fpml:InstrumentTradeDetails

The economics of a trade of a multiply traded instrument.

Complex type information

Content

• Sequence [1..1]
  from type fpml:Product
  from group fpml:Product.model
  Sequence [0..1]
  1. fpml:primaryAssetClass [0..1]    A classification of the most important risk class of the trade. FpML defines a simple asset class categorization using a coding scheme.
  2. fpml:secondaryAssetClass [0..*]    A classification of additional risk classes of the trade, if any. FpML defines a simple asset class categorization using a coding scheme.
  3. fpml:productType [0..*]    A classification of the type of product. FpML defines a simple product categorization using a coding scheme.
  4. fpml:productId [0..*]    A product reference identifier. The product ID is an identifier that describes the key economic characteristics of the trade type, with the exception of concepts such as size (notional, quantity, number of units) and price (fixed rate, strike, etc.) that are negotiated for each transaction. It can be used to hold identifiers such as the "UPI" (universal product identifier) required by certain regulatory reporting rules. It can also be used to hold identifiers of benchmark products or product temnplates used by certain trading systems or facilities. 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.
  5. fpml:assetClass [0..*]    A classification of the risk class of the trade. FpML defines a simple asset class categorization using a coding scheme.
  from group fpml:BuyerSeller.model
  fpml:buyerPartyReference [1..1]    A reference to the party that buys this instrument, ie. pays for this instrument and receives the rights defined by it. See 2000 ISDA definitions Article 11.1 (b). In the case of FRAs this the fixed rate payer.
  fpml:buyerAccountReference [0..1]    A reference to the account that buys this instrument.
  fpml:sellerPartyReference [1..1]    A reference to the party that sells ("writes") this instrument, i.e. that grants the rights defined by this instrument and in return receives a payment for it. See 2000 ISDA definitions Article 11.1 (a). In the case of FRAs this is the floating rate payer.
  fpml:sellerAccountReference [0..1]    A reference to the account that sells this instrument.
  1. Choice [1..1]
     from subst. group fpml:underlyingAsset
     fpml:basket    Defines the underlying asset when it is a basket.
     fpml:bond    Identifies the underlying asset when it is a series or a class of bonds.
     fpml:cash    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    Identifies the underlying asset when it is a listed commodity.
     fpml:convertibleBond    Identifies the underlying asset when it is a convertible bond.
     fpml:equity    Identifies the underlying asset when it is a listed equity.
     fpml:exchangeTradedFund    Identifies the underlying asset when it is an exchange-traded fund.
     fpml:future    Identifies the underlying asset when it is a listed future contract.
     fpml:index    Identifies the underlying asset when it is a financial index.
     fpml:loan    Identifies a simple underlying asset that is a loan.
     fpml:mortgage    Identifies a mortgage backed security.
     fpml:mutualFund    Identifies the class of unit issued by a fund.
     fpml:option    Identifies the underlying asset when it is a listed option contract.
  2. fpml:quantity [0..1]    A description of how much of the instrument was traded.
  3. fpml:pricing [0..1]    The price paid for the instrument.
  4. fpml:principal [0..1]    The value, in instrument currency, of the amount of the instrument that was traded.

Attributes

Used by

• Element fpml:instrumentTradeDetails

Type inheritance chain

• fpml:Product
  • fpml:InstrumentTradeDetails