Documentation for Financial products Markup Language (FpML®)
Namespace:
http://www.fpml.org/FpML-5/confirmation
Schemas:
fpml-asset-5-0.xsd
fpml-asset-5-0.xsd
fpml-bond-option-5-0.xsd
fpml-bond-option-5-0.xsd
fpml-business-events-5-0.xsd
fpml-business-events-5-0.xsd
fpml-cd-5-0.xsd
fpml-cd-5-0.xsd
fpml-com-5-0.xsd
fpml-com-5-0.xsd
fpml-confirmation-processes-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-doc-5-0.xsd
fpml-doc-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-eqd-5-0.xsd
fpml-eqd-5-0.xsd
fpml-generic-5-0.xsd
fpml-ird-5-0.xsd
fpml-ird-5-0.xsd
fpml-main-5-0.xsd
fpml-main-5-0.xsd
fpml-mktenv-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-reconciliation-5-0.xsd
fpml-reporting-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-valuation-5-0.xsd
fpml-variance-swaps-5-0.xsd
fpml-variance-swaps-5-0.xsd
xmldsig-core-schema.xsd
xmldsig-core-schema.xsd
AttributeGroups:
VersionAttributes.atts
ComplexTypes:
AbsoluteTolerance
Account
AccountId
AccountName
AccountReference
Acknowledgement
ActualPrice
AdditionalData
AdditionalDisruptionEvents
AdditionalFixedPayments
AdditionalPaymentAmount
AdditionalTerm
Address
AdjustableDate
AdjustableDate2
AdjustableDateOrRelativeDateSequence
AdjustableDates
AdjustableDatesOrRelativeDateOffset
AdjustableOrAdjustedDate
AdjustableOrRelativeDate
AdjustableOrRelativeDates
AdjustableRelativeOrPeriodicDates
AdjustableRelativeOrPeriodicDates2
AdjustedPaymentDates
AdjustedRelativeDateOffset
AgreementType
AgreementVersion
Allocation
AllocationApproved
AllocationRefused
Allocations
AmericanExercise
AmountReference
AmountSchedule
AnyAssetReference
Approval
Approvals
Asian
Asset
AssetClass
AssetMeasureType
AssetPool
AssetReference
AutomaticExercise
AverageDailyTradingVolumeLimit
AveragingObservationList
AveragingPeriod
AveragingSchedule
Barrier
BasicQuotation
Basket
BasketConstituent
BasketId
BasketName
BasketReferenceInformation
Beneficiary
BermudaExercise
BestFitTrade
Bond
BondOption
BondOptionStrike
BondReference
BoundedCorrelation
BoundedVariance
BrokerConfirmation
BrokerConfirmationType
BrokerEquityOption
BulletPayment
BullionDeliveryLocation
BullionPhysicalLeg
BusinessCenter
BusinessCenterTime
BusinessCenters
BusinessCentersReference
BusinessDateRange
BusinessDayAdjustments
BusinessDayAdjustmentsReference
CalculatedAmount
Calculation
CalculationAgent
CalculationAmount
CalculationFromObservation
CalculationPeriod
CalculationPeriodAmount
CalculationPeriodDates
CalculationPeriodDatesReference
CalculationPeriodFrequency
CalculationPeriodsDatesReference
CalculationPeriodsReference
CalculationPeriodsScheduleReference
CalendarSpread
CancelableProvision
CancelableProvisionAdjustedDates
CancellationEvent
CapFloor
Cash
CashPriceMethod
CashSettlement
CashSettlementPaymentDate
CashSettlementReferenceBanks
CashSettlementTerms
CashflowId
CashflowType
Cashflows
ChangeEvent
ClassifiedPayment
ClearanceSystem
ClearingConfirmed
ClearingRefused
CoalAttributeDecimal
CoalAttributePercentage
CoalDelivery
CoalDeliveryPoint
CoalPhysicalLeg
CoalProduct
CoalProductSource
CoalProductSpecifications
CoalProductType
CoalQualityAdjustments
CoalStandardQuality
CoalStandardQualitySchedule
CoalTransportationEquipment
Collateral
Commission
Commodity
CommodityAmericanExercise
CommodityBase
CommodityBusinessCalendar
CommodityBusinessCalendarTime
CommodityCalculationPeriodsSchedule
CommodityDeliveryPeriods
CommodityDeliveryPoint
CommodityDeliveryRisk
CommodityDetails
CommodityEuropeanExercise
CommodityExercise
CommodityExpireRelativeToEvent
CommodityFixedPriceSchedule
CommodityForward
CommodityFrequencyType
CommodityFx
CommodityFxType
CommodityHub
CommodityHubCode
CommodityMarketDisruption
CommodityMultipleExercise
CommodityNotionalQuantity
CommodityNotionalQuantitySchedule
CommodityOption
CommodityPayRelativeToEvent
CommodityPhysicalAmericanExercise
CommodityPhysicalEuropeanExercise
CommodityPhysicalExercise
CommodityPhysicalQuantity
CommodityPhysicalQuantityBase
CommodityPhysicalQuantitySchedule
CommodityPipeline
CommodityPipelineCycle
CommodityPremium
CommodityPricingDates
CommodityProductGrade
CommodityQuantityFrequency
CommodityRelativeExpirationDates
CommodityRelativePaymentDates
CommoditySettlementPeriodsNotionalQuantity
CommoditySettlementPeriodsNotionalQuantitySchedule
CommoditySettlementPeriodsPriceSchedule
CommoditySpreadSchedule
CommodityStrikeSchedule
CommoditySwap
Composite
Compounding
CompoundingRate
ConfirmationAgreed
ConfirmationDisputed
ConfirmationRetracted
ConfirmationStatus
ConsentGranted
ConsentRefused
ConstituentWeight
ContractId
ContractIdentifier
ContractualDefinitions
ContractualMatrix
ContractualSupplement
ContractualTermsSupplement
ConvertibleBond
CorrectableRequestMessage
Correlation
CorrelationAmount
CorrelationId
CorrelationLeg
CorrelationSwap
CorrespondentInformation
CountryCode
CouponType
CreditDefaultSwap
CreditDefaultSwapOption
CreditDerivativesNotices
CreditEventNotice
CreditEvents
CreditEventsReference
CreditOptionStrike
CreditRating
CreditSeniority
CreditSupportAgreement
CreditSupportAgreementIdentifier
CreditSupportAgreementType
Currency
CurveInstrument
DataDocument
DateList
DateOffset
DateRange
DateReference
DateRelativeToCalculationPeriodDates
DateRelativeToPaymentDates
DateTimeList
DayCountFraction
DeliverableObligations
Deposit
DeterminationMethod
DeterminationMethodReference
Difference
DirectionalLeg
DirectionalLegUnderlyer
DirectionalLegUnderlyerValuation
Discounting
DisruptionFallback
DividendAdjustment
DividendConditions
DividendLeg
DividendPaymentDate
DividendPayout
DividendPeriod
DividendPeriodDividend
DividendPeriodPayment
DividendSwapTransactionSupplement
Document
Documentation
EarlyTerminationEvent
EarlyTerminationProvision
ElectricityDelivery
ElectricityDeliveryFirm
ElectricityDeliveryPeriods
ElectricityDeliveryPoint
ElectricityDeliverySystemFirm
ElectricityDeliveryUnitFirm
ElectricityPhysicalDeliveryQuantity
ElectricityPhysicalDeliveryQuantitySchedule
ElectricityPhysicalLeg
ElectricityPhysicalQuantity
ElectricityProduct
ElectricityTransmissionContingency
ElectricityTransmissionContingencyType
Empty
EntityId
EntityName
EntityType
EquityAmericanExercise
EquityAsset
EquityBermudaExercise
EquityCorporateEvents
EquityDerivativeBase
EquityDerivativeLongFormBase
EquityDerivativeShortFormBase
EquityEuropeanExercise
EquityExerciseValuationSettlement
EquityForward
EquityMultipleExercise
EquityOption
EquityOptionTermination
EquityOptionTransactionSupplement
EquityPremium
EquityStrike
EquitySwapTransactionSupplement
EquityValuation
EuropeanExercise
EventIdentifier
EventProposedMatch
EventStatus
EventStatusItem
EventStatusResponse
EventsChoice
Exception
ExceptionMessageHeader
ExchangeId
ExchangeTraded
ExchangeTradedCalculatedPrice
ExchangeTradedContract
ExchangeTradedFund
ExecutionAdvice
ExecutionAdviceRetracted
ExecutionDateTime
ExecutionNotification
ExecutionRetracted
Exercise
ExerciseEvent
ExerciseFee
ExerciseFeeSchedule
ExerciseNotice
ExercisePeriod
ExerciseProcedure
ExtendibleProvision
ExtendibleProvisionAdjustedDates
ExtensionEvent
ExtraordinaryEvents
FacilityType
FailureToPay
FallbackReferencePrice
FeaturePayment
FeeLeg
FinalCalculationPeriodDateAdjustment
FirstPeriodStartDate
FixedAmountCalculation
FixedPaymentAmount
FixedPaymentLeg
FixedPrice
FixedPriceLeg
FixedRate
FixedRateReference
FloatingAmountEvents
FloatingAmountProvisions
FloatingLegCalculation
FloatingPriceLeg
FloatingRate
FloatingRateCalculation
FloatingRateCalculationReference
FloatingRateDefinition
FloatingRateIndex
ForecastRateIndex
Formula
FormulaComponent
Fra
Frequency
FrequencyType
Future
FutureId
FutureValueAmount
FxCashSettlement
FxConversion
FxFeature
FxFixing
FxFixingDate
FxLinkedNotionalAmount
FxLinkedNotionalSchedule
FxRate
FxRateAsset
FxSpotRateSource
GasDelivery
GasDeliveryPeriods
GasDeliveryPoint
GasPhysicalLeg
GasPhysicalQuantity
GasProduct
GasQuality
GeneralTerms
GenericAgreement
GoverningLaw
GracePeriodExtension
GrossCashflow
IdentifiedAsset
IdentifiedCurrency
IdentifiedCurrencyReference
IdentifiedDate
IdentifiedPayerReceiver
IndependentAmount
Index
IndexAdjustmentEvents
IndexAnnexSource
IndexChange
IndexId
IndexName
IndexReferenceInformation
IndustryClassification
InflationRateCalculation
InformationProvider
InformationSource
InitialPayment
InstrumentId
InterestAccrualsCompoundingMethod
InterestAccrualsMethod
InterestCalculation
InterestLeg
InterestLegCalculationPeriodDates
InterestLegCalculationPeriodDatesReference
InterestLegResetDates
InterestRateStream
InterestRateStreamReference
InterestShortFall
IntermediaryInformation
InterpolationMethod
Knock
Lag
LagReference
Leg
LegAmount
LegId
LegIdentifier
LegalEntity
LegalEntityReference
Lien
LinkId
Loan
LoanParticipation
MainPublication
MakeWholeAmount
MakeWholeProvisions
MandatoryEarlyTermination
MandatoryEarlyTerminationAdjustedDates
ManualExercise
MarketDisruption
MarketDisruptionEvent
MasterAgreement
MasterAgreementType
MasterAgreementVersion
MasterConfirmation
MasterConfirmationAnnexType
MasterConfirmationType
MatchId
Math
MatrixSource
MatrixTerm
MatrixType
Message
MessageAddress
MessageHeader
MessageId
MimeType
Money
MoneyBase
Mortgage
MortgageSector
MultipleExercise
MultipleValuationDates
MutualFund
NettedSwapBase
NonCorrectableRequestMessage
NonDeliverableSettlement
NonNegativeAmountSchedule
NonNegativeMoney
NonNegativePayment
NonNegativeSchedule
NonNegativeStep
NonPeriodicFixedPriceLeg
NotDomesticCurrency
NotificationMessage
NotificationMessageHeader
NotifyingParty
Notional
NotionalAmount
NotionalAmountReference
NotionalReference
NotionalStepRule
Obligations
Offset
OffsetPrevailingTime
OilDelivery
OilPhysicalLeg
OilPipelineDelivery
OilProduct
OilProductType
OilTransferDelivery
OnBehalfOf
OptionBase
OptionBaseExtended
OptionFeature
OptionFeatures
OptionNumericStrike
OptionStrike
OptionalEarlyTermination
OptionalEarlyTerminationAdjustedDates
PCDeliverableObligationCharac
PartialExercise
Party
PartyId
PartyMessageInformation
PartyName
PartyPortfolioName
PartyReference
PartyRelationship
PartyRelationshipDocumentation
PartyRole
PartyRoleType
PartyTradeIdentifier
PartyTradeIdentifiers
PartyTradeInformation
PassThrough
PassThroughItem
Payment
PaymentBase
PaymentBaseExtended
PaymentCalculationPeriod
PaymentDates
PaymentDatesReference
PaymentDetail
PaymentDetails
PaymentReference
PaymentRule
PaymentType
PendingPayment
PercentageRule
PercentageTolerance
Period
PeriodicDates
PeriodicPayment
PhysicalLeg
PhysicalSettlementPeriod
PhysicalSettlementTerms
Portfolio
PortfolioName
PositiveAmountSchedule
PositiveMoney
PositivePayment
PositiveSchedule
PositiveStep
PrePayment
Premium
PrevailingTime
Price
PriceQuoteUnits
PriceSourceDisruption
PricingStructure
PricingStructureReference
PrincipalExchange
PrincipalExchangeAmount
PrincipalExchangeDescriptions
PrincipalExchangeFeatures
PrincipalExchanges
ProblemLocation
Product
ProductId
ProductReference
ProductType
ProtectionTerms
ProtectionTermsReference
PubliclyAvailableInformation
QuantityReference
QuantityScheduleReference
QuantityUnit
Quanto
QueryParameter
QueryParameterId
QueryParameterOperator
QueryPortfolio
QuotationCharacteristics
QuoteTiming
QuotedCurrencyPair
Rate
RateIndex
RateObservation
RateReference
RateSourcePage
Reason
ReasonCode
Reference
ReferenceAmount
ReferenceBank
ReferenceBankId
ReferenceInformation
ReferenceObligation
ReferencePair
ReferencePool
ReferencePoolItem
ReferenceSwapCurve
RelatedParty
RelativeDateOffset
RelativeDateSequence
RelativeDates
RelevantUnderlyingDateReference
ReportingCurrencyType
ReportingRole
Representations
RequestAllocation
RequestAllocationRetracted
RequestClearing
RequestClearingRetracted
RequestConfirmation
RequestConsent
RequestConsentRetracted
RequestEventStatus
RequestMessage
RequestMessageHeader
RequiredIdentifierDate
ResetDates
ResetDatesReference
ResetFrequency
ResponseMessage
ResponseMessageHeader
Restructuring
RestructuringType
Return
ReturnLeg
ReturnLegValuation
ReturnLegValuationPrice
ReturnSwap
ReturnSwapAdditionalPayment
ReturnSwapAmount
ReturnSwapBase
ReturnSwapEarlyTermination
ReturnSwapLegUnderlyer
ReturnSwapNotional
ReturnSwapNotionalAmountReference
ReturnSwapPaymentDates
Rounding
Routing
RoutingExplicitDetails
RoutingId
RoutingIds
RoutingIdsAndExplicitDetails
Schedule
ScheduleReference
ScheduledTerminationDate
SequencedDisruptionFallback
SettledEntityMatrix
SettlementInformation
SettlementInstruction
SettlementMethod
SettlementPeriods
SettlementPeriodsFixedPrice
SettlementPeriodsReference
SettlementPeriodsSchedule
SettlementPeriodsStep
SettlementPriceDefaultElection
SettlementPriceSource
SettlementProvision
SettlementRateOption
SettlementRateSource
SettlementTerms
SettlementTermsReference
SharedAmericanExercise
SimpleCreditDefaultSwap
SimpleFra
SimpleIRSwap
SimplePayment
SinglePartyOption
SinglePayment
SingleUnderlyer
SingleValuationDate
SpecifiedCurrency
SplitSettlement
SpreadSchedule
SpreadScheduleReference
SpreadScheduleType
StartingDate
Step
StepBase
Strategy
StrategyFeature
StreetAddress
Strike
StrikeSchedule
StrikeSpread
Stub
StubCalculationPeriod
StubCalculationPeriodAmount
StubValue
Swap
SwapAdditionalTerms
SwapCurveValuation
Swaption
SwaptionAdjustedDates
TimeZone
TimezoneLocation
Trade
TradeAmendmentContent
TradeCategory
TradeChangeAdvice
TradeChangeAdviceRetracted
TradeChangeBase
TradeChangeContent
TradeHeader
TradeId
TradeIdentifier
TradeNotionalChange
TradeNovationContent
Trader
Tranche
Trigger
TriggerEvent
Underlyer
UnderlyingAsset
UnderlyingAssetTranche
Unit
UnitQuantity
Validation
ValuationDate
ValuationDatesReference
ValuationPostponement
Variance
VarianceAmount
VarianceLeg
VarianceOptionTransactionSupplement
VarianceSwap
VarianceSwapTransactionSupplement
VersionedContractId
VersionedTradeId
WeightedAveragingObservation
YieldCurveMethod
Elements:
additionalCommodityForwardLeg
additionalCommoditySwapLeg
additionalEvent
allocationAcknowledgement
allocationApproved
allocationException
allocationRefused
americanExercise
basket
bermudaExercise
bond
bondOption
brokerEquityOption
bulletPayment
capFloor
cash
changeEvent
clearingAcknowledgement
clearingConfirmed
clearingException
clearingRefused
commodity
commodityForward
commodityOption
commoditySwap
confirmationAcknowledgement
confirmationAgreed
confirmationDisputed
confirmationException
confirmationStatus
consentAcknowledgement
consentException
consentGranted
consentRefused
convertibleBond
correlationSwap
creditDefaultSwap
creditDefaultSwapOption
curveInstrument
dataDocument
deposit
dividendSwapTransactionSupplement
equity
equityForward
equityOption
equityOptionTransactionSupplement
equitySwapTransactionSupplement
europeanExercise
eventStatusException
eventStatusResponse
exchangeTradedFund
executionAcknowledgement
executionAdvice
executionAdviceAcknowledgement
executionAdviceException
executionAdviceRetracted
executionException
executionNotification
executionRetracted
exercise
floatingRateCalculation
fra
future
fx
index
indexChange
inflationRateCalculation
interestLeg
loan
messageRejected
mortgage
mutualFund
product
rateCalculation
rateIndex
requestAllocation
requestAllocationRetracted
requestClearing
requestClearingRetracted
requestConfirmation
requestConfirmationRetracted
requestConsent
requestConsentRetracted
requestEventStatus
returnLeg
returnSwap
returnSwapLeg
simpleCreditDefaultSwap
simpleFra
simpleIrSwap
strategy
swap
swaption
tradeChangeAdvice
tradeChangeAdviceAcknowledgement
tradeChangeAdviceException
tradeChangeAdviceRetracted
underlyingAsset
varianceOptionTransactionSupplement
varianceSwap
varianceSwapTransactionSupplement
Groups:
AccountReferenceOrPartyReference.model
AdjustableDate.model
AgreementAndEffectiveDates.model
AllocationContent.model
AmendmentDetails.model
BasketIdentifier.model
BondCalculation.model
BondChoice.model
BusinessCentersOrReference.model
BuyerSeller.model
CalculationAgent.model
CommodityAsian.model
CommodityCalculationPeriods.model
CommodityCalculationPeriodsPointer.model
CommodityCoalComposition.model
CommodityCoalProperties.model
CommodityCoalReducingAtmosphere.model
CommodityContent.model
CommodityDeliveryPeriodsPointer.model
CommodityDeliveryPoints.model
CommodityFinancialOption.model
CommodityFixedPhysicalQuantity.model
CommodityFixedPrice.model
CommodityFreightFlatRate.model
CommodityNonPeriodicPaymentDates.model
CommodityNotionalQuantity.model
CommodityPaymentDates.model
CommodityPhysicalOption.model
CommodityProduct.model
CommodityReferencePriceFramework.model
CommodityStrikePrice.model
CommodityUSCoalDelivery.model
CommodityUSCoalProduct.model
Correlation.model
CreditEntity.model
CurrencyAndDeterminationMethod.model
DeclaredCashAndCashEquivalentDividendPercentage.model
DiscountRate.model
Dividends.model
EquityExpiration.model
EquityPrice.model
EquityUnderlyerProvisions.model
Events.model
Exception.model
ExchangeIdentifier.model
Feature.model
FixedIncomeSecurityContent.model
FixedRecovery.model
FloatingRateIndex.model
IndexAnnexFallback.model
LagOrReference.model
MandatoryEarlyTermination.model
MessageHeader.model
MutualOrOptionalEarlyTermination.model
OnBehalfOf.model
OptionBaseFeature.model
OptionDenomination.model
OptionFeature.model
OptionSettlement.model
OptionalEarlyTermination.model
PartialExercise.model
PartiesAndAccounts.model
PartyAndAccountReferences.model
PartyInformation.model
PayerReceiver.model
PaymentDiscounting.model
Period.model
Premium.model
Price.model
PricingDays.model
Product.model
ProposedMatch.model
Quotation.model
QuotationCharacteristics.model
QuoteLocation.model
RoutingExplicitDetails.model
RoutingIdentification.model
Sequence.model
SettlementAmountOrCurrency.model
TradeAlterationPayment.model
TradeOrTradeReference.model
Validation.model
VersionHistory.model
SimpleTypes:
AveragingInOutEnum
AveragingMethodEnum
BreakageCostEnum
BullionTypeEnum
BusinessDayConventionEnum
CalculationAgentPartyEnum
CashPhysicalEnum
CommissionDenominationEnum
CommodityBullionSettlementDisruptionEnum
CommodityDayTypeEnum
CompoundingMethodEnum
CorrelationValue
DayOfWeekEnum
DayTypeEnum
DeliveryDatesEnum
DeliveryTypeEnum
DifferenceSeverityEnum
DifferenceTypeEnum
DiscountingTypeEnum
DisruptionFallbacksEnum
DividendAmountTypeEnum
DividendCompositionEnum
DividendDateReferenceEnum
DividendEntitlementEnum
DividendPeriodEnum
ElectricityProductTypeEnum
EquityOptionTypeEnum
ExerciseStyleEnum
FPVFinalPriceElectionFallbackEnum
FeeElectionEnum
FlatRateEnum
FraDiscountingEnum
FrequencyTypeEnum
FxBarrierTypeEnum
GasProductTypeEnum
HourMinuteTime
IndexEventConsequenceEnum
InterestCalculationMethodEnum
InterestShortfallCapEnum
InterpolationPeriodEnum
LengthUnitEnum
MarketDisruptionEventsEnum
MethodOfAdjustmentEnum
NationalisationOrInsolvencyOrDelistingEventEnum
NegativeInterestRateTreatmentEnum
NonCashDividendTreatmentEnum
NonNegativeDecimal
NotionalAdjustmentEnum
ObligationCategoryEnum
OptionTypeEnum
PayRelativeToEnum
PayerReceiverEnum
PayoutEnum
PeriodEnum
PeriodExtendedEnum
PositiveDecimal
PremiumQuoteBasisEnum
PremiumTypeEnum
PriceExpressionEnum
PutCallEnum
QueryParameterValue
QuotationRateTypeEnum
QuotationSideEnum
QuotationStyleEnum
QuoteBasisEnum
RateTreatmentEnum
RealisedVarianceMethodEnum
ResetRelativeToEnum
RestrictedPercentage
ReturnTypeEnum
RollConventionEnum
RoundingDirectionEnum
Scheme
SettlementPeriodDurationEnum
SettlementTypeEnum
ShareExtraordinaryEventEnum
SideRateBasisEnum
SpecifiedPriceEnum
StandardSettlementStyleEnum
StepRelativeToEnum
StrikeQuoteBasisEnum
StubPeriodTypeEnum
TimeTypeEnum
Token60
TouchConditionEnum
TriggerConditionEnum
TriggerTimeTypeEnum
TriggerTypeEnum
ValuationMethodEnum
WeeklyRollConventionEnum