Financial products Markup Language (FpML®) Generated using Liquid XML Studio Developer Edition Liquid XML Studio Designer Edition 9.0.0.2773

Namespace:

http://www.fpml.org/FpML-5-0/reporting

Schema's:

example-extension-5-0.xsd example-extension-5-0.xsd example-extension-5-0.xsd fpml-allocation-5-0.xsd fpml-asset-5-0.xsd fpml-asset-5-0.xsd fpml-asset-5-0.xsd fpml-bond-option-5-0.xsd fpml-bond-option-5-0.xsd fpml-bond-option-5-0.xsd fpml-cd-5-0.xsd fpml-cd-5-0.xsd fpml-cd-5-0.xsd fpml-confirmation-5-0.xsd fpml-contract-notification-5-0.xsd fpml-correlation-swaps-5-0.xsd fpml-correlation-swaps-5-0.xsd fpml-correlation-swaps-5-0.xsd fpml-credit-event-notification-5-0.xsd fpml-dividend-swaps-5-0.xsd fpml-dividend-swaps-5-0.xsd fpml-dividend-swaps-5-0.xsd fpml-doc-5-0.xsd fpml-doc-5-0.xsd fpml-doc-5-0.xsd fpml-enum-5-0.xsd fpml-enum-5-0.xsd fpml-enum-5-0.xsd fpml-eq-shared-5-0.xsd fpml-eq-shared-5-0.xsd fpml-eq-shared-5-0.xsd fpml-eqd-5-0.xsd fpml-eqd-5-0.xsd fpml-eqd-5-0.xsd fpml-fx-5-0.xsd fpml-fx-5-0.xsd fpml-fx-5-0.xsd fpml-ird-5-0.xsd fpml-ird-5-0.xsd fpml-ird-5-0.xsd fpml-loan-5-0.xsd fpml-main-5-0.xsd fpml-main-5-0.xsd fpml-main-5-0.xsd fpml-matching-status-5-0.xsd fpml-mktenv-5-0.xsd fpml-msg-5-0.xsd fpml-msg-5-0.xsd fpml-msg-5-0.xsd fpml-option-shared-5-0.xsd fpml-option-shared-5-0.xsd fpml-option-shared-5-0.xsd fpml-posttrade-5-0.xsd fpml-posttrade-5-0.xsd fpml-posttrade-confirmation-5-0.xsd fpml-posttrade-execution-5-0.xsd fpml-posttrade-negotiation-5-0.xsd fpml-pretrade-5-0.xsd fpml-reconciliation-5-0.xsd fpml-reconciliation-5-0.xsd fpml-reporting-5-0.xsd fpml-return-swaps-5-0.xsd fpml-return-swaps-5-0.xsd fpml-return-swaps-5-0.xsd fpml-riskdef-5-0.xsd fpml-shared-5-0.xsd fpml-shared-5-0.xsd fpml-shared-5-0.xsd fpml-trade-notification-5-0.xsd fpml-trade-notification-5-0.xsd fpml-tradeexec-5-0.xsd fpml-tradeexec-5-0.xsd fpml-valuation-5-0.xsd fpml-variance-swaps-5-0.xsd fpml-variance-swaps-5-0.xsd fpml-variance-swaps-5-0.xsd xmldsig-core-schema.xsd xmldsig-core-schema.xsd xmldsig-core-schema.xsd

AttributeGroup's:
	VersionAttributes.atts

ComplexType's:

Account AccountId AccountReference ActualPrice AdditionalData AdditionalDisruptionEvents AdditionalFixedPayments AdditionalPaymentAmount AdditionalTerm Address AdjustableDate AdjustableDate2 AdjustableDateOrRelativeDateSequence AdjustableDates AdjustableDatesOrRelativeDateOffset AdjustableOrRelativeAndAdjustedDate AdjustableOrRelativeDate AdjustableOrRelativeDates AdjustableRelativeOrPeriodicDates AdjustedPaymentDates AdjustedRelativeDateOffset AffectedTransactions AllegedCashflow Allocation AllocationAmended AllocationCancelled AllocationCreated AllocationTradeIdentifier Allocations Amendment AmericanExercise AmountReference AmountSchedule AnyAssetReference Approval Approvals Asian AssertedCashflow AssertedPosition Asset AssetMeasureType AssetOrTermPointOrPricingStructureReference AssetPool AssetReference AssetValuation AutomaticExercise AveragingPeriod AveragingSchedule BankruptcyEvent Barrier BasicAssetValuation BasicQuotation Basket BasketConstituent BasketId BasketName BasketReferenceInformation Beneficiary BermudaExercise BestFitTrade BlockTradeIdentifier Bond BondOption BondOptionStrike BondReference BoundedCorrelation BoundedVariance BrokerConfirmation BrokerConfirmationType BrokerEquityOption BulletPayment BusinessCenter BusinessCenterTime BusinessCenters BusinessCentersReference BusinessDateRange BusinessDayAdjustments BusinessDayAdjustmentsReference CalculatedAmount Calculation CalculationAgent CalculationAmount CalculationDetails CalculationFromObservation CalculationPeriod CalculationPeriodAmount CalculationPeriodDates CalculationPeriodDatesReference CalculationPeriodFrequency CalendarSpread CancelTradeCashflows CancelTradeMatch CancelableProvision CancelableProvisionAdjustedDates CancellationEvent CapFloor Cash CashPriceMethod CashSettlement CashSettlementPaymentDate CashSettlementReferenceBanks CashSettlementTerms CashflowCalculationElements CashflowCalculationPeriod CashflowFixing CashflowFixingReference CashflowId CashflowNotional CashflowObservation CashflowObservationReference CashflowType Cashflows ChangeContract ChangeContractSize ClassifiedPayment ClearanceSystem Collateral Commission Composite Compounding CompoundingFrequency CompoundingRate ConstituentWeight Contract ContractCancelled ContractCreated ContractFullTermination ContractFullTerminationCancelled ContractHeader ContractId ContractIdentifier ContractIncreased ContractIncreasedCancelled ContractInformation ContractNovated ContractNovatedCancelled ContractNovation ContractPartialTermination ContractPartialTerminationCancelled ContractReference ContractReferenceMessage ContractTermination ContractualDefinitions ContractualMatrix ContractualSupplement ContractualTermsSupplement ConversationId ConvertibleBond Correlation CorrelationAmount CorrelationLeg CorrelationSwap CorrelationSwapOption CorrespondentInformation Country CouponType CreditCurve CreditCurveValuation CreditDefaultSwap CreditDefaultSwapOption CreditDerivativesNotices CreditEvent CreditEventNotice CreditEventNoticeDocument CreditEventNotification CreditEvents CreditEventsReference CreditOptionStrike CreditSeniority Currency CutName DataDocument DateList DateOffset DateRange DateReference DateRelativeToPaymentDates DateTimeList DayCountFraction DealIdentifier DefaultProbabilityCurve DefinePosition DeliverableObligations DenominatorTerm Deposit DerivativeCalculationMethod DerivativeCalculationProcedure DerivativeFormula DerivedValuationScenario DeterminationMethod DirectionalLeg DirectionalLegUnderlyer DirectionalLegUnderlyerValuation Discounting DividendAdjustment DividendConditions DividendLeg DividendPaymentDate DividendPayout DividendPeriod DividendPeriodDividend DividendPeriodPayment DividendSwapTransactionSupplement DividendSwapTransactionSupplementOption Document Documentation DrawdownNotice DrawdownPayment EarlyTerminationEvent EarlyTerminationProvision Empty EntityId EntityName EntityType EquityAmericanExercise EquityAsset EquityBermudaExercise EquityCorporateEvents EquityDerivativeBase EquityDerivativeLongFormBase EquityDerivativeShortFormBase EquityEuropeanExercise EquityExerciseValuationSettlement EquityForward EquityMultipleExercise EquityOption EquityOptionTermination EquityOptionTransactionSupplement EquityPremium EquityStrike EquitySwapTransactionSupplement EquityValuation EuropeanExercise Event EventId ExchangeId ExchangeRate ExchangeTraded ExchangeTradedCalculatedPrice ExchangeTradedContract ExchangeTradedFund ExecutionDateTime Exercise ExerciseEvent ExerciseFee ExerciseFeeSchedule ExerciseNotice ExercisePeriod ExerciseProcedure ExpiryDateTime ExtendibleProvision ExtendibleProvisionAdjustedDates ExtensionEvent ExtraordinaryEvents FacilityCommitmentPosition FacilityIdentifier FacilityNotice FacilityRepayment FacilityType FailureToPay FailureToPayEvent FallbackReferencePrice FeaturePayment FeeAccrualPeriod FeeAccrualSchedule FeeLeg FinalCalculationPeriodDateAdjustment FirstPeriodStartDate FixedAmountCalculation FixedPaymentAmount FixedPaymentLeg FixedRate FixedRateReference FloatingAmountEvents FloatingAmountProvisions FloatingRate FloatingRateCalculation FloatingRateDefinition FloatingRateIndex ForecastRateIndex Formula FormulaComponent FormulaTerm ForwardRateCurve Fra FrequencyType Future FutureId FxAmericanTrigger FxAverageRateObservationDate FxAverageRateObservationSchedule FxAverageRateOption FxBarrier FxBarrierOption FxCashSettlement FxConversion FxCurve FxCurveValuation FxDigitalOption FxEuropeanTrigger FxFeature FxFixing FxFixingDate FxLeg FxLinkedNotionalAmount FxLinkedNotionalSchedule FxOptionLeg FxOptionPayout FxOptionPremium FxRate FxRateAsset FxRateSet FxSpotRateSource FxStrikePrice FxSwap FxTerms GeneralTerms GenericDimension GoverningLaw GracePeriodExtension GrossCashflow IdentifiedAsset IdentifiedCurrency IdentifiedCurrencyReference IdentifiedDate IdentifiedPayerReceiver Increase IndependentAmount Index IndexAdjustmentEvents IndexAnnexSource IndexId IndexName IndexReferenceInformation InflationRateCalculation InformationProvider InformationSource InitialPayment InitialPortfolioDefinition InstrumentId InstrumentSet InterestAccrualPeriod InterestAccrualSchedule InterestAccrualsCompoundingMethod InterestAccrualsMethod InterestCalculation InterestCalculationReference InterestLeg InterestLegCalculationPeriodDates InterestLegCalculationPeriodDatesReference InterestLegResetDates InterestPayment InterestPaymentNotice InterestRatePeriod InterestRateStream InterestRateStreamReference InterestShortFall IntermediaryInformation InterpolationMethod Interval Knock Language Leg LegAmount LegalEntity LegalEntityReference LenderLoanContractPeriod LenderPositionPeriod Lien LinkId Loan LoanContract LoanContractIdentifier LoanContractNotice LoanContractPosition LoanContractRepayment LoanParticipation MainPublication MakeWholeAmount MakeWholeProvisions MandatoryEarlyTermination MandatoryEarlyTerminationAdjustedDates ManualExercise Market MarketDisruption MarketReference MasterAgreement MasterAgreementType MasterConfirmation MasterConfirmationType MatchId Math MatrixSource MatrixTerm MatrixType Message MessageAddress MessageHeader MessageId MessageRejected MimeType ModifyTradeMatch Money Mortgage MortgageSector MultiDimensionalPricingData MultipleExercise MultipleValuationDates MutualFund NettedSwapBase NonDeliverableSettlement NotDomesticCurrency NotificationMessage NotificationMessageHeader NotifyingParty Notional NotionalAmountReference NotionalStepRule NovateTrade Novation NovationConsentGranted NovationConsentRefused NovationConsentRequest NovationNotificationMessage NovationRequestMessage NovationResponseMessage ObligationAccelerationEvent ObligationDefaultEvent Obligations ObservedRates Offset OnGoingFeeNotice OnGoingFeePayment OneOffFeeNotice OneOffFeePayment OptionBase OptionBaseExtended OptionFeature OptionFeatures OptionNumericStrike OptionStrike OptionalEarlyTermination OptionalEarlyTerminationAdjustedDates PCDeliverableObligationCharac ParametricAdjustment ParametricAdjustmentPoint PartialExercise PartialTerminationAmount ParticipationAmount Party PartyId PartyMessageInformation PartyOrAccountReference PartyOrTradeSideReference PartyPortfolioName PartyReference PartyRole PartyTradeIdentifier PartyTradeIdentifiers PartyTradeInformation PassThrough PassThroughItem Payment PaymentCalculationPeriod PaymentDates PaymentDatesReference PaymentDetail PaymentId PaymentMatching PaymentRule PaymentType PendingPayment PercentageRule PeriodicDates PeriodicPayment PerturbationType PhysicalSettlementPeriod PhysicalSettlementTerms PikPeriod Portfolio PortfolioDefinition PortfolioName PortfolioValuationItem Position PositionConstituent PositionId PositionMatchResult PositionMatchStatus PositionProposedMatch PositionReference PositionReport PositionsAcknowledged PositionsAsserted PositionsMatchResults PrePayment Premium PremiumQuote Price PriceQuoteUnits PriceSourceDisruption PricingDataPointCoordinate PricingDataPointCoordinateReference PricingInputReplacement PricingInputType PricingMethod PricingParameterDerivative PricingParameterDerivativeReference PricingParameterShift PricingStructure PricingStructurePoint PricingStructureReference PricingStructureValuation PrincipalExchange PrincipalExchangeAmount PrincipalExchangeDescriptions PrincipalExchangeFeatures PrincipalExchanges ProblemLocation Product ProductId ProductReference ProductType ProtectionTerms ProtectionTermsReference PubliclyAvailableInformation Quanto QueryParameter QueryParameterId QueryParameterOperator QueryPortfolio Quotation QuotationCharacteristics QuoteTiming QuotedAs QuotedAssetSet QuotedCurrencyPair Rate RateIndex RateObservation RatePeriod RateReference RateSourcePage Reason ReasonCode Reference ReferenceAmount ReferenceBank ReferenceBankId ReferenceInformation ReferenceObligation ReferencePair ReferencePool ReferencePoolItem ReferenceSwapCurve RelativeDateOffset RelativeDateSequence RelativeDates RelevantUnderlyingDateReference Repayment RepaymentConfirmationNotice RepaymentNotice ReportingRoles Representations RepudiationMoratoriumEvent RequestAllocation RequestMessage RequestMessageHeader RequestPortfolio RequestPositionReport RequestTradeMatch RequestTradeStatus RequestValuationReport RequestedPositions RequiredIdentifierDate ResetDates ResetDatesReference ResetFrequency Resource ResourceId ResourceLength ResponseMessage ResponseMessageHeader Restructuring RestructuringEvent RestructuringType Return ReturnLeg ReturnLegValuation ReturnLegValuationPrice ReturnSwap ReturnSwapAdditionalPayment ReturnSwapAmount ReturnSwapBase ReturnSwapEarlyTermination ReturnSwapLeg ReturnSwapLegUnderlyer ReturnSwapNotional ReturnSwapPaymentDates Rounding Routing RoutingExplicitDetails RoutingId RoutingIds RoutingIdsAndExplicitDetails Schedule ScheduleReference ScheduledDate ScheduledDateType ScheduledDates ScheduledTerminationDate Sensitivity SensitivityDefinition SensitivitySet SensitivitySetDefinition SensitivitySetReference SettledEntityMatrix SettlementInformation SettlementInstruction SettlementMethod SettlementPriceSource SettlementProvision SettlementRateOption SettlementRateSource SettlementTerms SettlementTermsReference SharedAmericanExercise SideRate SideRates SimpleCreditDefaultSwap SimpleFra SimpleIRSwap SimplePayment SinglePartyOption SinglePayment SingleUnderlyer SingleValuationDate SpecifiedCurrency SplitSettlement SpreadSchedule SpreadScheduleReference SpreadScheduleType StartingDate Step StepReference Strategy StrategyFeature StreetAddress Strike StrikeSchedule StrikeSpread Stub StubCalculationPeriod StubCalculationPeriodAmount StubValue Swap SwapAdditionalTerms SwapCurveValuation Swaption SwaptionAdjustedDates TermCurve TermDeposit TermPoint Termination TimeDimension Trade TradeAlreadyCancelled TradeAlreadyMatched TradeAlreadySubmitted TradeAlreadyTerminated TradeAmendment TradeAmendmentRequest TradeAmendmentResponse TradeCashflowsAsserted TradeCashflowsId TradeCashflowsMatchResult TradeCashflowsProposedMatch TradeCashflowsStatus TradeDetails TradeDifference TradeErrorResponse TradeExecutionNotification TradeExecutionNotificationCorrected TradeExecutionNotificationRetracted TradeHeader TradeId TradeIdentifier TradeIdentifyingItems TradeIncreaseRequest TradeIncreaseResponse TradeNotFound TradeNovated TradeSide TradeStatus TradeStatusItem TradeStatusValue TradeTerminationRequest TradeTerminationResponse TradeUnderlyer TradeUnderlyerReference TradeValuationItem Trader Tranche Trigger TriggerEvent Underlyer UnderlyerReferenceUnits UnderlyingAsset UnderlyingAssetTranche UnprocessedPosition Validation Valuation ValuationDate ValuationDocument ValuationPostponement ValuationReference ValuationReport ValuationScenario ValuationScenarioReference ValuationSet ValuationSetDetail Valuations Variance VarianceAmount VarianceLeg VarianceSwap VarianceSwapOption VersionedContractId VersionedTradeId VolatilityMatrix VolatilityRepresentation WeightedPartialDerivative YieldCurve YieldCurveMethod YieldCurveValuation ZeroRateCurve

Element's:

allocationAmended allocationCancelled allocationCreated americanExercise bankruptcy basket bermudaExercise bond bondOption brokerEquityOption bulletPayment cancelTradeCashflows cancelTradeMatch capFloor cash contractCancelled contractCreated contractFullTermination contractFullTerminationCancelled contractIncreased contractIncreasedCancelled contractNovated contractNovatedCancelled contractPartialTermination contractPartialTerminationCancelled convertibleBond correlationSwap correlationSwapOption creditCurve creditCurveValuation creditDefaultSwap creditDefaultSwapOption creditEvent creditEventNotice creditEventNotification dataDocument deposit dividendSwapTransactionSupplement dividendSwapTransactionSupplementOption drawdownNotice equity equityForward equityOption equityOptionTransactionSupplement equitySwapTransactionSupplement europeanExercise event exchangeTradedFund exercise failureToPay floatingRateCalculation fra future fxAverageRateOption fxBarrierOption fxCurve fxCurveValuation fxDigitalOption fxRate fxSimpleOption fxSingleLeg fxSwap index inflationRateCalculation interestLeg interestPaymentNotice loan market messageRejected modifyTradeMatch mortgage mutualFund novateTrade novationConsentGranted novationConsentRefused novationConsentRequest obligationAcceleration obligationDefault onGoingFeeNotice oneOffFeeNotice portfolio positionReport positionsAcknowledged positionsAsserted positionsMatchResults pricingStructure pricingStructureValuation product queryPortfolio rateCalculation rateIndex repaymentConfirmationNotice repaymentNotice repudiationMoratorium requestAllocation requestPortfolio requestPositionReport requestTradeMatch requestTradeStatus requestValuationReport restructuring returnLeg returnSwap returnSwapLeg simpleCreditDefaultSwap simpleFra simpleIrSwap strategy swap swaption termDeposit tradeAlreadyCancelled tradeAlreadyMatched tradeAlreadySubmitted tradeAlreadyTerminated tradeAmendmentRequest tradeAmendmentResponse tradeCashflowsAsserted tradeCashflowsMatchResult tradeExecutionNotification tradeExecutionNotificationCorrected tradeExecutionNotificationRetracted tradeIncreaseRequest tradeIncreaseResponse tradeNotFound tradeNovated tradeStatus tradeTerminationRequest tradeTerminationResponse underlyingAsset valuationDocument valuationReport valuationSet varianceSwap varianceSwapOption volatilityMatrixValuation volatilityRepresentation yieldCurve yieldCurveValuation

Group's:

AccountReferenceOrPartyReference.model AdjustedAndOrUnadjustedDate.model AllocationContent.model AmendmentDetails.model AnalyticDerivativeParameters.model AssetValuationOrReference.model AssociatedValue.model BasketIdentifier.model BidMidAsk.model BondCalculation.model BondChoice.model BondContent.model BusinessCentersOrReference.model BuyerSeller.model CalculationAgent.model ComputedDerivative.model ContractNovationDetails.model ContractOrContractReference.model CreditCurveCharacteristics.model CreditEntity.model CurrencyAndDeterminationMethod.model DefinitionAndCashflows.model DerivativeCalculationParameters.model DiscountRate.model Exception.model ExchangeIdentifier.model FacilityNoticeDetails.model Feature.model FiniteDifferenceDerivativeParameters.model FloatingRateIndex.model FxCurveCharacteristics.model IdAndTradeCashflows.model IncreaseDetails.model MandatoryEarlyTermination.model MessageHeader.model NovationDetails.model NovationMessage.model OptionBaseFeature.model OptionDenomination.model OptionFeature.model OptionSettlement.model OptionalEarlyTermination.model PartialExercise.model PayerReceiver.model PaymentDiscounting.model Period.model PositionIdAndVersion.model PositionWithoutId.model Premium.model PricingCoordinateOrReference.model PricingInputDates.model PricingStructureIndex.model Product.model Quotation.model QuotationCharacteristics.model QuoteLocation.model RecoveryRate.model RoutingExplicitDetails.model RoutingIdentification.model SensitivityDescription.model SettlementAmountOrCurrency.model SubstitutionDerivativeParameters.model TerminationDetails.model TradeCashflows.model TradeCashflowsDefinition.model TradeOrTradeReference.model UnderlyingAssetOrReference.model Validation.model VersionHistory.model YieldCurveCharacteristics.model

SimpleType's:

AveragingInOutEnum AveragingMethodEnum BreakageCostEnum BusinessDayConventionEnum CalculationAgentPartyEnum CommissionDenominationEnum CompoundingMethodEnum CorrelationValue DayTypeEnum DifferenceSeverityEnum DifferenceTypeEnum DiscountingTypeEnum DividendAmountTypeEnum DividendDateReferenceEnum DividendEntitlementEnum DividendPeriodEnum DrawdownEventTypeEnum ExerciseStyleEnum FraDiscountingEnum FrequencyTypeEnum FxBarrierTypeEnum HourMinuteTime IndexEventConsequenceEnum InterestCalculationMethodEnum InterestPaidWithRepaymentEnum InterestShortfallCapEnum LengthUnitEnum LoanRepaymentConfirmEnum MethodOfAdjustmentEnum NationalisationOrInsolvencyOrDelistingEventEnum NegativeInterestRateTreatmentEnum NonNegativeDecimal NotionalAdjustmentEnum ObligationCategoryEnum OnGoingFeeTypeEnum OneOffFeeTypeEnum OptionTypeEnum PayRelativeToEnum PayerReceiverEnum PayoutEnum PeriodEnum PositiveDecimal PremiumQuoteBasisEnum PremiumTypeEnum PriceExpressionEnum QueryParameterValue QuotationRateTypeEnum QuotationSideEnum QuoteBasisEnum RateTreatmentEnum RealisedVarianceMethodEnum ResetRelativeToEnum RestrictedPercentage ReturnTypeEnum RollConventionEnum RoundingDirectionEnum SettlementTypeEnum ShareExtraordinaryEventEnum SideRateBasisEnum StandardSettlementStyleEnum StepRelativeToEnum StrikeQuoteBasisEnum StubPeriodTypeEnum TimeTypeEnum TouchConditionEnum TriggerConditionEnum ValuationMethodEnum WeeklyRollConventionEnum

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Generated using Liquid XML Studio Developer Edition Liquid XML Studio Designer Edition 9.0.0.2773 - FeaturingXML Schema Doc Gen