Documentation

Fields

brokerEquityOption_ID :: Maybe ID

 

brokerEquityOption_primaryAssetClass :: Maybe AssetClass

A classification of the most important risk class of the trade. FpML defines a simple asset class categorization using a coding scheme.

brokerEquityOption_secondaryAssetClass :: [AssetClass]

A classification of additional risk classes of the trade, if any. FpML defines a simple asset class categorization using a coding scheme.

brokerEquityOption_productType :: [ProductType]

A classification of the type of product. FpML defines a simple product categorization using a coding scheme.

brokerEquityOption_productId :: [ProductId]

A product reference identifier. The product ID is an identifier that describes the key economic characteristics of the trade type, with the exception of concepts such as size (notional, quantity, number of units) and price (fixed rate, strike, etc.) that are negotiated for each transaction. It can be used to hold identifiers such as the UPI (universal product identifier) required by certain regulatory reporting rules. It can also be used to hold identifiers of benchmark products or product temnplates used by certain trading systems or facilities. FpML does not define the domain values associated with this element. Note that the domain values for this element are not strictly an enumerated list.

brokerEquityOption_buyerPartyReference :: Maybe PartyReference

A reference to the party that buys this instrument, ie. pays for this instrument and receives the rights defined by it. See 2000 ISDA definitions Article 11.1 (b). In the case of FRAs this the fixed rate payer.

brokerEquityOption_buyerAccountReference :: Maybe AccountReference

A reference to the account that buys this instrument.

brokerEquityOption_sellerPartyReference :: Maybe PartyReference

A reference to the party that sells (writes) this instrument, i.e. that grants the rights defined by this instrument and in return receives a payment for it. See 2000 ISDA definitions Article 11.1 (a). In the case of FRAs this is the floating rate payer.

brokerEquityOption_sellerAccountReference :: Maybe AccountReference

A reference to the account that sells this instrument.

brokerEquityOption_optionType :: Maybe EquityOptionTypeEnum

The type of option transaction.

brokerEquityOption_equityEffectiveDate :: Maybe Date

Effective date for a forward starting option.

brokerEquityOption_underlyer :: Maybe Underlyer

Specifies the underlying component, which can be either one or many and consists in either equity, index or convertible bond component, or a combination of these.

brokerEquityOption_notional :: Maybe NonNegativeMoney

The notional amount.

brokerEquityOption_equityExercise :: Maybe EquityExerciseValuationSettlement

The parameters for defining how the equity option can be exercised, how it is valued and how it is settled.

brokerEquityOption_feature :: Maybe OptionFeatures

Asian, Barrier, Knock and Pass Through features.

brokerEquityOption_fxFeature :: Maybe FxFeature

Quanto, Composite, or Cross Currency FX features.

brokerEquityOption_strategyFeature :: Maybe StrategyFeature

A equity option simple strategy feature.

brokerEquityOption_strike :: Maybe EquityStrike

Defines whether it is a price or level at which the option has been, or will be, struck.

brokerEquityOption_spotPrice :: Maybe NonNegativeDecimal

The price per share, index or basket observed on the trade or effective date.

brokerEquityOption_numberOfOptions :: Maybe NonNegativeDecimal

The number of options comprised in the option transaction.

brokerEquityOption_equityPremium :: Maybe EquityPremium

The equity option premium payable by the buyer to the seller.

brokerEquityOption_deltaCrossed :: Maybe Boolean

 

brokerEquityOption_brokerageFee :: Maybe Money

 

brokerEquityOption_brokerNotes :: Maybe XsdString

 

Fields

equityAmericExerc_ID :: Maybe ID

 

equityAmericExerc_commencementDate :: Maybe AdjustableOrRelativeDate

The first day of the exercise period for an American style option.

equityAmericExerc_expirationDate :: Maybe AdjustableOrRelativeDate

The last day within an exercise period for an American style option. For a European style option it is the only day within the exercise period.

equityAmericExerc_choice2 :: Maybe (OneOf2 BusinessCenterTime DeterminationMethod)

Choice between latest exercise time expressed as literal time, or using a determination method.

Choice between:

1. For a Bermuda or American style option, the latest time on an exercise business day (excluding the expiration date) within the exercise period that notice can be given by the buyer to the seller or seller's agent. Notice of exercise given after this time will be deemed to have been given on the next exercise business day.
2. Latest exercise time determination method.

equityAmericExerc_latestExerciseTimeType :: Maybe TimeTypeEnum

The latest time of day at which the equity option can be exercised, for example the official closing time of the exchange.

equityAmericExerc_choice4 :: Maybe (OneOf2 (Maybe TimeTypeEnum, Maybe BusinessCenterTime) DeterminationMethod)

Choice between:

1. Sequence of:

• The time of day at which the equity option expires, for example the official closing time of the exchange.
• The specific time of day at which the equity option expires.

1. Expiration time determination method.

equityAmericExerc_equityMultipleExercise :: Maybe EquityMultipleExercise

The presence of this element indicates that the option may be exercised on different days. It is not applicable to European options.

Fields

equityBermudaExerc_ID :: Maybe ID

 

equityBermudaExerc_commencementDate :: Maybe AdjustableOrRelativeDate

The first day of the exercise period for an American style option.

equityBermudaExerc_expirationDate :: Maybe AdjustableOrRelativeDate

The last day within an exercise period for an American style option. For a European style option it is the only day within the exercise period.

equityBermudaExerc_choice2 :: Maybe (OneOf2 BusinessCenterTime DeterminationMethod)

Choice between latest exercise time expressed as literal time, or using a determination method.

Choice between:

1. For a Bermuda or American style option, the latest time on an exercise business day (excluding the expiration date) within the exercise period that notice can be given by the buyer to the seller or seller's agent. Notice of exercise given after this time will be deemed to have been given on the next exercise business day.
2. Latest exercise time determination method.

equityBermudaExerc_bermudaExerciseDates :: Maybe DateList

List of Exercise Dates for a Bermuda option.

equityBermudaExerc_latestExerciseTimeType :: Maybe TimeTypeEnum

The latest time of day at which the equity option can be exercised, for example the official closing time of the exchange.

equityBermudaExerc_choice5 :: Maybe (OneOf2 (Maybe TimeTypeEnum, Maybe BusinessCenterTime) DeterminationMethod)

Choice between:

1. Sequence of:

• The time of day at which the equity option expires, for example the official closing time of the exchange.
• The specific time of day at which the equity option expires.

1. Expiration time determination method.

equityBermudaExerc_equityMultipleExercise :: Maybe EquityMultipleExercise

The presence of this element indicates that the option may be exercised on different days. It is not applicable to European options.

Fields

equityEuropExerc_ID :: Maybe ID

 

equityEuropExerc_expirationDate :: Maybe AdjustableOrRelativeDate

The last day within an exercise period for an American style option. For a European style option it is the only day within the exercise period.

equityEuropExerc_choice1 :: Maybe (OneOf2 (Maybe TimeTypeEnum, Maybe BusinessCenterTime) DeterminationMethod)

Choice between:

1. Sequence of:

• The time of day at which the equity option expires, for example the official closing time of the exchange.
• The specific time of day at which the equity option expires.

1. Expiration time determination method.

Fields

equityExercValSettl_choice0 :: Maybe (OneOf3 EquityEuropeanExercise EquityAmericanExercise EquityBermudaExercise)

The parameters for defining how the equity option can be exercised, how it is valued and how it is settled.

Choice between:

1. The parameters for defining the expiration date and time for a European style equity option.
2. The parameters for defining the exercise period for an American style equity option together with the rules governing the quantity of the underlying that can be exercised on any given exercise date.
3. The parameters for defining the exercise period for an Bermuda style equity option together with the rules governing the quantity of the underlying that can be exercised on any given exercise date.

equityExercValSettl_choice1 :: Maybe (OneOf2 (Maybe Boolean, Maybe MakeWholeProvisions) PrePayment)

Choice between:

1. Sequence of:

• If true then each option not previously exercised will be deemed to be exercised at the expiration time on the expiration date without service of notice unless the buyer notifies the seller that it no longer wishes this to occur.
• Provisions covering early exercise of option.

1. Prepayment features for Forward.

equityExercValSettl_equityValuation :: Maybe EquityValuation

The parameters for defining when valuation of the underlying takes place.

equityExercValSettl_settlementDate :: Maybe AdjustableOrRelativeDate

Date on which settlement of option premiums will occur.

equityExercValSettl_settlementCurrency :: Maybe Currency

The currency in which a cash settlement for non-deliverable forward and non-deliverable options.

equityExercValSettl_settlementPriceSource :: Maybe SettlementPriceSource

 

equityExercValSettl_settlementType :: Maybe SettlementTypeEnum

How the option will be settled.

equityExercValSettl_settlementMethodElectionDate :: Maybe AdjustableOrRelativeDate

 

equityExercValSettl_settlementMethodElectingPartyReference :: Maybe PartyReference

 

equityExercValSettl_settlementPriceDefaultElection :: Maybe SettlementPriceDefaultElection

 

Fields

equityForward_ID :: Maybe ID

 

equityForward_primaryAssetClass :: Maybe AssetClass

A classification of the most important risk class of the trade. FpML defines a simple asset class categorization using a coding scheme.

equityForward_secondaryAssetClass :: [AssetClass]

A classification of additional risk classes of the trade, if any. FpML defines a simple asset class categorization using a coding scheme.

equityForward_productType :: [ProductType]

A classification of the type of product. FpML defines a simple product categorization using a coding scheme.

equityForward_productId :: [ProductId]

A product reference identifier. The product ID is an identifier that describes the key economic characteristics of the trade type, with the exception of concepts such as size (notional, quantity, number of units) and price (fixed rate, strike, etc.) that are negotiated for each transaction. It can be used to hold identifiers such as the UPI (universal product identifier) required by certain regulatory reporting rules. It can also be used to hold identifiers of benchmark products or product temnplates used by certain trading systems or facilities. FpML does not define the domain values associated with this element. Note that the domain values for this element are not strictly an enumerated list.

equityForward_buyerPartyReference :: Maybe PartyReference

A reference to the party that buys this instrument, ie. pays for this instrument and receives the rights defined by it. See 2000 ISDA definitions Article 11.1 (b). In the case of FRAs this the fixed rate payer.

equityForward_buyerAccountReference :: Maybe AccountReference

A reference to the account that buys this instrument.

equityForward_sellerPartyReference :: Maybe PartyReference

A reference to the party that sells (writes) this instrument, i.e. that grants the rights defined by this instrument and in return receives a payment for it. See 2000 ISDA definitions Article 11.1 (a). In the case of FRAs this is the floating rate payer.

equityForward_sellerAccountReference :: Maybe AccountReference

A reference to the account that sells this instrument.

equityForward_optionType :: Maybe EquityOptionTypeEnum

The type of option transaction.

equityForward_equityEffectiveDate :: Maybe Date

Effective date for a forward starting option.

equityForward_underlyer :: Maybe Underlyer

Specifies the underlying component, which can be either one or many and consists in either equity, index or convertible bond component, or a combination of these.

equityForward_notional :: Maybe NonNegativeMoney

The notional amount.

equityForward_equityExercise :: Maybe EquityExerciseValuationSettlement

The parameters for defining how the equity option can be exercised, how it is valued and how it is settled.

equityForward_feature :: Maybe OptionFeatures

Asian, Barrier, Knock and Pass Through features.

equityForward_fxFeature :: Maybe FxFeature

Quanto, Composite, or Cross Currency FX features.

equityForward_strategyFeature :: Maybe StrategyFeature

A equity option simple strategy feature.

equityForward_dividendConditions :: Maybe DividendConditions

 

equityForward_methodOfAdjustment :: Maybe MethodOfAdjustmentEnum

Defines how adjustments will be made to the contract should one or more of the extraordinary events occur.

equityForward_extraordinaryEvents :: Maybe ExtraordinaryEvents

Where the underlying is shares, specifies events affecting the issuer of those shares that may require the terms of the transaction to be adjusted.

equityForward_forwardPrice :: NonNegativeMoney

The forward price per share, index or basket.

Fields

equityMultiExerc_integralMultipleExercise :: Maybe PositiveDecimal

When multiple exercise is applicable and this element is present it specifies that the number of options that can be exercised on a given exercise date must either be equal to the value of this element or be an integral multiple of it.

equityMultiExerc_minimumNumberOfOptions :: Maybe NonNegativeDecimal

When multiple exercise is applicable this element specifies the minimum number of options that can be exercised on a given exercise date. If this element is not present then the minimum number is deemed to be 1. Its value can be a fractional number as a result of corporate actions.

equityMultiExerc_maximumNumberOfOptions :: Maybe NonNegativeDecimal

When multiple exercise is applicable this element specifies the maximum number of options that can be exercised on a given exercise date. If this element is not present then the maximum number is deemed to be the same as the number of options. Its value can be a fractional number as a result of corporate actions.

Fields

equityOption_ID :: Maybe ID

 

equityOption_primaryAssetClass :: Maybe AssetClass

A classification of the most important risk class of the trade. FpML defines a simple asset class categorization using a coding scheme.

equityOption_secondaryAssetClass :: [AssetClass]

A classification of additional risk classes of the trade, if any. FpML defines a simple asset class categorization using a coding scheme.

equityOption_productType :: [ProductType]

A classification of the type of product. FpML defines a simple product categorization using a coding scheme.

equityOption_productId :: [ProductId]

A product reference identifier. The product ID is an identifier that describes the key economic characteristics of the trade type, with the exception of concepts such as size (notional, quantity, number of units) and price (fixed rate, strike, etc.) that are negotiated for each transaction. It can be used to hold identifiers such as the UPI (universal product identifier) required by certain regulatory reporting rules. It can also be used to hold identifiers of benchmark products or product temnplates used by certain trading systems or facilities. FpML does not define the domain values associated with this element. Note that the domain values for this element are not strictly an enumerated list.

equityOption_buyerPartyReference :: Maybe PartyReference

A reference to the party that buys this instrument, ie. pays for this instrument and receives the rights defined by it. See 2000 ISDA definitions Article 11.1 (b). In the case of FRAs this the fixed rate payer.

equityOption_buyerAccountReference :: Maybe AccountReference

A reference to the account that buys this instrument.

equityOption_sellerPartyReference :: Maybe PartyReference

A reference to the party that sells (writes) this instrument, i.e. that grants the rights defined by this instrument and in return receives a payment for it. See 2000 ISDA definitions Article 11.1 (a). In the case of FRAs this is the floating rate payer.

equityOption_sellerAccountReference :: Maybe AccountReference

A reference to the account that sells this instrument.

equityOption_optionType :: Maybe EquityOptionTypeEnum

The type of option transaction.

equityOption_equityEffectiveDate :: Maybe Date

Effective date for a forward starting option.

equityOption_underlyer :: Maybe Underlyer

Specifies the underlying component, which can be either one or many and consists in either equity, index or convertible bond component, or a combination of these.

equityOption_notional :: Maybe NonNegativeMoney

The notional amount.

equityOption_equityExercise :: Maybe EquityExerciseValuationSettlement

The parameters for defining how the equity option can be exercised, how it is valued and how it is settled.

equityOption_feature :: Maybe OptionFeatures

Asian, Barrier, Knock and Pass Through features.

equityOption_fxFeature :: Maybe FxFeature

Quanto, Composite, or Cross Currency FX features.

equityOption_strategyFeature :: Maybe StrategyFeature

A equity option simple strategy feature.

equityOption_dividendConditions :: Maybe DividendConditions

 

equityOption_methodOfAdjustment :: Maybe MethodOfAdjustmentEnum

Defines how adjustments will be made to the contract should one or more of the extraordinary events occur.

equityOption_extraordinaryEvents :: Maybe ExtraordinaryEvents

Where the underlying is shares, specifies events affecting the issuer of those shares that may require the terms of the transaction to be adjusted.

equityOption_strike :: Maybe EquityStrike

Defines whether it is a price or level at which the option has been, or will be, struck.

equityOption_spotPrice :: Maybe NonNegativeDecimal

The price per share, index or basket observed on the trade or effective date.

equityOption_numberOfOptions :: Maybe NonNegativeDecimal

The number of options comprised in the option transaction.

equityOption_optionEntitlement :: Maybe PositiveDecimal

The number of shares per option comprised in the option transaction.

equityOption_equityPremium :: Maybe EquityPremium

The equity option premium payable by the buyer to the seller.

Fields

equityOptionTermin_settlementAmountPaymentDate :: Maybe AdjustableDate

 

equityOptionTermin_settlementAmount :: Maybe NonNegativeMoney

 

Fields

equityOptionTransSuppl_ID :: Maybe ID

 

equityOptionTransSuppl_primaryAssetClass :: Maybe AssetClass

A classification of the most important risk class of the trade. FpML defines a simple asset class categorization using a coding scheme.

equityOptionTransSuppl_secondaryAssetClass :: [AssetClass]

A classification of additional risk classes of the trade, if any. FpML defines a simple asset class categorization using a coding scheme.

equityOptionTransSuppl_productType :: [ProductType]

A classification of the type of product. FpML defines a simple product categorization using a coding scheme.

equityOptionTransSuppl_productId :: [ProductId]

A product reference identifier. The product ID is an identifier that describes the key economic characteristics of the trade type, with the exception of concepts such as size (notional, quantity, number of units) and price (fixed rate, strike, etc.) that are negotiated for each transaction. It can be used to hold identifiers such as the UPI (universal product identifier) required by certain regulatory reporting rules. It can also be used to hold identifiers of benchmark products or product temnplates used by certain trading systems or facilities. FpML does not define the domain values associated with this element. Note that the domain values for this element are not strictly an enumerated list.

equityOptionTransSuppl_buyerPartyReference :: Maybe PartyReference

A reference to the party that buys this instrument, ie. pays for this instrument and receives the rights defined by it. See 2000 ISDA definitions Article 11.1 (b). In the case of FRAs this the fixed rate payer.

equityOptionTransSuppl_buyerAccountReference :: Maybe AccountReference

A reference to the account that buys this instrument.

equityOptionTransSuppl_sellerPartyReference :: Maybe PartyReference

A reference to the party that sells (writes) this instrument, i.e. that grants the rights defined by this instrument and in return receives a payment for it. See 2000 ISDA definitions Article 11.1 (a). In the case of FRAs this is the floating rate payer.

equityOptionTransSuppl_sellerAccountReference :: Maybe AccountReference

A reference to the account that sells this instrument.

equityOptionTransSuppl_optionType :: Maybe EquityOptionTypeEnum

The type of option transaction.

equityOptionTransSuppl_equityEffectiveDate :: Maybe Date

Effective date for a forward starting option.

equityOptionTransSuppl_underlyer :: Maybe Underlyer

Specifies the underlying component, which can be either one or many and consists in either equity, index or convertible bond component, or a combination of these.

equityOptionTransSuppl_notional :: Maybe NonNegativeMoney

The notional amount.

equityOptionTransSuppl_equityExercise :: Maybe EquityExerciseValuationSettlement

The parameters for defining how the equity option can be exercised, how it is valued and how it is settled.

equityOptionTransSuppl_feature :: Maybe OptionFeatures

Asian, Barrier, Knock and Pass Through features.

equityOptionTransSuppl_fxFeature :: Maybe FxFeature

Quanto, Composite, or Cross Currency FX features.

equityOptionTransSuppl_strategyFeature :: Maybe StrategyFeature

A equity option simple strategy feature.

equityOptionTransSuppl_strike :: Maybe EquityStrike

Defines whether it is a price or level at which the option has been, or will be, struck.

equityOptionTransSuppl_spotPrice :: Maybe NonNegativeDecimal

The price per share, index or basket observed on the trade or effective date.

equityOptionTransSuppl_numberOfOptions :: Maybe NonNegativeDecimal

The number of options comprised in the option transaction.

equityOptionTransSuppl_equityPremium :: Maybe EquityPremium

The equity option premium payable by the buyer to the seller.

equityOptionTransSuppl_exchangeLookAlike :: Maybe Boolean

For a share option transaction, a flag used to indicate whether the transaction is to be treated as an 'exchange look-alike'. This designation has significance for how share adjustments (arising from corporate actions) will be determined for the transaction. For an 'exchange look-alike' transaction the relevant share adjustments will follow that for a corresponding designated contract listed on the related exchange (referred to as Options Exchange Adjustment (ISDA defined term), otherwise the share adjustments will be determined by the calculation agent (referred to as Calculation Agent Adjustment (ISDA defined term)).

equityOptionTransSuppl_exchangeTradedContractNearest :: Maybe Boolean

For an index option transaction, a flag used in conjuction with Futures Price Valuation (ISDA defined term) to indicate whether the Nearest Index Contract provision is applicable. The Nearest Index Contract provision is a rule for determining the Exchange-traded Contract (ISDA defined term) without having to explicitly state the actual contract, delivery month and exchange on which it is traded.

equityOptionTransSuppl_choice22 :: Maybe (OneOf2 Boolean Boolean)

Choice between:

1. For an index option transaction, a flag to indicate whether a relevant Multiple Exchange Index Annex is applicable to the transaction. This annex defines additional provisions which are applicable where an index is comprised of component securities that are traded on multiple exchanges.
2. For an index option transaction, a flag to indicate whether a relevant Component Security Index Annex is applicable to the transaction.

equityOptionTransSuppl_methodOfAdjustment :: Maybe MethodOfAdjustmentEnum

 

equityOptionTransSuppl_localJurisdiction :: Maybe CountryCode

Local Jurisdiction is a term used in the AEJ Master Confirmation, which is used to determine local taxes, which shall mean taxes, duties, and similar charges imposed by the taxing authority of the Local Jurisdiction If this element is not present Local Jurisdiction is Not Applicable.

equityOptionTransSuppl_choice25 :: Maybe (OneOf2 PositiveDecimal PositiveDecimal)

Choice between:

1. The number of shares per option comprised in the option transaction supplement.
2. Specifies the contract multiplier that can be associated with an index option.

equityOptionTransSuppl_extraordinaryEvents :: Maybe ExtraordinaryEvents

A component to contain elements that represent an extraordinary event.

Fields

prePayment_ID :: Maybe ID

 

prePayment_payerPartyReference :: Maybe PartyReference

A reference to the party responsible for making the payments defined by this structure.

prePayment_payerAccountReference :: Maybe AccountReference

A reference to the account responsible for making the payments defined by this structure.

prePayment_receiverPartyReference :: Maybe PartyReference

A reference to the party that receives the payments corresponding to this structure.

prePayment_receiverAccountReference :: Maybe AccountReference

A reference to the account that receives the payments corresponding to this structure.

prePayment :: Maybe Boolean

 

prePayment_amount :: Maybe NonNegativeMoney

 

prePayment_date :: Maybe AdjustableDate