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products
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Event Status messages.
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All Element Summary |
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A deliverable obligation characteristic.
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Optional account information used to precisely define the origination and destination of financial instruments.
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A reference to the party beneficiary of the account.
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An account identifier.
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The name by which the account is known.
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accountReference (defined in OnBehalfOf complexType) |
Identifies the account(s) related to the party when they cannot be determined from the party alone, for example in a inter-book trade.
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accountReference (defined in PartyAndAccountReferences.model group) |
Reference to an account.
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The type of account. e.g., Client, House
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Indicates whether accrued interest is included (true) or not (false).
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Indicates whether accrued interest is included (true) or not (false).
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Reports a regulator-specific code for the action associated with this submission.
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Any additional business centers that are applicable to the observation shift calculation, in addition to the regular "applicableBusinessDays".
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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).
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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).
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The additionalEvent element is an extension/substitution point to customize FpML and add additional events.
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Specifies the events that will give rise to the payment a additional fixed payments.
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additionalPayment (defined in FxPerformanceSwap complexType) |
Additional Payment means, in respect of an FX Transaction, where such fee is required, and a Transaction Fee Payment Date, the amount, if any, that is specified or otherwise determined as provided in the related Confirmation and, subject to any applicable condition precedent, is payable by one party to the other as further specified or otherwise determined as provided in the related Confirmation on the Transaction Fee Payment Date or on each Transaction Fee Payment Date if more than one is specified, for value on such date.
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additionalPayment (defined in Swap complexType) |
Additional payments between the principal parties. - For use with pre-trade Credit Limit Check messages.
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Additional payments between the principal parties.
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additionalPayment (in fra) |
Additional payments between the principal parties (i.e. the parties referenced as the FRA buyer and seller).
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Fee paid by the client at inception (analagous to an option premium).
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The currency, amount and payment details for the Forward Volatility Agreement, as agreed at the time of execution.
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This element is used for representing information contained in the Additional Terms field of the 2003 Master Credit Derivatives confirm.
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Contains any additional terms to the swap contract. - For use with pre-trade Credit Limit Check messages.
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A postal or street address.
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A date that is 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.
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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.
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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.
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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.
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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.
|
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|
The date on which the cash settlement amount is paid.
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|
The date on which the cash settlement amount is paid.
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|
The date on which the cash settlement amount is paid.
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|
The date by which the cash settlement amount must be agreed.
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|
The date by which the cash settlement amount must be agreed.
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The date by which the cash settlement amount must be agreed.
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|
The date once the adjustment has been performed.
|
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|
The early termination date that is applicable if an early termination provision is exercised.
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|
The early termination date that is applicable if an early termination provision is exercised.
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|
The early termination date that is applicable if an early termination provision is exercised.
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|
The start date of the calculation period.
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The calculation period end date, adjusted according to any relevant business day convention.
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|
The date on which option exercise takes place.
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|
The date on which option exercise takes place.
|
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|
The date on which option exercise takes place.
|
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|
The date on which option exercise takes place.
|
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|
The date on which the exercise fee amount is paid.
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|
The date on which the exercise fee amount is paid.
|
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|
The termination date if an extendible provision is exercised.
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|
The adjusted fixing date, i.e. the actual date the rate is observed.
|
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|
The date on which the fx spot rate is observed.
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|
The adjusted payment date.
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|
The adjusted payment date.
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|
The adjusted payment date.
|
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|
The adjusted payment date.
|
||||||||||||||
|
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.
|
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|
The principal exchange date.
|
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|
The effective date of the underlying swap associated with a given exercise date.
|
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|
The calculation period start date, adjusted according to any relevant business day convention.
|
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|
The end date of the calculation period.
|
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|
A human-readable message providing information about the service..
|
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agreedDiscountRate (defined in MidMarketValuationMethod complexType) |
This may be used to indicate the discount rate to be used for cash collateral for cash settlement purposes.
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|||||||||||||
|
This may be used to indicate the discount rate to be used for cash collateral for cash settlement purposes.
|
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|
This may be used to indicate the discount rate to be used for cash collateral for cash settlement purposes.
|
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|
Provides information about an algorithm that executed or otherwise participated in this trade this trade
|
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|
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.
|
||||||||||||||
|
The fractional allocation (0.45 = 45%) of the notional and "block" fees to this particular client subaccount.
|
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|
The notional allocation (amount and currency) to this particular client account.
|
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|
A pointer style reference to one of the parties to the trade, defined elsewhere in the document.
|
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|
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allocations (defined in Trade complexType) |
"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.
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allocations (defined in TradePackage complexType) |
"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.
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When allocations for this trade were completely processed.
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When allocations for this trade were submitted or received by this party.
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allocationStatus (defined in PartyTradeInformation complexType) |
Specifies whether the trade is anticipated to be allocated, has been allocated, or will not be allocated.
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Specifies whether the trade is anticipated to be allocated, has been allocated, or will not be allocated.
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When allocations for this trade were most recently corrected.
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allocationTradeId (defined in PartyTradeIdentifier complexType) |
The trade id of the allocated trade.
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Unique ID for the allocation.
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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.
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The parameters for defining the exercise period for an American style option.
|
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americanExercise (in fxOption) |
The parameters for defining the exercise period for an American style option.
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The monetary quantity in currency units.
|
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amount (defined in NonNegativeMoney complexType) |
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amount (defined in PositiveMoney complexType) |
The positive monetary quantity in currency units.
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This specifies the numerator of an annualization factor.
|
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applicable (defined in NotDomesticCurrency complexType) |
Indicates whether the not domestic currency provision is applicable.
|
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applicable (defined in PCDeliverableObligationCharac complexType) |
Indicates whether the provision is applicable.
|
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applicable (defined in SpecifiedCurrency complexType) |
Indicates whether the specified currency provision is applicable.
|
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applicable (in failureToPay) |
Indicates whether the failure to pay provision is applicable.
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Indicates whether the grace period extension provision is applicable.
|
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applicable (in restructuring) |
Indicates whether the restructuring provision is applicable.
|
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|
Specifies the applicable business days to be used for this calculation.
|
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|
This may be used to specify the type of CSA (credit support annex/agreement) to be used for cash settlement purposes.
|
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|
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approvalId (defined in CreditLimitReference complexType) |
|
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approvalId (in approval) |
An identifer for a specific appoval, to allow the approval to be identified and tracked.
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A container for approval states in the workflow.
|
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approvals (defined in TradePackage complexType) |
A container for approval states in the workflow.
|
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approvals (in allocation) |
A container for approval states in the workflow.
|
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(partial approval) Specifies the fixed amount approved expressed as notional amount.
|
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|
(partial approval) Specifies the fixed amount approved expressed as number of options.
|
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|
(partial approval) Specifies the fixed amount approved expressed as number of units.
|
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|
A pointer style reference to a party defined elsewhere in the document.
|
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|
The full name or identifiying ID of the relevant approver.
|
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approvingPartyReference (defined in CreditLimitReference complexType) |
|
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|
A pointer style reference to a party defined elsewhere in the document.
|
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|
A deliverable obligation characteristic.
|
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|
A human readable document related to this transaction, for example a confirmation.
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|
Lower bound percentage of the loss that the Tranche can endure, expressed as a decimal.
|
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|
The date on which the auction is scheduled to occur.
|
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|
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.
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The original record date from the fallback publication source that was available at the time that fallback rate was observed.
|
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|
An optional factor that can be used for weighting certain observation dates.
|
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|
If averaging is applicable, this component specifies whether a weighted or unweighted average method of calculation is to be used.
|
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|
A credit event.
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|
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|
||||||||||||||
|
The party referenced is specified in the related Confirmation as Barrier Determination Agent.
|
||||||||||||||
|
This specifies whether the option becomes effective ("knock-in") or is annulled ("knock-out") when the respective barrier event occurs.
|
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base64Binary (defined in AdditionalData complexType) |
Provides extra information as binary contents coded in base64.
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base64Binary (defined in Resource complexType) |
Provides extra information as binary contents coded in base64.
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DEPRECATED.
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|
Describes a change due to change in composition of basket underlyer
|
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|
A CDS basket identifier
|
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|
The name of the basket expressed as a free format string.
|
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|
The relative weight of each respective basket constituent, expressed in percentage.
|
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|
This element contains all the terms relevant to defining the Credit Default Swap Basket.
|
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The ultimate beneficiary of the funds.
|
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|
The ultimate beneficiary of the funds.
|
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|
The bank that acts for the ultimate beneficiary of the funds in receiving payments.
|
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|
The bank that acts for the ultimate beneficiary of the funds in receiving payments.
|
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|
Link to the party acting as beneficiary.
|
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|
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.
|
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The trade id of the block trade.
|
||||||||||||||
|
For on-facility trades, indicator of whether an election has been made to report the swap transaction as a block transaction by the reporting counterparty or as calculated by either the swap data repository acting on behalf of the reporting counterparty or by using a third party.
|
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|
Identifies the underlying asset when it is a series or a class of bonds.
|
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|
Reference to a bond underlyer to represent an asset swap or Condition Precedent Bond.
|
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|
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|
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|
Specifies the deails for a broker confirm.
|
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|
The type of broker confirmation executed between the parties.
|
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|
Identifies that party (or parties) that brokered this trade.
|
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businessCenter (defined in BusinessCenters complexType) |
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businessCenter (defined in BusinessCenterTime complexType) |
|
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businessCenter (defined in ExerciseNotice complexType) |
|
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businessCenter (defined in QuoteLocation.model group) |
A city or other business center.
|
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|
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.
|
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businessCenters (defined in BusinessCentersOrReference.model group) |
|
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|
Business centers for determination of execution period business days.
|
||||||||||||||
|
A pointer style reference to a set of financial business centers defined elsewhere in the document.
|
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|
A range of contiguous business days.
|
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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.
|
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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.
|
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|
The convention for adjusting a date if it would otherwise fall on a day that is not a business day.
|
||||||||||||||
|
Override business date convention.
|
||||||||||||||
|
The convention for adjusting a date if it would otherwise fall on a day that is not a business day.
|
||||||||||||||
businessDays (defined in SingleValuationDate complexType) |
A number of business days.
|
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|
A number of business days.
|
||||||||||||||
|
An explicit indication that a number of business days are not specified and therefore ISDA fallback provisions should apply.
|
||||||||||||||
|
The number of business days between successive valuation dates when multiple valuation dates are applicable for cash settlement.
|
||||||||||||||
|
||||||||||||||
|
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
|
||||||||||||||
buyer (defined in StrikeSchedule complexType) |
The buyer of the option
|
|||||||||||||
|
A reference to the account that buys this instrument.
|
||||||||||||||
|
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.
|
||||||||||||||
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.
|
|||||||||||||
|
||||||||||||||
|
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.
|
||||||||||||||
|
The parameters used in the calculation of fixed or floaring rate calculation period amounts.
|
||||||||||||||
calculationAgent (defined in CalculationAgent.model group) |
The ISDA calculation agent responsible for performing duties as defined in the applicable product definitions.
|
|||||||||||||
calculationAgent (defined in MandatoryEarlyTermination complexType) |
The ISDA Calculation Agent responsible for performing duties associated with an optional early termination.
|
|||||||||||||
calculationAgent (defined in OptionalEarlyTermination complexType) |
The ISDA Calculation Agent responsible for performing duties associated with an optional early termination.
|
|||||||||||||
calculationAgent (in swaption) |
The ISDA Calculation Agent responsible for performing duties associated with an optional early termination.
|
|||||||||||||
|
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 calculation agent will decide the rate.
|
||||||||||||||
|
An ISDA defined cash settlement method used for the determination of the applicable cash settlement amount.
|
||||||||||||||
|
An ISDA defined cash settlement method used for the determination of the applicable cash settlement amount.
|
||||||||||||||
|
The ISDA calculation agent responsible for performing duties as defined in the applicable product definitions.
|
||||||||||||||
|
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.
|
||||||||||||||
|
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.
|
||||||||||||||
|
The notional amount of protection coverage.
|
||||||||||||||
calculationMethod (defined in CalculationParameters complexType) |
Specifies the type of calculation, e.g. whether the calculation is a compounding or an averaging calculation.
|
|||||||||||||
|
Indicates how to use the inflation index to calculate the payment (e.g.
|
||||||||||||||
|
Indicates how to use the inflation index to calculate the payment (e.g.
|
||||||||||||||
calculationParameters (defined in FallbackRate complexType) |
This provides a representation of the approximate value of the fallback rate, i.e. a calculated rate that quite closely mimics the value anticipated to be published by the fallback rate administrator (once the spread adjustment is added).
|
|||||||||||||
calculationParameters (defined in FloatingRate complexType) |
Parameters to specify a rate calculated using an averaging or compounding formula, as described in the 2021 ISDA Defintions, section 7.
|
|||||||||||||
|
The parameters used in the calculation of a fixed or floating rate calculation period amount.
|
||||||||||||||
|
The calculation period amount parameters.
|
||||||||||||||
|
The calculation periods dates schedule.
|
||||||||||||||
|
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.
|
||||||||||||||
|
A set of href pointers to calculation period dates defined somewhere else in the document.
|
||||||||||||||
|
A pointer style reference to the associated calculation period dates component defined elsewhere in the document.
|
||||||||||||||
|
A pointer style reference to the associated calculation period dates component defined elsewhere in the document.
|
||||||||||||||
|
A pointer style reference to the associated calculation period dates component defined elsewhere in the document.
|
||||||||||||||
|
A pointer style reference to the associated calculation period dates component defined elsewhere in the document. - For use with pre-trade Credit Limit Check messages.
|
||||||||||||||
|
The frequency at which calculation period end dates occur with the regular part of the calculation period schedule and their roll date convention.
|
||||||||||||||
|
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 effective / start date to the adjusted termination / end date calculated in accordance with the applicable day count fraction.
|
||||||||||||||
|
The number of days from the adjusted effective date to the adjusted termination date calculated in accordance with the applicable day count fraction.
|
||||||||||||||
|
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.
|
||||||||||||||
|
Indicates the style of how the inflation index calculates the payment (e.g.
|
||||||||||||||
|
Indicates the style of how the inflation index calculates the payment (e.g.
|
||||||||||||||
|
The currency which: - the option buyer will receive (buy) - the option writer will pay (sell)
|
||||||||||||||
|
The currency amount that the option gives the right to buy.
|
||||||||||||||
|
A provision that allows the specification of an embedded option within a swap giving the buyer of the option the right to terminate the swap, in whole or in part, on the early termination date. - For use with pre-trade Credit Limit Check messages.
|
||||||||||||||
|
The adjusted dates associated with a cancelable provision.
|
||||||||||||||
|
The adjusted dates for an individual cancellation date.
|
||||||||||||||
|
A cap, floor or cap floor structures product definition.
|
||||||||||||||
|
Reference to the leg, where date adjustments may apply.
|
||||||||||||||
|
The cap rate, if any, which applies to the floating rate for the calculation period.
|
||||||||||||||
|
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.
|
||||||||||||||
cashCollateralCurrency (defined in MidMarketValuationMethod complexType) |
This may be used to indicate the currency of cash collateral for cash settlement purposes.
|
|||||||||||||
cashCollateralCurrency (defined in ReplacementValueMethodBase complexType) |
This may be used to indicate the currency of cash collateral for cash settlement purposes.
|
|||||||||||||
|
This may be used to indicate the interest rate to be used for cash collateral for cash settlement purposes.
|
||||||||||||||
|
The cashflows representation of the swap stream. - For use with pre-trade Credit Limit Check messages.
|
||||||||||||||
|
A true/false flag to indicate whether the cashflows match the parametric definition of the stream, i.e. whether the cashflows could be regenerated from the parameters without loss of information.
|
||||||||||||||
|
For cash flows, the type of the cash flows.
|
||||||||||||||
|
An ISDA defined cash settlement method used for the determination of the applicable cash settlement amount.
|
||||||||||||||
|
An ISDA defined cash settlement method used for the determination of the applicable cash settlement amount.
|
||||||||||||||
cashSettlement (defined in FxPerformanceSwap complexType) |
Specifies the Settlement currency and fixing details for cash settlement.
|
|||||||||||||
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.
|
|||||||||||||
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.
|
|||||||||||||
cashSettlement (in fxOption) |
Specifies the currency and fixing details for cash settlement.
|
|||||||||||||
cashSettlement (in straddle) |
Specifies the settlement type for the FxStraddle.
|
|||||||||||||
cashSettlement (in swaption) |
If specified, this means that cash settlement is applicable to the transaction and defines the parameters associated with the cash settlement procedure.
|
|||||||||||||
|
The amount paid by the seller to the buyer for cash settlement on the cash settlement date.
|
||||||||||||||
|
The number of business days used in the determination of the cash settlement payment date.
|
||||||||||||||
cashSettlementCurrency (defined in CashPriceMethod complexType) |
The currency in which the cash settlement amount will be calculated and settled.
|
|||||||||||||
cashSettlementCurrency (defined in MidMarketValuationMethod complexType) |
The currency, or currencies, in which the cash settlement amount(s) will be calculated and settled.
|
|||||||||||||
cashSettlementCurrency (defined in ReplacementValueMethodBase complexType) |
The currency, or currencies, in which the cash settlement amount(s) will be calculated and settled.
|
|||||||||||||
|
The currency or currencies in which the cash settlement amount will be calculated and settled. (2 Currencies are supported for cross-currency settlement methods.)
|
||||||||||||||
|
The currency, or currencies, in which the cash settlement amount(s) will be calculated and settled.
|
||||||||||||||
|
An obligation and deliverable obligation characteristic.
|
||||||||||||||
|
The date on which the cash settlement amount will be paid, subject to adjustment in accordance with any applicable business day convention.
|
||||||||||||||
cashSettlementReferenceBanks (defined in CashPriceMethod complexType) |
A container for a set of reference institutions.
|
|||||||||||||
cashSettlementReferenceBanks (defined in MidMarketValuationMethod complexType) |
A container for a set of reference institutions.
|
|||||||||||||
cashSettlementReferenceBanks (defined in ReplacementValueMethodBase complexType) |
A container for a set of reference institutions.
|
|||||||||||||
cashSettlementReferenceBanks (defined in SettlementRateSource complexType) |
A container for a set of reference institutions.
|
|||||||||||||
|
A container for a set of reference institutions.
|
||||||||||||||
|
This element contains all the ISDA terms relevant to cash settlement for when cash settlement is applicable.
|
||||||||||||||
|
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.
|
||||||||||||||
|
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.
|
||||||||||||||
category (defined in PartyTradeInformation complexType) |
Used to categorize trades into user-defined categories, such as house trades vs. customer trades.
|
|||||||||||||
|
The category or type of the notification message, e.g. availability, product coverage, rules, etc.
|
||||||||||||||
|
Used in both obligations and deliverable obligations to represent a class or type of securities which apply.
|
||||||||||||||
category (in obligations) |
Used in both obligations and deliverable obligations to represent a class or type of securities which apply.
|
|||||||||||||
|
Used to categorize trades into user-defined categories, such as house trades vs. customer trades.
|
||||||||||||||
|
Abstract substitutable place holder for specific change details.
|
||||||||||||||
|
The city component of a postal address.
|
||||||||||||||
|
The party's industry sector classification.
|
||||||||||||||
|
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.
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
clearingStatus (defined in PartyTradeInformation complexType) |
Describes the status with respect to clearing (e.g.
|
|||||||||||||
|
Describes the status with respect to clearing (e.g.
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
Specifies a commodity classification code.
|
||||||||||||||
collateral (defined in Trade complexType) |
Defines collateral obiligations of a Party
|
|||||||||||||
collateral (in allocation) |
The sum that must be posted upfront to collateralize against counterparty credit risk.
|
|||||||||||||
|
Specifies whether this party posts collateral.
|
||||||||||||||
|
An ISDA defined cash settlement method used for the determination of the applicable cash settlement amount.
|
||||||||||||||
|
Provides a name, code, or other identifier for the collateral portfolio to which this belongs.
|
||||||||||||||
|
Provides a name, code, or other identifier for the initial margin collateral portfolio to which this belongs.
|
||||||||||||||
|
Provides a name, code, or other identifier for the variation margin collateral portfolio to which this belongs.
|
||||||||||||||
commencementDate (defined in FxDigitalAmericanExercise complexType) |
The earliest date on which the option can be exercised.
|
|||||||||||||
|
The first day of the exercise period for an American style option.
|
||||||||||||||
|
Any additional comments that are deemed necessary.
|
||||||||||||||
|
||||||||||||||
|
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.
|
||||||||||||||
|
Specifies whether this trade is a result of compression activity.
|
||||||||||||||
|
To indicate whether the Condition Precedent Bond is applicable.
|
||||||||||||||
|
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.
|
||||||||||||||
|
A deliverable obligation characteristic.
|
||||||||||||||
|
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.
|
||||||||||||||
|
Identification of all the exchanges where constituents are traded.
|
||||||||||||||
|
Describes the weight of each of the constituents within the basket.
|
||||||||||||||
contactInfo (in businessUnit) |
Information on how to contact the unit using various means.
|
|||||||||||||
contactInfo (in party) |
Information on how to contact the party using various means.
|
|||||||||||||
contactInfo (in person) |
Information on how to contact the individual using various means.
|
|||||||||||||
|
An obligation and deliverable obligation characteristic.
|
||||||||||||||
|
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.
|
||||||||||||||
|
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.
|
||||||||||||||
|
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.
|
||||||||||||||
|
Describes a change due to a corporate action
|
||||||||||||||
|
A qualified identifier used to correlate between messages
|
||||||||||||||
|
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 counter currency and amount for the FxStraddle.
|
||||||||||||||
|
Supply a counter-offer quote, e.g. if order is rejected / DUMMY placeholder.
|
||||||||||||||
|
Supply a counter-offer quote, e.g. if order is rejected / DUMMY placeholder.
|
||||||||||||||
|
||||||||||||||
|
The ISO 3166 standard code for the country within which the postal address is located.
|
||||||||||||||
country (in businessUnit) |
The ISO 3166 standard code for the country where the individual works.
|
|||||||||||||
|
The country where the party is domiciled.
|
||||||||||||||
|
The ISO 3166 standard code for the country where the individual works.
|
||||||||||||||
|
Specifies the coupon rate (expressed in percentage) of a fixed income security or convertible bond.
|
||||||||||||||
|
Specifies if the bond has a variable coupon, step-up/down coupon or a zero-coupon.
|
||||||||||||||
|
The date and time (on the source system) when this message instance was created.
|
||||||||||||||
|
The credit agreement date is the closing date (the date where the agreement has been signed) for the loans in the credit agreement.
|
||||||||||||||
creditApprovalModel (defined in OriginalRequestDetails complexType) |
|
|||||||||||||
|
Code to indicate the credit approval model e.g., PushToPing, PushToStop, Plus1ToStop, Plus1ToPing, Ping.
|
||||||||||||||
creditApprovalRequestType (defined in OriginalRequestDetails complexType) |
|
|||||||||||||
|
||||||||||||||
|
Describes a change due to a credit event.
|
||||||||||||||
|
Special credit fee assessed to certain institutions.
|
||||||||||||||
|
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.
|
||||||||||||||
|
What arrangements will be made to provide credit?
|
||||||||||||||
|
A specified condition to settlement.
|
||||||||||||||
|
This element contains all the ISDA terms relating to credit events.
|
||||||||||||||
|
Specifies the type of credit event taking place.
|
||||||||||||||
creditLimit (defined in CreditLimitInformationExtended complexType) |
|
|||||||||||||
|
||||||||||||||
creditLimit (in suspendCredit) |
|
|||||||||||||
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
creditQuality (defined in FixedIncomeSecurityContent.model group) |
Credit quality type (e.g.
|
|||||||||||||
creditQuality (in security) |
Credit quality type (e.g.
|
|||||||||||||
creditRating (defined in FixedIncomeSecurityContent.model group) |
The credit rating.
|
|||||||||||||
creditRating (in party) |
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.
|
||||||||||||||
|
An ISDA defined cash settlement method used for the determination of the applicable cash settlement amount.
|
||||||||||||||
currency (defined in CreditLimitBase complexType) |
|
|||||||||||||
|
||||||||||||||
currency (defined in NotDomesticCurrency complexType) |
An explicit specification of the domestic currency.
|
|||||||||||||
currency (defined in QuotationCharacteristics.model group) |
The optional currency that the measure is expressed in.
|
|||||||||||||
currency (defined in SpecifiedCurrency complexType) |
The currency in which an amount is denominated.
|
|||||||||||||
currency (defined in UnderlyingAsset complexType) |
Trading currency of the underlyer when transacted as a cash instrument.
|
|||||||||||||
|
The currency in which an amount is denominated.
|
||||||||||||||
|
The currency in which an amount is denominated.
|
||||||||||||||
currency (in limitApplicable) |
|
|||||||||||||
|
The currency in which an amount is denominated.
|
||||||||||||||
|
Trading currency of the underlyer when transacted as a cash instrument.
|
||||||||||||||
currency (in strike in productSummary) |
|
|||||||||||||
|
The first currency specified when a pair of currencies is to be evaluated.
|
||||||||||||||
|
The second currency specified when a pair of currencies is to be evaluated.
|
||||||||||||||
|
Reports a regulator-specific code classifying the currency pair in the trade into risk categories such as Major Currencies or Emerging Markets.
|
||||||||||||||
|
The optional currency that the measure is expressed in.
|
||||||||||||||
|
The part of the mortgage that is currently outstanding.
|
||||||||||||||
cutName (defined in FxDigitalAmericanExercise complexType) |
A code by which the expiry time is known in the market.
|
|||||||||||||
cutName (defined in FxEuropeanExercise complexType) |
A code by which the expiry time is known in the market.
|
|||||||||||||
|
The processing cycle or phase that this message describes.
|
||||||||||||||
|
A document containing trade and/or portfolio and/or party data without expressing any processing intention.
|
||||||||||||||
date (defined in FxBusinessCenterDateTime complexType) |
|
|||||||||||||
|
The date of the agreement executed between the parties and intended to govern collateral arrangements for all OTC derivatives transactions between those parties.
|
||||||||||||||
|
||||||||||||||
date (in otherAgreement) |
The date on which the agreement was signed.
|
|||||||||||||
date (in rateObservation in asian) |
A specific date for which an observation against a particular rate will be made and will be used for subsequent computations.
|
|||||||||||||
dateAdjustments (defined in AdjustableDate 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 date in the specified business centers.
|
|||||||||||||
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.
|
|||||||||||||
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.
|
|||||||||||||
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.
|
|||||||||||||
|
ISDA 2003 Terms: Business Day and Business Day Convention.
|
||||||||||||||
|
A pointer style reference to date adjustments defined elsewhere in the document.
|
||||||||||||||
|
The birth date of the person, e.g. 1970-01-01
|
||||||||||||||
|
Specifies the anchor as an href attribute.
|
||||||||||||||
|
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.
|
||||||||||||||
|
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.
|
||||||||||||||
dayCountFraction (defined in BondCalculation.model group) |
The day count basis for the bond.
|
|||||||||||||
|
The day count fraction.
|
||||||||||||||
|
The day count fraction.
|
||||||||||||||
|
The day count fraction.
|
||||||||||||||
dayCountFraction (in fra) |
The day count fraction.
|
|||||||||||||
|
The year fraction value of the calculation period, result of applying the ISDA rules for day count fraction defined in the ISDA Annex.
|
||||||||||||||
|
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.
|
||||||||||||||
dayType (in fixingSchedule) |
Specifies whether the schedule follows the business or calendar days.
|
|||||||||||||
|
A dealer from whom quotations are obtained by the calculation agent on the reference obligation for purposes of cash settlement.
|
||||||||||||||
|
In relation to certain credit events, serves as a threshold for Obligation Acceleration, Obligation Default, Repudiation/Moratorium and Restructuring.
|
||||||||||||||
definition (defined in UnderlyingAsset complexType) |
An optional reference to a full FpML product that defines the simple product in greater detail.
|
|||||||||||||
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
This element contains all the ISDA terms relevant to defining the deliverable obligations.
|
||||||||||||||
|
An obligation and deliverable obligation characteristic.
|
||||||||||||||
|
Reference to the depository of the settlement.
|
||||||||||||||
description (defined in CreditLimitCheckReason complexType) |
|
|||||||||||||
description (defined in CreditLimitCheckReason complexType) |
free form description of the reason
|
|||||||||||||
description (defined in IdentifiedAsset complexType) |
Long name of the underlying asset.
|
|||||||||||||
description (defined in ProductDefinition complexType) |
Optional "user-friendly" name for the product used for annotation purposes
|
|||||||||||||
description (defined in Reason complexType) |
Plain English text describing the associated error condition
|
|||||||||||||
description (in advisory) |
A human-readable notification.
|
|||||||||||||
description (in cash) |
Long name of the underlying asset.
|
|||||||||||||
|
Applies to Loan CDS, to indicate what lien level is appropriate for a deliverable obligation.
|
||||||||||||||
|
The party referenced is the ISDA Determination Party that specified in the related Confirmation as Determination Party.
|
||||||||||||||
|
||||||||||||||
direction (defined in FxBarrierFeature complexType) |
This specifies whether the barrier direction is "Up" or "Down"; that is, that a barrier event occurs if the spot rate is at or above the trigger rate, or at or below the trigger rate during the period of observation of an american barrier, or at the times of observation of a discrete or european barrier.
|
|||||||||||||
|
This specifies whether the trigger direction is "AtOrAbove" or "AtOrBelow; that is, that a barrier event occurs if the spot rate is at or above the trigger rate, or at or below the trigger rate during the period of observation of an american trigger, or at the times of observation of a discrete trigger.
|
||||||||||||||
|
A deliverable obligation characteristic.
|
||||||||||||||
|
Directly linked to commercial activity or treasury financing.
|
||||||||||||||
|
A decimal value representing the discount factor used to calculate the present value of cash flow.
|
||||||||||||||
|
The value representing the discount factor used to calculate the present value of the principal exchange amount.
|
||||||||||||||
|
The parameters specifying any discounting conventions that may apply.
|
||||||||||||||
|
The discounting method that is applicable.
|
||||||||||||||
|
A discount rate, expressed as a decimal, to be used in the calculation of a discounted amount.
|
||||||||||||||
|
A discount day count fraction to be used in the calculation of a discounted amount.
|
||||||||||||||
|
To indicate whether the Discrepancy Clause is applicable.
|
||||||||||||||
|
Number of units of the product being displayed.
|
||||||||||||||
|
A credit event.
|
||||||||||||||
|
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.
|
||||||||||||||
|
The earliest time of day at the specified business center, at which the client may execute a transaction.
|
||||||||||||||
|
The time interval to the first (and possibly only) exercise date in the exercise period.
|
||||||||||||||
|
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.
|
||||||||||||||
|
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.
|
||||||||||||||
|
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.
|
||||||||||||||
|
The adjusted dates associated with an individual earley termination date.
|
||||||||||||||
earlyTerminationProvision (defined in Swap complexType) |
Parameters specifying provisions relating to the optional and mandatory early terminarion of a swap transaction. - For use with pre-trade Credit Limit Check messages.
|
|||||||||||||
|
Parameters specifying provisions relating to the optional and mandatory early terminarion of a CapFloor transaction.
|
||||||||||||||
|
Parameters specifying provisions relating to the optional and mandatory early terminarion of a swap transaction. - For use with pre-trade Credit Limit Check messages.
|
||||||||||||||
effectiveDate (defined in FallbackRate complexType) |
The Applicable Fallback Effective Date, as defined in the 2021 ISDA Interest Rate Derivatives Definitions, Section 8.5.4.
|
|||||||||||||
effectiveDate (defined in FallbackRate complexType) |
The Applicable Fallback Effective Date, as defined in the 2021 ISDA Interest Rate Derivatives Definitions, Section 8.5.4.
|
|||||||||||||
effectiveDate (defined in VersionHistory.model group) |
Optionally it is possible to specify a version effective date when a versionId is supplied.
|
|||||||||||||
|
The first day of the term of the trade.
|
||||||||||||||
|
Effective date for a forward starting derivative.
|
||||||||||||||
effectiveDate (in fxOption) |
Effective date for a forward starting derivative.
|
|||||||||||||
|
The first day of the term of the trade.
|
||||||||||||||
|
The time at which the information supplied by the advisory becomes effective.
|
||||||||||||||
|
The time at which the information supplied by the advisory becomes no longer effective.
|
||||||||||||||
|
||||||||||||||
|
An address on an electronic mail or messaging sysem .
|
||||||||||||||
endDate (in fixingSchedule) |
The end of the period over which observations are made to determine whether a trigger event has occurred.
|
|||||||||||||
endDate (in fixingSchedule) |
The end of the period over which observations are made to determine whether a trigger event has occurred.
|
|||||||||||||
|
The end of the period over which observations are made to determine whether a trigger event has occurred.
|
||||||||||||||
|
Specifies whether the trade is not obligated to be cleared via a derivative clearing organization, i.e. whether there is an exemption from clearing.
|
||||||||||||||
|
Claims an end user exception and provides supporting evidence.
|
||||||||||||||
|
Specifies a reason that the trade is exempted from a clearing requirement.
|
||||||||||||||
|
Indicates the category or classification or business role of the organization referenced by the partyTradeInformation with respect to this reporting regime, for example Financial, NonFinancial etc.
|
||||||||||||||
|
Indicates the category or classification or business role of the organization referenced by the partyTradeInformation with respect to this reporting regime, for example Financial, NonFinancial etc.
|
||||||||||||||
|
A legal entity identifier (e.g.
|
||||||||||||||
|
The name of the reference entity.
|
||||||||||||||
|
Defines the reference entity types corresponding to a list of types in the ISDA First to Default documentation.
|
||||||||||||||
|
Identifies the underlying asset when it is a listed equity.
|
||||||||||||||
|
If this element is specified and set to 'true', indicates that physical settlement must take place through the use of an escrow agent.
|
||||||||||||||
|
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.
|
||||||||||||||
|
The parameters for defining the exercise period for an European style option.
|
||||||||||||||
europeanExercise (in fxOption) |
The parameters for defining the exercise period for an European style option.
|
|||||||||||||
europeanExercise (in straddle) |
The parameters for exercising the FxStraddle (underlying options), the underlying options are always European style options.
|
|||||||||||||
|
The event that occurred within the cycle or step, for example "Started" or "Completed"..
|
||||||||||||||
|
The date at which a Credit Event Resolution Request Date (CERD) or Notice Delivery Date occurs.
|
||||||||||||||
|
||||||||||||||
eventIdentifier (defined in AbstractEvent complexType) |
|
|||||||||||||
|
||||||||||||||
|
An instance of a unique event identifier.
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
Indicates whether the counterparty exceeds the volume threshold above which trades are required to be cleared.
|
||||||||||||||
|
This is the first of the two currency flows that define a single leg of a standard foreign exchange transaction.
|
||||||||||||||
|
This is the second of the two currency flows that define a single leg of a standard foreign exchange transaction.
|
||||||||||||||
exchangeId (defined in QuoteLocation.model group) |
The exchange (e.g. stock or futures exchange) from which the quote is obtained.
|
|||||||||||||
exchangeId (defined in UnderlyingAsset complexType) |
Identification of the exchange on which this asset is transacted for the purposes of calculating a contractural payoff.
|
|||||||||||||
|
The rate of exchange between the two currencies.
|
||||||||||||||
|
Identifies the underlying asset when it is an exchange-traded fund.
|
||||||||||||||
|
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.
|
||||||||||||||
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.
|
|||||||||||||
|
The corporate or sovereign entity (and, optionally, associated obligations) in a basket impacted by the credit event.
|
||||||||||||||
|
Excluded reference entity.
|
||||||||||||||
|
Excluded reference entity.
|
||||||||||||||
|
Credit limit utilization attributable to executed trades.
|
||||||||||||||
executionDateTime (defined in OrderFill complexType) |
|
|||||||||||||
executionDateTime (defined in PartyTradeInformation complexType) |
Trade execution date time, for example as provided by a central execution facility.
|
|||||||||||||
|
Trade execution date time, for example as provided by a central execution facility.
|
||||||||||||||
|
||||||||||||||
|
The period during which the client has the right to execute a transaction, on any business day defined by reference to the specified business centers, subject to the constraints of the minimum execution amount and aggregate total notional amount. * Period dates are inclusive i.e. the expiry date is the final date on which execution may occur.
|
||||||||||||||
|
Used to describe how the trade was executed, e.g. via voice or electronically.
|
||||||||||||||
executionVenueType (defined in PartyTradeInformation complexType) |
Used to describe the type of venue where trade was executed, e.g via an execution facility or privately.
|
|||||||||||||
|
Used to describe the type of venue where trade was executed, e.g via an execution facility or privately.
|
||||||||||||||
|
An placeholder for the actual option exercise definitions.
|
||||||||||||||
|
The adjusted dates associated with an individual swaption exercise date.
|
||||||||||||||
|
A fee to be paid on exercise.
|
||||||||||||||
|
The fees associated with an exercise date.
|
||||||||||||||
|
The fees associated with an exercise date.
|
||||||||||||||
|
The frequency of subsequent exercise dates in the exercise period following the earliest exercise date.
|
||||||||||||||
exerciseNotice (defined in OptionalEarlyTermination complexType) |
Definition of the party to whom notice of exercise should be given.
|
|||||||||||||
|
Definition of the party to whom notice of exercise should be given.
|
||||||||||||||
|
Definition of the party to whom notice of exercise should be given.
|
||||||||||||||
|
Definition of the party to whom notice of exercise should be given.
|
||||||||||||||
|
The party referenced is the party to which notice of exercise should be given by the buyer.
|
||||||||||||||
|
A set of parameters defining procedures associated with the exercise.
|
||||||||||||||
|
A set of parameters defining procedures associated with the exercise.
|
||||||||||||||
|
A set of parameters defining procedures associated with the exercise.
|
||||||||||||||
|
A set of parameters defining procedures associated with the exercise.
|
||||||||||||||
exerciseStyle (in option) |
Specifies the exercise style of the option {American, Bermuda, European}
|
|||||||||||||
|
||||||||||||||
|
Upper bound percentage of the loss that the Tranche can endure, expressed as a decimal.
|
||||||||||||||
expirationDate (defined in CreditLimit complexType) |
|
|||||||||||||
expirationDate (defined in ExchangeTradedContract complexType) |
The date when the contract expires.
|
|||||||||||||
|
The last day within an exercise period for an American style option.
|
||||||||||||||
|
The last day within an exercise period for an American style option.
|
||||||||||||||
|
||||||||||||||
|
The latest time for exercise on expirationDate.
|
||||||||||||||
|
The latest time for exercise on expirationDate.
|
||||||||||||||
|
The latest time for exercise on expirationDate.
|
||||||||||||||
expiryDate (defined in FxDigitalAmericanExercise complexType) |
The latest date on which the option can be exercised.
|
|||||||||||||
expiryDate (defined in FxEuropeanExercise complexType) |
Represents a standard expiry date as defined for an FX OTC option.
|
|||||||||||||
|
Expiry (maturity) date of the execution period.
|
||||||||||||||
expiryTime (defined in FxDigitalAmericanExercise complexType) |
Time at which the option expires on the expiry date, at the specified business center.
|
|||||||||||||
expiryTime (defined in FxEuropeanExercise complexType) |
Time at which the option expires on the expiry date, at the specified business center.
|
|||||||||||||
expiryTime (defined in QuotationCharacteristics.model group) |
When does the quote cease to be valid.
|
|||||||||||||
|
The date and time (on the source system) when this message instance will be considered expired.
|
||||||||||||||
|
A provision that allows the specification of an embedded option with a swap giving the buyer of the option the right to extend the swap, in whole or in part, to the extended termination date. - For use with pre-trade Credit Limit Check messages.
|
||||||||||||||
|
The adjusted dates associated with an extendible provision.
|
||||||||||||||
|
The adjusted dates associated with a single extendible exercise date.
|
||||||||||||||
|
Specifies the total amount of the issue.
|
||||||||||||||
|
The type of loan facility (letter of credit, revolving, ...).
|
||||||||||||||
|
||||||||||||||
|
A credit event.
|
||||||||||||||
|
A credit event.
|
||||||||||||||
|
A credit event.
|
||||||||||||||
|
A floating rate payment event.
|
||||||||||||||
|
Observation Parameters for IBOR fallback rates.
|
||||||||||||||
|
The applicability of a fallback bond as defined in the 2006 ISDA Inflation Derivatives Definitions, sections 1.3 and 1.8.
|
||||||||||||||
|
The applicability of a fallback bond as defined in the 2006 ISDA Inflation Derivatives Definitions, sections 1.3 and 1.8.
|
||||||||||||||
|
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).
|
||||||||||||||
fallbackRate (defined in FloatingRate complexType) |
A fallback rate calculated using an averaging or compounding formula to be used in case of the cessation of the original term rate.
|
|||||||||||||
fallbackRate (in floatingRate defined in StubValue complexType) |
A fallback rate calculated using an averaging or compounding formula to be used in case of the cessation of the original term rate.
|
|||||||||||||
|
The method, prioritzed by the order it is listed in this element, to get a replacement rate for the disrupted settlement rate option.
|
||||||||||||||
|
This settlement rate option will be used in its place.
|
||||||||||||||
|
Request rate quotes from the market.
|
||||||||||||||
|
The FX transaction with the latest value date.
|
||||||||||||||
|
Describes additional features within the option.
|
||||||||||||||
|
The amount of fee to be paid on exercise.
|
||||||||||||||
|
The exercise fee amount schedule.
|
||||||||||||||
|
This element contains all the terms relevant to defining the fixed amounts/payments per the applicable ISDA definitions.
|
||||||||||||||
feePaymentDate (defined in ExerciseFeeSchedule complexType) |
The date on which exercise fee(s) will be paid.
|
|||||||||||||
|
The date on which exercise fee(s) will be paid.
|
||||||||||||||
|
A fee represented as a percentage of some referenced notional.
|
||||||||||||||
|
The exercise free rate schedule.
|
||||||||||||||
fill (in orderStatus in orderStatusNotification) |
Info about the fills
|
|||||||||||||
fill (in orderStatus in orderStatusReport) |
Info about the fills
|
|||||||||||||
|
Number of units of the product filled so far
|
||||||||||||||
filledSize (in orderStatus in orderStatusReport) |
Number of units of the product filled so far
|
|||||||||||||
|
||||||||||||||
fills (in orderStatus in orderStatusNotification) |
Number of fills so far.
|
|||||||||||||
fills (in orderStatus in orderStatusReport) |
Number of fills so far.
|
|||||||||||||
|
Business date convention adjustment to final payment period per leg (swapStream) upon exercise event.
|
||||||||||||||
|
A true/false flag to indicate whether there is a final exchange of principal on the termination date.
|
||||||||||||||
|
||||||||||||||
|
The final price resulting from the auction.
|
||||||||||||||
|
To be specified only for inflation products that embed a redemption payment, e.g. inflation linked asset swap.
|
||||||||||||||
|
To be specified only for inflation products that embed a redemption payment, e.g. inflation linked asset swap.
|
||||||||||||||
|
The rounding convention to apply to the final rate used in determination of a calculation period amount. - For use with pre-trade Credit Limit Check messages.
|
||||||||||||||
|
The final date for settlement.
|
||||||||||||||
|
Specifies how the final stub amount is calculated.
|
||||||||||||||
|
An ISDA defined cash settlement method used for the determination of the applicable cash settlement amount.
|
||||||||||||||
|
The end date of the initial compounding period when compounding is applicable.
|
||||||||||||||
|
Given name, such as John or Mary.
|
||||||||||||||
|
Effective date of the first change in notional (i.e. a calculation period start date).
|
||||||||||||||
firstPaymentDate (defined in PeriodicPayment complexType) |
The first unadjusted fixed rate payer payment date.
|
|||||||||||||
|
The first unadjusted payment date.
|
||||||||||||||
firstPeriodStartDate (defined in PeriodicPayment complexType) |
The start date of the initial calculation period if such date is not equal to the trade’s effective date.
|
|||||||||||||
|
The start date of the calculation period if the date falls before the effective date.
|
||||||||||||||
|
The start date of the regular part of the calculation period schedule.
|
||||||||||||||
fixedAmount (defined in PeriodicPayment complexType) |
A fixed payment amount.
|
|||||||||||||
fixedAmount (in singlePayment) |
A fixed payment amount.
|
|||||||||||||
|
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.
|
||||||||||||||
|
Fixed FX Rate component describes the Fixed FX Rate and Fixed FX Rate Payer as such in the Confirmation for the Non-Deliverable Swap FX Transaction.
|
||||||||||||||
|
A known fixed payment amount.
|
||||||||||||||
|
The calculation period fixed rate.
|
||||||||||||||
|
The calculation period fixed rate.
|
||||||||||||||
|
Fixed Rate means a rate, expressed as a decimal, equal to the per annum rate specified as such in the Confirmation for the Non-Deliverable Swap FX Transaction or that party (i.e., a per annum rate of 15.10% as specified in a Confirmation shall be expressed as 0.1510 for calculation purposes).
|
||||||||||||||
|
The calculation period fixed rate.
|
||||||||||||||
|
The fixed rate or fixed rate schedule expressed as explicit fixed rates and dates.
|
||||||||||||||
|
Used for Recovery Lock, to indicate whether fixed Settlement is Applicable or Not Applicable.
|
||||||||||||||
fixing (defined in FxCashSettlement complexType) |
Specifies the source for and timing of a fixing of an exchange rate.
|
|||||||||||||
fixing (defined in FxCashSettlementSimple complexType) |
Quoted currency pair.
|
|||||||||||||
fixingDate (defined in FxFixing complexType) |
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.
|
|||||||||||||
fixingDate (in fixingSchedule) |
An explicit list of dates in the schedule.
|
|||||||||||||
|
The date when the underlying options are priced using the agreed forwardVolatilityStrikePrice and other market factors as agreed by the parties.
|
||||||||||||||
|
The date when the underlying options are priced using the agreed forwardVolatilityStrikePrice and other market factors as agreed by the parties.
|
||||||||||||||
|
The date on which the fixing is scheduled to occur.
|
||||||||||||||
|
Specifies the fixing date relative to the reset date in terms of a business days offset and an associated set of financial business centers.
|
||||||||||||||
|
Specifies the fixing date relative to the reset date in terms of a business days offset and an associated set of financial business centers.
|
||||||||||||||
|
Fixing Information source parameters to determine the rate observed for each good business day within the Fixing Schedule.
|
||||||||||||||
|
Parametric schedule of rate observation dates.
|
||||||||||||||
fixingTime (defined in FxSpotRateSource complexType) |
The time at which the spot currency exchange rate will be observed.
|
|||||||||||||
fixingTime (in asian) |
The time at which the spot currency exchange rate will be observed.
|
|||||||||||||
|
The time of the fixing date when the underlying options are priced using the agreed forwardVolatilityStrikePrice and other market factors as agreed by the parties.
|
||||||||||||||
|
The time that the fixing will be taken along with a business center to define the time zone
|
||||||||||||||
|
||||||||||||||
|
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.
|
||||||||||||||
|
Specifies the floating amount provisions associated with the floatingAmountEvents.
|
||||||||||||||
|
Floating FX Rate component describes the Floating FX Rate Payer of the rate determined in accordance with the Floating FX Rate Option specified in the Definitions.
|
||||||||||||||
floatingRate (defined in StubValue complexType) |
The rates to be applied to the initial or final stub may be the linear interpolation of two different rates.
|
|||||||||||||
|
The calculation period floating rate.
|
||||||||||||||
|
A floating rate calculation definition.
|
||||||||||||||
|
The floating rate reset information for the calculation period.
|
||||||||||||||
floatingRateIndex (defined in FallbackRate complexType) |
The benchmark rate used for computing the fallback rate.
|
|||||||||||||
floatingRateIndex (defined in FloatingRateIndex.model group) |
The ISDA Floating Rate Option, i.e. the name of the floating rate.
|
|||||||||||||
floatingRateIndex (in floatingRate defined in StubValue complexType) |
|
|||||||||||||
floatingRateIndex (in fra) |
|
|||||||||||||
|
A rate multiplier to apply to the floating rate.
|
||||||||||||||
|
If TRUE, Principal Exchange takes the form: Inflation Notional Amount * Max(1, Index Final/ Index Base).
|
||||||||||||||
|
The floor rate, if any, which applies to the floating rate for the calculation period.
|
||||||||||||||
|
The floor rate or floor rate schedule, if any, which applies to the floating rate.
|
||||||||||||||
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.
|
|||||||||||||
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.
|
|||||||||||||
|
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.
|
||||||||||||||
|
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.
|
||||||||||||||
|
The amount representing the forecast of the accrued value of the calculation period.
|
||||||||||||||
|
A monetary amount representing the forecast of the future value of the payment.
|
||||||||||||||
|
A value representing the forecast rate used to calculate the forecast future value of the accrual period.
|
||||||||||||||
|
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
|
||||||||||||||
formula (defined in InterestRateStream complexType) |
An interest rate derivative formula. - For use with pre-trade Credit Limit Check messages.
|
|||||||||||||
formula (in formulaComponent) |
Additional formulas required to describe this component
|
|||||||||||||
|
Elements describing the components of the formula.
|
||||||||||||||
|
Text description of the formula
|
||||||||||||||
|
Definition of the forward exchange rate for transactions executed during the execution period.
|
||||||||||||||
forwardTenor (in fra) |
The forward tenor.
|
|||||||||||||
forwardTenor (in fra) |
The forward tenor.
|
|||||||||||||
|
the Volatility level as agreed on the Trade Date.
|
||||||||||||||
|
A forward rate agreement product definition.
|
||||||||||||||
|
Specifies whether discounting applies and, if so, what type.
|
||||||||||||||
|
||||||||||||||
|
An obligation and deliverable obligation characteristic.
|
||||||||||||||
|
An obligation and deliverable obligation characteristic.
|
||||||||||||||
|
Specifies the fund manager that is in charge of the fund.
|
||||||||||||||
fundManager (in mutualFund) |
Specifies the fund manager that is in charge of the fund.
|
|||||||||||||
|
Identifies the underlying asset when it is a listed future contract.
|
||||||||||||||
|
Native identifier for the contract on the listing exchange.
|
||||||||||||||
|
A short form unique identifier for the reference future contract in the case of an index underlyer.
|
||||||||||||||
|
The future value notional is normally only required for BRL CDI Swaps.
|
||||||||||||||
|
An FX digital option transaction definition.
|
||||||||||||||
|
The date, when expressed as a relative date, on which the currency rate will be determined for the purpose of specifying the amount in deliverable currency.
|
||||||||||||||
|
The date, when expressed as a schedule of date(s), on which the currency rate will be determined for the purpose of specifying the amount in deliverable currency.
|
||||||||||||||
|
A flexible term fx forward product definition.
|
||||||||||||||
|
An FX Forward Volatility Agreement transaction definition.
|
||||||||||||||
|
The amount that a cashflow will accrue interest on.
|
||||||||||||||
|
A notional amount schedule where each notional that applied to a calculation period is calculated with reference to a notional amount or notional amount schedule in a different currency by means of a spot currency exchange rate which is normally observed at the beginning of each period. - For use with pre-trade Credit Limit Check messages.
|
||||||||||||||
|
An FX option transaction definition.
|
||||||||||||||
|
||||||||||||||
|
A simple FX spot or forward transaction definition.
|
||||||||||||||
fxSpotRateSource (defined in FxFixing complexType) |
Specifies the methodology (reference source and, optionally, fixing time) to be used for determining a currency conversion rate.
|
|||||||||||||
|
The information source and time at which the spot currency exchange rate will be observed.
|
||||||||||||||
|
An FX Swap transaction definition.
|
||||||||||||||
|
An FX variance swap transaction definition.
|
||||||||||||||
|
An FX volatility swap transaction definition.
|
||||||||||||||
|
An obligation and deliverable obligation characteristic.
|
||||||||||||||
|
An obligation and deliverable obligation characteristic.
|
||||||||||||||
|
This element contains all the data that appears in the section entitled "1.
|
||||||||||||||
|
Global credit limit utilization amount, agnostic of long/short position direction.
|
||||||||||||||
|
Identification of the law governing the transaction.
|
||||||||||||||
|
A credit event.
|
||||||||||||||
|
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.
|
||||||||||||||
|
If this element is specified, indicates whether or not a grace period extension is applicable.
|
||||||||||||||
|
Party Group Type, e.g.
|
||||||||||||||
|
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.
|
||||||||||||||
|
A pointer style reference to a reference entity defined elsewhere in the document.
|
||||||||||||||
|
||||||||||||||
header (defined in NotificationMessage complexType) |
|
|||||||||||||
header (defined in RequestMessage complexType) |
|
|||||||||||||
header (defined in ResponseMessage complexType) |
|
|||||||||||||
|
Risk weight is applicable to packages with RiskNeutral hedge type.
|
||||||||||||||
|
Hedged type defines how quantities on each component product are calculated.
|
||||||||||||||
|
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.
|
||||||||||||||
hexadecimalBinary (defined in AdditionalData complexType) |
Provides extra information as binary contents coded in hexadecimal.
|
|||||||||||||
hexadecimalBinary (defined in Resource complexType) |
Provides extra information as binary contents coded in hexadecimal.
|
|||||||||||||
|
An honorific title, such as Mr., Ms., Dr. etc.
|
||||||||||||||
|
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.
|
||||||||||||||
identifier (defined in MutuallyAgreedClearinghouse complexType) |
A string that identifies the clearinghouse
|
|||||||||||||
|
An identifier used to uniquely identify the CSA
|
||||||||||||||
identifier (in otherAgreement) |
An identifier that has been created to identify the agreement.
|
|||||||||||||
|
The version(s) of specifications that the sender asserts the message was developed for.
|
||||||||||||||
|
A credit event.
|
||||||||||||||
|
A floating rate payment event.
|
||||||||||||||
|
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.
|
||||||||||||||
|
Independent Amount is an amount that usually less creditworthy counterparties are asked to provide.
|
||||||||||||||
|
Identifies the underlying asset when it is a financial index.
|
||||||||||||||
|
A CDS index series annex date.
|
||||||||||||||
|
A CDS index series annex date.
|
||||||||||||||
|
A CDS index series annex source.
|
||||||||||||||
|
A CDS index series annex source.
|
||||||||||||||
|
A CDS index series version identifier, e.g. 1, 2, 3 etc.
|
||||||||||||||
|
A CDS index series version identifier, e.g. 1, 2, 3 etc.
|
||||||||||||||
|
Describes a change due to an index component being adjusted.
|
||||||||||||||
indexFactor (in indexChange) |
|
|||||||||||||
|
Index Factor is the index version factor or percent, expressed as an absolute decimal value between 0 and 1, that multiplied by the original notional amount yields the notional amount covered by the seller of protection.
|
||||||||||||||
|
Index Factor is the index version factor or percent, expressed as an absolute decimal value between 0 and 1, that multiplied by the original notional amount yields the notional amount covered by the seller of protection.
|
||||||||||||||
|
A CDS index identifier (e.g.
|
||||||||||||||
|
A CDS index identifier (e.g.
|
||||||||||||||
|
A CDS index identifier (e.g.
|
||||||||||||||
|
A CDS index identifier (e.g.
|
||||||||||||||
|
The name of the index expressed as a free format string.
|
||||||||||||||
|
The name of the index expressed as a free format string.
|
||||||||||||||
|
A type defining the Credit Default Swap Index impacted by the credit event.
|
||||||||||||||
|
This element contains all the terms relevant to defining the Credit DefaultSwap Index.
|
||||||||||||||
|
The date on which the index, affected by the credit event, is reversioned.
|
||||||||||||||
|
A CDS index series identifier, e.g. 1, 2, 3 etc.
|
||||||||||||||
|
A CDS index series identifier, e.g. 1, 2, 3 etc.
|
||||||||||||||
indexSource (in inflationRate) |
The reference source such as Reuters or Bloomberg.
|
|||||||||||||
|
The reference source such as Reuters or Bloomberg.
|
||||||||||||||
indexTenor (defined in FloatingRateIndex.model group) |
The ISDA Designated Maturity, i.e. the tenor of the floating rate.
|
|||||||||||||
indexTenor (in floatingRate defined in StubValue complexType) |
The ISDA Designated Maturity, i.e. the tenor of the floating rate.
|
|||||||||||||
indexTenor (in fra) |
The ISDA Designated Maturity, i.e. the tenor of the floating rate.
|
|||||||||||||
|
||||||||||||||
|
||||||||||||||
|
An ISDA defined cash settlement method used for the determination of the applicable cash settlement amount.
|
||||||||||||||
|
An ISDA defined cash settlement method used for the determination of the applicable cash settlement amount.
|
||||||||||||||
|
ISDA 1999 Term: Indirect Loan Participation.
|
||||||||||||||
|
an offsetting period from the payment date which determines the reference period for which the inflation index is onserved.
|
||||||||||||||
|
an offsetting period from the payment date which determines the reference period for which the inflation index is onserved.
|
||||||||||||||
|
||||||||||||||
|
An inflation rate calculation definition.
|
||||||||||||||
|
||||||||||||||
informationSource (defined in FxBarrierFeature complexType) |
The information source where a published or displayed market rate will be obtained, e.g.
|
|||||||||||||
informationSource (defined in QuotationCharacteristics.model group) |
The information source where a published or displayed market rate will be obtained, e.g.
|
|||||||||||||
informationSource (defined in SettlementRateSource complexType) |
The information source where a published or displayed market rate will be obtained, e.g.
|
|||||||||||||
informationSource (in touch) |
The information source where a published or displayed market rate will be obtained, e.g.
|
|||||||||||||
informationSource (in trigger) |
The information source where a published or displayed market rate will be obtained, e.g.
|
|||||||||||||
|
||||||||||||||
|
A true/false flag to indicate whether there is an initial exchange of principal on the effective date.
|
||||||||||||||
|
The part of the mortgage that is outstanding on trade inception, i.e. has not been repaid yet as principal.
|
||||||||||||||
|
An initial fee for the cancelable option.
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
initial known index level for the first calculation period.
|
||||||||||||||
|
initial known index level for the first calculation period.
|
||||||||||||||
|
Specifies a single fixed payment that is payable by the payer to the receiver on the initial payment date.
|
||||||||||||||
|
An optional element that contains the up-front points expressed as a percentage of the notional.
|
||||||||||||||
|
The initial floating rate reset agreed between the principal parties involved in the trade.
|
||||||||||||||
|
Specifies how the initial stub amount is calculated.
|
||||||||||||||
initialValue (defined in Schedule complexType) |
The initial rate or amount, as the case may be.
|
|||||||||||||
|
The initial currency amount for the varying notional.
|
||||||||||||||
|
The non-negative initial rate or amount, as the case may be.
|
||||||||||||||
|
A copy of the unique message identifier (within it own coding scheme) to which this message is responding.
|
||||||||||||||
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.
|
|||||||||||||
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.
|
|||||||||||||
instrumentId (defined in IdentifiedAsset complexType) |
Identification of the underlying asset, using public and/or private identifiers.
|
|||||||||||||
instrumentId (in cash) |
Identification of the underlying asset, using public and/or private identifiers.
|
|||||||||||||
instrumentId (in orderStatus in orderStatusReport) |
|
|||||||||||||
|
Classification of the asset, using public and/or private typologies e.g.
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
A notional amount which restricts the amount of notional that can be exercised when partial exercise or multiple exercise is applicable.
|
||||||||||||||
intentToAllocate (defined in PartyTradeInformation complexType) |
Specifies whether the trade is anticipated to be allocated.
|
|||||||||||||
|
Specifies whether the trade is anticipated to be allocated.
|
||||||||||||||
intentToClear (defined in PartyTradeInformation complexType) |
Specifies whether the trade is anticipated to be cleared via a derivative clearing organization
|
|||||||||||||
|
Specifies whether the trade is anticipated to be cleared via a derivative clearing organization
|
||||||||||||||
|
A floating rate payment event.
|
||||||||||||||
|
Specifies the nature of the interest Shortfall cap (i.e.
|
||||||||||||||
|
An additional Fixed Payment Event.
|
||||||||||||||
|
Information to identify an intermediary through which payment will be made by the correspondent bank to the ultimate beneficiary of the funds.
|
||||||||||||||
|
Reference to the party acting as intermediary.
|
||||||||||||||
|
A sequence number that gives the position of the current intermediary in the chain of payment intermediaries.
|
||||||||||||||
|
A true/false flag to indicate whether there are intermediate or interim exchanges of principal during the term of the swap.
|
||||||||||||||
|
The method used when calculating the Inflation Index Level from multiple points - the most common is Linear.
|
||||||||||||||
|
The method used when calculating the Inflation Index Level from multiple points - the most common is Linear.
|
||||||||||||||
|
||||||||||||||
|
Specifies whether the trade used to hedge a risk for accounting purposes for the specified party.
|
||||||||||||||
|
||||||||||||||
|
Whether the transaction reduces risk in an objectively measurable way.
|
||||||||||||||
isCorrection (defined in CorrectableRequestMessage complexType) |
Indicates if this message corrects an earlier request.
|
|||||||||||||
|
Indicates if this message corrects an earlier request.
|
||||||||||||||
|
Used to report whether the trade is in dispute
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
Whether the transaction falls within the scope of activity but is exempted from reporting under [Securities Financing Transactions Regulation]
|
||||||||||||||
issuer (defined in IssuerTradeId.model group) |
|
|||||||||||||
|
||||||||||||||
|
||||||||||||||
issuerPartyReference (defined in FixedIncomeSecurityContent.model group) |
|
|||||||||||||
|
Specifies the issuer name of a fixed income security or convertible bond.
|
||||||||||||||
|
The legal jurisdiction of the entity's registration.
|
||||||||||||||
|
Indicates the language of the resource, described using the ISO 639-2/T Code.
|
||||||||||||||
|
For off-facility trades, 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.
|
||||||||||||||
|
Effective date of the last change in notional (i.e. a calculation period start date).
|
||||||||||||||
lastRegularPaymentDate (defined in PeriodicPayment complexType) |
The last regular unadjusted fixed rate payer payment date.
|
|||||||||||||
|
The last regular unadjusted payment date.
|
||||||||||||||
|
The end date of the regular part of the calculation period schedule.
|
||||||||||||||
|
The latest time of day at the specified business center, at which the client may execute a transaction.
|
||||||||||||||
|
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.
|
||||||||||||||
|
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.
|
||||||||||||||
|
The latest date on which both currencies traded will settle.
|
||||||||||||||
|
||||||||||||||
|
Indicates the length of the resource.
|
||||||||||||||
|
The length unit of the resource.
|
||||||||||||||
|
The length value of the resource.
|
||||||||||||||
|
Specifies the seniority level of the lien.
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
Has the meaning defined as part of the 1997 ISDA Government Bond Option Definitions, section 4.5 Limited Right to Confirm Exercise.
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
limitModel (defined in CreditLimitInformationExtended complexType) |
|
|||||||||||||
|
||||||||||||||
|
||||||||||||||
|
Standard code to indicate which type of credit line is being referred to - i.e.
|
||||||||||||||
|
Related trades
|
||||||||||||||
linkId (defined in PartyTradeIdentifier complexType) |
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.
|
|||||||||||||
linkId (in linkedTrade) |
The identifier of the linked trade.
|
|||||||||||||
|
The type or reason for a linked trade.
|
||||||||||||||
|
||||||||||||||
|
An obligation and deliverable obligation characteristic.
|
||||||||||||||
listed (in obligations) |
An obligation and deliverable obligation characteristic.
|
|||||||||||||
|
Identifies a simple underlying asset that is a loan.
|
||||||||||||||
|
A value indicating the location of the problem within the subject message.
|
||||||||||||||
|
Specifies that lockout calculation is in effect, and supplies parameters needed to support that.
|
||||||||||||||
|
Credit limit utilization attributable to long positions.
|
||||||||||||||
|
Specifies that lookback calculation is in effect, and supplies parameters needed to support that.
|
||||||||||||||
|
The current main publication source such as relevant web site or a government body.
|
||||||||||||||
|
The current main publication source such as relevant web site or a government body.
|
||||||||||||||
|
Whether the particular trade type in question is required by this regulator to be cleared.
|
||||||||||||||
|
Whether the particular trade type in question is required by this regulator to be cleared.
|
||||||||||||||
mandatoryEarlyTermination (defined in MandatoryEarlyTermination.model group) |
A mandatory early termination provision to terminate the swap at fair value.
|
|||||||||||||
mandatoryEarlyTermination (defined in MandatoryEarlyTermination.model group) |
A mandatory early termination provision to terminate the swap at fair value.
|
|||||||||||||
|
The adjusted dates associated with a mandatory early termination provision.
|
||||||||||||||
|
The early termination date associated with a mandatory early termination of a swap.
|
||||||||||||||
|
Period after trade date of the mandatory early termination date.
|
||||||||||||||
|
Whether the particular product must be executed on a SEF or DCM.
|
||||||||||||||
|
Specifies whether the party invoked exception to not execute the trade on facility such as SEF and DCM even though the particular product is mandated to execute on a SEF.
|
||||||||||||||
|
Provides supporting evidence when a party invoked exception to not execute the trade on facility such as SEF and DCM even though the particular product is mandated to execute on a SEF.
|
||||||||||||||
|
Specifies that the notice of exercise must be given by the buyer to the seller or seller's agent.
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
An optional element that only has meaning in a credit index trade.
|
||||||||||||||
|
An optional element that only has meaning in a credit index trade.
|
||||||||||||||
|
The agreement executed between the parties and intended to govern all OTC derivatives transactions between those parties.
|
||||||||||||||
|
The date on which the master agreement was signed.
|
||||||||||||||
|
An identifier that has been created to identify the master agreement.
|
||||||||||||||
|
The agreement executed between the parties and intended to govern product-specific derivatives transactions between those parties.
|
||||||||||||||
|
The version of the master agreement.
|
||||||||||||||
|
The agreement executed between the parties and intended to govern all OTC derivatives transactions between those parties.
|
||||||||||||||
|
The date that an annex to the master confirmation was executed between the parties.
|
||||||||||||||
|
The type of master confirmation annex executed between the parties.
|
||||||||||||||
|
The date of the confirmation executed between the parties and intended to govern the allocated trade between those parties.
|
||||||||||||||
|
The date of the confirmation executed between the parties and intended to govern all relevant transactions between those parties.
|
||||||||||||||
|
The type of master confirmation executed between the parties.
|
||||||||||||||
|
An element for containing an XML representation of the formula.
|
||||||||||||||
|
Relevant settled entity matrix source.
|
||||||||||||||
|
Defines any applicable key into the relevant matrix.
|
||||||||||||||
|
Identifies the form of applicable matrix.
|
||||||||||||||
maturity (defined in FixedIncomeSecurityContent.model group) |
The date when the principal amount of a security becomes due and payable.
|
|||||||||||||
|
The date when the future contract expires.
|
||||||||||||||
|
The date when the principal amount of the loan becomes due and payable.
|
||||||||||||||
|
Credit maturity.
|
||||||||||||||
|
A credit event.
|
||||||||||||||
maturityTenor (in fra) |
The maturity tenor.
|
|||||||||||||
maturityTenor (in fra) |
The maturity tenor.
|
|||||||||||||
|
A maximum number of business days.
|
||||||||||||||
|
The maximum number of days to wait for a quote from the disrupted settlement rate option before proceding to the next method.
|
||||||||||||||
|
A deliverable obligation characteristic.
|
||||||||||||||
maximumNotionalAmount (defined in MultipleExercise complexType) |
The maximum notional amount that can be exercised on a given exercise date.
|
|||||||||||||
|
The maximum amount of notiional that can be exercised.
|
||||||||||||||
|
The maximum number of options that can be exercised on a given exercise date.
|
||||||||||||||
|
Maximum precision in decimal places for providing quotes.
|
||||||||||||||
|
Specifies whether "Mean Adjustment" is applicable or not in the calculation of the Realized Volatility.
|
||||||||||||||
measureType (defined in QuotationCharacteristics.model group) |
The type of the value that is measured.
|
|||||||||||||
measureType (in conventions) |
Name of the economic value that serves as a single quote value during negotiation and will be used to determine best bid/offer.
|
|||||||||||||
|
A unique identifier (within its coding scheme) assigned to the message by its creating party.
|
||||||||||||||
|
The root element used for rejected message exceptions
|
||||||||||||||
|
||||||||||||||
|
ISDA defined cash settlement methods based on mid-market valuation.
|
||||||||||||||
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.
|
|||||||||||||
|
Indicates the type of media used to store the content. mimeType is used to determine the software product(s) that can read the content.
|
||||||||||||||
|
The minimum notional amount which must be executed in any single transaction.
|
||||||||||||||
|
Minimum size of a contract, when a given contract is traded, its size must be a multiple of this value.
|
||||||||||||||
minimumNotionalAmount (defined in PartialExercise.model group) |
The minimum notional amount that can be exercised on a given exercise date.
|
|||||||||||||
|
The minimum amount of notional that can be exercised.
|
||||||||||||||
|
The minimum number of options that can be exercised on a given exercise date.
|
||||||||||||||
|
Does minimum execution size apply only to first fill?
|
||||||||||||||
|
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.
|
||||||||||||||
|
Minimum size that can be filled in a single fill.
|
||||||||||||||
|
Mimimum size that can be filled in total
|
||||||||||||||
|
Value of this element set to 'true' indicates that modified equity delivery is applicable.
|
||||||||||||||
|
Identifies a mortgage backed security.
|
||||||||||||||
|
M th reference obligation to default to allow representation of N th to M th defaults.
|
||||||||||||||
|
Presence of this element and value set to 'true' indicates that Section 3.9 of the 2003 Credit Derivatives Definitions shall apply.
|
||||||||||||||
multipleExercise (in americanExercise in fxOption) |
Characteristics for multiple exercise.
|
|||||||||||||
|
As defined in the 2000 ISDA Definitions, Section 12.4.
|
||||||||||||||
|
As defined in the 2000 ISDA Definitions, Section 12.4.
|
||||||||||||||
|
In relation to a restructuring credit event, unless multiple holder obligation is not specified restructurings are limited to multiple holder obligations.
|
||||||||||||||
|
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.
|
||||||||||||||
multiplier (defined in ExchangeTradedContract complexType) |
Specifies the contract multiplier that can be associated with the number of units.
|
|||||||||||||
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.
|
|||||||||||||
|
Identifies the class of unit issued by a fund.
|
||||||||||||||
|
This may be used to specify a "mutually-agreed clearinghouse" for settlement.
|
||||||||||||||
|
This may be used to specify a "mutually-agreed clearinghouse" for settlement.
|
||||||||||||||
|
The name of the resource.
|
||||||||||||||
|
The name of the algorithm.
|
||||||||||||||
name (in businessUnit) |
A name used to describe the organization unit
|
|||||||||||||
|
||||||||||||||
name (in reportingRegime) |
Identifies the reporting regime under which this data is reported.
|
|||||||||||||
|
The FX transaction with the earliest value date.
|
||||||||||||||
nonDeliverableSettlement (defined in FxCoreDetails.model group) |
Used to describe a particular type of FX forward transaction that is settled in a single currency (for example, a non-deliverable forward).
|
|||||||||||||
|
The specification of the non-deliverable settlement provision.
|
||||||||||||||
|
||||||||||||||
|
When the non-public report of this was created or received by this party.
|
||||||||||||||
|
When the non-public report of this was first accepted for submission to a regulator.
|
||||||||||||||
|
When the non-public report of this was most recently corrected or corrections were received by this party.
|
||||||||||||||
|
Indicates that a non-standard rate source will be used for the fixing.
|
||||||||||||||
|
Indicates that the trade has price-affecting characteristics in addition to the standard real-time reportable terms.
|
||||||||||||||
noReferenceObligation (defined in ReferenceInformation complexType) |
Used to indicate that there is no Reference Obligation associated with this Credit Default Swap and that there will never be one.
|
|||||||||||||
|
Used to indicate that there is no Reference Obligation associated with this Credit Default Swap and that there will never be one.
|
||||||||||||||
|
A deliverable obligation characteristic.
|
||||||||||||||
|
A deliverable obligation characteristic.
|
||||||||||||||
notContingent (in obligations) |
NOTE: Only allowed as an obligation charcteristic under ISDA Credit 1999.
|
|||||||||||||
|
An obligation and deliverable obligation characteristic.
|
||||||||||||||
|
An obligation and deliverable obligation characteristic.
|
||||||||||||||
|
An obligation and deliverable obligation characteristic.
|
||||||||||||||
|
An obligation and deliverable obligation characteristic.
|
||||||||||||||
|
An obligation and deliverable obligation characteristic.
|
||||||||||||||
|
An obligation and deliverable obligation characteristic.
|
||||||||||||||
|
Pointer style references to a party identifier defined elsewhere in the document.
|
||||||||||||||
notional (defined in FxPerformanceSwap complexType) |
Notional Amount means, in the case of Transaction Type Variance Swap, the currency and amount specified as such in the related Confirmation or an amount calculated in accordance with the following: Notional Amount = Vega Notional Amount / (0.02 x Fixed FX Rate).
|
|||||||||||||
|
The notional amount.
|
||||||||||||||
|
The currency amount for the FxStraddle.
|
||||||||||||||
notionalAmount (defined in FxCashSettlement complexType) |
The amount of money that the settlement will be derived from.
|
|||||||||||||
|
The amount that a cashflow will accrue interest on.
|
||||||||||||||
|
The aggregate notional amount which will be exchanged, possibly as multiple partial executions, during the course of the execution period.
|
||||||||||||||
|
The calculation period notional amount.
|
||||||||||||||
notionalReference (defined in ExerciseFeeSchedule complexType) |
A pointer style reference to the associated notional schedule defined elsewhere in the document.
|
|||||||||||||
notionalReference (defined in PartialExercise.model group) |
A pointer style reference to the associated notional schedule defined elsewhere in the document.
|
|||||||||||||
|
A pointer style reference to the associated notional schedule defined elsewhere in the document.
|
||||||||||||||
|
The notional amount or notional amount schedule.
|
||||||||||||||
|
The explicit amount that the notional changes on each step date.
|
||||||||||||||
|
A parametric representation of the notional step schedule, i.e. parameters used to generate the notional schedule. - For use with pre-trade Credit Limit Check messages.
|
||||||||||||||
|
The percentage amount by which the notional changes on each step date.
|
||||||||||||||
|
The notional amount or notional amount schedule expressed as explicit outstanding notional amounts and dates.
|
||||||||||||||
|
How the notional amount should be reported for the reporting regime.
|
||||||||||||||
|
An obligation and deliverable obligation characteristic.
|
||||||||||||||
|
An obligation and deliverable obligation characteristic.
|
||||||||||||||
|
An obligation and deliverable obligation characteristic.
|
||||||||||||||
|
An obligation and deliverable obligation characteristic.
|
||||||||||||||
|
N th reference obligation to default triggers payout.
|
||||||||||||||
|
A telephonic contact.
|
||||||||||||||
|
Number of Returns is the number of Observation Dates in the Observation Period, excluding the Initial Observation Date (where the Observation Rate on the Initial Observation Date shall equal S0).
|
||||||||||||||
|
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.
|
||||||||||||||
|
A credit event.
|
||||||||||||||
|
A credit event.
|
||||||||||||||
|
The underlying obligations of the reference entity on which you are buying or selling protection.
|
||||||||||||||
|
A maximum rate for an rate observation; optionally applied for daily averaged rates.
|
||||||||||||||
|
The date which is the Fallback Observation Date, as defined in the ISDA 2006/2021 Definitions (typically 2 days prior to the relevant Payment/calculation date.
|
||||||||||||||
observationEndDate (defined in FxBarrierFeature complexType) |
The date on which the observation period for an american barrier ends.
|
|||||||||||||
observationEndDate (in touch) |
The date on which the observation period for an american trigger ends.
|
|||||||||||||
observationEndTime (defined in FxBarrierFeature complexType) |
The time on the end date at which the observation period for an american barrier ends.
|
|||||||||||||
observationEndTime (in touch) |
The time on the end date at which the observation period for an american trigger ends.
|
|||||||||||||
|
A minimum rate for an rate observation; optionally applied for daily averaged rates.
|
||||||||||||||
|
Specifies how the observation period is to be determined relative to the basic calculation period.
|
||||||||||||||
observationPoint (defined in FxBarrierFeature complexType) |
The dates and times at which rate observations are made to determine whether a barrier event has occurred for a discrete or european barrier.
|
|||||||||||||
observationPoint (in touch) |
The dates and times at which rate observations are made to determine whether a barrier event has occurred for a discrete trigger.
|
|||||||||||||
|
Parametric schedule of rate observations.
|
||||||||||||||
|
Specifies that observation shift calculation is in effect, and supplies parameters needed to support that.
|
||||||||||||||
observationStartDate (defined in FxBarrierFeature complexType) |
The date on which the observation period for an american barrier starts.
|
|||||||||||||
|
The date on which the observation period for an american trigger starts.
|
||||||||||||||
observationStartTime (defined in FxBarrierFeature complexType) |
The time on the start date at which the observation period for an american barrier starts.
|
|||||||||||||
|
The time on the start date at which the observation period for an american trigger starts.
|
||||||||||||||
|
The number of days weighting to be associated with the rate observation, i.e. the number of days such rate is in effect.
|
||||||||||||||
|
The actual observed fx spot rate.
|
||||||||||||||
|
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.
|
||||||||||||||
|
Indicates that the price does not reflect the current market.
|
||||||||||||||
|
The number of business days before the base date that the observations are to be shifted.
|
||||||||||||||
onBehalfOf (defined in OnBehalfOf.model group) |
Indicates which party (or parties) (and accounts) a trade or event is being processed for.
|
|||||||||||||
onBehalfOf (in dataDocument) |
Indicates which party (and accounts) a trade is being processed for.
|
|||||||||||||
|
Indicates which party (or parties) (and accounts) a trade or event is being processed for.
|
||||||||||||||
|
Boolean indicator to specify whether the mutual fund is an open-ended mutual fund.
|
||||||||||||||
|
The number of units (index or securities) that constitute the underlyer of the swap.
|
||||||||||||||
|
Identifies the underlying asset when it is a listed option contract.
|
||||||||||||||
optionalEarlyTermination (defined in OptionalEarlyTermination.model group) |
An option for either or both parties to terminate the swap at fair value.
|
|||||||||||||
optionalEarlyTermination (defined in OptionalEarlyTermination.model group) |
An option for either or both parties to terminate the swap at fair value.
|
|||||||||||||
|
An early termination provision to terminate the trade at fair value where one or both parties have the right to decide on termination.
|
||||||||||||||
|
Definition of the first early termination date and the frequency of the termination dates subsequent to that.
|
||||||||||||||
|
A short form unique identifier for an exchange on which the reference option contract is listed.
|
||||||||||||||
optionType (in option) |
Specifies whether the option allows the holder to buy or sell tne underlying asset.
|
|||||||||||||
optionType (in productSummary) |
|
|||||||||||||
optionType (in swaption) |
The type of option transaction.
|
|||||||||||||
order (in orderStatus in orderStatusNotification) |
echo back the order (placeholder type for now)
|
|||||||||||||
order (in orderStatus in orderStatusReport) |
echo back the order (placeholder type for now)
|
|||||||||||||
|
||||||||||||||
|
||||||||||||||
|
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).
|
||||||||||||||
|
||||||||||||||
orderId (defined in OrderIdentifier complexType) |
|
|||||||||||||
|
||||||||||||||
|
||||||||||||||
orderId (in orderStatus in orderStatusReport) |
|
|||||||||||||
orderId (in orderStatus in orderStatusReport) |
|
|||||||||||||
|
Unique identifier of the order that generated the trade package.
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
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.
|
||||||||||||||
|
Allows the organization to specify which categories or characteristics apply to it for end-user exception determination.
|
||||||||||||||
|
Allows the organization to specify which categories or characteristics apply to it for end-user exception determination.
|
||||||||||||||
|
The type of an organization's participantion in the OTC derivatives market.
|
||||||||||||||
originalMessage (defined in Acknowledgement complexType) |
|
|||||||||||||
originalMessage (defined in AdditionalData complexType) |
Provides the content of the original message.
|
|||||||||||||
|
||||||||||||||
|
Fully describes the original trade package (prior to the exercise).
|
||||||||||||||
|
The initial issued amount of the mortgage obligation.
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
Fully describes the original trade (prior to the exercise).
|
||||||||||||||
|
||||||||||||||
|
This may be used to describe why a package was created.
|
||||||||||||||
|
This may be used to describe why a trade was created.
|
||||||||||||||
|
Information about the trade package if any that the trade originated from.
|
||||||||||||||
|
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.
|
||||||||||||||
|
Classification of the OTC transaction.
|
||||||||||||||
|
Any other agreement executed between the parties.
|
||||||||||||||
|
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.
|
||||||||||||||
|
This element is used to specify any other obligations of a reference entity in both obligations and deliverable obligations.
|
||||||||||||||
|
This element is used to specify any other obligations of a reference entity in both obligations and deliverable obligations.
|
||||||||||||||
|
Definition of a standard package that consists out of several products
|
||||||||||||||
|
||||||||||||||
packageIdentifier (defined in OriginalRequestDetails complexType) |
|
|||||||||||||
|
Unique identifier of the trade package.
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
Specifies the package type.
|
||||||||||||||
packageType (in packageHeader) |
Classification of the package.
|
|||||||||||||
|
An optional identifier used to correlate between related processes
|
||||||||||||||
|
Specifies whether either 'Partial Cash Settlement of Assignable Loans', 'Partial Cash Settlement of Consent Required Loans' or 'Partial Cash Settlement of Participations' is applicable.
|
||||||||||||||
|
As defined in the 2000 ISDA Definitions, Section 12.3.
|
||||||||||||||
|
A legal entity or a subdivision of a legal entity.
|
||||||||||||||
|
||||||||||||||
|
Indicates the category or classification or business role of a trade party with respect to this reporting regime, for example Financial, NonFinancial, Dealer, Non-Dealer, LocalParty, etc.
|
||||||||||||||
|
A party identifier, e.g. a S.W.I.F.T. bank identifier code (BIC).
|
||||||||||||||
partyInformation (defined in CreditLimitInformationExtended complexType) |
|
|||||||||||||
|
||||||||||||||
|
Additional message information that may be provided by each involved party.
|
||||||||||||||
|
The legal name of the organization.
|
||||||||||||||
|
The name of the portfolio together with the party that gave the name.
|
||||||||||||||
partyReference (defined in ExerciseNotice complexType) |
The party referenced has allocated the trade identifier.
|
|||||||||||||
partyReference (defined in MutuallyAgreedClearinghouse complexType) |
A reference to the party structure for the clearinghouse
|
|||||||||||||
partyReference (defined in OnBehalfOf complexType) |
The party for which the message reciever should work.
|
|||||||||||||
partyReference (defined in PartyAndAccountReferences.model group) |
Reference to a party.
|
|||||||||||||
partyReference (in party) |
Reference to a party that is a member of the group of entities that are acting together as a single party in a transaction.
|
|||||||||||||
|
A pointer style reference to a party identifier defined elsewhere in the document.
|
||||||||||||||
|
Identifies that party that has ownership of this information.
|
||||||||||||||
|
A pointer style reference to a party identifier defined elsewhere in the document.
|
||||||||||||||
|
The party specific party that is referenced.
|
||||||||||||||
partyTradeIdentifier (defined in Portfolio complexType) |
|
|||||||||||||
|
||||||||||||||
|
||||||||||||||
|
The trade reference identifier(s) allocated to the trade by the parties involved.
|
||||||||||||||
|
This allows the acknowledging party to supply additional trade identifiers for a trade underlying a request relating to a business event.
|
||||||||||||||
|
||||||||||||||
|
Additional trade information that may be provided by each involved party.
|
||||||||||||||
|
This allows the acknowledging party to supply additional trade information about a trade underlying a request relating to a business event.
|
||||||||||||||
|
Specifies the nominal amount of a fixed income security or convertible bond.
|
||||||||||||||
|
An ISDA defined cash settlement method used for the determination of the applicable cash settlement amount.
|
||||||||||||||
|
An ISDA defined cash settlement method used for the determination of the applicable cash settlement amount.
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
A reference to the account responsible for making the payments defined by this structure.
|
||||||||||||||
|
A reference to the party responsible for making the payments defined by this structure.
|
||||||||||||||
paymentAmount (defined in NonNegativePayment complexType) |
Non negative payment amount.
|
|||||||||||||
paymentAmount (defined in Payment complexType) |
|
|||||||||||||
|
The currency amount of the payment.
|
||||||||||||||
paymentAmount (in initialFee) |
|
|||||||||||||
|
A fixed payment amount.
|
||||||||||||||
|
A fixed payment amount.
|
||||||||||||||
|
The adjusted payment date and associated calculation period parameters required to calculate the actual or projected payment amount.
|
||||||||||||||
|
The Premium Payment Currency.
|
||||||||||||||
paymentDate (defined in Payment complexType) |
|
|||||||||||||
paymentDate (defined in PaymentBaseExtended complexType) |
The payment date, which can be expressed as either an adjustable or relative date.
|
|||||||||||||
paymentDate (in fra) |
The payment date.
|
|||||||||||||
paymentDate (in initialFee) |
The payment date.
|
|||||||||||||
paymentDate (in paymentDetail) |
Payment date.
|
|||||||||||||
|
The payment dates schedule.
|
||||||||||||||
|
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.
|
||||||||||||||
|
A set of href pointers to payment dates defined somewhere else in the document.
|
||||||||||||||
|
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.
|
||||||||||||||
|
Applicable to CDS on MBS to specify whether payment delays are applicable to the fixed Amount.
|
||||||||||||||
|
A container element allowing a schedule of payments associated with the Independent Amount.
|
||||||||||||||
paymentFrequency (defined in BondCalculation.model group) |
Specifies the frequency at which the bond pays, e.g. 6M.
|
|||||||||||||
paymentFrequency (defined in PeriodicPayment complexType) |
The time interval between regular fixed rate payer payment dates.
|
|||||||||||||
|
The frequency at which regular payment dates occur.
|
||||||||||||||
|
Specifies a threshold for the failure to pay credit event.
|
||||||||||||||
|
A structure defining the calculation rule of the independent amount.
|
||||||||||||||
|
||||||||||||||
|
The amount of currency which becomes payable if and when a trigger event occurs.
|
||||||||||||||
|
The description of the mathematical computation for how the payout is computed.
|
||||||||||||||
|
The trigger event and payout may be asynchonous.
|
||||||||||||||
|
Specifies whether the payments occur relative to each adjusted calculation period start date, adjusted calculation period end date or each reset date.
|
||||||||||||||
|
||||||||||||||
|
Credit limit utilization attributable to pending unexecuted orders.
|
||||||||||||||
|
A time period, e.g. a day, week, month, year or term of the stream.
|
||||||||||||||
|
A time period, e.g. a day, week, month or year of the stream.
|
||||||||||||||
|
||||||||||||||
periodicPayment (in feeLeg) |
Specifies a periodic schedule of fixed amounts that are payable by the buyer to the seller on the fixed rate payer payment dates.
|
|||||||||||||
periodicPayment (in feeLeg) |
Specifies a periodic schedule of fixed amounts that are payable by the buyer to the seller on the fixed rate payer payment dates.
|
|||||||||||||
periodMultiplier (defined in Frequency complexType) |
A time period multiplier, e.g. 1, 2 or 3 etc.
|
|||||||||||||
periodMultiplier (defined in Period complexType) |
A time period multiplier, e.g. 1, 2 or 3 etc.
|
|||||||||||||
periodMultiplier (in velocity) |
|
|||||||||||||
|
The number of periods in the referenced date schedule that are between each date in the relative date schedule.
|
||||||||||||||
|
Optional information about people involved in a transaction or busines process.
|
||||||||||||||
|
An identifier assigned by a system for uniquely identifying the individual
|
||||||||||||||
|
The individual person that is related to this.
|
||||||||||||||
|
If specified, this defines physical settlement terms which apply to the transaction.
|
||||||||||||||
|
The number of business days used in the determination of the physical settlement date.
|
||||||||||||||
|
This element contains all the ISDA terms relevant to physical settlement for when physical settlement is applicable.
|
||||||||||||||
|
||||||||||||||
|
The morgage pool that is underneath the mortgage obligation.
|
||||||||||||||
|
An arbitary grouping of trade references (and possibly other portfolios).
|
||||||||||||||
portfolio (in dataDocument) |
An arbitary grouping of trade references (and possibly other portfolios).
|
|||||||||||||
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.
|
|||||||||||||
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
The code, required for computerised mail sorting systems, that is allocated to a physical address by a national postal authority.
|
||||||||||||||
|
||||||||||||||
|
Specifies the rounding precision in terms of a number of decimal places.
|
||||||||||||||
|
Specifies the rounding precision in terms of a number of decimal places.
|
||||||||||||||
|
A reference to the clearing organization (CCP, DCO) to which the trade should be cleared.
|
||||||||||||||
|
Reports that this trade was executed prior to the enactment of the relevant reporting regulation.
|
||||||||||||||
|
The option premium amount payable by buyer to seller on the specified payment date.
|
||||||||||||||
premium (in fxDigitalOption) |
Premium amount or premium installment amount for an option.
|
|||||||||||||
|
Premium amount or premium installment amount for an option.
|
||||||||||||||
|
Defines the FX Straddle premium amount, payer and dates.
|
||||||||||||||
|
The option premium amount payable by buyer to seller on the specified payment date.
|
||||||||||||||
|
Indicates which product within a strategy this ID is associated with.
|
||||||||||||||
|
Indicates which product within a strategy represents the premium payment.
|
||||||||||||||
|
This may be used to indicate that "prescribed documentation adjustment" is applicable.
|
||||||||||||||
|
A monetary amount representing the present value of the forecast payment.
|
||||||||||||||
|
The amount representing the present value of the principal exchange.
|
||||||||||||||
|
||||||||||||||
price (in orderStatus in orderStatusReport) |
|
|||||||||||||
price (in strike in productSummary) |
|
|||||||||||||
|
||||||||||||||
|
||||||||||||||
|
A type defining the parameters to get a new quote when a settlement rate option is disrupted.
|
||||||||||||||
|
||||||||||||||
|
Describes why the price of this trade does not reflect the current market price.
|
||||||||||||||
|
.
|
||||||||||||||
|
A classification of the most important risk class of the trade.
|
||||||||||||||
|
The entity primarily responsible for repaying debt to a creditor as a result of borrowing or issuing bonds.
|
||||||||||||||
|
A pointer style reference to a reference entity defined elsewhere in the document.
|
||||||||||||||
primaryRateSource (defined in FxSpotRateSource complexType) |
The primary source for where the rate observation will occur.
|
|||||||||||||
primaryRateSource (in asian) |
The primary source for where the rate observation will occur.
|
|||||||||||||
|
The initial, intermediate and final principal exchange amounts.
|
||||||||||||||
|
The principal exchange amount.
|
||||||||||||||
|
The true/false flags indicating whether initial, intermediate or final exchanges of principal should occur.
|
||||||||||||||
|
An additional Fixed Payment Event.
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
A description of the stage of processing of the service, for example EndofDayProcessingCutoffOccurred, EndOfDayProcessingCompleted.
|
||||||||||||||
|
An abstract element used as a place holder for the substituting product elements.
|
||||||||||||||
|
Deprecated: The USIs of the components of this trade, when this trade contains a strategy.
|
||||||||||||||
|
||||||||||||||
|
A business acknowledgement message to indicate that the previously sent message was sucessfully processed.
|
||||||||||||||
|
A message sent to inform another system that some exception has been detected with the product definitions messages.
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
The primary use case for this message is for an execution venue to report all, or a subset of, product definitions that it supports to its customer.
|
||||||||||||||
productId (defined in Product.model group) |
A product reference identifier.
|
|||||||||||||
|
||||||||||||||
|
||||||||||||||
productId (in productSummary) |
|
|||||||||||||
|
||||||||||||||
|
||||||||||||||
productType (defined in Product.model group) |
A classification of the type of product.
|
|||||||||||||
|
||||||||||||||
|
This may be used to specify which party is protected (e.g. under Replacement Value cash settlement methods).
|
||||||||||||||
|
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.
|
||||||||||||||
|
Reference to the documentation terms applicable to this item.
|
||||||||||||||
publicationDate (defined in SettledEntityMatrix complexType) |
Specifies the publication date of the applicable version of the matrix.
|
|||||||||||||
|
Specifies the publication date of the applicable version of the matrix.
|
||||||||||||||
|
Specifies the publication date of the applicable version of the contractual supplement.
|
||||||||||||||
|
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.
|
||||||||||||||
|
A specified condition to settlement.
|
||||||||||||||
|
When the public report of this was created or received by this party.
|
||||||||||||||
|
When the public report of this was most recently corrected or corrections were sent or received by this party.
|
||||||||||||||
|
When the public report of this was first accepted for submission to a regulator.
|
||||||||||||||
|
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.
|
||||||||||||||
|
The currency which: - the option buyer will pay (sell) - the option writer will receive (buy)
|
||||||||||||||
|
The currency amount that the option gives the right to sell.
|
||||||||||||||
|
If Direct Loan Participation is specified as a deliverable obligation characteristic, this specifies any requirements for the Qualifying Participation Seller.
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
A type representing a portfolio obtained by querying the set of trades held in a repository.
|
||||||||||||||
|
A type representing a portfolio obtained by querying the set of trades held in a repository.
|
||||||||||||||
|
A type representing a portfolio obtained by querying the set of trades held in a repository.
|
||||||||||||||
|
A type representing a portfolio obtained by querying the set of trades held in a repository.
|
||||||||||||||
|
A type representing a portfolio obtained by querying the set of trades held in a repository.
|
||||||||||||||
|
A type representing a portfolio obtained by querying the set of trades held in a repository.
|
||||||||||||||
|
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.
|
||||||||||||||
|
The type of price quotations to be requested from dealers when determining the market value of the reference obligation for purposes of cash settlement.
|
||||||||||||||
quotationRateType (defined in CashPriceMethod complexType) |
Which rate quote is to be observed, either Bid, Mid, Offer or Exercising Party Pays.
|
|||||||||||||
quotationRateType (defined in YieldCurveMethod complexType) |
Which rate quote is to be observed, either Bid, Mid, Offer or Exercising Party Pays.
|
|||||||||||||
|
Which rate quote is to be observed, either Bid, Mid, Offer or Exercising Party Pays.
|
||||||||||||||
|
Which rate quote is to be observed, either Bid, Mid, Offer or Exercising Party Pays.
|
||||||||||||||
|
Which rate quote is to be observed, either Bid, Mid, Offer or Exercising Party Pays.
|
||||||||||||||
|
The type of quotation that was used between the trading desks.
|
||||||||||||||
quote (defined in FxOptionPremium complexType) |
This is the option premium as quoted.
|
|||||||||||||
quote (in marginQuoteRefused) |
Pricing information for the trade.
|
|||||||||||||
quote (in requestLimitCheck) |
|
|||||||||||||
quoteBasis (defined in QuotedCurrencyPair complexType) |
The method by which the exchange rate is quoted.
|
|||||||||||||
quoteBasis (in quote defined in FxOptionPremium complexType) |
The method by which the option premium was quoted.
|
|||||||||||||
quotedCurrencyPair (defined in ExchangeTradedContractUnderlyer complexType) |
Defines the two currencies for an FX trade and the quotation relationship between the two currencies.
|
|||||||||||||
quotedCurrencyPair (defined in FxBarrierFeature complexType) |
Defines the two currencies for an FX trade and the quotation relationship between the two currencies.
|
|||||||||||||
quotedCurrencyPair (defined in FxFixing complexType) |
Defines the two currencies for an FX trade and the quotation relationship between the two currencies.
|
|||||||||||||
quotedCurrencyPair (defined in FxPerformanceSwap complexType) |
A Currency Pair with regards to this transaction and the quoting convention.
|
|||||||||||||
|
Defines the two currencies for an FX trade and the quotation relationship between the two currencies.
|
||||||||||||||
|
A currency Pair the straddle is based on.
|
||||||||||||||
quotedCurrencyPair (in fxRate) |
Defines the two currencies for an FX trade and the quotation relationship between the two currencies.
|
|||||||||||||
quotedCurrencyPair (in touch) |
Defines the two currencies for an FX trade and the quotation relationship between the two currencies.
|
|||||||||||||
|
Defines the two currencies for an FX trade and the quotation relationship between the two currencies.
|
||||||||||||||
quoteUnits (defined in QuotationCharacteristics.model group) |
The optional units that the measure is expressed in.
|
|||||||||||||
quoteUnits (in conventions) |
Units in which quote values are measured.
|
|||||||||||||
|
||||||||||||||
|
||||||||||||||
rate (in exchangeRate) |
The rate of exchange between the two currencies of the leg of a deal.
|
|||||||||||||
rate (in forwardRate) |
Constant rate value, applicable for the duration of the execution period.
|
|||||||||||||
|
The rate of exchange between the two currencies of the leg of a deal.
|
||||||||||||||
rate (in rateObservation in asian) |
The observed rate of exchange between the two option currencies.
|
|||||||||||||
|
The rate of exchange between the two currencies of the leg of a deal.
|
||||||||||||||
|
The base element for the floating rate calculation definitions.
|
||||||||||||||
|
Specifies the number of business days before the period end date when the rate cut-off date is assumed to apply.
|
||||||||||||||
rateObservation (in asian) |
One or more specific rate observation dates.
|
|||||||||||||
|
The details of a particular rate observation, including the fixing date and observed rate.
|
||||||||||||||
|
The method by which observed rate values are quoted, in terms of the option put/call currencies.
|
||||||||||||||
|
A pointer style reference to a floating rate component defined as part of a stub calculation period amount component.
|
||||||||||||||
rateSource (defined in InformationSource complexType) |
An information source for obtaining a market rate.
|
|||||||||||||
|
The rate source in the case of a variable cap.
|
||||||||||||||
|
Specifies the source for and timing of a fixing of an exchange rate.
|
||||||||||||||
|
A specific page for the rate source for obtaining a market rate.
|
||||||||||||||
|
The heading for the rate source on a given rate source page.
|
||||||||||||||
reason (defined in Exception.model group) |
An instance of the Reason type used to record the nature of any errors associated with a message.
|
|||||||||||||
|
Indicates a reason supporting why the trade is mandatorily clearable or not.
|
||||||||||||||
|
||||||||||||||
reason (in creditRiskLimit in limitCheckApproved) |
|
|||||||||||||
reason (in creditRiskLimit in limitCheckRefused) |
|
|||||||||||||
|
Reason for not executing the trade on SEF or other facility.
|
||||||||||||||
reason (in marginQuoteRefused) |
|
|||||||||||||
reason (in orderStatus in orderStatusNotification) |
Reason for a rejected quote
|
|||||||||||||
reason (in orderStatus in orderStatusReport) |
Reason for a rejected quote
|
|||||||||||||
reason (in restoreCredit) |
|
|||||||||||||
reason (in suspendCredit) |
|
|||||||||||||
|
The reason for any dispute or change in verification status.
|
||||||||||||||
reasonCode (defined in CreditLimitCheckReason complexType) |
reason codes for credit limit check messages
|
|||||||||||||
reasonCode (defined in Reason complexType) |
A machine interpretable error code.
|
|||||||||||||
|
||||||||||||||
|
A reference to the account that receives the payments corresponding to this structure.
|
||||||||||||||
|
||||||||||||||
|
A reference to the party that receives the payments corresponding to this structure.
|
||||||||||||||
|
Used for fixed recovery, specifies the recovery level, determined at contract inception, to be applied on a default.
|
||||||||||||||
|
The percentage of the original value of the asset affected by the credit event that can be recovered.
|
||||||||||||||
|
Earlier date between the convertible bond put dates and its maturity date.
|
||||||||||||||
|
An institution (party) identified by means of a coding scheme and an optional name.
|
||||||||||||||
|
An institution (party) identifier, e.g. a bank identifier code (BIC).
|
||||||||||||||
|
The name of the institution (party).
|
||||||||||||||
referenceCurrency (defined in FxCashSettlement complexType) |
|
|||||||||||||
|
The currency in which the swap stream is denominated.
|
||||||||||||||
referenceEntity (defined in ReferenceInformation complexType) |
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.
|
|||||||||||||
|
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.
|
||||||||||||||
|
This element contains all the terms relevant to defining the reference entity and reference obligation(s).
|
||||||||||||||
referenceObligation (defined in ReferenceInformation complexType) |
The Reference Obligation is a financial instrument that is either issued or guaranteed by the reference entity.
|
|||||||||||||
|
The Reference Obligation is a financial instrument that is either issued or guaranteed by the reference entity.
|
||||||||||||||
|
||||||||||||||
|
Applicable to the transactions on mortgage-backed security, which can make use of a reference policy.
|
||||||||||||||
|
This element contains all the reference pool items to define the reference entity and reference obligation(s) in the basket
|
||||||||||||||
|
||||||||||||||
|
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.
|
||||||||||||||
|
A code for a grouping of countries to which this belongs.
|
||||||||||||||
|
The ID assigned by the regulator (e.g.
|
||||||||||||||
|
Provides information about a unit/division/desk etc. that executed or supports this trade
|
||||||||||||||
|
A short form unique identifier for a related exchange.
|
||||||||||||||
relatedParty (defined in PartyTradeInformation complexType) |
This may be used to identify one or more parties that perform a role within the transaction.
|
|||||||||||||
relatedParty (in allocation) |
Specifies any relevant parties to the allocation which should be referenced.
|
|||||||||||||
|
This may be used to identify one or more parties that perform a role within the transaction.
|
||||||||||||||
|
This may be used to identify one or more parties that perform a role within the transaction.
|
||||||||||||||
|
Provides information about a person that executed or supports this trade
|
||||||||||||||
relativeDate (defined in AdjustableOrRelativeDate complexType) |
A date specified as an offset to another date (the anchor date).
|
|||||||||||||
|
A date specified as some offset to another date (the anchor date).
|
||||||||||||||
|
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.
|
||||||||||||||
|
A series of dates specified as some offset to another series of dates (the anchor dates).
|
||||||||||||||
|
Defines the effective date.
|
||||||||||||||
|
The term/maturity of the swap, express as a tenor (typically in years).
|
||||||||||||||
|
The date on the underlying set by the exercise of an option.
|
||||||||||||||
|
The date on the underlying set by the exercise of an option.
|
||||||||||||||
|
The date on the underlying set by the exercise of an option.
|
||||||||||||||
|
Reference to the unadjusted cancellation effective dates.
|
||||||||||||||
|
Number of units of the product remaining to be filled
|
||||||||||||||
|
Number of units of the product remaining to be filled
|
||||||||||||||
|
ISDA defined cash settlement methods based on replacement value.
|
||||||||||||||
|
An identifier for the specific instance of this report.
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
The reason this message is being sent, for example Snapshot, PET, Confirmation, RealTimePublic.
|
||||||||||||||
|
Allows the organization to specify which if any relevant regulators or other supervisory bodies this is relevant for, and what reporting rules apply.
|
||||||||||||||
reportingRole (defined in PartyTradeInformation complexType) |
Identifies the role of this party in reporting this trade (e.g. originator, counterparty).
|
|||||||||||||
|
Identifies the role of this party in reporting this trade for this regulator; roles could include ReportingParty and Voluntary reporting.
|
||||||||||||||
|
A credit event.
|
||||||||||||||
|
||||||||||||||
|
Specifies the fixed amount requested expressed as notional amount.
|
||||||||||||||
|
(partial approval) Specifies the fixed amount approved expressed as number of options.
|
||||||||||||||
|
(partial approval) Specifies the fixed amount approved expressed as number of units.
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
requestingPartyReference (defined in OriginalRequestDetails complexType) |
|
|||||||||||||
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
The primary use case for this message is for an execution venue customer to request product definitions of all, or a subset of, products that the execution venue supports.
|
||||||||||||||
|
Message to cancel the product definition request message sent by the execution venue customer to the execution venue.
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
The reset date.
|
||||||||||||||
|
The reset dates schedule.
|
||||||||||||||
|
The business day convention to apply to each reset date if it would otherwise fall on a day that is not a business day in the specified financial business centers.
|
||||||||||||||
|
A pointer style reference to the associated reset dates component defined elsewhere in the document.
|
||||||||||||||
|
The frequency at which reset dates occur.
|
||||||||||||||
|
Specifies whether the reset dates are determined with respect to each adjusted calculation period start date or adjusted calculation period end date.
|
||||||||||||||
|
The unique identifier of the resource within the event.
|
||||||||||||||
|
A description of the type of the resource, e.g. a confirmation.
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
A credit event.
|
||||||||||||||
|
Specifies the type of restructuring that is applicable.
|
||||||||||||||
|
The trade id of a resulting trade (beta or gamma trade) that resulted from this trade during a clearing or similar operation (e.g. prime brokerage).
|
||||||||||||||
|
An inflation rate calculation definition.
|
||||||||||||||
|
An obligation and deliverable obligation characteristic.
|
||||||||||||||
|
An obligation and deliverable obligation characteristic.
|
||||||||||||||
|
||||||||||||||
role (defined in RelatedParty complexType) |
The category of the relationship.
|
|||||||||||||
|
The category of the function of the algorithm.
|
||||||||||||||
|
For pretrade processes, anonymous parties can be specified performing a specific role defined in this field such as MarketMaker or PriceTaker.
|
||||||||||||||
role (in relatedBusinessUnit) |
The category of the relationship.
|
|||||||||||||
role (in relatedPerson) |
The category of the relationship.
|
|||||||||||||
|
||||||||||||||
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.
|
|||||||||||||
rollConvention (defined in PeriodicPayment complexType) |
Used in conjunction with the effectiveDate, scheduledTerminationDate, firstPaymentDate, lastRegularPaymentDate and paymentFrequency to determine the regular fixed rate payer payment dates.
|
|||||||||||||
|
Specifies the rounding direction.
|
||||||||||||||
|
An account number via which a payment can be routed.
|
||||||||||||||
|
A physical postal address via which a payment can be routed.
|
||||||||||||||
|
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.
|
||||||||||||||
|
A unique identifier for party that is a participant in a recognized payment system.
|
||||||||||||||
routingIds (defined in RoutingIdentification.model group) |
A set of unique identifiers for a party, eachone identifying the party within a payment system.
|
|||||||||||||
|
A set of unique identifiers for a party, eachone identifying the party within a payment system.
|
||||||||||||||
|
A combination of coded payment system identifiers and details for physical addressing for a party involved in the routing of a payment.
|
||||||||||||||
|
A real name that is used to identify a party involved in the routing of a payment.
|
||||||||||||||
|
A piece of free-format text used to assist the identification of a party involved in the routing of a payment.
|
||||||||||||||
|
||||||||||||||
|
The first and last dates of a schedule.
|
||||||||||||||
|
The scheduled date on which the credit protection will lapse.
|
||||||||||||||
|
A classification of additional risk classes of the trade, if any.
|
||||||||||||||
secondaryRateSource (defined in FxSpotRateSource complexType) |
An alternative, or secondary, source for where the rate observation will occur.
|
|||||||||||||
secondaryRateSource (in asian) |
An alternative, or secondary, source for where the rate observation will occur.
|
|||||||||||||
|
A strictly ascending sequential (gapless) numeric value that can be used to identify the section of a report.
|
||||||||||||||
|
The sector classification of the mortgage obligation.
|
||||||||||||||
|
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].
|
||||||||||||||
|
Identifies a security of implicit type (derivable from the security reference data).
|
||||||||||||||
|
||||||||||||||
|
The party that has sold.
|
||||||||||||||
seller (defined in StrikeSchedule complexType) |
The party that has sold.
|
|||||||||||||
|
A reference to the account that sells this instrument.
|
||||||||||||||
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.
|
|||||||||||||
|
||||||||||||||
|
A unique identifier (within its coding scheme) indicating an intended recipent of a message.
|
||||||||||||||
seniority (defined in FixedIncomeSecurityContent.model group) |
The repayment precedence of a debt instrument.
|
|||||||||||||
|
Seniority of debt instruments comprising the index.
|
||||||||||||||
|
Seniority of debt instruments comprising the index.
|
||||||||||||||
|
The seniority.
|
||||||||||||||
|
The unique identifier (within its coding scheme) for the originator of a message instance.
|
||||||||||||||
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.
|
|||||||||||||
|
Sequence number is used to identify the ordinal position of the trade within the enclosing package, e.g. number 1 of 3, 2 of 3, etc, where 3 equals package size.
|
||||||||||||||
|
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.
|
||||||||||||||
|
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.
|
||||||||||||||
|
The name of the service to which the message applies
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
A reference to the party that services/supports the account.
|
||||||||||||||
|
||||||||||||||
|
Used to specify the Relevant Settled Entity Matrix when there are settled entities at the time of the trade.
|
||||||||||||||
|
Used to specify the Relevant Settled Entity Matrix when there are settled entities at the time of the trade.
|
||||||||||||||
|
The total amount of settlement currency that will be paid over the life of the trade if calculable.
|
||||||||||||||
settlementCurrency (defined in FxCashSettlement complexType) |
The currency in which cash settlement occurs for non-deliverable forwards and cash-settled options (non-deliverable or otherwise).
|
|||||||||||||
settlementCurrency (defined in FxCashSettlementSimple complexType) |
The currency in which cash settlement occurs.
|
|||||||||||||
settlementCurrency (defined in SettlementTerms complexType) |
ISDA 2003 Term: Settlement Currency
|
|||||||||||||
|
The currency that stream settles in (to support swaps that settle in a currency different from the notional currency).
|
||||||||||||||
settlementDate (defined in FxCashSettlement complexType) |
The date on which settlement is scheduled to occur
|
|||||||||||||
settlementDate (defined in FxPerformanceSwap complexType) |
The date on which the Settlement Amount will be settled.
|
|||||||||||||
|
The date on which settlement is scheduled to occur.
|
||||||||||||||
settlementDate (in straddle) |
DEPRECATED.
|
|||||||||||||
|
The date on which delivery of the transacted currency amounts will occur, expressed as an offset from the execution date. * This property is optional in the schema, allowing it to be omitted by systems which do not support it; however this information would be expected in contractual documentation (e.g. termsheet, confirmation).
|
||||||||||||||
settlementInformation (defined in FxOptionPremium complexType) |
The information required to settle a currency payment that results from a trade.
|
|||||||||||||
|
The information required to settle a currency payment that results from a trade.
|
||||||||||||||
settlementInformation (in premium in straddle) |
The Seller details for settling the FxStraddlePremium.
|
|||||||||||||
|
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.
|
||||||||||||||
|
Specifies whether the process is to be physically settled or cash settled.
|
||||||||||||||
|
The mechanism by which settlement is to be made.
|
||||||||||||||
|
A provision that allows the specification of settlement terms, occuring when the settlement currency is different to the notional currency of the trade. - For use with pre-trade Credit Limit Check messages.
|
||||||||||||||
|
The rate source for the conversion to the settlement currency.
|
||||||||||||||
|
Indicates that an officially defined rate settlement rate option will be the used for the fixing.
|
||||||||||||||
settlementRateSource (defined in YieldCurveMethod complexType) |
The method for obtaining a settlement rate.
|
|||||||||||||
|
The method for obtaining a settlement rate.
|
||||||||||||||
|
The method for obtaining a settlement rate.
|
||||||||||||||
|
||||||||||||||
|
Reference to the settlement terms applicable to this item.
|
||||||||||||||
settlementType (in future) |
Settlement method for the contract (Cash, Physical).
|
|||||||||||||
settlementType (in option) |
Settlement method for the contract (Cash, Physical).
|
|||||||||||||
|
||||||||||||||
|
||||||||||||||
|
Credit limit utilization attributable to short positions.
|
||||||||||||||
shortSale (defined in TransactionClassification.model group) |
Classification of the transaction as a short sale or not and, if short, of the type of transaction.
|
|||||||||||||
shortSale (in orderStatus in orderStatusReport) |
|
|||||||||||||
|
The side (bid/mid/ask) of the measure.
|
||||||||||||||
|
If optional early termination is not available to both parties then this component specifies the buyer and seller of the option.
|
||||||||||||||
|
Specifies a single fixed amount that is payable by the buyer to the seller on the fixed rate payer payment date.
|
||||||||||||||
|
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.
|
||||||||||||||
|
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.
|
||||||||||||||
|
||||||||||||||
size (in originatingPackage) |
Size of the trade package.
|
|||||||||||||
size (in packageHeader) |
|
|||||||||||||
|
Indicates the size of the resource in bytes.
|
||||||||||||||
|
Indicates how the product was original sold as a Put or a Call.
|
||||||||||||||
|
An obligation and deliverable obligation characteristic.
|
||||||||||||||
|
An obligation and deliverable obligation characteristic.
|
||||||||||||||
|
A short form unique identifier for a specified exchange.
|
||||||||||||||
|
The minimum number of the specified public information sources that must publish information that reasonably confirms that a credit event has occurred.
|
||||||||||||||
|
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.
|
||||||||||||||
|
One of the monetary amounts in a split settlement payment.
|
||||||||||||||
|
Typically applicable to the physical settlement of bond and convertible bond options.
|
||||||||||||||
spotRate (in forwardRate) |
The spot exchange rate for the specified currency pair as per the specified quote basis, as at the trade date.
|
|||||||||||||
|
An optional element used for FX forwards and certain types of FX OTC options.
|
||||||||||||||
|
An optional element used for FX forwards and certain types of FX OTC options.
|
||||||||||||||
|
An optional element used for FX forwards and certain types of FX OTC options.
|
||||||||||||||
|
The ISDA Spread, if any, which applies for the calculation period.
|
||||||||||||||
|
An amount to be added to the calculated value before subsequent use, in order to more closely replicate the original term rate, by adjusting for the economic or credit spread between risk-free rates and risky term rates.
|
||||||||||||||
|
Method by which asset swap spread is calculated, par-par or proceeds.
|
||||||||||||||
|
The ISDA Spread or a Spread schedule expressed as explicit spreads and dates.
|
||||||||||||||
|
If this element is specified and set to 'true', indicates that ISDA defined Standard Public Sources are applicable.
|
||||||||||||||
|
Indicates if the reference obligation is a Standard Reference Obligation.
|
||||||||||||||
|
An optional element used to describe how a trade will settle.
|
||||||||||||||
|
Start date of the execution period/window.
|
||||||||||||||
startDate (in fixingSchedule) |
The start of the period over which observations are made to determine whether a trigger has occurred.
|
|||||||||||||
|
The start of the period over which observations are made to determine whether a trigger has occurred.
|
||||||||||||||
|
A country subdivision used in postal addresses in some countries.
|
||||||||||||||
|
The current state of approval (.e.g preapproved, pending approval, etc.)
|
||||||||||||||
status (in orderStatus in orderStatusNotification) |
|
|||||||||||||
status (in orderStatus in orderStatusReport) |
|
|||||||||||||
|
The current state of the service (e.g.
|
||||||||||||||
status (in statusItem) |
An event status value.
|
|||||||||||||
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
step (defined in CalculationAmount complexType) |
A schedule of step date and value pairs.
|
|||||||||||||
|
The schedule of step date and value pairs.
|
||||||||||||||
step (in notionalStepSchedule) |
The schedule of step date and non-negative value pairs.
|
|||||||||||||
step (in processingStatus) |
The stage within a processing cycle or phase that this message describes.
|
|||||||||||||
|
The date on which the associated stepValue becomes effective.
|
||||||||||||||
|
The frequency at which the notional step changes occur.
|
||||||||||||||
|
Specifies whether the notionalStepRate should be applied to the initial notional or the previous notional in order to calculate the notional step change amount.
|
||||||||||||||
|
As specified by the ISDA Standard Terms Supplement for use with trades on mortgage-backed securities.
|
||||||||||||||
|
The rate or amount which becomes effective on the associated stepDate.
|
||||||||||||||
stepValue (in step in notionalStepSchedule) |
The non-negative rate or amount which becomes effective on the associated stepDate.
|
|||||||||||||
|
||||||||||||||
|
details of the straddle (underlying options).
|
||||||||||||||
|
The type Straddle as agreed on the Trade Date, e.g. at the money forward straddle, or delta neutral straddle.
|
||||||||||||||
|
A strategy product.
|
||||||||||||||
|
Provides distinct identification for a component of a strategy.
|
||||||||||||||
|
||||||||||||||
|
The set of street and building number information that identifies a postal address within a city.
|
||||||||||||||
|
An individual line of street and building number information, forming part of a postal address.
|
||||||||||||||
|
Defines the option strike price.
|
||||||||||||||
|
Specifies the price at which the option can be exercised.
|
||||||||||||||
strike (in productSummary) |
|
|||||||||||||
|
The currency in which the strike of the option is expressed.
|
||||||||||||||
|
The method by which the strike rate is quoted.
|
||||||||||||||
|
The rate for a cap or floor.
|
||||||||||||||
|
Units in which the option strike is expressed e.g. currency Amount, BasisPoints, Percentage, Rate.
|
||||||||||||||
string (defined in AdditionalData complexType) |
Provides extra information as string.
|
|||||||||||||
|
Provides extra information as string.
|
||||||||||||||
|
The stub calculation period amount parameters.
|
||||||||||||||
|
Method to allocate any irregular period remaining after regular periods have been allocated between the effective and termination date. - For use with pre-trade Credit Limit Check messages.
|
||||||||||||||
|
Indicates whether all individual requests have been submitted for this portfolio request.
|
||||||||||||||
|
The date and time, expressed in UTC, the original swap was received by the clearing service for clearing.
|
||||||||||||||
|
When this trade was supplied to a confirmation service or counterparty for confirmation.
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
Value of this element set to 'true' indicates that substitution is applicable.
|
||||||||||||||
|
Name suffix, such as Jr., III, etc.
|
||||||||||||||
|
Allows the organization to specify which if any relevant regulators it is registered with, and if so their identification number.
|
||||||||||||||
|
Allows the organization to specify which if any relevant regulators it is registered with, and if so their identification number.
|
||||||||||||||
|
Identifies the specific regulator or other supervisory body for which this data is produced.
|
||||||||||||||
|
Identifies the specific regulator or other supervisory body for which this data is produced.
|
||||||||||||||
supervisoryBody (defined in SupervisorRegistration.model group) |
The regulator or other supervisory body the organization is registered with (e.g.
|
|||||||||||||
|
The regulator or other supervisory body to which the clearing requirements apply.
|
||||||||||||||
|
Family name, such as Smith or Jones.
|
||||||||||||||
|
||||||||||||||
|
A swap product definition.
|
||||||||||||||
|
||||||||||||||
|
The swap streams.
|
||||||||||||||
|
Reference to a leg linked to this bond underlyer to represent an Inflation linked asset swap.
|
||||||||||||||
|
Reference to the leg, where date adjustments may apply.
|
||||||||||||||
|
A swaption product definition.
|
||||||||||||||
|
The adjusted dates associated with swaption exercise.
|
||||||||||||||
|
Whether the option is a swaption or a swaption straddle.
|
||||||||||||||
|
A telephonic contact.
|
||||||||||||||
|
The maximum allowed tenor for a trade under this limit.
|
||||||||||||||
|
The execution period represented as a tenor (time to expiration) starting from the spot date (e.g. 1M, 3M, 1Y,...)
|
||||||||||||||
|
The execution period represented as a tenor (time to expiration) starting from the spot date (e.g. 1M, 3M, 1Y,...)
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
A tenor expressed as a period type and multiplier (e.g. 1D, 1Y, etc.)
|
||||||||||||||
|
The date when the underlying options are priced using the agreed forwardVolatilityStrikePrice and other market factors as agreed by the parties.
|
||||||||||||||
tenorPeriod (in fxOption) |
A tenor expressed as a period type and multiplier (e.g. 1D, 1Y, etc.)
|
|||||||||||||
tenorPeriod (in straddle) |
A Tenor (time to maturity) of the straddle starting from the Fixing Date (e.g. 1y, 3m)
|
|||||||||||||
|
This may be used to describe why a trade was terminated.
|
||||||||||||||
|
The last day of the term of the trade.
|
||||||||||||||
|
||||||||||||||
|
A threshold rate.
|
||||||||||||||
time (defined in FxBusinessCenterDateTime complexType) |
|
|||||||||||||
time (defined in QuotationCharacteristics.model group) |
When the quote was observed or when a calculated value was generated.
|
|||||||||||||
|
Other timestamps for this trade.
|
||||||||||||||
timestamps (defined in PartyTradeInformation complexType) |
Allows timing information about a trade to be recorded.
|
|||||||||||||
|
Allows timing information about a trade to be recorded.
|
||||||||||||||
|
When during a day the quote is for.
|
||||||||||||||
|
Number of units of the product being ordered.
|
||||||||||||||
totalSize (in orderStatus in orderStatusReport) |
Number of units of the product being ordered.
|
|||||||||||||
|
Defines one or more conditions underwhich the option will payout if exercisable.
|
||||||||||||||
|
This specifies whether the applied trigger is a touch or no touch type.
|
||||||||||||||
trade (defined in TradePackage complexType) |
|
|||||||||||||
trade (defined in TradingEventsBase.model group) |
|
|||||||||||||
trade (in dataDocument) |
The root element in an FpML trade document.
|
|||||||||||||
trade (in orderStatus in orderStatusNotification) |
trade description.
|
|||||||||||||
trade (in orderStatus in orderStatusReport) |
trade description.
|
|||||||||||||
|
The trade date.
|
||||||||||||||
|
The information on the trade which is not product specific, e.g. trade date.
|
||||||||||||||
tradeId (defined in IssuerTradeId.model group) |
|
|||||||||||||
|
||||||||||||||
tradeId (defined in TradeIdentifier complexType) |
|
|||||||||||||
|
||||||||||||||
tradeId (in versionedTradeId) |
|
|||||||||||||
tradeIdentifier (defined in EventIdentifier complexType) |
|
|||||||||||||
tradeIdentifier (defined in OriginalRequestDetails complexType) |
|
|||||||||||||
tradeIdentifier (defined in TradePackage complexType) |
|
|||||||||||||
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
tradeIdentifierReference (defined in FxSwapLeg complexType) |
A reference to a party trade ID.
|
|||||||||||||
|
A reference to a party trade ID.
|
||||||||||||||
tradePackage (defined in TradingEventsBase.model group) |
|
|||||||||||||
|
||||||||||||||
tradePackage (in orderStatus in orderStatusReport) |
|
|||||||||||||
|
Indicates how the parties to the trade (the counterparties) are related to each other with respect to this reporting regime, e.g.
|
||||||||||||||
|
Identifies the person or persons who assumed the role of trader for this trade.
|
||||||||||||||
|
Information about a trade.
|
||||||||||||||
|
An abstract element used as a place holder for the substituting trade side reference depending on product type.
|
||||||||||||||
|
Refer to the component product defined within standard package definition where this field is defined.
|
||||||||||||||
|
Refer to the swap stream defined within the product definition where this field is defined.
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
tradingWaiver (defined in TransactionClassification.model group) |
Classification of the pre-trade waiver, if any, that the transaction was executed under.
|
|||||||||||||
tradingWaiver (in roles) |
|
|||||||||||||
|
This element contains CDS tranche terms.
|
||||||||||||||
|
This element contains CDS tranche terms.
|
||||||||||||||
|
This element contains CDS tranche terms.
|
||||||||||||||
|
The loan tranche that is subject to the derivative transaction.
|
||||||||||||||
|
The mortgage obligation tranche that is subject to the derivative transaction.
|
||||||||||||||
|
Allows the relevant transaction level categories or characteristics to be recorded for end-user exception determination.
|
||||||||||||||
|
Allows the relevant transaction level categories or characteristics to be recorded for end-user exception determination.
|
||||||||||||||
|
A deliverable obligation characteristic.
|
||||||||||||||
|
||||||||||||||
|
The value representing the forecast rate after applying rate treatment rules.
|
||||||||||||||
|
The observed rate after any required rate treatment is applied.
|
||||||||||||||
|
Defines one or more conditions underwhich the option will payout if exercisable.
|
||||||||||||||
|
The condition that applies to a european trigger applied to an FX digital option.
|
||||||||||||||
triggerRate (defined in FxBarrierFeature complexType) |
The market rate is observed relative to the trigger rate, and if it is found to be on the predefined side of (above or below) the trigger rate, a trigger event is deemed to have occurred.
|
|||||||||||||
triggerRate (in touch) |
The market rate is observed relative to the trigger rate, and if it is found to be on the predefined side of (above or below) the trigger rate, a barrier event is deemed to have occurred.
|
|||||||||||||
triggerRate (in trigger) |
The market rate is observed relative to the trigger rate, and if it is found to be on the predefined side of (above or below) the trigger rate, a barrier event is deemed to have occurred.
|
|||||||||||||
type (defined in RelatedParty complexType) |
Additional definition refining the type of relationship.
|
|||||||||||||
|
The type of approval (e.g.
|
||||||||||||||
|
Identifies the form of applicable contractual supplement.
|
||||||||||||||
type (in corporateAction) |
|
|||||||||||||
|
The type of ISDA Credit Support Agreement
|
||||||||||||||
type (in otherAgreement) |
The agreement executed between the parties and intended to govern product-specific derivatives transactions between those parties.
|
|||||||||||||
type (in spreadSchedule) |
|
|||||||||||||
|
The type of telephone number (work, personal, mobile).
|
||||||||||||||
|
||||||||||||||
unadjustedDate (defined in AdjustableDate complexType) |
A date subject to adjustment.
|
|||||||||||||
unadjustedDate (defined in AdjustableDate.model group) |
A date subject to adjustment.
|
|||||||||||||
unadjustedDate (defined in AdjustableDate2 complexType) |
A date subject to adjustment.
|
|||||||||||||
unadjustedDate (defined in AdjustableDates complexType) |
A date subject to adjustment.
|
|||||||||||||
|
||||||||||||||
|
The first date of a date range.
|
||||||||||||||
|
The last date of a date range.
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
Underlyer of the option e.g. a listed future.
|
||||||||||||||
|
Underlyer of the option e.g. a listed future.
|
||||||||||||||
|
Define the underlying asset, either a listed security or other instrument.
|
||||||||||||||
|
||||||||||||||
|
Specifies the equity in which the convertible bond can be converted.
|
||||||||||||||
|
||||||||||||||
|
Identifies the unit/division/desk etc. that executed or supports this trade
|
||||||||||||||
|
Used to indicate that the Reference obligation associated with the Credit Default Swap is currently not known.
|
||||||||||||||
|
When the most recent correction to this trade was supplied to a clearing service for clearing.
|
||||||||||||||
|
When the most recent correction to this trade was supplied to a confirmation service or counterparty for confirmation.
|
||||||||||||||
|
||||||||||||||
|
Indicates where the resource can be found, as a URL that references the information on a web server accessible to the message recipient.
|
||||||||||||||
|
Credit limit utilization breakdown by executed trades and pending orders.
|
||||||||||||||
|
A list of validation sets the sender asserts the document is valid with respect to.
|
||||||||||||||
|
A reference identifying a rule within a validation scheme
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
valuationDate (defined in FxPerformanceSwap complexType) |
Final Observation Date when Settlement Amount and Settlement Amount Payer determination date.
|
|||||||||||||
valuationDate (defined in QuotationCharacteristics.model group) |
When the quote was computed.
|
|||||||||||||
|
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.
|
||||||||||||||
|
Valuation date offset relative to the Final Observation Date and can be: [Final Observation Date][The first Business Day following the Final Observation Date].
|
||||||||||||||
|
A pointer style reference to the associated valuation dates component defined elsewhere in the document.
|
||||||||||||||
|
The ISDA defined methodology for determining the final price of the reference obligation for purposes of cash settlement.
|
||||||||||||||
|
Specifies how long to wait to get a quote from a settlement rate option upon a price source disruption
|
||||||||||||||
|
||||||||||||||
|
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.
|
||||||||||||||
value (defined in Quotation.model group) |
The value of the the quotation.
|
|||||||||||||
value (in price in orderStatus in orderStatusReport) |
|
|||||||||||||
value (in quote defined in FxOptionPremium complexType) |
The value of the premium quote.
|
|||||||||||||
|
||||||||||||||
valueDate (defined in FxCoreDetails.model group) |
The date on which both currencies traded will settle.
|
|||||||||||||
valueDate (defined in FxEuropeanExercise complexType) |
The date on which both currencies traded will settle.
|
|||||||||||||
|
Adjusted value date of the future value amount.
|
||||||||||||||
valueDate (in marginQuote) |
|
|||||||||||||
|
||||||||||||||
|
The currency of the varying notional amount, i.e. the notional amount being determined periodically based on observation of a spot currency exchange rate.
|
||||||||||||||
|
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.
|
||||||||||||||
|
The dates on which interim exchanges of notional are paid.
|
||||||||||||||
|
Vega Notional means the currency and amount specified as such in the related Confirmation.
|
||||||||||||||
|
||||||||||||||
|
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.
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
version (defined in VersionHistory.model group) |
The version number
|
|||||||||||||
|
||||||||||||||
version (in otherAgreement) |
The version of the agreement.
|
|||||||||||||
|
A trade identifier accompanied by a version number.
|
||||||||||||||
|
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.
|
||||||||||||||
|
Defines the underlying asset when it is a warrant.
|
||||||||||||||
|
The day of the week on which a weekly reset date occurs.
|
||||||||||||||
writedown (in creditEvents) |
A credit event.
|
|||||||||||||
|
A floating rate payment event.
|
||||||||||||||
|
An Additional Fixed Payment.
|
||||||||||||||
|
An ISDA defined cash settlement method used for the determination of the applicable cash settlement amount.
|
||||||||||||||
Complex Type Summary |
||||||||||||
|
Abstract base type for all events.
|
||||||||||||
|
A generic account that represents any party's account at another party.
|
||||||||||||
|
The data type used for account identifiers.
|
||||||||||||
|
The data type used for the name of the account.
|
||||||||||||
|
Reference to an account.
|
||||||||||||
|
The data type used for account type.
|
||||||||||||
|
||||||||||||
|
The data type used for ESMA action type.
|
||||||||||||
|
Provides extra information not represented in the model that may be useful in processing the message i.e. diagnosing the reason for failure.
|
||||||||||||
|
Abstract base type for an extension/substitution point to customize FpML and add additional events.
|
||||||||||||
|
||||||||||||
|
||||||||||||
|
A type that represents a physical postal address.
|
||||||||||||
|
A type for defining 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 type that is different from AdjustableDate in two regards.
|
||||||||||||
|
A type for defining 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 dates.
|
||||||||||||
|
A type for defining 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 type giving the choice between defining a date as an explicit date together with applicable adjustments or as relative to some other (anchor) date.
|
||||||||||||
|
A type giving the choice between defining a series of dates as an explicit list of dates together with applicable adjustments or as relative to some other series of (anchor) dates.
|
||||||||||||
|
||||||||||||
|
A type defining a date (referred to as the derived date) as a relative offset from another date (referred to as the anchor date) plus optional date adjustments.
|
||||||||||||
|
||||||||||||
|
A type describing a role played by an algorithm in one or more transactions.
|
||||||||||||
|
||||||||||||
|
Code that describes what type of allocation applies to the trade.
|
||||||||||||
|
The allocations for a single side of a trade.
|
||||||||||||
|
A type 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.
|
||||||||||||
|
A type defining a currency amount or a currency amount schedule.
|
||||||||||||
|
A specific approval state in the workflow.
|
||||||||||||
|
An approval identifier allocated by a party.
|
||||||||||||
|
||||||||||||
|
A type that qualifies the type of approval.
|
||||||||||||
|
Abstract base class for all underlying assets.
|
||||||||||||
|
||||||||||||
|
A scheme identifying the types of measures that can be used to describe an asset.
|
||||||||||||
|
Characterise the asset pool behind an asset backed bond.
|
||||||||||||
|
A type to define automatic exercise of a swaption.
|
||||||||||||
|
Some kind of numerical measure about an asset, eg. its NPV, together with characteristics of that measure.
|
||||||||||||
|
A structure indicating that the basket underlyer of the trade has changed due to client trading activity
|
||||||||||||
|
||||||||||||
|
||||||||||||
|
CDS Basket Reference Information
|
||||||||||||
|
The data type used for a benchmark rate (e.g. agreed discount rate or collateral interest rate).
|
||||||||||||
|
A type defining the beneficiary of the funds.
|
||||||||||||
|
A type defining the Bermuda option exercise dates and the expiration date together with any rules govenerning the notional amount of the underlying which can be exercised on any given exercise date and any associated exercise fee.
|
||||||||||||
|
An exchange traded bond.
|
||||||||||||
|
A type including a reference to a bond to support the representation of an asset swap or Condition Precedent Bond. - For use with pre-trade Credit Limit Check messages.
|
||||||||||||
|
Identifies the market sector in which the trade has been arranged.
|
||||||||||||
|
Identifies the market sector in which the trade has been arranged.
|
||||||||||||
|
A code identifying a business day calendar location.
|
||||||||||||
|
A type for defining business day calendar used in determining whether a day is a business day or not.
|
||||||||||||
|
A pointer style reference to a set of business day calendar defined elsewhere in the document.
|
||||||||||||
|
A pointer style reference to a set of business day calendar defined elsewhere in the document.
|
||||||||||||
|
A type for defining a time with respect to a business day calendar location.
|
||||||||||||
|
A type defining a range of contiguous business days by defining an unadjusted first date, an unadjusted last date and a business day convention and business centers for adjusting the first and last dates if they would otherwise fall on a non business day in the specified business centers.
|
||||||||||||
|
A type defining the business day convention and financial business centers used for adjusting any relevant date if it would otherwise fall on a day that is not a business day in the specified business centers.
|
||||||||||||
|
Reference to a business day adjustments structure.
|
||||||||||||
|
A type defining an event identifier issued by the indicated party.
|
||||||||||||
|
A type that can be used to identify the type of business process in a request.
|
||||||||||||
|
A type that represents information about a unit within an organization.
|
||||||||||||
|
Reference to an organizational unit.
|
||||||||||||
|
A type describing a role played by a unit in one or more transactions.
|
||||||||||||
|
A type definining the parameters used in the calculation of fixed or floating calculation period amounts.
|
||||||||||||
|
A type defining the ISDA calculation agent responsible for performing duties as defined in the applicable product definitions.
|
||||||||||||
|
||||||||||||
|
A type defining a rate that is calculated based on a number of observations of an underlying rate that are averaged or compounded using a specified method.
|
||||||||||||
|
A type defining the parameters used in the calculation of a fixed or floating rate calculation period amount.
|
||||||||||||
|
A type defining the parameters used in the calculation of fixed or floating rate calculation period amounts or for specifying a known calculation period amount or known amount schedule.
|
||||||||||||
|
A type defining the parameters used to generate the calculation period dates schedule, including the specification of any initial or final stub calculation periods.
|
||||||||||||
|
Reference to a calculation period dates component.
|
||||||||||||
|
A type defining the frequency at which calculation period end dates occur within the regular part of the calculation period schedule and thier roll date convention.
|
||||||||||||
|
A type defining the right of a party to cancel a swap transaction on the specified exercise dates.
|
||||||||||||
|
A type to define the adjusted dates for a cancelable provision on a swap transaction. - For use with pre-trade Credit Limit Check messages.
|
||||||||||||
|
The adjusted dates for a specific cancellation date, including the adjusted exercise date and adjusted termination date.
|
||||||||||||
|
A type defining an interest rate cap, floor, or cap/floor strategy (e.g. collar) product.
|
||||||||||||
|
||||||||||||
|
A type defining the cashflow representation of a swap trade.
|
||||||||||||
|
A coding scheme used to describe the type or purpose of a cash flow or cash flow component.
|
||||||||||||
|
A type defining the parameters necessary for each of the ISDA cash price methods for cash settlement.
|
||||||||||||
|
A type to define the cash settlement terms for a product where cash settlement is applicable.
|
||||||||||||
|
A type defining the cash settlement payment date(s) as either a set of explicit dates, together with applicable adjustments, or as a date relative to some other (anchor) date, or as any date in a range of contiguous business days.
|
||||||||||||
|
A type defining the list of reference institutions polled for relevant rates or prices when determining the cash settlement amount for a product where cash settlement is applicable.
|
||||||||||||
|
||||||||||||
|
Abstract base type for non-negotiated trade change descriptions
|
||||||||||||
|
Unless otherwise specified, the principal clearance system customarily used for settling trades in the relevant underlying.
|
||||||||||||
|
||||||||||||
|
The reason a trade is exempted from a clearing mandate.
|
||||||||||||
|
||||||||||||
|
The current status value of a clearing request.
|
||||||||||||
|
A type for defining the obligations of the counterparty subject to credit support requirements.
|
||||||||||||
|
Code that describes what type of collateral is posted by a party to a transaction.
|
||||||||||||
|
A type defining the parameters required for each of the ISDA defined yield curve methods for cash settlement.
|
||||||||||||
|
A type containing all commodity classification codes belonging to a specific commodity classification system.
|
||||||||||||
|
A type used to identify commodities.
|
||||||||||||
|
Definition of an underlying product which is part of a package.
|
||||||||||||
|
Reference to a component of the package that defines the package trade side.
|
||||||||||||
|
A type used to represent the type of mechanism that can be used to confirm a trade.
|
||||||||||||
|
A type describing the weight of each of the underlyer constituent within the basket, either in absolute or relative terms.
|
||||||||||||
|
A type that represents how to contact an individual or organization.
|
||||||||||||
|
The definitions, such as those published by ISDA, that will define the terms of the trade.
|
||||||||||||
|
||||||||||||
|
A contractual supplement (such as those published by ISDA) that will apply to the trade.
|
||||||||||||
|
A contractual supplement (such as those published by ISDA) and its publication date that will apply to the trade.
|
||||||||||||
|
||||||||||||
|
A structure indicating that a trade has changed due to a corporate action
|
||||||||||||
|
A type that describes what type of corporate action occurred.
|
||||||||||||
|
A type defining the content model for a request message that can be subsequently corrected or retracted.
|
||||||||||||
|
A type defining the content model for a request message that can be subsequently corrected or retracted.
|
||||||||||||
|
A type defining a correlation identifier and qualifying scheme
|
||||||||||||
|
A type that describes the information to identify a 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.
|
||||||||||||
|
The code representation of a country or an area of special sovereignty.
|
||||||||||||
|
Defines a scheme of values for specifiying if the bond has a variable coupon, step-up/down coupon or a zero-coupon.
|
||||||||||||
|
||||||||||||
|
A structure indicating that a trade has changed due to a credit event, including both shared (by single name, index and basket) and index specific components.
|
||||||||||||
|
A structure indicating that a trade has changed due to a credit event and containing only components shared by single name, index and basket.
|
||||||||||||
|
||||||||||||
|
A credit arrangement used in support of swaps trading.
|
||||||||||||
|
A type defining a Credit Default Swap Index after a Credit Event.
|
||||||||||||
|
||||||||||||
|
||||||||||||
|
A type that describes which credit event is taking place, e.g.
|
||||||||||||
|
A structure describing a credit limit with applicability constraints.
|
||||||||||||
|
A structure describing a basic credit limit.
|
||||||||||||
|
||||||||||||
|
||||||||||||
|
||||||||||||
|
||||||||||||
|
||||||||||||
|
||||||||||||
|
||||||||||||
|
||||||||||||
|
||||||||||||
|
||||||||||||
|
||||||||||||
|
A party's credit rating.
|
||||||||||||
|
||||||||||||
|
||||||||||||
|
The repayment precedence of a debt instrument.
|
||||||||||||
|
The agreement executed between the parties and intended to govern collateral arrangement for all OTC derivatives transactions between those parties.
|
||||||||||||
|
||||||||||||
|
||||||||||||
|
||||||||||||
|
The code representation of a currency or fund.
|
||||||||||||
|
A type containing a code representing the risk classification of a currency pair, as specified by a regulator.
|
||||||||||||
|
Allows for an option expiry cut time to be described by name, as per established market convention.
|
||||||||||||
|
A type defining a content model that is backwards compatible with older FpML releases and which can be used to contain sets of data without expressing any processing intention.
|
||||||||||||
|
A type defining a contiguous series of calendar dates.
|
||||||||||||
|
Reference to an identified date or a complex date structure.
|
||||||||||||
|
A type to provide the ability to point to multiple payment nodes in the document through the unbounded paymentDatesReference.
|
||||||||||||
|
A type to provide the ability to point to multiple payment nodes in the document through the unbounded paymentDatesReference.
|
||||||||||||
|
The specification for how the number of days between two dates is calculated for purposes of calculation of a fixed or floating payment amount and the basis for how many days are assumed to be in a year.
|
||||||||||||
|
||||||||||||
|
A type defining discounting information.
|
||||||||||||
|
The abstract base type from which all FpML compliant messages and documents must be derived.
|
||||||||||||
|
An entity for defining 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.
|
||||||||||||
|
A type to define the adjusted dates associated with an early termination provision.
|
||||||||||||
|
A type defining an early termination provision for a swap.
|
||||||||||||
|
A special type meant to be used for elements with no content and no attributes.
|
||||||||||||
|
Records supporting information justifying an end user exception under 17 CFR part 39.
|
||||||||||||
|
A type describing the entity of a party, for example Financial, NonFinancial etc.
|
||||||||||||
|
A legal entity identifier (e.g.
|
||||||||||||
|
The name of the reference entity.
|
||||||||||||
|
Defines a coding scheme of the entity types defined in the ISDA First to Default documentation.
|
||||||||||||
|
An exchange traded equity asset.
|
||||||||||||
|
A type 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.
|
||||||||||||
|
A post-trade event reference identifier allocated by a party.
|
||||||||||||
|
Identification of a business event, for example through its correlation id or a business identifier.
|
||||||||||||
|
A coding scheme used to describe the matching/confirmation status of a trade, post-trade event, position, or cash flows.
|
||||||||||||
|
A type used in event status enquiry messages which relates an event identifier to its current status value.
|
||||||||||||
|
A type defining the content model for a message normally generated in response to a requestEventStatus request.
|
||||||||||||
|
A type defining the basic content for a message sent to inform another system that some exception has been detected.
|
||||||||||||
|
A type defining the content model for an exception message header.
|
||||||||||||
|
A short form unique identifier for an exchange.
|
||||||||||||
|
A type that is used for describing the exchange rate for a particular transaction.
|
||||||||||||
|
An abstract base class for all exchange traded financial products.
|
||||||||||||
|
Abstract base class for all exchange traded financial products with a price which is calculated from exchange traded constituents.
|
||||||||||||
|
An exchange traded derivative contract.
|
||||||||||||
|
A type describing a single underlyer
|
||||||||||||
|
An exchange traded fund whose price depends on exchange traded constituents.
|
||||||||||||
|
An exchange traded option.
|
||||||||||||
|
A type defining the trade execution date time and the source of it.
|
||||||||||||
|
A type used to represent the type of market where a trade can be executed.
|
||||||||||||
|
A type used to represent the type of market where a trade can be executed.
|
||||||||||||
|
The abstract base class for all types which define way in which options may be exercised.
|
||||||||||||
|
A type defining the adjusted dates associated with a particular exercise event.
|
||||||||||||
|
A type defining the fee payable on exercise of an option.
|
||||||||||||
|
A type to define a fee or schedule of fees to be payable on the exercise of an option.
|
||||||||||||
|
A type defining to whom and where notice of execution should be given.
|
||||||||||||
|
This defines the time interval to the start of the exercise period, i.e. the earliest exercise date, and the frequency of subsequent exercise dates (if any). - For use with pre-trade Credit Limit Check messages.
|
||||||||||||
|
A type describing how notice of exercise should be given.
|
||||||||||||
|
A type defining an option to extend an existing swap transaction on the specified exercise dates for a term ending on the specified new termination date. - For use with pre-trade Credit Limit Check messages.
|
||||||||||||
|
A type defining the adjusted dates associated with a provision to extend a swap.
|
||||||||||||
|
A type to define the adjusted dates associated with an individual extension event. - For use with pre-trade Credit Limit Check messages.
|
||||||||||||
|
Provides supporting evidence when a party invoked exception to not execute the trade on facility such as SEF and DCM even though the particular product is mandated to execute on a SEF.
|
||||||||||||
|
A type describing the type of loan facility.
|
||||||||||||
|
||||||||||||
|
Defines a fallback rate, which is a rate to be used in place of a publish term rate (such as an ibor rate) when that term rate ceases to be usable, whether because it ceases to be published or is deemed non-representative by regulator.
|
||||||||||||
|
A type defining parameters associated with a fallback observation, i.e. a rate observation where the original published rate is not available and instead a fallback rate must be used.
|
||||||||||||
|
The method, prioritzed by the order it is listed in this element, to get a replacement rate for the disrupted settlement rate option.
|
||||||||||||
|
||||||||||||
|
A type to define business date convention adjustment to final payment period per leg. - For use with pre-trade Credit Limit Check messages.
|
||||||||||||
|
Indicates whether the Principal Exchange on the inflation leg is floored or not.
|
||||||||||||
|
||||||||||||
|
The calculation period fixed rate.
|
||||||||||||
|
||||||||||||
|
||||||||||||
|
||||||||||||
|
A type defining a floating rate.
|
||||||||||||
|
A type defining the floating rate and definitions relating to the calculation of floating rate amounts.
|
||||||||||||
|
A type defining parameters associated with a floating rate reset.
|
||||||||||||
|
The ISDA Floating Rate Option, i.e. the floating rate index.
|
||||||||||||
|
A type describing a financial formula, with its description and components.
|
||||||||||||
|
Elements describing the components of the formula.
|
||||||||||||
|
A type defining a Forward Rate Agreement (FRA) product.
|
||||||||||||
|
A type defining a time frequency, e.g. one day, three months.
|
||||||||||||
|
An exchange traded future contract.
|
||||||||||||
|
A type defining a short form unique identifier for a future contract.
|
||||||||||||
|
A type defining a currency amount as at a future value date. - For use with pre-trade Credit Limit Check messages.
|
||||||||||||
|
Describes the characteristics for american exercise of FX products.
|
||||||||||||
|
Descibes the averaging period properties for an asian option.
|
||||||||||||
|
A type that, for average rate options, is used to describe each specific observation date, as opposed to a parametric frequency of rate observations.
|
||||||||||||
|
A type that describes average rate options rate observations.
|
||||||||||||
|
Describes the properties of an FX barrier.
|
||||||||||||
|
||||||||||||
|
A type that is used for describing cash settlement of an option / non deliverable forward.
|
||||||||||||
|
A type that is used for describing cash settlement of a variance or volatility swap option.
|
||||||||||||
|
Descrines the characteristics for American exercise in FX digital options.
|
||||||||||||
|
Describes an option having a triggerable fixed payout.
|
||||||||||||
|
Describes the characteristics for European exercise of FX products.
|
||||||||||||
|
A type that specifies the source for and timing of a fixing of an exchange rate.
|
||||||||||||
|
A type that is extending the Offset structure for providing the ability to specify an FX fixing date as an offset to dates specified somewhere else in the document. - For use with pre-trade Credit Limit Check messages.
|
||||||||||||
|
Describes the FX fixing schedule, a single continuous observation period which follows the applicable business day schedule for the quoted rate source.
|
||||||||||||
|
Product model for a flexible-term fx forward (also known as callable forward, window forward).
|
||||||||||||
|
||||||||||||
|
||||||||||||
|
Describes a contract on future levels of implied volatility.
|
||||||||||||
|
||||||||||||
|
A type to describe the cashflow representation for fx linked notionals.
|
||||||||||||
|
A type to describe a notional schedule where each notional that applies to a calculation period is calculated with reference to a notional amount or notional amount schedule in a different currency by means of a spot currency exchange rate which is normally observed at the beginning of each period. - For use with pre-trade Credit Limit Check messages.
|
||||||||||||
|
Describes the limits on the size of notional when multiple exercise is allowed.
|
||||||||||||
|
Describes an FX option with optional asian and barrier features.
|
||||||||||||
|
A type describing the features that may be present in an FX option.
|
||||||||||||
|
A type that contains full details of a predefined fixed payout which may occur (or not) in a Barrier Option or Digital Option when a trigger event occurs (or not).
|
||||||||||||
|
A type that specifies the premium exchanged for a single option trade or option strategy.
|
||||||||||||
|
FX Performance Fixed Leg describes Fixed FX Rate Payer and Fixed Rate.
|
||||||||||||
|
Fx Performance Floating Leg describes Floating FX Rate Payer.
|
||||||||||||
|
Floating FX Rate describes Fixed FX Rate Payer and Fixed Rate
|
||||||||||||
|
Describes an FX volatility and variance swap.
|
||||||||||||
|
A type describing the rate of a currency conversion: pair of currency, quotation mode and exchange rate.
|
||||||||||||
|
Describes a rate source to be fixed and the date the fixing occurs
|
||||||||||||
|
||||||||||||
|
A type defining either a spot or forward FX transactions.
|
||||||||||||
|
A type defining the rate source and fixing time for an fx rate.
|
||||||||||||
|
Straddle details.
|
||||||||||||
|
The Currency and Amount to be paid by the Buyer to the Seller.
|
||||||||||||
|
A type that describes the rate of exchange at which the option has been struck.
|
||||||||||||
|
A type defining either a spot/forward or forward/forward FX swap transaction.
|
||||||||||||
|
||||||||||||
|
Describes an american or discrete touch or no-touch trigger applied to an FX binary or digital option.
|
||||||||||||
|
Describes a european trigger applied to an FX digtal option.
|
||||||||||||
|
Describes a european trigger applied to an FX digtal option.
|
||||||||||||
|
Valuation date offset is used in FX Variance Swap and Volatility Swap to always relate the Final Observation Date and can be: [Final Observation Date][The first Business Day following the Final Observation Date]
|
||||||||||||
|
||||||||||||
|
Concrete type to support public/private identifiers and classification (ISIN, CFI, ...) for an instrument of unspecified type.
|
||||||||||||
|
Concrete type to support public/private identifiers and classification (ISIN, CFI, ...) for a security of unspecified type.
|
||||||||||||
|
Identification of the law governing the transaction.
|
||||||||||||
|
||||||||||||
|
||||||||||||
|
A generic type describing an identified asset.
|
||||||||||||
|
Specifies Currency with ID attribute.
|
||||||||||||
|
A date which can be referenced elsewhere.
|
||||||||||||
|
A type extending the PayerReceiverEnum type wih an id attribute.
|
||||||||||||
|
A rate which can be referenced elsewhere.
|
||||||||||||
|
A version of a specification document used by the message generator to format the document.
|
||||||||||||
|
||||||||||||
|
||||||||||||
|
A published index whose price depends on exchange traded constituents.
|
||||||||||||
|
||||||||||||
|
A structure describing the effect of a change to an index.
|
||||||||||||
|
||||||||||||
|
||||||||||||
|
A type defining a Credit Default Swap Index.
|
||||||||||||
|
A party's industry sector classification.
|
||||||||||||
|
A type defining the components specifiying an Inflation Rate Calculation
|
||||||||||||
|
A type defining the floating rate and definitions relating to the calculation of floating rate amounts.
|
||||||||||||
|
||||||||||||
|
A type defining the source for a piece of information (e.g. a rate refix or an fx fixing).
|
||||||||||||
|
||||||||||||
|
A short form unique identifier for a security.
|
||||||||||||
|
A taxonomic classification, or typology, for a security (e.g.
|
||||||||||||
|
A type defining the components specifiying an interest rate stream, including both a parametric and cashflow representation for the stream of payments.
|
||||||||||||
|
Reference to an InterestRateStream component.
|
||||||||||||
|
||||||||||||
|
A type that describes the information to identify an intermediary through which payment will be made by the correspondent bank to the ultimate beneficiary of the funds.
|
||||||||||||
|
The type of interpolation used.
|
||||||||||||
|
The data type used for issuer identifiers.
|
||||||||||||
|
A complex type for a two part identifier such as a USI.
|
||||||||||||
|
The data type used for indicating the language of the resource, described using the ISO 639-2/T Code.
|
||||||||||||
|
A supertype of leg.
|
||||||||||||
|
A type defining a legal entity.
|
||||||||||||
|
References a credit entity defined elsewhere in the document.
|
||||||||||||
|
A type describing the liens associated with a loan facility.
|
||||||||||||
|
||||||||||||
|
||||||||||||
|
||||||||||||
|
||||||||||||
|
||||||||||||
|
A type for representing information about a trade related to this.
|
||||||||||||
|
The data type used for link identifiers.
|
||||||||||||
|
||||||||||||
|
A type describing a loan underlying asset.
|
||||||||||||
|
||||||||||||
|
A type to define the main publication source.
|
||||||||||||
|
A type to define an early termination provision for which exercise is mandatory. - For use with pre-trade Credit Limit Check messages.
|
||||||||||||
|
A type defining the adjusted dates associated with a mandatory early termination provision.
|
||||||||||||
|
A type defining manual exercise, i.e. that the option buyer counterparty must give notice to the option seller of exercise.
|
||||||||||||
|
A message indicating that the margin quote has been acted upon.
|
||||||||||||
|
Defines the structure for a message acknowledging an event request.
|
||||||||||||
|
A message indicating that the margin quote has been acted upon.
|
||||||||||||
|
A message indicating that the margin quote has been refused.
|
||||||||||||
|
Allows the requestor to specify if they want this trade/trade set margining with an associated portfolio with the Clearing Organization or not.
|
||||||||||||
|
A type capturing margin information.
|
||||||||||||
|
A type capturing market data information.
|
||||||||||||
|
An entity for defining the agreement executed between the parties and intended to govern all OTC derivatives transactions between those parties.
|
||||||||||||
|
A master agreement identifier allocated by a party.
|
||||||||||||
|
||||||||||||
|
||||||||||||
|
An entity for defining the master confirmation agreement executed between the parties.
|
||||||||||||
|
||||||||||||
|
||||||||||||
|
A type defining a mathematical expression.
|
||||||||||||
|
||||||||||||
|
||||||||||||
|
||||||||||||
|
A type defining the basic structure of all FpML messages which is refined by its derived types.
|
||||||||||||
|
The data type used for identifying a message address.
|
||||||||||||
|
A type defining the content model for a generic message header that is refined by its derived classes.
|
||||||||||||
|
The data type use for message identifiers.
|
||||||||||||
|
This type is a wrapper holding several different mid-market valuation methods described in the 2021 ISDA Definitions.
|
||||||||||||
|
This type is a generic structure that can represent the fields of several mid-market valuation methods described in the 2021 ISDA Definitions.
|
||||||||||||
|
The type that indicates the type of media used to store the content.
|
||||||||||||
|
A type defining a currency amount.
|
||||||||||||
|
Abstract base class for all money types.
|
||||||||||||
|
A type describing a mortgage asset.
|
||||||||||||
|
A type describing the typology of mortgage obligations.
|
||||||||||||
|
A type defining multiple exercises.
|
||||||||||||
|
||||||||||||
|
||||||||||||
|
||||||||||||
|
A type defining the content model for a request message that cannot be subsequently corrected or retracted.
|
||||||||||||
|
A type defining the parameters used when the reference currency of the swapStream is non-deliverable. - For use with pre-trade Credit Limit Check messages.
|
||||||||||||
|
A type defining a currency amount or a currency amount schedule.
|
||||||||||||
|
A type defining a non negative money amount.
|
||||||||||||
|
A complex type to specify non negative payments.
|
||||||||||||
|
A type defining a schedule of non-negative rates or amounts in terms of an initial value and then a series of step date and value pairs.
|
||||||||||||
|
A type defining a step date and non-negative step value pair.
|
||||||||||||
|
||||||||||||
|
A type defining the basic content for a message sent to inform another system that some 'business event' has occured.
|
||||||||||||
|
A type that refines the generic message header to match the requirements of a NotificationMessage.
|
||||||||||||
|
||||||||||||
|
An type defining the notional amount or notional amount schedule associated with a swap stream.
|
||||||||||||
|
A reference to the notional amount.
|
||||||||||||
|
How a notional is to be reported for this reporting regime.
|
||||||||||||
|
A type defining a parametric representation of the notional step schedule, i.e. parameters used to generate the notional balance on each step date.
|
||||||||||||
|
||||||||||||
|
A type that allows an offset specified in business days to be applied for an observation shift, lookback, or lockout provision.
|
||||||||||||
|
Specifies parameters specific to the observation shift method of compounding/averaging.
|
||||||||||||
|
A type defining an offset used in calculating a new date relative to a reference date.
|
||||||||||||
|
||||||||||||
|
A type for defining the common features of options.
|
||||||||||||
|
A type defining an early termination provision where either or both parties have the right to exercise. - For use with pre-trade Credit Limit Check messages.
|
||||||||||||
|
A type defining the adjusted dates associated with an optional early termination provision.
|
||||||||||||
|
||||||||||||
|
||||||||||||
|
A type that an identifier for an order.
|
||||||||||||
|
A type that an order's identifier(s).
|
||||||||||||
|
||||||||||||
|
||||||||||||
|
||||||||||||
|
||||||||||||
|
||||||||||||
|
||||||||||||
|
||||||||||||
|
||||||||||||
|
||||||||||||
|
||||||||||||
|
||||||||||||
|
A characteristic of an organization used in declaring an end-user exception.
|
||||||||||||
|
The data type used for a generic, user-defined identifier for an organization, where a full party structure is not desired or required.
|
||||||||||||
|
A code that describes what type of role an organization plays, for example a SwapsDealer, a Major Swaps Participant, or Other
|
||||||||||||
|
||||||||||||
|
||||||||||||
|
Indicator as to the type of transaction in accordance with Articles 20(3)(a) and 21(5)(a) of Regulation (EU) 600/2014.
|
||||||||||||
|
An entity for defining the an agreement executed between parties.
|
||||||||||||
|
A agreement identifier allocated by a party.
|
||||||||||||
|
||||||||||||
|
||||||||||||
|
Identifying information for a tradePackage (a bundle of trades).
|
||||||||||||
|
A type defining additional information that may be recorded against a package of trades.
|
||||||||||||
|
||||||||||||
|
Summary information about a trade package.
|
||||||||||||
|
A type that describes what thpe of package this is, e.g.
|
||||||||||||
|
A type defining partial exercise.
|
||||||||||||
|
A type defining a legal entity or a subdivision of a legal entity.
|
||||||||||||
|
A type that specifies the classification of a party.
|
||||||||||||
|
The data type used for party group classification.
|
||||||||||||
|
The data type used for party identifiers.
|
||||||||||||
|
A type defining additional information that may be recorded against a message.
|
||||||||||||
|
The data type used for the legal name of an organization.
|
||||||||||||
|
A type to represent a portfolio name for a particular party.
|
||||||||||||
|
Reference to a party.
|
||||||||||||
|
A type containing a code representing how two parties are related, e.g.
|
||||||||||||
|
A type describing a role played by a party in one or more transactions.
|
||||||||||||
|
A type refining the role a role played by a party in one or more transactions.
|
||||||||||||
|
||||||||||||
|
A type defining one or more trade identifiers allocated to the trade by a party.
|
||||||||||||
|
A reference to a partyTradeIdentifier object.
|
||||||||||||
|
A type defining party-specific additional information that may be recorded against a trade.
|
||||||||||||
|
||||||||||||
|
An abstract base class for payment types.
|
||||||||||||
|
Base type for payments.
|
||||||||||||
|
A type defining the adjusted payment date and associated calculation period parameters required to calculate the actual or projected payment amount.
|
||||||||||||
|
A type defining parameters used to generate the payment dates schedule, including the specification of early or delayed payments.
|
||||||||||||
|
Reference to a payment dates structure.
|
||||||||||||
|
||||||||||||
|
The abstract base type from which all calculation rules of the independent amount must be derived.
|
||||||||||||
|
||||||||||||
|
||||||||||||
|
A type to define recurring periods or time offsets.
|
||||||||||||
|
||||||||||||
|
A type that represents information about a person connected with a trade or business process.
|
||||||||||||
|
An identifier used to identify an individual person.
|
||||||||||||
|
Reference to an individual.
|
||||||||||||
|
A type describing a role played by a person in one or more transactions.
|
||||||||||||
|
||||||||||||
|
||||||||||||
|
A type representing an arbitary grouping of trade references.
|
||||||||||||
|
A structure used to group together individual messages that can be acted on at a group level.
|
||||||||||||
|
The data type used for portfolio names.
|
||||||||||||
|
A structure used to group together individual messages that can be acted on at a group level.
|
||||||||||||
|
A structure used to identify a portfolio in a message.
|
||||||||||||
|
A type defining a positive money amount
|
||||||||||||
|
A type that describes the option premium as quoted.
|
||||||||||||
|
The units in which a price is quoted.
|
||||||||||||
|
A type defining the parameters used to get a price quote to replace the settlement rate option that is disrupted. - For use with pre-trade Credit Limit Check messages.
|
||||||||||||
|
The reason a trade's price does not reflect the current market price.
|
||||||||||||
|
A scheme identifying the types of pricing model used to evaluate the price of an asset.
|
||||||||||||
|
A type defining a principal exchange amount and adjusted exchange date.
|
||||||||||||
|
A type defining which principal exchanges occur for the stream.
|
||||||||||||
|
Provides a lexical location (i.e. a line number and character for bad XML) or an XPath location (i.e. place to identify the bad location for valid XML).
|
||||||||||||
|
The base type which all FpML products extend.
|
||||||||||||
|
Deprecated: A type defining a USI for the a subproduct component of a strategy.
|
||||||||||||
|
ProductConventions can be used to specify conventions enforced by a trading platform.
|
||||||||||||
|
||||||||||||
|
||||||||||||
|
The primary use case for this message is for an execution venue to report all, or a subset of, product definitions that it supports to its customer.
|
||||||||||||
|
||||||||||||
|
Reference to a full FpML product.
|
||||||||||||
|
||||||||||||
|
||||||||||||
|
Reference to protectionTerms component.
|
||||||||||||
|
||||||||||||
|
||||||||||||
|
A type representing criteria for defining a query portfolio.
|
||||||||||||
|
A type representing an identifier for a parameter describing a query portfolio.
|
||||||||||||
|
A type representing an operator describing the relationship of a value to its corresponding identifier for a parameter describing a query portfolio.
|
||||||||||||
|
A type representing a portfolio obtained by querying the set of trades held in a repository.
|
||||||||||||
|
A type that describes the composition of a rate that has been quoted or is to be quoted.
|
||||||||||||
|
The type of the time of the quote.
|
||||||||||||
|
The abstract base class for all types which define interest rate streams.
|
||||||||||||
|
A type defining parameters associated with an individual observation or fixing.
|
||||||||||||
|
Reference to any rate (floating, inflation) derived from the abstract Rate component.
|
||||||||||||
|
||||||||||||
|
A type defining a content model for describing the nature and possible location of a error within a previous message.
|
||||||||||||
|
Defines a list of machine interpretable error codes.
|
||||||||||||
|
The abstract base class for all types which define intra-document pointers.
|
||||||||||||
|
A type to describe an institution (party) identified by means of a coding scheme and an optional name.
|
||||||||||||
|
||||||||||||
|
||||||||||||
|
||||||||||||
|
||||||||||||
|
This type contains all the reference pool items to define the reference entity and reference obligation(s) in the basket.
|
||||||||||||
|
This type contains all the constituent weight and reference information.
|
||||||||||||
|
A code that describes the world region of a counterparty.
|
||||||||||||
|
An ID assigned by a regulator to an organization registered with it.
|
||||||||||||
|
||||||||||||
|
||||||||||||
|
||||||||||||
|
A type defining a date (referred to as the derived date) as a relative offset from another date (referred to as the anchor date).
|
||||||||||||
|
A type describing a set of dates defined as relative to another set of dates.
|
||||||||||||
|
Reference to relevant underlying date.
|
||||||||||||
|
This type is a wrapper holding several different replacement value cash settlement methods described in the 2021 ISDA Definitions.
|
||||||||||||
|
This type is a specific type holding the data fields for the replacement value calculation agent determination cash settlement method described in the 2021 ISDA Definitions, section 18.2.5.
|
||||||||||||
|
This type is a specific type holding the data fields for the replacement value firm quotations cash settlement method described in the 2021 ISDA Definitions, section 18.2.4.
|
||||||||||||
|
This type is a generic base type holding shared data fields several different replacement value cash settlement methods described in the 2021 ISDA Definitions.
|
||||||||||||
|
A type that can be used to hold an identifier for a report instance.
|
||||||||||||
|
How a Boolean value is to be reported for this regulator.
|
||||||||||||
|
A scheme identifying the type of currency that was used to report the value of an asset.
|
||||||||||||
|
A type containing a code representing the level at which this is reported (e.g.
|
||||||||||||
|
A value that explains the reason or purpose that information is being reported.
|
||||||||||||
|
Provides information about how the information in this message is applicable to a regulatory reporting process.
|
||||||||||||
|
An identifier of a reporting regime or format used for regulatory reporting.
|
||||||||||||
|
A type containing a code representing the role of a party in a report, e.g. the originator, the recipient, the counterparty, etc.
|
||||||||||||
|
A type that allows the specific report and section to be identified.
|
||||||||||||
|
||||||||||||
|
A type defining the content model for a message allowing one party to query the status of one event (trade or post-trade event) previously sent to another party.
|
||||||||||||
|
||||||||||||
|
A message requesting clearing eligibility of a trade.
|
||||||||||||
|
A type defining the basic content of a message that requests the receiver to perform some business operation determined by the message type and its content.
|
||||||||||||
|
A type refining the generic message header content to make it specific to request messages.
|
||||||||||||
|
The primary use case for this message is for an execution venue customer to request product definitions of all (or a subset of) products that the execution venue supports.
|
||||||||||||
|
Message to cancel the product definition request message sent by the execution venue customer to the execution venue.
|
||||||||||||
|
A message to request that a message be retransmitted.
|
||||||||||||
|
A date with a required identifier which can be referenced elsewhere.
|
||||||||||||
|
A type defining the parameters used to generate the reset dates schedule and associated fixing dates.
|
||||||||||||
|
Reference to a reset dates component. - For use with pre-trade Credit Limit Check messages.
|
||||||||||||
|
A type defining the reset frequency.
|
||||||||||||
|
Describes the resource that contains the media representation of a business event (i.e used for stating the Publicly Available Information).
|
||||||||||||
|
The data type used for resource identifiers.
|
||||||||||||
|
The type that indicates the length of the resource.
|
||||||||||||
|
The data type used for describing the type or purpose of a resource, e.g.
|
||||||||||||
|
A type refining the generic message content model to make it specific to response messages.
|
||||||||||||
|
A type refining the generic message header to make it specific to response messages.
|
||||||||||||
|
||||||||||||
|
||||||||||||
|
||||||||||||
|
A type defining the floating rate and definitions relating to the Return Calculation
|
||||||||||||
|
A type defining a rounding direction and precision to be used in the rounding of a rate.
|
||||||||||||
|
A type that provides three alternative ways of identifying a party involved in the routing of a payment.
|
||||||||||||
|
A type that models name, address and supplementary textual information for the purposes of identifying a party involved in the routing of a payment.
|
||||||||||||
|
||||||||||||
|
A type that provides for identifying a party involved in the routing of a payment by means of one or more standard identification codes.
|
||||||||||||
|
A type that provides a combination of payment system identification codes with physical postal address details, for the purposes of identifying a party involved in the routing of a payment.
|
||||||||||||
|
A type defining a schedule of rates or amounts in terms of an initial value and then a series of step date and value pairs.
|
||||||||||||
|
Reference to a schedule of rates or amounts.
|
||||||||||||
|
A type defining the content model for a human-readable notification to the users of a service.
|
||||||||||||
|
A type that can be used to describe the category of an advisory message, e.g..
|
||||||||||||
|
A type defining the content model for a message that allows a service to send a notification message to a user of the service.
|
||||||||||||
|
A type that can be used to describe the processing phase of a service.
|
||||||||||||
|
A type that can be used to describe a stage or step in processing provided by a service, for example processing completed.
|
||||||||||||
|
A type defining the content model for report on the status of the processing by a service.
|
||||||||||||
|
A type that can be used to describe what stage of processing a service is in.
|
||||||||||||
|
A type that can be used to describe the availability or other state of a service, e.g.
|
||||||||||||
|
||||||||||||
|
||||||||||||
|
A type that represents the choice of methods for settling a potential currency payment resulting from a trade: by means of a standard settlement instruction, by netting it out with other payments, or with an explicit settlement instruction.
|
||||||||||||
|
A type that models a complete instruction for settling a currency payment, including the settlement method to be used, the correspondent bank, any intermediary banks and the ultimate beneficary.
|
||||||||||||
|
||||||||||||
|
A type defining the specification of settlement terms, occuring when the settlement currency is different to the notional currency of the trade. - For use with pre-trade Credit Limit Check messages.
|
||||||||||||
|
A type defining the settlement rate options through a scheme reflecting the terms of the Annex A to the 1998 FX and Currency Option Definitions.
|
||||||||||||
|
A type describing the method for obtaining a settlement rate.
|
||||||||||||
|
||||||||||||
|
Reference to a settlement terms derived construct (cashSettlementTerms or physicalSettlementTerms).
|
||||||||||||
|
A short sale concluded by an investment firm on its own behalf or on behalf of a client, as described in Article 11.
|
||||||||||||
|
A complex type to specified payments in a simpler fashion than the Payment type.
|
||||||||||||
|
A type describing the buyer and seller of an option.
|
||||||||||||
|
||||||||||||
|
||||||||||||
|
||||||||||||
|
A type that supports the division of a gross settlement amount into a number of split settlements, each requiring its own settlement instruction.
|
||||||||||||
|
Adds an optional spread type element to the Schedule to identify a long or short spread value.
|
||||||||||||
|
Defines a Spread Type Scheme to identify a long or short spread value.
|
||||||||||||
|
A standard package is a type of strategy which consists of several single instruments, also known as underlying instruments.
|
||||||||||||
|
A type defining a step date and step value pair.
|
||||||||||||
|
A type defining a step date and step value pair.
|
||||||||||||
|
A type defining a group of products making up a single trade.
|
||||||||||||
|
Associates trade identifiers with components of a strategy.
|
||||||||||||
|
A type that describes the set of street and building number information that identifies a postal address within a city.
|
||||||||||||
|
A type describing a single cap or floor rate.
|
||||||||||||
|
A type describing a schedule of cap or floor rates.
|
||||||||||||
|
A type defining how the initial or final stub calculation period amounts is calculated.
|
||||||||||||
|
A type defining a floating rate.
|
||||||||||||
|
A type defining how a stub calculation period amount is calculated.
|
||||||||||||
|
Provides information about a regulator or other supervisory body that an organization is registered with.
|
||||||||||||
|
An identifier of an organization that supervises or regulates trading activity, e.g.
|
||||||||||||
|
||||||||||||
|
A type defining swap streams and additional payments between the principal parties involved in the swap.
|
||||||||||||
|
Additional terms to a swap contract. - For use with pre-trade Credit Limit Check messages.
|
||||||||||||
|
Reference to a swap leg.
|
||||||||||||
|
Reference to a swapStream of the swap that defines the trade side.
|
||||||||||||
|
A type to define an option on a swap.
|
||||||||||||
|
A type describing the adjusted dates associated with swaption exercise and settlement.
|
||||||||||||
|
||||||||||||
|
A type that represents a telephonic contact.
|
||||||||||||
|
A type that describes why a trade terminated.
|
||||||||||||
|
The type or meaning of a timestamp.
|
||||||||||||
|
A type defining an FpML trade.
|
||||||||||||
|
A scheme used to categorize positions.
|
||||||||||||
|
A type defining trade related information which is not product specific.
|
||||||||||||
|
A trade reference identifier allocated by a party.
|
||||||||||||
|
A type defining a trade identifier issued by the indicated party.
|
||||||||||||
|
A type defining a trade identifier with a reference to the party that this trade is associated with.
|
||||||||||||
|
A bundle of trades collected together into a single unit for reporting.
|
||||||||||||
|
Allows timing information about when a trade was processed and reported to be recorded.
|
||||||||||||
|
||||||||||||
|
Defines a type that allows trade identifiers and/or trade information to be represented for a trade.
|
||||||||||||
|
Summary information about the trade.
|
||||||||||||
|
A generic trade timestamp
|
||||||||||||
|
Indication as to whether the transaction was executed under a pre-trade waiver in accordance with Articles 4 and 9 of Regulation (EU) 600/2014.
|
||||||||||||
|
This type represents a CDS Tranche.
|
||||||||||||
|
A characteristic of a transaction used in declaring an end-user exception.
|
||||||||||||
|
Abstract base class for all underlying assets.
|
||||||||||||
|
||||||||||||
|
A type used to record information about a unit, subdivision, desk, or other similar business entity.
|
||||||||||||
|
A type holding a structure that is unvalidated
|
||||||||||||
|
A reference identifying a rule within a validation scheme.
|
||||||||||||
|
||||||||||||
|
Reference to a Valuation dates node. - For use with pre-trade Credit Limit Check messages.
|
||||||||||||
|
Specifies how long to wait to get a quote from a settlement rate option upon a price source disruption.
|
||||||||||||
|
A type capturing valuation information.
|
||||||||||||
|
||||||||||||
|
A type used to represent the type of mechanism that can be used to verify a trade.
|
||||||||||||
|
The verification status of the position as reported by the sender (Verified, Disputed).
|
||||||||||||
|
||||||||||||
|
Trade Id with Version Support
|
||||||||||||
|
A type defining the parameters required for each of the ISDA defined yield curve methods for cash settlement.
|
||||||||||||
Simple Type Summary |
||||||
|
The method of calculation to be used when averaging rates.
|
||||||
|
The convention for adjusting any relevant date if it would otherwise fall on a day that is not a valid business day.
|
||||||
|
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.
|
||||||
|
||||||
|
The specification of how a calculation agent will be determined.
|
||||||
|
The type of calculation formula to use when combining multiple rates.
|
||||||
|
||||||
|
The compounding calculation method
|
||||||
|
The type of credit approval request.
|
||||||
|
The type of CSA (credit support agreement/annex), e.g. for cash settlement purposes.
|
||||||
|
A day of the seven-day week. - For use with pre-trade Credit Limit Check messages.
|
||||||
|
A day type classification used in counting the number of days between two dates.
|
||||||
|
A type defining a decimal fraction (base 1).
|
||||||
|
The method of calculating discounted payment amounts. - For use with pre-trade Credit Limit Check messages.
|
||||||
|
||||||
|
||||||
|
The method of FRA discounting, if any, that will apply.
|
||||||
|
The specification of whether the direction of a barrier within an FX OTC option is Down or Up.
|
||||||
|
The specification of whether a barrier within an FX OTC option is a knockin or knockout.
|
||||||
|
Forward Volatility Agreement Straddle Type.
|
||||||
|
A type defining 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.
|
||||||
|
Code values for different ways of using inflation indexes in formulas
|
||||||
|
Code values for different styles of ways of calculation methods.
|
||||||
|
||||||
|
The specification of the interest shortfall cap, applicable to mortgage derivatives.
|
||||||
|
Used for indicating the length unit in the Resource type.
|
||||||
|
The type of credit approval request.
|
||||||
|
The base class for all types which define coding schemes that must be populated.
|
||||||
|
A non empty normalized string.
|
||||||
|
The base class for all types which define coding schemes that must be populated.
|
||||||
|
A non empty string.
|
||||||
|
A non empty token.
|
||||||
|
A URI that cannot be empty.
|
||||||
|
A type defining a number specified as non negative decimal greater than 0 inclusive.
|
||||||
|
A normalized string
|
||||||
|
Used in both the obligations and deliverable obligations of the credit default swap to represent a class or type of securities which apply.
|
||||||
|
The specification of whether calculated rates are set relative to the first or last day of a calculation period. - For use with pre-trade Credit Limit Check messages.
|
||||||
|
Specifies the type of the option.
|
||||||
|
Status of order.
|
||||||
|
The specification of how a protected party will be determined.
|
||||||
|
On partial fill and fill order events, indicates whether the order was already resting on the order book and providing liquidity (passive) or the order initiated the trade and thus took liquidity (aggressive).This field shall be left blank if not relevant.
|
||||||
|
The specification of an interest rate stream payer or receiver party.
|
||||||
|
The specification of how an FX OTC option with a trigger payout will be paid if the trigger condition is met.
|
||||||
|
The specification of whether payments occur relative to the calculation period start or end date, or the reset date. - For use with pre-trade Credit Limit Check messages.
|
||||||
|
The specification of a time period
|
||||||
|
The specification of a time period containing additional values such as Term.
|
||||||
|
The specification of a time period containing additional values such as Term.
|
||||||
|
A type defining a number specified as positive decimal greater than 0 exclusive.
|
||||||
|
The specification of how the premium for an FX OTC option is quoted.
|
||||||
|
Specifies whether the option is a call or a put.
|
||||||
|
The specification of the type of quotation rate to be obtained from each cash settlement reference bank.
|
||||||
|
The side from which perspective a value is quoted.
|
||||||
|
Indicates the actual quotation style of of PointsUpFront or TradedSpread that was used to quote this trade.
|
||||||
|
How an exchange rate is quoted.
|
||||||
|
The specification of whether resets occur relative to the first or last day of a calculation period. - For use with pre-trade Credit Limit Check messages.
|
||||||
|
The convention for determining the sequence of calculation period end dates.
|
||||||
|
The method of rounding a fractional number. - For use with pre-trade Credit Limit Check messages.
|
||||||
|
The base class for all types which define coding schemes that are allowed to be empty.
|
||||||
|
The type of credit approval request.
|
||||||
|
Shows how the transaction is to be settled when it is exercised.
|
||||||
|
||||||
|
The code specification of whether a trade is settling using standard settlement instructions as well as whether it is a candidate for settlement netting.
|
||||||
|
The specification of whether a percentage rate change, used to calculate a change in notional outstanding, is expressed as a percentage of the initial notional amount or the previously outstanding notional amount. - For use with pre-trade Credit Limit Check messages.
|
||||||
|
The specification of how an FX OTC option strike price is quoted.
|
||||||
|
A string.
|
||||||
|
Element to define how to deal with a none standard calculation period within a swap stream.
|
||||||
|
Specifies the type of the swaption.
|
||||||
|
The type of telephone number used to reach a contact.
|
||||||
|
A token.
|
||||||
|
The specification of, for American-style digitals, whether the trigger level must be touched or not touched.
|
||||||
|
The specification of whether a payout will occur on an option depending upon whether the spot rate is at or above or at or below the trigger rate.
|
||||||
|
The ISDA defined methodology for determining the final price of the reference obligation for purposes of cash settlement.
|
||||||
|
The specification of a weekly roll day. - For use with pre-trade Credit Limit Check messages.
|
||||||
Element Group Summary |
||||||||||
|
||||||||||
|
||||||||||
|
A group that specifies a name and an identifier for a given basket.
|
||||||||||
|
||||||||||
|
A group that specifies Bond Calculation elements.
|
||||||||||
|
||||||||||
|
||||||||||
|
||||||||||
|
This model group holds cash settlement methods that were defined in the 2006 Definitions and were not carried over to the 2021 Definitions.
|
||||||||||
|
This model group holds cash settlement methods that are defined in the 2021 Definitions that were also defined in the 2006 Definitions.
|
||||||||||
|
||||||||||
|
A model group defining the elements used for process correlation.
|
||||||||||
|
A model group defining the full messsage correlation mechanism, but with optional sequence.
|
||||||||||
|
A model group defining the full messsage correlation mechanism.
|
||||||||||
|
A model group defining the element used for process correlation.
|
||||||||||
|
Model group enforces association of day count fraction with the discount rate.
|
||||||||||
|
||||||||||
|
A model group holding valuation information for an event.
|
||||||||||
|
A model group which has exception elements.
|
||||||||||
|
||||||||||
|
A group that specifies Bond Content elements.
|
||||||||||
|
||||||||||
|
Elements representing the rate treatment and conditioning parameters that can be applied to a floating rate, such as spreads, multipliers, rate treatments, rate rounding, etc.
|
||||||||||
|
Elements representing the daily calculated rate and fallback rate definitions.
|
||||||||||
|
||||||||||
|
The elements common to FX spot, forward and swap legs.
|
||||||||||
|
The elements common to FX rate observation.
|
||||||||||
|
A model group for a two part identifier such as a USI.
|
||||||||||
|
||||||||||
|
Defines the structure that contains routing and identification information, which allows processing and transfer of the message.
|
||||||||||
|
Definitions of daily cap and floor rates for floating rate indexes.
|
||||||||||
|
||||||||||
|
||||||||||
|
||||||||||
|
||||||||||
|
Supporting party and account definitions.
|
||||||||||
|
A model group with the content model of a party.
|
||||||||||
|
||||||||||
|
Information about a party for reporting purposes.
|
||||||||||
|
||||||||||
|
||||||||||
|
Defines a model group that allows a constituent of a portfolio to be included in a request retransmission message.
|
||||||||||
|
Defines a model group that allows either details of a portoflio constituent or report constituent to be provided.
|
||||||||||
|
||||||||||
|
||||||||||
|
Some kind of numerical measure about an asset, eg. its price or NPV, together with characteristics of that measure.
|
||||||||||
|
A group collecting a set of characteristics that can be used to describe a quotation.
|
||||||||||
|
A group describing where a quote was or will be obtained, e.g. observed or calculated.
|
||||||||||
|
||||||||||
|
Defines a model group that allows a chunck of a report to be included in a request retransmission message.
|
||||||||||
|
||||||||||
|
||||||||||
|
||||||||||
|
A model group defining the element used for message sequencing
|
||||||||||
|
||||||||||
|
Provides information about a regulator or other supervisory body that an organization is registered with.
|
||||||||||
|
Identification options for trades
|
||||||||||
|
Defines a model group that allows information about a trade to be represented.
|
||||||||||
|
Information about a trading event that represent a new trading activity (on a newly-created trade), or in some cases the a representation of the trade's current state.
|
||||||||||
|
Information about a trading event that represents a new trading activity (on a newly-created trade or package of trades), or in some cases the a representation of the trade's current state..
|
||||||||||
|
||||||||||
|
||||||||||
|
||||||||||
Attribute Group Summary |
||||||||||
|
Set of attributes that define versioning information.
|
||||||||||
XML schema documentation generated with FlexDoc/XML 1.12.2 using FlexDoc/XML XSDDoc 2.9.1 template set. All XSD diagrams generated by FlexDoc/XML DiagramKit. |