditSupportAgreement complexType) An identifier used to uniquely identify the CSA
Type:
Content:
simple, 1 attribute
Defined:
identifier (defined in PaymentDetails.model group) Unique identifier assigned by either party or matching service, as agreed, to a payment.
Type:
Content:
simple, 1 attribute
Defined:
implementationSpecification The version(s) of specifications that the sender asserts the message was developed for.
Type:
Content:
complex, 3 elements
Defined:
impliedWritedown (in creditEvents) A credit event.
Type:
xsd:boolean
Content:
simple
Defined:
impliedWritedown (in floatingAmountEvents) A floating rate payment event.
Type:
xsd:boolean
Content:
simple
Defined:
increase
Type:
Content:
complex, 13 elements
Defined:
increasedCostOfStockBorrow If true, then increased cost of stock borrow is applicable.
Type:
xsd:boolean
Content:
simple
Defined:
incurredRecoveryApplicable Outstanding Swap Notional Amount is defined at any time on any day, as the greater of: (a) Zero; If Incurred Recovery Amount Applicable: (b) The Original Swap Notional Amount minus the sum of all Incurred Loss Amounts and all Incurred Recovery Amounts (if any) determined under this Confirmation at or prior to such time.Incurred Recovery Amount not populated: (b) The Original Swap Notional Amount minus the sum of all Incurred Loss Amounts determined under this Confirmation at or prior to such time.
Type:
xsd:boolean
Content:
simple
Defined:
locally witnin Tranche complexType in fpml-cd-5-5.xsd; see XML source
independentAmount Independent Amount is an amount that usually less creditworthy counterparties are asked to provide.
Type:
Content:
complex, 5 elements
Defined:
index Identifies the underlying asset when it is a financial index.
Type:
Content:
complex, 1 attribute, 11 elements
Subst.Gr:
may substitute for element underlyingAsset
Defined:
Used:
never
indexAnnexDate A CDS index series annex date.
Type:
xsd:date
Content:
simple
Defined:
indexAnnexSource A CDS index series annex source.
Type:
Content:
simple, 1 attribute
Defined:
indexAnnexVersion A CDS index series version identifier, e.g. 1, 2, 3 etc.
Type:
xsd:positiveInteger
Content:
simple
Defined:
indexChange Describes a change due to an index component being adjusted.
Type:
Content:
complex, 3 elements
Subst.Gr:
may substitute for element changeEvent
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, 10 elements
Defined:
locally witnin GeneralTerms complexType in fpml-cd-5-5.xsd; see XML source
indexSeries A CDS index series identifier, e.g. 1, 2, 3 etc.
Type:
xsd:positiveInteger
Content:
simple
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:
indirectLoanParticipation ISDA 1999 Term: Indirect Loan Participation.
Type:
Content:
complex, 3 elements
Defined:
informationSource (defined in QuotationCharacteristics.model group) The information source where a published or displayed market rate will be obtained, e.g.
Type:
Content:
complex, 3 elements
Defined:
informationSource (in settlementRateSource) The information source where a published or displayed market rate will be obtained, e.g.
Type:
Content:
complex, 3 elements
Defined:
initial
Type:
Content:
simple
Defined:
locally witnin Person complexType in fpml-shared-5-5.xsd; see XML source
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:
locally witnin AssetPool complexType in fpml-asset-5-5.xsd; see XML source
initialPoints An optional element that contains the up-front points expressed as a percentage of the notional.
Type:
xsd:decimal
Content:
simple
Defined:
locally witnin FeeLeg complexType in fpml-cd-5-5.xsd; see XML source
initialStockLoanRate Specifies the initial stock loan rate for Increased Cost of Stock Borrow.
Type:
Content:
simple
Defined:
initialStub Specifies how the initial stub amount is calculated.
Type:
Content:
complex, 1 element
Defined:
initialValue (defined in FxLinkedNotionalSchedule complexType) The initial currency amount for the varying notional.
Type:
xsd:decimal
Content:
simple
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:
locally witnin Schedule complexType in fpml-shared-5-5.xsd; see XML source
inReplyTo (in header defined in Exception complexType) A copy of the unique message identifier (within it own coding scheme) to which this message is responding.
Type:
Content:
simple, 1 attribute
Defined:
inReplyTo (in header defined in NotificationMessage complexType) A copy of the unique message identifier (within it own coding scheme) to which this message is responding.
Type:
Content:
simple, 1 attribute
Defined:
inReplyTo (in header defined in ResponseMessage complexType) A copy of the unique message identifier (within it own coding scheme) to which this message is responding.
Type:
Content:
simple, 1 attribute
Defined:
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:
locally witnin Cash complexType in fpml-asset-5-5.xsd; see XML source
instrumentTradeDetails A type to hold trades of multiply-traded instruments.
Type:
Content:
complex, 1 attribute, 11 elements
Subst.Gr:
may substitute for element product
Defined:
globally in fpml-doc-5-5.xsd; see XML source
Used:
never
insurer
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
locally witnin Mortgage complexType in fpml-asset-5-5.xsd; see XML source
insurerReference
Type:
Content:
empty, 1 attribute
Defined:
locally witnin Mortgage complexType in fpml-asset-5-5.xsd; see XML source
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:
intentToAllocate Specifies whether the trade is anticipated to be allocated.
Type:
xsd:boolean
Content:
simple
Defined:
intentToClear Specifies whether the trade is anticipated to be cleared via a derivative clearing organization
Type:
xsd:boolean
Content:
simple
Defined:
interestShortfall A floating rate payment event.
Type:
Content:
complex, 3 elements
Defined:
interestShortfallCap Specifies the nature of the interest Shortfall cap (i.e.
Type:
Content:
simple
Defined:
interestShortfallReimbursement An additional Fixed Payment Event.
Type:
xsd:boolean
Content:
simple
Defined:
intermediaryInformation Information to identify an intermediary through which payment will be made by the correspondent bank to the ultimate beneficiary of the funds.
Type:
Content:
complex, 5 elements
Defined:
intermediaryPartyReference Reference to the party acting as intermediary.
Type:
Content:
empty, 1 attribute
Defined:
intermediarySequenceNumber A sequence number that gives the position of the current intermediary in the chain of payment intermediaries.
Type:
xsd:positiveInteger
Content:
simple
Defined:
intermediateExchange A true/false flag to indicate whether there are intermediate or interim exchanges of principal during the term of the swap.
Type:
xsd:boolean
Content:
simple
Defined:
isAccountingHedge Specifies whether the trade used to hedge a risk for accounting purposes for the specified party.
Type:
xsd:boolean
Content:
simple
Defined:
isCorrection Indicates if this message corrects an earlier request.
Type:
xsd:boolean
Content:
simple
Defined:
issuer (defined in TradeIdentifier complexType)
Type:
Content:
simple, 1 attribute
Defined:
issuer (in productComponentIdentifier)
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:
language Indicates the language of the resource, described using the ISO 639-2/T Code.
Type:
Content:
simple, 1 attribute
Defined:
locally witnin Resource complexType in fpml-shared-5-5.xsd; see XML source
largeSizeTrade Specifies whether the sender of this trade considers it to be a large notional trade or block trade for reporting purposes, and thus eligible for delayed public reporting.
Type:
xsd:boolean
Content:
simple
Defined:
lastRegularPaymentDate The last regular unadjusted fixed rate payer payment date.
Type:
xsd:date
Content:
simple
Defined:
latestExerciseTime (defined in SharedAmericanExercise complexType) For a Bermuda or American style option, the latest time on an exercise business day (excluding the expiration date) within the exercise period that notice can be given by the buyer to the seller or seller's agent.
Type:
Content:
complex, 2 elements
Defined:
latestExerciseTime (in americanExercise) For a Bermuda or American style option, the latest time on an exercise business day (excluding the expiration date) within the exercise period that notice can be given by the buyer to the seller or seller's agent.
Type:
Content:
complex, 2 elements
Defined:
latestExerciseTime (in bermudaExercise) For a Bermuda or American style option, the latest time on an exercise business day (excluding the expiration date) within the exercise period that notice can be given by the buyer to the seller or seller's agent.
Type:
Content:
complex, 2 elements
Defined:
latestExerciseTimeDetermination Latest exercise time determination method.
Type:
Content:
simple, 2 attributes
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:
locally witnin Resource complexType in fpml-shared-5-5.xsd; see XML source
lengthUnit The length unit of the resource.
Type:
Content:
simple
Defined:
lengthValue The length value of the resource.
Type:
xsd:decimal
Content:
simple
Defined:
lien Specifies the seniority level of the lien.
Type:
Content:
simple, 1 attribute
Defined:
locally witnin Loan complexType in fpml-asset-5-5.xsd; see XML source
limitApplicable
Type:
Content:
complex, 6 elements
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:
limitCheckApproved
Type:
Content:
complex, 3 attributes, 9 elements
Defined:
Used:
never
limitCheckRefused
Type:
Content:
complex, 3 attributes, 9 elements
Defined:
Used:
never
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:
limitExpiryTimeStamp (in creditRiskLimit in limitCheckApproved)
Type:
xsd:dateTime
Content:
simple
Defined:
limitExpiryTimeStamp (in creditRiskLimit in limitCheckRefused)
Type:
xsd:dateTime
Content:
simple
Defined:
limitId
Type:
Content:
simple, 1 attribute
Defined:
limitModel (defined in CreditLimitInformationExtended complexType)
Type:
Content:
simple
Defined:
limitModel (in creditLimitInformation in creditLimitReport)
Type:
Content:
simple
Defined:
limitRefused
Type:
xsd:boolean
Content:
simple
Defined:
limitType
Type:
Content:
simple, 1 attribute
Defined:
linkId A link identifier allowing the trade to be associated with other related trades, e.g. the linkId may contain a tradeId for an associated trade or several related trades may be given the same linkId.
Type:
Content:
simple, 2 attributes
Defined:
listed (in deliverableObligations) An obligation and deliverable obligation characteristic.
Type:
xsd:boolean
Content:
simple
Defined:
listed (in obligations) An obligation and deliverable obligation characteristic.
Type:
xsd:boolean
Content:
simple
Defined:
locally witnin Obligations complexType in fpml-cd-5-5.xsd; see XML source
loan Identifies a simple underlying asset that is a loan.
Type:
Content:
complex, 1 attribute, 13 elements
Subst.Gr:
may substitute for element underlyingAsset
Defined:
Used:
location (defined in Reason complexType) A value indicating the location of the problem within the subject message.
Type:
Content:
simple, 1 attribute
Defined:
locally witnin Reason complexType in fpml-msg-5-5.xsd; see XML source
location (in time defined in OffsetPrevailingTime complexType) The geographic location to which the hourMinuteTime applies.
Type:
Content:
simple, 1 attribute
Defined:
lossOfStockBorrow If true, then loss of stock borrow is applicable.
Type:
xsd:boolean
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:
mandatoryEarlyTerminationAdjustedDates The adjusted dates associated with a mandatory early termination provision.
Type:
Content:
complex, 3 elements
Defined:
mandatoryEarlyTerminationDate The early termination date associated with a mandatory early termination of a swap.
Type:
Content:
complex, 1 attribute, 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:
marketFixedRate An optional element that only has meaning in a credit index trade.
Type:
xsd:decimal
Content:
simple
Defined:
locally witnin FeeLeg complexType in fpml-cd-5-5.xsd; see XML source
masterAgreement (in documentation defined in PartyRelationship complexType) A agreement executed between two parties that includes or references the related party.
Type:
Content:
complex, 3 elements
Defined:
masterAgreement (in documentation defined in Trade complexType) The agreement executed between the parties and intended to govern all OTC derivatives transactions between those parties.
Type:
Content:
complex, 3 elements
Defined:
masterAgreementDate The date on which the master agreement was signed.
Type:
xsd:date
Content:
simple
Defined:
masterAgreementType The agreement executed between the parties and intended to govern product-specific derivatives transactions between those parties.
Type:
Content:
simple, 1 attribute
Defined:
masterAgreementVersion The version of the master agreement.
Type:
Content:
simple, 1 attribute
Defined:
masterConfirmation The agreement executed between the parties and intended to govern all OTC derivatives transactions between those parties.
Type:
Content:
complex, 4 elements
Defined:
masterConfirmationAnnexDate The date that an annex to the master confirmation was executed between the parties.
Type:
xsd:date
Content:
simple
Defined:
masterConfirmationAnnexType The type of master confirmation annex executed between the parties.
Type:
Content:
simple, 1 attribute
Defined:
masterConfirmationDate (in allocation) The date of the confirmation executed between the parties and intended to govern the allocated trade between those parties.
Type:
xsd:date
Content:
simple
Defined:
masterConfirmationDate (in masterConfirmation) The date of the confirmation executed between the parties and intended to govern all relevant transactions between those parties.
Type:
xsd:date
Content:
simple
Defined:
masterConfirmationType The type of master confirmation executed between the parties.
Type:
Content:
simple, 1 attribute
Defined:
matchId A unique identifier assigned by the matching service to each set of matched positions.
Type:
Content:
simple, 1 attribute
Defined:
matchScore Numeric score to represent the quality of the match.
Type:
xsd:decimal
Content:
simple
Defined:
math An element for containing an XML representation of the formula.
Type:
Content:
mixed (allows character data), elem. wildcard
Defined:
locally witnin Formula complexType in fpml-shared-5-5.xsd; see XML source
matrixSource Relevant settled entity matrix source.
Type:
Content:
simple, 1 attribute
Defined:
matrixTerm Defines any applicable key into the relevant matrix.
Type:
Content:
simple, 1 attribute
Defined:
matrixType Identifies the form of applicable matrix.
Type:
Content:
simple, 1 attribute
Defined:
maturity (defined in FixedIncomeSecurityContent.model group) The date when the principal amount of a security becomes due and payable.
Type:
xsd:date
Content:
simple
Defined:
maturity (in future) The date when the future contract expires.
Type:
xsd:date
Content:
simple
Defined:
locally witnin Future complexType in fpml-asset-5-5.xsd; see XML source
maturity (in loan) The date when the principal amount of the loan becomes due and payable.
Type:
xsd:date
Content:
simple
Defined:
locally witnin Loan complexType in fpml-asset-5-5.xsd; see XML source
maturityExtension A credit event.
Type:
xsd:boolean
Content:
simple
Defined:
maxFpMLVersion
Type:
Content:
simple
Defined:
maximumBusinessDays A maximum number of business days.
Type:
xsd:nonNegativeInteger
Content:
simple
Defined:
maximumDaysOfPostponement The maximum number of days to wait for a quote from the disrupted settlement rate option before proceding to the next method.
Type:
xsd:positiveInteger
Content:
simple
Defined:
maximumMaturity A deliverable obligation characteristic.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
maximumNotionalAmount The maximum notional amount that can be exercised on a given exercise date.
Type:
xsd:decimal
Content:
simple
Defined:
maximumNumberOfOptions The maximum number of options that can be exercised on a given exercise date.
Type:
Content:
simple
Defined:
maximumStockLoanRate Specifies the maximum stock loan rate for Loss of Stock Borrow.
Type:
Content:
simple
Defined:
maximumTenor
Type:
Content:
simple
Defined:
maximumValue
Type:
xsd:decimal
Content:
simple
Defined:
measureType The type of the value that is measured.
Type:
Content:
simple, 1 attribute
Defined:
message A human readable description of the problem.
Type:
xsd:string
Content:
simple
Defined:
messageId A unique identifier (within its coding scheme) assigned to the message by its creating party.
Type:
Content:
simple, 1 attribute
Defined:
messageRejected The root element used for rejected message exceptions
Type:
Content:
complex, 3 attributes, 7 elements
Defined:
globally in fpml-msg-5-5.xsd; see XML source
Used:
never
middleName
Type:
xsd:normalizedString
Content:
simple
Defined:
locally witnin Person complexType in fpml-shared-5-5.xsd; see XML source
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 (in attachment) 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:
locally witnin Resource complexType in fpml-shared-5-5.xsd; see XML source
minFpMLVersion
Type:
Content:
simple
Defined:
minimumNotionalAmount The minimum notional amount that can be exercised on a given exercise date.
Type:
xsd:decimal
Content:
simple
Defined:
minimumNumberOfOptions The minimum number of options that can be exercised on a given exercise date.
Type:
xsd:nonNegativeInteger
Content:
simple
Defined:
minimumQuotationAmount In the determination of a cash settlement amount, if weighted average quotations are to be obtained, the minimum quotation amount specifies a minimum intended threshold amount of outstanding principal balance of the reference obligation for which the quote should be obtained.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
minimumTenor
Type:
Content:
simple
Defined:
minimumValue
Type:
xsd:decimal
Content:
simple
Defined:
missingElement Element(s) that are missing in the other trade.
Type:
xsd:string
Content:
simple
Defined:
modifiedEquityDelivery Value of this element set to 'true' indicates that modified equity delivery is applicable.
Type:
xsd:boolean
Content:
simple
Defined:
locally witnin GeneralTerms complexType in fpml-cd-5-5.xsd; see XML source
mortgage Identifies a mortgage backed security.
Type:
Content:
complex, 1 attribute, 20 elements
Subst.Gr:
may substitute for element underlyingAsset
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:
multipleCreditEventNotices Presence of this element and value set to 'true' indicates that Section 3.9 of the 2003 Credit Derivatives Definitions shall apply.
Type:
xsd:boolean
Content:
simple
Defined:
multipleExercise (in americanExercise) As defined in the 2000 ISDA Definitions, Section 12.4.
Type:
Content:
complex, 6 elements
Defined:
multipleExercise (in bermudaExercise) As defined in the 2000 ISDA Definitions, Section 12.4.
Type:
Content:
complex, 6 elements
Defined:
multipleHolderObligation In relation to a restructuring credit event, unless multiple holder obligation is not specified restructurings are limited to multiple holder obligations.
Type:
xsd:boolean
Content:
simple
Defined:
multipleValuationDates Where multiple valuation dates are specified as being applicable for cash settlement, this element specifies (a) the number of applicable valuation dates, and (b) the number of business days after satisfaction of all conditions to settlement when the first such valuation date occurs, and (c) the number of business days thereafter of each successive valuation date.
Type:
Content:
complex, 3 elements
Defined:
locally witnin ValuationDate complexType in fpml-cd-5-5.xsd; see XML source
multiplier (in commodity) Specifies the multiplier associated with a Transaction.
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:
locally witnin Future complexType in fpml-asset-5-5.xsd; see XML source
multiplier (in option) Specifies the contract multiplier that can be associated with the number of units.
Type:
xsd:positiveInteger
Content:
simple
Defined:
mutualFund Identifies the class of unit issued by a fund.
Type:
Content:
complex, 1 attribute, 8 elements
Subst.Gr:
may substitute for element underlyingAsset
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 (in attachment) The name of the resource.
Type:
xsd:normalizedString
Content:
simple
Defined:
locally witnin Resource complexType in fpml-shared-5-5.xsd; see XML source
name (in businessUnit) A name used to describe the organization unit
Type:
xsd:string
Content:
simple
Defined:
name (in implementationSpecification)
Type:
xsd:normalizedString
Content:
simple
Defined:
name (in productCharacteristic)
Type:
xsd:normalizedString
Content:
simple
Defined:
name (in reportingRegime) Identifies the reporting regime under which this data is reported.
Type:
Content:
simple, 1 attribute
Defined:
negotiatedTerms
Type:
Content:
complex, 3 elements
Defined:
net (in principalAmount) Value including fees and commissions.
Type:
xsd:decimal
Content:
simple
Defined:
net (in principalAmount) 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, 13 elements
Defined:
newTradeIdentifier Indicates a reference to the new trade between the transferee and the remaining party.
Type:
Content:
complex, 1 attribute, 11 elements
Defined:
nominal The monetary value of the security (eg. fixed income security) that was traded).
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
nonpubliclyReported When the non-public report of this was created or received by this party.
Type:
xsd:dateTime
Content:
simple
Defined:
nonpublicReportUpdated When the non-public report of this was most recently corrected or corrections were received by this party.
Type:
xsd:dateTime
Content:
simple
Defined:
nonReliance This element corresponds to the non-Reliance section in the 2004 ISDA Novation Definitions, section 2.1 (c) (i).
Type:
Content:
empty
Defined:
nonStandardTerms Indicates that the trade has price-affecting characteristics in addition to the standard real-time reportable terms.
Type:
xsd:boolean
Content:
simple
Defined:
noReferenceObligation (in referenceInformation) Used to indicate that there is no Reference Obligation associated with this Credit Default Swap and that there will never be one.
Type:
xsd:boolean
Content:
simple
Defined:
noReferenceObligation (in referencePair) Used to indicate that there is no Reference Obligation associated with this Credit Default Swap and that there will never be one.
Type:
xsd:boolean
Content:
simple
Defined:
locally witnin ReferencePair complexType in fpml-cd-5-5.xsd; see XML source
notBearer A deliverable obligation characteristic.
Type:
xsd:boolean
Content:
simple
Defined:
notContingent (in deliverableObligations) A deliverable obligation characteristic.
Type:
xsd:boolean
Content:
simple
Defined:
notContingent (in obligations) NOTE: Only allowed as an obligation charcteristic under ISDA Credit 1999.
Type:
xsd:boolean
Content:
simple
Defined:
locally witnin Obligations complexType in fpml-cd-5-5.xsd; see XML source
notDomesticCurrency (in deliverableObligations) An obligation and deliverable obligation characteristic.
Type:
Content:
complex, 2 elements
Defined:
notDomesticCurrency (in obligations) An obligation and deliverable obligation characteristic.
Type:
Content:
complex, 2 elements
Defined:
locally witnin Obligations complexType in fpml-cd-5-5.xsd; see XML source
notDomesticIssuance (in deliverableObligations) An obligation and deliverable obligation characteristic.
Type:
xsd:boolean
Content:
simple
Defined:
notDomesticIssuance (in obligations) An obligation and deliverable obligation characteristic.
Type:
xsd:boolean
Content:
simple
Defined:
locally witnin Obligations complexType in fpml-cd-5-5.xsd; see XML source
notDomesticLaw (in deliverableObligations) An obligation and deliverable obligation characteristic.
Type:
xsd:boolean
Content:
simple
Defined:
notDomesticLaw (in obligations) An obligation and deliverable obligation characteristic.
Type:
xsd:boolean
Content:
simple
Defined:
locally witnin Obligations complexType in fpml-cd-5-5.xsd; see XML source
notifyingParty Pointer style references to a party identifier defined elsewhere in the document.
Type:
Content:
complex, 2 elements
Defined:
notionalAmount (defined in CalculationPeriod complexType) The amount that a cashflow will accrue interest on.
Type:
xsd:decimal
Content:
simple
Defined:
notionalAmount (in fxLinkedNotionalAmount) The calculation period notional amount.
Type:
xsd:decimal
Content:
simple
Defined:
notionalAmountReference A reference to the notional amount.
Type:
Content:
empty, 1 attribute
Defined:
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 PartialExercise.model group) A pointer style reference to the associated notional schedule defined elsewhere in the document.
Type:
Content:
empty, 1 attribute
Defined:
notionalReference (in exerciseFee) A pointer style reference to the associated notional schedule defined elsewhere in the document.
Type:
Content:
empty, 1 attribute
Defined:
notionalSchedule The notional amount or notional amount schedule.
Type:
Content:
complex, 1 attribute, 1 element
Defined:
locally witnin Calculation complexType in fpml-ird-5-5.xsd; see XML source
notionalStepSchedule The notional amount or notional amount schedule expressed as explicit outstanding notional amounts and dates.
Type:
Content:
complex, 1 attribute, 1 element
Defined:
locally witnin Notional complexType in fpml-ird-5-5.xsd; see XML source
notSovereignLender (in deliverableObligations) An obligation and deliverable obligation characteristic.
Type:
xsd:boolean
Content:
simple
Defined:
notSovereignLender (in obligations) An obligation and deliverable obligation characteristic.
Type:
xsd:boolean
Content:
simple
Defined:
locally witnin Obligations complexType in fpml-cd-5-5.xsd; see XML source
notSubordinated (in deliverableObligations) An obligation and deliverable obligation characteristic.
Type:
xsd:boolean
Content:
simple
Defined:
notSubordinated (in obligations) An obligation and deliverable obligation characteristic.
Type:
xsd:boolean
Content:
simple
Defined:
locally witnin Obligations complexType in fpml-cd-5-5.xsd; see XML source
novatedAmount The amount which represents the portion of the Old Contract being novated.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
novatedNumberOfOptions The number of options which represent the portion of the Old Contract being novated.
Type:
xsd:decimal
Content:
simple
Defined:
novatedNumberOfUnits The number of options which represent the portion of the Old Contract being novated.
Type:
xsd:decimal
Content:
simple
Defined:
novation
Type:
Content:
complex, 33 elements
Defined:
novationDate Specifies the date that one party's legal obligations with regard to a trade are transferred to another party.
Type:
xsd:date
Content:
simple
Defined:
novationTradeDate Specifies the date the parties agree to assign or novate a Contract.
Type:
xsd:date
Content:
simple
Defined:
nthToDefault N th reference obligation to default triggers payout.
Type:
xsd:positiveInteger
Content:
simple
Defined:
number (in quantity) 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:
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:
numberValuationDates Where multiple valuation dates are specified as being applicable for cash settlement, this element specifies (a) the number of applicable valuation dates, and (b) the number of business days after satisfaction of all conditions to settlement when the first such valuation date occurs, and (c) the number of business days thereafter of each successive valuation date.
Type:
xsd:positiveInteger
Content:
simple
Defined:
obligationAcceleration A credit event.
Type:
xsd:boolean
Content:
simple
Defined:
obligationDefault A credit event.
Type:
xsd:boolean
Content:
simple
Defined:
obligations The underlying obligations of the reference entity on which you are buying or selling protection.
Type:
Content:
complex, 18 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 Indicates that the price does not reflect the current market.
Type:
xsd:boolean
Content:
simple
Defined:
offset Indicates whether time applies to the actual day specified (in which case this element should be omitted) the day prior to that day (in which case periodMultiplier should be -1 and period should be Day) or the day subsequent to that day (in which case periodMultiplier should be 1 and period should be Day).
Type:
Content:
complex, 1 attribute, 3 elements
Defined:
oldTrade (defined in TradeChangeContent complexType) The original trade details.
Type:
Content:
complex, 1 attribute, 13 elements
Defined:
oldTrade (in novation) Indicates the original trade between the transferor and the remaining party.
Type:
Content:
complex, 1 attribute, 13 elements
Defined:
oldTradeIdentifier (defined in TradeChangeContent complexType) The original qualified trade identifier.
Type:
Content:
complex, 1 attribute, 11 elements
Defined:
oldTradeIdentifier (in novation) Indicates a reference to the original trade between the transferor and the remaining party.
Type:
Content:
complex, 1 attribute, 11 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:
locally witnin DataDocument complexType in fpml-doc-5-5.xsd; see XML source
openEndedFund Boolean indicator to specify whether the mutual fund is an open-ended mutual fund.
Type:
xsd:boolean
Content:
simple
Defined:
locally witnin MutualFund complexType in fpml-asset-5-5.xsd; see XML source
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:
locally witnin Basket complexType in fpml-asset-5-5.xsd; see XML source
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:
operation
Type:
Content:
simple
Defined:
option Identifies the underlying asset when it is a listed option contract.
Type:
Content:
complex, 1 attribute, 14 elements
Subst.Gr:
may substitute for element underlyingAsset
Defined:
Used:
never
optionalEarlyTerminationAdjustedDates An early termination provision to terminate the trade at fair value where one or both parties have the right to decide on termination.
Type:
Content:
complex, 1 element
Defined:
optionBuyer
Type:
Content:
empty, 1 attribute
Defined:
optionExercise
Type:
Content:
complex, 19 elements
Defined:
optionExpiry (defined in MaturityAndExpiryEvents.model group)
Type:
Content:
complex, 3 elements
Defined:
optionExpiry (in requestLimitCheck)
Type:
Content:
complex, 5 elements
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 Specifies whether the option allows the hodler to buy or sell tne underlying asset.
Type:
Content:
simple
Defined:
order
Type:
xsd:string
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:
orderId (in fill)
Type:
xsd:normalizedString
Content:
simple
Defined:
orderId (in orderStatus)
Type:
xsd:normalizedString
Content:
simple
Defined:
orderId (in orderStatus)
Type:
xsd:normalizedString
Content:
simple
Defined:
orderRevalidation
Type:
xsd:boolean
Content:
simple
Defined:
orderStatus
Type:
Content:
complex, 16 elements
Defined:
orderStatusNotification
Type:
Content:
complex, 3 attributes, 9 elements
Defined:
Used:
never
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)
Type:
Content:
complex, elem. wildcard
Defined:
originalMessage (defined in AdditionalData complexType) Provides extra information as binary contents coded in base64.
Type:
anonymous complexType
Content:
complex, elem. wildcard
Defined:
Includes:
definition of elem. wildcard
originalPrincipalAmount The initial issued amount of the mortgage obligation.
Type:
xsd:decimal
Content:
simple
Defined:
locally witnin Mortgage complexType in fpml-asset-5-5.xsd; see XML source
originalRequestDetails (in creditRiskLimit in limitCheckApproved)
Type:
Content:
complex, 5 elements
Defined:
originalRequestDetails (in creditRiskLimit in limitCheckRefused)
Type:
Content:
complex, 5 elements
Defined:
originalTrade (defined in OriginalRequestDetails complexType) Fully describes the original trade (prior to the exercise).
Type:
Content:
complex, 1 attribute, 13 elements
Defined:
originalTrade (defined in TradeChangeBase complexType)
Type:
Content:
complex, 1 attribute, 13 elements
Defined:
originalTrade (in optionExercise) Fully describes the original trade (prior to the exercise).
Type:
Content:
complex, 1 attribute, 13 elements
Defined:
originatingEvent (defined in ImpliedTrade complexType)
Type:
Content:
simple, 1 attribute
Defined:
originatingEvent (defined in TradeOrInfo.model group) This may be used to describe why a trade was created.
Type:
Content:
simple, 1 attribute
Defined:
originatingEvent (defined in TradeReferenceInformationContents.model group) This may be used to describe why a trade was created.
Type:
Content:
simple, 1 attribute
Defined:
originatingEvent (in dataDocument)
Type:
Content:
simple, 1 attribute
Defined:
locally witnin DataDocument complexType in fpml-doc-5-5.xsd; see XML source
originatingEvent (in requestLimitCheck)
Type:
Content:
simple, 1 attribute
Defined:
originatingEvent (in tradeReferenceInformation) This may be used to describe why a trade was created.
Type:
Content:
simple, 1 attribute
Defined:
originatingTradeId (defined in PartyTradeIdentifier complexType) The trade id of the trade(s) upon which this was based, for example the ID of the trade that was submitted for clearing if this is a cleared trade, or of the original trade if this was novated or cancelled and rebooked, or the list of trades that were netted or compressed together in the case of a compression event.
Type:
Content:
complex, 1 attribute, 6 elements
Defined:
originatingTradeId (in compressionActivity)
Type:
Content:
simple, 2 attributes
Defined:
originatingTradeIdentifier
Type:
Content:
complex, 1 attribute, 6 elements
Defined:
otherPartyPayment Other fees or additional payments associated with the trade, e.g. broker commissions, where one or more of the parties involved are not principal parties involved in the trade.
Type:
Content:
complex, 2 attributes, 10 elements
Defined:
locally witnin Trade complexType in fpml-doc-5-5.xsd; see XML source
otherPath XPath to the element in the other object.
Type:
xsd:string
Content:
simple
Defined:
otherRemainingParty A pointer style reference to a party identifier defined elsewhere in the document.
Type:
Content:
empty, 1 attribute
Defined:
otherRemainingPartyAccount
Type:
Content:
empty, 1 attribute
Defined:
otherTransferee A pointer style reference to a party identifier defined elsewhere in the document.
Type:
Content:
empty, 1 attribute
Defined:
otherTransfereeAccount
Type:
Content:
empty, 1 attribute
Defined:
otherValue Value of the element in the other trade.
Type:
xsd:string
Content:
simple
Defined:
othReferenceEntityObligations (in deliverableObligations) This element is used to specify any other obligations of a reference entity in both obligations and deliverable obligations.
Type:
xsd:string
Content:
simple
Defined:
othReferenceEntityObligations (in obligations) This element is used to specify any other obligations of a reference entity in both obligations and deliverable obligations.
Type:
xsd:string
Content:
simple
Defined:
locally witnin Obligations complexType in fpml-cd-5-5.xsd; see XML source
outstandingNotionalAmount (defined in TradeNotionalChange complexType) Specifies the Notional amount after the Change
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
outstandingNotionalAmount (in optionExercise) Specifies the Notional amount after the Change
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
outstandingNumberOfOptions (defined in TradeNotionalChange complexType) Specifies the Number of Options after the Change.
Type:
xsd:decimal
Content:
simple
Defined:
outstandingNumberOfOptions (in optionExercise) Specifies the Number of Options after the Change.
Type:
xsd:decimal
Content:
simple
Defined:
outstandingNumberOfUnits (defined in TradeNotionalChange complexType) Specifies the Number of Units
Type:
xsd:decimal
Content:
simple
Defined:
outstandingNumberOfUnits (in optionExercise) Specifies the Number of Units
Type:
xsd:decimal
Content:
simple
Defined:
parentCorrelationId An optional identifier used to correlate between related processes
Type:
Content:
simple, 1 attribute
Defined:
partialCashSettlement Specifies whether either 'Partial Cash Settlement of Assignable Loans', 'Partial Cash Settlement of Consent Required Loans' or 'Partial Cash Settlement of Participations' is applicable.
Type:
xsd:boolean
Content:
simple
Defined:
partialExercise As defined in the 2000 ISDA Definitions, Section 12.3.
Type:
Content:
complex, 4 elements
Defined:
party A legal entity or a subdivision of a legal entity.
Type:
Content:
complex, 1 attribute, 11 elements
Defined:
partyId A party identifier, e.g. a S.W.I.F.T. bank identifier code (BIC).
Type:
Content:
simple, 1 attribute
Defined:
locally witnin Party complexType in fpml-shared-5-5.xsd; see XML source
partyInformation (defined in CreditLimitInformationExtended complexType)
Type:
Content:
complex, 28 elements
Defined:
partyInformation (in creditLimitInformation in creditLimitReport)
Type:
Content:
complex, 28 elements
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:
locally witnin Party complexType in fpml-shared-5-5.xsd; see XML source
partyPortfolioName The name of the portfolio together with the party that gave the name.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
locally witnin Portfolio complexType in fpml-doc-5-5.xsd; see XML source
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 partyMessageInformation) Identifies that party that has ownership of this information.
Type:
Content:
empty, 1 attribute
Defined:
partyReference (in partyPortfolioName) A pointer style reference to a party identifier defined elsewhere in the document.
Type:
Content:
empty, 1 attribute
Defined:
partyTradeIdentifier (defined in Portfolio complexType)
Type:
Content:
complex, 1 attribute, 11 elements
Defined:
locally witnin Portfolio complexType in fpml-doc-5-5.xsd; see XML source
partyTradeIdentifier (defined in TradeReferenceInformationContents.model group) This allows the acknowledging party to supply additional trade identifiers for a trade underlying a request relating to a business event.
Type:
Content:
complex, 1 attribute, 11 elements
Defined:
partyTradeIdentifier (in tradeHeader) The trade reference identifier(s) allocated to the trade by the parties involved.
Type:
Content:
complex, 1 attribute, 11 elements
Defined:
locally witnin TradeHeader complexType in fpml-doc-5-5.xsd; see XML source
partyTradeIdentifier (in tradeReference)
Type:
Content:
complex, 1 attribute, 11 elements
Defined:
partyTradeIdentifier (in tradeReferenceInformation) This allows the acknowledging party to supply additional trade identifiers for a trade underlying a request relating to a business event.
Type:
Content:
complex, 1 attribute, 11 elements
Defined:
partyTradeIdentifier (in verificationStatusNotification)
Type:
Content:
complex, 1 attribute, 11 elements
Defined:
partyTradeIdentifier (in withdrawal)
Type:
Content:
complex, 1 attribute, 11 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 (defined in TradeReferenceInformationContents.model group) This allows the acknowledging party to supply additional trade information about a trade underlying a request relating to a business event.
Type:
Content:
complex, 28 elements
Defined:
partyTradeInformation (in tradeHeader) Additional trade information that may be provided by each involved party.
Type:
Content:
complex, 28 elements
Defined:
locally witnin TradeHeader complexType in fpml-doc-5-5.xsd; see XML source
partyTradeInformation (in tradeReferenceInformation) This allows the acknowledging party to supply additional trade information about a trade underlying a request relating to a business event.
Type:
Content:
complex, 28 elements
Defined:
parValue Specifies the nominal amount of a fixed income security or convertible bond.
Type:
xsd:decimal
Content:
simple
Defined:
locally witnin Bond complexType in fpml-asset-5-5.xsd; see XML source
parYieldCurveAdjustedMethod An ISDA defined cash settlement method used for the determination of the applicable cash settlement amount.
Type:
Content:
complex, 2 elements
Defined:
parYieldCurveUnadjustedMethod An ISDA defined cash settlement method used for the determination of the applicable cash settlement amount.
Type:
Content:
complex, 2 elements
Defined:
payerAccountReference A reference to the account responsible for making the payments defined by this structure.
Type:
Content:
empty, 1 attribute
Defined:
payerPartyReference A reference to the party responsible for making the payments defined by this structure.
Type:
Content:
empty, 1 attribute
Defined:
payment (defined in ImpliedTrade complexType) A fee which compensates one of the parties for taking on a position that is off market.
Type:
Content:
complex, 1 attribute, 6 elements
Defined:
payment (defined in TradeAlterationPayment.model group) Describes a payment made in settlement of the change.
Type:
Content:
complex, 2 attributes, 10 elements
Defined:
payment (defined in TradeChangeContent complexType) Describes a payment made in settlement of the change.
Type:
Content:
complex, 2 attributes, 10 elements
Defined:
payment (in novation) Describes a payment made in settlement of the novation.
Type:
Content:
complex, 2 attributes, 10 elements
Defined:
payment (in optionExercise)
Type:
Content:
complex, 1 attribute, 6 elements
Defined:
paymentAmount (defined in InitialPayment complexType) A fixed payment amount.
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:
locally witnin Payment complexType in fpml-shared-5-5.xsd; see XML source
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 (in adjustedPaymentDates) The currency amount of the payment.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
paymentAmount (in cashSettlement in optionExercise)
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
paymentAmount (in paymentDetail) A fixed payment amount.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
paymentAmount (in paymentDetail) A fixed payment amount.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
paymentDate (defined in Payment complexType) The payment date.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
locally witnin Payment complexType in fpml-shared-5-5.xsd; see XML source
paymentDate (defined in PaymentBaseExtended complexType) The payment date, which can be expressed as either an adjustable or relative date.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
paymentDate (defined in PendingPayment complexType) The date that the dividend or coupon is due.
Type:
xsd:date
Content:
simple
Defined:
paymentDate (in cashSettlement in optionExercise) The payment date.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
paymentDate (in paymentDetail) Payment date.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
paymentDates The payment dates schedule.
Type:
Content:
complex, 1 attribute, 4 elements
Defined:
paymentDatesAdjustments The business day convention to apply to each payment date if it would otherwise fall on a day that is not a business day in the specified financial business centers.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
locally witnin PaymentDates complexType in fpml-ird-5-5.xsd; see XML source
paymentDatesReference A set of href pointers to payment dates defined somewhere else in the document.
Type:
Content:
empty, 1 attribute
Defined:
paymentDaysOffset If early payment or delayed payment is required, specifies the number of days offset that the payment occurs relative to what would otherwise be the unadjusted payment date.
Type:
Content:
complex, 1 attribute, 3 elements
Defined:
locally witnin PaymentDates complexType in fpml-ird-5-5.xsd; see XML source
paymentDelay Applicable to CDS on MBS to specify whether payment delays are applicable to the fixed Amount.
Type:
xsd:boolean
Content:
simple
Defined:
locally witnin FeeLeg complexType in fpml-cd-5-5.xsd; see XML source
paymentDetail A container element allowing a schedule of payments associated with the Independent Amount.
Type:
Content:
complex, 1 attribute, 4 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:
locally witnin Deposit complexType in fpml-asset-5-5.xsd; see XML source
paymentFrequency (in paymentDates) The frequency at which regular payment dates occur.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
locally witnin PaymentDates complexType in fpml-ird-5-5.xsd; see XML source
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:
locally witnin RateIndex complexType in fpml-asset-5-5.xsd; see XML source
paymentFrequency (in simpleCreditDefaultSwap) Specifies the frequency at which the swap pays, e.g. 6M.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
paymentFrequency (in simpleIrSwap) Specifies the frequency at which the swap pays, e.g. 6M.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
paymentPercent A percentage of the notional amount.
Type:
xsd:decimal
Content:
simple
Defined:
paymentReference The reference to the identified payment strucutre.
Type:
Content:
empty, 1 attribute
Defined:
paymentRequirement Specifies a threshold for the failure to pay credit event.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
paymentRule A type defining the calculation rule.
Type:
Content:
empty
Defined:
paymentType A classification of the type of fee or additional payment, e.g. brokerage, upfront fee etc.
Type:
Content:
simple, 1 attribute
Defined:
locally witnin Payment complexType in fpml-shared-5-5.xsd; see XML source
percentageOfNotional 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:
locally witnin Frequency complexType in fpml-shared-5-5.xsd; see XML source
period (defined in Period complexType) A time period, e.g. a day, week, month or year of the stream.
Type:
Content:
simple
Defined:
locally witnin Period complexType in fpml-shared-5-5.xsd; see XML source
period (in velocity)
Type:
Content:
simple
Defined:
periodicDates (defined in AdjustableRelativeOrPeriodicDates complexType)
Type:
Content:
complex, 4 elements
Defined:
periodicDates (defined in AdjustableRelativeOrPeriodicDates2 complexType)
Type:
Content:
complex, 4 elements
Defined:
periodicPayment Specifies a periodic schedule of fixed amounts that are payable by the buyer to the seller on the fixed rate payer payment dates.
Type:
Content:
complex, 1 attribute, 8 elements
Defined:
locally witnin FeeLeg complexType in fpml-cd-5-5.xsd; see XML source
periodMultiplier (defined in Frequency complexType) A time period multiplier, e.g. 1, 2 or 3 etc.
Type:
xsd:positiveInteger
Content:
simple
Defined:
locally witnin Frequency complexType in fpml-shared-5-5.xsd; see XML source
periodMultiplier (defined in Period complexType) A time period multiplier, e.g. 1, 2 or 3 etc.
Type:
xsd:integer
Content:
simple
Defined:
locally witnin Period complexType in fpml-shared-5-5.xsd; see XML source
periodMultiplier (in velocity)
Type:
xsd:integer
Content:
simple
Defined:
periodSkip The number of periods in the referenced date schedule that are between each date in the relative date schedule.
Type:
xsd:positiveInteger
Content:
simple
Defined:
permittedValue
Type:
xsd:normalizedString
Content:
simple
Defined:
person Optional information about people involved in a transaction or busines process.
Type:
Content:
complex, 1 attribute, 10 elements
Defined:
locally witnin Party complexType in fpml-shared-5-5.xsd; see XML source
personId An identifier assigned by a system for uniquely identifying the individual
Type:
Content:
simple, 1 attribute
Defined:
locally witnin Person complexType in fpml-shared-5-5.xsd; see XML source
personReference The individual person that is related to this.
Type:
Content:
empty, 1 attribute
Defined:
physicalSettlement (in creditDerivativesNotices) This element corresponds to the Notice of Intended Physical Settlement Delivered Under Old Transaction under the EXHIBIT C to 2004 ISDA Novation Definitions.
Type:
xsd:boolean
Content:
simple
Defined:
physicalSettlement (in optionExercise)
Type:
Content:
complex, 3 elements
Defined:
physicalSettlementPeriod The number of business days used in the determination of the physical settlement date.
Type:
Content:
complex, 3 elements
Defined:
physicalSettlementTerms This element contains all the ISDA terms relevant to physical settlement for when physical settlement is applicable.
Type:
Content:
complex, 1 attribute, 5 elements
Defined:
pool The morgage pool that is underneath the mortgage obligation.
Type:
Content:
complex, 4 elements
Defined:
locally witnin Mortgage complexType in fpml-asset-5-5.xsd; see XML source
portfolio (defined in Portfolio complexType) An arbitary grouping of trade references (and possibly other portfolios).
Type:
Content:
complex, 1 attribute, 4 elements
Defined:
locally witnin Portfolio complexType in fpml-doc-5-5.xsd; see XML source
portfolio (in dataDocument) An arbitary grouping of trade references (and possibly other portfolios).
Type:
Content:
complex, 1 attribute, 4 elements
Defined:
locally witnin DataDocument complexType in fpml-doc-5-5.xsd; see XML source
portfolioName (defined in PortfolioReferenceBase complexType) An identifier that is unique for each portfolio-level request, and which can be used to group together the individual messages in the portfolio request.
Type:
Content:
simple, 2 attributes
Defined:
portfolioName (in partyPortfolioName)
Type:
Content:
simple, 2 attributes
Defined:
portfolioReference (defined in PortfolioReference.model group)
Type:
Content:
complex, 3 elements
Defined:
portfolioReference (defined in PortfolioReferenceBase.model group)
Type:
Content:
complex, 1 element
Defined:
portfolioReference (in requestRetransmission)
Type:
Content:
complex, 2 elements
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:
locally witnin Address complexType in fpml-shared-5-5.xsd; see XML source
precision Specifies the rounding precision in terms of a number of decimal places.
Type:
xsd:nonNegativeInteger
Content:
simple
Defined:
locally witnin Rounding complexType in fpml-shared-5-5.xsd; see XML source
premiumProductReference (in productComponentIdentifier) Indicates which product within a strategy this ID is associated with.
Type:
Content:
empty, 1 attribute
Defined:
premiumProductReference (in strategy) Indicates which product within a strategy represents the premium payment.
Type:
Content:
empty, 1 attribute
Defined:
locally witnin Strategy complexType in fpml-doc-5-5.xsd; see XML source
premiumType Forward start Premium type
Type:
Content:
simple
Defined:
presentValueAmount (defined in Payment complexType) The amount representing the present value of the forecast payment.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
locally witnin Payment complexType in fpml-shared-5-5.xsd; see XML source
presentValueAmount (defined in PaymentDiscounting.model group) The amount representing the present value of the forecast payment.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
price (defined in CreditOptionStrike complexType) 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:
price (in fill)
Type:
xsd:decimal
Content:
simple
Defined:
price2Terms
Type:
Content:
complex, 1 element
Defined:
priceExpression Specifies whether the price is expressed in absolute or relative terms.
Type:
Content:
simple
Defined:
pricePerOption The amount of premium to be paid expressed as a function of the number of options.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
priceTerm
Type:
Content:
empty, 1 attribute
Defined:
priceTerms
Type:
Content:
complex, 1 element
Defined:
pricing The price paid for the instrument.
Type:
Content:
complex, 1 element
Defined:
pricingModel .
Type:
Content:
simple, 1 attribute
Defined:
primaryAssetClass A classification of the most important risk class of the trade.
Type:
Content:
simple, 1 attribute
Defined:
primaryObligor The entity primarily responsible for repaying debt to a creditor as a result of borrowing or issuing bonds.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
primaryObligorReference A pointer style reference to a reference entity defined elsewhere in the document.
Type:
Content:
empty, 1 attribute
Defined:
primaryRateSource The primary source for where the rate observation will occur.
Type:
Content:
complex, 3 elements
Defined:
principal The value, in instrument currency, of the amount of the instrument that was traded.
Type:
Content:
complex, 1 element
Defined:
principalAmount The net and/or gross value of the amount traded in native currency.
Type:
Content:
complex, 3 elements
Defined:
principalExchanges The true/false flags indicating whether initial, intermediate or final exchanges of principal should occur.
Type:
Content:
complex, 1 attribute, 3 elements
Defined:
principalShortfallReimbursement An additional Fixed Payment Event.
Type:
xsd:boolean
Content:
simple
Defined:
processingStatus A description of the stage of processing of the service, for example EndofDayProcessingCutoffOccurred, EndOfDayProcessingCompleted.
Type:
Content:
complex, 3 elements
Defined:
product An abstract element used as a place holder for the substituting product elements.
Type:
Content:
complex, 1 attribute, 3 elements
Abstract:
(may not be used directly in instance XML documents)
Subst.Gr:
may be substituted with 4 elements
Defined:
Used:
productCharacteristic
Type:
Content:
complex, 1 attribute, 5 elements
Defined:
productComponentIdentifier The USIs of the components of this trade, when this trade contains a strategy.
Type:
Content:
complex, 3 elements
Defined:
productId (defined in Product.model group) A product reference identifier.
Type:
Content:
simple, 1 attribute
Defined:
productId (defined in SupportedProduct complexType)
Type:
Content:
simple, 1 attribute
Defined:
productId (defined in TradeReferenceInformationContents.model group)
Type:
Content:
simple, 1 attribute
Defined:
productId (in defineSupportedProductRetracted)
Type:
Content:
simple, 1 attribute
Defined:
productId (in defineTradeableProductRetracted)
Type:
Content:
simple, 1 attribute
Defined:
productId (in tradeReferenceInformation)
Type:
Content:
simple, 1 attribute
Defined:
productType (defined in Product.model group) A classification of the type of product.
Type:
Content:
simple, 1 attribute
Defined:
productType (defined in SupportedProduct complexType)
Type:
Content:
simple, 1 attribute
Defined:
productType (defined in TradeReferenceInformationContents.model group)
Type:
Content:
simple, 1 attribute
Defined:
productType (in tradeReferenceInformation)
Type:
Content:
simple, 1 attribute
Defined:
protectionTerms (defined in LimitedCreditDefaultSwap complexType) This element contains all the terms relevant to defining the applicable floating rate payer calculation amount, credit events and associated conditions to settlement, and reference obligations.
Type:
Content:
complex, 1 attribute, 4 elements
Defined:
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, 4 elements
Defined:
protectionTermsReference Reference to the documentation terms applicable to this item.
Type:
Content:
empty, 1 attribute
Defined:
publication For those commodities being traded with reference to a price distributed by a publication, that publication should be specified here.
Type:
Content:
complex, 3 elements
Defined:
publicationDate (defined in ContractualTermsSupplement complexType) Specifies the publication date of the applicable version of the contractual supplement.
Type:
xsd:date
Content:
simple
Defined:
publicationDate (in contractualMatrix) Specifies the publication date of the applicable version of the matrix.
Type:
xsd:date
Content:
simple
Defined:
publicationDate (in settledEntityMatrix) Specifies the publication date of the applicable version of the matrix.
Type:
xsd:date
Content:
simple
Defined:
publiclyAvailableInformation (in creditDerivativesNotices) This element corresponds to the Notice of Publicly Available Information Delivered Under Old Transaction and Deemed Delivered Under New Transaction under the EXHIBIT C to 2004 ISDA Novation Definitions.
Type:
xsd:boolean
Content:
simple
Defined:
publiclyAvailableInformation (in creditEventNotice) A specified condition to settlement.
Type:
Content:
complex, 3 elements
Defined:
publiclyReported When the public report of this was created or received by this party.
Type:
xsd:dateTime
Content:
simple
Defined:
publicReportUpdated When the public report of this was most recently corrected or corrections were sent or received by this party.
Type:
xsd:dateTime
Content:
simple
Defined:
publicSource A public information source, e.g. a particular newspaper or electronic news service, that may publish relevant information used in the determination of whether or not a credit event has occurred.
Type:
xsd:string
Content:
simple
Defined:
qualifyingParticipationSeller If Direct Loan Participation is specified as a deliverable obligation characteristic, this specifies any requirements for the Qualifying Participation Seller.
Type:
xsd:string
Content:
simple
Defined:
quantity A description of how much of the instrument was traded.
Type:
Content:
complex, 2 elements
Defined:
queryParameter
Type:
Content:
complex, 3 elements
Defined:
queryParameterId
Type:
Content:
simple, 2 attributes
Defined:
queryParameterOperator
Type:
Content:
simple, 2 attributes
Defined:
queryParameterValue
Type:
xsd:normalizedString
Content:
simple
Defined:
quotationAmount In the determination of a cash settlement amount, if weighted average quotations are to be obtained, the quotation amount specifies an upper limit to the outstanding principal balance of the reference obligation for which the quote should be obtained.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
quotationCharacteristics Allows information about how the price was quoted to be provided.
Type:
Content:
complex, 14 elements
Defined:
locally witnin Price complexType in fpml-asset-5-5.xsd; see XML source
quotationMethod The type of price quotations to be requested from dealers when determining the market value of the reference obligation for purposes of cash settlement.
Type:
Content:
simple
Defined:
quotationRateType (defined in CashPriceMethod complexType) Which rate quote is to be observed, either Bid, Mid, Offer or Exercising Party Pays.
Type:
Content:
simple
Defined:
quotationRateType (defined in YieldCurveMethod complexType) Which rate quote is to be observed, either Bid, Mid, Offer or Exercising Party Pays.
Type:
Content:
simple
Defined:
quotationRateType (in crossCurrencyMethod) Which rate quote is to be observed, either Bid, Mid, Offer or Exercising Party Pays.
Type:
Content:
simple
Defined:
quotationStyle The type of quotation that was used between the trading desks.
Type:
Content:
simple
Defined:
locally witnin FeeLeg complexType in fpml-cd-5-5.xsd; see XML source
quote (defined in EventValuation.model group) Pricing information for the trade.
Type:
Content:
complex, 1 attribute, 15 elements
Defined:
quote (in pricing)
Type:
Content:
complex, 1 attribute, 15 elements
Defined:
quoteBasis The method by which the exchange rate is 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:
locally witnin FxRate complexType in fpml-shared-5-5.xsd; see XML source
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:
locally witnin FxFixing complexType in fpml-shared-5-5.xsd; see XML source
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:
quoteUnits The optional units that the measure is expressed in.
Type:
Content:
simple, 1 attribute
Defined:
quotingParty (defined in TradeableProduct complexType)
Type:
Content:
simple, 1 attribute
Defined:
quotingParty (in defineTradeableProduct)
Type:
Content:
simple, 1 attribute
Defined:
quotingParty (in defineTradeableProductRetracted)
Type:
Content:
simple, 1 attribute
Defined:
rate The rate of exchange between the two currencies of the leg of a deal.
Type:
xsd:decimal
Content:
simple
Defined:
locally witnin FxRate complexType in fpml-shared-5-5.xsd; see XML source
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:
may be substituted with 1 element
Defined:
globally in fpml-ird-5-5.xsd; see XML source
Used:
rateIndex Identifies a simple underlying asset that is an interest rate index.
Type:
Content:
complex, 1 attribute, 10 elements
Subst.Gr:
may substitute for element curveInstrument
Defined:
Used:
never
rateObservation The details of a particular rate observation, including the fixing date and observed rate.
Type:
Content:
complex, 1 attribute, 8 elements
Defined:
rateReference A pointer style reference to a floating rate component defined as part of a stub calculation period amount component.
Type:
Content:
empty, 1 attribute
Defined:
rateSource (defined in InformationSource complexType) An information source for obtaining a market rate.
Type:
Content:
simple, 1 attribute
Defined:
rateSource (in fx) Defines the source of the FX rate.
Type:
Content:
complex, 3 elements
Defined:
rateSource (in interestShortfall) The rate source in the case of a variable cap.
Type:
Content:
simple, 1 attribute
Defined:
rateSource (in publication) The publication in which the rate, price, index or factor is to be found.
Type:
Content:
simple, 1 attribute
Defined:
rateSourcePage (defined in InformationSource complexType) A specific page for the rate source for obtaining a market rate.
Type:
Content:
simple, 1 attribute
Defined:
rateSourcePage (in publication) A specific page or screen (in the case of electronically published information) on which the rate source is to be found.
Type:
Content:
simple, 1 attribute
Defined:
rateSourcePageHeading (defined in InformationSource complexType) The heading for the rate source on a given rate source page.
Type:
xsd:string
Content:
simple
Defined:
rateSourcePageHeading (in publication) The heading for the rate source on a given rate source page or screen.
Type:
xsd:string
Content:
simple
Defined:
reason (defined in ClearingStatusItem complexType) Supporting information which may be produced to explain the clearing process status.
Type:
Content:
complex, 5 elements
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 creditLimitResponse)
Type:
Content:
complex, 5 elements
Defined:
reason (in creditRiskLimit in limitCheckApproved)
Type:
Content:
complex, 5 elements
Defined:
reason (in creditRiskLimit in limitCheckRefused)
Type:
Content:
complex, 5 elements
Defined:
reason (in deClear)
Type:
Content:
simple, 1 attribute
Defined:
reason (in orderStatus)
Type:
Content:
complex, 5 elements
Defined:
reason (in suspendCredit)
Type:
Content:
complex, 5 elements
Defined:
reason (in suspendCreditRetracted)
Type:
Content:
complex, 5 elements
Defined:
reason (in verificationStatusNotification) The reason for any dispute or change in verification status.
Type:
Content:
complex, 5 elements
Defined:
reason (in withdrawal)
Type:
Content:
simple, 1 attribute
Defined:
reasonCode (defined in LimitCheckRetractionReason complexType) reason codes that specify the reason for retraction
Type:
Content:
simple, 1 attribute
Defined:
reasonCode (defined in Reason complexType) A machine interpretable error code.
Type:
Content:
simple, 1 attribute
Defined:
locally witnin Reason complexType in fpml-msg-5-5.xsd; see XML source
receiverAccountReference A reference to the account that receives the payments corresponding to this structure.
Type:
Content:
empty, 1 attribute
Defined:
receiverPartyReference A reference to the party that receives the payments corresponding to this structure.
Type:
Content:
empty, 1 attribute
Defined:
recoveryFactor Used for fixed recovery, specifies the recovery level, determined at contract inception, to be applied on a default.
Type:
Content:
simple
Defined:
redemptionDate Earlier date between the convertible bond put dates and its maturity date.
Type:
xsd:date
Content:
simple
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 (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:
locally witnin ReferencePair complexType in fpml-cd-5-5.xsd; see XML source
referenceEntity (in simpleCreditDefaultSwap) The entity for which this is defined.
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, 8 elements
Defined:
locally witnin GeneralTerms complexType in fpml-cd-5-5.xsd; see XML source
referenceObligation (in referenceInformation) The Reference Obligation is a financial instrument that is either issued or guaranteed by the reference entity.
Type:
Content:
complex, 8 elements
Defined:
referenceObligation (in referencePair) The Reference Obligation is a financial instrument that is either issued or guaranteed by the reference entity.
Type:
Content:
complex, 8 elements
Defined:
locally witnin ReferencePair complexType in fpml-cd-5-5.xsd; see XML source
referencePair
Type:
Content:
complex, 4 elements
Defined:
referencePolicy Applicable to the transactions on mortgage-backed security, which can make use of a reference policy.
Type:
xsd:boolean
Content:
simple
Defined:
referencePool This element contains all the reference pool items to define the reference entity and reference obligation(s) in the basket
Type:
Content:
complex, 1 element
Defined:
referencePoolItem
Type:
Content:
complex, 4 elements
Defined:
locally witnin ReferencePool complexType in fpml-cd-5-5.xsd; see XML source
referencePrice Used to determine (a) for physically settled trades, the Physical Settlement Amount, which equals the Floating Rate Payer Calculation Amount times the Reference Price and (b) for cash settled trades, the Cash Settlement Amount, which equals the greater of (i) the difference between the Reference Price and the Final Price and (ii) zero.
Type:
xsd:decimal
Content:
simple
Defined:
region A code for a grouping of countries to which this belongs.
Type:
Content:
simple, 1 attribute
Defined:
registrationNumber The ID assigned by the regulator (e.g.
Type:
Content:
simple, 1 attribute
Defined:
relatedBusinessUnit Provides information about a unit/division/desk etc. that executed or supports this trade
Type:
Content:
complex, 2 elements
Defined:
relatedExchangeId A short form unique identifier for a related exchange.
Type:
Content:
simple, 1 attribute
Defined:
relatedParty (defined in PartyTradeInformation complexType) This may be used to identify one or more parties that perform a role within the transaction.
Type:
Content:
complex, 4 elements
Defined:
relatedParty (in allocation) Specifies any relevant parties to the allocation which should be referenced.
Type:
Content:
complex, 4 elements
Defined:
relatedPerson Provides information about a person that executed or supports this trade
Type:
Content:
complex, 2 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, 6 elements
Defined:
relativeDate (defined in AdjustableOrRelativeDate complexType) A date specified as some offset to another date (the anchor date).
Type:
Content:
complex, 1 attribute, 6 elements
Defined:
relativeDate (in cashSettlementPaymentDate) A date specified as some offset to another date (the anchor date).
Type:
Content:
complex, 1 attribute, 6 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, 2 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, 8 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, 8 elements
Defined:
relativeDateSequence A series of dates specified as some offset to other dates (the anchor dates) which can
Type:
Content:
complex, 3 elements
Defined:
relativeEffectiveDate Defines the effective date.
Type:
Content:
complex, 1 attribute, 7 elements
Defined:
relativeTerminationDate The term/maturity of the swap, express as a tenor (typically in years).
Type:
Content:
complex, 1 attribute, 6 elements
Defined:
relevantUnderlyingDate (in americanExercise) The date on the underlying set by the exercise of an option.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
relevantUnderlyingDate (in bermudaExercise) The date on the underlying set by the exercise of an option.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
relevantUnderlyingDate (in europeanExercise) The date on the underlying set by the exercise of an option.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
relevantUnderlyingDateReference Reference to the unadjusted cancellation effective dates.
Type:
Content:
empty, 1 attribute
Defined:
remainingAmount The amount which represents the portion of the Old Contract not being novated.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
remainingNumberOfOptions The number of options which represent the portion of the Old Contract not being novated.
Type:
xsd:decimal
Content:
simple
Defined:
remainingNumberOfUnits The number of options which represent the portion of the Old Contract not being novated.
Type:
xsd:decimal
Content:
simple
Defined:
remainingParty A pointer style reference to a party identifier defined elsewhere in the document.
Type:
Content:
empty, 1 attribute
Defined:
remainingPartyAccount
Type:
Content:
empty, 1 attribute
Defined:
remainingSize
Type:
xsd:decimal
Content:
simple
Defined:
replacementTradeId
Type:
Content:
simple, 2 attributes
Defined:
replacementTradeIdentifier
Type:
Content:
complex, 1 attribute, 6 elements
Defined:
reportId An identifier for the specific instance of this report.
Type:
Content:
simple, 1 attribute
Defined:
reportIdentification
Type:
Content:
complex, 2 elements
Defined:
reportingPurpose The reason this message is being sent, for example Snapshot, PET, Confirmation, RealTimePublic.
Type:
Content:
simple, 1 attribute
Defined:
reportingRegime Allows the organization to specify which if any relevant regulators or other supervisory bodies this is relevant for, and what reporting rules apply.
Type:
Content:
complex, 7 elements
Defined:
reportingRole (defined in PartyTradeInformation complexType) Identifies the role of this party in reporting this trade (e.g. originator, counterparty).
Type:
Content:
simple, 2 attributes
Defined:
reportingRole (in reportingRegime) Identifies the role of this party in reporting this trade for this regulator; roles could include ReportingParty and Voluntary reporting.
Type:
Content:
simple, 2 attributes
Defined:
repudiationMoratorium A credit event.
Type:
xsd:boolean
Content:
simple
Defined:
requestedAction
Type:
Content:
simple, 1 attribute
Defined:
requestedNotionalAmount Specifies the fixed amount requested expressed as notional amount.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
requestedNumberOfOptions (partial approval) Specifies the fixed amount approved expressed as number of options.
Type:
xsd:decimal
Content:
simple
Defined:
requestedNumberOfUnits (partial approval) Specifies the fixed amount approved expressed as number of units.
Type:
xsd:decimal
Content:
simple
Defined:
requesterOrderId
Type:
xsd:normalizedString
Content:
simple
Defined:
requestEventStatus
Type:
Content:
complex, 3 attributes, 10 elements
Defined:
globally in fpml-msg-5-5.xsd; see XML source
Used:
never
requestingParty (defined in TradeableProduct complexType)
Type:
Content:
simple, 1 attribute
Defined:
requestingParty (in defineTradeableProduct)
Type:
Content:
simple, 1 attribute
Defined:
requestingParty (in defineTradeableProductRetracted)
Type:
Content:
simple, 1 attribute
Defined:
requestingPartyReference (defined in OriginalRequestDetails complexType)
Type:
Content:
empty, 1 attribute
Defined:
requestingPartyReference (in requestLimitCheck)
Type:
Content:
empty, 1 attribute
Defined:
requestLimitCheck
Type:
Content:
complex, 3 attributes, 25 elements
Defined:
Used:
never
requestRetransmission
Type:
Content:
complex, 3 attributes, 10 elements
Defined:
globally in fpml-msg-5-5.xsd; see XML source
Used:
never
requiredValue
Type:
xsd:normalizedString
Content:
simple
Defined:
resetDate (in fxLinkedNotionalAmount)
Type:
xsd:date
Content:
simple
Defined:
resetDate (in rateObservation) The reset date.
Type:
xsd:date
Content:
simple
Defined:
resourceId The unique identifier of the resource within the event.
Type:
Content:
simple, 1 attribute
Defined:
locally witnin Resource complexType in fpml-shared-5-5.xsd; see XML source
resourceType A description of the type of the resource, e.g. a confirmation.
Type:
Content:
simple, 1 attribute
Defined:
locally witnin Resource complexType in fpml-shared-5-5.xsd; see XML source
response
Type:
Content:
simple
Defined:
restructuring A credit event.
Type:
Content:
complex, 4 elements
Defined:
restructuringType Specifies the type of restructuring that is applicable.
Type:
Content:
simple, 1 attribute
Defined:
resultingTrade The trade that resulted from the physical settlement.
Type:
Content:
complex, 1 attribute, 13 elements
Defined:
resultingTradeIdentifier The ID of the trade that resulted from the physical settlement.
Type:
Content:
complex, 1 attribute, 11 elements
Defined:
revenueObligationLiability (in deliverableObligations) An obligation and deliverable obligation characteristic.
Type:
xsd:boolean
Content:
simple
Defined:
revenueObligationLiability (in obligations) An obligation and deliverable obligation characteristic.
Type:
xsd:boolean
Content:
simple
Defined:
locally witnin Obligations complexType in fpml-cd-5-5.xsd; see XML source
rfqRevalidation
Type:
xsd:boolean
Content:
simple
Defined:
role (defined in PartyRelationship complexType) The category of the relationship.
Type:
Content:
simple, 1 attribute
Defined:
role (defined in RelatedParty complexType) The category of the relationship.
Type:
Content:
simple, 1 attribute
Defined:
role (in relatedBusinessUnit) The category of the relationship.
Type:
Content:
simple, 1 attribute
Defined:
role (in relatedPerson) The category of the relationship.
Type:
Content:
simple, 1 attribute
Defined:
rollConvention (defined in CalculationPeriodFrequency complexType) Used in conjunction with a frequency and the regular period start date of a calculation period, determines each calculation period end date within the regular part of a calculation period schedule.
Type:
Content:
simple
Defined:
rollConvention (in periodicPayment) Used in conjunction with the effectiveDate, scheduledTerminationDate, firstPaymentDate, lastRegularPaymentDate and paymentFrequency to determine the regular fixed rate payer payment dates.
Type:
Content:
simple
Defined:
roundingDirection Specifies the rounding direction.
Type:
Content:
simple
Defined:
locally witnin Rounding complexType in fpml-shared-5-5.xsd; see XML source
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:
scheduleBounds The first and last dates of a schedule.
Type:
Content:
complex, 2 elements
Defined:
scheduledTerminationDate The scheduled date on which the credit protection will lapse.
Type:
Content:
complex, 1 attribute, 4 elements
Defined:
locally witnin GeneralTerms complexType in fpml-cd-5-5.xsd; see XML source
secondaryRateSource An alternative, or secondary, source for where the rate observation will occur.
Type:
Content:
complex, 3 elements
Defined:
secondCharacteristicReference
Type:
Content:
empty, 1 attribute
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:
locally witnin Mortgage complexType in fpml-asset-5-5.xsd; see XML source
securedList With respect to any day, the list of Syndicated Secured Obligations of the Designated Priority of the Reference Entity published by Markit Group Limited or any successor thereto appointed by the Specified Dealers (the "Secured List Publisher") on or most recently before such day, which list is currently available at [http://www.markit.com].
Type:
xsd:boolean
Content:
simple
Defined:
seller The party that has sold.
Type:
Content:
simple, 1 attribute
Defined:
locally witnin Strike complexType in fpml-shared-5-5.xsd; see XML source
sellerAccountReference A reference to the account that sells this instrument.
Type:
Content:
empty, 1 attribute
Defined:
sellerPartyReference (defined in BuyerSeller.model group) A reference to the party that sells ("writes") this instrument, i.e. that grants the rights defined by this instrument and in return receives a payment for it.
Type:
Content:
empty, 1 attribute
Defined:
sellerPartyReference (in notifyingParty)
Type:
Content:
empty, 1 attribute
Defined:
sendTo A unique identifier (within its coding scheme) indicating an intended recipent of a message.
Type:
Content:
simple, 1 attribute
Defined:
seniority 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:
sequenceNumber (defined in Sequence.model group) A numeric value that can be used to order messages with the same correlation identifier from the same sender.
Type:
xsd:positiveInteger
Content:
simple
Defined:
sequenceNumber (in portfolioReference defined in PortfolioReference.model group) A numeric, sequentially ascending (i.e. gapless) value (starting at 1) that can be used to identify and distinguish the individual constituents of a portfolio request.
Type:
xsd:positiveInteger
Content:
simple
Defined:
sequenceNumber (in portfolioReference in requestRetransmission) A numeric, sequentially ascending (i.e. gapless) value (starting at 1) that can be used to identify and distinguish the individual constituents of a portfolio request.
Type:
xsd:positiveInteger
Content:
simple
Defined:
serviceName The name of the service to which the message applies
Type:
xsd:normalizedString
Content:
simple
Defined:
serviceNotification
Type:
Content:
complex, 3 attributes, 10 elements
Defined:
globally in fpml-msg-5-5.xsd; see XML source
Used:
never
serviceNotificationException
Type:
Content:
complex, 3 attributes, 7 elements
Defined:
globally in fpml-msg-5-5.xsd; see XML source
Used:
never
servicingParty A reference to the party that services/supports the account.
Type:
Content:
empty, 1 attribute
Defined:
locally witnin Account complexType in fpml-shared-5-5.xsd; see XML source
setCreditLimit
Type:
Content:
complex, 3 attributes, 9 elements
Defined:
Used:
never
settledEntityMatrix Used to specify the Relevant Settled Entity Matrix when there are settled entities at the time of the trade.
Type:
Content:
complex, 2 elements
Defined:
settlementAmount Settlement Amount
Type:
Content:
complex, 1 attribute, 2 elements
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 SettlementAmountOrCurrency.model group) Settlement Currency for use where the Settlement Amount cannot be known in advance
Type:
Content:
simple, 1 attribute
Defined:
settlementCurrency (defined in SettlementTerms complexType) ISDA 2003 Term: Settlement Currency
Type:
Content:
simple, 1 attribute
Defined:
settlementInformation (defined in Payment complexType) The information required to settle a currency payment that results from a trade.
Type:
Content:
complex, 2 elements
Defined:
locally witnin Payment complexType in fpml-shared-5-5.xsd; see XML source
settlementInformation (defined in PaymentDetails complexType) 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:
settlementRateSource The method for obtaining a settlement rate.
Type:
Content:
complex, 2 elements
Defined:
settlementTermsReference Reference to the settlement terms applicable to this item.
Type:
Content:
empty, 1 attribute
Defined:
settlementType
Type:
Content:
simple
Defined:
side The side (bid/mid/ask) of the measure.
Type:
Content:
simple
Defined:
simpleCreditDefaultSwap Identifies a simple underlying asset that is a credit default swap.
Type:
Content:
complex, 1 attribute, 10 elements
Subst.Gr:
may substitute for element curveInstrument
Defined:
Used:
never
simpleFra Identifies a simple underlying asset that is a forward rate agreement.
Type:
Content:
complex, 1 attribute, 9 elements
Subst.Gr:
may substitute for element curveInstrument
Defined:
Used:
never
simpleIrSwap Identifies a simple underlying asset that is a swap.
Type:
Content:
complex, 1 attribute, 9 elements
Subst.Gr:
may substitute for element curveInstrument
Defined:
Used:
never
singlePartyOption If optional early termination is not available to both parties then this component specifies the buyer and seller of the option.
Type:
Content:
complex, 4 elements
Defined:
singlePayment Specifies a single fixed amount that is payable by the buyer to the seller on the fixed rate payer payment date.
Type:
Content:
complex, 1 attribute, 3 elements
Defined:
locally witnin FeeLeg complexType in fpml-cd-5-5.xsd; see XML source
singleUnderlyer Describes the swap's underlyer when it has only one asset component.
Type:
Content:
complex, 6 elements
Defined:
locally witnin Underlyer complexType in fpml-asset-5-5.xsd; see XML source
singleValuationDate Where single valuation date is specified as being applicable for cash settlement, this element specifies the number of business days after satisfaction of all conditions to settlement when such valuation date occurs.
Type:
Content:
complex, 1 element
Defined:
locally witnin ValuationDate complexType in fpml-cd-5-5.xsd; see XML source
sixtyBusinessDaySettlementCap If this element is specified and set to 'true', for a transaction documented under the 2003 ISDA Credit Derivatives Definitions, has the effect of incorporating the language set forth below into the confirmation.
Type:
xsd:boolean
Content:
simple
Defined:
size
Type:
xsd:decimal
Content:
simple
Defined:
sizeInBytes Indicates the size of the resource in bytes.
Type:
xsd:decimal
Content:
simple
Defined:
locally witnin Resource complexType in fpml-shared-5-5.xsd; see XML source
sizeTerm
Type:
Content:
empty, 1 attribute
Defined:
sizeTerms
Type:
Content:
complex, 1 element
Defined:
specifiedCurrency (in deliverableObligations) An obligation and deliverable obligation characteristic.
Type:
Content:
complex, 2 elements
Defined:
specifiedCurrency (in obligations) An obligation and deliverable obligation characteristic.
Type:
Content:
complex, 2 elements
Defined:
locally witnin Obligations complexType in fpml-cd-5-5.xsd; see XML source
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:
spread (defined in CreditOptionStrike complexType) The strike of a credit default swap option or credit swaption when expressed as a spread per annum.
Type:
xsd:decimal
Content:
simple
Defined:
spread (in floatingRateDefinition) The ISDA Spread, if any, which applies for the calculation period.
Type:
xsd:decimal
Content:
simple
Defined:
spreadSchedule (defined in FloatingRate complexType) The ISDA Spread or a Spread schedule expressed as explicit spreads and dates.
Type:
Content:
complex, 1 attribute, 3 elements
Defined:
spreadSchedule (in underlyerFinancing) The ISDA Spread or a Spread schedule expressed as explicit spreads and dates.
Type:
Content:
complex, 1 attribute, 3 elements
Defined:
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:
startTerm Specifies the start term of the simple fra, e.g. 3M.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
locally witnin SimpleFra complexType in fpml-asset-5-5.xsd; see XML source
state A country subdivision used in postal addresses in some countries.
Type:
xsd:string
Content:
simple
Defined:
locally witnin Address complexType in fpml-shared-5-5.xsd; see XML source
status (in approval) The current state of approval (.e.g preapproved, pending approval, etc.)
Type:
xsd:normalizedString
Content:
simple
Defined:
locally witnin Approval complexType in fpml-doc-5-5.xsd; see XML source
status (in orderStatus)
Type:
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:
statusAppliesTo Reference to parties currently in this status, e.g. parties for which we are awaiting approval.
Type:
Content:
empty, 1 attribute
Defined:
statusItem
Type:
Content:
complex, 2 elements
Defined:
step (defined in PositiveSchedule complexType) The schedule of step date and strictly-positive value pairs.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
step (defined in Schedule complexType) The schedule of step date and value pairs.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
locally witnin Schedule complexType in fpml-shared-5-5.xsd; see XML source
step (in calculationAmount in fixedAmountCalculation) 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:
locally witnin StepBase complexType in fpml-shared-5-5.xsd; see XML source
stepUpProvision As specified by the ISDA Standard Terms Supplement for use with trades on mortgage-backed securities.
Type:
xsd:boolean
Content:
simple
Defined:
stepValue (defined in NonNegativeStep complexType) The non-negative rate or amount which becomes effective on the associated stepDate.
Type:
Content:
simple
Defined:
stepValue (defined in Step complexType) The rate or amount which becomes effective on the associated stepDate.
Type:
xsd:decimal
Content:
simple
Defined:
locally witnin Step complexType in fpml-shared-5-5.xsd; see XML source
stepValue (in step defined in PositiveSchedule complexType) The strictly positive rate or amount which becomes effective on the associated stepDate.
Type:
Content:
simple
Defined:
strategy A strategy product.
Type:
Content:
complex, 1 attribute, 6 elements
Subst.Gr:
may substitute for element product
Defined:
globally in fpml-doc-5-5.xsd; see XML source
Used:
never
strategyComponentIdentifier
Type:
Content:
complex, 2 elements
Defined:
locally witnin Strategy complexType in fpml-doc-5-5.xsd; see XML source
streetAddress The set of street and building number information that identifies a postal address within a city.
Type:
Content:
complex, 1 element
Defined:
locally witnin Address complexType in fpml-shared-5-5.xsd; see XML source
streetLine An individual line of street and building number information, forming part of a postal address.
Type:
xsd:string
Content:
simple
Defined:
strike Specifies the price at which the option can be exercised.
Type:
xsd:decimal
Content:
simple
Defined:
strikeRate The rate for a cap or floor.
Type:
xsd:decimal
Content:
simple
Defined:
locally witnin Strike complexType in fpml-shared-5-5.xsd; see XML source
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 (in attachment) Provides extra information as string.
Type:
xsd:string
Content:
simple
Defined:
locally witnin Resource complexType in fpml-shared-5-5.xsd; see XML source
stubCalculationPeriodAmount The stub calculation period amount parameters.
Type:
Content:
complex, 1 element
Defined:
stubEndDate End date of stub period.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
locally witnin Stub complexType in fpml-shared-5-5.xsd; see XML source
stubStartDate Start date of stub period.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
locally witnin Stub complexType in fpml-shared-5-5.xsd; see XML source
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:
submittedForClearing When this trade was supplied to a clearing service for clearing.
Type:
xsd:dateTime
Content:
simple
Defined:
submittedForConfirmation When this trade was supplied to a confirmation service or counterparty for confirmation.
Type:
xsd:dateTime
Content:
simple
Defined:
submittedTime
Type:
xsd:dateTime
Content:
simple
Defined:
substitution Value of this element set to 'true' indicates that substitution is applicable.
Type:
xsd:boolean
Content:
simple
Defined:
locally witnin GeneralTerms complexType in fpml-cd-5-5.xsd; see XML source
suffix Name suffix, such as Jr., III, etc.
Type:
xsd:normalizedString
Content:
simple
Defined:
locally witnin Person complexType in fpml-shared-5-5.xsd; see XML source
supervisorRegistration (in endUserExceptionDeclaration) Allows the organization to specify which if any relevant regulators it is registered with, and if so their identification number.
Type:
Content:
complex, 2 elements
Defined:
supervisorRegistration (in reportingRegime) Identifies the specific regulator or other supervisory body for which this data is produced.
Type:
Content:
complex, 2 elements
Defined:
supervisorRegistration (in reportingRegime) Identifies the specific regulator or other supervisory body for which this data is produced.
Type:
Content:
complex, 2 elements
Defined:
supervisoryBody The regulator or other supervisory body the organization is registered with (e.g.
Type:
Content:
simple, 1 attribute
Defined:
supportedProduct
Type:
Content:
complex, 6 elements
Defined:
supporteProduct
Type:
Content:
complex, 6 elements
Defined:
surname Family name, such as Smith or Jones.
Type:
xsd:normalizedString
Content:
simple
Defined:
locally witnin Person complexType in fpml-shared-5-5.xsd; see XML source
suspendCredit
Type:
Content:
complex, 3 attributes, 11 elements
Defined:
Used:
never
suspendCreditRetracted
Type:
Content:
complex, 3 attributes, 10 elements
Defined:
Used:
never
swap A swap product definition.
Type:
Content:
complex, 1 attribute, 4 elements
Subst.Gr:
may substitute for element product
Defined:
globally in fpml-ird-5-5.xsd; see XML source
Used:
never
swapStream The swap streams.
Type:
Content:
complex, 1 attribute, 5 elements
Defined:
locally witnin Swap complexType in fpml-ird-5-5.xsd; see XML source
swapStreamReference Reference to the leg, where date adjustments may apply.
Type:
Content:
empty, 1 attribute
Defined:
telephone A telephonic contact.
Type:
Content:
complex, 2 elements
Defined:
tenor
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:
locally witnin Deposit complexType in fpml-asset-5-5.xsd; see XML source
term (in rateIndex) Specifies the term of the simple swap, e.g. 5Y.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
locally witnin RateIndex complexType in fpml-asset-5-5.xsd; see XML source
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 (defined in TradeReferenceInformationContents.model group) This may be used to describe why a trade was terminated.
Type:
Content:
simple, 1 attribute
Defined:
terminatingEvent (in requestLimitCheck) This may be used to describe why a trade was terminated.
Type:
Content:
simple, 1 attribute
Defined:
terminatingEvent (in tradeReferenceInformation) This may be used to describe why a trade was terminated.
Type:
Content:
simple, 1 attribute
Defined:
termination
Type:
Content:
complex, 13 elements
Defined:
terminationDate (defined in 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, 2 elements
Defined:
terminationDate (in underlyerFinancing) Specifies the termination date of this leg of the swap.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
thresholdRate A threshold rate.
Type:
xsd:decimal
Content:
simple
Defined:
time (defined in OffsetPrevailingTime complexType)
Type:
Content:
complex, 2 elements
Defined:
time (defined in QuotationCharacteristics.model group) When the quote was observed or when a calculated value was generated.
Type:
xsd:dateTime
Content:
simple
Defined:
time (in optionExpiry defined in MaturityAndExpiryEvents.model group)
Type:
xsd:time
Content:
simple
Defined:
time (in optionExpiry in requestLimitCheck)
Type:
xsd:time
Content:
simple
Defined:
timestamp Other timestamps for this trade.
Type:
Content:
complex, 2 elements
Defined:
timestamps Allows timing information about a trade to be recorded.
Type:
Content:
complex, 16 elements
Defined:
timing When during a day the quote is for.
Type:
Content:
simple, 1 attribute
Defined:
totalSize
Type:
xsd:decimal
Content:
simple
Defined:
trade (defined in ClearingStatusItem complexType) Complete economics of the trade
Type:
Content:
complex, 1 attribute, 13 elements
Defined:
trade (defined in ImpliedTrade complexType)
Type:
Content:
complex, 1 attribute, 13 elements
Defined:
trade (defined in TradeChangeContent complexType) A full description of the amended trade.
Type:
Content:
complex, 1 attribute, 13 elements
Defined:
trade (defined in TradeOrInfo.model group)
Type:
Content:
complex, 1 attribute, 13 elements
Defined:
trade (defined in TradeOrTradeReference.model group) 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, 13 elements
Defined:
trade (in amendment) A fulll description of the amended trade (i.e. the trade after the amendment).
Type:
Content:
complex, 1 attribute, 13 elements
Defined:
trade (in dataDocument) The root element in an FpML trade document.
Type:
Content:
complex, 1 attribute, 13 elements
Defined:
locally witnin DataDocument complexType in fpml-doc-5-5.xsd; see XML source
trade (in orderStatus) trade description.
Type:
Content:
complex, 1 attribute, 13 elements
Defined:
trade (in requestLimitCheck)
Type:
Content:
complex, 1 attribute, 13 elements
Defined:
tradeableProduct (in defineTradeableProduct)
Type:
Content:
complex, 4 elements
Defined:
tradeableProduct (in defineTradeableProductRetracted)
Type:
Content:
complex, 4 elements
Defined:
tradeDate The trade date.
Type:
Content:
simple, 1 attribute
Defined:
locally witnin TradeHeader complexType in fpml-doc-5-5.xsd; see XML source
tradeHeader The information on the trade which is not product specific, e.g. trade date.
Type:
Content:
complex, 4 elements
Defined:
locally witnin Trade complexType in fpml-doc-5-5.xsd; see XML source
tradeId (defined in Portfolio complexType)
Type:
Content:
simple, 2 attributes
Defined:
locally witnin Portfolio complexType in fpml-doc-5-5.xsd; see XML source
tradeId (defined in TradeIdentifier complexType)
Type:
Content:
simple, 2 attributes
Defined:
tradeId (defined in TradeIdentifier complexType)
Type:
Content:
simple, 2 attributes
Defined:
tradeId (in productComponentIdentifier)
Type:
Content:
simple, 2 attributes
Defined:
tradeId (in versionedTradeId)
Type:
Content:
simple, 2 attributes
Defined:
tradeIdentifier (defined in BestFitTrade complexType) The identifier for the trade compared against.
Type:
Content:
complex, 1 attribute, 6 elements
Defined:
locally witnin BestFitTrade complexType in fpml-doc-5-5.xsd; see XML source
tradeIdentifier (defined in ClearingStatusItem complexType) Identifier(s) for the trade which is the subject of the clearing request to which this status relates.
Type:
Content:
complex, 1 attribute, 6 elements
Defined:
tradeIdentifier (defined in EventIdentifier complexType)
Type:
Content:
complex, 1 attribute, 6 elements
Defined:
tradeIdentifier (defined in OriginalRequestDetails complexType)
Type:
Content:
complex, 1 attribute, 6 elements
Defined:
tradeIdentifier (defined in TradeChangeBase complexType)
Type:
Content:
complex, 1 attribute, 11 elements
Defined:
tradeIdentifier (in deClear)
Type:
Content:
complex, 1 attribute, 11 elements
Defined:
tradeIdentifier (in optionExercise)
Type:
Content:
complex, 1 attribute, 11 elements
Defined:
tradeIdentifier (in optionExpiry defined in MaturityAndExpiryEvents.model group)
Type:
Content:
complex, 1 attribute, 11 elements
Defined:
tradeIdentifier (in optionExpiry in requestLimitCheck)
Type:
Content:
complex, 1 attribute, 11 elements
Defined:
tradeIdentifier (in orderStatus)
Type:
Content:
complex, 1 attribute, 6 elements
Defined:
tradeIdentifier (in tradeMaturity)
Type:
Content:
complex, 1 attribute, 11 elements
Defined:
tradeIdentifierReference A reference to a party trade ID.
Type:
Content:
empty, 1 attribute
Defined:
tradeMaturity
Type:
Content:
complex, 2 elements
Defined:
trader Identifies the person or persons who assumed the role of trader for this trade.
Type:
Content:
simple, 1 attribute
Defined:
tradeReference 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:
tradeReferenceInformation Information about a trade.
Type:
Content:
complex, 6 elements
Defined:
tranche (in basketReferenceInformation) This element contains CDS tranche terms.
Type:
Content:
complex, 3 elements
Defined:
tranche (in indexReferenceInformation) This element contains CDS tranche terms.
Type:
Content:
complex, 3 elements
Defined:
tranche (in loan) The loan tranche that is subject to the derivative transaction.
Type:
Content:
simple, 1 attribute
Defined:
locally witnin Loan complexType in fpml-asset-5-5.xsd; see XML source
tranche (in mortgage) The mortgage obligation tranche that is subject to the derivative transaction.
Type:
xsd:token
Content:
simple
Defined:
locally witnin Mortgage complexType in fpml-asset-5-5.xsd; see XML source
transactionCharacteristic Allows the relevant transaction level categories or characteristics to be recorded for end-user exception determination.
Type:
Content:
simple, 1 attribute
Defined:
transferable A deliverable obligation characteristic.
Type:
xsd:boolean
Content:
simple
Defined:
transferee A pointer style reference to a party identifier defined elsewhere in the document.
Type:
Content:
empty, 1 attribute
Defined:
transfereeAccount
Type:
Content:
empty, 1 attribute
Defined:
transferor A pointer style reference to a party identifier defined elsewhere in the document.
Type:
Content:
empty, 1 attribute
Defined:
transferorAccount
Type:
Content:
empty, 1 attribute
Defined:
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:
type (defined in ContractualTermsSupplement complexType) Identifies the form of applicable contractual supplement.
Type:
Content:
simple, 1 attribute
Defined:
type (defined in CreditSupportAgreement complexType) The type of ISDA Credit Support Agreement
Type:
Content:
simple, 1 attribute
Defined:
type (defined in PartyRelationship complexType) Additional definition refining the type of relationship.
Type:
Content:
simple, 1 attribute
Defined:
type (defined in RelatedParty complexType) Additional definition refining the type of relationship.
Type:
Content:
simple, 1 attribute
Defined:
type (defined in SpreadSchedule complexType)
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:
locally witnin Approval complexType in fpml-doc-5-5.xsd; see XML source
type (in collateralValueAllocation) The type of allocation e.g.
Type:
Content:
simple
Defined:
type (in corporateAction)
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
Type:
xsd:date
Content:
simple
Defined:
unadjustedFirstDate The first date of a date range.
Type:
xsd:date
Content:
simple
Defined:
locally witnin DateRange complexType in fpml-shared-5-5.xsd; see XML source
unadjustedLastDate The last date of a date range.
Type:
xsd:date
Content:
simple
Defined:
locally witnin DateRange complexType in fpml-shared-5-5.xsd; see XML source
unadjustedStartDate
Type:
xsd:date
Content:
simple
Defined:
underlyerCollateral Collateral associated with this underlyer.
Type:
Content:
complex, 1 element
Defined:
underlyerFinancing Financing terms associated with this underlyer
Type:
Content:
complex, 1 attribute, 9 elements
Defined:
underlyerLoanRate Loan rate terms associated with this underlyer.
Type:
Content:
complex, 4 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:
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:
may be substituted with 13 elements
Defined:
Used:
at 16 locations
underlyingEquity Specifies the equity in which the convertible bond can be converted.
Type:
Content:
complex, 1 attribute, 9 elements
Defined:
unit (defined in PartyTradeInformation complexType) Identifies the unit/division/desk etc. that executed or supports this trade
Type:
Content:
simple, 1 attribute
Defined:
unit (in commodity) A coding scheme value to identify the unit in which the undelryer is denominated.
Type:
Content:
simple, 1 attribute
Defined:
units The units in which an amount (not monetary) is denominated.
Type:
xsd:normalizedString
Content:
simple
Defined:
unknownReferenceObligation Used to indicate that the Reference obligation associated with the Credit Default Swap is currently not known.
Type:
xsd:boolean
Content:
simple
Defined:
updatedDateTime When the clearing status changed to the current value.
Type:
xsd:dateTime
Content:
simple
Defined:
updatedForClearing When the most recent correction to this trade was supplied to a clearing service for clearing.
Type:
xsd:dateTime
Content:
simple
Defined:
updatedForConfirmation When the most recent correction to this trade was supplied to a confirmation service or counterparty for confirmation.
Type:
xsd:dateTime
Content:
simple
Defined:
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 (in attachment) 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:
locally witnin Resource complexType in fpml-shared-5-5.xsd; see XML source
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:
locally witnin Reason complexType in fpml-msg-5-5.xsd; see XML source
valuationDate (defined in QuotationCharacteristics.model group) When the quote was computed.
Type:
xsd:date
Content:
simple
Defined:
valuationDate (in cashSettlementTerms) The number of business days after conditions to settlement have been satisfied when the calculation agent obtains a price quotation on the Reference Obligation for purposes of cash settlement.
Type:
Content:
complex, 2 elements
Defined:
valuationMethod The ISDA defined methodology for determining the final price of the reference obligation for purposes of cash settlement.
Type:
Content:
simple
Defined:
valuationPostponement Specifies how long to wait to get a quote from a settlement rate option upon a price source disruption
Type:
Content:
complex, 1 element
Defined:
valuationTime The time of day in the specified business center when the calculation agent seeks quotations for an amount of the reference obligation for purposes of cash settlement.
Type:
Content:
complex, 2 elements
Defined:
value (defined in Quotation.model group) The value of the the quotation.
Type:
xsd:decimal
Content:
simple
Defined:
value (in collateralValueAllocation)
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
value (in timestamp)
Type:
xsd:dateTime
Content:
simple
Defined:
valueDate Adjusted value date of the future value amount.
Type:
xsd:date
Content:
simple
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:
varyingNotionalFixingDates The dates on which spot currency exchange rates are observed for purposes of determining the varying notional currency amount that will apply to a calculation period.
Type:
Content:
complex, 1 attribute, 6 elements
Defined:
varyingNotionalInterimExchangePaymentDates The dates on which interim exchanges of notional are paid.
Type:
Content:
complex, 1 attribute, 6 elements
Defined:
velocity
Type:
Content:
complex, 2 elements
Defined:
verificationMethod Used to describe how the trade was or will be verified, e.g via a confirmation facility, via private electronic service, or via written documentation.
Type:
Content:
simple, 1 attribute
Defined:
verificationStatusAcknowledgement
Type:
Content:
complex, 3 attributes, 9 elements
Defined:
globally in fpml-msg-5-5.xsd; see XML source
Used:
never
verificationStatusException
Type:
Content:
complex, 3 attributes, 7 elements
Defined:
globally in fpml-msg-5-5.xsd; see XML source
Used:
never
verificationStatusNotification
Type:
Content:
complex, 3 attributes, 11 elements
Defined:
globally in fpml-msg-5-5.xsd; see XML source
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:
WACCapInterestProvision As specified by the ISDA Supplement for use with trades on mortgage-backed securities, "WAC Cap" means a weighted average coupon or weighted average rate cap provision (however defined in the Underlying Instruments) of the Underlying Instruments that limits, increases or decreases the interest rate or interest entitlement, as set out in the Underlying Instruments on the Effective Date without regard to any subsequent amendment The presence of the element with value set to 'true' signifies that the provision is applicable.
Type:
xsd:boolean
Content:
simple
Defined:
weeklyRollConvention The day of the week on which a weekly reset date occurs.
Type:
Content:
simple
Defined:
withdrawal
Type:
Content:
complex, 4 elements
Defined:
writedown (in creditEvents) A credit event.
Type:
xsd:boolean
Content:
simple
Defined:
writedown (in floatingAmountEvents) A floating rate payment event.
Type:
xsd:boolean
Content:
simple
Defined:
writedownReimbursement An Additional Fixed Payment.
Type:
xsd:boolean
Content:
simple
Defined:
xpath
Type:
Content:
simple, 2 attributes
Defined:
zeroCouponYieldAdjustedMethod An ISDA defined cash settlement method used for the determination of the applicable cash settlement amount.
Type:
Content:
complex, 2 elements
Defined:
Complex Type Summary
Abstract base type for all events.
Content:
complex, 1 element
Abstract:
(cannot be assigned directly to elements used in instance XML documents)
Defined:
Includes:
definition of 1 element
Used:
A generic account that represents any party's account at another party.
Content:
complex, 1 attribute, 5 elements
Defined:
Includes:
definitions of 1 attribute, 5 elements
Used:
The data type used for account identifiers.
Content:
simple, 1 attribute
Defined:
Includes:
definition of 1 attribute
Used:
The data type used for the name of the account.
Content:
simple, 1 attribute
Defined:
Includes:
definition of 1 attribute
Used:
Reference to an account.
Content:
empty, 1 attribute
Defined:
Includes:
definition of 1 attribute
Used:
at 13 locations
The data type used for account type.
Content:
simple, 1 attribute
Defined:
Includes:
definition of 1 attribute
Used:
Content:
complex, 3 attributes, 9 elements
Defined:
globally in fpml-msg-5-5.xsd; see XML source
Includes:
definition of 1 element
Used:
Content:
complex, 3 elements
Defined:
Includes:
definitions of 3 elements
Used:
Provides extra information not represented in the model that may be useful in processing the message i.e. diagnosing the reason for failure.
Content:
complex, 5 elements
Defined:
globally in fpml-msg-5-5.xsd; see XML source
Includes:
definitions of 5 elements
Used:
Abstract base type for an extension/substitution point to customize FpML and add additional events.
Content:
complex, 1 element
Abstract:
(cannot be assigned directly to elements used in instance XML documents)
Defined:
Used:
Content:
complex, 3 elements
Defined:
globally in fpml-cd-5-5.xsd; see XML source
Includes:
definitions of 3 elements
Used:
Content:
simple, 1 attribute
Defined:
globally in fpml-cd-5-5.xsd; see XML source
Includes:
definition of 1 attribute
Used:
A type that represents a physical postal address.
Content:
complex, 5 elements
Defined:
Includes:
definitions of 5 elements
Used:
A type for defining 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.
Content:
complex, 1 attribute, 2 elements
Defined:
Includes:
definition of 1 attribute
Used:
A type that is different from AdjustableDate in two regards.
Content:
complex, 1 attribute, 4 elements
Defined:
Includes:
definitions of 1 attribute, 4 elements
Used:
A type for defining 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 dates.
Content:
complex, 1 attribute, 2 elements
Defined:
Includes:
definitions of 1 attribute, 2 elements
Used:
A type for defining a series of dates, either as a list of adjustable dates, or a as a repeating sequence from a base date
Content:
complex, 2 elements
Defined:
Includes:
definitions of 2 elements
Used:
never
A type for defining 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.
Content:
complex, 1 attribute, 2 elements
Defined:
Includes:
definition of 1 attribute
Used:
A type giving the choice between defining a date as an explicit date together with applicable adjustments or as relative to some other (anchor) date.
Content:
complex, 1 attribute, 2 elements
Defined:
Includes:
definitions of 1 attribute, 2 elements
Used:
at 15 locations
A type giving the choice between defining a series of dates as an explicit list of dates together with applicable adjustments or as relative to some other series of (anchor) dates.
Content:
complex, 1 attribute, 2 elements
Defined:
Includes:
definitions of 1 attribute, 2 elements
Used:
Content:
complex, 1 attribute, 3 elements
Defined:
Includes:
definitions of 1 attribute, 3 elements
Used:
never
A type giving the choice between defining a series of dates as an explicit list of dates together with applicable adjustments, or as relative to some other series of (anchor) dates, or as a set of factors to specify periodic occurences.
Content:
complex, 1 attribute, 3 elements
Defined:
Includes:
definitions of 1 attribute, 3 elements
Used:
never
Content:
complex, 2 elements
Defined:
globally in fpml-cd-5-5.xsd; see XML source
Includes:
definitions of 2 elements
Used:
A type defining a date (referred to as the derived date) as a relative offset from another date (referred to as the anchor date) plus optional date adjustments.
Content:
complex, 1 attribute, 7 elements
Defined:
Includes:
definition of 1 element
Used:
Content:
simple, 1 attribute
Defined:
Includes:
definition of 1 attribute
Used:
Content:
simple, 1 attribute
Defined:
Includes:
definition of 1 attribute
Used:
Content:
complex, 10 elements
Defined:
globally in fpml-doc-5-5.xsd; see XML source
Includes:
definitions of 3 elements
Used:
Code that describes what type of allocation applies to the trade.
Content:
simple, 1 attribute
Defined:
globally in fpml-doc-5-5.xsd; see XML source
Includes:
definition of 1 attribute
Used:
Content:
complex, 1 element
Defined:
globally in fpml-doc-5-5.xsd; see XML source
Includes:
definition of 1 element
Used:
A type 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.
Content:
complex, 1 attribute, 8 elements
Defined:
Includes:
definitions of 8 elements
Used:
Specifies a reference to a monetary amount.
Content:
empty, 1 attribute
Defined:
Includes:
definition of 1 attribute
Used:
A type defining a currency amount or a currency amount schedule.
Content:
complex, 1 attribute, 3 elements
Defined:
Includes:
definition of 1 element
Used:
A reference to an asset, e.g. a portfolio, trade, or reference instrument..
Content:
empty, 1 attribute
Defined:
Includes:
definition of 1 attribute
Used:
never
A specific approval state in the workflow.
Content:
complex, 3 elements
Defined:
globally in fpml-doc-5-5.xsd; see XML source
Includes:
definitions of 3 elements
Used:
Content:
simple, 1 attribute
Defined:
Includes:
definition of 1 attribute
Used:
Content:
complex, 1 element
Defined:
globally in fpml-doc-5-5.xsd; see XML source
Includes:
definition of 1 element
Used:
Abstract base class for all underlying assets.
Content:
empty, 1 attribute
Abstract:
(cannot be assigned directly to elements used in instance XML documents)
Defined:
Includes:
definition of 1 attribute
Used:
Content:
simple, 1 attribute
Defined:
Includes:
definition of 1 attribute
Used:
A scheme identifying the types of measures that can be used to describe an asset.
Content:
simple, 1 attribute
Defined:
Includes:
definition of 1 attribute
Used:
Characterise the asset pool behind an asset backed bond.
Content:
complex, 4 elements
Defined:
Includes:
definitions of 2 elements
Used:
Reference to an underlying asset.
Content:
empty, 1 attribute
Defined:
Includes:
definition of 1 attribute
Used:
never
A type to define automatic exercise of a swaption.
Content:
complex, 1 element
Defined:
Includes:
definition of 1 element
Used:
To indicate the limitation percentage and limitation period.
Content:
complex, 2 elements
Defined:
Includes:
definitions of 2 elements
Used:
Some kind of numerical measure about an asset, eg. its NPV, together with characteristics of that measure.
Content:
complex, 1 attribute, 15 elements
Defined:
Includes:
definition of 1 attribute
Used:
A type describing the underlyer features of a basket swap.
Content:
complex, 1 attribute, 8 elements
Defined:
Includes:
definitions of 5 elements
Used:
A structure indicating that the basket underlyer of the trade has changed due to client trading activity
Content:
complex, 1 element
Defined:
Used:
A type describing each of the constituents of a basket.
Content:
complex, 1 attribute, 14 elements
Defined:
Includes:
definitions of 1 attribute, 10 elements
Used:
Content:
simple, 1 attribute
Defined:
Includes:
definition of 1 attribute
Used:
Content:
simple, 1 attribute
Defined:
Includes:
definition of 1 attribute
Used:
CDS Basket Reference Information
Content:
complex, 7 elements
Defined:
globally in fpml-cd-5-5.xsd; see XML source
Includes:
definitions of 4 elements
Used:
A type defining the beneficiary of the funds.
Content:
complex, 4 elements
Defined:
Includes:
definition of 1 element
Used:
A type defining the Bermuda option exercise dates and the expiration date together with any rules govenerning the notional amount of the underlying which can be exercised on any given exercise date and any associated exercise fee.
Content:
complex, 1 attribute, 7 elements
Defined:
Includes:
definitions of 7 elements
Used:
A type used to record the differences between the current trade and another indicated trade.
Content:
complex, 2 elements
Defined:
globally in fpml-doc-5-5.xsd; see XML source
Includes:
definitions of 2 elements
Used:
never
An exchange traded bond.
Content:
complex, 1 attribute, 16 elements
Defined:
Includes:
definitions of 2 elements
Used:
Identifies the market sector in which the trade has been arranged.
Content:
complex, 1 element
Defined:
Includes:
definition of 1 element
Used:
Identifies the market sector in which the trade has been arranged.
Content:
simple, 1 attribute
Defined:
Includes:
definition of 1 attribute
Used:
A code identifying a business day calendar location.
Content:
simple, 2 attributes
Defined:
Includes:
definitions of 2 attributes
Used:
A type for defining business day calendar used in determining whether a day is a business day or not.
Content:
complex, 1 attribute, 1 element
Defined:
Includes:
definitions of 1 attribute, 1 element
Used:
A pointer style reference to a set of business day calendar defined elsewhere in the document.
Content:
empty, 1 attribute
Defined:
Includes:
definition of 1 attribute
Used:
never
A type for defining a time with respect to a business day calendar location.
Content:
complex, 2 elements
Defined:
Includes:
definitions of 2 elements
Used:
at 12 locations
A type defining a range of contiguous business days by defining an unadjusted first date, an unadjusted last date and a business day convention and business centers for adjusting the first and last dates if they would otherwise fall on a non business day in the specified business centers.
Content:
complex, 4 elements
Defined:
Includes:
definition of 1 element
Used:
A type defining the business day convention and financial business centers used for adjusting any relevant date if it would otherwise fall on a day that is not a business day in the specified business centers.
Content:
complex, 1 attribute, 2 elements
Defined:
Includes:
definitions of 1 attribute, 1 element
Used:
Reference to a business day adjustments structure.
Content:
empty, 1 attribute
Defined:
Includes:
definition of 1 attribute
Used:
A type defining an event identifier issued by the indicated party.
Content:
complex, 1 attribute, 3 elements
Defined:
Includes:
definitions of 1 attribute, 1 element
Used:
A type that can be used to identify the type of business process in a request.
Content:
simple, 1 attribute
Defined:
globally in fpml-msg-5-5.xsd; see XML source
Includes:
definition of 1 attribute
Used:
A type that represents information about a unit within an organization.
Content:
complex, 1 attribute, 4 elements
Defined:
Includes:
definitions of 1 attribute, 4 elements
Used:
Reference to an organizational unit.
Content:
empty, 1 attribute
Defined:
Includes:
definition of 1 attribute
Used:
A type describing a role played by a unit in one or more transactions.
Content:
simple, 1 attribute
Defined:
Includes:
definition of 1 attribute
Used:
A type definining the parameters used in the calculation of fixed or floating calculation period amounts.
Content:
complex, 5 elements
Defined:
globally in fpml-ird-5-5.xsd; see XML source
Includes:
definitions of 5 elements
Used:
A type defining the ISDA calculation agent responsible for performing duties as defined in the applicable product definitions.
Content:
complex, 1 element
Defined:
Includes:
definition of 1 element
Used:
Content:
complex, 1 attribute, 3 elements
Defined:
globally in fpml-cd-5-5.xsd; see XML source
Includes:
definition of 1 element
Used:
A type defining the parameters used in the calculation of a fixed or floating rate calculation period amount.
Content:
complex, 1 attribute, 12 elements
Defined:
globally in fpml-ird-5-5.xsd; see XML source
Includes:
definitions of 1 attribute, 12 elements
Used:
never
A type defining the parameters used in the calculation of fixed or floating rate calculation period amounts or for specifying a known calculation period amount or known amount schedule.
Content:
complex, 1 element
Defined:
globally in fpml-ird-5-5.xsd; see XML source
Includes:
definition of 1 element
Used:
A type defining the parameters used to generate the calculation period dates schedule, including the specification of any initial or final stub calculation periods.
Content:
complex, 1 attribute, 8 elements
Defined:
globally in fpml-ird-5-5.xsd; see XML source
Includes:
definitions of 1 attribute, 8 elements
Used:
Reference to a calculation period dates component.
Content:
empty, 1 attribute
Defined:
globally in fpml-ird-5-5.xsd; see XML source
Includes:
definition of 1 attribute
Used:
A type defining the frequency at which calculation period end dates occur within the regular part of the calculation period schedule and thier roll date convention.
Content:
complex, 1 attribute, 3 elements
Defined:
Includes:
definition of 1 element
Used:
A type to define the adjusted dates for a cancelable provision on a swap transaction.
Content:
complex, 1 element
Defined:
globally in fpml-ird-5-5.xsd; see XML source
Includes:
definition of 1 element
Used:
never
The adjusted dates for a specific cancellation date, including the adjusted exercise date and adjusted termination date.
Content:
complex, 1 attribute, 2 elements
Defined:
globally in fpml-ird-5-5.xsd; see XML source
Includes:
definitions of 1 attribute, 2 elements
Used:
Content:
complex, 1 attribute, 3 elements
Defined:
Includes:
definitions of 3 elements
Used:
An identifier used to identify a single component cashflow.
Content:
simple, 1 attribute
Defined:
Includes:
definition of 1 attribute
Used:
The notional/principal value/quantity/volume used to compute the cashflow.
Content:
complex, 1 attribute, 3 elements
Defined:
Includes:
definitions of 1 attribute, 3 elements
Used:
never
A coding scheme used to describe the type or purpose of a cash flow or cash flow component.
Content:
simple, 1 attribute
Defined:
Includes:
definition of 1 attribute
Used:
A type defining the parameters necessary for each of the ISDA cash price methods for cash settlement.
Content:
complex, 3 elements
Defined:
globally in fpml-ird-5-5.xsd; see XML source
Includes:
definitions of 3 elements
Used:
A type to define the cash settlement terms for a product where cash settlement is applicable.
Content:
complex, 1 attribute, 10 elements
Defined:
globally in fpml-ird-5-5.xsd; see XML source
Includes:
definitions of 1 attribute, 10 elements
Used:
A type defining the cash settlement payment date(s) as either a set of explicit dates, together with applicable adjustments, or as a date relative to some other (anchor) date, or as any date in a range of contiguous business days.
Content:
complex, 1 attribute, 3 elements
Defined:
globally in fpml-ird-5-5.xsd; see XML source
Includes:
definitions of 1 attribute, 3 elements
Used:
A type defining the list of reference institutions polled for relevant rates or prices when determining the cash settlement amount for a product where cash settlement is applicable.
Content:
complex, 1 attribute, 1 element
Defined:
Includes:
definitions of 1 attribute, 1 element
Used:
Content:
complex, 1 attribute, 13 elements
Defined:
globally in fpml-cd-5-5.xsd; see XML source
Includes:
definitions of 10 elements
Used:
Abstract base type for non-negotiated trade change descriptions
Content:
complex, 1 element
Abstract:
(cannot be assigned directly to elements used in instance XML documents)
Defined:
Used:
Reference to product characteristic.
Content:
empty, 1 attribute
Defined:
Includes:
definition of 1 attribute
Used:
Unless otherwise specified, the principal clearance system customarily used for settling trades in the relevant underlying.
Content:
simple, 1 attribute
Defined:
Includes:
definition of 1 attribute
Used:
A component of a clearing status report.
Content:
complex, 7 elements
Defined:
Includes:
definitions of 6 elements
Used:
never
The current status value of a clearing request.
Content:
simple, 1 attribute
Defined:
globally in fpml-doc-5-5.xsd; see XML source
Includes:
definition of 1 attribute
Used:
A type for defining the obligations of the counterparty subject to credit support requirements.
Content:
complex, 1 element
Defined:
Includes:
definition of 1 element
Used:
Code that describes what type of collateral is posted by a party to a transaction.
Content:
simple, 1 attribute
Defined:
globally in fpml-doc-5-5.xsd; see XML source
Includes:
definition of 1 attribute
Used:
Content:
complex, 2 elements
Defined:
Includes:
definitions of 2 elements
Used:
A type describing the commission that will be charged for each of the hedge transactions.
Content:
complex, 5 elements
Defined:
Includes:
definitions of 5 elements
Used:
A type describing a commodity underlying asset.
Content:
complex, 1 attribute, 14 elements
Defined:
Used:
Content:
simple, 1 attribute
Defined:
Includes:
definition of 1 attribute
Used:
Defines a commodity business day calendar.
Content:
simple, 1 attribute
Defined:
Includes:
definition of 1 attribute
Used:
never
Content:
simple, 1 attribute
Defined:
Includes:
definition of 1 attribute
Used:
The publication in which the rate, price, index or factor is to be found.
Content:
simple, 1 attribute
Defined:
Includes:
definition of 1 attribute
Used:
A type defining the source of a commodity rate, price or index or of a market rate or of a conversion factor (e.g. a fx conversion factor).
Content:
complex, 3 elements
Defined:
Includes:
definitions of 3 elements
Used:
A type that shows how multiple trades have been combined into a result.
Content:
complex, 5 elements
Defined:
Includes:
definitions of 5 elements
Used:
A type that identifies the type of trade amalgamation, for example netting or portfolio compression.
Content:
simple, 1 attribute
Defined:
Includes:
definition of 1 attribute
Used:
A type used to represent the type of mechanism that can be used to confirm a trade.
Content:
simple, 1 attribute
Defined:
globally in fpml-doc-5-5.xsd; see XML source
Includes:
definition of 1 attribute
Used:
A type describing the weight of each of the underlyer constituent within the basket, either in absolute or relative terms.
Content:
complex, 3 elements
Defined:
Includes:
definitions of 3 elements
Used:
A type that represents how to contact an individual or organization.
Content:
complex, 3 elements
Defined:
Includes:
definitions of 3 elements
Used:
A contact id identifier allocated by a party.
Content:
simple, 2 attributes
Defined:
globally in fpml-doc-5-5.xsd; see XML source
Includes:
definitions of 2 attributes
Used:
A type defining a contract identifier issued by the indicated party.
Content:
complex, 1 attribute, 3 elements
Defined:
globally in fpml-doc-5-5.xsd; see XML source
Includes:
definitions of 1 attribute, 3 elements
Used:
never
The definitions, such as those published by ISDA, that will define the terms of the trade.
Content:
simple, 1 attribute
Defined:
Includes:
definition of 1 attribute
Used:
Content:
complex, 3 elements
Defined:
Includes:
definitions of 3 elements
Used:
A contractual supplement (such as those published by ISDA) that will apply to the trade.
Content:
simple, 1 attribute
Defined:
Includes:
definition of 1 attribute
Used:
A contractual supplement (such as those published by ISDA) and its publication date that will apply to the trade.
Content:
complex, 2 elements
Defined:
Includes:
definitions of 2 elements
Used:
Content:
complex, 1 attribute, 18 elements
Defined:
Includes:
definitions of 2 elements
Used:
A structure indicating that a trade has changed due to a corporate action
Content:
complex, 2 elements
Defined:
Includes:
definition of 1 element
Used:
A type that describes what type of corporate action occurred.
Content:
simple, 1 attribute
Defined:
Includes:
definition of 1 attribute
Used:
A type defining the content model for a request message that can be subsequently corrected or retracted.
Content:
complex, 3 attributes, 7 elements
Defined:
globally in fpml-msg-5-5.xsd; see XML source
Includes:
definition of 1 element
Used:
A type defining a correlation identifier and qualifying scheme
Content:
simple, 1 attribute
Defined:
globally in fpml-msg-5-5.xsd; see XML source
Includes:
definition of 1 attribute
Used:
A type that describes the information to identify a 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.
Content:
complex, 4 elements
Defined:
Includes:
definition of 1 element
Used:
The code representation of a country or an area of special sovereignty.
Content:
simple, 1 attribute
Defined:
Includes:
definition of 1 attribute
Used:
Defines a scheme of values for specifiying if the bond has a variable coupon, step-up/down coupon or a zero-coupon.
Content:
simple, 1 attribute
Defined:
Includes:
definition of 1 attribute
Used:
Content:
simple, 1 attribute
Defined:
Includes:
definition of 1 attribute
Used:
Content:
complex, 1 attribute, 8 elements
Defined:
globally in fpml-cd-5-5.xsd; see XML source
Includes:
definitions of 5 elements
Used:
Content:
complex, 3 elements
Defined:
globally in fpml-doc-5-5.xsd; see XML source
Includes:
definitions of 3 elements
Used:
A credit arrangement used in support of swaps trading.
Content:
simple, 1 attribute
Defined:
globally in fpml-doc-5-5.xsd; see XML source
Includes:
definition of 1 attribute
Used:
Content:
complex, 3 elements
Defined:
Includes:
definitions of 3 elements
Used:
Content:
complex, 1 attribute, 14 elements
Defined:
Includes:
definitions of 1 attribute, 14 elements
Used:
Reference to credit events.
Content:
empty, 1 attribute
Defined:
Includes:
definition of 1 attribute
Used:
never
Content:
complex, 8 elements
Defined:
Includes:
definitions of 5 elements
Used:
Content:
complex, 10 elements
Defined:
Includes:
definitions of 2 elements
Used:
Content:
complex, 3 elements
Defined:
Includes:
definitions of 3 elements
Used:
Content:
complex, 3 elements
Defined:
Includes:
definitions of 3 elements
Used:
Content:
complex, 2 elements
Defined:
Includes:
definitions of 2 elements
Used:
Content:
complex, 3 attributes, 9 elements
Defined:
Includes:
definition of 1 element
Used:
Content:
complex, 3 attributes, 8 elements
Defined:
Includes:
definitions of 2 elements
Used:
A complex type to specify the strike of a credit swaption or a credit default swap option.
Content:
complex, 3 elements
Defined:
globally in fpml-cd-5-5.xsd; see XML source
Includes:
definitions of 3 elements
Used:
never
A party's credit rating.
Content:
simple, 1 attribute
Defined:
Includes:
definition of 1 attribute
Used:
Content:
complex, 11 elements
Defined:
Includes:
definitions of 11 elements
Used:
Content:
complex, 5 elements
Defined:
Includes:
definitions of 5 elements
Used:
The repayment precedence of a debt instrument.
Content:
simple, 1 attribute
Defined:
Includes:
definition of 1 attribute
Used:
The agreement executed between the parties and intended to govern collateral arrangement for all OTC derivatives transactions between those parties.
Content:
complex, 3 elements
Defined:
Includes:
definitions of 3 elements
Used:
Content:
simple, 1 attribute
Defined:
Includes:
definition of 1 attribute
Used:
Content:
simple, 1 attribute
Defined:
Includes:
definition of 1 attribute
Used:
Content:
complex, 3 elements
Defined:
globally in fpml-ird-5-5.xsd; see XML source
Includes:
definitions of 3 elements
Used:
The code representation of a currency or fund.
Content:
simple, 1 attribute
Defined:
Includes:
definition of 1 attribute
Used:
at 26 locations
Abstract base class for instruments intended to be used primarily for building curves.
Content:
complex, 1 attribute, 6 elements
Abstract:
(cannot be assigned directly to elements used in instance XML documents)
Defined:
Includes:
definitions of 4 elements
Used:
never
A type defining a content model that is backwards compatible with older FpML releases and which can be used to contain sets of data without expressing any processing intention.
Content:
complex, 3 attributes, 7 elements
Defined:
globally in fpml-doc-5-5.xsd; see XML source
Includes:
definitions of 4 elements
Used:
List of Dates
Content:
complex, 1 element
Defined:
Includes:
definition of 1 element
Used:
never
A type defining an offset used in calculating a date when this date is defined in reference to another date through a date offset.
Content:
complex, 1 attribute, 4 elements
Defined:
Includes:
definition of 1 element
Used:
A type defining a contiguous series of calendar dates.
Content:
complex, 2 elements
Defined:
Includes:
definitions of 2 elements
Used:
Reference to an identified date or a complex date structure.
Content:
empty, 1 attribute
Defined:
Includes:
definition of 1 attribute
Used:
A type to provide the ability to point to multiple payment nodes in the document through the unbounded paymentDatesReference.
Content:
complex, 1 element
Defined:
globally in fpml-ird-5-5.xsd; see XML source
Includes:
definition of 1 element
Used:
A type to provide the ability to point to multiple payment nodes in the document through the unbounded paymentDatesReference.
Content:
complex, 1 element
Defined:
globally in fpml-ird-5-5.xsd; see XML source
Includes:
definition of 1 element
Used:
List of DateTimes
Content:
complex, 1 element
Defined:
Includes:
definition of 1 element
Used:
never
The specification for how the number of days between two dates is calculated for purposes of calculation of a fixed or floating payment amount and the basis for how many days are assumed to be in a year.
Content:
simple, 1 attribute
Defined:
Includes:
definition of 1 attribute
Used:
A structure describing an de-clear event.
Content:
complex, 3 elements
Defined:
Includes:
definitions of 3 elements
Used:
A type that describes why a trade was removed from clearing.
Content:
simple, 1 attribute
Defined:
Includes:
definition of 1 attribute
Used:
Content:
complex, 3 attributes, 9 elements
Defined:
Includes:
definitions of 2 elements
Used:
Content:
complex, 3 attributes, 8 elements
Defined:
Includes:
definitions of 2 elements
Used:
Content:
complex, 3 attributes, 12 elements
Defined:
Includes:
definitions of 3 elements
Used:
Content:
complex, 3 attributes, 12 elements
Defined:
Includes:
definitions of 4 elements
Used:
Content:
complex, 23 elements
Defined:
globally in fpml-cd-5-5.xsd; see XML source
Includes:
definitions of 23 elements
Used:
Content:
complex, 1 attribute, 9 elements
Defined:
Includes:
definitions of 3 elements
Used:
Coding scheme that specifies the method according to which an amount or a date is determined.
Content:
simple, 2 attributes
Defined:
Includes:
definitions of 2 attributes
Used:
A reference to the return swap notional determination method.
Content:
empty, 1 attribute
Defined:
Includes:
definition of 1 attribute
Used:
never
An abstract base class for all directional leg types with effective date, termination date, where a payer makes a stream of payments of greater than zero value to a receiver.
Content:
complex, 1 attribute, 7 elements
Abstract:
(cannot be assigned directly to elements used in instance XML documents)
Defined:
Includes:
definitions of 3 elements
Used:
A type describing the dividend payout ratio associated with an equity underlyer.
Content:
complex, 5 elements
Defined:
Includes:
definitions of 5 elements
Used:
The abstract base type from which all FpML compliant messages and documents must be derived.
Content:
empty, 3 attributes
Abstract:
(cannot be assigned directly to elements used in instance XML documents)
Defined:
globally in fpml-doc-5-5.xsd; see XML source
Used:
An entity for defining the definitions that govern the document and should include the year and type of definitions referenced, along with any relevant documentation (such as master agreement) and the date it was signed.
Content:
complex, 8 elements
Defined:
Includes:
definitions of 8 elements
Used:
A type to define the adjusted dates associated with an early termination provision.
Content:
complex, 1 attribute, 5 elements
Defined:
globally in fpml-ird-5-5.xsd; see XML source
Includes:
definitions of 1 attribute, 5 elements
Used:
A special type meant to be used for elements with no content and no attributes.
Content:
empty
Defined:
Used:
Records supporting information justifying an end user exception under 17 CFR part 39.
Content:
complex, 4 elements
Defined:
globally in fpml-doc-5-5.xsd; see XML source
Includes:
definitions of 4 elements
Used:
A legal entity identifier (e.g.
Content:
simple, 1 attribute
Defined:
Includes:
definition of 1 attribute
Used:
The name of the reference entity.
Content:
simple, 1 attribute
Defined:
Includes:
definition of 1 attribute
Used:
Defines a coding scheme of the entity types defined in the ISDA First to Default documentation.
Content:
simple, 1 attribute
Defined:
globally in fpml-cd-5-5.xsd; see XML source
Includes:
definition of 1 attribute
Used:
An exchange traded equity asset.
Content:
complex, 1 attribute, 9 elements
Defined:
Used:
A type 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.
Content:
complex, 1 attribute, 6 elements
Defined:
Includes:
definitions of 6 elements
Used:
A post-trade event reference identifier allocated by a party.
Content:
simple, 2 attributes
Defined:
Includes:
definitions of 2 attributes
Used:
Identification of a business event, for example through its correlation id or a business identifier.
Content:
complex, 3 elements
Defined:
globally in fpml-msg-5-5.xsd; see XML source
Includes:
definition of 1 element
Used:
A structure that describes a proposed match between trades or post-trade event reports.
Content:
complex, 16 elements
Defined:
Used:
never
Content:
complex, 13 elements
Defined:
Used:
never
A coding scheme used to describe the matching/confirmation status of a trade, post-trade event, position, or cash flows.
Content:
simple, 1 attribute
Defined:
globally in fpml-msg-5-5.xsd; see XML source
Includes:
definition of 1 attribute
Used:
A type used in event status enquiry messages which relates an event identifier to its current status value.
Content:
complex, 2 elements
Defined:
globally in fpml-msg-5-5.xsd; see XML source
Includes:
definitions of 2 elements
Used:
A type defining the content model for a message normally generated in response to a requestEventStatus request.
Content:
complex, 3 attributes, 9 elements
Defined:
globally in fpml-msg-5-5.xsd; see XML source
Includes:
definition of 1 element
Used:
A type defining the basic content for a message sent to inform another system that some exception has been detected.
Content:
complex, 3 attributes, 7 elements
Defined:
globally in fpml-msg-5-5.xsd; see XML source
Includes:
definition of 1 element
Used:
A type defining the content model for an exception message header.
Content:
complex, 10 elements
Defined:
globally in fpml-msg-5-5.xsd; see XML source
Includes:
definition of 1 element
Used:
A short form unique identifier for an exchange.
Content:
simple, 1 attribute
Defined:
Includes:
definition of 1 attribute
Used:
An abstract base class for all exchange traded financial products.
Content:
complex, 1 attribute, 9 elements
Abstract:
(cannot be assigned directly to elements used in instance XML documents)
Defined:
Used:
Abstract base class for all exchange traded financial products with a price which is calculated from exchange traded constituents.
Content:
complex, 1 attribute, 10 elements
Abstract:
(cannot be assigned directly to elements used in instance XML documents)
Defined:
Includes:
definition of 1 element
Used:
An exchange traded derivative contract.
Content:
complex, 1 attribute, 12 elements
Defined:
Includes:
definitions of 3 elements
Used:
An exchange traded fund whose price depends on exchange traded constituents.
Content:
complex, 1 attribute, 11 elements
Defined:
Includes:
definition of 1 element
Used:
An exchange traded option.
Content:
complex, 1 attribute, 14 elements
Defined:
Includes:
definitions of 2 elements
Used:
A type defining the trade execution date time and the source of it.
Content:
simple, 1 attribute
Defined:
globally in fpml-doc-5-5.xsd; see XML source
Includes:
definition of 1 attribute
Used:
A type used to represent the type of market where a trade can be executed.
Content:
simple, 1 attribute
Defined:
globally in fpml-doc-5-5.xsd; see XML source
Includes:
definition of 1 attribute
Used:
A type used to represent the type of market where a trade can be executed.
Content:
simple, 1 attribute
Defined:
globally in fpml-doc-5-5.xsd; see XML source
Includes:
definition of 1 attribute
Used:
The abstract base class for all types which define way in which options may be exercised.
Content:
empty, 1 attribute
Defined:
Includes:
definition of 1 attribute
Used:
A type defining the fee payable on exercise of an option.
Content:
complex, 8 elements
Defined:
Includes:
definitions of 4 elements
Used:
A type to define a fee or schedule of fees to be payable on the exercise of an option.
Content:
complex, 8 elements
Defined:
Includes:
definitions of 4 elements
Used:
A type defining to whom and where notice of execution should be given.
Content:
complex, 3 elements
Defined:
Includes:
definitions of 3 elements
Used:
This defines the time interval to the start of the exercise period, i.e. the earliest exercise date, and the frequency of subsequent exercise dates (if any).
Content:
complex, 1 attribute, 2 elements
Defined:
globally in fpml-ird-5-5.xsd; see XML source
Includes:
definitions of 1 attribute, 2 elements
Used:
never
A type describing how notice of exercise should be given.
Content:
complex, 5 elements
Defined:
Includes:
definitions of 5 elements
Used:
never
A type describing how notice of exercise should be given.
Content:
complex, 2 elements
Defined:
Includes:
definitions of 2 elements
Used:
A type to define the adjusted dates associated with an individual extension event.
Content:
complex, 1 attribute, 2 elements
Defined:
globally in fpml-ird-5-5.xsd; see XML source
Includes:
definitions of 1 attribute, 2 elements
Used:
never
A for holding information about documents external to the FpML.
Content:
complex, 6 elements
Defined:
Includes:
definitions of 6 elements
Used:
never
A type describing the type of loan facility.
Content:
simple, 1 attribute
Defined:
Includes:
definition of 1 attribute
Used:
Content:
complex, 3 elements
Defined:
Includes:
definitions of 3 elements
Used:
The method, prioritzed by the order it is listed in this element, to get a replacement rate for the disrupted settlement rate option.
Content:
complex, 4 elements
Defined:
globally in fpml-ird-5-5.xsd; see XML source
Includes:
definitions of 4 elements
Used:
Content:
complex, 1 attribute, 6 elements
Defined:
globally in fpml-cd-5-5.xsd; see XML source
Includes:
definitions of 6 elements
Used:
A type to define business date convention adjustment to final payment period per leg.
Content:
complex, 3 elements
Defined:
globally in fpml-ird-5-5.xsd; see XML source
Includes:
definitions of 3 elements
Used:
never
Content:
simple, 1 attribute
Defined:
globally in fpml-doc-5-5.xsd; see XML source
Includes:
definition of 1 attribute
Used:
Content:
complex, 3 elements
Defined:
globally in fpml-cd-5-5.xsd; see XML source
Includes:
definitions of 3 elements
Used:
The calculation period fixed rate.
Content:
simple, 1 attribute
Defined:
globally in fpml-cd-5-5.xsd; see XML source
Includes:
definition of 1 attribute
Used:
Content:
empty, 1 attribute
Defined:
globally in fpml-cd-5-5.xsd; see XML source
Includes:
definition of 1 attribute
Used:
Content:
complex, 6 elements
Defined:
globally in fpml-cd-5-5.xsd; see XML source
Includes:
definitions of 6 elements
Used:
Content:
complex, 2 elements
Defined:
globally in fpml-cd-5-5.xsd; see XML source
Includes:
definitions of 2 elements
Used:
A type defining a floating rate.
Content:
complex, 1 attribute, 3 elements
Defined:
Includes:
definition of 1 element
Used:
A type defining the floating rate and definitions relating to the calculation of floating rate amounts.
Content:
complex, 1 attribute, 3 elements
Defined:
Used:
A type defining parameters associated with a floating rate reset.
Content:
complex, 6 elements
Defined:
globally in fpml-ird-5-5.xsd; see XML source
Includes:
definitions of 6 elements
Used:
The ISDA Floating Rate Option, i.e. the floating rate index.
Content:
simple, 1 attribute
Defined:
Includes:
definition of 1 attribute
Used:
A type defining a rate index.
Content:
complex, 2 elements
Defined:
Includes:
definitions of 2 elements
Used:
never
A type describing a financial formula, with its description and components.
Content:
complex, 3 elements
Defined:
Includes:
definitions of 3 elements
Used:
Elements describing the components of the formula.
Content:
complex, 1 attribute, 2 elements
Defined:
Includes:
definitions of 1 attribute, 2 elements
Used:
A type defining a time frequency, e.g. one day, three months.
Content:
complex, 1 attribute, 2 elements
Defined:
Includes:
definitions of 1 attribute, 2 elements
Used:
An exchange traded future contract.
Content:
complex, 1 attribute, 13 elements
Defined:
Includes:
definitions of 4 elements
Used:
A type defining a short form unique identifier for a future contract.
Content:
simple, 1 attribute
Defined:
Includes:
definition of 1 attribute
Used:
A type defining a currency amount as at a future value date.
Content:
complex, 1 attribute, 4 elements
Defined:
Includes:
definitions of 2 elements
Used:
never
A type that is used for describing cash settlement of an option / non deliverable forward.
Content:
complex, 2 elements
Defined:
Includes:
definitions of 2 elements
Used:
never
Content:
complex, 2 elements
Defined:
Includes:
definitions of 2 elements
Used:
A type that specifies the source for and timing of a fixing of an exchange rate.
Content:
complex, 3 elements
Defined:
Includes:
definitions of 3 elements
Used:
A type that is extending the Offset structure for providing the ability to specify an FX fixing date as an offset to dates specified somewhere else in the document.
Content:
complex, 1 attribute, 7 elements
Defined:
globally in fpml-ird-5-5.xsd; see XML source
Includes:
definitions of 3 elements
Used:
never
A type to describe the cashflow representation for fx linked notionals.
Content:
complex, 4 elements
Defined:
globally in fpml-ird-5-5.xsd; see XML source
Includes:
definitions of 4 elements
Used:
A type to describe a notional schedule where each notional that applies 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.
Content:
complex, 6 elements
Defined:
globally in fpml-ird-5-5.xsd; see XML source
Includes:
definitions of 6 elements
Used:
never
A type describing the rate of a currency conversion: pair of currency, quotation mode and exchange rate.
Content:
complex, 2 elements
Defined:
Includes:
definitions of 2 elements
Used:
Content:
complex, 1 attribute, 8 elements
Defined:
Includes:
definitions of 2 elements
Used:
A type defining the source and time for an fx rate.
Content:
complex, 3 elements
Defined:
Includes:
definitions of 3 elements
Used:
Content:
complex, 14 elements
Defined:
globally in fpml-cd-5-5.xsd; see XML source
Includes:
definitions of 10 elements
Used:
An entity for defining a generic agreement executed between two parties for any purpose.
Content:
complex, 5 elements
Defined:
Includes:
definitions of 5 elements
Used:
Identification of the law governing the transaction.
Content:
simple, 1 attribute
Defined:
Includes:
definition of 1 attribute
Used:
Content:
complex, 2 elements
Defined:
Includes:
definitions of 2 elements
Used:
A payment component owed from one party to the other for the cash flow date.
Content:
complex, 8 elements
Defined:
Includes:
definitions of 4 elements
Used:
A special type that allows references to HTTP attachments identified with an HTTP "Content-ID" header, as is done with SOAP with Attachments (http://www.w3.org/TR/SOAP-attachments).
Content:
empty, 1 attribute
Defined:
Includes:
definition of 1 attribute
Used:
A generic type describing an identified asset.
Content:
complex, 1 attribute, 2 elements
Abstract:
(cannot be assigned directly to elements used in instance XML documents)
Defined:
Includes:
definitions of 2 elements
Used:
Specifies Currency with ID attribute.
Content:
simple, 2 attributes
Defined:
Includes:
definition of 1 attribute
Used:
Reference to a currency with ID attribute
Content:
empty, 1 attribute
Defined:
Includes:
definition of 1 attribute
Used:
never
A date which can be referenced elsewhere.
Content:
simple, 1 attribute
Defined:
Includes:
definition of 1 attribute
Used:
A type extending the PayerReceiverEnum type wih an id attribute.
Content:
simple, 1 attribute
Defined:
Includes:
definition of 1 attribute
Used:
A rate which can be referenced elsewhere.
Content:
simple, 1 attribute
Defined:
Includes:
definition of 1 attribute
Used:
never
A version of a specification document used by the message generator to format the document.
Content:
complex, 3 elements
Defined:
globally in fpml-msg-5-5.xsd; see XML source
Includes:
definitions of 3 elements
Used:
Content:
simple, 1 attribute
Defined:
globally in fpml-msg-5-5.xsd; see XML source
Includes:
definition of 1 attribute
Used:
A type defining a type of trade that is implied by a post-trade event such as a novation.
Content:
complex, 1 attribute, 3 elements
Defined:
Includes:
definitions of 1 attribute, 3 elements
Used:
never
Content:
complex, 5 elements
Defined:
Includes:
definition of 1 element
Used:
A published index whose price depends on exchange traded constituents.
Content:
complex, 1 attribute, 11 elements
Defined:
Includes:
definition of 1 element
Used:
Content:
simple, 1 attribute
Defined:
globally in fpml-cd-5-5.xsd; see XML source
Includes:
definition of 1 attribute
Used:
A structure describing the effect of a change to an index.
Content:
complex, 3 elements
Defined:
Includes:
definitions of 2 elements
Used:
Content:
simple, 1 attribute
Defined:
globally in fpml-cd-5-5.xsd; see XML source
Includes:
definition of 1 attribute
Used:
Content:
simple, 1 attribute
Defined:
globally in fpml-cd-5-5.xsd; see XML source
Includes:
definition of 1 attribute
Used:
A type defining a Credit Default Swap Index.
Content:
complex, 1 attribute, 10 elements
Defined:
globally in fpml-cd-5-5.xsd; see XML source
Includes:
definitions of 1 attribute, 10 elements
Used:
A party's industry sector classification.
Content:
simple, 1 attribute
Defined:
Includes:
definition of 1 attribute
Used:
Content:
simple, 1 attribute
Defined:
Includes:
definition of 1 attribute
Used:
A type defining the source for a piece of information (e.g. a rate refix or an fx fixing).
Content:
complex, 3 elements
Defined:
Includes:
definitions of 3 elements
Used:
Content:
complex, 1 attribute, 7 elements
Defined:
globally in fpml-cd-5-5.xsd; see XML source
Includes:
definitions of 3 elements
Used:
never
A short form unique identifier for a security.
Content:
simple, 1 attribute
Defined:
Includes:
definition of 1 attribute
Used:
The economics of a trade of a multiply traded instrument.
Content:
complex, 1 attribute, 11 elements
Defined:
globally in fpml-doc-5-5.xsd; see XML source
Includes:
definitions of 4 elements
Used:
A structure describing the price paid for the instrument.
Content:
complex, 1 element
Defined:
globally in fpml-doc-5-5.xsd; see XML source
Includes:
definition of 1 element
Used:
A structure describing the value in "native" currency of an instrument that was traded.
Content:
complex, 1 element
Defined:
globally in fpml-doc-5-5.xsd; see XML source
Includes:
definition of 1 element
Used:
A structure describing the amount of an instrument that was traded.
Content:
complex, 2 elements
Defined:
globally in fpml-doc-5-5.xsd; see XML source
Includes:
definitions of 2 elements
Used:
A type defining the way in which interests are accrued: the applicable rate (fixed or floating reference) and the compounding method.
Content:
complex, 3 elements
Defined:
Includes:
definition of 1 element
Used:
never
A type describing the method for accruing interests on dividends.
Content:
complex, 2 elements
Defined:
Includes:
definitions of 2 elements
Used:
A type defining the components specifiying an interest rate stream, including both a parametric and cashflow representation for the stream of payments.
Content:
complex, 1 attribute, 5 elements
Defined:
globally in fpml-ird-5-5.xsd; see XML source
Includes:
definitions of 5 elements
Used:
Reference to an InterestRateStream component.
Content:
empty, 1 attribute
Defined:
globally in fpml-ird-5-5.xsd; see XML source
Includes:
definition of 1 attribute
Used:
Content:
complex, 3 elements
Defined:
globally in fpml-cd-5-5.xsd; see XML source
Includes:
definitions of 3 elements
Used:
A type that describes the information to identify an intermediary through which payment will be made by the correspondent bank to the ultimate beneficiary of the funds.
Content:
complex, 5 elements
Defined:
Includes:
definitions of 2 elements
Used:
The type of interpolation used.
Content:
simple, 1 attribute
Defined:
Includes:
definition of 1 attribute
Used:
never
The data type used for issuer identifiers.
Content:
simple, 1 attribute
Defined:
globally in fpml-doc-5-5.xsd; see XML source
Includes:
definition of 1 attribute
Used:
The data type used for indicating the language of the resource, described using the ISO 639-2/T Code.
Content:
simple, 1 attribute
Defined:
Includes:
definition of 1 attribute
Used:
A supertype of leg.
Content:
empty, 1 attribute
Abstract:
(cannot be assigned directly to elements used in instance XML documents)
Defined:
Includes:
definition of 1 attribute
Used:
A type defining a legal entity.
Content:
complex, 1 attribute, 2 elements
Defined:
Includes:
definitions of 1 attribute, 2 elements
Used:
References a credit entity defined elsewhere in the document.
Content:
empty, 1 attribute
Defined:
Includes:
definition of 1 attribute
Used:
Leg identity.
Content:
simple, 1 attribute
Defined:
Includes:
definition of 1 attribute
Used:
Version aware identification of a leg.
Content:
complex, 3 elements
Defined:
Includes:
definition of 1 element
Used:
A type describing the liens associated with a loan facility.
Content:
simple, 1 attribute
Defined:
Includes:
definition of 1 attribute
Used:
Content:
complex, 6 elements
Defined:
Includes:
definitions of 6 elements
Used:
Content:
complex, 3 attributes, 9 elements
Defined:
Includes:
definition of 1 element
Used:
Content:
complex, 3 attributes, 9 elements
Defined:
Includes:
definition of 1 element
Used:
Content:
complex, 3 elements
Defined:
Includes:
definitions of 3 elements
Used:
never
Content:
simple, 1 attribute
Defined:
Includes:
definition of 1 attribute
Used:
A limited version of the CDS type used as an underlyer to CDS options in Transparency view, to avoid requiring product type etc.
Content:
complex, 3 elements
Defined:
globally in fpml-cd-5-5.xsd; see XML source
Includes:
definitions of 3 elements
Used:
never
Content:
simple, 1 attribute
Defined:
Includes:
definition of 1 attribute
Used:
Content:
simple, 1 attribute
Defined:
Includes:
definition of 1 attribute
Used:
The data type used for link identifiers.
Content:
simple, 2 attributes
Defined:
globally in fpml-doc-5-5.xsd; see XML source
Includes:
definitions of 2 attributes
Used:
A type describing a loan underlying asset.
Content:
complex, 1 attribute, 13 elements
Defined:
Includes:
definitions of 7 elements
Used:
Content:
complex, 3 elements
Defined:
globally in fpml-cd-5-5.xsd; see XML source
Includes:
definition of 1 element
Used:
A type to define the main publication source.
Content:
simple, 1 attribute
Defined:
Includes:
definition of 1 attribute
Used:
never
A type to define an early termination provision for which exercise is mandatory.
Content:
complex, 1 attribute, 4 elements
Defined:
globally in fpml-ird-5-5.xsd; see XML source
Includes:
definitions of 1 attribute, 4 elements
Used:
never
A type defining the adjusted dates associated with a mandatory early termination provision.
Content:
complex, 3 elements
Defined:
globally in fpml-ird-5-5.xsd; see XML source
Includes:
definitions of 3 elements
Used:
A type defining manual exercise, i.e. that the option buyer counterparty must give notice to the option seller of exercise.
Content:
complex, 2 elements
Defined:
Includes:
definitions of 2 elements
Used:
An entity for defining the agreement executed between the parties and intended to govern all OTC derivatives transactions between those parties.
Content:
complex, 3 elements
Defined:
Includes:
definitions of 3 elements
Used:
Content:
simple, 1 attribute
Defined:
Includes:
definition of 1 attribute
Used:
Content:
simple, 1 attribute
Defined:
Includes:
definition of 1 attribute
Used:
An entity for defining the master confirmation agreement executed between the parties.
Content:
complex, 4 elements
Defined:
Includes:
definitions of 4 elements
Used:
Content:
simple, 1 attribute
Defined:
Includes:
definition of 1 attribute
Used:
Content:
simple, 1 attribute
Defined:
Includes:
definition of 1 attribute
Used:
An identifier used to identify matched cashflows.
Content:
simple, 1 attribute
Defined:
Includes:
definition of 1 attribute
Used:
A type defining a mathematical expression.
Content:
mixed (allows character data), elem. wildcard
Defined:
Includes:
definition of elem. wildcard
Used:
Content:
simple, 1 attribute
Defined:
globally in fpml-cd-5-5.xsd; see XML source
Includes:
definition of 1 attribute
Used:
Content:
simple, 1 attribute
Defined:
Includes:
definition of 1 attribute
Used:
Content:
simple, 1 attribute
Defined:
Includes:
definition of 1 attribute
Used:
A type defining the basic structure of all FpML messages which is refined by its derived types.
Content:
empty, 3 attributes
Abstract:
(cannot be assigned directly to elements used in instance XML documents)
Defined:
globally in fpml-msg-5-5.xsd; see XML source
Used:
The data type used for identifying a message address.
Content:
simple, 1 attribute
Defined:
globally in fpml-msg-5-5.xsd; see XML source
Includes:
definition of 1 attribute
Used:
A type defining the content model for a generic message header that is refined by its derived classes.
Content:
complex, 1 element
Abstract:
(cannot be assigned directly to elements used in instance XML documents)
Defined:
globally in fpml-msg-5-5.xsd; see XML source
Includes:
definition of 1 element
Used:
The data type use for message identifiers.
Content:
simple, 1 attribute
Defined:
globally in fpml-msg-5-5.xsd; see XML source
Includes:
definition of 1 attribute
Used:
The type that indicates the type of media used to store the content.
Content:
simple, 1 attribute
Defined:
Includes:
definition of 1 attribute
Used:
A type defining a currency amount.
Content:
complex, 1 attribute, 2 elements
Defined:
Includes:
definition of 1 element
Used:
at 36 locations
Abstract base class for all money types.
Content:
complex, 1 attribute, 1 element
Abstract:
(cannot be assigned directly to elements used in instance XML documents)
Defined:
Includes:
definitions of 1 attribute, 1 element
Used:
A type describing a mortgage asset.
Content:
complex, 1 attribute, 20 elements
Defined:
Includes:
definitions of 6 elements
Used:
A type describing the typology of mortgage obligations.
Content:
simple, 1 attribute
Defined:
Includes:
definition of 1 attribute
Used:
A type defining multiple exercises.
Content:
complex, 6 elements
Defined:
Includes:
definitions of 2 elements
Used:
Content:
complex, 3 elements
Defined:
globally in fpml-cd-5-5.xsd; see XML source
Includes:
definitions of 2 elements
Used:
Content:
complex, 1 attribute, 8 elements
Defined:
Includes:
definitions of 2 elements
Used:
Content:
complex, 3 elements
Defined:
Includes:
definitions of 3 elements
Used:
A structure including a net and/or a gross amount and possibly fees and commissions.
Content:
complex, 3 elements
Defined:
globally in fpml-doc-5-5.xsd; see XML source
Used:
A type defining the content model for a request message that cannot be subsequently corrected or retracted.
Content:
complex, 3 attributes, 6 elements
Defined:
globally in fpml-msg-5-5.xsd; see XML source
Used:
A type defining a currency amount or a currency amount schedule.
Content:
complex, 1 attribute, 1 element
Defined:
Includes:
definition of 1 element
Used:
A type defining a non negative money amount.
Content:
complex, 1 attribute, 2 elements
Defined:
Includes:
definition of 1 element
Used:
A complex type to specify non negative payments.
Content:
complex, 1 attribute, 6 elements
Defined:
Includes:
definition of 1 element
Used:
A type defining a schedule of non-negative rates or amounts in terms of an initial value and then a series of step date and value pairs.
Content:
empty, 1 attribute
Defined:
Includes:
definition of 1 attribute
Used:
A type defining a step date and non-negative step value pair.
Content:
complex, 1 attribute, 2 elements
Defined:
Includes:
definition of 1 element
Used:
never
Content:
complex, 2 elements
Defined:
globally in fpml-cd-5-5.xsd; see XML source
Includes:
definitions of 2 elements
Used:
A type defining the basic content for a message sent to inform another system that some 'business event' has occured.
Content:
complex, 3 attributes, 6 elements
Abstract:
(cannot be assigned directly to elements used in instance XML documents)
Defined:
globally in fpml-msg-5-5.xsd; see XML source
Includes:
definition of 1 element
Used:
A type that refines the generic message header to match the requirements of a NotificationMessage.
Content:
complex, 10 elements
Defined:
globally in fpml-msg-5-5.xsd; see XML source
Includes:
definition of 1 element
Used:
Content:
complex, 2 elements
Defined:
Includes:
definitions of 2 elements
Used:
An type defining the notional amount or notional amount schedule associated with a swap stream.
Content:
complex, 1 attribute, 1 element
Defined:
globally in fpml-ird-5-5.xsd; see XML source
Includes:
definitions of 1 attribute, 1 element
Used:
A complex type to specify the notional amount.
Content:
complex, 1 attribute, 2 elements
Defined:
Used:
never
A reference to the notional amount.
Content:
empty, 1 attribute
Defined:
Includes:
definition of 1 attribute
Used:
A reference to the notional amount.
Content:
empty, 1 attribute
Defined:
Includes:
definition of 1 attribute
Used:
Content:
complex, 18 elements
Defined:
globally in fpml-cd-5-5.xsd; see XML source
Includes:
definitions of 18 elements
Used:
A type defining an offset used in calculating a new date relative to a reference date.
Content:
complex, 1 attribute, 3 elements
Defined:
Includes:
definition of 1 element
Used:
Allows the specification of a time that may be on a day prior or subsequent to the day in question.
Content:
complex, 2 elements
Defined:
Includes:
definitions of 2 elements
Used:
never
Content:
complex, 2 elements
Defined:
Includes:
definitions of 2 elements
Used:
A type defining an early termination provision where either or both parties have the right to exercise.
Content:
complex, 7 elements
Defined:
globally in fpml-ird-5-5.xsd; see XML source
Includes:
definitions of 7 elements
Used:
never
A type defining the adjusted dates associated with an optional early termination provision.
Content:
complex, 1 element
Defined:
globally in fpml-ird-5-5.xsd; see XML source
Includes:
definition of 1 element
Used:
A structure describing an option exercise.
Content:
complex, 19 elements
Defined:
Includes:
definitions of 18 elements
Used:
A structure describing an option expiring (i.e. passing its last exercise time and becoming worthless.)
Content:
complex, 5 elements
Defined:
Includes:
definitions of 4 elements
Used:
A structure describing an option expiring.
Content:
complex, 3 elements
Defined:
Includes:
definitions of 3 elements
Used:
Content:
complex, 6 elements
Defined:
Includes:
definitions of 6 elements
Used:
Content:
complex, 16 elements
Defined:
Includes:
definitions of 16 elements
Used:
Content:
complex, 3 attributes, 9 elements
Defined:
Includes:
definition of 1 element
Used:
A characteristic of an organization used in declaring an end-user exception.
Content:
simple, 1 attribute
Defined:
globally in fpml-doc-5-5.xsd; see XML source
Includes:
definition of 1 attribute
Used:
A code that describes what type of role an organization plays, for example a SwapsDealer, a Major Swaps Participant, or Other
Content:
simple, 1 attribute
Defined:
Includes:
definition of 1 attribute
Used:
Content:
complex, 5 elements
Defined:
Includes:
definitions of 5 elements
Used:
Content:
simple, 1 attribute
Defined:
Includes:
definition of 1 attribute
Used:
A type defining partial exercise.
Content:
complex, 4 elements
Defined:
Used:
A type defining a legal entity or a subdivision of a legal entity.
Content:
complex, 1 attribute, 11 elements
Defined:
Includes:
definitions of 1 attribute, 5 elements
Used:
The data type used for party identifiers.
Content:
simple, 1 attribute
Defined:
Includes:
definition of 1 attribute
Used:
A type defining additional information that may be recorded against a message.
Content:
complex, 1 element
Defined:
globally in fpml-msg-5-5.xsd; see XML source
Includes:
definition of 1 element
Used:
The data type used for the legal name of an organization.
Content:
simple, 1 attribute
Defined:
Includes:
definition of 1 attribute
Used:
A type to represent a portfolio name for a particular party.
Content:
complex, 1 attribute, 2 elements
Defined:
globally in fpml-doc-5-5.xsd; see XML source
Includes:
definitions of 1 attribute, 2 elements
Used:
Reference to a party.
Content:
empty, 1 attribute
Defined:
Includes:
definition of 1 attribute
Used:
at 38 locations
Content:
complex, 7 elements
Defined:
Includes:
definitions of 5 elements
Used:
never
A description of the legal agreement(s) and definitions that document a party's relationships with other parties
Content:
complex, 3 elements
Defined:
Includes:
definitions of 3 elements
Used:
A type describing a role played by a party in one or more transactions.
Content:
simple, 1 attribute
Defined:
Includes:
definition of 1 attribute
Used:
A type refining the role a role played by a party in one or more transactions.
Content:
simple, 1 attribute
Defined:
Includes:
definition of 1 attribute
Used:
An element that defines an party with a role but not identification.
Content:
simple, 1 attribute
Defined:
Includes:
definition of 1 attribute
Used:
A type defining one or more trade identifiers allocated to the trade by a party.
Content:
complex, 1 attribute, 11 elements
Defined:
globally in fpml-doc-5-5.xsd; see XML source
Includes:
definitions of 5 elements
Used:
at 18 locations
A reference to a partyTradeIdentifier object.
Content:
empty, 1 attribute
Defined:
Includes:
definition of 1 attribute
Used:
A type containing multiple partyTradeIdentifier.
Content:
complex, 1 element
Defined:
globally in fpml-doc-5-5.xsd; see XML source
Includes:
definition of 1 element
Used:
A type defining party-specific additional information that may be recorded against a trade.
Content:
complex, 28 elements
Defined:
globally in fpml-doc-5-5.xsd; see XML source
Includes:
definitions of 26 elements
Used:
A type for defining payments.
Content:
complex, 2 attributes, 10 elements
Defined:
Includes:
definitions of 1 attribute, 6 elements
Used:
An abstract base class for payment types.
Content:
empty, 1 attribute
Abstract:
(cannot be assigned directly to elements used in instance XML documents)
Defined:
Includes:
definition of 1 attribute
Used:
Base type for payments.
Content:
complex, 1 attribute, 5 elements
Abstract:
(cannot be assigned directly to elements used in instance XML documents)
Defined:
Includes:
definition of 1 element
Used:
A type defining parameters used to generate the payment dates schedule, including the specification of early or delayed payments.
Content:
complex, 1 attribute, 4 elements
Defined:
globally in fpml-ird-5-5.xsd; see XML source
Includes:
definitions of 1 attribute, 4 elements
Used:
Reference to a payment dates structure.
Content:
empty, 1 attribute
Defined:
globally in fpml-ird-5-5.xsd; see XML source
Includes:
definition of 1 attribute
Used:
Content:
complex, 1 attribute, 4 elements
Defined:
Includes:
definitions of 4 elements
Used:
Details on the referenced payment. e.g.
Content:
complex, 3 elements
Defined:
Includes:
definitions of 3 elements
Used:
never
An identifier used to identify a matchable payment.
Content:
simple, 1 attribute
Defined:
Includes:
definition of 1 attribute
Used:
Reference to a payment.
Content:
empty, 1 attribute
Defined:
Includes:
definition of 1 attribute
Used:
The abstract base type from which all calculation rules of the independent amount must be derived.
Content:
empty
Abstract:
(cannot be assigned directly to elements used in instance XML documents)
Defined:
Used:
Content:
simple, 1 attribute
Defined:
Includes:
definition of 1 attribute
Used:
Content:
complex, 2 elements
Defined:
globally in fpml-cd-5-5.xsd; see XML source
Includes:
definitions of 2 elements
Used:
A structure representing a pending dividend or coupon payment.
Content:
complex, 1 attribute, 3 elements
Defined:
Includes:
definitions of 3 elements
Used:
A type defining a content model for a calculation rule defined as percentage of the notional amount.
Content:
complex, 2 elements
Defined:
globally in fpml-doc-5-5.xsd; see XML source
Includes:
definitions of 2 elements
Used:
never
A type to define recurring periods or time offsets.
Content:
complex, 1 attribute, 2 elements
Defined:
Includes:
definitions of 1 attribute, 2 elements
Used:
at 19 locations
Content:
complex, 4 elements
Defined:
Includes:
definitions of 4 elements
Used:
Content:
complex, 1 attribute, 8 elements
Defined:
globally in fpml-cd-5-5.xsd; see XML source
Includes:
definitions of 8 elements
Used:
A type that represents information about a person connected with a trade or business process.
Content:
complex, 1 attribute, 10 elements
Defined:
Includes:
definitions of 1 attribute, 10 elements
Used:
An identifier used to identify an individual person.
Content:
simple, 1 attribute
Defined:
Includes:
definition of 1 attribute
Used:
Reference to an individual.
Content:
empty, 1 attribute
Defined:
Includes:
definition of 1 attribute
Used:
A type describing a role played by a person in one or more transactions.
Content:
simple, 1 attribute
Defined:
Includes:
definition of 1 attribute
Used:
Content:
complex, 2 elements
Defined:
Used:
never
A structure that describes how an option settles into a physical trade.
Content:
complex, 3 elements
Defined:
Includes:
definitions of 3 elements
Used:
Content:
complex, 3 elements
Defined:
globally in fpml-cd-5-5.xsd; see XML source
Includes:
definitions of 3 elements
Used:
Content:
complex, 1 attribute, 5 elements
Defined:
globally in fpml-cd-5-5.xsd; see XML source
Includes:
definitions of 4 elements
Used:
A type representing an arbitary grouping of trade references.
Content:
complex, 1 attribute, 4 elements
Defined:
globally in fpml-doc-5-5.xsd; see XML source
Includes:
definitions of 1 attribute, 4 elements
Used:
A structure used to group together individual messages that can be acted on at a group level.
Content:
complex, 2 elements
Defined:
globally in fpml-msg-5-5.xsd; see XML source
Includes:
definition of 1 element
Used:
The data type used for portfolio names.
Content:
simple, 2 attributes
Defined:
globally in fpml-doc-5-5.xsd; see XML source
Includes:
definitions of 2 attributes
Used:
A structure used to group together individual messages that can be acted on at a group level.
Content:
complex, 3 elements
Defined:
globally in fpml-msg-5-5.xsd; see XML source
Includes:
definitions of 2 elements
Used:
A structure used to identify a portfolio in a message.
Content:
complex, 1 element
Defined:
globally in fpml-msg-5-5.xsd; see XML source
Includes:
definition of 1 element
Used:
A type defining a currency amount or a currency amount schedule.
Content:
complex, 1 attribute, 3 elements
Defined:
Includes:
definition of 1 element
Used:
never
A type defining a positive money amount
Content:
complex, 1 attribute, 2 elements
Defined:
Includes:
definition of 1 element
Used:
A complex type to specify positive payments.
Content:
complex, 1 attribute, 6 elements
Defined:
Includes:
definition of 1 element
Used:
never
A type defining a schedule of strictly-postive rates or amounts in terms of an initial value and then a series of step date and value pairs.
Content:
complex, 1 attribute, 2 elements
Defined:
Includes:
definitions of 1 attribute, 2 elements
Used:
A type defining a step date and strictly-positive step value pair.
Content:
complex, 1 attribute, 2 elements
Defined:
Includes:
definition of 1 element
Used:
A type for defining a time with respect to a geographic location, for example 11:00 Phoenix, USA.
Content:
complex, 2 elements
Defined:
Includes:
definitions of 2 elements
Used:
A type describing the strike price.
Content:
complex, 9 elements
Defined:
Includes:
definitions of 5 elements
Used:
The units in which a price is quoted.
Content:
simple, 1 attribute
Defined:
Includes:
definition of 1 attribute
Used:
A reference to a price amount.
Content:
empty, 1 attribute
Defined:
Includes:
definition of 1 attribute
Used:
A type defining the parameters used to get a price quote to replace the settlement rate option that is disrupted.
Content:
complex, 1 element
Defined:
globally in fpml-ird-5-5.xsd; see XML source
Includes:
definition of 1 element
Used:
never
Content:
complex, 1 element
Defined:
Includes:
definition of 1 element
Used:
A scheme identifying the types of pricing model used to evaluate the price of an asset.
Content:
simple, 1 attribute
Defined:
Includes:
definition of 1 attribute
Used:
An abstract pricing structure base type.
Content:
complex, 1 attribute, 2 elements
Abstract:
(cannot be assigned directly to elements used in instance XML documents)
Defined:
Includes:
definitions of 1 attribute, 2 elements
Used:
never
Reference to a pricing structure or any derived components (i.e. yield curve).
Content:
empty, 1 attribute
Defined:
Includes:
definition of 1 attribute
Used:
never
A type defining which principal exchanges occur for the stream.
Content:
complex, 1 attribute, 3 elements
Defined:
Includes:
definitions of 1 attribute, 3 elements
Used:
Provides a lexical location (i.e. a line number and character for bad XML) or an XPath location (i.e. place to identify the bad location for valid XML).
Content:
simple, 1 attribute
Defined:
globally in fpml-msg-5-5.xsd; see XML source
Includes:
definition of 1 attribute
Used:
The base type which all FpML products extend.
Content:
complex, 1 attribute, 3 elements
Abstract:
(cannot be assigned directly to elements used in instance XML documents)
Defined:
Includes:
definition of 1 attribute
Used:
Content:
complex, 1 attribute, 5 elements
Defined:
Includes:
definitions of 1 attribute, 5 elements
Used:
A type defining a USI for the a subproduct component of a strategy.
Content:
complex, 3 elements
Defined:
globally in fpml-doc-5-5.xsd; see XML source
Includes:
definitions of 3 elements
Used:
Content:
complex, 7 elements
Defined:
Includes:
definitions of 7 elements
Used:
Content:
simple, 1 attribute
Defined:
Includes:
definition of 1 attribute
Used:
Reference to a full FpML product.
Content:
empty, 1 attribute
Defined:
Includes:
definition of 1 attribute
Used:
Content:
simple, 1 attribute
Defined:
Includes:
definition of 1 attribute
Used:
The proposed collateral allocation.
Content:
complex, 3 elements
Defined:
Includes:
definition of 1 element
Used:
never
Content:
complex, 1 attribute, 4 elements
Defined:
globally in fpml-cd-5-5.xsd; see XML source
Includes:
definitions of 1 attribute, 4 elements
Used:
Reference to protectionTerms component.
Content:
empty, 1 attribute
Defined:
globally in fpml-cd-5-5.xsd; see XML source
Includes:
definition of 1 attribute
Used:
Content:
complex, 3 elements
Defined:
Includes:
definitions of 3 elements
Used:
Content:
simple, 1 attribute
Defined:
Includes:
definition of 1 attribute
Used:
A type representing criteria for defining a query portfolio.
Content:
complex, 3 elements
Defined:
globally in fpml-doc-5-5.xsd; see XML source
Includes:
definitions of 3 elements
Used:
A type representing an identifier for a parameter describing a query portfolio.
Content:
simple, 2 attributes
Defined:
globally in fpml-doc-5-5.xsd; see XML source
Includes:
definitions of 2 attributes
Used:
A type representing an operator describing the relationship of a value to its corresponding identifier for a parameter describing a query portfolio.
Content:
simple, 2 attributes
Defined:
globally in fpml-doc-5-5.xsd; see XML source
Includes:
definitions of 2 attributes
Used:
A type representing a portfolio obtained by querying the set of trades held in a repository.
Content:
complex, 1 attribute, 5 elements
Defined:
globally in fpml-doc-5-5.xsd; see XML source
Includes:
definition of 1 element
Used:
never
A type representing a set of characteristics that describe a quotation.
Content:
complex, 14 elements
Defined:
Used:
A type that describes the composition of a rate that has been quoted or is to be quoted.
Content:
complex, 3 elements
Defined:
Includes:
definitions of 3 elements
Used:
The type of the time of the quote.
Content:
simple, 1 attribute
Defined:
Includes:
definition of 1 attribute
Used:
The abstract base class for all types which define interest rate streams.
Content:
empty, 1 attribute
Abstract:
(cannot be assigned directly to elements used in instance XML documents)
Defined:
Includes:
definition of 1 attribute
Used:
Content:
complex, 1 attribute, 10 elements
Defined:
Includes:
definitions of 4 elements
Used:
A type defining parameters associated with an individual observation or fixing.
Content:
complex, 1 attribute, 8 elements
Defined:
Includes:
definitions of 1 attribute, 8 elements
Used:
Reference to any rate (floating, inflation) derived from the abstract Rate component.
Content:
empty, 1 attribute
Defined:
Includes:
definition of 1 attribute
Used:
Content:
simple, 1 attribute
Defined:
Includes:
definition of 1 attribute
Used:
A type defining a content model for describing the nature and possible location of a error within a previous message.
Content:
complex, 5 elements
Defined:
globally in fpml-msg-5-5.xsd; see XML source
Includes:
definitions of 5 elements
Used:
Defines a list of machine interpretable error codes.
Content:
simple, 1 attribute
Defined:
globally in fpml-msg-5-5.xsd; see XML source
Includes:
definition of 1 attribute
Used:
The abstract base class for all types which define intra-document pointers.
Content:
empty
Abstract:
(cannot be assigned directly to elements used in instance XML documents)
Defined:
Used:
at 33 locations
Specifies the reference amount using a scheme.
Content:
simple, 1 attribute
Defined:
Includes:
definition of 1 attribute
Used:
never
A type to describe an institution (party) identified by means of a coding scheme and an optional name.
Content:
complex, 2 elements
Defined:
Includes:
definitions of 2 elements
Used:
Content:
simple, 1 attribute
Defined:
Includes:
definition of 1 attribute
Used:
Content:
complex, 8 elements
Defined:
globally in fpml-cd-5-5.xsd; see XML source
Includes:
definitions of 8 elements
Used:
Content:
complex, 8 elements
Defined:
globally in fpml-cd-5-5.xsd; see XML source
Includes:
definitions of 8 elements
Used:
Content:
complex, 4 elements
Defined:
globally in fpml-cd-5-5.xsd; see XML source
Includes:
definitions of 4 elements
Used:
This type contains all the reference pool items to define the reference entity and reference obligation(s) in the basket.
Content:
complex, 1 element
Defined:
globally in fpml-cd-5-5.xsd; see XML source
Includes:
definition of 1 element
Used:
This type contains all the constituent weight and reference information.
Content:
complex, 4 elements
Defined:
globally in fpml-cd-5-5.xsd; see XML source
Includes:
definitions of 4 elements
Used:
A code that describes the world region of a counterparty.
Content:
simple, 1 attribute
Defined:
Includes:
definition of 1 attribute
Used:
An ID assigned by a regulator to an organization registered with it.
Content:
simple, 1 attribute
Defined:
globally in fpml-doc-5-5.xsd; see XML source
Includes:
definition of 1 attribute
Used:
Content:
complex, 2 elements
Defined:
Includes:
definitions of 2 elements
Used:
Content:
complex, 4 elements
Defined:
Includes:
definitions of 2 elements
Used:
Content:
complex, 2 elements
Defined:
Includes:
definitions of 2 elements
Used:
A type defining a date (referred to as the derived date) as a relative offset from another date (referred to as the anchor date).
Content:
complex, 1 attribute, 6 elements
Defined:
Includes:
definitions of 2 elements
Used:
at 11 locations
A type describing a set of dates defined as relative to another set of dates.
Content:
complex, 1 attribute, 8 elements
Defined:
Includes:
definitions of 2 elements
Used:
A type describing a date when this date is defined in reference to another date through one or several date offsets.
Content:
complex, 3 elements
Defined:
Includes:
definitions of 2 elements
Used:
Reference to relevant underlying date.
Content:
empty, 1 attribute
Defined:
globally in fpml-ird-5-5.xsd; see XML source
Includes:
definition of 1 attribute
Used:
A type that can be used to hold an identifier for a report instance.
Content:
simple, 1 attribute
Defined:
globally in fpml-msg-5-5.xsd; see XML source
Includes:
definition of 1 attribute
Used:
A type that allows the specific report and section to be identified.
Content:
complex, 4 elements
Defined:
globally in fpml-msg-5-5.xsd; see XML source
Includes:
definitions of 2 elements
Used:
never
A scheme identifying the type of currency that was used to report the value of an asset.
Content:
simple, 1 attribute
Defined:
Includes:
definition of 1 attribute
Used:
A value that explains the reason or purpose that information is being reported.
Content:
simple, 1 attribute
Defined:
globally in fpml-doc-5-5.xsd; see XML source
Includes:
definition of 1 attribute
Used:
Provides information about how the information in this message is applicable to a regulatory reporting process.
Content:
complex, 7 elements
Defined:
globally in fpml-doc-5-5.xsd; see XML source
Includes:
definitions of 7 elements
Used:
An identifier of an reporting regime or format used for regulatory reporting, for example DoddFrankAct, MiFID, HongKongOTCDRepository, etc.
Content:
simple, 1 attribute
Defined:
globally in fpml-doc-5-5.xsd; see XML source
Includes:
definition of 1 attribute
Used:
A type containing a code representing the role of a party in a report, e.g. the originator, the recipient, the counterparty, etc.
Content:
simple, 2 attributes
Defined:
globally in fpml-doc-5-5.xsd; see XML source
Includes:
definitions of 2 attributes
Used:
A type that allows the specific report and section to be identified.
Content:
complex, 2 elements
Defined:
globally in fpml-msg-5-5.xsd; see XML source
Includes:
definitions of 2 elements
Used:
Content:
simple, 1 attribute
Defined:
Includes:
definition of 1 attribute
Used:
never
A type that describes what the requester would like to see done to implement the withdrawal, e.g.
Content:
simple, 1 attribute
Defined:
Includes:
definition of 1 attribute
Used:
A type defining the content model for a message allowing one party to query the status of one event (trade or post-trade event) previously sent to another party.
Content:
complex, 3 attributes, 10 elements
Defined:
globally in fpml-msg-5-5.xsd; see XML source
Includes:
definitions of 2 elements
Used:
Content:
complex, 3 attributes, 25 elements
Defined:
Includes:
definitions of 3 elements
Used:
A type defining the basic content of a message that requests the receiver to perform some business operation determined by the message type and its content.
Content:
complex, 3 attributes, 2 elements
Abstract:
(cannot be assigned directly to elements used in instance XML documents)
Defined:
globally in fpml-msg-5-5.xsd; see XML source
Includes:
definition of 1 element
Used:
A type refining the generic message header content to make it specific to request messages.
Content:
complex, 9 elements
Defined:
globally in fpml-msg-5-5.xsd; see XML source
Used:
A message to request that a message be retransmitted.
Content:
complex, 3 attributes, 10 elements
Defined:
globally in fpml-msg-5-5.xsd; see XML source
Used:
A date with a required identifier which can be referenced elsewhere.
Content:
simple, 1 attribute
Defined:
Includes:
definition of 1 attribute
Used:
never
A type defining the reset frequency.
Content:
complex, 1 attribute, 3 elements
Defined:
Includes:
definition of 1 element
Used:
never
Describes the resource that contains the media representation of a business event (i.e used for stating the Publicly Available Information).
Content:
complex, 12 elements
Defined:
Includes:
definitions of 12 elements
Used:
The data type used for resource identifiers.
Content:
simple, 1 attribute
Defined:
Includes:
definition of 1 attribute
Used:
The type that indicates the length of the resource.
Content:
complex, 2 elements
Defined:
Includes:
definitions of 2 elements
Used:
The data type used for describing the type or purpose of a resource, e.g.
Content:
simple, 1 attribute
Defined:
Includes:
definition of 1 attribute
Used:
A type refining the generic message content model to make it specific to response messages.
Content:
complex, 3 attributes, 6 elements
Abstract:
(cannot be assigned directly to elements used in instance XML documents)
Defined:
globally in fpml-msg-5-5.xsd; see XML source
Includes:
definition of 1 element
Used:
A type refining the generic message header to make it specific to response messages.
Content:
complex, 10 elements
Defined:
globally in fpml-msg-5-5.xsd; see XML source
Includes:
definition of 1 element
Used:
Content:
complex, 4 elements
Defined:
Includes:
definitions of 4 elements
Used:
Content:
simple, 1 attribute
Defined:
Includes:
definition of 1 attribute
Used:
A reference to the return swap notional amount.
Content:
empty, 1 attribute
Defined:
Includes:
definition of 1 attribute
Used:
never
A type defining a rounding direction and precision to be used in the rounding of a rate.
Content:
complex, 2 elements
Defined:
Includes:
definitions of 2 elements
Used:
never
A type that provides three alternative ways of identifying a party involved in the routing of a payment.
Content:
complex, 3 elements
Defined:
Used:
A type that models name, address and supplementary textual information for the purposes of identifying a party involved in the routing of a payment.
Content:
complex, 4 elements
Defined:
Used:
Content:
simple, 1 attribute
Defined:
Includes:
definition of 1 attribute
Used:
A type that provides for identifying a party involved in the routing of a payment by means of one or more standard identification codes.
Content:
complex, 1 element
Defined:
Includes:
definition of 1 element
Used:
A type that provides a combination of payment system identification codes with physical postal address details, for the purposes of identifying a party involved in the routing of a payment.
Content:
complex, 5 elements
Defined:
Includes:
definition of 1 element
Used:
A type defining a schedule of rates or amounts in terms of an initial value and then a series of step date and value pairs.
Content:
complex, 1 attribute, 2 elements
Defined:
Includes:
definitions of 1 attribute, 2 elements
Used:
Reference to a schedule of rates or amounts.
Content:
empty, 1 attribute
Defined:
Includes:
definition of 1 attribute
Used:
A type defining the content model for a human-readable notification to the users of a service.
Content:
complex, 4 elements
Defined:
globally in fpml-msg-5-5.xsd; see XML source
Includes:
definitions of 4 elements
Used:
A type that can be used to describe the category of an advisory message, e.g..
Content:
simple, 1 attribute
Defined:
globally in fpml-msg-5-5.xsd; see XML source
Includes:
definition of 1 attribute
Used:
A type defining the content model for a message that allows a service to send a notification message to a user of the service.
Content:
complex, 3 attributes, 10 elements
Defined:
globally in fpml-msg-5-5.xsd; see XML source
Includes:
definitions of 4 elements
Used:
A type that can be used to describe the processing phase of a service.
Content:
simple, 1 attribute
Defined:
globally in fpml-msg-5-5.xsd; see XML source
Includes:
definition of 1 attribute
Used:
A type that can be used to describe a stage or step in processing provided by a service, for example processing completed.
Content:
simple, 1 attribute
Defined:
globally in fpml-msg-5-5.xsd; see XML source
Includes:
definition of 1 attribute
Used:
A type defining the content model for report on the status of the processing by a service.
Content:
complex, 3 elements
Defined:
globally in fpml-msg-5-5.xsd; see XML source
Includes:
definitions of 3 elements
Used:
A type that can be used to describe what stage of processing a service is in.
Content:
simple, 1 attribute
Defined:
globally in fpml-msg-5-5.xsd; see XML source
Includes:
definition of 1 attribute
Used:
A type that can be used to describe the availability or other state of a service, e.g.
Content:
simple, 1 attribute
Defined:
globally in fpml-msg-5-5.xsd; see XML source
Includes:
definition of 1 attribute
Used:
Content:
complex, 3 attributes, 9 elements
Defined:
Includes:
definition of 1 element
Used:
Content:
complex, 2 elements
Defined:
globally in fpml-cd-5-5.xsd; see XML source
Includes:
definitions of 2 elements
Used:
A type that represents the choice of methods for settling a potential currency payment resulting from a trade: by means of a standard settlement instruction, by netting it out with other payments, or with an explicit settlement instruction.
Content:
complex, 2 elements
Defined:
Includes:
definitions of 2 elements
Used:
A type that models a complete instruction for settling a currency payment, including the settlement method to be used, the correspondent bank, any intermediary banks and the ultimate beneficary.
Content:
complex, 7 elements
Defined:
Includes:
definitions of 7 elements
Used:
Content:
simple, 1 attribute
Defined:
Includes:
definition of 1 attribute
Used:
Coding scheme that specifies the settlement price default election.
Content:
simple, 1 attribute
Defined:
Includes:
definition of 1 attribute
Used:
never
The source from which the settlement price is to be obtained, e.g. a Reuters page, Prezzo di Riferimento, etc.
Content:
simple, 1 attribute
Defined:
Includes:
definition of 1 attribute
Used:
never
A type defining the settlement rate options through a scheme reflecting the terms of the Annex A to the 1998 FX and Currency Option Definitions.
Content:
simple, 1 attribute
Defined:
globally in fpml-ird-5-5.xsd; see XML source
Includes:
definition of 1 attribute
Used:
A type describing the method for obtaining a settlement rate.
Content:
complex, 2 elements
Defined:
Includes:
definitions of 2 elements
Used:
Content:
complex, 1 attribute, 1 element
Defined:
Includes:
definitions of 1 attribute, 1 element
Used:
Reference to a settlement terms derived construct (cashSettlementTerms or physicalSettlementTerms).
Content:
empty, 1 attribute
Defined:
globally in fpml-cd-5-5.xsd; see XML source
Includes:
definition of 1 attribute
Used:
TBA
Content:
complex, 1 attribute, 4 elements
Defined:
Includes:
definitions of 4 elements
Used:
never
Content:
complex, 1 attribute, 10 elements
Defined:
Includes:
definitions of 2 elements
Used:
Content:
complex, 1 attribute, 9 elements
Defined:
Includes:
definitions of 3 elements
Used:
Content:
complex, 1 attribute, 9 elements
Defined:
Includes:
definitions of 3 elements
Used:
A complex type to specified payments in a simpler fashion than the Payment type.
Content:
complex, 1 attribute, 6 elements
Defined:
Includes:
definitions of 2 elements
Used:
A type describing the buyer and seller of an option.
Content:
complex, 4 elements
Defined:
globally in fpml-ird-5-5.xsd; see XML source
Used:
Content:
complex, 1 attribute, 3 elements
Defined:
globally in fpml-cd-5-5.xsd; see XML source
Includes:
definitions of 3 elements
Used:
A type describing a single underlyer
Content:
complex, 6 elements
Defined:
Includes:
definitions of 6 elements
Used:
Content:
complex, 1 element
Defined:
globally in fpml-cd-5-5.xsd; see XML source
Includes:
definition of 1 element
Used:
Content:
complex, 1 element
Defined:
Includes:
definition of 1 element
Used:
Content:
complex, 2 elements
Defined:
globally in fpml-cd-5-5.xsd; see XML source
Includes:
definitions of 2 elements
Used:
A type that supports the division of a gross settlement amount into a number of split settlements, each requiring its own settlement instruction.
Content:
complex, 3 elements
Defined:
Includes:
definitions of 3 elements
Used:
Adds an optional spread type element to the Schedule to identify a long or short spread value.
Content:
complex, 1 attribute, 3 elements
Defined:
Includes:
definition of 1 element
Used:
Provides a reference to a spread schedule.
Content:
empty, 1 attribute
Defined:
Includes:
definition of 1 attribute
Used:
Defines a Spread Type Scheme to identify a long or short spread value.
Content:
simple, 1 attribute
Defined:
Includes:
definition of 1 attribute
Used:
A type defining a step date and step value pair.
Content:
complex, 1 attribute, 2 elements
Defined:
Includes:
definition of 1 element
Used:
A type defining a step date and step value pair.
Content:
complex, 1 attribute, 1 element
Abstract:
(cannot be assigned directly to elements used in instance XML documents)
Defined:
Includes:
definitions of 1 attribute, 1 element
Used:
A type defining a group of products making up a single trade.
Content:
complex, 1 attribute, 6 elements
Defined:
globally in fpml-doc-5-5.xsd; see XML source
Includes:
definitions of 3 elements
Used:
Associates trade identifiers with components of a strategy.
Content:
complex, 2 elements
Defined:
globally in fpml-doc-5-5.xsd; see XML source
Includes:
definitions of 2 elements
Used:
A type that describes the set of street and building number information that identifies a postal address within a city.
Content:
complex, 1 element
Defined:
Includes:
definition of 1 element
Used:
A type describing a single cap or floor rate.
Content:
complex, 1 attribute, 3 elements
Defined:
Includes:
definitions of 1 attribute, 3 elements
Used:
A type defining how a stub calculation period amount is calculated and the start and end date of the stub.
Content:
complex, 3 elements
Defined:
Includes:
definitions of 2 elements
Used:
never
A type defining how the initial or final stub calculation period amounts is calculated.
Content:
complex, 1 element
Defined:
globally in fpml-ird-5-5.xsd; see XML source
Includes:
definition of 1 element
Used:
A type defining how a stub calculation period amount is calculated.
Content:
complex, 1 element
Defined:
Includes:
definition of 1 element
Used:
Provides information about a regulator or other supervisory body that an organization is registered with.
Content:
complex, 2 elements
Defined:
globally in fpml-doc-5-5.xsd; see XML source
Used:
An identifier of an organization that supervises or regulates trading activity, e.g.
Content:
simple, 1 attribute
Defined:
globally in fpml-doc-5-5.xsd; see XML source
Includes:
definition of 1 attribute
Used:
Content:
complex, 6 elements
Defined:
Includes:
definitions of 6 elements
Used:
Content:
complex, 3 attributes, 11 elements
Defined:
Includes:
definition of 1 element
Used:
Content:
complex, 3 attributes, 10 elements
Defined:
Includes:
definitions of 2 elements
Used:
A type defining swap streams and additional payments between the principal parties involved in the swap.
Content:
complex, 1 attribute, 4 elements
Defined:
globally in fpml-ird-5-5.xsd; see XML source
Includes:
definition of 1 element
Used:
Content:
complex, 1 element
Defined:
globally in fpml-ird-5-5.xsd; see XML source
Includes:
definition of 1 element
Used:
never
A type that represents a telephonic contact.
Content:
complex, 2 elements
Defined:
Includes:
definitions of 2 elements
Used:
A type that describes why a trade terminated.
Content:
simple, 1 attribute
Defined:
Includes:
definition of 1 attribute
Used:
The type or meaning of a timestamp.
Content:
simple, 1 attribute
Defined:
globally in fpml-doc-5-5.xsd; see XML source
Includes:
definition of 1 attribute
Used:
A geophraphic location for the purposes of defining a prevailing time according to the tz database.
Content:
simple, 1 attribute
Defined:
Includes:
definition of 1 attribute
Used:
A type defining an FpML trade.
Content:
complex, 1 attribute, 13 elements
Defined:
globally in fpml-doc-5-5.xsd; see XML source
Includes:
definitions of 1 attribute, 11 elements
Used:
at 17 locations
Content:
complex, 4 elements
Defined:
Includes:
definitions of 4 elements
Used:
A structure describing a negotiated amendment.
Content:
complex, 6 elements
Defined:
Includes:
definition of 1 element
Used:
A scheme used to categorize positions.
Content:
simple, 1 attribute
Defined:
globally in fpml-doc-5-5.xsd; see XML source
Includes:
definition of 1 attribute
Used:
A structure describing a trade change.
Content:
complex, 7 elements
Defined:
Includes:
definitions of 2 elements
Used:
A structure describing a non-negotiated trade resulting from a market event.
Content:
complex, 6 elements
Defined:
Includes:
definitions of 6 elements
Used:
never
A type used to record the details of a difference between two business objects/
Content:
complex, 10 elements
Defined:
globally in fpml-doc-5-5.xsd; see XML source
Includes:
definitions of 10 elements
Used:
A type defining trade related information which is not product specific.
Content:
complex, 4 elements
Defined:
globally in fpml-doc-5-5.xsd; see XML source
Includes:
definitions of 4 elements
Used:
A trade reference identifier allocated by a party.
Content:
simple, 2 attributes
Defined:
globally in fpml-doc-5-5.xsd; see XML source
Includes:
definitions of 2 attributes
Used:
A type defining a trade identifier issued by the indicated party.
Content:
complex, 1 attribute, 6 elements
Defined:
globally in fpml-doc-5-5.xsd; see XML source
Includes:
definitions of 1 attribute, 4 elements
Used:
at 12 locations
A structure describing a trade maturing.
Content:
complex, 2 elements
Defined:
Includes:
definitions of 2 elements
Used:
A structure describing a change to the trade notional.
Content:
complex, 13 elements
Defined:
Includes:
definitions of 6 elements
Used:
A structure describing a novation.
Content:
complex, 33 elements
Defined:
Includes:
definition of 1 element
Used:
Allows timing information about when a trade was processed and reported to be recorded.
Content:
complex, 16 elements
Defined:
globally in fpml-doc-5-5.xsd; see XML source
Includes:
definitions of 16 elements
Used:
Content:
simple, 1 attribute
Defined:
globally in fpml-doc-5-5.xsd; see XML source
Includes:
definition of 1 attribute
Used:
Defines a type that allows trade identifiers and/or trade information to be represented for a trade.
Content:
complex, 6 elements
Defined:
Includes:
definitions of 6 elements
Used:
A generic trade timestamp
Content:
complex, 2 elements
Defined:
globally in fpml-doc-5-5.xsd; see XML source
Includes:
definitions of 2 elements
Used:
This type represents a CDS Tranche.
Content:
complex, 3 elements
Defined:
globally in fpml-cd-5-5.xsd; see XML source
Includes:
definitions of 3 elements
Used:
A characteristic of a transaction used in declaring an end-user exception.
Content:
simple, 1 attribute
Defined:
globally in fpml-doc-5-5.xsd; see XML source
Includes:
definition of 1 attribute
Used:
A type describing the whole set of possible underlyers: single underlyers or multiple underlyers, each of these having either security or index components.
Content:
complex, 2 elements
Defined:
Includes:
definitions of 2 elements
Used:
never
A type describing interest payments associated with and underlyer, such as financing
Content:
complex, 1 attribute, 9 elements
Defined:
Includes:
definitions of 2 elements
Used:
Defines stock loan information where this is required per underlyer.
Content:
complex, 4 elements
Defined:
Used:
Abstract base class for all underlying assets.
Content:
complex, 1 attribute, 6 elements
Abstract:
(cannot be assigned directly to elements used in instance XML documents)
Defined:
Includes:
definitions of 4 elements
Used:
at 11 locations
Content:
simple, 1 attribute
Defined:
Includes:
definition of 1 attribute
Used:
A type used to record information about a unit, subdivision, desk, or other similar business entity.
Content:
simple, 1 attribute
Defined:
Includes:
definition of 1 attribute
Used:
A type holding a structure that is unvalidated
Content:
complex, elem. wildcard
Defined:
globally in fpml-msg-5-5.xsd; see XML source
Includes:
definition of elem. wildcard
Used:
A reference identifying a rule within a validation scheme.
Content:
simple, 1 attribute
Defined:
globally in fpml-doc-5-5.xsd; see XML source
Includes:
definition of 1 attribute
Used:
Content:
complex, 2 elements
Defined:
globally in fpml-cd-5-5.xsd; see XML source
Includes:
definitions of 2 elements
Used:
Specifies how long to wait to get a quote from a settlement rate option upon a price source disruption.
Content:
complex, 1 element
Defined:
globally in fpml-ird-5-5.xsd; see XML source
Includes:
definition of 1 element
Used:
Content:
complex, 2 elements
Defined:
Includes:
definitions of 2 elements
Used:
A type used to represent the type of mechanism that can be used to verify a trade.
Content:
simple, 1 attribute
Defined:
globally in fpml-doc-5-5.xsd; see XML source
Includes:
definition of 1 attribute
Used:
The verification status of the position as reported by the sender (Verified, Disputed).
Content:
simple, 1 attribute
Defined:
globally in fpml-msg-5-5.xsd; see XML source
Includes:
definition of 1 attribute
Used:
Content:
complex, 3 attributes, 11 elements
Defined:
globally in fpml-msg-5-5.xsd; see XML source
Includes:
definitions of 3 elements
Used:
Contract Id with Version Support
Content:
complex, 3 elements
Defined:
globally in fpml-doc-5-5.xsd; see XML source
Includes:
definition of 1 element
Used:
Trade Id with Version Support
Content:
complex, 3 elements
Defined:
globally in fpml-doc-5-5.xsd; see XML source
Includes:
definition of 1 element
Used:
An XPath reference to an FpML document, with optional version applicability ranges.
Content:
simple, 2 attributes
Defined:
Includes:
definitions of 2 attributes
Used:
A structure describing the removal of a trade from a service, such as a reporting service.
Content:
complex, 4 elements
Defined:
Includes:
definitions of 4 elements
Used:
A type that describes why a trade was withdrawn.
Content:
simple, 1 attribute
Defined:
Includes:
definition of 1 attribute
Used:
A type defining the parameters required for each of the ISDA defined yield curve methods for cash settlement.
Content:
complex, 2 elements
Defined:
globally in fpml-ird-5-5.xsd; see XML source
Includes:
definitions of 2 elements
Used:
Simple Type Summary
The type of averaging used in an Asian option.
Defined:
globally in fpml-enum-5-5.xsd; see XML source
Used:
never
The method of calculation to be used when averaging rates.
Defined:
globally in fpml-enum-5-5.xsd; see XML source
Used:
never
When breakage cost is applicable, defines who is calculating it.
Defined:
globally in fpml-enum-5-5.xsd; see XML source
Used:
never
Defines which type of bullion is applicable for a Bullion Transaction.
Defined:
globally in fpml-enum-5-5.xsd; see XML source
Used:
never
The convention for adjusting any relevant date if it would otherwise fall on a day that is not a valid business day.
Defined:
globally in fpml-enum-5-5.xsd; see XML source
Used:
The purpose of this element is to disambiguate whether the buyer of the product effectively buys protection or whether he buys risk (and, hence, sells protection) in the case, such as high yields instruments, where no firm standard appears to exist at the execution level.
Defined:
globally in fpml-enum-5-5.xsd; see XML source
Used:
The specification of how a calculation agent will be determined.
Defined:
globally in fpml-enum-5-5.xsd; see XML source
Used:
Describes the date source calendar for a contract whereby the prices are from the underlying commodity price source (e.g. exchange traded futures contract), but the dates are based off another calendar (e.g. the listed option on the futures contract).
Defined:
globally in fpml-enum-5-5.xsd; see XML source
Used:
never
Shows how the transaction is to be settled when it is exercised.
Defined:
globally in fpml-enum-5-5.xsd; see XML source
Used:
Denotes the method of collateral value allocation
Defined:
globally in fpml-enum-5-5.xsd; see XML source
Used:
The unit in which a commission is denominated.
Defined:
globally in fpml-enum-5-5.xsd; see XML source
Used:
The consequences of Bullion Settlement Disruption Events.
Defined:
globally in fpml-enum-5-5.xsd; see XML source
Used:
never
A day type classification used in counting the number of days between two dates for a commodity transaction.
Defined:
globally in fpml-enum-5-5.xsd; see XML source
Used:
never
The Commodity specification of whether payments occur relative e.g. to the Trade Date, or the end of the month, etc.
Defined:
globally in fpml-enum-5-5.xsd; see XML source
Used:
never
The compounding calculation method
Defined:
globally in fpml-enum-5-5.xsd; see XML source
Used:
A type defining a number specified as a decimal between -1 and 1 inclusive.
Defined:
Used:
never
The type of credit approval request.
Defined:
globally in fpml-enum-5-5.xsd; see XML source
Used:
A day of the seven-day week.
Defined:
globally in fpml-enum-5-5.xsd; see XML source
Used:
A day type classification used in counting the number of days between two dates.
Defined:
globally in fpml-enum-5-5.xsd; see XML source
Used:
Defined:
globally in fpml-enum-5-5.xsd; see XML source
Used:
never
In respect of a Transaction and a Commodity Reference Price, the relevant date or month for delivery of the underlying Commodity.
Defined:
globally in fpml-enum-5-5.xsd; see XML source
Used:
Defined:
globally in fpml-enum-5-5.xsd; see XML source
Used:
never
The ISDA defined value indicating the severity of a difference.
Defined:
globally in fpml-enum-5-5.xsd; see XML source
Used:
The ISDA defined value indicating the nature of a difference.
Defined:
globally in fpml-enum-5-5.xsd; see XML source
Used:
The method of calculating discounted payment amounts
Defined:
globally in fpml-enum-5-5.xsd; see XML source
Used:
never
The specification of how disruption fallbacks will be represented.
Defined:
globally in fpml-enum-5-5.xsd; see XML source
Used:
never
Refers to one on the 3 Amounts
Defined:
globally in fpml-enum-5-5.xsd; see XML source
Used:
never
Defines how the composition of dividends is to be determined.
Defined:
globally in fpml-enum-5-5.xsd; see XML source
Used:
never
The reference to a dividend date.
Defined:
globally in fpml-enum-5-5.xsd; see XML source
Used:
never
The date on which the receiver of the equity return is entitled to the dividend.
Defined:
globally in fpml-enum-5-5.xsd; see XML source
Used:
never
Defines the First Period or the Second Period, as specified in the 2002 ISDA Equity Derivatives Definitions.
Defined:
globally in fpml-enum-5-5.xsd; see XML source
Used:
never
A type which permits the Dual Currency strike quote basis to be expressed in terms of the deposit and alternate currencies.
Defined:
globally in fpml-enum-5-5.xsd; see XML source
Used:
never
Symbolic specification of early termination date.
Defined:
globally in fpml-enum-5-5.xsd; see XML source
Used:
never
The type of electricity product.
Defined:
globally in fpml-enum-5-5.xsd; see XML source
Used:
never
Upon the occurrence of an Abandonment of Scheme, as defined in clause (h)(iv) of the Emissions Annex, one of the following elections, the specific terms of which are set forth in clause (b)(iii) of the Emissions Annex, will govern the parties’ rights and obligations with respect to this Emissions Transaction.
Defined:
globally in fpml-enum-5-5.xsd; see XML source
Used:
never
Emissions Product (e.g. allowance or CER).
Defined:
globally in fpml-enum-5-5.xsd; see XML source
Used:
never
Specifies an additional Forward type.
Defined:
globally in fpml-enum-5-5.xsd; see XML source
Used:
never
The specification of how an OTC option will be exercised.
Defined:
globally in fpml-enum-5-5.xsd; see XML source
Used:
never
Defines the fee type.
Defined:
globally in fpml-enum-5-5.xsd; see XML source
Used:
never
The method by which the Flat Rate is calculated for a commodity freight transaction.
Defined:
globally in fpml-enum-5-5.xsd; see XML source
Used:
never
The FpML product tag
Defined:
Used:
Defined:
Used:
Specifies the fallback provisions in respect to the applicable Futures Price Valuation.
Defined:
globally in fpml-enum-5-5.xsd; see XML source
Used:
never
The method of FRA discounting, if any, that will apply.
Defined:
globally in fpml-enum-5-5.xsd; see XML source
Used:
never
The schedule frequency type
Defined:
globally in fpml-enum-5-5.xsd; see XML source
Used:
never
The specification of whether a barrier within an FX OTC option is a knockin or knockout, as well as whether it is a standard barrier or a reverse barrier.
Defined:
globally in fpml-enum-5-5.xsd; see XML source
Used:
never
The specification of a time period containing values such as Today, Tomorrow etc.
Defined:
globally in fpml-enum-5-5.xsd; see XML source
Used:
never
The type of gas product.
Defined:
globally in fpml-enum-5-5.xsd; see XML source
Used:
never
A type defining 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.
Defined:
Used:
The type of independent amount convention.
Defined:
globally in fpml-enum-5-5.xsd; see XML source
Used:
never
The specification of the consequences of Index Events.
Defined:
globally in fpml-enum-5-5.xsd; see XML source
Used:
never
Defined:
Used:
>Defines whether agent bank is making an interest payment based on the lender pro-rata share at the end of the period or based on the lender position throughout the period.
Defined:
globally in fpml-enum-5-5.xsd; see XML source
Used:
never
The type of calculation.
Defined:
globally in fpml-enum-5-5.xsd; see XML source
Used:
never
The type of method.
Defined:
globally in fpml-enum-5-5.xsd; see XML source
Used:
never
The specification of the interest shortfall cap, applicable to mortgage derivatives.
Defined:
globally in fpml-enum-5-5.xsd; see XML source
Used:
Defines applicable periods for interpolation.
Defined:
globally in fpml-enum-5-5.xsd; see XML source
Used:
never
Used for indicating the length unit in the Resource type.
Defined:
globally in fpml-enum-5-5.xsd; see XML source
Used:
The type of credit approval request.
Defined:
globally in fpml-enum-5-5.xsd; see XML source
Used:
LoadType is a summary of the full description of the settlement periods with respect to the region.
Defined:
globally in fpml-enum-5-5.xsd; see XML source
Used:
never
The specification of how market disruption events will be represented.
Defined:
globally in fpml-enum-5-5.xsd; see XML source
Used:
never
The type of mark to market convention.
Defined:
globally in fpml-enum-5-5.xsd; see XML source
Used:
never
Describes how and when title to the commodity transfers.
Defined:
globally in fpml-enum-5-5.xsd; see XML source
Used:
never
Defines how adjustments will be made to the contract should one or more of the extraordinary events occur.
Defined:
globally in fpml-enum-5-5.xsd; see XML source
Used:
never
Defines the consequences of nationalisation, insolvency and delisting events relating to the underlying.
Defined:
globally in fpml-enum-5-5.xsd; see XML source
Used:
never
Defines treatment of non-cash dividends.
Defined:
globally in fpml-enum-5-5.xsd; see XML source
Used:
never
A type defining a number specified as non negative decimal greater than 0 inclusive.
Defined:
Used:
The conditions that govern the adjustment to the number of units of the equity swap.
Defined:
globally in fpml-enum-5-5.xsd; see XML source
Used:
never
Used in both the obligations and deliverable obligations of the credit default swap to represent a class or type of securities which apply.
Defined:
globally in fpml-enum-5-5.xsd; see XML source
Used:
Specifies the type of the option.
Defined:
globally in fpml-enum-5-5.xsd; see XML source
Used:
never
Status of order.
Defined:
globally in fpml-enum-5-5.xsd; see XML source
Used:
The specification of an interest rate stream payer or receiver party.
Defined:
globally in fpml-enum-5-5.xsd; see XML source
Used:
The specification of how an FX OTC option with a trigger payout will be paid if the trigger condition is met.
Defined:
globally in fpml-enum-5-5.xsd; see XML source
Used:
never
The specification of whether payments occur relative to the calculation period start or end date, or the reset date.
Defined:
globally in fpml-enum-5-5.xsd; see XML source
Used:
The specification of a time period
Defined:
globally in fpml-enum-5-5.xsd; see XML source
Used:
The specification of a time period containing additional values such as Term.
Defined:
globally in fpml-enum-5-5.xsd; see XML source
Used:
The specification of a time period containing additional values such as Term.
Defined:
globally in fpml-enum-5-5.xsd; see XML source
Used:
A type used to report how a position originated.
Defined:
globally in fpml-enum-5-5.xsd; see XML source
Used:
never
The type of averaging used in an Asian option.
Defined:
globally in fpml-enum-5-5.xsd; see XML source
Used:
never
Specifies whether a position is long (the transactor owns the securities) or short (the transactor has borrowed the securities).
Defined:
globally in fpml-enum-5-5.xsd; see XML source
Used:
never
A type defining a number specified as positive decimal greater than 0 exclusive.
Defined:
Used:
The specification of how the premium for an FX OTC option is quoted.
Defined:
globally in fpml-enum-5-5.xsd; see XML source
Used:
never
Premium Type for Forward Start Equity Option
Defined:
globally in fpml-enum-5-5.xsd; see XML source
Used:
The mode of expression of a price.
Defined:
globally in fpml-enum-5-5.xsd; see XML source
Used:
The FpML product tag
Defined:
Used:
Specifies whether the option is a call or a put.
Defined:
globally in fpml-enum-5-5.xsd; see XML source
Used:
A type representing a value corresponding to an identifier for a parameter describing a query portfolio.
Defined:
globally in fpml-doc-5-5.xsd; see XML source
Used:
never
The specification of the type of quotation rate to be obtained from each cash settlement reference bank.
Defined:
globally in fpml-enum-5-5.xsd; see XML source
Used:
The side from which perspective a value is quoted.
Defined:
globally in fpml-enum-5-5.xsd; see XML source
Used:
Indicates the actual quotation style of of PointsUpFront or TradedSpread that was used to quote this trade.
Defined:
globally in fpml-enum-5-5.xsd; see XML source
Used:
How an exchange rate is quoted.
Defined:
globally in fpml-enum-5-5.xsd; see XML source
Used:
The contract specifies whether which price must satisfy the boundary condition.
Defined:
globally in fpml-enum-5-5.xsd; see XML source
Used:
never
The specification of whether resets occur relative to the first or last day of a calculation period.
Defined:
globally in fpml-enum-5-5.xsd; see XML source
Used:
never
A type defining a percentage specified as decimal from 0 to 1.
Defined:
Used:
The type of return associated with the equity swap.
Defined:
globally in fpml-enum-5-5.xsd; see XML source
Used:
never
The convention for determining the sequence of calculation period end dates.
Defined:
globally in fpml-enum-5-5.xsd; see XML source
Used:
The method of rounding a fractional number.
Defined:
globally in fpml-enum-5-5.xsd; see XML source
Used:
The base class for all types which define coding schemes.
Defined:
Used:
at 142 locations
The type of credit approval request.
Defined:
globally in fpml-enum-5-5.xsd; see XML source
Used:
Defines the Settlement Period Duration for an Electricity Transaction.
Defined:
globally in fpml-enum-5-5.xsd; see XML source
Used:
never
Shows how the transaction is to be settled when it is exercised.
Defined:
globally in fpml-enum-5-5.xsd; see XML source
Used:
Defines the consequences of extraordinary events relating to the underlying.
Defined:
globally in fpml-enum-5-5.xsd; see XML source
Used:
never
The Specified Price in respect of a Transaction and a Commodity Reference Price.
Defined:
globally in fpml-enum-5-5.xsd; see XML source
Used:
The code specification of whether a trade is settling using standard settlement instructions as well as whether it is a candidate for settlement netting.
Defined:
globally in fpml-enum-5-5.xsd; see XML source
Used:
The specification of whether a percentage rate change, used to calculate a change in notional outstanding, is expressed as a percentage of the initial notional amount or the previously outstanding notional amount.
Defined:
globally in fpml-enum-5-5.xsd; see XML source
Used:
never
The specification of how an FX OTC option strike price is quoted.
Defined:
globally in fpml-enum-5-5.xsd; see XML source
Used:
never
Element to define how to deal with a none standard calculation period within a swap stream.
Defined:
globally in fpml-enum-5-5.xsd; see XML source
Used:
never
Specifies the type of the swaption.
Defined:
globally in fpml-enum-5-5.xsd; see XML source
Used:
never
The type of telephone number used to reach a contact.
Defined:
globally in fpml-enum-5-5.xsd; see XML source
Used:
A type defining a tenor specified in nP format, where n is the number and P is the period.
Defined:
Used:
The type of threshold.
Defined:
globally in fpml-enum-5-5.xsd; see XML source
Used:
never
Defines points in the day when equity option exercise and valuation can occur.
Defined:
globally in fpml-enum-5-5.xsd; see XML source
Used:
never
A type defining a token of length between 1 and 60 characters inclusive.
Defined:
Used:
The specification of, for American-style digitals, whether the trigger level must be touched or not touched.
Defined:
globally in fpml-enum-5-5.xsd; see XML source
Used:
never
The specification of whether a payout will occur on an option depending upon whether the spot rate is above or below the trigger rate.
Defined:
globally in fpml-enum-5-5.xsd; see XML source
Used:
never
The time of day which would be considered for valuing the knock event.
Defined:
globally in fpml-enum-5-5.xsd; see XML source
Used:
never
The specification of whether an option would trigger or expire depending upon whether the spot rate is above or below the barrier rate.
Defined:
globally in fpml-enum-5-5.xsd; see XML source
Used:
never
The ISDA defined methodology for determining the final price of the reference obligation for purposes of cash settlement.
Defined:
globally in fpml-enum-5-5.xsd; see XML source
Used:
Defined:
globally in fpml-enum-5-5.xsd; see XML source
Used:
never
The specification of a weekly roll day.
Defined:
globally in fpml-enum-5-5.xsd; see XML source
Used:
A type defining a year, from 2000-2999.
Defined:
Used:
never
Element Group Summary
Content:
Defined:
globally in fpml-doc-5-5.xsd; see XML source
Includes:
definitions of 2 elements
Used:
never
Content:
Defined:
Includes:
definitions of 2 elements
Used:
A model group defining agreement and effective dates.
Content:
Defined:
Includes:
definitions of 3 elements
Used:
Content:
Defined:
globally in fpml-doc-5-5.xsd; see XML source
Includes:
definitions of 5 elements
Used:
Content:
Defined:
globally in fpml-doc-5-5.xsd; see XML source
Includes:
definitions of 2 elements
Used:
never
A group that specifies a name and an identifier for a given basket.
Content:
Defined:
Includes:
definitions of 3 elements
Used:
A group that specifies Bond Calculation elements.
Content:
Defined:
Includes:
definitions of 2 elements
Used:
A model group which provides choices between all bond underlyers.
Content:
Defined:
Includes:
definitions of 2 elements
Used:
never
Content:
Defined:
Includes:
definition of 1 element
Used:
Content:
Defined:
Includes:
definitions of 4 elements
Used:
Content:
Defined:
globally in fpml-doc-5-5.xsd; see XML source
Includes:
definitions of 2 elements
Used:
Content:
Defined:
Includes:
definitions of 2 elements
Used:
A group used to specify details of a commodity underlyer.
Content:
Defined:
Includes:
definitions of 6 elements
Used:
A group used to specify the commodity underlyer in the event that no ISDA Commofity Reference Price exists.
Content:
Defined:
Includes:
definitions of 6 elements
Used:
A model group holding information about compressions affecting this trade/event.
Content:
Defined:
Includes:
definition of 1 element
Used:
never
A model group defining the elements used for process correlation.
Content:
Defined:
globally in fpml-msg-5-5.xsd; see XML source
Includes:
definition of 1 element
Used:
A model group defining the full messsage correlation mechanism, but with optional sequence.
Content:
3 elements
Defined:
globally in fpml-msg-5-5.xsd; see XML source
Used:
A model group defining the full messsage correlation mechanism.
Content:
3 elements
Defined:
globally in fpml-msg-5-5.xsd; see XML source
Used:
A model group defining the element used for process correlation.
Content:
Defined:
globally in fpml-msg-5-5.xsd; see XML source
Includes:
definition of 1 element
Used:
An item which has credit characteristics that can be modeled, e.g. a firm, index, or region.
Content:
Defined:
Includes:
definitions of 2 elements
Used:
Content:
Defined:
Includes:
definitions of 4 elements
Used:
Choice between a trade and a post-trade event.
Content:
Defined:
Includes:
definitions of 13 elements
Used:
A model group holding valuation information for an event.
Content:
Defined:
Includes:
definition of 1 element
Used:
never
A model group which has exception elements.
Content:
Defined:
globally in fpml-msg-5-5.xsd; see XML source
Includes:
definitions of 2 elements
Used:
Content:
Defined:
Includes:
definitions of 3 elements
Used:
Content:
Defined:
Includes:
definitions of 2 elements
Used:
A group that specifies Bond Content elements.
Content:
Defined:
Includes:
definitions of 6 elements
Used:
Content:
Defined:
globally in fpml-cd-5-5.xsd; see XML source
Includes:
definitions of 2 elements
Used:
Content:
Defined:
Includes:
definitions of 2 elements
Used:
Content:
Defined:
Includes:
definitions of 2 elements
Used:
never
Defines the structure that contains routing and identification information, which allows processing and transfer of the message.
Content:
Defined:
globally in fpml-msg-5-5.xsd; see XML source
Includes:
definitions of 8 elements
Used:
A group including a net and/or a gross amount.
Content:
Defined:
globally in fpml-doc-5-5.xsd; see XML source
Includes:
definitions of 3 elements
Used:
Content:
Defined:
Includes:
definitions of 2 elements
Used:
Content:
Defined:
Includes:
definitions of 6 elements
Used:
Content:
Defined:
Includes:
definitions of 3 elements
Used:
The roles of the parties involved in the novation.
Content:
Defined:
Includes:
definitions of 10 elements
Used:
Documentation and other terms (such as date terms) specific to this novation event.
Content:
Defined:
Includes:
definitions of 6 elements
Used:
Content:
Defined:
Includes:
definitions of 2 elements
Used:
Content:
Defined:
Includes:
definition of 1 element
Used:
Content:
Defined:
Includes:
definitions of 4 elements
Used:
Supporting party and account definitions.
Content:
Defined:
Includes:
definitions of 2 elements
Used:
at 16 locations
Content:
Defined:
Includes:
definitions of 2 elements
Used:
Information about a party for reporting purposes.
Content:
Defined:
Includes:
definitions of 6 elements
Used:
Content:
Defined:
Includes:
definitions of 4 elements
Used:
at 11 locations
A group that covers key elements used in payment reporting messages.
Content:
Defined:
Includes:
definitions of 2 elements
Used:
never
A model group for representing the discounting elements that can be associated with a payment.
Content:
Defined:
Includes:
definitions of 2 elements
Used:
never
Content:
Defined:
Includes:
definitions of 2 elements
Used:
never
Defines a model group that allows a constituent of a portfolio to be included in a request retransmission message.
Content:
Defined:
globally in fpml-msg-5-5.xsd; see XML source
Includes:
definition of 1 element
Used:
Defines a model group that allows a portfolio reference request structure to be included in a message.
Content:
Defined:
globally in fpml-msg-5-5.xsd; see XML source
Includes:
definition of 1 element
Used:
never
Defines a model group that allows a portfolio to be identified in a response message.
Content:
Defined:
globally in fpml-msg-5-5.xsd; see XML source
Includes:
definition of 1 element
Used:
never
Defines a model group that allows either details of a portoflio constituent or report constituent to be provided.
Content:
2 elements
Defined:
globally in fpml-msg-5-5.xsd; see XML source
Used:
A model group for representing the option premium when expressed in a way other than an amount.
Content:
Defined:
Includes:
definitions of 3 elements
Used:
never
Content:
Defined:
Includes:
definitions of 3 elements
Used:
A structure that describes a potential match for a trade or event, together with descriptors of that match (quality, etc.).
Content:
Defined:
Includes:
definitions of 3 elements
Used:
Some kind of numerical measure about an asset, eg. its price or NPV, together with characteristics of that measure.
Content:
Defined:
Includes:
definition of 1 element
Used:
A group collecting a set of characteristics that can be used to describe a quotation.
Content:
Defined:
Includes:
definitions of 12 elements
Used:
A group describing where a quote was or will be obtained, e.g. observed or calculated.
Content:
Defined:
Includes:
definitions of 2 elements
Used:
Defines a model group that allows a chunck of a report to be included in a request retransmission message.
Content:
Defined:
globally in fpml-msg-5-5.xsd; see XML source
Includes:
definition of 1 element
Used:
Content:
Defined:
Includes:
definitions of 4 elements
Used:
Content:
Defined:
Includes:
definitions of 3 elements
Used:
A model group defining the element used for message sequencing
Content:
Defined:
globally in fpml-msg-5-5.xsd; see XML source
Includes:
definition of 1 element
Used:
Content:
Defined:
Includes:
definitions of 2 elements
Used:
never
Stock Loan Content Model
Content:
Defined:
Includes:
definitions of 4 elements
Used:
Provides information about a regulator or other supervisory body that an organization is registered with.
Content:
Defined:
globally in fpml-doc-5-5.xsd; see XML source
Includes:
definitions of 2 elements
Used:
A model group defining a payment structure.
Content:
Defined:
Includes:
definition of 1 element
Used:
Defines a model group that allows either details of an event or information about a trade to be provided.
Content:
Defined:
Includes:
definitions of 2 elements
Used:
never
Choice between identification and representation of trade execution.
Content:
Defined:
globally in fpml-doc-5-5.xsd; see XML source
Includes:
definitions of 2 elements
Used:
Defines a model group that allows information about a trade to be represented.
Content:
Defined:
Includes:
definition of 1 element
Used:
Defines a model group that allows trade identifiers and/or trade information to be represented.
Content:
Defined:
Includes:
definitions of 6 elements
Used:
never
Content:
Defined:
globally in fpml-doc-5-5.xsd; see XML source
Includes:
definition of 1 element
Used:
Content:
Defined:
Includes:
definitions of 2 elements
Used:
Attribute Group Summary
Set of attributes that define versioning information.
Content:
Defined:
globally in fpml-doc-5-5.xsd; see XML source
Includes:
definitions of 3 attributes
Used:

XML schema documentation generated with DocFlex/XML 1.8.6b2 using DocFlex/XML XSDDoc 2.5.1 template set. All content model diagrams generated by Altova XMLSpy via DocFlex/XML XMLSpy Integration.