schemas.fpml-5-10.legal.fpml-legal-5-11.xsd Maven / Gradle / Ivy
FpML Legal Documentation Framework
The base type for a legal document.
The type of legal document, identified via a set of distinct attributes, e.g. ISDA 2013 Standard Credit Support Annex English Law.
The credit rating notation base construct, which includes agency, notation, scale and debt type qualifications.
The credit agency to which the other variables (notation, scale, debt type) refer to.
The credit rating notation. It varies among credit rating agencies. FpML doesn't specify a default scheme.
The credit rating scale, with a typical distinction between short term, long term. FpML doesn't specify a default scheme.
The credit rating debt type (e.g. long term, high yield, deposits, ...) associated with the credit rating notation and scale. When several debt types are specified, 'any' or 'all' may be applicable.
The credit rating notation higher level construct, which provides the ability to specify multiple rating notations.
This node is to be used when only one credit notation is specified.
An enumerated element, to qualify whether All or Any credit notation applies.
The 'all' signifies that all of the specified credit notations are applicable; equivalent to a logical 'and' expression.
A type to hold the scheme that specifies the various credit rating agencies.
The credit rating debt type(s) associated with the credit rating notation and scale. When several debt types are specified, 'any' or 'all' may be applicable.
This node is to be used when only one debt type is specified.
An enumerated element, to qualify whether All or Any debt type applies.
The set condition specifies whether all or any of the specified debt types are applicable.
A type to hold the credit rating notation scheme. FpML doesn't specify that scheme.
A type to hold the credit rating scale scheme. FpML doesn't specify that scheme.
The stipulation of the terms under which a custody agent will be deemed acceptable by the parties. This construct has been initially developed for the purpose of the Standard CSA.
Terms related to the minimal level of assets that the agent should have under custody.
Terms related to the minimal rating that the agent should have.
The respective parties have the possibility to designate the initial custodian.
The day count used as the denominator for interest accrual calculation as specififed in the ISDA Standard CSA. The day count applies to all currencies, unless specified.
The default day count, to be applied across all currencies unless specified.
The day count denominator that is currency-specific.
A type to hold the day count scheme, used to specify the denominator for accrual calculation to be used as part of the ISDA Standard CSA.
A type to hold the debt type scheme. FpML doesn't specify that scheme.
The time by which a dispute needs to be resolved. Initially developed for the Standard CSA, in reference to margin call disputes.
The time (expressed as time + reference business center) by which the parties are expected to resolve a valuation dispute on the Local Business Day following the date on which the notice is given, in accordance to Paragraph 5 (New York Law) and Paragraph 4 (English Law).
A type to specifty the document identity.
A type to hold a reference to a legal document.
A type to hold the transport currency scheme.
A type to hold the collateral asset definitions scheme.
The collateral eligibility as a function of the types of asset, the maturity and rating terms.
Corresponds to the ISDA 2003 Collateral Assets definitions as part of the initial implementation. Future implementation will aim to integrate the Basle standardized haircut schedule and the corresponding nationally approved lists of collateral assets.
The (optional) lower maturity band of the eligible collateral assets.
The (optional) higher maturity band of the eligible collateral assets.
The (optional) minimal rating terms that the custodian agent should comply with.
Specifies the haircut associated to the collateral asset, expressed as a percentage. A value of 90% means that 90% of the value of the applicable asset is considered as collateral. Absence of this element implies that the valuation percentage is 100%.
The conditions under which a party and its custodians are entitled to hold collateral.
The baseline condition required by a party from the other party to hold its posted collateral.
Specifies conditions related to the cusdody agent.
Specifies the country(ies) where collateral can be held.
A type to hold the exchange date scheme.
The reference to the existing Credit Support Annex (CSA). Used as part of the Standard CSA document.
The recognizable attributes of the particular legal document.
The legal document identifier. Several identifiers can be specified.
The provisions related to the holding and usage of posted collateral.
The party to which the terms apply.
Specifies the conditions under which a party and its custodian(s) are entitled to hold collateral.
Specifies whether the respective parties to the agreement have the right to rehypothecate the collateral held.
A type to hold the holding posted collateral scheme.
A type to hold the independent amount determination scheme.
A type to hold the independent amount eligibility scheme.
A type to specify the eligible collateral.
The party to which the terms apply.
The eligible collateral assets.
The terms when no collateral assets are specified.
A type to specify the interest terms applicable to a margin terms agreement. Initially developed for the Standard CSA, but applicable in concept to other agreements.
A type to specify how the independent amount (a.k.a. initial margin collateral) is determined.
The party to which the terms apply.
A type to hold the initial margin interest rate terms scheme.
A legal document admendment, which can be specified by either referencing a legal document that is described elsewhere in the XML file, or by specifying the identity of that amended document.
The date on which the legal document has been agreed between the parties.
The legal document identifier. Several identifiers can be specified.
The legal document header.
The date on which the legal document has been agreed between the parties.
The date on which the agreement is effective. It is expected that it will most often correspond to the agreement date, although there could be situations where the parties will explictly agree on a distinct effective date.
The legal document identifier. Several identifiers can be specified.
The reference to the document that is amended by this legal document.
The legal document history.
A legal document 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 to specify the legal document identity.
The parties to the legal document.
The recognizable attributes of the particular legal document.
The date on which the legal document has been agreed between the parties.
The legal document identifier. Several identifiers can be specified.
A type to hold the legal document name scheme.
A type to hold the legal document publisher scheme.
A type to hold the legal document style scheme.
The type of legal document.
The legal document name.
The legal document publisher.
The legal document reference style, e.g. English Law, New York Law or Japanese Law.
In the case where successive definitions of the legal document have been developed, the identification of the specific definition. This is typically (but not necessarily) done by referencing the year, e.g. 2013 in the case of the ISDA 2013 Standard Credit Support Annex.
A type to hold the other provisions schemes.
A type defining a legal document identifier issued by the indicated party.
Reference to a party.
A type to specify the roles of the parties to the document.
A type to hold the settlement day scheme.
A type to specify an interest rate.
The English Law 2013 SCSA implementation, which extends StandardCreditSupportAnnexBase.
Provisions that are specific to the English Law document.
The SCSA specifies a default resolution time, while it refers by default to the existing CSA for calculation of the value of Posted Credit Support. This element is meant to address the case where another resolution time is specified.
The contact information to which demands and notices should be addressed. There could be several of such contacts for each party to the agreement.
The Transport Currency to be used by the respective parties to the agreement.
The day count is the denominator for accrual calculation. If no currency is specified, the value applies to all currencies. If some currencies are specified, it only applies to those currencies.
The interest rate applicable to the cash held/posted as Independent Amount when expressed in currencies other than the Transport Currencies. (In the case of Transport Currencies, the SCSA states that the interest rate is OIS flat.)
Specifies the assets that qualify as Independent Amount Eligible Credit Support.
Specifies the date on which the Transferor will be obliged to transfer Equivalent Credit Support in accordance with Paragraph 3 (d) in the case where such date is different from the one specified in Paragraph 3(d)(ii).
The English Law 2014 SCSA implementation, which extends StandardCreditSupportAnnexBase.
Provisions that are specific to the English Law document.
The contact information to which demands and notices should be addressed. There could be several of such contacts for each party to the agreement.
Specifies the assets that qualify as Independent Amount Eligible Credit Support.
The list of business centers which holiday schedules are considered for the purpose of determining valuation dates.
The reference business center for the purpose of specifying the Notification Time.
The New York Law 2013 SCSA implementation, which extends StandardCreditSupportAnnexBase.
Provisions that are specific to the New York Law document.
The SCSA specifies a default resolution time, while it refers by default to the existing CSA for calculation of the value of Posted Credit Support. This element is meant to address the case where another resolution time is specified.
The contact information to which demands and notices should be addressed. There could be several of such contacts for each party to the agreement.
The Transport Currency to be used by the respective parties to the agreement.
The day count is the denominator for accrual calculation. If no currency is specified, the value applies to all currencies. If some currencies are specified, it only applies to those currencies.
The interest rate applicable to the cash held/posted as Independent Amount when expressed in currencies other than the Transport Currencies. (In the case of Transport Currencies, the SCSA states that the interest rate is OIS flat.)
Assets that qualify as eligible collateral for the purpose of initial margin.
Criteria under which the parties (and their custodians, if applicable) can hold posted collateral, and determination as to whether rehypothecation is permitted.
The New York Law 2014 SCSA implementation, which extends StandardCreditSupportAnnexBase.
Provisions that are specific to the New York Law document.
The contact information to which demands and notices should be addressed. There could be several of such contacts for each party to the agreement.
Assets that qualify as eligible collateral for the purpose of initial margin.
Specifies whether the respective parties to the agreement have the right to rehypothecate the collateral held.
The list of business centers which holiday schedules are considered for the purpose of determining valuation dates.
The reference business center for the purpose of specifying the Notification Time.
The base SCSA implementation.
Specifies the way the independent amount is determined.
The base currency to be used as a common denominator for Initial Amount calculation.
Reference to the legacy CSA that the parties may reference.
Settlement under the SCSA is required to be either on a T+1 or, exceptionally, on a T+2 basis (when counterparties are in disparate timezones). T+0 settlement is not allowed under the SCSA.
A type to specify the transport currency for each of the parties to the agreement. This Transport Currency concept is specific to the 2013 version of the Standard CSA.
The party to which the terms apply.
Only a restricted list of currencies are eligible as transport currencies.
The party to which the terms apply.
Specifies whether the respective parties to the agreement have the right to rehypothecate the collateral held.
An abstract element used as a placeholder for the substituting legal document elements.
An abstract element used as a placeholder for the substituting SCSA elements.
The substitution group element for the English Law variation of the 2013 SCSA.
The substitution group element for the English Law variation of the 2014 SCSA.
The substitution group element for the New York Law variation of the 2013 SCSA.
The substitution group element for the New York Law variation of the 2014 SCSA.
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