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• esma-product-classification-1-0.xml

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coding-schemes.fpml.esma-product-classification-1-0.xml Maven / Gradle / Ivy

<?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>FpML coding scheme supporting the ESMA Asset Class and Sub Asset Class
			product classification. Each value contains an FpML defined taxonomy style code for the
			corresponding ESMA codes. The description of the code contains the full string ESMA
			value. This coding scheme should be used in the productType element.</doc:definition>
         <doc:publicationDate>2016-12-22</doc:publicationDate>
      </Description>
   </Annotation>
   <Identification>
      <ShortName>esmaProductClassificationScheme</ShortName>
      <Version>1-0</Version>
      <CanonicalUri>http://www.fpml.org/coding-scheme/esma-product-classification</CanonicalUri>
      <CanonicalVersionUri>http://www.fpml.org/coding-scheme/esma-product-classification-1-0</CanonicalVersionUri>
      <LocationUri>http://www.fpml.org/coding-scheme/esma-product-classification-1-0.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>CDS:BespokeCreditDefaultSwap</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>FpML</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>Bespoke basket credit default swap (CDS)</SimpleValue>
         </Value>
      </Row>
      <Row>
         <Value>
            <SimpleValue>CDS:FreightDerivatives</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>FpML</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>Freight derivatives</SimpleValue>
         </Value>
      </Row>
      <Row>
         <Value>
            <SimpleValue>CDS:IndexCreditDefaultSwap</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>FpML</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>Index credit default swap (CDS)</SimpleValue>
         </Value>
      </Row>
      <Row>
         <Value>
            <SimpleValue>CDS:IndexOption</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>FpML</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>CDS index options</SimpleValue>
         </Value>
      </Row>
      <Row>
         <Value>
            <SimpleValue>CDS:Other</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>FpML</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>Other credit derivatives</SimpleValue>
         </Value>
      </Row>
      <Row>
         <Value>
            <SimpleValue>CDS:SingleNameCreditDefaultSwap</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>FpML</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>Single name credit default swap (CDS)</SimpleValue>
         </Value>
      </Row>
      <Row>
         <Value>
            <SimpleValue>CDS:SingleNameOption</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>FpML</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>Single name CDS options</SimpleValue>
         </Value>
      </Row>
      <Row>
         <Value>
            <SimpleValue>Commodity:AgriculturalCommodityFutureForward</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>FpML</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>Agricultural commodity futures/forwards</SimpleValue>
         </Value>
      </Row>
      <Row>
         <Value>
            <SimpleValue>Commodity:AgriculturalCommodityOption</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>FpML</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>Agricultural commodity options</SimpleValue>
         </Value>
      </Row>
      <Row>
         <Value>
            <SimpleValue>Commodity:AgriculturalCommoditySwap</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>FpML</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>Agricultural commodity swaps</SimpleValue>
         </Value>
      </Row>
      <Row>
         <Value>
            <SimpleValue>Commodity:EnergyCommoditySwap</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>FpML</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>Energy commodity swaps</SimpleValue>
         </Value>
      </Row>
      <Row>
         <Value>
            <SimpleValue>Commodity:Other</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>FpML</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>Other commodity derivatives</SimpleValue>
         </Value>
      </Row>
      <Row>
         <Value>
            <SimpleValue>EmissionAllowances:CertifiedEmissionReductions</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>FpML</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>Certified Emission Reductions (CER)</SimpleValue>
         </Value>
      </Row>
      <Row>
         <Value>
            <SimpleValue>EmissionAllowances:EmissionReductionUnits</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>FpML</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>Emission Reduction Units (ERU)</SimpleValue>
         </Value>
      </Row>
      <Row>
         <Value>
            <SimpleValue>EmissionAllowances:EuropeanUnionAllowances</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>FpML</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>European Union Allowances (EUA)</SimpleValue>
         </Value>
      </Row>
      <Row>
         <Value>
            <SimpleValue>EmissionAllowances:EuropeanUnionAviationAllowances</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>FpML</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>European Union Aviation Allowances (EUAA)</SimpleValue>
         </Value>
      </Row>
      <Row>
         <Value>
            <SimpleValue>EmissionAllowances:Other</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>FpML</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>Other Emission allowance derivatives</SimpleValue>
         </Value>
      </Row>
      <Row>
         <Value>
            <SimpleValue>Equity:DividendIndexFutureForward</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>FpML</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>Dividend index futures/ forwards</SimpleValue>
         </Value>
      </Row>
      <Row>
         <Value>
            <SimpleValue>Equity:DividendIndexOption</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>FpML</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>Dividend index options</SimpleValue>
         </Value>
      </Row>
      <Row>
         <Value>
            <SimpleValue>Equity:ETFFutureForward</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>FpML</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>ETF futures/ forwards</SimpleValue>
         </Value>
      </Row>
      <Row>
         <Value>
            <SimpleValue>Equity:ETFOption</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>FpML</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>ETF options</SimpleValue>
         </Value>
      </Row>
      <Row>
         <Value>
            <SimpleValue>Equity:Other</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>FpML</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>Other equity derivatives</SimpleValue>
         </Value>
      </Row>
      <Row>
         <Value>
            <SimpleValue>Equity:PortfolioSwap</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>FpML</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>Portfolio Swaps</SimpleValue>
         </Value>
      </Row>
      <Row>
         <Value>
            <SimpleValue>Equity:StockDividendFutureForward</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>FpML</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>Stock dividend futures/ forwards</SimpleValue>
         </Value>
      </Row>
      <Row>
         <Value>
            <SimpleValue>Equity:StockDividendOption</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>FpML</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>Stock dividend options</SimpleValue>
         </Value>
      </Row>
      <Row>
         <Value>
            <SimpleValue>Equity:StockFutureForward</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>FpML</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>Stock futures/ forwards</SimpleValue>
         </Value>
      </Row>
      <Row>
         <Value>
            <SimpleValue>Equity:StockIndexFutureForward</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>FpML</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>Stock index futures/ forwards</SimpleValue>
         </Value>
      </Row>
      <Row>
         <Value>
            <SimpleValue>Equity:StockIndexOption</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>FpML</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>Stock index options</SimpleValue>
         </Value>
      </Row>
      <Row>
         <Value>
            <SimpleValue>Equity:StockOption</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>FpML</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>Stock options</SimpleValue>
         </Value>
      </Row>
      <Row>
         <Value>
            <SimpleValue>Equity:Swap</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>FpML</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>Swaps</SimpleValue>
         </Value>
      </Row>
      <Row>
         <Value>
            <SimpleValue>Equity:VolatilityIndexFutureForward</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>FpML</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>Volatility index futures/ forwards</SimpleValue>
         </Value>
      </Row>
      <Row>
         <Value>
            <SimpleValue>Equity:VolatilityIndexOption</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>FpML</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>Volatility index options</SimpleValue>
         </Value>
      </Row>
      <Row>
         <Value>
            <SimpleValue>FX:DeliverableForward</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>FpML</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>Deliverable forward (DF)</SimpleValue>
         </Value>
      </Row>
      <Row>
         <Value>
            <SimpleValue>FX:DeliverableOption</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>FpML</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>Deliverable FX options (DO)</SimpleValue>
         </Value>
      </Row>
      <Row>
         <Value>
            <SimpleValue>FX:DeliverableSwap</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>FpML</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>Deliverable FX swaps (DS)</SimpleValue>
         </Value>
      </Row>
      <Row>
         <Value>
            <SimpleValue>FX:Future</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>FpML</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>FX futures</SimpleValue>
         </Value>
      </Row>
      <Row>
         <Value>
            <SimpleValue>FX:NonDeliverableForward</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>FpML</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>Non-deliverable forward (NDF)</SimpleValue>
         </Value>
      </Row>
      <Row>
         <Value>
            <SimpleValue>FX:NonDeliverableOption</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>FpML</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>Non-Deliverable FX options (NDO)</SimpleValue>
         </Value>
      </Row>
      <Row>
         <Value>
            <SimpleValue>FX:NonDeliverableSwap</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>FpML</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>Non-Deliverable FX swaps (NDS)</SimpleValue>
         </Value>
      </Row>
      <Row>
         <Value>
            <SimpleValue>FX:Other</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>FpML</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>Other Foreign Exchange Derivatives</SimpleValue>
         </Value>
      </Row>
      <Row>
         <Value>
            <SimpleValue>InterestRate:BondFutureForward</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>FpML</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>Bond futures/forwards</SimpleValue>
         </Value>
      </Row>
      <Row>
         <Value>
            <SimpleValue>InterestRate:BondOption</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>FpML</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>Bond options</SimpleValue>
         </Value>
      </Row>
      <Row>
         <Value>
            <SimpleValue>InterestRate:FixedFixed:CrossCurrency</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>FpML</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>Fixed-to-Fixed 'multi-currency swaps' or ‘cross-currency swaps’ and
					futures/forwards on Fixed-to-Fixed 'multi-currency swaps' or ‘cross-currency
					swaps’</SimpleValue>
         </Value>
      </Row>
      <Row>
         <Value>
            <SimpleValue>InterestRate:FixedFixed:SingleCurrency</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>FpML</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>Fixed-to-Fixed 'single currency swaps' and futures/forwards on
					Fixed-to-Fixed 'single currency swaps'</SimpleValue>
         </Value>
      </Row>
      <Row>
         <Value>
            <SimpleValue>InterestRate:FixedFloat:CrossCurrency</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>FpML</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>Fixed-to-Float 'multi-currency swaps' or ‘cross-currency swaps’ and
					futures/forwards on Fixed-to-Float 'multi-currency swaps' or ‘cross-currency
					swaps’</SimpleValue>
         </Value>
      </Row>
      <Row>
         <Value>
            <SimpleValue>InterestRate:FixedFloat:SingleCurrency</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>FpML</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>Fixed-to-Float 'single currency swaps' and futures/forwards on
					Fixed-to-Float 'single currency swaps'</SimpleValue>
         </Value>
      </Row>
      <Row>
         <Value>
            <SimpleValue>InterestRate:FloatFloat:CrossCurrency</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>FpML</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>Float-to-Float 'multi-currency swaps' or ‘cross-currency swaps’ and
					futures/forwards on Float-to-Float 'multi-currency swaps' or ‘cross-currency
					swaps’</SimpleValue>
         </Value>
      </Row>
      <Row>
         <Value>
            <SimpleValue>InterestRate:FloatFloat:SingleCurrency</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>FpML</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>Float-to-Float 'single currency swaps' and futures/forwards on
					Float-to-Float 'single currency swaps'</SimpleValue>
         </Value>
      </Row>
      <Row>
         <Value>
            <SimpleValue>InterestRate:FutureFra</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>FpML</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>IR futures and FRA</SimpleValue>
         </Value>
      </Row>
      <Row>
         <Value>
            <SimpleValue>InterestRate:Inflation:CrossCurrency</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>FpML</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>Inflation 'multi-currency swaps' or ‘cross-currency swaps’ and
					futures/forwards on Inflation 'multi-currency swaps' or ‘cross-currency
					swaps’</SimpleValue>
         </Value>
      </Row>
      <Row>
         <Value>
            <SimpleValue>InterestRate:Inflation:SingleCurrency</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>FpML</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>Inflation 'single currency swaps' and futures/forwards on Inflation
					'single currency swaps'</SimpleValue>
         </Value>
      </Row>
      <Row>
         <Value>
            <SimpleValue>InterestRate:OIS:CrossCurrency</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>FpML</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>Overnight Index Swap (OIS) 'multi-currency swaps' or ‘cross-currency
					swaps’ and futures/forwards on Overnight Index Swap (OIS) 'multi-currency swaps'
					or ‘cross-currency swaps’</SimpleValue>
         </Value>
      </Row>
      <Row>
         <Value>
            <SimpleValue>InterestRate:OIS:SingleCurrency</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>FpML</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>Overnight Index Swap (OIS) 'single currency swaps' and futures/forwards
					on Overnight Index Swap (OIS) 'single currency swaps'</SimpleValue>
         </Value>
      </Row>
      <Row>
         <Value>
            <SimpleValue>InterestRate:Option</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>FpML</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>IR options</SimpleValue>
         </Value>
      </Row>
      <Row>
         <Value>
            <SimpleValue>InterestRate:Other</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>FpML</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>Other Interest Rate Derivatives</SimpleValue>
         </Value>
      </Row>
      <Row>
         <Value>
            <SimpleValue>InterestRate:Swaption</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>FpML</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>Swaptions</SimpleValue>
         </Value>
      </Row>
   </SimpleCodeList>
</gcl:CodeList>