schemas.fpml-5-10.legal.fpml-enum-5-11.xsd Maven / Gradle / Ivy
The convention for adjusting any relevant date if it would otherwise fall on a day that is not a valid business day. Note that FRN is included here as a type of business day convention although it does not strictly fall within ISDA's definition of a Business Day Convention and does not conform to the simple definition given above.
The non-business date will be adjusted to the first following day that is a business day
Per 2000 ISDA Definitions, Section 4.11. FRN Convention; Eurodollar Convention.
The non-business date will be adjusted to the first following day that is a business day unless that day falls in the next calendar month, in which case that date will be the first preceding day that is a business day.
The non-business day will be adjusted to the first preceding day that is a business day.
The non-business date will be adjusted to the first preceding day that is a business day unless that day falls in the previous calendar month, in which case that date will be the first following day that us a business day.
The non-business date will be adjusted to the nearest day that is a business day - i.e. if the non-business day falls on any day other than a Sunday or a Monday, it will be the first preceding day that is a business day, and will be the first following business day if it falls on a Sunday or a Monday.
The date will not be adjusted if it falls on a day that is not a business day.
The date adjustments conventions are defined elsewhere, so it is not required to specify them here.
The unit in which a commission is denominated.
The commission is expressed in basis points, in reference to the price referenced in the document.
The commission is expressed as a percentage of the gross price referenced in the document.
The commission is expressed in cents per share.
The commission is expressed as a absolute amount.
A day type classification used in counting the number of days between two dates.
When calculating the number of days between two dates the count includes only business days.
When calculating the number of days between two dates the count includes all calendar days.
When calculating the number of days between two dates the count includes only commodity business days.
When calculating the number of days between two dates the count includes only currency business days.
When calculating the number of days between two dates the count includes only stock exchange business days.
When calculating the number of days between two dates the count includes only scheduled trading days.
Deprecated: In respect of a Transaction and a Commodity Reference Price, the relevant date or month for delivery of the underlying Commodity.
The Delivery Date of the underlying Commodity shall be the month of expiration of the futures contract that corresponds to the month and year of the Calculation Period. e.g. The JAN 09 contract when pricing in January '09 (In the case of contracts like Brent crude, this will mean that the contract expired in DEC 08.)
The Delivery Date of the underlying Commodity shall be the month of expiration of the First Nearby Month futures contract.
The Delivery Date of the underlying Commodity shall be the month of expiration of the Second Nearby Month futures contract.
The Delivery Date of the underlying Commodity shall be the month of expiration of the Third Nearby Month futures contract.
The Delivery Date of the underlying Commodity shall be the month of expiration of the Fourth Nearby Month futures contract.
The Delivery Date of the underlying Commodity shall be the month of expiration of the Fifth Nearby Month futures contract.
The Delivery Date of the underlying Commodity shall be the month of expiration of the Sixth Nearby Month futures contract.
The Delivery Date of the underlying Commodity shall be the month of expiration of the Seventh Nearby Month futures contract.
The Delivery Date of the underlying Commodity shall be the month of expiration of the Eighth Nearby Month futures contract.
The Delivery Date of the underlying Commodity shall be the month of expiration of the Ninth Nearby Month futures contract.
The Delivery Date of the underlying Commodity shall be the month of expiration of the Tenth Nearby Month futures contract.
The Delivery Date of the underlying Commodity shall be the month of expiration of the Eleventh Nearby Month futures contract.
The Delivery Date of the underlying Commodity shall be the month of expiration of the Twelfth Nearby Month futures contract.
The Delivery Date of the underlying Commodity shall be the month of expiration of the Thirteenth Nearby Month futures contract.
The Delivery Date of the underlying Commodity shall be the month of expiration of the Fourteenth Nearby Month futures contract.
The Delivery Date of the underlying Commodity shall be the month of expiration of the FifteenthNearby Month futures contract.
The Delivery Date of the underlying Commodity shall be the month of expiration of the SixteenthNearby Month futures contract.
The Delivery Date of the underlying Commodity shall be the month of expiration of the SeventeenthNearby Month futures contract.
The Delivery Date of the underlying Commodity shall be the month of expiration of the EighteenthNearby Month futures contract.
The Delivery Date of the underlying Commodity shall be the month of expiration of the NineteenthNearby Month futures contract.
The Delivery Date of the underlying Commodity shall be the month of expiration of the TwentiethNearby Month futures contract.
The Delivery Date of the underlying Commodity shall be the month of expiration of the TwentyFirstNearby Month futures contract.
The Delivery Date of the underlying Commodity shall be the month of expiration of the TwentySecondNearby Month futures contract.
The Delivery Date of the underlying Commodity shall be the month of expiration of the TwentyThirdNearby Month futures contract.
The Delivery Date of the underlying Commodity shall be the month of expiration of the TwentyFourthNearby Month futures contract.
The Delivery Date of the underlying Commodity shall be the month of expiration of the TwentyFifthNearby Month futures contract.
The Delivery Date of the underlying Commodity shall be the month of expiration of the TwentySixthNearby Month futures contract.
The Delivery Date of the underlying Commodity shall be the month of expiration of the TwentySeventhNearby Month futures contract.
The Delivery Date of the underlying Commodity shall be the month of expiration of the TwentyEighthNearby Month futures contract.
The Delivery Date of the underlying Commodity shall be the month of expiration of the TwentyNinthNearby Month futures contract.
The Delivery Date of the underlying Commodity shall be the month of expiration of the ThirtiethNearby Month futures contract.
The Delivery Date of the underlying Commodity shall be the month of expiration of the ThirtyFirstNearby Month futures contract.
The Delivery Date of the underlying Commodity shall be the month of expiration of the ThirtySecondNearby Month futures contract.
The Delivery Date of the underlying Commodity shall be the month of expiration of the ThirtyThirdNearby Month futures contract.
The Delivery Date of the underlying Commodity shall be the month of expiration of the ThirtyFourthNearby Month futures contract.
The Delivery Date of the underlying Commodity shall be the month of expiration of the ThirtyFifthNearby Month futures contract.
The Delivery Date of the underlying Commodity shall be the month of expiration of the ThirtySixthNearby Month futures contract.
The Delivery Date of the underlying Commodity shall be the month of expiration of the ThirtySeventhNearby Month futures contract.
The Delivery Date of the underlying Commodity shall be the month of expiration of the ThirtyEighthNearby Month futures contract.
The Delivery Date of the underlying Commodity shall be the month of expiration of the ThirtyNinthNearby Month futures contract.
The Delivery Date of the underlying Commodity shall be the month of expiration of the FortiethNearby Month futures contract.
The Delivery Date of the underlying Commodity shall be the month of expiration of the FortyFirstNearby Month futures contract.
The Delivery Date of the underlying Commodity shall be the month of expiration of the FortySecondNearby Month futures contract.
The Delivery Date of the underlying Commodity shall be the month of expiration of the FortyThirdNearby Month futures contract.
The Delivery Date of the underlying Commodity shall be the month of expiration of the FortyFourthNearby Month futures contract.
The Delivery Date of the underlying Commodity shall be the month of expiration of the FortyFifthNearby Month futures contract.
The Delivery Date of the underlying Commodity shall be the month of expiration of the FortySixthNearby Month futures contract.
The Delivery Date of the underlying Commodity shall be the month of expiration of the FortySeventhNearby Month futures contract.
The Delivery Date of the underlying Commodity shall be the month of expiration of the FortyEighthNearby Month futures contract.
The Delivery Date of the underlying Commodity shall be the month of expiration of the FortyNinthNearby Month futures contract.
The Delivery Date of the underlying Commodity shall be the month of expiration of the FiftiethNearby Month futures contract.
The Delivery Date of the underlying Commodity shall be the month of expiration of the FiftyFirstNearby Month futures contract.
The Delivery Date of the underlying Commodity shall be the month of expiration of the FiftySecondNearby Month futures contract.
The Delivery Date of the underlying Commodity shall be the month of expiration of the FiftyThirdNearby Month futures contract.
The Delivery Date of the underlying Commodity shall be the month of expiration of the FiftyFourthNearby Month futures contract.
The Delivery Date of the underlying Commodity shall be the month of expiration of the FiftyFifthNearby Month futures contract.
The Delivery Date of the underlying Commodity shall be the month of expiration of the FiftySixthNearby Month futures contract.
The Delivery Date of the underlying Commodity shall be the month of expiration of the FiftySeventhNearby Month futures contract.
The Delivery Date of the underlying Commodity shall be the month of expiration of the FiftyEighthNearby Month futures contract.
The Delivery Date of the underlying Commodity shall be the month of expiration of the FiftyNinthNearby Month futures contract.
The Delivery Date of the underlying Commodity shall be the Spot date.
The Delivery Date of the underlying Commodity shall be during the First Nearby Week.
The Delivery Date of the underlying Commodity shall be during the Second Nearby Week.
The Delivery Date of the underlying Commodity shall be during the Third Nearby Week.
The Delivery Date of the underlying Commodity shall be during the Fourth Nearby Week.
The Delivery Date of the underlying Commodity shall be during the Fifth Nearby Week.
The Delivery Date of the underlying Commodity shall be during the Sixth Nearby Week.
The Delivery Date of the underlying Commodity shall be during the Seventh Nearby Week.
The Delivery Date of the underlying Commodity shall be during the Eighth Nearby Week.
The Delivery Date of the underlying Commodity shall be during the Ninth Nearby Week.
The Delivery Date of the underlying Commodity shall be during the Tenth Nearby Week.
The Delivery Date of the underlying Commodity shall be during the Eleventh Nearby Week.
The Delivery Date of the underlying Commodity shall be during the Twelfth Nearby Week.
The Delivery Date of the underlying Commodity shall be during the Thirteenth Nearby Week.
The Delivery Date of the underlying Commodity shall be during the Fourteenth Nearby Week.
The Delivery Date of the underlying Commodity shall be during the Fifteenth Nearby Week.
The Delivery Date of the underlying Commodity shall be during the Sixteenth Nearby Week.
The Delivery Date of the underlying Commodity shall be during the Seventeenth Nearby Week.
The Delivery Date of the underlying Commodity shall be during the Eighteenth Nearby Week.
The Delivery Date of the underlying Commodity shall be during the Nineteenth Nearby Week.
The Delivery Date of the underlying Commodity shall be during the Twentieth Nearby Week.
The Delivery Date of the underlying Commodity shall be during the Twenty First Nearby Week.
The Delivery Date of the underlying Commodity shall be during the Twenty Second Nearby Week.
The Delivery Date of the underlying Commodity shall be during the Twenty Third Nearby Week.
The Delivery Date of the underlying Commodity shall be during the Twenty Fourth Nearby Week.
The Delivery Date of the underlying Commodity shall be during the Twenty Fifth Nearby Week.
The Delivery Date of the underlying Commodity shall be during the Twenty Sixth Nearby Week.
The Delivery Date of the underlying Commodity shall be during the Twenty Seventh Nearby Week.
The Delivery Date of the underlying Commodity shall be during the Twenty Eighth Nearby Week.
The Delivery Date of the underlying Commodity shall be during the Twenty Ninth Nearby Week.
The Delivery Date of the underlying Commodity shall be during the Thirtieth Nearby Week.
The Delivery Date of the underlying Commodity shall be during the Thirty First Nearby Week.
The Delivery Date of the underlying Commodity shall be during the Thirty Second Nearby Week.
The Delivery Date of the underlying Commodity shall be during the Thirty Third Nearby Week.
The Delivery Date of the underlying Commodity shall be during the Thirty Fourth Nearby Week.
The Delivery Date of the underlying Commodity shall be during the Thirty Fifth Nearby Week.
The Delivery Date of the underlying Commodity shall be during the Thirty Sixth Nearby Week.
The Delivery Date of the underlying Commodity shall be during the Thirty Seventh Nearby Week.
The Delivery Date of the underlying Commodity shall be during the Thirty Eighth Nearby Week.
The Delivery Date of the underlying Commodity shall be during the Thirty Ninth Nearby Week.
The Delivery Date of the underlying Commodity shall be during the Fortieth Nearby Week.
The Delivery Date of the underlying Commodity shall be during the Forty First Nearby Week.
The Delivery Date of the underlying Commodity shall be during the Forty Second Nearby Week.
The Delivery Date of the underlying Commodity shall be during the Forty Third Nearby Week.
The Delivery Date of the underlying Commodity shall be during the Forty Fourth Nearby Week.
The Delivery Date of the underlying Commodity shall be during the Forty Fifth Nearby Week.
The Delivery Date of the underlying Commodity shall be during the Forty Sixth Nearby Week.
The Delivery Date of the underlying Commodity shall be during the Forty Seventh Nearby Week.
The Delivery Date of the underlying Commodity shall be during the Forty Eighth Nearby Week.
The Delivery Date of the underlying Commodity shall be during the Forty Ninth Nearby Week.
The Delivery Date of the underlying Commodity shall be during the Fiftieth Nearby Week.
The Delivery Date of the underlying Commodity shall be during the Fifty First Nearby Week.
The Delivery Date of the underlying Commodity shall be during the Fifty Second Nearby Week.
The type of nearby qualifier, expect to be used in conjunction with a nearby count.
Describes the contract to be the contract that pertains to the month-year of the calculation period. If used, the nearby count is expected to be 0.
The Delivery Date of the underlying Commodity shall be the month of expiration of the futures contract.
The Delivery Date of the underlying Commodity shall be the Week of expiration of the futures contract.
The specification of a time period
Day.
Week.
Month.
Year.
The mode of expression of a price.
The price is expressed as an absolute amount.>
The price is expressed in percentage of the notional amount.
Specifies whether the option is a call or a put.
A put option gives the holder the right to sell the underlying asset by a certain date for a certain price.
A call option gives the holder the right to buy the underlying asset by a certain date for a certain price.
Logical quantification {All, Any}
The condition in the scope of the quantifier is true of every member of the domain i.e. every one of the elements in scope.
The condition in the scope of the quantifier is true of at least one member of the domain i.e. one or more of the elements in scope.
The side from which perspective a value is quoted.
A value "bid" by a buyer for an asset, i.e. the value a buyer is willing to pay.
A value "asked" by a seller for an asset, i.e. the value at which a seller is willing to sell.
A value midway between the bid and the ask value.
How an exchange rate is quoted.
The amount of currency1 for one unit of currency2
The amount of currency2 for one unit of currency1
The Specified Price in respect of a Transaction and a Commodity Reference Price.
The Specified Price shall be the Afternoon fixing reported in or by the relevant Price Source as specified in the relevant Confirmation.
The Specified Price shall be the Ask price reported in or by the relevant Price Source as specified in the relevant Confirmation.
The Specified Price shall be the Bid price reported in or by the relevant Price Source as specified in the relevant Confirmation.
The Specified Price shall be the Closing price reported in or by the relevant Price Source as specified in the relevant Confirmation.
The Specified Price shall be the High price reported in or by the relevant Price Source as specified in the relevant Confirmation.
The Specified Price shall be the Index price reported in or by the relevant Price Source as specified in the relevant Confirmation.
The Specified Price shall be the Average of the Bid and Ask prices reported in or by the relevant Price Source as specified in the relevant Confirmation.
The Specified Price shall be the Locational Marginal price reported in or by the relevant Price Source as specified in the relevant Confirmation.
The Specified Price shall be the Low price reported in or by the relevant Price Source as specified in the relevant Confirmation.
The Specified Price shall be the Marginal Hourly price reported in or by the relevant Price Source as specified in the relevant Confirmation.
The Specified Price shall be the Market Clearing price reported in or by the relevant Price Source as specified in the relevant Confirmation.
The Specified Price shall be the Average of the High and Low prices reported in or by the relevant Price Source as specified in the relevant Confirmation.
The Specified Price shall be the Morning fixing reported in or by the relevant Price Source as specified in the relevant Confirmation.
The Specified Price shall be the Official price reported in or by the relevant Price Source as specified in the relevant Confirmation.
The Specified Price shall be the Opening price reported in or by the relevant Price Source as specified in the relevant Confirmation.
The Specified Price shall be the Official Settlement Price reported in or by the relevant Price Source as specified in the relevant Confirmation.
The Specified Price shall be the Settlement price reported in or by the relevant Price Source as specified in the relevant Confirmation.
The Specified Price shall be the Spot price reported in or by the relevant Price Source as specified in the relevant Confirmation.
The Specified Price shall be the Average of the Midpoint of prices reported in or by the relevant Price Source as specified in the relevant Confirmation.
The Specified Price shall be the National Single price reported in or by the relevant Price Source as specified in the relevant Confirmation.
The Specified Price shall be the Volume Weighted Average of prices effective on the Pricing Date reported in or by the relevant Price Source as specified in the relevant Confirmation.
The Specified Price shall be the Non-volume Weighted Average of prices effective on the Pricing Date reported in or by the relevant Price Source as specified in the relevant Confirmation.
The type of telephone number used to reach a contact.
A number used primarily for work-related calls. Includes home office numbers used primarily for work purposes.
A number on a mobile telephone or pager that is often or usually used for work-related calls. This type of number can be used for urgent work related business when a work number is not sufficient to contact the person or firm.
A number used primarily for work-related facsimile transmissions.
A number used primarily for nonwork-related calls. (Normally this type of number would be used only as an emergency backup number, not as a regular course of business).
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