coding-schemes.fpml.contractual-supplement-8-0.xml Maven / Gradle / Ivy
Go to download
Show more of this group Show more artifacts with this name
Show all versions of rosetta-testing Show documentation
Show all versions of rosetta-testing Show documentation
Rune Testing is a java library that is utilised by Rosetta Code Generators and models expressed in the Rosetta DSL.
<?xml version="1.0" encoding="UTF-8"?> <gcl:CodeList xmlns:gcl="http://xml.genericode.org/2004/ns/CodeList/0.2/" xmlns:doc="http://www.fpml.org/coding-scheme/documentation" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" xsi:schemaLocation="http://xml.genericode.org/2004/ns/CodeList/0.2/ CodeList.xsd"> <Annotation> <Description> <doc:definition>Defines the supplements to a base set of ISDA Definitions that are applicable to the transaction.</doc:definition> <doc:publicationDate>2015-10-16</doc:publicationDate> </Description> </Annotation> <Identification> <ShortName>contractualSupplementScheme</ShortName> <Version>8-0</Version> <CanonicalUri>http://www.fpml.org/coding-scheme/contractual-supplement</CanonicalUri> <CanonicalVersionUri>http://www.fpml.org/coding-scheme/contractual-supplement-8-0</CanonicalVersionUri> <LocationUri>http://www.fpml.org/coding-scheme/contractual-supplement-8-0.xml</LocationUri> </Identification> <ColumnSet> <Column Id="Code" Use="required"> <ShortName>Code</ShortName> <Data Type="token"> <Parameter ShortName="maxLength">63</Parameter> </Data> </Column> <Column Id="Source" Use="optional"> <ShortName>Source</ShortName> <Data Type="string"/> </Column> <Column Id="Description" Use="optional"> <ShortName>Description</ShortName> <Data Type="string"/> </Column> <Key Id="PrimaryKey"> <ShortName>key</ShortName> <ColumnRef Ref="Code"/> </Key> </ColumnSet> <SimpleCodeList> <Row> <Value> <SimpleValue>ABX</SimpleValue> </Value> <Value> <SimpleValue>FpML</SimpleValue> </Value> <Value> <SimpleValue>Standard Terms Supplement for ABX Transactions.</SimpleValue> </Value> </Row> <Row> <Value> <SimpleValue>ABXTranche</SimpleValue> </Value> <Value> <SimpleValue>FpML</SimpleValue> </Value> <Value> <SimpleValue>Standard Terms Supplement for Asset-Backed Tranche Transactions.</SimpleValue> </Value> </Row> <Row> <Value> <SimpleValue>CDSonLeveragedLoans</SimpleValue> </Value> <Value> <SimpleValue>FpML</SimpleValue> </Value> <Value> <SimpleValue>ISDA Standard Terms Supplement for use with Credit Derivative Transactions on Leveraged Loans.</SimpleValue> </Value> </Row> <Row> <Value> <SimpleValue>CDSonMBS</SimpleValue> </Value> <Value> <SimpleValue>FpML</SimpleValue> </Value> <Value> <SimpleValue>ISDA Standard Terms Supplement for use with Credit Derivative Transactions on Mortgage-backed Security with Pay-As-You-Go or Physical Settlement.</SimpleValue> </Value> </Row> <Row> <Value> <SimpleValue>CDX</SimpleValue> </Value> <Value> <SimpleValue>FpML</SimpleValue> </Value> <Value> <SimpleValue>Standard Terms Supplement for CDX Untranched Transactions.</SimpleValue> </Value> </Row> <Row> <Value> <SimpleValue>CDXEmergingMarkets</SimpleValue> </Value> <Value> <SimpleValue>FpML</SimpleValue> </Value> <Value> <SimpleValue>Standard Terms Supplement for CDX Emerging Markets Untranched Transactions.</SimpleValue> </Value> </Row> <Row> <Value> <SimpleValue>CDXEmergingMarketsDiversified</SimpleValue> </Value> <Value> <SimpleValue>FpML</SimpleValue> </Value> <Value> <SimpleValue>Standard Terms Supplement for CDX Emerging Markets Diversified Untranched Transactions..</SimpleValue> </Value> </Row> <Row> <Value> <SimpleValue>CDXSwaption</SimpleValue> </Value> <Value> <SimpleValue>FpML</SimpleValue> </Value> <Value> <SimpleValue>Standard Terms Supplement for CDX Swaption Transactions.</SimpleValue> </Value> </Row> <Row> <Value> <SimpleValue>CDXTranche</SimpleValue> </Value> <Value> <SimpleValue>FpML</SimpleValue> </Value> <Value> <SimpleValue>Standard Terms Supplement for Dow Jones CDX Tranche Transactions.</SimpleValue> </Value> </Row> <Row> <Value> <SimpleValue>CMBX</SimpleValue> </Value> <Value> <SimpleValue>FpML</SimpleValue> </Value> <Value> <SimpleValue>Standard Terms Supplement for CMBX Transactions.</SimpleValue> </Value> </Row> <Row> <Value> <SimpleValue>EuropeanCMBS</SimpleValue> </Value> <Value> <SimpleValue>FpML</SimpleValue> </Value> <Value> <SimpleValue>Standard Terms Supplement for Single Name European CMBS Transactions.</SimpleValue> </Value> </Row> <Row> <Value> <SimpleValue>EuropeanRMBS</SimpleValue> </Value> <Value> <SimpleValue>FpML</SimpleValue> </Value> <Value> <SimpleValue>Standard Terms Supplement for Single Name European RMBS Transactions.</SimpleValue> </Value> </Row> <Row> <Value> <SimpleValue>IOS</SimpleValue> </Value> <Value> <SimpleValue>FpML</SimpleValue> </Value> <Value> <SimpleValue>Standard Terms Supplement for IOS Transactions.</SimpleValue> </Value> </Row> <Row> <Value> <SimpleValue>ISDA1999CreditConvertibleExchangeableAccretingObligations</SimpleValue> </Value> <Value> <SimpleValue>FpML</SimpleValue> </Value> <Value> <SimpleValue>Supplement to the 1999 ISDA Credit Derivatives Definitions Relating to Convertible, Exchangeable or Accreting Obligations dated November 9, 2001.</SimpleValue> </Value> </Row> <Row> <Value> <SimpleValue>ISDA1999CreditRestructuring</SimpleValue> </Value> <Value> <SimpleValue>FpML</SimpleValue> </Value> <Value> <SimpleValue>Restructuring Supplement to the 1999 ISDA Credit Derivatives Definitions dated May 11, 2001.</SimpleValue> </Value> </Row> <Row> <Value> <SimpleValue>ISDA1999CreditSuccessorAndCreditEvents</SimpleValue> </Value> <Value> <SimpleValue>FpML</SimpleValue> </Value> <Value> <SimpleValue>Supplement Relating to Successor and Credit Events to the 1999 ISDA Credit Derivatives Definitions dated November 28, 2001.</SimpleValue> </Value> </Row> <Row> <Value> <SimpleValue>ISDA2003AdditionalProvisionsLPN</SimpleValue> </Value> <Value> <SimpleValue>FpML</SimpleValue> </Value> <Value> <SimpleValue>Additional Provisions for LPN dated December 6, 2007.</SimpleValue> </Value> </Row> <Row> <Value> <SimpleValue>ISDA2003ContingentCreditSpreadTransaction</SimpleValue> </Value> <Value> <SimpleValue>FpML</SimpleValue> </Value> <Value> <SimpleValue>Additional Provisions for Contingent Credit Spread Transactions dated August 15, 2008.</SimpleValue> </Value> </Row> <Row> <Value> <SimpleValue>ISDA2003Credit2005MatrixSupplement</SimpleValue> </Value> <Value> <SimpleValue>FpML</SimpleValue> </Value> <Value> <SimpleValue>2005 Matrix Supplement to the 2003 ISDA Credit Derivatives.</SimpleValue> </Value> </Row> <Row> <Value> <SimpleValue>ISDA2003CreditArgentineRepublic</SimpleValue> </Value> <Value> <SimpleValue>FpML</SimpleValue> </Value> <Value> <SimpleValue>Additional Provisions for the Argentine Republic: Excluded Obligations and Excluded Deliverable Obligations dated December 21, 2005.</SimpleValue> </Value> </Row> <Row> <Value> <SimpleValue>ISDA2003CreditAuctionSupplement</SimpleValue> </Value> <Value> <SimpleValue>FpML</SimpleValue> </Value> <Value> <SimpleValue>ISDA Credit Derivatives Determinations Committees and Auction Settlement Supplement to the 2003 ISDA Credit Derivatives Definitions (published on [TBD]).</SimpleValue> </Value> </Row> <Row> <Value> <SimpleValue>ISDA2003CreditMay2003</SimpleValue> </Value> <Value> <SimpleValue>FpML</SimpleValue> </Value> <Value> <SimpleValue>May 2003 Supplement to the 2003 ISDA Credit Derivatives Definitions.</SimpleValue> </Value> </Row> <Row> <Value> <SimpleValue>ISDA2003CreditMonolineInsurers</SimpleValue> </Value> <Value> <SimpleValue>FpML</SimpleValue> </Value> <Value> <SimpleValue>Additional Provisions for Physically Settled Default Swaps Monoline Insurer as Reference Entity dated May 9, 2003.</SimpleValue> </Value> </Row> <Row> <Value> <SimpleValue>ISDA2003CreditMonolineInsurers2005</SimpleValue> </Value> <Value> <SimpleValue>FpML</SimpleValue> </Value> <Value> <SimpleValue>Additional Provisions for Physically Settled Default Swaps Monoline Insurer as Reference Entity dated January 21, 2005.</SimpleValue> </Value> </Row> <Row> <Value> <SimpleValue>ISDA2003CreditRepublicOfHungary</SimpleValue> </Value> <Value> <SimpleValue>FpML</SimpleValue> </Value> <Value> <SimpleValue>Additional Provisions for the Republic of Hungary: Obligation Characteristics and Deliverable Obligation Characteristics dated August 13, 2004.</SimpleValue> </Value> </Row> <Row> <Value> <SimpleValue>ISDA2003CreditRepublicOfHungary2005</SimpleValue> </Value> <Value> <SimpleValue>FpML</SimpleValue> </Value> <Value> <SimpleValue>Additional Provisions for the Republic of Hungary: Obligation Characteristics and Deliverable Obligation Characteristics dated February 14, 2005. </SimpleValue> </Value> </Row> <Row> <Value> <SimpleValue>ISDA2003CreditRussianFederation</SimpleValue> </Value> <Value> <SimpleValue>FpML</SimpleValue> </Value> <Value> <SimpleValue>Additional Provisions for the Russian Federation: Obligation Characteristics and Deliverable Obligation Characteristics dated August 13, 2004.</SimpleValue> </Value> </Row> <Row> <Value> <SimpleValue>ISDA2003CreditUSMunicipals</SimpleValue> </Value> <Value> <SimpleValue>FpML</SimpleValue> </Value> <Value> <SimpleValue>Additional Provisions for Credit Derivative Transactions - U.S. Municipal Entity as Reference Entity dated September 17, 2004.</SimpleValue> </Value> </Row> <Row> <Value> <SimpleValue>ISDA2003STMicroelectronicsNV</SimpleValue> </Value> <Value> <SimpleValue>FpML</SimpleValue> </Value> <Value> <SimpleValue>Additional Provisions for STMicroelectronics NV dated December 6, 2007.</SimpleValue> </Value> </Row> <Row> <Value> <SimpleValue>ISDA2007FullLookthroughDepositoryReceiptSupplement</SimpleValue> </Value> <Value> <SimpleValue>FpML</SimpleValue> </Value> <Value> <SimpleValue>2007 Full Lookthrough Depository Receipt Supplement to the 2002 Equity Derivatives Definitions.</SimpleValue> </Value> </Row> <Row> <Value> <SimpleValue>ISDA2007PartialLookthroughDepositoryReceiptSupplement</SimpleValue> </Value> <Value> <SimpleValue>FpML</SimpleValue> </Value> <Value> <SimpleValue>2007 Partial Lookthrough Depository Receipt Supplement to the 2002 ISDA Equity Derivatives Definitions.</SimpleValue> </Value> </Row> <Row> <Value> <SimpleValue>ISDACreditMonolineInsurers</SimpleValue> </Value> <Value> <SimpleValue>FpML</SimpleValue> </Value> <Value> <SimpleValue>Additional Provisions for Physically Settled Default Swaps Monoline Insurer.</SimpleValue> </Value> </Row> <Row> <Value> <SimpleValue>ISDADeliveryRestrictions</SimpleValue> </Value> <Value> <SimpleValue>FpML</SimpleValue> </Value> <Value> <SimpleValue>Additional Provisions for Fixed Recovery Credit Default Swap Transactions</SimpleValue> </Value> </Row> <Row> <Value> <SimpleValue>ISDAFixedRecovery</SimpleValue> </Value> <Value> <SimpleValue>FpML</SimpleValue> </Value> <Value> <SimpleValue>Additional Provisions for Fixed Recovery Credit Default Swap Transactions.</SimpleValue> </Value> </Row> <Row> <Value> <SimpleValue>ISDALPNReferenceEntities</SimpleValue> </Value> <Value> <SimpleValue>FpML</SimpleValue> </Value> <Value> <SimpleValue>Additional Provisions for LPN Reference Entities.</SimpleValue> </Value> </Row> <Row> <Value> <SimpleValue>ISDAMarch2004EquityCanadianSupplement</SimpleValue> </Value> <Value> <SimpleValue>FpML</SimpleValue> </Value> <Value> <SimpleValue>Canadian Supplement to the 2004 Americas Interdealer Master Equity Derivatives Confirmation Agreement dated March 29, 2004.</SimpleValue> </Value> </Row> <Row> <Value> <SimpleValue>ISDARecoveryLock</SimpleValue> </Value> <Value> <SimpleValue>FpML</SimpleValue> </Value> <Value> <SimpleValue>Additional Provisions for Recovery Lock Credit Default Swap Transactions.</SimpleValue> </Value> </Row> <Row> <Value> <SimpleValue>ISDASecuredDeliverableObligationCharacteristic</SimpleValue> </Value> <Value> <SimpleValue>FpML</SimpleValue> </Value> <Value> <SimpleValue>Additional Provisions for Secured Deliverable Obligation Characteristic.</SimpleValue> </Value> </Row> <Row> <Value> <SimpleValue>iTraxxAsiaExJapan</SimpleValue> </Value> <Value> <SimpleValue>FpML</SimpleValue> </Value> <Value> <SimpleValue>Standard Terms Supplement for iTraxx Asia Excluding Japan.</SimpleValue> </Value> </Row> <Row> <Value> <SimpleValue>iTraxxAsiaExJapanSwaption</SimpleValue> </Value> <Value> <SimpleValue>FpML</SimpleValue> </Value> <Value> <SimpleValue>Standard Terms Supplement for iTraxx Asia Ex-Japan Swaption Transactions.</SimpleValue> </Value> </Row> <Row> <Value> <SimpleValue>iTraxxAsiaExJapanTranche</SimpleValue> </Value> <Value> <SimpleValue>FpML</SimpleValue> </Value> <Value> <SimpleValue>Standard Terms Supplement for iTraxx Asia Excluding Japan Tranched Transactions.</SimpleValue> </Value> </Row> <Row> <Value> <SimpleValue>iTraxxAustralia</SimpleValue> </Value> <Value> <SimpleValue>FpML</SimpleValue> </Value> <Value> <SimpleValue>Standard Terms Supplement for iTraxx Australia.</SimpleValue> </Value> </Row> <Row> <Value> <SimpleValue>iTraxxAustraliaSwaption</SimpleValue> </Value> <Value> <SimpleValue>FpML</SimpleValue> </Value> <Value> <SimpleValue>Standard Terms Supplement for iTraxx Australia Swaption Transactions.</SimpleValue> </Value> </Row> <Row> <Value> <SimpleValue>iTraxxAustraliaTranche</SimpleValue> </Value> <Value> <SimpleValue>FpML</SimpleValue> </Value> <Value> <SimpleValue>Standard Terms Supplement for iTraxx Australia Tranched Transactions.</SimpleValue> </Value> </Row> <Row> <Value> <SimpleValue>iTraxxCJ</SimpleValue> </Value> <Value> <SimpleValue>FpML</SimpleValue> </Value> <Value> <SimpleValue>Standard Terms Supplement for iTraxx CJ.</SimpleValue> </Value> </Row> <Row> <Value> <SimpleValue>iTraxxCJTranche</SimpleValue> </Value> <Value> <SimpleValue>FpML</SimpleValue> </Value> <Value> <SimpleValue>Standard Terms Supplement for iTraxx CJ Tranched Transactions.</SimpleValue> </Value> </Row> <Row> <Value> <SimpleValue>iTraxxEurope</SimpleValue> </Value> <Value> <SimpleValue>FpML</SimpleValue> </Value> <Value> <SimpleValue>Standard Terms Supplement for iTraxx Europe Transactions.</SimpleValue> </Value> </Row> <Row> <Value> <SimpleValue>iTraxxEuropeDealer</SimpleValue> </Value> <Value> <SimpleValue>FpML</SimpleValue> </Value> <Value> <SimpleValue>Standard Terms Supplement for iTraxx Europe Dealer Form.</SimpleValue> </Value> </Row> <Row> <Value> <SimpleValue>iTraxxEuropeNonDealer</SimpleValue> </Value> <Value> <SimpleValue>FpML</SimpleValue> </Value> <Value> <SimpleValue>Standard Terms Supplement for iTraxx Europe Non-Dealer Form.</SimpleValue> </Value> </Row> <Row> <Value> <SimpleValue>iTraxxEuropeSwaption</SimpleValue> </Value> <Value> <SimpleValue>FpML</SimpleValue> </Value> <Value> <SimpleValue>Standard Terms Supplement for iTraxx Europe Swaption Transactions.</SimpleValue> </Value> </Row> <Row> <Value> <SimpleValue>iTraxxEuropeTranche</SimpleValue> </Value> <Value> <SimpleValue>FpML</SimpleValue> </Value> <Value> <SimpleValue>Standard Terms Supplement for iTraxx Europe Tranched Transactions.</SimpleValue> </Value> </Row> <Row> <Value> <SimpleValue>iTraxxJapan</SimpleValue> </Value> <Value> <SimpleValue>FpML</SimpleValue> </Value> <Value> <SimpleValue>Standard Terms Supplement for iTraxx Japan.</SimpleValue> </Value> </Row> <Row> <Value> <SimpleValue>iTraxxJapanSwaption</SimpleValue> </Value> <Value> <SimpleValue>FpML</SimpleValue> </Value> <Value> <SimpleValue>Standard Terms Supplement for iTraxx Japan Swaption Transactions.</SimpleValue> </Value> </Row> <Row> <Value> <SimpleValue>iTraxxJapanTranche</SimpleValue> </Value> <Value> <SimpleValue>FpML</SimpleValue> </Value> <Value> <SimpleValue>Standard Terms Supplement for iTraxx Japan Tranched Transactions.</SimpleValue> </Value> </Row> <Row> <Value> <SimpleValue>iTraxxLevX</SimpleValue> </Value> <Value> <SimpleValue>FpML</SimpleValue> </Value> <Value> <SimpleValue>Standard Terms Supplement for iTraxx LevX.</SimpleValue> </Value> </Row> <Row> <Value> <SimpleValue>iTraxxSDI75Dealer</SimpleValue> </Value> <Value> <SimpleValue>FpML</SimpleValue> </Value> <Value> <SimpleValue>Standard Terms Supplement for iTraxx SDI 75 Dealer Transactions.</SimpleValue> </Value> </Row> <Row> <Value> <SimpleValue>iTraxxSDI75NonDealer</SimpleValue> </Value> <Value> <SimpleValue>FpML</SimpleValue> </Value> <Value> <SimpleValue>Standard Terms Supplement for iTraxx SDI 75 Non-Dealer Transactions.</SimpleValue> </Value> </Row> <Row> <Value> <SimpleValue>iTraxxSovX</SimpleValue> </Value> <Value> <SimpleValue>FpML</SimpleValue> </Value> <Value> <SimpleValue>Standard Terms Supplement for iTraxx SovX.</SimpleValue> </Value> </Row> <Row> <Value> <SimpleValue>LCDX</SimpleValue> </Value> <Value> <SimpleValue>FpML</SimpleValue> </Value> <Value> <SimpleValue>Standard Terms Supplement for Syndicated Secured Loan Credit Default Swap Index Transactions.</SimpleValue> </Value> </Row> <Row> <Value> <SimpleValue>LCDXTranche</SimpleValue> </Value> <Value> <SimpleValue>FpML</SimpleValue> </Value> <Value> <SimpleValue>Standard Terms Supplement for Syndicated Secured Loan Credit Default Swap Index Tranche Transactions.</SimpleValue> </Value> </Row> <Row> <Value> <SimpleValue>MBX</SimpleValue> </Value> <Value> <SimpleValue>FpML</SimpleValue> </Value> <Value> <SimpleValue>Standard Terms Supplement for MBX Transactions.</SimpleValue> </Value> </Row> <Row> <Value> <SimpleValue>MCDX</SimpleValue> </Value> <Value> <SimpleValue>FpML</SimpleValue> </Value> <Value> <SimpleValue>Standard Terms Supplement for Municipal CDX Untranched Transactions.</SimpleValue> </Value> </Row> <Row> <Value> <SimpleValue>PO</SimpleValue> </Value> <Value> <SimpleValue>FpML</SimpleValue> </Value> <Value> <SimpleValue>Standard Terms Supplement for PO Index Transactions.</SimpleValue> </Value> </Row> <Row> <Value> <SimpleValue>PrimeX</SimpleValue> </Value> <Value> <SimpleValue>FpML</SimpleValue> </Value> <Value> <SimpleValue>Standard Terms Supplement for PrimeX Transactions.</SimpleValue> </Value> </Row> <Row> <Value> <SimpleValue>StandardCDXTranche</SimpleValue> </Value> <Value> <SimpleValue>FpML</SimpleValue> </Value> <Value> <SimpleValue>Standard Terms Supplement for Standard CDX Tranche Transactions.</SimpleValue> </Value> </Row> <Row> <Value> <SimpleValue>StandardiTraxxEuropeTranche</SimpleValue> </Value> <Value> <SimpleValue>FpML</SimpleValue> </Value> <Value> <SimpleValue>Standard Terms Supplement for Standard iTraxx Europe Tranched Transactions.</SimpleValue> </Value> </Row> <Row> <Value> <SimpleValue>StandardLCDS</SimpleValue> </Value> <Value> <SimpleValue>FpML</SimpleValue> </Value> <Value> <SimpleValue>Standard Syndicated Secured Loan Credit Default Swap Standard Terms Supplement.</SimpleValue> </Value> </Row> <Row> <Value> <SimpleValue>StandardLCDSBullet</SimpleValue> </Value> <Value> <SimpleValue>FpML</SimpleValue> </Value> <Value> <SimpleValue>Standard Terms Supplement for Standard Syndicated Secured Loan Credit Default Swap Bullet Transactions.</SimpleValue> </Value> </Row> <Row> <Value> <SimpleValue>StandardLCDXBullet</SimpleValue> </Value> <Value> <SimpleValue>FpML</SimpleValue> </Value> <Value> <SimpleValue>Standard Terms Supplement for Standard Syndicated Secured Loan Credit Default Swap Index Bullet Transactions.</SimpleValue> </Value> </Row> <Row> <Value> <SimpleValue>StandardLCDXBulletTranche</SimpleValue> </Value> <Value> <SimpleValue>FpML</SimpleValue> </Value> <Value> <SimpleValue>Standard Terms Supplement for Standard Syndicated Secured Loan Credit Default Swap Index Bullet Tranche Transactions.</SimpleValue> </Value> </Row> <Row> <Value> <SimpleValue>SyndicatedSecuredLoanCDS</SimpleValue> </Value> <Value> <SimpleValue>FpML</SimpleValue> </Value> <Value> <SimpleValue>Syndicated Secured Loan Credit Default Swap Standard Terms Supplement.</SimpleValue> </Value> </Row> <Row> <Value> <SimpleValue>TRX</SimpleValue> </Value> <Value> <SimpleValue>FpML</SimpleValue> </Value> <Value> <SimpleValue>Standard Terms Supplement for TRX Transactions.</SimpleValue> </Value> </Row> <Row> <Value> <SimpleValue>TRX.II</SimpleValue> </Value> <Value> <SimpleValue>FpML</SimpleValue> </Value> <Value> <SimpleValue>Standard Terms Supplement for TRX.II Transactions.</SimpleValue> </Value> </Row> </SimpleCodeList> </gcl:CodeList>