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Credit Event Notification message.
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Generic products - for use in Transparency reporting to define a product that represents an OTC derivative transaction whose economics are not fully described using an FpML schema.
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products
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Event Status messages.
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Regulatory Reporting Product Info - for use in regulatory reporting to define the economic data fields about a transaction for regulatory reporting purposes.
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Standard products - for use in Transparency reporting to define a product that represents a standardized OTC derivative transaction whose economics do not need to be fully described using an FpML schema because they are implied by the product ID.
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All Element Summary |
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Applies to U.S.
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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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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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The type of account. e.g., Client, House
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Describes accrual features within the product.
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accrual (in fxAccrualForward) |
Describes accrual features within the product.
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accrual (in fxAccrualOption) |
Describes accrual features within the product.
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accrual (in fxRangeAccrual) |
Describes accrual features within the product.
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Accrued interest on the dividend or coupon payment.
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Specifies the accrued interest that are part of the dirty price in the case of a fixed income security or a convertible bond.
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actionType (defined in ReportingRegime complexType) |
Reports a regulator-specific code for the action associated with this submission.
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actionType (defined in ReportingRegimeIdentifier complexType) |
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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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 ReturnSwapBase complexType) |
Specifies additional payment(s) between the principal parties to the trade.
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additionalPayment (defined in Swap complexType) |
Additional payments between the principal parties.
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Additional payments between the principal parties.
|
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|
Specifies additional payment(s) between the principal parties to the netted swap.
|
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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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|
It supports the representation of premiums, fees, etc.
|
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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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|
It supports the representation of premiums, fees, etc.
|
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|
Additional payments between the principal parties.
|
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|
Specifies the amount of the fee along with, when applicable, the formula that supports its determination.
|
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Specifies the value date of the fee payment/receipt.
|
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|
A postal or street address.
|
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adjustableDate (defined in AdjustableOrRelativeDate complexType) |
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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Date from which early termination clause can be exercised.
|
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adjustableDate (in startingDate in earlyTermination in returnSwap) |
Date from which early termination clause can be exercised.
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adjustableDate (in valuationDate defined in EquityValuation complexType) |
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.
|
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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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adjustableDates (defined in AdjustableRelativeOrPeriodicDates 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 adjustable dates
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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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adjustedDate (defined in FxSchedule complexType) |
List of schedule dates.
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adjustedDate (defined in FxSchedule complexType) |
List of schedule dates.
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adjustedDate (in expiryDate defined in FxExpiryDateOrSchedule.model group) |
List of schedule dates.
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The start date of the calculation period.
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The date on which option exercise takes place.
|
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The termination date if an extendible provision is exercised.
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The end date of the calculation period.
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Date and time of the admission to trading on the trading venue or the date and time when the instrument was first traded or an order or quote was first received by the trading venue.
|
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A human-readable message providing information about the service..
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Trades affected by this event.
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The date on which the change was agreed.
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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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Specifies whether the trade is anticipated to be allocated, has been allocated, or will not be allocated.
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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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americanExercise (defined in CommodityExercise complexType) |
The parameters for defining the expiration date for an American option.
|
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americanExercise (defined in CommodityPhysicalExercise complexType) |
The parameters for defining the expiration date(s) and time(s) for an American style option.
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The parameters for defining the exercise period for an American style option together with the rules governing the quantity of the commodity that can be exercised on any given exercise date.
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|
The parameters for defining the expiration date for an American option.
|
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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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amount (defined in ActualPrice complexType) |
Specifies the net price amount.
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amount (defined in CashflowNotional complexType) |
The quantity of notional (in currency or other units).
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The monetary quantity in currency units.
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amount (defined in NonNegativeMoney complexType) |
The non negative monetary quantity in currency units.
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amount (defined in PendingPayment complexType) |
The amount of the dividend or coupon payment.
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amount (defined in PositiveMoney complexType) |
The positive monetary quantity in currency units.
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amount (defined in VarianceLeg complexType) |
Specifies, in relation to each Equity Payment Date, the amount to which the Equity Payment Date relates.
|
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amount (in changeInNumberOfOptions defined in ReportingNotionalChange.model group) |
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amount (in correlationLeg) |
Specifies, in relation to each Equity Payment Date, the Equity Amount to which the Equity Payment Date relates.
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amount (in referenceLevel) |
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Specifies, in relation to each Payment Date, the amount to which the Payment Date relates.
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amount (in volatilityLeg) |
Specifies, in relation to each Equity Payment Date, the amount to which the Equity Payment Date relates.
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amountRelativeTo (defined in Price complexType) |
The href attribute value will be a pointer style reference to the element or component elsewhere in the document where the anchor amount is defined.
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Reference to an amount defined elsewhere in the document.
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This specifies the numerator of an annualization factor.
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applicable (in restructuring in creditEvents) |
Indicates whether the restructuring provision is applicable.
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applicable (in systemFirm) |
Indicates that the trade is for a System Firm product.
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applicable (in unitFirm) |
Indicates that the trade is for a Unit Firm product.
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applicable (in volatilityCap) |
Indicates whether the volatility cap is applicable in accordance with the ISDA 2011 Equity Derivatives Definitions.
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Specifies the applicable business days to be used for this calculation.
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Specifies the Applicable Day with respect to a range of Settlement Periods.
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Applies to U.S.
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All the regulator that applies to this trade.
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Date and time the issuer has approved admission to trading or trading in its financial instruments on a trading venue.
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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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The average amount of individual securities traded in a day or over a specified amount of time.
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Specifies the calculated floating price leg of a Commodity Forward Transaction.
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averagingMethod (defined in CommodityAsian.model group) |
The Method of Averaging if there is more than one Pricing Date.
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averagingMethod (defined in CommodityBasketUnderlyingBase complexType) |
The Method of Averaging if there is more than one Pricing Date.
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averagingMethod (defined in FloatingLegCalculation complexType) |
The parties may specify a Method of Averaging where more than one pricing Dates is being specified as being applicable.
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averagingMethod (defined in TradeUnderlyer2 complexType) |
The parties may specify a Method of Averaging where more than one pricing Dates is being specified as being applicable.
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If true, indicates that that the first Calculation Period should run from the Effective Date to the end of the calendar period in which the Effective Date falls, e.g.
|
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Defines a commodity option barrier product feature.
|
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The party referenced is specified in the related Confirmation as Barrier Determination Agent.
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Reference to a perExpiryBarrier component to indicate theat the bound of the region is defined by the barrier component.
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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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Defines the underlying asset when it is a basket.
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Describes the swap's underlyer when it has multiple asset components.
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DEPRECATED.
|
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Describes a change due to change in composition of basket underlyer
|
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Describes each of the components of the basket.
|
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Specifies the currency for this basket.
|
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Specifies the basket divisor amount.
|
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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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|
Basket version, used to record changes in basket composition or weights
|
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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.
|
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|
The dates the define the Bermuda option exercise dates and the expiration date.
|
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|
List of Exercise Dates for a Bermuda option.
|
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|
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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|
A component describing a Bond Option product.
|
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|
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|
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|
Bounded Correlation.
|
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|
Conditions which bound variance.
|
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|
The physical leg of a Commodity Forward Transaction for which the underlyer is Bullion.
|
||||||||||||||
|
The type of Bullion underlying a Bullion Transaction.
|
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businessCenter (defined in BusinessCenters complexType) |
|
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businessCenter (defined in BusinessCenterTime complexType) |
|
|||||||||||||
businessCenter (defined in QuoteLocation.model group) |
A city or other business center.
|
|||||||||||||
|
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businessCenters (defined in BusinessCentersOrReference.model group) |
|
|||||||||||||
|
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.
|
||||||||||||||
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.
|
|||||||||||||
businessDayConvention (defined in Days.model group) |
The convention for adjusting a date if it would otherwise fall on a day that is not a business day.
|
|||||||||||||
businessDayConvention (in dateOffset defined in RelativeDateSequence complexType) |
The convention for adjusting a date if it would otherwise fall on a day that is not a business day.
|
|||||||||||||
|
||||||||||||||
|
Optional organization unit information used to describe the organization units (e.g. trading desks) involved in a transaction or business process .
|
||||||||||||||
|
An identifier used to uniquely identify organization unit
|
||||||||||||||
|
The unit for which the indvidual works.
|
||||||||||||||
|
The buyer of the option
|
||||||||||||||
|
The hub code of the gas buyer.
|
||||||||||||||
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.
|
|||||||||||||
buyerPartyReference (defined in BuyerSellerGeneric.model group) |
A reference to the party that buys this instrument, ie. pays for this instrument and receives the rights defined by it.
|
|||||||||||||
|
Captures details relevant to the calculation of the floating price.
|
||||||||||||||
|
The parameters used in the calculation of fixed or floaring rate calculation period amounts.
|
||||||||||||||
|
Contains parameters which figure in the calculation of payments on a Weather Index Option.
|
||||||||||||||
calculation (in floatingLeg) |
Defines details relevant to the calculation of the floating price.
|
|||||||||||||
calculation (in weatherLeg) |
Defines details relevant to the calculation of the aggregate weather index amount.
|
|||||||||||||
|
The notional amount of protection coverage.
|
||||||||||||||
|
The number of days following the final day of the Calculation Period specified in the Confirmation on which is is practicable to provide the notice that the Calculation Agent is required to give for that Settlement Date or Payment Date.
|
||||||||||||||
calculationDates (defined in CalculatedAmount complexType) |
Specifies the date on which a calculation or an observation will be performed for the purpose of calculating the amount.
|
|||||||||||||
calculationDates (defined in LegAmount complexType) |
Specifies the date on which a calculation or an observation will be performed for the purpose of defining the Equity Amount, and in accordance to the definition terms of this latter.
|
|||||||||||||
|
||||||||||||||
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 FloatingRate complexType) |
Parameters to specify a rate calculated using an averaging or compounding formula, as described in the 2021 ISDA Defintions, section 7.
|
|||||||||||||
|
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).
|
||||||||||||||
|
||||||||||||||
|
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 pointer style reference to the associated calculation period dates component defined elsewhere in the document.
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
The frequency at which calculation period end dates occur with the regular part of the calculation period schedule and their roll date convention.
|
||||||||||||||
|
An absolute representation of the Calculation Period start dates of the Commodity Option Transaction.
|
||||||||||||||
calculationPeriodsSchedule (defined in CommodityAsian.model group) |
A parametric representation of the Calculation Periods of the Commodity Option Transaction.
|
|||||||||||||
calculationPeriodsSchedule (defined in CommodityCalculationPeriods.model group) |
The Calculation Periods for this leg of the swap.
|
|||||||||||||
|
A parametric representation of the Calculation Periods of the Commodity Option Transaction.
|
||||||||||||||
|
||||||||||||||
|
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.
|
||||||||||||||
calendarSource (defined in CommodityPricingDates complexType) |
Used in conjunction with an exchange-based pricing source.
|
|||||||||||||
calendarSource (defined in CommodityValuationDates complexType) |
Used in conjunction with an exchange-based pricing source.
|
|||||||||||||
|
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.
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
A cap, floor or cap floor structures product definition.
|
||||||||||||||
|
This element is applicable in Transparency view (only) if both a capRateSchedule and a floorRateSchedule are set.
|
||||||||||||||
|
Reference to the leg, where date adjustments may apply.
|
||||||||||||||
|
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.
|
||||||||||||||
|
For cash flows, the type of the cash flows.
|
||||||||||||||
cashSettlement (in amount in returnLeg) |
If true, then cash settlement is applicable.
|
|||||||||||||
|
Cash settlement currency.
|
||||||||||||||
cashSettlement (in fxOption) |
Specifies the currency and fixing details for cash settlement.
|
|||||||||||||
|
Cash settlement currency.
|
||||||||||||||
cashSettlement (in straddle) |
Specifies the settlement type for the FxStraddle.
|
|||||||||||||
|
The category or type of the notification message, e.g. availability, product coverage, rules, etc.
|
||||||||||||||
category (in partyTradeInformation in withdrawal) |
Used to categorize trades into user-defined categories, such as house trades vs. customer trades.
|
|||||||||||||
|
||||||||||||||
|
||||||||||||||
|
Abstract substitutable place holder for specific change details.
|
||||||||||||||
|
||||||||||||||
|
The change in notional amount for a prior report as a result of this event.
|
||||||||||||||
changeInNotionalAmount (defined in TradeLegNotionalChange.model group) |
|
|||||||||||||
changeInNotionalAmount (defined in TradeNotionalChange.model group) |
Specifies the fixed amount by which the Notional Amount changes.
|
|||||||||||||
|
||||||||||||||
changeInNumberOfOptions (defined in ReportingNotionalChange.model group) |
The change in nominal amount from a prior report as a result of this event.
|
|||||||||||||
changeInNumberOfOptions (defined in TradeLegNumberOfOptionsChange.model group) |
|
|||||||||||||
changeInNumberOfOptions (defined in TradeNotionalChange.model group) |
Specifies the fixed amount by which the Number of Options changes
|
|||||||||||||
changeInNumberOfUnits (defined in TradeLegNumberOfUnitsChange.model group) |
|
|||||||||||||
changeInNumberOfUnits (defined in TradeNotionalChange.model group) |
Specifies the fixed amount by which the Number of Units changes
|
|||||||||||||
|
The change in quantity(s) from a prior report as a result of this event.
|
||||||||||||||
|
The city component of a postal address.
|
||||||||||||||
|
The party's industry sector classification.
|
||||||||||||||
|
The net price excluding accrued interest.
|
||||||||||||||
|
Identification of the clearance system associated with the transaction exchange.
|
||||||||||||||
cleared (in cftc_part43_2012) |
|
|||||||||||||
cleared (in cftc_part43_2019) |
|
|||||||||||||
|
||||||||||||||
|
Describes the status with respect to clearing (e.g.
|
||||||||||||||
|
Describes the status with respect to clearing (e.g.
|
||||||||||||||
|
DEPRECATED.
|
||||||||||||||
coal (defined in TradeUnderlyer2 complexType) |
The specification of the Coal Product to be delivered.
|
|||||||||||||
coal (in coalPhysicalLeg) |
The specification of the Coal Product to be delivered.
|
|||||||||||||
|
Physically settled coal leg.
|
||||||||||||||
|
Specifies a commodity classification code.
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
Specifies whether this party posts collateral.
|
||||||||||||||
|
Specifies whether this party posts collateral.
|
||||||||||||||
|
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.
|
|||||||||||||
commencementDate (defined in SharedAmericanExercise complexType) |
The first day of the exercise period for an American style option.
|
|||||||||||||
|
The first day of the exercise period for an American style option.
|
||||||||||||||
|
The first day of the exercise period for an American style option.
|
||||||||||||||
|
For options, the earliest exercise date of the option.
|
||||||||||||||
|
The first day(s) of the exercise period(s) for an American-style option.
|
||||||||||||||
|
Any additional comments that are deemed necessary.
|
||||||||||||||
|
This optional component specifies the commission to be charged for executing the hedge transactions.
|
||||||||||||||
|
The commission amount, expressed in the way indicated by the commissionType element.
|
||||||||||||||
|
The type of units used to express a commission.
|
||||||||||||||
|
The total commission per trade.
|
||||||||||||||
|
Identifies the underlying asset when it is a listed commodity.
|
||||||||||||||
commodity (defined in CommodityBasketUnderlyingBase complexType) |
Specifies the underlying component.
|
|||||||||||||
commodity (defined in CommodityUnderlyerChoice.model group) |
Describes the swap's underlyer when it has only one asset component.
|
|||||||||||||
|
Specifies the underlying instrument.
|
||||||||||||||
commodity (in commodityOption) |
Specifies the underlying instrument.
|
|||||||||||||
commodity (in floatingLeg) |
Specifies the underlying instrument.
|
|||||||||||||
|
A coding scheme value to identify the base type of the commodity being traded.
|
||||||||||||||
|
Describes the swap's underlyer when it has multiple asset components.
|
||||||||||||||
|
Defines a commodity basket option product.
|
||||||||||||||
|
||||||||||||||
|
Defines a commodity digital option product.
|
||||||||||||||
|
Specifies the interest payment amount on a return swap.
|
||||||||||||||
|
Defines a commodity forward product.
|
||||||||||||||
|
Specifies the fixed payments of a commodity performance swap.
|
||||||||||||||
|
Defines a commodity option product.
|
||||||||||||||
|
A swap the payoff of which is linked to the performance of the underlying asset.
|
||||||||||||||
|
A placeholder within 'commodityPerformanceSwap' structure for the actual commodity swap legs (e.g.
|
||||||||||||||
|
Defines the substitutable physical leg
|
||||||||||||||
|
Specifies, in relation to each Payment Date, the return percentage which, when multiplied times the notional amount is the amount to which the Payment Date relates.
|
||||||||||||||
|
Specifies the return payments of a commodity return swap.
|
||||||||||||||
|
Defines a commodity swap product.
|
||||||||||||||
|
The underlying commodity swap definiton.
|
||||||||||||||
|
Defines the substitutable commodity swap leg
|
||||||||||||||
|
Defines a commodity swaption product
|
||||||||||||||
|
Specifies the variance payments of a commodity variance swap.
|
||||||||||||||
|
Text description of the component
|
||||||||||||||
|
Defines compounding rates on the Interest Leg.
|
||||||||||||||
|
Defines the compounding dates.
|
||||||||||||||
|
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.
|
||||||||||||||
|
Defines a compounding rate.
|
||||||||||||||
|
Defines the spread to be used for compounding.
|
||||||||||||||
|
Specifies whether this trade is a result of compression activity.
|
||||||||||||||
condition (defined in FxTargetRegionUpperBound complexType) |
AtOrBelow, Below.
|
|||||||||||||
condition (in lowerBound) |
AtOrAbove, Above.
|
|||||||||||||
|
Used to describe how the trade was confirmed, e.g via a confirmation facility, via private electronic service, or via written documentation.
|
||||||||||||||
|
Used to describe how the trade was confirmed, e.g via a confirmation facility, via private electronic service, or via written documentation.
|
||||||||||||||
|
A region in which constant payoff applies i.e. the payoff is defined as a contant currency amount or fixing adjustment, unrelated to the fixing.
|
||||||||||||||
|
It defines a region in which a digital payment occurs.
|
||||||||||||||
|
It defines a region in which a digital payment occurs.
|
||||||||||||||
|
Identification of all the exchanges where constituents are traded.
|
||||||||||||||
|
Specifies the weight of each of the underlyer constituent within the basket, either in absolute or relative terms.
|
||||||||||||||
|
Describes the weight of each of the constituents within the basket.
|
||||||||||||||
|
If the Notional Quantity is specified in a unit that does not match the unit in which the Commodity Reference Price is quoted, the scaling or conversion factor used to convert the Commodity Reference Price unit into the Notional Quantity unit should be stated here.
|
||||||||||||||
contactInfo (defined in Party.model group) |
Information on how to contact the party using various means.
|
|||||||||||||
contactInfo (in businessUnit) |
Information on how to contact the unit using various means.
|
|||||||||||||
contactInfo (in person) |
Information on how to contact the individual using various means.
|
|||||||||||||
|
||||||||||||||
|
For a DRY Voyage Charter or Time Charter Commodity Swap, the price per relevant unit for pruposes of the calculation of a Fixed Amount.
|
||||||||||||||
|
Specifies the contract that can be referenced, besides the undelyer type.
|
||||||||||||||
|
The contract month of the futures contract. i.e.
|
||||||||||||||
|
The FX Offset Convention can be FxSpot or FxForward.
|
||||||||||||||
|
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
|
||||||||||||||
|
Specifies Correlation.
|
||||||||||||||
|
A qualified identifier used to correlate between messages
|
||||||||||||||
|
Correlation Leg.
|
||||||||||||||
|
Correlation Strike Price.
|
||||||||||||||
|
Specifies the structure of a correlation swap.
|
||||||||||||||
|
The counter currency and amount for the FxStraddle.
|
||||||||||||||
|
||||||||||||||
|
A reference to the reporting party.
|
||||||||||||||
country (defined in PartyInformation.model group) |
The country where the party is domiciled.
|
|||||||||||||
|
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 ISO 3166 standard code for the country where the individual works.
|
||||||||||||||
|
The next upcoming coupon payment.
|
||||||||||||||
|
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.
|
||||||||||||||
|
Describes a change due to a credit event.
|
||||||||||||||
|
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.
|
||||||||||||||
|
||||||||||||||
|
An option on a credit default swap.
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
A global element used to hold CENs.
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
A message defining the ISDA defined Credit Event Notice.
|
||||||||||||||
|
A message retracting a previous credit event notification.
|
||||||||||||||
|
This element contains all the ISDA terms relating to credit events.
|
||||||||||||||
|
Specifies the type of credit event taking place.
|
||||||||||||||
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 (defined in PartyInformation.model group) |
The party's credit rating.
|
|||||||||||||
crossRate (defined in ExchangeRate complexType) |
An optional element that allow for definition of the currency exchange rates used to cross between the traded currencies for non-base currency FX contracts.
|
|||||||||||||
crossRate (in exchangeRate defined in TradeUnderlyer2 complexType) |
An optional element that allow for definition of the currency exchange rates used to cross between the traded currencies for non-base currency FX contracts.
|
|||||||||||||
crossRate (in observable) |
Contains the currency exchange rates information used to cross between the traded currencies for non-base currency FX contracts.
|
|||||||||||||
currency (defined in ActualPrice complexType) |
Specifies the currency associated with the net price.
|
|||||||||||||
currency (defined in AmountSchedule complexType) |
The currency in which an amount is denominated.
|
|||||||||||||
currency (defined in CashflowNotional complexType) |
The currency in which an amount is denominated.
|
|||||||||||||
currency (defined in CurrencyAndDeterminationMethod.model group) |
The currency in which an amount is denominated.
|
|||||||||||||
currency (defined in EquityStrike complexType) |
The currency in which an amount is denominated.
|
|||||||||||||
currency (defined in FxExchangedCurrency complexType) |
|
|||||||||||||
|
The currency in which an amount is denominated.
|
||||||||||||||
currency (defined in NonNegativeAmountSchedule complexType) |
The currency in which an amount is denominated.
|
|||||||||||||
currency (defined in QuotationCharacteristics.model group) |
The optional currency that the measure is expressed in.
|
|||||||||||||
currency (defined in UnderlyingAsset complexType) |
Trading currency of the underlyer when transacted as a cash instrument.
|
|||||||||||||
|
The currency in which an amount is denominated.
|
||||||||||||||
currency (in commission) |
The currency in which an amount is denominated.
|
|||||||||||||
currency (in price in strike in bondOption) |
The currency in which an amount is denominated.
|
|||||||||||||
|
Trading currency of the underlyer when transacted as a cash instrument.
|
||||||||||||||
currency1 (defined in QuotedCurrencyPair complexType) |
The first currency specified when a pair of currencies is to be evaluated.
|
|||||||||||||
currency1 (in quotedCurrencyPair in exchangeRate defined in TradeUnderlyer2 complexType) |
The first currency specified when a pair of currencies is to be evaluated.
|
|||||||||||||
|
The date on which the currency1 amount will be settled.
|
||||||||||||||
currency2 (defined in QuotedCurrencyPair complexType) |
The second currency specified when a pair of currencies is to be evaluated.
|
|||||||||||||
currency2 (in quotedCurrencyPair in exchangeRate defined in TradeUnderlyer2 complexType) |
The second currency specified when a pair of currencies is to be evaluated.
|
|||||||||||||
|
The date on which the currency2 amount will be settled.
|
||||||||||||||
|
Reports a regulator-specific code classifying the currency pair in the trade into risk categories such as Major Currencies or Emerging Markets.
|
||||||||||||||
|
Reference to a currency defined elsewhere in the document
|
||||||||||||||
|
The optional currency that the measure is expressed in.
|
||||||||||||||
|
The part of the mortgage that is currently outstanding.
|
||||||||||||||
|
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.
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
dateAdjustments (defined in FxSchedule complexType) |
Date adjustments applied to the adjusted dates including the business day convention and the business centers.
|
|||||||||||||
dateAdjustments (defined in ParametricSchedule.model group) |
Date adjustments applied to the schedule including the business day convention and the business centers.
|
|||||||||||||
|
Date adjustments for all unadjusted dates in this dividend period.
|
||||||||||||||
dateAdjustments (in expiryDate defined in FxExpiryDateOrSchedule.model group) |
Date adjustments applied to the adjusted dates including the business day convention and the business centers.
|
|||||||||||||
|
The birth date of the person, e.g. 1970-01-01
|
||||||||||||||
dateOffset (defined in FxSchedule complexType) |
The representation of the schedule as an offset relative to another schedule.
|
|||||||||||||
dateOffset (defined in RelativeDateSequence complexType) |
|
|||||||||||||
dateRelativeTo (defined in RelativeDateOffset complexType) |
Specifies the anchor as an href attribute.
|
|||||||||||||
dateRelativeTo (defined in RelativeDateSequence complexType) |
Specifies the anchor as an href attribute.
|
|||||||||||||
|
Reference to a party defined elsewhere in this document which may be allowed to terminate the trade.
|
||||||||||||||
dateRelativeTo (in startingDate in earlyTermination in returnSwap) |
Reference to a date defined elswhere in the document.
|
|||||||||||||
|
||||||||||||||
|
The number of days over which pricing should take place.
|
||||||||||||||
dayCountFraction (defined in BondCalculation.model group) |
The day count basis for the bond.
|
|||||||||||||
dayCountFraction (defined in TradeUnderlyer2 complexType) |
Specifies a day count fraction or fractions that apply to this underlyer; this is provided to meet regulatory reporting requirements, but is not sufficient to to fully represent the economics of the trade..
|
|||||||||||||
|
The day count fraction.
|
||||||||||||||
|
Specifies the basis for the adjustment of a rate from an annual rate to a rate appropriate for the Calculation Period: e.g. the number of calendar days in the Calculation Period divided by the calendar days basis e.g. actual number of days in the Calculation Period divided by 365.
|
||||||||||||||
|
The day count fraction.
|
||||||||||||||
|
The day count fraction.
|
||||||||||||||
dayCountFraction (in fra) |
The day count fraction.
|
|||||||||||||
|
The day count fraction.
|
||||||||||||||
|
||||||||||||||
|
The method by which the pricing days are distributed across the pricing period.
|
||||||||||||||
|
The contract specifies whether the notional should be scaled by the Number of Days in Range divided by the Expected N.
|
||||||||||||||
dayType (defined in Days.model group) |
The type of day on which pricing occurs.
|
|||||||||||||
dayType (defined in ParametricSchedule.model group) |
A day type classification, e.g.
|
|||||||||||||
|
Indicates which currency was dealt.
|
||||||||||||||
|
Declared Cash Dividend Percentage.
|
||||||||||||||
|
Declared Cash Equivalent Dividend Percentage.
|
||||||||||||||
|
An optional reference to a full FpML product that defines the simple product in greater detail.
|
||||||||||||||
|
Whether or not the delivery can go to barge.
|
||||||||||||||
|
The point at which the Coal Product as a reference to the Source of the Coal Product.
|
||||||||||||||
|
The physical delivery conditions for the transaction.
|
||||||||||||||
|
The physical delivery conditions for the transaction.
|
||||||||||||||
|
The physical delivery conditions for the transaction.
|
||||||||||||||
|
The physical delivery arrangements and requirements for a physically settled non-precious metal transaction.
|
||||||||||||||
|
The physical delivery conditions for the transaction.
|
||||||||||||||
|
The 'deliveryDateExpirationConvention' specifies, for a Commodity Transaction that references a listed future via the 'deliveryDates' element, the day on which the specified future will expire ahead of the actual expiration of the referenced future.
|
||||||||||||||
|
Deprecated: The 'deliveryDates' element is applicable for a Commodity Reference Price that references a listed future contract (e.g.
|
||||||||||||||
|
The physical delivery location for the transaction.
|
||||||||||||||
|
The Delivery Point for a physically settled non-precious metal transaction.
|
||||||||||||||
deliveryLocation (in transfer) |
The location at which the transfer of the title to the commodity takes place.
|
|||||||||||||
|
A container for the parametric representation of nearby contracts.
|
||||||||||||||
|
A time multiplier, e.g. 1, 2 or 3 etc. used in defining Delivery Nearby date.
|
||||||||||||||
|
Defines a type of the delivery nearby qualifier, expect to be used in conjunction with a delivery nearby multiplier, e.g. 1NearByMonth, 1NearbyWeek, etc.
|
||||||||||||||
|
The point at which the Coal Product will be delivered and received.
|
||||||||||||||
|
The point at which delivery of the electricity will occur.
|
||||||||||||||
|
The physical or virtual point at which the commodity will be delivered.
|
||||||||||||||
|
The different options for specifying the quantity.
|
||||||||||||||
|
The different options for specifying the quantity.
|
||||||||||||||
|
The different options for specifying the quantity.
|
||||||||||||||
|
The different options for specifying the quantity.
|
||||||||||||||
|
Indicates the under what conditions the Parties' delivery obligations apply.
|
||||||||||||||
|
Indicates whether the buyer and seller are contractually obliged to consume and supply the specified quantities of the commodity.
|
||||||||||||||
|
The zone covering potential delivery points for the electricity.
|
||||||||||||||
|
A Depository Receipt is a negotiable certificate issued by a trust company or security depository.
|
||||||||||||||
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.
|
|||||||||||||
determinationMethod (defined in CurrencyAndDeterminationMethod.model group) |
Specifies the method according to which an amount or a date is determined.
|
|||||||||||||
determinationMethod (defined in Price complexType) |
Specifies the method according to which an amount or a date is determined.
|
|||||||||||||
determinationMethod (defined in ReturnSwapNotional complexType) |
Specifies the method according to which an amount or a date is determined.
|
|||||||||||||
|
Specifies the method according to which an amount or a date is determined.
|
||||||||||||||
|
The barrier and cash payout features of the digital option.
|
||||||||||||||
|
Indicates the role of the option buyer with regard to this underlyer.
|
||||||||||||||
|
||||||||||||||
|
Specifies the disseminationId used for public reporting.
|
||||||||||||||
|
||||||||||||||
|
Dividend leg.
|
||||||||||||||
|
The next upcoming dividend payment or payments.
|
||||||||||||||
|
Specifies the dividend payout ratio associated with an equity underlyer.
|
||||||||||||||
|
Specifies the dividend payout conditions that will be applied in the case where the actual ratio is not known, typically because of regulatory or legal uncertainties.
|
||||||||||||||
|
Specifies the total actual dividend payout ratio associated with the equity underlyer.
|
||||||||||||||
|
Specifies the cash actual dividend payout ratio associated with the equity underlyer.
|
||||||||||||||
|
Specifies the non cash actual dividend payout ratio associated with the equity underlyer.
|
||||||||||||||
|
One to many time bounded dividend payment periods, each with a fixed strike and dividend payment date per period.
|
||||||||||||||
|
Specifies the structure of the dividend swap transaction supplement.
|
||||||||||||||
|
Specifies the structure of the dividend swap transaction supplement.
|
||||||||||||||
|
The variance swap details.
|
||||||||||||||
|
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.
|
||||||||||||||
|
Date prior to which the option buyer will have to pay a Make Whole Amount to the option seller if he/she exercises the option.
|
||||||||||||||
|
Specifies, for one or for both the parties to the trade, the date prior to the Termination Date from which the contract can be terminated.
|
||||||||||||||
|
Specifies, for one or for both the parties to the trade, the date from which it can early terminate it.
|
||||||||||||||
earlyTerminationProvision (defined in Swap complexType) |
Parameters specifying provisions relating to the optional and mandatory early terminarion of a swap transaction.
|
|||||||||||||
|
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.
|
||||||||||||||
effectiveDate (defined in AgreementAndEffectiveDates.model group) |
The date on which the change become effective.
|
|||||||||||||
effectiveDate (defined in CommoditySwapDetails.model group) |
Specifies the effective date of this leg of the swap.
|
|||||||||||||
effectiveDate (defined in DirectionalLeg complexType) |
Specifies the effective date of this leg of the swap.
|
|||||||||||||
effectiveDate (defined in GeneralTerms complexType) |
The first day of the term of the trade.
|
|||||||||||||
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.
|
||||||||||||||
|
The effective date of the Commodity Option Transaction.
|
||||||||||||||
|
The effective date of the Commodity Option Transaction.
|
||||||||||||||
|
The effective date of the Commodity Option Transaction.
|
||||||||||||||
|
Effective date of an option.
|
||||||||||||||
|
Specifies the Eeffective Date of the swap.
|
||||||||||||||
effectiveDate (in dates) |
|
|||||||||||||
|
The Applicable Fallback Effective Date, as defined in the 2021 ISDA Interest Rate Derivatives Definitions, Section 8.5.4.
|
||||||||||||||
|
The Applicable Fallback Effective Date, as defined in the 2021 ISDA Interest Rate Derivatives Definitions, Section 8.5.4.
|
||||||||||||||
|
Effective date for a forward starting derivative.
|
||||||||||||||
effectiveDate (in fxOption) |
Effective date for a forward starting derivative.
|
|||||||||||||
|
The earliest of all the effective dates of all constituent streams.
|
||||||||||||||
|
Specifies the effective date of the return swap.
|
||||||||||||||
effectiveDate (in withdrawal) |
|
|||||||||||||
|
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.
|
||||||||||||||
electricity (defined in TradeUnderlyer2 complexType) |
The specification of the electricity to be delivered.
|
|||||||||||||
|
The specification of the electricity to be delivered.
|
||||||||||||||
|
Physically settled electricity leg.
|
||||||||||||||
|
An address on an electronic mail or messaging sysem .
|
||||||||||||||
|
Describes the type of any embedded optionality in the transaction that might not otherwise be apparent.
|
||||||||||||||
endDate (defined in ParametricSchedule.model group) |
End of the schedule.
|
|||||||||||||
endDate (defined in ParametricSchedule.model group) |
End of the schedule.
|
|||||||||||||
|
Specifies the hour-ending End Time with respect to a range of Settlement Periods.
|
||||||||||||||
endUserException (defined in EndUserException.model group) |
Specifies whether the trade is not obligated to be cleared via a derivative clearing organization, i.e. whether there is an exemption from clearing.
|
|||||||||||||
|
||||||||||||||
|
Specifies whether the trade is not obligated to be cleared via a derivative clearing organization because the "End User Exception" was invoked.
|
||||||||||||||
|
Specifies a reason that the trade is exempted from a clearing requirement.
|
||||||||||||||
|
Currency of the relevant bonds to which one option relates.
|
||||||||||||||
entityClassification (defined in ReportingRegime complexType) |
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.
|
||||||||||||||
|
The point at which the oil product will enter the pipeline.
|
||||||||||||||
|
The specification of the type of allowance or credit.
|
||||||||||||||
|
Physically settled environmental leg.
|
||||||||||||||
|
Identifies the underlying asset when it is a listed equity.
|
||||||||||||||
|
The parameters for defining the exercise period for an American style equity option together with the rules governing the quantity of the underlying that can be exercised on any given exercise date.
|
||||||||||||||
|
The parameters for defining the exercise period for an Bermuda style equity option together with the rules governing the quantity of the underlying that can be exercised on any given exercise date.
|
||||||||||||||
|
Effective date for a forward starting option.
|
||||||||||||||
|
The parameters for defining the expiration date and time for a European style equity option.
|
||||||||||||||
equityExercise (defined in EquityDerivativeBase complexType) |
The parameters for defining how the equity option can be exercised, how it is valued and how it is settled.
|
|||||||||||||
|
The parameters for defining how the equity option can be exercised, how it is valued and how it is settled.
|
||||||||||||||
|
The parameters for defining how the equity option can be exercised, how it is valued and how it is settled.
|
||||||||||||||
|
The specific time of day at which the equity option expires.
|
||||||||||||||
|
The time of day at which the equity option expires, for example the official closing time of the exchange.
|
||||||||||||||
|
A component describing an Equity Forward product.
|
||||||||||||||
|
The presence of this element indicates that the option may be exercised on different days.
|
||||||||||||||
|
The presence of this element indicates that the option may be exercised on different days.
|
||||||||||||||
|
A component describing an Equity Option Transaction Supplement.
|
||||||||||||||
|
The variance option premium payable by the buyer to the seller.
|
||||||||||||||
|
The equity option premium payable by the buyer to the seller.
|
||||||||||||||
|
The variance option premium payable by the buyer to the seller.
|
||||||||||||||
|
Specifies the structure of the equity swap transaction supplement.
|
||||||||||||||
|
The parameters for defining when valuation of the underlying takes place.
|
||||||||||||||
|
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.
|
||||||||||||||
europeanExercise (defined in CommodityExercise complexType) |
The parameters for defining the expiration date and time for a European or Asian style option.
|
|||||||||||||
europeanExercise (defined in CommodityPhysicalExercise complexType) |
The parameters for defining the expiration date(s) and time(s) for a European style option.
|
|||||||||||||
|
The parameters for defining the expiration date and time for a European or Asian style option.
|
||||||||||||||
|
The parameters for defining the expiration date and time for a European or Asian style option.
|
||||||||||||||
|
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.
|
|||||||||||||
|
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.
|
||||||||||||||
eventId (defined in BusinessEventIdentifier complexType) |
|
|||||||||||||
eventId (in publicDisclosure) |
A unique event identifier.
|
|||||||||||||
eventIdentifier (defined in AbstractEvent complexType) |
|
|||||||||||||
|
Individual parties should only use a single event identifier to identify a retraction.
|
||||||||||||||
|
||||||||||||||
|
An instance of a unique event identifier.
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
When the reported event happened.
|
||||||||||||||
|
A structured code indicating the event type.
|
||||||||||||||
|
Indicates whether the counterparty exceeds the volume threshold above which trades are required to be cleared.
|
||||||||||||||
exchangedCurrency1 (defined in FxCoreDetails.model group) |
This is the first of the two currency flows that define a single leg of a standard foreign exchange transaction.
|
|||||||||||||
|
Indicates the first direction of who pays and receives a specific currency without specifying the amount.
|
||||||||||||||
exchangedCurrency2 (defined in FxCoreDetails.model group) |
This is the second of the two currency flows that define a single leg of a standard foreign exchange transaction.
|
|||||||||||||
|
Indicates the second direction of who pays and receives a specific currency without specifying the amount.
|
||||||||||||||
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.
|
|||||||||||||
exchangeRate (defined in FxCoreDetails.model group) |
The rate of exchange between the two currencies.
|
|||||||||||||
exchangeRate (defined in TradeUnderlyer2 complexType) |
The rate of exchange between two currencies.
|
|||||||||||||
exchangeRate (in priceTerms) |
|
|||||||||||||
|
References a Contract on the Exchange.
|
||||||||||||||
|
Specification of the exchange traded contract nearest.
|
||||||||||||||
|
Identifies the underlying asset when it is an exchange-traded fund.
|
||||||||||||||
|
The corporate or sovereign entity (and, optionally, associated obligations) in a basket impacted by the credit event.
|
||||||||||||||
executionDateTime (defined in AgreementAndEffectiveDates.model group) |
The date and time at which the negotiated change to the terms of the original contract was agreed, such as via telephone or electronic trading system (i.e., agreement date/time).
|
|||||||||||||
|
The date and time at which the change was agreed.
|
||||||||||||||
|
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.
|
||||||||||||||
|
Used to describe how the trade was executed, e.g. via voice or electronically.
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
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 parameters for defining how the commodity option can be exercised and how it is settled.
|
||||||||||||||
|
The parameters for defining how the commodity option can be exercised and how it is settled.
|
||||||||||||||
exercise (in commodityOption) |
The parameters for defining how the commodity option can be exercised and how it is settled.
|
|||||||||||||
exercise (in commodityOption) |
|
|||||||||||||
|
The fees associated with an exercise date.
|
||||||||||||||
|
The fees associated with an exercise date.
|
||||||||||||||
exerciseFrequency (defined in CommodityAmericanExercise complexType) |
The exercise frequency for the strip.
|
|||||||||||||
exerciseFrequency (defined in CommodityEuropeanExercise complexType) |
The exercise frequency for the strip.
|
|||||||||||||
|
The frequency of subsequent exercise dates in the exercise period following the earliest exercise date.
|
||||||||||||||
|
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.
|
||||||||||||||
|
Describes the American exercise periods.
|
||||||||||||||
|
For options, whether the option is a put or call option.
|
||||||||||||||
exerciseStyle (in option) |
Specifies the exercise style of the option {American, Bermuda, European}
|
|||||||||||||
|
For options, whether the option is a put or call option.
|
||||||||||||||
|
Upper bound percentage of the loss that the Tranche can endure, expressed as a decimal.
|
||||||||||||||
|
Expected number of trading days.
|
||||||||||||||
expirationDate (defined in CommodityEuropeanExercise complexType) |
The last day within an exercise period for an American style option.
|
|||||||||||||
expirationDate (defined in ExchangeTradedContract complexType) |
The date when the contract expires.
|
|||||||||||||
expirationDate (defined in SharedAmericanExercise complexType) |
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 last day within an exercise period for an American style option.
|
||||||||||||||
expirationDate (in europeanExercise defined in CommodityPhysicalExercise complexType) |
The Expiration Date of a single expiry European-style option or the first Expiration Date of a multiple expiry or daily expiring option.
|
|||||||||||||
|
The last day within an exercise period for an American style option.
|
||||||||||||||
|
The last day within an exercise period for an American style option.
|
||||||||||||||
|
For options, the last exercise date of the option.
|
||||||||||||||
|
The Expiration Date(s) of an American-style option.
|
||||||||||||||
|
The latest time for exercise on expirationDate.
|
||||||||||||||
|
The latest time for exercise on expirationDate.
|
||||||||||||||
|
Expiration time determination method.
|
||||||||||||||
|
DEPRECATED.
|
||||||||||||||
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.
|
|||||||||||||
expiryDate (defined in FxExpiryDateOrSchedule.model group) |
Defines the expiry of a single period accrual forward FX transaction.
|
|||||||||||||
|
Expiry (maturity) date of the execution period.
|
||||||||||||||
expirySchedule (defined in FxExpiryDateOrSchedule.model group) |
The parameters for defining a schedule of expiry periods for an accrual forward FX transaction.
|
|||||||||||||
|
Defines the expiry/observation schedule of the target product.
|
||||||||||||||
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.
|
|||||||||||||
expiryTime (in expiryDate defined in FxExpiryDateOrSchedule.model group) |
Time of expiration of each expiry date.
|
|||||||||||||
|
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.
|
||||||||||||||
|
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, ...).
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
The applicability of a fallback bond as defined in the 2006 ISDA Inflation Derivatives Definitions, sections 1.3 and 1.8.
|
||||||||||||||
|
A fallback rate calculated using an averaging or compounding formula to be used in case of the cessation of the original term rate.
|
||||||||||||||
|
The FX transaction with the latest value date.
|
||||||||||||||
|
In the case of barrier options where the option automatically expires and the barrier is breached in such a way to to result in a "knock-out" vent, this amount is paid to the the option holder so as to refund or rebate a portion of any premium paid.
|
||||||||||||||
|
The cash payment that is made when the digital barrier is breached.
|
||||||||||||||
|
The exercise fee amount schedule.
|
||||||||||||||
|
This element contains all the terms relevant to defining the fixed amounts/payments per the applicable ISDA definitions.
|
||||||||||||||
feeLeg (in creditDefaultSwap) |
This element contains all the terms relevant to defining the fixed amounts/payments per the applicable ISDA definitions.
|
|||||||||||||
|
The date on which exercise fee(s) will be paid.
|
||||||||||||||
|
The exercise free rate schedule.
|
||||||||||||||
|
Indicates the implied trade (the "fee trade") that the associated novation fee based on.
|
||||||||||||||
|
Indicates a reference to the implied trade (the "fee trade") that the associated novation fee based on.
|
||||||||||||||
|
||||||||||||||
|
A true/false flag to indicate whether there is a final exchange of principal on the termination date.
|
||||||||||||||
|
The final expiry date facilitates informing the final date without having to process all expiry dates in the schedule.
|
||||||||||||||
|
||||||||||||||
|
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 final date for settlement.
|
||||||||||||||
|
||||||||||||||
|
Indicates under what condtitions the Parties' delivery obligations apply.
|
||||||||||||||
|
||||||||||||||
|
Given name, such as John or Mary.
|
||||||||||||||
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 Price Leg.
|
||||||||||||||
fixedLeg (defined in DividendSwapTransactionSupplement complexType) |
Fixed payment leg.
|
|||||||||||||
fixedLeg (defined in FxPerformanceSwap complexType) |
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.
|
|||||||||||||
fixedLeg (in commodityForward) |
The fixed leg of a Commodity Forward Transaction.
|
|||||||||||||
|
Fixed payment of a dividend swap, payment date is relative to a dividend period payment date.
|
||||||||||||||
fixedPrice (in fixedLeg in commodityForward) |
Fixed price on which fixed payments are based.
|
|||||||||||||
fixedPrice (in fixedLeg) |
Fixed price on which fixed payments are based.
|
|||||||||||||
fixedPrice (in genericProduct) |
Fixed price on which fixed payments are based.
|
|||||||||||||
fixedRate (defined in InterestAccrualsMethod complexType) |
The calculation period fixed rate.
|
|||||||||||||
fixedRate (defined in TradeUnderlyer2 complexType) |
The fixed rate or fixed rate schedule expressed as explicit fixed rates and dates.
|
|||||||||||||
|
The calculation period fixed rate or "fee" rate.
|
||||||||||||||
|
The calculation period fixed rate.
|
||||||||||||||
fixedRate (in fixedLeg defined in FxPerformanceSwap complexType) |
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.
|
||||||||||||||
fixedRate (in priceTerms) |
|
|||||||||||||
|
The calculation period fixed rate.
|
||||||||||||||
|
||||||||||||||
|
The fixed rate or fixed rate schedule expressed as explicit fixed rates and dates.
|
||||||||||||||
|
Fixed strike.
|
||||||||||||||
|
Payoff (gain) expressed as a fixing adjustment.
|
||||||||||||||
|
The date when the underlying options are priced using the agreed forwardVolatilityStrikePrice and other market factors as agreed by the parties.
|
||||||||||||||
|
Specifies the fixing date relative to the reset date in terms of a business days offset, or by providing a series of adjustable dates.
|
||||||||||||||
|
Whether the Flat Rate is the New Worldwide Tanker Nominal Freight Scale for the Freight Index Route taken at the Trade Date of the transaction or taken on each Pricing Date.
|
||||||||||||||
|
If flatRate is set to "Fixed", the actual value of the Flat Rate.
|
||||||||||||||
|
||||||||||||||
|
Floating Price leg.
|
||||||||||||||
floatingRate (defined in TradeUnderlyer2 complexType) |
A floating rate.
|
|||||||||||||
|
The calculation period floating rate.
|
||||||||||||||
|
A floating rate calculation definition.
|
||||||||||||||
floatingRateCalculation (defined in InterestAccrualsMethod complexType) |
The floating rate calculation definitions
|
|||||||||||||
floatingRateIndex (defined in FloatingRateIndex.model group) |
The ISDA Floating Rate Option, i.e. the name of the floating rate.
|
|||||||||||||
|
The benchmark rate used for computing the fallback rate.
|
||||||||||||||
floatingRateIndex (in fra) |
|
|||||||||||||
|
The currency amount of the strike price per unit.
|
||||||||||||||
|
If TRUE, Principal Exchange takes the form: Inflation Notional Amount * Max(1, Index Final/ Index Base).
|
||||||||||||||
|
The floor rate or floor rate schedule, if any, which applies to the floating rate.
|
||||||||||||||
|
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.
|
||||||||||||||
|
If true, indicates that the buyer and seller should be excused of their delivery obligations when such performance is prevented by Force Majeure.
|
||||||||||||||
|
Specifies a formula, with its description and components.
|
||||||||||||||
|
Defines the value of the commodity return calculation formula as simple or compound.
|
||||||||||||||
formula (in formulaComponent) |
Additional formulas required to describe this component
|
|||||||||||||
|
Elements describing the components of the formula.
|
||||||||||||||
|
Text description of the formula
|
||||||||||||||
forwardPoints (defined in CrossRate complexType) |
An optional element used for deals consumated in the FX Forwards market.
|
|||||||||||||
forwardPoints (defined in ExchangeRate complexType) |
An optional element used for deals consumated in the FX Forwards market.
|
|||||||||||||
forwardPoints (in exchangeRate defined in TradeUnderlyer2 complexType) |
An optional element used for deals consumated in the FX Forwards market.
|
|||||||||||||
|
The forward price per share, index or basket.
|
||||||||||||||
|
Definition of the forward exchange rate for transactions executed during the execution period.
|
||||||||||||||
|
the Volatility level as agreed on the Trade Date.
|
||||||||||||||
|
A forward rate agreement product definition.
|
||||||||||||||
|
Specifies whether discounting applies and, if so, what type.
|
||||||||||||||
|
Indicates if the trade is now fully withdrawn from all regulatory reports.
|
||||||||||||||
|
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 official settlement price as announced by the related exchange is applicable, in accordance with the ISDA 2002 definitions.
|
||||||||||||||
|
A structured option product which consists of a single digital option or a strip of digital options.
|
||||||||||||||
|
A structured forward product consisting of a single forward or a strip of forwards.
|
||||||||||||||
|
A financial contract between two parties (the buyer and the seller) that provides the buyer the right to buy a currency (or receive a payment) at expiry.
|
||||||||||||||
|
Specifies the currency conversion rate that applies to an amount.
|
||||||||||||||
|
An FX digital option transaction definition.
|
||||||||||||||
|
A flexible term fx forward product definition.
|
||||||||||||||
|
An FX Forward Volatility Agreement transaction definition.
|
||||||||||||||
|
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.
|
||||||||||||||
|
An FX option transaction definition.
|
||||||||||||||
|
A structured product which consists of a single cash payment or a strip of cash payments.
|
||||||||||||||
fxRate (in commission) |
FX Rates that have been used to convert commissions to a single currency.
|
|||||||||||||
fxRate (in fxConversion) |
Specifies a currency conversion rate.
|
|||||||||||||
|
A simple FX spot or forward transaction definition.
|
||||||||||||||
|
An FX Swap transaction definition.
|
||||||||||||||
|
A structured forward product which consists of a strip of forwards.
|
||||||||||||||
|
An FX variance swap transaction definition.
|
||||||||||||||
|
An FX volatility swap transaction definition.
|
||||||||||||||
gas (defined in TradeUnderlyer2 complexType) |
The specification of the gas to be delivered.
|
|||||||||||||
gas (in gasPhysicalLeg) |
The specification of the gas to be delivered.
|
|||||||||||||
|
Physically settled natural gas leg.
|
||||||||||||||
|
This element contains all the data that appears in the section entitled "1.
|
||||||||||||||
|
This element contains all the data that appears in the section entitled "1.
|
||||||||||||||
|
Generic products - for use in Transparency reporting to define a product that represents an OTC derivative transaction whose economics are not fully described using an FpML schema.
|
||||||||||||||
grade (defined in OilProduct complexType) |
The grade of oil product to be delivered.
|
|||||||||||||
grade (in genericProduct) |
The grade(s) of material which can be delivered in seller's option.
|
|||||||||||||
|
The grade(s) of material which can be delivered in seller's option.
|
||||||||||||||
|
Specifies the price of the underlyer, before commissions.
|
||||||||||||||
|
Party Group Type, e.g.
|
||||||||||||||
header (defined in AddressedMessage complexType) |
|
|||||||||||||
|
||||||||||||||
header (defined in RegulatoryReportingException complexType) |
|
|||||||||||||
header (defined in RequestMessage complexType) |
|
|||||||||||||
header (defined in ResponseMessage complexType) |
|
|||||||||||||
|
Standard FpML message header
|
||||||||||||||
|
Standard FpML message header
|
||||||||||||||
|
Standard FpML message header
|
||||||||||||||
|
||||||||||||||
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.
|
||||||||||||||
hourMinuteTime (defined in BusinessCenterTime complexType) |
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.
|
|||||||||||||
hourMinuteTime (in time defined in OffsetPrevailingTime complexType) |
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.
|
|||||||||||||
|
||||||||||||||
|
The version(s) of specifications that the sender asserts the message was developed for.
|
||||||||||||||
|
Indicates which regulation the trade is to withdrawn from.
|
||||||||||||||
|
||||||||||||||
|
If true, then increased cost of stock borrow is applicable.
|
||||||||||||||
|
Independent Amount is an amount that usually less creditworthy counterparties are asked to provide.
|
||||||||||||||
|
Identifies the underlying asset when it is a financial index.
|
||||||||||||||
|
Describes a change due to an index component being adjusted.
|
||||||||||||||
indexFactor (defined in IndexReferenceInformation complexType) |
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.
|
|||||||||||||
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.
|
||||||||||||||
|
DEPRECATED.
|
||||||||||||||
indexId (defined in IndexReferenceInformation complexType) |
A CDS index identifier (e.g.
|
|||||||||||||
indexId (defined in IndexReferenceInformation complexType) |
A CDS index identifier (e.g.
|
|||||||||||||
|
A CDS index identifier (e.g.
|
||||||||||||||
|
A CDS index identifier (e.g.
|
||||||||||||||
indexName (defined in IndexReferenceInformation complexType) |
The name of the index expressed as a free format string.
|
|||||||||||||
|
The name of the index expressed as a free format string.
|
||||||||||||||
indexReferenceInformation (defined in GeneralTerms complexType) |
This element contains all the terms relevant to defining the Credit DefaultSwap Index.
|
|||||||||||||
indexReferenceInformation (defined in TradeUnderlyer2 complexType) |
This element contains all the terms relevant to defining the Credit DefaultSwap Index.
|
|||||||||||||
|
A type defining the Credit Default Swap Index impacted by the credit event.
|
||||||||||||||
|
The date on which the index, affected by the credit event, is reversioned.
|
||||||||||||||
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 fra) |
The ISDA Designated Maturity, i.e. the tenor of the floating rate.
|
|||||||||||||
|
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.
|
||||||||||||||
|
||||||||||||||
|
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.
|
||||||||||||||
|
Contract will strike off this initial level.
|
||||||||||||||
initialLevelSource (defined in CalculationFromObservation complexType) |
In this context, this is AgreedInitialPrice - a specified Initial Index Level.
|
|||||||||||||
initialLevelSource (defined in CalculationFromObservation complexType) |
Specifies whether the Initial Index Level determination method should be the Closing Price Level, the Expiring Contract Level, VWAPPrice, TWAPPrice, NAV or Open Price.
|
|||||||||||||
|
Specifies a single fixed payment that is payable by the payer to the receiver on the initial payment date.
|
||||||||||||||
|
If specified in the confirmation, the price or index level at the beginning of the initial Calculation Period.
|
||||||||||||||
initialPrice (in rateOfReturn) |
Specifies the initial reference price of the underlyer.
|
|||||||||||||
|
||||||||||||||
|
Specifies the initial stock loan rate for Increased Cost of Stock Borrow.
|
||||||||||||||
initialValue (defined in NonNegativeSchedule complexType) |
The non-negative initial rate or amount, as the case may be.
|
|||||||||||||
initialValue (defined in Schedule complexType) |
The initial rate or amount, as the case may be.
|
|||||||||||||
|
The initial currency amount for the varying notional.
|
||||||||||||||
inReplyTo (defined in ExceptionMessageHeader complexType) |
A copy of the unique message identifier (within it own coding scheme) to which this message is responding.
|
|||||||||||||
inReplyTo (defined in NotificationMessageHeader complexType) |
A copy of the unique message identifier (within it own coding scheme) to which this message is responding.
|
|||||||||||||
inReplyTo (defined in ResponseMessageHeader 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 priceChange) |
Identification of the underlying asset, using public and/or private identifiers.
|
|||||||||||||
|
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.
|
||||||||||||||
|
When multiple exercise is applicable and this element is present it specifies that the number of options that can be exercised on a given exercise date must either be equal to the value of this element or be an integral multiple of it.
|
||||||||||||||
|
Specifies whether the trade is anticipated to be allocated.
|
||||||||||||||
|
Specifies whether the trade is anticipated to be allocated.
|
||||||||||||||
|
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
|
||||||||||||||
|
Identification of the border(s) or border point(s) of a transportation contract.
|
||||||||||||||
|
Identification of the border(s) or border point(s) of a transportation contract.
|
||||||||||||||
|
Identification of the border(s) or border point(s) of a transportation contract.
|
||||||||||||||
|
Specifies, in relation to each Interest Payment Date, the amount to which the Interest Payment Date relates.
|
||||||||||||||
|
Specifies the calculation method of the interest rate leg of the equity swap.
|
||||||||||||||
|
The fixed income amounts of the return type swap.
|
||||||||||||||
|
Component that holds the various dates used to specify the interest leg of the equity swap.
|
||||||||||||||
|
Specifies the payment dates of the interest leg of the swap.
|
||||||||||||||
|
Reference to the floating rate calculation of interest calculation node on the Interest Leg.
|
||||||||||||||
|
Specifies the reset dates of the interest leg of the swap.
|
||||||||||||||
|
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.
|
||||||||||||||
|
Specifies the type of interpolation used.
|
||||||||||||||
|
The type of interpolation method that the calculation agent reserves the right to use.
|
||||||||||||||
|
Defines applicable periods for interpolation.
|
||||||||||||||
|
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 submission.
|
||||||||||||||
|
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.
|
||||||||||||||
|
The knock feature of a commodity barrier option.
|
||||||||||||||
|
||||||||||||||
|
The known calculation period amount or a known amount schedule expressed as explicit known amounts and dates.
|
||||||||||||||
|
Indicates the language of the resource, described using the ISO 639-2/T Code.
|
||||||||||||||
largeSizeTrade (defined in BlockTrade.model group) |
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.
|
|||||||||||||
|
||||||||||||||
|
||||||||||||||
|
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 time of day at which the equity option can be exercised, for example the official closing time of the exchange.
|
||||||||||||||
|
The latest time of day at which the equity option can be exercised, for example the official closing time of the exchange.
|
||||||||||||||
|
The latest date on which both currencies traded will settle.
|
||||||||||||||
|
Identity of this leg.
|
||||||||||||||
|
Version aware identification of this leg.
|
||||||||||||||
|
Indicates the length of the resource.
|
||||||||||||||
|
The length unit of the resource.
|
||||||||||||||
|
The length value of the resource.
|
||||||||||||||
|
Level expressed as a level with optional steps different from strike, pivot, or barrier.
|
||||||||||||||
|
A barrier expressed as a percentage of notional quantity or commodity price level.
|
||||||||||||||
|
A barrier expressed as a price level.
|
||||||||||||||
|
The amount used the specify the barrier in terms of an quantity of commodity or a change in the quantity of commodity.
|
||||||||||||||
|
Reference to a level defined within the FX product.
|
||||||||||||||
|
The units (e.g.
|
||||||||||||||
|
Specifies the seniority level of the lien.
|
||||||||||||||
|
Specifies the limitation percentage in Average Daily trading volume.
|
||||||||||||||
|
Specifies the limitation period for Average Daily trading volume in number of days.
|
||||||||||||||
|
A region in which linear payoff applies i.e. the payoff bears a linear relationship to the fixing value (increases/decreases linearly with the fixing).
|
||||||||||||||
|
A region in which linear payoff applies i.e. the payoff bears a linear relationship to the fixing value (increases/decreases linearly with the fixing).
|
||||||||||||||
|
A region in which linear payoff applies i.e. the payoff bears a linear relationship to the fixing value (increases/decreases linearly with the fixing).
|
||||||||||||||
|
A region in which linear payoff applies i.e. the payoff bears a linear relationship to the fixing value (increases/decreases linearly with the fixing).
|
||||||||||||||
|
LoadType is a summary of the full description of the settlement periods with respect to the region.
|
||||||||||||||
loadType (in genericProduct) |
LoadType is a summary of the full description of the settlement periods with respect to the region.
|
|||||||||||||
|
Identifies a simple underlying asset that is a loan.
|
||||||||||||||
|
A value indicating the location of the problem within the subject message.
|
||||||||||||||
location (in time defined in OffsetPrevailingTime complexType) |
The geographic location to which the hourMinuteTime applies.
|
|||||||||||||
|
Specifies that lockout calculation is in effect, and supplies parameters needed to support that.
|
||||||||||||||
|
Specifies that lookback calculation is in effect, and supplies parameters needed to support that.
|
||||||||||||||
|
If true, then loss of stock borrow is applicable.
|
||||||||||||||
|
All observations below this price level will be excluded from the variance calculation.
|
||||||||||||||
|
Defines the lower bound of a payoff region.
|
||||||||||||||
|
Amount to be paid by the buyer of the option if the option is exercised prior to the Early Call Date.
|
||||||||||||||
|
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.
|
|||||||||||||
|
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.
|
||||||||||||||
|
The types of metal product for a physically settled metal trade.
|
||||||||||||||
|
If present and true, then material non cash dividends are applicable.
|
||||||||||||||
|
An element for containing an XML representation of the formula.
|
||||||||||||||
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.
|
||||||||||||||
|
Maximum Boundary as a percentage of the Strike Price.
|
||||||||||||||
|
The maximum notional amount that can be exercised on a given exercise date.
|
||||||||||||||
maximumNumberOfOptions (defined in EquityMultipleExercise complexType) |
When multiple exercise is applicable this element specifies the maximum number of options that can be exercised on a given exercise date.
|
|||||||||||||
maximumNumberOfOptions (defined in MultipleExercise complexType) |
The maximum number of options that can be exercised on a given exercise date.
|
|||||||||||||
|
The maximum total payment amount that will be paid in any particular transaction.
|
||||||||||||||
|
Specifies the maximum stock loan rate for Loss of Stock Borrow.
|
||||||||||||||
|
The maximum payment amount that will be paid in any particular Calculation Period.
|
||||||||||||||
|
The type of the value that is measured.
|
||||||||||||||
|
A unique identifier (within its coding scheme) assigned to the message by its creating party.
|
||||||||||||||
|
The root element used for rejected message exceptions
|
||||||||||||||
|
The specification of the Metal Product to be delivered.
|
||||||||||||||
|
Physically settled metal products leg.
|
||||||||||||||
|
||||||||||||||
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.
|
||||||||||||||
|
Minimum Boundary as a percentage of the Strike Price.
|
||||||||||||||
|
The minimum notional amount which must be executed in any single transaction.
|
||||||||||||||
|
The minimum notional amount that can be exercised on a given exercise date.
|
||||||||||||||
minimumNumberOfOptions (defined in EquityMultipleExercise complexType) |
When multiple exercise is applicable this element specifies the minimum number of options that can be exercised on a given exercise date.
|
|||||||||||||
minimumNumberOfOptions (defined in PartialExercise.model group) |
The minimum number of options that can be exercised on a given exercise date.
|
|||||||||||||
|
Identifies a mortgage backed security.
|
||||||||||||||
|
M th reference obligation to default to allow representation of N th to M th defaults.
|
||||||||||||||
|
Indicates whether this transaction has multiple components, not all of which may be reported.
|
||||||||||||||
|
As defined in the 2000 ISDA Definitions, Section 12.4.
|
||||||||||||||
|
As defined in the 2000 ISDA Definitions, Section 12.4.
|
||||||||||||||
multiplier (defined in ExchangeTradedContract complexType) |
Specifies the contract multiplier that can be associated with the number of units.
|
|||||||||||||
|
Specifies the contract multiplier that can be associated with an index option.
|
||||||||||||||
|
Specifies the contract multiplier that can be associated with an index option.
|
||||||||||||||
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.
|
|||||||||||||
|
Specifies the contract multiplier that can be associated with an index option.
|
||||||||||||||
|
Used for specifying whether the Mutual Early Termination Right that is detailed in the Master Confirmation will apply.
|
||||||||||||||
|
Identifies the class of unit issued by a fund.
|
||||||||||||||
|
Specifies whether denominator of the annualization factor is N ("false") or N - 1 ("true").
|
||||||||||||||
name (defined in ReportingRegime complexType) |
Identifies the reporting regime under which this data is reported.
|
|||||||||||||
name (defined in ReportingRegimeIdentifier complexType) |
Identifies the reporting regime under which this data is reported.
|
|||||||||||||
|
The name of the resource.
|
||||||||||||||
name (in businessUnit) |
A name used to describe the organization unit
|
|||||||||||||
|
||||||||||||||
|
The FX transaction with the earliest value date.
|
||||||||||||||
|
Specifies the price of the underlyer, net of commissions.
|
||||||||||||||
|
||||||||||||||
|
Indicates the new trade between the transferee and the remaining party.
|
||||||||||||||
|
Indicates a reference to the new trade between the transferee and the remaining party.
|
||||||||||||||
|
Used to describe a particular type of FX forward transaction that is settled in a single currency (for example, a non-deliverable forward).
|
||||||||||||||
|
If present and set to true, indicates that delivery or receipt of the electricity may be interrupted for any reason or for no reason, without liability on the part of either Party.
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
Indicates that the trade has price-affecting characteristics in addition to the standard real-time reportable terms.
|
||||||||||||||
|
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.
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
notional (defined in EquityDerivativeBase complexType) |
The notional amount.
|
|||||||||||||
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.
|
||||||||||||||
notional (in genericProduct) |
The notional or notionals in effect on the reporting date.
|
|||||||||||||
notional (in interestLeg) |
Specifies the notional of a return type swap.
|
|||||||||||||
|
Specifies the notional of a return type swap.
|
||||||||||||||
|
||||||||||||||
notional (in standardProduct) |
The notional amount that was traded.
|
|||||||||||||
|
The currency amount for the FxStraddle.
|
||||||||||||||
|
Specifies the conditions that govern the adjustment to the number of units of the return swap.
|
||||||||||||||
notionalAmount (defined in FxCashSettlement complexType) |
The amount of money that the settlement will be derived from.
|
|||||||||||||
notionalAmount (defined in OptionBaseExtended complexType) |
|
|||||||||||||
notionalAmount (defined in ReturnSwapNotional complexType) |
The notional amount.
|
|||||||||||||
|
Volume contracted when volume is specified as a currency-denominated amount.
|
||||||||||||||
|
Specifies the notional amount of a commodity performance type swap.
|
||||||||||||||
|
Specifies the notional amount of a commodity performance type swap.
|
||||||||||||||
|
Specifies the notional amount of a commodity performance type swap.
|
||||||||||||||
|
Notional amount, which is a cash multiplier.
|
||||||||||||||
|
Notional amount Schedule.
|
||||||||||||||
|
Notional amount Schedule.
|
||||||||||||||
|
Notional amount Schedule.
|
||||||||||||||
|
The aggregate notional amount which will be exchanged, possibly as multiple partial executions, during the course of the execution period.
|
||||||||||||||
|
Notional amount Schedule.
|
||||||||||||||
|
Notional amount of the Target.
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
Indication as to whether the transaction is an increase or decrease of notional of a derivative contract.
|
||||||||||||||
notionalQuantity (defined in CommodityNotionalQuantity.model group) |
The Notional Quantity.
|
|||||||||||||
|
The volume contracted when the volume is specified as a quantity of commodity.
|
||||||||||||||
|
||||||||||||||
notionalReference (defined in ExerciseFeeSchedule complexType) |
A pointer style reference to the associated notional schedule defined elsewhere in the document.
|
|||||||||||||
notionalReference (defined in OptionBaseExtended complexType) |
|
|||||||||||||
notionalReference (defined in PartialExercise.model group) |
A pointer style reference to the associated notional schedule defined elsewhere in the document.
|
|||||||||||||
notionalReference (defined in TradeLegNotionalChange.model group) |
|
|||||||||||||
|
A pointer style reference to the associated notional schedule defined elsewhere in the document.
|
||||||||||||||
|
For return swaps, this element is equivalent to the term "Equity Notional Reset" as defined in the ISDA 2002 Equity Derivatives Definitions.
|
||||||||||||||
|
The notional amount or notional amount schedule.
|
||||||||||||||
|
||||||||||||||
|
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.
|
||||||||||||||
|
The amount which represents the portion of the Old Contract being novated.
|
||||||||||||||
|
The number of options which represent the portion of the Old Contract being novated.
|
||||||||||||||
|
The number of options which represent the portion of the Old Contract being novated.
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
Specifies the date that one party's legal obligations with regard to a trade are transferred to another party.
|
||||||||||||||
|
Specifies the date the parties agree to assign or novate a Contract.
|
||||||||||||||
|
N th reference obligation to default triggers payout.
|
||||||||||||||
|
A telephonic contact.
|
||||||||||||||
|
The number of allowances, certificates or credit to be transaction in the transaction.
|
||||||||||||||
|
Number of data series, normal market practice is that correlation data sets are drawn from geographic market areas, such as America, Europe and Asia Pacific, each of these geographic areas will have its own data series to avoid contagion.
|
||||||||||||||
numberOfOptions (defined in OptionDenomination.model group) |
The number of options comprised in the option transaction.
|
|||||||||||||
|
The number of options comprised in the option transaction.
|
||||||||||||||
|
The number of options comprised in the option transaction.
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
Contains the quoted currency pair, and the information source for fixing FX rate.
|
||||||||||||||
|
A maximum rate for an rate observation; optionally applied for daily averaged rates.
|
||||||||||||||
|
A minimum rate for an rate observation; optionally applied for daily averaged rates.
|
||||||||||||||
|
Defines the frequency at which calculation period end dates occur within the period schedule and their roll date convention.
|
||||||||||||||
|
Specifies how the observation period is to be determined relative to the basic calculation period.
|
||||||||||||||
|
Specifies that observation shift calculation is in effect, and supplies parameters needed to support that.
|
||||||||||||||
|
The start of the period over which observations are made which are used in the calculation Used when the observation start date differs from the trade date such as for forward starting swaps.
|
||||||||||||||
|
Indicates that the price does not reflect the current market.
|
||||||||||||||
|
Indicates that the price does not reflect the current market.
|
||||||||||||||
|
Indicates that the price does not reflect the current market.
|
||||||||||||||
offset (defined in OffsetPrevailingTime complexType) |
Indicates whether time applies to the actual day specified (in which case this element should be omitted) the day prior to that day (in which case periodMultiplier should be -1 and period should be Day) or the day subsequent to that day (in which case periodMultiplier should be 1 and period should be Day).
|
|||||||||||||
offset (in dateOffset defined in FxSchedule complexType) |
The settlement offset to the expiry schedule or the expiry offset to the settlement schedule.
|
|||||||||||||
|
The number of business days before the base date that the observations are to be shifted.
|
||||||||||||||
oil (defined in TradeUnderlyer2 complexType) |
The specification of the oil product to be delivered.
|
|||||||||||||
oil (in oilPhysicalLeg) |
The specification of the oil product to be delivered.
|
|||||||||||||
|
Physically settled oil or refined products leg.
|
||||||||||||||
|
Indicates the original trade between the transferor and the remaining party.
|
||||||||||||||
|
Indicates a reference to the original trade between the transferor and the remaining party.
|
||||||||||||||
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.
|
||||||||||||||
|
Indicates which party (or parties) (and accounts) a trade or event 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.
|
||||||||||||||
openUnits (defined in ConstituentWeight complexType) |
The number of units (index or securities) that constitute the underlyer of the swap.
|
|||||||||||||
openUnits (in singleUnderlyer) |
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.
|
|||||||||||||
|
A Boolean element used for specifying whether the Optional Early Termination clause detailed in the agreement will apply.
|
||||||||||||||
|
Optional Early Termination Date
|
||||||||||||||
|
Optional Early Termination Electing Party Reference
|
||||||||||||||
|
Definition of the first early termination date and the frequency of the termination dates subsequent to that.
|
||||||||||||||
|
||||||||||||||
optionEntitlement (defined in OptionDenomination.model group) |
The number of units of underlyer per option comprised in the option transaction.
|
|||||||||||||
|
The number of shares per option comprised in the option transaction supplement.
|
||||||||||||||
|
The number of shares per option comprised in the option transaction supplement.
|
||||||||||||||
|
The number of units of underlyer per option comprised in the option transaction.
|
||||||||||||||
|
The number of shares per option comprised in the option transaction supplement.
|
||||||||||||||
|
||||||||||||||
|
A short form unique identifier for an exchange on which the reference option contract is listed.
|
||||||||||||||
optionType (defined in EquityDerivativeBase complexType) |
The type of option transaction.
|
|||||||||||||
optionType (defined in OptionBase complexType) |
The type of option transaction.
|
|||||||||||||
|
The type of option transaction.
|
||||||||||||||
|
The type of option transaction.
|
||||||||||||||
|
The type of option transaction.
|
||||||||||||||
|
The type of option transaction.
|
||||||||||||||
optionType (in genericProduct) |
For options, what type of option it is (e.g. butterfly).
|
|||||||||||||
optionType (in option) |
Specifies whether the option allows the holder to buy or sell tne underlying asset.
|
|||||||||||||
optionType (in optionDetails) |
For options, what type of option it is (e.g. butterfly).
|
|||||||||||||
optionType (in swaption) |
The type of option transaction.
|
|||||||||||||
|
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).
|
||||||||||||||
|
||||||||||||||
|
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.
|
||||||||||||||
|
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.
|
|||||||||||||
|
The initial issued amount of the mortgage obligation.
|
||||||||||||||
|
||||||||||||||
originatingEvent (defined in TradingEventsBase.model group) |
|
|||||||||||||
|
||||||||||||||
|
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.
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
outstandingNotionalAmount (defined in TradeLegNotionalChange.model group) |
|
|||||||||||||
outstandingNotionalAmount (defined in TradeNotionalChange.model group) |
Specifies the Notional amount after the Change
|
|||||||||||||
|
||||||||||||||
outstandingNumberOfOptions (defined in TradeLegNumberOfOptionsChange.model group) |
|
|||||||||||||
outstandingNumberOfOptions (defined in TradeNotionalChange.model group) |
Specifies the Number of Options after the Change.
|
|||||||||||||
outstandingNumberOfUnits (defined in TradeLegNumberOfUnitsChange.model group) |
|
|||||||||||||
outstandingNumberOfUnits (defined in TradeNotionalChange.model group) |
Specifies the Number of Units
|
|||||||||||||
|
||||||||||||||
|
Unique identifier of the trade package.
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
Specifies the package type.
|
||||||||||||||
|
An optional identifier used to correlate between related processes
|
||||||||||||||
|
||||||||||||||
party (defined in PartiesAndAccounts.model group) |
A legal entity or a subdivision of a legal entity.
|
|||||||||||||
|
||||||||||||||
|
||||||||||||||
party (in publicDisclosure) |
The supporting party definitions.
|
|||||||||||||
|
Reference information about parties, business units, and persons involed in the trade.
|
||||||||||||||
|
The supporting party definitions.
|
||||||||||||||
|
Reference information about parties, business units, and persons involed in the trade.
|
||||||||||||||
|
Reference information about parties, business units, and persons involed in the trade.
|
||||||||||||||
|
The supporting party definitions.
|
||||||||||||||
|
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).
|
||||||||||||||
|
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 OnBehalfOf complexType) |
The party for which the message reciever should work.
|
|||||||||||||
partyReference (defined in Party complexType) |
Reference to a party that is a member of the group of entities that are acting together as a single party in a transaction.
|
|||||||||||||
partyReference (defined in PartyAndAccountReferences.model group) |
Reference to a party.
|
|||||||||||||
|
||||||||||||||
partyReference (in earlyTermination in returnSwap) |
Reference to a party defined elsewhere in this document which may be allowed to terminate the trade.
|
|||||||||||||
|
The party referenced has allocated the trade identifier.
|
||||||||||||||
|
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 trade reference identifier(s) allocated to the trade by the parties involved.
|
||||||||||||||
|
The trade reference identifier(s) allocated to the trade by the parties involved.
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
Identifiers of the trade that is being withdrawn.
|
||||||||||||||
|
Additional trade information that may be provided by each involved party.
|
||||||||||||||
|
Holds party-specific information about the trade that is being withdrawn from.
|
||||||||||||||
|
Specifies the nominal amount of a fixed income security or convertible bond.
|
||||||||||||||
payerPartyReference (defined in Payer.model group) |
A reference to the party responsible for making the payments defined by this structure.
|
|||||||||||||
|
||||||||||||||
payment (defined in TradeAlterationPayment.model group) |
Describes a payment made in settlement of the change.
|
|||||||||||||
|
Describes a payment made in settlement of the novation.
|
||||||||||||||
|
Cash payment.
|
||||||||||||||
paymentAmount (defined in EquityPremium complexType) |
The currency amount of the payment.
|
|||||||||||||
paymentAmount (defined in NonNegativePayment complexType) |
Non negative payment amount.
|
|||||||||||||
paymentAmount (defined in Payment complexType) |
The currency amount of the payment.
|
|||||||||||||
paymentAmount (defined in SimplePayment complexType) |
|
|||||||||||||
|
The currency amount of the payment.
|
||||||||||||||
|
Payment amount, which is optional since the payment amount may be calculated using fixed strike and number of open units.
|
||||||||||||||
|
A fixed payment amount.
|
||||||||||||||
|
||||||||||||||
|
A fixed payment amount.
|
||||||||||||||
paymentDate (defined in EquityPremium complexType) |
The payment date.
|
|||||||||||||
paymentDate (defined in PendingPayment complexType) |
The date that the dividend or coupon is due.
|
|||||||||||||
paymentDate (defined in SimplePayment complexType) |
The payment date.
|
|||||||||||||
paymentDate (in paymentDetail) |
Payment date.
|
|||||||||||||
|
Specifies the final payment date of the swap.
|
||||||||||||||
paymentDates (defined in InterestRateStream complexType) |
The payment dates schedule.
|
|||||||||||||
paymentDates (in rateOfReturn) |
Specifies the payment dates of the swap.
|
|||||||||||||
|
Specifies the interim payment dates of the swap.
|
||||||||||||||
|
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.
|
|||||||||||||
|
||||||||||||||
|
||||||||||||||
paymentFrequency (in paymentDates defined in InterestRateStream complexType) |
The frequency at which regular payment dates occur.
|
|||||||||||||
|
A structure defining the calculation rule of the independent amount.
|
||||||||||||||
paymentType (defined in Payment complexType) |
A classification of the type of fee or additional payment, e.g. brokerage, upfront fee etc.
|
|||||||||||||
paymentType (in additionalPayment defined in ReturnSwapBase complexType) |
Classification of the payment.
|
|||||||||||||
|
Payment classification.
|
||||||||||||||
paymentType (in otherPayment) |
A classification of the type of fee or additional payment, e.g. brokerage, upfront fee etc.
|
|||||||||||||
|
A binary|digital payoff, expressed either as a cash payment, or a (non-zero) fixing adjustment.
|
||||||||||||||
|
The amount of currency which becomes payable if and when a trigger event occurs.
|
||||||||||||||
|
The trigger event and payout may be asynchonous.
|
||||||||||||||
percentageOfNotional (defined in EquityPremium complexType) |
The amount of premium to be paid expressed as a percentage of the notional value of the transaction.
|
|||||||||||||
percentageOfNotional (in premium defined in OptionBaseExtended complexType) |
The amount of premium to be paid expressed as a percentage of the notional value of the transaction.
|
|||||||||||||
|
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.
|
||||||||||||||
|
Used in conjunction with a frequency and the regular period start date of an observation period, determines each observation period end date within the regular part of a observation period schedule.
|
||||||||||||||
periodicDates (defined in AdjustableRelativeOrPeriodicDates complexType) |
|
|||||||||||||
periodicDates (defined in AdjustableRelativeOrPeriodicDates2 complexType) |
|
|||||||||||||
periodicPayment (defined in FeeLeg complexType) |
Specifies a periodic schedule of fixed amounts that are payable by the buyer to the seller on the fixed rate payer payment dates.
|
|||||||||||||
periodicPayment (defined in FeeLeg complexType) |
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.
|
|||||||||||||
|
Optional information about people involved in a transaction or busines process.
|
||||||||||||||
|
An identifier assigned by a system for uniquely identifying the individual
|
||||||||||||||
|
Defines the substitutable commodity forward leg.
|
||||||||||||||
|
The parameters for defining how the commodity option can be exercised into a physical transaction.
|
||||||||||||||
|
The parameters for defining how the commodity option can be exercised into a physical transaction.
|
||||||||||||||
|
Physical Commodity Leg.
|
||||||||||||||
|
||||||||||||||
|
Specified the delivery conditions where the oil product is to be delivered by pipeline.
|
||||||||||||||
|
The name of pipeline by which the oil product will be delivered.
|
||||||||||||||
|
The boundary where the contract flips from being long and short is the pivot point.
|
||||||||||||||
|
Reference to the pivot defined within the FX product.
|
||||||||||||||
pointValue (defined in ExchangeRate complexType) |
An optional element that documents the size of point (pip) in which a rate was quoted (or in this case, forwardPoints are calculated).
|
|||||||||||||
pointValue (in exchangeRate defined in TradeUnderlyer2 complexType) |
An optional element that documents the size of point (pip) in which a rate was quoted (or in this case, forwardPoints are calculated).
|
|||||||||||||
|
The morgage pool that is underneath the mortgage obligation.
|
||||||||||||||
|
An arbitary grouping of trade references (and possibly other portfolios).
|
||||||||||||||
|
||||||||||||||
|
The code, required for computerised mail sorting systems, that is allocated to a physical address by a national postal authority.
|
||||||||||||||
postPricedIndicator (defined in ReportingRegime complexType) |
|
|||||||||||||
|
||||||||||||||
|
Reports that this trade was executed prior to the enactment of the relevant reporting regulation.
|
||||||||||||||
premium (defined in OptionBaseExtended complexType) |
The option premium payable by the buyer to the seller.
|
|||||||||||||
|
The option premium amount payable by buyer to seller on the specified payment date.
|
||||||||||||||
|
The option premium payable by the buyer to the seller.
|
||||||||||||||
|
The option premium payable by the buyer to the seller.
|
||||||||||||||
premium (in commodityOption) |
The option premium payable by the buyer to the seller.
|
|||||||||||||
premium (in commoditySwaption) |
The option premium payable by the buyer to the seller.
|
|||||||||||||
|
Premium amount or premium installment amount for an option.
|
||||||||||||||
premium (in fxAccrualOption) |
Premium amount or premium installment amount for an option.
|
|||||||||||||
premium (in fxDigitalOption) |
Premium amount or premium installment amount for an option.
|
|||||||||||||
|
Premium amount or premium installment amount for an option.
|
||||||||||||||
premium (in fxRangeAccrual) |
Premium amount or premium installment amount for an option.
|
|||||||||||||
premium (in genericProduct) |
|
|||||||||||||
|
The option premium amount payable by buyer to seller on the specified payment date.
|
||||||||||||||
|
The currency amount of premium to be paid per Unit of the Total Notional Quantity.
|
||||||||||||||
|
Indicates which product within a strategy this ID is associated with.
|
||||||||||||||
|
Forward start Premium type
|
||||||||||||||
price (defined in CommodityFixedPrice complexType) |
The Fixed Price.
|
|||||||||||||
price (in strike in bondOption) |
|
|||||||||||||
price (in strike in creditDefaultSwapOption) |
The strike of a credit default swap option or credit swaption when expressed as in reference to the price of the underlying obligation(s) or index.
|
|||||||||||||
|
||||||||||||||
|
||||||||||||||
|
The currency used to specify the fixed price or level in terms of a price per unit of commodity.
|
||||||||||||||
|
Specifies whether the price is expressed in absolute or relative terms.
|
||||||||||||||
pricePerOption (defined in EquityPremium complexType) |
The amount of premium to be paid expressed as a function of the number of options.
|
|||||||||||||
pricePerOption (in premium defined in OptionBaseExtended complexType) |
The amount of premium to be paid expressed as a function of the number of options.
|
|||||||||||||
|
||||||||||||||
|
||||||||||||||
|
The unit of measure used to specify the fixed price or level in terms of a price per unit of commodity.
|
||||||||||||||
|
Describes why the price of this trade does not reflect the current market price.
|
||||||||||||||
|
Describes why the price of this trade does not reflect the current market price.
|
||||||||||||||
pricingDates (defined in CommodityAsian.model group) |
The dates on which the option will price.
|
|||||||||||||
pricingDates (defined in CommodityBasketUnderlyingBase complexType) |
The dates on which the option will price.
|
|||||||||||||
pricingDates (defined in FloatingLegCalculation complexType) |
Commodity Pricing Dates.
|
|||||||||||||
|
Describes which dates are valid dates on which to observe a price or index level
|
||||||||||||||
|
Describes which dates are valid dates on which to observe a price or index level.
|
||||||||||||||
|
.
|
||||||||||||||
|
Defines the Start of the Pricing period.
|
||||||||||||||
primaryAssetClass (defined in Product.model group) |
A classification of the most important risk class of the trade.
|
|||||||||||||
|
The asset class of the underlying product.
|
||||||||||||||
|
||||||||||||||
|
The asset class of the underlying product.
|
||||||||||||||
|
Principal exchange amount when explictly stated.
|
||||||||||||||
|
Specifies the principal echange amount, either by explicitly defining it, or by point to an amount defined somewhere else in the swap document.
|
||||||||||||||
|
Date on which each of the principal exchanges will take place.
|
||||||||||||||
|
Specifies each of the characteristics of the principal exchange cashflows, in terms of paying/receiving counterparties, amounts and dates.
|
||||||||||||||
|
This is used to document a Fully Funded Return Swap.
|
||||||||||||||
principalExchanges (defined in InterestRateStream complexType) |
The true/false flags indicating whether initial, intermediate or final exchanges of principal should occur.
|
|||||||||||||
|
The true/false flags indicating whether initial, intermediate or final exchanges of principal should occur.
|
||||||||||||||
|
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 product reference identifier.
|
||||||||||||||
|
||||||||||||||
productType (defined in Product.model group) |
A classification of the type of product.
|
|||||||||||||
productType (in environmental) |
Specifies the type of environmental allowance or credit.
|
|||||||||||||
|
The date and time the public report is projected to be disseminated.
|
||||||||||||||
|
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.
|
||||||||||||||
|
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.
|
||||||||||||||
|
The date and time the public report was disseminated.
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
Describes the extent to which this trade is being reported to the regime (e.g.
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
publiclyAvailableInformation (defined in CreditEventNoticeDocument complexType) |
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 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.
|
||||||||||||||
|
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.
|
||||||||||||||
|
Product data fields required by regulators in satisfaction of public (price transparency) regulatory reporting regulations.
|
||||||||||||||
|
When the public report of this was first accepted for submission to a regulator.
|
||||||||||||||
|
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.
|
||||||||||||||
quantity (defined in UnitQuantity complexType) |
Amount of commodity per quantity frequency.
|
|||||||||||||
quantity (defined in WeatherIndex complexType) |
This is the Reference Level.
|
|||||||||||||
quantity (in genericProduct) |
The periodic quantity.
|
|||||||||||||
|
||||||||||||||
|
The frequency at which the Notional Quantity is deemed to apply for purposes of calculating the Total Notional Quantity.
|
||||||||||||||
quantityFrequency (in sizes) |
|
|||||||||||||
|
||||||||||||||
quantityUnit (defined in CommodityNotionalQuantity complexType) |
Quantity Unit is the unit of measure applicable for the quantity on the Transaction.
|
|||||||||||||
quantityUnit (defined in UnitQuantity complexType) |
Quantity Unit is the unit of measure applicable for the quantity on the Transaction.
|
|||||||||||||
|
Allows information about how the price was quoted to be provided.
|
||||||||||||||
quote (defined in FxOptionPremium complexType) |
This is the option premium as quoted.
|
|||||||||||||
quote (in publicDisclosure) |
Pricing information for the trade.
|
|||||||||||||
|
Pricing information for the trade.
|
||||||||||||||
quote (in standardProduct) |
Pricing information for the trade.
|
|||||||||||||
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.
|
|||||||||||||
quoteBasis (in quotedCurrencyPair in exchangeRate defined in TradeUnderlyer2 complexType) |
The method by which the exchange rate is quoted.
|
|||||||||||||
quoteBasis (in strike in linearPayoffRegion in fxAccrualForward) |
The Quoted Currency Pair that is used across the product.
|
|||||||||||||
quotedCurrencyPair (defined in ExchangeRate complexType) |
Defines the two currencies for an FX trade and the quotation relationship between the two currencies.
|
|||||||||||||
quotedCurrencyPair (defined in ExchangeTradedContractUnderlyer 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.
|
|||||||||||||
quotedCurrencyPair (defined in FxRate complexType) |
Defines the two currencies for an FX trade and the quotation relationship between the two currencies.
|
|||||||||||||
quotedCurrencyPair (defined in FxTriggerBase complexType) |
Defines the two currencies for an FX trade and the quotation relationship between the two currencies.
|
|||||||||||||
quotedCurrencyPair (defined in TradeUnderlyer2 complexType) |
Describes the composition of a rate that has been quoted.
|
|||||||||||||
quotedCurrencyPair (in crossRate in observable) |
|
|||||||||||||
quotedCurrencyPair (in exchangeRate defined in TradeUnderlyer2 complexType) |
Defines the two currencies for an FX trade and the quotation relationship between the two currencies.
|
|||||||||||||
|
A currency Pair the straddle is based on.
|
||||||||||||||
|
The Quoted Currency Pair that is used accross the product.
|
||||||||||||||
|
FX rate to be observed.
|
||||||||||||||
quotedCurrencyPair (in touch) |
Defines the two currencies for an FX trade and the quotation relationship between the two currencies.
|
|||||||||||||
|
The optional units that the measure is expressed in.
|
||||||||||||||
|
The exchange rate used to cross between the traded currencies.
|
||||||||||||||
rate (defined in ExchangeRate complexType) |
The rate of exchange between the two currencies of the leg of a deal.
|
|||||||||||||
|
The rate of exchange between the two currencies of the leg of a deal.
|
||||||||||||||
rate (in exchangeRate defined in TradeUnderlyer2 complexType) |
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.
|
||||||||||||||
|
The base element for the floating rate calculation definitions.
|
||||||||||||||
|
Specifies the terms of the initial price of the return type swap and of the subsequent valuations of the underlyer.
|
||||||||||||||
|
An information source for obtaining a market 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.
|
||||||||||||||
|
The contract specifies whether which price must satisfy the boundary condition.
|
||||||||||||||
reason (defined in Exception.model group) |
An instance of the Reason type used to record the nature of any errors associated with a message.
|
|||||||||||||
reason (defined in ReportingStatus complexType) |
Used to describe and validation errors or warnings associated with the message for the regime.
|
|||||||||||||
|
The reason for any dispute or change in verification status.
|
||||||||||||||
reason (in withdrawal) |
|
|||||||||||||
|
A machine interpretable error code.
|
||||||||||||||
|
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.
|
||||||||||||||
|
Specifies the reference Amount when this term either corresponds to the standard ISDA Definition (either the 2002 Equity Definition for the Equity Amount, or the 2000 Definition for the Interest Amount), or points to a term defined elsewhere in the swap document.
|
||||||||||||||
referenceCurrency (defined in FxCashSettlement complexType) |
|
|||||||||||||
referenceCurrency (defined in FxCashSettlementSimple complexType) |
Reference Currency.
|
|||||||||||||
referenceEntity (defined in CreditEventNoticeDocument complexType) |
|
|||||||||||||
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.
|
|||||||||||||
referenceEntity (defined in TradeUnderlyer2 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).
|
||||||||||||||
|
Reference level is the number of degree-days (in the case of HDD and CDD) or inches/millimeters (in the case of CPD) on which the differential is calculated.
|
||||||||||||||
|
If Reference Level Equals Zero is specified to be applicable then CPD means, for any day during the Calculation Period, (A) 1 if the Daily Precipitation for that day is greater than or equal to the CPD Reference Level or (B) zero if the the Daily Precipitation for that day is less than the CPD Reference Level.
|
||||||||||||||
|
||||||||||||||
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.
|
||||||||||||||
|
||||||||||||||
|
This element contains all the reference pool items to define the reference entity and reference obligation(s) in the basket
|
||||||||||||||
|
||||||||||||||
|
The strike of an option when expressed by reference to a swap curve.
|
||||||||||||||
|
Identifies the reporting regime under which this data is reported.
|
||||||||||||||
|
A code for a grouping of countries to which this belongs.
|
||||||||||||||
|
The ID assigned by the regulator (e.g.
|
||||||||||||||
regulation (defined in ReportingStatus complexType) |
Identifies the reporting regime under which this data is reported.
|
|||||||||||||
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
All the regulations that this trade should be reported under.
|
||||||||||||||
|
||||||||||||||
|
Used to report that a regulatory reporting message (e.g. regulatory disclosure or withdrawal) was processed successfully, and the status of reporting to any regulators.
|
||||||||||||||
|
Used to report that a regulatory reporting message was not processed successfully, and the reasons for that.
|
||||||||||||||
|
Used to report the status of reporting on a trade to any regulators.
|
||||||||||||||
|
This element indicates whether the notional amount (or equivalent) is constant across each Calculation Period or whether the notional amount in each Calculation Period ("false") is the notional amount in the previous period multiplied by 1 + commodity index return in the current period ("true").
|
||||||||||||||
|
A short form unique identifier for a related exchange.
|
||||||||||||||
relatedParty (defined in ReportingRegime complexType) |
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.
|
||||||||||||||
|
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.
|
||||||||||||||
relativeDate (defined in AdjustableOrRelativeDate complexType) |
A date specified as an offset to another date (the anchor date).
|
|||||||||||||
relativeDate (in fixingDates) |
A series of dates specified as a repeating sequence from a base date.
|
|||||||||||||
relativeDates (defined in AdjustableOrRelativeDates complexType) |
A series of dates specified as some offset to another series of dates (the anchor dates).
|
|||||||||||||
relativeDates (defined in AdjustableRelativeOrPeriodicDates complexType) |
A series of dates specified as some offset to another series of dates (the anchor dates).
|
|||||||||||||
relativeDates (defined in AdjustableRelativeOrPeriodicDates2 complexType) |
A series of dates specified as some offset to another series of dates (the anchor dates).
|
|||||||||||||
relativeDateSequence (defined in AdjustableRelativeOrPeriodicDates complexType) |
A series of dates specified as some offset to other dates (the anchor dates) which can
|
|||||||||||||
relativeDateSequence (in valuationDate defined in EquityValuation complexType) |
A date specified in relation to some other date defined in the document (the anchor date), where there is the opportunity to specify a combination of offset rules.
|
|||||||||||||
|
A reference to the return swap notional determination method defined elsewhere in this document.
|
||||||||||||||
|
A reference to the return swap notional amount defined elsewhere in this document.
|
||||||||||||||
|
Indicates whether the settlement schedule is relative to the expiry schedule or the expiry schedule is relative to the settlement schedule.
|
||||||||||||||
|
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 amount which represents the portion of the Old Contract not being novated.
|
||||||||||||||
|
The number of options which represent the portion of the Old Contract not being novated.
|
||||||||||||||
|
The number of options which represent the portion of the Old Contract not being novated.
|
||||||||||||||
|
||||||||||||||
|
A reference to the reporting party.
|
||||||||||||||
reportingPurpose (defined in ReportingRegime complexType) |
The reason this message is being sent, for example Snapshot, PET, Confirmation, RealTimePublic.
|
|||||||||||||
reportingPurpose (defined in ReportingStatus complexType) |
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.
|
||||||||||||||
|
Allows the organization to specify which if any relevant regulators or other supervisory bodies this is relevant for, and what reporting rules apply.
|
||||||||||||||
|
Allows the organization to specify which if any relevant regulators or other supervisory bodies this is relevant for, and what reporting rules apply.
|
||||||||||||||
|
DEPRECATED.
|
||||||||||||||
reportingRole (defined in ReportingRegime complexType) |
Identifies the role of this party in reporting this trade for this regulator; roles could include ReportingParty and Voluntary reporting.
|
|||||||||||||
reportingRole (defined in ReportingRegimeIdentifier complexType) |
Identifies the role of this party in reporting this trade for this regulator; roles could include ReportingParty and Voluntary reporting.
|
|||||||||||||
reportingRole (defined in ReportingStatus complexType) |
>Identifies the role of this party in reporting this trade for this regulator; roles could include ReportingParty and Voluntary reporting.
|
|||||||||||||
|
Information about how the position is being reported to regulators.
|
||||||||||||||
|
Information about how the position is being reported to regulators.
|
||||||||||||||
|
Information about how the position is being reported to regulators.
|
||||||||||||||
|
||||||||||||||
|
Date and time of the request for admission to trading on the trading venue.
|
||||||||||||||
|
Whether the issuer of the financial instrument has requested or approved the trading or admission to trading of their financial instruments on a trading venue.
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
Used to request the status of reporting on a trade to any regulators.
|
||||||||||||||
|
The reset dates schedule.
|
||||||||||||||
|
||||||||||||||
|
The frequency at which reset dates occur.
|
||||||||||||||
|
||||||||||||||
resetFrequency (in resetDates) |
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.
|
||||||||||||||
|
||||||||||||||
|
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).
|
||||||||||||||
|
Specifies the conditions under which dividend affecting the underlyer will be paid to the receiver of the amounts.
|
||||||||||||||
|
An inflation rate calculation definition.
|
||||||||||||||
|
Return amounts of the return type swap.
|
||||||||||||||
|
Specifies the structure of a return type swap.
|
||||||||||||||
|
An placeholder for the actual Return Swap Leg definition.
|
||||||||||||||
|
Defines the type of return associated with the return swap.
|
||||||||||||||
risk (in deliveryConditions in coalPhysicalLeg) |
Specifies how the risk associated with the delivery is assigned.
|
|||||||||||||
risk (in deliveryConditions in metalPhysicalLeg) |
"Risk of loss" may also be used, equivalently, on confirmation documents.
|
|||||||||||||
|
Specifies how the risk associated with the delivery is assigned.
|
||||||||||||||
|
The category of the relationship.
|
||||||||||||||
|
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.
|
||||||||||||||
|
The scheduled date on which the credit protection will lapse.
|
||||||||||||||
|
A classification of additional risk classes of the trade, if any.
|
||||||||||||||
|
The sector classification of the mortgage obligation.
|
||||||||||||||
|
Identifies a security of implicit type (derivable from the security reference data).
|
||||||||||||||
|
The party that has sold.
|
||||||||||||||
|
The hub code of the has seller.
|
||||||||||||||
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.
|
|||||||||||||
sellerPartyReference (defined in BuyerSellerGeneric.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 (defined in IndexReferenceInformation complexType) |
Seniority of debt instruments comprising the index.
|
|||||||||||||
|
Seniority of debt instruments comprising the index.
|
||||||||||||||
|
The seniority.
|
||||||||||||||
seniority (in productSummary) |
DEPRECATED.
|
|||||||||||||
|
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.
|
||||||||||||||
|
The name of the service to which the message applies
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
A reference to the party that services/supports the account.
|
||||||||||||||
|
The Settlement Adjustment Style can be VariedStrike or VariedNotional.
|
||||||||||||||
settlementAmount (defined in SettlementAmountOrCurrency.model group) |
Settlement Amount
|
|||||||||||||
|
The total amount of settlement currency that will be paid over the life of the trade if calculable.
|
||||||||||||||
settlementCurrency (defined in CommodityExercise complexType) |
The currency into which the Commodity Option Transaction will settle.
|
|||||||||||||
settlementCurrency (defined in CommoditySwapDetails.model group) |
The currency into which the Commodity Swap Transaction will settle.
|
|||||||||||||
settlementCurrency (defined in EquityExerciseValuationSettlement complexType) |
The currency in which a cash settlement for non-deliverable forward and non-deliverable options.
|
|||||||||||||
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 SettlementAmountOrCurrency.model group) |
Settlement Currency for use where the Settlement Amount cannot be known in advance
|
|||||||||||||
|
The currency in which the commodity performance swap transaction will settle.
|
||||||||||||||
|
The currency into which the Commodity Option Transaction will settle.
|
||||||||||||||
|
The currency or currencies in which the product can settle.
|
||||||||||||||
|
||||||||||||||
|
The currency that stream settles in (to support swaps that settle in a currency different from the notional currency).
|
||||||||||||||
settlementDate (defined in EquityExerciseValuationSettlement complexType) |
The date when the option is to be settled relative to the valuation date.
|
|||||||||||||
settlementDate (defined in FxCashSettlement complexType) |
The date on which settlement is scheduled to occur
|
|||||||||||||
settlementDate (defined in OptionSettlement.model group) |
|
|||||||||||||
|
Date on which the bullion will settle.
|
||||||||||||||
|
The date on which settlement is scheduled to occur.
|
||||||||||||||
|
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).
|
||||||||||||||
|
||||||||||||||
|
The Settlement Level means either the cumulative number of Weather Index Units for each day in the Calculation Period (Cumulative) or the cumulative number of Weather Index Units for each day in the Calculation Period divided by the number of days in the Calculation Period (Average) or the maximum number of Weather Index Units for any day in the Calculation Period (Maximum) or the minimum number of Weather Index Units for any day in the Calculation Period.
|
||||||||||||||
|
Added to support CFTC Amendments to Part 43/45 (Published November 2020)
|
||||||||||||||
|
Specifies whether the process is to be physically settled or cash settled.
|
||||||||||||||
|
Specifies the delivery time periods (normally used for electricity swaps).
|
||||||||||||||
|
For an electricity transaction, the fixed price for one or more groups of Settlement Periods on which fixed payments are based.
|
||||||||||||||
|
A provision that allows the specification of settlement terms, occuring when the settlement currency is different to the notional currency of the trade.
|
||||||||||||||
settlementType (defined in EquityExerciseValuationSettlement complexType) |
How the option will be settled.
|
|||||||||||||
settlementType (defined in OptionSettlement.model group) |
|
|||||||||||||
settlementType (in future) |
Settlement method for the contract (Cash, Physical).
|
|||||||||||||
|
How the trade settles (cash or physical).
|
||||||||||||||
settlementType (in option) |
Settlement method for the contract (Cash, Physical).
|
|||||||||||||
|
||||||||||||||
|
Classification of the transaction as a short sale or not and, if short, of the type of transaction.
|
||||||||||||||
side (defined in QuotationCharacteristics.model group) |
The side (bid/mid/ask) of the measure.
|
|||||||||||||
side (defined in SwapCurveValuation complexType) |
The side (bid/mid/ask) of the measure.
|
|||||||||||||
|
Specifies a single fixed amount that is payable by the buyer to the seller on the fixed rate payer payment date.
|
||||||||||||||
|
Describes the swap's underlyer when it has only one asset component.
|
||||||||||||||
|
Size of the trade package.
|
||||||||||||||
|
||||||||||||||
|
Indicates the size of the resource in bytes.
|
||||||||||||||
|
||||||||||||||
|
Indicates how the product was original sold as a Put or a Call.
|
||||||||||||||
|
The SCoTA cargo origin, mining region, mine(s), mining complex(es), loadout(s) or river dock(s) or other point(s) of origin that Seller and Buyer agree are acceptable origins for the Coal Product.
|
||||||||||||||
|
If present and true, then special dividends and memorial dividends are applicable.
|
||||||||||||||
|
Defines a specific rate.
|
||||||||||||||
|
A short form unique identifier for a specified exchange.
|
||||||||||||||
|
The 'specified Price' describes the nature of the underlying price that is observed.
|
||||||||||||||
|
The price per share, index or basket observed on the trade or effective date.
|
||||||||||||||
|
An optional element used for FX forwards and certain types of FX OTC options.
|
||||||||||||||
spotRate (defined in ExchangeRate complexType) |
An element used for FX forwards and certain types of FX OTC options.
|
|||||||||||||
spotRate (in exchangeRate defined in TradeUnderlyer2 complexType) |
An element used for FX forwards and certain types of FX OTC 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.
|
||||||||||||||
spread (defined in FloatingLegCalculation complexType) |
The spread over or under the Commodity Reference Price for this leg of the trade.
|
|||||||||||||
spread (defined in SwapCurveValuation complexType) |
Spread in basis points over the floating rate index.
|
|||||||||||||
spread (in priceTerms) |
|
|||||||||||||
spread (in strike in creditDefaultSwapOption) |
The strike of a credit default swap option or credit swaption when expressed as a spread per annum.
|
|||||||||||||
|
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.
|
||||||||||||||
|
spreadConversionFactor should be used when the unit of measure of the Commodity Reference Price and the unit of measure in which the spread is quoted are different.
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
The spread percentage over or under the Commodity Reference Price for this leg of the trade.
|
||||||||||||||
spreadSchedule (defined in FloatingRate.model group) |
The ISDA Spread or a Spread schedule expressed as explicit spreads and dates.
|
|||||||||||||
|
The ISDA Spread or a Spread schedule expressed as explicit spreads and dates.
|
||||||||||||||
|
spreadUnit should be used when the unit of measure of the Commodity Reference Price and the unit of measure in which the spread is quoted are different.
|
||||||||||||||
|
Deprecated: Standard product - for use in Transparency reporting to define a product that represents a standardized OTC derivative transaction whose economics do not need to be fully described using an FpML schema because they are implied by the product ID.
|
||||||||||||||
|
Indicates if the reference obligation is a Standard Reference Obligation.
|
||||||||||||||
startDate (defined in ParametricSchedule.model group) |
Start of the schedule.
|
|||||||||||||
|
Start date of the execution period/window.
|
||||||||||||||
|
||||||||||||||
startingDate (in earlyTermination in returnSwap) |
Specifies the date from which the early termination clause can be exercised.
|
|||||||||||||
|
Specifies the hour-ending Start Time with respect to a range of Settlement Periods.
|
||||||||||||||
|
A country subdivision used in postal addresses in some countries.
|
||||||||||||||
status (defined in ReportingStatus complexType) |
Describes the extent to which this trade is being reported to the regime (e.g.
|
|||||||||||||
|
The current state of the service (e.g.
|
||||||||||||||
status (in statusItem) |
An event status value.
|
|||||||||||||
|
||||||||||||||
|
||||||||||||||
step (defined in NonNegativeSchedule complexType) |
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 non-negative rate or amount which becomes effective on the associated stepDate.
|
||||||||||||||
|
details of the straddle (underlying options).
|
||||||||||||||
|
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.
|
||||||||||||||
strike (defined in FxTargetLinearPayoffRegion complexType) |
Strike price of the Target.
|
|||||||||||||
strike (in bondOption) |
Strike of the the Bond Option.
|
|||||||||||||
|
Specifies the strike of the option on credit default swap.
|
||||||||||||||
|
Defines whether it is a price or level at which the option has been, or will be, struck.
|
||||||||||||||
strike (in fxAccrualOption) |
Defines the option strike price.
|
|||||||||||||
|
Defines the option strike price.
|
||||||||||||||
strike (in genericProduct) |
The option strike or strikes.
|
|||||||||||||
strike (in linearPayoffRegion in fxAccrualForward) |
The rate of exchange between the two currencies.
|
|||||||||||||
|
Specifies the price at which the option can be exercised.
|
||||||||||||||
strike (in physicalSettlement) |
Strike price of the Target.
|
|||||||||||||
|
The currency in which the strike of the option is expressed.
|
||||||||||||||
|
Specifies the strike date of this leg of the swap, used for forward starting swaps.
|
||||||||||||||
|
The price or level expressed as a percentage of the forward starting spot price.
|
||||||||||||||
strikePrice (defined in EquityStrike complexType) |
The price or level at which the option has been struck.
|
|||||||||||||
strikePrice (in price in strike in bondOption) |
The price or level at which the option has been struck.
|
|||||||||||||
strikePrice (in priceTerms) |
|
|||||||||||||
|
||||||||||||||
|
The currency amount of the strike price per unit.
|
||||||||||||||
strikeQuoteBasis (in strike in fxAccrualOption) |
The method by which the strike rate is quoted.
|
|||||||||||||
strikeQuoteBasis (in strike in fxOption) |
The method by which the strike rate is quoted.
|
|||||||||||||
strikeReference (defined in FxTargetConditionLevel.model group) |
Reference to a strike defined within the FX product.
|
|||||||||||||
|
Reference to an existing strike structure within the FX product.
|
||||||||||||||
|
The strike of a credit default swap option or credit swaption when expressed in reference to the spread of the underlying swap (typical practice in the case of single name swaps).
|
||||||||||||||
|
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.
|
||||||||||||||
|
Name suffix, such as Jr., III, etc.
|
||||||||||||||
supervisorRegistration (defined in ReportingRegime complexType) |
Identifies the specific regulator or other supervisory body for which this data is produced.
|
|||||||||||||
supervisorRegistration (defined in ReportingRegime complexType) |
Identifies the specific regulator or other supervisory body for which this data is produced.
|
|||||||||||||
supervisorRegistration (defined in ReportingRegimeIdentifier complexType) |
Identifies the specific regulator or other supervisory body for which this data is produced.
|
|||||||||||||
supervisorRegistration (defined in ReportingRegimeIdentifier complexType) |
Identifies the specific regulator or other supervisory body for which this data is produced.
|
|||||||||||||
supervisoryBody (defined in ReportingStatus complexType) |
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.
|
|||||||||||||
|
||||||||||||||
|
||||||||||||||
|
Family name, such as Smith or Jones.
|
||||||||||||||
|
A swap product definition.
|
||||||||||||||
|
||||||||||||||
|
Specifies whether or not the premium is to be paid in the style of payments under an interest rate swap contract.
|
||||||||||||||
|
The swap streams.
|
||||||||||||||
|
A swaption product definition.
|
||||||||||||||
|
Whether the option is a swaption or a swaption straddle.
|
||||||||||||||
|
||||||||||||||
|
Indicates that the electricity is intended to be supplied from the owned or controlled generation or pre-existing purchased power assets of the system specified.
|
||||||||||||||
|
A telephonic contact.
|
||||||||||||||
|
A tenor expressed with a standard business term (i.e.
|
||||||||||||||
tenorPeriod (defined in FxTenor.model group) |
A tenor expressed as a period type and multiplier (e.g. 1D, 1Y, etc.)
|
|||||||||||||
|
A tenor expressed as a period type and multiplier (e.g. 1D, 1Y, etc.)
|
||||||||||||||
tenorPeriod (in fxOption) |
A tenor expressed as a period type and multiplier (e.g. 1D, 1Y, etc.)
|
|||||||||||||
|
This may be used to describe why a trade was terminated.
|
||||||||||||||
|
||||||||||||||
terminationDate (defined in CommoditySwapDetails.model group) |
Specifies the termination date of this leg of the swap.
|
|||||||||||||
terminationDate (defined in DirectionalLeg complexType) |
Specifies the termination date of this leg of the swap.
|
|||||||||||||
|
Date and time when the financial instrument ceases to be traded or to be admitted to trading on the trading venue.
|
||||||||||||||
|
The last day of the term of the trade.
|
||||||||||||||
|
Specifies the termination date of the Commodity Option Transaction.
|
||||||||||||||
|
Specifies the termination date of the Commodity Option Transaction.
|
||||||||||||||
|
Specifies the termination date of the Commodity Option Transaction.
|
||||||||||||||
|
Specifies the Termination Date of the swap.
|
||||||||||||||
|
The latest of all of the termination (accrual end) dates of the constituent or underlying streams.
|
||||||||||||||
|
Specifies the termination date of the return swap.
|
||||||||||||||
time (defined in OffsetPrevailingTime complexType) |
|
|||||||||||||
time (defined in QuotationCharacteristics.model group) |
When the quote was observed or when a calculated value was generated.
|
|||||||||||||
|
Other timestamps for this trade.
|
||||||||||||||
|
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.
|
||||||||||||||
totalNotionalQuantity (defined in CommodityNotionalQuantity.model group) |
The Total Notional Quantity.
|
|||||||||||||
|
||||||||||||||
|
||||||||||||||
totalPhysicalQuantity (defined in CommodityFixedPhysicalQuantity.model group) |
The Total Quantity of the commodity to be delivered.
|
|||||||||||||
|
The Total Quantity of the commodity to be delivered.
|
||||||||||||||
totalPrice (in fixedLeg in commodityForward) |
The total amount of the fixed payment for all units of the underlying commodity.
|
|||||||||||||
totalPrice (in fixedLeg) |
The total amount of all fixed payments due during the term of the trade.
|
|||||||||||||
|
Volatility Cap Amount in accordance with the ISDA 2011 Equity Derivatives Definitions.
|
||||||||||||||
|
Volatility Cap Amount in accordance with the ISDA 2011 Equity Derivatives Definitions.
|
||||||||||||||
|
Defines one or more conditions underwhich the option will payout if exercisable.
|
||||||||||||||
|
Applies to U.S.
|
||||||||||||||
trade (defined in TradingEventsBase.model group) |
|
|||||||||||||
|
An element that allows the full details of the trade to be used as a mechanism for identifying the trade for which the post-trade event pertains
|
||||||||||||||
|
A full description of the amended trade (i.e. the trade after the amendment).
|
||||||||||||||
trade (in dataDocument) |
The root element in an FpML trade document.
|
|||||||||||||
trade (in publicDisclosure) |
The revised state of the trade or its final state for a lifecycle ending event
|
|||||||||||||
trade (in withdrawal) |
The full trade representation that is being withdrawn.
|
|||||||||||||
|
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 TradeChangeBase complexType) |
|
|||||||||||||
|
identifies the affected trade
|
||||||||||||||
|
identifies the affected trade
|
||||||||||||||
|
||||||||||||||
|
identifies the affected trade
|
||||||||||||||
|
identifies the affected trade
|
||||||||||||||
|
identifies the affected trade
|
||||||||||||||
|
A reference to a party trade ID.
|
||||||||||||||
|
Additional trade information that is shared by all parties.
|
||||||||||||||
|
Indicates how the parties to the trade (the counterparties) are related to each other with respect to this reporting regime, e.g.
|
||||||||||||||
|
A container since an individual trade can be referenced by two or more different partyTradeIdentifier elements - each allocated by a different party.
|
||||||||||||||
|
||||||||||||||
|
Classification of the pre-trade waiver, if any, that the transaction was executed under.
|
||||||||||||||
tranche (defined in IndexReferenceInformation complexType) |
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.
|
||||||||||||||
|
Specified the delivery conditions where the oil product is to be delivered by title transfer.
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
Defines one or more conditions under which the option will payout if exercisable.
|
||||||||||||||
trigger (in fxDigitalOption) |
Defines one or more conditions underwhich the option will payout if exercisable.
|
|||||||||||||
triggerRate (defined in FxTriggerBase 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 barrier 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.
|
|||||||||||||
|
For barrier options: the specification of how an option will trigger or expire based on the position of the spot rate relative to the trigger level.
|
||||||||||||||
type (defined in CoalProduct complexType) |
The type of coal product to be delivered by reference to a pre-defined specification.
|
|||||||||||||
type (defined in ElectricityProduct complexType) |
The type of electricity product to be delivered.
|
|||||||||||||
type (defined in GasProduct complexType) |
The type of gas to be delivered.
|
|||||||||||||
type (defined in OilProduct complexType) |
The type of oil product to be delivered.
|
|||||||||||||
type (defined in RelatedParty complexType) |
Additional definition refining the type of relationship.
|
|||||||||||||
type (defined in SpreadSchedule complexType) |
|
|||||||||||||
type (in corporateAction) |
|
|||||||||||||
|
The type of telephone number (work, personal, mobile).
|
||||||||||||||
|
||||||||||||||
unadjustedDate (defined in AdjustableDate complexType) |
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.
|
|||||||||||||
|
Unadjusted inclusive dividend period end date.
|
||||||||||||||
|
Unadjusted inclusive dividend period start date.
|
||||||||||||||
|
For use when varianceCap is applicable.
|
||||||||||||||
underlyer (defined in DirectionalLegUnderlyer complexType) |
Specifies the underlyer of the leg.
|
|||||||||||||
underlyer (defined in EquityDerivativeBase complexType) |
Specifies the underlying component, which can be either one or many and consists in either equity, index or convertible bond component, or a combination of these.
|
|||||||||||||
underlyer (defined in InterestRateStream complexType) |
Underlyer to support Rates TRS.
|
|||||||||||||
|
Underlyer of the option e.g. a listed future.
|
||||||||||||||
underlyer (in genericProduct) |
The set of underlyers to the trade that can be used in computing the trade's cashflows.
|
|||||||||||||
|
Underlyer of the option e.g. a listed future.
|
||||||||||||||
|
Specifies the underlying component of the leg, which can be either one or many and consists in either equity, index or convertible bond component, or a combination of these.
|
||||||||||||||
underlyer (in underlyers) |
|
|||||||||||||
|
Collateral associated with this underlyer.
|
||||||||||||||
|
Financing terms associated with this underlyer
|
||||||||||||||
|
Loan rate terms associated with this underlyer.
|
||||||||||||||
|
Specifies the notional (i.e. price * quantity) that is associated with each of the basket constituents.
|
||||||||||||||
|
Specifies the price that is associated with each of the basket constituents.
|
||||||||||||||
|
Reference to the underlyer which is paying dividends.
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
Provides a link to the spread schedule used for this underlyer.
|
||||||||||||||
|
Indicates the role of the option buyer with regard to this underlyer.
|
||||||||||||||
|
Indicates the role of the option buyer with regard to this underlyer.
|
||||||||||||||
|
Define the underlying asset, either a listed security or other instrument.
|
||||||||||||||
|
||||||||||||||
|
Specifies the equity in which the convertible bond can be converted.
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
Weather Index Unit derived from one of the following variable methods of determination: Cooling Degree Day (CDD), Heating Degree Day (HDD), Critical Precipitation Day (CPD) as defined in Section 11.15 of the 2005 ISDA Commodity Definitions and User Guide.
|
||||||||||||||
|
Indicates that the electricity is intended to be supplied from a generation asset which can optionally be specified.
|
||||||||||||||
units (defined in CashflowNotional complexType) |
The units in which an amount (not monetary) is denominated.
|
|||||||||||||
units (in strike in genericProduct) |
The units in which an amount (not monetary) is denominated.
|
|||||||||||||
|
Used to indicate that the Reference obligation associated with the Credit Default Swap is currently not known.
|
||||||||||||||
|
All observations above this price level will be excluded from the variance calculation.
|
||||||||||||||
upperBound (defined in FxTargetRegionBound.model group) |
Defines the upper bound of a payoff region.
|
|||||||||||||
upperBound (defined in FxTargetRegionBound.model group) |
Defines the upper bound of a payoff region.
|
|||||||||||||
|
Indicates where the resource can be found, as a URL that references the information on a web server accessible to the message recipient.
|
||||||||||||||
|
A reference identifying a rule within a validation scheme
|
||||||||||||||
|
Valuation of the underlyer.
|
||||||||||||||
valuationDate (defined in EquityValuation complexType) |
The term "Valuation Date" is assumed to have the meaning as defined in the ISDA 2002 Equity Derivatives Definitions.
|
|||||||||||||
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.
|
|||||||||||||
valuationDates (defined in EquityValuation complexType) |
Specifies the interim equity valuation dates of a swap.
|
|||||||||||||
|
Defines when a price or index level will be observed that will figure in the return calculation.
|
||||||||||||||
|
Defines when a price or index level will be observed that will figure in the return calculation.
|
||||||||||||||
|
Specifies the final valuation price of the underlyer.
|
||||||||||||||
|
Specifies the final valuation price of the underlyer.
|
||||||||||||||
|
Specifies valuation.
|
||||||||||||||
|
The specific time of day at which the calculation agent values the underlying.
|
||||||||||||||
|
The time of day at which the calculation agent values the underlying, for example the official closing time of the exchange.
|
||||||||||||||
value (defined in Quotation.model group) |
The value of the the quotation.
|
|||||||||||||
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.
|
|||||||||||||
|
Specifies the value date of the Commodity Forward Transaction.
|
||||||||||||||
|
Specifies Variance.
|
||||||||||||||
|
Variance amount, which is a cash multiplier.
|
||||||||||||||
|
Specifies, in relation to each Payment Date, the variance percentage which, when multiplied times the notional amount is the amount to which the Payment Date relates.
|
||||||||||||||
|
If present and true, then variance cap is applicable.
|
||||||||||||||
|
Variance Leg.
|
||||||||||||||
|
Variance Leg.
|
||||||||||||||
|
Specifies the structure of a variance option.
|
||||||||||||||
|
Specifies the variance strike price when this strike is expressed in variance units.
|
||||||||||||||
|
||||||||||||||
|
Specifies the structure of a variance swap transaction supplement.
|
||||||||||||||
|
The variance swap details.
|
||||||||||||||
|
The currency of the varying notional amount, i.e. the notional amount being determined periodically based on observation of a spot currency exchange rate.
|
||||||||||||||
|
Vega Notional means the currency and amount specified as such in the related Confirmation.
|
||||||||||||||
|
Vega Notional represents the approximate gain/loss at maturity for a 1% difference between RVol (realised vol) and KVol (strike vol).
|
||||||||||||||
|
Vega Notional represents the approximate gain/loss at maturity for a 1% difference between RVol(realised vol) and KVol (strike vol).
|
||||||||||||||
|
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.
|
||||||||||||||
|
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
|
|||||||||||||
|
||||||||||||||
|
A trade identifier accompanied by a version number.
|
||||||||||||||
|
Applies to U.S.
|
||||||||||||||
|
Specifies Volatility.
|
||||||||||||||
|
Volatility Cap needs to be specified in accordance with the ISDA 2011 Equity Derivatives Definitions.
|
||||||||||||||
|
Volatility Cap Factor in accordance with the ISDA 2011 Equity Derivatives Definitions.
|
||||||||||||||
|
||||||||||||||
|
Specifies the volatility strike price when this strike is expressed in standard deviation units.
|
||||||||||||||
|
||||||||||||||
|
Volatility Strike Price in accordance with the ISDA 2011 Equity Derivatives Definitions.
|
||||||||||||||
|
||||||||||||||
|
Defines the underlying asset when it is a warrant.
|
||||||||||||||
|
||||||||||||||
|
Specifies where the data (e.g.
|
||||||||||||||
|
Specifies where the data (e.g.
|
||||||||||||||
|
Defining the Weather Index Level or Weather Index Strike Level.
|
||||||||||||||
|
Weather Index strike price level is specified in terms of weather index units (e.g. 1 Days, 3 Inches, etc.)
|
||||||||||||||
|
A weather leg element of a Commodity Swap defines Weather Index Swap transactions.
|
||||||||||||||
|
||||||||||||||
|
Defines the price per weather index unit.
|
||||||||||||||
|
||||||||||||||
|
The location at which the transfer of the title to the commodity takes place.
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
The date and time the public report was withdrawn from the public tape.
|
||||||||||||||
|
For a WET Voyager Charter Commodity Swap, the number of Worldscale Points for purposes of the calculation of a Fixed 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.
|
||||||||||||
|
Specifies the amount of the fee along with, when applicable, the formula that supports its determination.
|
||||||||||||
|
A type that represents a physical postal address.
|
||||||||||||
|
A type defining the basic content for a message sent to inform another system that some exception has been detected.
|
||||||||||||
|
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 describing a date defined as subject to adjustment or defined in reference to another date through one or several date offsets.
|
||||||||||||
|
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 series of dates, either as a list of adjustable dates, or a as a repeating sequence from a base 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 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, or as a set of factors to specify periodic occurences.
|
||||||||||||
|
Information about whether and when a product was admitted to trading on a facility.
|
||||||||||||
|
||||||||||||
|
Code that describes what type of allocation applies to the 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 nominal amount with a reference.
|
||||||||||||
|
Specifies a reference to a monetary amount.
|
||||||||||||
|
A type defining a currency amount or a currency amount schedule.
|
||||||||||||
|
Speccifies the list ofregulations the trade is subject to reporting.
|
||||||||||||
|
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.
|
||||||||||||
|
Reference to an underlying asset.
|
||||||||||||
|
To indicate the limitation percentage and limitation period.
|
||||||||||||
|
The average price leg of an average price commodity bullion or non-precious metal forward transaction.
|
||||||||||||
|
||||||||||||
|
Some kind of numerical measure about an asset, eg. its NPV, together with characteristics of that measure.
|
||||||||||||
|
A type describing the underlyer features of a basket swap.
|
||||||||||||
|
A structure indicating that the basket underlyer of the trade has changed due to client trading activity
|
||||||||||||
|
A type describing each of the constituents of a basket.
|
||||||||||||
|
||||||||||||
|
||||||||||||
|
CDS Basket Reference Information
|
||||||||||||
|
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 Bond Option
|
||||||||||||
|
A complex type to specify the strike of a bond or convertible bond option.
|
||||||||||||
|
A type describing correlation bounds, which form a cap and a floor on the realized correlation.
|
||||||||||||
|
A type describing variance bounds, which are used to exclude money price values outside of the specified range In a Up Conditional Swap Underlyer price must be equal to or higher than Lower Barrier In a Down Conditional Swap Underlyer price must be equal to or lower than Upper Barrier In a Corridor Conditional Swap Underlyer price must be equal to or higher than Lower Barrier and must be equal to or lower than Upper Barrier.
|
||||||||||||
|
A scheme defining where bullion is to be delivered for a Bullion Transaction.
|
||||||||||||
|
Physically settled leg of a physically settled Bullion Transaction.
|
||||||||||||
|
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 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.
|
||||||||||||
|
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.
|
||||||||||||
|
An abstract base class for all calculated money amounts, which are in the currency of the cash multiplier of the calculation.
|
||||||||||||
|
A type definining the parameters used in the calculation of fixed or floating calculation period amounts.
|
||||||||||||
|
Abstract base class for all calculation from observed values.
|
||||||||||||
|
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 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.
|
||||||||||||
|
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 defining an interest rate cap, floor, or cap/floor strategy (e.g. collar) product.
|
||||||||||||
|
||||||||||||
|
The notional/principal value/quantity/volume used to compute the cashflow.
|
||||||||||||
|
A coding scheme used to describe the type or purpose of a cash flow or cash flow component.
|
||||||||||||
|
Abstract base type for non-negotiated trade change descriptions
|
||||||||||||
|
A classified non negative payment.
|
||||||||||||
|
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.
|
||||||||||||
|
The physical delivery conditions for coal.
|
||||||||||||
|
A scheme identifying the types of the Delivery Point for a physically settled coal trade.
|
||||||||||||
|
Physically settled leg of a physically settled coal transaction.
|
||||||||||||
|
A type defining the characteristics of the coal being traded in a physically settled gas transaction.
|
||||||||||||
|
A scheme identifying the sources of coal for a physically settled coal trade.
|
||||||||||||
|
A scheme identifying the types of coal for a physically settled coal trade.
|
||||||||||||
|
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 describing the commission that will be charged for each of the hedge transactions.
|
||||||||||||
|
A type describing a commodity underlying asset.
|
||||||||||||
|
A type for defining exercise procedures associated with an American style exercise of a commodity option.
|
||||||||||||
|
The specification of how a barrier option will trigger (that is, knock-in or knock-out) or expire based on the position of the spot rate relative to trigger level.
|
||||||||||||
|
||||||||||||
|
Describes the swap's underlyer when it has multiple asset components.
|
||||||||||||
|
Abstract base class for all underlying assets.
|
||||||||||||
|
||||||||||||
|
||||||||||||
|
||||||||||||
|
||||||||||||
|
||||||||||||
|
||||||||||||
|
A parametric representation of the Calculation Periods for on Asian option or a leg of a swap.
|
||||||||||||
|
A type containing all commodity classification codes belonging to a specific commodity classification system.
|
||||||||||||
|
A type used to identify commodities.
|
||||||||||||
|
A scheme identifying the types of the Delivery Point for a physically settled commodity trade.
|
||||||||||||
|
A scheme identifying how the parties to the trade aportion responsibility for the delivery of the commodity product (for example Free On Board, Cost, Insurance, Freight)
|
||||||||||||
|
Defined the conditions under which the digital option can triggers and, if triggered, what payment results.
|
||||||||||||
|
The parameters for defining how the commodity digital option can be exercised.
|
||||||||||||
|
Defines the digital commodity option product type.
|
||||||||||||
|
A type for defining exercise procedures associated with a European style exercise of a commodity option.
|
||||||||||||
|
The parameters for defining how the commodity option can be exercised, how it is priced and how it is settled.
|
||||||||||||
|
The parameters for defining how the commodity option can be exercised, how it is priced and how it is settled.
|
||||||||||||
|
||||||||||||
|
||||||||||||
|
A type defining the Commodity Fixed Price.
|
||||||||||||
|
Commodity Forward
|
||||||||||||
|
Frequency Type for use in Pricing Date specifications.
|
||||||||||||
|
A type defining a hub or other reference for a physically settled commodity trade.
|
||||||||||||
|
A scheme identifying the code for a hub or other reference for a physically settled commodity trade.
|
||||||||||||
|
A type describing the interest rate leg (a.k.a fee leg) of the commodity performance swap.
|
||||||||||||
|
Abstract base class for all commodity legs
|
||||||||||||
|
||||||||||||
|
A complex type to specify the notional amount.
|
||||||||||||
|
Commodity Notional.
|
||||||||||||
|
Defines a commodity option product type.
|
||||||||||||
|
A type describing a commodity performance swap in which one leg pays out based on the return on a reference commodity index or commodity reference price.
|
||||||||||||
|
A product with which to represent return swaps, total return swaps and excess return swaps.
|
||||||||||||
|
||||||||||||
|
Abstract base class for all commodity performance swap legs.
|
||||||||||||
|
The parameters for defining the expiration date(s) and time(s) for an American style option.
|
||||||||||||
|
The parameters for defining the expiration date(s) and time(s) for a European style option.
|
||||||||||||
|
The parameters for defining how the physically-settled commodity option can be exercised and how it is settled.
|
||||||||||||
|
A type defining the physical quantity of the commodity to be delivered.
|
||||||||||||
|
An abstract base class for physical quantity types.
|
||||||||||||
|
The pipeline through which the physical commodity will be delivered.
|
||||||||||||
|
The commodity option premium payable by the buyer to the seller.
|
||||||||||||
|
The dates on which prices are observed for the underlyer.
|
||||||||||||
|
A scheme identifying the grade of physical commodity product to be delivered.
|
||||||||||||
|
A type for defining the frequency at which the Notional Quantity is deemed to apply for purposes of calculating the Total Notional Quantity.
|
||||||||||||
|
||||||||||||
|
A type describing the return leg of a commodity return swap.
|
||||||||||||
|
||||||||||||
|
A type specifying the date from which the early termination clause can be exercised.
|
||||||||||||
|
The commodity swap product model is designed to support fixed-float swaps, float-float swaps, fixed vs. physical swaps, float vs. physical swaps as well as, weather specific swaps.
|
||||||||||||
|
Commodity Swaption.
|
||||||||||||
|
||||||||||||
|
The barrier which, when breached, triggers the knock-in or knock-out of the barrier option.
|
||||||||||||
|
The dates on which prices are observed for the underlyer.
|
||||||||||||
|
||||||||||||
|
A type describing the variance leg of a commodity variance swap.
|
||||||||||||
|
Specifies the compounding method and the compounding rate.
|
||||||||||||
|
A type defining a compounding rate.
|
||||||||||||
|
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.
|
||||||||||||
|
||||||||||||
|
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 describing the correlation amount of a correlation swap.
|
||||||||||||
|
Correlation Amount.
|
||||||||||||
|
A type defining a correlation identifier and qualifying scheme
|
||||||||||||
|
A type describing return which is driven by a Correlation calculation.
|
||||||||||||
|
A Correlation Swap modelled using a single netted leg.
|
||||||||||||
|
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 complex type to support the credit default swap option.
|
||||||||||||
|
||||||||||||
|
A type defining a Credit Default Swap Index after a Credit Event.
|
||||||||||||
|
An event type that records the occurrence of a credit event notice.
|
||||||||||||
|
A message type defining the ISDA defined Credit Event Notice.
|
||||||||||||
|
A message type retracting a previous credit event notification.
|
||||||||||||
|
||||||||||||
|
A type that describes which credit event is taking place, e.g.
|
||||||||||||
|
A complex type to specify the strike of a credit swaption or a credit default swap option.
|
||||||||||||
|
||||||||||||
|
A party's credit rating.
|
||||||||||||
|
The repayment precedence of a debt instrument.
|
||||||||||||
|
A type that is used for including the currency exchange rates used to cross between the traded currencies for non-base currency FX contracts.
|
||||||||||||
|
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.
|
||||||||||||
|
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.
|
||||||||||||
|
List of Dates
|
||||||||||||
|
A type defining an offset used in calculating a date when this date is defined in reference to another date through a date offset.
|
||||||||||||
|
Reference to an identified date or a complex date structure.
|
||||||||||||
|
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 defines nearest Delivery Date of the underlying Commodity of expiration of the futures contract.
|
||||||||||||
|
Coding scheme that specifies the method according to which an amount or a date is determined.
|
||||||||||||
|
A reference to the return swap notional determination method.
|
||||||||||||
|
An abstract base class for all directional leg types with effective date, termination date, where a payer makes a stream of payments of greater than zero value to a receiver.
|
||||||||||||
|
An abstract base class for all directional leg types with effective date, termination date, and underlyer where a payer makes a stream of payments of greater than zero value to a receiver.
|
||||||||||||
|
An abstract base class for all directional leg types with effective date, termination date, and underlyer, where a payer makes a stream of payments of greater than zero value to a receiver.
|
||||||||||||
|
The data type used for dissemination identifiers.
|
||||||||||||
|
Floating Payment Leg of a Dividend Swap.
|
||||||||||||
|
A type describing the dividend payout ratio associated with an equity underlyer.
|
||||||||||||
|
Abstract base class of all time bounded dividend period types.
|
||||||||||||
|
A time bounded dividend period, with fixed strike and a dividend payment date per period.
|
||||||||||||
|
||||||||||||
|
A Dividend Swap Transaction Supplement.
|
||||||||||||
|
The abstract base type from which all FpML compliant messages and documents must be derived.
|
||||||||||||
|
A type defining an early termination provision for a swap.
|
||||||||||||
|
The physical delivery conditions for electricity.
|
||||||||||||
|
The physical delivery obligation options specific to a firm transaction.
|
||||||||||||
|
A scheme identifying the types of the Delivery Point for a physically settled electricity trade.
|
||||||||||||
|
The physical delivery obligation options specific to a system firm transaction.
|
||||||||||||
|
||||||||||||
|
The physical delivery obligation options specific to a unit firm transaction.
|
||||||||||||
|
Physically settled leg of a physically settled electricity transaction.
|
||||||||||||
|
The quantity of gas to be delivered.
|
||||||||||||
|
The specification of the electricity to be delivered.
|
||||||||||||
|
A flexible description of the type or characteristics of an option embbedded within another product.
|
||||||||||||
|
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.
|
||||||||||||
|
||||||||||||
|
A type defining the characteristics of the environmental allowance or credit being traded.
|
||||||||||||
|
TBD.
|
||||||||||||
|
For US Emissions Allowance Transactions.
|
||||||||||||
|
A type for defining exercise procedures associated with an American style exercise of an equity option.
|
||||||||||||
|
An exchange traded equity asset.
|
||||||||||||
|
A type for defining exercise procedures associated with a Bermuda style exercise of an equity option.
|
||||||||||||
|
A type for defining the common features of equity derivatives.
|
||||||||||||
|
type for defining the common features of equity derivatives.
|
||||||||||||
|
A type for defining short form equity option basic features.
|
||||||||||||
|
A type for defining exercise procedures associated with a European style exercise of an equity option.
|
||||||||||||
|
A type for defining exercise procedures for equity options.
|
||||||||||||
|
A type for defining equity forwards.
|
||||||||||||
|
A type for defining the multiple exercise provisions of an American or Bermuda style equity option.
|
||||||||||||
|
A type for defining equity option transaction supplements.
|
||||||||||||
|
A type used to describe the amount paid for an equity option.
|
||||||||||||
|
A type for defining the strike price for an equity option.
|
||||||||||||
|
A type for defining Equity Swap Transaction Supplement
|
||||||||||||
|
A type for defining how and when an equity option is to be valued.
|
||||||||||||
|
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 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).
|
||||||||||||
|
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.
|
||||||||||||
|
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.
|
||||||||||||
|
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.
|
||||||||||||
|
||||||||||||
|
Indicates whether the Principal Exchange on the inflation leg is floored or not.
|
||||||||||||
|
The common components of a financially settled leg of a Commodity Swap.
|
||||||||||||
|
||||||||||||
|
Fixed payment amount within a Dividend Swap.
|
||||||||||||
|
Fixed Payment Leg of a Dividend Swap.
|
||||||||||||
|
Fixed Price Leg of a Commodity Swap.
|
||||||||||||
|
The calculation period fixed rate.
|
||||||||||||
|
||||||||||||
|
||||||||||||
|
A type to capture details relevant to the calculation of the floating price.
|
||||||||||||
|
Floating Price Leg of a Commodity Swap.
|
||||||||||||
|
A type defining a floating rate.
|
||||||||||||
|
A type defining the floating rate and definitions relating to the calculation of floating rate amounts.
|
||||||||||||
|
Reference to a floating rate calculation of interest calculation component.
|
||||||||||||
|
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.
|
||||||||||||
|
Accrual calculation process.
|
||||||||||||
|
An FX Accrual Digital Option product The product defines a list of fixing (or observation) dates.
|
||||||||||||
|
The product defines a schedule of expiry and delivery dates which specify settlement periods.
|
||||||||||||
|
A fixing region in which the payoff varies linearly with the fixing value.
|
||||||||||||
|
An FX Accrual Option product The product defines a list of fixing (or observation) dates.
|
||||||||||||
|
||||||||||||
|
A shared type between accrual forwards and options where the FX accrual strike reference can point to.
|
||||||||||||
|
Describes a european trigger applied to an FX digtal option.
|
||||||||||||
|
Defines the expiry/observation schedule of the target.
|
||||||||||||
|
Describes the characteristics for american exercise of FX products.
|
||||||||||||
|
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.
|
||||||||||||
|
Reference to a barrier structure defined within the parametric representation.
|
||||||||||||
|
||||||||||||
|
A type that is used for including the currency exchange rates information used to cross between the traded currencies for non-base currency FX contracts.
|
||||||||||||
|
The representation of the schedule as an offset relative to another schedule.
|
||||||||||||
|
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.
|
||||||||||||
|
Indicates the direction who pays and receives a specific currency without specifying the amount.
|
||||||||||||
|
Defines the expiry date of the accrual.
|
||||||||||||
|
Defines the expiry/observation schedule of the target.
|
||||||||||||
|
Product model for a flexible-term fx forward (also known as callable forward, window forward).
|
||||||||||||
|
||||||||||||
|
||||||||||||
|
A type that describes the rate of exchange between the two currencies of the leg of a deal.
|
||||||||||||
|
Describes a contract on future levels of implied volatility.
|
||||||||||||
|
Level is expressed as Schedule, with an initial value and optional steps.
|
||||||||||||
|
Reference to a level structure.
|
||||||||||||
|
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.
|
||||||||||||
|
Describes an FX option with optional asian and barrier features.
|
||||||||||||
|
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.
|
||||||||||||
|
A type that describes the rate of exchange at which the option has been struck.
|
||||||||||||
|
FX Performance Fixed Leg describes Fixed FX Rate Payer and Fixed Rate.
|
||||||||||||
|
Floating FX Rate describes Fixed FX Rate Payer and Fixed Rate
|
||||||||||||
|
Describes an FX volatility and variance swap.
|
||||||||||||
|
Pivot is expressed as Schedule, with an initial value and optional steps.
|
||||||||||||
|
Reference to a pivot structure.
|
||||||||||||
|
An FX Range Accrual product.
|
||||||||||||
|
A type describing the rate of a currency conversion: pair of currency, quotation mode and exchange rate.
|
||||||||||||
|
||||||||||||
|
The FxSchedule may be expressed as explicit adjusted dates, or a parametric representation plus optional adjusted dates, or as an offset plus optional adusted dates.
|
||||||||||||
|
Reference to a FX Schedule structure.
|
||||||||||||
|
A type defining either a spot or forward FX transactions.
|
||||||||||||
|
Straddle details.
|
||||||||||||
|
Strike is expressed as Schedule, with an initial value and optional steps.
|
||||||||||||
|
A type that describes the rate of exchange at which the option has been struck.
|
||||||||||||
|
Reference to a strike structure.
|
||||||||||||
|
A type defining either a spot/forward or forward/forward FX swap transaction.
|
||||||||||||
|
||||||||||||
|
||||||||||||
|
A fixing region in which the payoff is a constant value (a binary|digital payoff, or zero).
|
||||||||||||
|
A structured forward product which consists of a strip of forwards.
|
||||||||||||
|
A fixing region in which the payoff varies linearly with the fixing value.
|
||||||||||||
|
||||||||||||
|
||||||||||||
|
||||||||||||
|
||||||||||||
|
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.
|
||||||||||||
|
The specification of the gas to be delivered.
|
||||||||||||
|
A scheme identifying the types of the Delivery Point for a physically settled gas trade.
|
||||||||||||
|
Physically settled leg of a physically settled gas transaction.
|
||||||||||||
|
The quantity of gas to be delivered.
|
||||||||||||
|
A type defining the characteristics of the gas being traded in a physically settled gas transaction.
|
||||||||||||
|
||||||||||||
|
Concrete type to support public/private identifiers and classification (ISIN, CFI, ...) for an instrument of unspecified type.
|
||||||||||||
|
||||||||||||
|
A flexible description of the type or characteristics of a commodity grade
|
||||||||||||
|
The data type used to hold the exercise style description of an option in a generic product (e.g.
|
||||||||||||
|
||||||||||||
|
||||||||||||
|
Simple product representation providing key information about a variety of different products.
|
||||||||||||
|
A type that is used for describing the exchange rate for a particular transaction.
|
||||||||||||
|
A type that describes the composition of a rate that has been quoted or is to be quoted.
|
||||||||||||
|
||||||||||||
|
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.
|
||||||||||||
|
Reference to a 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.
|
||||||||||||
|
Identification of the border(s) or border point(s) of a transportation contract.
|
||||||||||||
|
A type describing the method for accruing interests on dividends.
|
||||||||||||
|
Specifies the calculation method of the interest rate leg of the return swap.
|
||||||||||||
|
A type describing the fixed income leg of the equity swap.
|
||||||||||||
|
Component that holds the various dates used to specify the interest leg of the return swap.
|
||||||||||||
|
Reference to the calculation period dates of the interest leg.
|
||||||||||||
|
||||||||||||
|
A type defining the components specifiying an interest rate stream, including both a parametric and cashflow representation for the stream of payments.
|
||||||||||||
|
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 amount that will paid or received on each of the payment dates.
|
||||||||||||
|
Leg identity.
|
||||||||||||
|
Version aware identification of a leg.
|
||||||||||||
|
A type describing the liens associated with a loan facility.
|
||||||||||||
|
A limited version of the CDS type used as an underlyer to CDS options in Transparency view, to avoid requiring product type etc.
|
||||||||||||
|
A Variance Swap Transaction Supplement - limited form for use as underlyer to option on variance swap.
|
||||||||||||
|
A type describing a loan underlying asset.
|
||||||||||||
|
A complex type to specify the amount to be paid by the buyer of the option if the option is exercised prior to the Early Call Date (Typically applicable to the convertible bond options).
|
||||||||||||
|
A type to define an early termination provision for which exercise is mandatory.
|
||||||||||||
|
A scheme identifying the types of metal product for a physically settled metal trade.
|
||||||||||||
|
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.
|
||||||||||||
|
A type defining the characteristics of the metal product being traded in a physically settled metal transaction.
|
||||||||||||
|
The physical delivery conditions for the transaction.
|
||||||||||||
|
Physically settled leg of a physically settled Metal transaction.
|
||||||||||||
|
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 defining a currency amount with a reference.
|
||||||||||||
|
A type describing a mortgage asset.
|
||||||||||||
|
A type describing the typology of mortgage obligations.
|
||||||||||||
|
A type defining multiple exercises.
|
||||||||||||
|
||||||||||||
|
An abstract base class for all swap types which have a single netted leg, such as Variance Swaps, and Correlation Swaps.
|
||||||||||||
|
A type defining the content model for a request message that cannot be subsequently corrected or retracted.
|
||||||||||||
|
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.
|
||||||||||||
|
The details of a fixed payment.
|
||||||||||||
|
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 complex type to specify the notional amount.
|
||||||||||||
|
A reference to the notional amount.
|
||||||||||||
|
A reference to the notional amount.
|
||||||||||||
|
How a notional is to be reported for this reporting regime.
|
||||||||||||
|
A reference to the number of options.
|
||||||||||||
|
A reference to the number of units.
|
||||||||||||
|
||||||||||||
|
||||||||||||
|
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 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.
|
||||||||||||
|
Allows the specification of a time that may be on a day prior or subsequent to the day in question.
|
||||||||||||
|
The physical delivery conditions for an oil product.
|
||||||||||||
|
Physically settled leg of a physically settled oil product transaction.
|
||||||||||||
|
The physical delivery conditions specific to an oil product delivered by pipeline.
|
||||||||||||
|
The specification of the oil product to be delivered.
|
||||||||||||
|
The type of physical commodity product to be delivered.
|
||||||||||||
|
The physical delivery conditions specific to an oil product delivered by title transfer.
|
||||||||||||
|
||||||||||||
|
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.
|
||||||||||||
|
A type for defining the common features of options.
|
||||||||||||
|
Base type for options starting with the 4-3 release, until we refactor the schema as part of the 5-0 release series.
|
||||||||||||
|
A type for defining the strike price for an option as a numeric value without currency.
|
||||||||||||
|
A type for defining the strike price for an equity option.
|
||||||||||||
|
The type of option transaction (e.g.
|
||||||||||||
|
A type that an identifier for an order.
|
||||||||||||
|
A type that an order's identifier(s).
|
||||||||||||
|
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.
|
||||||||||||
|
Summary information about a trade package.
|
||||||||||||
|
A type that describes what thpe of package this is, e.g.
|
||||||||||||
|
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 containing multiple partyTradeIdentifier.
|
||||||||||||
|
A type defining party-specific additional information that may be recorded against a trade.
|
||||||||||||
|
A type for defining payments.
|
||||||||||||
|
An abstract base class for payment types.
|
||||||||||||
|
Base type for payments.
|
||||||||||||
|
A type defining parameters used to generate the payment dates schedule, including the specification of early or delayed payments.
|
||||||||||||
|
||||||||||||
|
The abstract base type from which all calculation rules of the independent amount must be derived.
|
||||||||||||
|
||||||||||||
|
A structure representing a pending dividend or coupon payment.
|
||||||||||||
|
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.
|
||||||||||||
|
The common components of a physically settled leg of a Commodity Forward.
|
||||||||||||
|
||||||||||||
|
The common components of a physically settled leg of a Commodity Swap.
|
||||||||||||
|
A type representing an arbitary grouping of trade references.
|
||||||||||||
|
The data type used for portfolio names.
|
||||||||||||
|
A type defining a positive money amount
|
||||||||||||
|
A type for defining a premium.
|
||||||||||||
|
A type that describes the option premium as quoted.
|
||||||||||||
|
A type for defining a time with respect to a geographic location, for example 11:00 Phoenix, USA.
|
||||||||||||
|
A type describing the strike price.
|
||||||||||||
|
The units in which a price is quoted.
|
||||||||||||
|
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.
|
||||||||||||
|
Specifies the principal exchange amount, either by explicitly defining it, or by point to an amount defined somewhere else in the swap document.
|
||||||||||||
|
Specifies each of the characteristics of the principal exchange cashflows, in terms of paying/receiving counterparties, amounts and dates.
|
||||||||||||
|
A type describing the principal exchange features of the return swap.
|
||||||||||||
|
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.
|
||||||||||||
|
||||||||||||
|
Reference to a full FpML product.
|
||||||||||||
|
Summary information about the product that was traded.
|
||||||||||||
|
||||||||||||
|
||||||||||||
|
||||||||||||
|
A type defining an acknowledgement to a regulatory reporting submission, e.g. regulatoryDisclosure or regulatoryWithdrawal.
|
||||||||||||
|
Information related to the public dissemination.
|
||||||||||||
|
||||||||||||
|
||||||||||||
|
||||||||||||
|
||||||||||||
|
||||||||||||
|
||||||||||||
|
This defines data elements not defined in CDE that describe option characteristics.
|
||||||||||||
|
Simple product representation providing key information about trade economics of any type of trade for regulatory reporting purposes.
|
||||||||||||
|
Simple product representation providing key information about trade economics of any type of trade for regulatory reporting purposes.
|
||||||||||||
|
||||||||||||
|
||||||||||||
|
All price term information is defined by CPMI-IOSCO CDE.
|
||||||||||||
|
Settlement details
|
||||||||||||
|
Fields related to sizing the product.
|
||||||||||||
|
At the moment all of the underlyer information is non-CDE, as CPMI-IOSCO CDE doesn not define underlier information.
|
||||||||||||
|
||||||||||||
|
A type representing a set of characteristics that describe a quotation.
|
||||||||||||
|
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 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.
|
||||||||||||
|
Specifies the reference amount using a scheme.
|
||||||||||||
|
||||||||||||
|
||||||||||||
|
CPD Reference Level: millimeters or inches of daily precipitation HDD Reference Level: degree-days CDD Reference Level: degree-days.
|
||||||||||||
|
||||||||||||
|
||||||||||||
|
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 complex type used to specify the option and convertible bond option strike when expressed in reference to a swap curve.
|
||||||||||||
|
A code that describes the world region of a counterparty.
|
||||||||||||
|
An identifier of a regulation used for regulatory reporting, for example CFTC_PART43, CFTC_PART45, CSA_2013, etc.
|
||||||||||||
|
Speccifies the trade is subject to this regulation.
|
||||||||||||
|
An ID assigned by a regulator to an organization registered with it.
|
||||||||||||
|
A type that can be used to identify the reporting status of a transaction.
|
||||||||||||
|
A type defining an acknowledgement to a regulatory reporting submission, e.g. regulatoryDisclosure or regulatoryWithdrawal.
|
||||||||||||
|
A type defining the basic content for a message sent to inform another system that some exception has been detected in a regulatory reporting message.
|
||||||||||||
|
A type defining message that can be used for returning the regulatory reporting status of a trade.
|
||||||||||||
|
A type defining the message used to request withdrawal from one or more jurisdictions.
|
||||||||||||
|
||||||||||||
|
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.
|
||||||||||||
|
A type describing a date when this date is defined in reference to another date through one or several date offsets.
|
||||||||||||
|
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.
|
||||||||||||
|
A type that provides identification for reporting regimes.
|
||||||||||||
|
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 describes what the requester would like to see done to implement the withdrawal, e.g.
|
||||||||||||
|
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 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.
|
||||||||||||
|
||||||||||||
|
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.
|
||||||||||||
|
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 describing the dividend return conditions applicable to the swap.
|
||||||||||||
|
A type defining the floating rate and definitions relating to the Return Calculation
|
||||||||||||
|
A type describing the return leg of a return type swap.
|
||||||||||||
|
A type describing the initial and final valuation of the underlyer.
|
||||||||||||
|
||||||||||||
|
A type describing return swaps including return swaps (long form), total return swaps, and variance swaps.
|
||||||||||||
|
A type describing the additional payment(s) between the principal parties to the trade.
|
||||||||||||
|
Specifies, in relation to each Payment Date, the amount to which the Payment Date relates.
|
||||||||||||
|
A type describing the components that are common for return type swaps, including short and long form return swaps representations.
|
||||||||||||
|
A type describing the date from which each of the party may be allowed to terminate the trade.
|
||||||||||||
|
A base class for all return leg types with an underlyer.
|
||||||||||||
|
Specifies the notional of return type swap.
|
||||||||||||
|
A reference to the return swap notional amount.
|
||||||||||||
|
A type describing the return payment dates of the swap.
|
||||||||||||
|
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 defining the Fixed Price applicable to a range or ranges of Settlement Periods.
|
||||||||||||
|
A type defining the specification of settlement terms, occuring when the settlement currency is different to the notional currency of the trade.
|
||||||||||||
|
TBA
|
||||||||||||
|
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 a single underlyer
|
||||||||||||
|
Adds an optional spread type element to the Schedule to identify a long or short spread value.
|
||||||||||||
|
Provides a reference to a spread schedule.
|
||||||||||||
|
Defines a Spread Type Scheme to identify a long or short spread value.
|
||||||||||||
|
Simple product representation providing key information about a variety of different products.
|
||||||||||||
|
A type specifying the date from which the early termination clause can be exercised.
|
||||||||||||
|
A type defining a step date and step value pair.
|
||||||||||||
|
A type that describes the set of street and building number information that identifies a postal address within a city.
|
||||||||||||
|
A type describing a schedule of cap or floor rates.
|
||||||||||||
|
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.
|
||||||||||||
|
A complex type to specify a valuation swap curve, which is used as part of the strike construct for the bond and convertible bond options.
|
||||||||||||
|
A type to define an option on a swap.
|
||||||||||||
|
A type that represents a telephonic contact.
|
||||||||||||
|
A type that describes why a trade terminated.
|
||||||||||||
|
The type or meaning of a timestamp.
|
||||||||||||
|
A geophraphic location for the purposes of defining a prevailing time according to the tz database.
|
||||||||||||
|
A type defining an FpML trade.
|
||||||||||||
|
A structure describing a negotiated amendment.
|
||||||||||||
|
A scheme used to categorize positions.
|
||||||||||||
|
A structure describing a trade change.
|
||||||||||||
|
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 type defining additional information that may be recorded against a trade.
|
||||||||||||
|
A structure describing a change to the size of a single leg or stream of a trade.
|
||||||||||||
|
A structure describing a change to the size of a single leg or stream of a trade.
|
||||||||||||
|
A structure describing a change to the size of a trade.
|
||||||||||||
|
A structure describing a novation.
|
||||||||||||
|
Allows timing information about when a trade was processed and reported to be recorded.
|
||||||||||||
|
Summary information about the trade.
|
||||||||||||
|
A generic trade timestamp
|
||||||||||||
|
The underlying asset/index/reference price etc. whose rate/price may be observed to compute the value of the cashflow.
|
||||||||||||
|
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 type describing the whole set of possible underlyers: single underlyers or multiple underlyers, each of these having either security or index components.
|
||||||||||||
|
A type describing interest payments associated with and underlyer, such as financing
|
||||||||||||
|
Defines stock loan information where this is required per underlyer.
|
||||||||||||
|
Reference to an underlyer
|
||||||||||||
|
Abstract base class for all underlying assets.
|
||||||||||||
|
||||||||||||
|
A type used to record information about a unit, subdivision, desk, or other similar business entity.
|
||||||||||||
|
A quantity and associated unit.
|
||||||||||||
|
A type defining a quantity and unit with a reference.
|
||||||||||||
|
A type holding a structure that is unvalidated
|
||||||||||||
|
A reference identifying a rule within a validation scheme.
|
||||||||||||
|
A type describing the variance amount of a variance swap.
|
||||||||||||
|
Calculation of a Variance Amount.
|
||||||||||||
|
A type describing return which is driven by a Variance Calculation.
|
||||||||||||
|
||||||||||||
|
A Variance Swap Transaction Supplement.
|
||||||||||||
|
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
|
||||||||||||
|
Under 2002 Definitions, When entering into the Transaction, the parties should specify whether, for purposes of determining the initial Share price, they are agreeing to (a) a specific initial price (in which case, the initialLevel element should be populated with the price) or (b) use the price of a Share at the close of the regular trading session on the Trade Date (in which case the closingLevel element should be populated as true) or (c) in the case of a forward starting transaction only, use the Official Settlement Price of the Expiring Contract on the Observation Start Date (in which case expiring Level element should be populated as true).
|
||||||||||||
|
||||||||||||
|
||||||||||||
|
||||||||||||
|
||||||||||||
|
The schedule of Calculation Period First Days and Lasts Days.
|
||||||||||||
|
The schedule of Calculation Period First Days and Lasts Days.
|
||||||||||||
|
A type defining the Weather Index Level or Weather Index Strike Level.
|
||||||||||||
|
||||||||||||
|
A weather leg of a Commodity Swap defines Weather Index Swap transactions.
|
||||||||||||
|
A type to capture details of the calculation of the Payment Amount on a Weather Index Transaction.
|
||||||||||||
|
A structure describing the removal of a trade from a service, such as a reporting service.
|
||||||||||||
|
A type defining party-specific additional information that may be recorded against a trade, for withdrawal purposes.
|
||||||||||||
|
A type that describes why a trade was withdrawn.
|
||||||||||||
Simple Type Summary |
||||||
|
The method of calculation to be used when averaging rates.
|
||||||
|
Defines which type of bullion is applicable for a Bullion Transaction.
|
||||||
|
The convention for adjusting any relevant date if it would otherwise fall on a day that is not a valid business day.
|
||||||
|
The type of calculation formula to use when combining multiple rates.
|
||||||
|
Describes the date source calendar for a contract whereby the prices are from the underlying commodity price source (e.g. exchange traded futures contract), but the dates are based off another calendar (e.g. the listed option on the futures contract).
|
||||||
|
||||||
|
The unit in which a commission is denominated.
|
||||||
|
A day type classification used in counting the number of days between two dates for a commodity transaction.
|
||||||
|
Barrier Knock In or Out.
|
||||||
|
Defines the value of the commodity return calculation formula as simple or compound.
|
||||||
|
The compounding calculation method
|
||||||
|
A type defining a number specified as a decimal between -1 and 1 inclusive.
|
||||||
|
A day of the seven-day week.
|
||||||
|
A day of the seven-day week, plus codes for weekends and weekdays.
|
||||||
|
A day type classification used in counting the number of days between two dates.
|
||||||
|
||||||
|
A type defining a decimal fraction (base 1).
|
||||||
|
Deprecated: In respect of a Transaction and a Commodity Reference Price, the relevant date or month for delivery of the underlying Commodity.
|
||||||
|
The type of nearby qualifier, expect to be used in conjunction with a nearby count.
|
||||||
|
||||||
|
Symbolic specification of early termination date.
|
||||||
|
The type of electricity product.
|
||||||
|
Upon the occurrence of an Abandonment of Scheme, as defined in clause (h)(iv) of the Emissions Annex, one of the following elections, the specific terms of which are set forth in clause (b)(iii) of the Emissions Annex, will govern the parties’ rights and obligations with respect to this Emissions Transaction.
|
||||||
|
Environmental Product (e.g. allowance, certificate or unit).
|
||||||
|
Specifies an additional Forward type.
|
||||||
|
||||||
|
The method by which the Flat Rate is calculated for a commodity freight transaction.
|
||||||
|
||||||
|
The method of FRA discounting, if any, that will apply.
|
||||||
|
Standard FX Spot and Forward offset conventions.
|
||||||
|
The Lower Bound Direction.
|
||||||
|
The Upper Bound Direction.
|
||||||
|
Target specific settlement adjustment method.
|
||||||
|
The specification of a time period containing values such as Today, Tomorrow etc.
|
||||||
|
The type of gas product.
|
||||||
|
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.
|
||||||
|
||||||
|
Defines applicable periods for interpolation.
|
||||||
|
Used for indicating the length unit in the Resource type.
|
||||||
|
LoadType is a summary of the full description of the settlement periods with respect to the region.
|
||||||
|
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
|
||||||
|
The conditions that govern the adjustment to the number of units of the equity swap.
|
||||||
|
Indicator as to the type of transaction in accordance with Articles 20(3)(a) and 21(5)(a) of Regulation (EU) 600/2014.
|
||||||
|
The specification of whether calculated rates are set relative to the beginning or end of a calculation period, or another date.
|
||||||
|
Specifies the type of the option.
|
||||||
|
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.
|
||||||
|
A type defining a percentage as base 100.
|
||||||
|
The specification of a time period
|
||||||
|
The specification of a time period containing additional values such as Term.
|
||||||
|
Constrains the forward point tick/pip factor to 1, 0.1, 0.01, 0.001, etc.
|
||||||
|
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.
|
||||||
|
Premium Type for Forward Start Equity Option
|
||||||
|
The mode of expression of a price.
|
||||||
|
Specifies whether the option is a call or a put.
|
||||||
|
The side from which perspective a value is quoted.
|
||||||
|
How an exchange rate is quoted.
|
||||||
|
The contract specifies whether which price must satisfy the boundary condition.
|
||||||
|
The specification of whether resets occur relative to the first or last day of a calculation period.
|
||||||
|
The type of return associated with the equity swap.
|
||||||
|
The convention for determining the sequence of calculation period end dates.
|
||||||
|
The base class for all types which define coding schemes that are allowed to be empty.
|
||||||
|
Shows how the transaction is to be settled when it is exercised.
|
||||||
|
The Specified Price in respect of a Transaction and a Commodity Reference Price.
|
||||||
|
The specification of how an FX OTC option strike price is quoted.
|
||||||
|
A string.
|
||||||
|
Specifies the type of the swaption.
|
||||||
|
The type of telephone number used to reach a contact.
|
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|
Defines points in the day when equity option exercise and valuation can occur.
|
||||||
|
A token.
|
||||||
|
A type defining a token of length between 1 and 60 characters inclusive.
|
||||||
|
The specification of whether an option will trigger or expire depending upon whether the spot rate is above or below the barrier rate.
|
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|
||||||
Element Group Summary |
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|
A model group defining agreement and effective dates.
|
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|
A group that specifies a name and an identifier for a given basket.
|
||||||||||
|
||||||||||
|
A group that specifies Bond Calculation elements.
|
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|
A model group which provides choices between all bond underlyers.
|
||||||||||
|
||||||||||
|
||||||||||
|
Defines the buyer and seller party, where the seller is optional .
|
||||||||||
|
Model group containing features specific to Asian/averaging commodity options.
|
||||||||||
|
||||||||||
|
Describes the features a commodity basket option.
|
||||||||||
|
The different options for specifying the Calculation Periods.
|
||||||||||
|
A Delivery Point, applicable to physically settled commodity transactions.
|
||||||||||
|
Describes features of the digital option.
|
||||||||||
|
Items specific to financially-settled commodity options.
|
||||||||||
|
The different options for specifying a fixed physical quantity of commodity to be delivered.
|
||||||||||
|
The different options for specifying the Fixed Price.
|
||||||||||
|
The different options for specifying the average strike price per unit.
|
||||||||||
|
The Flat Rate, applicable to Wet Voyager Charter Freight Swaps.
|
||||||||||
|
The different options for specifying the Notional Quantity.
|
||||||||||
|
Describes additional features within the option.
|
||||||||||
|
Items specific to financially-settled commodity options.
|
||||||||||
|
Commodity price model group.
|
||||||||||
|
A group used to specify details of a commodity underlyer.
|
||||||||||
|
A group used to specify the commodity underlyer in the event that no ISDA Commofity Reference Price exists.
|
||||||||||
|
The different options for specifying the Strike price per unit.
|
||||||||||
|
||||||||||
|
A type describing the type of underlyer: a single commodity or a basket of commodities.
|
||||||||||
|
Items specific to the definition of the delivery of a US Coal Product.
|
||||||||||
|
Described Weather Index Option component.
|
||||||||||
|
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.
|
||||||||||
|
A group containing return swap amount currency definition methods
|
||||||||||
|
The different options for specifying which days are pricing days within a pricing period.
|
||||||||||
|
||||||||||
|
||||||||||
|
Choice between expiration expressed as symbolic and optional literal time, or using a determination method.
|
||||||||||
|
||||||||||
|
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.
|
||||||||||
|
Indicates the directions of who pays and receives a specific currency without specifying the amount.
|
||||||||||
|
Defines the expiry/observation date or schedule of the accrual product.
|
||||||||||
|
Conditions can be expressed in different ways: as a specific level, as strike, pivot, or barrier.
|
||||||||||
|
||||||||||
|
||||||||||
|
||||||||||
|
||||||||||
|
||||||||||
|
Types that globally and uniquely identify trade across counterparties, for regulatory reporting and other purposes.
|
||||||||||
|
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.
|
||||||||||
|
||||||||||
|
||||||||||
|
||||||||||
|
||||||||||
|
||||||||||
|
Documentation and other terms (such as date terms) specific to this novation event.
|
||||||||||
|
Definitions of daily cap and floor rates for floating rate indexes.
|
||||||||||
|
||||||||||
|
||||||||||
|
||||||||||
|
A model group containing the option denomination components.
|
||||||||||
|
A group which has Option Settlement elements.
|
||||||||||
|
The schedule defined by the set of parameters to be able to calculate the schedule of adjusted date.
|
||||||||||
|
||||||||||
|
Supporting party and account definitions.
|
||||||||||
|
A model group with the content model of a party.
|
||||||||||
|
||||||||||
|
Information about a party for reporting purposes.
|
||||||||||
|
||||||||||
|
||||||||||
|
Choice between amendment, increase, termination, and novation events.
|
||||||||||
|
A model group for representing the option premium when expressed in a way other than an amount.
|
||||||||||
|
||||||||||
|
Product settlement calcuation terms not defined by CPMI-IOSCO CDE.
|
||||||||||
|
Fields related to product size that are not specifically called out in CPMI-IOSCO CDE.
|
||||||||||
|
||||||||||
|
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.
|
||||||||||
|
||||||||||
|
Model group that references the reporting party and counterparty.
|
||||||||||
|
||||||||||
|
||||||||||
|
A model group defining the element used for message sequencing
|
||||||||||
|
||||||||||
|
Stock Loan Content Model
|
||||||||||
|
||||||||||
|
Provides information about a regulator or other supervisory body that an organization is registered with.
|
||||||||||
|
A model group defining a payment structure.
|
||||||||||
|
Identification options for trades
|
||||||||||
|
||||||||||
|
||||||||||
|
||||||||||
|
||||||||||
|
||||||||||
|
DEPRECATED.
|
||||||||||
|
Choice between identification and representation of trade execution.
|
||||||||||
|
Choice between a trading, a post-trade event, and the extension point additional event
|
||||||||||
|
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..
|
||||||||||
|
||||||||||
|
||||||||||
|
Descriptions of a calculation period.
|
||||||||||
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. |