Schema Central > FpML 5.0 Reporting > fpml-eq-shared-5-0.xsd > fpml-eq-shared-5-0.xsd
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fpml-eq-shared-5-0.xsd

Schema document information

Namespace: http://www.fpml.org/FpML-5/reporting

File path: fpml-eq-shared-5-0.xsd

Properties: Version: $Revision: 2654 $, Element Form Default: qualified, Attribute Form Default: unqualified

Elements

additionalAcknowledgements

additionalDisruptionEvents

additionalDividends

additionalPayment

additionalPayment

additionalPaymentAmount

additionalPaymentDate

adjustableDate

adjustableDate

agreementsRegardingHedging

allDividends

amount

amountRelativeTo

asian

averagingDates

barrier

boundedCorrelation

boundedVariance

breakFeeElection

breakFeeRate

breakFundingRecovery

calculationDates

calculationDates

calculationPeriodDatesReference

cashSettlement

changeInLaw

closingLevel

componentSecurityIndexAnnexFallback

compositionOfCombinedConsideration

compounding

compoundingDates

compoundingMethod

compoundingRate

compoundingSpread

correlationStrikePrice

currency

currencyReference

dateAdjustments

dateRelativeTo

dayCountFraction

daysInRangeAdjustment

declaredCashDividendPercentage

declaredCashEquivalentDividendPercentage

delisting

determiningPartyReference

dividend

dividendAdjustment

dividendAmount

dividendComposition

dividendConditions

dividendDateReference

dividendEntitlement

dividendFxTriggerDate

dividendPaymentDate

dividendPeriod

dividendPeriod

dividendPeriodEffectiveDate

dividendPeriodEndDate

dividendReinvestment

dividendValuationDates

earlyTermination

effectiveDate

encodedDescription

excessDividendAmount

exchangeTradedContractNearest

exchangeTradedContractNearest

expectedN

expiringLevel

extraOrdinaryDividends

extraordinaryEvents

failureToDeliver

failureToDeliver

finalStub

fixingDates

formula

fPVFinalPriceElectionFallback

futuresPriceValuation

fxFeature

fxFeature

hedgingDisruption

increasedCostOfHedging

increasedCostOfStockBorrow

indexAdjustmentEvents

indexCancellation

indexDisclaimer

indexDisruption

indexModification

initialFixingDate

initialLevel

initialPrice

initialStockLoanRate

initialStub

insolvencyFiling

interestAccrualsMethod

interestAmount

interestCalculation

interestLeg

interestLegCalculationPeriodDates

interestLegPaymentDates

interestLegRate

interestLegResetDates

interpolationMethod

interpolationPeriod

knock

legId

legIdentifier

localJurisdiction

lossOfStockBorrow

lowerBarrier

makeWholeDate

maximumBoundaryPercent

maximumStockLoanRate

mergerEvents

minimumBoundaryPercent

multipleExchangeIndexAnnexFallback

multiplier

mutualEarlyTermination

nationalisationOrInsolvency

nonCashDividendTreatment

nonReliance

notional

notionalAdjustments

notionalAmount

notionalAmount

notionalReset

numberOfDataSeries

numberOfIndexUnits

numberOfValuationDates

observationStartDate

optionalEarlyTermination

optionsExchangeDividends

optionsPriceValuation

partyReference

passThrough

paymentAmount

paymentDate

paymentDateFinal

paymentDateOffset

paymentDates

paymentDatesInterim

paymentType

percentageOfNotional

premiumType

pricePerOption

principalAmount

principalExchangeAmount

principalExchangeDate

principalExchangeDescriptions

principalExchangeFeatures

principalExchanges

rateOfReturn

realisedVarianceMethod

recallSpread

referenceAmount

relativeDateSequence

relativeDeterminationMethod

relativeNotionalAmount

relevantJurisdiction

representations

resetFrequency

resetRelativeTo

return

returnLeg

returnSwap

returnSwapLeg

returnType

shareForCombined

shareForOther

shareForShare

specialDividends

specificRate

startingDate

strikeDate

strikeDeterminationDate

strikePercentage

strikePrice

stubCalculationPeriod

swapPremium

tenderOffer

tenderOfferEvents

terminationDate

unadjustedEndDate

unadjustedStartDate

unadjustedVarianceCap

underlyer

underlyer

underlyerReference

upperBarrier

valuation

valuationDate

valuationDates

valuationPriceFinal

valuationPriceInterim

valuationRules

valuationTime

valuationTimeType

varianceAmount

varianceCap

varianceStrikePrice

vegaNotionalAmount

volatilityStrikePrice

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