fpml-ird-5-7.xsd
Elements
Complex Types
Element Groups
All Elements (241)
additionalPayment
(defined in
Swap
complexType)
additionalPayment
(in
capFloor
)
additionalPayment
(in
fra
)
additionalTerms
adjustableDates
(in
cashSettlementPaymentDate
)
adjustedCashSettlementPaymentDate
(in
earlyTerminationEvent
)
adjustedCashSettlementPaymentDate
(in
exerciseEvent
)
adjustedCashSettlementPaymentDate
(in
mandatoryEarlyTerminationAdjustedDates
)
adjustedCashSettlementValuationDate
(in
earlyTerminationEvent
)
adjustedCashSettlementValuationDate
(in
exerciseEvent
)
adjustedCashSettlementValuationDate
(in
mandatoryEarlyTerminationAdjustedDates
)
adjustedEarlyTerminationDate
(in
cancellationEvent
)
adjustedEarlyTerminationDate
(in
earlyTerminationEvent
)
adjustedEarlyTerminationDate
(in
mandatoryEarlyTerminationAdjustedDates
)
adjustedEffectiveDate
adjustedEndDate
(in
calculationPeriod
in
paymentCalculationPeriod
)
adjustedExerciseDate
(in
cancellationEvent
)
adjustedExerciseDate
(in
earlyTerminationEvent
)
adjustedExerciseDate
(in
exerciseEvent
)
adjustedExerciseDate
(in
extensionEvent
)
adjustedExerciseFeePaymentDate
(in
earlyTerminationEvent
)
adjustedExerciseFeePaymentDate
(in
exerciseEvent
)
adjustedExtendedTerminationDate
adjustedFxSpotFixingDate
adjustedPaymentDate
(in
paymentCalculationPeriod
)
adjustedPrincipalExchangeDate
adjustedRelevantSwapEffectiveDate
adjustedStartDate
(in
calculationPeriod
in
paymentCalculationPeriod
)
adjustedTerminationDate
bondReference
bulletPayment
businessDateRange
businessDayConvention
(in
finalCalculationPeriodDateAdjustment
)
businessDayConvention
(in
fxFixingDate
)
calculatedRate
(in
floatingRateDefinition
)
calculation
(in
calculationPeriodAmount
)
calculationAgent
(in
mandatoryEarlyTermination
)
calculationAgent
(in
optionalEarlyTermination
defined in
OptionalEarlyTermination.model
group)
calculationAgent
(in
swaption
)
calculationAgentDetermination
(in
fallbackReferencePrice
in
priceSourceDisruption
in
nonDeliverableSettlement
in
settlementProvision
)
calculationPeriod
(in
paymentCalculationPeriod
)
calculationPeriodAmount
calculationPeriodDates
calculationPeriodDatesAdjustments
(in
calculationPeriodDates
)
calculationPeriodDatesReference
(in
dateRelativeToCalculationPeriodDates
)
calculationPeriodDatesReference
(in
notionalStepParameters
)
calculationPeriodDatesReference
(in
paymentDates
defined in
InterestRateStream
complexType)
calculationPeriodDatesReference
(in
resetDates
)
calculationPeriodDatesReference
(in
stubCalculationPeriodAmount
)
calculationPeriodFrequency
(in
calculationPeriodDates
)
calculationPeriodNumberOfDays
(in
calculationPeriod
in
paymentCalculationPeriod
)
calculationPeriodNumberOfDays
(in
fra
)
cancelableProvision
cancelableProvisionAdjustedDates
cancellationEvent
capFloor
capFloorStream
capRate
cashflows
cashflowsMatchParameters
cashPriceAlternateMethod
cashPriceMethod
cashSettlement
(in
mandatoryEarlyTermination
)
cashSettlement
(in
optionalEarlyTermination
defined in
OptionalEarlyTermination.model
group)
cashSettlement
(in
swaption
)
cashSettlementCurrency
(defined in
CashPriceMethod
complexType)
cashSettlementCurrency
(in
crossCurrencyMethod
)
cashSettlementPaymentDate
cashSettlementReferenceBanks
(defined in
CashPriceMethod
complexType)
cashSettlementReferenceBanks
(in
crossCurrencyMethod
)
cashSettlementValuationDate
cashSettlementValuationTime
collateralizedCashPriceMethod
compoundingMethod
(in
calculation
in
calculationPeriodAmount
)
conditionPrecedentBond
constantNotionalScheduleReference
crossCurrencyMethod
currentNotional
dateRelativeToCalculationPeriodDates
dateRelativeToPaymentDates
dayCountFraction
(in
calculation
in
calculationPeriodAmount
)
dayCountFraction
(in
fra
)
dayCountYearFraction
(in
calculationPeriod
in
paymentCalculationPeriod
)
discountFactor
(in
paymentCalculationPeriod
)
discountFactor
(in
principalExchange
)
discounting
discountingType
discountRate
discountRateDayCountFraction
discrepancyClause
earliestExerciseDateTenor
earlyTerminationEvent
earlyTerminationProvision
(defined in
Swap
complexType)
earlyTerminationProvision
(in
capFloor
)
effectiveDate
(in
calculationPeriodDates
)
exerciseEvent
exerciseFrequency
(in
optionalEarlyTerminationParameters
)
exerciseNotice
(in
cancelableProvision
)
exerciseNotice
(in
extendibleProvision
)
exerciseNotice
(in
optionalEarlyTermination
defined in
OptionalEarlyTermination.model
group)
exerciseProcedure
(in
swaption
)
extendibleProvision
extendibleProvisionAdjustedDates
extensionEvent
fallbackBondApplicable
fallbackReferencePrice
(in
priceSourceDisruption
in
nonDeliverableSettlement
in
settlementProvision
)
fallbackSettlementRateOption
fallbackSurveyValuationPostponenment
finalCalculationPeriodDateAdjustment
finalStub
(in
stubCalculationPeriodAmount
)
firstCompoundingPeriodEndDate
firstNotionalStepDate
firstPaymentDate
(in
paymentDates
defined in
InterestRateStream
complexType)
firstPeriodStartDate
(in
calculationPeriodDates
)
firstRegularPeriodStartDate
fixedPaymentAmount
fixedRate
(in
calculationPeriod
in
paymentCalculationPeriod
)
fixedRate
(in
fra
)
fixedRateSchedule
fixingDateOffset
fixingDates
(in
resetDates
)
floatingRateCalculation
floatingRateDefinition
floatingRateIndex
(in
fra
)
floatingRateMultiplier
floorRate
followUpConfirmation
(in
cancelableProvision
)
followUpConfirmation
(in
extendibleProvision
)
followUpConfirmation
(in
optionalEarlyTermination
defined in
OptionalEarlyTermination.model
group)
forecastAmount
forecastPaymentAmount
forecastRate
(in
calculationPeriod
in
paymentCalculationPeriod
)
formula
(defined in
InterestRateStream
complexType)
fra
fraDiscounting
futureValueNotional
fxFixingDate
fxFixingSchedule
fxLinkedNotionalAmount
fxLinkedNotionalSchedule
fxSpotRateSource
(in
fxLinkedNotionalSchedule
)
indexSource
(in
inflationRateCalculation
)
indexTenor
(in
fra
)
inflationLag
inflationRateCalculation
initialFee
initialFixingDate
(in
resetDates
)
initialIndexLevel
initialStub
(in
stubCalculationPeriodAmount
)
initialValue
(in
fxLinkedNotionalSchedule
)
interpolationMethod
(in
inflationRateCalculation
)
knownAmountSchedule
lastNotionalStepDate
lastRegularPaymentDate
(in
paymentDates
defined in
InterestRateStream
complexType)
lastRegularPeriodEndDate
mainPublication
mandatoryEarlyTermination
mandatoryEarlyTerminationAdjustedDates
mandatoryEarlyTerminationDate
mandatoryEarlyTerminationDateTenor
maximumDaysOfPostponement
nonDeliverableSettlement
(in
settlementProvision
)
notional
(in
fra
)
notionalAmount
(in
calculationPeriod
in
paymentCalculationPeriod
)
notionalAmount
(in
fxLinkedNotionalAmount
)
notionalSchedule
(in
calculation
in
calculationPeriodAmount
)
notionalSchedule
(in
calculation
in
calculationPeriodAmount
)
notionalStepAmount
notionalStepParameters
notionalStepRate
notionalStepSchedule
observedFxSpotRate
optionalEarlyTermination
(defined in
OptionalEarlyTermination.model
group)
optionalEarlyTerminationAdjustedDates
optionalEarlyTerminationParameters
optionType
(in
swaption
)
parYieldCurveAdjustedMethod
parYieldCurveUnadjustedMethod
payment
(in
bulletPayment
)
paymentCalculationPeriod
paymentDate
(in
fra
)
paymentDates
(defined in
InterestRateStream
complexType)
paymentDatesAdjustments
paymentDatesReference
paymentDaysOffset
(in
paymentDates
defined in
InterestRateStream
complexType)
paymentFrequency
(in
paymentDates
defined in
InterestRateStream
complexType)
payRelativeTo
(in
paymentDates
defined in
InterestRateStream
complexType)
physicalSettlement
(in
swaption
)
premium
(in
capFloor
)
premium
(in
swaption
)
presentValueAmount
(in
paymentCalculationPeriod
)
presentValuePrincipalExchangeAmount
priceSourceDisruption
(in
nonDeliverableSettlement
in
settlementProvision
)
principalExchange
principalExchangeAmount
(in
principalExchange
)
principalExchanges
(defined in
InterestRateStream
complexType)
quotationRateType
(defined in
CashPriceMethod
complexType)
quotationRateType
(defined in
YieldCurveMethod
complexType)
quotationRateType
(in
crossCurrencyMethod
)
rateCalculation
rateCutOffDaysOffset
rateObservation
(in
floatingRateDefinition
)
referenceCurrency
(in
nonDeliverableSettlement
in
settlementProvision
)
relativeDate
(in
cashSettlementPaymentDate
)
relativeEffectiveDate
relativeTerminationDate
relevantUnderlyingDateReference
resetDate
(in
fxLinkedNotionalAmount
)
resetDates
resetDatesAdjustments
resetDatesReference
resetFrequency
(in
resetDates
)
resetRelativeTo
(in
resetDates
)
settlementCurrency
(in
settlementProvision
)
settlementProvision
settlementRateOption
(in
nonDeliverableSettlement
in
settlementProvision
)
settlementRateSource
(defined in
YieldCurveMethod
complexType)
singlePartyOption
spread
(in
floatingRateDefinition
)
stepFrequency
stepRelativeTo
stubCalculationPeriodAmount
stubPeriodType
swap
swap
(in
swaption
)
swapStream
swapStreamReference
swaption
swaptionAdjustedDates
swaptionStraddle
terminationDate
(in
calculationPeriodDates
)
unadjustedEndDate
(in
calculationPeriod
in
paymentCalculationPeriod
)
unadjustedPaymentDate
unadjustedPrincipalExchangeDate
unadjustedStartDate
(in
calculationPeriod
in
paymentCalculationPeriod
)
valuationDatesReference
valuationPostponement
(in
fallbackReferencePrice
in
priceSourceDisruption
in
nonDeliverableSettlement
in
settlementProvision
)
varyingNotionalCurrency
varyingNotionalFixingDates
varyingNotionalInterimExchangePaymentDates
zeroCouponYieldAdjustedMethod
Complex Types (61)
BondReference
BulletPayment
Calculation
CalculationPeriod
CalculationPeriodAmount
CalculationPeriodDates
CalculationPeriodDatesReference
CancelableProvision
CancelableProvisionAdjustedDates
CancellationEvent
CapFloor
Cashflows
CashPriceMethod
CashSettlement
CashSettlementPaymentDate
CrossCurrencyMethod
DateRelativeToCalculationPeriodDates
DateRelativeToPaymentDates
Discounting
EarlyTerminationEvent
EarlyTerminationProvision
ExerciseEvent
ExercisePeriod
ExtendibleProvision
ExtendibleProvisionAdjustedDates
ExtensionEvent
FallbackReferencePrice
FinalCalculationPeriodDateAdjustment
FloatingRateDefinition
Fra
FxFixingDate
FxLinkedNotionalAmount
FxLinkedNotionalSchedule
InflationRateCalculation
InterestRateStream
InterestRateStreamReference
MandatoryEarlyTermination
MandatoryEarlyTerminationAdjustedDates
NonDeliverableSettlement
Notional
NotionalStepRule
OptionalEarlyTermination
OptionalEarlyTerminationAdjustedDates
PaymentCalculationPeriod
PaymentDates
PaymentDatesReference
PriceSourceDisruption
PrincipalExchange
RelevantUnderlyingDateReference
ResetDates
ResetDatesReference
SettlementProvision
SinglePartyOption
StubCalculationPeriodAmount
Swap
SwapAdditionalTerms
Swaption
SwaptionAdjustedDates
ValuationDatesReference
ValuationPostponement
YieldCurveMethod
Element Groups (3)
DiscountRate.model
MandatoryEarlyTermination.model
OptionalEarlyTermination.model