schemas.fpml-5-10.legal.fpml-shared-5-11.xsd Maven / Gradle / Ivy
A type defining a time specified in hh:mm:ss format where the second component must be '00', e.g. 11am would be represented as 11:00:00.
A type defining a number specified as non negative decimal greater than 0 inclusive.
A type defining a number specified as positive decimal greater than 0 exclusive.
A type defining a percentage specified as decimal from 0 to 1. A percentage of 5% would be represented as 0.05.
The base class for all types which define coding schemes that are allowed to be empty.
The base class for all types which define coding schemes that must be populated.
The base class for all types which define coding schemes that must be populated.
A URI that cannot be empty.
A string. FpML may define lenght restrictions in some views.
A normalized string
A token. FpML redefines this type so that in some views it can enforce that it may not be empty
A type defining a token of length between 1 and 60 characters inclusive.
A generic account that represents any party's account at another party. Parties may be identified by the account at another party.
An account identifier. For example an Account number.
The name by which the account is known.
The type of account. e.g., Client, House
A reference to the party beneficiary of the account.
A reference to the party that services/supports the account.
A reference to the party that services/supports the account.
The unique identifier for the account within the document.
The data type used for account identifiers.
The identifier scheme used with this accountId. A unique URI to determine the authoritative issuer of these identifiers.
The data type used for the name of the account.
The identifier scheme used with this accountName. A unique URI to determine the source of the account name.
Reference to an account.
The data type used for account type.
The identifier scheme used with this accountType. A unique URI to determine the the type of account.
A type that represents a physical postal address.
The set of street and building number information that identifies a postal address within a city.
The city component of a postal address.
A country subdivision used in postal addresses in some countries. For example, US states, Canadian provinces, Swiss cantons.
The ISO 3166 standard code for the country within which the postal address is located.
The code, required for computerised mail sorting systems, that is allocated to a physical address by a national postal authority.
A type for defining a date that shall be subject to adjustment if it would otherwise fall on a day that is not a business day in the specified business centers, together with the convention for adjusting the date.
A date subject to adjustment.
The business day convention and financial business centers used for adjusting the date if it would otherwise fall on a day that is not a business date in the specified business centers.
The date once the adjustment has been performed. (Note that this date may change if the business center holidays change).
A type for defining a series of dates that shall be subject to adjustment if they would otherwise fall on a day that is not a business day in the specified business centers, together with the convention for adjusting the dates.
A date subject to adjustment.
The business day convention and financial business centers used for adjusting the date if it would otherwise fall on a day that is not a business dat in the specified business centers.
The date once the adjustment has been performed. (Note that this date may change if the business center holidays change).
A type giving the choice between defining a date as an explicit date together with applicable adjustments or as relative to some other (anchor) date.
A date that shall be subject to adjustment if it would otherwise fall on a day that is not a business day in the specified business centers, together with the convention for adjusting the date.
A date specified as some offset to another date (the anchor date).
A type giving the choice between defining a series of dates as an explicit list of dates together with applicable adjustments or as relative to some other series of (anchor) dates.
A series of dates that shall be subject to adjustment if they would otherwise fall on a day that is not a business day in the specified business centers, together with the convention for adjusting the date.
A series of dates specified as some offset to another series of dates (the anchor dates).
A type defining the exercise period for an American style option together with any rules governing the notional amount of the underlying which can be exercised on any given exercise date and any associated exercise fees.
The first day of the exercise period for an American style option.
The last day within an exercise period for an American style option. For a European style option it is the only day within the exercise period.
The date on the underlying set by the exercise of an option. What this date is depends on the option (e.g. in a swaption it is the swap effective date, in an extendible/cancelable provision it is the swap termination date).
The earliest time at which notice of exercise can be given by the buyer to the seller (or seller's agent) i) on the expriation date, in the case of a European style option, (ii) on each bermuda option exercise date and the expiration date, in the case of a Bermuda style option the commencement date to, and including, the expiration date , in the case of an American option.
For a Bermuda or American style option, the latest time on an exercise business day (excluding the expiration date) within the exercise period that notice can be given by the buyer to the seller or seller's agent. Notice of exercise given after this time will be deemed to have been given on the next exercise business day.
The latest time for exercise on expirationDate.
As defined in the 2000 ISDA Definitions, Section 12.4. Multiple Exercise, the buyer of the option has the right to exercise all or less than all the unexercised notional amount of the underlying swap on one or more days in the exercise period, but on any such day may not exercise less than the minimum notional amount or more that the maximum notional amount, and if an integral multiple amount is specified, the notional amount exercised must be equal to, or be an intergral multiple of, the integral multiple amount.
The fees associated with an exercise date. The fees are conditional on the exercise occuring. The fees can be specified as actual currency amounts or as percentages of the notional amount being exercised.
Specifies a reference to a monetary amount.
A type defining a currency amount or a currency amount schedule.
The currency in which an amount is denominated.
A type defining the Bermuda option exercise dates and the expiration date together with any rules govenerning the notional amount of the underlying which can be exercised on any given exercise date and any associated exercise fee.
The dates the define the Bermuda option exercise dates and the expiration date. The last specified date is assumed to be the expiration date. The dates can either be specified as a series of explicit dates and associated adjustments or as a series of dates defined relative to another schedule of dates, for example, the calculation period start dates. Where a relative series of dates are defined the first and last possible exercise dates can be separately specified.
The date on the underlying set by the exercise of an option. What this date is depends on the option (e.g. in a swaption it is the swap effective date, in an extendible/cancelable provision it is the swap termination date).
The earliest time at which notice of exercise can be given by the buyer to the seller (or seller's agent) i) on the expriation date, in the case of a European style option, (ii) on each bermuda option exercise date and the expiration date, in the case of a Bermuda style option the commencement date to, and including, the expiration date , in the case of an American option.
For a Bermuda or American style option, the latest time on an exercise business day (excluding the expiration date) within the exercise period that notice can be given by the buyer to the seller or seller's agent. Notice of exercise given after this time will be deemed to have been given on the next exercise business day.
The latest time for exercise on expirationDate.
As defined in the 2000 ISDA Definitions, Section 12.4. Multiple Exercise, the buyer of the option has the right to exercise all or less than all the unexercised notional amount of the underlying swap on one or more days in the exercise period, but on any such day may not exercise less than the minimum notional amount or more that the maximum notional amount, and if an integral multiple amount is specified, the notional amount exercised must be equal to, or be an intergral multiple of, the integral multiple amount.
The fees associated with an exercise date. The fees are conditional on the exercise occuring. The fees can be specified as actual currency amounts or as percentages of the notional amount being exercised.
A code identifying a business day calendar location. A business day calendar location is drawn from the list identified by the business day calendar location scheme.
A type for defining business day calendar used in determining whether a day is a business day or not. A list of business day calendar locations may be ordered in the document alphabetically based on business day calendar location code. An FpML document containing an unordered business day calendar location list is still regarded as a conformant document.
A pointer style reference to a set of business day calendar defined elsewhere in the document.
A type for defining a time with respect to a business day calendar location. For example, 11:00am London time.
A time specified in hh:mm:ss format where the second component must be '00', e.g. 11am would be represented as 11:00:00.
A type defining the business day convention and financial business centers used for adjusting any relevant date if it would otherwise fall on a day that is not a business day in the specified business centers.
The convention for adjusting a date if it would otherwise fall on a day that is not a business day.
A type that represents information about a unit within an organization.
A name used to describe the organization unit
An identifier used to uniquely identify organization unit
Information on how to contact the unit using various means.
The ISO 3166 standard code for the country where the individual works.
Reference to an organizational unit.
A coding scheme used to describe the type or purpose of a cash flow or cash flow component.
Unless otherwise specified, the principal clearance system customarily used for settling trades in the relevant underlying.
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 type that represents how to contact an individual or organization.
A telephonic contact.
An address on an electronic mail or messaging sysem .
A postal or street address.
The code representation of a country or an area of special sovereignty. By default it is a valid 2 character country code as defined by the ISO standard 3166-1 alpha-2 - Codes for representation of countries http://www.niso.org/standards/resources/3166.html.
The repayment precedence of a debt instrument.
creditSeniorityTradingScheme overrides creditSeniorityScheme when the underlyer defines the reference obligation used in a single name credit default swap trade.
A party's credit rating.
The code representation of a currency or fund. By default it is a valid currency code as defined by the ISO standard 4217 - Codes for representation of currencies and funds http://www.iso.org/iso/en/prods-services/popstds/currencycodeslist.html.
A type defining a contiguous series of calendar dates. The date range is defined as all the dates between and including the first and the last date. The first date must fall before the last date.
The first date of a date range.
The last date of a date range.
Reference to an identified date or a complex date structure.
The specification for how the number of days between two dates is calculated for purposes of calculation of a fixed or floating payment amount and the basis for how many days are assumed to be in a year. Day Count Fraction is an ISDA term. The equivalent AFB (Association Francaise de Banques) term is Calculation Basis.
Coding scheme that specifies the method according to which an amount or a date is determined.
An abstract base class for all directional leg types with effective date, termination date, where a payer makes a stream of payments of greater than zero value to a receiver.
Version aware identification of this leg.
Specifies the effective date of this leg of the swap. When defined in relation to a date specified somewhere else in the document (through the relativeDate component), this element will typically point to the effective date of the other leg of the swap.
Specifies the termination date of this leg of the swap. When defined in relation to a date specified somewhere else in the document (through the relativeDate component), this element will typically point to the termination date of the other leg of the swap.
A flexible description of the type or characteristics of an option embbedded within another product. For example, a cancelable provision or an optional early termination provision.
The type scheme used with this option type.
A legal entity identifier (e.g. RED entity code).
The name of the reference entity. A free format string. FpML does not define usage rules for this element.
A type defining the exercise period for a European style option together with any rules governing the notional amount of the underlying which can be exercised on any given exercise date and any associated exercise fees.
The last day within an exercise period for an American style option. For a European style option it is the only day within the exercise period.
The date on the underlying set by the exercise of an option. What this date is depends on the option (e.g. in a swaption it is the swap effective date, in an extendible/cancelable provision it is the swap termination date).
The earliest time at which notice of exercise can be given by the buyer to the seller (or seller's agent) i) on the expriation date, in the case of a European style option, (ii) on each bermuda option exercise date and the expiration date, in the case of a Bermuda style option the commencement date to, and including, the expiration date , in the case of an American option.
The latest time for exercise on expirationDate.
As defined in the 2000 ISDA Definitions, Section 12.3. Partial Exercise, the buyer of the option has the right to exercise all or less than all the notional amount of the underlying swap on the expiration date, but may not exercise less than the minimum notional amount, and if an integral multiple amount is specified, the notional amount exercised must be equal to, or be an integral multiple of, the integral multiple amount.
A fee to be paid on exercise. This could be represented as an amount or a rate and notional reference on which to apply the rate.
A short form unique identifier for an exchange. If the element is not present then the exchange shall be the primary exchange on which the underlying is listed. The term "Exchange" is assumed to have the meaning as defined in the ISDA 2002 Equity Derivatives Definitions.
The abstract base class for all types which define way in which options may be exercised.
A type defining the fee payable on exercise of an option. This fee may be defined as an amount or a percentage of the notional exercised.
A pointer style reference to the associated notional schedule defined elsewhere in the document.
The amount of fee to be paid on exercise. The fee currency is that of the referenced notional.
A fee represented as a percentage of some referenced notional. A percentage of 5% would be represented as 0.05.
The date on which exercise fee(s) will be paid. It is specified as a relative date.
A type to define a fee or schedule of fees to be payable on the exercise of an option. This fee may be defined as an amount or a percentage of the notional exercised.
A pointer style reference to the associated notional schedule defined elsewhere in the document.
The exercise fee amount schedule. The fees are expressed as currency amounts. The currency of the fee is assumed to be that of the notional schedule referenced.
The exercise free rate schedule. The fees are expressed as percentage rates of the notional being exercised. The currency of the fee is assumed to be that of the notional schedule referenced.
The date on which exercise fee(s) will be paid. It is specified as a relative date.
The ISDA Floating Rate Option, i.e. the floating rate index.
A type describing a financial formula, with its description and components.
Text description of the formula
An element for containing an XML representation of the formula. Defined using xsd:any currently for flexibility in choice of language (MathML, OpenMath)
Elements describing the components of the formula. The name attribute points to a value used in the math element. The href attribute points to a value elsewhere in the document
Elements describing the components of the formula. The name attribute points to a value used in the math element. The href attribute points to a numeric value defined elsewhere in the document that is used by the formula component.
Text description of the component
Additional formulas required to describe this component
A type describing the rate of a currency conversion: pair of currency, quotation mode and exchange rate.
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.
A type defining the rate source and fixing time for an fx rate.
The primary source for where the rate observation will occur. Will typically be either a page or a reference bank published rate.
An alternative, or secondary, source for where the rate observation will occur. Will typically be either a page or a reference bank published rate.
The time at which the spot currency exchange rate will be observed. It is specified as a time in a business day calendar location, e.g. 11:00am London time.
Identification of the law governing the transaction.
Specifies Currency with ID attribute.
A date which can be referenced elsewhere.
A container element allowing a schedule of payments associated with the Independent Amount.
A party's industry sector classification.
A type defining the source for a piece of information (e.g. a rate refix or an fx fixing).
An information source for obtaining a market rate. For example Bloomberg, Reuters, Telerate etc.
A specific page for the rate source for obtaining a market rate.
The heading for the rate source on a given rate source page.
A short form unique identifier for a security.
A supertype of leg. All swap legs extend this type.
Leg identity.
Version aware identification of a leg.
Identity of this leg.
A type defining a legal entity.
The name of the reference entity. A free format string. FpML does not define usage rules for this element.
A legal entity identifier (e.g. RED entity code).
A legal entity identifier (e.g. RED entity code)..
References a credit entity defined elsewhere in the document.
A type defining a mathematical expression.
A type defining a currency amount.
The monetary quantity in currency units.
Abstract base class for all money types.
The currency in which an amount is denominated.
A type defining multiple exercises. As defining in the 2000 ISDA Definitions, Section 12.4. Multiple Exercise, the buyer of the option has the right to exercise all or less than all the unexercised notional amount of the underlying swap on one or more days in the exercise period, but on any such day may not exercise less than the minimum notional amount or more than the maximum notional amount, and if an integral multiple amount is specified, the notional exercised must be equal to or, be an integral multiple of, the integral multiple amount.
The maximum notional amount that can be exercised on a given exercise date.
The maximum number of options that can be exercised on a given exercise date. If the number is not specified, it means that the maximum number of options corresponds to the remaining unexercised options.
A reference to the notional amount.
A type defining an offset used in calculating a new date relative to a reference date. E.g. calendar days, business days, Commodity Business days, etc..
In the case of an offset specified as a number of days, this element defines whether consideration is given as to whether a day is a good business day or not. If a day type of business days is specified then non-business days are ignored when calculating the offset. The financial business centers to use for determination of business days are implied by the context in which this element is used. This element must only be included when the offset is specified as a number of days. If the offset is zero days then the dayType element should not be included.
A code that describes what type of role an organization plays, for example a SwapsDealer, a Major Swaps Participant, or Other
A type defining partial exercise. As defined in the 2000 ISDA Definitions, Section 12.3 Partial Exercise, the buyer of the option may exercise all or less than all the notional amount of the underlying swap but may not be less than the minimum notional amount (if specified) and must be an integral multiple of the integral multiple amount if specified.
A type defining a legal entity or a subdivision of a legal entity.
Parties can perform multiple roles in a trade lifecycle. For example, the principal parties obligated to make payments from time to time during the term of the trade, but may include other parties involved in, or incidental to, the trade, such as parties acting in the role of novation transferor/transferee, broker, calculation agent, etc. In FpML roles are defined in multiple places within a document.
A group of parties acting as a single party (e.g. joint and several).
Party Group Type, e.g. JointAndSeveralLiability
Reference to a party that is a member of the group of entities that are acting together as a single party in a transaction.
The id uniquely identifying the Party within the document.
The party to which the terms apply.
Optional organization unit information used to describe the organization units (e.g. trading desks) involved in a transaction or business process .
Optional information about people involved in a transaction or busines process. (These are eomployees of the party).
The data type used for party group classification.
The data type used for party identifiers.
The data type used for the legal name of an organization.
Reference to a party.
A type describing a role played by a party in one or more transactions. Examples include roles such as guarantor, custodian, confirmation service provider, etc. This can be extended to provide custom roles.
A type refining the role a role played by a party in one or more transactions. Examples include "AllPositions" and "SomePositions" for Guarantor. This can be extended to provide custom types.
A reference to a partyTradeIdentifier object.
An abstract base class for payment types.
Payment date.
A fixed payment amount.
A structure defining the calculation rule of the independent amount. Users are supposed to use type substitution at PaymentRule. PaymentRule is abstract and it is supposed to be substituted by PercentageRule. There is the expectation that other rules will be created in the future to model other types of independent amount payment rules.
A fixed payment amount.
The abstract base type from which all calculation rules of the independent amount must be derived. Users are supposed to use type substitution at PaymentRule. PaymentRule is supposed to be substituted by PercentageRule. There is the expectation that other rules will be created to model other types of independent amount payment rules in the future.
A type to define recurring periods or time offsets.
A time period multiplier, e.g. 1, 2 or 3 etc. A negative value can be used when specifying an offset relative to another date, e.g. -2 days.
A time period, e.g. a day, week, month or year of the stream. If the periodMultiplier value is 0 (zero) then period must contain the value D (day).
A type that represents information about a person connected with a trade or business process.
An honorific title, such as Mr., Ms., Dr. etc.
Given name, such as John or Mary.
Family name, such as Smith or Jones.
Name suffix, such as Jr., III, etc.
An identifier assigned by a system for uniquely identifying the individual
The unit for which the indvidual works.
Information on how to contact the individual using various means.
The birth date of the person, e.g. 1970-01-01
The ISO 3166 standard code for the country where the individual works.
An identifier used to identify an individual person.
The base type which all FpML products extend.
Reference to a full FpML 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 abstract base class for all types which define intra-document pointers.
A code that describes the world region of a counterparty. For example, NorthAmerica, Europe, Asia.
The category of the relationship. The related party performs the role specified in this field for the base party. For example, if the role is "Guarantor", the related party acts as a guarantor for the base party.
Additional definition refining the type of relationship. For example, if the "role" is Guarantor, this element may be used to specify whether all positions are guaranteed, or only a subset of them.
A type defining a date (referred to as the derived date) as a relative offset from another date (referred to as the anchor date). If the anchor date is itself an adjustable date then the offset is assumed to be calculated from the adjusted anchor date. A number of different scenarios can be supported, namely; 1) the derived date may simply be a number of calendar periods (days, weeks, months or years) preceding or following the anchor date; 2) the unadjusted derived date may be a number of calendar periods (days, weeks, months or years) preceding or following the anchor date with the resulting unadjusted derived date subject to adjustment in accordance with a specified business day convention, i.e. the derived date must fall on a good business day; 3) the derived date may be a number of business days preceding or following the anchor date. Note that the businessDayConvention specifies any required adjustment to the unadjusted derived date. A negative or positive value in the periodMultiplier indicates whether the unadjusted derived precedes or follows the anchor date. The businessDayConvention should contain a value NONE if the day type element contains a value of Business (since specifying a negative or positive business days offset would already guarantee that the derived date would fall on a good business day in the specified business centers).
The convention for adjusting a date if it would otherwise fall on a day that is not a business day.
Specifies the anchor as an href attribute. The href attribute value is a pointer style reference to the element or component elsewhere in the document where the anchor date is defined.
The date once the adjustment has been performed. (Note that this date may change if the business center holidays change).
A type describing a set of dates defined as relative to another set of dates.
The number of periods in the referenced date schedule that are between each date in the relative date schedule. Thus a skip of 2 would mean that dates are relative to every second date in the referenced schedule. If present this should have a value greater than 1.
The first and last dates of a schedule. This can be used to restrict the range of values in a reference series of dates.
A type defining a schedule of rates or amounts in terms of an initial value and then a series of step date and value pairs. On each step date the rate or amount changes to the new step value. The series of step date and value pairs are optional. If not specified, this implies that the initial value remains unchanged over time.
The initial rate or amount, as the case may be. An initial rate of 5% would be represented as 0.05.
The schedule of step date and value pairs. On each step date the associated step value becomes effective A list of steps may be ordered in the document by ascending step date. An FpML document containing an unordered list of steps is still regarded as a conformant document.
Reference to a schedule of rates or amounts.
Adds an optional spread type element to the Schedule to identify a long or short spread value.
Provides a reference to a spread schedule.
Defines a Spread Type Scheme to identify a long or short spread value.
A type defining a step date and step value pair. This step definitions are used to define varying rate or amount schedules, e.g. a notional amortization or a step-up coupon schedule.
The rate or amount which becomes effective on the associated stepDate. A rate of 5% would be represented as 0.05.
A type defining a step date and step value pair. This step definitions are used to define varying rate or amount schedules, e.g. a notional amortization or a step-up coupon schedule.
The date on which the associated stepValue becomes effective. This day may be subject to adjustment in accordance with a business day convention.
A type that describes the set of street and building number information that identifies a postal address within a city.
An individual line of street and building number information, forming part of a postal address.
A type that represents a telephonic contact.
The type of telephone number (work, personal, mobile).
A telephonic contact.
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 describing interest payments associated with and underlyer, such as financing
The calculation period fixed rate. A per annum rate, expressed as a decimal. A fixed rate of 5% would be represented as 0.05.
The ISDA Spread or a Spread schedule expressed as explicit spreads 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 spread is a per annum rate, expressed as a decimal. For purposes of determining a calculation period amount, if positive the spread will be added to the floating rate and if negative the spread will be subtracted from the floating rate. A positive 10 basis point (0.1%) spread would be represented as 0.001.
A type used to record information about a unit, subdivision, desk, or other similar business entity.
The parameters for defining the exercise period for an American style option together with any rules governing the notional amount of the underlying which can be exercised on any given exercise date and any associated exercise fees.
The parameters for defining the exercise period for a Bermuda style option together with any rules governing the notional amount of the underlying which can be exercised on any given exercise date and any associated exercise fees.
The parameters for defining the exercise period for a European style option together with any rules governing the notional amount of the underlying which can be exercised on any given exercise date and any associated exercise fees.
An placeholder for the actual option exercise definitions.
An abstract element used as a place holder for the substituting product elements.
A pointer style reference to a set of financial business centers defined elsewhere in the document. This set of business centers is used to determine whether a particular day is a business day or not.
A reference to the party that buys this instrument, ie. pays for this instrument and receives the rights defined by it. See 2000 ISDA definitions Article 11.1 (b). In the case of FRAs this the fixed rate payer.
A reference to the account that buys this instrument.
A reference to the party that sells ("writes") this instrument, i.e. that grants the rights defined by this instrument and in return receives a payment for it. See 2000 ISDA definitions Article 11.1 (a). In the case of FRAs this is the floating rate payer.
A reference to the account that sells this instrument.
A pointer style reference to the associated notional schedule defined elsewhere in the document. This element has been made optional as part of its integration in the OptionBaseExtended, because not required for the options on securities.
A notional amount which restricts the amount of notional that can be exercised when partial exercise or multiple exercise is applicable. The integral multiple amount defines a lower limit of notional that can be exercised and also defines a unit multiple of notional that can be exercised, i.e. only integer multiples of this amount can be exercised.
The minimum notional amount that can be exercised on a given exercise date. See multipleExercise.
The minimum number of options that can be exercised on a given exercise date.
Supporting party and account definitions.
A legal entity or a subdivision of a legal entity.
Parties can perform multiple roles in a trade lifecycle. For example, the principal parties obligated to make payments from time to time during the term of the trade, but may include other parties involved in, or incidental to, the trade, such as parties acting in the role of novation transferor/transferee, broker, calculation agent, etc. In FpML roles are defined in multiple places within a document.
Optional account information used to precisely define the origination and destination of financial instruments.
A model group with the content model of a party.
A party identifier, e.g. a S.W.I.F.T. bank identifier code (BIC).
The legal name of the organization. A free format string. FpML does not define usage rules for this element.
Descriptive/categorization information for a party.
Information on how to contact the party using various means.
Optional organization unit information used to describe the organization units (e.g. trading desks) involved in a transaction or business process .
Optional information about people involved in a transaction or busines process. (These are eomployees of the party).
Reference to a party.
Reference to an account.
Information about a party for reporting purposes.
The party's industry sector classification.
The party's credit rating.
The country where the party is domiciled.
A code for a grouping of countries to which this belongs.
The legal jurisdiction of the entity's registration.
The type of an organization's participantion in the OTC derivatives market.
A reference to the party responsible for making the payments defined by this structure.
A reference to the account responsible for making the payments defined by this structure.
A reference to the party responsible for making the payments defined by this structure.
A reference to the party that receives the payments corresponding to this structure.
A classification of the most important risk class of the trade. FpML defines a simple asset class categorization using a coding scheme.
A classification of additional risk classes of the trade, if any. FpML defines a simple asset class categorization using a coding scheme.
A classification of the type of product. FpML defines a simple product categorization using a coding scheme.
A product reference identifier. The product ID is an identifier that describes the key economic characteristics of the trade type, with the exception of concepts such as size (notional, quantity, number of units) and price (fixed rate, strike, etc.) that are negotiated for each transaction. It can be used to hold identifiers such as the "UPI" (universal product identifier) required by certain regulatory reporting rules. It can also be used to hold identifiers of benchmark products or product temnplates used by certain trading systems or facilities. 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 classification of the risk class of the trade. FpML defines a simple asset class categorization using a coding scheme.
Describes the type of any embedded optionality in the transaction that might not otherwise be apparent. Can be used to represent embedded optionality such as early termination provisions, extendible provisions, or cancelable provisions, etc., where applicable. If omitted, no embedded optionality is applicable.
A reference to the party that receives the payments corresponding to this structure.
A reference to the account that receives the payments corresponding to this structure.
Stock Loan Content Model
If true, then loss of stock borrow is applicable.
Specifies the maximum stock loan rate for Loss of Stock Borrow.
If true, then increased cost of stock borrow is applicable.
Specifies the initial stock loan rate for Increased Cost of Stock Borrow.
The data type used for issuer identifiers.
A model group for a two part identifier such as a USI.
The version number
Optionally it is possible to specify a version effective date when a versionId is supplied.
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