Documentation for Financial products Markup Language (FpML®)
Namespace:
http://www.fpml.org/2007/FpML-4-4
Schemas:
fpml-allocation-4-4.xsd
fpml-asset-4-4.xsd
fpml-bond-option-4-4.xsd
fpml-cd-4-4.xsd
fpml-confirmation-4-4.xsd
fpml-contract-notification-4-4.xsd
fpml-correlation-swaps-4-4.xsd
fpml-credit-event-notification-4-4.xsd
fpml-dividend-swaps-4-4.xsd
fpml-doc-4-4.xsd
fpml-enum-4-4.xsd
fpml-eq-shared-4-4.xsd
fpml-eqd-4-4.xsd
fpml-fx-4-4.xsd
fpml-ird-4-4.xsd
fpml-loan-4-4.xsd
fpml-main-4-4.xsd
fpml-matching-status-4-4.xsd
fpml-mktenv-4-4.xsd
fpml-msg-4-4.xsd
fpml-option-shared-4-4.xsd
fpml-posttrade-4-4.xsd
fpml-posttrade-confirmation-4-4.xsd
fpml-posttrade-execution-4-4.xsd
fpml-posttrade-negotiation-4-4.xsd
fpml-pretrade-4-4.xsd
fpml-reconciliation-4-4.xsd
fpml-reporting-4-4.xsd
fpml-return-swaps-4-4.xsd
fpml-riskdef-4-4.xsd
fpml-shared-4-4.xsd
fpml-trade-notification-4-4.xsd
fpml-tradeexec-4-4.xsd
fpml-valuation-4-4.xsd
fpml-variance-swaps-4-4.xsd
xmldsig-core-schema.xsd
xmldsig-core-schema.xsd
AttributeGroups:
VersionAttributes.atts
ComplexTypes:
AcceptQuote
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
AmendmentConfirmed
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
CancelTradeConfirmation
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
ConfirmTrade
ConfirmationCancelled
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
DeprecatedEquityLeg
DeprecatedEquityLegValuation
DeprecatedEquityLegValuationPrice
DeprecatedEquityPaymentDates
DeprecatedScheduledTerminationDate
DeprecatedVariance
DeprecatedVarianceAmount
DeprecatedVarianceLeg
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
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
IdentifiedCurrency
IdentifiedCurrencyReference
IdentifiedDate
IdentifiedPayerReceiver
Increase
IncreaseConfirmed
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
ModifyTradeConfirmation
ModifyTradeMatch
Money
Mortgage
MortgageSector
MultiDimensionalPricingData
MultipleExercise
MultipleValuationDates
MutualFund
NettedSwapBase
NonDeliverableSettlement
NotDomesticCurrency
NotificationMessage
NotificationMessageHeader
NotifyingParty
Notional
NotionalAmountReference
NotionalStepRule
NovateTrade
Novation
NovationAlleged
NovationConfirmed
NovationConsentGranted
NovationConsentRefused
NovationConsentRequest
NovationMatched
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
PaymentCurrency
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
QuotableFxLeg
QuotableFxRate
QuotablePayment
QuotableProduct
Quotation
QuotationCharacteristics
QuoteAcceptanceConfirmed
QuoteAlreadyExpired
QuoteTiming
QuoteUpdated
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
RequestAmendmentConfirmation
RequestIncreaseConfirmation
RequestMessage
RequestMessageHeader
RequestNovationConfirmation
RequestPortfolio
RequestPositionReport
RequestQuote
RequestQuoteResponse
RequestTerminationConfirmation
RequestTradeConfirmation
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
TerminationConfirmed
TimeDimension
Trade
TradeAffirmation
TradeAffirmed
TradeAlleged
TradeAlreadyAffirmed
TradeAlreadyCancelled
TradeAlreadyConfirmed
TradeAlreadyMatched
TradeAlreadySubmitted
TradeAlreadyTerminated
TradeAmended
TradeAmendment
TradeAmendmentRequest
TradeAmendmentResponse
TradeCancelled
TradeCashflowsAsserted
TradeCashflowsId
TradeCashflowsMatchResult
TradeCashflowsProposedMatch
TradeCashflowsStatus
TradeConfirmed
TradeCreated
TradeDetails
TradeDifference
TradeErrorResponse
TradeHeader
TradeId
TradeIdentifier
TradeIdentifyingItems
TradeIncreaseRequest
TradeIncreaseResponse
TradeMatched
TradeMismatched
TradeNotFound
TradeNovated
TradeSide
TradeStatus
TradeStatusItem
TradeStatusValue
TradeTerminationRequest
TradeTerminationResponse
TradeUnderlyer
TradeUnderlyerReference
TradeUnmatched
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
Elements:
FpML
americanExercise
bankruptcy
bermudaExercise
bond
bondOption
brokerEquityOption
bulletPayment
capFloor
cash
convertibleBond
correlationSwap
correlationSwapOption
creditCurve
creditCurveValuation
creditDefaultSwap
creditDefaultSwapOption
creditEvent
creditEventNotice
deposit
dividendSwapTransactionSupplement
dividendSwapTransactionSupplementOption
equity
equityForward
equityLeg
equityOption
equityOptionTransactionSupplement
equitySwap
equitySwapTransactionSupplement
europeanExercise
event
exchangeTradedFund
exercise
failureToPay
floatingRateCalculation
fra
future
fxAverageRateOption
fxBarrierOption
fxCurve
fxCurveValuation
fxDigitalOption
fxRate
fxSimpleOption
fxSingleLeg
fxSwap
index
inflationRateCalculation
interestLeg
loan
market
mortgage
mutualFund
obligationAcceleration
obligationDefault
portfolio
pricingStructure
pricingStructureValuation
product
queryPortfolio
quotableFxSingleLeg
quotableProduct
rateCalculation
rateIndex
repudiationMoratorium
restructuring
returnLeg
returnSwap
returnSwapLeg
simpleCreditDefaultSwap
simpleFra
simpleIrSwap
strategy
swap
swaption
termDeposit
underlyingAsset
valuationSet
varianceLeg
varianceSwap
varianceSwapOption
volatilityMatrixValuation
volatilityRepresentation
yieldCurve
yieldCurveValuation
Groups:
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
DefinitionAndCashflows.model
DerivativeCalculationParameters.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
SimpleTypes:
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