A type representing a value corresponding to an identifier for a parameter describing a query portfolio. A generic account that represents any party's account at another party. Parties may be identified by the account at another party. An account identifier. For example an Account number. The name by which the account is known. A reference to the party beneficiary of the account. The unique identifier for the account within the document. The data type used for party identifiers. The identifier scheme used with this accountId. A unique URI to determine the authoritative issuer of these identifiers. Unique ID for the allocation. Reference to the subaccount definition in the Party list. Reference to the party definition. The fractional allocation (0.45 = 45%) of the notional and "block" fees to this particular client subaccount. The notional allocation (amount and currency) to this particular client account. The sum that must be posted upfront to collateralize against counterparty credit risk. Special credit fee assessed to certain institutions. A 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. This type is used to identify that a trade id is referring to a bock trade. The trade id of the block trade. This is used by each one of the allocated trades to reference the block trade. A specific approval state in the workflow. 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. This type is used to identify that a trade id is referring to a bock trade. The trade id of the allocated trade. This is used by the block trade to reference the allocated trade. The trade id of the parent trade for N-level allocations. This element is only used to model N-level allocations in which the trade acts 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 to other allocation trades (and so on if desired). A type for defining the obligations of the counterparty subject to credit support requirements Independent Amount is an amount that usually less creditworthy counterparties are asked to provide. It can 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 (i), the Independent Amount is not included in the calculation of Exposure, but in situation (ii), it is 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 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") A 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. The root element in an FpML trade document. An arbitary grouping of trade references (and possibly other portfolios). A business event. The parties obligated to make payments from time to time during the term of the trade. This will include, at a minimum, the principal parties involved in the swap or forward rate agreement. Other parties paying or receiving fees, commissions etc. must also be specified if referenced in other party payments. The abstract base type from which all FpML compliant messages and documents must be derived. A type defining the basic structure of FpML business events; it is refined by its derived types. An 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 element are not strictly an enumerated list. A container element allowing a schedule of payments associated with the Independent Amount. The data type used for link identifiers. A type defining party information. A party identifier, e.g. a S.W.I.F.T. bank identifier code (BIC). The name of the party. A free format string. FpML does not define usage rules for this element. Accounts serviced by this party. These are not accounts where this party is beneficiary, but instead where they are provided and by this party to the beneficiary party. The id uniquely identifying the Party within the document. The data type used for party identifiers. A type to represent a portfolio name for a particular party. A pointer style reference to a party identifier defined elsewhere in the document. The party referenced has allocated the trade identifier. A generic party role type. This can be extended to provide specialization of roles. The party fulfilling this role can be identified either directly, or indirectly via the account used to fulfil this role. A reference to the party fulfilling this role. A reference to the account fulfilling this role. A type defining one or more trade identifiers allocated to the trade by a party. A link identifier allows the trade to 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. 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. A type containing multiple partyTradeIdentifier. A type defining additional information that may be recorded against a trade. Identifies that party that has ownership of this information. Identifies the person or persons who assumed the role of trader for this trade. A 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 The 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. A fixed payment amount. A type defining the calculation rule. A fixed payment amount. The abstract base type from which all calculation rules of the independent amount must be derived. A type defining a content model for a calculation rule defined as percentage of the notional amount. A percentage of the notional amount. A reference to the notional amount. A type representing an arbitary grouping of trade references. The name of the portfolio together with the party that gave the name. An arbitary grouping of trade references (and possibly other portfolios). The data type used for portfolio names. A type representing criteria for defining a query portfolio. The criteria are made up of a QueryParameterId, QueryParameterValue and QueryParameterOperator. A type representing an identifier for a parameter describing a query portfolio. An identifier can be anything from a product name like swap to a termination date. A type representing an operator describing the relationship of a value to its corresponding identifier for a parameter describing a query portfolio. Possible relationships include equals, not equals, less than, greater than. Possible operators are listed in the queryParameterOperatorScheme. 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 defining a group of products making up a single trade. Indicates which product within a strategy represents the premium payment. A type definiting an FpML trade. The information on the trade which is not product specific, e.g. trade date. Other 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. Identifies that party (or parties) that brokered this trade. The ISDA Calculation Agent responsible for performing duties associated with an optional early termination. The city in which the office through which ISDA Calculation Agent is acting for purposes of the transaction is located. 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. TBA "Short-form" 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. The parties to the Trade are grouped into Trade Sides. Each Trade has as many as two sides. Each side is a buyer or receiver of each leg or stream. A type defining trade related information which is not product specific. 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. A 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. A type defining a trade identifier issued by the indicated party. A pointer style reference to a party identifier defined elsewhere in the document. The party referenced has allocated the trade identifier. The parties to the trade form into sides. Each side has defined roles in the lifecyle of the trade fulfilled by parties. Each party role is given in the likely order they would be filled during the lifecycle of a trade. Agency relations occur when one Party undertakes one role and another undertakes a different role. For example a Fund would be Beneficiary, use a Fund Manager as Orderer, use a trading firm as Introducer, and a broker as Executor, but give up Clearing to their prime broker. All roles always exist. An absent element means the role isn't stated. The Party placing the order. This could be a fund manager acting on behalf of a client, or a hedge fund acting on it's own behalf. This is the role with the investment discretion. Party that can relay an order directly to the trading floor at a firm. This is potentially a different firm, but may be the same as that taking the order. In effect the introducer is the first dealer to take the order. The reason an introducing dealer may forward a trade is sometime because it doesn't have the capacity to execute effectively but does have the relationship with the Orderer. Introducing Party is an industry standard term. This is semantically equivalent to the FIX and ISO20022 Introducing Firm. The Party executing or striking the trade. Executing Party is an industry standard term. This is semantically equivalent to the FIX and ISO20022 Executing Firm or Trader. The party that undertakes the confirmation process for this Trade Side. The confirmer essentially manages the matching and affirmation of trades. This is often the creditor or is increasingly outsourced to service providers such as Swapswire. The party whose name appears on the contract as being responsible for credit of the trade. This is the party in the Trade Side the credit risk is against. For example if a hedge fund was to trade in the name of it's prime broker, then the prime broker would be the creditor. The calculater is the Party that calculates, negotiates, and agrees the values to be paid at each payment date. The Settler is the party that makes the payments. Increasingly this is a service that can be externalized from the other roles. An example of a settlement service provide is SwapClear. The party that suffers the economic effect of the trade. This is usually referred to as the primary Principal in FIX and ISO20022 - which is slightly confusing in that there are potentially many Princiapal/Agency relationships. The beneficiary may be distinct from the creditor - an example is a Hedge Fund trading in the name of it's Prime Broker. The Accountants for the trade. There are potentially many accountants. This is known in FIX and ISO20022 for Collective Investment Vehicles as the Third Party Administrator (TPA), however all trades for all parties have at least one party accounting for the trade. A reference identifying a rule within a validation scheme. An abstract global element used as a basis for substition of event types A strategy product. An element that allows the full details of the trade to 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.