fpml:instrumentSet

A collection of instruments used as a basis for quotation.

Element information

Content

• Choice [1..1]
  from subst. group fpml:underlyingAsset
  fpml:basket [0..*]    Defines the underlying asset when it is a basket.
  fpml:bond [0..*]    Identifies the underlying asset when it is a series or a class of bonds.
  fpml:cash [0..*]    Identifies a simple underlying asset type that is a cash payment. Used for specifying discounting factors for future cash flows in the pricing and risk model.
  fpml:commodity [0..*]    Identifies the underlying asset when it is a listed commodity.
  fpml:convertibleBond [0..*]    Identifies the underlying asset when it is a convertible bond.
  fpml:equity [0..*]    Identifies the underlying asset when it is a listed equity.
  fpml:exchangeTradedFund [0..*]    Identifies the underlying asset when it is an exchange-traded fund.
  fpml:future [0..*]    Identifies the underlying asset when it is a listed future contract.
  fpml:index [0..*]    Identifies the underlying asset when it is a financial index.
  fpml:loan [0..*]    Identifies a simple underlying asset that is a loan.
  fpml:mortgage [0..*]    Identifies a mortgage backed security.
  fpml:mutualFund [0..*]    Identifies the class of unit issued by a fund.
  fpml:option [0..*]    Identifies the underlying asset when it is a listed option contract.
  from subst. group fpml:curveInstrument
  fpml:deposit [0..*]    Identifies a simple underlying asset that is a term deposit.
  fpml:fx [0..*]    Identifies a simple underlying asset type that is an FX rate. Used for specifying FX rates in the pricing and risk model.
  fpml:rateIndex [0..*]    Identifies a simple underlying asset that is an interest rate index. Used for specifying benchmark assets in the market environment in the pricing and risk model.
  fpml:simpleCreditDefaultSwap [0..*]    Identifies a simple underlying asset that is a credit default swap.
  fpml:simpleFra [0..*]    Identifies a simple underlying asset that is a forward rate agreement.
  fpml:simpleIrSwap [0..*]    Identifies a simple underlying asset that is a swap.

Attributes

None

Used in

• Type fpml:FxRateSet via extension of fpml:QuotedAssetSet (Element fpml:spotRate)
• Type fpml:QuotedAssetSet (Elements fpml:inputs, fpml:benchmarkQuotes)

Sample instance

<fpml:instrumentSet>
   <fpml:basket>
      <fpml:openUnits>1.0</fpml:openUnits>
      <fpml:basketConstituent>
         <fpml:payerPartyReference href="IDREF"/>
         <fpml:payerAccountReference href="IDREF"/>
         <fpml:receiverPartyReference href="IDREF"/>
         <fpml:receiverAccountReference href="IDREF"/>
         <fpml:basket>...
         </fpml:basket>
         <fpml:constituentWeight>...
         </fpml:constituentWeight>
         <fpml:dividendPayout>...
         </fpml:dividendPayout>
         <fpml:underlyerPrice>...
         </fpml:underlyerPrice>
         <fpml:underlyerNotional>...
         </fpml:underlyerNotional>
         <fpml:underlyerSpread href="IDREF"/>
         <fpml:couponPayment>...
         </fpml:couponPayment>
         <fpml:underlyerFinancing>...
         </fpml:underlyerFinancing>
         <fpml:underlyerLoanRate>...
         </fpml:underlyerLoanRate>
         <fpml:underlyerCollateral>...
         </fpml:underlyerCollateral>
      </fpml:basketConstituent>
      <fpml:basketDivisor>1.0</fpml:basketDivisor>
      <fpml:basketVersion>1</fpml:basketVersion>
      <fpml:basketName>normalizedString</fpml:basketName>
      <fpml:basketId>normalizedString</fpml:basketId>
      <fpml:basketCurrency>normalizedString</fpml:basketCurrency>
   </fpml:basket>
</fpml:instrumentSet>