schemas.fpml-5-13.confirmation.fpml-loan-5-13.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 events to specific contacts or settlement instructions).
A structure which describes the applicable assets.
A structure that defines specific servicing transactions that a particular payment profile may be associated with.
A abstract type to describe an approval.
The effective date of the approval status details.
A structure to describe the approval votes, expressed as a percentage as well as a commitment with optional list of votes by voters.
A structure to describe the date on which the approval is finalized.
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 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 optionally contract-level business events.
A loan contract reference structure.
An abstract base type for all facility-level business events.
Reference to a facility.
An event describing a fee being paid at either the loan contract or facility level.
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 type that specifies an underlying fixed rate cash accrual option.
An abstract type that specifies an underlying floating rate cash accrual option.
Defines the rate option.
An abstract type 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).
An abstract base type for all LC-level business events.
An abstract type that specifies an underlying floating rate cash accrual option.
Defines the underlying base rate to which the margin applies.
An abstract structure defining fundamental allocation event information.
A reference to an allocation.
An underlying abstract structure for all syndicated loan trade allocation notifications; the wrapper for events which occur through the life-cycle of a loan allocation.
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.
This structure should NOT be used for LoanTradeNotification as there are no allocation objects that can be referenced within the notification structure.
An abstract structure defining fundamental settlement event information.
Date on which settlement will occur.
The amount settled.
One or more accrual periods which reflect the constituent portions of the accrual amount.
An abstract base type for all loan contract-level business events.
Reference to a loan contract.
An abstract base type for all loan contract-level fee payment events.
An abstract type defining a loan covenant obligation baseline structure.
An abstract base type defining common features of a syndicated loan business event.
A structure used to relate child events to one another, with an overarching parent identifier. The parent identifier does not itself represent an event, but rather provides a mechanism to describe all related. The event described by this message should be included as a child event in this structure.
A structure used to relate a previous event (sequentially) to the event conveyed by the message. This identifier is NOT to be used for corrections to events.
A unique id associated with a previous inaccurate event. Population of this identifier reflects the fact that the event being conveyed is a 'corrective measure' to the event referenced by this identifier.
A freetext field which allows the sender to add further details around the business event.
An abstract type syndicated bank loan legal action definition.
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.
Reference to a legal action.
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 structure defining fundamental master loan trade event information.
An underlying abstract structure for all syndicated loan trade 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 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 abstract structure that defines the responsible party for tasks that must be completed.
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 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 task.
Dates relevant to the task.
An enum to define the status of the task.
A freetext field which allows the sender to add further details around the task.
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.
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.
An event describing a change to an accrual option associated with a specific facility.
A structure that represents the accruing fixed rate option associated within a facility.
A structure that represents the accruing floating rate option associated within a facility.
A structure that represents a legacy (pre-IBOR replacement) accruing floating rate option associated within a facility.
A loan contract reference structure.
A structure that represents the accruing PIK option associated within a facility.
A structure that represents the accruing L/C rate option associated within a facility.
A letter of credit reference structure
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 type of the amount referenced in the accrual schedule calculation, based on an enumeration.
The aggregate rate applied to the accrual period. E.g. for loans, this is the all-in rate and for letters of credit this is the LC accruing fee rate.
The base rate applied to this period. In the case of a loan accrual period, some examples of this rate include the prime rate, the risk-free rate, or a legacy index rate.
The calculated compounded rate applied to this period. This element is utilized if a accrual compounding method type (from the AccrualCompoundingMethod) of 'CompoundingRate' is selected.
An amount to be added to the calculated value before subsequent use, in order to more closely replicate the original term rate, by adjusting for the economic or credit spread between risk-free rates and risky term rates.
A structure representing additional adjustments to the base rate
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 to an accruing fee associated with a specific facility.
Defines new rate and the date on which the rate is no longer valid.
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 is 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 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 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 structure to describe the approval of the action (e.g. a legal action), including votes required for approval and approval deadline.
A structure to describe the approval requirement. I.e. the number of "for" votes.
A structure to describe the eligible and ineligible parties to vote on the action (e.g. a legal action).
Approval deadline.
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 list with a single 'all' value to explicitly indicate all transactions are applicable.
A structure that defines specific servicing transactions that a particular payment profile may be associated with.
A scheme that describes transaction types.
A list with a single 'all' value to explicitly indicate all transactions are applicable.
A structure that defines the assets (or type of assets) that a particular set of communication details may be associated with.
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 to describe the eligible and ineligible parties to vote on an action (e.g. a legal action).
A reference to a lender eligible to vote on the approval.
A reference to a lender ineligible to vote on the approval.
A structure to describe the reason a lender is ineligible to vote on the approval, based on a scheme.
A structure to describe a party's approval vote decision.
The vote decision of the party, based on an enumeration. This object represents the "functional" impact of the decision, and not the legal vernacular. Use either documentVoteDecision or description elements below to express the legal vernacular representing the vote decision.
The vote decision of the party, based on a scheme. This object represents the documented description of the vote decision (i.e. the decision as described by the legal document).
A free form field to provide a description of the vote decision of the party. This object represents the documented description of the vote decision (i.e. the decision as described by the legal document).
A structure to describe the approval votes, expressed as a percentage as well as a commitment with optional list of votes by voters.
A structure to describe total "for" votes received.
A structure to describe a list of party approval votes.
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
Reference to a party.
A unique association ID, based on a scheme.
An event representing a principal borrowing is being requested by the borrower.
An enumeration which describes whether the conditions precedent 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 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.
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 that 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 adjustment has been applied.
The total remaining commitment amount (in facility currency), once the adjustment 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 structure that defines a covenant obligation identifier based on a qualifying scheme.
A type defining a covenant obligation identifier issued by the indicated party.
Long name of the underlying covenant obligation.
Reference to a party.
A structure that defines a covenant obligation identifier based on a qualifying scheme.
A covenant obligation definition.
The start date of the covenant effectiveness.
Describes the party obligated by the loan covenant.
A structure used to uniquely identify a date adjustment type, based on a business case (e.g. grace days).
A syndicated bank loan deal (credit agreement) definition.
A unique reference to a syndicated bank loan deal (credit agreement).
A reference to a deal.
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 used to identify a documented vote decision type (e.g. a vote decision type based on legal documentation).
A structure to describe a business adjustment to a due date (e.g. for completing a covenant obligation).
The number of days adjustment.
The type of day adjustment being applied (e.g. "business" vs. "calendar" days).
A structure to describe the type of adjustment (e.g. grace days, leading days, trailling days, etc.), based on a scheme.
A structure that represents the prepayment structure associated within a facility.
A standard settlement instruction defining how a currency payment is to be made.
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.
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 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 structure used to define all positions held by the lender at the loan contract level. This structure is designed to hold either some or all loan contracts.
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.
A structure that represents the prepayment structure associated within a facility.
The amount of the prepayment.
A structure that represents the payment of a facility prepayment fee.
A structure representing a facility prepayment fee being made by the borrower.
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.
The applicable rate.
A structure to describe a financial statement of balance sheet metric.
A financial metric value type, based on a scheme.
An optional free form text field to further describe the financial metric.
A structure used to uniquely identify a financial metric type, described by a scheme.
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.
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 extension of IdentifiedAsset to include PartyAndAccountReferences.model.
Reference to a party.
Identification of the underlying asset, using public and/or private identifiers.
Long name of the underlying asset.
A structure used to uniquely identify a legal action lender ineligible reason type.
An event representing the 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.
A structure used to uniquely identify a single letter of credit fee type within a syndicated loan structure.
An event representing a change in either the L/C to Facility or L/C to Accrual 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.
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 structure that describes the details of the legacy version (pre-IBOR replacement) of 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 type of the amount referenced in the accrual schedule calculation, based on an enumeration.
The rate applied to this period.
The accrual amount over the defined period.
A full definition of the legacy version (pre-IBOR replacement) of 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 legacy subset of the ISDA Floating Rate Option scheme, i.e. the floating rate index. These are the pre-IBOR replacement indices used by the syndicated loan market.
A structure that represents the legacy version (pre-IBOR replacement) of an 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 event representing the legacy version (pre-IBOR replacement) of the 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.
An event representing the legacy version (pre-IBOR replacement) 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 short form unique identifier for a loan legal action.
A structure to define a legal action identifier.
Long name of the underlying legal action.
Reference to a party.
Identification of the legal action.
A list of lender classifications. 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.
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 of the loan asset class.
A structure that defines party-to-party loan allocation information. This structure contains the allocated party details.
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 legal entity or a subdivision of a legal entity.
A structure that represents a payment related to a loan allocation level of a trade.
Reference to the loan trade allocation.
This structure can be utilized as an override to previously-communicated settlement instructions (via the LoanPartyProfileNotification).
A reference to a loan trade allocation.
A structure defining fundamental allocation event information.
Amount allocated.
A freetext field which allows the sender to add further details around the allocation event.
An event structure defining information related to trade settlement date coordination.
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 settlement date associated with a single 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.
A sequence for including counterparty-to-counterparty communication only (not to be used for counterparty-to-admin agent communication).
Factors impacting the setttlement cash flows.
A structure that defines details related to the admin agent's determination of transfer fee(s) due 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 repricing 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.
Defined the base rate and additional charges associated with a 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.
The base rate.
An amount to be added to the calculated value before subsequent use, in order to more closely replicate the original term rate, by adjusting for the economic or credit spread between risk-free rates and risky term rates.
A unique identifier for outstanding loan contracts.
A list of loan contracts.
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 list of references to loan contracts.
A short form of 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.
A syndicated bank loan deal (credit agreement) covenant obligation definition.
Defines a referenced covenant from another deal or facility, in the event that a covenant from another deal or facility is deemed applicable.
A structure to describe the details of a covenant obligation.
A structure used to uniquely identify a loan covenant obligation category, based on a scheme.
A structure used to uniquely identify a loan covenant obligation type, based on a scheme.
An optional free form text field to further describe the covenant language. This field can be used to house the exact language as depicted in the credit agreement.
A structure to describe the location of the covenant language within the credit agreement (i.e. specific section, paragraph, subparagraph, etc.). Note: this structure is intended to be used for indicative purposes only.
A structure to describe the trigger criteria of a covenant obligation.
An open structure to describe miscellaneous or other characteristics of the covenant.
A structure to describe the accounting details of a covenant obligation.
The type of accounting standard applicable to the loan covenant obligation, based on an enumeration.
The type of inventory accounting methodology applicatble to the loan covenant obligation, based on an enumeration.
A structure used to uniquely identify a loan covenant obligation category type (e.g. affirmative, negative, or financial) based on a scheme.
A structure to describe the date or frequency by which a covenant obligation must be met.
Defines the date, or series of dates, by which a covenant obligation must be met.
Defines the recurring due date for a covenant obligation, as derived based on the borrower's/issuer's fiscal calendar.
An optional structure to describe a business adjustment to a defined due date, set of due dates, or recurring due date, by which the covenant must be fulfilled without penalty.
Defines the date, or series of dates, by which a covenant obligation must be met.
Defines the date by which a covenant obligation must be met.
Defines an offset for a specific date, as applicable (e.g. if the date does not fall on a business date)
A structure to describe the hybrid target criteria of a covenant obligation.
A structure to describe the date or frequency by which a covenant obligation must be met.
A structure to describe the metric value criteria of a covenant obligation.
A structure to describe the metric of target criteria of a covenant obligation.
A structure to describe either minimum, maximum, precise, or range for a value of a metric.
A metric value of the covenant obligation.
The type of metric value of the covenant obligation, described by an enumeration.
A structure used to describe a loan covenant obligation metric type, described by a scheme.
A structure to optionally describe an adjustment or modification consideration for the metric type described.
A structure to describe the detail of the calculation of the target criteria of a covenant obligation (based on financial statement and/or balance sheet value types).
A structure to describe adjustments to a covenant obligation metric (e.g. previous quarter, previous month, etc.)
A metric adjustment value type, based on a scheme (e.g. previous quarter(s), previous month(s), rolling month(s), etc.)
An element to optionally detail the number of units described by the metric adjustment type (e.g. if metric adjustment type is previous quarter, this element describes number of quarters).
A structure to describe the detail of the calculation of the target criteria of a covenant obligation metric.
The covenant obligation metric numerator type, based on a financial statement or balance sheet value.
The covenant obligation metric denominator type, based on a financial statement or balance sheet value.
A structure used to uniquely identify a loan covenant obligation metric type.
A loan notification used to convey servicing details related to a covenant obligation.
A model used to reference a facility by either identifier or summary.
A legal entity or a subdivision of a legal entity.
A reference to a loan covenant obligation.
A syndicated bank loan deal (credit agreement) covenant obligation summary.
A structure to describe the trigger criteria of a covenant obligation.
A structure to describe the date or frequency by which a covenant obligation must be met.
A structure to describe the metric value criteria of a covenant obligation.
A structure to describe the hybrid trigger criteria of a covenant obligation.
A structure to describe a covenant obligation task.
A reference to a loan covenant obligation.
The type of the loan covenant obligation task.
A structure used to uniquely identify a loan covenant obligation task type.
A structure used to uniquely identify a loan covenant obligation type.
An extension of the FloatingRate object for the purposes of the loan market.
Defines whether the accrual calculation is based on compounding balance.
An amount to be added to the calculated value before subsequent use, in order to more closely replicate the original term rate, by adjusting for the economic or credit spread between risk-free rates and risky term rates.
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 set or repriced. It is an actual (adjusted) date.
The actual underlying base rate associated with the period, defined as a percentage.
Optionally defines a PIK spread.
The funding loss 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 + Interest Spread Adjustment + Spread + Default Rate + Funding Loss Rate + Mandatory Cost Rate) = All In Rate. This rate NEVER includes PIK.
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 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).
Defines the total amount of the interest payment.
A schedule that incorporates all sub-periods of an accrual calculation.
Projected interest payment details.
A syndicated bank loan legal action definition.
A structure to describe the approval of the legal action, including votes required for approval and the approval deadline date.
Structure to describe the asset before the legal action.
Structure to describe the asset after the legal action.
A structure that provides global level approval status on a legal action.
Approved status as of the effective date, based on a scheme.
A free form text field to further describe the approval status.
A structure used to identify a legal action approval status type, based on a scheme.
A structure to describe details of the legal action.
A structure used to uniquely identify a legal action type.
A freetext field which allows the sender to describe the legal action.
A loan servicing notification which can be used to communicate any legal action-related servicing event.
A structure that details tasks and their statuses, the completion of which are prerequisites to a legal action.
A structure to describe the overall status of the loan legal action.
A structure that provides global level approval status on a legal action.
A legal entity or a subdivision of a legal entity.
A reference to a legal action.
A loan legal action statement structure.
A complete legal action structure.
A complete deal structure.
A legal entity or a subdivision of a legal entity.
A structure to describe the overall loan legal action status.
The effective date of the loan legal action status details.
Loan legal action status as of the effective date, based on a scheme.
A free form field to provide additional description of the legal action status.
A structure used to identify a loan legal action status type, based on a scheme.
A syndicated bank loan legal action definition summary.
Structure to describe the details of the legal action.
Reference to the deal impacted by the legal action.
Reference to the facility or facilities impacted by the legal action.
A structure that details tasks and their statuses, the completion of which are prerequisites to a legal action.
Reference to a legal action.
The type of the legal action task.
A free form field to provide addition description of the legal action task.
A structure that uniquely identifies a task type within a legal action structure.
A structure used to uniquely identify a legal action type.
Structure describing an asset after a legal event (e.g. Amendment, Amended and Restated Agreement, etc.).
A deal reference.
A facility reference.
A loan contract reference.
A full letter of credit structure.
Structure describing an asset prior to a legal event (e.g. Amendment, Amended and Restated Agreement, etc.).
A deal reference.
A facility reference structure
A loan contract reference.
A full letter of credit reference.
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 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 complex type to specified payments in a simpler fashion than the Payment type. This construct should be used from the version 4.3 onwards.
The payment date. This date is subject to adjustment in accordance with any applicable business day convention.
A structure that defines party-to-party loan trade information. This structure contains the main (e.g. fund manager/main counterparty) trade details.
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.
Party responsible for remitting the transfer fee to the admin agent (buyer or seller).
A sequence for including counterparty-to-counterparty communication only (not to be used for counterparty-to-admin agent communication).
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.
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.
A model used to reference a single loan trade.
A model used to reference a facility by either identifier or summary.
A legal entity or a subdivision of a legal entity.
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.
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.
A structure that defines details related to the admin agent's determination of transfer fee(s) due 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 structure that defines details related to the admin agent's determination of transfer fee(s) owed on a trade.
A model used to reference a single loan trade together with all associated allocations.
A structure that details the underlying elements that affect the calculation of a fee accrual.
A unique id associated with a facility 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.
Counterparty 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.
Details the amount of nonaccruing fees associated with the traded portion of a facility commitment, loan contract, or letter of credit.
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 id associated with the letter of credit fee type.
Describes the type of the letter of credit fee.
A unique identifier for the letter of credit.
A structure that incorporates sub-periods of an accrual calculation for a traded outstanding contract.
A unique id for the loan contract.
A structure that details the underlying elements that affect the calculation of a nonaccruing fee.
The total accrual amount.
A unique id associated with the facility nonaccruing fee type.
Describes the type of the accruing fee.
Miscellaneous nonrecurring fee type.
A unique id for the loan contract.
A unique identifier for the letter of credit.
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 represents a payment related to a loan trade (loan trade level).
Reference to the loan trade.
This structure can be utilized as an override to previously-communicated settlement instructions (via the LoanPartyProfileNotification).
A structure that represents counterparty shares or alternatively the total amount of the assignment fee owed to the admin agent.
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.
Counterparty shares of the transfer fee owed to the agent.
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.
A structure used to uniquely identify a metric adjustment type, described by a scheme.
An event describing a misc (one-off) fee being paid at either the loan contract or facility level.
The misc fee type, based on a scheme.
A description of the misc fee.
A list of all miscellaneous (one-off) fee types.
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.
A structure used to uniquely identify a single non-accruing facility fee type within a syndicated loan structure.
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.
Astructure used to relate child events to one another.
An optional array to express the unique identifiers of all underlying related child events.
A structure used to relate child tasks to one another.
An optional array to express the unique identifiers of all underlying related child tasks.
A structure to describe a party's approval vote.
Reference to the party providing its approval.
The party's approval vote expressed as a number of votes, a percent of the total vote, or an amount (e.g. loan commitment amount).
The vote decision of the party.
The date on which the party provided their vote.
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.
Reference to a party.
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 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 references to all contracts whose rates are resetting or that are terminating as part of a rollover event.
A list of all contracts whose rates are resetting or that are initiating as part of the rollover event.
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 represents adjustments to the base rate.
The adjustment to the base rate related to the credit risk of the issuer or borrower. Commonly referred to as the "rate margin" or "margin."
A structure that details key dates related to a task.
The date on which the task was raised.
The date by which the task is expected to be completed.
The date on which the task was either cleared or cancelled.
A structure that defines a task identifier based on a qualifying scheme.
A type defining a task identifier issued by the indicated party.
Reference to a party.
Identification of the task.
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 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 by whom (and how) the transfer fee is to be paid.
An optional free form text feel to describe the transfer fee payment rule, as necessary.
The list of lender types which are exempt from paying an transfer fee to the agent bank.
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.
Covenant Obligation ID with Version Support
The version of the covenant obligation id. The contractId is versioned and not the contract.
Legal Action ID with Version Support
The version of the legal action id. The legalActionId is versioned and not the legal action.
Task ID with Version Support
The version of the task id. The legalActionId is versioned and not the legal action.
A structure to describe a vote quantity as a percent and optionally as a commitment amount.
A structure to describe a vote quantity as a number (non-negative integer) of votes.
A structure to describe a vote quantity as a percent to total votes possible.
An optional structure to describe a vote quantity as an amount in a currency (e.g. in the loan market, as a lender's commitment amount).
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 used to reference a covenant by either identifier or summary, within various notifications.
A deal identifier structure.
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 used to reference a deal by either identifier or summary, within various notifications.
A deal identifier structure.
A deal summary structure.
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 facility identifier 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 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 structure that represents the accruing fixed rate option associated within a facility.
A structure that represents the accruing floating rate option associated within a facility.
A structure that represents the legacy version (pre-IBOR replacement) of an accruing floating rate option associated within a 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 is 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 letter of credit identifier structure.
A letter of credit summary structure.
A full letter of credit 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 manner by which a letter of credit may automatically adjust.
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 letter of credit issuers 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 loan contract identifier structure.
A loan contract summary structure.
A full loan contract 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 summary structure representing the loan trade allocation.
A structure defining information related to a loan trade allocation.
Unique trade ids used to identify the trade record.
A summary structure representing the loan trade.
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 accruing 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, and other one-off fees occurring between trade date and settlement date.
A model used to reference a single loan trade.
Unique trade ids used to identify the trade record.
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 defines party-to-party loan trade information. This structure contains the main (e.g. fund manager/main counterparty) trade details.
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 facility fees accrued by the traded portion of a facility commitment.
Details of the amount of loan contract interest accrued by the traded portion of a loan contract.
Details of the amount of letter of credit fees accrued by the traded portion of a letter of credit.
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 which references the payer and receiver.
A reference to the party responsible for the allocation.
A reference to the party that has been allocated to.
A model which references the buyer and seller.
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 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 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 events.
Head of the substitution group for all loan contract events.
Head of the substitution group for all letter of credit events.
Head of the substitution group for all loan trade events.
Head of the substitution group for all loan trade allocation events.
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