schemas.fpml-4-6.fpml-posttrade-4-6.xsd Maven / Gradle / Ivy
An event type that records the occurrence of a novation
Abstract base class for all Novation Notification Messages.
Abstract base class for all Novation Request Messages.
Abstract base class for all Novation Response Messages.
Specifies the fixed amount by which the Notional decreases due to the Partial Termination transaction.
Specifies the Notional amount after the Partial Termination.
Specifies the fixed amount by which the Number of Options decreases due to the Partial Termination transaction.
Specifies the Number of Options after the Partial Termination.
An event type that defines the content of a Termination transaction.
A payment for the right to terminate the trade.
A type describing the original trade and the amended trade.
The entire original trade details.
The trade id of the original trade details.
The representation of the amended trade.
Indicates a reference to the new transaction between the transferee and the remaining party.
Indicates the new transaction between the transferee and the remaining party.
Indicates a reference to the original trade between the transferor and the remaining party.
Indicates the original trade between the transferor and the remaining party.
Indicates a reference to the new transaction between the transferee and the remaining party.
Indicates the new transaction between the transferee and the remaining party.
A pointer style reference to a party identifier defined elsewhere in the document. In a three-way novation the party referenced is the Transferor
(outgoing party) in the novation. The Transferor means a party which transfers by novation to a Transferee all of its rights, liabilities, duties and obligations with respect
to a Remaining Party. In a four-way novation the party referenced is Transferor 1 which transfers by novation to Transferee 1 all of its rights, liabilities, duties and
obligations with respect to Transferor 2. ISDA 2004 Novation Term: Transferor (three-way novation) or Transferor 1 (four-way novation).
A pointer style reference to a party identifier defined elsewhere in the document. In a three-way novation the party referenced is the Transferee
(incoming party) in the novation. Transferee means a party which accepts by way of novation all rights, liabilities, duties and obligations of a Transferor with respect to a
Remaining Party. In a four-way novation the party referenced is Transferee 1 which accepts by way of novation the rights, liabilities, duties and obligations of Transferor 1.
ISDA 2004 Novation Term: Transferee (three-way novation) or Transferee 1 (four-way novation).
A pointer style reference to a party identifier defined elsewhere in the document. In a three-way novation the party referenced is the Remaining
Party in the novation. Remaining Party means a party which consents to a Transferor's transfer by novation and the acceptance thereof by the Transferee of all of the
Transferor's rights, liabilities, duties and obligations with respect to such Remaining Party under and with respect of the Novated Amount of a transaction. In a four-way
novation the party referenced is Transferor 2 per the ISDA definition and acts in the role of a Transferor. Transferor 2 transfers by novation to Transferee 2 all of its
rights, liabilities, duties and obligations with respect to Transferor 1. ISDA 2004 Novation Term: Remaining Party (three-way novation) or Transferor 2 (four-way novation).
A pointer style reference to a party identifier defined elsewhere in the document. This element is not applicable in a three-way novation and
should be omitted. In a four-way novation the party referenced is Transferee 2. Transferee 2 means a party which accepts by way of novation the rights, liabilities, duties and
obligations of Transferor 2. ISDA 2004 Novation Term: Transferee 2 (four-way novation).
Specifies the date that one party's legal obligations with regard to a trade are transferred to another party. It corresponds to the Novation Date
section of the 2004 ISDA Novation Definitions, section 1.16.
Specifies the date the parties agree to assign or novate a trade. If this element is not specified, the novationTradeDate will be deemed to be the
novationDate. It corresponds to the Novation Trade Date section of the 2004 ISDA Novation Definitions, section 1.17.
The amount which represents the portion of the Old Transaction being novated.
The number of options which represent the portion of the Old Transaction being novated.
This element contains a description of the remaining portion of a partially novated trade.
This element corresponds to the applicability of the Full First Calculation Period as defined in the 2004 ISDA Novation Definitions, section
1.20.
Element that is used to be able to make sense of the “new transaction” without requiring reference back to the “old transaction”. In the case of
interest rate products there are potentially 2 “first period start dates” to reference – one with respect to each party to the new transaction. For Credit Default Swaps there
is just the one with respect to the party that is the fixed rate payer.
This element corresponds to the non-Reliance section in the 2004 ISDA Novation Definitions, section 2.1 (c) (i). The element appears in the
instance document when non-Reliance is applicable.
This element should be specified if one or more of either a Credit Event Notice, Notice of Publicly Available Information, Notice of Physical
Settlement or Notice of Intended Physical Settlement, as applicable, has been delivered by or to the Transferor or the Remaining Party. The type of notice or notices that have
been delivered should be indicated by setting the relevant boolean element value(s) to true. The absence of the element means that no Credit Event Notice, Notice of Publicly
Available Information, Notice of Physical Settlement or Notice of Intended Physical Settlement, as applicable, has been delivered by or to the Transferor or the Remaining
Party.
The definitions (such as those published by ISDA) that will define the terms of the novation transaction.
DEPRECATED - This element will be removed in the next major version of FpML. The element contractualTermsSupplement should be used instead.
Definition: A contractual supplement (such as those published by ISDA) that will apply to the trade.
A contractual supplement (such as those published by ISDA) that will apply to the trade.
The date on which the the parties enter into the Termination transaction.
The date on which the Termination becomes effective.
The use of the Full element indicates that this is a Full Termination.
The use of the Partial element indicates that this is a Partial Termination.
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