fpml-collateral-processes-5-7.xsd
Elements
Complex Types
Element Groups
All Elements (294)
accruedInterestAmount
agreedAmount
(in
marginCallStatus
)
agreedAmount
(in
requestCollateralAcceptance
)
amount
(defined in
DeliverReturn.model
group)
amount
(in
letterOfCredit
)
amount
(in
threshold
)
amount
(in
transferRounding
)
assetReference
(in
cash
defined in
ProposedCollateralDeliveryReturn
complexType)
assetReference
(in
security
)
assets
(defined in
SubstituteReturnConfirmationStatus
complexType)
assets
(in
collateralProposalStatus
)
assets
(in
requestCollateralAcceptance
)
assets
(in
requestMargin
)
assets
(in
requestSubstitution
)
assets
(in
substitutionStatus
)
baseCurrency
(in
disputeNotification
)
baseCurrency
(in
marginCallStatus
)
baseCurrency
(in
requestMargin
)
bothDirections
(defined in
InterestDirection
complexType)
bothDirections
(defined in
InterestStatementDirection
complexType)
calculationDate
(in
dailyInterestCalculation
)
calculationType
cash
(defined in
ProposedCollateralDeliveryReturn
complexType)
cashType
collateral
(defined in
MarginDetails.model
group)
collateralAcceptanceAcknowledgement
collateralAcceptanceException
collateralProposalStatus
collateralResponseReason
collateralRetractionReason
(in
disputeRetracted
)
collateralRetractionReason
(in
interestStatusRetracted
)
collateralRetractionReason
(in
marginCallStatusRetracted
)
collateralRetractionReason
(in
requestInterestRetracted
)
collateralRetractionReason
(in
requestMarginRetracted
)
collateralRetractionReason
(in
requestSubstitutionRetracted
)
collateralRetractionReason
(in
substitutionStatusRetracted
)
collateralValue
(in
cash
defined in
ProposedCollateralDeliveryReturn
complexType)
collateralValue
(in
letterOfCredit
)
collateralValue
(in
security
)
comment
(in
interestStatement
)
comment
(in
requestInterest
)
convention
(defined in
IndependentAmountType
complexType)
convention
(in
markToMarket
)
creditSupportAgreement
(defined in
SubstituteReturnConfirmationStatus
complexType)
creditSupportAgreement
(in
disputeNotification
)
creditSupportAgreement
(in
interestStatement
)
creditSupportAgreement
(in
interestStatus
)
creditSupportAgreement
(in
marginCallStatus
)
creditSupportAgreement
(in
requestInterest
)
creditSupportAgreement
(in
requestMargin
)
creditSupportAgreement
(in
requestSubstitution
)
creditSupportAgreement
(in
substitutionStatus
)
cumulativeInterestAmount
currency
(defined in
DeliverReturn.model
group)
currency
(in
cashType
)
currency
(in
marginTerm
)
dailyInterestCalculation
dayCountFraction
(in
interestCalculationTerms
)
deliver
(defined in
ExpectedCollateralDeliveryReturn
complexType)
deliver
(defined in
ProposedCollateral
complexType)
deliver
(defined in
SubstituteCollateral
complexType)
deliver
(defined in
SubstituteCollateral
complexType)
deliver
(defined in
VariationRequirement
complexType)
deliveringPartyReference
(defined in
DeliverReturn.model
group)
deliveringPartyReference
(defined in
InterestAccrued
complexType)
deliveringPartyReference
(defined in
ProposedCollateralDeliveryReturn
complexType)
description
(defined in
CollateralRetractionReason
complexType)
description
(defined in
CollateralRetractionReason
complexType)
description
(defined in
SubstitutionConfirmation
complexType)
description
(in
collateralResponseReason
)
description
(in
collateralResponseReason
)
description
(in
disputeResolutionMethod
)
description
(in
disputeResolutionMethod
)
description
(in
interestResponseReason
)
description
(in
interestResponseReason
)
description
(in
letterOfCreditType
)
description
(in
marginCallResponseReason
)
description
(in
marginCallResponseReason
)
description
(in
securityType
)
description
(in
substitutionResponseReason
)
description
(in
substitutionResponseReason
)
direction
(in
transferRounding
)
dirtyPrice
disputeAcknowledgement
disputedAmount
disputeDate
disputeException
disputeNotification
disputeResolutionMethod
disputeRetracted
effectivePrincipalAmount
effectiveRate
expectedCollateral
(defined in
ProposedCollateralResponse
complexType)
expectedCollateral
(in
requestMargin
)
exposedPartyReference
exposure
(in
markToMarket
)
exposureAmount
giverPartyReference
grossTreatment
haircut
(in
cash
defined in
ProposedCollateralDeliveryReturn
complexType)
haircut
(in
letterOfCredit
)
haircut
(in
security
)
heldCollateral
(defined in
MarginCollateral
complexType)
heldCollateral
(defined in
MarginCollateral
complexType)
holdingPartyReference
identifier
(in
letterOfCredit
)
independentAmount
(defined in
MarginDetails.model
group)
index
(in
interestCalculationTerms
)
interest
(defined in
InterestAccrued
complexType)
interestAccrued
(in
bothDirections
defined in
InterestDirection
complexType)
interestAccrued
(in
bothDirections
defined in
InterestStatementDirection
complexType)
interestAccrued
(in
singleDirection
defined in
InterestDirection
complexType)
interestAccrued
(in
singleDirection
defined in
InterestStatementDirection
complexType)
interestApproved
interestCalculationDetails
interestCalculationTerms
interestPeriod
(in
interestRequirement
in
interestStatement
)
interestPeriod
(in
interestRequirement
in
requestInterest
)
interestRequirement
(in
interestStatement
)
interestRequirement
(in
requestInterest
)
interestResponseReason
interestStatement
interestStatus
interestStatusRetracted
issuerPartyReference
(in
interestStatement
)
issuerPartyReference
(in
interestStatus
)
issuerPartyReference
(in
interestStatusRetracted
)
issuerPartyReference
(in
requestInterest
)
issuerPartyReference
(in
requestInterestRetracted
)
jurisdiction
(in
withholdingTaxTerms
)
letterOfCredit
letterOfCreditType
marginAcknowledgement
marginCallAmount
marginCallIssuerPartyReference
(in
collateralProposalStatus
)
marginCallIssuerPartyReference
(in
disputeNotification
)
marginCallIssuerPartyReference
(in
disputeRetracted
)
marginCallIssuerPartyReference
(in
marginCallStatus
)
marginCallIssuerPartyReference
(in
marginCallStatusRetracted
)
marginCallIssuerPartyReference
(in
requestCollateralAcceptance
)
marginCallIssuerPartyReference
(in
requestMargin
)
marginCallIssuerPartyReference
(in
requestMarginRetracted
)
marginCallReceiverPartyReference
(in
collateralProposalStatus
)
marginCallReceiverPartyReference
(in
disputeNotification
)
marginCallReceiverPartyReference
(in
disputeRetracted
)
marginCallReceiverPartyReference
(in
marginCallStatus
)
marginCallReceiverPartyReference
(in
marginCallStatusRetracted
)
marginCallReceiverPartyReference
(in
requestCollateralAcceptance
)
marginCallReceiverPartyReference
(in
requestMargin
)
marginCallReceiverPartyReference
(in
requestMarginRetracted
)
marginCallResponseReason
marginCallResult
marginCallStatus
marginCallStatusRetracted
marginException
marginRequirement
marginTerm
marketValue
(in
cash
defined in
ProposedCollateralDeliveryReturn
complexType)
marketValue
(in
letterOfCredit
)
marketValue
(in
security
)
markToMarket
method
(defined in
InterestPaymentDetails
complexType)
minimumTransferAmount
netOpenPosition
netTreatment
nominalAmount
(in
cash
defined in
ProposedCollateralDeliveryReturn
complexType)
nominalAmount
(in
security
)
numberOfUnits
(in
security
)
obligatedPartyReference
observedRate
(in
dailyInterestCalculation
)
openingPrincipalAmount
paymentAmount
(defined in
HeldCollateral
complexType)
paymentAmount
(defined in
IndependentAmountType
complexType)
paymentAmount
(in
pendingCollateral
)
paymentDetails
(in
grossTreatment
)
paymentDetails
(in
netTreatment
)
paymentDetails
(in
singleTreatment
)
pendingCollateral
postingPartyReference
principalMovement
proposalApproved
rate
(in
withholdingTaxTerms
)
reasonCode
(defined in
CollateralRetractionReason
complexType)
reasonCode
(in
collateralResponseReason
)
reasonCode
(in
interestResponseReason
)
reasonCode
(in
marginCallResponseReason
)
reasonCode
(in
substitutionResponseReason
)
receiverPartyReference
(in
interestStatement
)
receiverPartyReference
(in
interestStatus
)
receiverPartyReference
(in
interestStatusRetracted
)
receiverPartyReference
(in
requestInterest
)
receiverPartyReference
(in
requestInterestRetracted
)
receivingPartyReference
(defined in
DeliverReturn.model
group)
receivingPartyReference
(defined in
InterestAccrued
complexType)
receivingPartyReference
(defined in
ProposedCollateralDeliveryReturn
complexType)
released
requestCollateralAcceptance
requestInterest
requestInterestRetracted
requestMargin
requestMarginRetracted
requestSubstitution
requestSubstitutionRetracted
resolutionCode
return
(defined in
ExpectedCollateralDeliveryReturn
complexType)
return
(defined in
ProposedCollateral
complexType)
return
(defined in
ProposedCollateral
complexType)
return
(defined in
SubstituteCollateral
complexType)
return
(defined in
VariationRequirement
complexType)
return
(defined in
VariationRequirement
complexType)
returnConfirmationStatus
security
securityType
segregatedIndependentAmount
(defined in
AgreedAmount
complexType)
segregatedIndependentAmount
(defined in
AgreedAmount
complexType)
segregatedIndependentAmount
(defined in
SubstitutionConfirmationDetails.model
group)
segregatedIndependentAmount
(defined in
SubstitutionConfirmationDetails.model
group)
segregatedIndependentAmount
(in
collateral
defined in
MarginDetails.model
group)
segregatedIndependentAmount
(in
collateral
defined in
MarginDetails.model
group)
segregatedIndependentAmount
(in
collateralProposalStatus
)
segregatedIndependentAmount
(in
collateralProposalStatus
)
segregatedIndependentAmount
(in
disputeNotification
)
segregatedIndependentAmount
(in
disputeNotification
)
segregatedIndependentAmount
(in
expectedCollateral
in
requestMargin
)
segregatedIndependentAmount
(in
expectedCollateral
in
requestMargin
)
segregatedIndependentAmount
(in
interestRequirement
in
interestStatement
)
segregatedIndependentAmount
(in
interestRequirement
in
interestStatement
)
segregatedIndependentAmount
(in
interestRequirement
in
requestInterest
)
segregatedIndependentAmount
(in
interestRequirement
in
requestInterest
)
segregatedIndependentAmount
(in
interestStatus
)
segregatedIndependentAmount
(in
interestStatus
)
segregatedIndependentAmount
(in
marginCallResult
)
segregatedIndependentAmount
(in
marginCallResult
)
segregatedIndependentAmount
(in
marginRequirement
)
segregatedIndependentAmount
(in
marginRequirement
)
segregatedIndependentAmount
(in
marginTerm
)
segregatedIndependentAmount
(in
marginTerm
)
segregatedIndependentAmount
(in
requestCollateralAcceptance
)
segregatedIndependentAmount
(in
requestCollateralAcceptance
)
segregatedIndependentAmount
(in
requestSubstitution
)
segregatedIndependentAmount
(in
requestSubstitution
)
segregatedIndependentAmount
(in
substitutionStatus
)
segregatedIndependentAmount
(in
substitutionStatus
)
singleDirection
(defined in
InterestDirection
complexType)
singleDirection
(defined in
InterestStatementDirection
complexType)
singleTreatment
spread
(in
dailyInterestCalculation
)
spread
(in
interestCalculationTerms
)
substituteConfirmationStatus
substitutionAmount
substitutionApproved
substitutionIssuerPartyReference
(defined in
SubstituteReturnConfirmationStatus
complexType)
substitutionIssuerPartyReference
(in
requestSubstitution
)
substitutionIssuerPartyReference
(in
requestSubstitutionRetracted
)
substitutionIssuerPartyReference
(in
substitutionStatus
)
substitutionIssuerPartyReference
(in
substitutionStatusRetracted
)
substitutionReceiverPartyReference
(defined in
SubstituteReturnConfirmationStatus
complexType)
substitutionReceiverPartyReference
(in
requestSubstitution
)
substitutionReceiverPartyReference
(in
requestSubstitutionRetracted
)
substitutionReceiverPartyReference
(in
substitutionStatus
)
substitutionReceiverPartyReference
(in
substitutionStatusRetracted
)
substitutionResponseReason
substitutionStatus
substitutionStatusRetracted
takerPartyReference
threshold
trade
(in
independentAmount
defined in
MarginDetails.model
group)
transferRounding
type
(in
threshold
)
unitPrice
valuationDate
(in
disputeNotification
)
valuationDate
(in
marginCallStatus
)
valuationDate
(in
requestMargin
)
valueAtRisk
valueDate
(in
cash
defined in
ProposedCollateralDeliveryReturn
complexType)
valueDate
(in
letterOfCredit
)
valueDate
(in
security
)
variationMargin
(defined in
AgreedAmount
complexType)
variationMargin
(defined in
SubstitutionConfirmationDetails.model
group)
variationMargin
(in
collateral
defined in
MarginDetails.model
group)
variationMargin
(in
collateralProposalStatus
)
variationMargin
(in
disputeNotification
)
variationMargin
(in
expectedCollateral
in
requestMargin
)
variationMargin
(in
interestRequirement
in
interestStatement
)
variationMargin
(in
interestRequirement
in
requestInterest
)
variationMargin
(in
interestStatus
)
variationMargin
(in
marginCallResult
)
variationMargin
(in
marginRequirement
)
variationMargin
(in
marginTerm
)
variationMargin
(in
requestCollateralAcceptance
)
variationMargin
(in
requestSubstitution
)
variationMargin
(in
substitutionStatus
)
withholdingTax
withholdingTaxTerms
Complex Types (88)
AggregatedIndependentAmount
AgreedAmount
Assets
BothDirectionsInterestRequirement
BothDirectionsInterestStatementRequirement
CashDeliveryReturn
CashType
CollateralBalance
CollateralProposalStatus
CollateralResponseReason
CollateralResponseReasonCode
CollateralRetractionReason
CollateralRetractionReasonCode
DailyInterestCalculation
DisputedCollateral
DisputeNotification
DisputeResolutionCode
DisputeResolutionMethod
DisputeRetracted
ExpectedCollateral
ExpectedCollateralDelivery
ExpectedCollateralDeliveryReturn
Exposure
GrossTreatment
HeldCollateral
IndependentAmountType
InterestAccrued
InterestCalculationDetails
InterestCalculationTerms
InterestDirection
InterestPaymentDetails
InterestPeriod
InterestRequirement
InterestResponse
InterestResponseReason
InterestResponseReasonCode
InterestStatement
InterestStatementDirection
InterestStatementRequirement
InterestStatus
InterestStatusRetracted
LcSummary
LetterOfCredit
LetterOfCreditType
MarginCallResponseReason
MarginCallResponseReasonCode
MarginCallResult
MarginCallStatus
MarginCallStatusRetracted
MarginCollateral
MarginRequirement
MarginRequirementDeliver
MarginRequirementReturn
MarginTerm
MarkToMarket
NetTreatment
PendingCollateral
PrincipalMovement
ProposedCollateral
ProposedCollateralDeliveryReturn
ProposedCollateralResponse
RequestCollateralAcceptance
RequestInterest
RequestInterestRetracted
RequestMargin
RequestMarginRetracted
RequestSubstitution
RequestSubstitutionRetracted
SecurityDeliveryReturn
SecurityType
SegregatedIndependentAmountMarginTerm
SingleDirectionInterestRequirement
SingleDirectionInterestStatementRequirement
SingleTreatment
SubstituteCollateral
SubstituteReturnConfirmationStatus
SubstitutionConfirmation
SubstitutionResponse
SubstitutionResponseReason
SubstitutionResponseReasonCode
SubstitutionStatus
SubstitutionStatusRetracted
Threshold
TransferRounding
VariationMarginTerm
VariationRequirement
VariationResult
WithholdingTaxTerms
Element Groups (15)
DeliverReturn.model
DisputedDetails.model
GiverTaker.model
InterestResponseDetails.model
MarginCallResult.model
MarginDetails.model
MarkToMarketExposureParty.model
NominalAmount.model
ProposedCollateral.model
ProposedCollateralResponse.model
SubstitutionConfirmationDetails.model
SubstitutionDetails.model
SubstitutionResponse.model
TransferDetails.model
UnitContract.model