Documentation for Financial products Markup Language (FpML®)
Namespace:
http://www.fpml.org/FpML-5/pretrade
Schemas:
fpml-asset-5-10.xsd
fpml-asset-5-10.xsd
fpml-asset-5-10.xsd
fpml-asset-5-10.xsd
fpml-asset-5-10.xsd
fpml-asset-5-10.xsd
fpml-bond-option-5-10.xsd
fpml-bond-option-5-10.xsd
fpml-bond-option-5-10.xsd
fpml-bond-option-5-10.xsd
fpml-business-events-5-10.xsd
fpml-business-events-5-10.xsd
fpml-business-events-5-10.xsd
fpml-business-events-5-10.xsd
fpml-business-events-5-10.xsd
fpml-cd-5-10.xsd
fpml-cd-5-10.xsd
fpml-cd-5-10.xsd
fpml-cd-5-10.xsd
fpml-cd-5-10.xsd
fpml-clearing-processes-5-10.xsd
fpml-clearing-processes-5-10.xsd
fpml-collateral-processes-5-10.xsd
fpml-com-5-10.xsd
fpml-com-5-10.xsd
fpml-com-5-10.xsd
fpml-com-5-10.xsd
fpml-confirmation-processes-5-10.xsd
fpml-correlation-swaps-5-10.xsd
fpml-correlation-swaps-5-10.xsd
fpml-correlation-swaps-5-10.xsd
fpml-correlation-swaps-5-10.xsd
fpml-credit-event-notification-5-10.xsd
fpml-credit-event-notification-5-10.xsd
fpml-credit-event-notification-5-10.xsd
fpml-credit-event-notification-5-10.xsd
fpml-dividend-swaps-5-10.xsd
fpml-dividend-swaps-5-10.xsd
fpml-dividend-swaps-5-10.xsd
fpml-dividend-swaps-5-10.xsd
fpml-doc-5-10.xsd
fpml-doc-5-10.xsd
fpml-doc-5-10.xsd
fpml-doc-5-10.xsd
fpml-doc-5-10.xsd
fpml-doc-5-10.xsd
fpml-enum-5-10.xsd
fpml-enum-5-10.xsd
fpml-enum-5-10.xsd
fpml-enum-5-10.xsd
fpml-enum-5-10.xsd
fpml-enum-5-10.xsd
fpml-eq-shared-5-10.xsd
fpml-eq-shared-5-10.xsd
fpml-eq-shared-5-10.xsd
fpml-eq-shared-5-10.xsd
fpml-eqd-5-10.xsd
fpml-eqd-5-10.xsd
fpml-eqd-5-10.xsd
fpml-eqd-5-10.xsd
fpml-fx-5-10.xsd
fpml-fx-5-10.xsd
fpml-fx-5-10.xsd
fpml-fx-5-10.xsd
fpml-fx-5-10.xsd
fpml-fx-accruals-5-10.xsd
fpml-fx-accruals-5-10.xsd
fpml-fx-accruals-5-10.xsd
fpml-fx-accruals-5-10.xsd
fpml-fx-targets-5-10.xsd
fpml-fx-targets-5-10.xsd
fpml-fx-targets-5-10.xsd
fpml-fx-targets-5-10.xsd
fpml-generic-5-10.xsd
fpml-generic-5-10.xsd
fpml-generic-5-10.xsd
fpml-generic-5-10.xsd
fpml-ird-5-10.xsd
fpml-ird-5-10.xsd
fpml-ird-5-10.xsd
fpml-ird-5-10.xsd
fpml-ird-5-10.xsd
fpml-legal-5-10.xsd
fpml-loan-5-10.xsd
fpml-main-5-10.xsd
fpml-main-5-10.xsd
fpml-main-5-10.xsd
fpml-main-5-10.xsd
fpml-main-5-10.xsd
fpml-main-5-10.xsd
fpml-mktenv-5-10.xsd
fpml-mktenv-5-10.xsd
fpml-mktenv-5-10.xsd
fpml-msg-5-10.xsd
fpml-msg-5-10.xsd
fpml-msg-5-10.xsd
fpml-msg-5-10.xsd
fpml-msg-5-10.xsd
fpml-option-shared-5-10.xsd
fpml-option-shared-5-10.xsd
fpml-option-shared-5-10.xsd
fpml-option-shared-5-10.xsd
fpml-option-shared-5-10.xsd
fpml-pretrade-processes-5-10.xsd
fpml-product-definitions-5-10.xsd
fpml-reconciliation-5-10.xsd
fpml-recordkeeping-processes-5-10.xsd
fpml-recordkeeping-processes-5-10.xsd
fpml-repo-5-10.xsd
fpml-repo-5-10.xsd
fpml-repo-5-10.xsd
fpml-reporting-5-10.xsd
fpml-return-swaps-5-10.xsd
fpml-return-swaps-5-10.xsd
fpml-return-swaps-5-10.xsd
fpml-return-swaps-5-10.xsd
fpml-riskdef-5-10.xsd
fpml-riskdef-5-10.xsd
fpml-riskdef-5-10.xsd
fpml-shared-5-10.xsd
fpml-shared-5-10.xsd
fpml-shared-5-10.xsd
fpml-shared-5-10.xsd
fpml-shared-5-10.xsd
fpml-shared-5-10.xsd
fpml-standard-5-10.xsd
fpml-standard-5-10.xsd
fpml-standard-5-10.xsd
fpml-standard-5-10.xsd
fpml-transparency-processes-5-10.xsd
fpml-valuation-5-10.xsd
fpml-valuation-5-10.xsd
fpml-valuation-5-10.xsd
fpml-valuation-reporting-5-10.xsd
fpml-valuation-reporting-5-10.xsd
fpml-variance-swaps-5-10.xsd
fpml-variance-swaps-5-10.xsd
fpml-variance-swaps-5-10.xsd
fpml-variance-swaps-5-10.xsd
fpml-volatility-swaps-5-10.xsd
fpml-volatility-swaps-5-10.xsd
fpml-volatility-swaps-5-10.xsd
fpml-volatility-swaps-5-10.xsd
xmldsig-core-schema.xsd
AttributeGroups:
VersionAttributes.atts
ComplexTypes:
AbstractEvent
Account
AccountId
AccountName
AccountReference
AccountType
Acknowledgement
ActionType
AdditionalData
AdditionalEvent
AdditionalFixedPayments
AdditionalTerm
Address
AdjustableDate
AdjustableDate2
AdjustableDates
AdjustableOrAdjustedDate
AdjustableOrRelativeDate
AdjustableOrRelativeDates
AdjustedPaymentDates
AdjustedRelativeDateOffset
Algorithm
AlgorithmRole
Allocation
AllocationReportingStatus
Allocations
AmericanExercise
AmountSchedule
Approval
ApprovalId
ApprovalType
Approvals
Asset
AssetClass
AssetMeasureType
AssetPool
AutomaticExercise
BasicQuotation
BasketChangeEvent
BasketId
BasketName
BasketReferenceInformation
Beneficiary
BermudaExercise
Bond
BondReference
BrokerConfirmation
BrokerConfirmationType
BusinessCenter
BusinessCenterTime
BusinessCenters
BusinessCentersReference
BusinessDateRange
BusinessDayAdjustments
BusinessDayAdjustmentsReference
BusinessEventIdentifier
BusinessProcess
BusinessUnit
BusinessUnitReference
BusinessUnitRole
Calculation
CalculationAgent
CalculationAmount
CalculationPeriod
CalculationPeriodAmount
CalculationPeriodDates
CalculationPeriodDatesReference
CalculationPeriodFrequency
CancelableProvision
CancelableProvisionAdjustedDates
CancellationEvent
CapFloor
Cash
CashPriceMethod
CashSettlement
CashSettlementPaymentDate
CashSettlementReferenceBanks
CashSettlementTerms
CashflowType
Cashflows
ChangeEvent
ClearanceSystem
ClearingEligibility
ClearingExceptionReason
ClearingRequirements
ClearingStatusValue
Collateral
CollateralizationType
ComponentProduct
ComponentTradeSideReference
ConfirmationMethod
ConstituentWeight
ContactInformation
ContractualDefinitions
ContractualMatrix
ContractualSupplement
ContractualTermsSupplement
ConvertibleBond
CorporateActionEvent
CorporateActionType
CorrectableRequestMessage
CorrectableRequestMessage2
CorrelationId
CorrespondentInformation
CountryCode
CouponType
CreditApprovalModel
CreditDefaultSwap
CreditDocument
CreditEventNotice
CreditEvents
CreditLimit
CreditLimitBase
CreditLimitCheckReason
CreditLimitCheckReasonCode
CreditLimitExtended
CreditLimitInformation
CreditLimitInformationExtended
CreditLimitReference
CreditLimitReport
CreditLimitResponse
CreditLimitUtilization
CreditLimitUtilizationPosition
CreditRating
CreditRiskLimit
CreditRiskLimitRefused
CreditSeniority
CreditSupportAgreement
CreditSupportAgreementIdentifier
CreditSupportAgreementType
CrossCurrencyMethod
Currency
CurrencyPairClassification
CutName
DataDocument
DateRange
DateReference
DateRelativeToCalculationPeriodDates
DateRelativeToPaymentDates
DayCountFraction
DeliverableObligations
Discounting
Document
Documentation
EarlyTerminationEvent
EarlyTerminationProvision
Empty
EndUserExceptionDeclaration
EntityClassification
EntityId
EntityName
EntityType
EquityAsset
EuropeanExercise
EventId
EventIdentifier
EventStatus
EventStatusItem
EventStatusResponse
Exception
ExceptionMessageHeader
ExchangeId
ExchangeRate
ExchangeTraded
ExchangeTradedCalculatedPrice
ExchangeTradedContract
ExchangeTradedContractUnderlyer
ExchangeTradedFund
ExchangeTradedOption
ExecutionDateTime
ExecutionType
ExecutionVenueType
Exercise
ExerciseEvent
ExerciseFee
ExerciseFeeSchedule
ExerciseNotice
ExercisePeriod
ExerciseProcedure
ExtendibleProvision
ExtendibleProvisionAdjustedDates
ExtensionEvent
FacilityExecutionExceptionDeclaration
FacilityType
FailureToPay
FallbackReferencePrice
FeeLeg
FinalCalculationPeriodDateAdjustment
FixedAmountCalculation
FixedRate
FloatingAmountCalculation
FloatingAmountEvents
FloatingAmountProvisions
FloatingRate
FloatingRateCalculation
FloatingRateDefinition
FloatingRateIndex
Formula
FormulaComponent
Fra
Frequency
Future
FutureId
FutureValueAmount
FxAmericanExercise
FxAsianFeature
FxAverageRateObservation
FxAverageRateObservationSchedule
FxBarrierFeature
FxBusinessCenterDateTime
FxCashSettlement
FxCashSettlementSimple
FxDigitalAmericanExercise
FxDigitalOption
FxEuropeanExercise
FxFixing
FxFixingDate
FxFixingScheduleSimple
FxFlexibleForward
FxFlexibleForwardExecutionPeriod
FxFlexibleForwardRate
FxForwardVolatilityAgreement
FxInformationSource
FxLinkedNotionalAmount
FxLinkedNotionalSchedule
FxMultipleExercise
FxOption
FxOptionFeatures
FxOptionPayout
FxOptionPremium
FxPerformanceFixedLeg
FxPerformanceFloatingLeg
FxPerformanceLeg
FxPerformanceSwap
FxRate
FxRateSourceFixing
FxSettlementRateSource
FxSingleLeg
FxSpotRateSource
FxStraddle
FxStraddlePremium
FxStrikePrice
FxSwap
FxSwapLeg
FxTouch
FxTrigger
FxTriggerBase
FxValuationDateOffset
GeneralTerms
GoverningLaw
GracePeriodExtension
HedgeType
IdentifiedAsset
IdentifiedCurrency
IdentifiedDate
IdentifiedPayerReceiver
IdentifiedRate
ImplementationSpecification
ImplementationSpecificationVersion
IndependentAmount
Index
IndexAnnexSource
IndexChange
IndexId
IndexName
IndexReferenceInformation
IndustryClassification
InflationRateCalculation
InformationProvider
InformationSource
InitialPayment
InstrumentId
InterestRateStream
InterestRateStreamReference
InterestShortFall
IntermediaryInformation
InterpolationMethod
IssuerId
IssuerTradeId
Language
Leg
LegalEntity
LegalEntityReference
Lien
LimitApplicable
LimitCheckApproved
LimitCheckRefused
LimitId
LimitType
LinkId
Loan
LoanParticipation
MainPublication
MandatoryEarlyTermination
MandatoryEarlyTerminationAdjustedDates
ManualExercise
MarginQuote
MarginQuoteAcknowledgement
MarginQuoteConfirmed
MarginQuoteRefused
MarginQuoteType
Margins
MarketData
MasterAgreement
MasterAgreementId
MasterAgreementType
MasterAgreementVersion
MasterConfirmation
MasterConfirmationAnnexType
MasterConfirmationType
Math
MatrixSource
MatrixTerm
MatrixType
Message
MessageAddress
MessageHeader
MessageId
MimeType
Money
MoneyBase
Mortgage
MortgageSector
MultipleExercise
MultipleValuationDates
MutualFund
NonCorrectableRequestMessage
NonDeliverableSettlement
NonNegativeAmountSchedule
NonNegativeMoney
NonNegativePayment
NonNegativeSchedule
NonNegativeStep
NotDomesticCurrency
NotificationMessage
NotificationMessageHeader
NotifyingParty
Notional
NotionalReference
NotionalReportingType
NotionalStepRule
Obligations
Offset
OnBehalfOf
Option
OptionalEarlyTermination
OptionalEarlyTerminationAdjustedDates
OrderBookId
OrderFill
OrderId
OrderIdentifier
OrderPrice
OrderPriority
OrderProductSummary
OrderReport
OrderRoles
OrderStatus
OrderStatusNotification
OrderStatusReport
OrderStrike
OrderUpfrontPayment
OrderValidity
OrganizationCharacteristic
OrganizationType
OriginalRequestDetails
OriginatingEvent
OtcClassification
OtherAgreement
OtherAgreementId
OtherAgreementType
OtherAgreementVersion
PCDeliverableObligationCharac
PackageHeader
PackageInformation
PackageName
PackageSummary
PackageType
PartialExercise
Party
PartyEntityClassification
PartyGroupType
PartyId
PartyMessageInformation
PartyName
PartyPortfolioName
PartyReference
PartyRelationshipType
PartyRole
PartyRoleType
PartyTradeIdentifier
PartyTradeIdentifierReference
PartyTradeInformation
Payment
PaymentBase
PaymentBaseExtended
PaymentCalculationPeriod
PaymentDates
PaymentDatesReference
PaymentDetail
PaymentRule
PaymentType
Period
PeriodicPayment
Person
PersonId
PersonReference
PersonRole
PhysicalSettlementPeriod
PhysicalSettlementTerms
Portfolio
PortfolioConstituentReference
PortfolioName
PortfolioReference
PortfolioReferenceBase
PositiveMoney
PremiumQuote
PriceQuoteUnits
PriceSourceDisruption
PricingContext
PricingModel
PrincipalExchange
PrincipalExchanges
ProblemLocation
Product
ProductComponentIdentifier
ProductConventions
ProductDefinition
ProductDefinitionsHeader
ProductDefinitionsReport
ProductId
ProductReference
ProductType
ProtectionTerms
ProtectionTermsReference
PubliclyAvailableInformation
QuantityUnit
QueryParameter
QueryParameterId
QueryParameterOperator
QueryProduct
QuoteTiming
QuotedCurrencyPair
Rate
RateObservation
RateReference
RateSourcePage
Reason
ReasonCode
Reference
ReferenceBank
ReferenceBankId
ReferenceInformation
ReferenceObligation
ReferencePair
ReferencePool
ReferencePoolItem
Region
RegulatorId
RelatedBusinessUnit
RelatedParty
RelatedPerson
RelativeDateOffset
RelativeDates
RelevantUnderlyingDateReference
ReportId
ReportSectionIdentification
ReportingBoolean
ReportingCurrencyType
ReportingLevel
ReportingPurpose
ReportingRegime
ReportingRegimeName
ReportingRole
RequestClearingEligibility
RequestEventStatus
RequestLimitCheck
RequestMarginQuote
RequestMessage
RequestMessageHeader
RequestProductDefinitions
RequestProductDefinitionsRetracted
RequestRetransmission
RequiredIdentifierDate
ResetDates
ResetDatesReference
ResetFrequency
Resource
ResourceId
ResourceLength
ResourceType
ResponseMessage
ResponseMessageHeader
RestoreCredit
Restructuring
RestructuringType
Rounding
Routing
RoutingExplicitDetails
RoutingId
RoutingIds
RoutingIdsAndExplicitDetails
Schedule
ScheduleReference
ServiceAdvisory
ServiceAdvisoryCategory
ServiceNotification
ServiceProcessingCycle
ServiceProcessingEvent
ServiceProcessingStatus
ServiceProcessingStep
ServiceStatus
SetCreditLimit
SettledEntityMatrix
SettlementInformation
SettlementInstruction
SettlementMethod
SettlementProvision
SettlementRateOption
SettlementRateSource
SettlementTerms
SettlementTermsReference
ShortSale
SimplePayment
SinglePartyOption
SinglePayment
SingleValuationDate
SpecifiedCurrency
SplitSettlement
SpreadSchedule
SpreadScheduleType
StandardPackage
Step
StepBase
Strategy
StrategyComponentIdentification
StreetAddress
Strike
StrikeSchedule
StubCalculationPeriodAmount
StubFloatingRate
StubValue
SupervisorRegistration
SupervisoryBody
SuspendCredit
Swap
SwapAdditionalTerms
SwapStreamSideReference
Swaption
SwaptionAdjustedDates
SwaptionPhysicalSettlement
TelephoneNumber
TerminatingEvent
TimestampTypeScheme
Trade
TradeCategory
TradeHeader
TradeId
TradeIdentifier
TradeIdentifierExtended
TradePackage
TradeProcessingTimestamps
TradeReferenceInformation
TradeSummary
TradeTimestamp
Trader
TradingWaiver
Tranche
TransactionCharacteristic
UnderlyingAsset
UnderlyingAssetTranche
Unit
UnprocessedElementWrapper
Validation
ValuationDate
ValuationDatesReference
ValuationPostponement
ValuationsBasicQuotation
Velocity
VerificationMethod
VerificationStatus
VerificationStatusNotification
VersionedTradeId
YieldCurveMethod
Elements:
additionalEvent
americanExercise
basketChange
bermudaExercise
bond
capFloor
cash
changeEvent
clearingEligibility
clearingEligibilityAcknowledgement
clearingEligibilityException
convertibleBond
corporateAction
creditDefaultSwap
creditLimitException
creditLimitReport
creditLimitResponse
dataDocument
equity
europeanExercise
eventStatusException
eventStatusResponse
exchangeTradedFund
exercise
floatingRateCalculation
fra
future
fxDigitalOption
fxFlexibleForward
fxForwardVolatilityAgreement
fxOption
fxSingleLeg
fxSwap
fxVarianceSwap
fxVolatilitySwap
index
indexChange
inflationRateCalculation
limitCheckApproved
limitCheckRefused
loan
marginQuoteAcknowledgement
marginQuoteConfirmed
marginQuoteException
marginQuoteRefused
messageRejected
mortgage
mutualFund
option
orderStatusNotification
orderStatusReport
product
productDefinitionsAcknowledgement
productDefinitionsException
productDefinitionsReport
rateCalculation
requestClearingEligibility
requestEventStatus
requestLimitCheck
requestMarginQuote
requestProductDefinitions
requestProductDefinitionsRetracted
requestRetransmission
restoreCredit
serviceNotification
serviceNotificationException
setCreditLimit
strategy
suspendCredit
swap
swaption
tradeSideReference
tradeSideRelativeToComponent
tradeSideRelativeToSwapStream
underlyingAsset
verificationStatusAcknowledgement
verificationStatusException
verificationStatusNotification
warrant
Groups:
AdjustableDate.model
AllocationContent.model
BasketIdentifier.model
BondCalculation.model
BusinessCentersOrReference.model
BuyerSeller.model
CalculationAgent.model
Correlation.model
CorrelationAndOptionalSequence.model
CorrelationAndSequence.model
CorrelationId.model
DiscountRate.model
EventValuation.model
Exception.model
ExchangeIdentifier.model
FixedIncomeSecurityContent.model
FixedRecovery.model
FloatingRateIndex.model
FxCoreDetails.model
FxRateObservation.model
IssuerTradeId.model
MandatoryEarlyTermination.model
MessageHeader.model
OnBehalfOf.model
OnBehalfOf2.model
OptionalEarlyTermination.model
PartialExercise.model
PartiesAndAccounts.model
Party.model
PartyAndAccountReferences.model
PartyInformation.model
Payer.model
PayerReceiver.model
PortfolioConstituentReference.model
PortfolioReferenceOrReportIdentification.model
Product.model
PutCallCurrency.model
Quotation.model
QuotationCharacteristics.model
QuoteLocation.model
Receiver.model
ReportSectionIdentification.model
RoutingExplicitDetails.model
RoutingIdentification.model
Sequence.model
StubFloatingRateIndex.model
SupervisorRegistration.model
TradeReferenceInformation.model
TradingEvents.model
TradingEventsBase.model
TransactionClassification.model
Validation.model
VersionHistory.model
SimpleTypes:
AveragingMethodEnum
BusinessDayConventionEnum
BuySellEnum
BuyerConventionEnum
CalculationAgentPartyEnum
CompoundingMethodEnum
CreditApprovalRequestTypeEnum
DayOfWeekEnum
DayTypeEnum
DiscountingTypeEnum
ExerciseStyleEnum
FraDiscountingEnum
FxBarrierDirectionEnum
FxBarrierTypeEnum
FxStraddleTypeEnum
HourMinuteTime
Initial
InterestShortfallCapEnum
LengthUnitEnum
LimitModelEnum
NegativeInterestRateTreatmentEnum
NonEmptyLongScheme
NonEmptyScheme
NonEmptyURI
NonNegativeDecimal
NormalizedString
ObligationCategoryEnum
OptionTypeEnum
OrderStatusEnum
PassiveOrAggressiveEnum
PayRelativeToEnum
PayerReceiverEnum
PayoutEnum
PeriodEnum
PeriodExtendedEnum
PeriodTimeEnum
PositiveDecimal
PremiumQuoteBasisEnum
PutCallEnum
QuotationRateTypeEnum
QuotationSideEnum
QuotationStyleEnum
QuoteBasisEnum
ResetRelativeToEnum
RestrictedPercentage
RollConventionEnum
RoundingDirectionEnum
Scheme
SetCreditLimitResponseEnum
SettlementTypeEnum
StandardSettlementStyleEnum
StepRelativeToEnum
StrikeQuoteBasisEnum
String
StubPeriodTypeEnum
SwaptionTypeEnum
TelephoneTypeEnum
Token
TouchConditionEnum
TriggerConditionEnum
ValuationMethodEnum
ValuationTypeEnum
WeeklyRollConventionEnum