| acceleratedOrMatured |
A deliverable obligation characteristic |
| account |
The account that might be associated with the party |
| accountBeneficiary |
A reference to the party beneficiary of the account |
| accountName |
The name by which the account is known |
| accountNumber |
The account number |
| accountReference |
Reference to an account |
| accountType |
The type of account, e |
| accrualFactor |
The accrual rate and related terms, to adjust the price of an underlier impac… |
| accruedInterest |
Indicates whether accrued interest is included (true) or not (false) |
| accrueInterestOnUnsettledInterest |
Indicates whether interest accruing on unsettled interest amount is included … |
| acquiredSecurity |
Defines the underlier for the Acquired Company involved in Merger corporate a… |
| acquiredSecurityPrice |
The price observation that relates to underlier for the Acquired Company |
| actingAs |
Specifies the CounterpartyRoleEnum, e |
| action |
Specifies whether the event is a new, a correction or a cancellation |
| activityDate |
The activity date on which the closing state took place, i |
| addendumLanguage |
The party specific language to be included in the agreement |
| additionalAcknowledgements |
If true, then additional acknowledgements are applicable |
| additionalAmendments |
Any additional amendments that might be specified by the parties to the agree… |
| additionalBespokeTerms |
Any additional terms that might be specified applicable |
| additionalBusinessDays |
Any additional business days that be applicable |
| additionalContactInformation |
Additional notice/address information of the party |
| additionalDisruptionEvents |
|
| additionalDividends |
If present and true, then additional dividends are applicable |
| additionalFixedPayments |
Specifies the events that will give rise to the payment additional fixed paym… |
| additionalHaircutPercentage |
Percentage value of any additional haircut to be applied to a collateral asse… |
| additionalInformation |
Additional information on the recipient |
| additionalLanguage |
Represents any additional language that may need to be captured regarding the… |
| additionalObligations |
The party specific additional obligations applicable to the agreement |
| additionalRegime |
The additional regulatory regime as specified by the parties |
| additionalRepresentation |
The specification of the Additional Representation that may be applicable to … |
| additionalRepresentations |
The specification Additional Representations that may be applicable to the ag… |
| additionalRightsEvent |
The Additional Rights Event election |
| additionalTerm |
This attribute is used for representing information contained in the Addition… |
| additionalTerminationEvent |
Specifies events that may lead to the early termination of the Master Agreeme… |
| additionalTerms |
The bespoke Additional Type for the purposes of Covered Transactions (IM) |
| additionalType |
The CDM’s additionalType attribute; each class’s slot_usage gives its meaning |
| address |
The street/postal address |
| addressesForTransfer |
The optional specification of address for transfer as specified by the respec… |
| addressForNotices |
Specification of the address and other details for notices |
| adjustableDate |
A date that shall be subject to adjustment if it would otherwise fall on a da… |
| adjustableDates |
A series of dates that shall be subject to adjustment if they would otherwise… |
| adjustableOrRelativeDate |
A single settlement date subject to adjustment or specified as relative to an… |
| adjustDate |
Data needed to adjust the Reset Date |
| adjustedCalculationPeriod |
The calculation period after adjusting for non-business days and relevant fin… |
| adjustedCashSettlementPaymentDate |
The date on which the cash settlement amount is paid |
| adjustedCashSettlementValuationDate |
The date by which the cash settlement amount must be agreed |
| adjustedDate |
The date once the adjustment has been performed |
| adjustedEarlyTerminationDate |
The early termination date that is applicable if an early termination provisi… |
| adjustedEndDate |
The calculation period end date, adjusted according to any relevant business … |
| adjustedExerciseDate |
The date on which option exercise takes place |
| adjustedExerciseFeePaymentDate |
The date on which the exercise fee amount is paid |
| adjustedExtendedTerminationDate |
The termination date if an extendible provision is exercised |
| adjustedFixingDate |
The adjusted fixing date, i |
| adjustedFxSpotFixingDate |
The date on which the FX spot rate is observed |
| adjustedObservationDates |
|
| adjustedPaymentDate |
The adjusted payment date |
| adjustedPeriod |
|
| adjustedResetDate |
The final, legally binding reset date after applying business day conventions |
| adjustedStartDate |
The calculation period start date, adjusted according to any relevant busines… |
| adjustment |
|
| adjustmentFactor |
Specifies any additional details e |
| adjustmentRatio |
The number that denotes the cumulative quantity of post-split shares issued t… |
| adjustObservationDates |
Data needed to adjust the Observation Dates |
| adjustPeriod |
Data needed to adjust the Calculation Period |
| after |
The agreement as it looks after the event |
| agency |
Specifies The credit agency to which the other variables (notation, scale, de… |
| agencyRating |
The agency rating based on default risk and creditors claim in event of defau… |
| agent |
The determined Calculation Agent for the event |
| agentIfOther |
The specified Calculation Agent if identified as other from the enumerated li… |
| aggregateValue |
Represents the aggregate value of the portfolio in base currency |
| aggregateWeight |
The total weight of all the terms that went into the calculated rate |
| aggregation |
How does paragraph 5 |
| aggregationParameters |
Describes the portfolio by describing how to aggregate all its relevant Event… |
| aggregationType |
How is the mark to market value determined? |
| agreedAmountBaseCurrency |
Indicates the amount that posting entity agrees to remit in response to margi… |
| agreedDiscountRate |
This may be used to indicate the discount rate to be used for cash collateral… |
| agreement |
Specification of the standard set of terms that define a legal agreement |
| agreementDate |
The date on which the legal agreement has been agreed between the parties |
| agreementMinimumTransferAmount |
Specifies the collateral legal agreement minimum transfer amount in base curr… |
| agreementName |
The legal agreement name, e |
| agreementRounding |
Specifies the collateral legal agreement rounding in base currency |
| agreementSet |
The language associated with the umbrella agreement, and which applies to all… |
| agreementsRegardingHedging |
If true, then agreements regarding hedging are applicable |
| agreementTerms |
Specification of the content of the legal agreement |
| agreementThreshold |
Specifies the collateral legal agreement threshold amount in base currency |
| agreementType |
Specification of the legal agreement type |
| allCriteria |
|
| AllCriteria |
Enables two or more Collateral Criteria to be combined using AND logic |
| allDirectionRating |
|
| AllDirectionRating |
Enables two or more Direction and Ratings to be combined using AND logic |
| allDividends |
Represents the European Master Confirmation value of ‘All Dividends’ which, w… |
| AllEligibilityToHoldCollateralCriteria |
Enables two or more Criteria to be combined using AND logic |
| allGuarantees |
Indicates whether an obligation of the Reference Entity, guaranteed by the Re… |
| alphaContract |
The contract that will be submitted to the clearing house for clearing |
| alternativeProvision |
Specifies an alternative to interest amount, when the alternative provision c… |
| alternativeTerms |
The alternative dispute resolution procedure if specified |
| alternativeToInterestAmount |
Specifies the alternative to interest amounts |
| amendmentsToJapaneseProvisions |
Additional Amendments to Japanese Securities Provisions are specified when Tr… |
| amendmentsToJapaneseProvisionsTerms |
Specific terms applicable to Additional Amendments to Japanese Securities Pro… |
| amount |
Current value of the outstanding contract |
| amountBaseCurrency |
Specifies the collateral balance amount in base currency determined within a … |
| amountIsInfinity |
A flag that defines the Minimum Transfer Amount (MTA) as Infinity |
| amountOfNetCapital |
The amount of net capital |
| AmountOfNetCapital |
The minimum amount of net capital to be entitled to hold Posted Collateral |
| amountRemaining |
The limit remaining for the limit level and limit type |
| amountUtilized |
The limit utilised by all the cleared trades for the limit level and limit ty… |
| ancillaryParty |
Identifies a party via its ancillary role on a transaction (e |
| ancillaryPartyRole |
The role of a party with indirect participation in the asset (i |
| announcementDate |
The date on which the corporate action is announced by the issuer |
| annualizationFactor |
This specifies the numerator of an annualization factor |
| anyCriteria |
|
| AnyCriteria |
Enables two or more Collateral Criteria to be combined using OR logic |
| anyDirectionRating |
|
| AnyDirectionRating |
Enables two or more Direction and Ratings to be combined using OR logic |
| AnyEligibilityToHoldCollateralCriteria |
Enables two or more Criteria to be combined using OR logic |
| applicable |
Indicates whether the Not Domestic Currency provision is applicable |
| applicableBusinessDays |
the business days that are applicable for the calculation |
| applicableCsa |
This may be used to specify what type of CSA (credit support annex/agreement)… |
| applicableParty |
Whether the additional termination event is applicable for the relevant party |
| applicableRegime |
A class to specify the regime(s) that parties to a legal agreement, such as t… |
| applicableTransfer |
The definition of ‘Transfer’ with respect to Other Eligible Support and Other… |
| applicableValue |
The definition of ‘Value’ with respect to Other Eligible Support and Other Po… |
| appliedRate |
The rate that was actually applied, after all calculations and treatments |
| appliesTo |
Specifies which of the two counterparties the criteria applies to (either one… |
| appropriatedCollateralValuation |
The election for the Valuation of Appropriate Collateral |
| approval |
Optional party approvals for the current workflow step |
| approved |
Flag denoting whether the workflow step is approved or not |
| arithmeticOperator |
Specifies the arithmetic operator via an enumeration |
| asCalculationAgent |
If set to True, the Calculation Time for Initial Margin is the time as of whi… |
| asPermitted |
If set to True, the Control Agreement is a Credit Support Document with respe… |
| asset |
Represents the object that is subject to the transfer, it could be an asset o… |
| Asset |
The object to be observed is an Asset, ie something that can be owned and tra… |
| assetAgencyRating |
Represents an agency rating based on default risk and creditors claim in even… |
| AssetAgencyRating |
Criteria is the agency rating(s) of the collateral asset |
| assetBacked |
Specifies the type of Asset Backed Security |
| assetClass |
The Asset Class of the Index |
| assetCountryOfOrigin |
Represents a filter on the asset country of origin based on the ISO Standard … |
| AssetCountryOfOrigin |
Criteria is the collateral asset country of origin |
| AssetIdentifier |
Criteria is a specifically identified asset |
| assetLeg |
Defines each asset movement as a buy/sell at different dates, typically 1 nea… |
| AssetMaturity |
Criteria is the maturity characteristics of the collateral asset |
| AssetPayout |
Defines the assets and movements in a security financing transaction |
| assetType |
Specifies the type of asset |
| AssetType |
Criteria is the asset type of the collateral |
| assignableLoan |
A deliverable obligation characteristic |
| assignedIdentifier |
The identifier value |
| assignmentOfClaim |
|
| asSpecified |
The bespoke party specific Regime term elections applicable when specified |
| asSpecifiedInConfirmation |
Specifies if the calculation agent is provided in the confirmation related to… |
| attachment |
A human readable document, for example a confirmation |
| attachmentPoint |
Lower bound percentage of the loss that the Tranche can endure, expressed as … |
| auctionDate |
The date on which the auction is scheduled to occur |
| automaticEarlyTermination |
The specification of whether there is an automatic occurrence of an Early Ter… |
| automaticEarlyTerminationApplies |
Does automatic early termination apply to the specified party? |
| automaticEarlyTerminationInModifiedForm |
Automatic early termination applies in a modified form only |
| automaticEarlyTerminationOther |
Optional string to capture any further information regarding the automatic ea… |
| automaticEarlyTerminationRequiredDueToSystemOfLaw |
Automatic early termination only applies if required due to system of law, ot… |
| automaticEarlyTerminationSpecifiedSeparatelyForEachPrinciple |
In the case where party is acting as an agent, is automatic early termination… |
| automaticExercise |
If automatic is specified, then the notional amount of the underlying swap no… |
| automaticSetOff |
The Automatic Set-Off provision applies when the value is set to True |
| automation |
Are third party vendors allowed to automate the processing of loans in the ev… |
| availableInventoryRecord |
An array holding the list of inventory being described |
| availableInventoryType |
Defines the purpose of this inventory |
| averageTradingVolume |
Specifies an average trading volume on an exchange in relation to Equity prod… |
| averagingCalculation |
Defines parameters for use in cases when a valuation or other term is based o… |
| averagingDateTimes |
An unweighted list of averaging observation date and times |
| averagingFeature |
Indicates if the averaging calculation, when applicable, is weighted or unwei… |
| averagingInOut |
|
| averagingMethod |
Specifies enumerations for the type of averaging calculation |
| averagingMethodology |
Identifies the aggregation method to use in the case where multiple observati… |
| averagingObservation |
A single weighted averaging observation |
| averagingObservations |
A weighted list of averaging observation date and times |
| averagingPeriodFrequency |
The frequency at which averaging period occurs with the regular part of the v… |
| averagingPeriodIn |
The averaging in period |
| averagingPeriodOut |
The averaging out period |
| averagingStrikeFeature |
Defines an option strike that is calculated from an average of observed marke… |
| balanceOfFirstPeriod |
Indicates, when true, that that the first Calculation Period should run from … |
| bankHolidaysTreatment |
Specifies whether the dates defined include holidays or not |
| bankruptcy |
A credit event |
| barrier |
Specifies a barrier feature |
| baseAndEligibleCurrency |
The base and eligible currency(ies) for the document as specified by the part… |
| baseCurrency |
The common agreed currency into which relevant amounts of all collateral arra… |
| baseCurrencyExposure |
Represents the current mark to market value or IM calculation value of the tr… |
| baseCurrencyIfOriginalNotFreelyConvertible |
If the base currency is not freely convertible, the fallback currency can be … |
| baseCurrencyMustBeFreelyConvertible |
The base currency that is defined must be freely convertible |
| baseCurrencyOther |
Utilised where the clause data structure is not able to capture a material as… |
| baseCurrencyTerminationCurrency |
A flag detailing whether the Base Currency is set to the Termination Currency… |
| baseValue |
The 1st value in the arithmetic operation, which may be non-commutative in so… |
| Basket |
The object to be observed is a Basket, ie a collection of Observables with an… |
| basketConstituent |
Identifies the constituents of the basket |
| basketId |
A CDS basket identifier |
| basketName |
The name of the basket expressed as a free format string |
| basketPercentage |
The relative weight of each respective basket constituent, expressed in perce… |
| basketReferenceInformation |
This attribute contains all the terms relevant to defining the Credit Default… |
| before |
Specifies the Legal Agreement that will be acted upon by the primitive event … |
| belgianLawSecurityAgreement |
The qualification of whether the Belgian Law Security Agreement Addendum is d… |
| benchmarkObligationDefault |
|
| benchmarkObligationDefaultIsApplicable |
|
| bespokeCalculationAgentTerms |
The Calculation Agent (IM) terms when specified |
| bespokeCalculationDate |
The specification of bespoke Calculation Date terms for the purposes of Initi… |
| bespokeCalculationFormula |
To describe the formula used to calculate the Adjustment Factor |
| bespokeCalculationTime |
Bespoke terms to describe the time as of which such party (or the Calculation… |
| bespokeCalculationTimeTerms |
Additional Terms applicable to Calculation Time for Initial Margin |
| bespokeCoveredTransactions |
Covered Transactions when not expressed using the ISDA taxonomy |
| bespokeCreditSuppportDocument |
Specification of a document when not captured under RelatedAgreement |
| bespokeCreditSuppportProvider |
|
| bespokeEscrowArrangements |
|
| bespokeEventDescription |
Corporate action triggered by the occurrence of an event which description is… |
| bespokeTransferTiming |
The time by which the transfer of collateral must take place when different f… |
| bespokeTransferTimingTerms |
The bespoke transfer timing terms applicable to the agreement |
| billingEndDate |
The ending date of the period described by this invoice |
| billingRecord |
The billing records contained within the invoice |
| billingRecordInstruction |
Instructions for creating the billing records contained within the invoice |
| billingStartDate |
The starting date of the period described by this invoice |
| billingSummary |
The billing summaries contained within the invoice |
| block |
Defines a delivery profile block, including start and end time, days of the w… |
| bond |
Reference to a bond underlier |
| bondReference |
Reference to a bond underlier to represent an asset swap or Condition Precede… |
| bothAffected |
Specifies fallback Termination Currency where both parties are Affected Parti… |
| bothAffectedTermCurrencyOption |
Specifies termination currency where there are two Affected Parties and they … |
| boundary |
Indicates the boundary of a credit agency rating i |
| boundedCorrelation |
Describes correlation bounds, which form a cap and a floor on the realized co… |
| boundedVariance |
Conditions which bound variance |
| branch |
Description of the specific branch entered into by the relevant party |
| breakdown |
Each split breakdown specifies the set of primitive instructions to be applie… |
| brokerConfirmationType |
|
| businessCenter |
A code identifying a business day calendar location |
| businessCenters |
The business center(s), specified either explicitly or by reference to those … |
| businessCentersReference |
A reference to a financial business center location specified elsewhere in th… |
| businessDateRange |
A range of contiguous business days |
| businessDayConvention |
The convention for adjusting a date if it would otherwise fall on a day that … |
| businessDays |
A number of business days |
| businessDaysNotSpecified |
An explicit indication that a number of business days are not specified and t… |
| businessDaysThereafter |
The number of business days between successive valuation dates when multiple … |
| businessEvent |
Life cycle event for the step |
| businessUnit |
Optional organization unit information used to describe the organization unit… |
| buyer |
Buyer party that can be resolved as one of the two principal parties to the t… |
| buyerSeller |
|
| cabEndDate |
The business days following the related Collateral Access Breach when the add… |
| cabEndDateElection |
Determination of whether the Collateral Access Breach end date is a number of… |
| cabEndDateTerms |
Specific terms for when Collateral Access Breach terms end |
| calculated |
Specifies whether the taxonomy has been derived from the model features using… |
| calculatedAmount |
The amount of the cash flow that was computed, including any spreads and othe… |
| calculatedRate |
The resulting calculated weight |
| calculateResetValue |
Data needed to calculate the Reset Value |
| calculationAgent |
Defines the Calculation Agent for the ISDA Master Agreement |
| calculationAgentBusinessCenter |
The city in which the office through which ISDA Calculation Agent is acting f… |
| calculationAgentDetermination |
The calculation agent will decide the rate |
| calculationAgentParty |
Specifies the party which is the ISDA Calculation Agent for the trade |
| calculationAgentPartyEnum |
Specifies the ISDA calculation agent responsible for performing duties as def… |
| calculationAgentTerms |
Details of the party calculating the value of collateral to be delivered or r… |
| calculationAndTiming |
The set of elections for determining Valuation and Timing terms specific to t… |
| calculationBase |
Whether the rate is calculated in advance, in arrears, or relative to a reset… |
| calculationDateImTerms |
The Additional Calculation Date terms for the purposes of Initial Margin |
| calculationDateLocation |
The specified location where the credit exposure will be calculated by the re… |
| calculationDateTime |
Indicates the date when the exposure is calculated if different from valuatio… |
| calculationDefaults |
Any calculation default values |
| calculationDetails |
Calculated rate details (observation dates, values, and weights) |
| calculationMethod |
Identifies which of the Pythagorean means is being used to compute an average… |
| calculationParameters |
Support for modular calculated rates, such such as lockout compound calculati… |
| calculationPeriod |
The parameters used in the calculation of a fixed or floating rate calculatio… |
| calculationPeriodDates |
Defines parameters used to generate the calculation period dates schedule, in… |
| calculationPeriodDatesAdjustments |
The specification of the business day convention and financial business cente… |
| calculationPeriodDatesReference |
A set of href pointers to calculation period dates defined somewhere else in … |
| calculationPeriodFrequency |
The frequency at which calculation period end dates occur with the regular pa… |
| calculationPeriodNotionalAmount |
The notional in effect during the calculation period |
| calculationPeriodNumberOfDays |
The number of days from the adjusted effective / start date to the adjusted t… |
| calculationStyle |
Indicates the style of how the inflation index calculates the payment (e |
| calculationTerms |
Describes the input terms involved in the calculation of the accrual factor |
| calendarDay |
Defines the day of the calendar if this is specified for in the ValuationDate… |
| calendarSpread |
Definition of the later expiration date in a calendar spread |
| callAgreementType |
Specifies the legal agreement type the margin call is generated from and gove… |
| callAmountInBaseCurrency |
Specifies the amount of margin being called for which accounts for margin cal… |
| callFunction |
|
| callIdentifier |
Represents a unique Identifier for a margin call message, that can be referen… |
| callingParty |
The party with right to exercise a cancellation |
| callType |
Indicates the status of the call message type, such as expected call, notific… |
| cancelableProvision |
A provision that allows the specification of an embedded option within a swap… |
| cancelableProvisionAdjustedDates |
The adjusted dates associated with a cancelable provision |
| cancellationEvent |
The adjusted dates for an individual cancellation date |
| canonicalUri |
Canonical URI which uniquely identifies all versions (collectively) of the re… |
| canonicalVersionUri |
Canonical URI which uniquely identifies a specific version of the referenced … |
| capacityUnit |
Provides an enumerated value for a capacity unit, generally used in the conte… |
| capRate |
The cap rate, if any, which applies to the floating rate for the calculation … |
| capRateSchedule |
The cap rate or cap rate schedule, if any, which applies to the floating rate |
| Cash |
An Asset that consists solely of a monetary holding in a currency |
| cash |
Details of how cash collateral is valued when resolving disputes |
| cashBalance |
The aggregate cost of proceeds |
| cashCollateral |
Details of how cash collateral is valued |
| cashCollateralCurrency |
This may be used to indicate the currency of cash collateral for cash settlem… |
| cashCollateralInterestRate |
This may be used to indicate the interest rate to be used for cash collateral… |
| cashCollateralTransferSettlementTime |
Details the day on which collateral is required to be transferred relative to… |
| cashCollateralValuationMethod |
Specifies the parameters representing several mid-market valuation and replac… |
| cashflowRepresentation |
The cashflow representation of the swap stream |
| cashflowsMatchParameters |
A true/false flag to indicate whether the cashflows match the parametric defi… |
| cashOrSecurityValue |
The Base Currency Equivalent of Cash or Security |
| cashRatio |
Specifies the cash actual dividend payout ratio associated with the equity un… |
| cashSettlement |
If specified, this means that cash settlement is applicable to the transactio… |
| cashSettlementAmount |
The amount paid by the seller to the buyer for cash settlement on the cash se… |
| cashSettlementBusinessDays |
The number of business days used in the determination of the cash settlement … |
| cashSettlementCentre |
Specifies the settlement centre of cash |
| cashSettlementDay |
|
| cashSettlementMethod |
Specifies the type of cash settlement method: cash price, yield curve etc |
| cashSettlementOnly |
An obligation and deliverable obligation characteristic |
| cashSettlementTerms |
Specifies the parameters associated with the cash settlement procedure |
| cashSettlementTermsReference |
Reference to the cash settlement terms applicable to this item |
| cashTransfer |
Specifies the cash transfer that can optionally be tied to an index transitio… |
| category |
Used in both obligations and deliverable obligations to represent a class or … |
| change |
Quantity by which the trade is being increased, decreased or replaced, and th… |
| changeInLaw |
|
| childSecurity |
Defines the underlier for the Child Company involved in Spin Off corporate ac… |
| childSecurityPrice |
The price observation that relates to underlier for the Child Company |
| city |
The city component of the postal address |
| classification |
Specifies the taxonomy value as a set of class names and values for each clas… |
| className |
The name defined by the classification system for a specific attribute in the… |
| clause |
Clauses that have had elections made against them in this Agreement |
| clauseLibrary |
Specification of whether the agreement terms have been negotiated using the c… |
| clauseLibrarySchedule |
Elections specified through a Clause Library |
| clearedPhysicalSettlement |
Specifies whether the swap resulting from physical settlement of the swaption… |
| clearerParty1 |
Optional party facing the CCP, acting as clearing member for party1 |
| clearerParty2 |
Optional party facing the CCP, acting as clearing member for party2 |
| clearingBroker |
Indicates the name of the Clearing Broker FCM/DCM |
| clearingParty |
The Central Counter party (CCP) that the contract will be submitted to for cl… |
| clearstreamAmendmentToJapaneseProvisions |
Specification of whether Clearstream Event amendment language is included (tr… |
| clientAssetSourcebookAdditionalLanguage |
Details of language relating to Client Asset and Money Rules (CASS) |
| clipSize |
This element is required in FpML, optional in CDM for the purpose of accommod… |
| closedState |
Represents the qualification of what led to the trade’s closure alongside the… |
| codes |
Code values |
| codeShortId |
The name of the code list, e |
| collateral |
Detail the collateral requirement anticipated with the transaction |
| collateralAccessBreach |
The elections specific to Collateral Access Breach language |
| collateralAssetType |
The asset product type |
| collateralBalance |
Represents the populated or calculated collateral aggregate balance amount fo… |
| collateralBalanceStatus |
Defines the collateral balance breakdown of settlement status |
| collateralCriteria |
The specific criteria that applies |
| CollateralGuarantorType |
Criteria is the type of entity guaranteeing the asset |
| CollateralIssuerType |
Criteria is the type of entity issuing the asset |
| collateralizedObligation |
Specifies the type of Collateralized Obligation |
| collateralManagementAgreement |
The designated Collateral Management Agreement with respect to the elective p… |
| collateralPortfolio |
Represents attributes to define the details of collateral assets within a col… |
| collateralPosition |
Specifies the individual components of the collateral positions in the collat… |
| collateralPositionComponent |
Specifies the collateral to be moved and its direction |
| collateralPositionStatus |
Indicates the collateral positions settlement status |
| collateralProvisions |
specifies the collateral provisions of the product |
| CollateralTaxonomy |
Criteria is the taxonomy characteristics of an collateral |
| collateralTransferAgreementElections |
Elections to specify a Collateral Transfer Agreement |
| collateralTransferTiming |
Specification of transfer / settlement timing for cash and securities collate… |
| collateralTransferTimingDefinition |
Bespoke language removing the pre-print requirement to transfer legal title o… |
| collateralType |
Enumerates the collateral types which are accepted by the Seller |
| collectFloatingRateOption |
Data needed to execute the extraction of the Floating Rate Option index name |
| commencementDate |
The first day of the exercise period for an American style option |
| comment |
Optional comments for this group of inventory records |
| comments |
Any additional comments that are deemed necessary |
| commoditiesAdditionalTerms |
|
| Commodity |
An Asset comprised of raw or refined materials or agricultural products, eg g… |
| commodityBusinessCalendar |
|
| commodityGrade |
Grade of product being delivered (e |
| commodityInfoPublisher |
Specifies the publication where the commodity prices can be found |
| commodityName |
Identifies the commodity more specifically |
| CommodityPayout |
Defines the payout for the floating leg of a Commodity Swap |
| commodityPriceReturnTerms |
Defines parameters in which the commodity price is assessed |
| commodityProductDefinition |
Specifies the commodity underlier in the event that no ISDA Commodity Referen… |
| compare |
Specifies how multiple credit ratings are compared when determining the appli… |
| compareVariableSet |
A logical container to hold a defined set of related data |
| componentId |
Identifiers for each component of the list |
| componentSecurityIndexAnnexFallback |
For an index option or swap transaction, a flag to indicate whether a relevan… |
| composite |
(Optionally) Specifies the underlying price components if the price can be ex… |
| compositionOfCombinedConsideration |
|
| compositionState |
Shared state accumulated across executed steps, capturing intermediate and fi… |
| compositionStep |
Ordered sequence of CompositionSteps that drive the Instruction Composition p… |
| compositionStepInstruction |
Set of instructions defining the steps of each Instruction Composition proces… |
| compositionStepInstructions |
List of all Instruction CompositionSteps that can be reusable across Instruct… |
| compoundedGrowth |
The compounding curve, showing how the initial value grew during the calculat… |
| compounding |
|
| compoundingBusinessCenter |
Specifies the applicable business centers for compounding |
| compoundingMethod |
If one or more calculation period contributes to a single payment amount this… |
| compoundingType |
Specifies the type of compounding to be applied (None, Business, Calendar) |
| compressibleSpread |
Specifies how spreads should be applied in a low/negative rate environment |
| concentrationLimit |
Specification of concentration limits applicable to the collateral criteria |
| concentrationLimitCriteria |
Specifies a set of criteria to describe the assets that the concentration lim… |
| concentrationLimitType |
Specifies the type of concentration limit to be applied |
| conditionPrecedentBond |
To indicate whether the Condition Precedent Bond is applicable |
| conditionsPrecedent |
The set of elections that may overwrite the default Condition Precedent provi… |
| conditionsPrecedentElection |
The election to specify whether the standard Conditions Precedent apply |
| consentRequiredLoan |
A deliverable obligation characteristic |
| consistencyWithControlAgreement |
Unless specified as inapplicable in the event of any inconsistency between th… |
| constituentWeight |
Describes the weight of each of the constituents within the basket |
| contactInformation |
The contact information for such business unit, when different from the conta… |
| ContingentTransfer |
A transfer created from a contingent event on a contract, e |
| continuity |
An obligation and deliverable obligation characteristic |
| contractDetails |
Represents information specific to trades involving contractual products |
| contractFormation |
Specifies instructions describing an contract formation primitive event |
| contractualDefinitionIdentifier |
Contractual Definition Identifier in which the code is published |
| contractualDefinitionsType |
The definitions such as those published by ISDA that will define the terms of… |
| contractualDefinitionType |
e |
| contractualDefinitionVersion |
e |
| contractualMatrix |
A reference to a contractual matrix of elected terms/values (such as those pu… |
| contractualParty |
The two contractual parties to the legal agreement, which reference informati… |
| contractualTermsSupplement |
A contractual supplement (such as those published by ISDA) that will apply to… |
| contractualTermsSupplementType |
Identifies the form of applicable contractual supplement |
| controlAgreement |
The party-specific election with respect to the control agreement |
| controlAgreementAsCsd |
The identification of whether the Control Agreement is a Credit Support Docum… |
| controlAgreementNecEvent |
The bespoke provisions that might be specified by the parties to the agreemen… |
| controlAgreementNecEventElection |
Indicates party specific Control Agreement language related to delivery of a … |
| conversionFactor |
Defines the conversion applied if the quantity unit on contract is different … |
| copyTo |
A unique identifier (within the specified coding scheme) giving the details o… |
| corporateAction |
Specifies the necessary information to create a corporate action |
| corporateActionIntent |
The intent of a corporate action on the position |
| corporateActionTransferType |
A transfer corresponding to a corporate action event |
| corporateActionType |
The type of corporate action taking place |
| correlationReturnTerms |
Return terms based upon the observed correlation between the components of th… |
| correlationStrikePrice |
Correlation Strike Price in accordance with the ISDA 2011 Equity Derivatives … |
| costOfSubstituteCalculationAgentBoreByIfOther |
A representation of who bears the cost of the substitute calculation agent if… |
| costOfSubstituteCalculationAgentIsBoreBy |
A representation of who bears the cost of the substitute calculation agent |
| counterparty |
Maps two defined parties to counterparty enums for the transacted product |
| CounterpartyOwnIssuePermitted |
Criteria includes collateral issued by the counterparty |
| counterpartyOwnIssuePermitted |
Represents a filter based on whether it is permitted for the underlying asset… |
| counterpartyPosition |
Represents the Position that has been effected by a business or life-cycle ev… |
| counterpartyPositionBusinessEvent |
Documents the life cycle event for a position |
| country |
The ISO 3166 standard code for the country within which the postal address is… |
| couponRate |
Specifies the coupon rate (expressed in percentage) of a fixed income securit… |
| coveredBond |
Specifies the type of Covered Bond |
| coveredTransactions |
Covered Transactions when expressed using the ISDA taxonomy |
| creditAdditionalTerms |
|
| creditAgreementDate |
Specifies the credit agreement date is the closing date (the date where the a… |
| CreditDefaultPayout |
The credit default payout, which provides the details necessary for determini… |
| creditEvent |
Specifies the necessary information to create a credit event |
| creditEventNotice |
A specified condition to settlement |
| creditEvents |
|
| creditEventsReference |
|
| creditEventType |
The type of credit event taking place |
| creditEventUponMerger |
Defines whether Credit Event Upon Merger is applicable to either party |
| CreditIndex |
An index based on credit risk, typically composed using corporate debt instru… |
| creditLimitInformation |
|
| creditNotation |
Specifies only one credit notation is determined |
| creditNotations |
Specifies if several credit notations exist, alongside an ‘any’ or ‘all’ or a… |
| creditRisk |
Indicates tranched or untranched credit risk |
| creditSupportAgreementElections |
Elections to specify a Credit Support Annex or Credit Support Deed for Intial… |
| CreditSupportAgreementInitialMarginElections |
The set of elections which specify an Initial Margin Credit Support Annex or … |
| CreditSupportAgreementLegacyElections |
The set of elections which specify a Legacy (1994 or 1995) Credit Support Ann… |
| creditSupportAgreementMarginType |
specifies the type of margin for which a legal agreement is named |
| creditSupportAgreementType |
Specification of the credit support agreement type |
| CreditSupportAgreementVariationMarginElections |
The set of elections which specify a Variation Margin Credit Support Annex or… |
| creditSupportAmount |
Specifies whether the meaning of credit support amount follows the pre-print … |
| creditSupportDocument |
The specified Credit Support Document(s), if any |
| creditSupportDocumentElection |
The party election of Credit Support Document(s), if any |
| creditSupportDocumentTerms |
Specification of the Credit Support Document terms |
| creditSupportDocumentTypes |
If a Credit Support Document is specified but not yet in CDM representation, … |
| creditSupportObligations |
The Credit Support Obligations applicable to the agreement |
| creditSupportOffsets |
The specification of whether the standard Credit Support Offset provisions ar… |
| creditSupportProvider |
The specified Credit Support Provider(s), if any |
| creditSupportProviderElection |
The party election of Credit Support Provider(s), if any |
| creditSupportProviderTerms |
Specification of the Credit Support Provider terms |
| creditWatch |
Indicates the potential direction of a short-term or long-term rating |
| criteria |
A logical container to hold a defined set of related data |
| crossCurrency |
If ‘Cross-Currency’ is specified as the Settlement Type in the relevant Trans… |
| currency |
Defines the currency to be used as a unit for a price, quantity, or other pur… |
| currency1 |
The first currency specified when a pair of currencies is to be evaluated |
| currency2 |
The second currency specified when a pair of currencies is to be evaluated |
| CurrencyCodeEnum |
Criteria is the denominated currency of the collateral |
| currencyReference |
Reference to a currency specified elsewhere in the document |
| custodian |
The custody agent |
| custodianCondition |
Specifies any additional conditions relevant to the Custodian of the respecti… |
| custodianEligibility |
Specifies whether the party’s custodian is eligible to hold the other party’s… |
| custodianEvent |
Specifies if and until when a Custodian Event clause applies |
| custodianRisk |
The qualification of the Custodian Risk |
| custodyArrangements |
The Custodian and Segregated Account details in respect of each party to the … |
| customElection |
A supplemental custom election that might be specified by the parties for the… |
| customisedWorkflow |
Non-standardized data in a generic form |
| customLocation |
The Calculation Date Location when specified as a location which doesn’t corr… |
| customMethodology |
The methodology according to which sensitivities will be computed, when speci… |
| customNotification |
The Notification Time as a bespoke election |
| customProvision |
|
| customValue |
The qualification of the Additional Type of transaction that can require the … |
| cutoffTime |
Specifies the time of day that interest needs to be confirmed by |
| date |
|
| dateAdjustments |
The business day convention and financial business centers used for adjusting… |
| dateAdjustmentsReference |
A pointer style reference to date adjustments defined elsewhere in the docume… |
| datedValue |
The schedule of step date and value pairs |
| dateLocation |
Specifies where is the time measured |
| dateOfBirth |
The natural person’s date of birth |
| dateOfTimelyStatement |
The parties’ election to specify the number of days one party has effectively… |
| dateReference |
Specification of the dividend date using an enumeration, with values such as … |
| dateRelativeTo |
Specifies the anchor as an href attribute |
| dateRelativeToCalculationPeriodDates |
The calculation period references on which settlements in non-deliverable cur… |
| dateRelativeToPaymentDates |
The payment date references on which settlements in non-deliverable currency … |
| dateRelativeToValuationDates |
The calculation period references on which settlements in non-deliverable cur… |
| dateTime |
The CDM specifies that the zoned date time is to be expressed in accordance w… |
| day |
Specific day(s) or day of the week, if any, specified for Valuation Time |
| dayCountFraction |
The enumerated values to specify the day count fraction |
| dayCountYearFraction |
The year fraction value of the calculation period, result of applying the ISD… |
| dayDistribution |
Denotes the method by which the pricing days are distributed across the prici… |
| dayFrequency |
Defines the occurrence of the dayOfWeek within the pricing period on which pr… |
| dayOfMonth |
Specifies the day of the month if used |
| dayOfWeek |
Specifies the day of the week if used |
| daysAfterCustodianEvent |
Election to specify the number of days after the occurrence of the Custodian … |
| daysInLeapYearPeriod |
|
| daysInPeriod |
|
| daysInRangeAdjustment |
The contract specifies whether the notional should be scaled by the Number of… |
| dayType |
In the case of an offset specified as a number of days, this element defines … |
| dealerOrCCP |
Holds an identifier for the reference entity that is agreed by both parties a… |
| debt |
Specifies the credit rating debt type (e |
| debtEconomics |
Specifies selected financial terms of a debt security |
| debtType |
Represents a filter based on the type of bond |
| debtTypes |
Specifies if there are several debt types, alongside an ‘any’ or ‘all’ or all… |
| deemedEffectiveNextLBD |
Specifies if notice shall be deemed to be effective at the time such notice i… |
| defaultRequirement |
In relation to certain credit events, serves as a threshold for Obligation Ac… |
| definitionalSource |
The source of an FRO, particularly if not a Contractual Definition (e |
| definitionOfMarketValueNonStandard |
If the definition of ‘Market Value’ is non standard, it can be specified here |
| delisting |
|
| deliverableObligations |
This element contains all the ISDA terms relevant to defining the deliverable… |
| delivery |
Contains the information relative to the delivery of the asset |
| deliveryAmount |
Specifies whether the meaning of Delivery Amount follows the pre-print defini… |
| deliveryCapacity |
The number of units included in the transaction for each delivery interval |
| deliveryDate |
Specifies the specific contract date for the contract that should be referenc… |
| deliveryDateExpirationConvention |
Specifies, for a Commodity Transaction that references a listed future, the d… |
| deliveryDateReference |
Specifies the parameters for identifying the relevant contract date when the … |
| deliveryDateRollConvention |
Specifies, for a Commodity Transaction that references a listed future, the d… |
| deliveryDirection |
The rounding rule applicable to the Delivery Amount (which can be (i) up to n… |
| deliveryInLieuRight |
The specification of whether Delivery In Lieu language is applicable to the a… |
| deliveryMethod |
Specifies a delivery method for the security transaction |
| deliveryNearby |
Provides a container for the parametric representation that specifies which n… |
| deliveryOfCommitments |
An obligation and deliverable obligation characteristic |
| deliveryPeriod |
Period and time profile over which the delivery takes place |
| deliveryTerm |
Also called contract month or delivery month |
| delta |
The ratio of the change in the price of a derivative transaction to the chang… |
| demandsAndNotices |
The optional specification of address where the demands, specifications and n… |
| denominatedCurrency |
The underlying asset denominated currency |
| depositaryReceipt |
|
| deprecatedDate |
When the code ceased to be valid for new uses |
| deprecationReason |
Deprecation and Code Descriptions |
| derivedQuantity |
Specifies the derived quantity associated with the price |
| description |
The CDM’s description attribute; each class’s slot_usage gives its meaning |
| designatedMaturity |
Allows a reason to be specified for using the alternative fixing offset |
| designatedMaturityApplicable |
|
| designatedPriority |
Applies to Loan CDS, to indicate what lien level is appropriate for a deliver… |
| determinationMethod |
Specifies the method according to which an amount or a date is determined |
| determinationMethodology |
Specifies the method according to which an amount or a date is determined |
| determinationRole |
Defines the enumerated values to specify the determination roles to the trans… |
| determinationTerms |
|
| determineUnadjustedCalculationPeriod |
Data needed to determine the Unadjusted Calculation Period |
| determineUnadjustedObservationDates |
Data needed to determine the Unadjusted Observation Dates |
| determiningParty |
Specifies the party which determines additional disruption events |
| DigitalAsset |
An Asset that exists only in digital form, eg Bitcoin or Ethereum; excludes t… |
| digitalAssetAdditionalTerms |
|
| direction |
Direction of the quantity change specified as either an increase, decrease or… |
| DirectionRating |
A logical container to hold a defined set of related data |
| directLoanParticipation |
A deliverable obligation characteristic |
| directTime |
An absolute time value expressed in a specific time zone |
| discountFactor |
A decimal value representing the discount factor used to calculate the presen… |
| discountingIndex |
It specifies the interest payable on collateral delivered under a CSA coverin… |
| discountingMethod |
The parameters specifying any discounting conventions that may apply |
| discountingType |
The discounting method that is applicable |
| discountRate |
A discount rate, expressed as a decimal, to be used in the calculation of a d… |
| discountRateDayCountFraction |
A discount day count fraction to be used in the calculation of a discounted a… |
| discrepancyClause |
To indicate whether the Discrepancy Clause is applicable |
| disputedCashOrSecurityValue |
Paragraph 5 |
| disputeNotificationReference |
The determination of whether reference is made to dispute resolution notifica… |
| disputeResolution |
The election terms under which a party disputes (i) the Calculation Agents ca… |
| disputingParty |
Where the party who is not granted with the substitution role at least has a … |
| disruptionEvents |
|
| distressedRatingsDowngrade |
A credit event |
| distributionAndInterestPayment |
The Distributions and Interest Payment terms specified as part of the agreeme… |
| dividendAmountType |
Specifies whether the dividend is paid with respect to the Dividend Period |
| dividendApplicability |
The parameters which define whether dividends are applicable |
| dividendComposition |
Specifies how the composition of Dividends is to be determined |
| dividendCurrency |
Specifies the currency in which the dividend will be denominated, e |
| dividendDate |
|
| dividendDateReference |
|
| dividendEntitlement |
Defines the date on which the receiver of the equity return is entitled to th… |
| dividendObservation |
To record observations of dividends |
| dividendPaymentDate |
Specifies when the dividend will be paid to the receiver of the equity return |
| dividendPayoutRatio |
Specifies the dividend payout ratio associated with each underlier |
| dividendPeriod |
One to many time bounded dividend payment periods, each with a dividend payme… |
| dividendRatio |
Multiplier value (e |
| dividendReinvestment |
Boolean element that defines whether the dividend will be reinvested or not |
| dividendReturnTerms |
Return terms based upon dividend payments associated to the underlier |
| dividendTerms |
Specifies the dividend requirements if applicable |
| dividendValuationDate |
Specifies the dividend valuation dates of the swap |
| dividendValuationDates |
Specifies the dividend valuation dates of the swap |
| documentation |
The CDM’s documentation attribute; each class’s slot_usage gives its meaning |
| documentIdentifier |
While FpML specifies the document identifier with a value and an associated s… |
| DomesticCurrencyIssued |
Criteria is that collateral must be denominated in the domestic currency of t… |
| domesticCurrencyIssued |
Identifies that the Security must be denominated in the domestic currency of … |
| dualExchangeRate |
|
| dualExchangeRateIsApplicable |
|
| durationInYears |
|
| dutyPayer |
The payer of documentary duty |
| dutyPayerLanguage |
Bespoke terms specific to the payment of documentary duty |
| dutyPaymentDate |
The date that documentary duty will be paid |
| dutyPaymentLanguage |
Bespoke terms specific to the date that documentary duty will be paid |
| earliestCancellationTime |
The earliest time in a business day that notice of cancelation can be given |
| earliestDate |
The first day when cancelation is permitted to take effect |
| earliestExerciseDateTenor |
The time interval to the first (and possibly only) exercise date in the exerc… |
| earliestExerciseTime |
The earliest time at which notice of exercise can be given by the buyer to th… |
| earlyCallDate |
Date prior to which the option buyer will have to pay a Make Whole Amount to … |
| earlyTerminationDate |
The early termination election |
| earlyTerminationDateOptionalLanguage |
A boolean attribute to specify whether Failure to Pay Early Termination langu… |
| earlyTerminationEvent |
The adjusted dates associated with an individual early termination date |
| earlyTerminationProvision |
Parameters specifying provisions relating to the optional and mandatory early… |
| economicTerms |
The price forming features, including payouts and provisions |
| effectiveDate |
When the code became/becomes effective |
| effectivePeriod |
Effective period for cancelation when notice is given |
| effectiveTime |
The time and zone of the date in which the event contractually takes effect |
| election |
The parties’ election that qualify the Valuation of Appropriate Collateral in… |
| electiveAmount |
Specifies an enumerated election to express the elective amount |
| eligibilityQuery |
a copy of the input query that was checked against the eligible collateral sp… |
| eligibilityToHoldCollateral |
The specification of the conditions under which a party and its custodian(s) … |
| eligibleCollateral |
The eligible collateral as specified in relation to the pledgor/chargor/oblig… |
| eligibleCreditSupport |
Specification of the Eligible Collateral or Credit Support applicable to the … |
| eligibleCurrency |
A definition of a currency agreed by the parties, typically to indicate the c… |
| eligibleCurrencyInclBaseCurrency |
A flag detailing whether the Base Currency is included as an Eligible Currenc… |
| eligibleCurrencyOther |
Utilised where the clause data structure is not able to capture a material as… |
| eligibleLocation |
The restrictions that might be required by a party and its custodian in terms… |
| email |
The CDM’s email attribute; each class’s slot_usage gives its meaning |
| endDate |
The CDM’s endDate attribute; each class’s slot_usage gives its meaning |
| endTime |
The end time of the delivery interval for each block or shape |
| enforcementEvent |
Enforcement Events specific to the agreement |
| entity |
Specification of the process agent entity |
| entityIdentifier |
A legal entity identifier with a source (e |
| entityType |
Defines the reference entity types corresponding to a list of types in the IS… |
| equityAdditionalTerms |
|
| equityCashSettlementDates |
The parameters used to generate the payment date schedule, relative to the eq… |
| EquityIndex |
An index based on equity securities, e |
| equityIndex |
An enumerated list for equity indices |
| equityType |
Represents a filter based on the type of equity |
| equityUnderlierProvisions |
Contains Equity Underlyer provisions regarding jurisdiction and fallbacks |
| escrow |
If this element is specified and set to ‘true’, indicates that physical settl… |
| escrowArrangement |
|
| escrowArrangementIsApplicable |
|
| eu_EMIR_EligibleCollateral |
Identifies European Union Eligible Collateral Assets classification categorie… |
| event |
Specifies the relevant trigger for the Threshold or Minimum Transfer Amount t… |
| eventCurrency |
Defines the currency referenced as such in any terms related to FX Disruption… |
| eventCurrencyBuyerSeller |
Unless otherwised specified, the Buyer is the party to which the Event Curren… |
| eventCurrentAmount |
Defines the Event Currency Amount to be exchanged on the Settlement Date |
| eventDate |
Specifies the date of the agreement event |
| eventDeterminationDate |
The date in which the credit event is determined by the Credit Derivatives De… |
| eventIdentifier |
The identifier(s) that uniquely identify a lifecycle event |
| eventOfDefault |
Capturing the Calculation Agent in the Event of Default |
| eventQualifier |
The CDM event qualifier, which corresponds to the outcome of the isEvent qual… |
| eventReference |
The reference to the instantiation of an Event object, either through a globa… |
| eventsOfDefault |
The definitions regarding any different events of default relating to the GMS… |
| eventTime |
The time and zone of the date in which the event is taking place |
| evergreenProvision |
A data defining: the right of a party to exercise an Evergreen option |
| excessDividendAmount |
Determination of Gross Cash Dividend per Share |
| exchange |
Represents a filter based on the Primary Stock Exchange facilitating the list… |
| exchangeDate |
The bespoke exchange date terms that might be specified by the parties to the… |
| exchangeId |
Identifies the exchange from which the reference price should be sourced, usi… |
| exchangeTradedContractNearest |
Specification of the exchange traded contract nearest |
| excluded |
A free format string to specify any excluded obligations or deliverable oblig… |
| excludedCollateral |
The excluded collateral as specified in relation to the pledgor/chargor/oblig… |
| excludedProducts |
Description of the relevant derivative transactions excluded from the calcula… |
| excludedReferenceEntity |
Excluded reference entity |
| excludedTransactions |
A boolean flag to represent whether any transactions are excluded (ie True) o… |
| exclusiveJurisdiction |
Classification of optional exclusive jurisdiction terms |
| exDate |
The date on which the corporate action is known to have taken place |
| executed |
Credit limit utilisation attributable to executed trades |
| execution |
Specifies instructions describing an execution primitive event |
| executionDetails |
Specifies the type and venue of execution, e |
| executionLanguage |
The bespoke execution language election |
| executionLocation |
The execution location of the agreement |
| executionTerms |
The location and language of execution to determine duty to be paid |
| executionType |
Identifies the type of execution, e |
| executionVenue |
Represents the venue on which a trade was executed |
| exercise |
Specifies instructions describing an exercise primitive event |
| exerciseDate |
Specifies the date on which an option contained within the financial product … |
| exerciseDates |
The dates that define the Bermuda option exercise dates and the expiration da… |
| exerciseFee |
A fee to be paid on exercise |
| exerciseFeeSchedule |
The fees associated with an exercise date |
| exerciseFrequency |
The frequency of subsequent exercise dates in the exercise period following t… |
| exerciseNotice |
Definition of the party to whom notice of exercise should be given |
| exerciseNoticeGiver |
Specifies the principal party of the trade that has the right to exercise |
| exerciseNoticeReceiver |
Specifies the party to which notice of exercise should be given, e |
| exerciseOption |
The Payout being exercised on the trade |
| exerciseProcedure |
The set of parameters defining the procedure associated with the exercise, e |
| exerciseQuantity |
Contains instructions for exercising the option including a quantity change, … |
| exerciseTerms |
The exercise terms associated with the cancelable provision, including detail… |
| exerciseTime |
Specifies the time at which an option contained within the financial product … |
| exhaustionPoint |
Upper bound percentage of the loss that the Tranche can endure, expressed as … |
| existingLoans |
Are existing loans covered in the event of default (Only relevant to 2010 GMS… |
| expectedN |
Expected number of trading days |
| expirationDate |
The last day within the term of the contract that cancelation is allowed |
| expirationDateTime |
There may be a set period/time restriction associated to the security |
| expirationDateTwo |
|
| expirationTime |
The latest time for exercise on expirationDate |
| expirationTimeType |
The time of day at which the equity option expires, for example the official … |
| exposure |
Specification of amendments to the calculation of Exposure in terms of the Tr… |
| exposureMultiplier |
Specifies the multiplier applied to exposure based on the credit rating of th… |
| extendibleProvision |
A provision that allows the specification of an embedded option with a swap g… |
| extendibleProvisionAdjustedDates |
The adjusted dates associated with an extendible provision |
| extensionEvent |
The adjusted dates associated with a single extendible exercise date |
| extensionFrequency |
The frequency with which the evergreen contract will be extended if notice is… |
| extensionPeriod |
The period within which notice can be given that the contract will be extende… |
| extensionTerm |
The length of each extension period relative to the effective date of the pre… |
| externalId |
The FRO name that is being mapped to/from |
| externalMappings |
Any mappings to other codes for this index |
| externalStandard |
The standard/version to which the map applies |
| extraordinaryDividendsParty |
Specifies the party which determines if dividends are extraordinary in relati… |
| extraordinaryEvents |
|
| facilityType |
Specifies the type of loan facility (letter of credit, revolving, |
| failureToDeliver |
|
| failureToDevliverIndemnityApplies |
Does paragraph 6 |
| failureToPay |
The failure to pay election |
| failureToPayEarlyTermination |
A boolean attribute to specify whether Failure to Pay Early Termination langu… |
| failureToPayInterest |
A credit event |
| failureToPayPrincipal |
A credit event |
| fallback |
Represents whether a fallback calculation method is applicable |
| fallbackAET |
Specifies whether automatic termination applies in the event of certain bankr… |
| fallbackBondApplicable |
The applicability of a fallback bond as defined in the 2006 ISDA Inflation De… |
| fallbackCurrency |
Specifies a single fallback Termination Currency should the stated currency n… |
| fallbackExercise |
If fallback exercise is specified then the notional amount of the underlying … |
| fallbackLanguageBespokeTerms |
Where parties may optionnaly describe any extra bespoke agreements about fall… |
| fallbackRate |
Definition of any fallback rate that may be applicable |
| fallbackReferencePrice |
The method, prioritised by the order it is listed in this element, to get a r… |
| fallBackSettlementRateOption |
This settlement rate option will be used in its place |
| fallbackSurveyValuationPostponement |
Request rate quotes from the market |
| fallbackToMandatoryMethodDays |
The specification of the number of days after effective delivery of notice th… |
| feature |
The option feature, such as quanto, Asian, barrier, knock |
| featurePayment |
The feature payment, i |
| feeAmount |
The amount of fee to be paid on exercise |
| feeAmountSchedule |
The exercise fee amount schedule |
| feePaymentDate |
The date on which exercise fee(s) will be paid |
| feeRate |
A fee represented as a percentage of some referenced notional |
| feeRateSchedule |
The exercise free rate schedule |
| finalCalculationPeriodDateAdjustment |
Business date convention adjustment to final payment period per leg (swapStre… |
| finalFixingDate |
This attribute is not part of the FpML ResetDate, and has been added as part … |
| finalPayment |
A true/false flag to indicate whether there is a final exchange of principal … |
| finalPaymentDate |
The last payment when specified as an adjustable or relative date, as in the … |
| finalPeriodFeeAdjustment |
An optional adjustment to the rate for the last period of the evergreen i |
| finalPrice |
The final price resulting from the auction |
| finalPrincipalExchangeCalculation |
To be specified only for products that embed a redemption payment |
| finalPrincipalPayment |
Principal Payment at Trade maturity |
| finalRateRounding |
The rounding convention to apply to the final rate used in determination of a… |
| finalReturns |
A clause providing that final return collateral is to be provided without con… |
| finalStub |
Specifies how the final stub amount is calculated |
| finalValuationDate |
Specifies the final valuation dates of the underlyer |
| finalValuationPrice |
Specifies a final price schedule to be associated to an individual underlier … |
| financialUnit |
Provides an enumerated value for financial units, generally used in the conte… |
| firstCompoundingPeriodEndDate |
The end date of the initial compounding period when compounding is applicable |
| firstDefinedIn |
The supplement or version the FRO was first added to the 2006 Definitions or … |
| firstName |
The natural person’s first name |
| firstObservationDateOffset |
Defines the offset of the series of pricing dates relative to the calculation… |
| firstOrSecondPeriod |
2002 ISDA Equity Derivatives Definitions: Dividend Period as either the First… |
| firstPaymentDate |
The first unadjusted payment date |
| firstPeriodStartDate |
The start date of the calculation period |
| firstRegularPeriodStartDate |
The start date of the regular part of the calculation period schedule |
| fixedAmount |
Indicates the Independent Amount is specified as a fixed amount |
| fixedPaymentAmount |
A known fixed payment amount |
| fixedPrice |
Specifies the fixed price on which fixed forward payments are based |
| FixedPricePayout |
Defines a payout in which one or more payouts are defined as a fixed price |
| fixedRate |
The calculation period fixed rate |
| FixedRateSpecification |
The fixed rate or fixed rate specification expressed as explicit fixed rates … |
| fixedSettlement |
Used for Recovery Lock, to indicate whether fixed Settlement is Applicable or… |
| fixing |
The default fixing details |
| fixingDate |
The date on which the fixing is scheduled to occur |
| fixingDates |
The fixing dates are the dates on which the index values are observed |
| fixingOffset |
Parameters defining the normal fixing offset (can vary by index tenor / desig… |
| fixingOffsetDefinition |
Legal text that underlies the Fixing Offset |
| fixingOffsetReason |
Fixing Offset Reason |
| fixingPeriod |
Period over which the underlying price is observed |
| fixingReason |
Fixing Reason |
| fixingTime |
The time that the fixing will be taken along with a business center to define… |
| fixingTimeDefinition |
Legal text that underlies the Fixing Time |
| floatingAmount |
Floating Amount Calculation |
| floatingAmountEvents |
This element contains the ISDA terms relating to the floating rate payment ev… |
| floatingAmountProvisions |
Specifies the floating amount provisions associated with the floatingAmountEv… |
| floatingRate |
The rates to be applied to the initial or final stub may be the linear interp… |
| floatingRateDefinition |
The floating rate reset information for the calculation period |
| floatingRateIndex |
The reference index that is used to specify the floating interest rate |
| FloatingRateIndex |
An interest rate index which can change over time, e |
| floatingRateIndexData |
|
| floatingRateMultiplier |
A rate multiplier to apply to the floating rate |
| floatingRateMultiplierSchedule |
A rate multiplier or multiplier schedule to apply to the floating rate |
| floatingRateOptionData |
The specific day count fraction, fixings, and lookback parameters associated … |
| FloatingRateSpecification |
The floating interest rate specification, which includes the definition of th… |
| floorRate |
The floor rate, if any, which applies to the floating rate for the calculatio… |
| floorRateSchedule |
The floor rate or floor rate schedule, if any, which applies to the floating … |
| followUpConfirmation |
A flag to indicate whether follow-up confirmation of exercise (written or ele… |
| forceMajeureOrActOfSState |
|
| forecastAmount |
The amount representing the forecast of the accrued value of the calculation … |
| forecastPaymentAmount |
A monetary amount representing the forecast of the future value of the paymen… |
| forecastRate |
The value representing the forecast rate used to calculate the forecast futur… |
| foreignExchangeAdditionalTerms |
|
| ForeignExchangeRateIndex |
A rate based on the exchange of a pair of cash assets in specific currencies,… |
| foreignOwnershipEvent |
|
| fpmlDescription |
FpML Description |
| fPVFinalPriceElectionFallback |
Specifies the fallback provisions for Hedging Party in the determination of t… |
| frenchLawAddendum |
The French Law Addendum Provisions specific to the agreement |
| frequency |
Defines the frequency to be used when defining a quantity |
| fro |
The underlying FRO name and designated maturity |
| froType |
FRO type (e |
| fullDischarge |
Full Discharge condition |
| fullFaithAndCreditObLiability |
An obligation and deliverable obligation characteristic |
| fundType |
Represents a filter based on the type of fund |
| furtherDetails |
Further Details on the Additional Termination Events that apply to the party |
| futuresPriceValuation |
The official settlement price as announced by the related exchange is applica… |
| futureValueNotional |
The future value notional is specific to BRL CDI swaps, and is specified alon… |
| fxDesignatedCurrency |
When specified, the reference currency for the purpose of specifying the FX H… |
| fxFeature |
Defines quanto or composite FX features that are included in the swap leg |
| fxFixingDate |
Describes the specific date when a non-deliverable forward or cash-settled op… |
| fxFixingSchedule |
The date, when expressed as a schedule of date(s), on which the currency rate… |
| fxHaircut |
The alternative definition for FX haircut percentage that applies to each par… |
| fxHaircutCurrency |
The reference currency for the purpose of specifying the FX Haircut relating … |
| fxHaircutPercentage |
FX Haircut Percentage means, for any item of Eligible Collateral (IM), the pe… |
| fxLinkedNotionalAmount |
The amount that a cashflow will accrue interest on |
| fxLinkedNotionalSchedule |
Multiplier specified as an FX-linked schedule, e |
| fxRate |
Specifies a currency conversion rate |
| fxSpotRateSource |
The information source and time at which the spot currency exchange rate will… |
| generalFundObligationLiability |
An obligation and deliverable obligation characteristic |
| generalInconvertibility |
|
| generalInconvertibilityIsApplicable |
|
| generalNonTransferability |
|
| generalNonTransferabilityIsApplicable |
|
| generalSimmElections |
The specification of the ISDA SIMM Method for all Covered Transactions with r… |
| generalTerms |
The specification of the non-monetary terms for the Credit Derivative Transac… |
| global |
Global credit limit utilisation amount, agnostic of long/short position direc… |
| governingLaw |
Represents the law governing the trade and associated contractual product ter… |
| governingLawIfOther |
Specifies the governing law if the choice on the enumerated list is ‘Other’ |
| governmentalAuthorityDefault |
|
| governmentalAuthorityDefaultIsApplicable |
|
| governmentalIntervention |
A credit event |
| gracePeriod |
The number of calendar or business days after any due date that the reference… |
| gracePeriodExtension |
If this element is specified, indicates whether or not a grace period extensi… |
| grossInitialMargin |
|
| growthFactor |
The daily growth factors, showing the weighted rates divided by the day count… |
| guarantor |
The party that guarantees by way of a contractual arrangement to pay the debt… |
| guarantorReference |
A pointer style reference to a reference entity defined elsewhere in the docu… |
| guarantorType |
Specifies the origin of entity guaranteeing the collateral |
| haircutIndicator |
Indicates if the collateral balance amount is based on pre or post haircut, i… |
| haircutPercentage |
Valuation Percentage means, for any item of Eligible Collateral (IM), the per… |
| hasControlAgreementLanguage |
Control Agreement language is specified when True |
| hedgingDisruption |
|
| highestLowestVariableSet |
A logical container to hold a defined set of related data |
| history |
FRO History |
| holdingAndUsingPostedCollateral |
The elections for the holding and using of posted collateral by the respectiv… |
| honorific |
An honorific title, such as Mr |
| hourMinuteTime |
A time specified in hh:mm:ss format where the second component must be ‘00’, … |
| hourminutetime |
A time specified in a 24-hour notation, e |
| icmaGmra |
The set of elections that define a GMRA |
| identification |
Identification information about the code list |
| identifiedCrossCurrencySwap |
The qualification of whether cross-currency swaps need to be identified in th… |
| identifier |
Asset Identifiers are used to uniquely identify an Asset, using a specified A… |
| identifierType |
Defines the symbology source of the Asset Identifier, eg CUSIP, ISIN, etc |
| illegalityOrImpossibility |
|
| illiquidity |
|
| illiquidityIsApplicable |
|
| illiquidityValuationDate |
|
| imCSATermsChange |
Specifies instructions describing a terms change to a Initial Margin agreemen… |
| impliedWritedown |
A credit event |
| inBaseCurrency |
If True, specifies that the interest transfers should be converted to base cu… |
| includeAccrualInMarginCalc |
Indicates whether or not to include the open interest accrual in the margin c… |
| includeCoolingOffLanguage |
The Pledgor/Obligor/Chargor Rights Event election includes cooling off langua… |
| includesDefaultLanguage |
Default language is included when True, and excluded when False |
| includesNonContractualObligations |
Specifies if the governing law of the agreement extends to any non-contractua… |
| inclusionDate |
Includes any Transaction specified below that is entered into on or after the… |
| inclusive |
Specifies whether the period bound is inclusive, e |
| inconvertibilityOrNonTransferability |
|
| increasedCostOfHedging |
|
| increasedCostOfStockBorrow |
|
| incurredRecoveryApplicable |
Outstanding Swap Notional Amount is defined at any time on any day, as the gr… |
| indemnity |
Specifies whether indemnity applies in the event AET is applicable to one or … |
| independentAmount |
Specifies the additional amount of collateral that is required to be delivere… |
| independentAmountBalance |
Represents additional credit support amount over and above mark to market val… |
| Index |
The object to be observed is an Index, ie an observable computed on the price… |
| index |
The FRO name that is being mapped to/from |
| indexAdjustmentEvents |
|
| indexAnnexDate |
A CDS index series annex date |
| indexAnnexSource |
A CDS index series annex source |
| indexAnnexVersion |
A CDS index series version identifier, e |
| indexCancellation |
Consequence of index cancellation |
| indexDisclaimer |
If present and true, then index disclaimer is applicable |
| indexDisruption |
Consequence of index disruption |
| indexFactor |
Index Factor is the index version factor or percent, expressed as an absolute… |
| indexModification |
Consequence of index modification |
| indexReferenceInformation |
This attribute contains all the terms relevant to the underlying Index |
| indexSeries |
A CDS index series identifier, e |
| indexSource |
The reference source such as Reuters or Bloomberg |
| indexStyle |
The ISDA FRO style (e |
| indexTenor |
The ISDA Designated Maturity, i |
| indexTransition |
Specifies inputs needed to process a Index Transition business event |
| IndexType |
Criteria is that the collateral is a constituent of a specific index |
| indirectLoanParticipation |
ISDA 1999 Term: Indirect Loan Participation |
| ineligibleCreditSupport |
The parties to which the provisions of the Credit Support Annex for Variation… |
| infinity |
Specifies that the Threshold is Infinity |
| InflationIndex |
An index that measures inflation in a specific market, e |
| inflationLag |
An off-setting period from the payment date which determines the reference pe… |
| inflationRateIndex |
The reference index that is used to specify the inflation interest rate |
| InflationRateSpecification |
An inflation rate calculation definition |
| informationSource |
A class defining the source of data used in an Observation for any purposes |
| initial |
The natural person’s middle initial(s) |
| initialCustodian |
Election to specify the initial custodian |
| initialDesignation |
Election to specify the initial custodian |
| initialFee |
An initial fee for the cancelable option |
| initialFixingDate |
|
| initialIndexLevel |
Initial known index level for the first calculation period |
| initialLevel |
Contract will strike off this initial level |
| initialLevelSource |
In this context, this is AgreedInitialPrice - a specified Initial Index Level |
| initialPayment |
A true/false flag to indicate whether there is an initial exchange of princip… |
| initialPoints |
An optional element that contains the up-front points expressed as a percenta… |
| initialPrincipalPayment |
Principal Payment made at Trade inception |
| initialRate |
The initial floating rate reset agreed between the principal parties involved… |
| initialStockLoanRate |
Specifies the initial stock loan per ISDA Def |
| initialStub |
Specifies how the initial stub amount is calculated |
| initialValuationDate |
Specifies the initial valuation dates of the underlyer |
| initialValuationPrice |
Specifies an initial price schedule to be associated to an individual underli… |
| inLoan |
YES / NO to flag FROs identified by the FpML Syndicated Loan WG as having und… |
| insolvencyFiling |
|
| instruction |
Specifies the instruction associated with the agreement event triggered by an… |
| instructionCompositionOutput |
Outputs of each Instruction Composition process |
| instructionCompositionType |
Definition of the Instruction Composition |
| instructionType |
Identifies the enumeration values to specify the call notification type, dire… |
| Instrument |
An asset that is issued by one party to one or more others; Instrument is als… |
| integralMultipleAmount |
A notional amount which restricts the amount of notional that can be exercise… |
| intendedSettlementDate |
The intended settlement date of the recall, expressed as an offset against a … |
| intent |
Specifies the purposes for which the amendment agreement exists and how it wi… |
| interest |
Specifies the general rule for periodic interest rate payment |
| interestAmountApplication |
The application of Interest Amount with respect to the Delivery Amount and th… |
| interestCalculationFrequency |
Represents how often and when interest is calculated |
| interestCalculationParameters |
Represents the basic interest calculation parameters |
| interestHandlingParameters |
Represents the parameters describing how and when interest transfer occurs |
| interestParameters |
Represents the interest parameters for the various currencies, margin types, … |
| interestPaymentHandling |
Specifies how the collateral interest is to be handled |
| interestRate |
An optional element which can be used to hold a rate associated to this piece… |
| interestRateAdditionalTerms |
|
| InterestRateIndex |
An index based in interest rates or inflation rates in a certain market |
| InterestRatePayout |
All of the terms necessary to define and calculate a cash flow based on a fix… |
| interestRolloverLimit |
Specifies the level below which the interest will be rolled over |
| interestShortfall |
A floating rate payment event |
| interestShortfallCap |
Specifies the nature of the interest Shortfall cap (i |
| interestShortfallReimbursement |
An additional Fixed Payment Event |
| interimPaymentDates |
|
| interimValuationDate |
Specifies the interim valuation dates of the underlyer |
| interimValuationPrice |
Specifies an interim price schedule to be associated to an individual underli… |
| intermediatePayment |
A true/false flag to indicate whether there are intermediate or interim excha… |
| intermediatePrincipalPayment |
Principal Payment as part of the Trade lifecycle e |
| interpolationMethod |
The type of interpolation method that the calculation agent reserves the righ… |
| interpolationTerms |
Describes the rate, tenor, period duration for the short and long stubs, when… |
| interpretationTerms |
The bespoke provision that might be specified by the parties to the agreement… |
| inventoryRecord |
An array holding the list of inventory being described |
| isApplicable |
The Additional Representation is applicable when True, and not applicable whe… |
| isBaseCurrency |
The SIMM Calculation Currency (also known as SIMM Reporting Currency) means t… |
| isCreditSupportDocument |
Unless specified as True, the Control Agreement is not a Credit Support Docum… |
| isdaMaster |
The set of elections that define an ISDA Master Agreement |
| isEligible |
a simple boolean which is set to true if the asset described in the Eligibili… |
| isExchangeListed |
Defines whether the asset is listed on a public exchange |
| isFirstPeriod |
|
| isIncluded |
A boolean attribute to specify whether collateral critieria are inclusion (Tr… |
| islaGmsla |
The set of elections that define a GMSLA |
| isLastPeriod |
|
| isoCode |
|
| isOpenOffer |
Open Offer |
| isRecallable |
Whether the securities on loan can be recalled by the lender |
| isSpecified |
The qualification of whether some other related agreement is specified (True)… |
| issuanceCutoffTime |
The operational deadline on T+0 before which a recall must be requested |
| issuer |
The identifier issuer, when specified explicitly alongside the identifier val… |
| IssuerAgencyRating |
Criteria is the agency rating(s) of the issuer |
| issuerAgencyRating |
Represents an agency rating based on default risk and creditors claim in even… |
| IssuerCountryOfOrigin |
Criteria is the issuing entity country of origin |
| issuerCountryOfOrigin |
Represents a filter on the issuing entity country of origin based on the ISO … |
| IssuerName |
Criteria is a specific named issuer entity |
| issuerName |
Specifies the issuing entity name or LEI |
| issuerReference |
The identifier issuer, when specified by reference to a party specified as pa… |
| issuerType |
Specifies the origin of entity issuing the collateral |
| isTerminationCurrency |
The reference currency for the purpose of specifying the FX Haircut relating … |
| isWeighted |
Identifies whether the average values will be weighted or unweighted |
| itemName |
In this initial iteration, this corresponds to the DTCC TIW element name |
| itemValue |
In this initial iteration, this corresponds to the DTCC value |
| japaneseLawCsa |
The bespoke definition of whether Japanese Law CSA (VM) are specified by the … |
| japaneseSecuritiesProvisions |
The Japanese Securities Provisions election |
| jurisdictionRelatedTerms |
The jurisdiction specific terms relevant to the agreement |
| juryWaiver |
The Jury Waiver conditions specific to the agreement |
| knockIn |
The option only becomes active when a predetermined trigger level is breached |
| knockOut |
The option becomes null and void when a predetermined trigger level is breach… |
| lag |
The pricing period per calculation period if the pricing days do not wholly f… |
| lagDuration |
Defines the offset of the series of pricing dates relative to the calculation… |
| language |
Indicates the language of the resource, described using the ISO 639-2/T Code |
| lastFixingPriceBeforeAdjustment |
The last fixing price of the Underlier affected by the CorporateAction, befor… |
| lastPaymentDate |
The date associated with the last payment in relation to the artefact (e |
| lastRegularPaymentDate |
The last regular payment date when specified as a date, as in the FpML intere… |
| lastRegularPeriodEndDate |
The end date of the regular part of the calculation period schedule |
| lastUpdatedIn |
The supplement or version the FRO was last updated in the 2006 Definitions or… |
| latestCancelationTime |
The latest time at which notice of cancelation can be given |
| latestExerciseTime |
For a Bermuda or American style option, the latest time on an exercise busine… |
| legacyAlternative |
Alternative procedures to those in the pre-print for resolving collateral rel… |
| legacyConsent |
The process for substituting/exchanging one form of collateral held by a part… |
| legacyCSATermsChange |
Specifies instructions describing a terms change to a Legacy CSA agreement as… |
| legacyNamedEntity |
The identity of the relevant custodian where Named Entity is elected |
| legacyVMCustodian |
Details how the Custodian is determined |
| legalAgreement |
The specification of a legal agreement between two parties governing the coll… |
| legalAgreementIdentification |
The type of legal agreement, identified via a set of composable attributes: a… |
| legalDocument |
The specification of this other agreement, when the qualification is True |
| legalEntity |
|
| length |
Indicates the length of the resource |
| lengthUnit |
The length unit of the resource |
| lengthValue |
The length value of the resource |
| level |
The trigger level |
| levelPercentage |
The trigger level percentage |
| lien |
Specifies the seniority level of the lien |
| limitAmount |
The total limit available for the limit level and limit type |
| limitApplicable |
|
| limitedRightToConfirm |
Has the meaning defined as part of the 1997 ISDA Government Bond Option Defin… |
| limitImpactDueToTrade |
The limit utilized by this specific trade |
| limitLevel |
The level at which the limit is set: customer business, proprietary business … |
| limitType |
Standard code to indicate which type of credit line is being referred to - i |
| lineage |
Pointer to the previous PortfolioState and new Event(s) leading to the curren… |
| linearInterpolationElection |
Per Part 1 Section 3, ‘Floating Obligations’, of the 2018 ISDA CDM Equity Con… |
| listed |
An obligation and deliverable obligation characteristic |
| ListedDerivative |
A securitized derivative on another asset that is created by an exchange |
| listId |
The identifier for the list |
| ListingExchange |
Criteria is that the collateral is listed on a specific exchange |
| ListingSector |
Criteria is the industry sector of the collateral asset |
| loadType |
Identification of the delivery profile |
| Loan |
An Asset that represents a loan or borrow obligation |
| loan |
Identifies the underlying asset when it is a loan |
| loansCanBeGrouped |
The mark to market can be defined separately for different groups of loans |
| localBusinessDay |
Whether the Notification Time is precluded on the day being a local business … |
| localJurisdiction |
The ISO 3166 standard code for the country within which the postal address is… |
| localSubstituteProvisionType |
|
| location |
FpML specifies the timezoneLocationScheme by reference to the Time Zone Datab… |
| locationIdentifierType |
Specifies the nature of a location identifier |
| locationUri |
Suggested retrieval location for this version, in genericode format |
| lockoutCalculation |
any lockout parameters if applicable |
| longPosition |
Credit limit utilisation attributable to long positions |
| lookbackCalculation |
any lookback parameters if applicable |
| lossOfStockBorrow |
|
| lotIdentifier |
Lot Identifier associated with the transaction |
| lowerBarrier |
All observations below this price level will be excluded from the variance ca… |
| lowerBound |
Specifies the lower bound of a period range, e |
| mainPublication |
The current main publication source such as relevant web site or a government… |
| majorCurrency |
The additional currencies that are specified as Major Currency for the purpos… |
| makeWholeAmount |
Amount to be paid by the buyer of the option if the option is exercised prior… |
| mandatoryEarlyTermination |
A mandatory early termination provision to terminate the swap at fair value |
| mandatoryEarlyTerminationAdjustedDates |
The adjusted dates associated with a mandatory early termination provision |
| mandatoryEarlyTerminationDate |
The early termination date associated with a mandatory early termination of a… |
| mandatoryEarlyTerminationDateTenor |
Period after trade date of the mandatory early termination date |
| manualExercise |
Specifies that the notice of exercise must be given by the buyer to the selle… |
| manufacturedIncomeRequirement |
Specifies the proportion of the value of the dividend on the borrowed shares … |
| mappings |
Any mappings to other FRos |
| mapsFrom |
The predecessor FRO(s) that this index maps to |
| mapsTo |
The successor FRO that this index maps to |
| marginApproach |
The selection of Margin Approach applicable to the agreement |
| marginCallAction |
Specifies the margin call action details, specified as either Delivery or Ret… |
| marginCallResponseAction |
Specifies the margin call action details, including collateral to be moved an… |
| marginPercentage |
Specifies a percentage value of transaction needing to be posted as collatera… |
| marginResponseType |
Indicates the response type, such as, is the margin call response a ‘full’ ’p… |
| marginType |
Specifies the type of margin for which interest is being calculated, if the p… |
| marketDisruption |
The market disruption event as defined by ISDA 2002 Definitions |
| marketFixedRate |
An optional element that only has meaning in a credit index trade |
| marketPrice |
An optional element that only has meaning in a credit index trade |
| markToMarketValue |
|
| masterAgreementDatedAsOfDate |
Defines the date agreed by the parties as the date of the Collateral Transfer… |
| masterAgreementElections |
A legal representation of the different possible master agreements |
| masterAgreementType |
Specification of the master agreement type |
| masterConfirmationAnnexType |
The type of master confirmation annex executed between the parties |
| masterConfirmationType |
The type of master confirmation executed between the parties |
| matchingEligibleCriteria |
if there was a match, this will be the one or more criteria that were supplie… |
| materialChangeInCircumstance |
|
| materialChangeInCircumstanceIsApplicable |
|
| materialDividend |
If present and true, then material non cash dividends are applicable |
| materiallyWeakerReferencesCreditRating |
Defines whether the definition of ‘Materially Weaker’ references a credit rat… |
| materialSubsidiaryTerms |
The meaning of Material Subsidiary for the Event of Default or Termination Ev… |
| matrixSource |
Relevant settled entity matrix source |
| matrixTerm |
Defines any applicable key into the relevant matrix |
| matrixType |
Identifies the form of applicable matrix |
| maturity |
Maturity in years |
| maturityExtension |
A credit event |
| maturityRange |
Represents a filter based on the underlying asset maturity |
| maturityType |
Specifies whether the maturity range is the remaining or original maturity |
| maximumBoundaryPercent |
Maximum Boundary as a percentage of the Strike Price |
| maximumBusinessDays |
A maximum number of business days |
| maximumDaysOfDisruption |
|
| maximumDaysOfPostponement |
The maximum number of days to wait for a quote from the disrupted settlement … |
| maximumMaturity |
A deliverable obligation characteristic |
| maximumNotionalAmount |
The maximum notional amount that can be exercised on a given exercise date |
| maximumNumberOfOptions |
The maximum number of options that can be exercised on a given exercise date |
| maximumStockLoanRate |
Specifies the maximum stock loan rate for Loss of Stock Borrow |
| meanAdjustment |
Specifies whether Mean Adjustment is applicable or not in the calculation of … |
| merger |
Defines the underlier for both the Purchaser Company and the Acquired Compagn… |
| mergerEvents |
|
| messageId |
A unique identifier assigned to the message |
| messageInformation |
Allows details related to the availability messaging use case to be defined |
| method |
Method used for the valuation of the transaction by the valuation party |
| methodology |
Indicates the type of equity average trading volume being stated (single) the… |
| methodologyForSubstitutionExists |
A boolean to represent if the metholodgy exists for appointing a substitute C… |
| middleName |
The natural person’s middle name(s) |
| mimeType |
Indicates the type of media used to store the content |
| minimumAmount |
|
| minimumAssets |
The minimal level of assets requirement with respect to the custody agent |
| minimumBillingAmount |
daily fee increments accrue until a threshold is crossed, at which point paym… |
| minimumBoundaryPercent |
Minimum Boundary as a percentage of the Strike Price |
| minimumFee |
Indicates the minimum fee amount applied to the billing record, if any |
| minimumNotionalAmount |
The minimum notional amount that can be exercised on a given exercise date |
| minimumNumberOfOptions |
The minimum number of options that can be exercised on a given exercise date |
| minimumQuotationAmount |
In the determination of a cash settlement amount, if weighted average quotati… |
| minimumRating |
The minimal rating requirement with respect to the custody agent |
| minimumTransferAmount |
Represents the threshold specified in the agreement below which collateral ne… |
| minimumTransferAmountAmendment |
The bespoke provision that might be specified by the parties to the agreement… |
| mismatchResolution |
Indicator for options to be used if several agency ratings (>1) are specified… |
| modifiedEquityDelivery |
Value of this attribute set to ‘true’ indicates that modified equity delivery… |
| money |
The money amount to be used as the bound, e |
| monthOfYear |
Specifies the month of the year if used |
| mthToDefault |
M th reference obligation to default to allow representation of N th to M th … |
| multipleCreditEventNotices |
Presence of this element and value set to ‘true’ indicates that Section 3 |
| multipleExchangeIndexAnnexFallback |
For an index option or swap transaction, a flag to indicate whether a relevan… |
| multipleExercise |
As defined in the 2000 ISDA Definitions, Section 12 |
| multipleHolderObligation |
In relation to a restructuring credit event, unless multiple holder obligatio… |
| multipleValuationDates |
Where multiple valuation dates are specified as being applicable for cash set… |
| multiplier |
Defines an optional measure that the quantity should be multiplied by to deri… |
| multiplierValue |
|
| mutualEarlyTermination |
Used for specifying whether the Mutual Early Termination Right that is detail… |
| name |
The CDM’s name attribute; each class’s slot_usage gives its meaning |
| namedAffiliate |
Details the Named Affiliate where the Rated Party is Named Affiliate |
| namedEntity |
Details the Named Entity where the Rated Party is Named Entity |
| nationalization |
|
| nationalizationIsApplicable |
|
| nationalizationOrInsolvency |
|
| naturalPerson |
Optional information about people involved in a transaction or business proce… |
| necEvent |
Indicates Control Agreement language related to delivery of a Notice of Exclu… |
| needsConsent |
The election as to whether the Pledgor/Obligor/Chargor/Security Provider must… |
| NegativeCriteria |
Enables a single Collateral Criteria to be excluded using NOT logic |
| negativeCriteria |
|
| negativeInterest |
Specifies how negative rates should be applied |
| negativeInterestRateTreatment |
The specification of any provisions for calculating payment obligations when … |
| negativeTreatment |
How to handle negative interest rates |
| netInitialMargin |
|
| netInterestWithMarginCalls |
Indicates whether the interest amount may be offset against any margin call d… |
| netPostedAndHeldInterest |
Indicates whether to net Held and Posted Interest Payments (i |
| nettingObligationsApply |
Does paragraph 5 |
| nextEvent |
The intended next event can be specified, even if the instructions are not kn… |
| noEvent |
Capturing the default Calculation Agent when no Event of Default or Terminati… |
| noFaultTermination |
|
| nonCashDividendTreatment |
Specifies the treatment of Non-Cash Dividends |
| nonCashRatio |
Specifies the non cash actual dividend payout ratio associated with the equit… |
| nonContractualObligations |
Specification of whether the Governing Law clause extends to Non-Contractual … |
| nonDeliverableSubstitute |
|
| nonDeliverableSubstituteIsApplicable |
|
| nonEnumeratedTaxonomyValue |
Identifies the taxonomy value when not specified as an enumeration |
| nonLegalEntity |
Specifies a non-legal entity that exists in the agreement with a defined rela… |
| nonReliance |
If true, then non reliance is applicable |
| nonStandardisedTerms |
Specifies, when boolean value is True, that additional economic terms exist t… |
| nonstandardSettlementRate |
Indicates that a non-standard rate source will be used for the fixing |
| NonTransferableProduct |
The non-transferable product data type represents a product that can be trade… |
| noRating |
What conditions apply where a party has no rating |
| noReferenceObligation |
Used to indicate that there is no Reference Obligation associated with this C… |
| notation |
Specifies The credit rating notation |
| notBearer |
A deliverable obligation characteristic |
| notContingent |
OTE: Only allowed as an obligation characteristic under ISDA Credit 1999 |
| notDomesticCurrency |
An obligation and deliverable obligation characteristic |
| notDomesticIssuance |
An obligation and deliverable obligation characteristic |
| notDomesticLaw |
An obligation and deliverable obligation characteristic |
| noticeDeadlineDateTime |
A specific date and time for the notice deadline |
| noticeDeadlinePeriod |
Defines the min period for notify of a substitution |
| noticePeriod |
The length of each evergreen extension period relative to the effective date … |
| notification |
Specifies the terms describing notification requirements |
| notificationDayType |
The type of days on which notification should occur |
| notificationTime |
The time by which a demand for the Transfer of Eligible Credit Support (IM) o… |
| notifyingParty |
The notifying party is the party that notifies the other party when a credit … |
| notional |
|
| notionalAmount |
The amount that a cashflow will accrue interest on |
| notionalAmountReference |
A reference to the notional amount |
| notionalCurrency |
|
| notionalReference |
A pointer style reference to the associated notional schedule defined elsewhe… |
| notRatedBy |
Defines where conditions apply if no Rating where ratings may not exist |
| notSovereignLender |
An obligation and deliverable obligation characteristic |
| notSubordinated |
An obligation and deliverable obligation characteristic |
| nthToDefault |
N th reference obligation to default triggers payout |
| number |
The number to be used as the bound, e |
| numberOfDataSeries |
Number of data series, normal market practice is that correlation data sets a… |
| numberOfObservationDates |
The number of observation dates between observation start date and observatio… |
| numberOfOriginals |
The number of original documents |
| numberOfRatingAgencies |
Defines the number of Rating Agencies that the Party must be rated by |
| numberOfSubstitutionsAllowed |
Specifies if 1 or more substitutions are allowed |
| numberOfValuationDates |
The number of valuation dates between valuation start date and valuation end … |
| numberValuationDates |
Where multiple valuation dates are specified as being applicable for cash set… |
| obligationAcceleration |
A credit event |
| obligationDefault |
A credit event |
| obligations |
A description of any additional obligations secured by the credit support arr… |
| obligee |
The party to whom obligations under the Master Agreement are owed and secured… |
| observable |
Specifies the object to be observed for a price, it could be an asset or a re… |
| Observable |
Specifies the object to be observed for a price, it could be an asset or a re… |
| observation |
The observations used to calculate the billing amount |
| observationCapRate |
A daily observation cap rate |
| observationDate |
Specifies an adjusted or unadjusted date for a market observation |
| observationDates |
The observation date upon which the rate is observed |
| observationEvent |
Contains all information related to an observation |
| observationFloorRate |
A daily observation floor rate |
| observationHistory |
Represents the observed events related to a particular product or process, su… |
| observationIdentifier |
Represents the observation was made i |
| observationNumber |
Observation number, which should be unique, within a series generated by a da… |
| observationParameters |
any applicable observation parameters, such as daily caps or floors |
| observationReference |
Specifies an identification key for the market observation |
| observations |
Represents an audit of the observations used to produce the reset value |
| observationSchedule |
Specifies a schedule of dates (non-parametric) on which market observations t… |
| observationShiftCalculation |
any obervation shift parameters if applicable |
| observationTerms |
Class containing terms that are associated with observing a price/benchmark/i… |
| observationTime |
Defines time in respect to a business calendar location that the price/benchm… |
| observationTimeType |
The enumerated values to specify points in the day when option exercise and v… |
| observationWeight |
The number of days weighting to be associated with the rate observation, i |
| observedFxSpotRate |
The actual observed FX spot rate |
| observedRate |
The actual observed rate before any required rate treatment is applied, e |
| observedRateDates |
|
| observedRates |
The value observed for that date |
| observedValue |
Specifies the observed value as a number |
| offset |
|
| offsetDays |
Specifies how many days from the trigger event should the payment occur |
| offsetMultiplier |
A time offset multiplier, e |
| offsetTimeUnit |
The unit of time for the offset (e |
| onBehalfOf |
Optionally specifies the counterparty that the ancillary party is acting on b… |
| oneWayProvisions |
The determination of whether the One Way Provisions are applicable (true) or … |
| onFullReturn |
Indicates the option that accrued interest should be calculated and distribut… |
| onPartialReturn |
Indicates the option that accrued interest should be calculated and distribut… |
| openDateTime |
The date and time when the position was opened |
| openUnits |
The number of units (index or securities) that constitute the underlier of th… |
| operand |
The 2nd value in the arithmetic operation, which may be non-commutative in so… |
| operandType |
Optionally qualifies the type of operand: e |
| optionalEarlyTermination |
An option for either or both parties to terminate the swap at fair value |
| optionalEarlyTerminationAdjustedDates |
An early termination provision to terminate the trade at fair value where one… |
| optionalEarlyTerminationParameters |
Definition of the first early termination date and the frequency of the termi… |
| OptionPayout |
The option payout |
| optionsExchangeDividends |
If present and true, then options exchange dividends are applicable |
| optionsPriceValuation |
The official settlement price as announced by the related exchange is applica… |
| optionType |
The type of option, ie Put or Call |
| ordinal |
In the case of multi-layered hierarchical classification systems such as comm… |
| other |
Utilised where the clause data structure is not able to capture a material as… |
| otherAgreement |
Definition of an agreement that is not enumerated in the CDM |
| otherAgreements |
The bespoke definition of other agreement terms as specified by the parties t… |
| otherAgreementType |
The agreement executed between the parties and intended to govern product-spe… |
| otherAssetType |
Specifies the eligible asset type when not enumerated |
| otherComments |
Optional string to capture further information regarding the Calculation Agen… |
| otherCSA |
The bespoke definition of Other CSA as specified by the parties to the agreem… |
| otherDetails |
Any specfic elections that are not captured by the above options, such as gro… |
| otherEligibleAndPostedSupport |
The Other Eligible Support elections associated with margin agreements |
| otherEligibleSupport |
Specifies the Other Eligible Support conditions |
| otherEligibleSupportIM |
The Other Eligible Support election |
| OtherIndex |
An index created by a market participant which doesn’t align with the other i… |
| otherLanguage |
Bespoke execution language to be included when specified |
| otherParty |
The role(s) that other party(ies) may have in relation to the legal agreement… |
| otherProvisions |
Other Custom Provisions of Custody Arrangements |
| otherSpecifiedEntityTerms |
The non standard terms for the Event of Default or Termination Event specifie… |
| otherTerms |
The custom Resolution Time election that might be specified by the parties |
| othReferenceEntityObligations |
This element is used to specify any other obligations of a reference entity i… |
| outlook |
Assesses the potential direction of a long-term credit rating over the interm… |
| overallExposure |
Represents the whole overall mark to market value or IM calculation value of … |
| ownershipPartyReference |
A reference to the party that has ownership of this party role information |
| packageInformation |
Specifies the package information in case the business event represents sever… |
| packageReference |
A reference to the package linking the trade with other trades, in case the t… |
| parametricDates |
Specifies parametric terms to determine which days within a given calculation… |
| parentParty |
Represents the identification of a parent child relationship between two enti… |
| parentSecurity |
Defines the underlier for the Parent Company involved in Spin Off corporate a… |
| parentSecurityPrice |
The price observation that relates to underlier for the Parent Company |
| partialCashSettlement |
Specifies whether either ‘Partial Cash Settlement of Assignable Loans’, ’Part… |
| partialExercise |
As defined in the 2000 ISDA Definitions, Section 12 |
| parties |
Defines all parties to that execution, including agents and brokers |
| party |
The party with the obligation to pay dividends, coupons, or other payouts to … |
| party1 |
First party facing the CCP if it is clearing for its own account |
| party2 |
Second party facing the CCP if it is clearing for its own account |
| partyChange |
A primitive Instruction set to capture any Party changes applicable to the ag… |
| partyCustomisedWorkflow |
Workflow data that is specific to certain market participants and is expresse… |
| partyElection |
A qualification as to whether the Additional Representation is applicable |
| partyElections |
The party elective amounts |
| partyId |
The identifier associated with a party, e |
| partyName |
The party name to which the workflow pertains to |
| partyOptionTerminationCurrency |
Provides that the Termination Currency will be determined by reference to a c… |
| partyReference |
A reference to the party to which the account refers to |
| partyReferencePayerReceiver |
Represents the resolved parties to the transfer and their role |
| partyRole |
The role of the payer specific to the asset type, i |
| partyRoles |
Defines the role(s) that party(ies) may have in relation to the execution |
| partyVersion |
The party which the specified SIMM version applies to |
| passThrough |
Specifies the rules for pass-through payments from the underlier, such as div… |
| passThroughItem |
One to many pass through payment items |
| passThroughPercentage |
Percentage of payments from the underlier which are passed through |
| payDate |
The date on which resulting from the corporate action are delivered |
| payer |
Specifies the counterparty responsible for making the payments defined by thi… |
| payerAccountReference |
A reference to the account responsible for making the payments defined by thi… |
| payerPartyReference |
The party responsible for making the payments defined by this structure |
| payerReceiver |
|
| paymentAmount |
A fixed payment amount |
| paymentBusinessCenter |
Specifies applicable business centers for payments |
| paymentCalculationPeriod |
The adjusted payment date and associated calculation period parameters requir… |
| paymentDate |
The feature payment date |
| paymentDateOffset |
Only to be used when SharePayment has been specified in the dividendDateRefer… |
| paymentDates |
Defines the payment date schedule, as defined by the parameters that are need… |
| paymentDatesAdjustments |
The definition of the business day convention and financial business centers … |
| paymentDateSchedule |
The payment dates when specified as relative to a set of dates specified some… |
| paymentDatesReference |
A set of href pointers to payment dates defined somewhere else in the documen… |
| paymentDaysOffset |
If early payment or delayed payment is required, specifies the number of days… |
| paymentDelay |
Applicable to CDS on MBS to specify whether payment delays are applicable to … |
| paymentDetail |
An attribute that specifies a payment as the combination of a payment amount,… |
| paymentDiscounting |
FpML specifies the FpML PaymentDiscounting |
| paymentFrequency |
The frequency at which regular payment dates occur |
| paymentPercent |
A percentage of the notional amount |
| paymentRequirement |
Specifies a threshold for the failure to pay credit event |
| paymentRule |
The calculation rule |
| payout |
|
| payoutReference |
Represents the origin to the transfer as a reference for lineage purposes, wh… |
| payRelativeTo |
Specifies whether the payments occur relative to each adjusted calculation pe… |
| pending |
Credit limit utilisation attributable to pending unexecuted orders |
| percentageLimit |
Specifies the perecentage of collateral limit represented as a decimal number… |
| percentageRule |
This attribute is not present as part of the FpML construct, as the payment r… |
| performance |
Performance calculation, in accordance with Part 1 Section 12 of the 2018 ISD… |
| PerformancePayout |
The performance payout, which encompasses the equity price returns, dividend … |
| period |
Specifies the time period at which calculation is performed, e |
| periodDatesAdjustments |
The specification of the business day convention and financial business cente… |
| periodFrequency |
The frequency at which calculation period end dates occur with the regular pa… |
| periodicDates |
A calculation period schedule |
| periodicity |
The qualification of the Interest Adjustment periodicity |
| periodicSchedule |
Specifies the date range and frequency on which market observations take plac… |
| periodMultiplier |
A time period multiplier, e |
| periods |
Defines the periods of delivery, including the delivery profile |
| periodSkip |
The number of periods in the referenced date schedule that are between each d… |
| person |
The person(s) who might be associated with the party as part of the execution… |
| personId |
The identifier associated with a person, e |
| personReference |
A reference to the natural person to whom the role refers to |
| personRole |
The role of the person(s) |
| perUnitOf |
Provides an attribute to define the unit of the thing being priced |
| physicalSettlementPeriod |
The number of business days used in the determination of the physical settlem… |
| physicalSettlementTerms |
Specifies the physical settlement terms which apply to the transaction |
| physicalSettlementTermsReference |
Reference to the physical settlement terms applicable to this item |
| pledgedAccount |
The pledged account associated with the agreement |
| pledgeeRepresentativeRider |
The terms of the Rider for the ISDA Euroclear 2019 Collateral Transfer Agreem… |
| portfolioIdentifier |
Specifies a unique identifier for a set of collateral positions in a portfoli… |
| portfolioReturnTerms |
Specifies an individual type of return of a Performance Payout, when such ind… |
| portfolioState |
Describes the state of the Portfolio as a list of Positions resulting from th… |
| portfolioStateReference |
The reference to the previous state of a Portfolio, in a chain of Events lead… |
| positionBase |
Encapsulates the core constituents that characterize a position |
| positionIdentifier |
Represents the identifier(s) that uniquely identify a position for an identit… |
| positions |
The list of positions, each containing a Quantity and a Product |
| positionState |
Identifies the state of the position, to distinguish if just executed, formed… |
| positionStatus |
To aggregate based on position status (EXECUTED, SETTLED etc) |
| postalCode |
The code, required for computerized mail sorting systems, that is allocated t… |
| postingObligations |
The security providers posting obligations |
| postingParty |
The Posting Party for the purposes of One Way Provisions |
| potentialEventOfDefault |
Capturing the Calculation in the potential of an event of default |
| precision |
Specifies the rounding precision in terms of a number of decimal places when … |
| predeterminedClearingOrganizationParty |
Specifies the clearing organization (CCP, DCO) to which the trade should be c… |
| premiumType |
(Optionally) Additional attribute that can further define any premium to the … |
| prescribedDocumentationAdjustment |
This may be used to indicate that ‘prescribed documentation adjustment’ is ap… |
| presentValueAmount |
A monetary amount representing the present value of the forecast payment |
| presentValuePrincipalAmount |
The amount representing the present value of the principal payment |
| previousWorkflowStep |
Optional previous workflow step that provides lineage to workflow steps that … |
| price |
The price of the package |
| priceComponent |
Denotes the price used to compute the valuation |
| priceExpression |
(Optionally) Specifies whether the price is expressed in absolute or percenta… |
| priceMateriality |
|
| priceMaterialityIsApplicable |
|
| pricePublisher |
Defines a publication in which the price can be found |
| priceQuantity |
Defines the prices (e |
| priceQuoteType |
Describes the required quote type of the underlying price that will be observ… |
| priceReturnTerms |
Return terms based upon the underlier’s observed price |
| priceSchedule |
A payout’s price specified as a schedule, which may also contain a single val… |
| priceSource |
Specifies a publication that provides the commodity price, including, where a… |
| priceSourceDisruption |
An attribute defining the parameters to get a new quote when a settlement rat… |
| priceSourceDisruptionIsApplicable |
|
| priceSourceHeading |
Specifies the heading or field name for the price on a given page or screen, … |
| priceSourceLocation |
Specifies the location of the price which may be a specific page, electornic … |
| priceSourceTime |
Specifies the time at which the price should be observed |
| priceSubType |
Allows further classification of the chosen price type |
| priceTimeIntervalQuantity |
Price per quantity per delivery time interval |
| priceType |
Specifies the price type as an enumeration: interest rate, exchange rate, ass… |
| pricingDates |
Specifies specific dates or parametric rules for the dates on which the price… |
| pricingMethodElection |
Per Part 1 Section 5, ‘Pricing’, of the 2018 ISDA CDM Equity Confirmation, Pa… |
| pricingTime |
The regional exchange close time for the underlying contract,including time z… |
| primaryAssetClass |
Classifies the most important risk class of the trade |
| primaryContactInformation |
The main notice/address information of the party |
| primaryFxSpotRateSource |
Specifies the primary source from which a rate should be observed |
| primaryObligor |
The entity primarily responsible for repaying debt to a creditor as a result … |
| primaryObligorReference |
A pointer style reference to a reference entity defined elsewhere in the docu… |
| primarySource |
The primary source for where the rate observation will occur |
| primitiveInstruction |
A Primitive Instruction set for an Agreement Event triggered by an Amendment |
| principal |
Specifies the general rule for repayment of principal |
| principalAmount |
When known at the time the transaction is made, the cash amount to be paid |
| principalPayment |
The specification of the principal exchange |
| principalPaymentDate |
The date where the PrincipalPayment shall be settled |
| principalPaymentSchedule |
Describe dates schedules for Principal Exchanges and related role of the part… |
| principalShortfallReimbursement |
An additional Fixed Payment Event |
| processAgent |
The Process Agent that might be appointed by the parties to the agreement |
| processedRate |
The value of the rate after processing |
| processedRates |
The value after any processing, such as application of caps or floors |
| processingDetails |
Details fo the floating rate treatment after the rate is observed or calculat… |
| processingParameters |
|
| product |
Defines the financial product to be executed and contract formed |
| Product |
Enables either a TransferableProduct or a NonTransferableProduct to be used i… |
| productClass |
|
| productPartyRole |
Overrides the parties on the trade to identify the party with the obligation … |
| productQualifier |
To aggregate based on a selection of product type(s) |
| profile |
Defines the delivery profile of the asset, including the load type and the de… |
| propertyType |
Specifies the type of property when the security is linked to a property asse… |
| proposedEvent |
The proposed event for a workflow step |
| protectedParty |
This may be used to specify which party is protected (e |
| protectionTerms |
Specifies the terms for calculating a payout to protect the buyer of the swap… |
| protectionTermsReference |
Reference to the documentation terms applicable to this item |
| provider |
The organisation that creates or maintains the Index |
| publicationCalendar |
Publication Calendar (e |
| publicationDate |
The most recent date the code list was published, e |
| publiclyAvailableInformation |
A public information source, e |
| publicSource |
A public information source, e |
| publisher |
The CDM’s publisher attribute; each class’s slot_usage gives its meaning |
| purchaserSecurity |
Defines the underlier for the Purchaser Company involved in Merger corporate … |
| purchaserSecurityPrice |
The price observation that relates to underlier for the Purchaser Company |
| putCall |
Specifies the embedded option feature of a debt security |
| qualification |
The timestamp qualifier is specified through an enumeration because the exper… |
| qualifyingParticipationSeller |
If Direct Loan Participation is specified as a deliverable obligation charact… |
| quantity |
Specifies quantity amount returned if not the full amount from the TradeState… |
| quantityChange |
Specifies instructions describing an quantity change primitive event |
| quantityMultiplier |
Quantity multiplier is specified on top of a reference quantity and is used a… |
| quantityReference |
Reference quantity when resolvable quantity is defined as relative to another… |
| quantitySchedule |
A payout’s quantity specified as a schedule, which may also contain a single … |
| quanto |
If ‘Quanto’ is specified as the Settlement Type in the relevant Transaction S… |
| quasiGovernmentType |
Specifies debt issues by institutions or bodies, typically constituted by sta… |
| quotationAmount |
In the determination of a cash settlement amount, if weighted average quotati… |
| quotationMethod |
The type of price quotations to be requested from dealers when determining th… |
| quotationStyle |
An optional element that contains the up-front points expressed as a percenta… |
| quoteBasis |
The method by which the exchange rate is quoted |
| quotedCurrencyPair |
Describes the composition of a rate that has been quoted or is to be quoted |
| rate |
The rate of exchange between the two currencies of the leg of a deal |
| rateCutOffDaysOffset |
Specifies the number of business days before the period end date when the rat… |
| ratedParty |
Specifies the party to whom the rating agency rating applies to for the purpo… |
| rateObservation |
The details of a particular rate observation, including the fixing date and o… |
| rateOption |
|
| rateRecordDate |
Specifies the ‘Rate Record Day’ for a Fallback rate |
| rateReference |
A pointer style reference to a floating rate component defined as part of a s… |
| rateSchedule |
The fixed rate or fixed rate schedule expressed as explicit fixed rates and d… |
| rateSource |
The rate source in the case of a variable cap |
| rateSpecification |
The specification of the rate value(s) applicable to the contract using eithe… |
| rateTreatment |
The specification of any rate conversion which needs to be applied to the obs… |
| RatingAgencyValue |
A logical container designed to define a combination of Ratings based attribu… |
| ratingPriorityResolution |
Denotes which Criteria has priority if more than one agency rating applies |
| ratingsBased |
Indicates the Independent Amount is determined using a credit rating |
| ratingsXExposure |
Indicates the Independent Amount is determined using both credit rating and e… |
| ratingType |
The relevant rating type |
| ratingVariableSet |
Allows a grouping of Rating agencies and Rating values |
| rawRate |
The raw or untreated rate, prior to any of the rate treatments |
| realisedVarianceMethod |
The contract specifies which price must satisfy the boundary condition |
| recalculationOfValue |
The elections to specify terms for recalculation of the market value of poste… |
| recalculationOfValueElection |
The procedure for Recalculation of Value |
| recalculationOfValueTerms |
Additional Recalculation of Value terms when specified |
| recallNonCashCollateralDescription |
Specifies the details to describe or identify non-cash collateral eligible as… |
| recallProvision |
A provision defining criteria controlling the ability for a lender to recall … |
| receiver |
Specifies the party that receives the payments corresponding to this structur… |
| receiverAccountReference |
A reference to the account that receives the payments corresponding to this s… |
| receiverPartyReference |
The party that receives the payments corresponding to this structure |
| receivingParty |
The party receiving the invoice |
| recordDate |
The date on which the account phyical balance and related underlier ownership… |
| recordEndDate |
The ending date of the period described by this record |
| recordStartDate |
The starting date of the period described by this record |
| recordTransfer |
The settlement terms for the billing record |
| recoveryFactor |
Used for fixed recovery, specifies the recovery level, determined at contract… |
| recoveryPercent |
The percentage of the original value of the asset affected by the credit even… |
| redemption |
Specifies the general rule for redemption of a debt security |
| redemptionType |
Specifies the contractual redemption or conversion features associated with a… |
| referenceAgency |
identifies the dominant reference agency if there is a missmatch and several … |
| referenceBank |
An institution (party) identified by means of a coding scheme and an optional… |
| referenceBankId |
An institution (party) identifier, e |
| referenceBankName |
The name of the institution (party) |
| referenceBanks |
A container for a set of reference institutions that may be called upon to pr… |
| referenceCurrency |
Specifies the reference currency of the trade |
| referenceEntity |
The corporate or sovereign entity which is subject to the swap transaction an… |
| referenceFramework |
Specifies the type of commodity |
| referenceInformation |
The reference entity, part of a credit basket, impacted by the credit event |
| referenceObligation |
The Reference Obligation is a financial instrument that is either issued or g… |
| referencePair |
|
| referencePolicy |
Applicable to the transactions on mortgage-backed security, which can make us… |
| referencePool |
This element contains all the reference pool items to define the reference en… |
| referencePoolItem |
This type contains all the constituent weight and reference information |
| referencePrice |
Used to determine (a) for physically settled trades, the Physical Settlement … |
| referenceSwapCurve |
Defines the strike of an option when expressed by reference to a swap curve (… |
| regime |
The applicable regulatory regime, as specified through an enumeration |
| regimeTerms |
A class that is used by the ApplicableRegime and the AdditionalRegime classes… |
| regIMRole |
Indicates the role of the party in an regulatory initial margin call instruct… |
| regionalGovernmentType |
Specifies Regional government, local authority or municipal |
| regMarginType |
Identifies margin type and if related regulatory mandate |
| regulatoryComplianceRepresentation |
The qualification of whether Additional Information related to Regulatory Com… |
| rejected |
Flags this step as rejected |
| rejectedReason |
Optional reason for rejecting the workflow step |
| relatedAgreements |
Specifies the agreement(s) that govern the agreement, either as a reference t… |
| relationshipWithControlAgreement |
Unless specified as inapplicable the parties recognise that the Control Agree… |
| relativeDate |
A date specified as some offset to another date (the anchor date) |
| relativeDateAdjustments |
The business day convention and financial business centers used for adjusting… |
| relativeDateOffset |
|
| relativeDates |
A series of dates specified as some offset to another series of dates (the an… |
| relativeTime |
A time value calculated relative to another reference time |
| releaseDate |
Election to specify the number of days prior to the termination of the Contro… |
| relevantAffiliate |
|
| relevantClass |
|
| relevantJurisdiction |
The ISO 3166 standard code for the country within which the postal address is… |
| relevantProvisionsElection |
Recommended Japanese Securities Provisions are applicable when True, addition… |
| relevantProvisionsTerms |
Specific terms applicable to Recommended Japanese Securities Provisions |
| relevantUnderlyingDate |
The effective date on the underlying product if the option is exercised |
| relevantUnderlyingDateReference |
Reference to the unadjusted cancellation effective dates |
| replace |
Specifies whether the previous valuation tracks in the valuation history are … |
| replacementTradeIdentifier |
Specifies the trade identifier to apply to the replacement trade for physical… |
| representations |
|
| representativeEndDate |
The definition of representative end date in relation to a representative eve… |
| representativeEvent |
The specification of whether the representative event terms are applicable |
| representativeEventTerms |
The specific representative event terms applicable when specified |
| representativeTerms |
The specific representative terms applicable when specified |
| repudiationMoratorium |
A credit event |
| reset |
Specifies instructions describing a reset event |
| resetDate |
Specifies the date on which the reset is occuring |
| resetDates |
The reset dates schedule, i |
| resetDatesAdjustments |
The definition of the business day convention and financial business centers … |
| resetFrequency |
The frequency at which the reset dates occur |
| resetHistory |
Represents the updated Trade attributes which can change as the result of a r… |
| resetInstruction |
Data needed to record the Reset Instruction |
| resetInstructionCompositionSteps |
|
| ResetInstructionState |
|
| ResetInstructionSteps |
|
| resetRelativeTo |
Specifies whether the reset dates are determined with respect to each adjuste… |
| resets |
|
| resetValue |
Specifies the reset or fixing value |
| resolutionAlternative |
Details of the alternative dispute resolution procedure (if any) |
| resolutionTime |
The time by which the dispute needs to be resolved, failure of which would tr… |
| resolvedQuantity |
A product’s quantity as a single, non-negative amount |
| resourceId |
The unique identifier of the resource within the event |
| resourceType |
A description of the type of the resource, e |
| restrictTo |
Restrict the criteria to only apply to a specific type of margin, ie IM or VM |
| restructuring |
A credit event |
| restructuringType |
Specifies the type of restructuring that is applicable |
| retrospectiveEffect |
Specifies the retrospective effect exception to the regulatory regime clause … |
| returnAmount |
Specifies whether the meaning of Return Amount follows the pre-print definiti… |
| returnDirection |
The rounding rule applicable to the Return Amount (which can be (i) up to nea… |
| returnTerms |
Specifies the type of return of a performance payout |
| returnType |
The type of return associated with the equity swap |
| revenueObligationLiability |
An obligation and deliverable obligation characteristic |
| rightsEvent |
A boolean attribute to specify whether a Secured Party Rights Event will only… |
| rightsEvents |
The bespoke provisions that might be specified by the parties to the agreemen… |
| rightsSubscriptionPrice |
The price to pay per each right |
| role |
Specifies the AncillaryRoleEnum that is associated to the party reference |
| rollConvention |
The roll convention specifies the period term as part of a periodic schedule,… |
| rollFeature |
Used in conjunction with an exchange-based pricing source |
| rollSourceCalendar |
Used in conjunction with an exchange-based pricing source |
| rounding |
Optional rules that define how the calculated time should be rounded after th… |
| roundingDirection |
The direction in which rounding is performed (e |
| roundingFrequency |
Specifies when/how often is rounding applied? |
| roundToUnit |
The time unit to which the value should be rounded (e |
| safekeepingPeriodExpiry |
The parties’ election to specify the number of days prior to the end of the s… |
| scale |
Specifies the credit rating scale, with a typical distinction between short t… |
| schedule |
A schedule for generating averaging observation dates |
| scheduleBounds |
The first and last dates of a schedule |
| ScheduledTransfer |
A transfer created from a scheduled event on a contract, e |
| scheduleGridIMExposure |
Represents Initial Margin (IM) exposure derived from schedule or Grid calcula… |
| schedulePeriod |
Defines a period of a calculation schedule structure |
| scope |
Defines the scope of the valuation, what it applies to e |
| secondaryAssetClass |
Classifies additional risk classes of the trade, if any |
| secondaryFxSpotRateSource |
Specifies an alternative, or secondary, source from which a rate should be ob… |
| secondarySource |
An alternative, or secondary, source for where the rate observation will occu… |
| sector |
Represents a filter based on an industry sector defined under a system for cl… |
| secured |
Specifies the type of secured debt |
| securedList |
With respect to any day, the list of Syndicated Secured Obligations of the De… |
| securedPartyRightsEventElection |
|
| securedType |
Specifies the type of secured debt product |
| securities |
Details of how securities collateral is valued when resolving disputes |
| securitiesCollateral |
Details of how securities collateral is valued |
| securitiesSettlementDay |
|
| securititesCollateralTransferSettlementTime |
Details the day on which collateral is required to be transferred relative to… |
| Security |
An Asset that is issued by a party to be held by or transferred to others |
| security |
The security details |
| securityAgreementElections |
Elections to specify a Security agreement |
| securityInterestForObligations |
The party to whom obligations under the Master Agreement are owed and secured… |
| securityProvider |
The security provider party(ies) to which the posting obligations apply to, w… |
| securityProviderRightsEvent |
The bespoke provisions that might be specified by the parties to the agreemen… |
| securitySettlementCentre |
Specifies the settlement centre of a security |
| securityTakerRightsEvent |
The bespoke provisions that might be specified by the parties to the agreemen… |
| securityType |
Represents a filter based on the type of security |
| segregatedCashAccount |
The identification of the segregated cash account for the purpose of holding … |
| segregatedSecurityAccount |
The identification of the segregated security account for the purpose of hold… |
| seller |
Seller party that can be resolved as one of the two principal parties to the … |
| sendingParty |
The party issuing the invoice |
| seniority |
Specifies the order of repayment in the event of a sale or bankruptcy of the … |
| sensitivityMethodologies |
The specification of methodologies to compute sensitivities specific to the a… |
| sensitivityToCommodity |
The methodology to compute sensitivities to commodity indices for the purpose… |
| sensitivityToEquity |
The methodology to compute sensitivities to equity indices, funds and ETFs fo… |
| sensitivityToETFs |
Represents risk sensitivity calculated with respect to the value of an exchan… |
| sensitivityToFunds |
Represents risk sensitivity calculated with respect to the value of a fund, s… |
| sensitivityToIndices |
Represents risk sensitivity calculated with respect to the level of an equity… |
| sentBy |
The identifier for the originator of a message instance |
| sentTo |
The identifier(s) for the recipient(s) of a message instance |
| servicingParty |
The reference to the legal entity that services the account, i |
| settledEntityMatrix |
Used to specify the Relevant Settled Entity Matrix when there are settled ent… |
| settlementCentre |
Optional settlement centre as an enumerated list: Euroclear, Clearstream |
| settlementCurrency |
The settlement currency is to be specified when the Settlement Amount cannot … |
| settlementDate |
The date for settlement of the transfer |
| SettlementPayout |
Represents a forward settling payout |
| settlementProvision |
Optionally defines the parameters that regulate a settlement |
| settlementRateOption |
The rate source for the conversion to the settlement currency |
| settlementRateSource |
|
| settlementTerms |
Per Part 1 Section 8, ‘Settlement’, of the 2018 ISDA CDM Equity Confirmation … |
| settlementType |
Whether the settlement will be cash, physical, by election, |
| shapeSchedule |
Defines applicable settlement limits in each currency |
| shapingProvisions |
Defines the parameters that are necessary to ‘shape’ a settlement, i |
| shareForCombined |
Shall occur if a Merger Event occurs and the consideration for the relevant S… |
| shareForOther |
Shall occur if a Merger Event occurs and the consideration for the relevant S… |
| shareForRightsRatio |
Multiple value, say ‘M/N’ where ‘M’ is the number of rights after the event, … |
| shareForShare |
Shall occur if a Merger Event occurs and the consideration for the relevant S… |
| shareForShareRatio |
Multiple value, say ‘M/N’ where ‘M’ is the number of shares after the event a… |
| sharePriceDividendAdjustment |
Indicates whether the price of shares is adjusted for dividends or not |
| shortName |
A short name (without whitespace) for the code list, e |
| shortPosition |
Credit limit utilisation attributable to short positions |
| side |
The side (bid/mid/ask) of the measure |
| simmCalculationCurrency |
The SIMM Calculation Currency, as specified for each of the parties to the CS… |
| simmException |
The election for SIMM exception to the regulatory regime clause |
| simmExceptionApplicable |
The Standard Initial Margin model exception approach applicable when specifie… |
| simmIMExposure |
Represents Initial Margin (IM) exposure derived from ISDA SIMM calculation |
| simmVersion |
The qualification of the ISDA SIMM version that is specified for all Covered … |
| singlePartyOption |
If evergreen termination is not available to both parties then this component… |
| singlePostingParty |
Where only a single party is explicitly designated to post collateral, the pa… |
| singleValuationDate |
Where single valuation date is specified as being applicable for cash settlem… |
| sixtyBusinessDaySettlementCap |
If this element is specified and set to ‘true’, for a transaction documented … |
| sizeInBytes |
Indicates the size of the resource in bytes |
| source |
The CDM’s source attribute; each class’s slot_usage gives its meaning |
| sourcePage |
A specific page for the source for obtaining a market data point |
| sourcePageHeading |
The heading for the source on a given source page |
| sourceProvider |
An information source for obtaining a market data point |
| SovereignAgencyRating |
Criteria is the agency rating(s) of the country of the issuer |
| sovereignAgencyRating |
Represents an agency rating based on default risk of the country of the issue… |
| sovereignEntity |
True if sovereign entity (e |
| sovereignRecourse |
Applies to non-sovereign entity (e |
| specialDividends |
Specifies the method according to which special dividends are determined |
| specialPurposeVehicleType |
Specifies a subsidiary company that is formed to undertake a specific busines… |
| specification |
a copy of the input EligbilityCollateralSpecification that was checked agains… |
| specificConsentLanguage |
Specific consent language might be specified by the parties |
| specificDate |
The effective date of the Amendment to Termination Currency when specified as… |
| specificInconvertibility |
|
| specificInconvertibilityIsApplicable |
|
| specificNonTransferability |
|
| specificNonTransferabilityIsApplicable |
|
| specifiedAdditionalTerminationEvent |
Specifies any bespoke Additional Termination Event(s) that are set out in the… |
| specifiedConditionOrAccessCondition |
Specifies the events elected by the parties that are deemed an Access Conditi… |
| specifiedCurrency |
An obligation and deliverable obligation characteristic |
| specifiedDates |
Defines specified dates on which the price will be determined |
| specifiedEntities |
A provision that allows each party to specify its Specified Entities for cert… |
| specifiedEntity |
The party specific election of Specified Entities for the Event of Default or… |
| specifiedEntityClause |
The Event of Default or Termination event for which Specified Entities terms … |
| specifiedEntityTerms |
The specified entity terms for the Event of Default or Termination Event spec… |
| specifiedMethodology |
The methodology according to which sensitivities will be computed, when speci… |
| specifiedNumber |
The minimum number of the specified public information sources that must publ… |
| specifiedOrAccessCondition |
Specifies events that may temporarily or permanently suspend a partys rights … |
| specifiedParty |
Identifies a party designated in the agreement for the purpose of applying pa… |
| specifiedValue |
|
| spinOff |
Defines the underlier for both the Parent Company and the Child Compagny invo… |
| split |
Specifies instructions to split a trade into multiple branches |
| splitTicket |
Typically applicable to the physical settlement of bond and convertible bond … |
| spread |
Spread in basis points over the floating rate index |
| spreadAdjustment |
The economic spread applied to the underlying fallback rate to replicate the … |
| spreadCalculationMethod |
Method by which spread is calculated |
| spreadExclusiveCalculatedAMount |
The amount of the cash flow excluding any spread, for subsequent processing |
| spreadExclusiveRate |
The value of the processed rate without the spread applied, for subsequent co… |
| spreadSchedule |
The ISDA Spread or a Spread schedule expressed as explicit spreads and dates |
| spreadScheduleType |
An element which purpose is to identify a long or short spread value |
| standardDefinitionOfMarketValueUsed |
Is the standard definition of ‘Market Value’ used in the GMSLA? |
| standardElection |
The Interest Adjustment periodicity when specified through a standardized ele… |
| standardisedException |
The Standard Initial Margin Model exception when specified by the party accor… |
| standardLanguage |
A boolean attribute to determine if standard language is applicable or not |
| standardPublicSources |
If this element is specified and set to ‘true’, indicates that ISDA defined S… |
| standardReferenceObligation |
Indicates if the reference obligation is a Standard Reference Obligation |
| standardSettlementStyle |
Settlement Style |
| standardValue |
The qualification of the Additional Type of transaction that can require the … |
| startDate |
The CDM’s startDate attribute; each class’s slot_usage gives its meaning |
| startTime |
The start time of the delivery interval for each block or shape |
| state |
A country subdivision used in postal addresses in some countries |
| statedCurrency |
Specifies a single Termination Currency for the agreement |
| statedPartyCurrency |
Specifies termination Currency |
| statedTerminationCurrency |
Allows for specific Termination Currency(ies) and a fallback Termination Curr… |
| steps |
|
| stepUpProvision |
As specified by the ISDA Standard Terms Supplement for use with trades on mor… |
| stockSplit |
Specifies inputs needed to process a Stock Split business event |
| strategyFeature |
Defines a simple strategy feature |
| street |
The set of street and building number information that identifies a postal ad… |
| strike |
Specifies the strike of the option |
| strikeFactor |
The factor of strike |
| strikePrice |
Defines the strike of an option in the form of a price that could be a cash p… |
| strikeRate |
The rate for a cap or floor |
| strikeReference |
Defines the strike of an option in reference to the spread of the underlying … |
| strikeSpread |
Definition of the upper strike in a strike spread |
| string |
Provides extra information as string |
| stubAmount |
An actual amount to apply for the initial or final stub period may have been … |
| stubPeriod |
The stub calculation period amount parameters |
| stubPeriodType |
Method to allocate any irregular period remaining after regular periods have … |
| stubRate |
An actual rate to apply for the initial or final stub period may have been ag… |
| style |
Whether the option has a single exercise (european), multiple exercise dates … |
| subcomponents |
Additional hierarchical components of the clause if relevant |
| substituteCalculationAgent |
Capturing the details regarding appointing a substitute Calculation Agent |
| substituteCalculationAgentAppointedBy |
A representation of who appoints the substitute Calculation Agent |
| substituteCalculationAgentAppointedByIfOther |
A representation of who appoints the substitute Calculation Agent if ‘Other’ … |
| substituteCalculationAgentIsIndependent |
A boolean to represent that if a substitute Calculation Agent can be appointe… |
| substitutedRegime |
The specification of Additional regimes for purposes of determining whether a… |
| substitution |
The conditions under which the Security Provider can substitute posted collat… |
| substitutionBeSpokeTerms |
Where parties describe any substitution terms e |
| substitutionDateLanguage |
Substitution Date has the meaning specified in Paragraph4(d)(ii), unless othe… |
| substitutionProvision |
|
| substitutionProvisions |
The provisions for collateral substitutions such as how many and when they ar… |
| substitutionTriggerEvents |
Where the parties may optionnally explictly specify the list of Events to be … |
| suffix |
Name suffix, such as Jr |
| summaryAmountType |
The account level for the billing summary |
| summaryTransfer |
The settlement terms for the billing summary |
| supportedDefinition |
The definition version or versions supported by the FRO |
| supraNationalType |
Specifies debt issued by international organisations and multilateral banks |
| surname |
The natural person’s surname |
| swapStreamReference |
Reference to the leg, where date adjustments may apply |
| swapUnwindValue |
|
| taxonomy |
Defines the taxonomy of an object by combining a taxonomy source (i |
| taxonomySource |
Specifies the taxonomy source |
| taxonomyValue |
Specifies the taxonomy value |
| telephone |
The telephone number |
| telephoneNumberType |
The type of telephone number, e |
| tenderOfferEvents |
|
| tenorTillMaturity |
The duration between last fixing date and the payment date of accruals, calcu… |
| terminationCurrency |
Specification of the currency in which the termination payment is made (inclu… |
| terminationCurrencyAmendment |
The bespoke provision that might be specified by the parties to the agreement… |
| terminationCurrencyCondition |
Specifies the enumerated conditions for selection of the termination currency |
| terminationCurrencySpecifiedCondition |
Specifies alternative conditions for selection of the termination currency |
| terminationDate |
The last day of the terms of the trade |
| terminationEvent |
Capturing the Calculation Agent for a Termination Event |
| terminationProvision |
Contains optional provisions pertaining to the termination characteristics of… |
| terminationTime |
The time and zone of the last day of the terms of the trade |
| terms |
Content of this bespoke clause |
| termsChange |
A printive instruction set that details all associated terms changes that are… |
| threshold |
Represents the amount of unsecured risk that a party is willing to tolerate w… |
| thresholdRate |
A threshold rate |
| time |
The observation time |
| timeRelativeTo |
The reference time zone or base time from which the relative time is calculat… |
| timestamp |
The CDM’s timestamp attribute; each class’s slot_usage gives its meaning |
| timezone |
Any relevant time zone where specified |
| total |
Specifies the total quantity when the quantity itself is specified with a fre… |
| totalIneligibilityDate |
Specifies the date from which all credit support provided by a party is treat… |
| totalPosition |
Specifies whether to calculate total position to given date, or only daily po… |
| totalRatio |
Specifies the total actual dividend payout ratio associated with the equity u… |
| totalVolatilityCap |
Volatility Cap Amount in accordance with the ISDA 2011 Equity Derivatives Def… |
| trade |
Represents the cosensus based pricing parameters on a trade basis |
| tradeDate |
Denotes the trade/execution date |
| tradeId |
The identifier to be assigned to the new trade post change of party |
| tradeIdentifier |
Denotes one or more identifiers associated with the transaction |
| tradeInfo |
|
| tradeLot |
Specifies the price, quantity and effective date of each trade lot, when the … |
| tradePortfolio |
Represents a Portfolio that describes all the positions held at a given time,… |
| tradeReference |
|
| tradeState |
The trade for the individual billing record |
| tradeTime |
Denotes the trade time and timezone as agreed by the parties to the trade |
| tradeType |
The trade type, eg repurchase transaction or buy/sell-back |
| tranche |
Denotes the loan tranche that is subject to the derivative transaction |
| transactedPrice |
The qualification of the price at which the contract has been transacted, in … |
| transactionAdditionalTerms |
Any additional terms which mainly intend to specify the extraordinary events … |
| transfer |
Specifies instructions describing a transfer primitive event |
| transferable |
A deliverable obligation characteristic |
| TransferableProduct |
A TransferableProduct is a type of financial product which can be held or tra… |
| transferHistory |
Represents the updated Trade attributes which can change as the result of a t… |
| transferIneligibilityDate |
Specifies the date from which the transfer of credit support by a party is tr… |
| transferSettlementTiming |
Specification of transfer / settlement timing for cash and securities collate… |
| transferSettlementType |
The qualification as to how the transfer will settle, e |
| transferState |
Specifies the terms and state of a transfers |
| transferStatus |
Represents the State of the Transfer through its life-cycle |
| transferTimingProviso |
The determination of whether transfer timing language is applicable or not |
| transferType |
Specifies the type of Contingent Transfer |
| treatedForecastRate |
The value representing the forecast rate after applying rate treatment rules |
| treatedRate |
The observed rate after any required rate treatment is applied |
| treatment |
Specifies if there is any treatment to be applied to collateral, such as perc… |
| trigger |
The trigger level |
| triggerDates |
The trigger Dates |
| triggerTimeType |
The valuation time type of knock condition |
| triggerType |
The Triggering condition |
| trustSchemeAddendum |
The qualification of whether Trust Scheme Addendum is applicable (True) or no… |
| typeOfSwapElection |
Per Part 1 Section 4, ‘Dividend Obligations’, of the 2018 ISDA CDM Equity Con… |
| uk_EMIR_EligibleCollateral |
Identifies United Kingdom Eligible Collateral Assets classification categorie… |
| umbrellaAgreement |
Specifies a set of legal entities which are part of a legal agreement beyond … |
| unadjustedCalculationPeriod |
|
| unadjustedDate |
A date subject to adjustment |
| unadjustedEndDate |
The calculation end date, unadjusted |
| unadjustedObservationDates |
|
| unadjustedPaymentDate |
The unadjusted payment date |
| unadjustedResetDate |
|
| unadjustedStartDate |
The calculation start date, unadjusted |
| unadjustedVarianceCap |
For use when varianceCap is applicable |
| underlier |
The underlier impacted by the corporate action |
| unit |
The CDM’s unit attribute; each class’s slot_usage gives its meaning |
| unknownReferenceObligation |
Used to indicate that the Reference obligation associated with the Credit Def… |
| UnscheduledTransfer |
An ad-hoc transfer instigated by a party to the contract e |
| updateDate |
The date the Floating Rate Option was last updated in the 2006 Definitions or… |
| upperBarrier |
All observations above this price level will be excluded from the variance ca… |
| upperBound |
Specifies the upper bound of a period range, e |
| upperStrike |
Upper strike in a strike spread |
| upperStrikeNumberOfOptions |
Number of options at the upper strike price in a strike spread |
| url |
The CDM’s url attribute; each class’s slot_usage gives its meaning |
| us_CFTC_PR_EligibleCollateral |
Identifies US Eligible Collateral Assets classification categories based on U… |
| useOfPostedCollateral |
Indicates whether the party has the right to reuse, rehypothecate, or otherwi… |
| utilization |
|
| valuation |
Specifies inputs needed to process an update of a valuation |
| valuationAgent |
Details of the party calculating the value of collateral to be delivered or r… |
| valuationDate |
2018 ISDA CDM Equity Confirmation for Security Equity Swap: Pricing Date |
| valuationDateLocation |
The specified location where the credit exposure will be calculated by the re… |
| valuationDates |
2018 ISDA CDM Equity Confirmation for Security Equity Swap: Pricing Date |
| valuationDatesReference |
A set of href pointers to valuation period dates defined somewhere else in th… |
| valuationDateTime |
Indicates the valuation date of the exposure underlying the calculation |
| valuationHistory |
|
| valuationMethod |
The ISDA defined methodology for determining the final price of the reference… |
| valuationPostponement |
Specifies how long to wait to get a quote from a settlement rate option upon … |
| valuationSource |
The source for obtaining a valuation |
| valuationTerms |
Contains all non-date valuation information |
| valuationTime |
The specific time of day at which the calculation agent values the underlying |
| valuationTimeType |
The time of day at which the calculation agent values the underlying, for exa… |
| valuationTiming |
Denotes when the valuation was sourced during a business day |
| valuationTreatment |
Specification of the valuation treatment for the specified collateral |
| value |
The rate of amount which becomes effective on the associated step date |
| valueDate |
Adjusted value date of the future value amount |
| valueLimit |
Specifies the value of collateral limit represented as a range |
| variableSet |
For some variants of some clauses additional details are required to work out… |
| varianceCap |
If present and true, then variance cap is applicable |
| varianceCapFloor |
Contains possible barriers for variance products, both variance-based and und… |
| varianceReturnTerms |
Return terms based upon the observed variance of the underlier’s price |
| varianceStrikePrice |
Variance Strike Price in accordance with the ISDA 2011 Equity Derivatives Def… |
| variant |
Allows multiple variants to be defined for a clause |
| varyingLegNotionalCurrency |
Indicate the Payout legs which nominal amount may vary in regards of FX Fixin… |
| varyingNotionalCurrency |
The currency of the varying notional amount, i |
| varyingNotionalFixingDates |
The dates on which spot currency exchange rates are observed for purposes of … |
| varyingNotionalInterimExchangePaymentDates |
The dates on which interim exchanges of notional are paid |
| vegaNotionalAmount |
Vega Notional represents the approximate gain/loss at maturity for a 1% diffe… |
| velocity |
|
| version |
The CDM’s version attribute; each class’s slot_usage gives its meaning |
| vintage |
In the case where successive definitions of the legal agreement have been dev… |
| visibilityIndicator |
Indicates the choice if the call instruction is visible or not to the other p… |
| vmCSATermsChange |
Specifies instructions describing a terms change to a Variation Margin agreem… |
| volatilityCapFactor |
Volatility Cap Amount in accordance with the ISDA 2011 Equity Derivatives Def… |
| volatilityCapFloor |
Contains containing volatility-based barriers |
| volatilityReturnTerms |
Return terms based upon the observed volatility of the underlier’s price |
| volatilityStrikePrice |
Volatility Strike Price in accordance with the ISDA 2011 Equity Derivatives D… |
| wacCapInterestProvision |
As specified by the ISDA Supplement for use with trades on mortgage-backed se… |
| warehouseIdentity |
The identity of the warehouse, if any, that is executing that workflow step |
| weatherUnit |
Provides an enumerated values for a weather unit, generally used in the conte… |
| webPage |
The web page |
| weeklyRollConvention |
The day of the week on which a weekly reset date occurs |
| weekOfMonth |
Specifies the week of the month if used |
| weight |
Specifies the degree of importance of the observation |
| weightedRates |
The weighted value of each observation |
| weights |
The corresponding weight for each date |
| whoMaySubstitute |
Designates which Counterparty to the transaction who has the right to trigger… |
| whoToDetermine |
Designates which Counterparty to the transaction is granted with the particul… |
| withholdingTaxRate |
Specifies the withholding tax rate if a withholding tax is applicable |
| workflowState |
The event workflow information, i |
| workflowStatus |
The workflow status indicator, e |
| writedown |
A credit event |
| writedownReimbursement |
An Additional Fixed Payment |
| writeoffLimit |
Specifies the level below which the interest will be written off; if omitted … |
| yearFraction |
The fraction of a year that this calculation represents, according to the day… |
| zeroEvent |
Indicates whether a trigger applies for the Threshold or Minimum Transfer Amo… |
