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Project to support the implementation a of smart derivative contract.
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. In
other views, generic products are present for convenience to support internal messaging and workflows that
are cross-product. Generic products are not full trade representations as such they are not intended to be
used for confirming trades.
Specifies the Applicable Day with respect to a range of Settlement
Periods.
Specifies the hour-ending Start Time with respect to a range of
Settlement Periods.
Specifies the hour-ending End Time with respect to a range of
Settlement Periods. If neither startTime nor endTime contain an offset element and endTime
is earlier than startTime, this indicates that the time period "wraps around" midnight. For
example, if startTime is 23:00 and endTime is 01:00 then Settlement Periods apply from 00:00
to 01:00 and 23:00 to 00:00 on each included day.
A flexible description of the type or characteristics of a commodity
grade
The type scheme used with this commodity grade.
The data type used to hold the exercise style description of an option in a
generic product (e.g. American, European, Bermudan).
The value scheme used with this property.
Simple product representation providing key information about a variety of
different products. 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.
In other views, generic products are present for convenience to support internal messaging and workflows
that are cross-product. Generic products are not full trade representations as such they are not
intended to be used for confirming trades.
Indicates whether this transaction has multiple components,
not all of which may be reported. The use of this field is not recommended, and it may
be deprecated in a future version of this standard.
The buying and selling party for the product. This is
commonly used for options, but may also be used for other products.
The earliest of all the effective dates of all constituent
streams.
For options, the last exercise date of the option.
The latest of all of the termination (accrual end) dates of
the constituent or underlying streams.
The set of underlyers to the trade that can be used in
computing the trade's cashflows. If this information is needed to identify the trade,
all of the trade's underlyers should be specified, whether or not they figure into the
cashflow calculation. Otherwise, only those underlyers used to compute this particular
cashflow need be supplied.
The notional or notionals in effect on the reporting
date.
The currency or currencies in which the product can
settle.
How the trade settles (cash or physical). This element is
also used for CFTC the "Delivery Type" field.
A type that is used for describing the exchange rate for a particular
transaction.
Defines the two currencies for an FX trade and the quotation
relationship between the two currencies.
The rate of exchange between the two currencies of the leg of a
deal. Must be specified with a quote basis.
An element used for FX forwards and certain types of FX OTC
options. For deals consumated in the FX Forwards Market, this represents the current market
rate for a particular currency pair. For barrier and digital/binary options, it can be
useful to include the spot rate at the time the option was executed to make it easier to
know whether the option needs to move "up" or "down" to be triggered.
An optional element used for deals consumated in the FX
Forwards market. Forward points represent the interest rate differential between the two
currencies traded and are quoted as a preminum or a discount. Forward points are added
to, or subtracted from, the spot rate to create the rate of the forward trade.
An optional element that documents the size of point (pip)
in which a rate was quoted (or in this case, forwardPoints are calculated). Point (pip)
size varies by currency pair: major currencies are all traded in points of 0.0001, with
the exception of JPY which has a point size of 0.01.
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.
A flexible description a special feature or characteristic of a complex
product not otherwise modeled, such as digital payout.
A feature included as part of this product.
A type that describes the composition of a rate that has been quoted or is
to be quoted. This includes the two currencies and the quotation relationship between the two currencies
and is used as a building block throughout the FX specification.
The first currency specified when a pair of currencies is to be
evaluated.
The second currency specified when a pair of currencies is to be
evaluated.
The method by which the exchange rate is quoted.
The units in which an amount (not monetary) is
denominated.
A flexible description of the type or characteristics of an option or
strategy, e.g. butterfly, condor, chooser. For use with Generic products in Transparency reporting.
Generic products define a product that represents an OTC derivative transaction whose economics are not
fully described using an FpML schema. In other views, generic products are present for convenience to
support internal messaging and workflows that are cross-product. Generic products are not full trade
representations as such they are not intended to be used for confirming trades.
The type scheme used with this option type.
The underlying asset/index/reference price etc. whose rate/price may be
observed to compute the value of the cashflow. It can be an index, fixed rate, listed security, quoted
currency pair, or a reference entity (for credit derivatives). For use with Generic products in
Transparency reporting. Generic products define a product that represents an OTC derivative transaction
whose economics are not fully described using an FpML schema. In other views, generic products are
present for convenience to support internal messaging and workflows that are cross-product. Generic
products are not full trade representations as such they are not intended to be used for confirming
trades.
A floating rate.
The fixed rate or fixed rate schedule expressed as explicit
fixed rates and dates. In the case of a schedule, the step dates may be subject to
adjustment in accordance with any adjustments specified in
calculationPeriodDatesAdjustments.
The rate of exchange between two currencies.
Define the underlying asset, either a listed security or other
instrument.
Describes the composition of a rate that has been quoted. This
includes the two currencies and the quotation relationship between the two currencies.
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. It is vital to use the correct legal name of the entity
and to be careful not to choose a subsidiary if you really want to trade protection on a
parent company. Please note, Reference Entities cannot be senior or subordinated. It is the
obligations of the Reference Entities that can be senior or subordinated. ISDA 2003 Term:
Reference Entity
The parties may specify a Method of Averaging where more than one
pricing Dates is being specified as being applicable. This defines the averaging method
applicable to this asset (used for Commodities).
Specifies the parties responsible for paying vs. receiving this
asset.
The buying and selling party for the product. This is commonly
used for options, but may also be used for other products.
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..
Reference to an underlyer
The grade(s) of material which can be delivered in seller's
option.
Specifies the delivery time periods (normally used for electricity
swaps).
LoadType is a summary of the full description of the settlement
periods with respect to the region. Used for describing Electricity delivery schedules (e.g.
Base, Peak, Off-Peak, Custom).
The periodic quantity. Used in conjunction with the
quantityFrequency to define quantity per period.
The frequency at which the Notional Quantity is deemed to apply for
purposes of calculating the Total Notional Quantity.
Fixed price on which fixed payments are based.
Identification of the border(s) or border point(s) of a
transportation contract.
The number of units of underlyer per option comprised in the option
transaction.
The number of options comprised in the option transaction.
For options, what type of option it is (e.g. butterfly).
For options, the earliest exercise date of the option (corresponds
to the option lock-out period).
For options, whether the option is a put or call option.
The option strike or strikes.
Special features that the option may have, such as Asian averaging,
Barriers, Digital payout, etc.
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. In other views, generic products are present for convenience to support internal messaging and
workflows that are cross-product. Generic products are not full trade representations as such they are
not intended to be used for confirming trades.
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