Abstract base type for all events.
Abstract base type for an extension/substitution point to customize FpML and add additional events.
A structure indicating that the basket underlyer of the trade has changed due to client trading activity
A type defining an event identifier issued by the indicated party.
A pointer style reference to a party identifier and optionally an account identifier defined elsewhere in the document. The party referenced has allocated the trade identifier.
Abstract base type for non-negotiated trade change descriptions
A component of a clearing status report. This provides the clearing status for a single trade.
Identifier(s) for the trade which is the subject of the clearing request to which this status relates.
Identifying information for the trade which is the subject of the clearing request to which this status relates.
Complete economics of the trade
The status of the clearing process for the identified trade. For example, Received, Pending (Approval), Registered (i.e. cleared), Rejected, etc.
When the clearing status changed to the current value. This is mostly useful if the clearing status messages could be delayed from when the status actually changes; this could be important if the status date is used as the basis of any settlement calculations.
Supporting information which may be produced to explain the clearing process status. This may be a business reason e.g. failed eligibility criteria for a trade in Rejected status.
Reference to parties currently in this status, e.g. parties for which we are awaiting approval. For example, if a trade is in "Pending" status, this would identify which parties' approval the trade was pending.
A type that shows how multiple trades have been combined into a result.
This option is deprecated in favour of the first choice.
A type that identifies the type of trade amalgamation, for example netting or portfolio compression.
A structure indicating that a trade has changed due to a corporate action
A type that describes what type of corporate action occurred.
A structure describing an de-clear event.
A type that describes why a trade was removed from clearing.
A post-trade event reference identifier allocated by a party. FpML does not define the domain values associated with this element. Note that the domain values for this element are not strictly an enumerated list.
A structure that describes a proposed match between trades or post-trade event reports.
A structure describing the effect of a change to an index.
A structure describing an option exercise. The OptionExercise type supports partial exercise (specify the number of options or amount to exercise), full exercise (use fullExercise flag), as well as the option to request options not to be exercised.
Fully describes the original trade (prior to the exercise).
A structure describing an option expiring (i.e. passing its last exercise time and becoming worthless.)
Fully describes the original trade (prior to the exercise).
A structure describing an option expiring.
A structure that describes how an option settles into a physical trade.
The ID of the trade that resulted from the physical settlement.
The trade that resulted from the physical settlement.
A type that provides identification for reporting regimes.
Identifies the reporting regime under which this data is reported. For example, Dodd-Frank, MiFID, HongKongOTCDRepository, ODRF
Identifies the specific regulator or other supervisory body for which this data is produced. For example, CFTC, SEC, UKFSA, ODRF, SFC, ESMA.
A type that describes whether a trade is to be cleared.
A type that describes what the requester would like to see done to implement the withdrawal, e.g. ExpungeRecords, RetainRecords.
Provides identification information about a regulator or other supervisory body that an organization is registered with.
The regulator or other supervisory body the organization is registered with (e.g. SEC).
A type that describes why a trade terminated.
A structure describing a negotiated amendment.
A fulll descriptio of the amended trade (i.e. the trade after the amendment).
A structure describing a trade change.
A structure describing a non-negotiated trade resulting from a market event.
The original qualified trade identifier.
The original trade details.
A full description of the amended trade.
The date on which the change become effective
Substitution point for types of change
Describes a payment made in settlement of the change.
A structure describing a change to the size of a single leg or stream of a trade.
A structure describing a trade maturing.
A structure describing a change to the size of a trade.
DEPRECATED. A structure describing a change to the trade notional.
Specifies the fixed amount by which the Notional Amount changes. The direction of the change (increase or decrease) is specified by the event type (Termination => reduction, Increase => greater.)
Specifies the Notional amount after the Change
Specifies the fixed amount by which the Number of Options changes
Specifies the Number of Options after the Change.
Specifies the fixed amount by which the Number of Units changes
Specifies the Number of Units
A structure describing a novation.
Choice between identification and representation of the old contract.
The roles of the participants in the novation
The dates and times associated with the novation event.
The amounts novated and remaining. These are optional in some reporting views because when reporting standalone fee trades this information would be duplicated.
Documentation and other terms relating to the novation.
Describes a payment made in settlement of the novation.
Defines a type that allows trade identifiers and/or trade information to be represented for a trade.
This may be used to describe why a trade was created. This can be used to provide context for a newly created trade that is not part of a post-trade event. For example, it can report that the trade was created as a result of netting activity, or due to a transfer, an allocation process, etc. Omitting this implies that the trade record was created as a result of a negotiated new trade.
This may be used to describe why a trade was terminated.
This allows the acknowledging party to supply additional trade identifiers for a trade underlying a request relating to a business event.
This allows the acknowledging party to supply additional trade information about a trade underlying a request relating to a business event.
A structure describing the removal of a trade from a service, such as a reporting service.
The supervisor/regulator to which this withdrawal applies
A type that describes why a trade was withdrawn.
The additionalEvent element is an extension/substitution point to customize FpML and add additional events.
Describes a change due to change in composition of basket underlyer
Abstract substitutable place holder for specific change details.
Describes a change due to a corporate action
Describes a change due to an index component being adjusted.
A model group defining agreement and effective dates.
The date on which the change was agreed.
The date and time at which the negotiated change to the terms of the original contract was agreed, such as via telephone or electronic trading system (i.e., agreement date/time).
The date on which the change become effective.
A model group holding information about compressions affecting this trade/event.
Compression information for the trade.
Choice between a trade and a post-trade event.
This may be used to describe why a trade was terminated.
The additionalEvent element is an extension/substitution point to customize FpML and add additional events.
A model group holding valuation information for an event.
Pricing information for the trade.
Indicates a reference to the implied trade (the "fee trade") that the associated novation fee based on. This is equivalent to the new trade that is created by the novation (between the transferee and the remaining party), but is between the transferor and the transferee.
Indicates the original trade between the transferor and the remaining party.
Choice between identification and representation of the new contract.
Indicates a reference to the new trade between the transferee and the remaining party.
Indicates the new trade between the transferee and the remaining party.
Choice for expressing the novated amount as either a money amount, number of options, or number of units, according the the financial product which is being novated.
The amount which represents the portion of the Old Contract being novated.
The amount which represents the portion of the Old Contract not being novated.
The number of options which represent the portion of the Old Contract being novated.
The number of options which represent the portion of the Old Contract not being novated.
The number of options which represent the portion of the Old Contract being novated.
The number of options which represent the portion of the Old Contract not being novated.
Specifies the date that one party's legal obligations with regard to a trade are transferred to another party. It corresponds to the Novation Date section of the 2004 ISDA Novation Definitions, section 1.16.
The date and time at which the change was agreed.
Specifies the date the parties agree to assign or novate a Contract. If this element is not specified, the novationContractDate will be deemed to be the novationDate. It corresponds to the Novation Trade Date section of the 2004 ISDA Novation Definitions, section 1.17.
The roles of the parties involved in the novation.
A pointer style reference to a party identifier defined elsewhere in the document. In a three-way novation the party referenced is the Transferor (outgoing party) in the novation. The Transferor means a party which transfers by novation to a Transferee all of its rights, liabilities, duties and obligations with respect to a Remaining Party. In a four-way novation the party referenced is Transferor 1 which transfers by novation to Transferee 1 all of its rights, liabilities, duties and obligations with respect to Transferor 2. ISDA 2004 Novation Term: Transferor (three-way novation) or Transferor 1 (four-way novation).
A pointer style reference to a party identifier defined elsewhere in the document. In a three-way novation the party referenced is the Transferee (incoming party) in the novation. Transferee means a party which accepts by way of novation all rights, liabilities, duties and obligations of a Transferor with respect to a Remaining Party. In a four-way novation the party referenced is Transferee 1 which accepts by way of novation the rights, liabilities, duties and obligations of Transferor 1. ISDA 2004 Novation Term: Transferee (three-way novation) or Transferee 1 (four-way novation).
A pointer style reference to a party identifier defined elsewhere in the document. In a five-way novation the party referenced is the Transferee's legal entity that is involved in the settlement of the fee leg of the novation transaction (this might be a different legal entity than the one that assumes the novation trade). NB: this element has been added pending confirmation of the business need/context in which it would be used, and might not appear in a subsequent draft of this schema.
A pointer style reference to a party identifier defined elsewhere in the document. In a three-way novation the party referenced is the Remaining Party in the novation. Remaining Party means a party which consents to a Transferor's transfer by novation and the acceptance thereof by the Transferee of all of the Transferor's rights, liabilities, duties and obligations with respect to such Remaining Party under and with respect of the Novated Amount of a transaction. In a four-way novation the party referenced is Transferor 2 per the ISDA definition and acts in the role of a Transferor. Transferor 2 transfers by novation to Transferee 2 all of its rights, liabilities, duties and obligations with respect to Transferor 1. ISDA 2004 Novation Term: Remaining Party (three-way novation) or Transferor 2 (four-way novation).
A pointer style reference to a party identifier defined elsewhere in the document. This element is not applicable in a three-way novation and should be omitted. In a four-way novation the party referenced is Transferee 2. Transferee 2 means a party which accepts by way of novation the rights, liabilities, duties and obligations of Transferor 2. ISDA 2004 Novation Term: Transferee 2 (four-way novation).
Documentation and other terms (such as date terms) specific to this novation event.
This element corresponds to the applicability of the Full First Calculation Period as defined in the 2004 ISDA Novation Definitions, section 1.20.
Element that is used to be able to make sense of the “new transaction” without requiring reference back to the “old transaction”. In the case of interest rate products there are potentially 2 “first period start dates” to reference – one with respect to each party to the new transaction. For Credit Default Swaps there is just the one with respect to the party that is the fixed rate payer.
This element corresponds to the non-Reliance section in the 2004 ISDA Novation Definitions, section 2.1 (c) (i). The element appears in the instance document when non-Reliance is applicable.
This element should be specified if one or more of either a Credit Event Notice, Notice of Publicly Available Information, Notice of Physical Settlement or Notice of Intended Physical Settlement, as applicable, has been delivered by or to the Transferor or the Remaining Party. The type of notice or notices that have been delivered should be indicated by setting the relevant boolean element value(s) to true. The absence of the element means that no Credit Event Notice, Notice of Publicly Available Information, Notice of Physical Settlement or Notice of Intended Physical Settlement, as applicable, has been delivered by or to the Transferor or the Remaining Party.
The definitions (such as those published by ISDA) that will define the terms of the novation transaction.
A contractual supplement (such as those published by ISDA) that will apply to the trade.
Indicates a reference to the original trade between the transferor and the remaining party.
Indicates the original trade between the transferor and the remaining party.
Specifies the fixed amount by which the option should be exercised expressed as notional amount.
Specifies the Notional amount after the Change
Specifies the fixed amount by which the option should be exercised expressed as number of options.
Specifies the Number of Options after the Change.
Specifies the fixed amount by which the option should be exercised express as number of units.
Specifies the Number of Units
A structure that describes a potential match for a trade or event, together with descriptors of that match (quality, etc.).
A unique identifier assigned by the matching service to each set of matched positions.
A type used to record the details of a difference between two sides of a business event.
Numeric score to represent the quality of the match.
A model group defining a payment structure.
Describes a payment made in settlement of the change. Normally there will be a single fee, but there could be additional payments such as principal exchanges resulting from the termination.
Defines a model group that allows either details of an event or information about a trade to be provided. Typically this will be used in a response to a request.
This may be used to describe why a trade was created. This can be used to provide context for a newly created trade that is not part of a post-trade event. For example, it can report that the trade was created as a result of netting activity, or due to a transfer, an allocation process, etc. Omitting this implies that the trade record was created as a result of a negotiated new trade.
Defines a model group that allows information about a trade to be represented.
Information about a trade.