schemas.fpml-5-0.confirmation.fpml-doc-5-0.xsd Maven / Gradle / Ivy
A type representing a value corresponding to an identifier for a parameter describing a query portfolio.
Unique ID for the allocation.
The fractional allocation (0.45 = 45%) of the notional and "block" fees to this particular client subaccount.
The notional allocation (amount and currency) to this particular client account.
A specific approval state in the workflow.
The type of approval (e.g. "Credit").
The current state of approval (.e.g preapproved, pending approval, etc.)
The full name or identifiying ID of the relevant approver.
A type used to record the differences between the current trade and another indicated trade.
The identifier for the trade compared against.
An optional set of detailed difference records.
A type for defining the obligations of the counterparty subject to credit support requirements.
Independent Amount is an amount that usually less creditworthy counterparties are asked to provide. It can either be a fixed amount or a percentage of the Transaction's value. The Independent Amount can be: (i) transferred before any trading between the parties occurs (as a deposit at a third party's account or with the counterparty) or (ii) callable after trading has occurred (typically because a downgrade has occurred). In situation (i), the Independent Amount is not included in the calculation of Exposure, but in situation (ii), it is included in the calculation of Exposure. Thus, for situation (ii), the Independent Amount may be transferred along with any collateral call. Independent Amount is a defined term in the ISDA Credit Support Annex. ("with respect to a party, the amount specified as such for that party in Paragraph 13; if no amount is specified, zero").
A contact id identifier allocated by a party. FpML does not define the domain values associated with this element.
A type defining a contract identifier issued by the indicated party.
A pointer style reference to a party identifier defined elsewhere in the document. The party referenced has allocated the contract identifier.
Where the legal activity is to agree a contract of variation then the business process should be to modify a contract. This is a contract in its own right and not a version of a previous contract. Where the business process is to replace and supersede a contract then you have a new contract and a contract version should not be used.
A contract id which is not version aware.
A contract id which is version aware.
This element corresponds to the Credit Event Notice Delivered Under Old Transaction and Deemed Delivered Under New Transaction under the EXHIBIT C to 2004 ISDA Novation Definitions.
This element corresponds to the Notice of Publicly Available Information Delivered Under Old Transaction and Deemed Delivered Under New Transaction under the EXHIBIT C to 2004 ISDA Novation Definitions.
This element corresponds to the Notice of Intended Physical Settlement Delivered Under Old Transaction under the EXHIBIT C to 2004 ISDA Novation Definitions.
A type defining a content model that is backwards compatible with older FpML releases and which can be used to contain sets of data without expressing any processing intention.
The root element in an FpML trade document.
An arbitary grouping of trade references (and possibly other portfolios).
A type used to record the details of a difference between two business objects/
The type of difference that exists.
An indication of the severity of the difference.
The name of the element affected.
XPath to the element in the base object.
The value of the element in the base object.
XPath to the element in the other object.
Value of the element in the other trade.
Element(s) that are missing in the other trade.
Element(s) that are extraneous in the other object.
A human readable description of the problem.
The abstract base type from which all FpML compliant messages and documents must be derived.
A type defining the trade execution date time and the source of it. For use inside containing types which already have a Reference to a Party that has assigned this trade execution date time.
Identification of the source (e.g. clock id) generating the execution date time.
A container element allowing a schedule of payments associated with the Independent Amount.
The data type used for link identifiers.
A type to represent a portfolio name for a particular party.
A pointer style reference to a party identifier defined elsewhere in the document. The party referenced has allocated the trade identifier.
A type defining one or more trade identifiers allocated to the trade by a party. A link identifier allows the trade to be associated with other related trades, e.g. trades forming part of a larger structured transaction. It is expected that for external communication of trade there will be only one tradeId sent in the document per party.
A link identifier allowing the trade to be associated with other related trades, e.g. the linkId may contain a tradeId for an associated trade or several related trades may be given the same linkId. FpML does not define the domain values associated with this element. Note that the domain values for this element are not strictly an enumerated list.
The trade id of the allocated trade. This is used by the block trade to reference the allocated trade.
The trade id of the block trade. This is used by each one of the allocated trades to reference the block trade. This element can also represent the trade id of the parent trade for N-level allocations. In the case, this element is only used to model N-level allocations in which the trade acts as block and allocated trade at the same time. This basically means the ability to allocate a block trade to multiple allocation trades, and then allocate these in turn to other allocation trades (and so on if desired).
A type containing multiple partyTradeIdentifier.
A type defining additional information that may be recorded against a trade.
Identifies that party that has ownership of this information.
Identifies a related party performing a role within the transaction.
Identifies the unit/division/desk etc. that executed or supports this trade
Specifies whether the trade used to hedge a risk for accounting purposes for the specified party. (TODO: do we need to distinguish between asset and liability hedges?)
Used to categorize trades into user-defined categories, such as house trades vs. customer trades.
Identifies the person or persons who assumed the role of trader for this trade.
Trade execution date time provided by the owner of the party trade information.
Payment date.
A fixed payment amount.
A type defining the calculation rule.
A fixed payment amount.
The abstract base type from which all calculation rules of the independent amount must be derived.
A type defining a content model for a calculation rule defined as percentage of the notional amount.
A percentage of the notional amount.
A reference to the notional amount.
A type representing an arbitary grouping of trade references.
The name of the portfolio together with the party that gave the name.
An arbitary grouping of trade references (and possibly other portfolios).
The data type used for portfolio names.
A type representing criteria for defining a query portfolio. The criteria are made up of a QueryParameterId, QueryParameterValue and QueryParameterOperator.
A type representing an identifier for a parameter describing a query portfolio. An identifier can be anything from a product name like swap to a termination date.
A type representing an operator describing the relationship of a value to its corresponding identifier for a parameter describing a query portfolio. Possible relationships include equals, not equals, less than, greater than. Possible operators are listed in the queryParameterOperatorScheme.
A type representing a portfolio obtained by querying the set of trades held in a repository. It contains trades matching the intersection of all criteria specified using one or more queryParameters or trades matching the union of two or more child queryPortfolios.
A type containing a code representing the role of a party in a report, e.g. the originator, the recipient, the counterparty, etc. This is used to clarify which participant's information is being reported.
A type defining a group of products making up a single trade.
Indicates which product within a strategy represents the premium payment.
A type defining an FpML trade.
The information on the trade which is not product specific, e.g. trade date.
Other fees or additional payments associated with the trade, e.g. broker commissions, where one or more of the parties involved are not principal parties involved in the trade.
Identifies that party (or parties) that brokered this trade.
The party referenced is the ISDA Determination Party that specified in the related Confirmation as Determination Party.
The party referenced is the ISDA Hedging Party that specified in the related Confirmation as Hedging, or if no Hedging Party is specified, either party to the Transaction.
Defines collateral obiligations of a Party
Defines the definitions that govern the document and should include the year and type of definitions referenced, along with any relevant documentation (such as master agreement) and the date it was signed.
Identification of the law governing the transaction.
"Short-form" representation of allocations in which the key block economics are stated once within the trade structure, and the allocation data is contained in this allocations structure.
A scheme used to categorize positions.
A type defining trade related information which is not product specific.
The trade reference identifier(s) allocated to the trade by the parties involved.
Additional trade information that may be provided by each involved party.
The trade date. This is the date the trade was originally executed. In the case of a novation, the novated part of the trade should be reported (by both the remaining party and the transferee) using a trade date corresponding to the date the novation was agreed. The remaining part of a trade should be reported (by both the transferor and the remaining party) using a trade date corresponding to the original execution date.
If the trade was cleared (novated) through a central counterparty clearing service, this represents the date the trade was cleared (transferred to the central counterparty).
A trade reference identifier allocated by a party. FpML does not define the domain values associated with this element. Note that the domain values for this element are not strictly an enumerated list.
A type defining a trade identifier issued by the indicated party.
A pointer style reference to a party identifier and optionally an account identifier defined elsewhere in the document. The party referenced has allocated the trade identifier.
A reference identifying a rule within a validation scheme.
Contract Id with Version Support
The version of the contract id. The contractId is versioned and not the contract.
Trade Id with Version Support
The version of the trade id. The tradeId is versioned and not the trade.
A type used to record information about a unit, subdivision, desk, or other similar business entity.
Set of attributes that define versioning information.
Indicate which version of the FpML Schema an FpML message adheres to.
This optional attribute can be supplied by a message creator in an FpML instance to specify which build number of the schema was used to define the message when it was generated.
The specific build number of this schema version. This attribute is not included in an instance document. Instead, it is supplied by the XML parser when the document is validated against the FpML schema and indicates the build number of the schema file. Every time FpML publishes a change to the schema, validation rules, or examples within a version (e.g., version 4.2) the actual build number is incremented. If no changes have been made between releases within a version (i.e. from Trial Recommendation to Recommendation) the actual build number stays the same.
A strategy product.
Reference to the subaccount definition in the Party list.
Reference to the party definition.
The sum that must be posted upfront to collateralize against counterparty credit risk.
Special credit fee assessed to certain institutions.
A container for approval states in the workflow.
The date of the confirmation executed between the parties and intended to govern the allocated trade between those parties.
The date on which the the parties enter into the Amendment transaction
The date on which the Amendment becomes effective
The ISDA calculation agent responsible for performing duties as defined in the applicable product definitions.
The city in which the office through which ISDA Calculation Agent is acting for purposes of the transaction is located The short-form confirm for a trade that is executed under a Sovereign or Asia Pacific Master Confirmation Agreement ( MCA ), does not need to specify the Calculation Agent. However, the confirm does need to specify the Calculation Agent City. This is due to the fact that the MCA sets the value for Calculation Agent but does not set the value for Calculation Agent City.
Choice between identification and representation of trade execution.
An element that allows the full details of the trade to be used as a mechanism for identifying the trade for which the post-trade event pertains
A container since an individual trade can be referenced by two or more different partyTradeIdentifier elements - each allocated by a different party.
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