Documentation for Financial products Markup Language (FpML®)
Namespace:
http://www.fpml.org/2004/FpML-4-1
Schemas:
fpml-asset-4-1.xsd
fpml-cd-4-1.xsd
fpml-doc-4-1.xsd
fpml-enum-4-1.xsd
fpml-eq-shared-4-1.xsd
fpml-eqd-4-1.xsd
fpml-eqs-4-1.xsd
fpml-fx-4-1.xsd
fpml-ird-4-1.xsd
fpml-main-4-1.xsd
fpml-mktenv-4-1.xsd
fpml-msg-4-1.xsd
fpml-posttrade-4-1.xsd
fpml-pr-4-1.xsd
fpml-pr-shared-4-1.xsd
fpml-pretrade-4-1.xsd
fpml-reporting-4-1.xsd
fpml-riskdef-4-1.xsd
fpml-shared-4-1.xsd
fpml-tradeexec-4-1.xsd
xmldsig-core-schema.xsd
xmldsig-core-schema.xsd
AttributeGroups:
StandardAttributes.atts
ComplexTypes:
AcceptQuote
ActualPrice
AdditionalData
AdditionalDisruptionEvents
AdditionalPaymentAmount
AdditionalTerm
Address
AdjustableDate
AdjustableDate2
AdjustableDates
AdjustableOrRelativeDate
AdjustableOrRelativeDates
AdjustableRelativeOrPeriodicDates
AdjustedPaymentDates
AffectedTransactions
AllegedNovationAgreement
Amendment
AmendmentConfirmed
AmericanExercise
AmountSchedule
Asian
AssetMeasureType
AssetReference
AssetValuation
AutomaticExercise
BankruptcyEvent
Barrier
BasicAssetValuation
BasicQuotation
Basket
BasketConstituent
BermudaExercise
BestFitTrade
Bond
BrokerConfirmation
BrokerConfirmationType
BrokerEquityOption
BulletPayment
BusinessCenter
BusinessCenterTime
BusinessCenters
BusinessCentersReference
BusinessDateRange
BusinessDayAdjustments
BusinessDayAdjustmentsReference
Calculation
CalculationAgent
CalculationPeriod
CalculationPeriodAmount
CalculationPeriodDates
CalculationPeriodFrequency
CalendarSpread
CancelTradeConfirmation
CancelTradeMatch
CancelableProvision
CancelableProvisionAdjustedDates
CancellationEvent
CapFloor
Cash
CashFlowType
CashPriceMethod
CashSettlement
CashSettlementPaymentDate
CashSettlementReferenceBanks
CashSettlementTerms
Cashflows
ClearanceSystem
Collateral
Commission
Composite
CompoundingFrequency
ConfirmTrade
ConfirmationCancelled
ConfirmedNovationAgreement
ConsentGrantedNovationAgreement
ConsentRefusedNovationAgreement
ConsentRequestNovationAgreement
ConstituentWeight
ContractualDefinitions
ContractualMatrix
ContractualSupplement
ConversationId
ConvertibleBond
Country
CouponType
CreditCurve
CreditCurveValuation
CreditDefaultSwap
CreditDerivativesNotices
CreditEvent
CreditEventNotice
CreditEventNoticeDocument
CreditEventNotification
CreditEvents
CreditSeniority
Currency
CutName
DataDocument
DateList
DateOffset
DateRange
DateReference
DateRelativeTo
DateTimeList
DayCountFraction
DefaultProbabilityCurve
DeliverableObligations
DenominatorTerm
Deposit
DerivativeCalculationMethod
DerivativeCalculationProcedure
DerivativeFormula
DerivedValuationScenario
Discounting
DividendConditions
DividendPaymentDate
DividendPayout
Document
Documentation
EarlyTerminationEvent
EarlyTerminationProvision
Empty
EntityId
EntityName
EntityType
Equity
EquityAmericanExercise
EquityAmount
EquityAsset
EquityAveragingPeriod
EquityBermudaExercise
EquityCorporateEvents
EquityDerivativeBase
EquityDerivativeLongFormBase
EquityDerivativeShortFormBase
EquityEuropeanExercise
EquityExercise
EquityFeatures
EquityForward
EquityLeg
EquityMultipleExercise
EquityOption
EquityOptionTermination
EquityOptionTransactionSupplement
EquityPaymentDates
EquityPremium
EquitySchedule
EquityStrike
EquitySwap
EquitySwapAdditionalPayment
EquitySwapBase
EquitySwapEarlyTerminationType
EquitySwapNotional
EquitySwapTransactionSupplement
EquitySwapValuation
EquitySwapValuationPrice
EquityValuation
EquityValuationDate
EquityVarianceAmount
EuropeanExercise
Event
EventId
ExchangeId
ExchangeRate
ExchangeTradedContract
ExchangeTradedFund
Exercise
ExerciseEvent
ExerciseFee
ExerciseFeeSchedule
ExerciseNotice
ExerciseProcedure
ExpiryDateTime
ExtendibleProvision
ExtendibleProvisionAdjustedDates
ExtensionEvent
ExtraordinaryEvents
FailureToPay
FailureToPayEvent
FeaturePayment
FeeLeg
FirstPeriodStartDate
FixedAmountCalculation
FloatingRate
FloatingRateCalculation
FloatingRateDefinition
FloatingRateIndex
Formula
FormulaComponent
FormulaTerm
ForwardRateCurve
Fra
Future
FxAmericanTrigger
FxAverageRateObservationDate
FxAverageRateObservationSchedule
FxAverageRateOption
FxBarrier
FxBarrierOption
FxCashSettlement
FxConversion
FxCurve
FxCurveValuation
FxDigitalOption
FxEuropeanTrigger
FxFeature
FxFixing
FxLeg
FxLinkedNotionalAmount
FxLinkedNotionalSchedule
FxOptionLeg
FxOptionPayout
FxOptionPremium
FxRate
FxRateAsset
FxRateSet
FxSpotRateSource
FxStrikePrice
FxSwap
GeneralTerms
GenericDimension
GoverningLaw
GracePeriodExtension
IdentifiedCurrency
IdentifiedDate
IdentifiedPayerReceiver
Increase
IncreaseConfirmed
IndependentAmount
IndependentAmountDeprecated
Index
IndexAdjustmentEvents
IndexAnnexSource
IndexId
IndexName
IndexReferenceInformation
InformationProvider
InformationSource
InitialPayment
InstrumentId
InstrumentSet
InterestAccrualsCompoundingMethod
InterestAccrualsMethod
InterestCalculation
InterestLeg
InterestLegCalculationPeriodDates
InterestLegResetDates
InterestRateStream
IntermediaryInformation
InterpolationMethod
Interval
IntradocumentReference
Knock
Language
LegAmount
LegalEntity
LegalEntityReference
LinkId
LoanParticipation
MandatoryEarlyTermination
MandatoryEarlyTerminationAdjustedDates
ManualExercise
Market
MarketDisruption
MarketReference
MasterAgreement
MasterAgreementType
MasterConfirmation
MasterConfirmationType
MatchedNovationAgreement
Math
MatrixTerm
MatrixType
Message
MessageHeader
MessageId
MessageRejected
MimeType
ModifyTradeConfirmation
ModifyTradeMatch
Money
MultiDimensionalPricingData
MultipleExercise
MultipleValuationDates
MutualFund
NotDomesticCurrency
NotificationMessage
NotificationMessageHeader
NotifyingParty
Notional
NotionalAmountReference
NotionalReference
NotionalStepRule
NovateTrade
NovateTradeNovationAgreement
Novation
NovationAlleged
NovationConfirmed
NovationConsentGranted
NovationConsentRefused
NovationConsentRequest
NovationMatched
NovationStatusNotification
ObligationAccelerationEvent
ObligationDefaultEvent
Obligations
ObservedRates
Offset
OptionalEarlyTermination
OptionalEarlyTerminationAdjustedDates
PCDeliverableObligationCharac
ParametricAdjustment
ParametricAdjustmentPoint
PartialDerivativeReference
PartialExercise
PartialTerminationAmount
Party
PartyId
PartyPortfolioName
PartyReference
PartyTradeIdentifier
PartyTradeIdentifiers
PartyTradeInformation
Payment
PaymentCalculationPeriod
PaymentCurrency
PaymentDates
PaymentDetail
PaymentDetailDeprecated
PaymentRule
PaymentType
PercentageRule
PeriodicDates
PeriodicPayment
PerturbationType
PhysicalSettlementPeriod
PhysicalSettlementTerms
Portfolio
PortfolioName
PortfolioValuationItem
PrePayment
PremiumQuote
Price
PriceQuoteUnits
PricingDataPointCoordinate
PricingDataPointCoordinateReference
PricingInputReference
PricingInputReplacement
PricingInputType
PricingMethod
PricingParameterDerivative
PricingParameterShift
PricingStructure
PricingStructurePoint
PricingStructureValuation
PrincipalExchange
PrincipalExchangeAmount
PrincipalExchangeDescriptions
PrincipalExchangeFeatures
PrincipalExchanges
Product
ProductId
ProductReference
ProductType
ProtectionTerms
PubliclyAvailableInformation
Quanto
QueryParameter
QueryParameterId
QueryParameterOperator
QueryPortfolio
QuotableFxLeg
QuotableFxRate
QuotablePayment
QuotableProduct
Quotation
QuotationCharacteristics
QuoteAcceptanceConfirmed
QuoteAlreadyExpired
QuoteTiming
QuoteUpdated
QuotedAs
QuotedAssetSet
QuotedCurrencyPair
RateIndex
RateObservation
RateSourcePage
Reason
Reference
ReferenceAmount
ReferenceBank
ReferenceBankId
ReferenceInformation
ReferenceObligation
ReferencePair
ReferencePoolItem
RelativeDateOffset
RelativeDateSequence
RelativeDates
Representations
RepudiationMoratoriumEvent
RequestAmendmentConfirmation
RequestConfirmationNovationAgreement
RequestIncreaseConfirmation
RequestMessage
RequestMessageHeader
RequestNovationConfirmation
RequestQuote
RequestQuoteResponse
RequestTerminationConfirmation
RequestTradeConfirmation
RequestTradeMatch
RequestTradeStatus
RequestValuationReport
RequiredIdentifierDate
ResetDates
ResetFrequency
Resource
ResourceId
ResourceLength
ResponseMessage
ResponseMessageHeader
Restructuring
RestructuringEvent
RestructuringType
Return
ReturnLeg
Rounding
Routing
RoutingExplicitDetails
RoutingId
RoutingIds
RoutingIdsAndExplicitDetails
Schedule
ScheduledTerminationDate
Sensitivity
SensitivityDefinition
SensitivitySet
SensitivitySetDefinition
SensitivitySetDefinitionReference
SettlementInformation
SettlementInstruction
SettlementMethod
SettlementPriceSource
SettlementRateSource
SettlementTerms
SharedAmericanExercise
SideRate
SideRates
SimpleCreditDefaultSwap
SimpleFra
SimpleIRSwap
SinglePartyOption
SinglePayment
SingleUnderlyer
SingleValuationDate
SpecifiedCurrency
SplitSettlement
StartingDate
StatusNotificationNovationAgreement
Step
Strategy
StrategyFeature
StreetAddress
Strike
StrikeSchedule
StrikeSpread
Stub
StubCalculationPeriod
StubCalculationPeriodAmount
Swap
Swaption
SwaptionAdjustedDates
TermCurve
TermDeposit
TermPoint
Termination
TerminationConfirmed
TimeDimension
Trade
TradeAffirmation
TradeAffirmed
TradeAlleged
TradeAlreadyMatched
TradeAlreadySubmitted
TradeAmended
TradeAmendmentRequest
TradeAmendmentResponse
TradeCancelled
TradeConfirmed
TradeCreated
TradeDate
TradeDifference
TradeHeader
TradeId
TradeIdentifier
TradeIncreaseRequest
TradeIncreaseResponse
TradeMatched
TradeMismatched
TradeNotFound
TradeNovated
TradeNovatedNovationAgreement
TradeReference
TradeStatus
TradeStatusItem
TradeStatusValue
TradeTerminationRequest
TradeTerminationResponse
TradeUnmatched
TradeValuationItem
Trader
Trigger
TriggerEvent
Underlyer
UnderlyingAsset
Validation
Valuation
ValuationDate
ValuationDocument
ValuationReport
ValuationScenario
ValuationScenarioReference
ValuationSet
ValuationSetDetail
Variance
VarianceLeg
VolatilityMatrix
VolatilityRepresentation
WeightedPartialDerivative
YieldCurve
YieldCurveMethod
YieldCurveValuation
ZeroRateCurve
Elements:
FpML
americanExercise
bankruptcy
bermudaExercise
bond
brokerEquityOption
bulletPayment
capFloor
cash
convertibleBond
creditCurve
creditCurveValuation
creditDefaultSwap
creditEvent
creditEventNotice
deposit
equity
equityForward
equityLeg
equityOption
equityOptionTransactionSupplement
equitySwap
equitySwapTransactionSupplement
europeanExercise
event
exchangeTradedFund
exercise
failureToPay
fra
future
fxAverageRateOption
fxBarrierOption
fxCurve
fxCurveValuation
fxDigitalOption
fxRate
fxSimpleOption
fxSingleLeg
fxSwap
index
interestLeg
market
mutualFund
obligationAcceleration
obligationDefault
portfolio
pricingStructure
pricingStructureValuation
product
queryPortfolio
quotableFxSingleLeg
quotableProduct
rateIndex
repudiationMoratorium
restructuring
returnLeg
settlementTerms
simpleCreditDefaultSwap
simpleFra
simpleIrSwap
strategy
swap
swaption
termDeposit
underlyingAsset
valuationSet
varianceLeg
volatilityMatrixValuation
volatilityRepresentation
yieldCurve
yieldCurveValuation
Groups:
AmendmentDetails.model
AnalyticDerivativeParameters.model
BidMidAsk.model
BusinessCentersOrReference.model
BuyerSeller.model
ComputedDerivative.model
CreditCurveCharacteristics.model
CreditEntity.model
DerivativeCalculationParameters.model
FiniteDifferenceDerivativeParameters.model
FxCurveCharacteristics.model
IncreaseDetails.model
NovationDetails.model
PayerReceiver.model
PricingCoordinateOrReference.model
PricingInputDates.model
PricingStructureIndex.model
Quotation.model
QuotationCharacteristics.model
QuoteLocation.model
RecoveryRate.model
SensitivityDescription.model
SubstitutionDerivativeParameters.model
TerminationDetails.model
TradeOrTradeReference.model
UnderlyingAssetOrReference.model
Validation.model
YieldCurveCharacteristics.model
SimpleTypes:
AveragingInOutEnum
AveragingMethodEnum
BusinessDayConventionEnum
CalculationAgentPartyEnum
CommissionDenominationEnum
CompoundingMethodEnum
DayTypeEnum
DifferenceSeverityEnum
DifferenceTypeEnum
DiscountingTypeEnum
DividendAmountTypeEnum
DividendDateReferenceEnum
DividendEntitlementEnum
DividendPeriodEnum
ExerciseStyleEnum
FraDiscountingEnum
FrequencyTypeEnum
FxBarrierTypeEnum
HourMinuteTime
IndexEventConsequenceEnum
LengthUnitEnum
MethodOfAdjustmentEnum
NationalisationOrInsolvencyOrDelistingEventEnum
NegativeInterestRateTreatmentEnum
NotionalAdjustmentEnum
ObligationCategoryEnum
OptionTypeEnum
PayRelativeToEnum
PayerReceiverEnum
PayoutEnum
PeriodEnum
PremiumQuoteBasisEnum
PremiumTypeEnum
PriceExpressionEnum
QueryParameterValue
QuotationRateTypeEnum
QuotationSideEnum
QuoteBasisEnum
RateTreatmentEnum
ResetRelativeToEnum
ReturnTypeEnum
RollConventionEnum
RoundingDirectionEnum
SettlementTypeEnum
ShareExtraordinaryEventEnum
SideRateBasisEnum
StandardSettlementStyleEnum
StepRelativeToEnum
StrikeQuoteBasisEnum
TimeTypeEnum
TouchConditionEnum
TriggerConditionEnum
ValidationRuleId
ValuationMethodEnum
WeeklyRollConventionEnum