Documentation

Fields

genericProduct_ID :: Maybe ID

 

genericProduct_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.

genericProduct_secondaryAssetClass :: [AssetClass]

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

genericProduct_productType :: [ProductType]

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

genericProduct_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.

genericProduct_multiLeg :: Maybe Boolean

Indicates whether this transaction has multiple components, not all of which may be reported.

genericProduct_choice5 :: Maybe (OneOf2 (Maybe PartyReference, Maybe AccountReference, Maybe PartyReference, Maybe AccountReference) [PartyReference])

Choice between:

1. Sequence of:

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

1. counterpartyReference

genericProduct_premium :: Maybe SimplePayment

 

genericProduct_effectiveDate :: Maybe AdjustableDate2

The earliest of all the effective dates of all constituent streams.

genericProduct_expirationDate :: Maybe AdjustableDate2

For options, the last exercise date of the option.

genericProduct_terminationDate :: Maybe AdjustableDate2

The latest of all of the termination (accrual end) dates of the constituent or underlying streams.

genericProduct_underlyer :: [TradeUnderlyer2]

The set of underlyers to the trade that can be used in computing the trade's cashflows. If this information is needed to identify the trade, all of the trade's underlyers should be specified, whether or not they figure into the cashflow calculation. Otherwise, only those underlyers used to compute this particular cashflow need be supplied.

genericProduct_notional :: [CashflowNotional]

The notional or notionals in effect on the last day of the last calculation period in each stream.

genericProduct_optionType :: Maybe OptionType

For options, what type of option it is (e.g. butterfly).

genericProduct_settlementCurrency :: [IdentifiedCurrency]

The currency or currencies in which the product can settle.

Fields

tradeUnderl_ID :: Maybe ID

 

tradeUnderl_choice0 :: Maybe (OneOf5 FloatingRate Schedule Asset QuotedCurrencyPair LegalEntity)

Choice between:

1. A floating rate.
2. The fixed rate or fixed rate schedule expressed as explicit fixed rates and dates. In the case of a schedule, the step dates may be subject to adjustment in accordance with any adjustments specified in calculationPeriodDatesAdjustments.
3. Define the underlying asset, either a listed security or other instrument.
4. Describes the composition of a rate that has been quoted. This includes the two currencies and the quotation relationship between the two currencies.
5. The corporate or sovereign entity on which you are buying or selling protection and any successor that assumes all or substantially all of its contractual and other obligations. It is vital to use the correct legal name of the entity and to be careful not to choose a subsidiary if you really want to trade protection on a parent company. Please note, Reference Entities cannot be senior or subordinated. It is the obligations of the Reference Entities that can be senior or subordinated. ISDA 2003 Term: Reference Entity

tradeUnderl_payerPartyReference :: Maybe PartyReference

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

tradeUnderl_payerAccountReference :: Maybe AccountReference

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

tradeUnderl_receiverPartyReference :: Maybe PartyReference

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

tradeUnderl_receiverAccountReference :: Maybe AccountReference

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

Fields

optionTypeAttrib_optionTypeScheme :: Maybe AnyURI

The type scheme used with this option type.