fpml-com-5-7.xsd
All Elements (490)
abandonmentOfScheme
absoluteTolerance
additionalMarketDisruptionEvent
adjustableDate (in startingDate in earlyTermination in commodityPerformanceSwap)
adjustmentToFallbackWeatherStation
alternativeDataProvider
americanExercise (defined in CommodityExercise complexType)
americanExercise (defined in CommodityPhysicalExercise complexType)
americanExercise (in exercise in commodityBasketOption)
americanExercise (in exercise in commodityDigitalOption)
amount (in referenceLevel)
annualizationFactor
applicable (in systemFirm)
applicable (in transfer)
applicable (in unitFirm)
applicableDay (defined in SettlementPeriods complexType)
applicableLaw
ash
ashFusionTemperature
automaticExercise (defined in CommodityExercise complexType)
automaticExercise (defined in CommodityPhysicalExercise complexType)
automaticExercise (in exercise in commodityBasketOption)
automaticExercise (in exercise in commodityDigitalOption)
averagePriceLeg
averagingMethod (defined in CommodityAsian.model group)
averagingMethod (defined in CommodityBasketUnderlyingBase complexType)
averagingMethod (defined in CommodityFx complexType)
averagingMethod (defined in FloatingLegCalculation complexType)
balanceOfFirstPeriod
barrier (in commodityOption)
brand
brandManager
BTUperLB
btuQualityAdjustment
bullionPhysicalLeg
bullionType
businessCalendar (defined in CommodityPricingDates complexType)
businessCalendar (defined in CommodityValuationDates complexType)
businessDayConvention (defined in Days.model group)
businessDays (defined in WeatherLegCalculation complexType)
buyerHub
calculation (in averagePriceLeg)
calculation (in commodityOption)
calculation (in floatingLeg)
calculation (in weatherLeg)
calculationDate (defined in WeatherLegCalculation complexType)
calculationDates (defined in CommodityCalculationPeriods.model group)
calculationPeriod (in weatherCalculationPeriods)
calculationPeriodEndDay
calculationPeriodFirstDay
calculationPeriods (defined in CommodityAsian.model group)
calculationPeriods (defined in CommodityCalculationPeriods.model group)
calculationPeriods (in commodityBasketOption)
calculationPeriodsDatesReference
calculationPeriodsReference
calculationPeriodsSchedule (defined in CommodityAsian.model group)
calculationPeriodsSchedule (defined in CommodityCalculationPeriods.model group)
calculationPeriodsSchedule (in commodityBasketOption)
calculationPeriodsScheduleReference
calendarSource (defined in CommodityPricingDates complexType)
calendarSource (defined in CommodityValuationDates complexType)
calorificValue
clearingInstructions (defined in CommodityPhysicalExercise complexType)
coal
coalPhysicalLeg
coalProductSpecifications
commencementDate (in exercisePeriod)
commencementDates
commodity (defined in CommodityBasketUnderlyingBase complexType)
commodity (defined in CommodityUnderlyerChoice.model group)
commodity (in commodityDigitalOption)
commodity (in commodityOption)
commodity (in floatingLeg)
commodityBasket
commodityBasketOption
commodityDigitalOption
commodityForward
commodityForwardLeg
commodityInterestLeg
commodityOption
commodityPerformanceSwap
commodityPerformanceSwapLeg
commodityReturnLeg
commoditySwap
commoditySwap (in commoditySwaption)
commoditySwapLeg
commoditySwaption
commodityVarianceLeg
commonPricing
compliancePeriod
constituentWeight (in underlying in notionalAmountBasket)
contingency
contingentParty
contractRate
contractRateStep
conversionFactor (defined in CommodityExercise complexType)
conversionFactor (defined in FloatingLegCalculation complexType)
conversionFactor (in metalPhysicalLeg)
conversionFactor (in underlying in notionalQuantityBasket)
correctionPeriod
country (in brand)
cycle (in pipeline)
dataCorrection
dataProvider
dateRelativeTo (in startingDate in earlyTermination in commodityPerformanceSwap)
dayCount
dayCountFraction (in interestCalculation in commodityInterestLeg)
dayDistribution
dayNumber
dayOfWeek
dayType (defined in Days.model group)
deliverableByBarge
deliveryAtSource
deliveryConditions (in coalPhysicalLeg)
deliveryConditions (in electricityPhysicalLeg)
deliveryConditions (in gasPhysicalLeg)
deliveryConditions (in metalPhysicalLeg)
deliveryConditions (in oilPhysicalLeg)
deliveryDate (in environmentalPhysicalLeg)
deliveryLocation (in bullionPhysicalLeg)
deliveryLocation (in deliveryConditions in metalPhysicalLeg)
deliveryLocation (in transfer)
deliveryPeriods (in coalPhysicalLeg)
deliveryPeriods (in electricityPhysicalLeg)
deliveryPeriods (in gasPhysicalLeg)
deliveryPeriods (in metalPhysicalLeg)
deliveryPeriods (in oilPhysicalLeg)
deliveryPeriodsReference
deliveryPeriodsScheduleReference
deliveryPoint (in deliveryConditions in coalPhysicalLeg)
deliveryPoint (in deliveryConditions in electricityPhysicalLeg)
deliveryPoint (in deliveryConditions in gasPhysicalLeg)
deliveryQuantity (in coalPhysicalLeg)
deliveryQuantity (in electricityPhysicalLeg)
deliveryQuantity (in gasPhysicalLeg)
deliveryQuantity (in oilPhysicalLeg)
deliveryType (in deliveryConditions in electricityPhysicalLeg)
deliveryType (in deliveryConditions in gasPhysicalLeg)
deliveryZone
digital
direction (defined in CommodityBasketUnderlyingBase complexType)
disruptionFallback
disruptionFallbacks
duration
earlyTermination (in commodityPerformanceSwap)
eEPApplicable
eEPParameters
effectiveDate (defined in CommoditySwapDetails.model group)
effectiveDate (in commodityBasketOption)
effectiveDate (in commodityDigitalOption)
effectiveDate (in commodityOption)
effectiveDate (in commodityOption)
effectiveDate (in commodityPerformanceSwap)
electingParty
electingPartyReference
electricity
electricityPhysicalLeg
endDate (in riskPeriod)
endTime (defined in SettlementPeriods complexType)
endYear
entryPoint (in deliveryConditions in gasPhysicalLeg)
entryPoint (in pipeline)
environmental
environmentalPhysicalLeg
equivalentApplicable
europeanExercise (defined in CommodityExercise complexType)
europeanExercise (defined in CommodityPhysicalExercise complexType)
europeanExercise (in exercise in commodityBasketOption)
europeanExercise (in exercise in commodityDigitalOption)
excludeHolidays
exercise (in commodityBasketOption)
exercise (in commodityDigitalOption)
exercise (in commodityOption)
exercise (in commodityOption)
exerciseFrequency (defined in CommodityAmericanExercise complexType)
exerciseFrequency (defined in CommodityEuropeanExercise complexType)
exercisePeriod
expirationDate (defined in CommodityEuropeanExercise complexType)
expirationDate (in europeanExercise defined in CommodityPhysicalExercise complexType)
expirationDate (in exercisePeriod)
expirationDateOffset
expirationDates (in americanExercise defined in CommodityPhysicalExercise complexType)
expirationDates (in europeanExercise defined in CommodityPhysicalExercise complexType)
expirationTime (defined in CommodityAmericanExercise complexType)
expirationTime (defined in CommodityEuropeanExercise complexType)
expirationTime (in americanExercise defined in CommodityPhysicalExercise complexType)
expirationTime (in europeanExercise defined in CommodityPhysicalExercise complexType)
expireRelativeToEvent
failureToDeliverApplicable
fallback
fallbackReferencePrice (in marketDisruption defined in CommodityContent.model group)
featurePaymentAmount (in barrier in commodityOption)
featurePaymentAmount (in digital)
finalEditedData
finesPassingScreen
firm
firstObservationDateOffset
fixedLeg
fixedLeg (in commodityForward)
fixedPrice (in fixedLeg in commodityForward)
fixedPrice (in fixedLeg)
fixedPriceSchedule
fixedPriceStep
fixingTime (defined in CommodityFx complexType)
flatRate
flatRateAmount
floatingLeg
floatingStrikePricePerUnit
floatingStrikePricePerUnitSchedule
fluid
forceMajeure
fx (defined in CommodityExercise complexType)
fx (defined in FloatingLegCalculation complexType)
fx (in underlying in notionalQuantityBasket)
fxObservationDates
fxType
gas
gasPhysicalLeg
generationAsset
grade (in metal)
grade (in oil)
grindability
hubCode
importerOfRecord
includeHolidays
initialDeformation
integralMultipleQuantity
interconnectionPoint (in deliveryConditions in electricityPhysicalLeg)
interconnectionPoint (in deliveryConditions in gasPhysicalLeg)
interestCalculation (in commodityInterestLeg)
knock (in barrier in commodityOption)
lag (defined in CommodityPricingDates complexType)
lag (defined in CommodityValuationDates complexType)
lag (defined in LagOrReference.model group)
lagDuration
lagReference
latestExerciseTime (defined in CommodityAmericanExercise complexType)
latestExerciseTime (in americanExercise defined in CommodityPhysicalExercise complexType)
latestExerciseTimeDetermination (defined in CommodityAmericanExercise complexType)
levelPercentage (defined in CommodityTrigger complexType)
levelPrice
levelQuantity
levelUnit
loadType (in electricityPhysicalLeg)
marketDisruption (defined in CommodityContent.model group)
marketDisruptionEvent
marketDisruptionEvents
masterAgreementPaymentDates
material
maximumNumberOfDaysOfDisruption
maximumPaymentAmount
maximumTransactionPaymentAmount
maxPhysicalQuantity
metal
metalPhysicalLeg
minimumFuturesContracts
minimumNotionalQuantity
minPhysicalQuantity
moisture
multipleExercise (defined in CommodityAmericanExercise complexType)
nAdjustment
name (in brand)
negative (in absoluteTolerance)
negative (in percentageTolerance)
nonFirm
notionalAmount (in commodityDigitalOption)
notionalAmount (in commodityInterestLeg)
notionalAmount (in commodityReturnLeg)
notionalAmount (in commodityVarianceLeg)
notionalAmount (in notionalAmountBasket)
notionalAmountBasket
notionalAmountReference (in commodityInterestLeg)
notionalAmountReference (in commodityReturnLeg)
notionalAmountReference (in commodityVarianceLeg)
notionalQuantity (defined in CommodityNotionalQuantity.model group)
notionalQuantity (in commodityDigitalOption)
notionalQuantityBasket
notionalQuantitySchedule
notionalStep
numberOfAllowances
oil
oilPhysicalLeg
option (in percentageTolerance)
optionOwnerPartyReference
optionType (in commodityBasketOption)
optionType (in commodityDigitalOption)
optionType (in commodityOption)
optionType (in commoditySwaption)
partyReference (in earlyTermination in commodityPerformanceSwap)
paymentDate (in environmentalPhysicalLeg)
paymentDates (defined in CommodityNonPeriodicPaymentDates.model group)
paymentDates (in weatherLeg)
paymentDaysOffset (defined in CommodityRelativePaymentDates complexType)
payRelativeTo (defined in CommodityRelativePaymentDates complexType)
payRelativeToEvent
penaltyApplicable
percentageTolerance
periodQuantityTolerance
periods
periodsSchedule
physicalExercise (in commodityOption)
physicalExercise (in commoditySwaption)
physicalQuantity (defined in CommodityFixedPhysicalQuantity.model group)
physicalQuantity (in deliveryQuantity in electricityPhysicalLeg)
physicalQuantitySchedule (defined in CommodityFixedPhysicalQuantity.model group)
physicalQuantitySchedule (in deliveryQuantity in electricityPhysicalLeg)
pipeline
pipelineName
positive
postitive
premium (in commodityBasketOption)
premium (in commodityDigitalOption)
premium (in commodityOption)
premium (in commoditySwaption)
premiumPerUnit
price (defined in FixedPrice complexType)
priceCurrency
priceMaterialityPercentage
priceUnit
pricingDates (defined in CommodityAsian.model group)
pricingDates (defined in CommodityBasketUnderlyingBase complexType)
pricingDates (defined in CommodityPricingDates complexType)
pricingDates (defined in FloatingLegCalculation complexType)
pricingDates (in returnCalculation)
pricingDates (in varianceCalculation)
pricingStartDate
primaryDisruptionFallbacks
primaryRateSource (defined in CommodityFx complexType)
producer
productType (in environmental)
quality
quantity (defined in CommodityNotionalQuantity complexType)
quantity (defined in UnitQuantity complexType)
quantity (defined in WeatherIndex complexType)
quantityFrequency (defined in CommodityNotionalQuantity complexType)
quantityReference (defined in CommodityNotionalQuantity.model group)
quantityReference (in averagePriceLeg)
quantityReference (in fixedLeg in commodityForward)
quantityStep
quantityUnit (defined in CommodityNotionalQuantity complexType)
quantityUnit (defined in UnitQuantity complexType)
quantityVariationAdjustment
rate (in interestCalculation in commodityInterestLeg)
referenceLevel
referenceLevelEqualsZero
referenceLevelUnit
reinvestmentFeature
rejectionLimit (defined in CoalAttributeDecimal complexType)
rejectionLimit (defined in CoalAttributePercentage complexType)
relativeCommencementDates
relativeExpirationDates (in americanExercise defined in CommodityPhysicalExercise complexType)
relativeExpirationDates (in europeanExercise defined in CommodityPhysicalExercise complexType)
relativePaymentDates
returnCalculation
risk (in deliveryConditions in coalPhysicalLeg)
risk (in deliveryConditions in metalPhysicalLeg)
risk (in pipeline)
riskPeriod
rounding (defined in CommodityContent.model group)
rounding (defined in FloatingLegCalculation complexType)
rounding (defined in WeatherLegCalculation complexType)
sCoTASpecifications
secondaryDisruptionFallbacks
secondaryRateSource (defined in CommodityFx complexType)
sellerHub
sequence
settlementCurrency (defined in CommodityExercise complexType)
settlementCurrency (defined in CommoditySwapDetails.model group)
settlementCurrency (in commodityPerformanceSwap)
settlementCurrency (in exercise in commodityBasketOption)
settlementDate (in bullionPhysicalLeg)
settlementDisruption
settlementLevel
settlementPeriods (defined in CommodityPricingDates complexType)
settlementPeriods (defined in CommodityValuationDates complexType)
settlementPeriods (in electricityPhysicalLeg)
settlementPeriodsNotionalQuantity
settlementPeriodsNotionalQuantitySchedule
settlementPeriodsNotionalQuantityStep
settlementPeriodsPrice
settlementPeriodsPriceSchedule
settlementPeriodsPriceStep
settlementPeriodsReference (defined in CommodityPricingDates complexType)
settlementPeriodsReference (defined in CommodityValuationDates complexType)
settlementPeriodsReference (in physicalQuantity in deliveryQuantity in electricityPhysicalLeg)
settlementPeriodsReference (in physicalQuantitySchedule in deliveryQuantity in electricityPhysicalLeg)
settlementPeriodsReference (in settlementPeriodsNotionalQuantity)
settlementPeriodsReference (in settlementPeriodsNotionalQuantitySchedule)
settlementPeriodsReference (in settlementPeriodsPrice)
settlementPeriodsReference (in settlementPeriodsPriceSchedule)
settlementPeriodsReference (in settlementPeriodsStep)
settlementPeriodsSchedule
settlementPeriodsStep
shape
simpleReturnOnNotional
SO2
so2QualityAdjustment
softeningHeightHalfWidth
softeningHeightWidth
source
spread (defined in FloatingLegCalculation complexType)
spreadConversionFactor
spreadPercentage
spreadSchedule (defined in FloatingLegCalculation complexType)
spreadStep
spreadUnit
standardContent (defined in CoalAttributeDecimal complexType)
standardContent (defined in CoalAttributePercentage complexType)
standardQuality
standardQualitySchedule
StandardQualityStep
startDate (in riskPeriod)
startingDate (in earlyTermination in commodityPerformanceSwap)
startTime (defined in SettlementPeriods complexType)
startYear
strikePriceBasketReference
strikePricePerUnit
strikePricePerUnitSchedule
strikePricePerUnitStep
strikePriceUnderlyingReference
sulfur
supplyEndTime
supplyStartTime
synopticDataFallback
system
systemFirm
terminationDate (defined in CommoditySwapDetails.model group)
terminationDate (in commodityBasketOption)
terminationDate (in commodityDigitalOption)
terminationDate (in commodityOption)
terminationDate (in commodityPerformanceSwap)
title
topSize
totalNotionalQuantity (defined in CommodityNotionalQuantity.model group)
totalNotionalQuantity (in commodityDigitalOption)
totalPhysicalQuantity (defined in CommodityFixedPhysicalQuantity.model group)
totalPhysicalQuantity (in deliveryQuantity in electricityPhysicalLeg)
totalPrice (in fixedLeg in commodityForward)
totalPrice (in fixedLeg)
totalQuantityTolerance
trackingSystem
transfer
transmissionContingency
transportationEquipment
trigger (in barrier in commodityOption)
trigger (in digital)
triggerType (defined in CommodityTrigger complexType)
type (in coal)
type (in electricity)
type (in gas)
type (in oil)
underlying (in notionalAmountBasket)
underlying (in notionalQuantityBasket)
unit (defined in WeatherIndex complexType)
unit (in absoluteTolerance)
unitFirm
valuationDates (defined in CommodityValuationDates complexType)
valuationDates (in returnCalculation)
valuationDates (in varianceCalculation)
valueDate (in commodityForward)
varianceCalculation
varianceStrikePrice (in commodityVarianceLeg)
vintage
volatile
volatilityStrikePrice (in commodityVarianceLeg)
voltage
weatherCalculationPeriods
weatherCalculationPeriodsReference
weatherIndexData (in commodityOption)
weatherIndexData (in weatherLeg)
weatherIndexLevel
weatherIndexStrikeLevel
weatherLeg
weatherNotionalAmount (in commodityOption)
weatherNotionalAmount (in weatherLeg)
weatherStation
weatherStationAirport
weatherStationCity
weatherStationFallback
weatherStationSecondFallback
weatherStationWBAN
weatherStationWMO
withdrawalPoint (in deliveryConditions in gasPhysicalLeg)
withdrawalPoint (in pipeline)
worldscaleRate
worldscaleRateStep
writtenConfirmation (defined in CommodityExercise complexType)
writtenConfirmation (defined in CommodityPhysicalExercise complexType)
writtenConfirmation (in exercise in commodityBasketOption)
writtenConfirmation (in exercise in commodityDigitalOption)
Complex Types (176)
AbsoluteTolerance
AveragePriceLeg
BullionDeliveryLocation
BullionPhysicalLeg
CalculationPeriodsDatesReference
CalculationPeriodsReference
CalculationPeriodsScheduleReference
CoalAttributeDecimal
CoalAttributePercentage
CoalDelivery
CoalDeliveryPoint
CoalPhysicalLeg
CoalProduct
CoalProductSource
CoalProductSpecifications
CoalProductType
CoalQualityAdjustments
CoalStandardQuality
CoalStandardQualitySchedule
CoalTransportationEquipment
CommodityAmericanExercise
CommodityBarrier
CommodityBasket
CommodityBasketBase
CommodityBasketByNotional
CommodityBasketByPercentage
CommodityBasketOption
CommodityBasketUnderlyingBase
CommodityBasketUnderlyingByNotional
CommodityBasketUnderlyingByPercentage
CommodityCalculationPeriodsSchedule
CommodityDeliveryPeriods
CommodityDeliveryPoint
CommodityDeliveryRisk
CommodityDigital
CommodityDigitalExercise
CommodityDigitalOption
CommodityEuropeanExercise
CommodityExercise
CommodityExerciseBasket
CommodityExercisePeriods
CommodityExpireRelativeToEvent
CommodityFixedPriceSchedule
CommodityForward
CommodityForwardLeg
CommodityFrequencyType
CommodityFx
CommodityFxType
CommodityHub
CommodityHubCode
CommodityInterestCalculation
CommodityInterestLeg
CommodityMarketDisruption
CommodityMetalBrand
CommodityMetalBrandManager
CommodityMetalBrandName
CommodityMetalGrade
CommodityMetalProducer
CommodityMetalShape
CommodityMultipleExercise
CommodityNotionalAmount
CommodityNotionalAmountReference
CommodityNotionalQuantity
CommodityNotionalQuantitySchedule
CommodityOption
CommodityPayRelativeToEvent
CommodityPerformanceSwap
CommodityPerformanceSwapBase
CommodityPerformanceSwapEarlyTermination
CommodityPerformanceSwapLeg
CommodityPhysicalAmericanExercise
CommodityPhysicalEuropeanExercise
CommodityPhysicalExercise
CommodityPhysicalQuantity
CommodityPhysicalQuantityBase
CommodityPhysicalQuantitySchedule
CommodityPipeline
CommodityPipelineCycle
CommodityPremium
CommodityPricingDates
CommodityProductGrade
CommodityQuantityFrequency
CommodityRelativeExpirationDates
CommodityRelativePaymentDates
CommodityReturnCalculation
CommodityReturnLeg
CommoditySettlementPeriodsNotionalQuantity
CommoditySettlementPeriodsNotionalQuantitySchedule
CommoditySettlementPeriodsPriceSchedule
CommoditySpread
CommoditySpreadSchedule
CommodityStartingDate
CommodityStrikeSchedule
CommoditySwap
CommoditySwapLeg
CommoditySwaption
CommoditySwaptionUnderlying
CommodityTrigger
CommodityValuationDates
CommodityVarianceCalculation
CommodityVarianceLeg
DataProvider
DisruptionFallback
EEPParameters
EEPRiskPeriod
ElectricityDelivery
ElectricityDeliveryFirm
ElectricityDeliveryPoint
ElectricityDeliverySystemFirm
ElectricityDeliveryType
ElectricityDeliveryUnitFirm
ElectricityPhysicalDeliveryQuantity
ElectricityPhysicalDeliveryQuantitySchedule
ElectricityPhysicalLeg
ElectricityPhysicalQuantity
ElectricityProduct
ElectricityTransmissionContingency
ElectricityTransmissionContingencyType
EnvironmentalPhysicalLeg
EnvironmentalProduct
EnvironmentalProductApplicableLaw
EnvironmentalProductComplaincePeriod
EnvironmentalTrackingSystem
FinancialSwapLeg
FixedPrice
FixedPriceLeg
FloatingLegCalculation
FloatingPriceLeg
FloatingStrikePrice
GasDelivery
GasDeliveryPeriods
GasDeliveryPoint
GasPhysicalLeg
GasPhysicalQuantity
GasProduct
GasQuality
InterconnectionPoint
Lag
LagReference
MarketDisruptionEvent
Material
Metal
MetalDelivery
MetalPhysicalLeg
NonPeriodicFixedPriceLeg
OilDelivery
OilPhysicalLeg
OilPipelineDelivery
OilProduct
OilProductType
OilTransferDelivery
PercentageTolerance
PhysicalForwardLeg
PhysicalSwapLeg
QuantityReference
ReferenceLevel
ReferenceLevelUnit
SequencedDisruptionFallback
SettlementPeriods
SettlementPeriodsFixedPrice
SettlementPeriodsReference
SettlementPeriodsSchedule
SettlementPeriodsStep
StrikePriceBasketReference
StrikePriceUnderlyingReference
UnitQuantity
WeatherCalculationPeriod
WeatherCalculationPeriods
WeatherIndex
WeatherIndexData
WeatherLeg
WeatherLegCalculation
WeatherStation
WeatherStationAirport
WeatherStationWBAN
WeatherStationWMO
Element Groups (32)
CommodityAsian.model
CommodityBasket.model
CommodityBasketOptionFeatures.model
CommodityCalculationPeriods.model
CommodityCalculationPeriodsPointer.model
CommodityCoalComposition.model
CommodityCoalProperties.model
CommodityCoalReducingAtmosphere.model
CommodityContent.model
CommodityDeliveryPeriodsPointer.model
CommodityDeliveryPoints.model
CommodityDigitalOptionFeatures.model
CommodityFinancialOption.model
CommodityFixedPhysicalQuantity.model
CommodityFixedPrice.model
CommodityFloatingStrikePrice.model
CommodityFreightFlatRate.model
CommodityNonPeriodicPaymentDates.model
CommodityNotionalQuantity.model
CommodityOptionFeatures.model
CommodityPaymentDates.model
CommodityPhysicalOption.model
CommodityStrikePrice.model
CommoditySwapDetails.model
CommodityUnderlyerChoice.model
CommodityUSCoalDelivery.model
CommodityUSCoalProduct.model
CommodityWeatherOption.model
Days.model
LagOrReference.model
Price.model
WeatherCalculationPeriod.model