Specifies the currency associated with the net price. This element is not present if the price is expressed in percentage terms (as specified through the priceExpression element). Specifies the net price amount. In the case of a fixed income security or a convertible bond, this price includes the accrued interests. Specifies whether the price is expressed in absolute or relative terms. A type describing the underlyer features of a basket swap. Each of the basket constituents are described through an embedded component, the basketConstituentsType. 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 basket when these are expressed in absolute terms. Describes 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 adjust for dividends, or other corporate actions. Reuses the group that specifies a name and an identifier for a given basket. Specifies the currency for this basket. A type describing each of the constituents of a basket swap. 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 specify a specific weight for each of their basket constituents. Specifies the dividend payout ratio associated with an equity underlyer. A basket swap can have different payout ratios across the various underlying constituents. In certain cases the actual ratio is not known on trade inception, and only general conditions are then specified. Specifies the price 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 the price that characterizes the equity swap is associated to the leg of the trade. Specifies 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 the notional that characterizes the equity swap is associated to the leg of the trade. Provides a link to the spread schedule used for this underlyer. The next upcoming coupon payment. 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 have the meaning as defined in the ISDA 2002 Equity Derivatives Definitions. Eindeutiges Kürzel einer relevanten Börse. Fehlt dieses Element, gilt die Hauptbörse, an der börsengehandelte Futures- und Optionskontrakte auf den Basiswert notiert sind, als "Börse" im Sinne der ISDA-Definitionen zu Aktienderivaten von 2002. Specifies the issuer name of a fixed income security or convertible bond. The repayment precedence of a debt instrument. Specifies 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. Specifies the frequency at which the bond pays, e.g. 6M. The day count basis for the bond. The long name of a security. Vollständige Wertpapierbezeichnung. The currency in which an amount is denominated. A type describing the commission that will be charged for each of the hedge transactions. The type of units used to express a commission. The commission amount, expressed in the way indicated by the commissionType element. The 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. A type describing the weight of each of the underlyer constituent within the basket, either in absolute or relative terms. 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 basket when these are expressed in absolute terms. The relative weight of each respective basket constituent, expressed in percentage. The relative weight of each respective basket constituent, expressed as a monetary amount. Specifies the equity in which the comnvertible bond can be converted. Defines a scheme of values for specifiying if the bond has a variable coupon, step-up/down coupon or a zero-coupon. 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. 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. Specifies the actual dividend payout ratio associated with the equity underlyer. Specifies the dividend payout conditions that will be applied in the case where the actual ratio is not known, typically because of regulatory or legal uncertainties. The next upcoming dividend payment or payments. 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 have the meaning as defined in the ISDA 2002 Equity Derivatives Definitions. Eindeutiges Kürzel einer relevanten Börse. Fehlt dieses Element, gilt die Hauptbörse, an der börsengehandelte Futures- und Optionskontrakte auf den Basiswert notiert sind, als "Börse" im Sinne der ISDA-Definitionen zu Aktienderivaten von 2002. A short form unique identifier for an exchange on which the reference option contract is listed. This is to address the 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 type an Exchange Traded Contract 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 have the meaning as defined in the ISDA 2002 Equity Derivatives Definitions. Eindeutiges Kürzel einer relevanten Börse. Fehlt dieses Element, gilt die Hauptbörse, an der börsengehandelte Futures- und Optionskontrakte auf den Basiswert notiert sind, als "Börse" im Sinne der ISDA-Definitionen zu Aktienderivaten von 2002. A short form unique identifier for an exchange on which the reference option contract is listed. This is to address the 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. 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. 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 have the meaning as defined in the ISDA 2002 Equity Derivatives Definitions. Eindeutiges Kürzel einer relevanten Börse. Fehlt dieses Element, gilt die Hauptbörse, an der börsengehandelte Futures- und Optionskontrakte auf den Basiswert notiert sind, als "Börse" im Sinne der ISDA-Definitionen zu Aktienderivaten von 2002. A short form unique identifier for an exchange on which the reference option contract is listed. This is to address the 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. Specifies the fund manager that is in charge of the fund. 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 have the meaning as defined in the ISDA 2002 Equity Derivatives Definitions. Eindeutiges Kürzel einer relevanten Börse. Fehlt dieses Element, gilt die Hauptbörse, an der börsengehandelte Futures- und Optionskontrakte auf den Basiswert notiert sind, als "Börse" im Sinne der ISDA-Definitionen zu Aktienderivaten von 2002. A short form unique identifier for an exchange on which the reference option contract is listed. This is to address the 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. Specifies the contract multiplier that can be associated with the number of units. Specifies 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. A type defining a short form unique identifier for a future contract. Specifies a currency conversion rate. Defines the two currencies for an FX trade and the quotation relationship between the two currencies. Defines the source of the FX rate. 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 have the meaning as defined in the ISDA 2002 Equity Derivatives Definitions. Eindeutiges Kürzel einer relevanten Börse. Fehlt dieses Element, gilt die Hauptbörse, an der börsengehandelte Futures- und Optionskontrakte auf den Basiswert notiert sind, als "Börse" im Sinne der ISDA-Definitionen zu Aktienderivaten von 2002. A short form unique identifier for the reference future contract in the case of an index underlyer. 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. A structure representing a pending dividend or coupon payment. The date that the dividend or coupon is due. The amount of the dividend or coupon payment. Value of dividends or coupon between ex and pay date. Stock: if we are between ex-date and pay-date and the dividend is payable under the swap, then this should be the ex-div amount * # 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. This field indicates the interest accrued on dividend/coupon 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. A type describing the strike price. This optional component specifies the commission to be charged for executing the hedge transactions. 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. Specifies the accrued interest that are part of the dirty price in the case of a fixed income security or a convertible bond. Expressed in percentage of the notional. Specifies the currency conversion rate that applies to an amount. This rate can either be defined elsewhere in the document (case of a quanto swap), 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 accrued interest. Thus netPrice - cleanNetPrice = accruedInterest. The currency and price expression for this field are the same as those for the (dirty) netPrice. Allows information about how the price was quoted to be provided. Specifies 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 reference entity, index, etc. upon which the CDS is based. Specifies the term of the simple CD swap, e.g. 5Y. Specifies the frequency at which the swap pays, e.g. 6M. Specifies the start term of the simple fra, e.g. 3M. Specifies the end term of the simple fra, e.g. 9M. The day count basis for the FRA. Specifies the term of the simple swap, e.g. 5Y. Specifies the frequency at which the swap pays, e.g. 6M. The day count basis for the swap. A type describing the single underlyer of a swap. 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 basket when these are expressed in absolute terms. Specifies the dividend payout ratio associated with an equity underlyer. A basket swap can have different payout ratios across the various underlying constituents. In certain cases the actual ratio is not known on trade inception, and only general conditions are then specified. The next upcoming coupon payment. A type describing the whole set of possible underlyers: single underlyers or multiple underlyers, each of these having either security or index components. Describes the swap's underlyer when it has only one asset component. Describes the swap's underlyer when it has multiple asset components. A type describing the basic components of a security of index underlyer. The long name of a security. Vollständige Wertpapierbezeichnung. The currency in which an amount is denominated. An optional reference to a full FpML product that defines 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 product override those in the detailed definition. Defines the underlying asset when it is a bond. Defines 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. Defines the underlying asset when it is a convertible bond. Defines a simple underlying asset that is a term deposit. Defines the underlying asset when it is a listed equity. Defines the underlying asset when it is an exchange-traded fund. Defines the underlying asset when it is a listed future contract. Defines a simple underlying asset type that is an FX rate. Used for specifying FX rates in the pricing and risk model. Defines the underlying asset when it is a financial index. Defines the underlying asset when it is a mutual fund. Defines a simple underlying asset that is an interest rate index. Used for specifying benchmark assets in the market environment in the pricing and risk model. Defines a simple underlying asset that is a credit default swap. Defines a simple underlying asset that is a forward rate agreement. Defines a simple underlying asset that is a swap. Define the underlying asset when it is a listed security. A group that specifies a name and an identifier for a given basket. The name of the basket expressed as a free format string. FpML does not define usage rules for this element. A CDS basket identifier A CDS basket identifier An item which has credit characteristics that can be modeled, e.g. a firm, index, or region The entity for which this is defined. An XML reference a credit entity defined elsewhere in the document.