fpml:InstrumentSet
A collection of instruments usable for quotation purposes. In future releases, quotable derivative assets may be added after the underlying asset.
Complex type information
Namespace: http://www.fpml.org/FpML-5/confirmation
Schema document: fpml-riskdef-5-5.xsd
Content
- Choice [1..1]
- 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.
- 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.
from subst. group fpml:underlyingAssetfrom subst. group fpml:curveInstrument
Attributes
None
Used by
- Element fpml:instrumentSet