schemas.fpml-5-10.confirmation.fpml-loan-5-10.xsd Maven / Gradle / Ivy
FpML Loan Framework
An abstract base type that combines objects applicable to the description of a party profile (e.g. applicable assets and cash evets to specific contacts or settlement instructions).
A structure which describes the applicable assets.
A scheme which defines the types of applicable transactions.
An extension of the AbstractServicingNotification which includes a reference to the facility and the loan contract to which embedded loan events apply. This abtract type should be used to 'wrap' contract-level business events.
An abstract base type for all loan business events.
An abstract base type for all facility-level business events.
An abstract type defining a facility baseline structure.
Defines the governing law (jurisdiction) under which the facility operates.
Generic features associated with the facility.
A model which contains the additional (non-static) facility rate details. These can change independently during the life of the facility.
A container to denote whether funds may be drawn in multiple currency denominations, in addition to the base (facility) currency. The current commitment amount defines the base currency associated with the facility.
An abstract base type for all facility and/or contract-level business events.
A loan contract summary structure.
An extension of the AbstractServicingNotification which includes a reference to the facility to which embedded loan events apply. This abtract type should be used to 'wrap' facility-level business events.
An abstract base type for all LC-level business events.
An abstract base type defining common features of a syndicated loan business event.
A unique id associated with a previous inaccurate event. Population of this identifier reflects the fact that this new event is being used to apply a 'corrective measure' to the referenced event (rather than this being an actual real-life event). The net result (across both events) ensures accurate accounting.
A freetext field which allows the sender to add further details around the business event.
An abstract structure defining fundamental allocation event information.
A reference to an allocation.
An underlying abstract structure for all syndicated loan servicing notifications; the wrapper for loan events which occur through the life-cycle of a deal.
The payments/wiring instructions associated with all embedded loan events.
An abstract structure defining fundamental settlement event information.
Reference to the loan trade allocation.
Date on which settlement will occur.
An underlying structure defining fundamental allocation event information.
Unique allocation id used to identify the allocation record.
Amount allocated.
A freetext field which allows the sender to add further details around the allocation event.
An underlying abstract structure that defines the responsible party for tasks that must be completed.
The unique id of the settlement task.
An identifier used to identify a group of related tasks.
A unique identifier associated with a previous ‘inaccurate task.’ Population of this identifier represents that this task is a ‘corrective measure’ to a previous task, rather than being a stand-alone task.
A reference to the party responsible for the completion of the settlement task.
Dates relevant to the settlement task.
An enum to define the status of the settlement task.
A freetext field which allows the sender to add further details around the task.
An underlying abstract structure for all syndicated loan servicing notifications; the wrapper for payment events which occur through the life-cycle of a loan trade.
The payments/wiring instructions associated with all embedded loan events.
An underlying abstract structure for all syndicated loan servicing notifications; the wrapper for events which occur through the life-cycle of a loan trade.
The business date on which the notice is valid (and was communicated).
The party sending the notification.
The role of the party that is sending the notification.
An underlying structure defining fundamental master loan trade event information.
The trade date associated with a specified trade record.
Primary or Secondary.
A flag to indicate the dependency of a secondary market loan trade upon the closing of a primary market loan structuring and syndication process.
A model which contains specific terms-related information for a loan trade, including governing association and form of purchase.
An underlying structure defining all loan trade information i.e. this structure contains the main (e.g. fund manager/main counterparty) trade details.
Unique trade ids used to identify the trade record.
Reference to the facility traded.
The commitment amount traded as of the original trade date.
A freetext field which allows the sender to add further details around the trade event.
An abstract structure defining fundamental master loan trade event information.
An abstract base type for all supplementary communication to paying entities and/or servicing platforms.
A free-form, manually entered field which will be used by users directly for additional information.
An abstract base type defining common features of a syndicated loan servicing business event. Such events are originated by the borrower and are required to be communicated to the lender syndicate by agents.
The date on which the associated business event is effective.
An abstract base type for all syndicated loan statement notifications; the wrapper for deal/facility/contract definitions and facility/contract positions at a particular point in time (snapshot).
The date as of which the embedded information is valid.
A free-form, manually entered field which will be used by users directly for additional information.
An abstract base type for all loan contract-level business events.
An abstract base type that describes a party profile.
The business date on which the information conveyed within the party profile becomes effective.
The party whose details are being communicated within the notification.
Other parties that may be related to the receiver party. Examples: custodian or trustee; or, to convey company hierarchy (for use in the context of 'blacklists').
Description of the tax form registered by the party.
An abstract base type that identifies a party profile.
An abstract base type for all syndicated loan servicing notifications; the wrapper for loan events which occur through the life-cycle of a deal.
The business date on which the notice is valid (and was communicated).
Indicates whether the embedded business event is 'global', i.e. NOT lender specific.
The payments/wiring instructions associated with all embedded loan events.
An underlying structure that details the elements that affect the calculation of a trade-related accrual.
The total accrual amount.
One or more accrual periods which reflect the constituent portions of the accrual amount.
An abstract type used for defining accrual structures within loan instruments.
A unique id associated with the loan accrual type.
The day count basis for the accrual.
A loan servicing notification used to update an accrual option within a single facility. Embedded business events simply re-state the given accrual option.
A legal entity or a subdivision of a legal entity.
A structure that describes the details of the underlying elements that explain the calculation of an accrual against a reference balance.
Defines the dates for a single accrual period. This is a period of actual (adjusted) dates.
Global and lender share amounts.
The rate applied to this period.
The rate applied to this period.
The accrual amount over the defined period.
A structure used to uniquely identify a single accrual type within a syndicated loan structure.
An event describing a future change an accruing fee associated with a specific facility.
Defines new rate and the date on which the rate is no longer valid.
A loan servicing notification used to communicate a change in an accruing fee option. These options define the rates/calculations associated with facility-level accruing fees.
A legal entity or a subdivision of a legal entity.
An event describing a future expiry of one of the accruing fees associated with a specific facility.
A unique id associated with the loan accrual type.
The accruing fee type which ix expiring.
A structure that represents the accruing fee option associated within a facility.
The accruing fee type for which a rate is being provided.
A freetext field which allows the sender to add further details around the business event.
An event describing an accruing fee payment made at the facility level.
A unique id associated with the loan accrual type.
The period against which the accrual fee is due. This is a period of actual (adjusted) dates.
A schedule that incorporates all sub-periods of an accrual calculation.
Projected interest payment details.
A loan servicing notification used to communicate an accruing fee payment made by the borrower.
A legal entity or a subdivision of a legal entity.
A list of all eligible accruing facility-level fee types.
A structure that represents the accruing PIK option associated within a facility.
A period during which the accrual type is applicable.
An event representing a change in a PIK accrual option. In real terms - an example of this would be a margin rate change.
The latest version of the acccruing PIK option.
An event representing a payment to facilitate capitalization of interest on all outstanding contracts against a particular facility.
Dates defining a generic period. This is a period of actual (adjusted) dates.
A schedule that incorporates all sub-periods of an accrual calculation.
A loan servicing notification used to communicate an accruing PIK rate being capitalized by the borrower.
A legal entity or a subdivision of a legal entity.
A structure used to describe an adjustment.
Defines the type of adjustment applied - increase or decrease.
A fee charged to the borrower for an amendment being made to the originally agreed credit agreement. The fee is based on a rate (as stated in the agreement) applied to the current commitment level. Calculated as a percentage of the unutilized portion of the facility.
A structure that defines the assets (or type of assets) that a particular payment profile may be associated with.
The deals for which this default settlement instruction is valid.
The facilities for which this default settlement instruction is valid.
The facility type (i.e. term, delayed draw, TLB, etc.) for which this default settlement instruction is valid.
A structure that defines the assets (or type of assets) that a particular set of communication details may be associated with.
A scheme to describe the purpose of a person or business unit in relation to an asset or assets.
A reference to the business unit element of a party block.
A reference to a person element of a party block.
A scheme that describes the purpose of a contact in relation to an asset or assets.
A structure that defines the assets (or type of assets) that a particular set of settlement instrution details may be associated with.
Settlement account details to describe the acount to which cash should be sent, for payments received by the party sending the Lender Party Notification.
A scheme that describes transaction types.
A structure that defines an association identifier based on a qualifying scheme.
A type defining an association between party or settlement information with an asset or assets
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 fee calculated as the cost of breaking financing against a loan contract which is repaid early.
The date by which any breakage costs (if applicable) must be submitted by Lenders to the Agent.
Where breakage cost is applicable, this enumeration defines who is calculating it - agent bank or lender.
An event representing the fact that a new loan contract (funded borrowing) has been requested by the borrower.
An enumeration which describes whether the condition precent have been met, not met or been waived. Please note: this field in not required since conditions precedent may not be applicable in certain scenarios.
A structure that defines the buyer and seller amounts of a payable.
The buyer's amount of a payable.
The seller's amount of a payable.
A structure taht represents payable cash, together with reference to any withholding tax being applied. This is used as a generic cash flow container across all loan business events (within the event header).
The cash amount payable, net of all tax withholding. This amount represents the funds to be wired from 'payer' to 'receiver' as a result of the underlying business event.
Details of the tax being withheld.
An event defining a future change in facility commitment.
Defines whether the lender has an option to accept or deny the commitment change.
Defines whether the commitment adjustment is scheduled.
Defines whether the commitment adjustment is related to a PIK.
The global/lender commitment amount stated AFTER a commitment adjustment has taken place.
Defines the type of adjustment applied - increase or decrease.
The amortization schedule associated with the facility commitment.
A structure which specifies the commitment changes occurring throughout the life of a facility.
The date on which a facility increase/decrease has/will occur.
The total remaining commitment amount (in facility currency), once the adjustnment has been applied.
The total remaining commitment amount (in facility currency), once the adjustnment has been applied.
A structure that represents a complete amortization schedule through the life of a facility.
The date on which a facility increase/decrease has/will occur.
A syndicated bank loan deal (credit agreement) definition.
A unique reference to a syndicated bank loan deal (credit agreement).
A full set of deal and facility definitions valid as of a specific date.
A complete deal structure.
A legal entity or a subdivision of a legal entity.
A short form of a deal.
The credit agreement date is also known as the 'closing date' (the date on which the agreement was signed). Funding of the facilities occurs either on or after (in the case of a Delayed Draw) the Credit Agreement date.
Deal denomination currency.
Original deal amount.
Current deal amount.
An event representing a change in the default rate, applicable to outstanding loans in the event that the borrower is declared to be in default.
An event representing expiration of the default rate applicable to borrowers in default.
A facility which can be drawn at any point during a pre-defined period after the initial deal closing date,
A flag to determine whether the Term Loan has a delayed draw feature.
The date by which funds must be drawn.
A structure that represents the prepayment structure associated within a facility.
A type that identifies a party profile record.
The event for which the (currency-specific) settlement instructions should be applied.
Settlement account details to describe the acount to which cash should be sent, for payments received by the party sending the Lender Event Settlement Notification.
A struture that represents an evergreen option that is available within a letter of credit instrument.
The number of calendar days before the expiry of the letter of credit, that the borrower must declare an intention to extend the letter of credit.
The number of calendar days defining the extension period.
A structure that represents the commitment amount against a facility or facility portion. Also shows the utilization levels against the total commitment amount (in facility currency).
The total commitment level associated with the facility or facility portion (in facility currency).
The portion of the commitment amount which is NOT available for the borrower to draw against.
A unique identifier for outstanding contracts.
This fee represents any fee paid by the borrower to the syndicate lenders for extending an existing facility.
A list of facility features.
A unique identifier to a facility.
A loan servicing notification which can be used to communicate any facility-level business event.
A legal entity or a subdivision of a legal entity.
A structure that represents current/prior facility commitment and outstanding amounts on both the global and lender position levels.
A structure used to define all positions held by the lender at the loan contract level. This structure is design to hold either some or all loan contracts.
A structure that represents position details (including outstandings) for a single facility. Positions can be stated at the global and (optionally) at the lender-specific level.
Commitment and outstanding position details for a single facility. Positions can be stated at the global and (optionally) at the lender-specific level.
A reference to the party for whom positions are being reported.
A legal entity or a subdivision of a legal entity.
A structure that represents current/prior facility commitment amounts on both the global and lender position levels.
A unique facility identifier.
The global and share amount of principal commitment. This model can be used to determine commitment balances before and after any associated business event.
A statement containing the commitment amounts for a single facility at the global and (optionally) the lender postion levels, on a specific date.
Commitment position details for a single facility. Positions can be stated at the global and (optionally) at the lender-specific level.
A reference to the party for whom positions are being reported (if applicable position amounts are populated).
A legal entity or a subdivision of a legal entity.
An event describing changes in a facility-level rate.
This represents a 'surcharge' rate that may apply in addition to a regular margin (on outstanding loan contracts).
A loan servicing notification used to communicate changes in facility-level rates (e.g. penalty rate, default rate etc.).
A legal entity or a subdivision of a legal entity.
A reference to a facility.
A single facility definition stated as of a certain date.
A legal entity or a subdivision of a legal entity.
A short form of a facility.
A definition of all parties playing specific roles within the facility.
A definition of the facility timeline.
The facility commitment information. The balances are optionally broken down to the utilization details.
An event describing the early termination of a facility.
An abstract type that specifies an underlying fixed rate cash accrual option.
A full definition of the fixed rate accrual characteristics of a loan contract. This structure defines both the underlying base rate as well as any additional margins and costs associated with the loan contract.
Defines the dates for a single accrual period. This is a period of actual (adjusted) dates.
The penalty spread currently applied to the interest rate period.
The default spread currently applied to the interest rate period.
The mandatory cost rate currently applied to the interest rate period.
The actual percentage rate charged to the borrower. (Base Rate + Spread + Default Rate + Penalty Rate + Mandatory Cost Rate) = All In Rate. This rate NEVER includes PIK.
Projected interest payment details.
A structure that represents the accruing fixed rate option associated within a facility.
A period during which the accrual option is applicable.
A party reference to the borrower(s) permitted to exercise the cash accrual option.
The number of business days that a lender must be notified prior to a drawdown event occurring.
The number of business days that a lender must be notified prior to an FX rate set event occurring.
The number of business days that a lender must be notified prior to a rate set event occurring.
An abstract type that specifies an underlying fixed rate cash accrual option.
An event representing a change in a fixed rate accrual option. In real terms - an example of this would be a margin rate change.
The latest version of the fixed rate option.
A full definition of the accrual characteristics of a loan contract. This structure defines both the underlying base rate as well as any additional margins and costs associated with the loan contract.
Defines the dates for a single accrual period. This is a period of actual (adjusted) dates.
The date on which the underlying interest rate is fixed. It is an actual (adjusted) date. Note: This should default to the effective date of the loan contract in the case of a PRIME base rate.
The actual underlying base rate associated with the period, defined as a percentage.
The penalty spread currently applied to the interest rate period.
The default spread currently applied to the interest rate period.
The mandatory cost rate currently applied to the interest rate period.
The actual percentage rate charged to the borrower. (Base Rate + Spread + Default Rate + Penalty Rate + Mandatory Cost Rate) = All In Rate. This rate NEVER includes PIK.
Projected interest payment details.
A subset of the ISDA Floating Rate Option scheme, i.e. the floating rate index. These indexes are the ones used by the syndicated loan market.
A structure that represents the accruing floating rate option associated within a facility.
A period during which the accrual option is applicable.
A party reference to the borrower(s) permitted to exercise the cash accrual option.
The number of business days that a lender must be notified prior to a drawdown event occurring.
The number of business days that a lender must be notified prior to an FX rate set event occurring.
The number of business days that a lender must be notified prior to a rate set event occurring.
An abstract type that specifies an underlying floating rate cash accrual option.
Defines the underlying base rate to which the margin applies.
An event describing a change in a floating rate accrual option. In real terms - an example of this would be a margin rate change associated with the 3-Month LIBOR accrual option.
The latest version of the floating rate option.
A fee associated with the funding requirements for given facility.
A structure which specifies FX conversion terms.
The rate of exchange between the two currencies of the leg of a deal. Must be specified with a quote basis.
An event representing the lender-specific capitalization of interest amounts for a given accrual period against a single loan contract.
Dates defining a generic period. This is a period of actual (adjusted) dates.
Defines the way in which the agent bank is allocating cash/PIK interest - can be (i) pro-rata at the time of the interest payment/PIK or (ii) based on the loan contract share throughout the interest period (which is the preferred method).
A schedule that incorporates all sub-periods of an accrual calculation.
Projected interest payment details.
A full definition of the accrual characteristics of a letter of credit. This structure defines both the underlying letter of credit issuance fee rate as well as any FX rates applied.
The currency in which the letter of credit accrual is denominated. This field should ONLY be populated when the accrual currency is different to the base letter of credit currency.
Defines exchange rate between the letter of credit accrual and letter of credit currencies.
An event representing a change in the notional amount associated with an outstanding letter of credit.
Defines the type of adjustment applied - increase or decrease.
The letter of credit amount after the adjustment has been applied.
Set to false for a normal increase or decrease in the letter of credit amount. If set to true, it signifies that a loan borrowing will take place in conjunction with this business event.
An event representing a change in either the [L/C -> Facility] or [Accrual -> L/C] FX rates (or both) on an outstanding letter of credit.
Defines exchange rate between the letter of credit accrual and letter of credit currencies.
Defines exchange rate between the letter of credit and facility.
An event representing the issuance of a new letter of credit under an existing facility.
The letter of credit notional amount.
An event representing a letter of credit issuance fee payment.
A unique id associated with the loan accrual type.
The period against which the accrual fee is due. This is a period of actual (adjusted) dates.
A schedule that incorporates all sub-periods of an accrual calculation.
A loan servicing notification used to communicate various letter of credit business events.
A legal entity or a subdivision of a legal entity.
A structure that represents the accruing L/C rate option associated within a facility.
A period during which the accrual option is applicable.
The letter of credit type for which a fee rate is being provided.
The letter of credit notional amount. The amount is represented at the global and (optionally) atthe lender-specific level.
An event representing a change in an L/C accrual option. In real terms - an example of this would be an L/C margin rate change.
The latest version of the letter of credit option.
A list of L/C purposes.
An event representing a change in the rate on an outstanding letter of credit.
An event representing a change in the maturity date on an outstanding letter of credit.
The final letter of credit expiry date (as defined by the evergreen option).
The original maturity date of the letter of credit.
An event representing either the expiry or cancellation of a letter of credit
Determines whether this event was created due to a natural expiration of the letter of credit or an unscheduled cancellation.
A list of L/C types.
A list of lender clasifications. These are used to derive other rules associated with specific lender types.
A definition of an unfunded borrowing (guarantee) instrument known as a Letter of Credit.
Expiry date of the letter of credit.
Final expiry date of the letter of credit, once the evergreen option has been exercised.
The letter of credit fee rate details.
Defines the purpose of a letter of credit.
Defines exchange rate between the letter of credit and facility.
A facility designed to issue letter of credit products.
A reference to a letter of credit.
A short form definition of a letter of credit.
A unique identifier for a letter of credit.
The letter of credit type for which a fee rate is being provided.
Effective date of the letter of credit.
A definition of all parties playing specific roles within the letter of credit.
The letter of credit notional amount. The amount is represented at the global and (optionally) at the lender-specific level.
A base type to extend the FpML basic 'message' type, similar in function to the 'response' message, but specific to the needs loan asset class.
An event structure defining information related to a loan trade allocation.
A loan servicing notification used to communicate confirmation of trade allocation details, from counterparty to counterparty, or admin agent to counterparty.
A structure to confirm the allocation of a loan trade.
Unique allocation id used to identify the allocation record.
A legal entity or a subdivision of a legal entity.
An event structure defining information related to a loan trade allocation.
A structure that contains sender-specific and optional shared loan allocation identifiers.
Reference to the original loan trade.
A structure that describes a period during which settlement cannot occur.
Specific range within which a trade may not be settled.
A list of allowable types of no-settle periods.
A structure that defines no-settle period types based on a qualifying scheme.
A loan servicing notification used to communicate trade allocation details, from counterparty to counterparty, or counterparty to admin agent.
A structure to establish the loan trade allocation event. This structure contains an event identifier for the allocation event as well as a reference to the details of the loan trade alloocation, contained in an element in the message.
A structure defining information related to a loan trade allocation.
A summary structure representing a loan trade.
A legal entity or a subdivision of a legal entity.
A structure that represents a payment related to a loan trade.
Reference to the loan trade allocation.
A reference to a loan trade allocation.
A structure that details tasks and their statuses, the completion of which are prerequisites to the settlement of a trade or allocation.
Reference to a unique allocation id used to identify the allocation record.
The type of the settlement task.
A structure used to uniquely identify a settlement task type within a syndicated loan structure.
An event structure defining the counterparty-to-counterparty trade settlement details.
The amount settled.
Factors impacting the setttlement cash flows.
One or more accrual periods which reflect the constituent portions of the accrual amount.
A loan servicing notification used to communicate trade settlement date coordination (i.e. availability) details, between admin agent and counterparties.
An event structure defining information related to date availability to settle an allocation.
A legal entity or a subdivision of a legal entity.
A loan servicing notification used to communicate finalized trade settlement date details, from admin agent to counterparties.
An event structure defining information related to date availability to settle an allocation.
A legal entity or a subdivision of a legal entity.
A loan servicing notification used to communicate trade settlement details (including funding economics), from counterparty to counterparty.
A structure to detail the settlement of an allocation.
A legal entity or a subdivision of a legal entity.
A loan servicing notification used to communicate allocation-level tasks and their statuses, the completion of which are deemed by the sender of the notification to be prerequisites to the settlement of a trade or allocation.
The task, which is a prerequisite to allocation settlement.
A legal entity or a subdivision of a legal entity.
A loan servicing notification used to communicate transfer fee details, from admin agent to counterparty.
A structure to indicate the transfer fee due at the allocation level.
A legal entity or a subdivision of a legal entity.
A loan servicing notification used to communicate transfer fee details, from admin agent to counterparty.
A structure to detail the fee owed to the agent for the transfer of a commitment from seller to buyer.
A legal entity or a subdivision of a legal entity.
A structure that defines details related to the admin agent's determination of transfer fee(s) owed on an allocation.
Amount of transfer fee due to the admin agent for the allocation.
The business date on which the transfer fee is due.
A structure that defines details related to the admin agent's determination of transfer fee(s) owed on an allocation.
A model used to reference a single loan trade together with all associated allocations.
A loan servicing notification used to communicate multiple business events, within a single notification.
This section is used to specify the cash generating events that are part of this 'bulk' notification. Bulk messages are to be used when communicating 2 or more events.
A legal entity or a subdivision of a legal entity.
A funded borrowing instrument which utilizes a portion of an available under a single facility (line of credit) within a bank deal (credit agreement).
The maturity date of the loan contract. In the case of a PRIME-based loan, this field should be set to the maturity date of the facility.
The maturity date of the loan contract. In the case of a PRIME-based loan, this field should be set to the maturity date of the facility.
Defines the base rate and additional charges associated with the loan contract.
Defines the base rate and additional charges associated with the loan contract.
Defines a single (current) FX rate used to calculate utilization in the facility currency. Used in the case where the loan contract currency is different to the facility currency.
An event representing adjustment in the notional amount of a loan contract that has no cash flow effect. E.g. an amount adjustment due to a defaulted loan.
Defines the type of adjustment applied - increase or decrease.
An event representing the initial setting of the rate on a single (new) loan contract.
The date on which the underlying interest rate is fixed. It is an actual (adjusted) date. Note: This should default to the effective date of the loan contract in the case of a PRIME base rate.
An event representing a change of maturity date on a one or more outstanding loan contracts.
The new loan contract maturity date.
The previous loan contract maturity date.
A loan servicing notification used to communicate various loan contract business events.
A legal entity or a subdivision of a legal entity.
A reference to a loan contract.
A short form of a loan contract.
A unique identifier for a loan contract.
The effective date of the loan contract. This is the date on which the funds are passed to the borrower. It is an actual (adjusted) date.
A reference to the borrower against a loan contract.
Party references to any guarantors associated with the facility borrower.
An event representing the lender-specific payment of interest amounts for a given accrual period against a single loan contract.
Dates defining a generic period. This is a period of actual (adjusted) dates.
Defines whether the agent bank is making an interest payment based on the lender pro-rata share at the end of the period (snapshot) or based on the lender position throughout the period (which is the default).
A schedule that incorporates all sub-periods of an accrual calculation.
Projected interest payment details.
A message used to acknowledge a loan notification.
A message used to indicate an exception issue with a loan notification.
A message used to indicate a retraction of a loan notification.
A set of instructions communicated by parties to override standard payment details for a specific to a set of (any) loan events.
The event for which the (currency-specific) settlement instructions should be applied.
A profile generated and communicated by parties containing their relevant contact and payment details. This is communicated by parties to anyone who wishes to initiate payments and/or communicate with them.
A set of instructions communicated by parties to override standard payment details for a specific trade or allocation settlement only.
A summary structure representing a loan trade.
A legal entity or a subdivision of a legal entity.
An event structure defining information related to trade settlement date coordination.
The amount settled.
Specific date or dates on which a trade may be settled.
Specific range within which a trade may be settled.
Date on or after which a trade can be settled.
Number of days advance notification required to express the intent to settle a trade.
Specific cutoff time to express the intent to settle a trade.
A period during which no settlement of a trade can occur, other than non-business days.
An event structure defining the trade settlement date.
The amount settled.
The settlement date associated with a single loan trade allocation.
A loan servicing notification used to communicate confirmation of master trade details, from counterparty to counterparty.
A structure to confirm the original loan trade event, conveyed in the Loan Trade Notification.
A summary of the trade.
A legal entity or a subdivision of a legal entity.
An event structure defining counterparty-to-counterparty loan trade information. This structure contains the main (e.g. fund manager/main counterparty) trade details.
A loan servicing notification used to communicate details to establish a master trade, from counterparty to counterparty.
A structure to establish the loan trade event. This structure contains an event identifier for the trade as well as a reference to the details of the trade, contained in an element in the message.
A structure defining counterparty-to-counterparty loan trade information. This structure contains the main (e.g. fund manager/main counterparty) trade details.
A model used to reference a facility by either identifier or summary.
A legal entity or a subdivision of a legal entity.
A loan servicing notification used to communicate master trade-level tasks and their statuses, the completion of which are deemed by the sender of the notification to be prerequisites to the settlement of a trade or allocation.
The task, which is a prerequisite to trade settlement.
A summary of the master trade.
A legal entity or a subdivision of a legal entity.
A structure that defines details related to the admin agent's determination of transfer fee(s) owed on a trade.
Amount of transfer fee owed to the admin agent for the trade.
The business date on which the transfer fee is due.
A loan servicing notification used to communicate transfer fee details, from admin agent to counterparty.
A structure to indicate the transfer fee due at the loan trade level.
A summary of the trade.
A legal entity or a subdivision of a legal entity.
A structure that defines details related to the admin agent's determination of transfer fee(s) owed on an allocation.
A model used to reference a single loan trade together with all associated allocations.
A loan servicing notification used to communicate transfer fee details, from admin agent to counterparty.
A structure to detail the fee owed to the agent for the transfer of a commitment from seller to buyer.
A summary of the trade.
A legal entity or a subdivision of a legal entity.
An event structure defining the agent-to-counterparty trade settlement details.
The amount settled.
One or more accrual periods which reflect the constituent portions of the accrual amount.
A structure that defines counterparty-to-counterparty loan trade information. This structure contains the main (e.g. fund manager/main counterparty) trade details.
The trade price, notated as a decimal, to be expressed as a percentage multiplied by the commitment amount.
Details of the transfer fee owed to the admin agent.
A set of trade settlement rules.
Rules associated with a trade by participation only.
A structure that represents a payment related to a loan trade.
Reference to the original loan trade.
A reference to a loan trade.
A structure that details tasks and their statuses, the completion of which are prerequisites to the settlement of a trade or allocation.
Reference to the master trade.
The type of the settlement task.
A structure that uniquely identifies a settlement task type within a syndicated loan structure.
A structure that defines all loan trade information i.e. this structure contains the main (e.g. fund manager/main counterparty) trade details.
A structure that details the underlying elements that affect the calculation of a fee accrual.
A unique id associated with the loan accrual type.
Describes the type of the accruing fee.
A structure that incorporates elements of an accrual calculation, for the purpose of defining cost-of-carry.
The amount of cost of carry accrued for the given loan contract. Funded Amount * Price + (100-Price) * Unfunded - (100-Price) * Paydown - Non-Recurring Fees.
Details of the accrual schedule in support of the cost of carry amount: The commencement amount is the calculated 'value' of the asset being purchased/sold, as of the end of the REGULAR settlement period (e.g. at T+7 for Par). This amount takes into account ALL potential adjustments, price and utilized/unutilized balances as of the regular settlement date. Hence, the reference amount will be the commencement amount and the rate will be the average LIBOR (between T+7 and actual settlement date). If however, the settlement amount at the END of the delay period has changed by more than 25 percent as compared to the commencement amount, then the (calculated) settlement amount for each applicable day within the delay period must be calculated and used to accrue the cost of carry. The average LIBOR will still be the applicable rate.
A schedule that incorporates all sub-periods of an accrual calculation for the purposes of determining the cost of carry in the case of a trade with delayed settlement.
The funded and unfunded utilization details. These figures together with the commitment adjustment and non-recurring fees would be used to calculate the trade amount on a daily basis. If using the commencement amount, as of regular settlement date, then it is only necessary to define the utilization as of that single date. If using the settlement amount calculation (for each day through the settlement period), then it will be necessary to provide a schedule of utilized/unutilized balances throught the entire period.
The accrual associated with a simple commencement amount based calculation.
An array of accrual periods which define a single accrual schedule.
A structure that defines the factors that impact settlement cashflows.
The total economic benefit, based on facility-level activity between trade and settlement date, payable to the buyer of the asset.
Countparty shares of the transfer fee owed to the agent.
A structure that incorporates elements of interest and fee accruals, for the purpose of defining delayed compensation.
The total delayed compensation amount. This is the sum of all the loan contract, letter of credit and on-going fee accrual amounts.
A model which contains all relevant accrual amounts in relation to the trade.
A structure that combines a simple (money) amount with an optional event, for the purpose of defining economic benefit at settlement.
Economic benefit amount.
Any commitment adjustments which have occurred during settlement of the trade. Represented by the business event structure.
A structure that incorporates sub-periods of an accrual calculation for a traded letter of credit.
A unique identifier for the letter of credit.
A structure that details the underlying elements that affect the calculation of a fee accrual.
The total accrual amount.
Describes the type of the accruing fee.
Miscellaneous nonrecurring fee type.
A structure that incorporates sub-periods of an accrual calculation for a traded outstanding contract.
A unique id for the loan contract.
A type that describes a role played by a party in a trading transaction. Examples include roles such as guarantor, custodian, confirmation service provider, etc. This can be extended to provide custom roles.
A structure that details key dates related to a task that is a prerequisite to trade settlement.
The date on which the settlement task was raised.
The date by which the settlement task is expected to be completed.
The date on which the settlement task was either cleared or cancelled.
An event structure defining counterparty-to-admin agent loan trade information.
Party responsible for remitting the transfer fee to the admin agent (buyer or seller).
A structure that represents countparty shares or alternatively the total amount of the assignment fee owed to the admin agent.
Party responsible for remitting the transfer fee to the admin agent (buyer or seller).
Rule enumeration for transfer fee split and paid by.
The amount payable to the agent for re-assigning a share in one of the underlying facilities within the deal.
Countparty shares of the transfer fee owed to the agent.
A loan servicing notification used to communicate details to establish a master trade, from counterparty to admin agent.
A structure to establish the loan transfer event. This structure contains an event identifier for the trade as well as a reference to the details of the trade, contained in an element in the message.
An event structure defining loan transfer information, sent from counterparty to agent. This structure contains the main (e.g. fund manager/main counterparty) trade details.
A legal entity or a subdivision of a legal entity.
A loan servicing notification used to communicate trade settlement position and outstandings details, from admin agent to counterparty.
The transfer settlement event.
A model used to reference a facility together with all current contract-level information.
A legal entity or a subdivision of a legal entity.
An event representing a change in the mandatory cost rate, applicable to certain outstanding loans in the UK market.
An event representing expiration of the mandatory cost rate applicable in the UK market.
An event describing a non-recurring fee being paid at either the loan contract or facility level.
An extension of the money type with the ability to specify a lender share amount in addition to the global amount (represented by 'amount').
The lender share amount.
A struture that defines all the currencies in which funds can be drawn against a facility.
List of currencies in which the borrower(s) may draw funds.
An event describing a non-recurring fee being paid at either the loan contract or facility level.
A loan servicing notification used to communicate a non-recurring fee payment made by the borrower.
A legal entity or a subdivision of a legal entity.
A list of all non-recurring (one-off) fee types.
A collection of outstanding loan contract and/or letter of credit structures belonging to a single facility.
The facility to which the loan contracts and/or letter of credits belong.
A choice allowing the sender to describe the collection of loan contracts and/or letter of credits, belonging to a single facility.
A collection of loan contracts.
A collection of letter of credits.
A legal entity or a subdivision of a legal entity.
A structure that represents outstanding loan contracts or outstanding letter of credit position. Both the global and lender position (current and prior) levels can be represented.
The global and share amounts against the associated instrument. This is after any referenced business events have taken place.
The global and share amounts against the associated instrument. This is prior to any referenced business events.
Defines a single (current) FX rate used to calculate utilization in the facility currency. Used in the case where the loan contract currency is different to the facility currency.
A structure that defines an override identifier based on a qualifying scheme.
A type that identifies an override record.
A pointer style reference to a party identifier and optionally an account identifier defined elsewhere in the document. The party referenced has allocated the party profile identifier.
A type that describes a party profile record.
Relates an asset, or assets, to an element within a party block (customarily a business unit or person).
Relates an asset, or assets, to set of settlement instructions.
A structure that defines documentation related to a party profile.
Type of tax form registered.
A structure that defines a party profile identifier based on a qualifying scheme.
A type that identifies a party profile record.
A pointer style reference to a party identifier and optionally an account identifier defined elsewhere in the document. The party referenced has allocated the party profile identifier.
A structure that represents interest payment projections.
The next payment for the associated event type is due on this date. This is an actual (adjusted) date.
Projected amount payable on the next payment date.
An event representing a change in the penalty rate applicable to outstanding loans.
An event representing expiration of the penalty rate.
A structure that represents a rate applicable against a well-defined or open-ended period.
The date from when the associated penalty rate is applicable.
A structure that represents the prepayment structure associated within a facility.
A loan servicing notification designed to communicate the specific business events associated with a pre-payment made by the borrower.
A legal entity or a subdivision of a legal entity.
A structure that defines a restriction pertaining to which facilities must be traded on a pro-rata basis.
A structure that defines the limits associated with rates that can be applied to a loan instrument.
The rate floor being applied.
The rate cap being applied.
An event representing a principal repayment being made by the borrower.
The price at which the repayment occurred. This is usually Par but there could be scenarios where a repayment was made at a discounted level.
A facility which allows a flexible line of credit which can be drawn and repaid multiple times over the life of the facility.
An event representing the prepayment structure associated within a facility.
A list of all contracts that are maturing during the rollover event.
A list of all contracts whose rates are resetting or contracts that are initiating as part of the rollover event.
The optional business events that can be combined to represent all the actions/chash flows that take place during the rollover.
A loan servicing notification designed to communicate the combination of business events associated with a rollover transaction.
A legal entity or a subdivision of a legal entity.
A set of currency-specific settlement instructions.
A unique identifier for a cash settlement details structure.
Currency associated with the settlement instruction.
A standard settlement instruction defining how a currency payment is to be made.
A type defining a cash settlement details identifier and qualifying scheme
A structure that defines a task identifier based on a qualifying scheme.
A type defining a task 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 structure that defines a tax form registration.
Type of tax form registered.
Date of expiration of this tax form.
A scheme that describes tax form types.
A structure that represents the withholding tax being applied to a particular cash flow.
The amount of withholding tax being applied.
The tax rate being applied to the associated cash flow.
A scheme used to identify the reason for withholding tax being applied to a cash flow.
A facility which is fully funded (utilized) at deal closing.
A structure that identifies settlement instructions to override default settlement instructions, for a particular trade/allocation.
The allocation for which the settlement instructions should be applied.
Reference to the original loan trade.
Settlement account details to describe the acount to which cash should be sent, for payments received by the party sending the Lender Event Settlement Notification.
A structure that represents the rules for payment of transfer fees to the agent.
The amount payable to the agent for re-assigning a share in one of the underlying facilities within the deal.
A rule which defines the calculation of transfer fees applicable as a result of a facility commitment transfer.
The list of lender types which are exempt from paying an transfer fee to the agent bank.
A list of rules associated with the way in which transfer fees should be paid.
A structure that represents a fee, also known as Participation Fee, Arrangement Fee etc. This fee represents compensation to the members of the lending syndicate (and sometimes to institutional investors as well) in return for their commitment of capital.
A structure which defines the total utilization and available credit levels for a given facility.
The amount of utilization which is funded.
The amount of utilization which is unfunded.
A schedule that incorporates all sub-periods of an interest accrual calculation.
Defines the dates for a single accrual period. This is a period of actual (adjusted) dates.
The funded and unfunded utilization details.
A fee structure that represents a payment made by the borrower to the syndicate lenders for processing and accepting a waiver request. The request is sent by the borrower to obtain approval from the syndicate lenders formally requesting waivers around particular terms of the credit agreement.
A list of reasons for withholding tax being applied to a cash flow.
A model that represents the main parties involved in any business event.
A reference to the agent bank for the associated deal.
A reference to the main borrower associated with the specific business event.
A model that represents current and prior global commitment break-down. The model requires global amounts and can optionally represent lender-specific share amounts.
The global and share amount of principal commitment. This is after any referenced business events have taken place.
The global and share amount of principal commitment. This is prior to any referenced business events.
A model that defines all parties playing various roles within a given deal.
A party reference to the (main) issuer of the deal.
Party references to the guarantors associated with the (main) issuer of the deal.
A party reference to the agent bank associated with the deal.
A party reference to the lead syndication bank of the deal.
Party references to the syndication co-lead banks of the deal.
a model that defines deal-level rules.
The transfer fee amount and rules. This applies to the commitment transfer of any facility within the deal structure.
Groups of facilities which must be traded on a pro-rata basis. The ratio of facility trade amounts must be equal to the ratio of their corresponding global amounts.
A model that describes facility commitment information together with any schedule associated with the commitment.
The current global/lender share commitment amount. This defines the current limit against which the borrower may draw funds.
The original global commitment amount. This defines the limit, as of the start date, against which the borrower may draw funds.
The commitment schedule associated with the facility.
Defines the exchange rate between the facility and deal denomination currencies (only required if the currencies are different).
A model that defines all relevant dates related to a specific facility.
The start date of the facility.
The latest date that a drawdown can be made effective against the facility.
The maturity date of the facility.
A model used to reference a facility by either identifier or summary, within various notifications.
A deal summary structure.
A facility summary structure.
A model that describes features/attributes associated with a given facility.
Facility features which help define the instrument with greater granularity. E.g. bridge, acquisition etc.
The lien level associated with the facility. E.g. 1st, 2nd, 3rd.
The seniority of the facility. E.g. senior, senior secured etc.
A model used to reference a facility by either identifier or summary, within various notifications.
A choice allowing the sender to describe the collection of loan contracts and/or letter of credits, belonging to a single facility.
A collection of loan contracts.
A collection of letter of credits.
A choice allowing the sender to describe the collection of loan contracts and/or letter of credits, belonging to a single facility.
A collection of loan contracts.
A collection of letter of credits.
A model that describes additional (non-static) facility rate details. These are managed separate since they can change independently during the life of the facility.
A set of default cash accrual options. Each option is usually available to any borrowers defined within the facility, but an explicitly defined set of borrower entities (within the option) or be applicable to all borrower(s) within the facility.
A set of default cash accrual options. Each option is usually available to any borrowers defined within the facility, but an explicitly defined set of borrower entities (within the option) or be applicable to all borrower(s) within the facility.
A description of all the letter of credit fee types which apply to the facility.
A loan contract PIK accrual option.
A description of all the different types of accruing fees which apply to the facility.
A model which contains various facility rate details.
A model that describes various facility rate details.
This represents a default rate that may apply in addition to a regular margin rate (on outstanding loan contracts). This rate applied at the discretion of the agent bank, if the borrower is deemed to be in default.
The mandatory cost rate currently applied to the interest rate period.
This represents a penalty rate that may apply in addition to the regular margin rate (on outstanding loan contracts). This rate is applied at the discretion of the agent bank, if the borrower has broken terms stated within the credit agreement.
A model that describes the various roles played by parties within a given facility.
A party reference to the (main) borrower. This may be different to the issuer defined at the deal-level.
Party references to co-borrowers as listed on the credit agreement.
A party reference to the agent bank. Each facility (within a single deal) can have specific/different agent banks, especially if there are jurisdictional boundaries being crossed.
Party references to any guarantors associated with the facility borrower.
Party references to any guarantors associated with the facility borrower.
A model which captures the index and tenor associated with the floating rate. We are referring to a loan-specific floating rate scheme.
The ISDA Designated Maturity, i.e. the tenor of the floating rate.
A model that describes lender and cash flow details (relative to the lender), represented within a business event.
A reference to the lender associated with a specific business event.
Defines the overall net cash payable, as well as, the breakdown of individual cashflows.
A model used to reference an L/C by either identifier, summary or full L/C details, within various notifications.
A deal summary structure.
A facility summary structure.
A facility summary structure.
A model that describes the additional features associated with a letter of credit.
An option allowing the borrower to extend the letter of credit tenor.
Defines the purpose of a letter of credit.
The letter of credit notional amount. The amount is represented at the global and (optionally) atthe lender-specific level.
A model that describes the various roles played by parties within a given letter of credit.
Main borrower.
Party references to any guarantors associated with the facility borrower.
A party reference of the beneficiary.
A model which contains the main parties involved in a loan allocation situation.
A reference to the party responsible for the allocation.
A reference to the party that has been allocated to.
A model used to reference a loan contract by either identifier, summary or full contract details, within various notifications.
A deal summary structure.
A facility summary structure.
A model which contains the identifiers used by loan structures.
A model used to reference a single loan trade together with all associated allocations.
A party-specific allocation identifier.
A model which contains the master trade settlement terms.
Defines whether the loan trade is being settled under par or distressed documentation.
Defines the way in which interest (and fees) will be handled between the buyer and seller of the loan.
Defines whether delayed compensation is due at settlement of the loan trade.
Defines the benefit of all amendment fees, consent, waiver, ticking and other non-recurring fees occurring between trade date and settlement date.
A model which contains trade settlement terms for participations.
Identifies whether the buyer is to supply collateral in the case the trade involves a revolver and the trade settles as a participation.
Identifies whether the buyer is to receive voting rights or be retained by the seller.
A model which contains all relevant amounts to settle a loan trade with accrued interest and fees.
Details of the amount of on-going fees accrued by the traded portion of a loan contract.
Details of the amount of on-going fees accrued by the traded portion of a loan contract.
Details of the amount of interest accrued by the traded portion of a loan contract.
Details of the amount of interest accrued by the traded portion of a loan contract.
A model which contains settlement terms of a trade.
Defines the trading association under which the loan trade documentation is governed.
Defines whether the trade is being settled by assignment or participation (i.e. sub-participation).
A model which contains factors associated with the payment of a transfer fee.
A flag defining whether the transfer fee is to be waived for this allocation.
Amount of transfer fee owed to the admin agent for the allocation, per the credit agreement.
Amount of transfer fee owed to the admin agent for the allocation, as determined by the agent.
A model that describes a period, with an optional end date.
Date on which this period begins.
Date on which this period ends.
A model that describes a period, with an element to define number of days within the period.
Dates defining a generic period. This is a period of actual (adjusted) dates.
The actual number of days represented within the 'period'. This takes into account counting the appropriate convention.
A model that establishes the flags that determine the type of repayment that is occurring and the flexibility asociated with it (from the lender's perspective).
Defines whether the lender has an option to accept or deny the payment.
Defines whether the repayment is mandatory from the borrower's perspective, based on the (amortization) schedule on the credit agreement.
Defines whether the repayment is a scheduled repayment. This is normally the case when the repayment is defined on the amortization schedule associated with the facility (on the credit agreement).
A model that describes the breakdown of the utilization profile against a single facility.
The amount of utilization which is funded.
The amount of utilization which is unfunded.
The amount of utilization which is unfunded.
The amount of utilization which is funded.
Head of the substitution group for all facility types.
A revolver facility.
A letter of credit facility.
A revolver facility.
A term loan facility.
Head of the substitution group for all facility fee payment events.
Head of the substitution group for all facility events.
Head of the substitution group for all facility events.
Head of the substitution group for all facility rate update events.
Head of the substitution group for all loan contract events.
Head of the substitution group for all letter of credit events.
© 2015 - 2025 Weber Informatics LLC | Privacy Policy