FpML Legal Documentation Framework

products

Optional account information used to precisely define the origination and destination of financial instruments.

A reference to the party beneficiary of the account.

An account identifier.

The name by which the account is known.

Identifies the account(s) related to the party when they cannot be determined from the party alone, for example in a inter-book trade.

Reference to an account.

The type of account. e.g., Client, House

Accrued interest on the dividend or coupon payment.

Specifies the accrued interest that are part of the dirty price in the case of a fixed income security or a convertible bond.

A postal or street address.

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.

A series of adjustable dates

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.

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.

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.

The date once the adjustment has been performed.

The date once the adjustment has been performed.

The date once the adjustment has been performed.

The date once the adjustment has been performed.

The date once the adjustment has been performed.

The adjusted fixing date, i.e. the actual date the rate is observed.

The credit agency to which the other variables (notation, scale, debt type) refer to.

The date on which the legal document has been agreed between the parties.

The date on which the legal document has been agreed between the parties.

The date on which the legal document has been agreed between the parties.

The fractional allocation (0.45 = 45%) of the notional and "block" fees to this particular client subaccount.

The notional allocation (amount and currency) to this particular client account.

Reference to an account.

Reference to a party.

"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.

When allocations for this trade were completely processed.

When allocations for this trade were submitted or received by this party.

Specifies whether the trade is anticipated to be allocated, has been allocated, or will not be allocated.

When allocations for this trade were most recently corrected.

The trade id of the allocated trade.

Unique ID for the allocation.

The reference to the document that is amended by this legal document.

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.

Specifies the net price amount.

The quantity of notional (in currency or other units).

The monetary quantity in currency units.

The non negative monetary quantity in currency units.

The amount of the dividend or coupon payment.

The positive monetary quantity in currency units.

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.

An identifer for a specific appoval, to allow the approval to be identified and tracked.

A container for approval states in the workflow.

A container for approval states in the workflow.

A pointer style reference to a party defined elsewhere in the document.

The full name or identifiying ID of the relevant approver.

A pointer style reference to a party defined elsewhere in the document.

A classification of the risk class of the trade.

A human readable document related to this transaction, for example a confirmation.

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.

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.

The average amount of individual securities traded in a day or over a specified amount of time.

If averaging is applicable, this component specifies whether a weighted or unweighted average method of calculation is to be used.

The party referenced is specified in the related Confirmation as Barrier Determination Agent.

Provides extra information as binary contents coded in base64.

The base currency to be used as a common denominator for Initial Amount calculations.

XPath to the element in the base object.

The value of the element in the base object.

Defines the underlying asset when it is a basket.

Describes the swap's underlyer when it has multiple asset components.

DEPRECATED.

Describes each of the components of the basket.

Specifies the currency for this basket.

Specifies the basket divisor amount.

A CDS basket identifier

A CDS basket identifier

The name of the basket expressed as a free format string.

The relative weight of each respective basket constituent, expressed in percentage.

Basket version, used to record changes in basket composition or weights

The ultimate beneficiary of the funds.

The ultimate beneficiary of the funds.

The bank that acts for the ultimate beneficiary of the funds in receiving payments.

The bank that acts for the ultimate beneficiary of the funds in receiving payments.

Link to the party acting as beneficiary.

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.

The dates the define the Bermuda option exercise dates and the expiration date.

The trade id of the block trade.

Identifies the underlying asset when it is a series or a class of bonds.

Specifies the deails for a broker confirm.

The type of broker confirmation executed between the parties.

Identifies that party (or parties) that brokered this trade.

A city or other business center.

A pointer style reference to a set of financial business centers defined elsewhere in the document.

The convention for adjusting a date if it would otherwise fall on a day that is not a business day.

The convention for adjusting a date if it would otherwise fall on a day that is not a business day.

The convention for adjusting a date if it would otherwise fall on a day that is not a business day.

The convention for adjusting a date if it would otherwise fall on a day that is not a business day.

Optional organization unit information used to describe the organization units (e.g. trading desks) involved in a transaction or business process .

Optional organization unit information used to describe the organization units (e.g. trading desks) involved in a transaction or business process .

An identifier used to uniquely identify organization unit

The unit for which the indvidual works.

The unit that is related to this.

The buyer of the option

The buyer of the option

A reference to the account that buys this instrument.

A reference to the party that buys this instrument, ie. pays for this instrument and receives the rights defined by it.

The ISDA calculation agent responsible for performing duties as defined in the applicable product definitions.

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.

The ISDA calculation agent responsible for performing duties as defined in the applicable product definitions.

A pointer style reference to a party identifier defined elsewhere in the document.

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.

The frequency at which calculation period end dates occur with the regular part of the calculation period schedule and their roll date convention.

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.

The cap rate or cap rate schedule, if any, which applies to the floating rate.

Identifies a simple underlying asset type that is a cash payment.

Cash flow amount in a given currency to be paid/received.

Unique identifier for a cash flow.

For cash flows, the type of the cash flows.

Defines the type of cash flow.

A container for a set of reference institutions.

Used to categorize trades into user-defined categories, such as house trades vs. customer trades.

The city component of a postal address.

The party's industry sector classification.

The net price excluding accrued interest.

Identification of the clearance system associated with the transaction exchange.

When this trade was cleared.

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).

Specifies whether the swap resulting from physical settlement of the swaption transaction will clear through a clearing house.

Describes the status with respect to clearing (e.g.

Defines collateral obiligations of a Party

The sum that must be posted upfront to collateralize against counterparty credit risk.

Specifies whether this party posts collateral.

Provides a name, code, or other identifier for the collateral portfolio to which this belongs.

Collateral allocation by value.

The first day of the exercise period for an American style option.

The first day of the exercise period for an American style option.

Any additional comments that are deemed necessary.

This optional component specifies the commission to be charged for executing the hedge transactions.

The commission amount, expressed in the way indicated by the commissionType element.

The type of units used to express a commission.

The total commission per trade.

Identifies the underlying asset when it is a listed commodity.

A coding scheme value to identify the base type of the commodity being traded.

A coding scheme value to identify the commodity being traded more specifically.

Text description of the component

A reference to a component of the strategy (typically a product).

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.

Used to describe how the trade was confirmed, e.g via a confirmation facility, via private electronic service, or via written documentation.

When this trade was confirmed.

Identification of all the exchanges where constituents are traded.

Specifies the weight of each of the underlyer constituent within the basket, either in absolute or relative terms.

Information on how to contact the unit using various means.

Information on how to contact the individual using various means.

Information on how to contact the party using various means.

Specifies the contract that can be referenced, besides the undelyer type.

The definitions such as those published by ISDA that will define the terms of the trade.

An abstract element used as a placeholder for the substituting legal document elements.

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.

A contractual supplement (such as those published by ISDA) that will apply to the trade.

The contract month of the futures contract. i.e.

Identifies the underlying asset when it is a convertible bond.

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

Link to the party acting as correspondent.

The ISO 3166 standard code for the country within which the postal address is located.

The ISO 3166 standard code for the country where the individual works.

The ISO 3166 standard code for the country where the individual works.

The country where the party is domiciled.

The next upcoming coupon payment.

The next upcoming coupon payment.

Specifies the coupon rate (expressed in percentage) of a fixed income security or convertible bond.

The date interest started accruing for the accrued interest calculation on an interest bearing security.

Specifies if the bond has a variable coupon, step-up/down coupon or a zero-coupon.

The credit agreement date is the closing date (the date where the agreement has been signed) for the loans in the credit agreement.

Special credit fee assessed to certain institutions.

What arrangements will be made to provide credit?

An XML reference a credit entity defined elsewhere in the document.

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.

This node is to be used when only one credit notation is specified.

The 'all' signifies that all of the specified credit notations are applicable; equivalent to a logical 'and' expression.

The party's credit rating.

The agreement executed between the parties and intended to govern collateral arrangement for all OTC derivatives transactions between those parties.