schemas.fpml-5-10.confirmation.fpml-generic-5-10.xsd Maven / Gradle / Ivy
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.
Additional payments between the principal parties.
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.
The type of option transaction (e.g. Call, Put); specifies whether the option allows the holder to buy or sell the underlying asset, or pay or receive a payment related to the price of underlying asset, in the event of exercise.
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
This element contains all the terms relevant to defining the Credit DefaultSwap Index.
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. (For CFTC Part 43, this element corresponds to the option lock-out period defined in the option field table).
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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