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: |
|
|
accountId |
An account identifier.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
accountName |
The name by which the account is known.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
accountReference (defined in AccountReferenceOrPartyReference.model group) |
Reference to the subaccount definition in the Party list.
Type: |
|
Content: |
empty, 1 attribute |
Defined: |
|
|
accountReference (defined in OnBehalfOf complexType) |
Identifies the account(s) related to the party when they can be determined from the party alone, for example in a inter-book trade.
Type: |
|
Content: |
empty, 1 attribute |
Defined: |
|
|
accountReference (defined in PartyAndAccountReferences.model group) |
Reference to an account.
Type: |
|
Content: |
empty, 1 attribute |
Defined: |
|
|
accountType |
The type of account. e.g., Client, House
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
accruedInterest (defined in PendingPayment complexType) |
Accrued interest on the dividend or coupon payment.
Type: |
|
Content: |
complex, 1 attribute, 2 elements |
Defined: |
|
|
accruedInterest (in cashSettlementTerms) |
Indicates whether accrued interest is included (true) or not (false).
Type: |
xsd:boolean |
Content: |
simple |
Defined: |
|
|
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: |
|
|
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: |
|
|
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: |
|
|
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: |
|
|
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: |
|
|
allocatedNotional |
The notional allocation (amount and currency) to this particular client account.
Type: |
|
Content: |
complex, 1 attribute, 2 elements |
Defined: |
|
|
allocation |
Type: |
|
Content: |
complex, 10 elements |
Defined: |
|
|
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: |
|
|
allocationsCompleted |
When allocations for this trade were completely processed.
Type: |
xsd:dateTime |
Content: |
simple |
Defined: |
|
|
allocationsSubmitted |
When allocations for this trade were submitted or received by this party.
Type: |
xsd:dateTime |
Content: |
simple |
Defined: |
|
|
allocationStatus |
Specifies whether the trade is anticipated to be allocated, has been allocated, or will not be allocated.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
allocationsUpdated |
When allocations for this trade were most recently corrected.
Type: |
xsd:dateTime |
Content: |
simple |
Defined: |
|
|
allocationTradeId (defined in PartyTradeIdentifier complexType) |
The trade id of the allocated trade.
Type: |
|
Content: |
complex, 1 attribute, 6 elements |
Defined: |
|
|
allocationTradeId (in allocation) |
Unique ID for the allocation.
Type: |
|
Content: |
complex, 1 attribute, 6 elements |
Defined: |
|
|
amendment |
Type: |
|
Content: |
complex, 6 elements |
Defined: |
|
|
amendmentDate |
A date on which the agreement was amended.
Type: |
xsd:date |
Content: |
simple |
Defined: |
|
|
amendmentEffectiveDate |
The date on which the Amendment becomes effective
Type: |
xsd:date |
Content: |
simple |
Defined: |
|
|
amendmentTradeDate |
The date on which the the parties enter into the Amendment transaction
Type: |
xsd:date |
Content: |
simple |
Defined: |
|
|
americanExercise |
The parameters for defining the exercise period for an American style option together with any rules governing the notional amount of the underlying which can be exercised on any given exercise date and any associated exercise fees.
Type: |
|
Content: |
complex, 1 attribute, 8 elements |
Subst.Gr: |
|
Defined: |
|
Used: |
never |
|
amount (defined in ActualPrice complexType) |
Specifies the net price amount.
Type: |
xsd:decimal |
Content: |
simple |
Defined: |
|
|
amount (defined in CashflowNotional complexType) |
The quantity of notional (in currency or other units).
Type: |
xsd:decimal |
Content: |
simple |
Defined: |
|
|
amount (defined in Money complexType) |
The monetary quantity in currency units.
Type: |
xsd:decimal |
Content: |
simple |
Defined: |
|
|
amount (defined in NonNegativeMoney complexType) |
The non negative monetary quantity in currency units.
Type: |
|
Content: |
simple |
Defined: |
|
|
amount (defined in PendingPayment complexType) |
The amount of the dividend or coupon payment.
Type: |
|
Content: |
complex, 1 attribute, 2 elements |
Defined: |
|
|
amount (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: |
|
|
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: |
|
|
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: |
|
|
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: |
|
|
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: |
|
|
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: |
|
|
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: |
|
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: |
|
|
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: |
|
Defined: |
|
Used: |
never |
|
basketConstituent |
Describes each of the components of the basket.
Type: |
|
Content: |
complex, 1 attribute, 14 elements |
Defined: |
|
|
basketCurrency |
Specifies the currency for this basket.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
basketDivisor |
Specifies the basket divisor amount.
Type: |
xsd:decimal |
Content: |
simple |
Defined: |
|
|
basketId (defined in BasketIdentifier.model group) |
A CDS basket identifier
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
basketId (defined in BasketIdentifier.model group) |
A CDS basket identifier
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
basketName |
The name of the basket expressed as a free format string.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
basketPercentage |
The relative weight of each respective basket constituent, expressed in percentage.
Type: |
|
Content: |
simple |
Defined: |
|
|
basketReferenceInformation |
This element contains all the terms relevant to defining the Credit Default Swap Basket.
Type: |
|
Content: |
complex, 7 elements |
Defined: |
|
|
basketVersion |
Basket version, used to record changes in basket composition or weights
Type: |
xsd:nonNegativeInteger |
Content: |
simple |
Defined: |
|
|
beneficiary (in settlementInstruction) |
The ultimate beneficiary of the funds.
Type: |
|
Content: |
complex, 4 elements |
Defined: |
|
|
beneficiary (in splitSettlement) |
The ultimate beneficiary of the funds.
Type: |
|
Content: |
complex, 3 elements |
Defined: |
|
|
beneficiaryBank (in settlementInstruction) |
The bank that acts for the ultimate beneficiary of the funds in receiving payments.
Type: |
|
Content: |
complex, 4 elements |
Defined: |
|
|
beneficiaryBank (in splitSettlement) |
The bank that acts for the ultimate beneficiary of the funds in receiving payments.
Type: |
|
Content: |
complex, 3 elements |
Defined: |
|
|
beneficiaryPartyReference |
Link to the party acting as beneficiary.
Type: |
|
Content: |
empty, 1 attribute |
Defined: |
|
|
bermudaExercise |
The parameters for defining the exercise period for a Bermuda style option together with any rules governing the notional amount of the underlying which can be exercised on any given exercise date and any associated exercise fees.
Type: |
|
Content: |
complex, 1 attribute, 7 elements |
Subst.Gr: |
|
Defined: |
|
Used: |
never |
|
bermudaExerciseDates |
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: |
|
Defined: |
|
Used: |
|
|
borrower |
Type: |
|
Content: |
complex, 1 attribute, 2 elements |
Defined: |
|
|
borrowerReference |
Type: |
|
Content: |
empty, 1 attribute |
Defined: |
|
|
brokerConfirmation |
Specifies the deails for a broker confirm.
Type: |
|
Content: |
complex, 1 element |
Defined: |
|
|
brokerConfirmationType |
The type of broker confirmation executed between the parties.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
brokerPartyReference |
Identifies that party (or parties) that brokered this trade.
Type: |
|
Content: |
empty, 1 attribute |
Defined: |
|
|
businessCenter (defined in BusinessCenterTime complexType) |
Type: |
|
Content: |
simple, 2 attributes |
Defined: |
|
|
businessCenter (defined in ExerciseNotice complexType) |
Type: |
|
Content: |
simple, 2 attributes |
Defined: |
|
|
businessCenter (defined in QuoteLocation.model group) |
A city or other business center.
Type: |
|
Content: |
simple, 2 attributes |
Defined: |
|
|
businessCenter (in businessCenters) |
Type: |
|
Content: |
simple, 2 attributes |
Defined: |
|
|
businessCenter (in creditEventNotice) |
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: |
|
|
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: |
|
|
businessUnitId |
An identifier used to uniquely identify organization unit
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
businessUnitReference (in person) |
The unit for which the indvidual works.
Type: |
|
Content: |
empty, 1 attribute |
Defined: |
|
|
businessUnitReference (in relatedBusinessUnit) |
The unit that is related to this.
Type: |
|
Content: |
empty, 1 attribute |
Defined: |
|
|
buyer |
The buyer of the option
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
buyerAccountReference |
A reference to the account that buys this instrument.
Type: |
|
Content: |
empty, 1 attribute |
Defined: |
|
|
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: |
|
|
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: |
|
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: |
|
|
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: |
|
|
changeEvent |
Abstract substitutable place holder for specific change details.
Type: |
|
Content: |
complex, 1 element |
Subst.Gr: |
|
Defined: |
|
Used: |
|
|
changeInNotionalAmount |
Specifies the fixed amount by which the Notional Amount changes.
Type: |
|
Content: |
complex, 1 attribute, 2 elements |
Defined: |
|
|
changeInNumberOfOptions |
Specifies the fixed amount by which the Number of Options changes
Type: |
xsd:decimal |
Content: |
simple |
Defined: |
|
|
changeInNumberOfUnits |
Specifies the fixed amount by which the Number of Units changes
Type: |
xsd:decimal |
Content: |
simple |
Defined: |
|
|
characteristicReference |
Type: |
|
Content: |
empty, 1 attribute |
Defined: |
|
|
city |
The city component of a postal address.
Type: |
xsd:string |
Content: |
simple |
Defined: |
|
|
classification |
The party's industry sector classification.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
cleanNetPrice |
The net price excluding accrued interest.
Type: |
xsd:decimal |
Content: |
simple |
Defined: |
|
|
clearanceSystem (defined in CurveInstrument complexType) |
Identification of the clearance system associated with the transaction exchange.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
clearanceSystem (defined in UnderlyingAsset complexType) |
Identification of the clearance system associated with the transaction exchange.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
cleared |
When this trade was cleared.
Type: |
xsd:dateTime |
Content: |
simple |
Defined: |
|
|
clearedDate |
If the trade was cleared (novated) through a central counterparty clearing service, this represents the date the trade was cleared (transferred to the central counterparty).
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
clearedPhysicalSettlement |
Specifies whether the swap resulting from physical settlement of the swaption transaction will clear through a clearing house.
Type: |
xsd:boolean |
Content: |
simple |
Defined: |
|
|
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: |
|
|
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: |
|
|
commission |
This optional component specifies the commission to be charged for executing the hedge transactions.
Type: |
|
Content: |
complex, 5 elements |
Defined: |
|
|
commissionAmount |
The commission amount, expressed in the way indicated by the commissionType element.
Type: |
xsd:decimal |
Content: |
simple |
Defined: |
|
|
commissionDenomination |
The type of units used to express a commission.
Type: |
|
Content: |
simple |
Defined: |
|
|
commissionPerTrade |
The total commission per trade.
Type: |
xsd:decimal |
Content: |
simple |
Defined: |
|
|
commodity |
Identifies the underlying asset when it is a listed commodity.
Type: |
|
Content: |
complex, 1 attribute, 14 elements |
Subst.Gr: |
|
Defined: |
|
Used: |
never |
|
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: |
|
|
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: |
|
|
contactInfo (in person) |
Information on how to contact the individual using various means.
Type: |
|
Content: |
complex, 3 elements |
Defined: |
|
|
continuity |
An obligation and deliverable obligation characteristic.
Type: |
xsd:boolean |
Content: |
simple |
Defined: |
|
|
contractId (defined in ContractIdentifier complexType) |
A contract id which is not version aware.
Type: |
|
Content: |
simple, 2 attributes |
Defined: |
|
|
contractId (in versionedContractId) |
Type: |
|
Content: |
simple, 2 attributes |
Defined: |
|
|
contractMaturityMonth |
The month and year when the future contract expires.
Type: |
xsd:gYearMonth |
Content: |
simple |
Defined: |
|
|
contractReference |
Specifies the contract that can be referenced, besides the undelyer type.
Type: |
xsd:string |
Content: |
simple |
Defined: |
|
|
contractualDefinitions (in documentation defined in Trade complexType) |
The definitions such as those published by ISDA that will define the terms of the trade.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
contractualDefinitions (in novation) |
The definitions (such as those published by ISDA) that will define the terms of the novation transaction.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
contractualMatrix |
A reference to a contractual matrix of elected terms/values (such as those published by ISDA) that shall be deemed to apply to the trade.
Type: |
|
Content: |
complex, 3 elements |
Defined: |
|
|
contractualTermsSupplement (in documentation defined in Trade complexType) |
A contractual supplement (such as those published by ISDA) that will apply to the trade.
Type: |
|
Content: |
complex, 2 elements |
Defined: |
|
|
contractualTermsSupplement (in novation) |
A contractual supplement (such as those published by ISDA) that will apply to the trade.
Type: |
|
Content: |
complex, 2 elements |
Defined: |
|
|
convertibleBond |
Identifies the underlying asset when it is a convertible bond.
Type: |
|
Content: |
complex, 1 attribute, 18 elements |
Subst.Gr: |
|
Defined: |
|
Used: |
|
|
copyTo |
A unique identifier (within the specified coding scheme) giving the details of some party to whom a copy of this message will be sent for reference.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
corporateAction |
Describes a change due to a corporate action
Type: |
|
Content: |
complex, 2 elements |
Subst.Gr: |
|
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: |
|
|
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: |
|
|
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: |
|
|
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: |
|
Defined: |
|
Used: |
never |
|
creditDerivativesNotices |
This element should be specified if one or more of either a Credit Event Notice, Notice of Publicly Available Information, Notice of Physical Settlement or Notice of Intended Physical Settlement, as applicable, has been delivered by or to the Transferor or the Remaining Party.
Type: |
|
Content: |
complex, 3 elements |
Defined: |
|
|
creditDocument |
What arrangements will be made to provide credit?
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
creditEntityReference |
An XML reference a credit entity defined elsewhere in the document.
Type: |
|
Content: |
empty, 1 attribute |
Defined: |
|
|
creditEvent |
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: |
|
|
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: |
|
|
currency (in commission) |
The currency in which an amount is denominated.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
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: |
|
|
curveInstrument |
Defines the underlying asset when it is a curve instrument.
Type: |
|
Content: |
empty, 1 attribute |
Abstract: |
(may not be used directly in instance XML documents) |
Subst.Gr: |
|
Defined: |
|
Used: |
|
|
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: |
|
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: |
|
|
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: |
|
|
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: |
|
|
dateRelativeToPaymentDates |
The payment date references on which settlements in non-deliverable currency are due and will then have to be converted according to the terms specified through the other parts of the nonDeliverableSettlement structure.
Type: |
|
Content: |
complex, 1 element |
Defined: |
|
|
dateTime |
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: |
|
|
dayCountFraction (in deposit) |
The day count basis for the deposit.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
dayCountFraction (in fixedAmountCalculation) |
The day count fraction.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
dayCountFraction (in rateIndex) |
The day count basis for the index.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
dayCountFraction (in simpleFra) |
The day count basis for the FRA.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
dayCountFraction (in simpleIrSwap) |
The day count basis for the swap.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
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: |
|
|
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: |
|
|
deposit |
Identifies a simple underlying asset that is a term deposit.
Type: |
|
Content: |
complex, 1 attribute, 9 elements |
Subst.Gr: |
|
Defined: |
|
Used: |
never |
|
depositoryPartyReference |
Reference to the depository of the settlement.
Type: |
|
Content: |
empty, 1 attribute |
Defined: |
|
|
depositoryReceipt |
A Depository Receipt is a negotiable certificate issued by a trust company or security depository.
Type: |
xsd:boolean |
Content: |
simple |
Defined: |
|
|
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: |
|
|
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: |
|
|
designatedPriority |
Applies to Loan CDS, to indicate what lien level is appropriate for a deliverable obligation.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
determinationMethod |
Specifies the method according to which an amount or a date is determined.
Type: |
|
Content: |
simple, 2 attributes |
Defined: |
|
|
determiningParty |
The party referenced is the ISDA Determination Party that specified in the related Confirmation as Determination Party.
Type: |
|
Content: |
empty, 1 attribute |
Defined: |
|
|
difference |
A type used to record the details of a difference between two sides of a business event.
Type: |
|
Content: |
complex, 10 elements |
Defined: |
|
|
differences |
An optional set of detailed difference records.
Type: |
|
Content: |
complex, 10 elements |
Defined: |
|
|
differenceSeverity |
An indication of the severity of the difference.
Type: |
|
Content: |
simple |
Defined: |
|
|
differenceType |
The type of difference that exists.
Type: |
|
Content: |
simple |
Defined: |
|
|
directLoanParticipation |
A deliverable obligation characteristic.
Type: |
|
Content: |
complex, 3 elements |
Defined: |
|
|
discountFactor (defined in Payment complexType) |
The value representing the discount factor used to calculate the present value of the cash flow.
Type: |
xsd:decimal |
Content: |
simple |
Defined: |
|
|
discountFactor (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: |
|
|
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: |
|
|
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: |
|
|
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: |
|
|
equity |
Identifies the underlying asset when it is a listed equity.
Type: |
|
Content: |
complex, 1 attribute, 9 elements |
Subst.Gr: |
|
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: |
|
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: |
|
Used: |
never |
|
eventStatusResponse |
Type: |
|
Content: |
complex, 3 attributes, 9 elements |
Defined: |
|
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: |
|
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: |
|
|
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: |
|
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: |
|
|
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: |
|
|
facilityType |
The type of loan facility (letter of credit, revolving, ...).
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
factoredCalculationAmount |
Type: |
|
Content: |
complex, 1 attribute, 2 elements |
Defined: |
|
|
failureToPay |
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: |
|
|
firstPaymentDate (in paymentDates) |
The first unadjusted payment date.
Type: |
xsd:date |
Content: |
simple |
Defined: |
|
|
firstPaymentDate (in periodicPayment) |
The first unadjusted fixed rate payer payment date.
Type: |
xsd:date |
Content: |
simple |
Defined: |
|
|
firstPeriodStartDate (in novation) |
Element that is used to be able to make sense of the “new transaction” without requiring reference back to the “old transaction”.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
firstPeriodStartDate (in periodicPayment) |
The start date of the initial calculation period if such date is not equal to the trade’s effective date.
Type: |
xsd:date |
Content: |
simple |
Defined: |
|
|
firstRegularPeriodStartDate |
The start date of the regular part of the calculation period schedule.
Type: |
xsd:date |
Content: |
simple |
Defined: |
|
|
fixedAmount (in periodicPayment) |
A fixed payment amount.
Type: |
|
Content: |
complex, 1 attribute, 2 elements |
Defined: |
|
|
fixedAmount (in singlePayment) |
A fixed payment amount.
Type: |
|
Content: |
complex, 1 attribute, 2 elements |
Defined: |
|
|
fixedAmountCalculation |
This element contains all the terms relevant to calculating a fixed amount where the fixed amount is calculated by reference to a per annum fixed rate.
Type: |
|
Content: |
complex, 3 elements |
Defined: |
|
|
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: |
|
|
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: |
|
|
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: |
|
|
floatingRateCalculation |
A floating rate calculation definition.
Type: |
|
Content: |
complex, 1 attribute, 3 elements |
Subst.Gr: |
|
Defined: |
|
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: |
|
|
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: |
|
|
formulaDescription |
Text description of the formula
Type: |
xsd:string |
Content: |
simple |
Defined: |
|
|
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: |
|
|
fullFirstCalculationPeriod |
This element corresponds to the applicability of the Full First Calculation Period as defined in the 2004 ISDA Novation Definitions, section 1.20.
Type: |
xsd:boolean |
Content: |
simple |
Defined: |
|
|
fundManager (in exchangeTradedFund) |
Specifies the fund manager that is in charge of the fund.
Type: |
xsd:string |
Content: |
simple |
Defined: |
|
|
fundManager (in mutualFund) |
Specifies the fund manager that is in charge of the fund.
Type: |
xsd:string |
Content: |
simple |
Defined: |
|
|
future |
Identifies the underlying asset when it is a listed future contract.
Type: |
|
Content: |
complex, 1 attribute, 13 elements |
Subst.Gr: |
|
Defined: |
|
Used: |
never |
|
futureContractReference |
Specifies the future contract that can be referenced, besides the equity or index reference defined as part of the UnderlyerAsset type.
Type: |
xsd:string |
Content: |
simple |
Defined: |
|
|
futureId |
A short form unique identifier for the reference future contract in the case of an index underlyer.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
fx |
Identifies a simple underlying asset type that is an FX rate.
Type: |
|
Content: |
complex, 1 attribute, 8 elements |
Subst.Gr: |
|
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: |
|
|
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: |
|
|
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: |
|
|
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: |
|
|
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: |
|
|
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: |
|
|
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: |
|
|
honorific |
An honorific title, such as Mr., Ms., Dr. etc.
Type: |
xsd:normalizedString |
Content: |
simple |
Defined: |
|
|
hourMinuteTime (defined in BusinessCenterTime complexType) |
A time specified in hh:mm:ss format where the second component must be '00', e.g. 11am would be represented as 11:00:00.
Type: |
|
Content: |
simple |
Defined: |
|
|
hourMinuteTime (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: |
|
|
independentAmount |
Independent Amount is an amount that usually less creditworthy counterparties are asked to provide.
Type: |
|
Content: |
complex, 5 elements |
Defined: |
|
|
index |
Identifies the underlying asset when it is a financial index.
Type: |
|
Content: |
complex, 1 attribute, 11 elements |
Subst.Gr: |
|
Defined: |
|
Used: |
never |
|
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: |
|
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: |
|
|
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: |
|
|
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: |
|
|
initialPoints |
An optional element that contains the up-front points expressed as a percentage of the notional.
Type: |
xsd:decimal |
Content: |
simple |
Defined: |
|
|
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: |
|
|
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: |
|
|
instrumentTradeDetails |
A type to hold trades of multiply-traded instruments.
Type: |
|
Content: |
complex, 1 attribute, 11 elements |
Subst.Gr: |
|
Defined: |
|
Used: |
never |
|
insurer |
Type: |
|
Content: |
complex, 1 attribute, 2 elements |
Defined: |
|
|
insurerReference |
Type: |
|
Content: |
empty, 1 attribute |
Defined: |
|
|
integralMultipleAmount |
A notional amount which restricts the amount of notional that can be exercised when partial exercise or multiple exercise is applicable.
Type: |
xsd:decimal |
Content: |
simple |
Defined: |
|
|
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: |
|
|
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: |
|
|
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: |
|
|
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: |
|
|
loan |
Identifies a simple underlying asset that is a loan.
Type: |
|
Content: |
complex, 1 attribute, 13 elements |
Subst.Gr: |
|
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: |
|
|
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: |
|
|
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: |
|
|
matrixSource |
Relevant settled entity matrix source.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
matrixTerm |
Defines any applicable key into the relevant matrix.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
matrixType |
Identifies the form of applicable matrix.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
maturity (defined in FixedIncomeSecurityContent.model group) |
The date when the principal amount of a security becomes due and payable.
Type: |
xsd:date |
Content: |
simple |
Defined: |
|
|
maturity (in future) |
The date when the future contract expires.
Type: |
xsd:date |
Content: |
simple |
Defined: |
|
|
maturity (in loan) |
The date when the principal amount of the loan becomes due and payable.
Type: |
xsd:date |
Content: |
simple |
Defined: |
|
|
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: |
|
Used: |
never |
|
middleName |
Type: |
xsd:normalizedString |
Content: |
simple |
Defined: |
|
|
mimeType (defined in AdditionalData complexType) |
Indicates the type of media used to provide the extra information. mimeType is used to determine the software product(s) that can read the content.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
mimeType (defined in ExternalDocument complexType) |
Indicates the type of media used to store the content. mimeType is used to determine the software product(s) that can read the content.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
mimeType (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: |
|
|
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: |
|
|
mortgage |
Identifies a mortgage backed security.
Type: |
|
Content: |
complex, 1 attribute, 20 elements |
Subst.Gr: |
|
Defined: |
|
Used: |
|
|
mthToDefault |
M th reference obligation to default to allow representation of N th to M th defaults.
Type: |
xsd:positiveInteger |
Content: |
simple |
Defined: |
|
|
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: |
|
|
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: |
|
|
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: |
|
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: |
|
|
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: |
|
|
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: |
|
|
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: |
|
|
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: |
|
|
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: |
|
|
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: |
|
|
notionalStepSchedule |
The notional amount or notional amount schedule expressed as explicit outstanding notional amounts and dates.
Type: |
|
Content: |
complex, 1 attribute, 1 element |
Defined: |
|
|
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: |
|
|
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: |
|
|
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: |
|
|
openEndedFund |
Boolean indicator to specify whether the mutual fund is an open-ended mutual fund.
Type: |
xsd:boolean |
Content: |
simple |
Defined: |
|
|
openUnits (defined in Basket complexType) |
The number of units (index or securities) that constitute the underlyer of the swap.
Type: |
xsd:decimal |
Content: |
simple |
Defined: |
|
|
openUnits (defined in ConstituentWeight complexType) |
The number of units (index or securities) that constitute the underlyer of the swap.
Type: |
xsd:decimal |
Content: |
simple |
Defined: |
|
|
openUnits (in singleUnderlyer) |
The number of units (index or securities) that constitute the underlyer of the swap.
Type: |
xsd:decimal |
Content: |
simple |
Defined: |
|
|
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: |
|
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) |
|
originalMessage (defined in AdditionalData complexType) |
Provides extra information as binary contents coded in base64.
Type: |
|
Content: |
|
Defined: |
|
Includes: |
|
|
originalPrincipalAmount |
The initial issued amount of the mortgage obligation.
Type: |
xsd:decimal |
Content: |
simple |
Defined: |
|
|
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: |
|
|
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: |
|
|
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: |
|
|
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: |
|
|
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: |
|
|
partyPortfolioName |
The name of the portfolio together with the party that gave the name.
Type: |
|
Content: |
complex, 1 attribute, 2 elements |
Defined: |
|
|
partyReference (defined in AccountReferenceOrPartyReference.model group) |
Reference to the party definition.
Type: |
|
Content: |
empty, 1 attribute |
Defined: |
|
|
partyReference (defined in ContractIdentifier complexType) |
A pointer style reference to a party identifier defined elsewhere in the document.
Type: |
|
Content: |
empty, 1 attribute |
Defined: |
|
|
partyReference (defined in ExerciseNotice complexType) |
The party referenced has allocated the trade identifier.
Type: |
|
Content: |
empty, 1 attribute |
Defined: |
|
|
partyReference (defined in OnBehalfOf complexType) |
The party for which the message reciever should work.
Type: |
|
Content: |
empty, 1 attribute |
Defined: |
|
|
partyReference (defined in PartyAndAccountReferences.model group) |
Reference to a party.
Type: |
|
Content: |
empty, 1 attribute |
Defined: |
|
|
partyReference (in 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: |
|
|
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: |
|
|
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: |
|
|
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: |
|
|
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: |
|
|
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: |
|
|
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: |
|
|
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: |
|
|
paymentDelay |
Applicable to CDS on MBS to specify whether payment delays are applicable to the fixed Amount.
Type: |
xsd:boolean |
Content: |
simple |
Defined: |
|
|
paymentDetail |
A container element allowing a schedule of payments associated with the Independent Amount.
Type: |
|
Content: |
complex, 1 attribute, 4 elements |
Defined: |
|
|
paymentFrequency (defined in BondCalculation.model group) |
Specifies the frequency at which the bond pays, e.g. 6M.
Type: |
|
Content: |
complex, 1 attribute, 2 elements |
Defined: |
|
|
paymentFrequency (in deposit) |
Specifies the frequency at which the deposit pays, e.g. 6M.
Type: |
|
Content: |
complex, 1 attribute, 2 elements |
Defined: |
|
|
paymentFrequency (in paymentDates) |
The frequency at which regular payment dates occur.
Type: |
|
Content: |
complex, 1 attribute, 2 elements |
Defined: |
|
|
paymentFrequency (in periodicPayment) |
The time interval between regular fixed rate payer payment dates.
Type: |
|
Content: |
complex, 1 attribute, 2 elements |
Defined: |
|
|
paymentFrequency (in rateIndex) |
Specifies the frequency at which the index pays, e.g. 6M.
Type: |
|
Content: |
complex, 1 attribute, 2 elements |
Defined: |
|
|
paymentFrequency (in simpleCreditDefaultSwap) |
Specifies the frequency at which the swap pays, e.g. 6M.
Type: |
|
Content: |
complex, 1 attribute, 2 elements |
Defined: |
|
|
paymentFrequency (in simpleIrSwap) |
Specifies the frequency at which the swap pays, e.g. 6M.
Type: |
|
Content: |
complex, 1 attribute, 2 elements |
Defined: |
|
|
paymentPercent |
A percentage of the notional amount.
Type: |
xsd:decimal |
Content: |
simple |
Defined: |
|
|
paymentReference |
The reference to the identified payment strucutre.
Type: |
|
Content: |
empty, 1 attribute |
Defined: |
|
|
paymentRequirement |
Specifies a threshold for the failure to pay credit event.
Type: |
|
Content: |
complex, 1 attribute, 2 elements |
Defined: |
|
|
paymentRule |
A type defining the calculation rule.
Type: |
|
Content: |
empty |
Defined: |
|
|
paymentType |
A classification of the type of fee or additional payment, e.g. brokerage, upfront fee etc.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
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: |
|
|
period (defined in Period complexType) |
A time period, e.g. a day, week, month or year of the stream.
Type: |
|
Content: |
simple |
Defined: |
|
|
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: |
|
|
periodMultiplier (defined in Frequency complexType) |
A time period multiplier, e.g. 1, 2 or 3 etc.
Type: |
xsd:positiveInteger |
Content: |
simple |
Defined: |
|
|
periodMultiplier (defined in Period complexType) |
A time period multiplier, e.g. 1, 2 or 3 etc.
Type: |
xsd:integer |
Content: |
simple |
Defined: |
|
|
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: |
|
|
personId |
An identifier assigned by a system for uniquely identifying the individual
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
personReference |
The individual person that is related to this.
Type: |
|
Content: |
empty, 1 attribute |
Defined: |
|
|
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: |
|
|
portfolio (defined in Portfolio complexType) |
An arbitary grouping of trade references (and possibly other portfolios).
Type: |
|
Content: |
complex, 1 attribute, 4 elements |
Defined: |
|
|
portfolio (in dataDocument) |
An arbitary grouping of trade references (and possibly other portfolios).
Type: |
|
Content: |
complex, 1 attribute, 4 elements |
Defined: |
|
|
portfolioName (defined in PortfolioReferenceBase complexType) |
An identifier that is unique for each portfolio-level request, and which can be used to group together the individual messages in the portfolio request.
Type: |
|
Content: |
simple, 2 attributes |
Defined: |
|
|
portfolioName (in partyPortfolioName) |
Type: |
|
Content: |
simple, 2 attributes |
Defined: |
|
|
portfolioReference (defined in PortfolioReference.model group) |
Type: |
|
Content: |
complex, 3 elements |
Defined: |
|
|
portfolioReference (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: |
|
|
precision |
Specifies the rounding precision in terms of a number of decimal places.
Type: |
xsd:nonNegativeInteger |
Content: |
simple |
Defined: |
|
|
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: |
|
|
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: |
|
|
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: |
|
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: |
|
|
quotationMethod |
The type of price quotations to be requested from dealers when determining the market value of the reference obligation for purposes of cash settlement.
Type: |
|
Content: |
simple |
Defined: |
|
|
quotationRateType (defined in CashPriceMethod complexType) |
Which rate quote is to be observed, either Bid, Mid, Offer or Exercising Party Pays.
Type: |
|
Content: |
simple |
Defined: |
|
|
quotationRateType (defined in YieldCurveMethod complexType) |
Which rate quote is to be observed, either Bid, Mid, Offer or Exercising Party Pays.
Type: |
|
Content: |
simple |
Defined: |
|
|
quotationRateType (in crossCurrencyMethod) |
Which rate quote is to be observed, either Bid, Mid, Offer or Exercising Party Pays.
Type: |
|
Content: |
simple |
Defined: |
|
|
quotationStyle |
The type of quotation that was used between the trading desks.
Type: |
|
Content: |
simple |
Defined: |
|
|
quote (defined in 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: |
|
|
quotedCurrencyPair (in fixing) |
Defines the two currencies for an FX trade and the quotation relationship between the two currencies.
Type: |
|
Content: |
complex, 3 elements |
Defined: |
|
|
quotedCurrencyPair (in fx) |
Defines the two currencies for an FX trade and the quotation relationship between the two currencies.
Type: |
|
Content: |
complex, 3 elements |
Defined: |
|
|
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: |
|
|
rateCalculation |
The base element for the floating rate calculation definitions.
Type: |
|
Content: |
empty, 1 attribute |
Abstract: |
(may not be used directly in instance XML documents) |
Subst.Gr: |
|
Defined: |
|
Used: |
|
|
rateIndex |
Identifies a simple underlying asset that is an interest rate index.
Type: |
|
Content: |
complex, 1 attribute, 10 elements |
Subst.Gr: |
|
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: |
|
|
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: |
|
|
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: |
|
|
referenceObligation (in referenceInformation) |
The Reference Obligation is a financial instrument that is either issued or guaranteed by the reference entity.
Type: |
|
Content: |
complex, 8 elements |
Defined: |
|
|
referenceObligation (in referencePair) |
The Reference Obligation is a financial instrument that is either issued or guaranteed by the reference entity.
Type: |
|
Content: |
complex, 8 elements |
Defined: |
|
|
referencePair |
Type: |
|
Content: |
complex, 4 elements |
Defined: |
|
|
referencePolicy |
Applicable to the transactions on mortgage-backed security, which can make use of a reference policy.
Type: |
xsd:boolean |
Content: |
simple |
Defined: |
|
|
referencePool |
This element contains all the reference pool items to define the reference entity and reference obligation(s) in the basket
Type: |
|
Content: |
complex, 1 element |
Defined: |
|
|
referencePoolItem |
Type: |
|
Content: |
complex, 4 elements |
Defined: |
|
|
referencePrice |
Used to determine (a) for physically settled trades, the Physical Settlement Amount, which equals the Floating Rate Payer Calculation Amount times the Reference Price and (b) for cash settled trades, the Cash Settlement Amount, which equals the greater of (i) the difference between the Reference Price and the Final Price and (ii) zero.
Type: |
xsd:decimal |
Content: |
simple |
Defined: |
|
|
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: |
|
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: |
|
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: |
|
|
resourceType |
A description of the type of the resource, e.g. a confirmation.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
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: |
|
|
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: |
|
|
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: |
|
|
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: |
|
|
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: |
|
|
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: |
|
Used: |
never |
|
serviceNotificationException |
Type: |
|
Content: |
complex, 3 attributes, 7 elements |
Defined: |
|
Used: |
never |
|
servicingParty |
A reference to the party that services/supports the account.
Type: |
|
Content: |
empty, 1 attribute |
Defined: |
|
|
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: |
|
|
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: |
|
Defined: |
|
Used: |
never |
|
simpleFra |
Identifies a simple underlying asset that is a forward rate agreement.
Type: |
|
Content: |
complex, 1 attribute, 9 elements |
Subst.Gr: |
|
Defined: |
|
Used: |
never |
|
simpleIrSwap |
Identifies a simple underlying asset that is a swap.
Type: |
|
Content: |
complex, 1 attribute, 9 elements |
Subst.Gr: |
|
Defined: |
|
Used: |
never |
|
singlePartyOption |
If optional early termination is not available to both parties then this component specifies the buyer and seller of the option.
Type: |
|
Content: |
complex, 4 elements |
Defined: |
|
|
singlePayment |
Specifies a single fixed amount that is payable by the buyer to the seller on the fixed rate payer payment date.
Type: |
|
Content: |
complex, 1 attribute, 3 elements |
Defined: |
|
|
singleUnderlyer |
Describes the swap's underlyer when it has only one asset component.
Type: |
|
Content: |
complex, 6 elements |
Defined: |
|
|
singleValuationDate |
Where single valuation date is specified as being applicable for cash settlement, this element specifies the number of business days after satisfaction of all conditions to settlement when such valuation date occurs.
Type: |
|
Content: |
complex, 1 element |
Defined: |
|
|
sixtyBusinessDaySettlementCap |
If this element is specified and set to 'true', for a transaction documented under the 2003 ISDA Credit Derivatives Definitions, has the effect of incorporating the language set forth below into the confirmation.
Type: |
xsd:boolean |
Content: |
simple |
Defined: |
|
|
size |
Type: |
xsd:decimal |
Content: |
simple |
Defined: |
|
|
sizeInBytes |
Indicates the size of the resource in bytes.
Type: |
xsd:decimal |
Content: |
simple |
Defined: |
|
|
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: |
|
|
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: |
|
|
state |
A country subdivision used in postal addresses in some countries.
Type: |
xsd:string |
Content: |
simple |
Defined: |
|
|
status (in approval) |
The current state of approval (.e.g preapproved, pending approval, etc.)
Type: |
xsd:normalizedString |
Content: |
simple |
Defined: |
|
|
status (in 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: |
|
|
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: |
|
|
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: |
|
|
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: |
|
Defined: |
|
Used: |
never |
|
strategyComponentIdentifier |
Type: |
|
Content: |
complex, 2 elements |
Defined: |
|
|
streetAddress |
The set of street and building number information that identifies a postal address within a city.
Type: |
|
Content: |
complex, 1 element |
Defined: |
|
|
streetLine |
An individual line of street and building number information, forming part of a postal address.
Type: |
xsd:string |
Content: |
simple |
Defined: |
|
|
strike |
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: |
|
|
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: |
|
|
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: |
|
|
stubStartDate |
Start date of stub period.
Type: |
|
Content: |
complex, 1 attribute, 2 elements |
Defined: |
|
|
submissionsComplete (defined in ReportIdentification complexType) |
Indicates whether all sections have been sent for this report instance ID.
Type: |
xsd:boolean |
Content: |
simple |
Defined: |
|
|
submissionsComplete (in portfolioReference defined in PortfolioReference.model group) |
Indicates whether all individual requests have been submitted for this portfolio request.
Type: |
xsd:boolean |
Content: |
simple |
Defined: |
|
|
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: |
|
|
suffix |
Name suffix, such as Jr., III, etc.
Type: |
xsd:normalizedString |
Content: |
simple |
Defined: |
|
|
supervisorRegistration (in endUserExceptionDeclaration) |
Allows the organization to specify which if any relevant regulators it is registered with, and if so their identification number.
Type: |
|
Content: |
complex, 2 elements |
Defined: |
|
|
supervisorRegistration (in reportingRegime) |
Identifies the specific regulator or other supervisory body for which this data is produced.
Type: |
|
Content: |
complex, 2 elements |
Defined: |
|
|
supervisorRegistration (in reportingRegime) |
Identifies the specific regulator or other supervisory body for which this data is produced.
Type: |
|
Content: |
complex, 2 elements |
Defined: |
|
|
supervisoryBody |
The regulator or other supervisory body the organization is registered with (e.g.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
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: |
|
|
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: |
|
Defined: |
|
Used: |
never |
|
swapStream |
The swap streams.
Type: |
|
Content: |
complex, 1 attribute, 5 elements |
Defined: |
|
|
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: |
|
|
term (in rateIndex) |
Specifies the term of the simple swap, e.g. 5Y.
Type: |
|
Content: |
complex, 1 attribute, 2 elements |
Defined: |
|
|
term (in simpleCreditDefaultSwap) |
Specifies the term of the simple CD swap, e.g. 5Y.
Type: |
|
Content: |
complex, 1 attribute, 2 elements |
Defined: |
|
|
term (in simpleIrSwap) |
Specifies the term of the simple swap, e.g. 5Y.
Type: |
|
Content: |
complex, 1 attribute, 2 elements |
Defined: |
|
|
terminatingEvent (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: |
|
|
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: |
|
|
tradeHeader |
The information on the trade which is not product specific, e.g. trade date.
Type: |
|
Content: |
complex, 4 elements |
Defined: |
|
|
tradeId (defined in Portfolio complexType) |
Type: |
|
Content: |
simple, 2 attributes |
Defined: |
|
|
tradeId (defined in TradeIdentifier complexType) |
Type: |
|
Content: |
simple, 2 attributes |
Defined: |
|
|
tradeId (defined in TradeIdentifier complexType) |
Type: |
|
Content: |
simple, 2 attributes |
Defined: |
|
|
tradeId (in 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: |
|
|
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: |
|
|
tranche (in mortgage) |
The mortgage obligation tranche that is subject to the derivative transaction.
Type: |
xsd:token |
Content: |
simple |
Defined: |
|
|
transactionCharacteristic |
Allows the relevant transaction level categories or characteristics to be recorded for end-user exception determination.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
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: |
|
|
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: |
|
|
unadjustedLastDate |
The last date of a date range.
Type: |
xsd:date |
Content: |
simple |
Defined: |
|
|
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: |
|
Defined: |
|
Used: |
|
|
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: |
|
|
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: |
|
|
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: |
|
Used: |
never |
|
verificationStatusException |
Type: |
|
Content: |
complex, 3 attributes, 7 elements |
Defined: |
|
Used: |
never |
|
verificationStatusNotification |
Type: |
|
Content: |
complex, 3 attributes, 11 elements |
Defined: |
|
Used: |
never |
|
version (defined in VersionHistory.model group) |
The version number
Type: |
xsd:nonNegativeInteger |
Content: |
simple |
Defined: |
|
|
version (in agreement) |
The version of the agreement.
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
version (in implementationSpecification) |
Type: |
|
Content: |
simple, 1 attribute |
Defined: |
|
|
versionedContractId |
A contract id which is version aware.
Type: |
|
Content: |
complex, 3 elements |
Defined: |
|
|
versionedTradeId |
A trade identifier accompanied by a version number.
Type: |
|
Content: |
complex, 3 elements |
Defined: |
|
|
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: |
|
|