schemas.fpml-4-6.fpml-contract-notification-4-6.xsd Maven / Gradle / Ivy
The abstract base class for all types which define the changes resulting from a market event.
Notification that a Contract has been Amended.
Details of the amendment
Details of the payments, like amount breakdowns, settlement information.
Identification of the Parties to this Contract.
Notification that an Amendment to the Contract has been subject to Cancellation.
Identification of a single Contract which is the subject of this message. Each Party may provide one to many identifiers for this
contract.
Details of the amendment being cancelled
Details of the payments, like amount breakdowns, settlement information.
Identification of the Parties to this Contract.
Details of the amendment.
A fulll description of the amended contract.
The date on which the change was agreed.
The date on which the change become effective
Describes a payment made in settlement of the change.
Notification that a Contract has been subject to Cancellation.
Details of the Contract's non-negotiated changes.
A fulll description of the changed contract.
The date on which the change become effective.
Substitution point for types of change.
Describes a payment made in settlement of this change.
Notification that a Contract has been subject to non-negotiated changes resulting from a market event.
Details of the Contract's non-negotiated changes.
Details of the payments, like amount breakdowns, settlement information.
Identification of the Parties to this Contract.
Notification that a Contract's non-negotiated changes has been subject to Cancellation.
Identification of a single Contract which is the subject of this message. Each Party may provide one to many identifiers for this
contract.
Details of the changes being cancelled.
Details of the payments, like amount breakdowns, settlement information.
Identification of the Parties to this Contract.
Notification that a Contract has been Created.
Optional reference to trade execution.
Contract which has been created.
Details of the payments, like amount breakdowns, settlement information.
Identification of the Parties to this Contract.
Notification of an agreed Contract Full Termination. A separate notification message is provided for Contract Partial Termination, which should not result
in the contract being Fully Terminated.
Details of the full termination.
Details of the payments, like amount breakdowns, settlement information.
Identification of the Parties to this Contract.
A Notification that a Full Termination event is cancelled.
Reference to the contract affected by the cancellation.
Details of the Full Termination being cancelled.
Details of the payments, like amount breakdowns, settlement information.
Identification of the Parties to this Contract.
Notification that a Contract has been Increased.
Increase Details.
Details of the payments, like amount breakdowns, settlement information.
Identification of the Parties to this Contract.
A Notification that an Increase event is cancelled.
Reference to the contract affected by the cancellation.
Details of the Increase being cancelled.
Details of the payments, like amount breakdowns, settlement information.
Identification of the Parties to this Contract.
Notification that a Contract has been Novated.
Novation Details.
Details of the payments, like amount breakdowns, settlement information.
Identification of the Parties to this Contract.
A Notification that a Novation event is cancelled.
Reference to the contract affected by the cancellation.
Details of the Novation being cancelled.
Details of the payments, like amount breakdowns, settlement information.
Identification of the Parties to this Contract.
Notification that a Contract has been subject to Partial Termination.
Termination details.
Details of the payments, like amount breakdowns, settlement information.
Identification of the Parties to this Contract.
A Notification that a Partial Termination event is cancelled.
Reference to the contract affected by the cancellation.
Details of the Termination being cancelled.
Details of the payments, like amount breakdowns, settlement information.
Identification of the Parties to this Contract.
Abstract base class for Contract notification messages that require Contract Reference only.
Identification of a single Contract which is the subject of this message. Each Party may provide one to many identifiers for this
contract.
Identification of the Parties to this Contract.
Defines index factor information when credit events occur on index constituents.
The index version factor, expressed as a decimal, that multiplied by the original notional amount yields the notional amount covered by the
seller. A factor of 75% would be represented as 0.75.
This relates only to CDS index contracts and represents the factored notional amount, obtained by multiplying the index factor to the
contract notional amount. See indexFactor description above.
The head of the substitution group for all elements which define the changes resulting from a market event.
Contains index factor information when credit events occur on index constituents.
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