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fpml-ird-5-0.xsd

Schema document information

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

File path: fpml-ird-5-0.xsd

Properties: Version: $Revision: 2806 $, Element Form Default: qualified, Attribute Form Default: unqualified

Elements

additionalPayment

additionalTerms

adjustableDates

adjustedCashSettlementPaymentDate

adjustedCashSettlementValuationDate

adjustedEarlyTerminationDate

adjustedEffectiveDate

adjustedEndDate

adjustedExerciseDate

adjustedExerciseFeePaymentDate

adjustedExtendedTerminationDate

adjustedFxSpotFixingDate

adjustedPaymentDate

adjustedPrincipalExchangeDate

adjustedRelevantSwapEffectiveDate

adjustedStartDate

adjustedTerminationDate

bondReference

bulletPayment

businessDateRange

businessDayConvention

businessDayConvention

calculatedRate

calculation

calculationAgent

calculationAgentDetermination

calculationPeriod

calculationPeriodAmount

calculationPeriodDates

calculationPeriodDatesAdjustments

calculationPeriodDatesReference

calculationPeriodDatesReference

calculationPeriodFrequency

calculationPeriodNumberOfDays

calculationPeriodNumberOfDays

cancelableProvision

cancelableProvisionAdjustedDates

cancellationEvent

capFloor

capFloorStream

capRate

cashflows

cashflowsMatchParameters

cashPriceAlternateMethod

cashPriceMethod

cashSettlement

cashSettlementCurrency

cashSettlementPaymentDate

cashSettlementReferenceBanks

cashSettlementValuationDate

cashSettlementValuationTime

conditionPrecedentBond

constantNotionalScheduleReference

dateRelativeToCalculationPeriodDates

dateRelativeToPaymentDates

dayCountYearFraction

discountFactor

discountFactor

discounting

discountingType

discountRate

discountRateDayCountFraction

discrepancyClause

earliestExerciseDateTenor

earlyTerminationEvent

earlyTerminationProvision

earlyTerminationProvision

effectiveDate

exerciseEvent

exerciseFrequency

exerciseNotice

exerciseProcedure

extendibleProvision

extendibleProvisionAdjustedDates

extensionEvent

fallbackBondApplicable

fallbackReferencePrice

fallbackSettlementRateOption

fallbackSurveyValuationPostponenment

finalCalculationPeriodDateAdjustment

finalStub

firstCompoundingPeriodEndDate

firstNotionalStepDate

firstPaymentDate

firstPeriodStartDate

firstRegularPeriodStartDate

fixedPaymentAmount

fixedRate

fixedRateSchedule

fixingDateOffset

fixingDates

floatingRateCalculation

floatingRateDefinition

floatingRateMultiplier

floorRate

followUpConfirmation

forecastAmount

forecastPaymentAmount

forecastRate

formula

fra

fraDiscounting

futureValueNotional

fxFixingDate

fxFixingSchedule

fxLinkedNotionalAmount

fxLinkedNotionalSchedule

fxSpotRateSource

indexSource

indexTenor

inflationLag

inflationRateCalculation

initialFee

initialFixingDate

initialIndexLevel

initialStub

initialValue

interpolationMethod

knownAmountSchedule

lastNotionalStepDate

lastRegularPaymentDate

lastRegularPeriodEndDate

mainPublication

mandatoryEarlyTermination

mandatoryEarlyTerminationAdjustedDates

mandatoryEarlyTerminationDate

mandatoryEarlyTerminationDateTenor

maximumDaysOfPostponement

nonDeliverableSettlement

notional

notionalAmount

notionalAmount

notionalSchedule

notionalStepAmount

notionalStepParameters

notionalStepRate

notionalStepSchedule

observedFxSpotRate

optionalEarlyTermination

optionalEarlyTerminationAdjustedDates

optionalEarlyTerminationParameters

parYieldCurveAdjustedMethod

parYieldCurveUnadjustedMethod

payment

paymentCalculationPeriod

paymentDates

paymentDatesAdjustments

paymentDatesReference

paymentDaysOffset

paymentFrequency

payRelativeTo

premium

presentValueAmount

presentValuePrincipalExchangeAmount

priceSourceDisruption

principalExchange

principalExchangeAmount

quotationRateType

rateCalculation

rateCutOffDaysOffset

rateObservation

referenceCurrency

relativeDate

relativeEffectiveDate

relativeTerminationDate

relevantUnderlyingDateReference

resetDate

resetDates

resetDatesAdjustments

resetDatesReference

settlementCurrency

settlementProvision

settlementRateOption

settlementRateSource

singlePartyOption

spread

stepFrequency

stepRelativeTo

stubCalculationPeriodAmount

stubPeriodType

swap

swapStream

swapStreamReference

swaption

swaptionAdjustedDates

swaptionStraddle

terminationDate

unadjustedEndDate

unadjustedPaymentDate

unadjustedPrincipalExchangeDate

unadjustedStartDate

valuationDatesReference

valuationPostponement

varyingNotionalCurrency

varyingNotionalFixingDates

varyingNotionalInterimExchangePaymentDates

zeroCouponYieldAdjustedMethod

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