0/)      !"#$%&'()*+,-./0123456789:;<=>?@ABCDEFGHIJKLMNOPQRSTUVWXYZ[\]^_`abcdefghijklmnopqrstuvwxyz{|}~      !"#$%&'()*+,-./0123456789:;<=>?@ABCDEFGHIJKLMNOPQRSTUVWXYZ[\]^_`abcdefghijklmnopqrstuvwxyz{|}~      !"#$%&'()*+,-./0123456789:;<=>?@ABCDEFGHIJKLMNOPQRSTUVWXYZ[\]^_`abcdefghijklmnopqrstuvwxyz{|}~      !"#$%&'()*+,-./0123456789:;<=>?@ABCDEFGHIJKLMNOPQRSTUVWXYZ[\]^_`abcdefghijklmnopqrstuvwxyz{|}~      !"#$%&'()*+,-./0123456789:;<=>?@ABCDEFGHIJKLMNOPQRSTUVWXYZ[\]^_`abcdefghijklmnopqrstuvwxyz{|}~      !"#$%&'()*+,-./0123456789:;<=>?@ABCDEFGHIJKLMNOPQRSTUVWXYZ[\]^_`abcdefghijklmnopqrstuvwxyz{|}~                                                      !"#$%&'()*+,-./0123456789:;<=>?@ABCDEFGHIJKLMNOPQRSTUVWXYZ[\]^_`abcdefghijklmnopqrstuvwxyz{|}~      !"#$%&'()*+,-./0123456789:;<=>?@ABCDEFGHIJKLMNOPQRSTUVWXYZ[\]^_`abcdefghijklmnopqrstuvwxyz{|}~      !"#$%&'()*+,-./0123456789:;<=>?@ABCDEFGHIJKLMNOPQRSTUVWXYZ[\]^_`abcdefghijklmnopqrstuvwxyz{|}~                                  ! " # $ % & ' ( ) * + , - . / 0 1 2 3 4 5 6 7 8 9 : ; < = > ? @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z [ \ ] ^ _ ` a b c d e f g h i j k l m n o p q r s t u v w x y z { | } ~                                                                                                                                                                   ! " # $ % & ' ( ) * + , - . / 0 1 2 3 4 5 6 7 8 9 : ; < = > ? @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z [ \ ] ^ _ ` a b c d e f g h i j k l m n o p q r s t u v w x y z { | } ~                                                                                                                                                                   ! " # $ % & ' ( ) * + , - . / 0 1 2 3 4 5 6 7 8 9 : ; < = > ? @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z [ \ ] ^ _ ` a b c d e f g h i j k l m n o p q r s t u v w x y z { | } ~                                                                                                                                                                   ! " # $ % & ' ( ) * + , - . / 0 1 2 3 4 5 6 7 8 9 : ; < = > ? @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z [ \ ] ^ _ ` a b c d e f g h i j k l m n o p q r s t u v w x y z { | } ~                                                                                                                                                                   ! " # $ % & ' ( ) * + , - . / 0 1 2 3 4 5 6 7 8 9 : ; < = > ? @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z [ \ ] ^ _ ` a b c d e f g h i j k l m n o p q r s t u v w x y z { | } ~                                                                                                                                       !"#$%&'()*+,-./0123456789:;<=>?@ABCDEFGHIJKLMNOPQRSTUVWXYZ[\]^_`abcdefghijklmnopqrstuvwxyz{|}~      !"#$%&'()*+,-./0123456789:;<=>?@ABCDEFGHIJKLMNOPQRSTUVWXYZ[\]^_`abcdefghijklmnopqrstuvwxyz{|}~      !"#$%&'()*+,-./0123456789:;<=>?@ABCDEFGHIJKLMNOPQRSTUVWXYZ[\]^_`abcdefghijklmnopqrstuvwxyz{|}~      !"#$%&'()*+,-./0123456789:;<=>?@ABCDEFGHIJKLMNOPQRSTUVWXYZ[\]^_`abcdefghijklmnopqrstuvwxyz{|}~      !"#$%&'()*+,-./0123456789:;<=>?@ABCDEFGHIJKLMNOPQ R S T U V W X Y Z [ \ ] ^ _ ` a b c d e f g h i j k l m n o p q r s t u v w x y z { | } ~                                                                                                                                                                   ! " # $ % & ' ( ) * + , - . / 0 1 2 3 4 5 6 7 8 9 : ; < = > ? @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z [ \ ] ^ _ ` a b c d e f g h i j k l m n o p q r s t u v w x y z { | } ~                      !"#$%&'()*+,-./0123456789:;<=>?@ABCDEFGHIJKLMNOPQRSTUVWXYZ[\]^_`abcdefghijklmnopqrstuvwxyz{|}~      !"#$%&'()*+,-./0123456789:;<=>?@ABCDEFGHIJKLMNOPQRSTUVWXYZ[\]^_`abcdefghijklmnopqrstuvwxyz{|}~      !"#$%&'()*+,-./0123456789:;<=>?@ABCDEFGHIJKLMNOPQRSTUVWXYZ[\]^_`abcdefghijklmnopqrstuvwxyz{|}~      !"#$%&'()*+,-./0123456789:;<=>?@ABCDEFGHIJKLMNOPQRSTUVWXYZ[\]^_`abcdefghijklmnopqrstuvwxyz{|}~      !"#$%&'()*+,-./0123456789:;<=>?@ABCDEFGHIJKLMNOPQRSTUVWXYZ[\]^_`abcdefghijklmnopqrstuvwxyz{|}~      !"#$%&'()*+,-./0123456789:;<=>?@ABCDEFGHIJKLMNOPQRSTUVWXYZ[\]^_`abcdefghijklmnopqrstuvwxyz{|}~      !"#$%&'()*+,-./0123456789:;<=>?@ABCDEFGHIJKLMNOPQRSTUVWXYZ[\]^_`abcdefghijklmnopqrstuvwxyz{|}~ Safe-InferedChoice between:  mixed text  unknown *Choice between:   Sequence of:  PGPKeyID  PGPKeyPacket  unknown   Sequence of:  PGPKeyPacket  unknown 1Choice between:  X509IssuerSerial  X509SKI  X509SubjectName  X509Certificate  X509CRL  unknown 9Choice between:  mixed text  DSAKeyValue  RSAKeyValue  unknown =Choice between:  mixed text  KeyName  KeyValue  RetrievalMethod  X509Data  PGPData  SPKIData  MgmtData  unknown IChoice between:  mixed text  XPath  unknown   !"#$%&'()*+,-./0123456789:;<=>?@ABCDEFGHIJKLMNOPQRSTUVWXYZ[\]^_`abcdefghijklmnopqrstuvwxyz{|}~  !"#$%&'()*+,-./0123456789:;<=>?@ABCDEFGHIJKLMNOPQRSTUVWXYZ[\]^_`abcdefghijklmnopqrstuvwxyz{|}~uvwxnopqrstyzlmijk{|cdefgh}~]^_`abUVWXYZ[\MNOPQRSTJKLFGHI@ABCDE>?:;<=78923456/01+,-.()*$%&' !"#  j  !"#$%&'()*+,-./0123456789:;<=>?@ABCDEFGHIJKLMNOPQRSTUVWXYZ[\]^_`abcdefghijklmnopqrstuvwxyz{|}~ Safe-Infered6The type of telephone number used to reach a contact. (The specification of a weekly roll day. 8The ISDA defined methodology for determining the final ; price of the reference obligation for purposes of cash  settlement. 8The specification of whether a payout will occur on an < option depending upon whether the spot rate is above or  below the trigger rate. <The specification of, for American-style digitals, whether 5 the trigger level must be touched or not touched. 9The specification of whether an option would trigger or < expire depending upon whether the spot rate is above or  below the barrier rate. ;The time of day which would be considered for valuing the  knock event. ;Defines points in the day when equity option exercise and  valuation can occur. The type of threshold. ;The specification of how an FX OTC option strike price is  quoted. 4Element to define how to deal with a none standard , calculation period within a swap stream. =The specification of whether a percentage rate change, used @ to calculate a change in notional outstanding, is expressed : as a percentage of the initial notional amount or the + previously outstanding notional amount. =The code specification of whether a trade is settling using @ standard settlement instructions as well as whether it is a % candidate for settlement netting. 7The Specified Price in respect of a Transaction and a  Commodity Reference Price. ;Defines the consequences of extraordinary events relating  to the underlying. 7Shows how the transaction is to be settled when it is  exercised. ;Defines the Settlement Period Duration for an Electricity  Transaction. ,The method of rounding a fractional number. <The convention for determining the sequence of calculation 7 period end dates. It is used in conjunction with a ? specified frequency and the regular period start date of a 8 calculation period, e.g. semi-annual IMM roll dates. 4The type of return associated with the equity swap. ;The specification of whether resets occur relative to the . first or last day of a calculation period. =The contract specifies whether which price must satisfy the  boundary condition. <The specification of methods for converting rates from one  basis to another.  How an exchange rate is quoted. =Indicates the actual quotation style of of PointsUpFront or 3 TradedSpread that was used to quote this trade. 3The side from which perspective a value is quoted. 7The specification of the type of quotation rate to be 6 obtained from each cash settlement reference bank. 1Specifies whether the option is a call or a put. #The mode of expression of a price. -Premium Type for Forward Start Equity Option ;The specification of how the premium for an FX OTC option  is quoted. 1A type used to report how a position originated. :The specification of a time period containing additional  values such as Term. #The specification of a time period =The specification of whether payments occur relative to the < calculation period start or end date, or the reset date. :The specification of how an FX OTC option with a trigger = payout will be paid if the trigger condition is met. The 8 contract will specify whether the payout will occur < immediately or on the original value date of the option. 7The specification of an interest rate stream payer or  receiver party. "Specifies the type of the option. =Used in both the obligations and deliverable obligations of < the credit default swap to represent a class or type of  securities which apply. <The conditions that govern the adjustment to the number of  units of the equity swap. )Defines treatment of non-cash dividends. 6The method of calculating payment obligations when a ? floating rate is negative (either due to a quoted negative 6 floating rate or by operation of a spread that is ' subtracted from the floating rate). =Defines the consequences of nationalisation, insolvency and 0 delisting events relating to the underlying. =Defines how adjustments will be made to the contract should 2 one or more of the extraordinary events occur. 'The type of mark to market convention. ;The specification of how market disruption events will be  represented. :Used for indicating the length unit in the Resource type. .Defines applicable periods for interpolation. =The specification of the interest shortfall cap, applicable  to mortgage derivatives. The type of method. The type of calculation. &5gt;Defines whether agent bank is making an interest = payment based on the lender pro-rata share at the end of > the period or based on the lender position throughout the : period. Agent Banks decide which way to calculate the  interest for a deal. 7The specification of the consequences of Index Events. +The type of independent amount convention. The type of gas product. ;The specification of a time period containing values such  as Today, Tomorrow etc. 9The specification of whether a barrier within an FX OTC @ option is a knockin or knockout, as well as whether it is a * standard barrier or a reverse barrier. The schedule frequency type 8The method of FRA discounting, if any, that will apply. 5Specifies the fallback provisions in respect to the ' applicable Futures Price Valuation. 7The method by which the Flat Rate is calculated for a " commodity freight transaction. Defines the fee type. :The specification of how an OTC option will be exercised. &Specifies an additional Forward type. !The type of electricity product. ;A type which permits the Dual Currency strike quote basis : to be expressed in terms of the deposit and alternate  currencies. =Defines the First Period or the Second Period, as specified 4 in the 2002 ISDA Equity Derivatives Definitions. 8The date on which the receiver of the equity return is  entitled to the dividend. "The reference to a dividend date. 3Defines how the composition of dividends is to be  determined. Refers to one on the 3 Amounts 7The specification of how disruption fallbacks will be  represented. 5The method of calculating discounted payment amounts 3The ISDA defined value indicating the nature of a  difference. 5The ISDA defined value indicating the severity of a  difference. 7In respect of a Transaction and a Commodity Reference : Price, the relevant date or month for delivery of the  underlying Commodity. :A day type classification used in counting the number of  days between two dates. A day of the seven-day week. #The compounding calculation method :A day type classification used in counting the number of 7 days between two dates for a commodity transaction. :The consequences of Bullion Settlement Disruption Events. /The unit in which a commission is denominated. 6The specification of how a calculation agent will be  determined. 7Shows how the transaction is to be settled when it is  exercised. <The convention for adjusting any relevant date if it would > otherwise fall on a day that is not a valid business day. = Note that FRN is included here as a type of business day < convention although it does not strictly fall within ISDA's 9 definition of a Business Day Convention and does not 1 conform to the simple definition given above. ;Defines which type of bullion is applicable for a Bullion  Transaction. 2When breakage cost is applicable, defines who is  calculating it. <The method of calculation to be used when averaging rates. @ Per ISDA 2000 Definitions, Section 6.2. Certain Definitions ! Relating to Floating Amounts. /The type of averaging used in an Asian option. 4A number used primarily for nonwork-related calls. ; (Normally this type of number would be used only as an 8 emergency backup number, not as a regular course of  business). 4A number used primarily for work-related facsimile  transmissions. :A number on a mobile telephone or pager that is often or = usually used for work-related calls. This type of number = can be used for urgent work related business when a work ; number is not sufficient to contact the person or firm. :A number used primarily for work-related calls. Includes 9 home office numbers used primarily for work purposes. <13-week and 26-week U.S. Treasury Bill Auction Dates. Each < Monday except for U.S. (New York) holidays when it will  occur on a Tuesday. Sunday   Saturday  Friday   Thursday   Wednesday  Tuesday Monday 9The spot rate must be less than or equal to the trigger  rate. <The spot rate must be greater than or equal to the trigger  rate. 9The spot rate has not touched the predetermined trigger @ rate at any time over the life of the option for the payout  to occur. ;The spot rate must have touched the predetermined trigger @ rate at any time over the life of the option for the payout  to occur. <The underlyer price must be greater than the Trigger level. 9The underlyer price must be less than the Trigger level. 8The underlyer price must be equal to the Trigger level. :The underlyer price must be equal to or greater than the  Trigger level. 7The underlyer price must be equal to or less than the  Trigger level.  3At any time during the Knock Determination period  (continuous barrier). !7The close of trading on a day would be considered for  valuation. ";The time is determined as provided in the relevant Master  Confirmation. #:The official closing time of the derivatives exchange on ; which a derivative contract is listed on that security  underlyer. $<The time at which the official settlement price (following ? the auction by the exchange) is determined by the exchange. %;The time specified in the element equityExpirationTime or " valuationTime (as appropriate) &4The time at which the official settlement price is  determined. '<The official opening time of the exchange on the valuation  date. (<The official closing time of the exchange on the valuation  date. +<The strike price is an amount of callCurrency per one unit  of putCurrency. ,;The strike price is an amount of putCurrency per one unit  of callCurrency. -<If there is a non regular period remaining it is placed at 9 the end of the stream and combined with the adjacent = calculation period to give a long last calculation period .<If there is a non regular period remaining it is placed at ; the start of the stream and combined with the adjacent > calculation period to give a long first calculation period /7If there is a non regular period remaining it is left > shorter than the streams calculation period frequency and # placed at the end of the stream 07If there is a non regular period remaining it is left > shorter than the streams calculation period frequency and % placed at the start of the stream 13Change in notional to be applied is calculated by 6 multiplying the percentage rate by the previously  outstanding notional amount. 23Change in notional to be applied is calculated by < multiplying the percentage rate by the initial notional  amount. 3<This trade will settle using standard pre-determined funds > settlement instructions and is a candidate for settlement  netting. 42This trade is a candidate for settlement netting. 5<This trade will settle using standard pre-determined funds  settlement instructions. 6=The Specified Price shall be the volume Weighted Average of ? prices effective on the Pricing Date reported in or by the ' relevant Price Source as specified. 7=The Specified Price shall be the Average of the Midpoint of : prices reported in or by the relevant Price Source as + specified in the relevant Confirmation. 8<The Specified Price shall be the Spot price reported in or > by the relevant Price Source as specified in the relevant  Confirmation. 9<The Specified Price shall be the Settlement price reported ; in or by the relevant Price Source as specified in the  relevant Confirmation. :<The Specified Price shall be the Official Settlement Price @ reported in or by the relevant Price Source as specified in  the relevant Confirmation. ;<The Specified Price shall be the Opening price reported in 8 or by the relevant Price Source as specified in the  relevant Confirmation. <=The Specified Price shall be the Official price reported in 8 or by the relevant Price Source as specified in the  relevant Confirmation. ==The Specified Price shall be the Morning fixing reported in 8 or by the relevant Price Source as specified in the  relevant Confirmation. >:The Specified Price shall be the Average of the High and > Low prices reported in or by the relevant Price Source as + specified in the relevant Confirmation. ?;The Specified Price shall be the Low price reported in or > by the relevant Price Source as specified in the relevant  Confirmation. @=The Specified Price shall be the Average of the Bid and Ask : prices reported in or by the relevant Price Source as + specified in the relevant Confirmation. A=The Specified Price shall be the Index price reported in or > by the relevant Price Source as specified in the relevant  Confirmation. B<The Specified Price shall be the High price reported in or > by the relevant Price Source as specified in the relevant  Confirmation. C<The Specified Price shall be the Closing price reported in 8 or by the relevant Price Source as specified in the  relevant Confirmation. D;The Specified Price shall be the Bid price reported in or > by the relevant Price Source as specified in the relevant  Confirmation. E;The Specified Price shall be the Ask price reported in or > by the relevant Price Source as specified in the relevant  Confirmation. F<The Specified Price shall be the Afternoon fixing reported ; in or by the relevant Price Source as specified in the  relevant Confirmation. G:If this is a Share-for-Combined merger event (Shares are < replaced with New Shares and Other Consideration), then @ different treatment can be applied to each component if the  parties have specified this. H;Applies to Basket Transactions. The portion of the Basket : made up by the affected Share will be cancelled and a ? cancellation fee will be paid from one party to the other. ) The remainder of the trade continues. I9The Calculation Agent will determine what adjustment is : required to offset any change to the economics of the = trade. If the Calculation Agent cannot achieve this, the @ trade goes to Cancellation and Payment with the Calculation 9 Agent deciding on the value of the cancellation fee. ? Adjustments to account for changes in volatility, expected 8 dividends, stock loan rate or liquidity are allowed. J9The Calculation Agent will determine what adjustment is : required to offset any change to the economics of the = trade. If the Calculation Agent cannot achieve this, the @ trade goes to Cancellation and Payment with the Calculation 9 Agent deciding on the value of the cancellation fee. > Adjustments may not be made to account solely for changes : in volatility, expected dividends, stock loan rate or  liquidity. K8The trade will be adjusted by the Calculation Agent in < accordance with the adjustments made by any exchange on / which options on the underlying are listed. L<The trade is cancelled and a cancellation fee will be paid  by one party to the other. M;The trade continues such that the underlying now consists  of the New Shares and/%or the Other Consideration, if any, @ and the proceeds of any redemption, if any, that the holder 9 of the underlying Shares would have been entitled to. N5Allow Election of either Cash or Physical settlement O=The securities underlying the transaction will be delivered > by (i) in the case of a call, the seller to the buyer, or @ (ii) in the case of a put, the buyer to the seller versus a > settlement amount equivalent to the strike price per share P<The intrinsic value of the option will be delivered by way @ of a cash settlement amount determined, (i) by reference to 6 the differential between the strike price and the = settlement price; or (ii) in accordance with a bilateral ! agreement between the parties Q!Quarter-hourly duration applies. RHalf-hourly duration applies. SHourly duration applies. TTwo-hourly duration applies. U:A fractional number will be rounded either up or down to ; the specified number of decimal places (the precision) ? depending on its value. For example, 5.24 would be rounded 9 down to 5.2 and 5.25 would be rounded up to 5.3 if a 0 precision of 1 decimal place were specified. V;A fractional number will be rounded down to the specified @ number of decimal places (the precision). For example, 5.29 = and 5.25 rounded down to 1 decimal place are 5.2 and 5.2  respectively. W9A fractional number will be rounded up to the specified @ number of decimal places (the precision). For example, 5.21 ; and 5.25 rounded up to 1 decimal place are 5.3 and 5.3  respectively. XRolling weekly on a Sunday. YRolling weekly on a Saturday. ZRolling weekly on a Friday. [Rolling weekly on a Thursday. \Rolling weekly on a Wednesday. ]Rolling weekly on a Tuesday. ^Rolling weekly on a Monday. _$Rolls on the 30th day of the month. `$Rolls on the 29th day of the month. a$Rolls on the 28th day of the month. b$Rolls on the 27th day of the month. c$Rolls on the 26th day of the month. d$Rolls on the 25th day of the month. e$Rolls on the 24th day of the month. f$Rolls on the 23rd day of the month. g$Rolls on the 22nd day of the month. h$Rolls on the 21st day of the month. i$Rolls on the 20th day of the month. j$Rolls on the 19th day of the month. k$Rolls on the 18th day of the month. l$Rolls on the 17th day of the month. m$Rolls on the 16th day of the month. n$Rolls on the 15th day of the month. o$Rolls on the 14th day of the month. p$Rolls on the 13th day of the month. q$Rolls on the 12th day of the month. r$Rolls on the 11th day of the month. s$Rolls on the 10th day of the month. t#Rolls on the 9th day of the month. u#Rolls on the 8th day of the month. v#Rolls on the 7th day of the month. w#Rolls on the 6th day of the month. x#Rolls on the 4th day of the month. y#Rolls on the 4th day of the month. z#Rolls on the 3rd day of the month. {#Rolls on the 2nd day of the month. |#Rolls on the 1st day of the month. }<13-week and 26-week U.S. Treasury Bill Auction Dates. Each < Monday except for U.S. (New York) holidays when it will  occur on a Tuesday. ~:The roll convention is not required. For example, in the * case of a daily calculation frequency. ;Sydney Futures Exchange 90-Day Bank Accepted Bill Futures : Settlement Dates. The second Friday of the (delivery)  month. ;The last trading day of the Sydney Futures Exchange NZ 90 ( Day Bank Bill Futures contract (see  http:www.sfe.com.aucontentsfetradingcon_specs.pdf). < The first Wednesday after the ninth day of the relevant  settlement month. <The last trading day of the Sydney Futures Exchange 90 Day . Bank Accepted Bills Futures contract (see  http:www.sfe.com.aucontentsfetradingcon_specs.pdf). ? One Sydney business day preceding the second Friday of the  relevant settlement month. The last trading day/ expiration day of the Canadian > Derivatives Exchange (Bourse de Montreal Inc) Three-month  Canadian Bankers'* Acceptance Futures (Ticker Symbol BAX). ? The second London banking day prior to the third Wednesday @ of the contract month. If the determined day is a Bourse or > bank holiday in Montreal or Toronto, the last trading day : shall be the previous bank business day. Per Canadian 4 Derivatives Exchange BAX contract specification. =IMM Settlement Dates. The third Wednesday of the (delivery)  month. =Roll days are determined according to the FRN Convention or 4 Eurodollar Convention as described in ISDA 2000  definitions. <Rolls on month end dates irrespective of the length of the $ month and the previous roll day. Total return swap. Price return swap. Dividend return swap. 4Resets will occur relative to the last day of each  calculation period. 5Resets will occur relative to the first day of each  calculation period. :For a return on day T, the observed prices on both T and  T-1 must be in range ;For a return on day T, the observed price on T must be in  range. =For a return on day T, the observed price on T-1 must be in  range. <Money Market Yield. Per Annex to the 2000 ISDA Definitions 6 (June 2000 Version), Section 7.3. Certain General = Definitions Relating to Floating Rate Options, paragraph  (h). 3Bond Equivalent Yield. Per Annex to the 2000 ISDA : Definitions (June 2000 Version), Section 7.3. Certain ; General Definitions Relating to Floating Rate Options,  paragraph (g). 2The amount of currency2 for one unit of currency1 2The amount of currency1 for one unit of currency2 When quotation style is  TradedSpread, the marketFixedRate . element of the feeLeg should be populated. When quotation style is  PointsUpFront, the initialPoints . element of the feeLeg should be populated. 2A value midway between the bid and the ask value. A value asked. by a seller for an asset, i.e. the value at & which a seller is willing to sell. A value bid, by a buyer for an asset, i.e. the value a  buyer is willing to pay. 7If optional early termination is applicable to a swap ; transaction, the rate, which may be a bid or ask rate, : which would result, if seller is in-the-money, in the @ higher absolute value of the cash settlement amount, or, is ? seller is out-of-the-money, in the lower absolute value of  the cash settlement amount. A mid-market rate.  An ask rate.  A bid rate. 5A call option gives the holder the right to buy the ; underlying asset by a certain date for a certain price. 5A put option gives the holder the right to sell the ; underlying asset by a certain date for a certain price. 6The price is expressed in percentage of the notional  amount. -The price is expressed as an absolute amount.&gt; TODO TODO TODO TODO )Premium is quoted as an explicit amount. :Premium is quoted in the put currency as a percentage of  the call currency. ;Premium is quoted in the call currency as a percentage of  the put currency. <Premium is quoted as a percentage of the putCurrencyAmount. *Premium is quoted as a percentage of the  callCurrencyAmount. <The position is no longer open, for example because it has - matured, was assigned, or was terminated. ;The position is open and was present in the last position  report. 9The position is open and has been newly added since the  last position report. /The position originated from an exercise of a  physically-settled option. 3The position originated from netting or portfolio  compression. 7The position originated from a novation or post-trade  transfer. 7The position originated from an allocation of a block  trade. /The position originated directly from a trade. 7Term. The period commencing on the effective date and @ ending on the termination date. The T period always appears ? in association with periodMultiplier = 1, and the notation < is intended for use in contexts where the interval thus : qualified (e.g. accrual period, payment period, reset 4 period, ...) spans the entire term of the trade. Year. Month. Week. Day. Year. Month. Week. Day. 4Payments will occur relative to the valuation date. 0Payments will occur relative to the reset date. :Payments will occur relative to the last Pricing Date of  each Calculation Period. 6Payments will occur relative to the last day of each  calculation period. 7Payments will occur relative to the first day of each  calculation period. 7If the trigger is hit, the option payout will be paid 2 immediately (i.e., spot from the payout date). ;If the trigger is hit, the option payout will not be paid ; now but will be paid on the value date of the original  option. -The party identified as the stream receiver. *The party identified as the stream payer. A straddle strategy.  A receiver option: If you buy a receiver option you have 7 the right but not the obligation to enter into the & underlying swap transaction as the fixed rate/price  receiver and pay float. A payer option: If you buy a payer option you have the > right but not the obligation to enter into the underlying  swap transaction as the fixed rate/price payer and  receive float. 5A call option gives the holder the right to buy the ; underlying asset by a certain date for a certain price. 5A put option gives the holder the right to sell the ; underlying asset by a certain date for a certain price.  ISDA term  Bond or Loan.  ISDA term Loan.  ISDA term Bond.  ISDA term Reference Obligations Only.  ISDA term Borrowed Money.  ISDA term Payment. <The adjustments to the number of units are not governed by  any specific clause. :The adjustments to the number of units are governed by a ! portfolio rebalancing clause. ;The adjustments to the number of units are governed by an  execution clause. ;Any non-cash dividend shall be treated as a Declared Cash  Equivalent Dividend. <The treatment of any non-cash dividend shall be determined 6 in accordance with the Potential Adjustment Event  provisions. 7Zero Interest Rate Method. Per 2000 ISDA Definitions, = Section 6.4. Negative Interest Rates, paragraphs (d) and  (e). ;Negative Interest Rate Method. Per 2000 ISDA Definitions, < Section 6.4 Negative Interest Rates, paragraphs (b) and  (c). The trade is terminated. 8The parties may, but are not obliged, to terminate the > transaction on mutually acceptable terms and if the terms 2 are not agreed then the transaction continues. 3The trade will be adjusted in accordance with any < adjustment made by the exchange on which options on the  underlying are listed. <The Calculation Agent has the right to adjust the terms of + the trade following a corporate action. <The Market Disruption Event(s) are determined by reference ! to the relevant Confirmation. <The Market Disruption Event(s) are determined by reference % to the relevant Master Agreement. -Market Disruption Events are not applicable. )Market Disruption Events are applicable. 8Interpolation is applicable to any non-standard period. 6Interpolation is applicable to the final period only. 6Interpolation is applicable to the initial and final  periods only. 8Interpolation is applicable to the initial period only. 7Agent bank is making an interest payment based on the * lender position throughout the period. 7Agent bank is making an interest payment based on the  lender pro-rata share. Related Exchange Adjustment Cancellation and Payment Negotiated Close Out Calculation Agent Adjustment Day after Spot Tenor period. Spot Tenor Period. !Day after Tomorrow Tenor Period. Tomorrow Tenor Period. Today Tenor Period. Broken/non conventional Tenor Period. =Option ceases to exist once the barrier is hit. The trigger 8 rate is in-the money in relation to the strike rate. <Option exists once the barrier is hit. The trigger rate is 0 in-the money in relation to the strike rate. =Option ceases to exist once the barrier is hit. The trigger < rate is out-of the-money in relation to the strike rate. <Option exists once the barrier is hit. The trigger rate is 4 out-of-the money in relation to the strike rate. TBD Day is the unit of frequency. No discounting will apply. 6FRA discounting per the Australian Financial Markets > Association (AFMA) OTC Financial Product Conventions will  apply. FRA Discounting& per the ISDA Definitions will apply. 3In respect of the Early Final Valuation Date, the 3 provisions for FPV Hedge Execution shall apply. 3In respect of the Early Final Valuation Date, the ) provisions for FPV Close shall apply. 5The Flat Rate for each Pricing Date will be the New ; Worldwide Tanker Nominal Freight Scale for the Freight & Index Route for the Pricing Date.. 8The Flat Rate will be the New Worldwide Tanker Nominal < Freight Scale for the Freight Index Route for the Trade  Date for the transaction. .Amortized Fee and Funding Fee are applicable. .Both Flat Fee and Funding Fee are applicable.  =The product of (i) the Equity Notional Amount corresponding < to the Early Termination Portion multiplied by (ii) the > Break Funding Rate multiplied by (iii) the number of days @ from the Early Termination Date to the next scheduled Reset @ Date divided by (iv) a number equivalent to the denominator > of the Day Count Fraction applicable to the Floating Rate  Option.  :The product of (i) the Break Fee Rate multiplied by (ii) : the Equity Notional Amount corresponding to the Early ? Termination Portion multiplied by (iii) the number of days 8 from the Early Termination Date to the later of the 9 Termination Date or the Cash Settlement Payment Date / corresponding to the latest Valuation Date.  :The product of (i) the Break Fee Rate multiplied by (ii) : the Equity Notional Amount corresponding to the Early  Termination Portion.  1Option can only be exercised on the expiry date.  =Option can be exercised on specified dates up to the expiry  date. ;Option can be exercised on any date up to the expiry date. <DEPRECATED value which will be removed in FpML-5-0 onwards : A forward contract is an agreement to buy or sell the < underlying asset at a certain future time for a certain  price. 5A call option gives the holder the right to buy the ; underlying asset by a certain date for a certain price. 5A put option gives the holder the right to sell the ; underlying asset by a certain date for a certain price.  Second Period' per the 2002 ISDA Equity Derivatives  Definitions will apply.  First Period' per the 2002 ISDA Equity Derivatives  Definitions will apply. 5Dividend entitlement is on the dividend record date. 1Dividend entitlement is on the dividend ex-date. If Dividend Payment Date(s) is specified in the  Transaction Supplement as Ex-dividend Payment Date, then > the Dividend Payment Date in respect of a Dividend Amount > shall be the number of Currency Business Days as provided = in the Transaction Supplement following the day on which 5 the Shares commence trading ex  on the Exchange. If Dividend Payment Date(s) is specified in the  Transaction Supplement as 1Cash Settlement Payment Date  Issuer Payment-, then the Dividend Payment Date in respect > of a Dividend Amount shall be the Cash Settlement Payment ; Date relating to the end of the Dividend Period during ? which the issuer pays the relevant dividend to a holder of = record provided that in the case where the Equity Amount > Payer is the party specified to be the sole Hedging Party ? and the Hedging Party has not received the Dividend Amount = by such date, then the date falling a number of Currency > Business Days as specified in the Cash Settlement Payment : Date after actual receipt by the Hedging Party of the 9 Received Ex Amount or Paid Ex Amount (as applicable). If Dividend Payment Date(s) is specified in the  Transaction Supplement as .Cash Settlement Payment Date  Ex Dividend0, then the Dividend Payment Date in respect of @ a Dividend Amount shall be the Cash Settlement Payment Date @ relating to the end of the Dividend Period during which the ; Shares commenced trading ex  the relevant dividend on  the Exchange. If Dividend Payment Date(s) is specified in the  Transaction Supplement as Floating Amount Payment Date, < then the Dividend Payment Date in respect of a Dividend @ Amount shall be the first Payment Date falling at least one 9 Settlement Cycle after the date that the Shares have  commenced trading ex the relevant dividend on the  Exchange. If Dividend Payment Date(s) is specified in the  Transaction Supplement as Cash Settlement Payment Date, < then the Dividend Payment Date in respect of a Dividend > Amount shall be the Cash Settlement Payment Date relating > to the end of the Dividend Period during which the Shares  commenced trading ex the relevant dividend on the  Exchange If Dividend Payment Date(s) is specified in the  Transaction Supplement as  Share Payment , then the @ Dividend Payment Date in respect of a Dividend Amount shall = fall on a date on or before the date that is two (or any 6 other number that is specified in the Transaction < Supplement) Currency Business Days following the day on > which the Issuer of the Shares pays the relevant dividend & to holders of record of the Shares 8Total of dividends which go ex, paid on next following > Payment Date, which is immediately following the Dividend @ Period during which the Shares commence trading ex-dividend ; on the Exchange, or where the date on which the Shares 9 commence trading ex-dividend is a Payment Date, such  Payment Date.  =Total of dividends which go ex, paid on next following Cash @ Settlement Payment Date, which is immediately following the = Dividend Period during which the Shares commence trading  ex-dividend on the Exchange !9Total of paid dividends, paid on next following Payment = Date, which is immediately following the Dividend Period ; during which the dividend is paid by the Issuer to the ! holders of record of a Share. "6Total of paid dividends, paid on next following Cash @ Settlement Payment Date, which is immediately following the = Dividend Period during which the dividend is paid by the / Issuer to the holders of record of a Share. #<The dividend date will be specified ad hoc by the parties, % typically on the dividend ex-date $#The next payment date of the swap. %!Equity payment date of the swap. &Termination date of the swap. '=Date on which the dividend will be recorded in the books of  the paying agent. (;In respect of each Dividend Period, number of days offset . from the relevant Dividend Valuation Date. )7Date on which the dividend will be paid by the issuer. *;Date on which a holder of the security is entitled to the  dividend. +5The Calculation Agent determines the composition of & dividends (subject to conditions). ,:The Equity Amount Receiver determines the composition of & dividends (subject to conditions). -=The Amount is determined as provided in the relevant Master  Confirmation. .<100% of gross cash dividend per Share paid during relevant  Dividend Period. /=100% of gross cash dividend per Share paid after the Ex Div ) date during relevant Dividend Period. 0<100% of the gross cash dividend per Share paid over record ( date during relevant Dividend Period 1;The Disruption Fallback(s) are determined by reference to  the relevant Confirmation. 2;The Disruption Fallback(s) are determined by reference to " the relevant Master Agreement. 36Per ISDA 2000 Definitions, Section 8.4. Discounting,  paragraph (b) 46Per ISDA 2000 Definitions, Section 8.4. Discounting,  paragraph (a) =8The Delivery Date of the underlying Commodity shall be ( during the Fifty Second Nearby Week. >8The Delivery Date of the underlying Commodity shall be ' during the Fifty First Nearby Week. ?8The Delivery Date of the underlying Commodity shall be $ during the Fiftieth Nearby Week. @8The Delivery Date of the underlying Commodity shall be ' during the Forty Ninth Nearby Week. A8The Delivery Date of the underlying Commodity shall be ( during the Forty Eighth Nearby Week. B8The Delivery Date of the underlying Commodity shall be ) during the Forty Seventh Nearby Week. C8The Delivery Date of the underlying Commodity shall be ' during the Forty Sixth Nearby Week. D8The Delivery Date of the underlying Commodity shall be ' during the Forty Fifth Nearby Week. E8The Delivery Date of the underlying Commodity shall be ( during the Forty Fourth Nearby Week. F8The Delivery Date of the underlying Commodity shall be ' during the Forty Third Nearby Week. G8The Delivery Date of the underlying Commodity shall be ( during the Forty Second Nearby Week. H8The Delivery Date of the underlying Commodity shall be ' during the Forty First Nearby Week. I8The Delivery Date of the underlying Commodity shall be $ during the Fortieth Nearby Week. J8The Delivery Date of the underlying Commodity shall be ( during the Thirty Ninth Nearby Week. K8The Delivery Date of the underlying Commodity shall be ) during the Thirty Eighth Nearby Week. L8The Delivery Date of the underlying Commodity shall be * during the Thirty Seventh Nearby Week. M8The Delivery Date of the underlying Commodity shall be ( during the Thirty Sixth Nearby Week. N8The Delivery Date of the underlying Commodity shall be ( during the Thirty Fifth Nearby Week. O8The Delivery Date of the underlying Commodity shall be ) during the Thirty Fourth Nearby Week. P8The Delivery Date of the underlying Commodity shall be ( during the Thirty Third Nearby Week. Q8The Delivery Date of the underlying Commodity shall be ) during the Thirty Second Nearby Week. R8The Delivery Date of the underlying Commodity shall be ( during the Thirty First Nearby Week. S8The Delivery Date of the underlying Commodity shall be % during the Thirtieth Nearby Week. T8The Delivery Date of the underlying Commodity shall be ( during the Twenty Ninth Nearby Week. U8The Delivery Date of the underlying Commodity shall be ) during the Twenty Eighth Nearby Week. V8The Delivery Date of the underlying Commodity shall be * during the Twenty Seventh Nearby Week. W8The Delivery Date of the underlying Commodity shall be ( during the Twenty Sixth Nearby Week. X8The Delivery Date of the underlying Commodity shall be ( during the Twenty Fifth Nearby Week. Y8The Delivery Date of the underlying Commodity shall be ) during the Twenty Fourth Nearby Week. Z8The Delivery Date of the underlying Commodity shall be ( during the Twenty Third Nearby Week. [8The Delivery Date of the underlying Commodity shall be ) during the Twenty Second Nearby Week. \8The Delivery Date of the underlying Commodity shall be ( during the Twenty First Nearby Week. ]8The Delivery Date of the underlying Commodity shall be % during the Twentieth Nearby Week. ^8The Delivery Date of the underlying Commodity shall be & during the Nineteenth Nearby Week. _8The Delivery Date of the underlying Commodity shall be & during the Eighteenth Nearby Week. `8The Delivery Date of the underlying Commodity shall be ' during the Seventeenth Nearby Week. a8The Delivery Date of the underlying Commodity shall be % during the Sixteenth Nearby Week. b8The Delivery Date of the underlying Commodity shall be % during the Fifteenth Nearby Week. c8The Delivery Date of the underlying Commodity shall be & during the Fourteenth Nearby Week. d8The Delivery Date of the underlying Commodity shall be & during the Thirteenth Nearby Week. e8The Delivery Date of the underlying Commodity shall be # during the Twelfth Nearby Week. f8The Delivery Date of the underlying Commodity shall be $ during the Eleventh Nearby Week. g8The Delivery Date of the underlying Commodity shall be ! during the Tenth Nearby Week. h8The Delivery Date of the underlying Commodity shall be ! during the Ninth Nearby Week. i8The Delivery Date of the underlying Commodity shall be " during the Eighth Nearby Week. j8The Delivery Date of the underlying Commodity shall be # during the Seventh Nearby Week. k8The Delivery Date of the underlying Commodity shall be ! during the Sixth Nearby Week. l8The Delivery Date of the underlying Commodity shall be ! during the Fifth Nearby Week. m8The Delivery Date of the underlying Commodity shall be " during the Fourth Nearby Week. n8The Delivery Date of the underlying Commodity shall be ! during the Third Nearby Week. o8The Delivery Date of the underlying Commodity shall be " during the Second Nearby Week. p8The Delivery Date of the underlying Commodity shall be ! during the First Nearby Week. q<The Delivery Date of the underlying Commodity shall be the  Spot date. r<The Delivery Date of the underlying Commodity shall be the ? month of expiration of the Fourteenth Nearby Month futures  contract. s<The Delivery Date of the underlying Commodity shall be the ? month of expiration of the Thirteenth Nearby Month futures  contract. t<The Delivery Date of the underlying Commodity shall be the < month of expiration of the Twelfth Nearby Month futures  contract. u<The Delivery Date of the underlying Commodity shall be the = month of expiration of the Eleventh Nearby Month futures  contract. v<The Delivery Date of the underlying Commodity shall be the : month of expiration of the Tenth Nearby Month futures  contract. w<The Delivery Date of the underlying Commodity shall be the : month of expiration of the Ninth Nearby Month futures  contract. x<The Delivery Date of the underlying Commodity shall be the ; month of expiration of the Eighth Nearby Month futures  contract. y<The Delivery Date of the underlying Commodity shall be the < month of expiration of the Seventh Nearby Month futures  contract. z<The Delivery Date of the underlying Commodity shall be the : month of expiration of the Sixth Nearby Month futures  contract. {<The Delivery Date of the underlying Commodity shall be the : month of expiration of the Fifth Nearby Month futures  contract. |<The Delivery Date of the underlying Commodity shall be the ; month of expiration of the Fourth Nearby Month futures  contract. }<The Delivery Date of the underlying Commodity shall be the : month of expiration of the Third Nearby Month futures  contract. ~<The Delivery Date of the underlying Commodity shall be the ; month of expiration of the Second Nearby Month futures  contract. <The Delivery Date of the underlying Commodity shall be the : month of expiration of the First Nearby Month futures  contract. <The Delivery Date of the underlying Commodity shall be the 5 month of expiration of the futures contract that 9 corresponds to the month and year of the Calculation = Period. e.g. The JAN 09 contract when pricing in January  ':09 (In the case of contracts like Brent crude, this will . mean that the contract expired in DEC 08.) ;When calculating the number of days between two dates the / count includes only scheduled trading days. ;When calculating the number of days between two dates the 5 count includes only stock exchange business days. ;When calculating the number of days between two dates the / count includes only currency business days. ;When calculating the number of days between two dates the 0 count includes only commodity business days. ;When calculating the number of days between two dates the % count includes all calendar days. ;When calculating the number of days between two dates the & count includes only business days. Sunday  Saturday Friday  Thursday  Wednesday Tuesday Monday Spread Exclusive compounding. 7Straight compounding. Compounding includes the spread. !No compounding is to be applied. 9Flat compounding. Compounding excludes the spread. Note + that the first compounding period has it' s interest < calculated including any spread then subsequent periods 1 compound this at a rate excluding the spread. ;When calculating the number of days between two dates the = count includes only gas flow days (dates on which gas is  delivered). ;When calculating the number of days between two dates the / count includes only scheduled trading days. ;When calculating the number of days between two dates the 5 count includes only stock exchange business days. ;When calculating the number of days between two dates the / count includes only currency business days. ;When calculating the number of days between two dates the 0 count includes only commodity business days. ;When calculating the number of days between two dates the % count includes all calendar days. ;When calculating the number of days between two dates the & count includes only business days. =Cancellation and Payment will apply in the event of Bullion > Settlement Disruption as per Section 10.5.(d) of the 2005  Commodity Definitions. ;Negotiation will apply in the event of Bullion Settlement = Disruption as per Section 10.5.(d) of the 2005 Commodity  Definitions. 2The commission is expressed as a absolute amount. 0The commission is expressed in cents per share. :The commission is expressed as a percentage of the gross % price referenced in the document. ;The commission is expressed in basis points, in reference , to the price referenced in the document. 9The Calculation Agent is determined by reference to the ' relevant standard terms supplement. 9The Calculation Agent is determined by reference to the  relevant master agreement. ;The party that is given notice of exercise. Per 2000 ISDA 6 Definitions, Section 11.1. Parties, paragraph (e). 8The party that gives notice of exercise. Per 2000 ISDA 6 Definitions, Section 11.1. Parties, paragraph (d). =The securities underlying the transaction will be delivered > by (i) in the case of a call, the seller to the buyer, or @ (ii) in the case of a put, the buyer to the seller versus a > settlement amount equivalent to the strike price per share <The intrinsic value of the option will be delivered by way @ of a cash settlement amount determined, (i) by reference to 6 the differential between the strike price and the = settlement price; or (ii) in accordance with a bilateral ! agreement between the parties <The date adjustments conventions are defined elsewhere, so , it is not required to specify them here. <The date will not be adjusted if it falls on a day that is  not a business day. ;The non-business date will be adjusted to the nearest day @ that is a business day - i.e. if the non-business day falls ? on any day other than a Sunday or a Monday, it will be the @ first preceding day that is a business day, and will be the > first following business day if it falls on a Sunday or a  Monday. 5The non-business date will be adjusted to the first ? preceding day that is a business day unless that day falls < in the previous calendar month, in which case that date ; will be the first following day that us a business day. 4The non-business day will be adjusted to the first ) preceding day that is a business day. 5The non-business date will be adjusted to the first ? following day that is a business day unless that day falls @ in the next calendar month, in which case that date will be 3 the first preceding day that is a business day. :Per 2000 ISDA Definitions, Section 4.11. FRN Convention;  Eurodollar Convention. 5The non-business date will be adjusted to the first ( following day that is a business day 4Quality as per the Good Delivery Rules for Rhodium  (Sponge). :Silver. Quality as per the Good Delivery Rules issued by * the London Bullion Market Association. =Palladium. Quality as per the Good Delivery Rules issued by - the London Platinum and Palladium Market. =Palladium. Quality as per the Good Delivery Rules issued by - the London Platinum and Palladium Market. <Gold. Quality as per the Good Delivery Rules issued by the & London Bullion Market Association. +Breakage cost is calculated by the lender. /Breakage cost is calculated by the agent bank. 9The arithmetic mean of the relevant rates in effect for ? each day in a calculation period calculated by multiplying @ each relevant rate by the number of days such relevant rate ; is in effect, determining the sum of such products and ? dividing such sum by the number of days in the calculation  period. :The arithmetic mean of the relevant rates for each reset  date. =The average price is used to derive both the strike and the  expiration price. ;The average price is used to derive the expiration price.  Also known as  Asian price style option. <The average price is used to derive the strike price. Also  known as  Asian strike style option.       !"#$%&'()*+,-./0123456789:;<=>?@ABCDEFGHIJKLMNOPQRSTUVWXYZ[\]^_`abcdefghijklmnopqrstuvwxyz{|}~      !"#$%&'()*+,-./0123456789:;<=>?@ABCDEFGHIJKLMNOPQRSTUVWXYZ[\]^_`abcdefghijklmnopqrstuvwxyz{|}~      !"#$%&'()*+,-./0123456789:;<=>?@ABCDEFGHIJKLMNOPQRSTUVWXYZ[\]^_`abcdefghijklmnopqrstuvwxyz{|}~      !"#$%&'()*+,-./0123456789:;<=>?@ABCDEFGHIJKLMNOPQRSTUVWXYZ[\]^_`abcdefghijklmnopqrstuvwxyz{|}~      !"#$%&'()*+,-./0123456789:;<=>?@ABCDEFGHIJKLMNOPQRSTUVWXYZ[\]^_`abcdefghijklmnopqrstuvwxyz{|}~~}|{zyxwvutsrqponmlkjihgfedcba`_^]\[ZYXWVUTSRQPONMLKJIHGFEDCBA@?>=<;:9876543210/.-,+*)('&%$#"!      ~}|{zyxwvutsrqponmlkjihgfedcba`_^]\[ZYXWVUTSRQPONMLKJIHGFEDCBA@?>=<;:9876543210/.-,+*)('&%$#"!           ! ('&%$#"*),+0/.-21543FEDCBA@?>=<;:9876MLKJIHGPONTSRQWVU.~}|{zyxwvutsrqponmlkjihgfedcba`_^]\[ZYX     *)('&%$#"! ,+0/.-21438765:9<;D~}|{zyxwvutsrqponmlkjihgfedcba`_^]\[ZYXWVUTSRQPONMLKJIHGFEDCBA@?>=      !"#$%&'()*+,-./0123456789:;<=>?@ABCDEFGHIJKLMNOPQRSTUVWXYZ[\]^_`abcdefghijklmnopqrstuvwxyz{|}~ Safe-Inferedj9A code that describes what type of role an organization 4 plays, for example a SwapsDealer, a Major Swaps  Participant, or Other 7A geophraphic location for the purposes of defining a 1 prevailing time according to the tz database. 9A type defining how a stub calculation period amount is ? calculated. A single floating rate tenor different to that 9 used for the regular part of the calculation periods @ schedule may be specified, or two floating rate tenors many < be specified. If two floating rate tenors are specified @ then Linear Interpolation (in accordance with the 2000 ISDA : Definitions, Section 8.3 Interpolation) is assumed to < apply. Alternatively, an actual known stub rate or stub  amount may be specified. 9A type defining how a stub calculation period amount is @ calculated and the start and end date of the stub. A single ? floating rate tenor different to that used for the regular ? part of the calculation periods schedule may be specified, : or two floating rate tenors many be specified. If two 3 floating rate tenors are specified then Linear 4 Interpolation (in accordance with the 2000 ISDA : Definitions, Section 8.3 Interpolation) is assumed to < apply. Alternatively, an actual known stub rate or stub  amount may be specified. 4A type describing a schedule of cap or floor rates. .A type describing a single cap or floor rate. =A type that describes the set of street and building number ? information that identifies a postal address within a city. <A type defining a step date and step value pair. This step : definitions are used to define varying rate or amount @ schedules, e.g. a notional amortization or a step-up coupon  schedule. <A type defining a step date and step value pair. This step : definitions are used to define varying rate or amount @ schedules, e.g. a notional amortization or a step-up coupon  schedule. :Defines a Spread Type Scheme to identify a long or short  spread value. +Provides a reference to a spread schedule. 9Adds an optional spread type element to the Schedule to * identify a long or short spread value. 9A type that supports the division of a gross settlement > amount into a number of split settlements, each requiring # its own settlement instruction. ;A complex type to specified payments in a simpler fashion > than the Payment type. This construct should be used from  the version 4.3 onwards. TBA 9A type describing the method for obtaining a settlement  rate. 5The source from which the settlement price is to be > obtained, e.g. a Reuters page, Prezzo di Riferimento, etc. ;Coding scheme that specifies the settlement price default  election. :A type that models a complete instruction for settling a < currency payment, including the settlement method to be = used, the correspondent bank, any intermediary banks and  the ultimate beneficary. =A type that represents the choice of methods for settling a @ potential currency payment resulting from a trade: by means < of a standard settlement instruction, by netting it out 8 with other payments, or with an explicit settlement  instruction. -Reference to a schedule of rates or amounts. <A type defining a schedule of rates or amounts in terms of > an initial value and then a series of step date and value ? pairs. On each step date the rate or amount changes to the @ new step value. The series of step date and value pairs are > optional. If not specified, this implies that the initial & value remains unchanged over time. 6A type that provides a combination of payment system ? identification codes with physical postal address details, < for the purposes of identifying a party involved in the  routing of a payment. :A type that provides for identifying a party involved in > the routing of a payment by means of one or more standard = identification codes. For example, both a SWIFT BIC code 3 and a national bank identifier may be required. <A type that models name, address and supplementary textual 8 information for the purposes of identifying a party ) involved in the routing of a payment. <A type that provides three alternative ways of identifying 6 a party involved in the routing of a payment. The < identification may use payment system identifiers only; ? actual name, address and other reference information; or a  combination of both. :A type defining a rounding direction and precision to be # used in the rounding of a rate. 0A reference to the return swap notional amount. <The data type used for describing the type or purpose of a  resource, e.g.  Confirmation. 4The type that indicates the length of the resource. -The data type used for resource identifiers. 0Describes the resource that contains the media = representation of a business event (i.e used for stating : the Publicly Available Information). For example, can = describe a file or a URL that represents the event. This ; type is an extended version of a type defined by RIXML  (www.rixml.org). 7A type defining the reset frequency. In the case of a > weekly reset, also specifies the day of the week that the = reset occurs. If the reset frequency is greater than the ? calculation period frequency the this implies that more or @ more reset dates is established for each calculation period 8 and some form of rate averaginhg is applicable. The = specific averaging method of calculation is specified in ? FloatingRateCalculation. In case the reset frequency is of 1 value T (term), the period is defined by the  swaps wapStreamcalculationPerioDateseffectiveDate and the  swaps wapStreamcalculationPerioDatesterminationDate. ;A date with a required identifier which can be referenced  elsewhere. 7A type describing a date when this date is defined in : reference to another date through one or several date  offsets. 9A type describing a set of dates defined as relative to  another set of dates. =A type defining a date (referred to as the derived date) as < a relative offset from another date (referred to as the = anchor date). If the anchor date is itself an adjustable > date then the offset is assumed to be calculated from the > adjusted anchor date. A number of different scenarios can > be supported, namely; 1) the derived date may simply be a > number of calendar periods (days, weeks, months or years) > preceding or following the anchor date; 2) the unadjusted < derived date may be a number of calendar periods (days, > weeks, months or years) preceding or following the anchor ? date with the resulting unadjusted derived date subject to ; adjustment in accordance with a specified business day : convention, i.e. the derived date must fall on a good 9 business day; 3) the derived date may be a number of ? business days preceding or following the anchor date. Note : that the businessDayConvention specifies any required = adjustment to the unadjusted derived date. A negative or = positive value in the periodMultiplier indicates whether @ the unadjusted derived precedes or follows the anchor date. = The businessDayConvention should contain a value NONE if = the day type element contains a value of Business (since ; specifying a negative or positive business days offset @ would already guarantee that the derived date would fall on ; a good business day in the specified business centers). <A type describing a role played by a person in one or more 9 transactions. Examples include roles such as Trader, > Broker, MiddleOffice, Legal, etc. This can be extended to  provide custom roles. :A type describing a role played by a unit in one or more 9 transactions. Examples include roles such as Trader, ; Collateral, Confirmation, Settlement, etc. This can be % extended to provide custom roles. 9A type to describe an institution (party) identified by 2 means of a coding scheme and an optional name. /Specifies the reference amount using a scheme. 4The abstract base class for all types which define  intra-document pointers. :A type defining parameters associated with an individual @ observation or fixing. This type forms part of the cashflow  representation of a stream. :Reference to any rate (floating, inflation) derived from  the abstract Rate component. =The abstract base class for all types which define interest  rate streams. :A type that describes the composition of a rate that has : been quoted or is to be quoted. This includes the two > currencies and the quotation relationship between the two > currencies and is used as a building block throughout the  FX specification. "Reference to a full FpML product. .The base type which all FpML products extend. 9A type defining which principal exchanges occur for the  stream. <Reference to a pricing structure or any derived components  (i.e. yield curve).  =An abstract pricing structure base type. Used as a base for < structures such as yield curves and volatility matrices.  9A type for defining a time with respect to a geographic ? location, for example 11:00 Phoenix, USA. This type should 8 be used where a wider range of locations than those . available as business centres is required.  8A type defining a step date and strictly-positive step 9 value pair. This step definitions are used to define 6 varying rate or amount schedules, e.g. a notional . amortization or a step-up coupon schedule.  9A type defining a schedule of strictly-postive rates or > amounts in terms of an initial value and then a series of = step date and value pairs. On each step date the rate or = amount changes to the new step value. The series of step > date and value pairs are optional. If not specified, this ? implies that the initial value remains unchanged over time.  -A complex type to specify positive payments. (A type defining a positive money amount 8A type defining a currency amount or a currency amount  schedule. 4A type to define recurring periods or time offsets. Reference to a payment. 4An identifier used to identify a matchable payment. 6Details on the referenced payment. e.g. Its cashflow # components, settlement details. Base type for payments. *An abstract base class for payment types. A type for defining payments .A reference to a partyTradeIdentifier object. Reference to an individual. %Reference to an organizational unit. =A type refining the role a role played by a party in one or ' more transactions. Examples include  AllPositions and   SomePositions) for Guarantor. This can be extended to  provide custom types. !;A type describing a role played by a party in one or more < transactions. Examples include roles such as guarantor, ? custodian, confirmation service provider, etc. This can be % extended to provide custom roles. "9A description of the legal agreement(s) and definitions  that document a party'#s relationships with other parties $Reference to a party. &:The data type used for the legal name of an organization. (*The data type used for party identifiers. *:A type defining partial exercise. As defined in the 2000 ? ISDA Definitions, Section 12.3 Partial Exercise, the buyer 8 of the option may exercise all or less than all the ? notional amount of the underlying swap but may not be less @ than the minimum notional amount (if specified) and must be < an integral multiple of the integral multiple amount if  specified. .9Allows the specification of a time that may be on a day = prior or subsequent to the day in question. This type is ; intended for use with a day of the week (i.e. where no @ actual date is specified) as part of, for example, a period = that runs from 23:00-07:00 on a series of days and where = holidays on the actual days would affect the entire time  period. /:A type defining an offset used in calculating a new date > relative to a reference date. Currently, the only offsets ? defined are expected to be expressed as either calendar or  business day offsets. 0$A reference to the notional amount. 1$A reference to the notional amount. 2/A complex type to specify the notional amount. 39A type defining a step date and non-negative step value @ pair. This step definitions are used to define varying rate ; or amount schedules, e.g. a notional amortization or a  step-up coupon schedule. 4=A type defining a schedule of non-negative rates or amounts @ in terms of an initial value and then a series of step date : and value pairs. On each step date the rate or amount ? changes to the new step value. The series of step date and = value pairs are optional. If not specified, this implies 7 that the initial value remains unchanged over time. 51A complex type to specify non negative payments. 6-A type defining a non negative money amount. 78A type defining a currency amount or a currency amount  schedule. 8=A type defining multiple exercises. As defining in the 2000 ; ISDA Definitions, Section 12.4. Multiple Exercise, the > buyer of the option has the right to exercise all or less ? than all the unexercised notional amount of the underlying @ swap on one or more days in the exercise period, but on any = such day may not exercise less than the minimum notional ? amount or more than the maximum notional amount, and if an 8 integral multiple amount is specified, the notional ? exercised must be equal to or, be an integral multiple of, ! the integral multiple amount. 9)Abstract base class for all money types. :#A type defining a currency amount. <=The type that indicates the type of media used to store the 8 content. MimeType is used to determine the software 9 product(s) that can read the content. MIME types are  described in RFC 2046. A+A type defining a mathematical expression. C2An identifier used to identify matched cashflows. H:An entity for defining the master confirmation agreement ! executed between the parties. M;An entity for defining the agreement executed between the 7 parties and intended to govern all OTC derivatives ' transactions between those parties. N=A type defining manual exercise, i.e. that the option buyer : counterparty must give notice to the option seller of  exercise. P.A type to define the main publication source. Q5References a credit entity defined elsewhere in the  document. R A type defining a legal entity. S4A supertype of leg. All swap legs extend this type. U7The data type used for indicating the language of the * resource, described using the ISO 639-2/T Code. W The type of interpolation used. X6A type that describes the information to identify an ; intermediary through which payment will be made by the : correspondent bank to the ultimate beneficiary of the  funds. Y8A type describing the method for accruing interests on 9 dividends. Can be either a fixed rate reference or a  floating rate reference. Z=A type defining the way in which interests are accrued: the : applicable rate (fixed or floating reference) and the  compounding method. \/A short form unique identifier for a security. ]=A type defining the source for a piece of information (e.g. " a rate refix or an fx fixing). aA party'"s industry sector classification. c7A type extending the PayerReceiverEnum type wih an id  attribute. e*A date which can be referenced elsewhere. f*Reference to a currency with ID attribute h&Specifies Currency with ID attribute. i:A payment component owed from one party to the other for < the cash flow date. This payment component should by of 8 only a single type, e.g. a fee or a cashflow from a  cashflow stream. k5Identification of the law governing the transaction. l=An entity for defining a generic agreement executed between  two parties for any purpose. m4A type defining the source and time for an fx rate. n;A type describing the rate of a currency conversion: pair 2 of currency, quotation mode and exchange rate. o:A type that is used for describing cash settlement of an  option /4 non deliverable forward. It includes the currency 9 to settle into together with the fixings required to " calculate the currency amount. p=A type that specifies the source for and timing of a fixing : of an exchange rate. This is used in the agreement of ? non-deliverable forward trades as well as various types of 7 FX OTC options that require observations against a  particular rate. q8A type defining a currency amount as at a future value  date. r7A type defining a time frequency, e.g. one day, three 7 months. Used for specifying payment or calculation : frequencies at which the value T (Term) is applicable. s=Elements describing the components of the formula. The name > attribute points to a value used in the math element. The ? href attribute points to a numeric value defined elsewhere : in the document that is used by the formula component. t=A type describing a financial formula, with its description  and components. uA type defining a rate index. w7The ISDA Floating Rate Option, i.e. the floating rate  index. x<A type defining the floating rate and definitions relating 0 to the calculation of floating rate amounts. y!A type defining a floating rate. z;A type describing how notice of exercise should be given. + This can be either manual or automatic. {;A type describing how notice of exercise should be given. + This can be either manual or automatic. |7A type defining to whom and where notice of execution = should be given. The partyReference refers to one of the 3 principal parties of the trade. If present the ? exerciseNoticePartyReference refers to a party, other than 9 the principal party, to whome notice should be given. }=A type to define a fee or schedule of fees to be payable on = the exercise of an option. This fee may be defined as an 5 amount or a percentage of the notional exercised. ~;A type defining the fee payable on exercise of an option. @ This fee may be defined as an amount or a percentage of the  notional exercised. ;The abstract base class for all types which define way in # which options may be exercised. 8A short form unique identifier for an exchange. If the : element is not present then the exchange shall be the < primary exchange on which the underlying is listed. The  term Exchange, is assumed to have the meaning as defined 4 in the ISDA 2002 Equity Derivatives Definitions. :A type defining the exercise period for a European style : option together with any rules governing the notional ; amount of the underlying which can be exercised on any 9 given exercise date and any associated exercise fees. 9The name of the reference entity. A free format string. 6 FpML does not define usage rules for this element. 2A legal entity identifier (e.g. RED entity code). 6A special type meant to be used for elements with no  content and no attributes. ;A special type that allows references to HTTP attachments  identified with an HTTP  Content-ID header, as is done  with SOAP with Attachments  (http: www.w3.orgTR"SOAP-attachments). Unlike with a  normal FpML /href, the type is not IDREF, as the target is  not identified by an XML id attribute. ;A for holding information about documents external to the  FpML. 8An entity for defining the definitions that govern the 5 document and should include the year and type of 4 definitions referenced, along with any relevant = documentation (such as master agreement) and the date it  was signed. 7A reference to the return swap notional determination  method. <Coding scheme that specifies the method according to which & an amount or a date is determined. :The specification for how the number of days between two ? dates is calculated for purposes of calculation of a fixed ? or floating payment amount and the basis for how many days ? are assumed to be in a year. Day Count Fraction is an ISDA @ term. The equivalent AFB (Association Francaise de Banques)  term is Calculation Basis. List of DateTimes 3Reference to an identified date or a complex date  structure. <A type defining a contiguous series of calendar dates. The 7 date range is defined as all the dates between and ? including the first and the last date. The first date must  fall before the last date. ;A type defining an offset used in calculating a date when @ this date is defined in reference to another date through a @ date offset. The type includes the convention for adjusting > the date and an optional sequence element to indicate the 1 order in a sequence of multiple date offsets. List of Dates ;The code representation of a currency or fund. By default ? it is a valid currency code as defined by the ISO standard < 4217 - Codes for representation of currencies and funds  http: www.iso.orgisoenprods-servicespopstds/currencycodeslist.html. A party's credit rating. <The agreement executed between the parties and intended to : govern collateral arrangement for all OTC derivatives ' transactions between those parties. /The repayment precedence of a debt instrument. <The code representation of a country or an area of special > sovereignty. By default it is a valid 2 character country ? code as defined by the ISO standard 3166-1 alpha-2 - Codes $ for representation of countries  http: www.niso.org standards resources/ 3166.html. 5A type that describes the information to identify a ? correspondent bank that will make delivery of the funds on  the paying bank'+s behalf in the country where the payment  is to be made. <A contractual supplement (such as those published by ISDA) : and its publication date that will apply to the trade. <A contractual supplement (such as those published by ISDA) ! that will apply to the trade. =The definitions, such as those published by ISDA, that will " define the terms of the trade. <Unless otherwise specified, the principal clearance system 9 customarily used for settling trades in the relevant  underlying. ;A type defining the list of reference institutions polled ; for relevant rates or prices when determining the cash = settlement amount for a product where cash settlement is  applicable. ;A coding scheme used to describe the type or purpose of a % cash flow or cash flow component.  The notionalprincipal valuequantity/volume used to  compute the cashflow. <An identifier used to identify a single component cashflow. ;A type defining the frequency at which calculation period ? end dates occur within the regular part of the calculation @ period schedule and thier roll date convention. In case the > calculation frequency is of value T (term), the period is  defined by the  swaps wapStreamcalculationPerioDateseffectiveDate and the  swaps wapStreamcalculationPerioDatesterminationDate. <A type defining the ISDA calculation agent responsible for ; performing duties as defined in the applicable product  definitions. 3Reference to a business day adjustments structure. ;A type defining the business day convention and financial @ business centers used for adjusting any relevant date if it @ would otherwise fall on a day that is not a business day in # the specified business centers. 8A type defining a range of contiguous business days by ? defining an unadjusted first date, an unadjusted last date ; and a business day convention and business centers for ? adjusting the first and last dates if they would otherwise 9 fall on a non business day in the specified business @ centers. The days between the first and last date must also 9 be good business days in the specified centers to be  counted in the range. ;A type for defining a time with respect to a business day 8 calendar location. For example, 11:00am London time. =A pointer style reference to a set of business day calendar & defined elsewhere in the document. 3A type for defining business day calendar used in ? determining whether a day is a business day or not. A list = of business day calendar locations may be ordered in the ; document alphabetically based on business day calendar < location code. An FpML document containing an unordered ? business day calendar location list is still regarded as a  conformant document. 8A code identifying a business day calendar location. A : business day calendar location is drawn from the list < identified by the business day calendar location scheme. :Identifies the market sector in which the trade has been  arranged. :Identifies the market sector in which the trade has been  arranged. ;A type defining the Bermuda option exercise dates and the < expiration date together with any rules govenerning the @ notional amount of the underlying which can be exercised on < any given exercise date and any associated exercise fee. .A type defining the beneficiary of the funds. 6To indicate the limitation percentage and limitation  period. 9A type to define automatic exercise of a swaption. With > automatic exercise the option is deemed to have exercised ? if it is in the money by more than the threshold amount on  the exercise date. 8A type defining a currency amount or a currency amount  schedule. ,Specifies a reference to a monetary amount. ;A type defining the exercise period for an American style : option together with any rules governing the notional ; amount of the underlying which can be exercised on any 9 given exercise date and any associated exercise fees. =A type defining a date (referred to as the derived date) as < a relative offset from another date (referred to as the 0 anchor date) plus optional date adjustments. =A type giving the choice between defining a series of dates : as an explicit list of dates together with applicable 8 adjustments, or as relative to some other series of ? (anchor) dates, or as a set of factors to specify periodic  occurences. =A type giving the choice between defining a series of dates : as an explicit list of dates together with applicable @ adjustments or as relative to some other series of (anchor)  dates. 8A type giving the choice between defining a date as an = explicit date together with applicable adjustments or as ) relative to some other (anchor) date. 5A type for defining a date that shall be subject to ? adjustment if it would otherwise fall on a day that is not ? a business day in the specified business centers, together / with the convention for adjusting the date. <A type for defining a series of dates, either as a list of ? adjustable dates, or a as a repeating sequence from a base  date =A type for defining a series of dates that shall be subject @ to adjustment if they would otherwise fall on a day that is : not a business day in the specified business centers, 9 together with the convention for adjusting the dates. 5A type that is different from AdjustableDate in two ; regards. First, date adjustments can be specified with : either a dateAdjustments element or a reference to an : existing dateAdjustments element. Second, it does not 2 require the specification of date adjustments. 5A type for defining a date that shall be subject to ? adjustment if it would otherwise fall on a day that is not ? a business day in the specified business centers, together / with the convention for adjusting the date. -A type that represents a telephonic contact. 8A type that represents how to contact an individual or  organization. 1A type used to record information about a unit, 8 subdivision, desk, or other similar business entity. 5An identifier used to identify an individual person. =A type that represents information about a person connected % with a trade or business process. ;A type that represents information about a unit within an  organization. 2A type that represents a physical postal address. Reference to an account. 0The data type used for the name of the account. ,The data type used for account identifiers. +A generic account that represents any party's account at ? another party. Parties may be identified by the account at  another party. 4A type defining a token of length between 1 and 60  characters inclusive. :The base class for all types which define coding schemes. =A type defining a percentage specified as decimal from 0 to 7 1. A percentage of 5% would be represented as 0.05. 8A type defining a number specified as positive decimal  greater than 0 exclusive. <A type defining a number specified as non negative decimal  greater than 0 inclusive. ;A type defining a time specified in hh:mm:ss format where  the second component must be '00', e.g. 11am would be  represented as 11:00:00. <A type defining a number specified as a decimal between -1  and 1 inclusive. 4An abstract element used as a place holder for the " substituting product elements. ;An placeholder for the actual option exercise definitions. 7The parameters for defining the exercise period for a @ European style option together with any rules governing the @ notional amount of the underlying which can be exercised on = any given exercise date and any associated exercise fees. 7The parameters for defining the exercise period for a ? Bermuda style option together with any rules governing the @ notional amount of the underlying which can be exercised on = any given exercise date and any associated exercise fees. 8The parameters for defining the exercise period for an @ American style option together with any rules governing the @ notional amount of the underlying which can be exercised on = any given exercise date and any associated exercise fees. Choice between: 7 The rates to be applied to the initial or final stub < may be the linear interpolation of two different rates. : While the majority of the time, the rate indices will 9 be the same as that specified in the stream and only : the tenor itself will be different, it is possible to 8 specift two different rates. For example, a 2 month 8 stub period may use the linear interpolation of a 1 9 month and 3 month rate. The different rates would be < specified in this component. Note that a maximum of two ; rates can be specified. If a stub period uses the same 9 floating rate index, including tenor, as the regular : calculation periods then this should not be specified ; again within this component, i.e. the stub calculation 9 period amount component may not need to be specified ; even if there is an initial or final stub period. If a 5 stub period uses a different floating rate index : compared to the regular calculation periods then this < should be specified within this component. If specified : here, they are likely to have id attributes, allowing 4 them to be referenced from within the cashflows  component. 8 An actual rate to apply for the initial or final stub 6 period may have been agreed between the principal 9 parties (in a similar way to how an initial rate may : have been agreed for the first regular period). If an 6 actual stub rate has been agreed then it would be 7 included in this component. It will be a per annum : rate, expressed as a decimal. A stub rate of 5% would  be represented as 0.05. : An actual amount to apply for the initial or final stub ; period may have been agreed between th two parties. If ; an actual stub amount has been agreed then it would be  included in this component. Choice between: 7 The rates to be applied to the initial or final stub < may be the linear interpolation of two different rates. : While the majority of the time, the rate indices will 9 be the same as that specified in the stream and only : the tenor itself will be different, it is possible to 8 specift two different rates. For example, a 2 month 8 stub period may use the linear interpolation of a 1 9 month and 3 month rate. The different rates would be < specified in this component. Note that a maximum of two ; rates can be specified. If a stub period uses the same 9 floating rate index, including tenor, as the regular : calculation periods then this should not be specified ; again within this component, i.e. the stub calculation 9 period amount component may not need to be specified ; even if there is an initial or final stub period. If a 5 stub period uses a different floating rate index : compared to the regular calculation periods then this < should be specified within this component. If specified : here, they are likely to have id attributes, allowing 4 them to be referenced from within the cashflows  component. 8 An actual rate to apply for the initial or final stub 6 period may have been agreed between the principal 9 parties (in a similar way to how an initial rate may : have been agreed for the first regular period). If an 6 actual stub rate has been agreed then it would be 7 included in this component. It will be a per annum : rate, expressed as a decimal. A stub rate of 5% would  be represented as 0.05. : An actual amount to apply for the initial or final stub ; period may have been agreed between th two parties. If ; an actual stub amount has been agreed then it would be  included in this component. <Start date of stub period. This was created to support use ; of the InterestRateStream within the Equity Derivative ? sphere, and this element is not expected to be produced in 1 the representation of Interest Rate products. =End date of stub period. This was created to support use of @ the InterestRateStream within the Equity Derivative sphere, ; and this element is not expected to be produced in the - representation of Interest Rate products. <The initial rate or amount, as the case may be. An initial , rate of 5% would be represented as 0.05. 9The schedule of step date and value pairs. On each step ? date the associated step value becomes effective A list of ; steps may be ordered in the document by ascending step ; date. An FpML document containing an unordered list of 5 steps is still regarded as a conformant document. The buyer of the option The party that has sold. The rate for a cap or floor. The buyer of the option The party that has sold. 2An individual line of street and building number 2 information, forming part of a postal address.  4The date on which the associated stepValue becomes 8 effective. This day may be subject to adjustment in . accordance with a business day convention.  3The rate or amount which becomes effective on the > associated stepDate. A rate of 5% would be represented as  0.05. <The initial rate or amount, as the case may be. An initial , rate of 5% would be represented as 0.05. 9The schedule of step date and value pairs. On each step ? date the associated step value becomes effective A list of ; steps may be ordered in the document by ascending step ; date. An FpML document containing an unordered list of 5 steps is still regarded as a conformant document. ;One of the monetary amounts in a split settlement payment. 8The bank that acts for the ultimate beneficiary of the  funds in receiving payments. <The ultimate beneficiary of the funds. The beneficiary can > be identified either by an account at the beneficiaryBank 9 (qv) or by explicit routingInformation. This element  provides for the latter. 5A reference to the party responsible for making the ' payments defined by this structure. 7A reference to the account responsible for making the ' payments defined by this structure. 5A reference to the party that receives the payments $ corresponding to this structure.  7A reference to the account that receives the payments $ corresponding to this structure. "9The payment date. This date is subject to adjustment in ; accordance with any applicable business day convention. %<The first day of the exercise period for an American style  option. &8The last day within an exercise period for an American = style option. For a European style option it is the only # day within the exercise period. ':Choice between latest exercise time expressed as literal * time, or using a determination method. Choice between: : For a Bermuda or American style option, the latest time : on an exercise business day (excluding the expiration 8 date) within the exercise period that notice can be - given by the buyer to the seller or seller' s agent. < Notice of exercise given after this time will be deemed 9 to have been given on the next exercise business day. , Latest exercise time determination method. )Choice between: 8 The information source where a published or displayed : market rate will be obtained, e.g. Telerate Page 3750. 9 A container for a set of reference institutions. These 9 reference institutions may be called upon to provide ; rate quotations as part of the method to determine the ; applicable cash settlement amount. If institutions are 0 not specified, it is assumed that reference ; institutions will be agreed between the parties on the 9 exercise date, or in the case of swap transaction to 9 which mandatory early termination is applicable, the # cash settlement valuation date. 4=The mechanism by which settlement is to be made. The scheme > of domain values will include standard mechanisms such as = CLS, Fedwire, Chips ABA, Chips UID, SWIFT, CHAPS and DDA. 5=The information required to identify the correspondent bank : that will make delivery of the funds on the paying bank's 9 behalf in the country where the payment is to be made 67Information to identify an intermediary through which : payment will be made by the correspondent bank to the & ultimate beneficiary of the funds. 78The bank that acts for the ultimate beneficiary of the  funds in receiving payments. 8<The ultimate beneficiary of the funds. The beneficiary can > be identified either by an account at the beneficiaryBank 9 (qv) or by explicit routingInformation. This element  provides for the latter. 9/Reference to the depository of the settlement. :;The set of individual payments that are to be made when a @ currency payment settling a trade needs to be split between ? a number of ultimate beneficiaries. Each split payment may - need to have its own routing information. <Choice between: 8 An optional element used to describe how a trade will 2 settle. This defines a scheme and is used for 7 identifying trades that are identified as settling  standard and/#or flagged for settlement netting. 9 An explicit specification of how a currency payment is 7 to be made, when the payment is not netted and the $ route is other than the recipient's standard settlement  instruction. A<The initial rate or amount, as the case may be. An initial , rate of 5% would be represented as 0.05. B9The schedule of step date and value pairs. On each step ? date the associated step value becomes effective A list of ; steps may be ordered in the document by ascending step ; date. An FpML document containing an unordered list of 5 steps is still regarded as a conformant document. D2A set of unique identifiers for a party, eachone 7 identifying the party within a payment system. The > assumption is that each party will not have more than one . identifier within the same payment system. E:A real name that is used to identify a party involved in  the routing of a payment. F6A physical postal address via which a payment can be  routed. G5An account number via which a payment can be routed. H0A piece of free-format text used to assist the ; identification of a party involved in the routing of a  payment. J:A unique identifier for party that is a participant in a  recognized payment system. O:A real name that is used to identify a party involved in  the routing of a payment. P6A physical postal address via which a payment can be  routed. Q5An account number via which a payment can be routed. R0A piece of free-format text used to assist the ; identification of a party involved in the routing of a  payment. TChoice between: 3 A set of unique identifiers for a party, eachone 7 identifying the party within a payment system. The : assumption is that each party will not have more than 2 one identifier within the same payment system. 4 A set of details that is used to identify a party 8 involved in the routing of a payment when the party : does not have a code that identifies it within one of # the recognized payment systems. 8 A combination of coded payment system identifiers and < details for physical addressing for a party involved in  the routing of a payment. V"Specifies the rounding direction. W:Specifies the rounding precision in terms of a number of = decimal places. Note how a percentage rate rounding of 5 @ decimal places is expressed as a rounding precision of 7 in = the FpML document since the percentage is expressed as a = decimal, e.g. 9.876543% (or 0.09876543) being rounded to < the nearest 5 decimal places is 9.87654% (or 0.0987654). ^;The length unit of the resource. For example, pages (pdf, 1 text documents) or time (audio, video files). _"The length value of the resource. d8The unique identifier of the resource within the event. e3A description of the type of the resource, e.g. a  confirmation. f=Indicates the language of the resource, described using the  ISO 639-2/T Code. g:Indicates the size of the resource in bytes. It could be ; used by the end user to estimate the download time and  storage needs. h;Indicates the length of the resource. For example, if the ; resource were a PDF file, the length would be in pages. i8Indicates the type of media used to store the content. ? mimeType is used to determine the software product(s) that ? can read the content. MIME Types are described in RFC 2046. jThe name of the resource. k8Any additional comments that are deemed necessary. For < example, which software version is required to open the > document? Or, how does this resource relate to the others  for this event? lChoice between: : Provides extra information as string. In case the extra : information is in XML format, a CDATA section must be 4 placed around the source message to prevent its " interpretation as XML content. 9 Provides extra information as binary contents coded in  hexadecimal. 9 Provides extra information as binary contents coded in  base64. 6 Indicates where the resource can be found, as a URL 4 that references the information on a web server ( accessible to the message recipient. r=A time period multiplier, e.g. 1, 2 or 3 etc. If the period = value is T (Term) then periodMultiplier must contain the  value 1. s=A time period, e.g. a day, week, month, year or term of the  stream. t:The day of the week on which a weekly reset date occurs. < This element must be included if the reset frequency is ( defined as weekly and not otherwise. y5Specifies the anchor as an href attribute. The href @ attribute value is a pointer style reference to the element < or component elsewhere in the document where the anchor  date is defined. {Choice between: 2 A pointer style reference to a set of financial 8 business centers defined elsewhere in the document. 6 This set of business centers is used to determine 6 whether a particular day is a business day or not.  businessCenters ~:A time period multiplier, e.g. 1, 2 or 3 etc. A negative < value can be used when specifying an offset relative to  another date, e.g. -2 days. 7A time period, e.g. a day, week, month or year of the ; stream. If the periodMultiplier value is 0 (zero) then * period must contain the value D (day). 9In the case of an offset specified as a number of days, > this element defines whether consideration is given as to ? whether a day is a good business day or not. If a day type = of business days is specified then non-business days are @ ignored when calculating the offset. The financial business : centers to use for determination of business days are ? implied by the context in which this element is used. This ? element must only be included when the offset is specified = as a number of days. If the offset is zero days then the + dayType element should not be included. ;The convention for adjusting a date if it would otherwise - fall on a day that is not a business day. Choice between: 2 A pointer style reference to a set of financial 8 business centers defined elsewhere in the document. 6 This set of business centers is used to determine 6 whether a particular day is a business day or not.  businessCenters 5Specifies the anchor as an href attribute. The href @ attribute value is a pointer style reference to the element < or component elsewhere in the document where the anchor  date is defined. =The date once the adjustment has been performed. (Note that 9 this date may change if the business center holidays  change). <The number of periods in the referenced date schedule that @ are between each date in the relative date schedule. Thus a : skip of 2 would mean that dates are relative to every < second date in the referenced schedule. If present this ' should have a value greater than 1. =The first and last dates of a schedule. This can be used to : restrict the range of values in a reference series of  dates. :A time period multiplier, e.g. 1, 2 or 3 etc. A negative < value can be used when specifying an offset relative to  another date, e.g. -2 days. 7A time period, e.g. a day, week, month or year of the ; stream. If the periodMultiplier value is 0 (zero) then * period must contain the value D (day). 9In the case of an offset specified as a number of days, > this element defines whether consideration is given as to ? whether a day is a good business day or not. If a day type = of business days is specified then non-business days are @ ignored when calculating the offset. The financial business : centers to use for determination of business days are ? implied by the context in which this element is used. This ? element must only be included when the offset is specified = as a number of days. If the offset is zero days then the + dayType element should not be included. ;The convention for adjusting a date if it would otherwise - fall on a day that is not a business day. Choice between: 2 A pointer style reference to a set of financial 8 business centers defined elsewhere in the document. 6 This set of business centers is used to determine 6 whether a particular day is a business day or not.  businessCenters 5Specifies the anchor as an href attribute. The href @ attribute value is a pointer style reference to the element < or component elsewhere in the document where the anchor  date is defined. =The date once the adjustment has been performed. (Note that 9 this date may change if the business center holidays  change). /The individual person that is related to this. :The category of the relationship. The related individual ; performs the role specified in this field for the base & party. For example, if the role is Trader, the related . person acts acts or acted as the base party' s trader. Reference to a party. Reference to an account. 5The category of the relationship. The related party ; performs the role specified in this field for the base & party. For example, if the role is  Guarantor, the related 1 party acts as a guarantor for the base party. :Additional definition refining the type of relationship.  For example, if the role! is Guarantor, this element may @ be used to specify whether all positions are guaranteed, or  only a subset of them. "The unit that is related to this. =The category of the relationship. The related unit performs = the role specified in this field for the base party. For  example, if the role is Trader, the related unit acts " acts or acted as the base party's trading unit. ;An institution (party) identifier, e.g. a bank identifier  code (BIC). <The name of the institution (party). A free format string. 5 FpML does not define usage rules for the element. The reset date. <The adjusted fixing date, i.e. the actual date the rate is : observed. The date should already be adjusted for any ' applicable business day convention. =The actual observed rate before any required rate treatment : is applied, e.g. before converting a rate quoted on a ? discount basis to an equivalent yield. An observed rate of $ 5% would be represented as 0.05. 8The observed rate after any required rate treatment is ? applied. A treated rate of 5% would be represented as 0.05. =The number of days weighting to be associated with the rate 9 observation, i.e. the number of days such rate is in 9 effect. This is applicable in the case of a weighted < average method of calculation where more than one reset 8 date is established for a single calculation period. 8A pointer style reference to a floating rate component 8 defined as part of a stub calculation period amount ; component. It is only required when it is necessary to ? distinguish two rate observations for the same fixing date 7 which could occur when linear interpolation of two 9 different rates occurs for a stub calculation period. <The value representing the forecast rate used to calculate ? the forecast future value of the accrual period.A value of $ 1% should be represented as 0.01 9The value representing the forecast rate after applying > rate treatment rules. A value of 1% should be represented  as 0.01 ;The first currency specified when a pair of currencies is  to be evaluated. <The second currency specified when a pair of currencies is  to be evaluated. 1The method by which the exchange rate is quoted. A true/4false flag to indicate whether there is an initial 0 exchange of principal on the effective date. A true/1false flag to indicate whether there is a final 2 exchange of principal on the termination date. A true/*false flag to indicate whether there are > intermediate or interim exchanges of principal during the  term of the swap. 6A time specified in hh:mm:ss format where the second  component must be '00'%, e.g. 11am would be represented as  11:00:00. 5The geographic location to which the hourMinuteTime ? applies. The time takes into account any current day light 7 saving changes or other adjustments i.e. it is the # prevaling time at the location. 4The date on which the associated stepValue becomes 8 effective. This day may be subject to adjustment in . accordance with a business day convention. 4The strictly positive rate or amount which becomes @ effective on the associated stepDate. A rate of 5% would be  represented as 0.05. #;The strictly-positive initial rate or amount, as the case ? may be. An initial rate of 5% would be represented as 0.05. $7The schedule of step date and strictly-positive value ? pairs. On each step date the associated step value becomes > effective. A list of steps may be ordered in the document ; by ascending step date. An FpML document containing an > unordered list of steps is still regarded as a conformant  document. '5A reference to the party responsible for making the ' payments defined by this structure. (7A reference to the account responsible for making the ' payments defined by this structure. )5A reference to the party that receives the payments $ corresponding to this structure. *7A reference to the account that receives the payments $ corresponding to this structure. +7The payment date, which can be expressed as either an  adjustable or relative date. ,Positive payment amount. /0The currency in which an amount is denominated. 02The positive monetary quantity in currency units. 3;The strictly-positive initial rate or amount, as the case ? may be. An initial rate of 5% would be represented as 0.05. 47The schedule of step date and strictly-positive value ? pairs. On each step date the associated step value becomes > effective. A list of steps may be ordered in the document ; by ascending step date. An FpML document containing an > unordered list of steps is still regarded as a conformant  document. 50The currency in which an amount is denominated. 9;The frequency at which calculation period end dates occur = with the regular part of the calculation period schedule # and their roll date convention. ::The business day convention to apply to each calculation @ period end date if it would otherwise fall on a day that is ; not a business day in the specified financial business  centers. =:A time period multiplier, e.g. 1, 2 or 3 etc. A negative < value can be used when specifying an offset relative to  another date, e.g. -2 days. >7A time period, e.g. a day, week, month or year of the ; stream. If the periodMultiplier value is 0 (zero) then * period must contain the value D (day). H3The reference to the identified payment strucutre. I8Payment details of this cash flow component, including  currency, amount and payer/payee. J7The information required to settle a currency payment. ];Can be used to reference the yield curve used to estimate  the discount factor ^5A reference to the party responsible for making the ' payments defined by this structure. _7A reference to the account responsible for making the ' payments defined by this structure. `5A reference to the party that receives the payments $ corresponding to this structure. a7A reference to the account that receives the payments $ corresponding to this structure. b$The currency amount of the payment. c9The payment date. This date is subject to adjustment in ; accordance with any applicable business day convention. d<A classification of the type of fee or additional payment, : e.g. brokerage, upfront fee etc. FpML does not define # domain values for this element. e<The information required to settle a currency payment that  results from a trade. f4The value representing the discount factor used to 1 calculate the present value of the cash flow. g;The amount representing the present value of the forecast  payment. uChoice between: 9 A agreement executed between two parties that includes $ or references the related party. 8 An agreement executed between two parties intended to 6 govern collateral arrangement for OTC derivatives < transactions between those parties, and that references  the related party. 0 An agrement that references the related party. wReference to a party. xReference to an account. y5The category of the relationship. The related party ; performs the role specified in this field for the base & party. For example, if the role is  Guarantor, the related 1 party acts as a guarantor for the base party. z:Additional definition refining the type of relationship.  For example, if the role! is Guarantor, this element may @ be used to specify whether all positions are guaranteed, or  only a subset of them. {4The date on which the relationship begins or began. |2The date on which the relationship ends or ended. }0Describes the agreements that define the party  relationship. ;The id uniquely identifying the Party within the document. <A party identifier, e.g. a S.W.I.F.T. bank identifier code  (BIC). ;The legal name of the organization. A free format string. 6 FpML does not define usage rules for this element.  The party'"s industry sector classification.  The party's credit rating. *The country where the party is domiciled. $The legal jurisdiction of the entity's registration. *The country where the party is domiciled. 7Information on how to contact the party using various  means. =Optional organization unit information used to describe the : organization units (e.g. trading desks) involved in a % transaction or business process . =Optional information about people involved in a transaction < or busines process. (These are eomployees of the party). 6A pointer style reference to the associated notional = schedule defined elsewhere in the document. This element = has been made optional as part of its integration in the @ OptionBaseExtended, because not required for the options on  securities. :A notional amount which restricts the amount of notional < that can be exercised when partial exercise or multiple 9 exercise is applicable. The integral multiple amount @ defines a lower limit of notional that can be exercised and 9 also defines a unit multiple of notional that can be > exercised, i.e. only integer multiples of this amount can  be exercised. Choice between: 9 The minimum notional amount that can be exercised on a . given exercise date. See multipleExercise. 9 The minimum number of options that can be exercised on  a given exercise date. 6The party for which the message reciever should work. :Identifies the account(s) related to the party when they = can be determined from the party alone, for example in a  inter-book trade. <Indicates whether time applies to the actual day specified ; (in which case this element should be omitted) the day @ prior to that day (in which case periodMultiplier should be ? -1 and period should be Day) or the day subsequent to that ? day (in which case periodMultiplier should be 1 and period  should be Day). :A time period multiplier, e.g. 1, 2 or 3 etc. A negative < value can be used when specifying an offset relative to  another date, e.g. -2 days. 7A time period, e.g. a day, week, month or year of the ; stream. If the periodMultiplier value is 0 (zero) then * period must contain the value D (day). 9In the case of an offset specified as a number of days, > this element defines whether consideration is given as to ? whether a day is a good business day or not. If a day type = of business days is specified then non-business days are @ ignored when calculating the offset. The financial business : centers to use for determination of business days are ? implied by the context in which this element is used. This ? element must only be included when the offset is specified = as a number of days. If the offset is zero days then the + dayType element should not be included. 0The currency in which an amount is denominated. 6The non negative monetary quantity in currency units. 4The date on which the associated stepValue becomes 8 effective. This day may be subject to adjustment in . accordance with a business day convention. <The non-negative rate or amount which becomes effective on ? the associated stepDate. A rate of 5% would be represented  as 0.05. :The non-negative initial rate or amount, as the case may ; be. An initial rate of 5% would be represented as 0.05. <The schedule of step date and non-negative value pairs. On @ each step date the associated step value becomes effective. @ A list of steps may be ordered in the document by ascending @ step date. An FpML document containing an unordered list of 5 steps is still regarded as a conformant document. 5A reference to the party responsible for making the ' payments defined by this structure. 7A reference to the account responsible for making the ' payments defined by this structure. 5A reference to the party that receives the payments $ corresponding to this structure. 7A reference to the account that receives the payments $ corresponding to this structure. 7The payment date, which can be expressed as either an  adjustable or relative date. Non negative payment amount. 0The currency in which an amount is denominated. 6The non negative monetary quantity in currency units. :The non-negative initial rate or amount, as the case may ; be. An initial rate of 5% would be represented as 0.05. <The schedule of step date and non-negative value pairs. On @ each step date the associated step value becomes effective. @ A list of steps may be ordered in the document by ascending @ step date. An FpML document containing an unordered list of 5 steps is still regarded as a conformant document. 0The currency in which an amount is denominated. 6A pointer style reference to the associated notional = schedule defined elsewhere in the document. This element = has been made optional as part of its integration in the @ OptionBaseExtended, because not required for the options on  securities. :A notional amount which restricts the amount of notional < that can be exercised when partial exercise or multiple 9 exercise is applicable. The integral multiple amount @ defines a lower limit of notional that can be exercised and 9 also defines a unit multiple of notional that can be > exercised, i.e. only integer multiples of this amount can  be exercised. Choice between: 9 The minimum notional amount that can be exercised on a . given exercise date. See multipleExercise. 9 The minimum number of options that can be exercised on  a given exercise date. Choice between: 9 The maximum notional amount that can be exercised on a  given exercise date. 9 The maximum number of options that can be exercised on ; a given exercise date. If the number is not specified, < it means that the maximum number of options corresponds ) to the remaining unexercised options. 0The currency in which an amount is denominated. )The monetary quantity in currency units. 6The type of master confirmation executed between the  parties. ;The date of the confirmation executed between the parties = and intended to govern all relevant transactions between  those parties. 7The date that an annex to the master confirmation was ! executed between the parties. <The type of master confirmation annex executed between the  parties. <The agreement executed between the parties and intended to = govern product-specific derivatives transactions between  those parties. %The version of the master agreement. 3The date on which the master agreement was signed. ;Definition of the party to whom notice of exercise should  be given. <If fallback exercise is specified then the notional amount ? of the underlying swap, not previously exercised under the @ swaption, will be automatically exercised at the expiration = time on the expiration date if at such time the buyer is ; in-the-money, provided that the difference between the : settlement rate and the fixed rate under the relevant ? underlying swap is not less than one tenth of a percentage @ point (0.10% or 0.001). The term in-the-money is assumed to ; have the meaning defined in the 2000 ISDA Definitions,  Section 17.4. In-the-money. Choice between:   Sequence of: 2 The name of the reference entity. A free format 6 string. FpML does not define usage rules for this  element. 3 A legal entity identifier (e.g. RED entity code). Choice between: 3 A set of unique identifiers for a party, eachone 7 identifying the party within a payment system. The : assumption is that each party will not have more than 2 one identifier within the same payment system. 4 A set of details that is used to identify a party 8 involved in the routing of a payment when the party : does not have a code that identifies it within one of # the recognized payment systems. 8 A combination of coded payment system identifiers and < details for physical addressing for a party involved in  the routing of a payment. :A sequence number that gives the position of the current = intermediary in the chain of payment intermediaries. The 9 assumed domain value set is an ascending sequence of  integers starting from 1. /Reference to the party acting as intermediary. Choice between: + The floating rate calculation definitions 7 The calculation period fixed rate. A per annum rate, 8 expressed as a decimal. A fixed rate of 5% would be  represented as 0.05. Choice between: + The floating rate calculation definitions 7 The calculation period fixed rate. A per annum rate, 8 expressed as a decimal. A fixed rate of 5% would be  represented as 0.05. =If more that one calculation period contributes to a single > payment amount this element specifies whether compounding ? is applicable, and if so, what compounding method is to be @ used. This element must only be included when more that one > calculation period contributes to a single payment amount. 8An information source for obtaining a market rate. For - example Bloomberg, Reuters, Telerate etc. <A specific page for the rate source for obtaining a market  rate. 8The heading for the rate source on a given rate source  page. /#Unique identifier for a cash flow. 0;Pointer-style reference to the partyTradeIdentifier block 7 within the tradeIdentifyingItems collection, which 2 identifies the parent trade for this cashflow. 15A reference to the party responsible for making the ' payments defined by this structure. 27A reference to the account responsible for making the ' payments defined by this structure. 35A reference to the party that receives the payments $ corresponding to this structure. 47A reference to the account that receives the payments $ corresponding to this structure. 5/Cash flow amount in a given currency to be paid/ received. 6=Defines the type of cash flow. For instance, a type of fee, ) premium, principal exchange, leg fee. ;4The type of agreement executed between the parties. <The version of the agreement. =,The date on which the agreement was signed. >+A date on which the agreement was amended. ?3Identification of the law governing the agreement. A8The primary source for where the rate observation will ? occur. Will typically be either a page or a reference bank  published rate. B9An alternative, or secondary, source for where the rate ? observation will occur. Will typically be either a page or $ a reference bank published rate. C;The time at which the spot currency exchange rate will be : observed. It is specified as a time in a business day 0 calendar location, e.g. 11:00am London time. E4Defines the two currencies for an FX trade and the 6 quotation relationship between the two currencies. F<The rate of exchange between the two currencies of the leg 4 of a deal. Must be specified with a quote basis. H2The currency in which cash settlement occurs for 6 non-deliverable forwards and cash-settled options # (non-deliverable or otherwise). I7Specifies the source for and timing of a fixing of an 4 exchange rate. This is used in the agreement of ? non-deliverable forward trades as well as various types of 7 FX OTC options that require observations against a @ particular rate. This element is optional, permitting it to ; be omitted where fixing details are unavailable at the = point of message creation. It has multiple occurrence to @ support the case where fixing details must be specified for ? more than one currency pair e.g. on an option settled into 4 a third currency (that is not one of the option  currencies). K4Defines the two currencies for an FX trade and the 6 quotation relationship between the two currencies. L<Describes the specific date when a non-deliverable forward  or cash-settled option will fix against a particular : rate, which will be used to compute the ultimate cash ? settlement. This element should be omitted where a single, 9 discrete fixing date cannot be identified e.g. on an = american option, where fixing may occur at any date on a  continuous range. M2Specifies the methodology (reference source and, : optionally, fixing time) to be used for determining a  currency conversion rate. P0The currency in which an amount is denominated. Q6The non negative monetary quantity in currency units. R9The number of days from the adjusted calculation period 9 start date to the adjusted value date, calculated in 6 accordance with the applicable day count fraction. S0Adjusted value date of the future value amount. V=A time period multiplier, e.g. 1, 2 or 3 etc. If the period = value is T (Term) then periodMultiplier must contain the  value 1. W=A time period, e.g. a day, week, month, year or term of the  stream. Z"Text description of the component [8Additional formulas required to describe this component ] Text description of the formula ^8An element for containing an XML representation of the @ formula. Defined using xsd:any currently for flexibility in ) choice of language (MathML, OpenMath) _=Elements describing the components of the formula. The name > attribute points to a value used in the math element. The > href attribute points to a value elsewhere in the document a7The ISDA Floating Rate Option, i.e. the floating rate  index. b5The ISDA Designated Maturity, i.e. the tenor of the  floating rate. i5The ISDA Designated Maturity, i.e. the tenor of the  floating rate. j:A rate multiplier or multiplier schedule to apply to the 9 floating rate. A multiplier schedule is expressed as ? explicit multipliers and dates. In the case of a schedule, > the step dates may be subject to adjustment in accordance * with any adjustments specified in the ? calculationPeriodDatesAdjustments. The multiplier can be a > positive or negative decimal. This element should only be ? included if the multiplier is not equal to 1 (one) for the  term of the stream. k<The ISDA Spread or a Spread schedule expressed as explicit ; spreads and dates. In the case of a schedule, the step > dates may be subject to adjustment in accordance with any @ adjustments specified in calculationPeriodDatesAdjustments. @ The spread is a per annum rate, expressed as a decimal. For < purposes of determining a calculation period amount, if ? positive the spread will be added to the floating rate and @ if negative the spread will be subtracted from the floating ; rate. A positive 10 basis point (0.1%) spread would be  represented as 0.001. l<The specification of any rate conversion which needs to be : applied to the observed rate before being used in any @ calculations. The two common conversions are for securities : quoted on a bank discount basis which will need to be @ converted to either a Money Market Yield or Bond Equivalent ? Yield. See the Annex to the 2000 ISDA Definitions, Section ? 7.3. Certain General Definitions Relating to Floating Rate = Options, paragraphs (g) and (h) for definitions of these  terms. m=The cap rate or cap rate schedule, if any, which applies to > the floating rate. The cap rate (strike) is only required < where the floating rate on a swap stream is capped at a @ certain level. A cap rate schedule is expressed as explicit = cap rates and dates and the step dates may be subject to ? adjustment in accordance with any adjustments specified in ? calculationPeriodDatesAdjustments. The cap rate is assumed ; to be exclusive of any spread and is a per annum rate, 6 expressed as a decimal. A cap rate of 5% would be  represented as 0.05. n6The floor rate or floor rate schedule, if any, which = applies to the floating rate. The floor rate (strike) is > only required where the floating rate on a swap stream is @ floored at a certain strike level. A floor rate schedule is = expressed as explicit floor rates and dates and the step > dates may be subject to adjustment in accordance with any @ adjustments specified in calculationPeriodDatesAdjustments. @ The floor rate is assumed to be exclusive of any spread and > is a per annum rate, expressed as a decimal. A floor rate ' of 5% would be represented as 0.05. o4The initial floating rate reset agreed between the @ principal parties involved in the trade. This is assumed to ; be the first required reset rate for the first regular < calculation period. It should only be included when the : rate is not equal to the rate published on the source > implied by the floating rate index. An initial rate of 5% ! would be represented as 0.05. p<The rounding convention to apply to the final rate used in 1 determination of a calculation period amount. q6If averaging is applicable, this component specifies 7 whether a weighted or unweighted average method of : calculation is to be used. The component must only be $ included when averaging applies. r=The specification of any provisions for calculating payment @ obligations when a floating rate is negative (either due to @ a quoted negative floating rate or by operation of a spread / that is subtracted from the floating rate). v5The ISDA Designated Maturity, i.e. the tenor of the  floating rate. w:A rate multiplier or multiplier schedule to apply to the 9 floating rate. A multiplier schedule is expressed as ? explicit multipliers and dates. In the case of a schedule, > the step dates may be subject to adjustment in accordance * with any adjustments specified in the ? calculationPeriodDatesAdjustments. The multiplier can be a > positive or negative decimal. This element should only be ? included if the multiplier is not equal to 1 (one) for the  term of the stream. x<The ISDA Spread or a Spread schedule expressed as explicit ; spreads and dates. In the case of a schedule, the step > dates may be subject to adjustment in accordance with any @ adjustments specified in calculationPeriodDatesAdjustments. @ The spread is a per annum rate, expressed as a decimal. For < purposes of determining a calculation period amount, if ? positive the spread will be added to the floating rate and @ if negative the spread will be subtracted from the floating ; rate. A positive 10 basis point (0.1%) spread would be  represented as 0.001. y<The specification of any rate conversion which needs to be : applied to the observed rate before being used in any @ calculations. The two common conversions are for securities : quoted on a bank discount basis which will need to be @ converted to either a Money Market Yield or Bond Equivalent ? Yield. See the Annex to the 2000 ISDA Definitions, Section ? 7.3. Certain General Definitions Relating to Floating Rate = Options, paragraphs (g) and (h) for definitions of these  terms. z=The cap rate or cap rate schedule, if any, which applies to > the floating rate. The cap rate (strike) is only required < where the floating rate on a swap stream is capped at a @ certain level. A cap rate schedule is expressed as explicit = cap rates and dates and the step dates may be subject to ? adjustment in accordance with any adjustments specified in ? calculationPeriodDatesAdjustments. The cap rate is assumed ; to be exclusive of any spread and is a per annum rate, 6 expressed as a decimal. A cap rate of 5% would be  represented as 0.05. {6The floor rate or floor rate schedule, if any, which = applies to the floating rate. The floor rate (strike) is > only required where the floating rate on a swap stream is @ floored at a certain strike level. A floor rate schedule is = expressed as explicit floor rates and dates and the step > dates may be subject to adjustment in accordance with any @ adjustments specified in calculationPeriodDatesAdjustments. @ The floor rate is assumed to be exclusive of any spread and > is a per annum rate, expressed as a decimal. A floor rate ' of 5% would be represented as 0.05. }Choice between: 9 Specifies that the notice of exercise must be given by $ the buyer to the seller or seller' s agent. 8 If automatic is specified then the notional amount of < the underlying swap, not previously exercised under the 4 swaption will be automatically exercised at the < expriration time on the expiration date if at such time < the buyer is in-the-money, provided that the difference 9 between the settlement rate and the fixed rate under 6 the relevant underlying swap is not less than the 7 specified threshold rate. The term in-the-money is : assumed to have the meaning defining in the 2000 ISDA + Definitions, Section 17.4 In-the-money. Choice between: 9 Specifies that the notice of exercise must be given by $ the buyer to the seller or seller' s agent. 8 If automatic is specified then the notional amount of < the underlying swap, not previously exercised under the 4 swaption will be automatically exercised at the < expriration time on the expiration date if at such time < the buyer is in-the-money, provided that the difference 9 between the settlement rate and the fixed rate under 6 the relevant underlying swap is not less than the 7 specified threshold rate. The term in-the-money is : assumed to have the meaning defining in the 2000 ISDA + Definitions, Section 17.4 In-the-money. 6A flag to indicate whether follow-up confirmation of ; exercise (written or electronic) is required following 9 telephonic notice by the buyer to the seller or seller's  agent. =Has the meaning defined as part of the 1997 ISDA Government : Bond Option Definitions, section 4.5 Limited Right to = Confirm Exercise. If present, (i) the Seller may request = the Buyer to confirm its intent if not done on or before = the expiration time on the Expiration date (ii) specific 8 rules will apply in relation to the settlement mode. =Typically applicable to the physical settlement of bond and ? convertible bond options. If present, means that the Party : required to deliver the bonds will divide those to be @ delivered as notifying party desires to facilitate delivery  obligations. 9The party referenced has allocated the trade identifier. 6The party referenced is the party to which notice of * exercise should be given by the buyer. 5A reference to the party responsible for making the ' payments defined by this structure. 7A reference to the account responsible for making the ' payments defined by this structure. 5A reference to the party that receives the payments $ corresponding to this structure. 7A reference to the account that receives the payments $ corresponding to this structure. 6A pointer style reference to the associated notional / schedule defined elsewhere in the document. Choice between: 1 The exercise fee amount schedule. The fees are ; expressed as currency amounts. The currency of the fee 3 is assumed to be that of the notional schedule  referenced. : The exercise free rate schedule. The fees are expressed 9 as percentage rates of the notional being exercised. 9 The currency of the fee is assumed to be that of the ! notional schedule referenced. 7The date on which exercise fee(s) will be paid. It is ! specified as a relative date. 5A reference to the party responsible for making the ' payments defined by this structure. 7A reference to the account responsible for making the ' payments defined by this structure. 5A reference to the party that receives the payments $ corresponding to this structure. 7A reference to the account that receives the payments $ corresponding to this structure. 6A pointer style reference to the associated notional / schedule defined elsewhere in the document. Choice between: 4 The amount of fee to be paid on exercise. The fee 0 currency is that of the referenced notional. 7 A fee represented as a percentage of some referenced 9 notional. A percentage of 5% would be represented as  0.05. 7The date on which exercise fee(s) will be paid. It is ! specified as a relative date. 8The last day within an exercise period for an American = style option. For a European style option it is the only # day within the exercise period. 6The date on the underlying set by the exercise of an ? option. What this date is depends on the option (e.g. in a 2 swaption it is the swap effective date, in an  extendible/1cancelable provision it is the swap termination  date). <The earliest time at which notice of exercise can be given ( by the buyer to the seller (or seller's agent) i) on the = expriation date, in the case of a European style option, 6 (ii) on each bermuda option exercise date and the ? expiration date, in the case of a Bermuda style option the ? commencement date to, and including, the expiration date , & in the case of an American option. 0The latest time for exercise on expirationDate. 8As defined in the 2000 ISDA Definitions, Section 12.3. ? Partial Exercise, the buyer of the option has the right to = exercise all or less than all the notional amount of the 8 underlying swap on the expiration date, but may not > exercise less than the minimum notional amount, and if an ? integral multiple amount is specified, the notional amount ? exercised must be equal to, or be an integral multiple of, ! the integral multiple amount. <A fee to be paid on exercise. This could be represented as ; an amount or a rate and notional reference on which to  apply the rate. 8Indicates the type of media used to store the content. ? mimeType is used to determine the software product(s) that ? can read the content. MIME Types are described in RFC 2046. Choice between: : Provides extra information as string. In case the extra : information is in XML format, a CDATA section must be 4 placed around the source message to prevent its " interpretation as XML content. 9 Provides extra information as binary contents coded in  hexadecimal. 9 Provides extra information as binary contents coded in  base64. 8 Provides extra information as URL that references the : information on a web server accessible to the message  recipient. : Provides a place to put a reference to an attachment on 2 an HTTP message, such as is used by SOAP with  Attachments and ebXML. <The agreement executed between the parties and intended to : govern all OTC derivatives transactions between those  parties. Choice between: : The agreement executed between the parties and intended 7 to govern all OTC derivatives transactions between  those parties. , Specifies the deails for a broker confirm. ;The definitions such as those published by ISDA that will " define the terms of the trade. <A contractual supplement (such as those published by ISDA) ! that will apply to the trade. 4A reference to a contractual matrix of elected terms/values > (such as those published by ISDA) that shall be deemed to ? apply to the trade. The applicable matrix is identified by ; reference to a name and optionally a publication date. < Depending on the structure of the matrix, an additional ? term (specified in the matrixTerm element) may be required 3 to further identify a subset of applicable terms/values  within the matrix. <The agreement executed between the parties and intended to : govern collateral arrangement for all OTC derivatives ' transactions between those parties. <A human readable document related to this transaction, for  example a confirmation.  The first date of a date range. The last date of a date range. :A time period multiplier, e.g. 1, 2 or 3 etc. A negative < value can be used when specifying an offset relative to  another date, e.g. -2 days. 7A time period, e.g. a day, week, month or year of the ; stream. If the periodMultiplier value is 0 (zero) then * period must contain the value D (day). 9In the case of an offset specified as a number of days, > this element defines whether consideration is given as to ? whether a day is a good business day or not. If a day type = of business days is specified then non-business days are @ ignored when calculating the offset. The financial business : centers to use for determination of business days are ? implied by the context in which this element is used. This ? element must only be included when the offset is specified = as a number of days. If the offset is zero days then the + dayType element should not be included. ;The convention for adjusting a date if it would otherwise - fall on a day that is not a business day. *The type of ISDA Credit Support Agreement <The date of the agreement executed between the parties and ; intended to govern collateral arrangements for all OTC 3 derivatives transactions between those parties. 0An identifier used to uniquely identify the CSA (creditSeniorityTradingScheme overrides 9 creditSeniorityScheme when the underlyer defines the > reference obligation used in a single name credit default  swap trade. Choice between: 3 A set of unique identifiers for a party, eachone 7 identifying the party within a payment system. The : assumption is that each party will not have more than 2 one identifier within the same payment system. 4 A set of details that is used to identify a party 8 involved in the routing of a payment when the party : does not have a code that identifies it within one of # the recognized payment systems. 8 A combination of coded payment system identifiers and < details for physical addressing for a party involved in  the routing of a payment. =Link to the party acting as correspondent. This element can > only appear within the correspondentInformation container  element. :Identifies the form of applicable contractual supplement. =Specifies the publication date of the applicable version of  the contractual supplement. *Identifies the form of applicable matrix. =Specifies the publication date of the applicable version of 7 the matrix. When this element is omitted, the ISDA < supplemental language for incorporation of the relevant @ matrix will generally define rules for which version of the  matrix is applicable. :Defines any applicable key into the relevant matrix. For ; example, the Transaction Type would be the single term < required for the Credit Derivatives Physical Settlement > Matrix. This element should be omitted in the case of the 6 2000 ISDA Definitions Settlement Matrix for Early  Termination and Swaptions. 8An institution (party) identified by means of a coding  scheme and an optional name. Choice between: 1 The currency in which an amount is denominated. 1 The units in which an amount (not monetary) is  denominated. 7The quantity of notional (in currency or other units). =A time period multiplier, e.g. 1, 2 or 3 etc. If the period = value is T (Term) then periodMultiplier must contain the  value 1. =A time period, e.g. a day, week, month, year or term of the  stream. =Used in conjunction with a frequency and the regular period 8 start date of a calculation period, determines each = calculation period end date within the regular part of a  calculation period schedule. Choice between: : A pointer style reference to a party identifier defined ; elsewhere in the document. The party referenced is the ; ISDA Calculation Agent for the trade. If more than one ; party is referenced then the parties are assumed to be 0 co-calculation agents, i.e. they have joint  responsibility. 8 The ISDA calculation agent responsible for performing 0 duties as defined in the applicable product ; definitions. For example, the Calculation Agent may be . defined as being the Non-exercising Party. ;The convention for adjusting a date if it would otherwise - fall on a day that is not a business day. Choice between: 2 A pointer style reference to a set of financial 8 business centers defined elsewhere in the document. 6 This set of business centers is used to determine 6 whether a particular day is a business day or not.  businessCenters  The first date of a date range. The last date of a date range. ;The convention for adjusting a date if it would otherwise - fall on a day that is not a business day. Choice between: 2 A pointer style reference to a set of financial 8 business centers defined elsewhere in the document. 6 This set of business centers is used to determine 6 whether a particular day is a business day or not.  businessCenters "6A time specified in hh:mm:ss format where the second  component must be '00'%, e.g. 11am would be represented as  11:00:00. 16The type of broker confirmation executed between the  parties. 4<The dates the define the Bermuda option exercise dates and ? the expiration date. The last specified date is assumed to > be the expiration date. The dates can either be specified @ as a series of explicit dates and associated adjustments or > as a series of dates defined relative to another schedule ? of dates, for example, the calculation period start dates. ? Where a relative series of dates are defined the first and = last possible exercise dates can be separately specified. 56The date on the underlying set by the exercise of an ? option. What this date is depends on the option (e.g. in a 2 swaption it is the swap effective date, in an  extendible/1cancelable provision it is the swap termination  date). 6<The earliest time at which notice of exercise can be given ( by the buyer to the seller (or seller's agent) i) on the = expriation date, in the case of a European style option, 6 (ii) on each bermuda option exercise date and the ? expiration date, in the case of a Bermuda style option the ? commencement date to, and including, the expiration date , & in the case of an American option. 7<For a Bermuda or American style option, the latest time on = an exercise business day (excluding the expiration date) ? within the exercise period that notice can be given by the  buyer to the seller or seller's agent. Notice of exercise ? given after this time will be deemed to have been given on # the next exercise business day. 80The latest time for exercise on expirationDate. 98As defined in the 2000 ISDA Definitions, Section 12.4. @ Multiple Exercise, the buyer of the option has the right to ; exercise all or less than all the unexercised notional = amount of the underlying swap on one or more days in the ? exercise period, but on any such day may not exercise less > than the minimum notional amount or more that the maximum ; notional amount, and if an integral multiple amount is ? specified, the notional amount exercised must be equal to, : or be an intergral multiple of, the integral multiple  amount. :9The fees associated with an exercise date. The fees are : conditional on the exercise occuring. The fees can be > specified as actual currency amounts or as percentages of ( the notional amount being exercised. <Choice between: 3 A set of unique identifiers for a party, eachone 7 identifying the party within a payment system. The : assumption is that each party will not have more than 2 one identifier within the same payment system. 4 A set of details that is used to identify a party 8 involved in the routing of a payment when the party : does not have a code that identifies it within one of # the recognized payment systems. 8 A combination of coded payment system identifiers and < details for physical addressing for a party involved in  the routing of a payment. =;Link to the party acting as beneficiary. This element can 9 only appear within the beneficiary container element. ?6Specifies the limitation percentage in Average Daily  trading volume. @;Specifies the limitation period for Average Daily trading  volume in number of days. B3A threshold rate. The threshold of 0.10% would be  represented as 0.001 H<The initial rate or amount, as the case may be. An initial , rate of 5% would be represented as 0.05. I9The schedule of step date and value pairs. On each step ? date the associated step value becomes effective A list of ; steps may be ordered in the document by ascending step ; date. An FpML document containing an unordered list of 5 steps is still regarded as a conformant document. J0The currency in which an amount is denominated. O<The first day of the exercise period for an American style  option. P8The last day within an exercise period for an American = style option. For a European style option it is the only # day within the exercise period. Q6The date on the underlying set by the exercise of an ? option. What this date is depends on the option (e.g. in a 2 swaption it is the swap effective date, in an  extendible/1cancelable provision it is the swap termination  date). R<The earliest time at which notice of exercise can be given ( by the buyer to the seller (or seller's agent) i) on the = expriation date, in the case of a European style option, 6 (ii) on each bermuda option exercise date and the ? expiration date, in the case of a Bermuda style option the ? commencement date to, and including, the expiration date , & in the case of an American option. S<For a Bermuda or American style option, the latest time on = an exercise business day (excluding the expiration date) ? within the exercise period that notice can be given by the  buyer to the seller or seller's agent. Notice of exercise ? given after this time will be deemed to have been given on # the next exercise business day. T0The latest time for exercise on expirationDate. U8As defined in the 2000 ISDA Definitions, Section 12.4. @ Multiple Exercise, the buyer of the option has the right to ; exercise all or less than all the unexercised notional = amount of the underlying swap on one or more days in the ? exercise period, but on any such day may not exercise less > than the minimum notional amount or more that the maximum ; notional amount, and if an integral multiple amount is ? specified, the notional amount exercised must be equal to, : or be an intergral multiple of, the integral multiple  amount. V9The fees associated with an exercise date. The fees are : conditional on the exercise occuring. The fees can be > specified as actual currency amounts or as percentages of ( the notional amount being exercised. _:A time period multiplier, e.g. 1, 2 or 3 etc. A negative < value can be used when specifying an offset relative to  another date, e.g. -2 days. `7A time period, e.g. a day, week, month or year of the ; stream. If the periodMultiplier value is 0 (zero) then * period must contain the value D (day). a9In the case of an offset specified as a number of days, > this element defines whether consideration is given as to ? whether a day is a good business day or not. If a day type = of business days is specified then non-business days are @ ignored when calculating the offset. The financial business : centers to use for determination of business days are ? implied by the context in which this element is used. This ? element must only be included when the offset is specified = as a number of days. If the offset is zero days then the + dayType element should not be included. b;The convention for adjusting a date if it would otherwise - fall on a day that is not a business day. cChoice between: 2 A pointer style reference to a set of financial 8 business centers defined elsewhere in the document. 6 This set of business centers is used to determine 6 whether a particular day is a business day or not.  businessCenters d5Specifies the anchor as an href attribute. The href @ attribute value is a pointer style reference to the element < or component elsewhere in the document where the anchor  date is defined. e=The date once the adjustment has been performed. (Note that 9 this date may change if the business center holidays  change). f<The business day convention and financial business centers ? used for adjusting the relative date if it would otherwise ? fall on a day that is not a business date in the specified  business centers. iChoice between: 8 A series of dates that shall be subject to adjustment 8 if they would otherwise fall on a day that is not a 4 business day in the specified business centers, 8 together with the convention for adjusting the date. 8 A series of dates specified as some offset to another ' series of dates (the anchor dates).  periodicDates lChoice between: 8 A series of dates that shall be subject to adjustment 8 if they would otherwise fall on a day that is not a 4 business day in the specified business centers, 8 together with the convention for adjusting the date. 6 A series of dates specified as some offset to other & dates (the anchor dates) which can  periodicDates oChoice between: 8 A series of dates that shall be subject to adjustment 8 if they would otherwise fall on a day that is not a 4 business day in the specified business centers, 8 together with the convention for adjusting the date. 8 A series of dates specified as some offset to another ' series of dates (the anchor dates). rChoice between: 9 A date that shall be subject to adjustment if it would : otherwise fall on a day that is not a business day in 6 the specified business centers, together with the & convention for adjusting the date. 7 A date specified as some offset to another date (the  anchor date). uChoice between:   Sequence of:  A date subject to adjustment. 5 The business day convention and financial business 4 centers used for adjusting the date if it would 8 otherwise fall on a day that is not a business date & in the specified business centers. 3 The date once the adjustment has been performed. 4 (Note that this date may change if the business  center holidays change). 9 The date once the adjustment has been performed. (Note 5 that this date may change if the business center  holidays change). wChoice between:  A series of adjustable dates 6 A series of dates specified as a repeating sequence  from a base date. zA date subject to adjustment. {<The business day convention and financial business centers @ used for adjusting the date if it would otherwise fall on a = day that is not a business dat in the specified business  centers. |=The date once the adjustment has been performed. (Note that 9 this date may change if the business center holidays  change). A date subject to adjustment. Choice between: 5 The business day convention and financial business 4 centers used for adjusting the date if it would : otherwise fall on a day that is not a business dat in # the specified business centers. 8 A pointer style reference to date adjustments defined  elsewhere in the document. =The date once the adjustment has been performed. (Note that 9 this date may change if the business center holidays  change). A date subject to adjustment. <The business day convention and financial business centers @ used for adjusting the date if it would otherwise fall on a > day that is not a business date in the specified business  centers. =The date once the adjustment has been performed. (Note that 9 this date may change if the business center holidays  change). 7The type of telephone number (work, personal, mobile). A telephonic contact. A telephonic contact. 6An address on an electronic mail or messaging sysem . A postal or street address. /An honorific title, such as Mr., Ms., Dr. etc. "Given name, such as John or Mary. Choice between:  middleName  initial %Family name, such as Smith or Jones. $Name suffix, such as Jr., III, etc. =An identifier assigned by a system for uniquely identifying  the individual (The unit for which the indvidual works. <Information on how to contact the individual using various  means. 6The ISO 3166 standard code for the country where the  individual works. .A name used to describe the organization unit :An identifier used to uniquely identify organization unit <Information on how to contact the unit using various means. 6The ISO 3166 standard code for the country where the  individual works. 8The set of street and building number information that . identifies a postal address within a city. (The city component of a postal address. 8A country subdivision used in postal addresses in some ; countries. For example, US states, Canadian provinces,  Swiss cantons. =The ISO 3166 standard code for the country within which the  postal address is located. ;The code, required for computerised mail sorting systems, : that is allocated to a physical address by a national  postal authority. <The identifier scheme used with this accountName. A unique 4 URI to determine the source of the account name. :The identifier scheme used with this accountId. A unique 7 URI to determine the authoritative issuer of these  identifiers. ;The unique identifier for the account within the document. 6An account identifier. For example an Account number. (The name by which the account is known. 5A reference to the party beneficiary of the account. &A reference to the party that services/supports the  account.       !"#$%&'()*+,-./0123456789:;<=>?@ABCDEFGHIJKLMNOPQRSTUVWXYZ[\]^_`abcdefghijklmnopqrstuvwxyz{|}~      !"#$%&'()*+,-./0123456789:;<=>?@ABCDEFGHIJKLMNOPQRSTUVWXYZ[\]^_`abcdefghijklmnopqrstuvwxyz{|}~                           ! " # $ % & ' ( ) * + , - . / 0 1 2 3 4 5 6 7 8 9 : ; < = > ? @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z [ \ ] ^ _ ` a b c d e f g h i j k l m n o p q r s t u v w x y z { | } ~                            ! " # $ % & ' ( ) * + , - . / 0 1 2 3 4 5 6 7 8 9 : ; < = > ? @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z [ \ ] ^ _ ` a b c d e f g h i j k l m n o p q r s t u v w x y z { | } ~                            ! " # $ % & ' ( ) * + , - . / 0 1 2 3 4 5 6 7 8 9 : ; < = > ? @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z [ \ ] ^ _ ` a b c d e f g h i j k l m n o p q r s t u v w x y z { | } ~        !"#$%&'()*+,-./0123456789:;<=>?@ABCDEFGHIJKLMNOPQRSTUVWXYZ[\]^_`abcdefghijklmnopqrstuvwxyz{|}~      !"#$%&'()*+,-./012#      !"#$%&'()*+,-./0123456789:;<=>?@ABCDEFGHIJKLMNOPQRSTUVWXYZ[\]^_`abcdefghijklmnopqrstuvwxyz{|}~      !"#$%&'()*+,-./0123456789:;<=>?@ABCDEFGHIJKLMNOPQRSTUVWXYZ[\]^_`abcdefghijklmnopqrstuvwxyz{|}~      !"#$%&'()*+,-./0123456789:;<=>?@ABCDEFGHIJKLMNOPQRSTUVWXYZ[\]^_`abcdefghijklmnopqrstuvwxyz{|}~      !"#$%&'()*+,-./0123456789:;<=>?@ABCDEFGHIJKLMNOPQRSTUVWXYZ[\]^_`abcdefghijklmnopqrstuvwxyz{|}~                           ! " # $ % & ' ( ) * + , - . / 0 1 2 3 4 5 6 7 8 9 : ; < = > ? @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z [ \ ] ^ _ ` a b c d e f g h i j k l m n o p q r s t u v w x y z { | } ~                            ! " # $ % & ' ( ) * + , - . / 0 1 2 3 4 5 6 7 8 9 : ; < = > ? @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z [ \ ] ^ _ ` a b c d e f g h i j k l m n o p q r s t u v w x y z { | } ~                            ! " # $ % & ' ( ) * + , - . / 0 1 2 3 4 5 6 7 8 9 : ; < = > ? @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z [ \ ] ^ _ ` a b c d e f g h i j k l m n o p q r s t u v w x y z { | } ~                   } ~   x y z { | v w s t u p q r m n o j k l g h i ] ^ _ ` a b c d e f \ Z [ Y W X M N O P Q R S T U V K L F G H I J E C D A B > ? @ ; < = 2 3 4 5 6 7 8 9 : 0 1 / - . , ) * + & ' ( $ % ! " #                                                                        ~ } | { ~  z | }y s t u v w x y z {x f g h i j k l m n o p q rw ev c du ` a bt \ ] ^ _s X Y Z [r T U V Wq N O P Q R Sp J K L Mo G H In D E Fm @ A B Cl : ; < = > ?k 9j 7 8i . / 0 1 2 3 4 5 6h -g + ,f ) *e (d & 'c %b # $a "` !_ ^  ]    \ [  Z   Y  X   W V U T  S      R Q P O N M L K J I H G F E D C B A @ ? > = < ; : 9 8 7 6 5 4 3 2 1 0 / . - , + * ) ( ' & % $ ~ # v w x y z { | }" t u! s q r p n o l m j k h i [ \ ] ^ _ ` a b c d e f g Z Y X W V U T S R Q P O N M L K G H I J F D E B C A ? @ ; < = > 6 7 8 9 : 1 2 3 4 5 - . / 0 % & ' ( ) * + , ! " # $                            |}~xyz{wuvpqrstomncdefghijklb`a]^_\Z[XYUVWSTNOPQRMKLIJCDEFGH?@AB=>;<3456789:201/-.,*+()#$%&' !"            !"#$%&'()*+,-./0123456789:;<=>?@ABCDEFGHIJKLMNOPQRSTUVWXYZ[\]^_`ab cdefghijklmnopqrstuvwxyz{ |}~ 2                                  ! " # $  % & ' ( ) * + , - . / 0 1 2 3 4 5 6 7 8 9 : ; < = > ? @ A B C D E F G H I J L K Z Y X W V U T S R Q P O N M [ \ ] ^ _ ` a b c d e f g h i j k l m n o p  q r! s" t u# v w x y z { | }$ ~ % & ' ( ) * + , - . / 0 1 2 3 4 5 6 7 8 9 : ; < = > ? @ A B C D E F G H I J K L M N O P Q R S      T  U V W X   Y  Z   [  \ ]    ^  _ ` !a "b # $c %d & 'e (f ) *g + ,h -i . / 0 1 2 3 4 5 6j 7 8k 9l : ; < = > ?m @ A B Cn D E Fo G H Ip J K L Mq N O P Q R Sr T U V Ws X Y Z [t \ ] ^ _u ` a bv c dw ex f g h i j k l m n o p q ry s t u v w x y z {z | }{ ~  | } ~                                                                          ! " # $ % & ' ( ) * + , - . / 0 1 2 3 4 5 6 7 8 9 : ; < = > ? @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z [ \ ] ^ _ ` a b c d e f g h i j k l m n o p q r s t u v w x y z { | } ~                         !"#$%&'()*+,-./0123456789:;<=>?@ABCDEFGHIJKLMNOPQRSTUVWXYZ[\]^_`abcdefghijklmnopqrstuvwxyz{|}~      !"#$%&'()*+,-./012 Safe-InferedF/Abstract base class for all underlying assets. 9A type describing the whole set of possible underlyers: < single underlyers or multiple underlyers, each of these / having either security or index components. 9Defines an identifier for a specific location or region 5 which translates into a combination of rules for  calculating the UTC offset. %A type describing a single underlyer <A scheme identifying the type of currency that was used to : report the value of an asset. For example, this could ; contain values like SettlementCurrency, QuoteCurrency,  UnitCurrency, etc.  #The type of the time of the quote.  <A type representing a set of characteristics that describe  a quotation. &The units in which a price is quoted. $A type describing the strike price. 7A structure representing a pending dividend or coupon  payment. 8A type describing the typology of mortgage obligations. $A type describing a mortgage asset. +A type describing a loan underlying asset. 4A type describing the liens associated with a loan  facility. :A published index whose price depends on exchange traded  constituents. /A generic type describing an identified asset. =A type defining a short form unique identifier for a future  contract.  $An exchange traded future contract. "-A type describing the type of loan facility. #9An exchange traded fund whose price depends on exchange  traded constituents. $(An exchange traded derivative contract. %7Abstract base class for all exchange traded financial < products with a price which is calculated from exchange  traded constituents. &:An abstract base class for all exchange traded financial  products. '!An exchange traded equity asset. (=A type describing the dividend payout ratio associated with > an equity underlyer. In certain cases the actual ratio is > not known on trade inception, and only general conditions  are then specified. *9Abstract base class for instruments intended to be used " primarily for building curves. : (There are no subtypes defined for this abstract type.) ,<Defines a scheme of values for specifiying if the bond has  a variable coupon, step-up/down coupon or a zero-coupon. .7A type describing the weight of each of the underlyer 9 constituent within the basket, either in absolute or  relative terms. 19Specifies the time with respect to a commodity business  calendar. 3+Defines a commodity business day calendar. 60A type describing a commodity underlying asset. 7;A type describing the commission that will be charged for # each of the hedge transactions. 9An exchange traded bond. >8A type describing each of the constituents of a basket. ?<A type describing the underlyer features of a basket swap. = Each of the basket constituents are described through an 3 embedded component, the basketConstituentsType. @=Some kind of numerical measure about an asset, eg. its NPV, 2 together with characteristics of that measure. A"Reference to an underlying asset. B9Characterise the asset pool behind an asset backed bond. D9A scheme identifying the types of pricing model used to @ evaluate the price of an asset. Examples include Intrinsic, . ClosedForm, MonteCarlo, BackwardInduction. F=A scheme identifying the types of measures that can be used  to describe an asset. G/Abstract base class for all underlying assets. H6A reference to an asset, e.g. a portfolio, trade, or  reference instrument.. J:Define the underlying asset, either a listed security or  other instrument. L5Identifies a simple underlying asset that is a swap. N=Identifies a simple underlying asset that is a forward rate  agreement. P7Identifies a simple underlying asset that is a credit  default swap. R:Identifies a simple underlying asset that is an interest < rate index. Used for specifying benchmark assets in the 5 market environment in the pricing and risk model. T/Identifies the class of unit issued by a fund. V'Identifies a mortgage backed security. X5Identifies a simple underlying asset that is a loan. Z8Identifies the underlying asset when it is a financial  index. \9Identifies a simple underlying asset type that is an FX ? rate. Used for specifying FX rates in the pricing and risk  model. ^<Identifies the underlying asset when it is a listed future  contract. `/Identifies the underlying asset when it is an  exchange-traded fund. b<Identifies the underlying asset when it is a listed equity. d5Identifies a simple underlying asset that is a term  deposit. e<Defines the underlying asset when it is a curve instrument. g:Identifies the underlying asset when it is a convertible  bond. i5Identifies the underlying asset when it is a listed  commodity. k: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. m:Identifies the underlying asset when it is a series or a  class of bonds. o2Defines the underlying asset when it is a basket. Choice between:  Describes the swap'"s underlyer when it has only one  asset component.  Describes the swap'"s underlyer when it has multiple  asset components. :Define the underlying asset, either a listed security or  other instrument. ;The number of units (index or securities) that constitute = the underlyer of the swap. In the case of a basket swap, @ this element is used to reference both the number of basket : units, and the number of each asset components of the 6 basket when these are expressed in absolute terms. 8Specifies the dividend payout ratio associated with an > equity underlyer. A basket swap can have different payout : ratios across the various underlying constituents. In 9 certain cases the actual ratio is not known on trade ? inception, and only general conditions are then specified. @ Users should note that FpML makes a distinction between the > derivative contract and the underlyer of the contract. It 7 would be better if the agreed dividend payout on a 9 derivative contract was modelled at the level of the = derivative contract, an approach which may be adopted in # the next major version of FpML. "The next upcoming coupon payment. =The average amount of individual securities traded in a day ' or over a specified amount of time. <A Depository Receipt is a negotiable certificate issued by < a trust company or security depository. This element is 6 used to represent whether a Depository Receipt is ' applicable or not to the underlyer. 8Identification of the underlying asset, using public and/or  private identifiers. #Long name of the underlying asset. =Trading currency of the underlyer when transacted as a cash  instrument. 7Identification of the exchange on which this asset is > transacted for the purposes of calculating a contractural  payoff. The term Exchange! is assumed to have the meaning ? as defined in the ISDA 2002 Equity Derivatives Definitions. <Identification of the clearance system associated with the  transaction exchange. ;An optional reference to a full FpML product that defines 5 the simple product in greater detail. In case of > inconsistency between the terms of the simple product and ? those of the detailed definition, the values in the simple 6 product override those in the detailed definition. 0Specifies the term of the simple swap, e.g. 5Y. 9Specifies the frequency at which the swap pays, e.g. 6M. "The day count basis for the swap. 8Identification of the underlying asset, using public and/or  private identifiers. #Long name of the underlying asset. =Trading currency of the underlyer when transacted as a cash  instrument. 7Identification of the exchange on which this asset is > transacted for the purposes of calculating a contractural  payoff. The term Exchange! is assumed to have the meaning ? as defined in the ISDA 2002 Equity Derivatives Definitions. <Identification of the clearance system associated with the  transaction exchange. ;An optional reference to a full FpML product that defines 5 the simple product in greater detail. In case of > inconsistency between the terms of the simple product and ? those of the detailed definition, the values in the simple 6 product override those in the detailed definition. 5Specifies the start term of the simple fra, e.g. 3M. 3Specifies the end term of the simple fra, e.g. 9M. !The day count basis for the FRA. 8Identification of the underlying asset, using public and/or  private identifiers. #Long name of the underlying asset. =Trading currency of the underlyer when transacted as a cash  instrument. 7Identification of the exchange on which this asset is > transacted for the purposes of calculating a contractural  payoff. The term Exchange! is assumed to have the meaning ? as defined in the ISDA 2002 Equity Derivatives Definitions. <Identification of the clearance system associated with the  transaction exchange. ;An optional reference to a full FpML product that defines 5 the simple product in greater detail. In case of > inconsistency between the terms of the simple product and ? those of the detailed definition, the values in the simple 6 product override those in the detailed definition. Choice between: ' The entity for which this is defined. 8 An XML reference a credit entity defined elsewhere in  the document. 3Specifies the term of the simple CD swap, e.g. 5Y. 9Specifies the frequency at which the swap pays, e.g. 6M. 8Identification of the underlying asset, using public and/or  private identifiers. #Long name of the underlying asset. =Trading currency of the underlyer when transacted as a cash  instrument. 7Identification of the exchange on which this asset is > transacted for the purposes of calculating a contractural  payoff. The term Exchange! is assumed to have the meaning ? as defined in the ISDA 2002 Equity Derivatives Definitions. <Identification of the clearance system associated with the  transaction exchange. ;An optional reference to a full FpML product that defines 5 the simple product in greater detail. In case of > inconsistency between the terms of the simple product and ? those of the detailed definition, the values in the simple 6 product override those in the detailed definition. 0Specifies the term of the simple swap, e.g. 5Y. :Specifies the frequency at which the index pays, e.g. 6M. #The day count basis for the index. :The type of the value that is measured. This could be an ) NPV, a cash flow, a clean price, etc. =The optional units that the measure is expressed in. If not * supplied, this is assumed to be a price/value in currency  units.  The side (bidmidask) of the measure. <The optional currency that the measure is expressed in. If ? not supplied, this is defaulted from the reportingCurrency ' in the valuationScenarioDefinition. <The optional currency that the measure is expressed in. If ? not supplied, this is defaulted from the reportingCurrency ' in the valuationScenarioDefinition. 8When during a day the quote is for. Typically, if this < element is supplied, the QuoteLocation needs also to be  supplied. Choice between: " A city or other business center. 5 The exchange (e.g. stock or futures exchange) from  which the quote is obtained. 7The information source where a published or displayed : market rate will be obtained, e.g. Telerate Page 3750. . (When the quote was observed or derived. When the quote was computed. 'When does the quote cease to be valid. 6For cash flows, the type of the cash flows. Examples : include: Coupon payment, Premium Fee, Settlement Fee,  Brokerage Fee, etc. 8This optional component specifies the commission to be 1 charged for executing the hedge transactions. Choice between:   Sequence of: 4 Specifies the method according to which an amount  or a date is determined. / Specifies the price of the underlyer, before  commissions. / Specifies the price of the underlyer, net of  commissions. 6 Specifies the accrued interest that are part of the 7 dirty price in the case of a fixed income security 6 or a convertible bond. Expressed in percentage of  the notional. 6 Specifies the currency conversion rate that applies 2 to an amount. This rate can either be defined 7 elsewhere in the document (case of a quanto swap), 3 or explicitly described through this component.  3 The href attribute value will be a pointer style ; reference to the element or component elsewhere in the 0 document where the anchor amount is defined.  Sequence of: / Specifies the price of the underlyer, before  commissions. / Specifies the price of the underlyer, net of  commissions. 6 Specifies the accrued interest that are part of the 7 dirty price in the case of a fixed income security 6 or a convertible bond. Expressed in percentage of  the notional. 6 Specifies the currency conversion rate that applies 2 to an amount. This rate can either be defined 7 elsewhere in the document (case of a quanto swap), 3 or explicitly described through this component. .The net price excluding accrued interest. The  Dirty Price  for bonds is put in the netPrice element, which includes 6 accrued interest. Thus netPrice - cleanNetPrice = @ accruedInterest. The currency and price expression for this 9 field are the same as those for the (dirty) netPrice. 9Allows information about how the price was quoted to be  provided. "-The date that the dividend or coupon is due. #8The amount of the dividend or coupon payment. Value of > dividends or coupon between ex and pay date. Stock: if we 9 are between ex-date and pay-date and the dividend is ; payable under the swap, then this should be the ex-div  amount * #2 of securities. Bond: regardless of where we are @ vis-a-vis resets: (coupon % * face of bonds on swap * (bond > day count fraction using days last coupon pay date of the  bond through today). $:Accrued interest on the dividend or coupon payment. When ? the TRS is structured to pay a dividend or coupon on reset @ after payable date, you may earn interest on these amounts. 1 This field indicates the interest accrued on  dividend/3coupon from pay date to statement date. This will ? only apply to a handful of agreements where dividendss are ) held to the next reset AND you receive/pay interest on  unpaid amounts. '8Identification of the underlying asset, using public and/or  private identifiers. (#Long name of the underlying asset. )=Trading currency of the underlyer when transacted as a cash  instrument. *7Identification of the exchange on which this asset is > transacted for the purposes of calculating a contractural  payoff. The term Exchange! is assumed to have the meaning ? as defined in the ISDA 2002 Equity Derivatives Definitions. +<Identification of the clearance system associated with the  transaction exchange. ,;An optional reference to a full FpML product that defines 5 the simple product in greater detail. In case of > inconsistency between the terms of the simple product and ? those of the detailed definition, the values in the simple 6 product override those in the detailed definition. -<Boolean indicator to specify whether the mutual fund is an  open-ended mutual fund. .:Specifies the fund manager that is in charge of the fund. 48Identification of the underlying asset, using public and/or  private identifiers. 5#Long name of the underlying asset. 6=Trading currency of the underlyer when transacted as a cash  instrument. 77Identification of the exchange on which this asset is > transacted for the purposes of calculating a contractural  payoff. The term Exchange! is assumed to have the meaning ? as defined in the ISDA 2002 Equity Derivatives Definitions. 8<Identification of the clearance system associated with the  transaction exchange. 9;An optional reference to a full FpML product that defines 5 the simple product in greater detail. In case of > inconsistency between the terms of the simple product and ? those of the detailed definition, the values in the simple 6 product override those in the detailed definition. :;Applicable to the case of default swaps on MBS terms. For ; specifying the insurer name, when applicable (when the = element is not present, it signifies that the insurer is  Not Applicable) Choice between:  insurer  insurerReference ;9Specifies the issuer name of a fixed income security or 9 convertible bond. This name can either be explicitly @ stated, or specified as an href into another element of the " document, such as the obligor. Choice between:  issuerName  issuerPartyReference </The repayment precedence of a debt instrument. =4Specifies if the bond has a variable coupon, step-up/down  coupon or a zero-coupon. >:Specifies the coupon rate (expressed in percentage) of a . fixed income security or convertible bond. ?:The date when the principal amount of a security becomes  due and payable. @9Specifies the frequency at which the bond pays, e.g. 6M. A"The day count basis for the bond. B6The initial issued amount of the mortgage obligation. C2The morgage pool that is underneath the mortgage  obligation. D6The sector classification of the mortgage obligation. E8The mortgage obligation tranche that is subject to the  derivative transaction. H8Identification of the underlying asset, using public and/or  private identifiers. I#Long name of the underlying asset. J=Trading currency of the underlyer when transacted as a cash  instrument. K7Identification of the exchange on which this asset is > transacted for the purposes of calculating a contractural  payoff. The term Exchange! is assumed to have the meaning ? as defined in the ISDA 2002 Equity Derivatives Definitions. L<Identification of the clearance system associated with the  transaction exchange. M;An optional reference to a full FpML product that defines 5 the simple product in greater detail. In case of > inconsistency between the terms of the simple product and ? those of the detailed definition, the values in the simple 6 product override those in the detailed definition. N4Specifies the borrower. There can be more than one @ borrower. It is meant to be used in the event that there is * no Bloomberg Id or the Secured List isn't applicable. Choice between:  borrower  borrowerReference O+Specifies the seniority level of the lien. P9The type of loan facility (letter of credit, revolving,  ...). Q<The date when the principal amount of the loan becomes due  and payable. R9The credit agreement date is the closing date (the date > where the agreement has been signed) for the loans in the > credit agreement. Funding of the facilities occurs on (or > sometimes a little after) the Credit Agreement date. This > underlyer attribute is used to help identify which of the  company'5s outstanding loans are being referenced by knowing ? to which credit agreement it belongs. ISDA Standards Terms 7 Supplement term: Date of Original Credit Agreement. S4The loan tranche that is subject to the derivative 8 transaction. It will typically be referenced as the > Bloomberg tranche number. ISDA Standards Terms Supplement # term: Bloomberg Tranche Number. Y8Identification of the underlying asset, using public and/or  private identifiers. Z#Long name of the underlying asset. [=Trading currency of the underlyer when transacted as a cash  instrument. \7Identification of the exchange on which this asset is > transacted for the purposes of calculating a contractural  payoff. The term Exchange! is assumed to have the meaning ? as defined in the ISDA 2002 Equity Derivatives Definitions. ]<Identification of the clearance system associated with the  transaction exchange. ^;An optional reference to a full FpML product that defines 5 the simple product in greater detail. In case of > inconsistency between the terms of the simple product and ? those of the detailed definition, the values in the simple 6 product override those in the detailed definition. _;A short form unique identifier for a related exchange. If > the element is not present then the exchange shall be the @ primary exchange on which listed futures and options on the # underlying are listed. The term Exchange is assumed to 8 have the meaning as defined in the ISDA 2002 Equity  Derivatives Definitions. `=A short form unique identifier for an exchange on which the @ reference option contract is listed. This is to address the 8 case where the reference exchange for the future is @ different than the one for the option. The options Exchange = is referenced on share options when Merger Elections are , selected as Options Exchange Adjustment. a=A short form unique identifier for a specified exchange. If : the element is not present then the exchange shall be : default terms as defined in the MCA; unless otherwise , specified in the Transaction Supplement. b<Identification of all the exchanges where constituents are  traded. The term Exchange! is assumed to have the meaning ? as defined in the ISDA 2002 Equity Derivatives Definitions. c9A short form unique identifier for the reference future / contract in the case of an index underlyer. i8Identification of the underlying asset, using public and/or  private identifiers. j#Long name of the underlying asset. k=Trading currency of the underlyer when transacted as a cash  instrument. l7Identification of the exchange on which this asset is > transacted for the purposes of calculating a contractural  payoff. The term Exchange! is assumed to have the meaning ? as defined in the ISDA 2002 Equity Derivatives Definitions. m<Identification of the clearance system associated with the  transaction exchange. n;An optional reference to a full FpML product that defines 5 the simple product in greater detail. In case of > inconsistency between the terms of the simple product and ? those of the detailed definition, the values in the simple 6 product override those in the detailed definition. o4Defines the two currencies for an FX trade and the 6 quotation relationship between the two currencies. p#Defines the source of the FX rate. rChoice between:  amountRelativeTo ' Specifies a currency conversion rate. x8Identification of the underlying asset, using public and/or  private identifiers. y#Long name of the underlying asset. z=Trading currency of the underlyer when transacted as a cash  instrument. {7Identification of the exchange on which this asset is > transacted for the purposes of calculating a contractural  payoff. The term Exchange! is assumed to have the meaning ? as defined in the ISDA 2002 Equity Derivatives Definitions. |<Identification of the clearance system associated with the  transaction exchange. };An optional reference to a full FpML product that defines 5 the simple product in greater detail. In case of > inconsistency between the terms of the simple product and ? those of the detailed definition, the values in the simple 6 product override those in the detailed definition. ~;A short form unique identifier for a related exchange. If > the element is not present then the exchange shall be the @ primary exchange on which listed futures and options on the # underlying are listed. The term Exchange is assumed to 8 have the meaning as defined in the ISDA 2002 Equity  Derivatives Definitions. =A short form unique identifier for an exchange on which the @ reference option contract is listed. This is to address the 8 case where the reference exchange for the future is @ different than the one for the option. The options Exchange = is referenced on share options when Merger Elections are , selected as Options Exchange Adjustment. =A short form unique identifier for a specified exchange. If : the element is not present then the exchange shall be : default terms as defined in the MCA; unless otherwise , specified in the Transaction Supplement. :Specifies the contract multiplier that can be associated  with the number of units. 7Specifies the future contract that can be referenced, = besides the equity or index reference defined as part of  the UnderlyerAsset type. +The date when the future contract expires. 8Identification of the underlying asset, using public and/or  private identifiers. #Long name of the underlying asset. =Trading currency of the underlyer when transacted as a cash  instrument. 7Identification of the exchange on which this asset is > transacted for the purposes of calculating a contractural  payoff. The term Exchange! is assumed to have the meaning ? as defined in the ISDA 2002 Equity Derivatives Definitions. <Identification of the clearance system associated with the  transaction exchange. ;An optional reference to a full FpML product that defines 5 the simple product in greater detail. In case of > inconsistency between the terms of the simple product and ? those of the detailed definition, the values in the simple 6 product override those in the detailed definition. ;A short form unique identifier for a related exchange. If > the element is not present then the exchange shall be the @ primary exchange on which listed futures and options on the # underlying are listed. The term Exchange is assumed to 8 have the meaning as defined in the ISDA 2002 Equity  Derivatives Definitions. =A short form unique identifier for an exchange on which the @ reference option contract is listed. This is to address the 8 case where the reference exchange for the future is @ different than the one for the option. The options Exchange = is referenced on share options when Merger Elections are , selected as Options Exchange Adjustment. =A short form unique identifier for a specified exchange. If : the element is not present then the exchange shall be : default terms as defined in the MCA; unless otherwise , specified in the Transaction Supplement. <Identification of all the exchanges where constituents are  traded. The term Exchange! is assumed to have the meaning ? as defined in the ISDA 2002 Equity Derivatives Definitions. :Specifies the fund manager that is in charge of the fund. 8Identification of the underlying asset, using public and/or  private identifiers. #Long name of the underlying asset. =Trading currency of the underlyer when transacted as a cash  instrument. 7Identification of the exchange on which this asset is > transacted for the purposes of calculating a contractural  payoff. The term Exchange! is assumed to have the meaning ? as defined in the ISDA 2002 Equity Derivatives Definitions. <Identification of the clearance system associated with the  transaction exchange. ;An optional reference to a full FpML product that defines 5 the simple product in greater detail. In case of > inconsistency between the terms of the simple product and ? those of the detailed definition, the values in the simple 6 product override those in the detailed definition. ;A short form unique identifier for a related exchange. If > the element is not present then the exchange shall be the @ primary exchange on which listed futures and options on the # underlying are listed. The term Exchange is assumed to 8 have the meaning as defined in the ISDA 2002 Equity  Derivatives Definitions. =A short form unique identifier for an exchange on which the @ reference option contract is listed. This is to address the 8 case where the reference exchange for the future is @ different than the one for the option. The options Exchange = is referenced on share options when Merger Elections are , selected as Options Exchange Adjustment. =A short form unique identifier for a specified exchange. If : the element is not present then the exchange shall be : default terms as defined in the MCA; unless otherwise , specified in the Transaction Supplement. :Specifies the contract multiplier that can be associated  with the number of units. <Specifies the contract that can be referenced, besides the  undelyer type. $The date when the contract expires. 8Identification of the underlying asset, using public and/or  private identifiers. #Long name of the underlying asset. =Trading currency of the underlyer when transacted as a cash  instrument. 7Identification of the exchange on which this asset is > transacted for the purposes of calculating a contractural  payoff. The term Exchange! is assumed to have the meaning ? as defined in the ISDA 2002 Equity Derivatives Definitions. <Identification of the clearance system associated with the  transaction exchange. ;An optional reference to a full FpML product that defines 5 the simple product in greater detail. In case of > inconsistency between the terms of the simple product and ? those of the detailed definition, the values in the simple 6 product override those in the detailed definition. ;A short form unique identifier for a related exchange. If > the element is not present then the exchange shall be the @ primary exchange on which listed futures and options on the # underlying are listed. The term Exchange is assumed to 8 have the meaning as defined in the ISDA 2002 Equity  Derivatives Definitions. =A short form unique identifier for an exchange on which the @ reference option contract is listed. This is to address the 8 case where the reference exchange for the future is @ different than the one for the option. The options Exchange = is referenced on share options when Merger Elections are , selected as Options Exchange Adjustment. =A short form unique identifier for a specified exchange. If : the element is not present then the exchange shall be : default terms as defined in the MCA; unless otherwise , specified in the Transaction Supplement. Choice between: 8 Specifies the actual dividend payout ratio associated  with the equity underlyer. 8 Specifies the dividend payout conditions that will be 6 applied in the case where the actual ratio is not 4 known, typically because of regulatory or legal  uncertainties. 0The next upcoming dividend payment or payments. 8Identification of the underlying asset, using public and/or  private identifiers. #Long name of the underlying asset. =Trading currency of the underlyer when transacted as a cash  instrument. 7Identification of the exchange on which this asset is > transacted for the purposes of calculating a contractural  payoff. The term Exchange! is assumed to have the meaning ? as defined in the ISDA 2002 Equity Derivatives Definitions. <Identification of the clearance system associated with the  transaction exchange. ;An optional reference to a full FpML product that defines 5 the simple product in greater detail. In case of > inconsistency between the terms of the simple product and ? those of the detailed definition, the values in the simple 6 product override those in the detailed definition. ,Specifies the term of the deposit, e.g. 5Y. <Specifies the frequency at which the deposit pays, e.g. 6M. %The day count basis for the deposit. 8Identification of the underlying asset, using public and/or  private identifiers. #Long name of the underlying asset. =Trading currency of the underlyer when transacted as a cash  instrument. 7Identification of the exchange on which this asset is > transacted for the purposes of calculating a contractural  payoff. The term Exchange! is assumed to have the meaning ? as defined in the ISDA 2002 Equity Derivatives Definitions. <Identification of the clearance system associated with the  transaction exchange. ;An optional reference to a full FpML product that defines 5 the simple product in greater detail. In case of > inconsistency between the terms of the simple product and ? those of the detailed definition, the values in the simple 6 product override those in the detailed definition. 9Specifies the issuer name of a fixed income security or 9 convertible bond. This name can either be explicitly @ stated, or specified as an href into another element of the " document, such as the obligor. Choice between:  issuerName  issuerPartyReference /The repayment precedence of a debt instrument. 4Specifies if the bond has a variable coupon, step-up/down  coupon or a zero-coupon. :Specifies the coupon rate (expressed in percentage) of a . fixed income security or convertible bond. :The date when the principal amount of a security becomes  due and payable. <Specifies the nominal amount of a fixed income security or  convertible bond. =Specifies the total amount of the issue. Corresponds to the : par value multiplied by the number of issued security. 9Specifies the frequency at which the bond pays, e.g. 6M. "The day count basis for the bond. ;Specifies the equity in which the convertible bond can be  converted. =Earlier date between the convertible bond put dates and its  maturity date. Choice between: 1 The number of units (index or securities) that ; constitute the underlyer of the swap. In the case of a < basket swap, this element is used to reference both the 9 number of basket units, and the number of each asset 9 components of the basket when these are expressed in  absolute terms. 0 The relative weight of each respective basket 3 constituent, expressed in percentage. A basket 2 percentage of 5% would be represented as 0.05. 5 DEPRECATED. The relative weight of each respective 7 basket constituent, expressed as a monetary amount. :A time specified as Hour Ending in hh:mm:ss format where  the second component must be '00', e.g. 11am would be  represented as 11:00:00. 7An identifier for a specific location or region which ? translates into a combination of rules for calculating the  UTC offset. .Identifies a commodity business day calendar. 8Identification of the underlying asset, using public and/or  private identifiers. #Long name of the underlying asset. 8A coding scheme value to identify the base type of the ? commodity being traded. Where possible, this should follow : the naming convention used in the 2005 ISDA Commodity  Definitions. For example, Oil. 7A coding scheme value to identify the commodity being : traded more specifically. Where possible, this should 7 follow the naming convention used in the 2005 ISDA ' Commodity Definitions. For example, Brent. 9A coding scheme value to identify the unit in which the : undelryer is denominated. Where possible, this should 7 follow the naming convention used in the 2005 ISDA  Commodity Definitions. 8The currency in which the Commodity Reference Price is  published. Choice between: 7 For those commodities being traded with reference to : the price of a listed future, the exchange where that . future is listed should be specified here. 9 For those commodities being traded with reference to a 9 price distributed by a publication, that publication  should be specified here. 5The Specified Price is not defined in the Commodity ? Reference Price and so needs to be stated in the Underlyer 8 definition as it will impact the calculation of the  Floating Price. Choice between: 7 The Delivery Date is a NearbyMonth, for use when the 6 Commodity Transaction references Futures Contract. + The Delivery Date is a fixed, single day. - The Delivery Date is a fixed, single month. :Specifies, for a Commodity Transaction that references a < listed future via the deliveryDates element, the day on < which the specified future will roll to the next nearby < month when the referenced future expires. If the future = will not roll at all - i.e. the price will be taken from > the expiring contract, 0 should be specified here. If the @ future will roll to the next nearby on the last trading day ? - i.e. the price will be taken from the next nearby on the ; last trading day, then 1 should be specified and so on. 8Specifies the multiplier associated with a Transaction. 0The type of units used to express a commission. :The commission amount, expressed in the way indicated by  the commissionType element. 0The currency in which an amount is denominated.  The total commission per trade. :FX Rates that have been used to convert commissions to a  single currency. 8Identification of the underlying asset, using public and/or  private identifiers. #Long name of the underlying asset. 0The currency in which an amount is denominated. 8Identification of the underlying asset, using public and/or  private identifiers. #Long name of the underlying asset. =Trading currency of the underlyer when transacted as a cash  instrument. 7Identification of the exchange on which this asset is > transacted for the purposes of calculating a contractural  payoff. The term Exchange! is assumed to have the meaning ? as defined in the ISDA 2002 Equity Derivatives Definitions. <Identification of the clearance system associated with the  transaction exchange. ;An optional reference to a full FpML product that defines 5 the simple product in greater detail. In case of > inconsistency between the terms of the simple product and ? those of the detailed definition, the values in the simple 6 product override those in the detailed definition. 9Specifies the issuer name of a fixed income security or 9 convertible bond. This name can either be explicitly @ stated, or specified as an href into another element of the " document, such as the obligor. Choice between:  issuerName  issuerPartyReference /The repayment precedence of a debt instrument. 4Specifies if the bond has a variable coupon, step-up/down  coupon or a zero-coupon. :Specifies the coupon rate (expressed in percentage) of a . fixed income security or convertible bond. :The date when the principal amount of a security becomes  due and payable. <Specifies the nominal amount of a fixed income security or  convertible bond. =Specifies the total amount of the issue. Corresponds to the : par value multiplied by the number of issued security. 9Specifies the frequency at which the bond pays, e.g. 6M. "The day count basis for the bond. :Define the underlying asset, either a listed security or  other instrument. ;Specifies the weight of each of the underlyer constituent = within the basket, either in absolute or relative terms. ; This is an optional component, as certain swaps do not 7 specify a specific weight for each of their basket  constituents. 8Specifies the dividend payout ratio associated with an > equity underlyer. A basket swap can have different payout : ratios across the various underlying constituents. In 9 certain cases the actual ratio is not known on trade ? inception, and only general conditions are then specified. @ Users should note that FpML makes a distinction between the > derivative contract and the underlyer of the contract. It 7 would be better if the agreed dividend payout on a 9 derivative contract was modelled at the level of the = derivative contract, an approach which may be adopted in # the next major version of FpML. 9Specifies the price that is associated with each of the > basket constituents. This component is optional, as it is 7 not absolutely required to accurately describe the 7 economics of the trade, considering the price that > characterizes the equity swap is associated to the leg of  the trade. 8Specifies the notional (i.e. price * quantity) that is : associated with each of the basket constituents. This ? component is optional, as it is not absolutely required to @ accurately describe the economics of the trade, considering 7 the notional that characterizes the equity swap is ' associated to the leg of the trade. 6Provides a link to the spread schedule used for this  underlyer. "The next upcoming coupon payment. !;The number of units (index or securities) that constitute = the underlyer of the swap. In the case of a basket swap, @ this element is used to reference both the number of basket : units, and the number of each asset components of the 6 basket when these are expressed in absolute terms. "0Describes each of the components of the basket. #=Specifies the basket divisor amount. This value is normally < used to adjust the constituent weight for pricing or to 5 adjust for dividends, or other corporate actions. $Choice between:   Sequence of: 4 The name of the basket expressed as a free format 6 string. FpML does not define usage rules for this  element.  A CDS basket identifier %(Specifies the currency for this basket. ( The value of the the quotation. ):The type of the value that is measured. This could be an ) NPV, a cash flow, a clean price, etc. *=The optional units that the measure is expressed in. If not * supplied, this is assumed to be a price/value in currency  units. + The side (bidmidask) of the measure. ,<The optional currency that the measure is expressed in. If ? not supplied, this is defaulted from the reportingCurrency ' in the valuationScenarioDefinition. -<The optional currency that the measure is expressed in. If ? not supplied, this is defaulted from the reportingCurrency ' in the valuationScenarioDefinition. .8When during a day the quote is for. Typically, if this < element is supplied, the QuoteLocation needs also to be  supplied. /Choice between: " A city or other business center. 5 The exchange (e.g. stock or futures exchange) from  which the quote is obtained. 07The information source where a published or displayed : market rate will be obtained, e.g. Telerate Page 3750. 1. 2(When the quote was observed or derived. 3When the quote was computed. 4'When does the quote cease to be valid. 56For cash flows, the type of the cash flows. Examples : include: Coupon payment, Premium Fee, Settlement Fee,  Brokerage Fee, etc. 9The version number ::Optionally it is possible to specify a version effective & date when a versionId is supplied. ;7The part of the mortgage that is outstanding on trade @ inception, i.e. has not been repaid yet as principal. It is = expressed as a multiplier factor to the morgage: 1 means < that the whole mortage amount is outstanding, 0.8 means  that 20% has been repaid. <<The part of the mortgage that is currently outstanding. It < is expressed similarly to the initial factor, as factor > multiplier to the mortgage. This term is formally defined  as part of the ISDA Standard Terms Supplement for use with credit derivatives transactions on mortgage-backed security with pas-as-you-go or physical settlement. I<Specifies the currency associated with the net price. This 8 element is not present if the price is expressed in ? percentage terms (as specified through the priceExpression  element). J8Specifies the net price amount. In the case of a fixed ? income security or a convertible bond, this price includes  the accrued interests. K9Specifies whether the price is expressed in absolute or  relative terms.       !"#$%&'()*+,-./0123456789:;<=>?@ABCDEFGHIJKLMNOPQRSTUVWXYZ[\]^_`abcdefghijklmno                           ! " # $ % & ' ( ) * + , - . / 0 1 2 3 4 5 6 7 8 9 : ; < = > ? @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z [ \ ] ^ _ ` a b c d e f g h i j k l m n o p q r s t u v w x y z { | } ~                            ! " # $ % & ' ( ) * + , - . / 0 1 2 3 4 5 6 7 8 9 : ; < = > ? @ A B C D E F G H I J K L M3456789:;<=>?@ABCDEFGHIJKLMNOPQRSTUVWXYZ[\]^_`abcdefghijklmnopqrstuvwxyz{|}~ *      !"#$%&'()*+,-./0123456789:;<=>?@ABCDEFGHIJKLMNOPQRSTUVWXYZ[\]^_`abcdefghijklmnopqrstuvwxyz{|}~      !"#$%&'()*+,-./0123456789:;<=>?@ABCDEFGHIJKLMNOPQRSTUVWXYZ[\]^_`abcdefghijklmnopqrstuvwxyz{|}~      !"#$%&'()*+,-./0123456789:;<=>?@ABCDEFGHIJKLMNOPQRSTUVWXYZ[\]^_`abcdefghijklmnopqrstuvwxyz{|}~      !"#$%&'()*+,-./0123456789:;<=>?@ABCDEFGHIJKLMNOPQRSTUVWXYZ[\]^_`abcdefghijklmno      !"#$%&'()*+,-./0123456789:;<=>?@ABCDEFGHIJKLMNOPQRSTUVWXYZ[\]^_`abcdefghijklmnopqrstuvwxyz{|}~                           ! " # $ % & ' ( ) * + , - . / 0 1 2 3 4 5 6 7 8 9 : ; < = > ? @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z [ \ ] ^ _ ` a b c d e f g h i j k l m n o p q r s t u v w x y z { | } ~                            ! " # $ % & ' ( ) * + , - . / 0 1 2 3 4 5 6 7 8 9 : ; < = > ? @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z [ \ ] ^ _ ` a b c d e f g h i j k l m n o p q r s t u v w x y z { | } ~                            ! " # $ % & ' ( ) * + , - . / 0 1 2 3 4 5 6 7 8 9 : ; < = > ? @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z [ \ ] ^ _ ` a b c d e f g h i j k l m n o p q r s t u v w x y z { | } ~                            ! " # $ % & ' ( ) * + , - . / 0 1 2 3 4 5 6 7 8 9 : ; < = > ? @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z [ \ ] ^ _ ` a b c d e f g h i j k l m n o p q r s t u v w x y z { | } ~                            ! " # $ % & ' ( ) * + , - . / 0 1 2 3 4 5 6 7 8 9 : ; < = > ? @ A B C D E F G H I J K L MI H I J KH F GG E D CF BE @ AD ?C = >B 8 9 : ; <A 6 7@ & ' ( ) * + , - . / 0 1 2 3 4 5?  ! " # $ %>         = <  ; :  9          8 7 6 5 4 3 2 1 0 / . - , + * ) ( ' & % $ # " !  v w x y z { | } ~   u s t q r g h i j k l m n o p f e d W X Y Z [ \ ] ^ _ ` a b c V T U F G H I J K L M N O P Q R S 2 3 4 5 6 7 8 9 : ; < = > ? @ A B C D E 1 / 0 % & ' ( ) * + , - . ! " # $                                      onmlkjihgfe Ldcba`_^]\[ZYXWVUTSRQPONMLKJ M                                           ! " # $ % & ' ( ) * + , - . / 0 1 2 3 4 5 6 7 8 9 : ; < = > ? @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z [ \ ] ^ _ ` a b c f e d g h i j k l m n o p q r s t u  v w x y z { | } ~  ! " # $ % & ' ( ) * + , - . / 0 1 2 3 4 5 6 7 8 9          :  ; <  = >         ?  ! " # $ %@ & ' ( ) * + , - . / 0 1 2 3 4 5A 6 7B 8 9 : ; <C = >D ?E @ AF BG E D CH F GI H I J KJKLMNOPQRSTUVWXYZ[\]^_`abcdefghijklmno L M3456789:;<=>?@ABCDEFGHIJKLMNOPQRSTUVWXYZ[\]^_`abcdefghijklmnopqrstuvwxyz{|}~ Safe-Inferedp)A single weighted averaging observation. qObservation point for trigger. r-Trigger point at which feature is effective. s-A type for defining a strike spread feature. t6A type for definining equity option simple strike or & calendar spread strategy features. x<Determines the currency rate that the seller of the equity = amounts will apply at each valuation date for converting = the respective amounts into a currency that is different 4 from the currency denomination of the underlyer. zA type for defining a premium. {1Type to represent a single pass through payment. |+Type which contains pass through payments. }<A type for defining the strike price for an equity option. ; The strike price is either: (i) in respect of an index 8 option transaction, the level of the relevant index = specified or otherwise determined in the transaction; or = (ii) in respect of a share option transaction, the price 7 per share specified or otherwise determined in the > transaction. This can be expressed either as a percentage / of notional amount or as an absolute value. ~9A type for defining the strike price for an option as a # numeric value without currency. %A type for defining option features. <Base type for options starting with the 4-3 release, until = we refactor the schema as part of the 5-0 release series. 4A type for defining the common features of options. 4A type for defining the common features of options. =Defines the handling of an averaging date market disruption ) for an equity derivative transaction. 9Knock In means option to exercise comes into existence. = Knock Out means option to exercise goes out of existence. !A type for defining Fx Features. Frequency Type. *Payment made following trigger occurence. Reference to credit events. <Specifies the conditions to be applied for converting into > a reference currency when the actual currency rate is not  determined upfront. #A classified non negative payment. /A type for defining a calendar spread feature. As per ISDA 2002 Definitions. (Method of generating a series of dates. -Period over which an average value is taken. 7An un ordered list of weighted averaging observations. As per ISDA 2002 Definitions. O8Choice between date times for literal date values, and < observation numbers for schedule generated observations. Choice between: 3 Observation date time, which should be used when + literal observation dates are required. 7 Observation number, which should be unique, within a ( series generated by a date schedule. P;Observation weight, which is used as a multiplier for the  observation value. RA Equity Derivative schedule. SThe trigger Dates. TThe trigger level. UThe feature payment. WChoice between:  The trigger level.  The trigger level percentage. 6 Choice between either an explicit representation of 9 Credit Events, or Credit Events defined elsewhere in  the document. XThe Triggering condition. Y,The valuation time type of knock condition. [!Upper strike in a strike spread. \9Number of options at the upper strike price in a strike  spread. ^Choice between: 4 Definition of the upper strike in a strike spread. 8 Definition of the later expiration date in a calendar  spread. c2Indicates whether the restructuring provision is  applicable. d8Specifies the type of restructuring that is applicable. e5In relation to a restructuring credit event, unless ? multiple holder obligation is not specified restructurings ; are limited to multiple holder obligations. A multiple ? holder obligation means an obligation that is held by more = than three holders that are not affiliates of each other ? and where at least two thirds of the holders must agree to ? the event that constitutes the restructuring credit event. / ISDA 2003 Term: Multiple Holder Obligation. f*Presence of this element and value set to true indicates @ that Section 3.9 of the 2003 Credit Derivatives Definitions @ shall apply. Absence of this element indicates that Section = 3.9 shall not apply. NOTE: Not allowed under ISDA Credit  1999. h&Specifies a currency conversion rate. i2Specifies the methodology (reference source and, : optionally, fixing time) to be used for determining a  currency conversion rate. k(If this element is specified and set to true , indicates = that ISDA defined Standard Public Sources are applicable. l=A public information source, e.g. a particular newspaper or 7 electronic news service, that may publish relevant > information used in the determination of whether or not a = credit event has occurred. ISDA 2003 Term: Public Source. m8The minimum number of the specified public information : sources that must publish information that reasonably : confirms that a credit event has occurred. The market 8 convention is two. ISDA 2003 Term: Specified Number. p5A reference to the party responsible for making the ' payments defined by this structure. q7A reference to the account responsible for making the ' payments defined by this structure. r5A reference to the party that receives the payments $ corresponding to this structure. s7A reference to the account that receives the payments $ corresponding to this structure. u9The payment date. This date is subject to adjustment in ; accordance with any applicable business day convention. vForward start Premium type w=The amount of premium to be paid expressed as a function of  the number of options. x<The amount of premium to be paid expressed as a percentage > of the notional value of the transaction. A percentage of " 5% would be expressed as 0.05. y4The value representing the discount factor used to 1 calculate the present value of the cash flow. z;The amount representing the present value of the forecast  payment. |5A reference to the party responsible for making the ' payments defined by this structure. }7A reference to the account responsible for making the ' payments defined by this structure. ~5A reference to the party that receives the payments $ corresponding to this structure. 7A reference to the account that receives the payments $ corresponding to this structure. <Reference to the underlyer whose payments are being passed  through. <Percentage of payments from the underlyer which are passed  through. (One to many pass through payment items. Choice between: 9 The price or level at which the option has been struck. 6 The price or level expressed as a percentage of the  forward starting spot price. 0The currency in which an amount is denominated. Choice between: 9 The price or level at which the option has been struck. 6 The price or level expressed as a percentage of the  forward starting spot price. "A quanto or composite FX feature. A simple strategy feature. 9An option where and average price is taken on valuation. "An option with a barrier feature. A knock feature. 3Pass through payments from the underlyer, such as  dividends. The knock in. The knock out. ;Indicates whether the grace period extension provision is  applicable. <The number of calendar or business days after any due date < that the reference entity has to fulfil its obligations ; before a failure to pay credit event is deemed to have + occurred. ISDA 2003 Term: Grace Period. /Specifies the reference currency of the trade. Choice between: 5 If Composite  is specified as the Settlement Type 9 in the relevant Transaction Supplement, an amount in ; the Settlement Currency, determined by the Calculation < Agent as being equal to the number of Options exercised : or deemed exercised, multiplied by: (Settlement Price   Strike Price) /$ (Strike Price  Settlement Price) : x Multiplier provided that if the above is equal to a < negative amount the Option Cash Settlement Amount shall  be deemed to be zero. 5 If Quanto  is specified as the Settlement Type in 7 the relevant Transaction Supplement, an amount, as ; determined by the Calculation Agent in accordance with . the Section 8.2 of the Equity Definitions. 5 If Cross-Currency  is specified as the Settlement ; Type in the relevant Transaction Supplement, an amount 2 in the Settlement Currency, determined by the 6 Calculation Agent as being equal to the number of : Options exercised or deemed exercised, multiplied by: % (Settlement Price  Strike Price) / (Strike Price  5 Settlement Price) x Multiplier x one unit of the 7 Reference Currency converted into an amount in the : Settlement Currency using the rate of exchange of the 9 Settlement Currency as quoted on the Reference Price 7 Source on the Valuation Date, provided that if the 8 above is equal to a negative amount the Option Cash 1 Settlement Amount shall be deemed to be zero. 5A reference to the party responsible for making the ' payments defined by this structure. 7A reference to the account responsible for making the ' payments defined by this structure. 5A reference to the party that receives the payments $ corresponding to this structure. 7A reference to the account that receives the payments $ corresponding to this structure. Choice between:  The trigger level percentage. * The monetary quantity in currency units. The feature payment time. 0The currency in which an amount is denominated. The feature payment date. 3Indicates whether the failure to pay provision is  applicable. :If this element is specified, indicates whether or not a @ grace period extension is applicable. ISDA 2003 Term: Grace  Period Extension Applicable. <Specifies a threshold for the failure to pay credit event. : Market standard is USD 1,000,000 (JPY 100,000,000 for ; Japanese Yen trades) or its equivalent in the relevant ? obligation currency. This is applied on an aggregate basis @ across all Obligations of the Reference Entity. Intended to  prevent technical/+operational errors from triggering credit 0 events. ISDA 2003 Term: Payment Requirement. <A credit event. The reference entity has been dissolved or > has become insolvent. It also covers events that may be a > precursor to insolvency such as instigation of bankruptcy @ or insolvency proceedings. Sovereign trades are not subject  to Bankruptcy as  technically a Sovereign cannot become ) bankrupt. ISDA 2003 Term: Bankruptcy. 7A credit event. This credit event triggers, after the @ expiration of any applicable grace period, if the reference > entity fails to make due payments in an aggregrate amount < of not less than the payment requirement on one or more @ obligations (e.g. a missed coupon payment). ISDA 2003 Term:  Failure to Pay. =A credit event. Corresponds to the failure by the Reference > Entity to pay an expected principal amount or the payment 8 of an actual principal amount that is less than the > expected principal amount. ISDA 2003 Term: Failure to Pay  Principal. =A credit event. Corresponds to the failure by the Reference @ Entity to pay an expected interest amount or the payment of = an actual interest amount that is less than the expected = interest amount. ISDA 2003 Term: Failure to Pay Interest. <A credit event. One or more of the obligations have become @ capable of being declared due and payable before they would > otherwise have been due and payable as a result of, or on @ the basis of, the occurrence of a default, event of default > or other similar condition or event other than failure to , pay. ISDA 2003 Term: Obligation Default. :A credit event. One or more of the obligations have been > declared due and payable before they would otherwise have = been due and payable as a result of, or on the basis of, ; the occurrence of a default, event of default or other 9 similar condition or event other than failure to pay > (preferred by the market over Obligation Default, because 6 more definitive and encompasses the definition of @ Obligation Default - this is more favorable to the Seller). ? Subject to the default requirement amount. ISDA 2003 Term:  Obligation Acceleration. 9A credit event. The reference entity, or a governmental = authority, either refuses to recognise or challenges the 9 validity of one or more obligations of the reference @ entity, or imposes a moratorium thereby postponing payments ? on one or more of the obligations of the reference entity. ? Subject to the default requirement amount. ISDA 2003 Term:  Repudiation/ Moratorium. =A credit event. A restructuring is an event that materially  impacts the reference entity's obligations, such as an > interest rate reduction, principal reduction, deferral of : interest or principal, change in priority ranking, or < change in currency or composition of payment. ISDA 2003  Term: Restructuring. :A credit event. Results from the fact that the rating of ; the reference obligation is downgraded to a distressed @ rating level. From a usage standpoint, this credit event is 4 typically not applicable in case of RMBS trades. :A credit event. Results from the fact that the underlier 1 fails to make principal payments as expected. :A credit event. Results from the fact that the underlier 1 writes down its outstanding principal amount. <A credit event. Results from the fact that losses occur to @ the underlying instruments that do not result in reductions = of the outstanding principal of the reference obligation. =In relation to certain credit events, serves as a threshold 5 for Obligation Acceleration, Obligation Default,  Repudiation//Moratorium and Restructuring. Market standard > is USD 10,000,000 (JPY 1,000,000,000 for all Japanese Yen < trades). This is applied on an aggregate or total basis < across all Obligations of the Reference Entity. Used to  prevent technical/+operational errors from triggering credit 0 events. ISDA 2003 Term: Default Requirement. =A specified condition to settlement. An irrevocable written < or verbal notice that describes a credit event that has : occurred. The notice is sent from the notifying party = (either the buyer or the seller) to the counterparty. It ? provides information relevant to determining that a credit 9 event has occurred. This is typically accompanied by ; Publicly Available Information. ISDA 2003 Term: Credit  Event Notice. 8Pointer style references to a party identifier defined @ elsewhere in the document. The notifying party is the party : that notifies the other party when a credit event has = occurred by means of a credit event notice. If more than > one party is referenced as being the notifying party then 8 either party may notify the other of a credit event / occurring. ISDA 2003 Term: Notifying Party. 8Inclusion of this business center element implies that ? Greenwich Mean Time in Section 3.3 of the 2003 ISDA Credit = Derivatives Definitions is replaced by the local time of ; the city indicated by the businessCenter element value. 9A specified condition to settlement. Publicly available ? information means information that reasonably confirms any @ of the facts relevant to determining that a credit event or  potential repudiation/ moratorium, as applicable, has 9 occurred. The ISDA defined list (2003) is the market ? standard and is considered comprehensive, and a minimum of 9 two differing public sources must have published the ? relevant information, to declare a Credit Event. ISDA 2003 > Term: Notice of Publicly Available Information Applicable. =Specifies the method according to which an amount or a date  is determined. =A date specified as some offset to another date (the anchor  date). 2Specifies the methodology (reference source and, : optionally, fixing time) to be used for determining a  currency conversion rate. 5A reference to the party responsible for making the ' payments defined by this structure. 7A reference to the account responsible for making the ' payments defined by this structure. 5A reference to the party that receives the payments $ corresponding to this structure. 7A reference to the account that receives the payments $ corresponding to this structure. 7The payment date, which can be expressed as either an  adjustable or relative date. Non negative payment amount. Payment classification. )A trigger level approached from beneath. 'A trigger level approached from above. "Date on which this period begins.  Date on which this period ends. 9The frequency at which averaging period occurs with the ? regular part of the valuation schedule and their roll date  convention. 7A schedule for generating averaging observation dates. =A choice between unweighted and weighted averaging date and  times. Choice between: 7 An unweighted list of averaging observation date and  times. 4 A weighted list of averaging observation date and  times. 5The market disruption event as defined by ISDA 2002  Definitions. )A single weighted averaging observation. The factor of strike. The averaging in period. 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" # $ % & ' ( ) * + , - . / 0 1 2 3 4 5 6 7 8 9 : ; < = > ? @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z [ \ ] ^ _ ` a b c d e f g h i j k l m n o p q r s t u v w x y z { | } ~                            ! " # $ % & ' ( ) * + , - . / 0 1 2 3 4 5 6 7 8 9 : ; < = > ? @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z [ \ ] ^ _ ` a b c d e f g h i j k l m n o p q r s t u v w x y z { | } ~                            ! " # $ % & ' ( ) * + , - . / 0 1 2 3 4 5 6 7 8 9 : ; < = > ? @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z [ \ ] ^ _ ` a b c d e f g h i j k l m n o p q r s t u v w x y z { | } ~                            ! " # $ % & ' ( ) * + , - . / 0 1 2 3 4 5 6 7 8 9 : ; < = > ? @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z [ \ ] ^ _ ` a b c d e f g h i j k l m n o p q r s t u v w x y z { | } ~                           ~ } | { { | } ~  z n o p q r s t u v w x y zy j k l mx g h iw b c d e fv au _ `t ] ^s Z [ \r V W X Yq Q R S T Up N O P[p N O Pq Q R S T Ur V W X Ys Z [ \t ] ^u _ `v aw b c d e fx g h iy j k l mz n o p q r s t u v w x y z{ { | } ~  | } ~                           Safe-Infered;A limited version of the CDS type used as an underlyer to 9 CDS options in Transparency view, to avoid requiring  product type etc. $This type represents a CDS Tranche. 3Reference to a settlement terms derived construct 5 (cashSettlementTerms or physicalSettlementTerms). =This type contains all the constituent weight and reference  information. ;This type contains all the reference pool items to define < the reference entity and reference obligation(s) in the  basket. (Reference to protectionTerms component. -A type defining a Credit Default Swap Index. 6The calculation period fixed rate. A per annum rate, 8 expressed as a decimal. A fixed rate of 5% would be  represented as 0.05. <Defines a coding scheme of the entity types defined in the ( ISDA First to Default documentation. ;A complex type to specify the strike of a credit swaption $ or a credit default swap option. :A complex type to support the credit default swap option. !CDS Basket Reference Information $An option on a credit default swap. <In a credit default swap one party (the protection seller) > agrees to compensate another party (the protection buyer) ? if a specified company or Sovereign (the reference entity) ; experiences a credit event, indicating it is or may be : unable to service its debts. The protection seller is  typically paid a fee and/or premium, expressed as an 8 annualized percent of the notional in basis points, ? regularly over the life of the transaction or otherwise as  agreed by the parties. 8This element contains all the data that appears in the  section entitled 1. General Terms in the 2003 ISDA Credit  Derivatives Confirmation. :This element contains all the terms relevant to defining  the fixed amounts/"payments per the applicable ISDA  definitions. :This element contains all the terms relevant to defining ; the applicable floating rate payer calculation amount, ? credit events and associated conditions to settlement, and  reference obligations. Choice between: 4 Where single valuation date is specified as being ; applicable for cash settlement, this element specifies : the number of business days after satisfaction of all 6 conditions to settlement when such valuation date 1 occurs. ISDA 2003 Term: Single Valuation Date 8 Where multiple valuation dates are specified as being ; applicable for cash settlement, this element specifies : (a) the number of applicable valuation dates, and (b) : the number of business days after satisfaction of all ; conditions to settlement when the first such valuation 5 date occurs, and (c) the number of business days < thereafter of each successive valuation date. ISDA 2003 " Term: Multiple Valuation Dates 9Lower bound percentage of the loss that the Tranche can > endure, expressed as a decimal. An attachment point of 5% 9 would be represented as 0.05. The difference between > Attachment and Exhaustion points is call the width of the > Tranche. A schema facet to constraint the value between 0 ( to 1 will be introduced in FpML 4.3. 9Upper bound percentage of the loss that the Tranche can > endure, expressed as a decimal. An exhaustion point of 5% 9 would be represented as 0.05. The difference between > Attachment and Exhaustion points is call the width of the > Tranche. A schema facet to constraint the value between 0 ( to 1 will be introduced in FpML 4.3. <Outstanding Swap Notional Amount is defined at any time on ? any day, as the greater of: (a) Zero; If Incurred Recovery = Amount Applicable: (b) The Original Swap Notional Amount @ minus the sum of all Incurred Loss Amounts and all Incurred 4 Recovery Amounts (if any) determined under this < Confirmation at or prior to such time.Incurred Recovery @ Amount not populated: (b) The Original Swap Notional Amount @ minus the sum of all Incurred Loss Amounts determined under / this Confirmation at or prior to such time. 7Indicates whether the specified currency provision is  applicable. 0The currency in which an amount is denominated. =A number of business days. Its precise meaning is dependant < on the context in which this element is used. ISDA 2003  Term: Business Day 6A fixed amount payment date that shall be subject to > adjustment in accordance with the applicable business day ? convention if it would otherwise fall on a day that is not ? a business day. The applicable business day convention and < business day are those specified in the dateAdjustments ? element within the generalTerms component. ISDA 2003 Term: ! Fixed Rate Payer Payment Date 8The adjusted payment date. This date should already be > adjusted for any applicable business day convention. This @ component is not intended for use in trade confirmation but > may be specified to allow the fee structure to also serve ! as a cashflow type component. 5A fixed payment amount. ISDA 2003 Term: Fixed Amount $ISDA 2003 Term: Settlement Currency 'Relevant settled entity matrix source.  =Specifies the publication date of the applicable version of ; the matrix. When this element is omitted, the Standard < Terms Supplement defines rules for which version of the  matrix is applicable.  =Describes the weight of each of the constituents within the 7 basket. If not provided, it is assumed to be equal  weighted.  9Reference to the documentation terms applicable to this  item. ;Reference to the settlement terms applicable to this item. ;The corporate or sovereign entity on which you are buying @ or selling protection and any successor that assumes all or @ substantially all of its contractual and other obligations. @ It is vital to use the correct legal name of the entity and @ to be careful not to choose a subsidiary if you really want : to trade protection on a parent company. Please note, ? Reference Entities cannot be senior or subordinated. It is : the obligations of the Reference Entities that can be < senior or subordinated. ISDA 2003 Term: Reference Entity Choice between: : The Reference Obligation is a financial instrument that < is either issued or guaranteed by the reference entity. 6 It serves to clarify the precise reference entity 4 protection is being offered upon, and its legal 0 position with regard to other related firms  (parents/*subsidiaries). Furthermore the Reference 9 Obligation is ALWAYS deliverable and establishes the ; Pari Passu ranking (as the deliverable bonds must rank 8 equal to the reference obligation). ISDA 2003 Term:  Reference Obligation 9 Used to indicate that there is no Reference Obligation < associated with this Credit Default Swap and that there  will never be one. <Defines the reference entity types corresponding to a list 8 of types in the ISDA First to Default documentation. Choice between: 9 Identifies the underlying asset when it is a series or  a class of bonds. / Identifies the underlying asset when it is a  convertible bond. ( Identifies a mortgage backed security. 6 Identifies a simple underlying asset that is a loan. Choice between: : The entity primarily responsible for repaying debt to a 8 creditor as a result of borrowing or issuing bonds. # ISDA 2003 Term: Primary Obligor : A pointer style reference to a reference entity defined 7 elsewhere in the document. Used when the reference " entity is the primary obligor. Choice between: 4 The party that guarantees by way of a contractual 6 arrangement to pay the debts of an obligor if the < obligor is unable to make the required payments itself.  ISDA 2003 Term: Guarantor : A pointer style reference to a reference entity defined 7 elsewhere in the document. Used when the reference  entity is the guarantor. ;The corporate or sovereign entity on which you are buying @ or selling protection and any successor that assumes all or @ substantially all of its contractual and other obligations. @ It is vital to use the correct legal name of the entity and @ to be careful not to choose a subsidiary if you really want : to trade protection on a parent company. Please note, ? Reference Entities cannot be senior or subordinated. It is : the obligations of the Reference Entities that can be < senior or subordinated. ISDA 2003 Term: Reference Entity Choice between: : The Reference Obligation is a financial instrument that < is either issued or guaranteed by the reference entity. 6 It serves to clarify the precise reference entity 4 protection is being offered upon, and its legal 0 position with regard to other related firms  (parents/*subsidiaries). Furthermore the Reference 9 Obligation is ALWAYS deliverable and establishes the ; Pari Passu ranking (as the deliverable bonds must rank 8 equal to the reference obligation). ISDA 2003 Term:  Reference Obligation 9 Used to indicate that there is no Reference Obligation < associated with this Credit Default Swap and that there  will never be one. 1 Used to indicate that the Reference obligation 9 associated with the Credit Default Swap is currently 8 not known. This is not valid for Legal Confirmation ; purposes, but is valid for earlier stages in the trade * life cycle (e.g. Broker Confirmation). :Indicates whether an obligation of the Reference Entity, 6 guaranteed by the Reference Entity on behalf of a = non-Affiliate, is to be considered an Obligation for the 9 purpose of the transaction. It will be considered an @ obligation if allGuarantees is applicable (true) and not if ? allGuarantees is inapplicable (false). ISDA 2003 Term: All  Guarantees :Used to determine (a) for physically settled trades, the ? Physical Settlement Amount, which equals the Floating Rate ? Payer Calculation Amount times the Reference Price and (b) ? for cash settled trades, the Cash Settlement Amount, which 9 equals the greater of (i) the difference between the < Reference Price and the Final Price and (ii) zero. ISDA  2003 Term: Reference Price =Applicable to the transactions on mortgage-backed security, > which can make use of a reference policy. Presence of the  element with value set to true indicates that the ? reference policy is applicable; absence implies that it is  not. 9With respect to any day, the list of Syndicated Secured < Obligations of the Designated Priority of the Reference > Entity published by Markit Group Limited or any successor 3 thereto appointed by the Specified Dealers (the Secured List Publisher.) on or most recently before such day, which ( list is currently available at [http:www.markit.com]. * ISDA 2003 Term: Relevant Secured List. $=The notional amount of protection coverage. ISDA 2003 Term: * Floating Rate Payer Calculation Amount %=This element contains all the ISDA terms relating to credit  events. &=The underlying obligations of the reference entity on which < you are buying or selling protection. The credit events 8 Failure to Pay, Obligation Acceleration, Obligation & Default, Restructuring, Repudiation/Moratorium are defined 6 with respect to these obligations. ISDA 2003 Term: '6This element contains the ISDA terms relating to the < floating rate payment events and the implied additional 9 fixed payments, applicable to the credit derivatives 4 transactions on mortgage-backed securities with ) pay-as-you-go or physical settlement. *$ISDA 2003 Term: Settlement Currency +:The number of business days used in the determination of ? the physical settlement date. The physical settlement date 9 is this number of business days after all applicable ; conditions to settlement are satisfied. If a number of = business days is not specified fallback provisions apply < for determining the number of business days. If Section  8.58.6 of the 1999(2003 ISDA Definitions are to apply the > businessDaysNotSpecified element should be included. If a @ specified number of business days are to apply these should 9 be specified in the businessDays element. If Section  8.58.6 of the 1999(2003 ISDA Definitions are to apply but 9 capped at a maximum number of business days then the . maximum number should be specified in the : maximumBusinessDays element. ISDA 2003 Term: Physical  Settlement Period ,6This element contains all the ISDA terms relevant to ) defining the deliverable obligations. -(If this element is specified and set to true , indicates @ that physical settlement must take place through the use of : an escrow agent. (For Canadian counterparties this is  always Not Applicable. ISDA 2003 Term: Escrow. .(If this element is specified and set to true , for a 6 transaction documented under the 2003 ISDA Credit = Derivatives Definitions, has the effect of incorporating < the language set forth below into the confirmation. The ? section references are to the 2003 ISDA Credit Derivatives ? Definitions. Notwithstanding Section 1.7 or any provisions 9 of Sections 9.9 or 9.10 to the contrary, but without = prejudice to Section 9.3 and (where applicable) Sections ? 9.4, 9.5 and 9.6, if the Termination Date has not occurred ? on or prior to the date that is 60 Business Days following ? the Physical Settlement Date, such 60th Business Day shall > be deemed to be the Termination Date with respect to this 9 Transaction except in relation to any portion of the  Transaction (an Affected Portion) in respect of which: ? (1) a valid notice of Buy-in Price has been delivered that > is effective fewer than three Business Days prior to such > 60th Business Day, in which case the Termination Date for : that Affected Portion shall be the third Business Day = following the date on which such notice is effective; or : (2) Buyer has purchased but not Delivered Deliverable @ Obligations validly specified by Seller pursuant to Section 9 9.10(b), in which case the Termination Date for that ? Affected Portion shall be the tenth Business Day following @ the date on which Seller validly specified such Deliverable  Obligations to Buyer. 0Choice between: 8 An explicit indication that a number of business days 2 are not specified and therefore ISDA fallback  provisions should apply. 4 A number of business days. Its precise meaning is < dependant on the context in which this element is used.  ISDA 2003 Term: Business Day 9 A maximum number of business days. Its precise meaning 9 is dependant on the context in which this element is 9 used. Intended to be used to limit a particular ISDA  fallback provision. 3<The time interval between regular fixed rate payer payment  dates. 4:The start date of the initial calculation period if such = date is not equal to the trade s effective date. It must @ only be specified if it is not equal to the effective date. @ The applicable business day convention and business day are > those specified in the dateAdjustments element within the @ generalTerms component (or in a transaction supplement FpML ? representation defined within the referenced general terms  confirmation agreement). 59The first unadjusted fixed rate payer payment date. The < applicable business day convention and business day are > those specified in the dateAdjustments element within the @ generalTerms component (or in a transaction supplement FpML ? representation defined within the referenced general terms > confirmation agreement). ISDA 2003 Term: Fixed Rate Payer  Payment Date 6<The last regular unadjusted fixed rate payer payment date. @ The applicable business day convention and business day are > those specified in the dateAdjustments element within the @ generalTerms component (or in a transaction supplement FpML ? representation defined within the referenced general terms 9 confirmation agreement). This element should only be > included if there is a final payment stub, i.e. where the = last regular unadjusted fixed rate payer payment date is ; not equal to the scheduled termination date. ISDA 2003 ' Term: Fixed Rate Payer Payment Date 7-Used in conjunction with the effectiveDate, 0 scheduledTerminationDate, firstPaymentDate, = lastRegularPaymentDate and paymentFrequency to determine / the regular fixed rate payer payment dates. 8Choice between: 6 A fixed payment amount. ISDA 2003 Term: Fixed Amount 2 This element contains all the terms relevant to 9 calculating a fixed amount where the fixed amount is 7 calculated by reference to a per annum fixed rate. 2 There is no corresponding ISDA 2003 Term. The  equivalent is Sec 5.1 Calculation of Fixed Amount but ) this in itself is not a defined Term. 9=An optional cashflow-like structure allowing the equivalent @ representation of the periodic fixed payments in terms of a : series of adjusted payment dates and amounts. This is : intended to support application integration within an ; organisation and is not intended for use in inter-firm ? communication or confirmations. ISDA 2003 Term: Fixed Rate  Payer Payment Date ;/Indicates whether the provision is applicable. <Specifies whether either 'Partial Cash Settlement of  Assignable Loans', '$Partial Cash Settlement of Consent  Required Loans' or 'Partial Cash Settlement of  Participations'. is applicable. If this element is specified 4 and Assignable Loan is a Deliverable Obligation @ Chracteristic, any Assignable Loan that is deliverable, but > where a non-receipt of Consent by the Physical Settlement @ Date has occurred, the Loan can be cash settled rather than ; physically delivered. If this element is specified and 6 Consent Required Loan is a Deliverable Obligation 6 Characterisitc, any Consent Required Loan that is ; deliverable, but where a non-receipt of Consent by the @ Physical Settlement Date has occurred, the Loan can be cash > settled rather than physically delivered. If this element @ is specified and Direct Loan Participation is a Deliverable : Obligation Characterisitic, any Participation that is ; deliverable, but where this participation has not been 8 effected (has not come into effect) by the Physical ; Settlement Date, the participation can be cash settled % rather than physically delivered. >9Used in both obligations and deliverable obligations to > represent a class or type of securities which apply. ISDA ! 2003 Term: Obligation Category/Deliverable Obligation  Category ?=An obligation and deliverable obligation characteristic. An > obligation that ranks at least equal with the most senior : Reference Obligation in priority of payment or, if no 5 Reference Obligation is specified in the related ? Confirmation, the obligations of the Reference Entity that 0 are senior. ISDA 2003 Term: Not Subordinated @:An obligation and deliverable obligation characteristic. 9 The currency or currencies in which an obligation or < deliverable obligation must be payable. ISDA 2003 Term:  Specified Currency A:An obligation and deliverable obligation characteristic. > Any obligation that is not primarily (majority) owed to a = Sovereign or Supranational Organization. ISDA 2003 Term:  Not Sovereign Lender B:An obligation and deliverable obligation characteristic. > Any obligation that is payable in any currency other than ; the domestic currency. Domestic currency is either the ? currency so specified or, if no currency is specified, the ; currency of (a) the reference entity, if the reference @ entity is a sovereign, or (b) the jurisdiction in which the = relevant reference entity is organised, if the reference < entity is not a sovereign. ISDA 2003 Term: Not Domestic  Currency C=An obligation and deliverable obligation characteristic. If 8 the reference entity is a Sovereign, this means any @ obligation that is not subject to the laws of the reference = entity. If the reference entity is not a sovereign, this @ means any obligation that is not subject to the laws of the > jurisdiction of the reference entity. ISDA 2003 Term: Not  Domestic Law D:An obligation and deliverable obligation characteristic. > Indicates whether or not the obligation is quoted, listed ? or ordinarily purchased and sold on an exchange. ISDA 2003  Term: Listed E:An obligation and deliverable obligation characteristic. > Any obligation other than an obligation that was intended ? to be offered for sale primarily in the domestic market of ; the relevant Reference Entity. This specifies that the @ obligation must be an internationally recognized bond. ISDA $ 2003 Term: Not Domestic Issuance FChoice between: + An obligation and deliverable obligation 2 characteristic. Defined in the ISDA published : additional provisions for U.S. Municipal as Reference 2 Entity. ISDA 2003 Term: Full Faith and Credit  Obligation Liability + An obligation and deliverable obligation 2 characteristic. Defined in the ISDA published : additional provisions for U.S. Municipal as Reference 4 Entity. ISDA 2003 Term: General Fund Obligation  Liability + An obligation and deliverable obligation 2 characteristic. Defined in the ISDA published : additional provisions for U.S. Municipal as Reference 8 Entity. ISDA 2003 Term: Revenue Obligation Liability G9NOTE: Only allowed as an obligation charcteristic under : ISDA Credit 1999. In essence Not Contingent means the 4 repayment of principal cannot be dependant on a  formula/4index, i.e. to prevent the risk of being delivered ? an instrument that may never pay any element of principal, @ and to ensure that the obligation is interest bearing (on a 5 regular schedule). ISDA 2003 Term: Not Contingent H=A free format string to specify any excluded obligations or 8 deliverable obligations, as the case may be, of the 9 reference entity or excluded types of obligations or 6 deliverable obligations. ISDA 2003 Term: Excluded  Obligations/!Excluded Deliverable Obligations I<This element is used to specify any other obligations of a 9 reference entity in both obligations and deliverable = obligations. The obligations can be specified free-form. ; ISDA 2003 Term: Other Obligations of a Reference Entity J5Applies to Loan CDS, to indicate what lien level is 9 appropriate for a deliverable obligation. Applies to 6 European Loan CDS, to indicate the Ranking of the > obligation. Example: a 2nd lien Loan CDS would imply that : the deliverable obligations are 1st or 2nd lien loans. K:An obligation and deliverable obligation characteristic. @ Defined in the ISDA published Standard Terms Supplement for < use with CDS Transactions on Leveraged Loans. ISDA 2003  Term: Cash Settlement Only. L:An obligation and deliverable obligation characteristic. @ Defined in the ISDA published Standard Terms Supplement for < use with CDS Transactions on Leveraged Loans. ISDA 2003 " Term: Delivery of Commitments. M:An obligation and deliverable obligation characteristic. @ Defined in the ISDA published Standard Terms Supplement for < use with CDS Transactions on Leveraged Loans. ISDA 2003  Term: Continuity. O:Indicates whether the not domestic currency provision is  applicable. P4An explicit specification of the domestic currency. R=A number of business days. Its precise meaning is dependant < on the context in which this element is used. ISDA 2003  Term: Business Day S:The number of business days between successive valuation @ dates when multiple valuation dates are applicable for cash 8 settlement. ISDA 2003 Term: Business Days thereafter T7Where multiple valuation dates are specified as being ? applicable for cash settlement, this element specifies (a) : the number of applicable valuation dates, and (b) the 6 number of business days after satisfaction of all @ conditions to settlement when the first such valuation date > occurs, and (c) the number of business days thereafter of = each successive valuation date. ISDA 2003 Term: Multiple  Valuation Dates Y/Indicates whether the provision is applicable. ZSpecifies whether either 'Partial Cash Settlement of  Assignable Loans', '$Partial Cash Settlement of Consent  Required Loans' or 'Partial Cash Settlement of  Participations'. is applicable. If this element is specified 4 and Assignable Loan is a Deliverable Obligation @ Chracteristic, any Assignable Loan that is deliverable, but > where a non-receipt of Consent by the Physical Settlement @ Date has occurred, the Loan can be cash settled rather than ; physically delivered. If this element is specified and 6 Consent Required Loan is a Deliverable Obligation 6 Characterisitc, any Consent Required Loan that is ; deliverable, but where a non-receipt of Consent by the @ Physical Settlement Date has occurred, the Loan can be cash > settled rather than physically delivered. If this element @ is specified and Direct Loan Participation is a Deliverable : Obligation Characterisitic, any Participation that is ; deliverable, but where this participation has not been 8 effected (has not come into effect) by the Physical ; Settlement Date, the participation can be cash settled % rather than physically delivered. [<If Direct Loan Participation is specified as a deliverable ? obligation characteristic, this specifies any requirements > for the Qualifying Participation Seller. The requirements 8 may be listed free-form. ISDA 2003 Term: Qualifying  Participation Seller ]:Specifies the nature of the interest Shortfall cap (i.e. 7 Fixed Cap or Variable Cap) in the case where it is 7 applicable. ISDA 2003 Term: Interest Shortfall Cap. _/The rate source in the case of a variable cap. b5A reference to the party responsible for making the ' payments defined by this structure. c7A reference to the account responsible for making the ' payments defined by this structure. d5A reference to the party that receives the payments $ corresponding to this structure. e7A reference to the account that receives the payments $ corresponding to this structure. f=A fixed payment date that shall be subject to adjustment in > accordance with the applicable business day convention if < it would otherwise fall on a day that is not a business = day. The applicable business day convention and business ; day are those specified in the dateAdjustments element & within the generalTerms component. g8The adjusted payment date. This date should already be > adjusted for any applicable business day convention. This @ component is not intended for use in trade confirmation but > may be specified to allow the fee structure to also serve ! as a cashflow type component. hA fixed payment amount. kChoice between:   Sequence of: 3 The name of the index expressed as a free format 6 string. FpML does not define usage rules for this  element. . A CDS index identifier (e.g. RED pair code). . A CDS index identifier (e.g. RED pair code). l1A CDS index series identifier, e.g. 1, 2, 3 etc. m9A CDS index series version identifier, e.g. 1, 2, 3 etc. nA CDS index series annex date. o!A CDS index series annex source. pExcluded reference entity. q)This element contains CDS tranche terms. r9Used to specify the Relevant Settled Entity Matrix when 8 there are settled entities at the time of the trade. }9The first day of the term of the trade. This day may be < subject to adjustment in accordance with a business day / convention. ISDA 2003 Term: Effective Date. ~8The scheduled date on which the credit protection will ? lapse. This day may be subject to adjustment in accordance > with a business day convention. ISDA 2003 Term: Scheduled  Termination Date. 9A 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. 6A reference to the account that buys this instrument. %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. 7A reference to the account that sells this instrument. ;ISDA 2003 Terms: Business Day and Business Day Convention. Choice between: 2 This element contains all the terms relevant to 0 defining the reference entity and reference  obligation(s). 2 This element contains all the terms relevant to * defining the Credit DefaultSwap Index. 2 This element contains all the terms relevant to , defining the Credit Default Swap Basket. =This element is used for representing information contained < in the Additional Terms field of the 2003 Master Credit  Derivatives confirm. Value of this element set to true indicates that  substitution is applicable. Value of this element set to true indicates that modified " equity delivery is applicable. <As specified by the ISDA Supplement for use with trades on  mortgage-backed securities, WAC Cap means a weighted : average coupon or weighted average rate cap provision ; (however defined in the Underlying Instruments) of the ? Underlying Instruments that limits, increases or decreases = the interest rate or interest entitlement, as set out in = the Underlying Instruments on the Effective Date without ; regard to any subsequent amendment The presence of the  element with value set to true signifies that the ; provision is applicable. From a usage standpoint, this > provision is typically applicable in the case of CMBS and * not applicable in case of RMBS trades. <As specified by the ISDA Standard Terms Supplement for use ? with trades on mortgage-backed securities. The presence of ! the element with value set to true signifies that the ; provision is applicable. If applicable, the applicable > step-up terms are specified as part of that ISDA Standard > Terms Supplement. From a usage standpoint, this provision 8 is typically applicable in the case of RMBS and not & applicable in case of CMBS trades. ;A floating rate payment event. Corresponds to the failure @ by the Reference Entity to pay an expected principal amount > or the payment of an actual principal amount that is less @ than the expected principal amount. ISDA 2003 Term: Failure  to Pay Principal. 4A floating rate payment event. With respect to any 6 Reference Obligation Payment Date, either (a) the : non-payment of an Expected Interest Amount or (b) the ? payment of an Actual Interest Amount that is less than the 7 Expected Interest Amount. ISDA 2003 Term: Interest  Shortfall. ;A floating rate payment event. Results from the fact that @ the underlyer writes down its outstanding principal amount.  ISDA 2003 Term: Writedown. ;A floating rate payment event. Results from the fact that ; losses occur to the underlying instruments that do not = result in reductions of the outstanding principal of the  reference obligation. :Specifies the floating amount provisions associated with  the floatingAmountEvents. ;Specifies the events that will give rise to the payment a  additional fixed payments. 6The notional amount used in the calculation of fixed > amounts where an amount is calculated on a formula basis, > i.e. fixed amount = fixed rate payer calculation amount x @ fixed rate x fixed rate day count fraction. ISDA 2003 Term: ( Fixed Rate Payer Calculation Amount. 6The calculation period fixed rate. A per annum rate, 8 expressed as a decimal. A fixed rate of 5% would be  represented as 0.05. 8The day count fraction. ISDA 2003 Term: Fixed Rate Day  Count Fraction. 9Specifies a single fixed payment that is payable by the ; payer to the receiver on the initial payment date. The > fixed payment to be paid is specified in terms of a known ? currency amount. This element should be used for CDS Index @ trades and can be used for CDS trades where it is necessary @ to represent a payment from Seller to Buyer. For CDS trades ; where a payment is to be made from Buyer to Seller the  feeLeg/&singlePayment structure must be used. 8Specifies a single fixed amount that is payable by the > buyer to the seller on the fixed rate payer payment date. ; The fixed amount to be paid is specified in terms of a  known currency amount. 9Specifies a periodic schedule of fixed amounts that are ? payable by the buyer to the seller on the fixed rate payer ? payment dates. The fixed amount to be paid on each payment > date can be specified in terms of a known currency amount ? or as an amount calculated on a formula basis by reference ; to a per annum fixed rate. The applicable business day = convention and business day for adjusting any fixed rate @ payer payment date if it would otherwise fall on a day that 5 is not a business day are those specified in the ? dateAdjustments element within the generalTerms component.  ISDA 2003 Term: =An optional element that only has meaning in a credit index 3 trade. This element contains the credit spread (fair value/) at which the trade was executed. Unlike the ? fixedRate of an index, the marketFixedRate varies over the : life of the index depending on market conditions. The ; marketFixedRate is the price of the index as quoted by  trading desks. <Applicable to CDS on MBS to specify whether payment delays > are applicable to the fixed Amount. RMBS typically have a ; payment delay of 5 days between the coupon date of the ? reference obligation and the payment date of the synthetic < swap. CMBS do not, on the other hand, with both payment * dates being on the 25th of each month. 7An optional element that contains the up-front points @ expressed as a percentage of the notional. An initialPoints @ value of 5% would be represented as 0.05. The initialPoints @ element is an alternative to marketFixedRate in quoting the = traded level of a trade. When initialPoints is used, the @ traded level is the sum of fixedRate and initialPoints. The = initialPoints is one of the items that are factored into ? the initialPayment calculation and is payable by the Buyer ? to the Seller. Note that initialPoints and marketFixedRate ? may both be present in the same document when both implied  values are desired. 9The type of quotation that was used between the trading : desks. The purpose of this element is to indicate the = actual quotation style that was used to quote this trade < which may not be apparent when both marketFixedRate and 5 initialPoints are included in the document. When 9 quotationStyle is PointsUpFront , the initialPoints 8 element should be populated. When quotationStyle is : TradedSpread , the marketFixedRate element should be  populated. :Indicates whether accrued interest is included (true) or < not (false). For cash settlement this specifies whether > quotations should be obtained inclusive or not of accrued = interest. For physical settlement this specifies whether @ the buyer should deliver the obligation with an outstanding 8 principal balance that includes or excludes accrued $ interest. ISDA 2003 Term: Include/Exclude Accrued Interest 9Used in both obligations and deliverable obligations to > represent a class or type of securities which apply. ISDA ! 2003 Term: Obligation Category/Deliverable Obligation  Category =An obligation and deliverable obligation characteristic. An > obligation that ranks at least equal with the most senior : Reference Obligation in priority of payment or, if no 5 Reference Obligation is specified in the related ? Confirmation, the obligations of the Reference Entity that 0 are senior. ISDA 2003 Term: Not Subordinated :An obligation and deliverable obligation characteristic. 9 The currency or currencies in which an obligation or < deliverable obligation must be payable. ISDA 2003 Term:  Specified Currency :An obligation and deliverable obligation characteristic. > Any obligation that is not primarily (majority) owed to a = Sovereign or Supranational Organization. ISDA 2003 Term:  Not Sovereign Lender :An obligation and deliverable obligation characteristic. > Any obligation that is payable in any currency other than ; the domestic currency. Domestic currency is either the ? currency so specified or, if no currency is specified, the ; currency of (a) the reference entity, if the reference @ entity is a sovereign, or (b) the jurisdiction in which the = relevant reference entity is organised, if the reference < entity is not a sovereign. ISDA 2003 Term: Not Domestic  Currency =An obligation and deliverable obligation characteristic. If 8 the reference entity is a Sovereign, this means any @ obligation that is not subject to the laws of the reference = entity. If the reference entity is not a sovereign, this @ means any obligation that is not subject to the laws of the > jurisdiction of the reference entity. ISDA 2003 Term: Not  Domestic Law :An obligation and deliverable obligation characteristic. > Indicates whether or not the obligation is quoted, listed ? or ordinarily purchased and sold on an exchange. ISDA 2003  Term: Listed 9A deliverable obligation characteristic. In essence Not : Contingent means the repayment of principal cannot be  dependant on a formula/$index, i.e. to prevent the risk of 9 being delivered an instrument that may never pay any ? element of principal, and to ensure that the obligation is > interest bearing (on a regular schedule). ISDA 2003 Term:  Not Contingent :An obligation and deliverable obligation characteristic. > Any obligation other than an obligation that was intended ? to be offered for sale primarily in the domestic market of ; the relevant Reference Entity. This specifies that the @ obligation must be an internationally recognized bond. ISDA $ 2003 Term: Not Domestic Issuance 9A deliverable obligation characteristic. A loan that is 9 freely assignable to a bank or financial institution 7 without the consent of the Reference Entity or the : guarantor, if any, of the loan (or the consent of the > applicable borrower if a Reference Entity is guaranteeing ; the loan) or any agent. ISDA 2003 Term: Assignable Loan 9A deliverable obligation characteristic. A loan that is @ capable of being assigned with the consent of the Reference ? Entity or the guarantor, if any, of the loan or any agent. ) ISDA 2003 Term: Consent Required Loan 8A deliverable obligation characteristic. A loan with a < participation agreement whereby the buyer is capable of @ creating, or procuring the creation of, a contractual right : in favour of the seller that provides the seller with ? recourse to the participation seller for a specified share : in any payments due under the relevant loan which are : received by the participation seller. ISDA 2003 Term:  Direct Loan Participation =A deliverable obligation characteristic. An obligation that ; is transferable to institutional investors without any < contractual, statutory or regulatory restrictions. ISDA  2003 Term: Transferable =A deliverable obligation characteristic. An obligation that ? has a remaining maturity from the Physical Settlement Date > of not greater than the period specified. ISDA 2003 Term:  Maximum Maturity ;A deliverable obligation characteristic. An obligation at > time of default is due to mature and due to be repaid, or  as a result of downgrade/#bankruptcy is due to be repaid as 8 a result of an acceleration clause. ISDA 2003 Term:  Accelerated or Matured 9A deliverable obligation characteristic. Any obligation @ that is not a bearer instrument. This applies to Bonds only 0 and is meant to avoid tax, fraud and security/ delivery > provisions that can potentially be associated with Bearer % Bonds. ISDA 2003 Term: Not Bearer Choice between: + An obligation and deliverable obligation 2 characteristic. Defined in the ISDA published : additional provisions for U.S. Municipal as Reference 2 Entity. ISDA 2003 Term: Full Faith and Credit  Obligation Liability + An obligation and deliverable obligation 2 characteristic. Defined in the ISDA published : additional provisions for U.S. Municipal as Reference 4 Entity. ISDA 2003 Term: General Fund Obligation  Liability + An obligation and deliverable obligation 2 characteristic. Defined in the ISDA published : additional provisions for U.S. Municipal as Reference 8 Entity. ISDA 2003 Term: Revenue Obligation Liability 9ISDA 1999 Term: Indirect Loan Participation. NOTE: Only = applicable as a deliverable obligation under ISDA Credit  1999. =A free format string to specify any excluded obligations or 8 deliverable obligations, as the case may be, of the 9 reference entity or excluded types of obligations or 6 deliverable obligations. ISDA 2003 Term: Excluded  Obligations/!Excluded Deliverable Obligations <This element is used to specify any other obligations of a 9 reference entity in both obligations and deliverable = obligations. The obligations can be specified free-form. ; ISDA 2003 Term: Other Obligations of a Reference Entity Choice between: 7 The strike of a credit default swap option or credit 2 swaption when expressed as a spread per annum. 7 The strike of a credit default swap option or credit < swaption when expressed as in reference to the price of * the underlying obligation(s) or index. 7 The strike of a credit default swap option or credit : swaption when expressed in reference to the spread of 9 the underlying swap (typical practice in the case of  single name swaps). :A classification of the most important risk class of the < trade. FpML defines a simple asset class categorization  using a coding scheme. ;A classification of additional risk classes of the trade, = if any. FpML defines a simple asset class categorization  using a coding scheme. 9A classification of the type of product. FpML defines a 8 simple product categorization using a coding scheme. 6A 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 5 rate, strike, etc.) that are negotiated for each @ transaction. It can be used to hold identifiers such as the  UPI5 (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. 9 Note that the domain values for this element are not  strictly an enumerated list. 9A 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. 6A reference to the account that buys this instrument. %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. 7A reference to the account that sells this instrument. :The type of option transaction. From a usage standpoint,  put,call is the default option type, while payer receiver > indicator is used for options index credit default swaps, > consistently with the industry practice. Straddle is used ? for the case of straddle strategy, that combine a call and  a put with the same strike. 7The option premium payable by the buyer to the seller. ;An placeholder for the actual option exercise definitions. =A set of parameters defining procedures associated with the  exercise. 9An Option feature such as quanto, asian, barrier, knock. =A choice between an explicit representation of the notional 8 amount, or a reference to a notional amount defined  elsewhere in this document. Choice between:  notionalReference  notionalAmount :The number of units of underlyer per option comprised in  the option transaction. TODO ;The number of options comprised in the option transaction. Choice between:  Settlement Amount : Settlement Currency for use where the Settlement Amount  cannot be known in advance ;Specifies the strike of the option on credit default swap. :A classification of the most important risk class of the < trade. FpML defines a simple asset class categorization  using a coding scheme. ;A classification of additional risk classes of the trade, = if any. FpML defines a simple asset class categorization  using a coding scheme. 9A classification of the type of product. FpML defines a 8 simple product categorization using a coding scheme. 6A 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 5 rate, strike, etc.) that are negotiated for each @ transaction. It can be used to hold identifiers such as the  UPI5 (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. 9 Note that the domain values for this element are not  strictly an enumerated list. 8This element contains all the data that appears in the  section entitled 1. General Terms in the 2003 ISDA Credit  Derivatives Confirmation. :This element contains all the terms relevant to defining  the fixed amounts/"payments per the applicable ISDA  definitions. :This element contains all the terms relevant to defining ; the applicable floating rate payer calculation amount, ? credit events and associated conditions to settlement, and  reference obligations. Choice between: 7 This element contains all the ISDA terms relevant to < cash settlement for when cash settlement is applicable. # ISDA 2003 Term: Cash Settlement 7 This element contains all the ISDA terms relevant to 8 physical settlement for when physical settlement is 3 applicable. ISDA 2003 Term: Physical Settlement $ISDA 2003 Term: Settlement Currency <The number of business days after conditions to settlement = have been satisfied when the calculation agent obtains a @ price quotation on the Reference Obligation for purposes of ? cash settlement. There may be one or more valuation dates. > This is typically specified if the cash settlement amount 9 is not a fixed amount. ISDA 2003 Term: Valuation Date ;The time of day in the specified business center when the < calculation agent seeks quotations for an amount of the ? reference obligation for purposes of cash settlement. ISDA  2003 Term: Valuation Time ;The type of price quotations to be requested from dealers 7 when determining the market value of the reference = obligation for purposes of cash settlement. For example, > Bid, Offer or Mid-market. ISDA 2003 Term: Quotation Method 6In the determination of a cash settlement amount, if 8 weighted average quotations are to be obtained, the 5 quotation amount specifies an upper limit to the > outstanding principal balance of the reference obligation > for which the quote should be obtained. If not specified, @ the ISDA definitions provide for a fallback amount equal to @ the floating rate payer calculation amount. ISDA 2003 Term:  Quotation Amount 6In the determination of a cash settlement amount, if @ weighted average quotations are to be obtained, the minimum < quotation amount specifies a minimum intended threshold = amount of outstanding principal balance of the reference > obligation for which the quote should be obtained. If not ; specified, the ISDA definitions provide for a fallback 8 amount of the lower of either USD 1,000,000 (or its ; equivalent in the relevant obligation currency) or the > quotation amount. ISDA 2003 Term: Minimum Quotation Amount 3A dealer from whom quotations are obtained by the ? calculation agent on the reference obligation for purposes . of cash settlement. ISDA 2003 Term: Dealer :The number of business days used in the determination of ; the cash settlement payment date. If a cash settlement ? amount is specified, the cash settlement payment date will > be this number of business days following the calculation ; of the final price. If a cash settlement amount is not = specified, the cash settlement payment date will be this ? number of business days after all conditions to settlement 7 are satisfied. ISDA 2003 Term: Cash Settlement Date Choice between: 6 The amount paid by the seller to the buyer for cash 3 settlement on the cash settlement date. If not : otherwise specified, would typically be calculated as 8 100 (or the Reference Price) minus the price of the 9 Reference Obligation (all expressed as a percentage) < times Floating Rate Payer Calculation Amount. ISDA 2003 ! Term: Cash Settlement Amount. 9 Used for fixed recovery, specifies the recovery level, 9 determined at contract inception, to be applied on a 6 default. Used to calculate the amount paid by the 8 seller to the buyer for cash settlement on the cash 8 settlement date. Amount calculation is (1 minus the ; Recovery Factor) multiplied by the Floating Rate Payer : Calculation Amount. The currency will be derived from / the Floating Rate Payer Calculation Amount. 3Used for Recovery Lock, to indicate whether fixed ? Settlement is Applicable or Not Applicable. If Buyer fails @ to deliver an effective Notice of Physical Settlement on or ? before the Buyer NOPS Cut-off Date, and If Seller fails to = deliver an effective Seller NOPS on or before the Seller ? NOPS Cut-off Date, then either: (a) if Fixed Settlement is = specified in the related Confirmation as not applicable, ? then the Seller NOPS Cut-off Date shall be the Termination 9 Date; or (b) if Fixed Settlement is specified in the ? related Confirmation as applicable, then: (i) if the Fixed : Settlement Amount is a positive number, Seller shall, : subject to Section 3.1 (except for the requirement of @ satisfaction of the Notice of Physical Settlement Condition @ to Settlement), pay the Fixed Settlement Amount to Buyer on = the Fixed Settlement Payment Date; and (ii) if the Fixed 9 Settlement Amount is a negative number, Buyer shall, : subject to Section 3.1 (except for the requirement of @ satisfaction of the Notice of Physical Settlement Condition 8 to Settlement), pay the absolute value of the Fixed @ Settlement Amount to Seller on the Fixed Settlement Payment  Date. :Indicates whether accrued interest is included (true) or < not (false). For cash settlement this specifies whether > quotations should be obtained inclusive or not of accrued = interest. For physical settlement this specifies whether @ the buyer should deliver the obligation with an outstanding 8 principal balance that includes or excludes accrued $ interest. ISDA 2003 Term: Include/Exclude Accrued Interest 8The ISDA defined methodology for determining the final ; price of the reference obligation for purposes of cash 8 settlement. (ISDA 2003 Term: Valuation Method). For ! example, Market, Highest etc. 0The currency in which an amount is denominated. )The monetary quantity in currency units. <A schedule of step date and value pairs. On each step date ; the associated step value becomes effective. A list of ; steps may be ordered in the document by ascending step ; date. An FpML document containing an unordered list of 5 steps is still regarded as a conformant document. Choice between:   Sequence of: 4 The name of the basket expressed as a free format 6 string. FpML does not define usage rules for this  element.  A CDS basket identifier 7This element contains all the reference pool items to ? define the reference entity and reference obligation(s) in  the basket Choice between:   Sequence of: 0 N th reference obligation to default triggers  payout. 0 M th reference obligation to default to allow , representation of N th to M th defaults. * This element contains CDS tranche terms. 8The adjusted payment date. This date should already be > adjusted for any applicable business day convention. This @ component is not intended for use in trade confirmation but @ my be specified to allow the fee structure to also serve as @ a cashflow type component (all dates the the Cashflows type  are adjusted payment dates). $The currency amount of the payment. 7An additional Fixed Payment Event. Corresponds to the @ payment by or on behalf of the Issuer of an actual interest : amount in respect to the reference obligation that is ? greater than the expected interest amount. ISDA 2003 Term: % Interest Shortfall Reimbursement. 7An additional Fixed Payment Event. Corresponds to the 7 payment by or on behalf of the Issuer of an actual < principal amount in respect to the reference obligation = that is greater than the expected principal amount. ISDA 1 2003 Term: Principal Shortfall Reimbursement. <An Additional Fixed Payment. Corresponds to the payment by > or on behalf of the issuer of an amount in respect to the ? reference obligation in reduction of the prior writedowns. , ISDA 2003 Term: Writedown Reimbursement.        !"#$%&'()*+,-./0123456789:;<=>?@ABCDEFGHIJKLMNOPQRSTUVWXYZ[\]^_`abcdefghijklmnopqrstuvwxyz{|}~      !"#$%&'()*+,-./0123456789:;<=>?@ B      !"#$%&'()*+,-./0123456789:;<=>?@ABCDEFGHIJKLMNOPQRSTUVWXYZ[\]^_`abcdefghijklmnopqrstuvwxyz{|}~      !"#$%&'()*+,-./0123456789:;<=>?@ABCDEFGHIJKLMNOPQRSTUVWXYZ[\]^_`abcdefghijklmnopqrstuvwxyz{|}~      !"#$%&'()*+,-./0123456789:;<=>?@ABCDEFGHIJKLMNOPQRSTUVWXYZ[\]^_`abcdefghijklmnopqrstuvwxyz{|}~      !"#$%&'()*+,-./0123456789:;<=>?@ABCDEFGHIJKLMNOPQRSTUVWXYZ[\]^_`abcdefghijklmnopqrstuvwxyz{|}~      !"#$%&'()*+,-./0123456789:;<=>?@ABCDEFGHIJKLMNOPQRSTUVWXYZ[\]^_`abcdefghijklmnopqrstuvwxyz{|}~                           ! " # $ % & ' ( ) * + , - . / 0 1 2 3 4 5 6 7 8 9 : ; < = > ? @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z [ \ ] ^ _ ` a b c d e f g h i j k l m n o p q r s t u v w x y z { | } ~                            ! " # $ % & ' ( ) * + , - . / 0 1 2 3 4 5 6 7 8 9 : ; < = > ? @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z [ \ ] ^ _ ` a b c d e f g h i j k l m n o p q r s t u v w x y z { | } ~                            ! " # $ % & ' ( ) * + , - . / 0 1 2 3 4 5 6 7 8 9 : ; < = > ? @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z [ \ ] ^ _ ` a b c d e f g h i j k l m n o p q r s t u v w x y z { | } ~                            ! " # $ % & ' ( ) * + , - . / 0 1 2 3 4 5 6 7 8 9 : ; < = > ? @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z [ \ ] ^ _ ` a b c d e f g h i j k l m n o p q r s t u v w x y z { | } ~                            ! " # $ % & ' ( ) * + , - . / 0 1 2 3 4 5 6 7 8 9 : ; < = > ? @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z [ \ ] ^ _ ` a b c d e f g h i j k l m n o p q r s t u v w x y z { | } ~        !"#$%&'()*+,-./0123456789:;<=>?@ABCDEFGHIJKLMNOPQRSTUVWXYZ[\]^_`abcdefghijklmnopqrstuvwxyz{|}~P|}~{yzxvwustijklmnopqr`abcdefgh\]^_XYZ[WUVQRSTNOP=>?@ABCDEFGHIJKLM:;<123456789/0()*+,-."#$%&' !                       !"#$%&'()*+,-./0 123456789:;<=>?@ABCDEFGHIJKLMNOPQRSTUVWXYZ[\]^_ `abcdefgh ijklmnopqrstuvwxyz{ |}~        !"#$%&'()*+,-./0123456789:;<=>?@ Safe-Infered A quantity and associated unit. =A reference to the range of Settlement Periods that applies ' to a given period of a transaction. :The specification of the Settlement Periods in which the ' electricity will be delivered for a shaped trade i.e. ; where different Settlement Period ranges will apply to # different periods of the trade. =Allows a set of Settlement Periods to reference one already # defined elsewhere in the trade. :A type defining the Fixed Price applicable to a range or ! ranges of Settlement Periods. :Specifies a set of Settlement Periods associated with an > Electricity Transaction for delivery on an Applicable Day ' or for a series of Applicable Days. <A Disruption Fallback with the sequence in which it should 6 be applied relative to other Disruption Fallbacks. :A pointer tyle reference to a Quantity defined elsewhere. 9A pointer tyle reference to a Quantity schedule defined  elsewhere. 8The common components of a physically settled leg of a ; Commodity Swap. This is an abstract type and should be ) extended by commodity-specific types. 8The common components of a physically settled leg of a > Commodity Forward. This is an abstract type and should be ) extended by commodity-specific types. 9The acceptable tolerance in the delivered quantity of a ? physical commodity product in terms of a percentage of the  agreed delivery quantity. =The physical delivery conditions specific to an oil product  delivered by title transfer. 8The type of physical commodity product to be delivered. 6The specification of the oil product to be delivered. =The physical delivery conditions specific to an oil product  delivered by pipeline. <Physically settled leg of a physically settled oil product  transaction. 5The physical delivery conditions for an oil product. ;The details of a fixed payment. Can be used for a forward < transaction or as the base for a more complex fixed leg . component such as the fixed leg of a swap. A Market Disruption Event. <Allows a lag to reference one already defined elsewhere in  the trade. 9An observation period that is offset from a Calculation  Period. %The quantity of gas to be delivered. =A type defining the characteristics of the gas being traded , in a physically settled gas transaction. %The quantity of gas to be delivered. 4Physically settled leg of a physically settled gas  transaction. ;The different options for specifying the Delivery Periods ' for a physically settled gas trade. <A scheme identifying the types of the Delivery Point for a ! physically settled gas trade. .The specification of the gas to be delivered. (Floating Price Leg of a Commodity Swap. :A type to capture details relevant to the calculation of  the floating price. %Fixed Price Leg of a Commodity Swap. !A type defining the Fixed Price. 9The common components of a financially settled leg of a ; Commodity Swap. This is an abstract type and should be ) extended by commodity-specific types. <The type of transmission contingency, i.e. what portion of = the transmission the delivery obligations are applicable. <A structure to specify the tranmission contingency and the $ party that bears the obligation. 6The specification of the electricity to be delivered. %The quantity of gas to be delivered. <Physically settled leg of a physically settled electricity  transaction. ;Allows the documentation of a shaped quantity trade where : the quantity changes over the life of the transaction. =A type defining the physical quantity of the electricity to  be delivered. =The physical delivery obligation options specific to a unit  firm transaction. 8The physical delivery obligation options specific to a  system firm transaction. <A scheme identifying the types of the Delivery Point for a ) physically settled electricity trade. ;The different options for specifying the Delivery Periods / for a physically settled electricity trade. =The physical delivery obligation options specific to a firm  transaction.  2The physical delivery conditions for electricity.  A Disruption Fallback.  0Abstract base class for all commodity swap legs Commodity Swaption. Commodity Swap. 9The Strike Price per Unit per Calculation Period. There < must be a Strike Price per Unit step specified for each 9 Calculation Period, regardless of whether the Strike 0 changes or remains the same between periods. ;The Spread per Calculation Period. There must be a Spread 9 specified for each Calculation Period, regardless of ; whether the Spread changes or remains the same between  periods. :The fixed price schedule for electricity that applies to - one or more groups of Settlement Periods. <The notional quantity schedule of electricity that applies 0 to one or more groups of Settlement Periods. =The notional quantity of electricity that applies to one or & more groups of Settlement Periods. <The Payment Dates of the trade relative to the Calculation  Periods. 3The Expiration Dates of the trade relative to the  Calculation Periods. 9A type for defining the frequency at which the Notional @ Quantity is deemed to apply for purposes of calculating the  Total Notional Quantity. 6A scheme identifying the grade of physical commodity  product to be delivered. :The dates on which prices are observed for the underlyer. :The commodity option premium payable by the buyer to the  seller. =The pipeline cycle during which the physical commodity will  be delivered. !;The pipeline through which the physical commodity will be  delivered. "<The Quantity per Delivery Period. There must be a Quantity ; step specified for each Delivery Period, regardless of = whether the Quantity changes or remains the same between  periods. #4An abstract base class for physical quantity types. $;A type defining the physical quantity of the commodity to  be delivered. %8The parameters for defining how the physically-settled < commodity option can be exercised and how it is settled. &8The parameters for defining the expiration date(s) and ( time(s) for a European style option. '8The parameters for defining the expiration date(s) and ) time(s) for an American style option. );A scheme identifying the physical event relative to which  payment occurs. *Commodity Option. +=The Notional Quantity per Calculation Period. There must be < a Notional Quantity step specified for each Calculation @ Period, regardless of whether the Notional Quantity changes ( or remains the same between periods. ,Commodity Notional. -<A type for defining the multiple exercise provisions of an $ American style commodity option. .8ISDA 1993 or 2005 commodity market disruption elements. 0<A scheme identifying the code for a hub or other reference - for a physically settled commodity trade. 1;A type defining a hub or other reference for a physically  settled commodity trade. 3=Identifes how the FX rate will be applied. This is intended > to differentiate between the various methods for applying = FX to the floating price such as a daily calculation, or < averaging the FX and applying the average at the end of  each CalculationPeriod. 4;A type defining the FX observations to be used to convert = the observed Commodity Reference Price to the Settlement ? Currency. The rate source must be specified. Additionally, @ a time for the spot price to be observed on that source may ; be specified, or else an averaging schedule for trades $ priced using an average FX rate. 67Frequency Type for use in Pricing Date specifications. 73Abstract base class for all commodity forward legs 8;The Fixed Price for a given Calculation Period during the 8 life of the trade. There must be a Fixed Price step 9 specified for each Calculation Period, regardless of @ whether the Fixed Price changes or remains the same between  periods. 9Commodity Forward ;;A scheme identifying the physical event relative to which  option expiration occurs. ==The parameters for defining how the commodity option can be 6 exercised, how it is priced and how it is settled. >;A type for defining exercise procedures associated with a 2 European style exercise of a commodity option. @<A scheme identifying how the parties to the trade aportion = responsibility for the delivery of the commodity product 9 (for example Free On Board, Cost, Insurance, Freight) B<A scheme identifying the types of the Delivery Point for a ' physically settled commodity trade. C;The different options for specifying the Delivery Periods  of a physical leg. D<A parametric representation of the Calculation Periods for @ on Asian option or a leg of a swap. In case the calculation = frequency is of value T (term), the period is defined by  the commoditySwapeffectiveDate and the  commoditySwapterminationDate. E<A type for defining exercise procedures associated with an 2 American style exercise of a commodity option. G7A scheme identifying the methods by which coal may be  transported. H5The quality attributes of the coal to be delivered, " specified on a periodic basis. I4The quality attributes of the coal to be delivered. K<A scheme identifying the quality adjustment formulae for a " physically settled coal trade. M9A scheme identifying the types of coal for a physically  settled coal trade. N=The different options for specifying the quality attributes  of the coal to be delivered. P;A scheme identifying the sources of coal for a physically  settled coal trade. Q7A type defining the characteristics of the coal being 3 traded in a physically settled gas transaction. R5Physically settled leg of a physically settled coal  transaction. T<A scheme identifying the types of the Delivery Point for a " physically settled coal trade. U+The physical delivery conditions for coal. V:The different options for specifying the attributes of a ? coal quality measure as a percentage of the measured value. W:The different options for specifying the attributes of a , coal quality measure as a decimal value. X=A pointer style reference to a calculation periods schedule > defined elsewhere - note that this schedule consists of a ; parameterised schedule in a calculationPeriodsSchedule  container. Y=A pointer style reference to a calculation periods schedule > defined elsewhere - note that this schedule consists of a = series of actual dates in a calculationPeriods container. Z2A pointer style reference to single-day-duration ; calculation periods defined elsewhere - note that this 7 schedule consists of a parameterised schedule in a ) calculationPeriodsSchedule container. [8Physically settled leg of a physically settled Bullion  Transaction. ]:A scheme defining where bullion is to be delivered for a  Bullion Transaction. ^9The acceptable tolerance in the delivered quantity of a @ physical commodity product in terms of a number of units of  that product. `0Physically settled oil or refined products leg. b$Physically settled natural gas leg. dFloating Price leg. fFixed Price Leg. h$Physically settled electricity leg. i-Defines the substitutable commodity swap leg k%Defines a commodity swaption product m"Defines a commodity swap product. o$Defines a commodity option product. p0Defines the substitutable commodity forward leg r%Defines a commodity forward product. tPhysically settled coal leg. v9The physical leg of a Commodity Forward Transaction for # which the underlyer is Bullion. 9Quantity Unit is the unit of measure applicable for the  quantity on the Transaction. ,Amount of commodity per quantity frequency. :The specification of the Settlement Periods in which the ? electricity will be delivered. The Settlement Periods will < apply for the duration of the appliable period. If more 7 than one settlementPeriods element is present this > indicates multiple ranges of Settlement Periods apply for * the duration of the applicable period.  9The range of Settlement Periods per Calculation Period. > There must be a range of Settlement Periods specified for @ each Calculation Period, regardless of whether the range of 9 Settlement Periods changes or stays the same between  periods.  Choice between: 4 A pointer style reference to the Delivery Periods  defined elsewhere. 7 A pointer style reference to the Calculation Periods  Schedule defined elsewhere. The Fixed Price. Currency of the fixed price. 7The unit of measure used to calculate the Fixed Price. &The length of each Settlement Period. 9Specifies the Applicable Day with respect to a range of < Settlement Periods. This element can only be omitted if = includesHolidays is present, in which case this range of < Settlement Periods will apply to days that are holidays  only. 8Specifies the hour-ending Start Time with respect to a  range of Settlement Periods. <Specifies the hour-ending End Time with respect to a range < of Settlement Periods. If neither startTime nor endTime : contain an offset element and endTime is earlier than 2 startTime, this indicates that the time period wraps around3 midnight. For example, if startTime is 23:00 and > endTime is 01:00 then Settlement Periods apply from 00:00 5 to 01:00 and 23:00 to 00:00 on each included day. Choice between: 9 Indicates that days that are holidays according to the 5 referenced commodity business calendar should be < excluded from this range of Settlement Periods, even if " such day is an applicable day. 9 Indicates that days that are holidays according to the 5 referenced commodity business calendar should be : included in this range of Settlement Periods, even if & such day is not an applicable day. /Disruption fallback that applies to the trade. <Sequence in which the reference to the disruption fallback  should be applied. '5The maximum percentage amount by which the quantity - delivered can exceed the agreed quantity. (5The maximum percentage amount by which the quantity 3 delivered can be less than the agreed quantity. )0Indicates whether the tolerance it at the seller's or  buyer' s option. +;Indicates that the oil product will be delivered by title % transfer. Should always be set to true. ,8The location at which the transfer of the title to the  commodity takes place. 1)The type of oil product to be delivered. 2*The grade of oil product to be delivered. 47The name of pipeline by which the oil product will be  delivered. 58The location at which the transfer of the title to the  commodity takes place. 6<The point at which the oil product will enter the pipeline. 79Whether or not the delivery can go to barge. For trades > documented under the ISDA Master Agreement and Oil Annex,  this should always be set to false. 88Specifies how the risk associated with the delivery is : assigned. For trades documented under the ISDA Master ; Agreement and Oil Annex, this presence of this element ? indicates that the provisions of clause (b)(i) of the ISDA  Oil Annex are being varied. 93The cycle(s) during which the oil product will be  transported in the pipeline. <5A reference to the party responsible for making the ' payments defined by this structure. =7A reference to the account responsible for making the ' payments defined by this structure. >5A reference to the party that receives the payments $ corresponding to this structure. ?7A reference to the account that receives the payments $ corresponding to this structure. @=The different options for specifying the Delivery or Supply 5 Periods. Unless the quantity or price is to vary > periodically during the trade or physical delivery occurs @ on a periodic basis, periodsSchedule should be used and set  to 1T. A6The specification of the oil product to be delivered. B6The physical delivery conditions for the transaction. C3The different options for specifying the quantity. EChoice between: : Specified the delivery conditions where the oil product # is to be delivered by pipeline. : Specified the delivery conditions where the oil product ) is to be delivered by title transfer. F9Specifies which party is the Importer of Record for the > purposes of paying customs duties and applicable taxes or 3 costs related to the import of the oil product. GChoice between: 3 Specifies the allowable quantity tolerance as an  absolute quantity. 2 Specifies the allowable quantity tolerance as a  percentage of the quantity. J5A reference to the party responsible for making the ' payments defined by this structure. K7A reference to the account responsible for making the ' payments defined by this structure. L5A reference to the party that receives the payments $ corresponding to this structure. M7A reference to the account that receives the payments $ corresponding to this structure. N/Fixed price on which fixed payments are based. O<The total amount of the fixed payment for all units of the  underlying commodity. P<A pointer style reference to a quantity defined on another  leg. QChoice between: 1 The Payment Dates of the trade relative to the  Calculation Periods.  unknown Y9The period during which observations will be made. If a = firstObservationDateOffset is specified, the observation ; period will start the specified interval prior to each @ Calculation Period - i.e. if the firstObservationDateOffset > is 4 months and the lagDuration is 3 months, observations @ will be taken in months 4,3 and 2 (but not 1) prior to each 6 Calculation Period. If no firstObservationDate is ; specified, the observation period will end immediately & preceding each Calculation Period. Z<The interval between the start of each lagDuration and the 0 start of each respective calculation period. _!The type of gas to be delivered. `Choice between: 2 The calorific value of the gas to be delivered, . specified in megajoules per cubic meter (MJ/m3). ) The quality of the gas to be delivered. cChoice between:   Sequence of:  unknown , The Total Quantity of the commodity to be  delivered.   Sequence of: 4 The minimum quantity to be delivered. If separate 8 minimums need to be specified for different periods 5 (e.g. a minimum per day and a minimum per month) $ this element should be repeated. 4 The maximum quantity to be delivered. If separate 8 minimums need to be specified for different periods 5 (e.g. a minimum per day and a minimum per month) $ this element should be repeated. 5 Indicates the party able to choose whether the gas 6 is delivered for a particular period e.g. a swing  or interruptible contract. f5A reference to the party responsible for making the ' payments defined by this structure. g7A reference to the account responsible for making the ' payments defined by this structure. h5A reference to the party that receives the payments $ corresponding to this structure. i7A reference to the account that receives the payments $ corresponding to this structure. j=The different options for specifying the Delivery or Supply 5 Periods. Unless the quantity or price is to vary > periodically during the trade or physical delivery occurs @ on a periodic basis, periodsSchedule should be used and set  to 1T. k.The specification of the gas to be delivered. l6The physical delivery conditions for the transaction. m8The different options for specifying the quantity. For < Fixed trades where the quantity is known at the time of ? confirmation, a single quantity or a quantity per Delivery = Period may be specified. For Variable trades minimum and $ maximum trades may be specified. pChoice between: 6 The Delivery Periods for this leg of the swap. This 5 type is only intended to be used if the Delivery 7 Periods differ from the Calculation Periods on the 5 fixed or floating leg. If DeliveryPeriods mirror 6 another leg, then the calculationPeriodsReference 7 element should be used to point to the Calculation ! Periods on that leg - or the 7 calculationPeriodsScheduleReference can be used to ; point to the Calculation Periods Schedule for that leg. 6 The Delivery Periods for this leg of the swap. This 5 type is only intended to be used if the Delivery 7 Periods differ from the Calculation Periods on the 5 fixed or floating leg. If DeliveryPeriods mirror 6 another leg, then the calculationPeriodsReference 7 element should be used to point to the Calculation ! Periods on that leg - or the 7 calculationPeriodsScheduleReference can be used to ; point to the Calculation Periods Schedule for that leg.  unknown q<The time at which gas delivery should start on each day of  the Delivery Period(s). r:The time at which gas delivery should end on each day of  the Delivery Period(s). wChoice between:  7 The physical or virtual point at which the commodity  will be delivered.  Sequence of: - The physical or virtual point at which the - commodity enters a transportation system. - The physical or virtual point at which the 1 commodity is withdrawn from a transportation  system. x:Indicates whether the buyer and seller are contractually > obliged to consume and supply the specified quantities of  the commodity. yThe hub code of the gas buyer. z The hub code of the has seller. }5A reference to the party responsible for making the ' payments defined by this structure. ~7A reference to the account responsible for making the ' payments defined by this structure. 5A reference to the party that receives the payments $ corresponding to this structure. 7A reference to the account that receives the payments $ corresponding to this structure. Choice between: 9 The Calculation Period dates for this leg of the trade 8 where the Calculation Periods are all one day long, 7 typically a physically-settled emissions or metals 8 trade. Only dates explicitly included determine the : Calculation Periods and there is a Calculation Period  for each date specified. 9 The Calculation Period start dates for this leg of the 7 swap. This type is only intended to be used if the ; Calculation Periods differ on each leg. If Calculation ) Periods mirror another leg, then the : calculationPeriodsReference element should be used to : point to the Calculation Periods on that leg - or the 7 calculationPeriodsScheduleReference can be used to ; point to the Calculation Periods Schedule for that leg. 9 The Calculation Periods for this leg of the swap. This 8 type is only intended to be used if the Calculation 7 Periods differ on each leg. If Calculation Periods ! mirror another leg, then the : calculationPeriodsReference element should be used to ; point to the Calculation Periods on the other leg - or ; the calculationPeriodsScheduleReference can be used to ; point to the Calculation Periods Schedule for that leg.  unknown 9Specifies the underlying instrument. At this time, only ; underlyers of type Commodity are supported; the choice > group in the future could offer the possibility of adding  other types later. Choice between:   Sequence of:  unknown  The Total Notional Quantity. 5 A pointer style reference to a quantity defined on  another leg. =Defines details relevant to the calculation of the floating  price. Choice between: 1 The Payment Dates of the trade relative to the  Calculation Periods.  unknown ;Whether the Flat Rate is the New Worldwide Tanker Nominal ; Freight Scale for the Freight Index Route taken at the ; Trade Date of the transaction or taken on each Pricing  Date. If flatRate is set to Fixed , the actual value of the Flat  Rate. Commodity Pricing Dates. :The parties may specify a Method of Averaging where more 7 than one pricing Dates is being specified as being  applicable. ;If the Notional Quantity is specified in a unit that does > not match the unit in which the Commodity Reference Price @ is quoted, the scaling or conversion factor used to convert 9 the Commodity Reference Price unit into the Notional 8 Quantity unit should be stated here. If there is no 8 conversion, this element is not intended to be used. 3Rounding direction and precision for price values. Choice between: 9 The spread over or under the Commodity Reference Price ; for this leg of the trade. This element is intended to  be used for basis trades. 9 The spread over or under the Commodity Reference Price ; for this leg of the trade for each Calculation Period. 9 This element is intended to be used for basis trades. 4FX observations to be used to convert the observed 9 Commodity Reference Price to the Settlement Currency. 5A reference to the party responsible for making the ' payments defined by this structure. 7A reference to the account responsible for making the ' payments defined by this structure. 5A reference to the party that receives the payments $ corresponding to this structure. 7A reference to the account that receives the payments $ corresponding to this structure. Choice between: 9 The Calculation Period dates for this leg of the trade 8 where the Calculation Periods are all one day long, 7 typically a physically-settled emissions or metals 8 trade. Only dates explicitly included determine the : Calculation Periods and there is a Calculation Period  for each date specified. 9 The Calculation Period start dates for this leg of the 7 swap. This type is only intended to be used if the ; Calculation Periods differ on each leg. If Calculation ) Periods mirror another leg, then the : calculationPeriodsReference element should be used to : point to the Calculation Periods on that leg - or the 7 calculationPeriodsScheduleReference can be used to ; point to the Calculation Periods Schedule for that leg. 9 The Calculation Periods for this leg of the swap. This 8 type is only intended to be used if the Calculation 7 Periods differ on each leg. If Calculation Periods ! mirror another leg, then the : calculationPeriodsReference element should be used to ; point to the Calculation Periods on the other leg - or ; the calculationPeriodsScheduleReference can be used to ; point to the Calculation Periods Schedule for that leg.  unknown Choice between: 8 Allows the specification of a Fixed Price that varies  over the life of the trade.  unknown <The total amount of all fixed payments due during the term  of the trade. Choice between:   Sequence of:  unknown  The Total Notional Quantity. 5 A pointer style reference to a quantity defined on  another leg. Choice between: 1 The Payment Dates of the trade relative to the  Calculation Periods.  unknown ;Whether the Flat Rate is the New Worldwide Tanker Nominal ; Freight Scale for the Freight Index Route taken at the ; Trade Date of the transaction or taken on each Pricing  Date. If flatRate is set to Fixed , the actual value of the Flat  Rate. The Fixed Price. Currency of the fixed price. 7The unit of measure used to calculate the Fixed Price. 3The conditions under which the party specified in 4 contingentParty will be excused from damages if - transmission is interrupted or curtailed. ,The party to which the contingency applies. 1The type of electricity product to be delivered. 5The voltage, expressed as a number of volts, of the  electricity to be delivered. Choice between: # The Quantity per Delivery Period. 6 Allows the documentation of a shaped quantity trade 4 where the quantity changes over the life of the 6 transaction. Note that if the range of Settlement 9 Periods also varies over the life of the transaction . this element should not be used. Instead, : physicalQuantity should be repeated for each range of : Settlement Periods that apply at any point during the  trade. 5The Total Quantity of the commodity to be delivered. 5A reference to the party responsible for making the ' payments defined by this structure. 7A reference to the account responsible for making the ' payments defined by this structure. 5A reference to the party that receives the payments $ corresponding to this structure. 7A reference to the account that receives the payments $ corresponding to this structure. =The different options for specifying the Delivery or Supply 5 Periods. Unless the quantity or price is to vary > periodically during the trade or physical delivery occurs @ on a periodic basis, periodsSchedule should be used and set  to 1T. :The specification of the Settlement Periods in which the ? electricity will be delivered. The Settlement Periods will : apply from and including the Effective Date up to and 5 including the Termination Date. If more than one 8 settlementPeriods element is present this indicates > multiple ranges of Settlement Periods apply to the entire @ trade - for example off-peak weekdays and all day weekends. 0 Settlement Period ranges should not overlap. :The specification of the Settlement Periods in which the ' electricity will be delivered for a shaped trade i.e. ; where different Settlement Period ranges will apply to # different periods of the trade. 6The specification of the electricity to be delivered. 6The physical delivery conditions for the transaction. 3The different options for specifying the quantity. 6The quantity per Calculation Period. There must be a ? quantity specified for each Calculation Period, regardless @ of whether the quantity changes or remains the same between  periods. Choice between: 4 A pointer style reference to the Delivery Periods  defined elsewhere. 7 A pointer style reference to the Calculation Periods  Schedule defined elsewhere. 9A pointer style reference to the range(s) of Settlement + Periods to which this quantity applies. 9Quantity Unit is the unit of measure applicable for the  quantity on the Transaction. ;The frequency at which the Notional Quantity is deemed to 9 apply for purposes of calculating the Total Notional  Quantity. ,Amount of commodity per quantity frequency. 9A pointer style reference to the range(s) of Settlement + Periods to which this quantity applies. =Indicates that the trade is for a Unit Firm product. Should  always be set to true. Choice between: - Indicates under what condtitions the Parties' delivery  obligations apply. 9 If present and set to true, indicates that delivery or : receipt of the electricity may be interrupted for any ; reason or for no reason, without liability on the part < of either Party. This element should never have a value  of false. 3 Indicates that the electricity is intended to be 8 supplied from the owned or controlled generation or 6 pre-existing purchased power assets of the system  specified. 3 Indicates that the electricity is intended to be : supplied from a generation asset which can optionally  be specified. 8Indicates that the trade is for a System Firm product.  Should always be set to true. Choice between: 6 The Delivery Periods for this leg of the swap. This 5 type is only intended to be used if the Delivery 7 Periods differ from the Calculation Periods on the 5 fixed or floating leg. If DeliveryPeriods mirror 6 another leg, then the calculationPeriodsReference 7 element should be used to point to the Calculation ! Periods on that leg - or the 7 calculationPeriodsScheduleReference can be used to ; point to the Calculation Periods Schedule for that leg. 6 The Delivery Periods for this leg of the swap. This 5 type is only intended to be used if the Delivery 7 Periods differ from the Calculation Periods on the 5 fixed or floating leg. If DeliveryPeriods mirror 6 another leg, then the calculationPeriodsReference 7 element should be used to point to the Calculation ! Periods on that leg - or the 7 calculationPeriodsScheduleReference can be used to ; point to the Calculation Periods Schedule for that leg.  unknown :The periods within the Delivery Periods during which the " electricity will be delivered. 8If true, indicates that the buyer and seller should be @ excused of their delivery obligations when such performance > is prevented by Force Majeure. For EEI transactions, this  would indicate  Firm (LD) If false, indicates that the = buyer and seller should not be excused of their delivery < obligations when such performance is prevented by Force 6 Majeure. For EEI transactions, this would indicate Firm (No Force Majeure) Choice between:   Sequence of: 6 The point at which delivery of the electricity will  occur. 0 Indicates the under what conditions the Parties'  delivery obligations apply. 1 Indicates that the performance of the buyer or 2 seller shall be excused (under the conditions 4 specified) if transmission of the elctricity is  unavailable or interrupted.   Sequence of: 6 The zone covering potential delivery points for the  electricity. 4 Indicates the party able to decide which delivery / point within the deliveryPoint is used for 0 delivery. For EEI transactions, this should , reference the seller of the electricity. <Specifies the effective date of this leg of the swap. When > defined in relation to a date specified somewhere else in < the document (through the relativeDate component), this > element will typically point to the effective date of the  other leg of the swap. 9Specifies the termination date of this leg of the swap. @ When defined in relation to a date specified somewhere else ? in the document (through the relativeDate component), this @ element will typically point to the termination date of the  other leg of the swap. =The currency into which the Commodity Swap Transaction will = settle. If this is not the same as the currency in which @ the Commodity Reference Price is quoted on a given floating ; leg of the Commodity Swap Transaction, then an FX rate * should also be specified for that leg. -Defines the substitutable commodity swap leg 7Common pricing may be relevant for a Transaction that ; references more than one Commodity Reference Price. If > Common Pricing is not specified as applicable, it will be  deemed not to apply. 6Market disruption events as defined in the ISDA 1993 4 Commodity Definitions or in ISDA 2005 Commodity  Definitions, as applicable. :The consequences of Bullion Settlement Disruption Events. .Rounding direction and precision for amounts. :A classification of the most important risk class of the < trade. FpML defines a simple asset class categorization  using a coding scheme. ;A classification of additional risk classes of the trade, = if any. FpML defines a simple asset class categorization  using a coding scheme. 9A classification of the type of product. FpML defines a 8 simple product categorization using a coding scheme. 6A 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 5 rate, strike, etc.) that are negotiated for each @ transaction. It can be used to hold identifiers such as the  UPI5 (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. 9 Note that the domain values for this element are not  strictly an enumerated list. 9A 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. 6A reference to the account that buys this instrument. %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. 7A reference to the account that sells this instrument.  The type of option transaction. )The underlying commodity swap definiton. =The parameters for defining how the commodity option can be * exercised into a physical transaction. 7The option premium payable by the buyer to the seller. 7Common pricing may be relevant for a Transaction that ; references more than one Commodity Reference Price. If > Common Pricing is not specified as applicable, it will be  deemed not to apply. 6Market disruption events as defined in the ISDA 1993 4 Commodity Definitions or in ISDA 2005 Commodity  Definitions, as applicable. :The consequences of Bullion Settlement Disruption Events. .Rounding direction and precision for amounts. :A classification of the most important risk class of the < trade. FpML defines a simple asset class categorization  using a coding scheme. ;A classification of additional risk classes of the trade, = if any. FpML defines a simple asset class categorization  using a coding scheme. 9A classification of the type of product. FpML defines a 8 simple product categorization using a coding scheme. 6A 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 5 rate, strike, etc.) that are negotiated for each @ transaction. It can be used to hold identifiers such as the  UPI5 (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. 9 Note that the domain values for this element are not  strictly an enumerated list. <Specifies the effective date of this leg of the swap. When > defined in relation to a date specified somewhere else in < the document (through the relativeDate component), this > element will typically point to the effective date of the  other leg of the swap. 9Specifies the termination date of this leg of the swap. @ When defined in relation to a date specified somewhere else ? in the document (through the relativeDate component), this @ element will typically point to the termination date of the  other leg of the swap. =The currency into which the Commodity Swap Transaction will = settle. If this is not the same as the currency in which @ the Commodity Reference Price is quoted on a given floating ; leg of the Commodity Swap Transaction, then an FX rate * should also be specified for that leg. -Defines the substitutable commodity swap leg 7Common pricing may be relevant for a Transaction that ; references more than one Commodity Reference Price. If > Common Pricing is not specified as applicable, it will be  deemed not to apply. 6Market disruption events as defined in the ISDA 1993 4 Commodity Definitions or in ISDA 2005 Commodity  Definitions, as applicable. :The consequences of Bullion Settlement Disruption Events. .Rounding direction and precision for amounts.  9The strike price per unit per Calculation Period. There 7 must be a strike price per unit specified for each @ Calculation Period, regardless of whether the price changes ( or remains the same between periods.  Choice between: 7 A pointer style reference to the Calculation Periods  defined on another leg. 7 A pointer style reference to the Calculation Periods $ Schedule defined on another leg. 3 A pointer style reference to single-day-duration / Calculation Periods defined on another leg.  ;The spread per Calculation Period. There must be a spread > step specified for each Calculation Period, regardless of ; whether the spread changes or remains the same between  periods. Choice between: 7 A pointer style reference to the Calculation Periods  defined on another leg. 7 A pointer style reference to the Calculation Periods $ Schedule defined on another leg. 3 A pointer style reference to single-day-duration / Calculation Periods defined on another leg. 0The currency in which an amount is denominated. )The monetary quantity in currency units. 8spreadConversionFactor should be used when the unit of = measure of the Commodity Reference Price and the unit of = measure in which the spread is quoted are different. The > value of spreadConversionFactor is the number of units of > measure in which the spread is quoted per unit of measure % of the Commodity Reference Price. ;spreadUnit should be used when the unit of measure of the ? Commodity Reference Price and the unit of measure in which @ the spread is quoted are different. The value of spreadUnit 9 is the unit of measure in which the spread is quoted. =For an electricity transaction, the Fixed Price for a given : Calculation Period during the life of the trade which @ applies to the range(s) of Settlement Periods referenced by = settlementPeriods Reference. There must be a Fixed Price > step specified for each Calculation Period, regardless of @ whether the Fixed Price changes or remains the same between  periods. =The range(s) of Settlement Periods to which the Fixed Price  steps apply. =For an electricity transaction, the Notional Quantity for a @ given Calculation Period during the life of the trade which @ applies to the range(s) of Settlement Periods referenced by 0 settlementPeriodsReference. There must be a = settlementPeriodsNotionalQuantityStep specified for each 2 Calculation Period, regardless of whether the 9 NotionalQuantity changes or remains the same between  periods. =The range(s) of Settlement Periods to which the Fixed Price  steps apply. 9Quantity Unit is the unit of measure applicable for the  quantity on the Transaction. ;The frequency at which the Notional Quantity is deemed to 9 apply for purposes of calculating the Total Notional  Quantity. ,Amount of commodity per quantity frequency.  :The range(s) of Settlement Periods to which the Notional  Quantity applies. #Choice between: 7 Specifies whether the payment(s) occur relative to a ; date such as the end of each Calculation Period or the 1 last Pricing Date in each Calculation Period. 9 Specifies whether the payment(s) occur relative to the  date of a physical event. $Choice between: 7 A pointer style reference to the Calculation Periods  defined on another leg. 7 A pointer style reference to the Calculation Periods $ Schedule defined on another leg. 3 A pointer style reference to single-day-duration / Calculation Periods defined on another leg. %;Specifies any offset from the adjusted Calculation Period 7 start date or adjusted Calculation Period end date $ applicable to each Payment Date. &Choice between: 2 A pointer style reference to a set of financial 8 business centers defined elsewhere in the document. 6 This set of business centers is used to determine 6 whether a particular day is a business day or not.  businessCenters )=Specifies whether the payment(s) occur relative to the date  of a physical event. *;Specifies any offset from the adjusted Calculation Period 7 start date or adjusted Calculation Period end date $ applicable to each Payment Date. +Choice between: 2 A pointer style reference to a set of financial 8 business centers defined elsewhere in the document. 6 This set of business centers is used to determine 6 whether a particular day is a business day or not.  businessCenters 4Choice between: 7 A pointer style reference to the Calculation Periods  defined on another leg. 7 A pointer style reference to the Calculation Periods $ Schedule defined on another leg. 3 A pointer style reference to single-day-duration / Calculation Periods defined on another leg. 5Choice between:   Sequence of: 3 The pricing period per calculation period if the / pricing days do not wholly fall within the " respective calculation period.  unknown 6 A list of adjustable dates on which the trade would ; price. Each date will price for the Calculation Period  within which it falls. 85A reference to the party responsible for making the ' payments defined by this structure. 97A reference to the account responsible for making the ' payments defined by this structure. :5A reference to the party that receives the payments $ corresponding to this structure. ;7A reference to the account that receives the payments $ corresponding to this structure. <7The payment date, which can be expressed as either an  adjustable or relative date. =Non negative payment amount. >;The currency amount of premium to be paid per Unit of the  Total Notional Quantity. G6The quantity per Calculation Period. There must be a ? quantity specified for each Calculation Period, regardless @ of whether the quantity changes or remains the same between  periods. HChoice between: 4 A pointer style reference to the Delivery Periods  defined elsewhere. 7 A pointer style reference to the Calculation Periods  Schedule defined elsewhere. NChoice between: # The Quantity per Delivery Period. 6 Allows the documentation of a shaped quantity trade 4 where the quantity changes over the life of the  transaction. O5The Total Quantity of the commodity to be delivered. QChoice between: 9 The parameters for defining the expiration date(s) and ) time(s) for an American style option. 9 The parameters for defining the expiration date(s) and ( time(s) for a European style option. R:Specifies whether or not Automatic Exercise applies to a ! Commodity Option Transaction. S<Specifies whether or not Written Confirmation applies to a ! Commodity Option Transaction. VChoice between: 8 The Expiration Date of a single expiry European-style 6 option or the first Expiration Date of a multiple $ expiry or daily expiring option. 4 The Expiration Date(s) of a European-style option. : The Expiration Date(s) of a European-style option where : it is relative to the occurrence of an external event. W6The specific time of day at which the option expires. ZChoice between:   Sequence of: 4 The first day(s) of the exercise period(s) for an  American-style option. 5 The Expiration Date(s) of an American-style option.   Sequence of: 4 The first day(s) of the exercise period(s) for an 6 American-style option where it is relative to the $ occurrence of an external event. 5 The Expiration Date(s) of an American-style option 1 where it is relative to the occurrence of an  external event. [<For a Bermuda or American style option, the latest time on = an exercise business day (excluding the expiration date) ? within the exercise period that notice can be given by the  buyer to the seller or seller's agent. Notice of exercise ? given after this time will be deemed to have been given on # the next exercise business day. \6The specific time of day at which the option expires. b:A classification of the most important risk class of the < trade. FpML defines a simple asset class categorization  using a coding scheme. c;A classification of additional risk classes of the trade, = if any. FpML defines a simple asset class categorization  using a coding scheme. d9A classification of the type of product. FpML defines a 8 simple product categorization using a coding scheme. e6A 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 5 rate, strike, etc.) that are negotiated for each @ transaction. It can be used to hold identifiers such as the  UPI5 (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. 9 Note that the domain values for this element are not  strictly an enumerated list. f9A 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. g6A reference to the account that buys this instrument. h%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. i7A reference to the account that sells this instrument. j The type of option transaction. kChoice between:   Sequence of: 5 Specifies the underlying component. At the time of 7 the initial schema design, only underlyers of type 5 Commodity are supported; the choice group in the 7 future could offer the possibility of adding other  types later. - The effective date of the Commodity Option ) Transaction. Note that the Termination/ Expiration 6 Date should be specified in expirationDate within . the CommodityAmericanExercise type or the 2 CommodityEuropeanExercise type, as applicable.  unknown + The dates on which the option will price. 4 The Method of Averaging if there is more than one  Pricing Date.  unknown 0 The parameters for defining how the commodity 2 option can be exercised and how it is settled.  unknown   Sequence of:  unknown 0 The parameters for defining how the commodity , option can be exercised into a physical  transaction. l7The option premium payable by the buyer to the seller. m7Common pricing may be relevant for a Transaction that ; references more than one Commodity Reference Price. If > Common Pricing is not specified as applicable, it will be  deemed not to apply. n6Market disruption events as defined in the ISDA 1993 4 Commodity Definitions or in ISDA 2005 Commodity  Definitions, as applicable. o:The consequences of Bullion Settlement Disruption Events. p.Rounding direction and precision for amounts. sChoice between: 6 The Notional Quantity per Calculation Period. There 3 must be a Notional Quantity specified for each ; Calculation Period, regardless of whether the quantity 0 changes or remains the same between periods. 8 For an electricity transaction, the Notional Quantity < schedule for a one or more groups of Settlement Periods 4 to which the Notional Quantity is based. If the 8 schedule differs for different groups of Settlement - Periods, this element should be repeated. tChoice between: 7 A pointer style reference to the Calculation Periods  defined on another leg. 7 A pointer style reference to the Calculation Periods $ Schedule defined on another leg. 3 A pointer style reference to single-day-duration / Calculation Periods defined on another leg. w9Quantity Unit is the unit of measure applicable for the  quantity on the Transaction. x;The frequency at which the Notional Quantity is deemed to 9 apply for purposes of calculating the Total Notional  Quantity. y,Amount of commodity per quantity frequency. {=The integral multiple quantity defines a lower limit of the ? Notional Quantity that can be exercised and also defines a 7 unit multiple of the Notional Quantity that can be < exercised, i.e. only integer multiples of this Notional  Quantity can be exercised. |:The minimum Notional Quantity that can be exercised on a . given Exercise Date. See multipleExercise. ~Choice between:   Sequence of: / If Market disruption Events are stated to be 2 Applicable then the default Market Disruption 6 Events of Section 7.4(d)(i) of the ISDA Commodity 3 Definitions shall apply unless specific Market 5 Disruption Events are stated hereunder, in which 4 case these shall override the ISDA defaults. If 2 Market Disruption Events are stated to be Not 1 Applicable, Market Disruption Events are not 8 applicable to the trade at all. It is also possible 6 to reference the Market Disruption Events set out 3 in the relevant Master Agreement governing the  trade. 3 To be used when marketDisruptionEvents is set to   Applicable# and additional market disruption 5 events(s) apply to the default market disruption 6 events of Section 7.4(d)(i) of the ISDA Commodity  Definitions. 9 Market disruption event(s) that apply. Note that these 3 should only be specified if the default market 7 disruption events of Section 7.4(d)(i) of the ISDA / Commodity Definitions are to be overridden. 6If omitted then the standard disruption fallbacks of > Section 7.5(d)(i) of the ISDA Commodity Definitions shall  apply. Choice between: 7 To be used where disruption fallbacks are set out in 6 the relevant Master Agreement governing the trade.  disruptionFallback ;A fallback commodity reference price for use when relying = on Disruption Fallbacks in Section 7.5(d)(i) of the ISDA * Commodity Definitions or have selected Fallback Reference Price as a disruptionFallback. =2005 Commodity Definitions only. If omitted , the number of = days specified in Section 7.6(a) of the Definitions will  apply. ;2005 Commodity Definitions only. To be used where a price ) materiality percentage applies to the Price Source Disruption- event and this event has been specified by 8 setting marketDisruption to true or including it in # additionalMarketDisruptionEvent 61993 Commodity Definitions only. Specifies the Mimum : Futures Contracts level that dictates whether or not a De Minimis Trading& event has occurred. Only relevant if 'De  Minimis Trading' has been specified in = marketDisruptionEvent or additionalMarketDisruptionEvent. Reference to a party. Reference to an account. 8The primary source for where the rate observation will ? occur. Will typically be either a page or a reference bank  published rate. 9An alternative, or secondary, source for where the rate ? observation will occur. Will typically be either a page or $ a reference bank published rate. =A type to identify how the FX rate will be applied. This is > intended to differentiate between the various methods for 6 applying FX to the floating price such as a daily > calculation, or averaging the FX and applying the average ) at the end of each CalculationPeriod. 4The parties may specify a Method of Averaging when + averaging of the FX rate is applicable. Choice between:  1 A list of the fx observation dates for a given  Calculation Period.  Sequence of: * The type of day on which pricing occurs.  unknown  unknown  unknown ;The time at which the spot currency exchange rate will be ? observed. It is specified as a time in a specific business % center, e.g. 11:00am London time. Choice between: 8 The Fixed Price for a given Calculation Period during < the life of the trade. There must be a Fixed Price step 9 specified for each Calculation Period, regardless of 8 whether the Fixed Price changes or remains the same  between periods. 8 For a Wet Voyager Charter Freight Swap, the number of ; Worldscale Points for purposes of the calculation of a ; Fixed Amount for a given Calculation Period during the : life of the trade. There must be Worldscale Rate Step 9 specified for each Calculation Period, regardless of < whether the Worldscale Rate Step changes or remains the  same between periods. 9 For a DRY Voyage Charter or Time Charter Freight Swap, 4 the price per relevant unit for pruposes of the : calculation of a Fixed Amount for a given Calculation 7 Period during the life of the trade. There must be 8 Worldscale Rate Step specified for each Calculation ; Period, regardless of whether the Worldscale Rate Step 0 changes or remains the same between periods. 2 For an electricity transaction, the fixed price : schedule for one or more groups of Settlement Periods 7 on which fixed payments are based. if the schedule 8 differs for different groups of Settlement Periods, $ this element should be repeated. Choice between: 7 A pointer style reference to the Calculation Periods  defined on another leg. 7 A pointer style reference to the Calculation Periods $ Schedule defined on another leg. 3 A pointer style reference to single-day-duration / Calculation Periods defined on another leg. :A classification of the most important risk class of the < trade. FpML defines a simple asset class categorization  using a coding scheme. ;A classification of additional risk classes of the trade, = if any. FpML defines a simple asset class categorization  using a coding scheme. 9A classification of the type of product. FpML defines a 8 simple product categorization using a coding scheme. 6A 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 5 rate, strike, etc.) that are negotiated for each @ transaction. It can be used to hold identifiers such as the  UPI5 (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. 9 Note that the domain values for this element are not  strictly an enumerated list. 3Specifies the value date of the Commodity Forward @ Transaction. This is the day on which both the cash and the  physical commodity settle. 1The fixed leg of a Commodity Forward Transaction 0Defines the substitutable commodity forward leg 7Common pricing may be relevant for a Transaction that ; references more than one Commodity Reference Price. If > Common Pricing is not specified as applicable, it will be  deemed not to apply. 6Market disruption events as defined in the ISDA 1993 4 Commodity Definitions or in ISDA 2005 Commodity  Definitions, as applicable. :The consequences of Bullion Settlement Disruption Events. .Rounding direction and precision for amounts. <The first day of the exercise period for an American style  option. 8The last day within an exercise period for an American = style option. For a European style option it is the only # day within the exercise period. Choice between: 9 The parameters for defining the exercise period for an < American style option together with the rules governing ; the quantity of the commodity that can be exercised on  any given exercise date. 6 The parameters for defining the expiration date and < time for a European or Asian style option. For an Asian : style option the expiration date is equivalent to the  termination date. :Specifies whether or not Automatic Exercise applies to a ! Commodity Option Transaction. <Specifies whether or not Written Confirmation applies to a ! Commodity Option Transaction. :The currency into which the Commodity Option Transaction < will settle. If this is not the same as the currency in > which the Commodity Reference Price is quoted, then an FX 2 determination method should also be specified. 4FX observations to be used to convert the observed 9 Commodity Reference Price to the Settlement Currency. ;If the Notional Quantity is specified in a unit that does > not match the unit in which the Commodity Reference Price @ is quoted, the scaling or conversion factor used to convert 9 the Commodity Reference Price unit into the Notional 8 Quantity unit should be stated here. If there is no 8 conversion, this element is not intended to be used. Choice between: 1 The Payment Dates of the trade relative to the  Calculation Periods.  unknown 8The last day within an exercise period for an American = style option. For a European style option it is the only < day within the exercise period. For an averaging option / this is equivalent to the Termination Date. &The exercise frequency for the strip. 6The specific time of day on which the option expires. Choice between: 6 The Delivery Periods for this leg of the swap. This 5 type is only intended to be used if the Delivery 7 Periods differ from the Calculation Periods on the 5 fixed or floating leg. If DeliveryPeriods mirror 6 another leg, then the calculationPeriodsReference 7 element should be used to point to the Calculation ! Periods on that leg - or the 7 calculationPeriodsScheduleReference can be used to ; point to the Calculation Periods Schedule for that leg. 6 The Delivery Periods for this leg of the swap. This 5 type is only intended to be used if the Delivery 7 Periods differ from the Calculation Periods on the 5 fixed or floating leg. If DeliveryPeriods mirror 6 another leg, then the calculationPeriodsReference 7 element should be used to point to the Calculation ! Periods on that leg - or the 7 calculationPeriodsScheduleReference can be used to ; point to the Calculation Periods Schedule for that leg.  unknown =A time period multiplier, e.g. 1, 2 or 3 etc. If the period = value is T (Term) then periodMultiplier must contain the  value 1. =A time period, e.g. a day, week, month, year or term of the  stream. ;If true, indicates that that the first Calculation Period 9 should run from the Effective Date to the end of the @ calendar period in which the Effective Date falls, e.g. Jan > 15 - Jan 31 if the calculation periods are one month long 6 and Effective Date is Jan 15. If false, the first > Calculation Period should run from the Effective Date for ? one whole period, e.g. Jan 15 to Feb 14 if the calculation < periods are one month long and Effective Date is Jan 15. )Describes the American exercise periods. &The exercise frequency for the strip. :Choice between latest exercise time expressed as literal * time, or using a determination method. Choice between: : For a Bermuda or American style option, the latest time : on an exercise business day (excluding the expiration 8 date) within the exercise period that notice can be - given by the buyer to the seller or seller' s agent. < Notice of exercise given after this time will be deemed 9 to have been given on the next exercise business day. , Latest exercise time determination method. 6The specific time of day on which the option expires. <The presence of this element indicates that the option may @ be partially exercised. It is not applicable to European or  Asian options. Choice between: 4 A pointer style reference to the Delivery Periods  defined elsewhere. 7 A pointer style reference to the Calculation Periods  Schedule defined elsewhere. *The moisture content of the coal product. %The ash content of the coal product.  The sulfur/%sulphur content of the coal product.  The sulfur/-sulphur dioxide content of the coal product. *The volatile content of the coal product. ;The number of British Thermal Units per Pound of the coal  product. =The smallest sieve opening that will result in less than 5% . of a sample of the coal product remaining. :The Hardgrove Grindability Index value of the coal to be  delivered. ;The temperature at which the ash form of the coal product ? fuses completely in accordance with the ASTM International $ D1857 Standard Test Methodology. 8The temperature at which an ash cone shows evidence of  deformation. ;The temperature at which the height of an ash cone equals ' its width. (Softening temperature). ;The temperature at which the height of an ash cone equals - half its width. (Hemisphere temperature). 0The temperature at which the ash cone flattens. Choice between:  standardQuality  standardQualitySchedule Choice between: 8 The type of coal product to be delivered by reference # to a pre-defined specification. 8 The type of coal product to be delivered specified in  full. <The mining region, mine(s), mining complex(es), loadout(s) = or river dock(s) or other point(s) of origin that Seller 8 and Buyer agree are acceptable origins for the Coal > Product. For International Coal transactions, this is the  Origin of the Coal Product. <The Quality Adjustment formula to be used where the Actual  Shipment BTU&Lb value differs from the Standard BTULb  value. <The Quality Adjustment formula to be used where the Actual  Shipment SO2/'MMBTU value differs from the Standard  SO2/ MMBTU value. 5A reference to the party responsible for making the ' payments defined by this structure. 7A reference to the account responsible for making the ' payments defined by this structure. 5A reference to the party that receives the payments $ corresponding to this structure. 7A reference to the account that receives the payments $ corresponding to this structure.  The period during which delivery/deliveries of Coal 8 Products may be scheduled. Equivalent to Nomination  Period(s) for US Coal. 7The specification of the Coal Product to be delivered. 6The physical delivery conditions for the transaction. 3The different options for specifying the quantity. Choice between: 8 The point at which the Coal Product will be delivered  and received. 8 The point at which the Coal Product as a reference to 5 the Source of the Coal Product. This should be a 3 reference to the source element within product. 6If true, indicates that QVA is applicable. If false, ' indicates that QVA is inapplicable. :The transportation equipment with which the Coal Product # will be delivered and received. 8Specifies how the risk associated with the delivery is  assigned.  Choice between:   Sequence of: 4 The actual content of the quality characteristics 7 of the Coal Product Shipment expected by the Buyer. 6 The actual limits of the quality characteristics of 8 the Coal Product above or below which the Buyer may  reject a Shipment.  Choice between:   Sequence of: 4 The actual content of the quality characteristics 7 of the Coal Product Shipment expected by the Buyer. 6 The actual limits of the quality characteristics of 8 the Coal Product above or below which the Buyer may  reject a Shipment. 5A reference to the party responsible for making the ' payments defined by this structure. 7A reference to the account responsible for making the ' payments defined by this structure. 5A reference to the party that receives the payments $ corresponding to this structure. 7A reference to the account that receives the payments $ corresponding to this structure. 6The type of Bullion underlying a Bullion Transaction. 4The physical delivery location for the transaction. Choice between: # The Quantity per Delivery Period. 6 Allows the documentation of a shaped quantity trade 4 where the quantity changes over the life of the  transaction. 5The Total Quantity of the commodity to be delivered. 'Date on which the bullion will settle. !8The maxmium amount by which the quantity delivered can  exceed the agreed quantity. ";The maximum amount by which the quantity delivered can be " less than the agreed quantity. #.The unit in which the tolerance is specified. $0Indicates whether the tolerance is at the seller's or  buyer' s option.       !"#$%&'()*+,-./0123456789:;<=>?@ABCDEFGHIJKLMNOPQRSTUVWXYZ[\]^_`abcdefghijklmnopqrstuv      !"#$%&'()*+,-./0123456789:;<=>?@ABCDEFGHIJKLMNOPQRSTUVWXYZ[\]^_`abcdefghijklmnopqrstuvwxyz{|}~      !"#$%&'()*+,-./0123456789:;<=>?@ABCDEFGHIJKLMNOPQRSTUVWXYZ[\]^_`abcdefghijklmnopqrstuvwxyz{|}~      !"#$%&ABCDEFGHIJKLMNOPQRSTUVWXYZ[\]^_`abcdefghijklmnopqrstuvwxyz{|}~       !"#$%&'()*+,-./0123456789:;<=>?@ABCDEFGHIJKLMNOPQRSTUVWXYZ[\]^_`abcdefghijklmnopqrstuvwxyz{|}~      !"#$%&'()*+,-./0123456789:;<=>?@ABCDEFGHIJKLMNOPQRSTUVWXYZ[\]^_`abcdefghijklmnopqrstuvwxyz{|}~      !"#$%&'()*+,-./0123456789:;<=>?@ABCDEFGHIJKLMNOPQRSTUVWXYZ[\]^_`abcdefghijklmnopqrstuvwxyz{|}~      !"#$%&'()*+,-./0123456789:;<=>?@ABCDEFGHIJKLMNOPQRSTUVWXYZ[\]^_`abcdefghijklmnopqrstuvwxyz{|}~      !"#$%&'()*+,-./0123456789:;<=>?@ABCDEFGHIJKLMNOPQRSTUVWXYZ[\]^_`abcdefghijklmnopqrstuv      !"#$%&'()*+,-./0123456789:;<=>?@ABCDEFGHIJKLMNOPQRSTUVWXYZ[\]^_`abcdefghijklmnopqrstuvwxyz{|}~                           ! " # $ % & ' ( ) * + , - . / 0 1 2 3 4 5 6 7 8 9 : ; < = > ? @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z [ \ ] ^ _ ` a b c d e f g h i j k l m n o p q r s t u v w x y z { | } ~                            ! " # $ % & ' ( ) * + , - . / 0 1 2 3 4 5 6 7 8 9 : ; < = > ? @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z [ \ ] ^ _ ` a b c d e f g h i j k l m n o p q r s t u v w x y z { | } ~                            ! " # $ % & ' ( ) * + , - . / 0 1 2 3 4 5 6 7 8 9 : ; < = > ? @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z [ \ ] ^ _ ` a b c d e f g h i j k l m n o p q r s t u v w x y z { | } ~                            ! " # $ % & ' ( ) * + , - . / 0 1 2 3 4 5 6 7 8 9 : ; < = > ? @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z [ \ ] ^ _ ` a b c d e f g h i j k l m n o p q r s t u v w x y z { | } ~                            ! " # $ % & ' ( ) * + , - . / 0 1 2 3 4 5 6 7 8 9 : ; < = > ? @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z [ \ ] ^ _ ` a b c d e f g h i j k l m n o p q r s t u v w x y z { | } ~        !"#$%&'()*+,-./0123456789:;<=>?@ABCDEFGHIJKLMNOPQRSTUVWXYZ[\]^_`abcdefghijklmnopqrstuvwxyz{|}~      !"#$%&'()*+,-./0123456789:;<=>?@ABCDEFGHIJKLMNOPQRSTUVWXYZ[\]^_`abcdefghijklmnopqrstuvwxyz{|}~      !"#$%&^ !"#$]\[ZYX  W  V UTSRQPONMLKJIHGFEDCBA@?>=<;:9876543210/.}~-z{|,uvwxy+qrst*`abcdefghijklmnop)_(]^'XYZ[\&TUVW%PQRS$LMNO#KJI"EFGH!D BCA?@6789:;<=>23451/0.,-'()*+!"#$%&           {|}~vwxyzustnopqrdefghijklmabc^_`][\WXYZUVTRSHIJKLMNOPQDEFG:;<=>?@ABC3456789012/-.*+,&'()%$#"!      vutsrqp%onmlkji&hgfedcba`_j      $#"!%&'()*+,-./0123456789 :;<=>?@ABCDEFG HIJKLMNOPQRSTUVWXYZ[\]^_`abc defghijklmnopqrstuvwxyz {|}~             !"#$%&'()*+,-./012345 6789:;<=>?@A BC!D"EFGH#KJI$LMNO%PQRS&TUVW'XYZ[\(]^)_*`abcdefghijklmnop+qrst,uvwxy-z{|.}~/0123456789 :;<=>?@ABCDEFGHIJKLMNOPQR STUV W  X  YZ[ \]^ !"#$_`abcdefghijklmnopqrstuv%&ABCDEFGHIJKLMNOPQRSTUVWXYZ[\]^_`abcdefghijklmnopqrstuvwxyz{|}~ Safe-Inferedw:A type describing the variance amount of a variance swap. x/A type describing the Stub Calculation Period. y=A type specifying the date from which the early termination  clause can be exercised. z8A type describing the return payment dates of the swap. {:Specifies the notional of return type swap. When used in > the equity leg, the definition will typically combine the ? actual amount (using the notional component defined by the < FpML industry group) and the determination method. When < used in the interest leg, the definition will typically . point to the definition of the equity leg. |9A base class for all return leg types with an underlyer. }=A type describing the date from which each of the party may & be allowed to terminate the trade. ~=A type describing the components that are common for return ; type swaps, including short and long form return swaps  representations. <Specifies, in relation to each Payment Date, the amount to : which the Payment Date relates. For Equity Swaps this ? element is equivalent to the Equity Amount term as defined 4 in the ISDA 2002 Equity Derivatives Definitions. 9A type describing the additional payment(s) between the @ principal parties to the trade. This component extends some 7 of the features of the additionalPayment component ? previously developed in FpML. Appropriate discussions will < determine whether it would be appropriate to extend the ? shared component in order to meet the further requirements  of equity swaps. =A type describing return swaps including return swaps (long 2 form), total return swaps, and variance swaps. :A type describing the initial and final valuation of the  underlyer. 8A type describing the return leg of a return type swap. =A type describing the dividend return conditions applicable  to the swap. 1A type for defining ISDA 2002 Equity Derivative  Representations. :A type describing the principal exchange features of the  return swap. 8Specifies each of the characteristics of the principal ) exchange cashflows, in terms of paying/ receiving & counterparties, amounts and dates. 4Specifies the principal exchange amount, either by = explicitly defining it, or by point to an amount defined ( somewhere else in the swap document. %A type for defining option features. 8An abstract base class for all swap types which have a ? single netted leg, such as Variance Swaps, and Correlation  Swaps. *A type to hold early exercise provisions. 'Version aware identification of a leg. Leg identity. <A type describing the amount that will paid or received on @ each of the payment dates. This type is used to define both . the Equity Amount and the Interest Amount. ;Reference to the calculation period dates of the interest  leg. <Component that holds the various dates used to specify the > interest leg of the return swap. It is used to define the # InterestPeriodDates identifyer. ;A type describing the fixed income leg of the equity swap. ;Specifies the calculation method of the interest rate leg < of the return swap. Includes the floating or fixed rate = calculation definitions, along with the determination of  the day count fraction. 8Defines the specification of the consequences of Index : Events as defined by the 2002 ISDA Equity Derivatives  Definitions. 6Reference to a floating rate calculation of interest  calculation component. 7Where the underlying is shares, defines market events > affecting the issuer of those shares that may require the , terms of the transaction to be adjusted. <A type for defining how and when an equity option is to be  valued. <A type for defining the strike price for an equity option. ; The strike price is either: (i) in respect of an index 8 option transaction, the level of the relevant index = specified or otherwise determined in the transaction; or = (ii) in respect of a share option transaction, the price 7 per share specified or otherwise determined in the > transaction. This can be expressed either as a percentage / of notional amount or as an absolute value. 7A type used to describe the amount paid for an equity  option. ;A type for defining the merger events and their treatment. ;A time bounded dividend period, with an expected dividend  for each period. 9Abstract base class of all time bounded dividend period  types. :A type describing the date on which the dividend will be  paid/6received. This type is also used to specify the date = on which the FX rate will be determined, when applicable. ;A type describing the conditions governing the payment of = dividends to the receiver of the equity return. With the = exception of the dividend payout ratio, which is defined * for each of the underlying components. ;Container for Dividend Adjustment Periods, which are used = to calculate the Deviation between Expected Dividend and # Actual Dividend in that Period. ;An abstract base class for all directional leg types with = effective date, termination date, and underlyer, where a @ payer makes a stream of payments of greater than zero value  to a receiver. ;An abstract base class for all directional leg types with < effective date, termination date, and underlyer where a @ payer makes a stream of payments of greater than zero value  to a receiver. ;An abstract base class for all directional leg types with < effective date, termination date, where a payer makes a 7 stream of payments of greater than zero value to a  receiver. ;A type describing the correlation amount of a correlation  swap. 5A type defining a compounding rate. The compounding 8 interest can either point back to the floating rate = calculation of interest calculation node on the Interest $ Leg, or be defined specifically. ;Specifies the compounding method and the compounding rate. 7Abstract base class for all calculation from observed  values. :An abstract base class for all calculated money amounts, < which are in the currency of the cash multiplier of the  calculation. 6A type describing variance bounds, which are used to > exclude money price values outside of the specified range > In a Up Conditional Swap Underlyer price must be equal to < or higher than Lower Barrier In a Down Conditional Swap 9 Underlyer price must be equal to or lower than Upper @ Barrier In a Corridor Conditional Swap Underlyer price must ? be equal to or higher than Lower Barrier and must be equal # to or lower than Upper Barrier. <A type describing correlation bounds, which form a cap and ( a floor on the realized correlation. ;A type describing a date defined as subject to adjustment ; or defined in reference to another date through one or  several date offsets. 2Specifies the amount of the fee along with, when < applicable, the formula that supports its determination. <A type for defining ISDA 2002 Equity Derivative Additional  Disruption Events. :An placeholder for the actual Return Swap Leg definition. 7Specifies the structure of a return type swap. It can ? represent return swaps, total return swaps, variance swaps. (Return amounts of the return type swap. 2The fixed income amounts of the return type swap. (Choice between: . Contract will strike off this initial level. : If true this contract will strike off the closing level , of the default exchange traded contract. 5 If true this contract will strike off the expiring 2 level of the default exchange traded contract. )!Expected number of trading days. *-Variance amount, which is a cash multiplier. +7Choice between expressing the strike as volatility or  variance. Choice between:  volatilityStrikePrice  varianceStrikePrice ,6If present and true, then variance cap is applicable. -6For use when varianceCap is applicable. Contains the < scaling factor of the Variance Cap that can differ on a @ trade-by-trade basis in the European market. For example, a 9 Variance Cap of 2.5^2 x Variance Strike Price has an ! unadjustedVarianceCap of 2.5. .=Conditions which bound variance. The contract specifies one ; or more boundary levels. These levels are expressed as = prices for confirmation purposes Underlyer price must be 9 equal to or higher than Lower Barrier is known as Up ? Conditional Swap Underlyer price must be equal to or lower 9 than Upper Barrier is known as Down Conditional Swap : Underlyer price must be equal to or higher than Lower @ Barrier and must be equal to or lower than Upper Barrier is & known as Barrier Conditional Swap. /7Specification of the exchange traded contract nearest. 0-Vega Notional represents the approximate gain/ loss at = maturity for a 1% difference between RVol (realised vol) = and KVol (strike vol). It does not necessarily represent  the Vega Risk of the trade. 29Choice group between mandatory specification of initial @ stub and optional specification of final stub, or mandatory  final stub. Choice between:   Sequence of:  initialStub  finalStub 4Choice between: 7 Reference to a date defined elswhere in the document. 2 Date from which early termination clause can be  exercised. 77Specifies the interim payment dates of the swap. When > defined in relation to a date specified somewhere else in = the document (through the relativeDates component), this @ element will typically refer to the valuation dates and add 7 a lag corresponding to the settlement cycle of the  underlyer. 8<Specifies the final payment date of the swap. When defined : in relation to a date specified somewhere else in the @ document (through the relativeDate component), this element ? will typically refer to the final valuation date and add a ? lag corresponding to the settlement cycle of the underlyer. ;Choice between: 9 A reference to the return swap notional amount defined  elsewhere in this document. 8 A reference to the return swap notional determination . method defined elsewhere in this document. 9 Specifies the method according to which an amount or a  date is determined.  The notional amount. >9Reference to a party defined elsewhere in this document 0 which may be allowed to terminate the trade. ?<Specifies the date from which the early termination clause  can be exercised. CChoice between: 1 The currency in which an amount is denominated. 9 Specifies the method according to which an amount or a  date is determined. 3 Reference to a currency defined elsewhere in the  document DChoice between: 7 Specifies the reference Amount when this term either < corresponds to the standard ISDA Definition (either the 9 2002 Equity Definition for the Equity Amount, or the ; 2000 Definition for the Interest Amount), or points to 2 a term defined elsewhere in the swap document. 0 Specifies a formula, with its description and  components. 9 Description of the leg amount when represented through  an encoded image. E=Specifies the date on which a calculation or an observation = will be performed for the purpose of defining the Equity > Amount, and in accordance to the definition terms of this  latter. F-If true, then cash settlement is applicable. G:If present and true, then options exchange dividends are  applicable. H4If present and true, then additional dividends are  applicable. I5Represents the European Master Confirmation value of 'All  Dividends'0 which, when applicable, signifies that, for a ? given Ex-Date, the daily observed Share Price for that day 1 is adjusted (reduced) by the cash dividend and/ or the cash 8 value of any non cash dividend per Share (including 4 Extraordinary Dividends) declared by the Issuer. L5A reference to the party responsible for making the ' payments defined by this structure. M7A reference to the account responsible for making the ' payments defined by this structure. N5A reference to the party that receives the payments $ corresponding to this structure. O7A reference to the account that receives the payments $ corresponding to this structure. P2Specifies the amount of the fee along with, when < applicable, the formula that supports its determination. Q+Specifies the value date of the fee payment/ receipt. RClassification of the payment. U:A classification of the most important risk class of the < trade. FpML defines a simple asset class categorization  using a coding scheme. V;A classification of additional risk classes of the trade, = if any. FpML defines a simple asset class categorization  using a coding scheme. W9A classification of the type of product. FpML defines a 8 simple product categorization using a coding scheme. X6A 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 5 rate, strike, etc.) that are negotiated for each @ transaction. It can be used to hold identifiers such as the  UPI5 (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. 9 Note that the domain values for this element are not  strictly an enumerated list. Y9A 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. Z6A reference to the account that buys this instrument. [%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. \7A reference to the account that sells this instrument. ]:An placeholder for the actual Return Swap Leg definition. ^5This is used to document a Fully Funded Return Swap. _7Specifies additional payment(s) between the principal  parties to the trade. `:Specifies, for one or for both the parties to the trade, 2 the date from which it can early terminate it. a<Where the underlying is shares, specifies events affecting = the issuer of those shares that may require the terms of # the transaction to be adjusted. c8This optional component specifies the commission to be 1 charged for executing the hedge transactions. dChoice between:   Sequence of: 4 Specifies the method according to which an amount  or a date is determined. / Specifies the price of the underlyer, before  commissions. / Specifies the price of the underlyer, net of  commissions. 6 Specifies the accrued interest that are part of the 7 dirty price in the case of a fixed income security 6 or a convertible bond. Expressed in percentage of  the notional. 6 Specifies the currency conversion rate that applies 2 to an amount. This rate can either be defined 7 elsewhere in the document (case of a quanto swap), 3 or explicitly described through this component.  3 The href attribute value will be a pointer style ; reference to the element or component elsewhere in the 0 document where the anchor amount is defined.  Sequence of: / Specifies the price of the underlyer, before  commissions. / Specifies the price of the underlyer, net of  commissions. 6 Specifies the accrued interest that are part of the 7 dirty price in the case of a fixed income security 6 or a convertible bond. Expressed in percentage of  the notional. 6 Specifies the currency conversion rate that applies 2 to an amount. This rate can either be defined 7 elsewhere in the document (case of a quanto swap), 3 or explicitly described through this component. e.The net price excluding accrued interest. The  Dirty Price  for bonds is put in the netPrice element, which includes 6 accrued interest. Thus netPrice - cleanNetPrice = @ accruedInterest. The currency and price expression for this 9 field are the same as those for the (dirty) netPrice. f9Allows information about how the price was quoted to be  provided. gSpecifies valuation. i9Specifies the initial reference price of the underlyer. 4 This price can be expressed either as an actual  amount/6currency, as a determination method, or by reference 4 to another value specified in the swap document. k<Specifies the final valuation price of the underlyer. This 4 price can be expressed either as an actual amount/ currency, @ as a determination method, or by reference to another value # specified in the swap document. l<Specifies the final valuation price of the underlyer. This 4 price can be expressed either as an actual amount/ currency, @ as a determination method, or by reference to another value # specified in the swap document. m)Specifies the payment dates of the swap. n'References a Contract on the Exchange. q*Version aware identification of this leg. r5A reference to the party responsible for making the ' payments defined by this structure. s7A reference to the account responsible for making the ' payments defined by this structure. t5A reference to the party that receives the payments $ corresponding to this structure. u7A reference to the account that receives the payments $ corresponding to this structure. v<Specifies the effective date of this leg of the swap. When > defined in relation to a date specified somewhere else in < the document (through the relativeDate component), this > element will typically point to the effective date of the  other leg of the swap. w9Specifies the termination date of this leg of the swap. @ When defined in relation to a date specified somewhere else ? in the document (through the relativeDate component), this @ element will typically point to the termination date of the  other leg of the swap. x=Specifies the strike date of this leg of the swap, used for ? forward starting swaps. When defined in relation to a date : specified somewhere else in the document (through the < relativeDate component), this element will typically by + relative to the trade date of the swap. y=Specifies the underlying component of the leg, which can be ? either one or many and consists in either equity, index or : convertible bond component, or a combination of these. z=Specifies the terms of the initial price of the return type ; swap and of the subsequent valuations of the underlyer. {<Specifies the notional of a return type swap. When used in > the equity leg, the definition will typically combine the ? actual amount (using the notional component defined by the < FpML industry group) and the determination method. When < used in the interest leg, the definition will typically . point to the definition of the equity leg. |<Specifies, in relation to each Payment Date, the amount to : which the Payment Date relates. For return swaps this ? element is equivalent to the Equity Amount term as defined 4 in the ISDA 2002 Equity Derivatives Definitions. }=Specifies the conditions under which dividend affecting the : underlyer will be paid to the receiver of the amounts. ~<Specifies the conditions that govern the adjustment to the ' number of units of the return swap. "A quanto or composite FX feature. "Averaging Dates used in the swap. <Defines the type of return associated with the return swap. 7Specifies the conditions governing the payment of the = dividends to the receiver of the equity return. With the = exception of the dividend payout ratio, which is defined * for each of the underlying components. *If true, then non reliance is applicable. ;If true, then agreements regarding hedging are applicable. :If present and true, then index disclaimer is applicable. :If true, then additional acknowledgements are applicable. The true/)false flags indicating whether initial, > intermediate or final exchanges of principal should occur. 8Specifies each of the characteristics of the principal ) exchange cashflows, in terms of paying/ receiving & counterparties, amounts and dates. 5A reference to the party responsible for making the ' payments defined by this structure. 7A reference to the account responsible for making the ' payments defined by this structure. 5A reference to the party that receives the payments $ corresponding to this structure. 7A reference to the account that receives the payments $ corresponding to this structure. 3Specifies the principal echange amount, either by = explicitly defining it, or by point to an amount defined ( somewhere else in the swap document. 9Date on which each of the principal exchanges will take ? place. This date is either explictly stated, or is defined ? by reference to another date in the swap document. In this > latter case, it will typically refer to one other date of 7 the equity leg: either the effective date (initial 9 exchange), or the last payment date (final exchange). Choice between: 2 Reference to an amount defined elsewhere in the  document. 9 Specifies the method according to which an amount or a  date is determined. 2 Principal exchange amount when explictly stated. 9An option where and average price is taken on valuation. "An option with a barrier feature. A knock feature. 3Pass through payments from the underlyer, such as  dividends. 6Dividend adjustment of the contract is driven by the = difference between the Expected Dividend, and the Actual 9 Dividend, which is multiplied by an agreed Factor to 8 produce a Deviation, which is used as the basis for < adjusting the contract. The parties acknowledge that in = determining the Call Strike Price of the Transaction the @ parties have assumed that the Dividend scheduled to be paid = by the Issuer to holders of record of the Shares, in the ? period set out in Column headed Relevant Period will equal < per Share the amount stated in respect of such Relevant  Period. 8Date through which option can not be exercised without  penalty. 8Spread used if exercised before make whole date. Early 5 termination penalty. Expressed in bp, e.g. 25 bp. Identity of this leg. The version number :Optionally it is possible to specify a version effective & date when a versionId is supplied. Choice between: 1 The currency in which an amount is denominated. 9 Specifies the method according to which an amount or a  date is determined. 3 Reference to a currency defined elsewhere in the  document Choice between: 7 Specifies the reference Amount when this term either < corresponds to the standard ISDA Definition (either the 9 2002 Equity Definition for the Equity Amount, or the ; 2000 Definition for the Interest Amount), or points to 2 a term defined elsewhere in the swap document. 0 Specifies a formula, with its description and  components. 9 Description of the leg amount when represented through  an encoded image. =Specifies the date on which a calculation or an observation = will be performed for the purpose of defining the Equity > Amount, and in accordance to the definition terms of this  latter. 9A pointer style reference to the associated calculation = period dates component defined elsewhere in the document. Choice between: 8 Specifies whether the reset dates are determined with ; respect to each adjusted calculation period start date : or adjusted calculation period end date. If the reset : frequency is specified as daily this element must not  be included. 8 The frequency at which reset dates occur. In the case ; of a weekly reset frequency, also specifies the day of ; the week that the reset occurs. If the reset frequency : is greater than the calculation period frequency then 2 this implies that more than one reset date is : established for each calculation period and some form $ of rate averaging is applicable. <Initial fixing date expressed as an offset to another date & defined elsewhere in the document. 9Specifies the fixing date relative to the reset date in > terms of a business days offset, or by providing a series  of adjustable dates. 7Specifies the effective date of the return swap. This ? global element is valid within the return swaps namespace. < Within the FpML namespace, another effectiveDate global = element has been defined, that is different in the sense ? that it does not propose the choice of refering to another  date in the document. 9Specifies the termination date of the return swap. This ? global element is valid within the return swaps namespace. > Within the FpML namespace, another terminationDate global = element has been defined, that is different in the sense ? that it does not propose the choice of refering to another  date in the document. ;Specifies the reset dates of the interest leg of the swap. 8Specifies the payment dates of the interest leg of the 7 swap. When defined in relation to a date specified > somewhere else in the document (through the relativeDates 9 component), this element will typically point to the 0 payment dates of the equity leg of the swap. *Version aware identification of this leg. 5A reference to the party responsible for making the ' payments defined by this structure. 7A reference to the account responsible for making the ' payments defined by this structure. 5A reference to the party that receives the payments $ corresponding to this structure. 7A reference to the account that receives the payments $ corresponding to this structure. <Specifies the effective date of this leg of the swap. When > defined in relation to a date specified somewhere else in < the document (through the relativeDate component), this > element will typically point to the effective date of the  other leg of the swap. 9Specifies the termination date of this leg of the swap. @ When defined in relation to a date specified somewhere else ? in the document (through the relativeDate component), this @ element will typically point to the termination date of the  other leg of the swap. <Component that holds the various dates used to specify the > interest leg of the equity swap. It is used to define the # InterestPeriodDates identifyer. <Specifies the notional of a return type swap. When used in > the equity leg, the definition will typically combine the ? actual amount (using the notional component defined by the < FpML industry group) and the determination method. When < used in the interest leg, the definition will typically . point to the definition of the equity leg. ;Specifies, in relation to each Interest Payment Date, the > amount to which the Interest Payment Date relates. Unless > otherwise specified, this term has the meaning defined in # the ISDA 2000 ISDA Definitions. ;Specifies the calculation method of the interest rate leg < of the equity swap. Includes the floating or fixed rate = calculation definitions, along with the determination of  the day count fraction. 'Specifies the stub calculation period. Choice between: + The floating rate calculation definitions 7 The calculation period fixed rate. A per annum rate, 8 expressed as a decimal. A fixed rate of 5% would be  represented as 0.05. The day count fraction. /Defines compounding rates on the Interest Leg. *Specifies the type of interpolation used. .Defines applicable periods for interpolation. #Consequence of index modification. #Consequence of index cancellation. !Consequence of index disruption. 8Occurs when the underlying ceases to exist following a 2 merger between the Issuer and another company. 6If present and true, then tender offer is applicable. &ISDA 2002 Equity Tender Offer Events. 3If present and true, then composition of combined  consideration is applicable. *ISDA 2002 Equity Index Adjustment Events. Choice between: 0 ISDA 2002 Equity Additional Disruption Events. , If true, failure to deliver is applicable. -ISDA 2002 Equity Derivative Representations.  The terms Nationalisation and  Insolvency have the ; meaning as defined in the ISDA 2002 Equity Derivatives  Definitions.  The term  Delisting& has the meaning defined in the ISDA ( 2002 Equity Derivatives Definitions. ;A short form unique identifier for a related exchange. If > the element is not present then the exchange shall be the @ primary exchange on which listed futures and options on the # underlying are listed. The term Exchange is assumed to 8 have the meaning as defined in the ISDA 2002 Equity  Derivatives Definitions. =A short form unique identifier for an exchange on which the @ reference option contract is listed. This is to address the 8 case where the reference exchange for the future is @ different than the one for the option. The options Exchange = is referenced on share options when Merger Elections are , selected as Options Exchange Adjustment. =A short form unique identifier for a specified exchange. If : the element is not present then the exchange shall be : default terms as defined in the MCA; unless otherwise , specified in the Transaction Supplement. Choice between:  The term Valuation Date is assumed to have the ; meaning as defined in the ISDA 2002 Equity Derivatives  Definitions. 9 Specifies the interim equity valuation dates of a swap. ;The time of day at which the calculation agent values the = underlying, for example the official closing time of the  exchange. 9The specific time of day at which the calculation agent  values the underlying. ;The official settlement price as announced by the related = exchange is applicable, in accordance with the ISDA 2002  definitions. ;The official settlement price as announced by the related = exchange is applicable, in accordance with the ISDA 2002  definitions. <The number of valuation dates between valuation start date  and valuation end date. 4Specifies the dividend valuation dates of the swap. <Specifies the fallback provisions for Hedging Party in the % determination of the Final Price. Choice between:  9 The price or level at which the option has been struck.  Sequence of: 6 The price or level expressed as a percentage of the  forward starting spot price. 4 The date on which the strike is determined, where 0 this is not the effective date of a forward  starting option. 0The currency in which an amount is denominated. 5A reference to the party responsible for making the ' payments defined by this structure. 7A reference to the account responsible for making the ' payments defined by this structure. 5A reference to the party that receives the payments $ corresponding to this structure. 7A reference to the account that receives the payments $ corresponding to this structure. Forward start Premium type $The currency amount of the payment. 9The payment date. This date is subject to adjustment in ; accordance with any applicable business day convention. ;Specifies whether or not the premium is to be paid in the ; style of payments under an interest rate swap contract. =The amount of premium to be paid expressed as a function of  the number of options. <The amount of premium to be paid expressed as a percentage > of the notional value of the transaction. A percentage of " 5% would be expressed as 0.05. :The consideration paid for the original shares following 3 the Merger Event consists wholly of new shares. :The consideration paid for the original shares following + the Merger Event consists wholly of cash/securities other  than new shares. :The consideration paid for the original shares following ) the Merger Event consists of both cash/securities and new  shares. 1Unadjusted inclusive dividend period start date. /Unadjusted inclusive dividend period end date. <Date adjustments for all unadjusted dates in this dividend  period. <Reference to the underlyer which is paying dividends. This > should be used in all cases, and must be used where there ; are multiple underlying assets, to avoid any ambiguity 5 about which asset the dividend period relates to. "Expected dividend in this period. ;Multiplier is a percentage value which is used to produce = Deviation by multiplying the difference between Expected : Dividend and Actual Dividend Deviation = Multiplier * * (Expected Dividend  Actual Dividend). Choice between:   Sequence of: . Specification of the dividend date using an 7 enumeration, with values such as the pay date, the  ex date or the record date. - Only to be used when SharePayment has been 8 specified in the dividendDateReference element. The 7 number of Currency Business Days following the day 8 on which the Issuer of the Shares pays the relevant 0 dividend to holders of record of the Shares. 9 A date that shall be subject to adjustment if it would : otherwise fall on a day that is not a business day in 6 the specified business centers, together with the & convention for adjusting the date.  ;Boolean element that defines whether the dividend will be  reinvested or not.  =Defines the date on which the receiver on the equity return  is entitled to the dividend.  =Specifies when the dividend will be paid to the receiver of > the equity return. Has the meaning as defined in the ISDA > 2002 Equity Derivatives Definitions. Is not applicable in 1 the case of a dividend reinvestment election. Choice between:   Sequence of: 4 Dividend period has the meaning as defined in the 3 ISDA 2002 Equity Derivatives Definitions. This 5 element specifies the date on which the dividend  period will commence. 4 Dividend period has the meaning as defined in the 3 ISDA 2002 Equity Derivatives Definitions. This 5 element specifies the date on which the dividend 5 period will end. It includes a boolean attribute 6 for defining whether this end date is included or & excluded from the dividend period. 4 Defines the First Period or the Second Period, as 0 defined in the 2002 ISDA Equity Derivatives  Definitions. :Reference to the party which determines if dividends are / extraordinary in relation to normal levels. 0Determination of Gross Cash Dividend per Share. Choice between: 1 The currency in which an amount is denominated. 9 Specifies the method according to which an amount or a  date is determined. 3 Reference to a currency defined elsewhere in the  document <Specifies the date on which the FX rate will be considered ' in the case of a Composite FX swap. <Defines the Number Of Index Units applicable to a Dividend. #Declared Cash Dividend Percentage. .Declared Cash Equivalent Dividend Percentage. )Defines treatment of Non-Cash Dividends. 3Defines how the composition of Dividends is to be  determined. ;Specifies the method according to which special dividends  are determined. %A single Dividend Adjustment Period. %Choice between: . Contract will strike off this initial level. : If true this contract will strike off the closing level , of the default exchange traded contract. 5 If true this contract will strike off the expiring 2 level of the default exchange traded contract. &!Expected number of trading days. '-Notional amount, which is a cash multiplier. (Correlation Strike Price. )Bounded Correlation. *7Number of data series, normal market practice is that ; correlation data sets are drawn from geographic market = areas, such as America, Europe and Asia Pacific, each of < these geographic areas will have its own data series to  avoid contagion. ,Choice between: 9 Reference to the floating rate calculation of interest ) calculation node on the Interest Leg.  Defines a specific rate. .=If more that one calculation period contributes to a single > payment amount this element specifies whether compounding ? is applicable, and if so, what compounding method is to be @ used. This element must only be included when more that one > calculation period contributes to a single payment amount. /:Defines a compounding rate. The compounding interest can > either point back to the interest calculation node on the - Interest Leg, or be defined specifically. 0;Defines the spread to be used for compounding. This field > should be used in scenarios where the interest payment is ; based on a compounding formula that uses a compounding - spread in addition to the regular spread. 1Defines the compounding dates. 7=The contract specifies whether which price must satisfy the  boundary condition. 87The contract specifies whether the notional should be 9 scaled by the Number of Days in Range divided by the ; Expected N. The number of Days in Ranges refers to the 6 number of returns that contribute to the realized  volatility. 9:All observations above this price level will be excluded " from the variance calculation. ::All observations below this price level will be excluded " from the variance calculation. <6Minimum Boundary as a percentage of the Strike Price. =6Maximum Boundary as a percentage of the Strike Price. @Choice between: 9 A date that shall be subject to adjustment if it would : otherwise fall on a day that is not a business day in 6 the specified business centers, together with the & convention for adjusting the date. : A date specified in relation to some other date defined : in the document (the anchor date), where there is the : opportunity to specify a combination of offset rules. ; This component will typically be used for defining the < valuation date in relation to the payment date, as both < the currency and the exchange holiday calendars need to  be considered. B$The currency amount of the payment. C:Specifies a formula, with its description and components. E+If true, then change in law is applicable. F7Where the underlying is shares and the transaction is @ physically settled, then, if true, a failure to deliver the : shares on the settlement date will not be an event of 5 default for the purposes of the master agreement. G/If true, then insolvency filing is applicable. H0If true, then hedging disruption is applicable. I2If true, then loss of stock borrow is applicable. J9Specifies the maximum stock loan rate for Loss of Stock  Borrow. K<If true, then increased cost of stock borrow is applicable. L=Specifies the initial stock loan rate for Increased Cost of  Stock Borrow. M7If true, then increased cost of hedging is applicable. N6A reference to the party which determines additional  disruption events. O5If true, then foreign ownership event is applicable. wxyz{|}~'()*+,-./0123456789:;<=>?@ABCDEFGHIJKLMNOPQRSTUVWXYZ[\]^_`abcdefghijklmnopqrstuvwxyz{|}~      !"#$%&'()*+,-./0123456789:;<=>?@ABCDEFGHIJKLMNOP      !"#$%&'()*+,-./0123456789:;<=>?@ABCDEFGHIJKLMNOPQRST [      !"#$%&'()*+,-./0123456789:;<=>?@ABCDEFGHIJKLMNOPQRSTUVWXYZ[\]^_`abcdefghijklmnopqrstuvwxyz{|}~      !"#$%&'()*+,-./0123456789:;<=>?@ABCDEFGHIJKLMNOPQRSTUVWXYZ[\]^_`abcdefghijklmnopqrstuvwxyz{|}~      !"#$%&'()*+,-./0123456789:;<=>?@ABCDEFGHIJKLMNOPQRSTUVWXYZ[\]^_`abcdefghijklmnopqrstuvwxyz{|}~      !"#$%&'()*+,-./0123456789:;<=>?@ABCDEFGHIJKLMNOPQRSTUVWXYZ[\]^_`abcdefghijklmnopqrstuvwxyz{|}~wxyz{|}~      !"#$%&'()*+,-./0123456789:;<=>?@ABCDEFGHIJKLMNOPQRSTUVWXYZ[\]^_`abcdefghijklmnopqrstuvwxyz{|}~                           ! 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" # $ % & ' ( ) * + , - . / 0 1 2 3 4 5 6 7 8 9 : ; < = > ? @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z [ \ ] ^ _ ` a b c d e f g h i j k l m n o p q r s t u v w x y z { | } ~  '()*+,-./0123456789:;<=>?@ABCDEFGHIJKLMNOPQRSTUVWXYZ[\]^_`abcdefghijklmnopqrstuvwxyz{|}~      !"#$%&'()*+,-./0123456789:;<=>?@ABCDEFGHIJKLMNOPiDEFGHIJKLMNOABC>?@;<=6789:5432-./01+,$%&'()*#"!      opqrstuvwxyz{|}~hijklmnbcdefgSTUVWXYZ[\]^_`aJKLMNOPQRBCDEFGHI~A@}=>?|<{9:;z5678y34x12w'()*+,-./0Pw '()*+,-./0x12y34z5678{9:;|<}=>?~A@BCDEFGHI JKLMNOPQRSTUVWXYZ[\]^_`abcdefghijklmnopqrstuvwxyz{|}~        #"! $%&'()*+,-./0132546789:;<=>?@ABC DEFGHIJKLMNOP      !"#$%&'()*+,-./0123456789:;<=>?@ABCDEFGHIJKLMNOPQRST  Safe-Infered A type for defining PrePayment. ;A type for defining equity option transaction supplements. /A type for defining Equity Option Termination. $A type for defining equity options. <A type for defining the multiple exercise provisions of an , American or Bermuda style equity option. %A type for defining equity forwards. <A type for defining exercise procedures for equity options. ;A type for defining exercise procedures associated with a 0 European style exercise of an equity option. 4A type for defining short form equity option basic  features. 1type for defining the common features of equity  derivatives. 3A type for defining the common features of equity  derivatives. ;A type for defining exercise procedures associated with a 9 Bermuda style exercise of an equity option. The term = Bermuda is adopted in FpML for consistency with the ISDA  Definitions. <A type for defining exercise procedures associated with an = American style exercise of an equity option. This entity 2 inherits from the type SharedAmericanExercise. /A type for defining the broker equity options. 5A component describing an Equity Option Transaction  Supplement. 1A component describing an Equity Option product. 2A component describing an Equity Forward product. :A component describing a Broker View of an Equity Option. S5A reference to the party responsible for making the ' payments defined by this structure. T7A reference to the account responsible for making the ' payments defined by this structure. U5A reference to the party that receives the payments $ corresponding to this structure. V7A reference to the account that receives the payments $ corresponding to this structure. \:A classification of the most important risk class of the < trade. FpML defines a simple asset class categorization  using a coding scheme. ];A classification of additional risk classes of the trade, = if any. FpML defines a simple asset class categorization  using a coding scheme. ^9A classification of the type of product. FpML defines a 8 simple product categorization using a coding scheme. _6A 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 5 rate, strike, etc.) that are negotiated for each @ transaction. It can be used to hold identifiers such as the  UPI5 (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. 9 Note that the domain values for this element are not  strictly an enumerated list. `9A 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. a6A reference to the account that buys this instrument. b%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. c7A reference to the account that sells this instrument. d The type of option transaction. e.Effective date for a forward starting option. f=Specifies the underlying component, which can be either one @ or many and consists in either equity, index or convertible . bond component, or a combination of these. gThe notional amount. h:The parameters for defining how the equity option can be 6 exercised, how it is valued and how it is settled. i1Asian, Barrier, Knock and Pass Through features. j2Quanto, Composite, or Cross Currency FX features. k)A equity option simple strategy feature. l<Defines whether it is a price or level at which the option ! has been, or will be, struck. m<The price per share, index or basket observed on the trade  or effective date. n;The number of options comprised in the option transaction. o7The equity option premium payable by the buyer to the  seller. p9For a share option transaction, a flag used to indicate 2 whether the transaction is to be treated as an ' exchange  look-alike'-. This designation has significance for how ? share adjustments (arising from corporate actions) will be * determined for the transaction. For an ' exchange  look-alike'2 transaction the relevant share adjustments will ? follow that for a corresponding designated contract listed = on the related exchange (referred to as Options Exchange 8 Adjustment (ISDA defined term), otherwise the share < adjustments will be determined by the calculation agent ? (referred to as Calculation Agent Adjustment (ISDA defined  term)). q<For an index option transaction, a flag used in conjuction 8 with Futures Price Valuation (ISDA defined term) to = indicate whether the Nearest Index Contract provision is ? applicable. The Nearest Index Contract provision is a rule ? for determining the Exchange-traded Contract (ISDA defined 8 term) without having to explicitly state the actual 9 contract, delivery month and exchange on which it is  traded. rChoice between: 6 For an index option transaction, a flag to indicate 8 whether a relevant Multiple Exchange Index Annex is 6 applicable to the transaction. This annex defines 8 additional provisions which are applicable where an 8 index is comprised of component securities that are ! traded on multiple exchanges. 6 For an index option transaction, a flag to indicate 9 whether a relevant Component Security Index Annex is " applicable to the transaction. t5Local Jurisdiction is a term used in the AEJ Master @ Confirmation, which is used to determine local taxes, which = shall mean taxes, duties, and similar charges imposed by ; the taxing authority of the Local Jurisdiction If this 5 element is not present Local Jurisdiction is Not  Applicable. uChoice between: : The number of shares per option comprised in the option  transaction supplement. 0 Specifies the contract multiplier that can be $ associated with an index option. v3A component to contain elements that represent an  extraordinary event. |:A classification of the most important risk class of the < trade. FpML defines a simple asset class categorization  using a coding scheme. };A classification of additional risk classes of the trade, = if any. FpML defines a simple asset class categorization  using a coding scheme. ~9A classification of the type of product. FpML defines a 8 simple product categorization using a coding scheme. 6A 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 5 rate, strike, etc.) that are negotiated for each @ transaction. It can be used to hold identifiers such as the  UPI5 (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. 9 Note that the domain values for this element are not  strictly an enumerated list. 9A 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. 6A reference to the account that buys this instrument. %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. 7A reference to the account that sells this instrument.  The type of option transaction. .Effective date for a forward starting option. =Specifies the underlying component, which can be either one @ or many and consists in either equity, index or convertible . bond component, or a combination of these. The notional amount. :The parameters for defining how the equity option can be 6 exercised, how it is valued and how it is settled. 1Asian, Barrier, Knock and Pass Through features. 2Quanto, Composite, or Cross Currency FX features. )A equity option simple strategy feature. =Defines how adjustments will be made to the contract should 2 one or more of the extraordinary events occur. <Where the underlying is shares, specifies events affecting = the issuer of those shares that may require the terms of # the transaction to be adjusted. <Defines whether it is a price or level at which the option ! has been, or will be, struck. <The price per share, index or basket observed on the trade  or effective date. ;The number of options comprised in the option transaction. 9The number of shares per option comprised in the option  transaction. 7The equity option premium payable by the buyer to the  seller. :When multiple exercise is applicable and this element is @ present it specifies that the number of options that can be ? exercised on a given exercise date must either be equal to ? the value of this element or be an integral multiple of it. =When multiple exercise is applicable this element specifies = the minimum number of options that can be exercised on a = given exercise date. If this element is not present then = the minimum number is deemed to be 1. Its value can be a 7 fractional number as a result of corporate actions. =When multiple exercise is applicable this element specifies = the maximum number of options that can be exercised on a = given exercise date. If this element is not present then > the maximum number is deemed to be the same as the number : of options. Its value can be a fractional number as a  result of corporate actions. :A classification of the most important risk class of the < trade. FpML defines a simple asset class categorization  using a coding scheme. ;A classification of additional risk classes of the trade, = if any. FpML defines a simple asset class categorization  using a coding scheme. 9A classification of the type of product. FpML defines a 8 simple product categorization using a coding scheme. 6A 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 5 rate, strike, etc.) that are negotiated for each @ transaction. It can be used to hold identifiers such as the  UPI5 (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. 9 Note that the domain values for this element are not  strictly an enumerated list. 9A 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. 6A reference to the account that buys this instrument. %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. 7A reference to the account that sells this instrument.  The type of option transaction. .Effective date for a forward starting option. =Specifies the underlying component, which can be either one @ or many and consists in either equity, index or convertible . bond component, or a combination of these. The notional amount. :The parameters for defining how the equity option can be 6 exercised, how it is valued and how it is settled. 1Asian, Barrier, Knock and Pass Through features. 2Quanto, Composite, or Cross Currency FX features. )A equity option simple strategy feature. =Defines how adjustments will be made to the contract should 2 one or more of the extraordinary events occur. <Where the underlying is shares, specifies events affecting = the issuer of those shares that may require the terms of # the transaction to be adjusted. .The forward price per share, index or basket. :The parameters for defining how the equity option can be 6 exercised, how it is valued and how it is settled. Choice between: 6 The parameters for defining the expiration date and , time for a European style equity option. 9 The parameters for defining the exercise period for an 9 American style equity option together with the rules 9 governing the quantity of the underlying that can be ) exercised on any given exercise date. 9 The parameters for defining the exercise period for an 8 Bermuda style equity option together with the rules 9 governing the quantity of the underlying that can be ) exercised on any given exercise date. Choice between:   Sequence of: 4 If true then each option not previously exercised 5 will be deemed to be exercised at the expiration 3 time on the expiration date without service of 8 notice unless the buyer notifies the seller that it # no longer wishes this to occur. / Provisions covering early exercise of option. " Prepayment features for Forward. 3The parameters for defining when valuation of the  underlying takes place. 8Date on which settlement of option premiums will occur. =The currency in which a cash settlement for non-deliverable ( forward and non-deliverable options.  How the option will be settled. 8The last day within an exercise period for an American = style option. For a European style option it is the only # day within the exercise period. Choice between:   Sequence of: 6 The time of day at which the equity option expires, 1 for example the official closing time of the  exchange. 6 The specific time of day at which the equity option  expires. ' Expiration time determination method. <The first day of the exercise period for an American style  option. 8The last day within an exercise period for an American = style option. For a European style option it is the only # day within the exercise period. :Choice between latest exercise time expressed as literal * time, or using a determination method. Choice between: : For a Bermuda or American style option, the latest time : on an exercise business day (excluding the expiration 8 date) within the exercise period that notice can be - given by the buyer to the seller or seller' s agent. < Notice of exercise given after this time will be deemed 9 to have been given on the next exercise business day. , Latest exercise time determination method. -List of Exercise Dates for a Bermuda option. :The latest time of day at which the equity option can be < exercised, for example the official closing time of the  exchange. Choice between:   Sequence of: 6 The time of day at which the equity option expires, 1 for example the official closing time of the  exchange. 6 The specific time of day at which the equity option  expires. ' Expiration time determination method. <The presence of this element indicates that the option may < be exercised on different days. It is not applicable to  European options. <The first day of the exercise period for an American style  option. 8The last day within an exercise period for an American = style option. For a European style option it is the only # day within the exercise period. :Choice between latest exercise time expressed as literal * time, or using a determination method. Choice between: : For a Bermuda or American style option, the latest time : on an exercise business day (excluding the expiration 8 date) within the exercise period that notice can be - given by the buyer to the seller or seller' s agent. < Notice of exercise given after this time will be deemed 9 to have been given on the next exercise business day. , Latest exercise time determination method. :The latest time of day at which the equity option can be < exercised, for example the official closing time of the  exchange. Choice between:   Sequence of: 6 The time of day at which the equity option expires, 1 for example the official closing time of the  exchange. 6 The specific time of day at which the equity option  expires. ' Expiration time determination method. <The presence of this element indicates that the option may < be exercised on different days. It is not applicable to  European options. :A classification of the most important risk class of the < trade. FpML defines a simple asset class categorization  using a coding scheme. ;A classification of additional risk classes of the trade, = if any. FpML defines a simple asset class categorization  using a coding scheme. 9A classification of the type of product. FpML defines a 8 simple product categorization using a coding scheme. 6A 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 5 rate, strike, etc.) that are negotiated for each @ transaction. It can be used to hold identifiers such as the  UPI5 (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. 9 Note that the domain values for this element are not  strictly an enumerated list. 9A 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. 6A reference to the account that buys this instrument. %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. 7A reference to the account that sells this instrument.  The type of option transaction. .Effective date for a forward starting option. =Specifies the underlying component, which can be either one @ or many and consists in either equity, index or convertible . bond component, or a combination of these. The notional amount. :The parameters for defining how the equity option can be 6 exercised, how it is valued and how it is settled. 1Asian, Barrier, Knock and Pass Through features. 2Quanto, Composite, or Cross Currency FX features. )A equity option simple strategy feature. <Defines whether it is a price or level at which the option ! has been, or will be, struck. <The price per share, index or basket observed on the trade  or effective date. ;The number of options comprised in the option transaction. 7The equity option premium payable by the buyer to the  seller. QRSTUVWXYZ[\]^_`abcdefghijklmnopqrstuvwxyz{|}~UVWXYZ[\]^_`abcdefghijklmnopqrstuvw       !"#$%&'()*+,-./0123456789:;<=>?@ABCDEFGHIJKLMNOPQRSTUVWXYZ[\]^_`abcdefghijklmnopqrstuvwxyz{|}~      !"#$%&'()*+,-./0123456789:;<=>?@ABCDEFGHIJKLMNOPQRSTUVWXYZ[\]^_`abcdefghijklmnopqrstuvwxyz{|}~      !"#$%&'()*+,-./0123456789:;<=>?@ABCDEFGHIJKLMNOPQRSTUVWXYZ[\]^_`abcdefghijklmnopqrstuvwxyz{|}~      !"#$%&'()*+,-./0123456789:;<=>?@ABCDEFGHIJKLMNOPQRSTUVWXYZ[\]^_`abcdefghijklmnopqrstuvwxyz{|}~wxyz{|}~      !"#$%&'()*+,-./0123456789:;<=>?@ABCDEFGHIJKLMNOPQRSTUVWXYZ[\]^_`abcdefghijklmnopqrstuvwxyz{|}~                           ! " # $ % & ' ( ) * + , - . / 0 1 2 3 4 5 6 7 8 9 : ; < = > ? @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z [ \ ] ^ _ ` a b c d e f g h i j k l m n o p q r s t u v w x y z { | } ~                            ! " # $ % & ' ( ) * + , - . / 0 1 2 3 4 5 6 7 8 9 : ; < = > ? @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z [ \ ] ^ _ ` a b c d e f g h i j k l m n o p q r s t u v w x y z { | } ~                            ! " # $ % & ' ( ) * + , - . / 0 1 2 3 4 5 6 7 8 9 : ; < = > ? @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z [ \ ] ^ _ ` a b c d e f g h i j k l m n o p q r s t u v w x y z { | } ~                            ! " # $ % & ' ( ) * + , - . / 0 1 2 3 4 5 6 7 8 9 : ; < = > ? @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z [ \ ] ^ _ ` a b c d e f g h i j k l m n o p q r s t u v w x y z { | } ~                            ! " # $ % & ' ( ) * + , - . / 0 1 2 3 4 5 6 7 8 9 : ; < = > ? @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z [ \ ] ^ _ ` a b c d e f g h i j k l m n o p q r s t u v w x y z { | } ~  '()*+,-./0123456789:;<=>?@ABCDEFGHIJKLMNOPQRSTUVWXYZ[\]^_`abcdefghijklmnopqrstuvwxyz{|}~      !"#$%&'()*+,-./0123456789:;<=>?@ABCDEFGHIJKLMNOPQRSTUVWXYZ[\]^_`abcdefghijklmnopqrstuvwxyz{|}~z{|}~wxyZ[\]^_`abcdefghijklmnopqrstuvQRSTUVWXY9 QRSTUVWXYZ[\]^_`abcdefghijklmnopqrstuvwxyz{|}~  UVWXYZ[\]^_`abcdefghijklmnopqrstuvw  Safe-Infered7(A Variance Swap Transaction Supplement. A Variance Swap. 8A type describing return which is driven by a Variance  Calculation. "Calculation of a Variance Amount. 8Specifies the structure of a variance swap transaction  supplement. ,Specifies the structure of a variance swap. .Specifies the structure of a variance option. :A classification of the most important risk class of the < trade. FpML defines a simple asset class categorization  using a coding scheme. ;A classification of additional risk classes of the trade, = if any. FpML defines a simple asset class categorization  using a coding scheme. 9A classification of the type of product. FpML defines a 8 simple product categorization using a coding scheme. 6A 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 5 rate, strike, etc.) that are negotiated for each @ transaction. It can be used to hold identifiers such as the  UPI5 (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. 9 Note that the domain values for this element are not  strictly an enumerated list. Variance Leg. Choice between: 6 For an index option transaction, a flag to indicate 8 whether a relevant Multiple Exchange Index Annex is 6 applicable to the transaction. This annex defines 8 additional provisions which are applicable where an 8 index is comprised of component securities that are ! traded on multiple exchanges. 6 For an index option transaction, a flag to indicate 9 whether a relevant Component Security Index Annex is " applicable to the transaction. 5Local Jurisdiction is a term used in the AEJ Master @ Confirmation, which is used to determine local taxes, which = shall mean taxes, duties, and similar charges imposed by ; the taxing authority of the Local Jurisdiction If this 5 element is not present Local Jurisdiction is Not  Applicable. 8Relevent Jurisdiction is a term used in the AEJ Master @ Confirmation, which is used to determine local taxes, which ? shall mean taxes, duties and similar charges that would be @ imposed by the taxing authority of the Country of Underlyer < on a Hypothetical Broker Dealer assuming the Applicable ; Hedge Positions are held by its office in the Relevant : Jurisdiction. If this element is not present Relevant # Jurisdiction is Not Applicable. :A classification of the most important risk class of the < trade. FpML defines a simple asset class categorization  using a coding scheme. ;A classification of additional risk classes of the trade, = if any. FpML defines a simple asset class categorization  using a coding scheme. 9A classification of the type of product. FpML defines a 8 simple product categorization using a coding scheme. 6A 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 5 rate, strike, etc.) that are negotiated for each @ transaction. It can be used to hold identifiers such as the  UPI5 (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. 9 Note that the domain values for this element are not  strictly an enumerated list. 7Specifies additional payment(s) between the principal  parties to the netted swap. <Where the underlying is shares, specifies events affecting = the issuer of those shares that may require the terms of # the transaction to be adjusted. Variance Leg. :A classification of the most important risk class of the < trade. FpML defines a simple asset class categorization  using a coding scheme. ;A classification of additional risk classes of the trade, = if any. FpML defines a simple asset class categorization  using a coding scheme. 9A classification of the type of product. FpML defines a 8 simple product categorization using a coding scheme. 6A 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 5 rate, strike, etc.) that are negotiated for each @ transaction. It can be used to hold identifiers such as the  UPI5 (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. 9 Note that the domain values for this element are not  strictly an enumerated list. 9A 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. 6A reference to the account that buys this instrument. %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.  7A reference to the account that sells this instrument.  :The type of option transaction. From a usage standpoint,  put,call is the default option type, while payer receiver > indicator is used for options index credit default swaps, > consistently with the industry practice. Straddle is used ? for the case of straddle strategy, that combine a call and  a put with the same strike.  9The variance option premium payable by the buyer to the  seller.  :The parameters for defining how the equity option can be 6 exercised, how it is valued and how it is settled.  9For a share option transaction, a flag used to indicate 2 whether the transaction is to be treated as an ' exchange  look-alike'-. This designation has significance for how ? share adjustments (arising from corporate actions) will be * determined for the transaction. For an ' exchange  look-alike'2 transaction the relevant share adjustments will ? follow that for a corresponding designated contract listed = on the related exchange (referred to as Options Exchange 8 Adjustment (ISDA defined term), otherwise the share < adjustments will be determined by the calculation agent ? (referred to as Calculation Agent Adjustment (ISDA defined  term)). =Defines how adjustments will be made to the contract should 2 one or more of the extraordinary events occur. Choice between: : The number of shares per option comprised in the option  transaction supplement. 0 Specifies the contract multiplier that can be $ associated with an index option. The variance swap details. *Version aware identification of this leg. 5A reference to the party responsible for making the ' payments defined by this structure. 7A reference to the account responsible for making the ' payments defined by this structure. 5A reference to the party that receives the payments $ corresponding to this structure. 7A reference to the account that receives the payments $ corresponding to this structure. <Specifies the effective date of this leg of the swap. When > defined in relation to a date specified somewhere else in < the document (through the relativeDate component), this > element will typically point to the effective date of the  other leg of the swap. 9Specifies the termination date of this leg of the swap. @ When defined in relation to a date specified somewhere else ? in the document (through the relativeDate component), this @ element will typically point to the termination date of the  other leg of the swap. $Specifies the underlyer of the leg. Choice between:  Settlement Amount : Settlement Currency for use where the Settlement Amount  cannot be known in advance 2Quanto, Composite, or Cross Currency FX features. Valuation of the underlyer.  9Specifies, in relation to each Equity Payment Date, the < amount to which the Equity Payment Date relates. Unless > otherwise specified, this term has the meaning defined in 1 the ISDA 2002 Equity Derivatives Definitions. "=Specifies the date on which a calculation or an observation 9 will be performed for the purpose of calculating the  amount. #:The start of the period over which observations are made @ which are used in the calculation Used when the observation ? start date differs from the trade date such as for forward  starting swaps. $:If present and true, then options exchange dividends are  applicable. %4If present and true, then additional dividends are  applicable. &5Represents the European Master Confirmation value of 'All  Dividends'0 which, when applicable, signifies that, for a ? given Ex-Date, the daily observed Share Price for that day 1 is adjusted (reduced) by the cash dividend and/ or the cash 8 value of any non cash dividend per Share (including 4 Extraordinary Dividends) declared by the Issuer. 'Specifies Variance. V      !"#$%&'xyz{|}~ S      !"#$%&'()*+,-./0123456789:;<=>?@ABCDEFGHIJKLMNOPQRSTUVWXYZ[\]^_`abcdefghijklmnopqrstuvwxyz{|}~      !"#$%&'()*+,-./0123456789:;<=>?@ABCDEFGHIJKLMNOPQRSTUVWXYZ[\]^_`abcdefghijklmnopqrstuvwxyz{|}~      !"#$%&'()*+,-./0123456789:;<=>?@ABCDEFGHIJKLMNOPQRSTUVWXYZ[\]^_`abcdefghijklmnopqrstuvwxyz{|}~      !"#$%&'()*+,-./0123456789:;<=>?@ABCDEFGHIJKLMNOPQRSTUVWXYZ[\]^_`abcdefghijklmnopqrstuvwxyz{|}~wxyz{|}~      !"#$%&'()*+,-./0123456789:;<=>?@ABCDEFGHIJKLMNOPQRSTUVWXYZ[\]^_`abcdefghijklmnopqrstuvwxyz{|}~                           ! " # $ % & ' ( ) * + , - . / 0 1 2 3 4 5 6 7 8 9 : ; < = > ? @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z [ \ ] ^ _ ` a b c d e f g h i j k l m n o p q r s t u v w x y z { | } ~                            ! " # $ % & ' ( ) * + , - . / 0 1 2 3 4 5 6 7 8 9 : ; < = > ? @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z [ \ ] ^ _ ` a b c d e f g h i j k l m n o p q r s t u v w x y z { | } ~                            ! " # $ % & ' ( ) * + , - . / 0 1 2 3 4 5 6 7 8 9 : ; < = > ? @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z [ \ ] ^ _ ` a b c d e f g h i j k l m n o p q r s t u v w x y z { | } ~                            ! " # $ % & ' ( ) * + , - . / 0 1 2 3 4 5 6 7 8 9 : ; < = > ? @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z [ \ ] ^ _ ` a b c d e f g h i j k l m n o p q r s t u v w x y z { | } ~                            ! " # $ % & ' ( ) * + , - . / 0 1 2 3 4 5 6 7 8 9 : ; < = > ? @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z [ \ ] ^ _ ` a b c d e f g h i j k l m n o p q r s t u v w x y z { | } ~  '()*+,-./0123456789:;<=>?@ABCDEFGHIJKLMNOPQRSTUVWXYZ[\]^_`abcdefghijklmnopqrstuvwxyz{|}~      !"#$%&'()*+,-./0123456789:;<=>?@ABCDEFGHIJKLMNOPQRSTUVWXYZ[\]^_`abcdefghijklmnopqrstuvwxyz{|}~      !"#$%&'F!"#$%&'              !"#$%&'xyz{|}~  Safe-Infered7A type for defining Equity Swap Transaction Supplement 8Specifies the structure of the equity swap transaction  supplement. *:A classification of the most important risk class of the < trade. FpML defines a simple asset class categorization  using a coding scheme. +;A classification of additional risk classes of the trade, = if any. FpML defines a simple asset class categorization  using a coding scheme. ,9A classification of the type of product. FpML defines a 8 simple product categorization using a coding scheme. -6A 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 5 rate, strike, etc.) that are negotiated for each @ transaction. It can be used to hold identifiers such as the  UPI5 (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. 9 Note that the domain values for this element are not  strictly an enumerated list. .9A 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. /6A reference to the account that buys this instrument. 0%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. 17A reference to the account that sells this instrument. 2:An placeholder for the actual Return Swap Leg definition. 35This is used to document a Fully Funded Return Swap. 4Choice between:  / Used for specifying whether the Mutual Early 5 Termination Right that is detailed in the Master  Confirmation will apply.  Sequence of: 4 A Boolean element used for specifying whether the 6 Optional Early Termination clause detailed in the  agreement will apply. 4 A Boolean element used for specifying whether the 5 Break Funding Recovery detailed in the agreement  will apply.  Defines the fee type.  breakFeeRate 5Choice between: 6 For an index option transaction, a flag to indicate 8 whether a relevant Multiple Exchange Index Annex is 6 applicable to the transaction. This annex defines 8 additional provisions which are applicable where an 8 index is comprised of component securities that are ! traded on multiple exchanges. 6 For an index option transaction, a flag to indicate 9 whether a relevant Component Security Index Annex is " applicable to the transaction. 65Local Jurisdiction is a term used in the AEJ Master @ Confirmation, which is used to determine local taxes, which = shall mean taxes, duties, and similar charges imposed by ; the taxing authority of the Local Jurisdiction If this 5 element is not present Local Jurisdiction is Not  Applicable. 78Relevent Jurisdiction is a term used in the AEJ Master @ Confirmation, which is used to determine local taxes, which ? shall mean taxes, duties and similar charges that would be @ imposed by the taxing authority of the Country of Underlyer < on a Hypothetical Broker Dealer assuming the Applicable ; Hedge Positions are held by its office in the Relevant : Jurisdiction. If this element is not present Relevant # Jurisdiction is Not Applicable. 8<Where the underlying is shares, specifies events affecting = the issuer of those shares that may require the terms of # the transaction to be adjusted. ()*+,-./012345678 o      !"#$%&'()*+,-./0123456789:;<=>?@ABCDEFGHIJKLMNOPQRSTUVWXYZ[\]^_`abcdefghijklmnopqrstuvwxyz{|}~      !"#$%&'()*+,-./0123456789:;<=>?@ABCDEFGHIJKLMNOPQRSTUVWXYZ[\]^_`abcdefghijklmnopqrstuvwxyz{|}~      !"#$%&'()*+,-./0123456789:;<=>?@ABCDEFGHIJKLMNOPQRSTUVWXYZ[\]^_`abcdefghijklmnopqrstuvwxyz{|}~      !"#$%&'()*+,-./0123456789:;<=>?@ABCDEFGHIJKLMNOPQRSTUVWXYZ[\]^_`abcdefghijklmnopqrstuvwxyz{|}~wxyz{|}~      !"#$%&'()*+,-./0123456789:;<=>?@ABCDEFGHIJKLMNOPQRSTUVWXYZ[\]^_`abcdefghijklmnopqrstuvwxyz{|}~                           ! " # $ % & ' ( ) * + , - . / 0 1 2 3 4 5 6 7 8 9 : ; < = > ? @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z [ \ ] ^ _ ` a b c d e f g h i j k l m n o p q r s t u v w x y z { | } ~                            ! " # $ % & ' ( ) * + , - . / 0 1 2 3 4 5 6 7 8 9 : ; < = > ? @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z [ \ ] ^ _ ` a b c d e f g h i j k l m n o p q r s t u v w x y z { | } ~                            ! " # $ % & ' ( ) * + , - . / 0 1 2 3 4 5 6 7 8 9 : ; < = > ? @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z [ \ ] ^ _ ` a b c d e f g h i j k l m n o p q r s t u v w x y z { | } ~                            ! " # $ % & ' ( ) * + , - . / 0 1 2 3 4 5 6 7 8 9 : ; < = > ? @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z [ \ ] ^ _ ` a b c d e f g h i j k l m n o p q r s t u v w x y z { | } ~                            ! " # $ % & ' ( ) * + , - . / 0 1 2 3 4 5 6 7 8 9 : ; < = > ? @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z [ \ ] ^ _ ` a b c d e f g h i j k l m n o p q r s t u v w x y z { | } ~  '()*+,-./0123456789:;<=>?@ABCDEFGHIJKLMNOPQRSTUVWXYZ[\]^_`abcdefghijklmnopqrstuvwxyz{|}~      !"#$%&'()*+,-./0123456789:;<=>?@ABCDEFGHIJKLMNOP()*+,-./012345678()*+,-./012345678()*+,-./012345678  Safe-Infered7A Correlation Swap modelled using a single netted leg. ;A type describing return which is driven by a Correlation  calculation. Correlation Amount. /Specifies the structure of a correlation swap. ;:A classification of the most important risk class of the < trade. FpML defines a simple asset class categorization  using a coding scheme. <;A classification of additional risk classes of the trade, = if any. FpML defines a simple asset class categorization  using a coding scheme. =9A classification of the type of product. FpML defines a 8 simple product categorization using a coding scheme. >6A 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 5 rate, strike, etc.) that are negotiated for each @ transaction. It can be used to hold identifiers such as the  UPI5 (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. 9 Note that the domain values for this element are not  strictly an enumerated list. ?7Specifies additional payment(s) between the principal  parties to the netted swap. @<Where the underlying is shares, specifies events affecting = the issuer of those shares that may require the terms of # the transaction to be adjusted. A8Correlation Leg. Correlation Buyer is deemed to be the ? Equity Amount Receiver, Correlation Seller is deemed to be  the Equity Amount Payer. D*Version aware identification of this leg. E5A reference to the party responsible for making the ' payments defined by this structure. F7A reference to the account responsible for making the ' payments defined by this structure. G5A reference to the party that receives the payments $ corresponding to this structure. H7A reference to the account that receives the payments $ corresponding to this structure. I<Specifies the effective date of this leg of the swap. When > defined in relation to a date specified somewhere else in < the document (through the relativeDate component), this > element will typically point to the effective date of the  other leg of the swap. J9Specifies the termination date of this leg of the swap. @ When defined in relation to a date specified somewhere else ? in the document (through the relativeDate component), this @ element will typically point to the termination date of the  other leg of the swap. K$Specifies the underlyer of the leg. NChoice between:  Settlement Amount : Settlement Currency for use where the Settlement Amount  cannot be known in advance O2Quanto, Composite, or Cross Currency FX features. PValuation of the underlyer. Q9Specifies, in relation to each Equity Payment Date, the < Equity Amount to which the Equity Payment Date relates. : Unless otherwise specified, this term has the meaning < defined in the ISDA 2002 Equity Derivatives Definitions. S=Specifies the date on which a calculation or an observation 9 will be performed for the purpose of calculating the  amount. T:The start of the period over which observations are made @ which are used in the calculation Used when the observation ? start date differs from the trade date such as for forward  starting swaps. U:If present and true, then options exchange dividends are  applicable. V4If present and true, then additional dividends are  applicable. W5Represents the European Master Confirmation value of 'All  Dividends'0 which, when applicable, signifies that, for a ? given Ex-Date, the daily observed Share Price for that day 1 is adjusted (reduced) by the cash dividend and/ or the cash 8 value of any non cash dividend per Share (including 4 Extraordinary Dividends) declared by the Issuer. XSpecifies Correlation. /9:;<=>?@ABCDEFGHIJKLMNOPQRSTUVWX       !"#$%&'()*+,-./0123456789:;<=>?@ABCDEFGHIJKLMNOPQRSTUVWXYZ[\]^_`abcdefghijklmnopqrstuvwxyz{|}~      !"#$%&'()*+,-./0123456789:;<=>?@ABCDEFGHIJKLMNOPQRSTUVWXYZ[\]^_`abcdefghijklmnopqrstuvwxyz{|}~      !"#$%&'()*+,-./0123456789:;<=>?@ABCDEFGHIJKLMNOPQRSTUVWXYZ[\]^_`abcdefghijklmnopqrstuvwxyz{|}~      !"#$%&'()*+,-./0123456789:;<=>?@ABCDEFGHIJKLMNOPQRSTUVWXYZ[\]^_`abcdefghijklmnopqrstuvwxyz{|}~wxyz{|}~      !"#$%&'()*+,-./0123456789:;<=>?@ABCDEFGHIJKLMNOPQRSTUVWXYZ[\]^_`abcdefghijklmnopqrstuvwxyz{|}~                           ! " # $ % & ' ( ) * + , - . / 0 1 2 3 4 5 6 7 8 9 : ; < = > ? @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z [ \ ] ^ _ ` a b c d e f g h i j k l m n o p q r s t u v w x y z { | } ~                            ! " # $ % & ' ( ) * + , - . / 0 1 2 3 4 5 6 7 8 9 : ; < = > ? @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z [ \ ] ^ _ ` a b c d e f g h i j k l m n o p q r s t u v w x y z { | } ~                            ! " # $ % & ' ( ) * + , - . / 0 1 2 3 4 5 6 7 8 9 : ; < = > ? @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z [ \ ] ^ _ ` a b c d e f g h i j k l m n o p q r s t u v w x y z { | } ~                            ! " # $ % & ' ( ) * + , - . / 0 1 2 3 4 5 6 7 8 9 : ; < = > ? @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z [ \ ] ^ _ ` a b c d e f g h i j k l m n o p q r s t u v w x y z { | } ~                            ! " # $ % & ' ( ) * + , - . / 0 1 2 3 4 5 6 7 8 9 : ; < = > ? @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z [ \ ] ^ _ ` a b c d e f g h i j k l m n o p q r s t u v w x y z { | } ~  '()*+,-./0123456789:;<=>?@ABCDEFGHIJKLMNOPQRSTUVWXYZ[\]^_`abcdefghijklmnopqrstuvwxyz{|}~      !"#$%&'()*+,-./0123456789:;<=>?@ABCDEFGHIJKLMNOP9:;<=>?@ABCDEFGHIJKLMNOPQRSTUVWX%RSTUVWXBCDEFGHIJKLMNOPQ9:;<=>?@A 9:;<=>?@ABCDEFGHIJKLMNOPQRSTUVWX  Safe-Infered/&Fixed Payment Leg of a Dividend Swap. -Fixed payment amount within a Dividend Swap. (A Dividend Swap Transaction Supplement. 9A time bounded dividend period, with fixed strike and a % dividend payment date per period. )Floating Payment Leg of a Dividend Swap. :Specifies the structure of the dividend swap transaction  supplement. [*Version aware identification of this leg. \5A reference to the party responsible for making the ' payments defined by this structure. ]7A reference to the account responsible for making the ' payments defined by this structure. ^5A reference to the party that receives the payments $ corresponding to this structure. _7A reference to the account that receives the payments $ corresponding to this structure. `<Specifies the effective date of this leg of the swap. When > defined in relation to a date specified somewhere else in < the document (through the relativeDate component), this > element will typically point to the effective date of the  other leg of the swap. a9Specifies the termination date of this leg of the swap. @ When defined in relation to a date specified somewhere else ? in the document (through the relativeDate component), this @ element will typically point to the termination date of the  other leg of the swap. b<Fixed payment of a dividend swap, payment date is relative = to a dividend period payment date. Commonly the dividend ; leg and the fixed payment leg will pay out on the same * date, and the payments will be netted. e<Payment amount, which is optional since the payment amount < may be calculated using fixed strike and number of open  units. f'Payment date relative to another date. i:A classification of the most important risk class of the < trade. FpML defines a simple asset class categorization  using a coding scheme. j;A classification of additional risk classes of the trade, = if any. FpML defines a simple asset class categorization  using a coding scheme. k9A classification of the type of product. FpML defines a 8 simple product categorization using a coding scheme. l6A 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 5 rate, strike, etc.) that are negotiated for each @ transaction. It can be used to hold identifiers such as the  UPI5 (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. 9 Note that the domain values for this element are not  strictly an enumerated list. mDividend leg. nFixed payment leg. oChoice between: 6 For an index option transaction, a flag to indicate 8 whether a relevant Multiple Exchange Index Annex is 6 applicable to the transaction. This annex defines 8 additional provisions which are applicable where an 8 index is comprised of component securities that are ! traded on multiple exchanges. 6 For an index option transaction, a flag to indicate 9 whether a relevant Component Security Index Annex is " applicable to the transaction. p5Local Jurisdiction is a term used in the AEJ Master @ Confirmation, which is used to determine local taxes, which = shall mean taxes, duties, and similar charges imposed by ; the taxing authority of the Local Jurisdiction If this 5 element is not present Local Jurisdiction is Not  Applicable. q8Relevent Jurisdiction is a term used in the AEJ Master @ Confirmation, which is used to determine local taxes, which ? shall mean taxes, duties and similar charges that would be @ imposed by the taxing authority of the Country of Underlyer < on a Hypothetical Broker Dealer assuming the Applicable ; Hedge Positions are held by its office in the Relevant : Jurisdiction. If this element is not present Relevant # Jurisdiction is Not Applicable. t1Unadjusted inclusive dividend period start date. u/Unadjusted inclusive dividend period end date. v<Date adjustments for all unadjusted dates in this dividend  period. w<Reference to the underlyer which is paying dividends. This > should be used in all cases, and must be used where there ; are multiple underlying assets, to avoid any ambiguity 5 about which asset the dividend period relates to. xFixed strike. y%Dividend period amount payment date. z'Dividend period amount valuation date. }*Version aware identification of this leg. ~5A reference to the party responsible for making the ' payments defined by this structure. 7A reference to the account responsible for making the ' payments defined by this structure. 5A reference to the party that receives the payments $ corresponding to this structure. 7A reference to the account that receives the payments $ corresponding to this structure. <Specifies the effective date of this leg of the swap. When > defined in relation to a date specified somewhere else in < the document (through the relativeDate component), this > element will typically point to the effective date of the  other leg of the swap. 9Specifies the termination date of this leg of the swap. @ When defined in relation to a date specified somewhere else ? in the document (through the relativeDate component), this @ element will typically point to the termination date of the  other leg of the swap. $Specifies the underlyer of the leg. Choice between:  Settlement Amount : Settlement Currency for use where the Settlement Amount  cannot be known in advance 2Quanto, Composite, or Cross Currency FX features. #Declared Cash Dividend Percentage. .Declared Cash Equivalent Dividend Percentage. 9One to many time bounded dividend payment periods, each = with a fixed strike and dividend payment date per period. :If present and true, then special dividends and memorial  dividends are applicable. ;If present and true, then material non cash dividends are  applicable. IYZ[\]^_`abcdefghijklmnopqrstuvwxyz{|}~       !"#$%&'()*+,-./0123456789:;<=>?@ABCDEFGHIJKLMNOPQRSTUVWXYZ[\]^_`abcdefghijklmnopqrstuvwxyz{|}~      !"#$%&'()*+,-./0123456789:;<=>?@ABCDEFGHIJKLMNOPQRSTUVWXYZ[\]^_`abcdefghijklmnopqrstuvwxyz{|}~      !"#$%&'()*+,-./0123456789:;<=>?@ABCDEFGHIJKLMNOPQRSTUVWXYZ[\]^_`abcdefghijklmnopqrstuvwxyz{|}~      !"#$%&'()*+,-./0123456789:;<=>?@ABCDEFGHIJKLMNOPQRSTUVWXYZ[\]^_`abcdefghijklmnopqrstuvwxyz{|}~wxyz{|}~      !"#$%&'()*+,-./0123456789:;<=>?@ABCDEFGHIJKLMNOPQRSTUVWXYZ[\]^_`abcdefghijklmnopqrstuvwxyz{|}~                           ! " # $ % & ' ( ) * + , - . / 0 1 2 3 4 5 6 7 8 9 : ; < = > ? @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z [ \ ] ^ _ ` a b c d e f g h i j k l m n o p q r s t u v w x y z { | } ~                            ! " # $ % & ' ( ) * + , - . / 0 1 2 3 4 5 6 7 8 9 : ; < = > ? @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z [ \ ] ^ _ ` a b c d e f g h i j k l m n o p q r s t u v w x y z { | } ~                            ! " # $ % & ' ( ) * + , - . / 0 1 2 3 4 5 6 7 8 9 : ; < = > ? @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z [ \ ] ^ _ ` a b c d e f g h i j k l m n o p q r s t u v w x y z { | } ~                            ! " # $ % & ' ( ) * + , - . / 0 1 2 3 4 5 6 7 8 9 : ; < = > ? @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z [ \ ] ^ _ ` a b c d e f g h i j k l m n o p q r s t u v w x y z { | } ~                            ! " # $ % & ' ( ) * + , - . / 0 1 2 3 4 5 6 7 8 9 : ; < = > ? @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z [ \ ] ^ _ ` a b c d e f g h i j k l m n o p q r s t u v w x y z { | } ~  '()*+,-./0123456789:;<=>?@ABCDEFGHIJKLMNOPQRSTUVWXYZ[\]^_`abcdefghijklmnopqrstuvwxyz{|}~      !"#$%&'()*+,-./0123456789:;<=>?@ABCDEFGHIJKLMNOPYZ[\]^_`abcdefghijklmnopqrstuvwxyz{|}~<{|}~rstuvwxyzghijklmnopqcdefYZ[\]^_`ab YZ[\]^_`abcdef ghijklmnopq rstuvwxyz{|}~ Safe-Infered7A class defining the content model for a term deposit  product. 4A type that describes the option premium as quoted. References a Money instance. #Describes an FX trigger condition. !Describes an FX touch condition. <A type defining the details for one of the transactions in  an FX swap. A type defining either a spotforward or forward forward FX  swap transaction. 9A type that describes the rate of exchange at which the  option has been struck. :A type defining either a spot or forward FX transactions. :A type that specifies the premium exchanged for a single $ option trade or option strategy. 9A type that contains full details of a predefined fixed ; payout which may occur (or not) in a Barrier Option or 8 Digital Option when a trigger event occurs (or not). =A type describing the features that may be present in an FX  option. 8Describes an FX option with optional asian and barrier  features. <Describes the limits on the size of notional when multiple  exercise is allowed. ;Describes the characteristics for European exercise of FX  products. 7Describes an option having a triggerable fixed payout. ;Descrines the characteristics for American exercise in FX  digital options. $Describes a precise boundary value. +Describes the properties of an Fx barrier. 1A type that describes average rate options rate 8 observations. This is used to describe a parametric > frequency of rate observations against a particular rate. ? Typical frequencies might include daily, every Friday, etc. <A type that, for average rate options, is used to describe ? each specific observation date, as opposed to a parametric # frequency of rate observations. 7Descibes the averaging period properties for an asian  option. ;Describes the characteristics for american exercise of FX  products. <A type that is used for describing the exchange rate for a  particular transaction. 9A type that describes the rate of exchange at which the ? embedded option in a Dual Currency Deposit has been struck. 6Describes the parameters for a dual currency deposit. :Allows for an expiryDateTime cut to be described by name. 9A type that is used for including the currency exchange : rates used to cross between the traded currencies for # non-base currency FX contracts. !Constrains the forward point tick/pip factor to 1, 0.1,  0.01, 0.001, etc.  #A term deposit product definition.  -An FX digital option transaction definition. %An FX option transaction definition. #An FX Swap transaction definition. 4A simple FX spot or forward transaction definition. Choice between:  maximumInclusive  maximumExclusive :A classification of the most important risk class of the < trade. FpML defines a simple asset class categorization  using a coding scheme. ;A classification of additional risk classes of the trade, = if any. FpML defines a simple asset class categorization  using a coding scheme. 9A classification of the type of product. FpML defines a 8 simple product categorization using a coding scheme. 6A 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 5 rate, strike, etc.) that are negotiated for each @ transaction. It can be used to hold identifiers such as the  UPI5 (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. 9 Note that the domain values for this element are not  strictly an enumerated list. 5A reference to the party responsible for making the ' payments defined by this structure. 7A reference to the account responsible for making the ' payments defined by this structure. 5A reference to the party that receives the payments $ corresponding to this structure. 7A reference to the account that receives the payments $ corresponding to this structure. *The start date of the calculation period. :The end date of the calculation period. This date should 8 already be adjusted for any applicable business day  convention. Choice between: 8 A tenor expressed with a standard business term (i.e.  Spot, TomorrowNext, etc.) : A tenor expressed as a period type and multiplier (e.g.  1D, 1Y, etc.) #The principal amount of the trade. 6The calculation period fixed rate. A per annum rate, 8 expressed as a decimal. A fixed rate of 5% would be  represented as 0.05. The day count fraction. <An optional container that hold additional features of the ) deposit (e.g. Dual Currency feature). 0The total interest of at maturity of the trade. %A known payment between two parties. 9The value of the premium quote. In general this will be . either a percentage or an explicit amount. 3The method by which the option premium was quoted. =The start of the period over which observations are made to / determine whether a condition has occurred. ;The end of the period over which observations are made to / determine whether a condition has occurred. +Describes how often observations are made. Choice between:  minimumInclusive  minimumExclusive <The condition that applies to a European-style trigger. It > determines where the rate at expiry date and time at must 8 be relative to the triggerRate for the option to be ' exercisable. The allowed values are Above and Below. 4Defines the two currencies for an FX trade and the 6 quotation relationship between the two currencies. ;The market rate is observed relative to the trigger rate, > and if it is found to be on the predefined side of (above = or below) the trigger rate, a trigger event is deemed to  have occurred. <An optional element used for FX forwards and certain types ? of FX OTC options. For deals consumated in the FX Forwards : Market, this represents the current market rate for a 4 particular currency pair. For barrier and digital/binary > options, it can be useful to include the spot rate at the ; time the option was executed to make it easier to know $ whether the option needs to move up or down to be  triggered. 7The information source where a published or displayed : market rate will be obtained, e.g. Telerate Page 3750. 8The binary condition that applies to an American-style : trigger. There can only be two domain values for this  element: touch or no touch. 4Defines the two currencies for an FX trade and the 6 quotation relationship between the two currencies. ;The market rate is observed relative to the trigger rate, > and if it is found to be on the predefined side of (above = or below) the trigger rate, a trigger event is deemed to  have occurred. <An optional element used for FX forwards and certain types ? of FX OTC options. For deals consumated in the FX Forwards : Market, this represents the current market rate for a 4 particular currency pair. For barrier and digital/binary > options, it can be useful to include the spot rate at the ; time the option was executed to make it easier to know $ whether the option needs to move up or down to be  triggered. 7The information source where a published or displayed : market rate will be obtained, e.g. Telerate Page 3750. =The start of the period over which observations are made to - determine whether a trigger has occurred. ;The end of the period over which observations are made to 3 determine whether a trigger event has occurred. ;This is the first of the two currency flows that define a : single leg of a standard foreign exchange transaction. <This is the second of the two currency flows that define a : single leg of a standard foreign exchange transaction. $Indicates which currency was dealt. Choice between: 8 A tenor expressed with a standard business term (i.e.  Spot, TomorrowNext, etc.) : A tenor expressed as a period type and multiplier (e.g.  1D, 1Y, etc.) Choice between:  7 The date on which both currencies traded will settle.  Sequence of: 1 The date on which the currency1 amount will be 7 settled. To be used in a split value date scenario. 1 The date on which the currency2 amount will be 7 settled. To be used in a split value date scenario. 1The rate of exchange between the two currencies. 2Used to describe a particular type of FX forward : transaction that is settled in a single currency (for ( example, a non-deliverable forward). :A classification of the most important risk class of the < trade. FpML defines a simple asset class categorization  using a coding scheme. ;A classification of additional risk classes of the trade, = if any. FpML defines a simple asset class categorization  using a coding scheme. 9A classification of the type of product. FpML defines a 8 simple product categorization using a coding scheme. 6A 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 5 rate, strike, etc.) that are negotiated for each @ transaction. It can be used to hold identifiers such as the  UPI5 (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. 9 Note that the domain values for this element are not  strictly an enumerated list. 1The FX transaction with the earliest value date. /The FX transaction with the latest value date. <The rate of exchange between the two currencies of the leg  of a deal. /The method by which the strike rate is quoted. :A classification of the most important risk class of the < trade. FpML defines a simple asset class categorization  using a coding scheme. ;A classification of additional risk classes of the trade, = if any. FpML defines a simple asset class categorization  using a coding scheme. 9A classification of the type of product. FpML defines a 8 simple product categorization using a coding scheme. 6A 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 5 rate, strike, etc.) that are negotiated for each @ transaction. It can be used to hold identifiers such as the  UPI5 (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. 9 Note that the domain values for this element are not  strictly an enumerated list. ;This is the first of the two currency flows that define a : single leg of a standard foreign exchange transaction. <This is the second of the two currency flows that define a : single leg of a standard foreign exchange transaction. $Indicates which currency was dealt. Choice between: 8 A tenor expressed with a standard business term (i.e.  Spot, TomorrowNext, etc.) : A tenor expressed as a period type and multiplier (e.g.  1D, 1Y, etc.) Choice between:  7 The date on which both currencies traded will settle.  Sequence of: 1 The date on which the currency1 amount will be 7 settled. To be used in a split value date scenario. 1 The date on which the currency2 amount will be 7 settled. To be used in a split value date scenario. 1The rate of exchange between the two currencies. 2Used to describe a particular type of FX forward : transaction that is settled in a single currency (for ( example, a non-deliverable forward). 5A reference to the party responsible for making the ' payments defined by this structure. 7A reference to the account responsible for making the ' payments defined by this structure. 5A reference to the party that receives the payments $ corresponding to this structure. 7A reference to the account that receives the payments $ corresponding to this structure. 7The payment date, which can be expressed as either an  adjustable or relative date. Non negative payment amount. <The information required to settle a currency payment that  results from a trade. <This is the option premium as quoted. It is expected to be = consistent with the premiumAmount and is for information  only. 0The currency in which an amount is denominated. 6The non negative monetary quantity in currency units. ;The trigger event and payout may be asynchonous. A payout ? may become due on the trigger event, or the payout may (by ? agreeement at initiation) be deferred (for example) to the  maturity date. <The information required to settle a currency payment that  results from a trade. Choice between:   Sequence of:  asian  barrier  barrier :A classification of the most important risk class of the < trade. FpML defines a simple asset class categorization  using a coding scheme. ;A classification of additional risk classes of the trade, = if any. FpML defines a simple asset class categorization  using a coding scheme. 9A classification of the type of product. FpML defines a 8 simple product categorization using a coding scheme. 6A 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 5 rate, strike, etc.) that are negotiated for each @ transaction. It can be used to hold identifiers such as the  UPI5 (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. 9 Note that the domain values for this element are not  strictly an enumerated list. 9A 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. 6A reference to the account that buys this instrument. %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. 7A reference to the account that sells this instrument. ;Effective date for a forward starting derivative. If this < element is not present, the effective date is the trade  date. =A tenor expressed as a period type and multiplier (e.g. 1D,  1Y, etc.) Choice between: 9 The parameters for defining the exercise period for an  American style option. 9 The parameters for defining the exercise period for an  European style option. =A set of parameters defining procedures associated with the  exercise. 8The currency amount that the option gives the right to  sell. <The currency amount that the option gives the right to buy. ;Indicates how the product was original sold as a Put or a  Call. !Defines the option strike price. <An optional element used for FX forwards and certain types ? of FX OTC options. For deals consumated in the FX Forwards : Market, this represents the current market rate for a 4 particular currency pair. For barrier and digital/binary > options, it can be useful to include the spot rate at the ; time the option was executed to make it easier to know $ whether the option needs to move up or down to be  triggered. 1Describes additional features within the option. <Premium amount or premium installment amount for an option. 4Specifies the currency and fixing details for cash @ settlement. This optional element is produced only where it > has been specified at execution time that the option wlll @ be settled into a single cash payment - for example, in the ? case of a non-deliverable option (although note that an Fx 6 option may be contractually cash settled, without ' necessarily being non-deliverable). 6The minimum amount of notional that can be exercised.  7The maximum amount of notiional that can be exercised.  <Represents a standard expiry date as defined for an FX OTC  option.  5Time at which the option expires on the expiry date. :The code by which the expiry time is known in the market. 6The date on which both currencies traded will settle. :A classification of the most important risk class of the < trade. FpML defines a simple asset class categorization  using a coding scheme. ;A classification of additional risk classes of the trade, = if any. FpML defines a simple asset class categorization  using a coding scheme. 9A classification of the type of product. FpML defines a 8 simple product categorization using a coding scheme. 6A 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 5 rate, strike, etc.) that are negotiated for each @ transaction. It can be used to hold identifiers such as the  UPI5 (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. 9 Note that the domain values for this element are not  strictly an enumerated list. 9A 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. 6A reference to the account that buys this instrument. %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. 7A reference to the account that sells this instrument. ;Effective date for a forward starting derivative. If this < element is not present, the effective date is the trade  date. =A tenor expressed as a period type and multiplier (e.g. 1D,  1Y, etc.) Choice between:   Sequence of: 6 The parameters for defining the exercise period for  an American style option. 0 Defines one or more conditions underwhich the & option will payout if exercisable.   Sequence of: 6 The parameters for defining the exercise period for  an European style option. 0 Defines one or more conditions underwhich the & option will payout if exercisable. =A set of parameters defining procedures associated with the  exercise. <The amount of currency which becomes payable if and when a  trigger event occurs. <Premium amount or premium installment amount for an option. "8The earliest date on which the option can be exercised. #6The latest date on which the option can be exercised. $5Time at which the option expires on the expiry date. %:The code by which the expiry time is known in the market. &6The latest date on which both currencies traded will  settle. ,Choice between:  inclusive  exclusive .5This specifies whether the option becomes effective  (knock-in) or is annulled ( knock-out ) when the $ respective trigger event occurs. /4Defines the two currencies for an FX trade and the 6 quotation relationship between the two currencies. 0;The market rate is observed relative to the trigger rate, > and if it is found to be on the predefined side of (above = or below) the trigger rate, a trigger event is deemed to  have occurred. 17The information source where a published or displayed : market rate will be obtained, e.g. Telerate Page 3750. 2=The start of the period over which observations are made to - determine whether a trigger has occurred. 3;The end of the period over which observations are made to 3 determine whether a trigger event has occurred. 5=The start of the period over which observations are made to - determine whether a trigger has occurred. 6;The end of the period over which observations are made to 3 determine whether a trigger event has occurred. 7;The frequency at which calculation period end dates occur = with the regular part of the calculation period schedule # and their roll date convention. 94A specific date for which an observation against a 6 particular rate will be made and will be used for  subsequent computations. :;An optional factor that can be used for weighting certain > observation dates. Typically, firms will weight each date 9 with a factor of 1 if there are standard, unweighted  adjustments. ;6The observed rate of exchange between the two option = currencies. In the absence of rateObservationQuoteBasis, 3 the rate is assumed to be quoted as per option  strike/strikeQuoteBasis. =8The primary source for where the rate observation will ? occur. Will typically be either a page or a reference bank  published rate. >9An alternative, or secondary, source for where the rate ? observation will occur. Will typically be either a page or $ a reference bank published rate. ?;The time at which the spot currency exchange rate will be : observed. It is specified as a time in a business day 0 calendar location, e.g. 11:00am London time. @*Parametric schedule of rate observations. A-One or more specific rate observation dates. B9The method by which observed rate values are quoted, in  terms of the option put/$call currencies. In the absence of @ this element, rate observations are assumed to be quoted as $ per the option strikeQuoteBasis. C=The description of the mathematical computation for how the  payout is computed. D:Specifies the rounding precision in terms of a number of = decimal places. Note how a percentage rate rounding of 5 @ decimal places is expressed as a rounding precision of 7 in = the FpML document since the percentage is expressed as a = decimal, e.g. 9.876543% (or 0.09876543) being rounded to < the nearest 5 decimal places is 9.87654% (or 0.0987654). G8The earliest date on which the option can be exercised. H6The latest date on which the option can be exercised. I5Time at which the option expires on the expiry date. J:The code by which the expiry time is known in the market. K6The latest date on which both currencies traded will  settle. L'Characteristics for multiple exercise. N4Defines the two currencies for an FX trade and the 6 quotation relationship between the two currencies. O<The rate of exchange between the two currencies of the leg 4 of a deal. Must be specified with a quote basis. P=An element used for FX forwards and certain types of FX OTC = options. For deals consumated in the FX Forwards Market, = this represents the current market rate for a particular ) currency pair. For barrier and digital/binary options, it ; can be useful to include the spot rate at the time the > option was executed to make it easier to know whether the  option needs to move up or down to be triggered. Q9An optional element used for deals consumated in the FX @ Forwards market. Forward points represent the interest rate ; differential between the two currencies traded and are ; quoted as a preminum or a discount. Forward points are > added to, or subtracted from, the spot rate to create the  rate of the forward trade. R<An optional element that documents the size of point (pip) ? in which a rate was quoted (or in this case, forwardPoints ? are calculated). Point (pip) size varies by currency pair: > major currencies are all traded in points of 0.0001, with 8 the exception of JPY which has a point size of 0.01. S6An optional element that allow for definition of the = currency exchange rates used to cross between the traded 2 currencies for non-base currency FX contracts. U<The rate of exchange between the two currencies of the leg  of a deal. V<The method by which the strike rate is quoted, in terms of 5 the deposit (principal) and alternate currencies. X:The currency in which the principal and interest will be  repaid. Y;The date on which the decion on delivery currency will be  made. Z5Time at which the option expires on the expiry date. [8The strike rate at which the deposit will be converted. \0The spot rate at the time the trade was agreed. ]<Specifies whether the interest component of the redemption ? amount is subject to conversion to the Alternate currency, ? in the event that the spot rate is strictly lower than the 7 strike level at the specified fixing date and time. b;The first currency specified when a pair of currencies is  to be evaluated. c<The second currency specified when a pair of currencies is  to be evaluated. d1The method by which the exchange rate is quoted. e4The exchange rate used to cross between the traded  currencies. f<An optional element used for FX forwards and certain types ? of FX OTC options. For deals consumated in the FX Forwards : Market, this represents the current market rate for a  particular currency pair. g9An optional element used for deals consumated in the FX @ Forwards market. Forward points represent the interest rate ; differential between the two currencies traded and are ; quoted as a preminum or a discount. Forward points are > added to, or subtracted from, the spot rate to create the  rate of the forward trade. B           !"#$%&'()*+,-./0123456789:;<=>?@ABCDEFGHIJKLMNOPQRSTUVWXYZ[\]^_`abcdefghijk       !"#$%&'()*+,-./0123456789:;<=>?@ABCDEFGHIJKLMNOPQRSTUVWXYZ[\]^_`abcdefghijklmnopqrstuvwxyz{|}~      !"#$%&'()*+,-./0123456789:;<=>?@ABCDEFGHIJKLMNOPQRSTUVWXYZ[\]^_`abcdefghijklmnopqrstuvwxyz{|}~      !"#$%&'()*+,-./0123456789:;<=>?@ABCDEFGHIJKLMNOPQRSTUVWXYZ[\]^_`abcdefghijklmnopqrstuvwxyz{|}~      !"#$%&'()*+,-./0123456789:;<=>?@ABCDEFGHIJKLMNOPQRSTUVWXYZ[\]^_`abcdefghijklmnopqrstuvwxyz{|}~           !"#$%&'()*+,-./0123456789:;<=>?@ABCDEFGHIJKLMNOPQRSTUVWXYZ[\]^_`abcdefghijklmnopqrstuvwxyz{|}~                           ! " # $ % & ' ( ) * + , - . / 0 1 2 3 4 5 6 7 8 9 : ; < = > ? @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z [ \ ] ^ _ ` a b c d e f g h i j k l m n o p q r s t u v w x y z { | } ~                            ! " # $ % & ' ( ) * + , - . / 0 1 2 3 4 5 6 7 8 9 : ; < = > ? @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z [ \ ] ^ _ ` a b c d e f g h i j k l m n o p q r s t u v w x y z { | } ~                            ! " # $ % & ' ( ) * + , - . / 0 1 2 3 4 5 6 7 8 9 : ; < = > ? @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z [ \ ] ^ _ ` a b c d e f g h i j k l m n o p q r s t u v w x y z { | } ~                            ! " # $ % & ' ( ) * + , - . / 0 1 2 3 4 5 6 7 8 9 : ; < = > ? @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z [ \ ] ^ _ ` a b c d e f g h i j k l m n o p q r s t u v w x y z { | } ~                            ! " # $ % & ' ( ) * + , - . / 0 1 2 3 4 5 6 7 8 9 : ; < = > ? @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z [ \ ] ^ _ ` a b c d e f g h i j k l m n o p q r s t u v w x y z { | } ~        !"#$%&'()*+,-./0123456789:;<=>?@ABCDEFGHIJKLMNOPQRSTUVWXYZ[\]^_`abcdefghijk abcdefg`^_WXYZ[\]TUVMNOPQRSEFGHIJKL<=>?@ABCD89:;4567-./0123+,)*'(hijk !"#$%&          i         !"#$%&+,-./0123456789:; <=>?@ABCDEFGHIJKLMNOPQRSTUVWXYZ[\]^_`abcdefg     '()*hijk Safe-Infered$<A complex type to specify a valuation swap curve, which is : used as part of the strike construct for the bond and  convertible bond options. ;A complex type used to specify the option and convertible = bond option strike when expressed in reference to a swap  curve. 8A complex type to specify the amount to be paid by the @ buyer of the option if the option is exercised prior to the = Early Call Date (Typically applicable to the convertible  bond options). 3A complex type to specify the strike of a bond or  convertible bond option. A Bond Option .A component describing a Bond Option product. n5The ISDA Designated Maturity, i.e. the tenor of the  floating rate. o5Spread in basis points over the floating rate index. p The side (bidmidask) of the measure. s<Amount to be paid by the buyer of the option if the option ; is exercised prior to the Early Call Date. (The market = practice in the convertible bond option space being that & the buyer should be penalized if he/she exercises the  option early on.) v5The ISDA Designated Maturity, i.e. the tenor of the  floating rate. w5Spread in basis points over the floating rate index. x The side (bidmidask) of the measure. y=The type of interpolation method that the calculation agent  reserves the right to use. z9Date prior to which the option buyer will have to pay a / Make Whole Amount to the option seller if he/she exercises  the option. |Choice between: 9 The strike of an option when expressed by reference to 8 a swap curve. (Typically the case for a convertible  bond option.)  price :A classification of the most important risk class of the < trade. FpML defines a simple asset class categorization  using a coding scheme. ;A classification of additional risk classes of the trade, = if any. FpML defines a simple asset class categorization  using a coding scheme. 9A classification of the type of product. FpML defines a 8 simple product categorization using a coding scheme. 6A 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 5 rate, strike, etc.) that are negotiated for each @ transaction. It can be used to hold identifiers such as the  UPI5 (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. 9 Note that the domain values for this element are not  strictly an enumerated list. 9A 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. 6A reference to the account that buys this instrument. %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. 7A reference to the account that sells this instrument. :The type of option transaction. From a usage standpoint,  put,call is the default option type, while payer receiver > indicator is used for options index credit default swaps, > consistently with the industry practice. Straddle is used ? for the case of straddle strategy, that combine a call and  a put with the same strike. 7The option premium payable by the buyer to the seller. ;An placeholder for the actual option exercise definitions. =A set of parameters defining procedures associated with the  exercise. 9An Option feature such as quanto, asian, barrier, knock. =A choice between an explicit representation of the notional 8 amount, or a reference to a notional amount defined  elsewhere in this document. Choice between:  notionalReference  notionalAmount :The number of units of underlyer per option comprised in  the option transaction. TODO ;The number of options comprised in the option transaction. Choice between:  Settlement Amount : Settlement Currency for use where the Settlement Amount  cannot be known in advance Strike of the the Bond Option. Choice between: 9 Identifies the underlying asset when it is a series or  a class of bonds. / Identifies the underlying asset when it is a  convertible bond. :lmnopqrstuvwxyz{|}~ "      !"#$%&'()*+,-./0123456789:;<=>?@ABCDEFGHIJKLMNOPQRSTUVWXYZ[\]^_`abcdefghijklmnopqrstuvwxyz{|}~      !"#$%&'()*+,-./0123456789:;<=>?@ABCDEFGHIJKLMNOPQRSTUVWXYZ[\]^_`abcdefghijklmnopqrstuvwxyz{|}~      !"#$%&'()*+,-./0123456789:;<=>?@ABCDEFGHIJKLMNOPQRSTUVWXYZ[\]^_`abcdefghijklmnopqrstuvwxyz{|}~      !"#$%&'()*+,-./0123456789:;<=>?@ABCDEFGHIJKLMNOPQRSTUVWXYZ[\]^_`abcdefghijklmnopqrstuvwxyz{|}~      !"#$%&'()*+,-./0123456789:;<=>?@ABCDEFGHIJKLMNOPQRSTUVWXYZ[\]^_`abcdefghijklmnopqrstuvwxyz{|}~                           ! " # $ % & ' ( ) * + , - . / 0 1 2 3 4 5 6 7 8 9 : ; < = > ? @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z [ \ ] ^ _ ` a b c d e f g h i j k l m n o p q r s t u v w x y z { | } ~                            ! " # $ % & ' ( ) * + , - . / 0 1 2 3 4 5 6 7 8 9 : ; < = > ? @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z [ \ ] ^ _ ` a b c d e f g h i j k l m n o p q r s t u v w x y z { | } ~                            ! " # $ % & ' ( ) * + , - . / 0 1 2 3 4 5 6 7 8 9 : ; < = > ? @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z [ \ ] ^ _ ` a b c d e f g h i j k l m n o p q r s t u v w x y z { | } ~                            ! " # $ % & ' ( ) * + , - . / 0 1 2 3 4 5 6 7 8 9 : ; < = > ? @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z [ \ ] ^ _ ` a b c d e f g h i j k l m n o p q r s t u v w x y z { | } ~                            ! " # $ % & ' ( ) * + , - . / 0 1 2 3 4 5 6 7 8 9 : ; < = > ? @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z [ \ ] ^ _ ` a b c d e f g h i j k l m n o p q r s t u v w x y z { | } ~  lmnopqrstuvwxyz{|}~0}~{|tuvwxyzqrslmnoplmnopqrstuvwxyz{|}~ Safe-InferedTrade Id with Version Support !Contract Id with Version Support ;A reference identifying a rule within a validation scheme. !+The data type used for issuer identifiers. "<A type defining a trade identifier issued by the indicated  party. $9A trade reference identifier allocated by a party. 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. %8A type defining trade related information which is not  product specific. &;A type used to record the details of a difference between  two business objects/ ('A scheme used to categorize positions. )A type defining an FpML trade. *8A type defining a group of products making up a single  trade. ,;A type containing a code representing the role of a party 9 in a report, e.g. the originator, the recipient, the 5 counterparty, etc. This is used to clarify which  participant'!s information is being reported. -:A type representing a portfolio obtained by querying the ; set of trades held in a repository. It contains trades > matching the intersection of all criteria specified using @ one or more queryParameters or trades matching the union of & two or more child queryPortfolios. /=A type representing an operator describing the relationship ? of a value to its corresponding identifier for a parameter 9 describing a query portfolio. Possible relationships 9 include equals, not equals, less than, greater than. ) Possible operators are listed in the ! queryParameterOperatorScheme. 13A type representing an identifier for a parameter @ describing a query portfolio. An identifier can be anything 8 from a product name like swap to a termination date. 23A type representing criteria for defining a query ? portfolio. The criteria are made up of a QueryParameterId, 3 QueryParameterValue and QueryParameterOperator. 4(The data type used for portfolio names. 53A type representing an arbitary grouping of trade  references. 68A type defining a content model for a calculation rule 1 defined as percentage of the notional amount. 7<The abstract base type from which all calculation rules of + the independent amount must be derived. :<A type used to represent the type of mechanism that can be  used to confirm a trade. <;A type used to represent the type of market where a trade  can be executed. >;A type used to represent the type of market where a trade  can be executed. @5An identifier of an organization that supervises or ? regulates trading activity, e.g. CFTC, SEC, FSA, ODRF, etc. B9An identifier of an reporting regime or format used for ; regulatory reporting, for example DoddFrankAct, MiFID,  HongKongOTCDRepository, etc. D$The type or meaning of a timestamp. EA generic trade timestamp F<Allows timing information about when a trade was processed  and reported to be recorded. H=An ID assigned by a regulator to an organization registered : with it. (NOTE: should this just by represented by an  alternate party ID?) I8Provides information about how the information in this < message is applicable to a regulatory reporting process. J=Provides information about a regulator or other supervisory 1 body that an organization is registered with. L2A value that explains the reason or purpose that : information is being reported. Examples might include > RealTimePublic reporting, PrimaryEconomicTerms reporting, 2 Confirmation reporting, or Snapshot reporting. N8A characteristic of a transaction used in declaring an  end-user exception. P:A characteristic of an organization used in declaring an  end-user exception. R7A credit arrangement used in support of swaps trading. S7Records supporting information justifying an end user # exception under 17 CFR part 39. U<Code that describes what type of collateral is posted by a > party to a transaction. Options include Uncollateralized,  Partial, Full, One-Way. W0The current status value of a clearing request. Y<Code that describes what type of allocation applies to the 7 trade. Options include Unallocated, ToBeAllocated,  Allocated. Z=A type defining additional information that may be recorded  against a trade. [1A type containing multiple partyTradeIdentifier. \<A type defining one or more trade identifiers allocated to @ the trade by a party. A link identifier allows the trade to 9 be associated with other related trades, e.g. trades ; forming part of a larger structured transaction. It is < expected that for external communication of trade there < will be only one tradeId sent in the document per party. ]7A type to represent a portfolio name for a particular  party. ^A structure including a net and/or a gross amount and " possibly fees and commissions. `)The data type used for link identifiers. a$A structure describing the value in native currency of an  instrument that was traded. b:A structure describing the price paid for the instrument. c=A structure describing the amount of an instrument that was  traded. d:The economics of a trade of a multiply traded instrument. i7A type defining the trade execution date time and the @ source of it. For use inside containing types which already = have a Reference to a Party that has assigned this trade  execution date time. j6The abstract base type from which all FpML compliant + messages and documents must be derived. k3A type defining a content model that is backwards > compatible with older FpML releases and which can be used > to contain sets of data without expressing any processing  intention. m5A type defining a contract identifier issued by the  indicated party. o=A contact id identifier allocated by a party. FpML does not : define the domain values associated with this element. p9A type for defining the obligations of the counterparty + subject to credit support requirements. q;A type used to record the differences between the current & trade and another indicated trade. s+A specific approval state in the workflow. v<A type representing a value corresponding to an identifier 1 for a parameter describing a query portfolio. yA strategy product. {7A type to hold trades of multiply-traded instruments. 7 Typically this will be used to represent the trade > resulting from a physically-settled OTC product where the < underlying is a security, for example the exercise of a  physically-settled option. The version number :Optionally it is possible to specify a version effective & date when a versionId is supplied. The version number :Optionally it is possible to specify a version effective & date when a versionId is supplied. Choice between:   Sequence of:  issuer  tradeId   Sequence of:  Reference to a party.  Reference to an account.  unknown =The trade reference identifier(s) allocated to the trade by  the parties involved. ;Additional trade information that may be provided by each  involved party. ;The trade date. This is the date the trade was originally = executed. In the case of a novation, the novated part of > the trade should be reported (by both the remaining party @ and the transferee) using a trade date corresponding to the @ date the novation was agreed. The remaining part of a trade 7 should be reported (by both the transferor and the = remaining party) using a trade date corresponding to the  original execution date. 6If the trade was cleared (novated) through a central @ counterparty clearing service, this represents the date the 2 trade was cleared (transferred to the central  counterparty). $The type of difference that exists. 1An indication of the severity of the difference. "The name of the element affected. )XPath to the element in the base object. -The value of the element in the base object. *XPath to the element in the other object. )Value of the element in the other trade. 0Element(s) that are missing in the other trade. 4Element(s) that are extraneous in the other object. -A human readable description of the problem. =The information on the trade which is not product specific,  e.g. trade date. 4An abstract element used as a place holder for the " substituting product elements. 7Other fees or additional payments associated with the = trade, e.g. broker commissions, where one or more of the ? parties involved are not principal parties involved in the  trade. 7Identifies that party (or parties) that brokered this  trade. 7The ISDA calculation agent responsible for performing < duties as defined in the applicable product definitions. =The city in which the office through which ISDA Calculation ? Agent is acting for purposes of the transaction is located @ The short-form confirm for a trade that is executed under a > Sovereign or Asia Pacific Master Confirmation Agreement ( ; MCA ), does not need to specify the Calculation Agent. > However, the confirm does need to specify the Calculation > Agent City. This is due to the fact that the MCA sets the ? value for Calculation Agent but does not set the value for  Calculation Agent City. ;The party referenced is the ISDA Determination Party that ; specified in the related Confirmation as Determination  Party. 5The party referenced is the ISDA Hedging Party that ? specified in the related Confirmation as Hedging, or if no 4 Hedging Party is specified, either party to the  Transaction. +Defines collateral obiligations of a Party =Defines the definitions that govern the document and should ? include the year and type of definitions referenced, along ? with any relevant documentation (such as master agreement)  and the date it was signed. 5Identification of the law governing the transaction.  Short-form1 representation of allocations in which the key @ block economics are stated once within the trade structure, = and the allocation data is contained in this allocations  structure. :A classification of the most important risk class of the < trade. FpML defines a simple asset class categorization  using a coding scheme. ;A classification of additional risk classes of the trade, = if any. FpML defines a simple asset class categorization  using a coding scheme. 9A classification of the type of product. FpML defines a 8 simple product categorization using a coding scheme. 6A 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 5 rate, strike, etc.) that are negotiated for each @ transaction. It can be used to hold identifiers such as the  UPI5 (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. 9 Note that the domain values for this element are not  strictly an enumerated list. :Indicates which product within a strategy represents the  premium payment. 4An abstract element used as a place holder for the " substituting product elements. =The name of the portfolio together with the party that gave  the name. Choice between:  tradeId  partyTradeIdentifier 8An arbitary grouping of trade references (and possibly  other portfolios). =The name of the portfolio together with the party that gave  the name. Choice between:  tradeId  partyTradeIdentifier 8An arbitary grouping of trade references (and possibly  other portfolios). %A percentage of the notional amount. $A reference to the notional amount. Payment date. &A type defining the calculation rule. A fixed payment amount. 8When an order was first generated, as recorded for the 8 first time when it was first entered by a person or @ generated by a trading algorithm (i.e., the first record of  the order). =The time when an order is submitted by a market participant 7 to an execution facility, as recorded based on the ? timestamp of the message that was sent by the participant. < If the participant records this time (i.e. it is in the  participant'1s party trade information), it will be the time < the message was sent. If the execution facility records ( this time (i.e. it is in the facility's party trade ? information), it will be the time the message was received. ;When the public report of this was created or received by > this party. If the participant records this time (i.e. it  is in the participant'%s party trade information), it will ? be the time the message was sent. If the execution records ( this time (i.e. it is in the facility's party trade ? information), it will be the time the message was received. <When the public report of this was most recently corrected 7 or corrections were sent or received by this party. <When the non-public report of this was created or received  by this party. 6When the non-public report of this was most recently 9 corrected or corrections were received by this party. ;When this trade was supplied to a confirmation service or " counterparty for confirmation. <When the most recent correction to this trade was supplied ? to a confirmation service or counterparty for confirmation. When this trade was confirmed. 8When this trade was supplied to a clearing service for  clearing. <When the most recent correction to this trade was supplied ' to a clearing service for clearing. When this trade was cleared.  <When allocations for this trade were submitted or received  by this party. !4When allocations for this trade were most recently  corrected. ";When allocations for this trade were completely processed. #9Other timestamps for this trade. This is provisional in ? Recordkeeping and Transparency view and may be reviewed in  a subsequent draft. (Choice between:   Sequence of: 3 Identifies the reporting regime under which this 6 data is reported. For example, Dodd-Frank, MiFID,  HongKongOTCDRepository, ODRF - Identifies the specific regulator or other 6 supervisory body for which this data is produced. 3 For example, CFTC, SEC, UKFSA, ODRF, SFC, ESMA. 9 Identifies the specific regulator or other supervisory 7 body for which this data is produced. For example, & CFTC, SEC, UKFSA, ODRF, SFC, ESMA. );Identifies the role of this party in reporting this trade ? for this regulator; roles could include ReportingParty and  Voluntary reporting. *4The reason this message is being sent, for example 0 Snapshot, PET, Confirmation, RealTimePublic. +;Whether the particular trade type in question is required $ by this regulator to be cleared. -=The regulator or other supervisory body the organization is  registered with (e.g. SEC). .*The ID assigned by the regulator (e.g. SEC's Central Index  Key). <9What arrangements will be made to provide credit? (e.g. ; CSA, collateral pledge, guaranty, available resources,  financing). =8Allows the organization to specify which categories or 7 characteristics apply to it for end-user exception # determination. Examples include FinancialEntity,  CaptiveFinanceUnit, BoardOfDirectorsApproval. >5Allows the relevant transaction level categories or : characteristics to be recorded for end-user exception # determination. Examples include BoardOfDirectorsApproval,  HedgesCommercialRisk. ?:Allows the organization to specify which if any relevant 6 regulators it is registered with, and if so their > identification number. For example, it could specify that ; it is SEC registered and provide its Central Index Key. JReference to a party. KReference to an account. L9Identifies a related party performing a role within the  transaction. M;Identifies the role of this party in reporting this trade $ (e.g. originator, counterparty). N!Provides information about a unitdivisiondesk etc. that # executed or supports this trade O6Provides information about a person that executed or  supports this trade P6Specifies whether the trade used to hedge a risk for > accounting purposes for the specified party. (TODO: do we < need to distinguish between asset and liability hedges?) Q9Used to categorize trades into user-defined categories, - such as house trades vs. customer trades. R;Trade execution date time provided by a central execution  facility. S8Allows timing information about a trade to be recorded. T<Specifies whether the trade is anticipated to be allocated. U=Specifies whether the trade is anticipated to be allocated, 1 has been allocated, or will not be allocated. V:Specifies whether the trade is anticipated to be cleared * via a derivative clearing organization W5Describes the status with respect to clearing (e.g. ; Submitted, Pending, Cleared, RejectedForClearing, etc.) X4Specifies whether this party posts collateral. For 8 Recordkeeping, the collateralization type refers to ? collateral that is posted by this firm, and One-Way is not > meaningful. In other words, if the collateralization type ? is Full, this trade is fully collateralized by this party. > For Transparency view, the options include Full, Partial, " Uncollateralized, and One-Way. Y:Allows the organization to specify which if any relevant < regulators or other supervisory bodies this is relevant ( for, and what reporting rules apply. ZChoice between: 5 Specifies whether the trade is not obligated to be ; cleared via a derivative clearing organization because  the End User Exception was invoked. 7 Claims an end user exception and provides supporting  evidence. [.Indicates that the trade has price-affecting : characteristics in addition to the standard real-time < reportable terms. The flag indicates that the price for = this trade is not to be construed as being indicative of @ the market for standardised trades with otherwise identical  reportable terms. \7Indicates that the price does not reflect the current 9 market. For example, in a credit trade where the two > counterparties are not of equal credit standing, there is ; no initial margin and one party pays collateral to the = other in the form of an add-on to the price (say a price ? that would otherwise be 100 at the market is struck at 105 > to include the collateral, resulting in a very off-market  looking price.) ]<Specifies whether the sender of this trade considers it to ; be a large notional trade or block trade for reporting > purposes, and thus eligible for delayed public reporting. ; Normally this will only be applicable for off-facility  trades. ^=Used to describe how the trade was executed, e.g. via voice  or electronically. _4Used to describe the type of venue where trade was 9 executed, e.g via an execution facility or privately. `=Used to describe how the trade was or will be verified, e.g 8 via a confirmation facility, via private electronic ; service, or via written documentation. This affect the > timing of real-time reporting requirements. This field is : provisional pending detailed confirmation of the data @ requirements, and may not be included in subsequent working  drafts. a9Used to describe how the trade was confirmed, e.g via a > confirmation facility, via private electronic service, or = via written documentation. This affects the process flow 9 for confirmation messages. This field is provisional @ pending detailed confirmation of the data requirements, and 5 may not be included in subsequent working drafts. fChoice between:   Sequence of:  issuer  tradeId   Sequence of:  Reference to a party.  Reference to an account.  unknown g<A link identifier allowing the trade to be associated with @ other related trades, e.g. the linkId may contain a tradeId = for an associated trade or several related trades may be ; given the same linkId. 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. h:The trade id of the allocated trade. This is used by the 1 block trade to reference the allocated trade. i;The trade id of the block trade. This is used by each one ? of the allocated trades to reference the block trade. This @ element can also represent the trade id of the parent trade ? for N-level allocations. In the case, this element is only > used to model N-level allocations in which the trade acts 8 as block and allocated trade at the same time. This = basically means the ability to allocate a block trade to @ multiple allocation trades, and then allocate these in turn 6 to other allocation trades (and so on if desired). j:The trade id of the trade upon which this was based, for @ example the ID of the trade that was submitted for clearing < if this is a cleared trade, or of the original trade if 4 this was novated or cancelled and rebooked. The < originatingEvent will explain why the trade was created. m9A pointer style reference to a party identifier defined 8 elsewhere in the document. The party referenced has # allocated the trade identifier. pChoice between:  ' Value including fees and commissions.  Sequence of: ' Value excluding fees and commissions. ' Value including fees and commissions. v The net and//or gross value of the amount traded in native  currency. zChoice between: 3 The (absolute) number of units of the underlying  instrument that were traded. 7 The monetary value of the security (eg. fixed income  security) that was traded). }:A classification of the most important risk class of the < trade. FpML defines a simple asset class categorization  using a coding scheme. ~;A classification of additional risk classes of the trade, = if any. FpML defines a simple asset class categorization  using a coding scheme. 9A classification of the type of product. FpML defines a 8 simple product categorization using a coding scheme. 6A 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 5 rate, strike, etc.) that are negotiated for each @ transaction. It can be used to hold identifiers such as the  UPI5 (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. 9 Note that the domain values for this element are not  strictly an enumerated list. 9A 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. 6A reference to the account that buys this instrument. %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. 7A reference to the account that sells this instrument. :Define the underlying asset, either a listed security or  other instrument. 8A description of how much of the instrument was traded. #The price paid for the instrument. 9The value, in instrument currency, of the amount of the  instrument that was traded. 5A reference to the party responsible for making the ' payments defined by this structure. 7A reference to the account responsible for making the ' payments defined by this structure. 5A reference to the party that receives the payments $ corresponding to this structure. 7A reference to the account that receives the payments $ corresponding to this structure. 5A container element allowing a schedule of payments + associated with the Independent Amount. =Identification of the source (e.g. clock id) generating the  execution date time. ;Indicate which version of the FpML Schema an FpML message  adheres to. 6This optional attribute can be supplied by a message > creator in an FpML instance to specify which build number = of the schema was used to define the message when it was  generated. 8The specific build number of this schema version. This @ attribute is not included in an instance document. Instead, : it is supplied by the XML parser when the document is > validated against the FpML schema and indicates the build ; number of the schema file. Every time FpML publishes a ? change to the schema, validation rules, or examples within = a version (e.g., version 4.2) the actual build number is ? incremented. If no changes have been made between releases 8 within a version (i.e. from Trial Recommendation to ; Recommendation) the actual build number stays the same. ;A list of validation sets the sender asserts the document  is valid with respect to. Choice between: 8 Indicates if this message corrects an earlier request. 8 Indicates if this message corrects an earlier request. 7Indicates which party (and accounts) a trade is being  processed for. ,The root element in an FpML trade document. ;Optional account information used to precisely define the 9 origination and destination of financial instruments. 5This element corresponds to the Credit Event Notice ? Delivered Under Old Transaction and Deemed Delivered Under > New Transaction under the EXHIBIT C to 2004 ISDA Novation  Definitions. 4This element corresponds to the Notice of Publicly > Available Information Delivered Under Old Transaction and ? Deemed Delivered Under New Transaction under the EXHIBIT C & to 2004 ISDA Novation Definitions. =This element corresponds to the Notice of Intended Physical 9 Settlement Delivered Under Old Transaction under the 0 EXHIBIT C to 2004 ISDA Novation Definitions. 9A pointer style reference to a party identifier defined 8 elsewhere in the document. The party referenced has & allocated the contract identifier. 4Where the legal activity is to agree a contract of > variation then the business process should be to modify a < contract. This is a contract in its own right and not a ? version of a previous contract. Where the business process ? is to replace and supersede a contract then you have a new 7 contract and a contract version should not be used. Choice between: + A contract id which is not version aware. ' A contract id which is version aware. 3Independent Amount is an amount that usually less = creditworthy counterparties are asked to provide. It can 4 either be a fixed amount or a percentage of the  Transaction'-s value. The Independent Amount can be: (i) > transferred before any trading between the parties occurs ! (as a deposit at a third party's account or with the > counterparty) or (ii) callable after trading has occurred ? (typically because a downgrade has occurred). In situation 7 (i), the Independent Amount is not included in the : calculation of Exposure, but in situation (ii), it is 7 included in the calculation of Exposure. Thus, for > situation (ii), the Independent Amount may be transferred < along with any collateral call. Independent Amount is a 3 defined term in the ISDA Credit Support Annex. (}with respect to a party, the amount specified as such for that party in Paragraph 13; if no amount is specified, zero). /The identifier for the trade compared against. 0An optional set of detailed difference records. The type of approval (e.g. Credit). :The current state of approval (.e.g preapproved, pending  approval, etc.) ;The full name or identifiying ID of the relevant approver. Unique ID for the allocation. Reference to a party. Reference to an account. Choice between: 9 The fractional allocation (0.45 = 45%) of the notional  and block, fees to this particular client subaccount. 8 The notional allocation (amount and currency) to this  particular client account. 6The sum that must be posted upfront to collateralize % against counterparty credit risk. 5Special credit fee assessed to certain institutions. 1A container for approval states in the workflow. ;The date of the confirmation executed between the parties = and intended to govern the allocated trade between those  parties. 8Specifies any relevant parties to the allocation which  should be referenced.  !"#$%&'()*+,-./0123456789:;<=>?@ABCDEFGHIJKLMNOPQRSTUVWXYZ[\]^_`abcdefghijklmnopqrstuvwxyz{      !"#$%&'()*+,-./0123456789:;<=>?@ABCDEFGHIJKLMNOPQRSTUVWXYZ[\]^_`abcdefghijklmnopqrstuvwxyz{|}~                           ! " # $ % & ' ( ) * + , - . / 0 1 2 3 4 5 6 7 8 9 : ; < = > ? @ A B C D E F G H       !"#$%&'()*+,-./0123456789:;<=>?@ABCDEFGHIJKLMNOPQRSTUVWXYZ[\]^_`abcdefghijklmnopqrstuvwxyz{|}~      !"#$%&'()*+,-./0123456789:;<=>?@ABCDEFGHIJKLMNOPQRSTUVWXYZ[\]^_`abcdefghijklmnopqrstuvwxyz{|}~      !"#$%&'()*+,-./0123456789:;<=>?@ABCDEFGHIJKLMNOPQRSTUVWXYZ[\]^_`abcdefghijklmnopqrstuvwxyz{|}~      !"#$%&'()*+,-./0123456789:;<=>?@ABCDEFGHIJKLMNOPQRSTUVWXYZ[\]^_`abcdefghijklmno !"#$%&'()*+,-./0123456789:;<=>?@ABCDEFGHIJKLMNOPQRSTUVWXYZ[\]^_`abcdefghijklmnopqrstuvwxyz{      !"#$%&'()*+,-./0123456789:;<=>?@ABCDEFGHIJKLMNOPQRSTUVWXYZ[\]^_`abcdefghijklmnopqrstuvwxyz{|}~                           ! " # $ % & ' ( ) * + , - . / 0 1 2 3 4 5 6 7 8 9 : ; < = > ? @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z [ \ ] ^ _ ` a b c d e f g h i j k l m n o p q r s t u v w x y z { | } ~                            ! " # $ % & ' ( ) * + , - . / 0 1 2 3 4 5 6 7 8 9 : ; < = > ? @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z [ \ ] ^ _ ` a b c d e f g h i j k l m n o p q r s t u v w x y z { | } ~                            ! " # $ % & ' ( ) * + , - . / 0 1 2 3 4 5 6 7 8 9 : ; < = > ? @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z [ \ ] ^ _ ` a b c d e f g h i j k l m n o p q r s t u v w x y z { | } ~                            ! " # $ % & ' ( ) * + , - . / 0 1 2 3 4 5 6 7 8 9 : ; < = > ? @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z [ \ ] ^ _ ` a b c d e f g h i j k l m n o p q r s t u v w x y z { | } ~                            ! " # $ % & ' ( ) * + , - . / 0 1 2 3 4 5 6 7 8 9 : ; < = > ? @ A B C D E F G H I J K L M      !"#$%&'()*+,-./0123456789:;<=>?@ABCDEFGHIJKLMNOPQRSTUVWXYZ[\]^_`abcdefghijklmnopqrstuvwxyz{|}~vwutsrqponmlkjihgfed{|}~cyzbwxauv`t_qrs^op]klmn\defghij[bcZIJKLMNOPQRSTUVWXYZ[\]^_`aYHXFGWEVCDUBT@AS;<=>?R:Q89P7O56N4M23L1K/0J,-.I'()*+H&G$%F !"#EDC B A  @ ?>=<;:9876543210/.-,+*)('&%$#"! {zyx !"#$%& '()*+,-./0123456789:;<=>?@ A  B C DEF !"#G$%H&I'()*+J,-.K/0L1M23N4O56P7Q89R:S;<=>?T@AUBVCDWEXFGYHZIJKLMNOPQRSTUVWXYZ[\]^_`a[bc\defghij]klmn^op_qrs`tauvbwxcyzd{|}~efghijk lmnopqrstu vwxyz{                           ! " # $ % & ' ( ) * + , - . / 0 1 2 3 4 5 6 7 8 9 : ; < = > ? @ A B C D E F G H Safe-Infered}<The verification status of the position as reported by the  sender (Verified, Disputed). 8A type that can be used to describe the category of an ; advisory message, e.g.. Availability, Rules, Products,  etc., etc.. 8A type defining the content model for a human-readable + notification to the users of a service. 8A type that can be used to describe a stage or step in = processing provided by a service, for example processing  completed. 3A type that can be used to describe what stage of 8 processing a service is in. For example, Netting or  Valuation. =A type that can be used to describe the processing phase of / a service. For example, EndOfDay, Intraday. 9A type that can be used to describe the availability or : other state of a service, e.g. Available, Unavaialble. <A type defining the content model for report on the status > of the processing by a service. In the future we may wish = to provide some kind of scope or other qualification for @ the event, e.g. the currencies, products, or books to which  it applies. =A type defining the content model for a message that allows > a service to send a notification message to a user of the  service. 7A type refining the generic message header to make it " specific to response messages. ;A type refining the generic message content model to make % it specific to response messages. ;A message to request that a message be retransmitted. The > original message will typically be a component of a group = of messages, such as a portfolio or a report in multiple  parts. <A type refining the generic message header content to make $ it specific to request messages. 5A type defining the basic content of a message that = requests the receiver to perform some business operation 3 determined by the message type and its content. :A type that can be used to identify the type of business 7 process in a request. Examples include Allocation,  Clearing, Confirmation, etc. :A type defining the content model for a message allowing 9 one party to query the status of one event (trade or 7 post-trade event) previously sent to another party. <A type that can be used to hold an identifier for a report  instance. :A type that allows the specific report and section to be  identified. :A type that allows the specific report and section to be  identified. 5Defines a list of machine interpretable error codes. ;A type defining a content model for describing the nature ? and possible location of a error within a previous message. 5Provides a lexical location (i.e. a line number and ? character for bad XML) or an XPath location (i.e. place to - identify the bad location for valid XML). 7A structure used to identify a portfolio in a message. =A structure used to group together individual messages that % can be acted on at a group level. =A structure used to group together individual messages that % can be acted on at a group level. =A type defining additional information that may be recorded  against a message. ;A version of a specification document used by the message % generator to format the document. =A type that refines the generic message header to match the * requirements of a NotificationMessage. 9A type defining the basic content for a message sent to # inform another system that some 'business event' has = occured. Notifications are not expected to be replied to. 9A type defining the content model for a request message 7 that cannot be subsequently corrected or retracted. +The data type use for message identifiers. 9A type defining the content model for a generic message 2 header that is refined by its derived classes. 6The data type used for identifying a message address. /A type holding a structure that is unvalidated :A type defining the basic structure of all FpML messages * which is refined by its derived types. <A type defining the content model for an exception message  header. 9A type defining the basic content for a message sent to 7 inform another system that some exception has been  detected. :A type defining the content model for a message normally : generated in response to a requestEventStatus request. <A type used in event status enquiry messages which relates 4 an event identifier to its current status value. -A coding scheme used to describe the matching/confirmation ; status of a trade, post-trade event, position, or cash  flows. =Identification of a business event, for example through its , correlation id or a business identifier. 9A type defining a correlation identifier and qualifying  scheme 9A type defining the content model for a request message 4 that can be subsequently corrected or retracted. 9Provides extra information not represented in the model 6 that may be useful in processing the message i.e. & diagnosing the reason for failure. 6The root element used for rejected message exceptions Event Status messages. ;Indicate which version of the FpML Schema an FpML message  adheres to. 6This optional attribute can be supplied by a message > creator in an FpML instance to specify which build number = of the schema was used to define the message when it was  generated. 8The specific build number of this schema version. This @ attribute is not included in an instance document. Instead, : it is supplied by the XML parser when the document is > validated against the FpML schema and indicates the build ; number of the schema file. Every time FpML publishes a ? change to the schema, validation rules, or examples within = a version (e.g., version 4.2) the actual build number is ? incremented. If no changes have been made between releases 8 within a version (i.e. from Trial Recommendation to ; Recommendation) the actual build number stays the same. ;A list of validation sets the sender asserts the document  is valid with respect to. :An optional identifier used to correlate between related  processes :A qualified identifier used to correlate between messages =A numeric value that can be used to order messages with the 5 same correlation identifier from the same sender. ;Indicates which party (or parties) (and accounts) a trade > or event is being processed for. Normally there will only = be a maximum of 2 parties, but in the case of a novation > there could be a transferor, transferee, remaining party, ; and other remaining party. Except for this case, there ; should be no more than two onABehalfOf references in a  message. 6The reason for any dispute or change in verification  status. ;Optional account information used to precisely define the 9 origination and destination of financial instruments. 8The category or type of the notification message, e.g. / availability, product coverage, rules, etc. A human-readable notification. <The time at which the information supplied by the advisory ? becomes effective. For example, if the advisory advises of < a newly planned service outage, it will be the time the  service outage begins. <The time at which the information supplied by the advisory > becomes no longer effective. For example, if the advisory > advises of a newly planned service outage, it will be the ! time the service outage ends. <The processing cycle or phase that this message describes. & For example, EndOfDay or Intraday. 8The stage within a processing cycle or phase that this 9 message describes. For example, Netting or Valuation. 7The event that occurred within the cycle or step, for  example Started or  Completed.. ;Indicate which version of the FpML Schema an FpML message  adheres to. 6This optional attribute can be supplied by a message > creator in an FpML instance to specify which build number = of the schema was used to define the message when it was  generated. 8The specific build number of this schema version. This @ attribute is not included in an instance document. Instead, : it is supplied by the XML parser when the document is > validated against the FpML schema and indicates the build ; number of the schema file. Every time FpML publishes a ? change to the schema, validation rules, or examples within = a version (e.g., version 4.2) the actual build number is ? incremented. If no changes have been made between releases 8 within a version (i.e. from Trial Recommendation to ; Recommendation) the actual build number stays the same. ;A list of validation sets the sender asserts the document  is valid with respect to. :An optional identifier used to correlate between related  processes :A qualified identifier used to correlate between messages =A numeric value that can be used to order messages with the 5 same correlation identifier from the same sender. ;Indicates which party (or parties) (and accounts) a trade > or event is being processed for. Normally there will only = be a maximum of 2 parties, but in the case of a novation > there could be a transferor, transferee, remaining party, ; and other remaining party. Except for this case, there ; should be no more than two onABehalfOf references in a  message. 5The name of the service to which the message applies Choice between: 4 The current state of the service (e.g. Available,  Unavailable). 2 A description of the stage of processing of the ; service, for example EndofDayProcessingCutoffOccurred, 9 EndOfDayProcessingCompleted. [TBD: could be combined  with advisory] 7 A human-readable message providing information about  the service.. <A unique identifier (within its coding scheme) assigned to & the message by its creating party. 8A copy of the unique message identifier (within it own 7 coding scheme) to which this message is responding. :The unique identifier (within its coding scheme) for the % originator of a message instance. ;A unique identifier (within its coding scheme) indicating & an intended recipent of a message. :A unique identifier (within the specified coding scheme) < giving the details of some party to whom a copy of this ' message will be sent for reference. <The date and time (on the source system) when this message  instance was created. <The date and time (on the source system) when this message ( instance will be considered expired. :The version(s) of specifications that the sender asserts " the message was developed for. =Additional message information that may be provided by each  involved party.  ;Indicate which version of the FpML Schema an FpML message  adheres to.  6This optional attribute can be supplied by a message > creator in an FpML instance to specify which build number = of the schema was used to define the message when it was  generated.  8The specific build number of this schema version. This @ attribute is not included in an instance document. Instead, : it is supplied by the XML parser when the document is > validated against the FpML schema and indicates the build ; number of the schema file. Every time FpML publishes a ? change to the schema, validation rules, or examples within = a version (e.g., version 4.2) the actual build number is ? incremented. If no changes have been made between releases 8 within a version (i.e. from Trial Recommendation to ; Recommendation) the actual build number stays the same.  ;A list of validation sets the sender asserts the document  is valid with respect to. :An optional identifier used to correlate between related  processes :A qualified identifier used to correlate between messages =A numeric value that can be used to order messages with the 5 same correlation identifier from the same sender. ;Indicates which party (or parties) (and accounts) a trade > or event is being processed for. Normally there will only = be a maximum of 2 parties, but in the case of a novation > there could be a transferor, transferee, remaining party, ; and other remaining party. Except for this case, there ; should be no more than two onABehalfOf references in a  message. Choice between:  portfolioReference  reportIdentification ;Optional account information used to precisely define the 9 origination and destination of financial instruments. <A unique identifier (within its coding scheme) assigned to & the message by its creating party. :The unique identifier (within its coding scheme) for the % originator of a message instance. ;A unique identifier (within its coding scheme) indicating & an intended recipent of a message. :A unique identifier (within the specified coding scheme) < giving the details of some party to whom a copy of this ' message will be sent for reference. <The date and time (on the source system) when this message  instance was created. <The date and time (on the source system) when this message ( instance will be considered expired. :The version(s) of specifications that the sender asserts " the message was developed for. =Additional message information that may be provided by each  involved party. %;Indicate which version of the FpML Schema an FpML message  adheres to. &6This optional attribute can be supplied by a message > creator in an FpML instance to specify which build number = of the schema was used to define the message when it was  generated. '8The specific build number of this schema version. This @ attribute is not included in an instance document. Instead, : it is supplied by the XML parser when the document is > validated against the FpML schema and indicates the build ; number of the schema file. Every time FpML publishes a ? change to the schema, validation rules, or examples within = a version (e.g., version 4.2) the actual build number is ? incremented. If no changes have been made between releases 8 within a version (i.e. from Trial Recommendation to ; Recommendation) the actual build number stays the same. );A list of validation sets the sender asserts the document  is valid with respect to. *:An optional identifier used to correlate between related  processes +:A qualified identifier used to correlate between messages ,=A numeric value that can be used to order messages with the 5 same correlation identifier from the same sender. -;Indicates which party (or parties) (and accounts) a trade > or event is being processed for. Normally there will only = be a maximum of 2 parties, but in the case of a novation > there could be a transferor, transferee, remaining party, ; and other remaining party. Except for this case, there ; should be no more than two onABehalfOf references in a  message. 1;Optional account information used to precisely define the 9 origination and destination of financial instruments. 68An identifier for the specific instance of this report. 79A strictly ascending sequential (gapless) numeric value 9 that can be used to identify the section of a report. 98An identifier for the specific instance of this report. :9A strictly ascending sequential (gapless) numeric value 9 that can be used to identify the section of a report. ;:A numeric value, optionally supplied by the sender, that ? can be used to specify the number of sections constituting  a report. <8Indicates whether all sections have been sent for this  report instance ID. A$A machine interpretable error code. B;A value indicating the location of the problem within the  subject message. C4Plain English text describing the associated error  condition D:A reference identifying a rule within a validation scheme E9Any string of additional data that may help the message = processor, for example in a rejection message this might @ contain a code value or the text of any one of the messages  (within a CDATA section). G<The value of the locationType attribute defines which type 7 of location has been given. It may take the values  lexical or xpath. J7An identifier that is unique for each portfolio-level 9 request, and which can be used to group together the 1 individual messages in the portfolio request. L7An identifier that is unique for each portfolio-level 9 request, and which can be used to group together the 1 individual messages in the portfolio request. M8A numeric, sequentially ascending (i.e. gapless) value 5 (starting at 1) that can be used to identify and ; distinguish the individual constituents of a portfolio 9 request. A recipient should ensure that all sequence 7 numbers from 1 to the final sequence number (where @ submissionsComplete is true) have arrived before completing  the portfolio request. O7An identifier that is unique for each portfolio-level 9 request, and which can be used to group together the 1 individual messages in the portfolio request. P8A numeric, sequentially ascending (i.e. gapless) value 5 (starting at 1) that can be used to identify and ; distinguish the individual constituents of a portfolio 9 request. A recipient should ensure that all sequence 7 numbers from 1 to the final sequence number (where @ submissionsComplete is true) have arrived before completing  the portfolio request. Q5Indicates whether all individual requests have been ) submitted for this portfolio request. S2Identifies that party that has ownership of this  information. \<A unique identifier (within its coding scheme) assigned to & the message by its creating party. ]8A copy of the unique message identifier (within it own 7 coding scheme) to which this message is responding. ^:The unique identifier (within its coding scheme) for the % originator of a message instance. _;A unique identifier (within its coding scheme) indicating & an intended recipent of a message. `:A unique identifier (within the specified coding scheme) < giving the details of some party to whom a copy of this ' message will be sent for reference. a<The date and time (on the source system) when this message  instance was created. b<The date and time (on the source system) when this message ( instance will be considered expired. c:The version(s) of specifications that the sender asserts " the message was developed for. d=Additional message information that may be provided by each  involved party. ~<A unique identifier (within its coding scheme) assigned to & the message by its creating party. 8A copy of the unique message identifier (within it own 7 coding scheme) to which this message is responding. :The unique identifier (within its coding scheme) for the % originator of a message instance. ;A unique identifier (within its coding scheme) indicating & an intended recipent of a message. :A unique identifier (within the specified coding scheme) < giving the details of some party to whom a copy of this ' message will be sent for reference. <The date and time (on the source system) when this message  instance was created. <The date and time (on the source system) when this message ( instance will be considered expired. :The version(s) of specifications that the sender asserts " the message was developed for. =Additional message information that may be provided by each  involved party. ;Indicate which version of the FpML Schema an FpML message  adheres to. 6This optional attribute can be supplied by a message > creator in an FpML instance to specify which build number = of the schema was used to define the message when it was  generated. 8The specific build number of this schema version. This @ attribute is not included in an instance document. Instead, : it is supplied by the XML parser when the document is > validated against the FpML schema and indicates the build ; number of the schema file. Every time FpML publishes a ? change to the schema, validation rules, or examples within = a version (e.g., version 4.2) the actual build number is ? incremented. If no changes have been made between releases 8 within a version (i.e. from Trial Recommendation to ; Recommendation) the actual build number stays the same. ;A list of validation sets the sender asserts the document  is valid with respect to. :An optional identifier used to correlate between related  processes :A qualified identifier used to correlate between messages =A numeric value that can be used to order messages with the 5 same correlation identifier from the same sender. =An instance of the Reason type used to record the nature of ) any errors associated with a message. 9Any string of additional data that may help the message = processor, for example in a rejection message this might = contain a code value or the text of the original request  (within a CDATA section). ;Indicate which version of the FpML Schema an FpML message  adheres to. 6This optional attribute can be supplied by a message > creator in an FpML instance to specify which build number = of the schema was used to define the message when it was  generated. 8The specific build number of this schema version. This @ attribute is not included in an instance document. Instead, : it is supplied by the XML parser when the document is > validated against the FpML schema and indicates the build ; number of the schema file. Every time FpML publishes a ? change to the schema, validation rules, or examples within = a version (e.g., version 4.2) the actual build number is ? incremented. If no changes have been made between releases 8 within a version (i.e. from Trial Recommendation to ; Recommendation) the actual build number stays the same. ;A list of validation sets the sender asserts the document  is valid with respect to. :An optional identifier used to correlate between related  processes :A qualified identifier used to correlate between messages =A numeric value that can be used to order messages with the 5 same correlation identifier from the same sender. ;Indicates which party (or parties) (and accounts) a trade > or event is being processed for. Normally there will only = be a maximum of 2 parties, but in the case of a novation > there could be a transferor, transferee, remaining party, ; and other remaining party. Except for this case, there ; should be no more than two onABehalfOf references in a  message. ;Optional account information used to precisely define the 9 origination and destination of financial instruments. *An instance of a unique event identifier. An event status value. Choice between:   Sequence of: 3 A qualified identifier used to correlate between  messages 5 A numeric value that can be used to order messages 7 with the same correlation identifier from the same  sender.  tradeIdentifier 7Indicates the type of media used to provide the extra < information. mimeType is used to determine the software 9 product(s) that can read the content. MIME Types are  described in RFC 2046. Choice between: : Provides extra information as string. In case the extra : information is in XML format, a CDATA section must be 4 placed around the source message to prevent its " interpretation as XML content. 9 Provides extra information as binary contents coded in  hexadecimal. 9 Provides extra information as binary contents coded in  base64. 9 Provides extra information as binary contents coded in  base64. ;Indicate which version of the FpML Schema an FpML message  adheres to. 6This optional attribute can be supplied by a message > creator in an FpML instance to specify which build number = of the schema was used to define the message when it was  generated. 8The specific build number of this schema version. This @ attribute is not included in an instance document. Instead, : it is supplied by the XML parser when the document is > validated against the FpML schema and indicates the build ; number of the schema file. Every time FpML publishes a ? change to the schema, validation rules, or examples within = a version (e.g., version 4.2) the actual build number is ? incremented. If no changes have been made between releases 8 within a version (i.e. from Trial Recommendation to ; Recommendation) the actual build number stays the same. ;A list of validation sets the sender asserts the document  is valid with respect to. :An optional identifier used to correlate between related  processes :A qualified identifier used to correlate between messages =A numeric value that can be used to order messages with the 5 same correlation identifier from the same sender. ;Indicates which party (or parties) (and accounts) a trade > or event is being processed for. Normally there will only = be a maximum of 2 parties, but in the case of a novation > there could be a transferor, transferee, remaining party, ; and other remaining party. Except for this case, there ; should be no more than two onABehalfOf references in a  message. ;Optional account information used to precisely define the 9 origination and destination of financial instruments. |}~      !"#$%&'()*+,-./0123456789:;<=>?@ABCDEFGHIJKLMNOPQRSTUVWXYZ[\]^_`abcdefghijklmnopqrstuvwxyz{|}~ I J K L M N O P Q R S T U V W X Y Z [ \ ] ^ _ ` a b c d e f g h i j k l m n o p q r s t u v w x y z { | } ~        !"#$%&'()*+,-./0123456789:;<=>?@ABCDEFGHIJKLMNOPQRSTUVWXYZ[\]^_`abcdefghijklmnopqrstuvwxyz{|}~      !"#$%&'()*+,-./0123456789:;<=>?@ABCDEFGHIJKLMNOPQRSTUVWXYZ[\]^_`abcdefghijklmnopqrstuvwxyz{|}~      !"#$%&'()*+,-./0123456789:;<=>?@ABCDEFGHIJKLMNOPQRSTUVWXYZ[\]^_`abcdefghijklmnopqrstuvwxyz{|}~      !"#$%&'()*+,-./0123456789:;<=>?@ABCDEFGHIJKLMNOPQRSTUVWXYZ[\]^_`abcdefghijklmno !"#$%&'()*+,-./0123456789:;<=>?@ABCDEFGHIJKLMNOPQRSTUVWXYZ[\]^_`abcdefghijklmnopqrstuvwxyz{|}~      !"#$%&'()*+,-./0123456789:;<=>?@ABCDEFGHIJKLMNOPQRSTUVWXYZ[\]^_`abcdefghijklmnopqrstuvwxyz{|}~                           ! " # $ % & ' ( ) * + , - . / 0 1 2 3 4 5 6 7 8 9 : ; < = > ? @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z [ \ ] ^ _ ` a b c d e f g h i j k l m n o p q r s t u v w x y z { | } ~                            ! " # $ % & ' ( ) * + , - . / 0 1 2 3 4 5 6 7 8 9 : ; < = > ? @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z [ \ ] ^ _ ` a b c d e f g h i j k l m n o p q r s t u v w x y z { | } ~                            ! " # $ % & ' ( ) * + , - . / 0 1 2 3 4 5 6 7 8 9 : ; < = > ? @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z [ \ ] ^ _ ` a b c d e f g h i j k l m n o p q r s t u v w x y z { | } ~                            ! " # $ % & ' ( ) * + , - . / 0 1 2 3 4 5 6 7 8 9 : ; < = > ? @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z [ \ ] ^ _ ` a b c d e f g h i j k l m n o p q r s t u v w x y z { | } ~                            ! " # $ % & ' ( ) * + , - . / 0 1 2 3 4 5 6 7 8 9 : ; < = > ? @ A B C D E F G H I J K L M      !"#$%&'()*+,-./0123456789:;<=>?@ABCDEFGHIJKLMNOPQRSTUVWXYZ[\]^_`abcdefghijklmnopqrstuvwxyz{|}~      !"#$%&'()*+,-./0123456789:;<=>?@ABCDEFGHIJKLMNOPQRSTUVWXYZ[\]^_`abcdefghijklmnopqrstuvwxyz{|}~K}~|{zywxvtusrqpomnlkjihgf[\]^_`abcdeWXYZVTURSNOPQKLMIJHFG@ABCDE?=>89:;<567423$%&'()*+,-./01#!"      ~}||}~          !"#$%&'()*+,-./0123456789:;<=>?@ABCDEFGHIJKLMNOPQRSTUVWXYZ [\]^_`abcdehgflkjimnosrqptuvwx|{zy }~    I J K L M N O P Q R S T U V W X Y Z [ \ ] ^ _ ` a b c d e f g h i j k l m n o p q r s t u v w x y z { | } ~   Safe-Infered7A message type defining the ISDA defined Credit Event < Notice. ISDA defines it as an irrevocable notice from a ? Notifying Party to the other party that describes a Credit < Event that occurred. A Credit Event Notice must contain = detail of the facts relevant to the determination that a  Credit Event has occurred. =An event type that records the occurrence of a credit event  notice. #Credit Event Notification message. :A message defining the ISDA defined Credit Event Notice. > ISDA defines it as an irrevocable notice from a Notifying @ Party to the other party that describes a Credit Event that ? occurred. A Credit Event Notice must contain detail of the @ facts relevant to the determination that a Credit Event has  occurred. $A global element used to hold CENs. ;Indicate which version of the FpML Schema an FpML message  adheres to. 6This optional attribute can be supplied by a message > creator in an FpML instance to specify which build number = of the schema was used to define the message when it was  generated. 8The specific build number of this schema version. This @ attribute is not included in an instance document. Instead, : it is supplied by the XML parser when the document is > validated against the FpML schema and indicates the build ; number of the schema file. Every time FpML publishes a ? change to the schema, validation rules, or examples within = a version (e.g., version 4.2) the actual build number is ? incremented. If no changes have been made between releases 8 within a version (i.e. from Trial Recommendation to ; Recommendation) the actual build number stays the same. ;A list of validation sets the sender asserts the document  is valid with respect to. 7Indicates if this message corrects an earlier request. :An optional identifier used to correlate between related  processes :A qualified identifier used to correlate between messages =A numeric value that can be used to order messages with the 5 same correlation identifier from the same sender. ;Indicates which party (or parties) (and accounts) a trade > or event is being processed for. Normally there will only = be a maximum of 2 parties, but in the case of a novation > there could be a transferor, transferee, remaining party, ; and other remaining party. Except for this case, there ; should be no more than two onABehalfOf references in a  message. Trades affected by this event. =A public information source, e.g. a particular newspaper or 7 electronic news service, that may publish relevant > information used in the determination of whether or not a  credit event has occurred. Choice between: : An element that allows the full details of the trade to 9 be used as a mechanism for identifying the trade for ' which the post-trade event pertains : A container since an individual trade can be referenced ; by two or more different partyTradeIdentifier elements * - each allocated by a different party. T G      !"#$%&'()*+,-./0123456789:;<=>?@ABCDEFGHIJKLMNOPQRSTUVWXYZ[\]^_`abcdefghijklmnopqrstuvwxyz{|}~      !"#$%&'()*+,-./0123456789:;<=>?@ABCDEFGHIJKLMNOPQRSTUVWXYZ[\]^_`abcdefghijklmnopqrstuvwxyz{|}~      !"#$%&'()*+,-./0123456789:;<=>?@ABCDEFGHIJKLMNOPQRSTUVWXYZ[\]^_`abcdefghijklmnopqrstuvwxyz{|}~      !"#$%&'()*+,-./0123456789:;<=>?@ABCDEFGHIJKLMNOPQRSTUVWXYZ[\]^_`abcdefghijklmno !"#$%&'()*+,-./0123456789:;<=>?@ABCDEFGHIJKLMNOPQRSTUVWXYZ[\]^_`abcdefghijklmnopqrstuvwxyz{|}~      !"#$%&'()*+,-./0123456789:;<=>?@ABCDEFGHIJKLMNOPQRSTUVWXYZ[\]^_`abcdefghijklmnopqrstuvwxyz{|}~                           ! " # $ % & ' ( ) * + , - . / 0 1 2 3 4 5 6 7 8 9 : ; < = > ? @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z [ \ ] ^ _ ` a b c d e f g h i j k l m n o p q r s t u v w x y z { | } ~                            ! " # $ % & ' ( ) * + , - . / 0 1 2 3 4 5 6 7 8 9 : ; < = > ? @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z [ \ ] ^ _ ` a b c d e f g h i j k l m n o p q r s t u v w x y z { | } ~                            ! " # $ % & ' ( ) * + , - . / 0 1 2 3 4 5 6 7 8 9 : ; < = > ? @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z [ \ ] ^ _ ` a b c d e f g h i j k l m n o p q r s t u v w x y z { | } ~                            ! " # $ % & ' ( ) * + , - . / 0 1 2 3 4 5 6 7 8 9 : ; < = > ? @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z [ \ ] ^ _ ` a b c d e f g h i j k l m n o p q r s t u v w x y z { | } ~                            ! " # $ % & ' ( ) * + , - . / 0 1 2 3 4 5 6 7 8 9 : ; < = > ? @ A B C D E F G H I J K L M      !"#$%&'()*+,-./0123456789:;<=>?@ABCDEFGHIJKLMNOPQRSTUVWXYZ[\]^_`abcdefghijklmnopqrstuvwxyz{|}~      !"#$%&'()*+,-./0123456789:;<=>?@ABCDEFGHIJKLMNOPQRSTUVWXYZ[\]^_`abcdefghijklmnopqrstuvwxyz{|}~@4    Safe-InferedP0Defines a type that allows trade identifiers and/ or trade . information to be represented for a trade. #A structure describing a novation. 7A structure describing a change to the trade notional. )A structure describing a trade maturing. 9A structure describing a non-negotiated trade resulting  from a market event. 'A structure describing a trade change. /A structure describing a negotiated amendment. .A type that describes why a trade terminated. 9A structure that describes how an option settles into a  physical trade. +A structure describing an option expiring. =A structure describing an option expiring (i.e. passing its / last exercise time and becoming worthless.) +A structure describing an option exercise. ;A structure describing the effect of a change to an index. <A structure that describes a proposed match between trades  or post-trade event reports. 1A type that describes why a trade was withdrawn. <A type that describes what the requester would like to see ; done to implement the withdrawal, e.g. ExpungeRecords,  RetainRecords. 6A structure describing the removal of a trade from a ) service, such as a reporting service. *A structure describing an de-clear event. <A type that identifies the type of trade amalgamation, for - example netting or portfolio compression. :A type that shows how multiple trades have been combined  into a result. 4Abstract base type for non-negotiated trade change  descriptions #Abstract base type for an extension/substitution point to - customize FpML and add additional events. : (There are no subtypes defined for this abstract type.)  #Abstract base type for all events.  8A post-trade event reference identifier allocated by a = party. FpML does not define the domain values associated < with this element. Note that the domain values for this 0 element are not strictly an enumerated list.  =A type defining an event identifier issued by the indicated  party. 4Describes a change due to an index component being  adjusted. 9Abstract substitutable place holder for specific change  details. +The additionalEvent element is an extension/substitution 6 point to customize FpML and add additional events. F (There are no elements in any substitution group for this element.) Choice between:  originatingEvent  terminatingEvent :This allows the acknowledging party to supply additional @ trade identifiers for a trade underlying a request relating  to a business event. :This allows the acknowledging party to supply additional 9 trade information about a trade underlying a request ! relating to a business event. Choice between: : Indicates a reference to the original trade between the ' transferor and the remaining party. : Indicates the original trade between the transferor and  the remaining party. =Choice between identification and representation of the new  contract. Choice between: 5 Indicates a reference to the new trade between the ' transferee and the remaining party. : Indicates the original trade between the transferor and  the remaining party. 9A pointer style reference to a party identifier defined ; elsewhere in the document. In a three-way novation the ? party referenced is the Transferor (outgoing party) in the > novation. The Transferor means a party which transfers by = novation to a Transferee all of its rights, liabilities, > duties and obligations with respect to a Remaining Party. @ In a four-way novation the party referenced is Transferor 1 ; which transfers by novation to Transferee 1 all of its @ rights, liabilities, duties and obligations with respect to 6 Transferor 2. ISDA 2004 Novation Term: Transferor = (three-way novation) or Transferor 1 (four-way novation). 9A pointer style reference to a party identifier defined ; elsewhere in the document. In a three-way novation the ? party referenced is the Transferee (incoming party) in the ? novation. Transferee means a party which accepts by way of @ novation all rights, liabilities, duties and obligations of 9 a Transferor with respect to a Remaining Party. In a ; four-way novation the party referenced is Transferee 1 > which accepts by way of novation the rights, liabilities, ? duties and obligations of Transferor 1. ISDA 2004 Novation : Term: Transferee (three-way novation) or Transferee 1  (four-way novation). 9A pointer style reference to a party identifier defined ; elsewhere in the document. In a three-way novation the = party referenced is the Remaining Party in the novation. 6 Remaining Party means a party which consents to a  Transferor'+s transfer by novation and the acceptance 5 thereof by the Transferee of all of the Transferor's @ rights, liabilities, duties and obligations with respect to ? such Remaining Party under and with respect of the Novated > Amount of a transaction. In a four-way novation the party @ referenced is Transferor 2 per the ISDA definition and acts ; in the role of a Transferor. Transferor 2 transfers by = novation to Transferee 2 all of its rights, liabilities, > duties and obligations with respect to Transferor 1. ISDA @ 2004 Novation Term: Remaining Party (three-way novation) or % Transferor 2 (four-way novation). 9A pointer style reference to a party identifier defined > elsewhere in the document. This element is not applicable 8 in a three-way novation and should be omitted. In a < four-way novation the party referenced is Transferee 2. @ Transferee 2 means a party which accepts by way of novation 7 the rights, liabilities, duties and obligations of 8 Transferor 2. ISDA 2004 Novation Term: Transferee 2  (four-way novation). !Specifies the date that one party's legal obligations with ; regard to a trade are transferred to another party. It > corresponds to the Novation Date section of the 2004 ISDA ' Novation Definitions, section 1.16. 2The date and time at which the change was agreed. <Specifies the date the parties agree to assign or novate a 4 Contract. If this element is not specified, the @ novationContractDate will be deemed to be the novationDate. = It corresponds to the Novation Trade Date section of the 1 2004 ISDA Novation Definitions, section 1.17. <Choice for expressing the novated amount as either a money = amount, number of options, or number of units, according 5 the the financial product which is being novated. Choice between:   Sequence of: 5 The amount which represents the portion of the Old  Contract being novated. 5 The amount which represents the portion of the Old  Contract not being novated.   Sequence of: 4 The number of options which represent the portion & of the Old Contract being novated. 4 The number of options which represent the portion * of the Old Contract not being novated.   Sequence of: 4 The number of options which represent the portion & of the Old Contract being novated. 4 The number of options which represent the portion * of the Old Contract not being novated. ;This element corresponds to the applicability of the Full 9 First Calculation Period as defined in the 2004 ISDA ' Novation Definitions, section 1.20. ;Element that is used to be able to make sense of the new 9 transaction  without requiring reference back to the 4 old transaction . In the case of interest rate 9 products there are potentially 2 first period start < dates  to reference  one with respect to each party to @ the new transaction. For Credit Default Swaps there is just = the one with respect to the party that is the fixed rate  payer. =This element corresponds to the non-Reliance section in the = 2004 ISDA Novation Definitions, section 2.1 (c) (i). The ? element appears in the instance document when non-Reliance  is applicable. =This element should be specified if one or more of either a 6 Credit Event Notice, Notice of Publicly Available < Information, Notice of Physical Settlement or Notice of : Intended Physical Settlement, as applicable, has been > delivered by or to the Transferor or the Remaining Party. ; The type of notice or notices that have been delivered @ should be indicated by setting the relevant boolean element ? value(s) to true. The absence of the element means that no 6 Credit Event Notice, Notice of Publicly Available < Information, Notice of Physical Settlement or Notice of : Intended Physical Settlement, as applicable, has been = delivered by or to the Transferor or the Remaining Party. =The definitions (such as those published by ISDA) that will 1 define the terms of the novation transaction. <A contractual supplement (such as those published by ISDA) ! that will apply to the trade. 8Describes a payment made in settlement of the novation. Choice between:  tradeIdentifier  originalTrade )The date on which the change was agreed. 9The date and time at which the negotiated change to the ; terms of the original contract was agreed, such as via < telephone or electronic trading system (i.e., agreement  date/time). /The date on which the change become effective. 6Describes a payment made in settlement of the change. Choice between:   Sequence of: 3 Specifies the fixed amount by which the Notional 0 Amount changes. The direction of the change 5 (increase or decrease) is specified by the event  type (Termination =&gt; reduction, Increase =&gt;  greater.) 0 Specifies the Notional amount after the Change   Sequence of: 4 Specifies the fixed amount by which the Number of  Options changes 3 Specifies the Number of Options after the Change.   Sequence of: 4 Specifies the fixed amount by which the Number of  Units changes  Specifies the Number of Units Choice between: * The original qualified trade identifier.  The original trade details.  )A full description of the amended trade.  .The date on which the change become effective  9Abstract substitutable place holder for specific change  details.  6Describes a payment made in settlement of the change. Choice between:  tradeIdentifier  originalTrade )The date on which the change was agreed. 9The date and time at which the negotiated change to the ; terms of the original contract was agreed, such as via < telephone or electronic trading system (i.e., agreement  date/time). /The date on which the change become effective. 6Describes a payment made in settlement of the change. :A fulll description of the amended trade (i.e. the trade  after the amendment). )The date on which the change was agreed. 9The date and time at which the negotiated change to the ; terms of the original contract was agreed, such as via < telephone or electronic trading system (i.e., agreement  date/time). /The date on which the change become effective. 6Describes a payment made in settlement of the change. Choice between: : An element that allows the full details of the trade to 9 be used as a mechanism for identifying the trade for ' which the post-trade event pertains : A container since an individual trade can be referenced ; by two or more different partyTradeIdentifier elements * - each allocated by a different party. !Choice between: 6 The ID of the trade that resulted from the physical  settlement. 7 The trade that resulted from the physical settlement. 5 An abstract element used as a place holder for the " substituting product elements. 3Choice between:   expiry  fullExercise  Sequence of: 1 Specifies the fixed amount by which the option 5 should be exercised expressed as notional amount. 0 Specifies the Notional amount after the Change   Sequence of: 1 Specifies the fixed amount by which the option 7 should be exercised expressed as number of options. 3 Specifies the Number of Options after the Change.   Sequence of: 1 Specifies the fixed amount by which the option 3 should be exercised express as number of units.  Specifies the Number of Units 4Choice between:  settlementType  cashSettlement  physicalSettlement ;Choice between:   Sequence of:  originatingEvent  trade   amendment  increase  Sequence of:  terminatingEvent  termination  novation  optionExercise  optionExpiry  deClear  withdrawal $ The additionalEvent element is an  extension/.substitution point to customize FpML and add  additional events. =Choice between:   Sequence of:  originatingEvent  trade   amendment  increase  Sequence of:  terminatingEvent  termination  novation  optionExercise  optionExpiry  deClear  withdrawal $ The additionalEvent element is an  extension/.substitution point to customize FpML and add  additional events. >9A unique identifier assigned by the matching service to " each set of matched positions. ?;A type used to record the details of a difference between " two sides of a business event. @5Numeric score to represent the quality of the match. TChoice between:   Sequence of:  replacementTradeIdentifier  originatingTradeIdentifier   Sequence of:  replacementTradeId  originatingTradeId dChoice between:   issuer  Sequence of:  Reference to a party.  Reference to an account.            !"#$%&'()*+,-./0123456789:;<=>?@ABCDEFGHIJKLMNOPQRSTUVWXYZ[\]^_`abcdef       !"#$%&'()*+,-./0123456789:;<=>?@ABCDEFGHIJKLMNOPQRSTUVWXYZ[\]^_`abcdefghijklmnopqrstuvwxyz{|}~      !"#$%&'()*+,-./0123456789:;<=>?@ABCDEFGHIJKLMNOPQRSTUVWXYZ[\]^_`abcdefghijklmnopqrstuvwxyz{|}~      !"#$%&'()*+,-./0123456789:;<=>?@ABCDEFGHIJKLMNOPQRSTUVWXYZ[\]^_`abcdefghijklmnopqrstuvwxyz{|}~      !"#$%&'()*+,-./0123456789:;<=>?@ABCDEFGHIJKLMNOPQRSTUVWXYZ[\]^_`abcdefghijklmno !"#$%&'()*+,-./0123456789:;<=>?@ABCDEFGHIJKLMNOPQRSTUVWXYZ[\]^_`abcdefghijklmnopqrstuvwxyz{|}~           !"#$%&'()*+,-./0123456789:;<=>?@ABCDEFGHIJKLMNOPQRSTUVWXYZ[\]^_`abcdefghijklmnopqrstuvwxyz{|}~                           ! " # $ % & ' ( ) * + , - . / 0 1 2 3 4 5 6 7 8 9 : ; < = > ? @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z [ \ ] ^ _ ` a b c d e f g h i j k l m n o p q r s t u v w x y z { | } ~                            ! " # $ % & ' ( ) * + , - . / 0 1 2 3 4 5 6 7 8 9 : ; < = > ? @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z [ \ ] ^ _ ` a b c d e f g h i j k l m n o p q r s t u v w x y z { | } ~                            ! " # $ % & ' ( ) * + , - . / 0 1 2 3 4 5 6 7 8 9 : ; < = > ? @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z [ \ ] ^ _ ` a b c d e f g h i j k l m n o p q r s t u v w x y z { | } ~                            ! " # $ % & ' ( ) * + , - . / 0 1 2 3 4 5 6 7 8 9 : ; < = > ? @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z [ \ ] ^ _ ` a b c d e f g h i j k l m n o p q r s t u v w x y z { | } ~                            ! " # $ % & ' ( ) * + , - . / 0 1 2 3 4 5 6 7 8 9 : ; < = > ? @ A B C D E F G H I J K L M      !"#$%&'()*+,-./0123456789:;<=>?@ABCDEFGHIJKLMNOPQRSTUVWXYZ[\]^_`abcdefghijklmnopqrstuvwxyz{|}~      !"#$%&'()*+,-./0123456789:;<=>?@ABCDEFGHIJKLMNOPQRSTUVWXYZ[\]^_`abcdefghijklmnopqrstuvwxyz{|}~      !"#$%&'()*+,-./0123456789:;<=>?@ABCDEFGHIJKLMNOPQRSTUVWXYZ[\]^_`abcdef bcde a ^_` ]\[ZYXWVURSTQOPLMNGHIJKFDECAB<=>?@:;6789,-./012345&'()*+"#$% !     f Q      !"#$%&'()*+ ,-./0123456789:;<=>?@ABCDEFGHIJKLMNOPQRSTUV ]\[ZYXW ^_` a bcde f  Safe-Inferedh;Indicate which version of the FpML Schema an FpML message  adheres to. i6This optional attribute can be supplied by a message > creator in an FpML instance to specify which build number = of the schema was used to define the message when it was  generated. j8The specific build number of this schema version. This @ attribute is not included in an instance document. Instead, : it is supplied by the XML parser when the document is > validated against the FpML schema and indicates the build ; number of the schema file. Every time FpML publishes a ? change to the schema, validation rules, or examples within = a version (e.g., version 4.2) the actual build number is ? incremented. If no changes have been made between releases 8 within a version (i.e. from Trial Recommendation to ; Recommendation) the actual build number stays the same. l;A list of validation sets the sender asserts the document  is valid with respect to. m:An optional identifier used to correlate between related  processes n:A qualified identifier used to correlate between messages o=A numeric value that can be used to order messages with the 5 same correlation identifier from the same sender. p;Indicates which party (or parties) (and accounts) a trade > or event is being processed for. Normally there will only = be a maximum of 2 parties, but in the case of a novation > there could be a transferor, transferee, remaining party, ; and other remaining party. Except for this case, there ; should be no more than two onABehalfOf references in a  message. qChoice between:  unknown  tradeIdentifier s;Optional account information used to precisely define the 9 origination and destination of financial instruments. u;Indicate which version of the FpML Schema an FpML message  adheres to. v6This optional attribute can be supplied by a message > creator in an FpML instance to specify which build number = of the schema was used to define the message when it was  generated. w8The specific build number of this schema version. This @ attribute is not included in an instance document. Instead, : it is supplied by the XML parser when the document is > validated against the FpML schema and indicates the build ; number of the schema file. Every time FpML publishes a ? change to the schema, validation rules, or examples within = a version (e.g., version 4.2) the actual build number is ? incremented. If no changes have been made between releases 8 within a version (i.e. from Trial Recommendation to ; Recommendation) the actual build number stays the same. y;A list of validation sets the sender asserts the document  is valid with respect to. z7Indicates if this message corrects an earlier request. {:An optional identifier used to correlate between related  processes |:A qualified identifier used to correlate between messages }=A numeric value that can be used to order messages with the 5 same correlation identifier from the same sender. ~;Indicates which party (or parties) (and accounts) a trade > or event is being processed for. Normally there will only = be a maximum of 2 parties, but in the case of a novation > there could be a transferor, transferee, remaining party, ; and other remaining party. Except for this case, there ; should be no more than two onABehalfOf references in a  message. 8The date for which this document reports positions and  valuations. 9The time for which this report was generated (i.e., the  cut-off time of the report). Choice between:   Sequence of:  originatingEvent  trade   amendment  increase  Sequence of:  terminatingEvent  termination  novation  optionExercise  optionExpiry  deClear  withdrawal $ The additionalEvent element is an  extension/.substitution point to customize FpML and add  additional events. #Pricing information for the trade. ;Optional account information used to precisely define the 9 origination and destination of financial instruments. 3ghijklmnopqrstuvwxyz{|}~       !"#$%&'()*+,-./0123456789:;<=>?@ABCDEFGHIJKLMNOPQRSTUVWXYZ[\]^_`abcdefghijklmnopqrstuvwxyz{|}~      !"#$%&'()*+,-./0123456789:;<=>?@ABCDEFGHIJKLMNOPQRSTUVWXYZ[\]^_`abcdefghijklmnopqrstuvwxyz{|}~      !"#$%&'()*+,-./0123456789:;<=>?@ABCDEFGHIJKLMNOPQRSTUVWXYZ[\]^_`abcdefghijklmnopqrstuvwxyz{|}~      !"#$%&'()*+,-./0123456789:;<=>?@ABCDEFGHIJKLMNOPQRSTUVWXYZ[\]^_`abcdefghijklmno !"#$%&'()*+,-./0123456789:;<=>?@ABCDEFGHIJKLMNOPQRSTUVWXYZ[\]^_`abcdefghijklmnopqrstuvwxyz{|}~           !"#$%&'()*+,-./0123456789:;<=>?@ABCDEFGHIJKLMNOPQRSTUVWXYZ[\]^_`abcdefghijklmnopqrstuvwxyz{|}~                           ! " # $ % & ' ( ) * + , - . / 0 1 2 3 4 5 6 7 8 9 : ; < = > ? @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z [ \ ] ^ _ ` a b c d e f g h i j k l m n o p q r s t u v w x y z { | } ~                            ! " # $ % & ' ( ) * + , - . / 0 1 2 3 4 5 6 7 8 9 : ; < = > ? @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z [ \ ] ^ _ ` a b c d e f g h i j k l m n o p q r s t u v w x y z { | } ~                            ! " # $ % & ' ( ) * + , - . / 0 1 2 3 4 5 6 7 8 9 : ; < = > ? @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z [ \ ] ^ _ ` a b c d e f g h i j k l m n o p q r s t u v w x y z { | } ~                            ! " # $ % & ' ( ) * + , - . / 0 1 2 3 4 5 6 7 8 9 : ; < = > ? @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z [ \ ] ^ _ ` a b c d e f g h i j k l m n o p q r s t u v w x y z { | } ~                            ! " # $ % & ' ( ) * + , - . / 0 1 2 3 4 5 6 7 8 9 : ; < = > ? @ A B C D E F G H I J K L M      !"#$%&'()*+,-./0123456789:;<=>?@ABCDEFGHIJKLMNOPQRSTUVWXYZ[\]^_`abcdefghijklmnopqrstuvwxyz{|}~      !"#$%&'()*+,-./0123456789:;<=>?@ABCDEFGHIJKLMNOPQRSTUVWXYZ[\]^_`abcdefghijklmnopqrstuvwxyz{|}~      !"#$%&'()*+,-./0123456789:;<=>?@ABCDEFGHIJKLMNOPQRSTUVWXYZ[\]^_`abcdefghijklmnopqrstuvwxyz{|}~)tuvwxyz{|}~ghijklmnopqrs ghijklmnopqrstuvwxyz{|}~  Safe-Infered=A flexible description of the type or characteristics of an 8 option or strategy, e.g. butterfly, condor, chooser. The underlying assetindexreference price etc. whose  rate/3price may be observed to compute the value of the ? cashflow. It can be an index, fixed rate, listed security, < quoted currency pair, or a reference entity (for credit  derivatives). 9Simple product representation providing key information ) about a variety of different products !<A product to represent an OTC derivative transaction whose ; economics are not fully described using an FpML schema. #<A product to represent an OTC derivative transaction whose ; economics are not fully described using an FpML schema. ,The type scheme used with this option type. Choice between:  A floating rate. 5 The fixed rate or fixed rate schedule expressed as 5 explicit fixed rates and dates. In the case of a : schedule, the step dates may be subject to adjustment 4 in accordance with any adjustments specified in & calculationPeriodDatesAdjustments. 8 Define the underlying asset, either a listed security  or other instrument. 4 Describes the composition of a rate that has been 5 quoted. This includes the two currencies and the 6 quotation relationship between the two currencies. 5 The corporate or sovereign entity on which you are 8 buying or selling protection and any successor that < assumes all or substantially all of its contractual and < other obligations. It is vital to use the correct legal 9 name of the entity and to be careful not to choose a ; subsidiary if you really want to trade protection on a ; parent company. Please note, Reference Entities cannot < be senior or subordinated. It is the obligations of the ; Reference Entities that can be senior or subordinated. $ ISDA 2003 Term: Reference Entity 5A reference to the party responsible for making the ' payments defined by this structure. 7A reference to the account responsible for making the ' payments defined by this structure. 5A reference to the party that receives the payments $ corresponding to this structure. 7A reference to the account that receives the payments $ corresponding to this structure. :A classification of the most important risk class of the < trade. FpML defines a simple asset class categorization  using a coding scheme. ;A classification of additional risk classes of the trade, = if any. FpML defines a simple asset class categorization  using a coding scheme. 9A classification of the type of product. FpML defines a 8 simple product categorization using a coding scheme. 6A 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 5 rate, strike, etc.) that are negotiated for each @ transaction. It can be used to hold identifiers such as the  UPI5 (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. 9 Note that the domain values for this element are not  strictly an enumerated list. =Indicates whether this transaction has multiple components, % not all of which may be reported. Choice between:   Sequence of: 6 A reference to the party that buys this instrument, 2 ie. pays for this instrument and receives the 4 rights defined by it. See 2000 ISDA definitions 3 Article 11.1 (b). In the case of FRAs this the  fixed rate payer. , A reference to the account that buys this  instrument. & A reference to the party that sells (writes) this 7 instrument, i.e. that grants the rights defined by 5 this instrument and in return receives a payment 8 for it. See 2000 ISDA definitions Article 11.1 (a). 2 In the case of FRAs this is the floating rate  payer. - A reference to the account that sells this  instrument.  counterpartyReference <The earliest of all the effective dates of all constituent  streams. 3For options, the last exercise date of the option. =The latest of all of the termination (accrual end) dates of * the constituent or underlying streams. 8The set of underlyers to the trade that can be used in  computing the trade'%s cashflows. If this information is 1 needed to identify the trade, all of the trade's underlyers = should be specified, whether or not they figure into the @ cashflow calculation. Otherwise, only those underlyers used 9 to compute this particular cashflow need be supplied. <The notional or notionals in effect on the last day of the + last calculation period in each stream. 9For options, what type of option it is (e.g. butterfly). <The currency or currencies in which the product can settle. ' !"# L      !"#$%&'()*+,-./0123456789:;<=>?@ABCDEFGHIJKLMNOPQRSTUVWXYZ[\]^_`abcdefghijklmnopqrstuvwxyz{|}~      !"#$%&'()*+,-./0123456789:;<=>?@ABCDEFGHIJKLMNOPQRSTUVWXYZ[\]^_`abcdefghijklmnopqrstuvwxyz{|}~      !"#$%&'()*+,-./0123456789:;<=>?@ABCDEFGHIJKLMNOPQRSTUVWXYZ[\]^_`abcdefghijklmnopqrstuvwxyz{|}~      !"#$%&'()*+,-./0123456789:;<=>?@ABCDEFGHIJKLMNOPQRSTUVWXYZ[\]^_`abcdefghijklmno !"#      !"#$%&'()*+,-./0123456789:;<=>?@ABCDEFGHIJKLMNOPQRSTUVWXYZ[\]^_`abcdefghijklmnopqrstuvwxyz{|}~                           ! " # $ % & ' ( ) * + , - . / 0 1 2 3 4 5 6 7 8 9 : ; < = > ? @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z [ \ ] ^ _ ` a b c d e f g h i j k l m n o p q r s t u v w x y z { | } ~                            ! " # $ % & ' ( ) * + , - . / 0 1 2 3 4 5 6 7 8 9 : ; < = > ? @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z [ \ ] ^ _ ` a b c d e f g h i j k l m n o p q r s t u v w x y z { | } ~                            ! " # $ % & ' ( ) * + , - . / 0 1 2 3 4 5 6 7 8 9 : ; < = > ? @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z [ \ ] ^ _ ` a b c d e f g h i j k l m n o p q r s t u v w x y z { | } ~                            ! " # $ % & ' ( ) * + , - . / 0 1 2 3 4 5 6 7 8 9 : ; < = > ? @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z [ \ ] ^ _ ` a b c d e f g h i j k l m n o p q r s t u v w x y z { | } ~                            ! " # $ % & ' ( ) * + , - . / 0 1 2 3 4 5 6 7 8 9 : ; < = > ? @ A B C D E F G H I J K L M"#"!   !"#  Safe-InferedI$9A type defining the parameters required for each of the 9 ISDA defined yield curve methods for cash settlement. %=Specifies how long to wait to get a quote from a settlement / rate option upon a price source disruption. &%Reference to a Valuation dates node. (6A type describing the adjusted dates associated with % swaption exercise and settlement. )&A type to define an option on a swap. *%Additional terms to a swap contract. +6A type defining swap streams and additional payments 7 between the principal parties involved in the swap. ,;A type defining how the initial or final stub calculation > period amounts is calculated. For example, the rate to be @ applied to the initial or final stub calculation period may @ be the linear interpolation of two different tenors for the < floating rate index specified in the calculation period @ amount component, e.g. A two month stub period may used the 8 linear interpolation of a one month and three month @ floating rate. The different rate tenors would be specified > in this component. Note that a maximum of two rate tenors ; can be specified. If a stub period uses a single index 8 tenor and this is the same as that specified in the > calculation period amount component then the initial stub = or final stub component, as the case may be, must not be  included. -5A type describing the buyer and seller of an option. /7A type defining the settlement rate options through a > scheme reflecting the terms of the Annex A to the 1998 FX $ and Currency Option Definitions. 08A type defining the specification of settlement terms, > occuring when the settlement currency is different to the # notional currency of the trade. 1&Reference to a reset dates component. 2;A type defining the parameters used to generate the reset @ dates schedule and associated fixing dates. The reset dates 7 are determined relative to the calculation periods  schedules dates. 3'Reference to relevant underlying date. 4:A type defining a principal exchange amount and adjusted 7 exchange date. The type forms part of the cashflow $ representation of a swap stream. 5=A type defining the parameters used to get a price quote to 9 replace the settlement rate option that is disrupted. 6(Reference to a payment dates structure. 79A type defining parameters used to generate the payment < dates schedule, including the specification of early or ? delayed payments. Payment dates are determined relative to 4 the calculation period dates or the reset dates. 8:A type defining the adjusted payment date and associated < calculation period parameters required to calculate the @ actual or projected payment amount. This type forms part of 1 the cashflow representation of a swap stream. 97A type defining the adjusted dates associated with an ) optional early termination provision. :=A type defining an early termination provision where either / or both parties have the right to exercise. ;=A type defining a parametric representation of the notional 8 step schedule, i.e. parameters used to generate the ; notional balance on each step date. The step change in @ notional can be expressed in terms of either a fixed amount 9 or as a percentage of either the initial notional or @ previous notional amount. This parametric representation is / intended to cover the more common amortizing/ accreting. <9An type defining the notional amount or notional amount 9 schedule associated with a swap stream. The notional ? schedule will be captured explicitly, specifying the dates ; that the notional changes and the outstanding notional 5 amount that applies from that date. A parametric ; representation of the rules defining the notional step ( schedule can optionally be included. =8A type defining the parameters used when the reference 2 currency of the swapStream is non-deliverable. >6A type defining the adjusted dates associated with a * mandatory early termination provision. ?;A type to define an early termination provision for which  exercise is mandatory. @.Reference to an InterestRateStream component. A=A type defining the components specifiying an interest rate 5 stream, including both a parametric and cashflow . representation for the stream of payments. B9A type defining the components specifiying an Inflation  Rate Calculation C<A type to describe a notional schedule where each notional < that applies to a calculation period is calculated with ? reference to a notional amount or notional amount schedule 8 in a different currency by means of a spot currency > exchange rate which is normally observed at the beginning  of each period. D7A type to describe the cashflow representation for fx  linked notionals. E=A type that is extending the Offset structure for providing = the ability to specify an FX fixing date as an offset to 3 dates specified somewhere else in the document. F8A type defining a Forward Rate Agreement (FRA) product. G<A type defining parameters associated with a floating rate @ reset. This type forms part of the cashflows representation  of a stream. H:The method, prioritzed by the order it is listed in this 9 element, to get a replacement rate for the disrupted  settlement rate option. I9A type to define business date convention adjustment to ! final payment period per leg. J8A type to define the adjusted dates associated with an  individual extension event. K6A type defining the adjusted dates associated with a  provision to extend a swap. L6A type defining an option to extend an existing swap ; transaction on the specified exercise dates for a term 1 ending on the specified new termination date. M=This defines the time interval to the start of the exercise ? period, i.e. the earliest exercise date, and the frequency * of subsequent exercise dates (if any). N6A type defining the adjusted dates associated with a  particular exercise event. O<A type defining an early termination provision for a swap. 5 This early termination is at fair value, i.e. on > termination the fair value of the product must be settled  between the parties. P8A type to define the adjusted dates associated with an  early termination provision. Q8A type defining discounting information. The 2000 ISDA : definitions, section 8.4. discounting (related to the 9 calculation of a discounted fixed amount or floating 6 amount) apply. This type must only be included if  discounting applies. R<A type to provide the ability to point to multiple payment 0 nodes in the document through the unbounded  paymentDatesReference. S<A type to provide the ability to point to multiple payment 0 nodes in the document through the unbounded  paymentDatesReference. U8A type defining the cash settlement payment date(s) as = either a set of explicit dates, together with applicable > adjustments, or as a date relative to some other (anchor) ; date, or as any date in a range of contiguous business  days. V:A type to define the cash settlement terms for a product ( where cash settlement is applicable. W:A type defining the parameters necessary for each of the 0 ISDA cash price methods for cash settlement. X7A type defining the cashflow representation of a swap  trade. Y3A type defining an interest rate cap, floor, or cap/floor # strategy (e.g. collar) product. Z6The adjusted dates for a specific cancellation date, 6 including the adjusted exercise date and adjusted  termination date. [6A type to define the adjusted dates for a cancelable $ provision on a swap transaction. \7A type defining the right of a party to cancel a swap ? transaction on the specified exercise dates. The provision  is for walkaway+ cancellation (i.e. the fair value of the 8 swap is not paid). A fee payable on exercise can be  specified. ]3Reference to a calculation period dates component. ^5A type defining the parameters used to generate the 5 calculation period dates schedule, including the ; specification of any initial or final stub calculation 9 periods. A calculation perod schedule consists of an : optional initial stub calculation period, one or more ; regular calculation periods and an optional final stub ? calculation period. In the absence of any initial or final 6 stub calculation periods, the regular part of the = calculation period schedule is assumed to be between the ? effective date and the termination date. No implicit stubs ? are allowed, i.e. stubs must be explicitly specified using 8 an appropriate combination of firstPeriodStateDate, = firstRegularPeriodStartDate and lastRegularPeriodEndDate. _;A type defining the parameters used in the calculation of = fixed or floating rate calculation period amounts or for : specifying a known calculation period amount or known  amount schedule. `=A type defining the parameters used in the calculation of a @ fixed or floating rate calculation period amount. This type < forms part of cashflows representation of a swap stream. a=A type definining the parameters used in the calculation of 1 fixed or floating calculation period amounts. b*A product to represent a single cashflow. c7A type including a reference to a bond to support the ; representation of an asset swap or Condition Precedent  Bond. eA swaption product definition. gA swap product definition. h4The base element for the floating rate calculation  definitions. j*An inflation rate calculation definition. l-A forward rate agreement product definition. n(A floating rate calculation definition. p9A cap, floor or cap floor structures product definition. r/A product to represent a single known payment. 9The method for obtaining a settlement rate. This may be > from some information source (e.g. Reuters) or from a set  of reference banks. <Which rate quote is to be observed, either Bid, Mid, Offer > or Exercising Party Pays. The meaning of Exercising Party @ Pays is defined in the 2000 ISDA Definitions, Section 17.2. ? Certain Definitions Relating to Cash Settlement, paragraph  (j) 9The maximum number of days to wait for a quote from the = disrupted settlement rate option before proceding to the  next method. 4Specifies whether the swap resulting from physical @ settlement of the swaption transaction will clear through a ? clearing house. The meaning of Cleared Physical Settlement : is defined in the 2006 ISDA Definitions, Section 15.2 ( (published in Supplement number 28). ;The adjusted dates associated with an individual swaption  exercise date. :A classification of the most important risk class of the < trade. FpML defines a simple asset class categorization  using a coding scheme. ;A classification of additional risk classes of the trade, = if any. FpML defines a simple asset class categorization  using a coding scheme. 9A classification of the type of product. FpML defines a 8 simple product categorization using a coding scheme. 6A 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 5 rate, strike, etc.) that are negotiated for each @ transaction. It can be used to hold identifiers such as the  UPI5 (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. 9 Note that the domain values for this element are not  strictly an enumerated list. 9A 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. 6A reference to the account that buys this instrument. %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. 7A reference to the account that sells this instrument. =The option premium amount payable by buyer to seller on the  specified payment date. :The type of option transaction. From a usage standpoint,  put,call is the default option type, while payer receiver > indicator is used for options index credit default swaps, > consistently with the industry practice. Straddle is used ? for the case of straddle strategy, that combine a call and ; a put with the same strike. This element is needed for > transparency reporting because the counterparties are not ? available. TODO: can this be represented instead using the  UPI? ;An placeholder for the actual option exercise definitions. =A set of parameters defining procedures associated with the  exercise. 7The ISDA Calculation Agent responsible for performing 9 duties associated with an optional early termination. 6In the absence of both cashSettlement and (explicit) > physicalSettlement terms, physical settlement is inferred. Choice between: 3 If specified, this means that cash settlement is 2 applicable to the transaction and defines the 3 parameters associated with the cash settlement : procedure. If not specified, then physical settlement  is applicable. 7 If specified, this defines physical settlement terms # which apply to the transaction. 9Whether the option is a swaption or a swaption straddle. =The adjusted dates associated with swaption exercise. These = dates have been adjusted for any applicable business day  convention. =Reference to a bond underlyer to represent an asset swap or  Condition Precedent Bond. :A classification of the most important risk class of the < trade. FpML defines a simple asset class categorization  using a coding scheme. ;A classification of additional risk classes of the trade, = if any. FpML defines a simple asset class categorization  using a coding scheme. 9A classification of the type of product. FpML defines a 8 simple product categorization using a coding scheme. 6A 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 5 rate, strike, etc.) that are negotiated for each @ transaction. It can be used to hold identifiers such as the  UPI5 (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. 9 Note that the domain values for this element are not  strictly an enumerated list. The swap streams. ;Parameters specifying provisions relating to the optional : and mandatory early terminarion of a swap transaction. :A provision that allows the specification of an embedded < option within a swap giving the buyer of the option the = right to terminate the swap, in whole or in part, on the  early termination date. :A provision that allows the specification of an embedded @ option with a swap giving the buyer of the option the right = to extend the swap, in whole or in part, to the extended  termination date. 3Additional payments between the principal parties. 4Contains any additional terms to the swap contract. 9A pointer style reference to the associated calculation = period dates component defined elsewhere in the document. 8Specifies how the initial stub amount is calculated. A > single floating rate tenor different to that used for the < regular part of the calculation periods schedule may be ? specified, or two floating tenors may be specified. If two 3 floating rate tenors are specified then Linear 4 Interpolation (in accordance with the 2000 ISDA ; Definitions, Section 8.3. Interpolation) is assumed to < apply. Alternatively, an actual known stub rate or stub  amount may be specified. =Specifies how the final stub amount is calculated. A single ? floating rate tenor different to that used for the regular ? part of the calculation periods schedule may be specified, = or two floating tenors may be specified. If two floating < rate tenors are specified then Linear Interpolation (in < accordance with the 2000 ISDA Definitions, Section 8.3. : Interpolation) is assumed to apply. Alternatively, an ; actual known stub rate or stub amount may be specified. 9A 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. 6A reference to the account that buys this instrument. %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. 7A reference to the account that sells this instrument. <The currency that stream settles in (to support swaps that ? settle in a currency different from the notional currency). 5The specification of the non-deliverable settlement  provision. 9A pointer style reference to the associated calculation = period dates component defined elsewhere in the document. 7Specifies whether the reset dates are determined with > respect to each adjusted calculation period start date or 7 adjusted calculation period end date. If the reset = frequency is specified as daily this element must not be  included. 9Specifies the fixing date relative to the reset date in = terms of a business days offset and an associated set of 6 financial business centers. Normally these offset : calculation rules will be those specified in the ISDA 8 definition for the relevant floating rate index (ISDA's 8 Floating Rate Option). However, non-standard offset ? calculation rules may apply for a trade if mutually agreed : by the principal parties to the transaction. The href = attribute on the dateRelativeTo element should reference / the id attribute on the resetDates element. =Specifies the number of business days before the period end = date when the rate cut-off date is assumed to apply. The ? financial business centers associated with determining the = rate cut-off date are those specified in the reset dates ; adjustments. The rate cut-off number of days must be a > negative integer (a value of zero would imply no rate cut ? off applies in which case the rateCutOffDaysOffset element > should not be included). The relevant rate for each reset @ date in the period from, and including, a rate cut-off date @ to, but excluding, the next applicable period end date (or, @ in the case of the last calculation period, the termination @ date) will (solely for purposes of calculating the floating ; amount payable on the next applicable payment date) be : deemed to be the relevant rate in effect on that rate @ cut-off date. For example, if rate cut-off days for a daily < averaging deal is -2 business days, then the refix rate ? applied on (period end date - 2 days) will also be applied ? as the reset on (period end date - 1 day), i.e. the actual = number of reset dates remains the same but from the rate @ cut-off date until the period end date, the same refix rate = is applied. Note that in the case of several calculation ? periods contributing to a single payment, the rate cut-off = is assumed only to apply to the final calculation period ? contributing to that payment. The day type associated with 1 the offset must imply a business days offset. <The frequency at which reset dates occur. In the case of a ? weekly reset frequency, also specifies the day of the week = that the reset occurs. If the reset frequency is greater < than the calculation period frequency then this implies : that more than one reset date is established for each : calculation period and some form of rate averaging is  applicable. <The business day convention to apply to each reset date if @ it would otherwise fall on a day that is not a business day 0 in the specified financial business centers. :The principal exchange date. This date should already be 8 adjusted for any applicable business day convention. 6The principal exchange amount. This amount should be ? positive if the stream payer is paying the exchange amount 1 and signed negative if they are receiving it. 4The value representing the discount factor used to : calculate the present value of the principal exchange  amount. <The amount representing the present value of the principal  exchange. :The method, prioritzed by the order it is listed in this 9 element, to get a replacement rate for the disrupted  settlement rate option. Choice between: : A pointer style reference to the associated calculation 4 period dates component defined elsewhere in the  document. : A pointer style reference to the associated reset dates 0 component defined elsewhere in the document. 8 A pointer style reference to the associated valuation 7 dates component defined elsewhere in the document. < Implemented for Brazilian-CDI Swaps where it will refer  to the  settlemementProvisionnonDeliverableSettlementfxFixingDate  structure. <The frequency at which regular payment dates occur. If the ? payment frequency is equal to the frequency defined in the < calculation period dates component then one calculation > period contributes to each payment amount. If the payment = frequency is less frequent than the frequency defined in > the calculation period dates component then more than one @ calculation period will contribute to the payment amount. A @ payment frequency more frequent than the calculation period ? frequency or one that is not a multiple of the calculation @ period frequency is invalid. If the payment frequency is of 1 value T (term), the period is defined by the  swaps wapStreamcalculationPerioDateseffectiveDate and the  swaps wapStreamcalculationPerioDatesterminationDate. <The first unadjusted payment date. This day may be subject 6 to adjustment in accordance with any business day : convention specified in paymentDatesAdjustments. This ? element must only be included if there is an initial stub. 8 This date will normally correspond to an unadjusted ? calculation period start or end date. This is true even if ; early or delayed payment is specified to be applicable > since the actual first payment date will be the specified ; number of days before or after the applicable adjusted < calculation period start or end date with the resulting < payment date then being adjusted in accordance with any ) business day convention specified in  paymentDatesAdjustments. ;The last regular unadjusted payment date. This day may be > subject to adjustment in accordance with any business day : convention specified in paymentDatesAdjustments. This @ element must only be included if there is a final stub. All @ calculation periods after this date contribute to the final = payment. The final payment is made relative to the final > set of calculation periods or the final reset date as the : case may be. This date will normally correspond to an = unadjusted calculation period start or end date. This is = true even if early or delayed payment is specified to be ? applicable since the actual last regular payment date will 8 be the specified number of days before or after the = applicable adjusted calculation period start or end date ; with the resulting payment date then being adjusted in = accordance with any business day convention specified in  paymentDatesAdjustments. 7Specifies whether the payments occur relative to each 5 adjusted calculation period start date, adjusted > calculation period end date or each reset date. The reset ; date is applicable in the case of certain euro (former < French Franc) floating rate indices. Calculation period 8 start date means relative to the start of the first 8 calculation period contributing to a given payment. @ Similarly, calculation period end date means the end of the @ last calculation period contributing to a given payment.The 9 valuation date is applicable for Brazilian-CDI swaps. <If early payment or delayed payment is required, specifies ? the number of days offset that the payment occurs relative @ to what would otherwise be the unadjusted payment date. The ; offset can be specified in terms of either calendar or ? business days. Even in the case of a calendar days offset, ; the resulting payment date, adjusted for the specified ? calendar days offset, will still be adjusted in accordance ? with the specified payment dates adjustments. This element ; should only be included if early or delayed payment is > applicable, i.e. if the periodMultiplier element value is @ not equal to zero. An early payment would be indicated by a : negative periodMultiplier element value and a delayed > payment (or payment lag) would be indicated by a positive # periodMultiplier element value. ;The business day convention to apply to each payment date ? if it would otherwise fall on a day that is not a business 4 day in the specified financial business centers. 9Attribute that can be used to reference the yield curve ) used to estimate the discount factor. 8The adjusted payment date. This date should already be > adjusted for any applicable business day convention. This @ component is not intended for use in trade confirmation but > may be specified to allow the fee structure to also serve ? as a cashflow type component (all dates the Cashflows type  are adjusted payment dates). Choice between: 7 The parameters used in the calculation of a fixed or 7 floating rate calculation period amount. A list of 6 calculation period elements may be ordered in the 7 document by ascending start date. An FpML document < which contains an unordered list of calcularion periods / is still regarded as a conformant document.  A known fixed payment amount. :A decimal value representing the discount factor used to - calculate the present value of cash flow. ;A monetary amount representing the forecast of the future  value of the payment. 9A monetary amount representing the present value of the  forecast payment. 9The adjusted dates associated with an individual earley  termination date. 8If optional early termination is not available to both ? parties then this component specifies the buyer and seller  of the option.  ;An placeholder for the actual option exercise definitions.  ;Definition of the party to whom notice of exercise should  be given.  6A flag to indicate whether follow-up confirmation of ; exercise (written or electronic) is required following 9 telephonic notice by the buyer to the seller or seller's  agent.  7The ISDA Calculation Agent responsible for performing 9 duties associated with an optional early termination.  =If specified, this means that cash settlement is applicable = to the transaction and defines the parameters associated @ with the cash settlement prodcedure. If not specified, then & physical settlement is applicable. :An early termination provision to terminate the trade at ; fair value where one or both parties have the right to  decide on termination. 9A pointer style reference to the associated calculation = period dates component defined elsewhere in the document. 5The frequency at which the step changes occur. This ; frequency must be a multiple of the stream calculation  period frequency. 8Effective date of the first change in notional (i.e. a # calculation period start date). 7Effective date of the last change in notional (i.e. a # calculation period start date). Choice between:  8 The explicit amount that the notional changes on each 9 step date. This can be a positive or negative amount.  Sequence of: 6 The percentage amount by which the notional changes 2 on each step date. The percentage is either a 6 percentage applied to the initial notional amount 7 or the previous outstanding notional, depending on 1 the value of the element stepRelativeTo. The 5 percentage can be either positive or negative. A 2 percentage of 5% would be represented as 0.05. 3 Specifies whether the notionalStepRate should be 4 applied to the initial notional or the previous 5 notional in order to calculate the notional step  change amount. ;The notional amount or notional amount schedule expressed ? as explicit outstanding notional amounts and dates. In the 9 case of a schedule, the step dates may be subject to ? adjustment in accordance with any adjustments specified in & calculationPeriodDatesAdjustments. <A parametric representation of the notional step schedule, ; i.e. parameters used to generate the notional schedule. 6The currency in which the swap stream is denominated. Choice between: 8 The date, when expressed as a relative date, on which < the currency rate will be determined for the purpose of 2 specifying the amount in deliverable currency. 8 The date, when expressed as a schedule of date(s), on 7 which the currency rate will be determined for the 4 purpose of specifying the amount in deliverable  currency. 6The rate source for the conversion to the settlement = currency. This source is specified through a scheme that 9 reflects the terms of the Annex A to the 1998 FX and  Currency Option Definitions. :A type defining the parameters to get a new quote when a ( settlement rate option is disrupted. ;The early termination date that is applicable if an early 9 termination provision is exercised. This date should 8 already be adjusted for any applicable business day  convention.  6The date by which the cash settlement amount must be 9 agreed. This date should already be adjusted for any ' applicable business day convention. !<The date on which the cash settlement amount is paid. This @ date should already be adjusted for any applicable business  dat convention. $8The early termination date associated with a mandatory  early termination of a swap. %7The ISDA Calculation Agent responsible for performing 9 duties associated with an optional early termination. &=If specified, this means that cash settlement is applicable = to the transaction and defines the parameters associated @ with the cash settlement prodcedure. If not specified, then & physical settlement is applicable. '6The adjusted dates associated with a mandatory early > termination provision. These dates have been adjusted for + any applicable business day convention. ,5A reference to the party responsible for making the ' payments defined by this structure. -7A reference to the account responsible for making the ' payments defined by this structure. .5A reference to the party that receives the payments $ corresponding to this structure. /7A reference to the account that receives the payments $ corresponding to this structure. 0(The calculation periods dates schedule. 1The payment dates schedule. 29The reset dates schedule. The reset dates schedule only ' applies for a floating rate stream. 3*The calculation period amount parameters. 4=The stub calculation period amount parameters. This element ? must only be included if there is an initial or final stub ? calculation period. Even then, it must only be included if ? either the stub references a different floating rate tenor : to the regular calculation periods, or if the stub is : calculated as a linear interpolation of two different = floating rate tenors, or if a specific stub rate or stub  amount has been negotiated. 5The true/)false flags indicating whether initial, > intermediate or final exchanges of principal should occur. 61The cashflows representation of the swap stream. 79A provision that allows the specification of settlement > terms, occuring when the settlement currency is different * to the notional currency of the trade. 8%An interest rate derivative formula. <5The ISDA Designated Maturity, i.e. the tenor of the  floating rate. =:A rate multiplier or multiplier schedule to apply to the 9 floating rate. A multiplier schedule is expressed as ? explicit multipliers and dates. In the case of a schedule, > the step dates may be subject to adjustment in accordance * with any adjustments specified in the ? calculationPeriodDatesAdjustments. The multiplier can be a > positive or negative decimal. This element should only be ? included if the multiplier is not equal to 1 (one) for the  term of the stream. ><The ISDA Spread or a Spread schedule expressed as explicit ; spreads and dates. In the case of a schedule, the step > dates may be subject to adjustment in accordance with any @ adjustments specified in calculationPeriodDatesAdjustments. @ The spread is a per annum rate, expressed as a decimal. For < purposes of determining a calculation period amount, if ? positive the spread will be added to the floating rate and @ if negative the spread will be subtracted from the floating ; rate. A positive 10 basis point (0.1%) spread would be  represented as 0.001. ?<The specification of any rate conversion which needs to be : applied to the observed rate before being used in any @ calculations. The two common conversions are for securities : quoted on a bank discount basis which will need to be @ converted to either a Money Market Yield or Bond Equivalent ? Yield. See the Annex to the 2000 ISDA Definitions, Section ? 7.3. Certain General Definitions Relating to Floating Rate = Options, paragraphs (g) and (h) for definitions of these  terms. @=The cap rate or cap rate schedule, if any, which applies to > the floating rate. The cap rate (strike) is only required < where the floating rate on a swap stream is capped at a @ certain level. A cap rate schedule is expressed as explicit = cap rates and dates and the step dates may be subject to ? adjustment in accordance with any adjustments specified in ? calculationPeriodDatesAdjustments. The cap rate is assumed ; to be exclusive of any spread and is a per annum rate, 6 expressed as a decimal. A cap rate of 5% would be  represented as 0.05. A6The floor rate or floor rate schedule, if any, which = applies to the floating rate. The floor rate (strike) is > only required where the floating rate on a swap stream is @ floored at a certain strike level. A floor rate schedule is = expressed as explicit floor rates and dates and the step > dates may be subject to adjustment in accordance with any @ adjustments specified in calculationPeriodDatesAdjustments. @ The floor rate is assumed to be exclusive of any spread and > is a per annum rate, expressed as a decimal. A floor rate ' of 5% would be represented as 0.05. B4The initial floating rate reset agreed between the @ principal parties involved in the trade. This is assumed to ; be the first required reset rate for the first regular < calculation period. It should only be included when the : rate is not equal to the rate published on the source > implied by the floating rate index. An initial rate of 5% ! would be represented as 0.05. C<The rounding convention to apply to the final rate used in 1 determination of a calculation period amount. D6If averaging is applicable, this component specifies 7 whether a weighted or unweighted average method of : calculation is to be used. The component must only be $ included when averaging applies. E=The specification of any provisions for calculating payment @ obligations when a floating rate is negative (either due to @ a quoted negative floating rate or by operation of a spread / that is subtracted from the floating rate). F=an offsetting period from the payment date which determines : the reference period for which the inflation index is  onserved. G3The reference source such as Reuters or Bloomberg. H:The current main publication source such as relevant web  site or a government body. I<The method used when calculating the Inflation Index Level 5 from multiple points - the most common is Linear. J<initial known index level for the first calculation period. K=The applicability of a fallback bond as defined in the 2006 = ISDA Inflation Derivatives Definitions, sections 1.3 and 9 1.8. Omission of this element imples a value of true. M6A pointer style reference to the associated constant > notional schedule defined elsewhere in the document which ? contains the currency amounts which will be converted into 9 the varying notional currency amounts using the spot  currency exchange rate. N6The initial currency amount for the varying notional. O7The currency of the varying notional amount, i.e. the ; notional amount being determined periodically based on 1 observation of a spot currency exchange rate. P5The dates on which spot currency exchange rates are > observed for purposes of determining the varying notional < currency amount that will apply to a calculation period. Q<The information source and time at which the spot currency # exchange rate will be observed. R<The dates on which interim exchanges of notional are paid. ? Interim exchanges will arise as a result of changes in the = spot currency exchange amount or changes in the constant * notional schedule (e.g. amortization). U;The date on which the fx spot rate is observed. This date ? should already be adjusted for any applicable business day  convention. V"The actual observed fx spot rate. W(The calculation period notional amount. Z:A time period multiplier, e.g. 1, 2 or 3 etc. A negative < value can be used when specifying an offset relative to  another date, e.g. -2 days. [7A time period, e.g. a day, week, month or year of the ; stream. If the periodMultiplier value is 0 (zero) then * period must contain the value D (day). \9In the case of an offset specified as a number of days, > this element defines whether consideration is given as to ? whether a day is a good business day or not. If a day type = of business days is specified then non-business days are @ ignored when calculating the offset. The financial business : centers to use for determination of business days are ? implied by the context in which this element is used. This ? element must only be included when the offset is specified = as a number of days. If the offset is zero days then the + dayType element should not be included. ];The convention for adjusting a date if it would otherwise - fall on a day that is not a business day. ^Choice between: 2 A pointer style reference to a set of financial 8 business centers defined elsewhere in the document. 6 This set of business centers is used to determine 6 whether a particular day is a business day or not.  businessCenters _Choice between: 6 The payment date references on which settlements in ; non-deliverable currency are due and will then have to : be converted according to the terms specified through 4 the other parts of the nonDeliverableSettlement  structure. 9 The calculation period references on which settlements ; in non-deliverable currency are due and will then have 5 to be converted according to the terms specified < through the other parts of the nonDeliverableSettlement < structure. Implemented for Brazilian-CDI swaps where it : will refer to the termination date of the appropriate  leg. b:A classification of the most important risk class of the < trade. FpML defines a simple asset class categorization  using a coding scheme. c;A classification of additional risk classes of the trade, = if any. FpML defines a simple asset class categorization  using a coding scheme. d9A classification of the type of product. FpML defines a 8 simple product categorization using a coding scheme. e6A 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 5 rate, strike, etc.) that are negotiated for each @ transaction. It can be used to hold identifiers such as the  UPI5 (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. 9 Note that the domain values for this element are not  strictly an enumerated list. f9A 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. g6A reference to the account that buys this instrument. h%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. i7A reference to the account that sells this instrument. j<The start date of the calculation period. This date should 8 already be adjusted for any applicable business day @ convention. This is also the date when the observed rate is  applied, the reset date. k:The end date of the calculation period. This date should 8 already be adjusted for any applicable business day  convention. l9The payment date. This date is subject to adjustment in ; accordance with any applicable business day convention. m9Specifies the fixing date relative to the reset date in = terms of a business days offset and an associated set of 6 financial business centers. Normally these offset : calculation rules will be those specified in the ISDA 8 definition for the relevant floating rate index (ISDA's 8 Floating Rate Option). However, non-standard offset ? calculation rules may apply for a trade if mutually agreed : by the principal parties to the transaction. The href = attribute on the dateRelativeTo element should reference : the id attribute on the adjustedEffectiveDate element. nThe day count fraction. o<The number of days from the adjusted effective date to the @ adjusted termination date calculated in accordance with the " applicable day count fraction. pThe notional amount. q6The calculation period fixed rate. A per annum rate, 8 expressed as a decimal. A fixed rate of 5% would be  represented as 0.05. s5The ISDA Designated Maturity, i.e. the tenor of the  floating rate. t8Specifies whether discounting applies and, if so, what  type. v:The final calculated rate for a calculation period after < any required averaging of rates A calculated rate of 5% ! would be represented as 0.05. w=The details of a particular rate observation, including the > fixing date and observed rate. A list of rate observation 9 elements may be ordered in the document by ascending 9 adjusted fixing date. An FpML document containing an ? unordered list of rate observations is still regarded as a  conformant document. x6A rate multiplier to apply to the floating rate. The ; multiplier can be a positive or negative decimal. This = element should only be included if the multiplier is not  equal to 1 (one). y<The ISDA Spread, if any, which applies for the calculation ; period. The spread is a per annum rate, expressed as a > decimal. For purposes of determining a calculation period 8 amount, if positive the spread will be added to the @ floating rate and if negative the spread will be subtracted = from the floating rate. A positive 10 basis point (0.1%) ) spread would be represented as 0.001. z:The cap rate, if any, which applies to the floating rate > for the calculation period. The cap rate (strike) is only @ required where the floating rate on a swap stream is capped = at a certain strike level. The cap rate is assumed to be ? exclusive of any spread and is a per annum rate, expressed ; as a decimal. A cap rate of 5% would be represented as  0.05. {<The floor rate, if any, which applies to the floating rate @ for the calculation period. The floor rate (strike) is only 9 required where the floating rate on a swap stream is 9 floored at a certain strike level. The floor rate is = assumed to be exclusive of any spread and is a per annum @ rate, expressed as a decimal. The floor rate of 5% would be  represented as 0.05. }=Specifies how long to wait to get a quote from a settlement . rate option upon a price source disruption ~7This settlement rate option will be used in its place. %Request rate quotes from the market. ,The calculation agent will decide the rate. :Reference to the unadjusted cancellation effective dates. 8Reference to the leg, where date adjustments may apply. :Override business date convention. This takes precedence  over leg level information. :The date on which option exercise takes place. This date ? should already be adjusted for any applicable business day  convention. 4The termination date if an extendible provision is < exercised. This date should already be adjusted for any ' applicable business day convention. 8The adjusted dates associated with a single extendible  exercise date. 9A 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. 6A reference to the account that buys this instrument. %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. 7A reference to the account that sells this instrument. ;An placeholder for the actual option exercise definitions. ;Definition of the party to whom notice of exercise should  be given. 6A flag to indicate whether follow-up confirmation of ; exercise (written or electronic) is required following 9 telephonic notice by the buyer to the seller or seller's  agent. =The adjusted dates associated with an extendible provision. ? These dates have been adjusted for any applicable business  day convention. =The time interval to the first (and possibly only) exercise  date in the exercise period. <The frequency of subsequent exercise dates in the exercise @ period following the earliest exercise date. An interval of @ 1 day should be used to indicate an American style exercise  period. :The date on which option exercise takes place. This date ? should already be adjusted for any applicable business day  convention. =The effective date of the underlying swap associated with a > given exercise date. This date should already be adjusted / for any applicable business day convention. 6The date by which the cash settlement amount must be 9 agreed. This date should already be adjusted for any ' applicable business day convention. <The date on which the cash settlement amount is paid. This @ date should already be adjusted for any applicable business  dat convention. 9The date on which the exercise fee amount is paid. This @ date should already be adjusted for any applicable business  day convention. Choice between:   Sequence of:  unknown  unknown :The date on which option exercise takes place. This date ? should already be adjusted for any applicable business day  convention. ;The early termination date that is applicable if an early 9 termination provision is exercised. This date should 8 already be adjusted for any applicable business day  convention. 6The date by which the cash settlement amount must be 9 agreed. This date should already be adjusted for any ' applicable business day convention. <The date on which the cash settlement amount is paid. This @ date should already be adjusted for any applicable business  dat convention. 9The date on which the exercise fee amount is paid. This @ date should already be adjusted for any applicable business  day convention. +The discounting method that is applicable. <A discount rate, expressed as a decimal, to be used in the @ calculation of a discounted amount. A discount amount of 5% ! would be represented as 0.05. =A discount day count fraction to be used in the calculation  of a discounted amount. ;A set of href pointers to payment dates defined somewhere  else in the document. <A set of href pointers to calculation period dates defined # somewhere else in the document. 8A container for a set of reference institutions. These > reference institutions may be called upon to provide rate 6 quotations as part of the method to determine the ? applicable cash settlement amount. If institutions are not > specified, it is assumed that reference institutions will > be agreed between the parties on the exercise date, or in : the case of swap transaction to which mandatory early = termination is applicable, the cash settlement valuation  date. ;The currency, or currencies, in which the cash settlement > amount(s) will be calculated and settled. While the order @ in which the currencies are stated is unimportant, the cash @ settlement currency or currencies must correspond to one or ? both of the constituent currencies of the swap transaction. <Which rate quote is to be observed, either Bid, Mid, Offer > or Exercising Party Pays. The meaning of Exercising Party @ Pays is defined in the 2000 ISDA Definitions, Section 17.2. ? Certain Definitions Relating to Cash Settlement, paragraph  (j) Choice between: 8 A series of dates that shall be subject to adjustment 8 if they would otherwise fall on a day that is not a 4 business day in the specified business centers, 8 together with the convention for adjusting the date. 7 A date specified as some offset to another date (the  anchor date). & A range of contiguous business days. 9The time of the cash settlement valuation date when the ? cash settlement amount will be determined according to the = cash settlement method if the parties have not otherwise 2 been able to agree the cash settlement amount. 6The date on which the cash settlement amount will be > determined according to the cash settlement method if the ; parties have not otherwise been able to agree the cash  settlement amount. <The date on which the cash settlement amount will be paid, < subject to adjustment in accordance with any applicable 9 business day convention. This component would not be > present for a mandatory early termination provision where < the cash settlement payment date is the mandatory early  termination date. Choice between: 6 An ISDA defined cash settlement method used for the < determination of the applicable cash settlement amount. 8 The method is defined in the 2006 ISDA Definitions, 9 Section 18.3. Cash Settlement Methods, paragraph (a). 6 An ISDA defined cash settlement method used for the < determination of the applicable cash settlement amount. 8 The method is defined in the 2006 ISDA Definitions, 9 Section 18.3. Cash Settlement Methods, paragraph (b). 6 An ISDA defined cash settlement method used for the < determination of the applicable cash settlement amount. 8 The method is defined in the 2006 ISDA Definitions, 9 Section 18.3. Cash Settlement Methods, paragraph (c). 6 An ISDA defined cash settlement method used for the < determination of the applicable cash settlement amount. 8 The method is defined in the 2006 ISDA Definitions, 9 Section 18.3. Cash Settlement Methods, paragraph (d). 6 An ISDA defined cash settlement method used for the < determination of the applicable cash settlement amount. 8 The method is defined in the 2006 ISDA Definitions, 9 Section 18.3. Cash Settlement Methods, paragraph (e). 6 An ISDA defined cash settlement method used for the < determination of the applicable cash settlement amount. 8 The method is defined in the 2006 ISDA Definitions, 9 Section 18.3. Cash Settlement Methods, paragraph (f) ( (published in Supplement number 23). 6 An ISDA defined cash settlement method used for the < determination of the applicable cash settlement amount. 8 The method is defined in the 2006 ISDA Definitions, 9 Section 18.3. Cash Settlement Methods, paragraph (g) ( (published in Supplement number 28). 8A container for a set of reference institutions. These > reference institutions may be called upon to provide rate 6 quotations as part of the method to determine the ? applicable cash settlement amount. If institutions are not > specified, it is assumed that reference institutions will > be agreed between the parties on the exercise date, or in : the case of swap transaction to which mandatory early = termination is applicable, the cash settlement valuation  date. :The currency in which the cash settlement amount will be  calculated and settled. <Which rate quote is to be observed, either Bid, Mid, Offer > or Exercising Party Pays. The meaning of Exercising Party @ Pays is defined in the 2000 ISDA Definitions, Section 17.2. ? Certain Definitions Relating to Cash Settlement, paragraph  (j) A true/4false flag to indicate whether the cashflows match > the parametric definition of the stream, i.e. whether the ? cashflows could be regenerated from the parameters without  loss of information. 8The initial, intermediate and final principal exchange @ amounts. Typically required on cross currency interest rate ? swaps where actual exchanges of principal occur. A list of ? principal exchange elements may be ordered in the document ; by ascending adjusted principal exchange date. An FpML @ document containing an unordered principal exchange list is , still regarded as a conformant document. =The adjusted payment date and associated calculation period = parameters required to calculate the actual or projected 9 payment amount. A list of payment calculation period 9 elements may be ordered in the document by ascending : adjusted payment date. An FpML document containing an ; unordered list of payment calculation periods is still & regarded as a conformant document. :A classification of the most important risk class of the < trade. FpML defines a simple asset class categorization  using a coding scheme. ;A classification of additional risk classes of the trade, = if any. FpML defines a simple asset class categorization  using a coding scheme. 9A classification of the type of product. FpML defines a 8 simple product categorization using a coding scheme. 6A 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 5 rate, strike, etc.) that are negotiated for each @ transaction. It can be used to hold identifiers such as the  UPI5 (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. 9 Note that the domain values for this element are not  strictly an enumerated list. =The option premium amount payable by buyer to seller on the  specified payment date. 3Additional payments between the principal parties. ;Parameters specifying provisions relating to the optional > and mandatory early terminarion of a CapFloor transaction. :The date on which option exercise takes place. This date ? should already be adjusted for any applicable business day  convention. ;The early termination date that is applicable if an early 9 termination provision is exercised. This date should 8 already be adjusted for any applicable business day  convention. 8The adjusted dates for an individual cancellation date. 9A 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. 6A reference to the account that buys this instrument. %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. 7A reference to the account that sells this instrument. ;An placeholder for the actual option exercise definitions. ;Definition of the party to whom notice of exercise should  be given. 6A flag to indicate whether follow-up confirmation of ; exercise (written or electronic) is required following 9 telephonic notice by the buyer to the seller or seller's  agent. <The adjusted dates associated with a cancelable provision. ? These dates have been adjusted for any applicable business  day convention. =Business date convention adjustment to final payment period > per leg (swapStream) upon exercise event. The adjustments ) can be made in-line with leg level BDC's or they can be  specified seperately. *An initial fee for the cancelable option. Choice between: : The first day of the term of the trade. This day may be < subject to adjustment in accordance with a business day  convention.  Defines the effective date. Choice between: 9 The last day of the term of the trade. This day may be < subject to adjustment in accordance with a business day  convention.  The term/*maturity of the swap, express as a tenor  (typically in years). :The business day convention to apply to each calculation @ period end date if it would otherwise fall on a day that is ; not a business day in the specified financial business  centers. <The start date of the calculation period if the date falls ? before the effective date. It must only be specified if it 9 is not equal to the effective date. This date may be < subject to adjustment in accordance with a business day  convention. 7The start date of the regular part of the calculation > period schedule. It must only be specified if there is an @ initial stub calculation period. This day may be subject to ? adjustment in accordance with any adjustments specified in & calculationPeriodDatesAdjustments. 5The end date of the initial compounding period when > compounding is applicable. It must only be specified when @ the compoundingMethod element is present and not equal to a = value of None. This date may be subject to adjustment in 1 accordance with any adjustments specified in & calculationPeriodDatesAdjustments. <The end date of the regular part of the calculation period < schedule. It must only be specified if there is a final 8 stub calculation period. This day may be subject to ? adjustment in accordance with any adjustments specified in & calculationPeriodDatesAdjustments. 9Method to allocate any irregular period remaining after > regular periods have been allocated between the effective  and termination date. ;The frequency at which calculation period end dates occur = with the regular part of the calculation period schedule # and their roll date convention. Choice between: 5 The parameters used in the calculation of fixed or - floaring rate calculation period amounts. 8 The known calculation period amount or a known amount < schedule expressed as explicit known amounts and dates. 5 In the case of a schedule, the step dates may be 1 subject to adjustment in accordance with any  adjustments specified in & calculationPeriodDatesAdjustments. :The calculation period start date, adjusted according to ) any relevant business day convention. <The calculation period end date, adjusted according to any % relevant business day convention. /The number of days from the adjusted effective / start date  to the adjusted termination / end date calculated in 6 accordance with the applicable day count fraction. Choice between: 5 The amount that a cashflow will accrue interest on. 6 The amount that a cashflow will accrue interest on. < This is the calculated amount of the fx linked - ie the 5 other currency notional amount multiplied by the  appropriate fx spot rate. Choice between: : The floating rate reset information for the calculation  period. 7 The calculation period fixed rate. A per annum rate, 8 expressed as a decimal. A fixed rate of 5% would be  represented as 0.05. ;The year fraction value of the calculation period, result > of applying the ISDA rules for day count fraction defined  in the ISDA Annex. ;The amount representing the forecast of the accrued value = of the calculation period. An intermediate value used to . generate the forecastPaymentAmount in the  PaymentCalculationPeriod. :A value representing the forecast rate used to calculate ? the forecast future value of the accrual period. This is a ? calculated rate determined based on averaging the rates in > the rateObservation elements, and incorporates all of the @ rate treatment and averaging rules. A value of 1% should be  represented as 0.01 Choice between: 2 The notional amount or notional amount schedule. 6 A notional amount schedule where each notional that 7 applied to a calculation period is calculated with 6 reference to a notional amount or notional amount 8 schedule in a different currency by means of a spot 9 currency exchange rate which is normally observed at ! the beginning of each period. Choice between:   Sequence of: 5 The fixed rate or fixed rate schedule expressed as 5 explicit fixed rates and dates. In the case of a / schedule, the step dates may be subject to 2 adjustment in accordance with any adjustments 3 specified in calculationPeriodDatesAdjustments. 6 The future value notional is normally only required 2 for BRL CDI Swaps. The value is calculated as 7 follows: Future Value Notional = Notional Amount * 8 (1 + Fixed Rate) ^ (Fixed Rate Day Count Fraction). 7 The currency should always match that expressed in 7 the notional schedule. The value date should match " the adjusted termination date. 5 The base element for the floating rate calculation  definitions. The day count fraction. <The parameters specifying any discounting conventions that 5 may apply. This element must only be included if  discounting applies. =If more that one calculation period contributes to a single > payment amount this element specifies whether compounding ? is applicable, and if so, what compounding method is to be @ used. This element must only be included when more that one > calculation period contributes to a single payment amount. :A classification of the most important risk class of the < trade. FpML defines a simple asset class categorization  using a coding scheme. ;A classification of additional risk classes of the trade, = if any. FpML defines a simple asset class categorization  using a coding scheme. 9A classification of the type of product. FpML defines a 8 simple product categorization using a coding scheme. 6A 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 5 rate, strike, etc.) that are negotiated for each @ transaction. It can be used to hold identifiers such as the  UPI5 (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. 9 Note that the domain values for this element are not  strictly an enumerated list. %A known payment between two parties.  :Identifies the underlying asset when it is a series or a  class of bonds.  5To indicate whether the Condition Precedent Bond is ? applicable. The swap contract is only valid if the bond is ? issued and if there is any dispute over the terms of fixed - stream then the bond terms would be used.  :To indicate whether the Discrepancy Clause is applicable. $%&'()*+,-./0123456789:;<=>?@ABCDEFGHIJKLMNOPQRSTUVWXYZ[\]^_`abcdefghijklmnopqr      !"#$%&'()*+,-./0123456789:;<=>?@ABCDEFGHIJKLMNOPQRSTUVWXYZ[\]^_`abcdefghijklmnopqrstuvwxyz{|}~     !!!!!!!!!! ! ! ! ! !!!!!!!!!!!!!!!!!!! !!!"!#!$!%!&!'!(!)!*!+!,!-!.!/!0!1!2!3!4!5!6!7!8!9!:!;!<!=!>!?!@!A!B!C!D!E!F!G!H!I!J!K!L!M!N       !"#$%&'()*+,-./0123456789:;<=>?@ABCDEFGHIJKLMNOPQRSTUVWXYZ[\]^_`abcdefghijklmnopqrstuvwxyz{|}~      !"#$%&'()*+,-./0123456789:;<=>?@ABCDEFGHIJKLMNOPQRSTUVWXYZ[\]^_`abcdefghijklmnopqrstuvwxyz{|}~      !"#$%&'()*+,-./0123456789:;<=>?@ABCDEFGHIJKLMNOPQRSTUVWXYZ[\]^_`abcdefghijklmnopqrstuvwxyz{|}~      !"#$%&'()*+,-./0123456789:;<=>?@ABCDEFGHIJKLMNOPQRSTUVWXYZ[\]^_`abcdefghijklmno$%&'()*+,-./0123456789:;<=>?@ABCDEFGHIJKLMNOPQRSTUVWXYZ[\]^_`abcdefghijklmnopqr      !"#$%&'()*+,-./0123456789:;<=>?@ABCDEFGHIJKLMNOPQRSTUVWXYZ[\]^_`abcdefghijklmnopqrstuvwxyz{|}~                           ! " # $ % & ' ( ) * + , - . / 0 1 2 3 4 5 6 7 8 9 : ; < = > ? @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z [ \ ] ^ _ ` a b c d e f g h i j k l m n o p q r s t u v w x y z { | } ~                            ! " # $ % & ' ( ) * + , - . / 0 1 2 3 4 5 6 7 8 9 : ; < = > ? @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z [ \ ] ^ _ ` a b c d e f g h i j k l m n o p q r s t u v w x y z { | } ~                            ! " # $ % & ' ( ) * + , - . / 0 1 2 3 4 5 6 7 8 9 : ; < = > ? @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z [ \ ] ^ _ ` a b c d e f g h i j k l m n o p q r s t u v w x y z { | } ~                            ! " # $ % & ' ( ) * + , - . / 0 1 2 3 4 5 6 7 8 9 : ; < = > ? @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z [ \ ] ^ _ ` a b c d e f g h i j k l m n o p q r s t u v w x y z { | } ~                            ! " # $ % & ' ( ) * + , - . / 0 1 2 3 4 5 6 7 8 9 : ; < = > ? @ A B C D E F G H I J K L M      !"#$%&'()*+,-./0123456789:;<=>?@ABCDEFGHIJKLMNOPQRSTUVWXYZ[\]^_`abcdefghijklmnopqrstuvwxyz{|}~     c    ba`_^]\[ZYXWVUTSRQPONMLKJIH|}~Guvwxyz{F`abcdefghijklmnopqrstEXYZ[\]^_DSTUVWCLMNOPQRB9:;<=>?@ABCDEFGHIJKA*+,-./012345678@()?"#$%&'> !=<;:     9876543210/.-,+*)('&%$rqponmlkjih gfed$%&'()*+ ,-./012 34567 8 9:     ;<=> !?"#$%&'@()A*+,-./012345678B9:;<=>?@ABCDEFGHIJKCLMNOPQRDSTUVWEXYZ[\]^_F`abcdefghijklmnopqrstGuvwxyz{H|}~IJKL MNOPQRSTUVWXY Z[\ ]^ _` abc    defghijklmnopqr !!!!!!!!!! ! ! ! ! !!!!!!!!!!!!!!!!!!! !!!"!#!$!%!&!'!(!)!*!+!,!-!.!/!0!1!2!3!4!5!6!7!8!9!:!;!<!=!>!?!@!A!B!C!D!E!F!G!H!I!J!K!L!M!N Safe-Infereds9Simple product representation providing key information ) about a variety of different products u6A product to represent a standardized OTC derivative 8 transaction whose economics do not need to be fully ? described using an FpML schema because they are implied by  the product ID. :A classification of the most important risk class of the < trade. FpML defines a simple asset class categorization  using a coding scheme. ;A classification of additional risk classes of the trade, = if any. FpML defines a simple asset class categorization  using a coding scheme. 9A classification of the type of product. FpML defines a 8 simple product categorization using a coding scheme. 6A product reference identifier. The product ID is an ? identifier that describes the key economic characteristics > of the trade type, with the exception of concepts such as @ size (notional, quantity, number of units) and price (fixed 5 rate, strike, etc.) that are negotiated for each @ transaction. It can be used to hold identifiers such as the  UPI5 (universal product identifier) required by certain < regulatory reporting rules. It can also be used to hold < identifiers of benchmark products or product temnplates = used by certain trading systems or facilities. FpML does ? not define the domain values associated with this element. 9 Note that the domain values for this element are not  strictly an enumerated list. %The notional amount that was traded. #Pricing information for the trade. stu!O!P 5      !"#$%&'()*+,-./0123456789:;<=>?@ABCDEFGHIJKLMNOPQRSTUVWXYZ[\]^_`abcdefghijklmnopqrstuvwxyz{|}~      !"#$%&'()*+,-./0123456789:;<=>?@ABCDEFGHIJKLMNOPQRSTUVWXYZ[\]^_`abcdefghijklmnopqrstuvwxyz{|}~      !"#$%&'()*+,-./0123456789:;<=>?@ABCDEFGHIJKLMNOPQRSTUVWXYZ[\]^_`abcdefghijklmnopqrstuvwxyz{|}~      !"#$%&'()*+,-./0123456789:;<=>?@ABCDEFGHIJKLMNOPQRSTUVWXYZ[\]^_`abcdefghijklmnostu      !"#$%&'()*+,-./0123456789:;<=>?@ABCDEFGHIJKLMNOPQRSTUVWXYZ[\]^_`abcdefghijklmnopqrstuvwxyz{|}~                           ! " # $ % & ' ( ) * + , - . / 0 1 2 3 4 5 6 7 8 9 : ; < = > ? @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z [ \ ] ^ _ ` a b c d e f g h i j k l m n o p q r s t u v w x y z { | } ~                            ! " # $ % & ' ( ) * + , - . / 0 1 2 3 4 5 6 7 8 9 : ; < = > ? @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z [ \ ] ^ _ ` a b c d e f g h i j k l m n o p q r s t u v w x y z { | } ~                            ! " # $ % & ' ( ) * + , - . / 0 1 2 3 4 5 6 7 8 9 : ; < = > ? @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z [ \ ] ^ _ ` a b c d e f g h i j k l m n o p q r s t u v w x y z { | } ~                            ! " # $ % & ' ( ) * + , - . / 0 1 2 3 4 5 6 7 8 9 : ; < = > ? @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z [ \ ] ^ _ ` a b c d e f g h i j k l m n o p q r s t u v w x y z { | } ~                            ! " # $ % & ' ( ) * + , - . / 0 1 2 3 4 5 6 7 8 9 : ; < = > ? @ A B C D E F G H I J K L M utsstu!O!P Safe-Infered]v7A partial derivative multiplied by a weighting factor. w#Reference to a valuation scenario. x+A set of rules for generating a valuation. y;Reference to a Valuation or any derived structure such as  PricingStructureValuation. z;A valuation of an valuable object - an asset or a pricing ? input. This is an abstract type, used as a base for values @ of pricing structures such as yield curves as well as asset  values. {8The time dimensions of a term-structure. The user must , supply either a tenor or a date or both. |-A reference to a sensitivity set definition. }=A sensitivity report definition, consisting of a collection  of sensitivity definitions. ~3A set of characteristics describing a sensitivity. A collection of quoted assets. <An abstract pricing structure valuation base type. Used as : a base for values of pricing structures such as yield 5 curves and volatility matrices. Derived from the   Valuation type. <A definition of a shift with respect to a specific pricing  parameter. #Reference to a partial derivative. =A definition of the mathematical derivative with respect to ! a specific pricing parameter. For an asset (e.g. a reference/benchmark asset), the > pricing structure used to price it. Used, for example, to  specify that the rateIndex USD-LIBOR-Telerate with term =  6M is priced using the USD-LIBOR-Close curve. .Reference to a Pricing Data Point Coordinate. ;A set of index values that identify a pricing data point. ; For example: (strike = 17%, expiration = 6M, term = 1Y. +The type of pricing structure represented. 6The substitution of a pricing input (e.g. curve) for ? another, used in generating prices and risks for valuation  scenarios. ;A unique identifier for the position. The id attribute is * defined for intradocument referencing. :The type of perturbation applied to compute a derivative  perturbatively. !Reference to a market structure.  A collection of pricing inputs. <A collection of instruments usable for quotation purposes. @ In future releases, quotable derivative assets may be added  after the underlying asset. 7A generic (user defined) dimension, e.g. for use in a ; correlation surface. e.g. a currency, stock, etc. This < would take values like USD, GBP, JPY, or IBM, MSFT, etc. 9A type defining a term of the formula. Its value is the > product of the its coefficient and the referenced partial  derivatives. ;A formula for computing a complex derivative from partial > derivatives. Its value is the sum of the terms divided by ) the product of the denominator terms. 9A description of how a numerical derivative is computed. .The method by which a derivative is computed. :The type defining a denominator term of the formula. Its 0 value is (sum of weighted partials) ^ power. 9A structure that holds a set of measures about an asset. 9Reference to an underlying asset, term point or pricing  structure (yield curve). =This is a global element used for creating global types. It = holds Market information, e.g. curves, surfaces, quotes,  etc. 4A reference to a partial derivative defined in the ; ComputedDerivative.model, i.e. defined as part of this  sensitivity definition. <The weight factor to be applied to the partial derivative, . e.g. 1 or -1, or some other scaling value. ;The (optional) name for this valuation scenario, used for " understandability. For example EOD Valuations. *The date for which the assets are valued. 9A reference to the market environment used to price the  asset.  =A collection of shifts to be applied to market inputs prior % to computation of the derivative. !=A collection of shifts to be applied to market inputs prior % to computation of the derivative. &;An optional reference to the scenario that this valuation  applies to. '9A reference to the asset or pricing structure that this  values. (9A reference to the valuation scenario used to calculate 5 this valuation. If the Valuation occurs within a ? ValuationSet, this value is optional and is defaulted from ? the ValuationSet. If this value occurs in both places, the @ lower level value (i.e. the one here) overrides that in the  higher (i.e. ValuationSet). *Choice between:   Sequence of: 6 The absolute date corresponding to this term point,  for example January 3, 2005. / The amount of time from the base date of the 7 pricing input to the specified term point, e.g. 6M  or 5Y. /1The name of the sensitivity set definition, e.g.  USDLIBOR curve sensitivities. 0:The default characteristics of the quotation, e.g. type,  units, etc. 13Reference to the valuation scenario to which this @ sensitivity definition applies, e.g. a reference to the EOD > valuation scenario. If not supplied, this sensitivity set > definition is generic to a variety of valuation scenarios. 2;The type of the pricing input to which the sensitivity is 3 shown, e.g. a yield curve or volatility matrix. 3;A reference to the pricing input to which the sensitivity 9 is shown, e.g. a reference to a USDLIBOR yield curve. 46The size of the denominator, e.g. 0.0001 = 1 bp. For > derivatives with respect to time, the default period is 1  day. 58A set of sensitivity definitions. Either one per point < reported, or one generic definition that applies to all  points. 67The method by which each derivative is computed, e.g. ; analytic, numerical model, perturbation, etc., and the 1 corresponding parameters (eg. shift amounts). 9=The name of the derivative, e.g. first derivative, Hessian, < etc. Typically not required, but may be used to explain ) more complex derivative calculations. :3Reference to the valuation scenario to which this + sensitivity definition applies. If the * SensitivityDefinition occurs within a @ SensitivitySetDefinition, this is not required and normally ? not used. In this case, if it is supplied it overrides the ? valuationScenarioReference in the SensitivitySetDefinition. ;Choice between:   Sequence of: 6 A partial derivative of the measure with respect to  an input. 3 A formula defining how to compute the derivative 1 from the partial derivatives. If absent, the 2 derivative is just the product of the partial 1 derivatives. Normally only required for more , higher-order derivatives, e.g. Hessians.  unknown =;A collection of instruments used as a basis for quotation. >;A collection of valuations (quotes) for the assets needed 6 in the set. Normally these quotes will be for the / underlying assets listed above, but they don't necesarily  have to be. A;An optional reference to the scenario that this valuation  applies to. B9A reference to the asset or pricing structure that this  values. C9A reference to the valuation scenario used to calculate 5 this valuation. If the Valuation occurs within a ? ValuationSet, this value is optional and is defaulted from ? the ValuationSet. If this value occurs in both places, the @ lower level value (i.e. the one here) overrides that in the  higher (i.e. ValuationSet). D9The base date for which the structure applies, i.e. the < curve date. Normally this will align with the valuation  date. E;The spot settlement date for which the structure applies, : normally 0-2 days after the base date. The difference 8 between the baseDate and the spotDate is termed the + settlement lag, and is sometimes called  days to spot. F:The date from which the input data used to construct the @ pricing input was obtained. Often the same as the baseDate, * but sometimes the pricing input may be rolled forward, in ? which input data from one date is used to generate a curve  for a later date. G:The last date for which data is supplied in this pricing  input. H8The date and time when the pricing input was generated. L1The size of the denominator, e.g. 0.0001 = 1 bp. M5The units of the denominator, e.g. currency. If not 8 present, use the units of the PricingInputReference. R4A description, if needed, of how the derivative is  computed. SChoice between: : A reference to the pricing input parameter to which the 3 sensitivity is computed. If it is omitted, the 9 derivative definition is generic, and applies to any % input point in the valuation set. 3 Reference(s) to the pricing input dates that are ; shifted when the sensitivity is computed. Depending on 8 the time advance method used, this list could vary. 9 Used for describing time-advance derivatives (theta,  carry, etc.) T4The method by which a derivative is computed, e.g. ; analytic, numerical model, perturbation, etc., and the  corresponding parameters V#The asset whose price is required. W:A reference to the pricing input used to value the asset. \Choice between: 1 A time dimension that represents the term of a : financial instrument, e.g. of a zero-coupon bond on a 5 curve, or of an underlying caplet or swap for an  option. : A time dimension that represents the time to expiration  of an option. 8 A numerical dimension that represents the strike rate  or price of an option.  generic a8A reference to the original value of the pricing input. b'A reference to the substitution to do. n<The name of the market, e.g. the USDLIBOR market. Used for & description and understandability. o:A collection of benchmark instruments and quotes used as ! inputs to the pricing models. r<The pricing structure used to quote a benchmark instrument. tChoice between: 8 Define the underlying asset, either a listed security  or other instrument. 2 Defines the underlying asset when it is a curve  instrument. v!The name of the dimension. E.g.: Currency, Stock,  Issuer, etc. w8A reference to an instrument (e.g. currency) that this  value represents. z=The coefficient by which this term is multiplied, typically  1 or -1. {'A reference to the partial derivative. }<A term of the formula. Its value is the product of the its 7 coefficient and the referenced partial derivatives. ~9A denominator term of the formula. Its value is (sum of  weighted partials) ^ power. 4The method by which a derivative is computed, e.g. 1 analytic, numerical model, perturbation, etc. Choice between:   Sequence of: 5 The size and direction of the perturbation used to / compute the derivative, e.g. 0.0001 = 1 bp. / The value is calculated by perturbing by the 4 perturbationAmount and then the negative of the 2 perturbationAmount and then averaging the two 5 values (i.e. the value is half of the difference / between perturbing up and perturbing down). 4 The type of perturbation, if any, used to compute * the derivative (Absolute vs Relative). 6 The formula used to compute the derivative (perhaps 6 could be updated to use the Formula type in EQS.). 7 A reference to the replacement version of the market % input, e.g. a bumped yield curve. 7A partial derivative multiplied by a weighting factor. (The power to which this term is raised. ;An optional reference to the scenario that this valuation  applies to. 9A reference to the asset or pricing structure that this  values. 9A reference to the valuation scenario used to calculate 5 this valuation. If the Valuation occurs within a ? ValuationSet, this value is optional and is defaulted from ? the ValuationSet. If this value occurs in both places, the @ lower level value (i.e. the one here) overrides that in the  higher (i.e. ValuationSet). 7One or more numerical measures relating to the asset, < possibly together with sensitivities of that measure to  pricing inputs vwxyz{|}~ !"#$%&'()*+,-./0123456789:;<=>?@ABCDEFGHIJKLMNOPQRSTUVWXYZ[\]^_`abcdefghijklmnopqrstuvwxyz{|}~!Q!R!S!T!U!V!W!X!Y!Z![!\!]!^!_!`!a!b!c!d!e!f!g!h!i!j!k!l!m!n!o!p!q!r!s!t!u!v!w!x!y!z!{!|!}!~ q      !"#$%&'()*+,-./0123456789:;<=>?@ABCDEFGHIJKLMNOPQRSTUVWXYZ[\]^_`abcdefghijklmnopqrstuvwxyz{|}~      !"#$%&'()*+,-./0123456789:;<=>?@ABCDEFGHIJKLMNOPQRSTUVWXYZ[\]^_`abcdefghijklmnopqrstuvwxyz{|}~      !"#$%&'()*+,-./0123456789:;<=>?@ABCDEFGHIJKLMNOPQRSTUVWXYZ[\]^_`abcdefghijklmnopqrstuvwxyz{|}~      !"#$%&'()*+,-./0123456789:;<=>?@ABCDEFGHIJKLMNOPQRSTUVWXYZ[\]^_`abcdefghijklmno !"#$%&'()*+,-./0123456789:;<=>?@ABCDEFGHIJKLMNOPQRSTUVWXYZ[\]^_`abcdefghijklmnopqrstuvwxyz{vwxyz{|}~      !"#$%&'()*+,-./0123456789:;<=>?@ABCDEFGHIJKLMNOPQRSTUVWXYZ[\]^_`abcdefghijklmnopqrstuvwxyz{|}~                           ! " # $ % & ' ( ) * + , - . / 0 1 2 3 4 5 6 7 8 9 : ; < = > ? @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z [ \ ] ^ _ ` a b c d e f g h i j k l m n o p q r s t u v w x y z { | } ~                            ! " # $ % & ' ( ) * + , - . / 0 1 2 3 4 5 6 7 8 9 : ; < = > ? @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z [ \ ] ^ _ ` a b c d e f g h i j k l m n o p q r s t u v w x y z { | } ~                            ! " # $ % & ' ( ) * + , - . / 0 1 2 3 4 5 6 7 8 9 : ; < = > ? @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z [ \ ] ^ _ ` a b c d e f g h i j k l m n o p q r s t u v w x y z { | } ~                            ! " # $ % & ' ( ) * + , - . / 0 1 2 3 4 5 6 7 8 9 : ; < = > ? @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z [ \ ] ^ _ ` a b c d e f g h i j k l m n o p q r s t u v w x y z { | } ~                            ! " # $ % & ' ( ) * + , - . / 0 1 2 3 4 5 6 7 8 9 : ; < = > ? @ A B C D E F G H I J K L M      !"#$%&'()*+,-./0123456789:;<=>?@ABCDEFGHIJKLMNOPQRSTUVWXYZ[\]^_`abcdefghijklmnopqrstuvwxyz{|}~ !"#$%&'()*+,-./0123456789:;<=>?@ABCDEFGHIJKLMNOPQRSTUVWXYZ[\]^_`abcdefghijklmnopqrstuvwxyz{|}~|}~yz{xuvwstlmnopqrjkighfcde`ab_]^Z[\XYUVWPQRSTNOIJKLM?@ABCDEFGH<=>~789:;}-./0123456|+,{)*z$%&'(y"#x !wvYvwx !y"#z$%&'({)*|+,} -./0123456~789:;<=> ?@ABCDEFGHIJKLMNOPQRSTUVWXYZ[\]^_`abcdefghijklmnopqrstuvwxyz{|}~!Q!R!S!T!U!V!W!X!Y!Z![!\!]!^!_!`!a!b!c!d!e!f!g!h!i!j!k!l!m!n!o!p!q!r!s!t!u!v!w!x!y!z!{!|!}!~ Safe-InferedF6The items (trades, trade references, holdings, other 8 positions) that comprise this position. Currently a @ position may consist only of a single trade, a reference to ; a previously submitted position, or a reference to the @ trade. The choice structure is optional to allow extensions ' to be placed within this container. 0A list of events that have affected a position. 5A collection of related trades or positions and the 9 corresponding aggregate exposures generated by these. =The amount of detail provided in the valuation set, e.g. is ; market environment data provided, are risk definitions  provided, etc. ;A set of valuation inputs and results. This structure can > be used for requesting valuations, or for reporting them. 4 In general, the request fills in fewer elements. A set of valuation. =A collection of sensitivities. References a definition that  explains the meaning/type of the sensitivities. 9The sensitivity of a value to a defined change in input  parameters. :A scheme used to identify the type of a stream scheduled  servicing date. 5A list of dates (cash flows, resets, etc.) that are ; relevant for this structure, e.g. next cash flow, last : reset, etc. Provides a way to list upcoming or recent ? servicing dates related to this trade stream in a way that . is simpler and more flexible than the FpML  cashflows  structure. =An servicing date relevant for a trade structure, such as a  payment or a reset. ;The roles of the parties in reporting information such as  positions. =Some kind of numerical measure about an asset, eg. its NPV, < together with characteristics of that measure, together  with optional sensitivities. =A valuation scenario that is derived from another valuation  scenario. :A structure that holds a set of measures about an asset, + including possibly their sensitivities. Choice between: : An element that allows the full details of the trade to 9 be used as a mechanism for identifying the trade for ( which the post-trade event pertains. 1 A previously submitted version of the position. 5 The trade reference identifier(s) allocated to the " trade by the parties involved. Choice between:   Sequence of:  originatingEvent  trade   amendment  increase  Sequence of:  terminatingEvent  termination  novation  optionExercise  optionExpiry  deClear  withdrawal $ The additionalEvent element is an  extension/.substitution point to customize FpML and add  additional events. =A version-independent identifier for the position, possibly  based on trade identifier. 3A version identifier. Version identifiers must be ? ascending, i.e. higher numbers imply newer versions. There > is no requirement that version identifiers for a position ; be sequential or small, so for example timestamp-based & version identifiers could be used. <Information about the roles of the parties with respect to  reporting the positions. *The components that create this position. <Position level schedule date, such as final payment dates, $ in a simple and flexible format. =Valuation reported for the position, such as NPV or accrued  interest. The asset/%object references in the valuations > should refer to the deal or components of the deal in the 0 position, e.g. legs, streams, or underlyers. ;The name of the valuation set, used to understand what it  means. E.g.,  EOD Values and Risks for Party A. #Valuation scenerios used (requested/reported) in this : valuation set. E.g., the EOD valuation scenario for a > particular value date. Used for the first occurrence of a % valuation scenario in a document. 1References to valuation scenarios used (requested/ reported) 8 in this valuation set. E..g, a reference to the EOD = valuation scenario for a particular value date. Used for : subsequence occurrences of a valuation set in an FpML  document. <Reference to the party from whose point of view the assets  are valued. :Charactistics (measure types, units, sides, etc.) of the  quotes used (requested/ reported) in the valuation set. 6Definition(s) of sensitivity sets used (requested or $ reported) in this valuation set. 6Does this valuation set include a market environment? =Valuations reported in this valuation set. These values can @ be values (NPVs, prices, etc.) or risks (DAR, etc.) and can  include sensitivities. Choice between:  valuation  A reference to a quotation -A reference to a sensitivity set definition. 9A optional name for this sensitivity. This is primarily " intended for display purposes. 5A optional (but normally supplied) reference to the # definition of this sensitivity. 0A single stream level scheduled servicing date. Choice between:   Sequence of:  unadjustedDate  adjustedDate 5The type of the date, e.g. next or previous payment. 9A reference to the leg (or other product component) for  which these dates occur. Choice between: 7 The value that is associated with the scheduled date. : A reference to the value associated with this scheduled  date. 5A reference to the party from whose perspective the 7 position is valued, ie. the owner or holder of the  position. 5A reference to the party from whose perspective the 7 position is valued, ie. the owner or holder of the  position. <A reference to the party responsible for reporting trading  activities. 8A reference to the party responsible for reporting the ) position itself and its constituents. :A reference to the party responsible for calculating and . reporting the valuations of the positions.  The value of the the quotation. :The type of the value that is measured. This could be an ) NPV, a cash flow, a clean price, etc. =The optional units that the measure is expressed in. If not * supplied, this is assumed to be a price/value in currency  units.  The side (bidmidask) of the measure. <The optional currency that the measure is expressed in. If ? not supplied, this is defaulted from the reportingCurrency ' in the valuationScenarioDefinition. <The optional currency that the measure is expressed in. If ? not supplied, this is defaulted from the reportingCurrency ' in the valuationScenarioDefinition. 8When during a day the quote is for. Typically, if this < element is supplied, the QuoteLocation needs also to be  supplied. Choice between: " A city or other business center. 5 The exchange (e.g. stock or futures exchange) from  which the quote is obtained. 7The information source where a published or displayed : market rate will be obtained, e.g. Telerate Page 3750. . (When the quote was observed or derived. When the quote was computed. 'When does the quote cease to be valid. 6For cash flows, the type of the cash flows. Examples : include: Coupon payment, Premium Fee, Settlement Fee,  Brokerage Fee, etc. 7Zero or more sets of sensitivities of this measure to  various input parameters. ;The (optional) name for this valuation scenario, used for " understandability. For example EOD Valuations. <An (optional) reference to a valuation scenario from which  this one is derived. =The (optional) date for which the assets are valued. If not 9 present, the valuation date will be that of the base  valuation scenario. 9A reference to the market environment used to price the ? asset. If not present, the market will be that of the base  valuation scenario. =A collection of shifts to be applied to market inputs prior % to computation of the derivative. ;An optional reference to the scenario that this valuation  applies to. 9A reference to the asset or pricing structure that this  values. 9A reference to the valuation scenario used to calculate 5 this valuation. If the Valuation occurs within a ? ValuationSet, this value is optional and is defaulted from ? the ValuationSet. If this value occurs in both places, the @ lower level value (i.e. the one here) overrides that in the  higher (i.e. ValuationSet). 7One or more numerical measures relating to the asset, < possibly together with sensitivities of that measure to  pricing inputs. ;Indicates the rate of a currency conversion that may have $ been used to compute valuations. }!!!!!!!!!!!!!!!!!!!       !"#$%&'()*+,-./0123456789:;<=>?@ABCDEFGHIJKLMNOPQRSTUVWXYZ[\]^_`abcdefghijklmnopqrstuvwxyz{|}~      !"#$%&'()*+,-./0123456789:;<=>?@ABCDEFGHIJKLMNOPQRSTUVWXYZ[\]^_`abcdefghijklmnopqrstuvwxyz{|}~      !"#$%&'()*+,-./0123456789:;<=>?@ABCDEFGHIJKLMNOPQRSTUVWXYZ[\]^_`abcdefghijklmnopqrstuvwxyz{|}~      !"#$%&'()*+,-./0123456789:;<=>?@ABCDEFGHIJKLMNOPQRSTUVWXYZ[\]^_`abcdefghijklmno !"#$%&'()*+,-./0123456789:;<=>?@ABCDEFGHIJKLMNOPQRSTUVWXYZ[\]^_`abcdefghijklmnopqrstuvwxyz{|}~     vwxyz{|}~      !"#$%&'()*+,-./0123456789:;<=>?@ABCDEFGHIJKLMNOPQRSTUVWXYZ[\]^_`abcdefghijklmnopqrstuvwxyz{|}~                           ! " # $ % & ' ( ) * + , - . / 0 1 2 3 4 5 6 7 8 9 : ; < = > ? @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z [ \ ] ^ _ ` a b c d e f g h i j k l m n o p q r s t u v w x y z { | } ~                            ! " # $ % & ' ( ) * + , - . / 0 1 2 3 4 5 6 7 8 9 : ; < = > ? @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z [ \ ] ^ _ ` a b c d e f g h i j k l m n o p q r s t u v w x y z { | } ~                            ! " # $ % & ' ( ) * + , - . / 0 1 2 3 4 5 6 7 8 9 : ; < = > ? @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z [ \ ] ^ _ ` a b c d e f g h i j k l m n o p q r s t u v w x y z { | } ~                            ! " # $ % & ' ( ) * + , - . / 0 1 2 3 4 5 6 7 8 9 : ; < = > ? @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z [ \ ] ^ _ ` a b c d e f g h i j k l m n o p q r s t u v w x y z { | } ~                            ! " # $ % & ' ( ) * + , - . / 0 1 2 3 4 5 6 7 8 9 : ; < = > ? @ A B C D E F G H I J K L M      !"#$%&'()*+,-./0123456789:;<=>?@ABCDEFGHIJKLMNOPQRSTUVWXYZ[\]^_`abcdefghijklmnopqrstuvwxyz{|}~      !"#$%&'()*+,-./0123456789:;<=>?@ABCDEFGHIJKLMNOPQRSTUVWXYZ[\]^_`abcdefghijklmnopqrstuvwxyz{|}~      !"#$%&'()*+,-./0123456789:;<=>?@ABCDEFGHIJKLMNOPQRSTUVWXYZ[\]^_`abcdef !"#$%&'()*+,-./0123456789:;<=>?@ABCDEFGHIJKLMNOPQRSTUVWXYZ[\]^_`abcdefghijklmnopqrstuvwxyz{|}~j'  !!!!!!!!!!!!!!!!!!! Safe-Infered>6A type defining the content model for a message that 9 retracts a valuation report. This says that the most < recently supplied valuation is erroneous and a previous  value should be used. :A type defining the content model for a message normally > generated in response to a RequestValuationReport request. 7A type used in trade valuation enquiry messages which 4 relates a trade identifier to its current value. :A type defining the content model for a message allowing < one party a report containing valuations of one or many  existing trades. ;A type used in valuation enquiry messages which relates a . portfolio to its trades and current value. !A type used to describe the scope/contents of a report. Reporting messages. &Global element used to substitute for  portfolio. =Global portfolio element used as a basis for a substitution  group. ;Indicate which version of the FpML Schema an FpML message  adheres to. 6This optional attribute can be supplied by a message > creator in an FpML instance to specify which build number = of the schema was used to define the message when it was  generated. 8The specific build number of this schema version. This @ attribute is not included in an instance document. Instead, : it is supplied by the XML parser when the document is > validated against the FpML schema and indicates the build ; number of the schema file. Every time FpML publishes a ? change to the schema, validation rules, or examples within = a version (e.g., version 4.2) the actual build number is ? incremented. If no changes have been made between releases 8 within a version (i.e. from Trial Recommendation to ; Recommendation) the actual build number stays the same. ;A list of validation sets the sender asserts the document  is valid with respect to. :An optional identifier used to correlate between related  processes :A qualified identifier used to correlate between messages =A numeric value that can be used to order messages with the 5 same correlation identifier from the same sender. ;Indicates which party (or parties) (and accounts) a trade > or event is being processed for. Normally there will only = be a maximum of 2 parties, but in the case of a novation > there could be a transferor, transferee, remaining party, ; and other remaining party. Except for this case, there ; should be no more than two onABehalfOf references in a  message. 1Identifiers for the report instance and section. 5The specific characteristics included in the report. /The date for which this request was generated. =One or more trade identifiers needed to uniquely identify a  trade. ;Optional account information used to precisely define the 9 origination and destination of financial instruments. ;Indicate which version of the FpML Schema an FpML message  adheres to. 6This optional attribute can be supplied by a message > creator in an FpML instance to specify which build number = of the schema was used to define the message when it was  generated. 8The specific build number of this schema version. This @ attribute is not included in an instance document. Instead, : it is supplied by the XML parser when the document is > validated against the FpML schema and indicates the build ; number of the schema file. Every time FpML publishes a ? change to the schema, validation rules, or examples within = a version (e.g., version 4.2) the actual build number is ? incremented. If no changes have been made between releases 8 within a version (i.e. from Trial Recommendation to ; Recommendation) the actual build number stays the same. ;A list of validation sets the sender asserts the document  is valid with respect to. :An optional identifier used to correlate between related  processes :A qualified identifier used to correlate between messages =A numeric value that can be used to order messages with the 5 same correlation identifier from the same sender. ;Indicates which party (or parties) (and accounts) a trade > or event is being processed for. Normally there will only = be a maximum of 2 parties, but in the case of a novation > there could be a transferor, transferee, remaining party, ; and other remaining party. Except for this case, there ; should be no more than two onABehalfOf references in a  message. 1Identifiers for the report instance and section. 5The specific characteristics included in the report. /The date for which this request was generated. ;Optional account information used to precisely define the 9 origination and destination of financial instruments. =This is a global element used for creating global types. It = holds Market information, e.g. curves, surfaces, quotes,  etc. -An instance of a unique portfolio valuation. 9A collection of data values describing the state of the  given trade.  Choice between: 3 One or more trade identifiers needed to uniquely  identify a trade. 3 Fully-described trades whose values are reported.  ;Indicate which version of the FpML Schema an FpML message  adheres to.  6This optional attribute can be supplied by a message > creator in an FpML instance to specify which build number = of the schema was used to define the message when it was  generated. 8The specific build number of this schema version. This @ attribute is not included in an instance document. Instead, : it is supplied by the XML parser when the document is > validated against the FpML schema and indicates the build ; number of the schema file. Every time FpML publishes a ? change to the schema, validation rules, or examples within = a version (e.g., version 4.2) the actual build number is ? incremented. If no changes have been made between releases 8 within a version (i.e. from Trial Recommendation to ; Recommendation) the actual build number stays the same. ;A list of validation sets the sender asserts the document  is valid with respect to. 7Indicates if this message corrects an earlier request. :An optional identifier used to correlate between related  processes :A qualified identifier used to correlate between messages =A numeric value that can be used to order messages with the 5 same correlation identifier from the same sender. ;Indicates which party (or parties) (and accounts) a trade > or event is being processed for. Normally there will only = be a maximum of 2 parties, but in the case of a novation > there could be a transferor, transferee, remaining party, ; and other remaining party. Except for this case, there ; should be no more than two onABehalfOf references in a  message. ;The specific characteristics to be included in the report. -The date for which this report is requested. ;Optional account information used to precisely define the 9 origination and destination of financial instruments. =This is a global element used for creating global types. It = holds Market information, e.g. curves, surfaces, quotes,  etc. -An instance of a unique portfolio valuation. )An instance of a unique trade valuation. =Global portfolio element used as a basis for a substitution  group. $Zero or more trade valuation items. "/The party for which this report was generated. #1The account for which this report was generated. $9Used to categorize trades into user-defined categories, - such as house trades vs. customer trades. %:A classification of the most important risk class of the < trade. FpML defines a simple asset class categorization  using a coding scheme. &;A classification of additional risk classes of the trade, = if any. FpML defines a simple asset class categorization  using a coding scheme. '9A classification of the type of product. FpML defines a 8 simple product categorization using a coding scheme. (The desired query portfolio. g      !"#$%&'(!!!!!!!!!!!!!!!!*      !"#$%&'()*+,-./0123456789:;<=>?@ABCDEFGHIJKLMNOPQRSTUVWXYZ[\]^_`abcdefghijklmnopqrstuvwxyz{|}~      !"#$%&'()*+,-./0123456789:;<=>?@ABCDEFGHIJKLMNOPQRSTUVWXYZ[\]^_`abcdefghijklmnopqrstuvwxyz{|}~      !"#$%&'()*+,-./0123456789:;<=>?@ABCDEFGHIJKLMNOPQRSTUVWXYZ[\]^_`abcdefghijklmnopqrstuvwxyz{|}~      !"#$%&'()*+,-./0123456789:;<=>?@ABCDEFGHIJKLMNOPQRSTUVWXYZ[\]^_`abcdefghijklmno !"#$%&'()*+,-./0123456789:;<=>?@ABCDEFGHIJKLMNOPQRSTUVWXYZ[\]^_`abcdefghijklmnopqrstuvwxyz{|}~     vwxyz{|}~      !"#$%&'()*+,-./0123456789:;<=>?@ABCDEFGHIJKLMNOPQRSTUVWXYZ[\]^_`abcdefghijklmnopqrstuvwxyz{|}~                           ! " # $ % & ' ( ) * + , - . / 0 1 2 3 4 5 6 7 8 9 : ; < = > ? @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z [ \ ] ^ _ ` a b c d e f g h i j k l m n o p q r s t u v w x y z { | } ~                            ! " # $ % & ' ( ) * + , - . / 0 1 2 3 4 5 6 7 8 9 : ; < = > ? @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z [ \ ] ^ _ ` a b c d e f g h i j k l m n o p q r s t u v w x y z { | } ~                            ! " # $ % & ' ( ) * + , - . / 0 1 2 3 4 5 6 7 8 9 : ; < = > ? @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z [ \ ] ^ _ ` a b c d e f g h i j k l m n o p q r s t u v w x y z { | } ~                            ! " # $ % & ' ( ) * + , - . / 0 1 2 3 4 5 6 7 8 9 : ; < = > ? @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z [ \ ] ^ _ ` a b c d e f g h i j k l m n o p q r s t u v w x y z { | } ~                            ! " # $ % & ' ( ) * + , - . / 0 1 2 3 4 5 6 7 8 9 : ; < = > ? @ A B C D E F G H I J K L M      !"#$%&'()*+,-./0123456789:;<=>?@ABCDEFGHIJKLMNOPQRSTUVWXYZ[\]^_`abcdefghijklmnopqrstuvwxyz{|}~      !"#$%&'()*+,-./0123456789:;<=>?@ABCDEFGHIJKLMNOPQRSTUVWXYZ[\]^_`abcdefghijklmnopqrstuvwxyz{|}~      !"#$%&'()*+,-./0123456789:;<=>?@ABCDEFGHIJKLMNOPQRSTUVWXYZ[\]^_`abcdef !"#$%&'()*+,-./0123456789:;<=>?@ABCDEFGHIJKLMNOPQRSTUVWXYZ[\]^_`abcdefghijklmnopqrstuvwxyz{|}~      !"#$%&'(W!"#$%&'(      $      !"#$%&'(!!!!!!!!!!!!!!!! Safe-Infered ) products business process messaging reporting and settlement 9A type defining a content model that includes valuation > (pricing and risk) data without expressing any processing  intention. +;Indicate which version of the FpML Schema an FpML message  adheres to. ,6This optional attribute can be supplied by a message > creator in an FpML instance to specify which build number = of the schema was used to define the message when it was  generated. -8The specific build number of this schema version. This @ attribute is not included in an instance document. Instead, : it is supplied by the XML parser when the document is > validated against the FpML schema and indicates the build ; number of the schema file. Every time FpML publishes a ? change to the schema, validation rules, or examples within = a version (e.g., version 4.2) the actual build number is ? incremented. If no changes have been made between releases 8 within a version (i.e. from Trial Recommendation to ; Recommendation) the actual build number stays the same. .;A list of validation sets the sender asserts the document  is valid with respect to. /Choice between: 8 Indicates if this message corrects an earlier request. 8 Indicates if this message corrects an earlier request. 07Indicates which party (and accounts) a trade is being  processed for. 2,The root element in an FpML trade document. 4;Optional account information used to precisely define the 9 origination and destination of financial instruments. 5=This is a global element used for creating global types. It = holds Market information, e.g. curves, surfaces, quotes,  etc. 7A document containing trade andor portfolio and or party 5 data without expressing any processing intention. 9"A document that includes trade and/or valuation (pricing ? and risk) data without expressing any processing intention. )*+,-./0123456789:!!!      !"#$%&'()*+,-./0123456789:;<=>?@ABCDEFGHIJKLMNOPQRSTUVWXYZ[\]^_`abcdefghijklmnopqrstuvwxyz{|}~      !"#$%&'()*+,-./0123456789:;<=>?@ABCDEFGHIJKLMNOPQRSTUVWXYZ[\]^_`abcdefghijklmnopqrstuvwxyz{|}~      !"#$%&'()*+,-./0123456789:;<=>?@ABCDEFGHIJKLMNOPQRSTUVWXYZ[\]^_`abcdefghijklmnopqrstuvwxyz{|}~      !"#$%&'()*+,-./0123456789:;<=>?@ABCDEFGHIJKLMNOPQRSTUVWXYZ[\]^_`abcdefghijklmnopqrstuvwxyz{|}~      !"#$%&'()*+,-./0123456789:;<=>?@ABCDEFGHIJKLMNOPQRSTUVWXYZ[\]^_`abcdefghijklmnopqrstuvwxyz{|}~      !"#$%&'()*+,-./0123456789:;<=>?@ABCDEFGHIJKLMNOPQRSTUVWXYZ[\]^_`abcdefghijklmnopqrstuvwxyz{|}~      !"#$%&'()*+,-./0123456789:;<=>?@ABCDEFGHIJKLMNOPQRSTUVWXYZ[\]^_`abcdefghijklmnopqrstuvwxyz{|}~      !"#$%&'()*+,-./0123456789:;<=>?@ABCDEFGHIJKLMNOPQRSTUVWXYZ[\]^_`abcdefghijklmnopqrstuvwxyz{|}~                           ! " # $ % & ' ( ) * + , - . / 0 1 2 3 4 5 6 7 8 9 : ; < = > ? @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z [ \ ] ^ _ ` a b c d e f g h i j k l m n o p q r s t u v w x y z { | } ~                            ! " # $ % & ' ( ) * + , - . / 0 1 2 3 4 5 6 7 8 9 : ; < = > ? @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z [ \ ] ^ _ ` a b c d e f g h i j k l m n o p q r s t u v w x y z { | } ~                            ! " # $ % & ' ( ) * + , - . / 0 1 2 3 4 5 6 7 8 9 : ; < = > ? @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z [ \ ] ^ _ ` a b c d e f g h i j k l m n o p q r s t u v w x y z { | } ~                            ! " # $ % & ' ( ) * + , - . / 0 1 2 3 4 5 6 7 8 9 : ; < = > ? @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z [ \ ] ^ _ ` a b c d e f g h i j k l m n o p q r s t u v w x y z { | } ~                            ! 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Safe-Infered;A curve used to model a set of zero-coupon interest rates. <The values of a yield curve, including possibly inputs and ( outputs (dfs, forwards, zero rates). 8A generic yield curve object, which can be valued in a  variety of ways. 9A representation of volatilities of an asset. This is a 8 generic structure whose values can be supplied in a  specific volatility matrix. -A matrix of volatilities with dimension 0-3. ;A value point that can have a time dimension. Allows bid, 2 mid, ask, and spread values to be represented. :A curve consisting only of values over a term. This is a 1 restricted form of One Dimensional Structure. =A single valued point with a set of coordinates that define = an arbitrary number of indentifying indexes (0 or more). * Note that the collection of coordinates/ coordinate = references for a PricingStructurePoint must not define a  given dimension (other than generic) more than once. This  is to avoid ambiguity. <A value of the adjustment point, consisting of the x value " and the corresponding y value. <An adjustment used to accommodate a parameter of the input  trade, e.g. the strike. :A pricing data set that contains a series of points with ; coordinates. It is a sparse matrix representation of a  multi-dimensional matrix. /A collection of spot FX rates used in pricing. <A valuation of an FX curve object., which includes pricing / inputs and term structures for fx forwards. =An fx curve object., which includes pricing inputs and term  structures for fx forwards. =A curve used to model a set of forward interest rates. Used 8 for forecasting interest rates as part of a pricing  calculation.  A set of default probabilities. 9A set of credit curve values, which can include pricing 9 inputs (which are typically credit spreads), default & probabilities, and recovery rates. #A generic credit curve definition. -The frequency at which a rate is compounded. <7The frequency at which the rates are compounded (e.g.  continuously compounded). =!The curve of zero-coupon values. @;An optional reference to the scenario that this valuation  applies to. A9A reference to the asset or pricing structure that this  values. B9A reference to the valuation scenario used to calculate 5 this valuation. If the Valuation occurs within a ? ValuationSet, this value is optional and is defaulted from ? the ValuationSet. If this value occurs in both places, the @ lower level value (i.e. the one here) overrides that in the  higher (i.e. ValuationSet). C9The base date for which the structure applies, i.e. the < curve date. Normally this will align with the valuation  date. D;The spot settlement date for which the structure applies, : normally 0-2 days after the base date. The difference 8 between the baseDate and the spotDate is termed the + settlement lag, and is sometimes called  days to spot. E:The date from which the input data used to construct the @ pricing input was obtained. Often the same as the baseDate, * but sometimes the pricing input may be rolled forward, in ? which input data from one date is used to generate a curve  for a later date. F:The last date for which data is supplied in this pricing  input. G8The date and time when the pricing input was generated. IA curve of zero rates. JA curve of forward rates. KA curve of discount factors. NThe name of the structure, e.g USDLIBOR-3M EOD Curve. O:The currency that the structure is expressed in (this is 7 relevant mostly for the Interes Rates asset class). TThe name of the structure, e.g USDLIBOR-3M EOD Curve. U:The currency that the structure is expressed in (this is 7 relevant mostly for the Interes Rates asset class). V6A reference to the asset whose volatility is modeled. Y;An optional reference to the scenario that this valuation  applies to. Z9A reference to the asset or pricing structure that this  values. [9A reference to the valuation scenario used to calculate 5 this valuation. If the Valuation occurs within a ? ValuationSet, this value is optional and is defaulted from ? the ValuationSet. If this value occurs in both places, the @ lower level value (i.e. the one here) overrides that in the  higher (i.e. ValuationSet). \9The base date for which the structure applies, i.e. the < curve date. Normally this will align with the valuation  date. ];The spot settlement date for which the structure applies, : normally 0-2 days after the base date. The difference 8 between the baseDate and the spotDate is termed the + settlement lag, and is sometimes called  days to spot. ^:The date from which the input data used to construct the @ pricing input was obtained. Often the same as the baseDate, * but sometimes the pricing input may be rolled forward, in ? which input data from one date is used to generate a curve  for a later date. _:The last date for which data is supplied in this pricing  input. `8The date and time when the pricing input was generated. a0The raw volatility matrix data, expressed as a  multi-dimensional array. b+An adjustment factor, such as for vol smile/skew. e*The time dimension of the point (tenor and/ or date) fA price bid, by a buyer for an asset, i.e. the price a  buyer is willing to pay. g2A price midway between the bid and the ask price. hA price asked. by a seller for an asset, i.e. the price at & which a seller is willing to sell. i5The spread value can be used in conjunction with the mid . value to define the bid and the ask value. j;An optional reference to an underlying asset that defines > the meaning of the value, i.e. the product that the value : corresponds to. For example, this could be a discount  instrument. qChoice between: 5 An explicit, filled in data point coordinate. This * might specify expiration, strike, etc. 8 A reference to a pricing data point coordinate within  this document. rChoice between: 8 Define the underlying asset, either a listed security  or other instrument. 6 A reference to an underlying asset that defines the : meaning of the value, i.e. the product that the value ; corresponds to. For example, this could be a caplet or  simple european swaption. s The value of the the quotation. t:The type of the value that is measured. This could be an ) NPV, a cash flow, a clean price, etc. u=The optional units that the measure is expressed in. If not * supplied, this is assumed to be a price/value in currency  units. v The side (bidmidask) of the measure. w<The optional currency that the measure is expressed in. If ? not supplied, this is defaulted from the reportingCurrency ' in the valuationScenarioDefinition. x<The optional currency that the measure is expressed in. If ? not supplied, this is defaulted from the reportingCurrency ' in the valuationScenarioDefinition. y8When during a day the quote is for. Typically, if this < element is supplied, the QuoteLocation needs also to be  supplied. zChoice between: " A city or other business center. 5 The exchange (e.g. stock or futures exchange) from  which the quote is obtained. {7The information source where a published or displayed : market rate will be obtained, e.g. Telerate Page 3750. |. }(When the quote was observed or derived. ~When the quote was computed. 'When does the quote cease to be valid. 6For cash flows, the type of the cash flows. Examples : include: Coupon payment, Premium Fee, Settlement Fee,  Brokerage Fee, etc. <The value of the independent variable (e.g. strike offset). <The value of the dependent variable, the actual adjustment  amount. +The name of the adjustment parameter (e.g. Volatility Skew). .The units of the input parameter, e.g. Yield. (The values of the adjustment parameter. :The type of the value that is measured. This could be an ) NPV, a cash flow, a clean price, etc. =The optional units that the measure is expressed in. If not * supplied, this is assumed to be a price/value in currency  units.  The side (bidmidask) of the measure. <The optional currency that the measure is expressed in. If ? not supplied, this is defaulted from the reportingCurrency ' in the valuationScenarioDefinition. <The optional currency that the measure is expressed in. If ? not supplied, this is defaulted from the reportingCurrency ' in the valuationScenarioDefinition. 8When during a day the quote is for. Typically, if this < element is supplied, the QuoteLocation needs also to be  supplied. Choice between: " A city or other business center. 5 The exchange (e.g. stock or futures exchange) from  which the quote is obtained. 7The information source where a published or displayed : market rate will be obtained, e.g. Telerate Page 3750. . (When the quote was observed or derived. When the quote was computed. 'When does the quote cease to be valid. 6For cash flows, the type of the cash flows. Examples : include: Coupon payment, Premium Fee, Settlement Fee,  Brokerage Fee, etc. ;A collection of instruments used as a basis for quotation. ;A collection of valuations (quotes) for the assets needed 6 in the set. Normally these quotes will be for the / underlying assets listed above, but they don't necesarily  have to be. ;An optional reference to the scenario that this valuation  applies to. 9A reference to the asset or pricing structure that this  values. 9A reference to the valuation scenario used to calculate 5 this valuation. If the Valuation occurs within a ? ValuationSet, this value is optional and is defaulted from ? the ValuationSet. If this value occurs in both places, the @ lower level value (i.e. the one here) overrides that in the  higher (i.e. ValuationSet). 9The base date for which the structure applies, i.e. the < curve date. Normally this will align with the valuation  date. ;The spot settlement date for which the structure applies, : normally 0-2 days after the base date. The difference 8 between the baseDate and the spotDate is termed the + settlement lag, and is sometimes called  days to spot. :The date from which the input data used to construct the @ pricing input was obtained. Often the same as the baseDate, * but sometimes the pricing input may be rolled forward, in ? which input data from one date is used to generate a curve  for a later date. :The last date for which data is supplied in this pricing  input. 8The date and time when the pricing input was generated. A curve of fx forward rates. %A curve of fx forward point spreads. The name of the structure, e.g USDLIBOR-3M EOD Curve. :The currency that the structure is expressed in (this is 7 relevant mostly for the Interes Rates asset class). 4Defines the two currencies for an FX trade and the 6 quotation relationship between the two currencies. :A reference to the rate index whose forwards are modeled. The curve of forward values. ;An optional reference to the scenario that this valuation  applies to. 9A reference to the asset or pricing structure that this  values. 9A reference to the valuation scenario used to calculate 5 this valuation. If the Valuation occurs within a ? ValuationSet, this value is optional and is defaulted from ? the ValuationSet. If this value occurs in both places, the @ lower level value (i.e. the one here) overrides that in the  higher (i.e. ValuationSet). 9The base date for which the structure applies, i.e. the < curve date. Normally this will align with the valuation  date. ;The spot settlement date for which the structure applies, : normally 0-2 days after the base date. The difference 8 between the baseDate and the spotDate is termed the + settlement lag, and is sometimes called  days to spot. :The date from which the input data used to construct the @ pricing input was obtained. Often the same as the baseDate, * but sometimes the pricing input may be rolled forward, in ? which input data from one date is used to generate a curve  for a later date. :The last date for which data is supplied in this pricing  input. 8The date and time when the pricing input was generated. ;A reference to the yield curve values used as a basis for  this credit curve valuation. 'A collection of default probabilities. ;An optional reference to the scenario that this valuation  applies to. 9A reference to the asset or pricing structure that this  values. 9A reference to the valuation scenario used to calculate 5 this valuation. If the Valuation occurs within a ? ValuationSet, this value is optional and is defaulted from ? the ValuationSet. If this value occurs in both places, the @ lower level value (i.e. the one here) overrides that in the  higher (i.e. ValuationSet). 9The base date for which the structure applies, i.e. the < curve date. Normally this will align with the valuation  date. ;The spot settlement date for which the structure applies, : normally 0-2 days after the base date. The difference 8 between the baseDate and the spotDate is termed the + settlement lag, and is sometimes called  days to spot. :The date from which the input data used to construct the @ pricing input was obtained. Often the same as the baseDate, * but sometimes the pricing input may be rolled forward, in ? which input data from one date is used to generate a curve  for a later date. :The last date for which data is supplied in this pricing  input. 8The date and time when the pricing input was generated. "A curve of default probabilities. Choice between: 3 A single recovery rate, to be used for all terms. 9 A curve of recovery rates, allowing different terms to " have different recovery rates. The name of the structure, e.g USDLIBOR-3M EOD Curve. :The currency that the structure is expressed in (this is 7 relevant mostly for the Interes Rates asset class). Choice between: ' The entity for which this is defined. 8 An XML reference a credit entity defined elsewhere in  the document. The material credit event. 6The level of seniority of the deliverable obligation. <Whether the deliverable obligation is secured or unsecured. <The currency of denomination of the deliverable obligation. =The underlying obligations of the reference entity on which ( you are buying or selling protection :What sort of obligation may be delivered in the event of 1 the credit event. 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FpMLv53-0.1Data.Xmldsig.Core.SchemaData.FpML.V53.EnumData.FpML.V53.SharedData.FpML.V53.AssetData.FpML.V53.Shared.OptionData.FpML.V53.CDData.FpML.V53.ComData.FpML.V53.Shared.EQData.FpML.V53.EqdData.FpML.V53.Swaps.VarianceData.FpML.V53.Swaps.ReturnData.FpML.V53.Swaps.CorrelationData.FpML.V53.Swaps.DividendData.FpML.V53.FXData.FpML.V53.Option.BondData.FpML.V53.DocData.FpML.V53.Msg&Data.FpML.V53.Notification.CreditEventData.FpML.V53.Events.Business%Data.FpML.V53.Processes.RecordkeepingData.FpML.V53.GenericData.FpML.V53.IRDData.FpML.V53.StandardData.FpML.V53.RiskdefData.FpML.V53.Valuation!Data.FpML.V53.Reporting.ValuationData.FpML.V53.MktenvData.FpML.V53.MainRSAKeyValueTyperSAKeyValueType_modulusrSAKeyValueType_exponentDSAKeyValueTypedSAKeyValueType_pdSAKeyValueType_qdSAKeyValueType_gdSAKeyValueType_ydSAKeyValueType_jdSAKeyValueType_seeddSAKeyValueType_pgenCounterHMACOutputLengthTypeSignaturePropertyTypesignatPropType_targetsignatPropType_idsignatPropType_choice0SignaturePropertiesTypesignatPropsType_id!signatPropsType_signatureProperty ManifestTypemanifestType_idmanifestType_reference ObjectType objectType_idobjectType_mimeTypeobjectType_encodingobjectType_text0objectType_any1objectType_text2 SPKIDataTypesPKIDataType_sPKISexpsPKIDataType_any1 PGPDataTypepGPDataType_choice0X509IssuerSerialType#x509IssuerSerialType_x509IssuerName%x509IssuerSerialType_x509SerialNumber X509DataTypex509DataType_choice0RetrievalMethodTyperetriMethodType_uRIretriMethodType_typeretriMethodType_transforms KeyValueTypekeyValueType_choice0 KeyInfoTypekeyInfoType_idkeyInfoType_choice0DigestValueTypeDigestMethodTypedigestMethodType_algorithmdigestMethodType_text0digestMethodType_any1digestMethodType_text2 TransformTypetransfType_algorithmtransfType_choice0TransformsTypetransfType_transform ReferenceType refType_id refType_uRI refType_typerefType_transformsrefType_digestMethodrefType_digestValueSignatureMethodTypesignatMethodType_algorithmsignatMethodType_text0!signatMethodType_hMACOutputLengthsignatMethodType_text2signatMethodType_any3signatMethodType_text4CanonicalizationMethodTypecanonMethodType_algorithmcanonMethodType_text0canonMethodType_any1canonMethodType_text2SignedInfoTypesignedInfoType_id%signedInfoType_canonicalizationMethodsignedInfoType_signatureMethodsignedInfoType_referenceSignatureValueTypeAttributessignatValueTypeAttrib_idSignatureValueType SignatureType signatType_idsignatType_signedInfosignatType_signatureValuesignatType_keyInfosignatType_object CryptoBinaryelementSignatureelementToXMLSignatureelementSignatureValueelementToXMLSignatureValueelementSignedInfoelementToXMLSignedInfoelementCanonicalizationMethod"elementToXMLCanonicalizationMethodelementSignatureMethodelementToXMLSignatureMethodelementReferenceelementToXMLReferenceelementTransformselementToXMLTransformselementTransformelementToXMLTransformelementDigestMethodelementToXMLDigestMethodelementDigestValueelementToXMLDigestValueelementKeyInfoelementToXMLKeyInfoelementKeyNameelementToXMLKeyNameelementMgmtDataelementToXMLMgmtDataelementKeyValueelementToXMLKeyValueelementRetrievalMethodelementToXMLRetrievalMethodelementX509DataelementToXMLX509DataelementPGPDataelementToXMLPGPDataelementSPKIDataelementToXMLSPKIData elementObjectelementToXMLObjectelementManifestelementToXMLManifestelementSignaturePropertieselementToXMLSignaturePropertieselementSignaturePropertyelementToXMLSignaturePropertyelementDSAKeyValueelementToXMLDSAKeyValueelementRSAKeyValueelementToXMLRSAKeyValueTelephoneTypeEnumWeeklyRollConventionEnumValuationMethodEnumTriggerConditionEnumTouchConditionEnumTriggerTypeEnumTriggerTimeTypeEnum TimeTypeEnumThresholdTypeEnumStrikeQuoteBasisEnumStubPeriodTypeEnumStepRelativeToEnumStandardSettlementStyleEnumSpecifiedPriceEnumShareExtraordinaryEventEnumSettlementTypeEnumSettlementPeriodDurationEnumRoundingDirectionEnumRollConventionEnumReturnTypeEnumResetRelativeToEnumRealisedVarianceMethodEnumRateTreatmentEnumQuoteBasisEnumQuotationStyleEnumQuotationSideEnumQuotationRateTypeEnum PutCallEnumPriceExpressionEnumPremiumTypeEnumPremiumQuoteBasisEnumPositionStatusEnumPositionOriginEnumPeriodExtendedEnum PeriodEnumPayRelativeToEnum PayoutEnumPayerReceiverEnumOptionTypeEnumObligationCategoryEnumNotionalAdjustmentEnumNonCashDividendTreatmentEnum!NegativeInterestRateTreatmentEnum/NationalisationOrInsolvencyOrDelistingEventEnumMethodOfAdjustmentEnumMarkToMarketConventionEnumMarketDisruptionEventsEnumLengthUnitEnumInterpolationPeriodEnumInterestShortfallCapEnumInterestMethodEnumInterestCalculationTypeEnumInterestCalculationMethodEnumIndexEventConsequenceEnumIndependentAmountConventionEnumGasProductTypeEnumFxTenorPeriodEnumFxBarrierTypeEnumFrequencyTypeEnumFraDiscountingEnum!FPVFinalPriceElectionFallbackEnum FlatRateEnumFeeElectionEnumExerciseStyleEnumEquityOptionTypeEnumElectricityProductTypeEnum DualCurrencyStrikeQuoteBasisEnumDividendPeriodEnumDividendEntitlementEnumDividendDateReferenceEnumDividendCompositionEnumDividendAmountTypeEnumDisruptionFallbacksEnumDiscountingTypeEnumDifferenceTypeEnumDifferenceSeverityEnumDeliveryTypeEnumDeliveryDatesEnumDealtCurrencyEnum DayTypeEnum DayOfWeekEnumCompoundingMethodEnumCommodityDayTypeEnum(CommodityBullionSettlementDisruptionEnumCommissionDenominationEnumCalculationAgentPartyEnumCashPhysicalEnumBusinessDayConventionEnumBullionTypeEnumBreakageCostEnumAveragingMethodEnumAveragingInOutEnumTelephoneTypeEnum_PersonalTelephoneTypeEnum_FaxTelephoneTypeEnum_MobileTelephoneTypeEnum_WorkWeeklyRollConventionEnum_TBILLWeeklyRollConventionEnum_SUNWeeklyRollConventionEnum_SATWeeklyRollConventionEnum_FRIWeeklyRollConventionEnum_THUWeeklyRollConventionEnum_WEDWeeklyRollConventionEnum_TUEWeeklyRollConventionEnum_MON)ValuationMethodEnum_AverageBlendedHighest(ValuationMethodEnum_AverageBlendedMarket"ValuationMethodEnum_BlendedHighest!ValuationMethodEnum_BlendedMarket"ValuationMethodEnum_AverageHighest!ValuationMethodEnum_AverageMarketValuationMethodEnum_HighestValuationMethodEnum_MarketTriggerConditionEnum_BelowTriggerConditionEnum_AboveTouchConditionEnum_NotouchTouchConditionEnum_TouchTriggerTypeEnum_GreaterTriggerTypeEnum_LessTriggerTypeEnum_EqualTriggerTypeEnum_EqualOrGreaterTriggerTypeEnum_EqualOrLessTriggerTimeTypeEnum_AnytimeTriggerTimeTypeEnum_Closing,TimeTypeEnum_AsSpecifiedInMasterConfirmationTimeTypeEnum_DerivativesCloseTimeTypeEnum_XETRATimeTypeEnum_SpecificTimeTimeTypeEnum_OSPTimeTypeEnum_OpenTimeTypeEnum_CloseThresholdTypeEnum_UnsecuredThresholdTypeEnum_Secured/StrikeQuoteBasisEnum_CallCurrencyPerPutCurrency/StrikeQuoteBasisEnum_PutCurrencyPerCallCurrencyStubPeriodTypeEnum_LongFinalStubPeriodTypeEnum_LongInitialStubPeriodTypeEnum_ShortFinalStubPeriodTypeEnum_ShortInitialStepRelativeToEnum_PreviousStepRelativeToEnum_Initial*StandardSettlementStyleEnum_StandardAndNetStandardSettlementStyleEnum_Net$StandardSettlementStyleEnum_Standard"SpecifiedPriceEnum_WeightedAverageSpecifiedPriceEnum_MidpointSpecifiedPriceEnum_SpotSpecifiedPriceEnum_SettlementSpecifiedPriceEnum_OSPSpecifiedPriceEnum_OpeningSpecifiedPriceEnum_OfficialSpecifiedPriceEnum_Morning#SpecifiedPriceEnum_MeanOfHighAndLowSpecifiedPriceEnum_Low"SpecifiedPriceEnum_MeanOfBidAndAskSpecifiedPriceEnum_IndexSpecifiedPriceEnum_HighSpecifiedPriceEnum_ClosingSpecifiedPriceEnum_BidSpecifiedPriceEnum_AskSpecifiedPriceEnum_Afternoon%ShareExtraordinaryEventEnum_Component9ShareExtraordinaryEventEnum_PartialCancellationAndPayment4ShareExtraordinaryEventEnum_ModifiedCalculationAgent,ShareExtraordinaryEventEnum_CalculationAgent+ShareExtraordinaryEventEnum_OptionsExchange2ShareExtraordinaryEventEnum_CancellationAndPayment1ShareExtraordinaryEventEnum_AlternativeObligationSettlementTypeEnum_ElectionSettlementTypeEnum_PhysicalSettlementTypeEnum_Cash'SettlementPeriodDurationEnum_V15Minutes'SettlementPeriodDurationEnum_V30Minutes#SettlementPeriodDurationEnum_V1Hour$SettlementPeriodDurationEnum_V2HoursRoundingDirectionEnum_NearestRoundingDirectionEnum_DownRoundingDirectionEnum_UpRollConventionEnum_SUNRollConventionEnum_SATRollConventionEnum_FRIRollConventionEnum_THURollConventionEnum_WEDRollConventionEnum_TUERollConventionEnum_MONRollConventionEnum_V30RollConventionEnum_V29RollConventionEnum_V28RollConventionEnum_V27RollConventionEnum_V26RollConventionEnum_V25RollConventionEnum_V24RollConventionEnum_V23RollConventionEnum_V22RollConventionEnum_V21RollConventionEnum_V20RollConventionEnum_V19RollConventionEnum_V18RollConventionEnum_V17RollConventionEnum_V16RollConventionEnum_V15RollConventionEnum_V14RollConventionEnum_V13RollConventionEnum_V12RollConventionEnum_V11RollConventionEnum_V10RollConventionEnum_V9RollConventionEnum_V8RollConventionEnum_V7RollConventionEnum_V6RollConventionEnum_V5RollConventionEnum_V4RollConventionEnum_V3RollConventionEnum_V2RollConventionEnum_V1RollConventionEnum_TBILLRollConventionEnum_NONERollConventionEnum_SFERollConventionEnum_IMMNZDRollConventionEnum_IMMAUDRollConventionEnum_IMMCADRollConventionEnum_IMMRollConventionEnum_FRNRollConventionEnum_EOMReturnTypeEnum_TotalReturnTypeEnum_PriceReturnTypeEnum_Dividend,ResetRelativeToEnum_CalculationPeriodEndDate.ResetRelativeToEnum_CalculationPeriodStartDateRealisedVarianceMethodEnum_BothRealisedVarianceMethodEnum_Last#RealisedVarianceMethodEnum_Previous"RateTreatmentEnum_MoneyMarketYield%RateTreatmentEnum_BondEquivalentYield$QuoteBasisEnum_Currency2PerCurrency1$QuoteBasisEnum_Currency1PerCurrency2QuotationStyleEnum_TradedSpread QuotationStyleEnum_PointsUpFrontQuotationSideEnum_MidQuotationSideEnum_AskQuotationSideEnum_Bid)QuotationRateTypeEnum_ExercisingPartyPaysQuotationRateTypeEnum_MidQuotationRateTypeEnum_AskQuotationRateTypeEnum_BidPutCallEnum_CallPutCallEnum_Put(PriceExpressionEnum_PercentageOfNotional!PriceExpressionEnum_AbsoluteTermsPremiumTypeEnum_FixedPremiumTypeEnum_VariablePremiumTypeEnum_PostPaidPremiumTypeEnum_PrePaidPremiumQuoteBasisEnum_Explicit0PremiumQuoteBasisEnum_PutCurrencyPerCallCurrency0PremiumQuoteBasisEnum_CallCurrencyPerPutCurrency3PremiumQuoteBasisEnum_PercentageOfPutCurrencyAmount4PremiumQuoteBasisEnum_PercentageOfCallCurrencyAmountPositionStatusEnum_ClosedPositionStatusEnum_ExistingPositionStatusEnum_NewPositionOriginEnum_ExercisePositionOriginEnum_NettingPositionOriginEnum_NovationPositionOriginEnum_AllocationPositionOriginEnum_TradePeriodExtendedEnum_TPeriodExtendedEnum_YPeriodExtendedEnum_MPeriodExtendedEnum_WPeriodExtendedEnum_D PeriodEnum_Y PeriodEnum_M PeriodEnum_W PeriodEnum_DPayRelativeToEnum_ValuationDatePayRelativeToEnum_ResetDate!PayRelativeToEnum_LastPricingDate*PayRelativeToEnum_CalculationPeriodEndDate,PayRelativeToEnum_CalculationPeriodStartDatePayoutEnum_ImmediatePayoutEnum_DeferredPayerReceiverEnum_ReceiverPayerReceiverEnum_PayerOptionTypeEnum_StraddleOptionTypeEnum_ReceiverOptionTypeEnum_PayerOptionTypeEnum_CallOptionTypeEnum_Put!ObligationCategoryEnum_BondOrLoanObligationCategoryEnum_LoanObligationCategoryEnum_Bond/ObligationCategoryEnum_ReferenceObligationsOnly$ObligationCategoryEnum_BorrowedMoneyObligationCategoryEnum_PaymentNotionalAdjustmentEnum_Standard+NotionalAdjustmentEnum_PortfolioRebalancing NotionalAdjustmentEnum_Execution+NonCashDividendTreatmentEnum_CashEquivalent5NonCashDividendTreatmentEnum_PotentialAdjustmentEvent8NegativeInterestRateTreatmentEnum_ZeroInterestRateMethodCalculationAgentPartyEnum_AsSpecifiedInStandardTermsSupplement6CalculationAgentPartyEnum_AsSpecifiedInMasterAgreement,CalculationAgentPartyEnum_NonExercisingParty)CalculationAgentPartyEnum_ExercisingPartyCashPhysicalEnum_PhysicalCashPhysicalEnum_Cash'BusinessDayConventionEnum_NotApplicableBusinessDayConventionEnum_NONE!BusinessDayConventionEnum_NEAREST&BusinessDayConventionEnum_MODPRECEDING#BusinessDayConventionEnum_PRECEDING&BusinessDayConventionEnum_MODFOLLOWINGBusinessDayConventionEnum_FRN#BusinessDayConventionEnum_FOLLOWINGBullionTypeEnum_RhodiumSpongeBullionTypeEnum_SilverBullionTypeEnum_PlatinumBullionTypeEnum_PalladiumBullionTypeEnum_GoldBreakageCostEnum_LenderBreakageCostEnum_AgentBankAveragingMethodEnum_WeightedAveragingMethodEnum_UnweightedAveragingInOutEnum_BothAveragingInOutEnum_OutAveragingInOutEnum_InOrganizationTypeAttributesOrganizationTypeTimezoneLocationAttributesTimezoneLocation StubValueStubStrikeScheduleStrike StreetAddressStepBaseStepSpreadScheduleTypeAttributesSpreadScheduleTypeSpreadScheduleReferenceSpreadScheduleSplitSettlement SimplePaymentSharedAmericanExerciseSettlementRateSourceSettlementPriceSourceAttributesSettlementPriceSource(SettlementPriceDefaultElectionAttributesSettlementPriceDefaultElectionSettlementMethodAttributesSettlementMethodSettlementInstructionSettlementInformationScheduleReferenceScheduleRoutingIdsAndExplicitDetails RoutingIdsRoutingIdAttributes RoutingIdRoutingExplicitDetailsRoutingRounding!ReturnSwapNotionalAmountReferenceResourceTypeAttributes ResourceTypeResourceLengthResourceIdAttributes ResourceIdResourceRequestedActionAttributesRequestedActionResetFrequency RequiredIdentifierDateAttributesRequiredIdentifierDateRelativeDateSequence RelativeDatesRelativeDateOffsetPersonRoleAttributes PersonRoleBusinessUnitRoleAttributesBusinessUnitRole RelatedPerson RelatedPartyRelatedBusinessUnitReferenceBankIdAttributesReferenceBankId ReferenceBankReferenceAmountAttributesReferenceAmount ReferenceRateSourcePageAttributesRateSourcePageRateObservation RateReferenceRateQuotedCurrencyPairProductTypeAttributes ProductTypeProductReferenceProductIdAttributes ProductIdProductPrincipalExchangesPricingStructureReferencePricingStructurePrevailingTime PositiveStepPositiveSchedulePositivePayment PositiveMoneyPositiveAmountSchedule PeriodicDatesPeriodPaymentTypeAttributes PaymentTypePaymentReferencePaymentIdAttributes PaymentIdPaymentDetailsPaymentBaseExtended PaymentBasePaymentPartyTradeIdentifierReferencePersonReferenceBusinessUnitReferencePartyRoleTypeAttributes PartyRoleTypePartyRoleAttributes PartyRolePartyRelationshipDocumentationPartyRelationshipPartyReferencePartyNameAttributes PartyNamePartyIdAttributesPartyIdPartyPartialExerciseOriginatingEventAttributesOriginatingEvent OnBehalfOfOffsetPrevailingTimeOffsetNotionalReferenceNotionalAmountReferenceNotionalAmountNonNegativeStepNonNegativeScheduleNonNegativePaymentNonNegativeMoneyNonNegativeAmountScheduleMultipleExercise MoneyBaseMoneyMimeTypeAttributesMimeTypeMatrixTermAttributes MatrixTermMatrixTypeAttributes MatrixTypeMathMatchIdAttributesMatchId MasterConfirmationTypeAttributesMasterConfirmationType%MasterConfirmationAnnexTypeAttributesMasterConfirmationAnnexTypeMasterConfirmation MasterAgreementVersionAttributesMasterAgreementVersionMasterAgreementTypeAttributesMasterAgreementTypeMasterAgreementManualExerciseMainPublicationAttributesMainPublicationLegalEntityReference LegalEntityLegLanguageAttributesLanguageInterpolationMethodAttributesInterpolationMethodIntermediaryInformationInterestAccrualsMethod!InterestAccrualsCompoundingMethodInstrumentIdAttributes InstrumentIdInformationSourceInformationProviderAttributesInformationProvider IndustryClassificationAttributesIndustryClassification!IdentifiedPayerReceiverAttributesIdentifiedPayerReceiverIdentifiedDateAttributesIdentifiedDateIdentifiedCurrencyReferenceIdentifiedCurrencyAttributesIdentifiedCurrency GrossCashflowGoverningLawAttributes GoverningLawGenericAgreementFxSpotRateSourceFxRateFxCashSettlementFxFixingFutureValueAmount FrequencyFormulaComponentFormulaForecastRateIndexFloatingRateIndexAttributesFloatingRateIndexFloatingRateCalculation FloatingRateExerciseProcedureOptionExerciseProcedureExerciseNoticeExerciseFeeSchedule ExerciseFeeExerciseExchangeIdAttributes ExchangeIdEuropeanExerciseEntityNameAttributes EntityNameEntityIdAttributesEntityIdEmptyHTTPAttachmentReferenceExternalDocument DocumentationDeterminationMethodReferenceDeterminationMethodAttributesDeterminationMethodDayCountFractionAttributesDayCountFraction DateTimeList DateReference DateRange DateOffsetDateListCurrencyAttributesCurrencyCreditRatingAttributes CreditRating$CreditSupportAgreementTypeAttributesCreditSupportAgreementType*CreditSupportAgreementIdentifierAttributes CreditSupportAgreementIdentifierCreditSupportAgreementCreditSeniorityAttributesCreditSeniorityCountryCodeAttributes CountryCodeCorrespondentInformationContractualTermsSupplementContractualSupplementAttributesContractualSupplementContractualMatrix ContractualDefinitionsAttributesContractualDefinitionsClearanceSystemAttributesClearanceSystemCashSettlementReferenceBanksCashflowTypeAttributes CashflowTypeCashflowNotionalCashflowIdAttributes CashflowIdCalculationPeriodFrequencyCalculationAgentBusinessDayAdjustmentsReferenceBusinessDayAdjustmentsBusinessDateRangeBusinessCenterTimeBusinessCentersReferenceBusinessCentersBusinessCenterAttributesBusinessCenter BrokerConfirmationTypeAttributesBrokerConfirmationTypeBrokerConfirmationBermudaExercise BeneficiaryAverageDailyTradingVolumeLimitAutomaticExerciseAssetClassAttributes AssetClassAmountScheduleAmountReferenceAmericanExerciseAgreementVersionAttributesAgreementVersionAgreementTypeAttributes AgreementTypeAdjustedRelativeDateOffset"AdjustableRelativeOrPeriodicDates2!AdjustableRelativeOrPeriodicDatesAdjustableOrRelativeDatesAdjustableOrRelativeDateAdjustableOrAdjustedDate#AdjustableDatesOrRelativeDateOffsetAdjustableDatesAdjustableDate2AdjustableDateTelephoneNumberContactInformationUnitAttributesUnitPersonIdAttributesPersonIdInitialPerson BusinessUnitAddressAccountReferenceAccountNameAttributes AccountNameAccountIdAttributes AccountIdAccountToken60SchemeRestrictedPercentagePositiveDecimalNonNegativeDecimalHourMinuteTimeCorrelationValueelementToXMLProductelementProductelementExerciseelementToXMLEuropeanExerciseelementEuropeanExerciseelementToXMLBermudaExerciseelementBermudaExerciseelementToXMLAmericanExerciseelementAmericanExercise UnderlyingAssetTrancheAttributesUnderlyingAssetTrancheUnderlyingAsset UnderlyerTimeZoneAttributesTimeZoneSingleUnderlyer SimpleIRSwap SimpleFraSimpleCreditDefaultSwapReportingCurrencyTypeAttributesReportingCurrencyType RateIndexQuoteTimingAttributes QuoteTimingQuotationCharacteristicsQuantityUnitAttributes QuantityUnitPriceQuoteUnitsAttributesPriceQuoteUnitsPricePendingPayment MutualFundMortgageSectorAttributesMortgageSectorMortgageLoanLienAttributesLienIndexIdentifiedAsset FxRateAsset FxConversionFutureIdAttributesFutureIdFutureFacilityTypeAttributes FacilityTypeExchangeTradedFundExchangeTradedContractExchangeTradedCalculatedPriceExchangeTraded EquityAssetDividendPayoutDepositCurveInstrumentCouponTypeAttributes CouponTypeConvertibleBondConstituentWeightCommodityDetailsAttributesCommodityDetailsCommodityBusinessCalendarTime#CommodityBusinessCalendarAttributesCommodityBusinessCalendarCommodityBaseAttributes CommodityBase Commodity CommissionCashBondBasketNameAttributes BasketNameBasketIdAttributesBasketIdBasketConstituentBasketBasicQuotationAssetReference AssetPoolPricingModelAttributes PricingModelAssetMeasureTypeAttributesAssetMeasureTypeAssetAnyAssetReference ActualPriceelementUnderlyingAssetelementToXMLSimpleIrSwapelementSimpleIrSwapelementToXMLSimpleFraelementSimpleFra#elementToXMLSimpleCreditDefaultSwapelementSimpleCreditDefaultSwapelementToXMLRateIndexelementRateIndexelementToXMLMutualFundelementMutualFundelementToXMLMortgageelementMortgageelementToXMLLoan elementLoanelementToXMLIndex elementIndexelementToXMLFx elementFxelementToXMLFuture elementFutureelementToXMLExchangeTradedFundelementExchangeTradedFundelementToXMLEquity elementEquityelementToXMLDepositelementDepositelementCurveInstrumentelementToXMLConvertibleBondelementConvertibleBondelementToXMLCommodityelementCommodityelementToXMLCash elementCashelementToXMLBond elementBondelementToXMLBasket elementBasketWeightedAveragingObservation TriggerEventTrigger StrikeSpreadStrategyFeatureRestructuringTypeAttributesRestructuringType RestructuringQuantoPubliclyAvailableInformationPremiumPassThroughItem PassThrough OptionStrikeOptionNumericStrike OptionFeatureOptionBaseExtended OptionBaseOptionNotifyingPartyMarketDisruptionAttributesMarketDisruptionKnockGracePeriodExtension FxFeatureFrequencyTypeAttributes FrequencyTypeFeaturePayment FailureToPayCreditEventsReference CreditEventsCreditEventNotice CompositeClassifiedPaymentCalendarSpreadBarrierAveragingScheduleAveragingPeriodAveragingObservationListAsianLimitedCreditDefaultSwap ValuationDateTrancheSpecifiedCurrencySingleValuationDate SinglePaymentSettlementTermsReferenceSettlementTermsSettledEntityMatrixReferencePoolItem ReferencePool ReferencePairReferenceObligationReferenceInformationProtectionTermsReferenceProtectionTermsPhysicalSettlementTermsPhysicalSettlementPeriodPeriodicPaymentPCDeliverableObligationCharac ObligationsNotDomesticCurrencyMultipleValuationDatesMatrixSourceAttributes MatrixSourceLoanParticipationInterestShortFallInitialPaymentIndexReferenceInformationIndexNameAttributes IndexNameIndexIdAttributesIndexIdIndexAnnexSourceAttributesIndexAnnexSource GeneralTermsFloatingAmountProvisionsFloatingAmountEventsFixedRateReferenceFixedRateAttributes FixedRateFixedAmountCalculationFeeLegEntityTypeAttributes EntityTypeDeliverableObligationsCreditOptionStrikeCreditDefaultSwapOptionCreditDefaultSwapCashSettlementTermsCalculationAmountBasketReferenceInformationAdjustedPaymentDatesAdditionalTermAttributesAdditionalTermAdditionalFixedPayments#elementToXMLCreditDefaultSwapOptionelementCreditDefaultSwapOptionelementToXMLCreditDefaultSwapelementCreditDefaultSwap UnitQuantitySettlementPeriodsStepSettlementPeriodsScheduleSettlementPeriodsReferenceSettlementPeriodsFixedPriceSettlementPeriodsSequencedDisruptionFallbackQuantityReferenceQuantityScheduleReferencePhysicalSwapLegPhysicalForwardLegPercentageToleranceOilTransferDeliveryOilProductTypeAttributesOilProductType OilProductOilPipelineDeliveryOilPhysicalLeg OilDeliveryNonPeriodicFixedPriceLegMarketDisruptionEventAttributesMarketDisruptionEvent LagReferenceLagGasQualityAttributes GasQuality GasProductGasPhysicalQuantityGasPhysicalLegGasDeliveryPeriodsGasDeliveryPointAttributesGasDeliveryPoint GasDeliveryFloatingPriceLegFloatingLegCalculation FixedPriceLeg FixedPriceFinancialSwapLeg0ElectricityTransmissionContingencyTypeAttributes&ElectricityTransmissionContingencyType"ElectricityTransmissionContingencyElectricityProductElectricityPhysicalQuantityElectricityPhysicalLeg+ElectricityPhysicalDeliveryQuantitySchedule#ElectricityPhysicalDeliveryQuantityElectricityDeliveryUnitFirmElectricityDeliveryTypeElectricityDeliverySystemFirm"ElectricityDeliveryPointAttributesElectricityDeliveryPointElectricityDeliveryPeriodsElectricityDeliveryFirmElectricityDeliveryDisruptionFallbackAttributesDisruptionFallbackCommoditySwapLegCommoditySwaptionUnderlyingCommoditySwaption CommoditySwapCommodityStrikeScheduleCommoditySpreadScheduleCommoditySpread'CommoditySettlementPeriodsPriceSchedule2CommoditySettlementPeriodsNotionalQuantitySchedule*CommoditySettlementPeriodsNotionalQuantityCommodityRelativePaymentDates CommodityRelativeExpirationDates$CommodityQuantityFrequencyAttributesCommodityQuantityFrequencyCommodityProductGradeAttributesCommodityProductGradeCommodityPricingDatesCommodityPremium CommodityPipelineCycleAttributesCommodityPipelineCycleCommodityPipelineAttributesCommodityPipeline!CommodityPhysicalQuantityScheduleCommodityPhysicalQuantityBaseCommodityPhysicalQuantityCommodityPhysicalExercise!CommodityPhysicalEuropeanExercise!CommodityPhysicalAmericanExercise%CommodityPayRelativeToEventAttributesCommodityPayRelativeToEventCommodityOption!CommodityNotionalQuantityScheduleCommodityNotionalQuantityCommodityMultipleExerciseCommodityMarketDisruptionCommodityHubCodeAttributesCommodityHubCode CommodityHubCommodityFxTypeAttributesCommodityFxType CommodityFx CommodityFrequencyTypeAttributesCommodityFrequencyTypeCommodityForwardLegCommodityFixedPriceScheduleCommodityForward(CommodityExpireRelativeToEventAttributesCommodityExpireRelativeToEventCommodityExercisePeriodsCommodityExerciseCommodityEuropeanExerciseCommodityDeliveryRiskAttributesCommodityDeliveryRisk CommodityDeliveryPointAttributesCommodityDeliveryPointCommodityDeliveryPeriods#CommodityCalculationPeriodsScheduleCommodityAmericanExercise%CoalTransportationEquipmentAttributesCoalTransportationEquipmentCoalStandardQualityScheduleCoalStandardQuality CoalQualityAdjustmentsAttributesCoalQualityAdjustmentsCoalProductTypeAttributesCoalProductTypeCoalProductSpecificationsCoalProductSourceAttributesCoalProductSource CoalProductCoalPhysicalLegCoalDeliveryPointAttributesCoalDeliveryPoint CoalDeliveryCoalAttributePercentageCoalAttributeDecimal#CalculationPeriodsScheduleReferenceCalculationPeriodsReference CalculationPeriodsDatesReferenceBullionPhysicalLeg!BullionDeliveryLocationAttributesBullionDeliveryLocationAbsoluteToleranceelementToXMLOilPhysicalLegelementOilPhysicalLegelementToXMLGasPhysicalLegelementGasPhysicalLegelementToXMLFloatingLegelementFloatingLegelementToXMLFixedLegelementFixedLeg"elementToXMLElectricityPhysicalLegelementElectricityPhysicalLegelementCommoditySwapLegelementToXMLCommoditySwaptionelementCommoditySwaptionelementToXMLCommoditySwapelementCommoditySwapelementToXMLCommodityOptionelementCommodityOptionelementCommodityForwardLegelementToXMLCommodityForwardelementCommodityForwardelementToXMLCoalPhysicalLegelementCoalPhysicalLegelementToXMLBullionPhysicalLegelementBullionPhysicalLegVarianceStubCalculationPeriod StartingDateReturnSwapPaymentDatesReturnSwapNotionalReturnSwapLegUnderlyerReturnSwapEarlyTerminationReturnSwapBaseReturnSwapAmountReturnSwapAdditionalPayment ReturnSwapReturnLegValuationPriceReturnLegValuation ReturnLegReturnRepresentationsPrincipalExchangeFeaturesPrincipalExchangeDescriptionsPrincipalExchangeAmountOptionFeaturesNettedSwapBaseMakeWholeProvisions LegIdentifierLegIdAttributesLegId LegAmountInterestLegResetDates*InterestLegCalculationPeriodDatesReference!InterestLegCalculationPeriodDates InterestLegInterestCalculationIndexAdjustmentEvents FloatingRateCalculationReferenceExtraordinaryEventsEquityValuation EquityStrike EquityPremiumEquityCorporateEventsDividendPeriodDividendDividendPeriodDividendPaymentDateDividendConditionsDividendAdjustment DirectionalLegUnderlyerValuationDirectionalLegUnderlyerDirectionalLeg CorrelationCompoundingRate CompoundingCalculationFromObservationCalculatedAmountBoundedVarianceBoundedCorrelation$AdjustableDateOrRelativeDateSequenceAdditionalPaymentAmountAdditionalDisruptionEventselementReturnSwapLegelementToXMLReturnSwapelementReturnSwapelementToXMLReturnLegelementReturnLegelementToXMLInterestLegelementInterestLeg PrePayment!EquityOptionTransactionSupplementEquityOptionTermination EquityOptionEquityMultipleExercise EquityForward!EquityExerciseValuationSettlementEquityEuropeanExerciseEquityDerivativeShortFormBaseEquityDerivativeLongFormBaseEquityDerivativeBaseEquityBermudaExerciseEquityAmericanExerciseBrokerEquityOption-elementToXMLEquityOptionTransactionSupplement(elementEquityOptionTransactionSupplementelementToXMLEquityOptionelementEquityOptionelementToXMLEquityForwardelementEquityForwardelementToXMLBrokerEquityOptionelementBrokerEquityOption!VarianceSwapTransactionSupplement VarianceSwap#VarianceOptionTransactionSupplement VarianceLegVarianceAmount-elementToXMLVarianceSwapTransactionSupplement(elementVarianceSwapTransactionSupplementelementToXMLVarianceSwapelementVarianceSwap/elementToXMLVarianceOptionTransactionSupplement*elementVarianceOptionTransactionSupplementEquitySwapTransactionSupplement+elementToXMLEquitySwapTransactionSupplement&elementEquitySwapTransactionSupplementCorrelationSwapCorrelationLegCorrelationAmountelementToXMLCorrelationSwapelementCorrelationSwapFixedPaymentLegFixedPaymentAmount!DividendSwapTransactionSupplementDividendPeriodPayment DividendLeg-elementToXMLDividendSwapTransactionSupplement(elementDividendSwapTransactionSupplement UpperBoundTermDepositFeatures TermDeposit PremiumQuoteObservationScheduleMoneyReference LowerBound FxTriggerFxTouch FxSwapLegFxSwap FxStrikePrice FxSingleLegFxOptionPremiumFxOptionPayoutFxOptionFeaturesFxOptionFxMultipleExerciseFxEuropeanExerciseFxDigitalOptionFxDigitalAmericanExercise FxBoundaryFxBarrierFeature 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rametricAdjustmentPoint 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