All Classes and Interfaces
Class
Description
The acceptable tolerance in the delivered quantity of a physical commodity
product in terms of a number of units of that product.
An extension of the AbstractServicingNotification which includes a
reference to the facility and the loan contract to which embedded loan events apply.
Abstract base type for all events.
Abstract base type for all loan business events.
An extension of the AbstractServicingNotification which includes a
reference to the facility to which embedded loan events apply.
An abstract base type for all syndicated loan servicing notifications; the
wrapper for loan events which occur through the life-cycle of a deal.
A generic account that represents any party's account at another party.
The data type used for account identifiers.
The data type used for the name of the account.
Reference to an account.
The data type used for account type.
Used as a abstract type for defining accrual structures within loan
instruments.
A loan servicing notification used to update an accrual option within a
single facility.
A loan servicing retraction used to cancel a previous accrual option change
notification.
The details of the underlying elements that explain the calculation of an
accrual against a reference balance.
Java class for AccrualReferenceAmountTypeEnum.
Used to uniquely identify a single accrual type within a syndicated loan
structure.
An event describing a future change an accruing fee associated with a
specific facility.
A loan servicing notification used to communicate a change in an accruing
fee option.
A loan servicing retraction used to cancel a previous accruing fee change
notification.
An event describing a future expiry of one of the accruing fees associated
with a specific facility.
Represents the accruing fee option associated within a facility.
An event describing an accruing fee payment made at the facility level.
A loan servicing notification used to communicate an accruing fee payment
made by the borrower.
A loan servicing retraction used to cancel a previous accruing fee payment
notification.
A list of all eligible accruing facility-level fee types.
Represents the accruing PIK option associated within a facility.
An event representing a change in a PIK accrual option.
An event representing a payment to facilitate capitalization of interest on
all outstanding contracts against a particular facility.
A loan servicing notification used to communicate an accruing PIK rate
being capitalized by the borrower.
A loan servicing retraction used to cancel a previous PIK rate payment.
Java class for Acknowledgement complex type.
Java class for ActionOnExpiration complex type.
The data type used for ESMA action type.
Java class for ActualPrice complex type.
Provides extra information not represented in the model that may be useful
in processing the message i.e.
Java class for anonymous complex type.
A type for defining ISDA 2002 Equity Derivative Additional Disruption
Events.
Abstract base type for an extension/substitution point to customize FpML
and add additional events.
Java class for AdditionalFixedPayments complex type.
Specifies the amount of the fee along with, when applicable, the formula
that supports its determination.
Java class for AdditionalTerm complex type.
A type that represents a physical postal address.
A type for defining a date that shall be subject to adjustment if it would
otherwise fall on a day that is not a business day in the specified business centers, together with the
convention for adjusting the date.
A type that is different from AdjustableDate in two regards.
A type describing a date defined as subject to adjustment or defined in
reference to another date through one or several date offsets.
A type for defining a series of dates that shall be subject to adjustment
if they would otherwise fall on a day that is not a business day in the specified business centers,
together with the convention for adjusting the dates.
A type for defining a series of dates, either as a list of adjustable
dates, or a as a repeating sequence from a base date
An adjustable offset can be used to specify a number of days, business or
calendar, for example in a notice period.
A type for defining a date that shall be subject to adjustment if it would
otherwise fall on a day that is not a business day in the specified business centers, together with the
convention for adjusting the date.
A type giving the choice between defining a date as an explicit date
together with applicable adjustments or as relative to some other (anchor) date.
A type giving the choice between defining a series of dates as an explicit
list of dates together with applicable adjustments or as relative to some other series of (anchor)
dates.
Java class for AdjustableRelativeOrPeriodicDates complex type.
A type giving the choice between defining a series of dates as an explicit
list of dates together with applicable adjustments, or as relative to some other series of (anchor)
dates, or as a set of factors to specify periodic occurences.
Java class for AdjustedPaymentDates complex type.
A type defining a date (referred to as the derived date) as a relative
offset from another date (referred to as the anchor date) plus optional date adjustments.
A structure used to describe an adjustment.
Java class for AffectedTransactions complex type.
Java class for Algorithm complex type.
A type describing a role played by an algorithm in one or more
transactions.
Java class for Allocation complex type.
A message indicating that a request to allocate a trade has been approved
by the sender.
A message indicating that a request to allocate a trade has been refused by
the sender.
Code that describes what type of allocation applies to the trade.
The allocations for a single side of a trade.
A fee charged to the borrower for an amendment being made to the originally
agreed credit agreement.
A type defining the exercise period for an American style option together
with any rules governing the notional amount of the underlying which can be exercised on any given
exercise date and any associated exercise fees.
Java class for AmountAdjustmentEnum.
A type defining a nominal amount with a reference.
Specifies a reference to a monetary amount.
A type defining a currency amount or a currency amount schedule.
A reference to an asset, e.g.
Spring boot entry point.
Implements list of sdcUsers from application.yml
A specific approval state in the workflow.
An approval identifier allocated by a party.
Java class for Approvals complex type.
A message describing the approvals currently applied to the trade and their
status (e.g.
A type that qualifies the type of approval.
As per ISDA 2002 Definitions.
Abstract base class for all underlying assets.
Java class for AssetClass complex type.
A scheme identifying the types of measures that can be used to describe an
asset.
Reference to an underlying asset, term point or pricing structure (yield
curve).
Characterise the asset pool behind an asset backed bond.
Reference to an underlying asset.
A structure that holds a set of measures about an asset, including possibly
their sensitivities.
Represents the rules for payment of assignment fees to the agent.
A list of rules associated with the way in which assignment fees should be
paid.
A type to define automatic exercise of a swaption.
To indicate the limitation percentage and limitation period.
The average price leg of an average price commodity bullion or non-precious
metal forward transaction.
Java class for AveragingInOutEnum.
Java class for AveragingMethodEnum.
An un ordered list of weighted averaging observations.
Period over which an average value is taken.
Method of generating a series of dates.
Java class for BankruptcyEvent complex type.
As per ISDA 2002 Definitions.
A structure that holds a set of measures about an asset.
Some kind of numerical measure about an asset, eg.
A type describing the underlyer features of a basket swap.
A structure indicating that the basket underlyer of the trade has changed
due to client trading activity
A type describing each of the constituents of a basket.
Java class for BasketId complex type.
Java class for BasketName complex type.
CDS Basket Reference Information
A type defining the beneficiary of the funds.
A type defining the Bermuda option exercise dates and the expiration date
together with any rules govenerning the notional amount of the underlying which can be exercised on any
given exercise date and any associated exercise fee.
An exchange traded bond.
A Bond Option
A complex type to specify the strike of a bond or convertible bond
option.
A type including a reference to a bond to support the representation of an
asset swap or Condition Precedent Bond.
An event representing the fact that a new loan contract (funded borrowing)
has been requested by the borrower.
A type describing correlation bounds, which form a cap and a floor on the
realized correlation.
A type describing variance bounds, which are used to exclude money price
values outside of the specified range In a Up Conditional Swap Underlyer price must be equal to or
higher than Lower Barrier In a Down Conditional Swap Underlyer price must be equal to or lower than
Upper Barrier In a Corridor Conditional Swap Underlyer price must be equal to or higher than Lower
Barrier and must be equal to or lower than Upper Barrier.
Java class for BreakageCalculatedByEnum.
A fee calculated as the cost of breaking financing against a loan contract
which is repaid early.
Identifies the market sector in which the trade has been arranged.
Identifies the market sector in which the trade has been arranged.
A type for defining the broker equity options.
A dummy oracle which generates values using a geometric Brownian motion.
A product to represent a single cashflow.
A scheme defining where bullion is to be delivered for a Bullion
Transaction.
Physically settled leg of a physically settled Bullion Transaction.
Java class for BullionTypeEnum.
A code identifying a business day calendar location.
A type for defining business day calendar used in determining whether a day
is a business day or not.
A pointer style reference to a set of business day calendar defined
elsewhere in the document.
A type for defining a time with respect to a business day calendar
location.
A type defining a range of contiguous business days by defining an
unadjusted first date, an unadjusted last date and a business day convention and business centers for
adjusting the first and last dates if they would otherwise fall on a non business day in the specified
business centers.
A type defining the business day convention and financial business centers
used for adjusting any relevant date if it would otherwise fall on a day that is not a business day in
the specified business centers.
Reference to a business day adjustments structure.
Java class for BusinessDayConventionEnum.
An identifier used to group different business events.
A type defining an event identifier issued by the indicated party.
A type that can be used to identify the type of business process in a
request.
A type that represents information about a unit within an organization.
Reference to an organizational unit.
A type describing a role played by a unit in one or more transactions.
An abstract base class for all calculated money amounts, which are in the
currency of the cash multiplier of the calculation.
A type definining the parameters used in the calculation of fixed or
floating calculation period amounts.
A type defining the ISDA calculation agent responsible for performing
duties as defined in the applicable product definitions.
Java class for CalculationAgentPartyEnum.
Java class for CalculationAmount complex type.
Abstract base class for all calculation from observed values.
A type defining the parameters used in the calculation of a fixed or
floating rate calculation period amount.
A type defining the parameters used in the calculation of fixed or floating
rate calculation period amounts or for specifying a known calculation period amount or known amount
schedule.
A type defining the parameters used to generate the calculation period
dates schedule, including the specification of any initial or final stub calculation periods.
Reference to a calculation period dates component.
A type defining the frequency at which calculation period end dates occur
within the regular part of the calculation period schedule and thier roll date convention.
A pointer style reference to single-day-duration calculation periods
defined elsewhere - note that this schedule consists of a parameterised schedule in a
calculationPeriodsSchedule container.
A pointer style reference to a calculation periods schedule defined
elsewhere - note that this schedule consists of a series of actual dates in a calculationPeriods
container.
A pointer style reference to a calculation periods schedule defined
elsewhere - note that this schedule consists of a parameterised schedule in a calculationPeriodsSchedule
container.
Java class for CalendarSourceEnum.
A type for defining a calendar spread feature.
Interface for classes providing a calibration context in terms of a reference date and calibration info.
A calibration context in terms of a reference date and calibration info.
IR Market Data Scenario Class holds a SecnarioDate an a Map containing CurveData
Interface for parsers generating
CalibrationSpecProvider from CalibrationDatapoint.Parses calibration data points and converts it to calibration specs
Contains the result of a calibration adding additional statistics to the calibrated model.
Provides a way to get a CalibrationSpec for finmath calibration.
A calibration spec provider for deposits.
A calibration spec provider for fras.
A calibration spec provider for OIS swaps.
A calibration spec provider for swaps.
An object calibrating models from a stream of calibration spec providers
Java class for CallingPartyEnum.
A type defining the right of a party to cancel a swap transaction on the
specified exercise dates.
A type to define the adjusted dates for a cancelable provision on a swap
transaction.
The adjusted dates for a specific cancellation date, including the adjusted
exercise date and adjusted termination date.
Java class for CanonicalizationMethodType complex type.
A type defining an interest rate cap, floor, or cap/floor strategy (e.g.
Java class for Cash complex type.
An identifier used to identify a single component cashflow.
The notional/principal value/quantity/volume used to compute the
cashflow.
CashflowPeriod
A type defining the cashflow representation of a swap trade.
A coding scheme used to describe the type or purpose of a cash flow or cash
flow component.
This structure represents payable cash, together with reference to any
withholding tax being applied.
A type defining the parameters necessary for each of the ISDA cash price
methods for cash settlement.
A type to define the cash settlement terms for a product where cash
settlement is applicable.
A type defining the cash settlement payment date(s) as either a set of
explicit dates, together with applicable adjustments, or as a date relative to some other (anchor) date,
or as any date in a range of contiguous business days.
A type defining the list of reference institutions polled for relevant
rates or prices when determining the cash settlement amount for a product where cash settlement is
applicable.
Java class for CashSettlementTerms complex type.
Abstract base type for non-negotiated trade change descriptions
A classified non negative payment.
Unless otherwise specified, the principal clearance system customarily used
for settling trades in the relevant underlying.
A structure describing a trade registration event that is part of a
clearing process.
A message indicating that a clearing request has been acted on and as a
result a trade has been cleared.
Java class for ClearingEligibility complex type.
The reason a trade is exempted from a clearing mandate.
Java class for ClearingInstructions complex type.
A message indicating that a clearing request has not been acted on due to a
business decision and therefore no trade has been cleared.
Java class for ClearingRequirements complex type.
A message providing the current status of a clearing request.
A component of a clearing status report.
The current status value of a clearing request.
The different options for specifying the attributes of a coal quality
measure as a decimal value.
The different options for specifying the attributes of a coal quality
measure as a percentage of the measured value.
The physical delivery conditions for coal.
A scheme identifying the types of the Delivery Point for a physically
settled coal trade.
Physically settled leg of a physically settled coal transaction.
A type defining the characteristics of the coal being traded in a
physically settled gas transaction.
A scheme identifying the sources of coal for a physically settled coal
trade.
The different options for specifying the quality attributes of the coal to
be delivered.
A scheme identifying the types of coal for a physically settled coal
trade.
A scheme identifying the quality adjustment formulae for a physically
settled coal trade.
The quality attributes of the coal to be delivered.
The quality attributes of the coal to be delivered, specified on a periodic
basis.
A scheme identifying the methods by which coal may be transported.
A type for defining the obligations of the counterparty subject to credit
support requirements.
Java class for CollateralAllocationAccepted complex type.
Code that describes what type of collateral is posted by a party to a
transaction.
Java class for CollateralProfile complex type.
Java class for CollateralType complex type.
This type is used in Repo trades, to specify the valuation of a specific
piece of collateral in the transaction.
Java class for CollateralValueAllocation complex type.
Java class for CollateralValueAllocationEnum.
A type describing the commission that will be charged for each of the hedge
transactions.
Java class for CommissionDenominationEnum.
An event defining a future change in facility commitment.
A structure which specifies the commitment changes occurring throughout the
life of a facility.
Represents a complete amortization schedule through the life of a
facility.
A type describing a commodity underlying asset.
A type for defining exercise procedures associated with an American style
exercise of a commodity option.
The specification of how a barrier option will trigger (that is, knock-in
or knock-out) or expire based on the position of the spot rate relative to trigger level.
Java class for CommodityBase complex type.
Describes the swap's underlyer when it has multiple asset components.
Abstract base class for all underlying assets.
Java class for CommodityBasketByNotional complex type.
Java class for CommodityBasketByPercentage complex type.
Java class for CommodityBasketOption complex type.
Java class for CommodityBasketUnderlyingBase complex type.
Java class for CommodityBasketUnderlyingByNotional complex type.
Java class for CommodityBasketUnderlyingByPercentage complex type.
Java class for CommodityBullionSettlementDisruptionEnum.
Defines a commodity business day calendar.
A parametric representation of the Calculation Periods for on Asian option
or a leg of a swap.
The different options for specifying the Delivery Periods of a physical
leg.
A scheme identifying the types of the Delivery Point for a physically
settled commodity trade.
A scheme identifying how the parties to the trade aportion responsibility
for the delivery of the commodity product (for example Free On Board, Cost, Insurance, Freight)
Java class for CommodityDetails complex type.
Defined the conditions under which the digital option can triggers and, if
triggered, what payment results.
The parameters for defining how the commodity digital option can be
exercised.
Defines the digital commodity option product type.
A type for defining exercise procedures associated with a European style
exercise of a commodity option.
The parameters for defining how the commodity option can be exercised, how
it is priced and how it is settled.
The parameters for defining how the commodity option can be exercised, how
it is priced and how it is settled.
Java class for CommodityExercisePeriods complex type.
A scheme identifying the physical event relative to which option expiration
occurs.
Java class for CommodityFixedInterestCalculation complex type.
The Fixed Price for a given Calculation Period during the life of the
trade.
Commodity Forward
Abstract base class for all commodity forward legs.
Frequency Type for use in Pricing Date specifications.
A type defining the FX observations to be used to convert the observed
Commodity Reference Price to the Settlement Currency.
Identifes how the FX rate will be applied.
A type defining a hub or other reference for a physically settled commodity
trade.
A scheme identifying the code for a hub or other reference for a physically
settled commodity trade.
The publication in which the rate, price, index or factor is to be found.
A type defining the source of a commodity rate, price or index or of a
market rate or of a conversion factor (e.g.
A type describing the interest rate leg (a.k.a fee leg) of the commodity
performance swap.
Java class for CommodityKnockEnum.
ISDA 1993 or 2005 commodity market disruption elements.
Java class for CommodityMetalBrand complex type.
Java class for CommodityMetalBrandManager complex type.
The name of the entity that issues the brand
Java class for CommodityMetalGrade complex type.
Java class for CommodityMetalProducer complex type.
Java class for CommodityMetalShape complex type.
A type for defining the multiple exercise provisions of an American style
commodity option.
A complex type to specify the notional amount.
A reference to the return swap notional amount.
Commodity Notional.
The Notional Quantity per Calculation Period.
Defines a commodity option product type.
A scheme identifying the physical event relative to which payment occurs.
A type describing a commodity performance swap in which one leg pays out
based on the return on a reference commodity index or commodity reference price.
A product with which to represent return swaps, total return swaps and
excess return swaps.
Java class for CommodityPerformanceSwapEarlyTermination complex type.
Abstract base class for all commodity performance swap legs.
The parameters for defining the expiration date(s) and time(s) for an
American style option.
The parameters for defining the expiration date(s) and time(s) for a
European style option.
The parameters for defining how the physically-settled commodity option can
be exercised and how it is settled.
A type defining the physical quantity of the commodity to be delivered.
An abstract base class for physical quantity types.
The Quantity per Delivery Period.
The pipeline through which the physical commodity will be delivered.
The pipeline cycle during which the physical commodity will be delivered.
The commodity option premium payable by the buyer to the seller.
The dates on which prices are observed for the underlyer.
A scheme identifying the grade of physical commodity product to be
delivered.
A type for defining the frequency at which the Notional Quantity is deemed
to apply for purposes of calculating the Total Notional Quantity.
The Expiration Dates of the trade relative to the Calculation Periods.
The Payment Dates of the trade relative to the Calculation Periods.
Java class for CommodityReturnCalculation complex type.
Java class for CommodityReturnCalculationFormulaEnum.
A type describing the return leg of a commodity return swap.
The notional quantity of electricity that applies to one or more groups of
Settlement Periods.
The notional quantity schedule of electricity that applies to one or more
groups of Settlement Periods.
The fixed price schedule for electricity that applies to one or more groups
of Settlement Periods.
Java class for CommoditySpread complex type.
The Spread per Calculation Period.
A type specifying the date from which the early termination clause can be
exercised.
The Strike Price per Unit per Calculation Period.
The commodity swap product model is designed to support fixed-float swaps,
float-float swaps, fixed vs.
Abstract base class for all commodity swap legs
Commodity Swaption.
Java class for CommoditySwaptionUnderlying complex type.
The barrier which, when breached, triggers the knock-in or knock-out of the
barrier option.
The dates on which prices are observed for the underlyer.
Java class for CommodityVarianceCalculation complex type.
A type describing the variance leg of a commodity variance swap.
Specifies the conditions to be applied for converting into a reference
currency when the actual currency rate is not determined upfront.
Specifies the compounding method and the compounding rate.
The frequency at which a rate is compounded.
Java class for CompoundingMethodEnum.
A type defining a compounding rate.
A type that shows how multiple trades have been combined into a result.
A type that identifies the type of trade amalgamation, for example netting
or portfolio compression.
Java class for ConditionEnum.
Java class for ConditionsPrecedentMetEnum.
A message indicating that a confirmation has been agreed by a
counterparty.
A message indicating that a confirmation has not been agreed by a
counterparty.
A type used to represent the type of mechanism that can be used to confirm
a trade.
A message indicating that a confirmation request has been withdrawn by the
submitter.
Message for sending matching results.
A message indicating that the sender grants consent for the recipient to
perform the requested action.
A message indicating that the sender does not grant consent for the
recipient to perform the requested action.
A type describing the weight of each of the underlyer constituent within
the basket, either in absolute or relative terms.
A type that represents how to contact an individual or organization.
A dummy oracle which generates values as initalValue * Math.exp(r T).
A contact id identifier allocated by a party.
A type defining a contract identifier issued by the indicated party.
The definitions, such as those published by ISDA, that will define the
terms of the trade.
Java class for ContractualMatrix complex type.
A contractual supplement (such as those published by ISDA) that will apply
to the trade.
A contractual supplement (such as those published by ISDA) and its
publication date that will apply to the trade.
Java class for ConvertibleBond complex type.
A structure indicating that a trade has changed due to a corporate action
A type that describes what type of corporate action occurred.
A type defining the content model for a request message that can be
subsequently corrected or retracted.
A type describing the correlation amount of a correlation swap.
Correlation Amount.
A type defining a correlation identifier and qualifying scheme
A type describing return which is driven by a Correlation calculation.
A Correlation Swap modelled using a single netted leg.
A type that describes the information to identify a correspondent bank that
will make delivery of the funds on the paying bank's behalf in the country where the payment is to be
made.
Counterparty
The code representation of a country or an area of special sovereignty.
Defines a scheme of values for specifiying if the bond has a variable
coupon, step-up/down coupon or a zero-coupon.
A generic credit curve definition.
A set of credit curve values, which can include pricing inputs (which are
typically credit spreads), default probabilities, and recovery rates.
Java class for CreditDefaultSwap complex type.
A complex type to support the credit default swap option.
Java class for CreditDerivativesNotices complex type.
A credit arrangement used in support of swaps trading.
Java class for CreditEvent complex type.
Java class for CreditEventNotice complex type.
An event type that records the occurrence of a credit event notice.
A message type defining the ISDA defined Credit Event Notice.
A message type retracting a previous credit event notification.
Java class for CreditEvents complex type.
Reference to credit events.
A structure describing a credit limit with applicability constraints.
A structure describing a basic credit limit.
Java class for CreditLimitInformation complex type.
Java class for CreditLimitUtilization complex type.
Java class for CreditLimitUtilizationPosition complex type.
A complex type to specify the strike of a credit swaption or a credit
default swap option.
A party's credit rating.
The repayment precedence of a debt
instrument.
The agreement executed between the parties and intended to govern
collateral arrangement for all OTC derivatives transactions between those parties.
Java class for CreditSupportAgreementIdentifier complex type.
Java class for CreditSupportAgreementType complex type.
Java class for CrossCurrencyMethod complex type.
A type that is used for including the currency exchange rates used to cross
between the traded currencies for non-base currency FX contracts.
The code representation of a currency or fund.
Allows for an option expiry cut time to be described by name, as per
established market convention.
Class that provides functionalities necessary to get/write data to the market data database.
A type defining a content model that is backwards compatible with older
FpML releases and which can be used to contain sets of data without expressing any processing intention.
Specify as applicable.
List of Dates
A type defining an offset used in calculating a date when this date is
defined in reference to another date through a date offset.
A type defining a contiguous series of calendar dates.
Reference to an identified date or a complex date structure.
A type to provide the ability to point to multiple payment nodes in the
document through the unbounded paymentDatesReference.
A type to provide the ability to point to multiple payment nodes in the
document through the unbounded paymentDatesReference.
List of DateTimes
The specification for how the number of days between two dates is
calculated for purposes of calculation of a fixed or floating payment amount and the basis for how many
days are assumed to be in a year.
Java class for DayOfWeekEnum.
Java class for DayTypeEnum.
A syndicated bank loan deal (credit agreement) definition.
A unique reference to a syndicated bank loan deal (credit agreement).
A full set of deal and facility definitions valid as of a specific date.
A short form of a deal.
Java class for DealtCurrencyEnum.
A structure describing a declear event.
A type that describes why a trade was removed from clearing.
A set of default probabilities.
An event representing a change in the default rate, applicable to
outstanding loans in the event that the borrower is declared to be in default.
An event representing expiration of the default rate applicable to
borrowers in default.
A facility which can be drawn at any point during a pre-defined period
after the initial deal closing date,
Java class for DeliverableObligations complex type.
Java class for DeliveryDatesEnum.
Specifies delivery methods for securities transactions.
A type defines nearest Delivery Date of the underlying Commodity of
expiration of the futures contract.
Java class for DeliveryNearbyTypeEnum.
Java class for DeliveryTypeEnum.
Starter for Websocket Demo
The type defining a denominator term of the formula.
Java class for Deposit complex type.
The method by which a derivative is
computed.
A description of how a numerical derivative is computed.
A formula for computing a complex derivative from partial derivatives.
Coding scheme that specifies the method according to which an amount or a
date is determined.
A reference to the return swap notional determination method.
Java class for DifferenceSeverityEnum.
Java class for DifferenceTypeEnum.
Java class for DigestMethodType complex type.
An abstract base class for all directional leg types with effective date,
termination date, where a payer makes a stream of payments of greater than zero value to a receiver.
An abstract base class for all directional leg types with effective date,
termination date, and underlyer where a payer makes a stream of payments of greater than zero value to a
receiver.
An abstract base class for all directional leg types with effective date,
termination date, and underlyer, where a payer makes a stream of payments of greater than zero value to
a receiver.
A type defining discounting information.
Java class for DiscountingTypeEnum.
A Disruption Fallback.
Java class for DisruptionFallbacksEnum.
Container for Dividend Adjustment Periods, which are used to calculate the
Deviation between Expected Dividend and Actual Dividend in that Period.
Java class for DividendAmountTypeEnum.
Java class for DividendCompositionEnum.
A type describing the conditions governing the payment of dividends to the
receiver of the equity return.
Java class for DividendDateReferenceEnum.
Java class for DividendEntitlementEnum.
Floating Payment Leg of a Dividend Swap.
A type describing the date on which the dividend will be paid/received.
A type describing the dividend payout ratio associated with an equity
underlyer.
Abstract base class of all time bounded dividend period types.
A time bounded dividend period, with an expected dividend for each
period.
Java class for DividendPeriodEnum.
A time bounded dividend period, with fixed strike and a dividend payment
date per period.
Java class for DividendSwapOptionTransactionSupplement complex type.
A Dividend Swap Transaction Supplement.
The abstract base type from which all FpML compliant messages and documents
must be derived.
An entity for defining the definitions that govern the document and should
include the year and type of definitions referenced, along with any relevant documentation (such as
master agreement) and the date it was signed.
Java class for DSAKeyValueType complex type.
Describes the parameters for a dual currency option transaction.
A type that describes the rate of exchange at which the embedded option in
a Dual Currency Deposit has been struck.
Java class for DualCurrencyStrikeQuoteBasisEnum.
Java class for EarlyTerminationDateEnum.
A type to define the adjusted dates associated with an early termination
provision.
A type defining an early termination provision for a swap.
Excess Emission Penalty related parameters.
TBD.
The physical delivery conditions for electricity.
The physical delivery obligation options specific to a firm transaction.
A scheme identifying the types of the Delivery Point for a physically
settled electricity trade.
The physical delivery obligation options specific to a system firm
transaction.
Java class for ElectricityDeliveryType complex type.
The physical delivery obligation options specific to a unit firm
transaction.
A type defining the physical quantity of the electricity to be delivered.
Allows the documentation of a shaped quantity trade where the quantity
changes over the life of the transaction.
Physically settled leg of a physically settled electricity transaction.
The quantity of gas to be delivered.
The specification of the electricity to be delivered.
Java class for ElectricityProductTypeEnum.
A structure to specify the tranmission contingency and the party that bears
the obligation.
The type of transmission contingency, i.e.
A special type meant to be used for elements with no content and no
attributes.
Records supporting information justifying an end user exception under 17
CFR part 39.
A type describing the entity of a party, for example Financial,
NonFinancial etc.
A legal entity identifier (e.g.
The name of the reference entity.
Defines a coding scheme of the entity types defined in the ISDA First to
Default documentation.
Java class for EnvironmentalAbandonmentOfSchemeEnum.
Java class for EnvironmentalPhysicalLeg complex type.
A type defining the characteristics of the environmental allowance or
credit being traded.
TBD.
Java class for EnvironmentalProductComplaincePeriod complex type.
Java class for EnvironmentalProductTypeEnum.
For US Emissions Allowance Transactions.
A type for defining exercise procedures associated with an American style
exercise of an equity option.
An exchange traded equity asset.
A type for defining exercise procedures associated with a Bermuda style
exercise of an equity option.
A type for defining the merger events and their treatment.
A type for defining the common features of equity derivatives.
type for defining the common features of equity derivatives.
A type for defining short form equity option basic features.
A type for defining exercise procedures associated with a European style
exercise of an equity option.
A type for defining exercise procedures for equity options.
A type for defining equity forwards.
A type for defining the multiple exercise provisions of an American or
Bermuda style equity option.
A type for defining equity options.
A type for defining equity option transaction supplements.
A type used to describe the amount paid for an equity option.
A type for defining the strike price for an equity option.
A type for defining Equity Swap Transaction Supplement
A type for defining how and when an equity option is to be valued.
Error
A type defining the exercise period for a European style option together
with any rules governing the notional amount of the underlying which can be exercised on any given
exercise date and any associated exercise fees.
A post-trade event reference identifier allocated by a party.
Identification of a business event, for example through its correlation id
or a business identifier.
A structure that describes a proposed match between trades or post-trade
event reports.
Defines the structure for a message acknowledging an event request.
Java class for EventsChoice complex type.
A coding scheme used to describe the matching/confirmation status of a
trade, post-trade event, position, or cash flows.
A type used in event status enquiry messages which relates an event
identifier to its current status value.
A type defining the content model for a message normally generated in
response to a requestEventStatus request.
Represents an evergreen option that is available within a letter of credit
instrument.
A type defining the basic content for a message sent to inform another
system that some exception has been detected.
A type defining the content model for an exception message header.
A short form unique identifier for an exchange.
A type that is used for describing the exchange rate for a particular
transaction.
An abstract base class for all exchange traded financial products.
Abstract base class for all exchange traded financial products with a price
which is calculated from exchange traded constituents.
An exchange traded derivative contract.
An exchange traded fund whose price depends on exchange traded
constituents.
An exchange traded option.
A message advising a third party that a trade execution has occurred.
A message that withdraws an advice to a third party that a trade execution
has occurred.
A type defining the trade execution date time and the source of it.
A message notifying a party that a trade execution has occurred.
A message retracting a notification to a party that a trade execution has
occurred.
A type used to represent the type of market where a trade can be
executed.
A type used to represent the type of market where a trade can be
executed.
The abstract base class for all types which define way in which options may
be exercised.
Java class for ExerciseActionEnum.
A type defining the adjusted dates associated with a particular exercise
event.
A type defining the fee payable on exercise of an option.
A type to define a fee or schedule of fees to be payable on the exercise of
an option.
A type defining to whom and where notice of execution should be given.
This defines the time interval to the start of the exercise period, i.e.
A type describing how notice of exercise should be given.
A type describing how notice of exercise should be given.
Java class for ExerciseTimingEnum.
A type defining an option to extend an existing swap transaction on the
specified exercise dates for a term ending on the specified new termination date.
A type defining the adjusted dates associated with a provision to extend a
swap.
A type to define the adjusted dates associated with an individual extension
event.
Where the underlying is shares, defines market events affecting the issuer
of those shares that may require the terms of the transaction to be adjusted.
An abstract type defining a facility baseline structure.
Represents the commitment amount against a facility or facility portion.
An abstract base type for all facility and/or contract-level business
events.
A unique identifier for outstanding contracts.
An abstract base type for all facility-level business events.
Provides supporting evidence when a party invoked exception to not execute
the trade on facility such as SEF and DCM even though the particular product is mandated to execute on a
SEF.
This fee represents any fee paid by the borrower to the syndicate lenders
for extending an existing facility.
A list of facility features.
A unique identifier to a facility.
A loan servicing notification which can be used to communicate any
facility-level business event.
A loan servicing retraction used to cancel a previous facility-level
business event.
Represents current/prior facility commitment and outstanding amounts on
both the global and lender position levels.
Position details (including outstandings) for a single facility.
Represents current/prior facility commitment amounts on both the global and
lender position levels.
A statement containing the commitment amounts for a single facility at the
global and (optionally) the lender postion levels, on a specific date.
An event describing changes in a facility-level rate.
A loan servicing notification used to communicate changes in facility-level
rates (e.g.
A loan servicing retraction used to cancel a previous change in
facility-level rates.
A reference to a facility.
A single facility definition stated as of a certain date.
A short form of a facility.
An event describing the early termination of a facility.
A type describing the type of loan facility.
Java class for FailureToPay complex type.
Java class for FailureToPayEvent complex type.
The method, prioritzed by the order it is listed in this element, to get a
replacement rate for the disrupted settlement rate option.
Payment made following trigger occurence.
Java class for FeeElectionEnum.
Java class for FeeLeg complex type.
Specifies the abstract type underlying a fixed rate cash accrual option.
A type to define business date convention adjustment to final payment
period per leg.
The common components of a financially settled leg of a Commodity Swap.
Java class for FirstPeriodStartDate complex type.
Java class for FixedAmountCalculation complex type.
Fixed payment amount within a Dividend Swap.
Fixed Payment Leg of a Dividend Swap.
A type defining the Fixed Price.
Fixed Price Leg of a Commodity Swap.
The calculation period fixed rate.
A full definition of the fixed rate accrual characteristics of a loan
contract.
Represents the accruing fixed rate option associated within a facility.
Specifies the abstract type underlying a fixed rate cash accrual option.
An event representing a change in a fixed rate accrual option.
Java class for FixedRateReference complex type.
Java class for FlatRateEnum.
Java class for FloatingAmountCalculation complex type.
Java class for FloatingAmountEvents complex type.
Java class for FloatingAmountProvisions complex type.
A type to capture details relevant to the calculation of the floating
price.
Floating Price Leg of a Commodity Swap.
A type defining a floating rate.
A full definition of the accrual characteristics of a loan contract.
A type defining the floating rate and definitions relating to the
calculation of floating rate amounts.
Reference to a floating rate calculation of interest calculation
component.
A type defining parameters associated with a floating rate reset.
The ISDA Floating Rate Option, i.e.
A subset of the ISDA Floating Rate Option scheme, i.e.
Represents the accruing floating rate option associated within a
facility.
Specifies the abstract type underlying a floating rate cash accrual
option.
An event describing a change in a floating rate accrual option.
Java class for FloatingStrikePrice complex type.
A type defining a rate index.
A type describing a financial formula, with its description and
components.
Elements describing the components of the formula.
A type defining a term of the formula.
A curve used to model a set of forward interest rates.
Java class for FPVFinalPriceElectionFallbackEnum.
A type defining a Forward Rate Agreement (FRA) product.
Java class for FraDiscountingEnum.
A type defining a time frequency, e.g.
FrontendItemSpec
A fee associated with the funding requirements for given facility.
An exchange traded future contract.
A type defining a short form unique identifier for a future contract.
A type defining a currency amount as at a future value date.
Accrual calculation process.
Reference to an average rate structure in FxAccrualForward or
FxAccrualOption products.
Java class for FxAccrualBarrier complex type.
An FX Accrual Digital Option product The product defines a list of fixing
(or observation) dates.
The product defines a schedule of expiry and delivery dates which specify
settlement periods.
Java class for FxAccrualKnockoutBarrierRetentionEnum.
Java class for FxAccrualLeverage complex type.
A fixing region in which the payoff varies linearly with the fixing
value.
An FX Accrual Option product The product defines a list of fixing (or
observation) dates.
Java class for FxAccrualPayoffRegion complex type.
Reference to a FX Accrual Payoff Region.
Defines a region of spot rate where the notional for the settlement period
accrues by the accrued amount per fixing each time the spot rate fixes within the region.
Java class for FxAccrualRegionLowerBound complex type.
Java class for FxAccrualRegionUpperBound complex type.
Java class for FxAccrualSettlementPeriod complex type.
Payoff region
Java class for FxAccrualSettlementPeriodSchedule complex type.
A shared type between accrual forwards and options where the FX accrual
strike reference can point to.
Reference to a strike structure in FxAccrualForward or FxAccrualOption
products.
Describes a european trigger applied to an FX digtal option.
Reference to a trigger structure in FxAccrualDigitalOption product.
Defines the expiry/observation schedule of the target.
Describes the characteristics for american exercise of FX products.
Descibes the averaging period properties for an asian option.
Java class for FxAverageRate complex type.
A type that, for average rate options, is used to describe each specific
observation date, as opposed to a parametric frequency of rate observations.
A type that describes average rate options rate observations.
Java class for FxAverageStrike complex type.
Java class for FxAveragingMethodEnum.
Accrual calculation process.
Java class for FxBarrierDirectionEnum.
Describes the properties of an FX barrier.
Java class for FxBarrierScopeEnum.
Java class for FxBarrierStyleEnum.
Java class for FxBarrierTypeEnum.
Java class for FxBarrierTypeSimpleEnum.
Java class for FxBusinessCenterDateTime complex type.
A type that is used for describing cash settlement of an option / non
deliverable forward.
A type that is used for describing cash settlement of a variance or
volatility swap option.
Java class for FxComplexBarrierBase complex type.
Reference to a barrier structure defined within the parametric
representation.
Java class for FxConversion complex type.
Java class for FxCounterCurrencyAmount complex type.
A type that is used for including the currency exchange rates information
used to cross between the traded currencies for non-base currency FX contracts.
An fx curve object., which includes pricing inputs and term structures for
fx forwards.
A valuation of an FX curve object., which includes pricing inputs and term
structures for fx forwards.
The representation of the schedule as an offset relative to another
schedule.
Descrines the characteristics for American exercise in FX digital
options.
Describes an option having a triggerable fixed payout.
A structure describing how disruption for a specified currency pair should
be handled
The base class for all disruption events
A container for the disruption event set
The base class for all disruption fallbacks
A container for the disruption fallback set
Describes a set of disruption events and the fallbacks they will invoke
Describes the characteristics for European exercise of FX products.
Indicates the direction who pays and receives a specific currency without
specifying the amount.
Defines the expiry date of the accrual.
Defines the expiry/observation schedule of the target.
Describes an alternative set of price sources
A type for defining Fx Features.
A type that specifies the source for and timing of a fixing of an exchange
rate.
A type that is extending the Offset structure for providing the ability to
specify an FX fixing date as an offset to dates specified somewhere else in the document.
Java class for FxFixingObservation complex type.
Describes a schedule of fixing dates as a parametric description, an
explicit list of dates or both.
Describes the FX fixing schedule, a single continuous observation period
which follows the applicable business day schedule for the quoted rate source.
Product model for a flexible-term fx forward (also known as callable
forward, window forward).
Java class for FxFlexibleForwardExecutionPeriod complex type.
Java class for FxFlexibleForwardRate complex type.
A type that describes the rate of exchange between the two currencies of
the leg of a deal.
Describes a contract on future levels of implied volatility.
Java class for FxInformationSource complex type.
Java class for FxKnockoutCount complex type.
Defines the Target level of gain.
Level is expressed as Schedule, with an initial value and optional steps.
Reference to a level structure.
A type to describe the cashflow representation for fx linked notionals.
A type to describe a notional schedule where each notional that applies to
a calculation period is calculated with reference to a notional amount or notional amount schedule in a
different currency by means of a spot currency exchange rate which is normally observed at the beginning
of each period.
Describes the limits on the size of notional when multiple exercise is
allowed.
Java class for FxOffsetConventionEnum.
Describes an FX option with optional asian and barrier features.
A type describing the features that may be present in an FX option.
A type that contains full details of a predefined fixed payout which may
occur (or not) in a Barrier Option or Digital Option when a trigger event occurs (or not).
A type that specifies the premium exchanged for a single option trade or
option strategy.
A type that describes the rate of exchange at which the option has been
struck.
Java class for FxOutstandingGain complex type.
The amount of gain on the client upside or firm upside is limited.
FX Performance Fixed Leg describes Fixed FX Rate Payer and Fixed Rate.
Fx Performance Floating Leg describes Floating FX Rate Payer.
Floating FX Rate describes Fixed FX Rate Payer and Fixed Rate
Describes an FX volatility and variance swap.
Pivot is expressed as Schedule, with an initial value and optional steps.
Reference to a pivot structure.
An FX Range Accrual product.
A type describing the rate of a currency conversion: pair of currency,
quotation mode and exchange rate.
Java class for FxRateAsset complex type.
Java class for FxRateObservable complex type.
Reference to an "FxRateObservable" structure.
A collection of spot FX rates used in pricing.
Describes a rate source to be fixed and the date the fixing occurs
Java class for FxRegionLowerBoundDirectionEnum.
Java class for FxRegionUpperBoundDirectionEnum.
The FxSchedule may be expressed as explicit adjusted dates, or a parametric
representation plus optional adjusted dates, or as an offset plus optional adusted dates.
Reference to a FX Schedule structure.
Java class for FxSettlementAdjustmentMethodEnum.
Java class for FxSettlementPeriodBarrier complex type.
Java class for FxSettlementRateSource complex type.
Java class for FxSettlementSchedule complex type.
A type defining either a spot or forward FX transactions.
A type defining the rate source and fixing time for an fx rate.
Straddle details.
The Currency and Amount to be paid by the Buyer to the Seller.
Java class for FxStraddleTypeEnum.
Strike is expressed as Schedule, with an initial value and optional
steps.
A type that describes the rate of exchange at which the option has been
struck.
Reference to a strike structure.
A type defining either a spot/forward or forward/forward FX swap
transaction.
Java class for FxSwapLeg complex type.
Java class for FxTarget complex type.
Java class for FxTargetAccumulationRegion complex type.
Java class for FxTargetBarrier complex type.
Java class for FxTargetConstantPayoff complex type.
A fixing region in which the payoff is a constant value (a binary|digital payoff, or
zero).
A structured forward product which consists of a strip of forwards.
Java class for FxTargetLeverage complex type.
A fixing region in which the payoff varies linearly with the fixing
value.
Java class for FxTargetPayoffRegion complex type.
Reference to a FX Target Payoff Region.
Java class for FxTargetPhysicalSettlement complex type.
A rebate can be expressed as a payment amount or as amount of outstanding
gain.
Reference to a target structure.
Java class for FxTargetRegionLowerBound complex type.
Java class for FxTargetRegionUpperBound complex type.
Java class for FxTargetSettlementPeriod complex type.
Payoff region
Java class for FxTargetSettlementPeriodSchedule complex type.
Java class for FxTargetStyleEnum.
Reference a code defining the origin of the trade template terms
Java class for FxTenorPeriodEnum.
A structure which specifies FX conversion terms.
Describes an american or discrete touch or no-touch trigger applied to an
FX binary or digital option.
Describes a european trigger applied to an FX digtal option.
Describes a european trigger applied to an FX digtal option.
Valuation date offset is used in FX Variance Swap and Volatility Swap to
always relate the Final Observation Date and can be: [Final Observation Date][The first Business Day
following the Final Observation Date]
Describes a schedule of fixing dates as a parametric description, an
explicit list of dates or both.
The specification of the gas to be delivered.
The different options for specifying the Delivery Periods for a physically
settled gas trade.
A scheme identifying the types of the Delivery Point for a physically
settled gas trade.
Physically settled leg of a physically settled gas transaction.
The quantity of gas to be delivered.
A type defining the characteristics of the gas being traded in a physically
settled gas transaction.
Java class for GasProductTypeEnum.
The quantity of gas to be delivered.
Java class for GeneralTerms complex type.
Java class for GenericCommodityDeliveryPeriod complex type.
A flexible description of the type or characteristics of a commodity
grade
A generic (user defined) dimension, e.g.
The data type used to hold the exercise style description of an option in a
generic product (e.g.
Java class for GenericFrequency complex type.
Java class for GenericOptionStrike complex type.
Simple product representation providing key information about a variety of
different products.
A type that is used for describing the exchange rate for a particular
transaction.
A flexible description a special feature or characteristic of a complex
product not otherwise modeled, such as digital payout.
A type that describes the composition of a rate that has been quoted or is
to be quoted.
Java class for GenericResetFrequency complex type.
A dummy oracle which generates values using a geometric Brownian motion.
Identification of the law governing the transaction.
Java class for GracePeriodExtension complex type.
A payment component owed from one party to the other for the cash flow
date.
A generic type describing an identified asset.
Specifies Currency with ID attribute.
Reference to a currency with ID attribute
A date which can be referenced elsewhere.
A type extending the PayerReceiverEnum type wih an id attribute.
A rate which can be referenced elsewhere.
A version of a specification document used by the message generator to
format the document.
Java class for ImplementationSpecificationVersion complex type.
Java class for IndependentAmount complex type.
A published index whose price depends on exchange traded constituents.
Defines the specification of the consequences of Index Events as defined by
the 2002 ISDA Equity Derivatives Definitions.
Java class for IndexAnnexSource complex type.
A structure describing the effect of a change to an index.
Java class for IndexEventConsequenceEnum.
Java class for IndexId complex type.
Java class for IndexName complex type.
A type defining a Credit Default Swap Index.
A party's industry sector classification.
A type defining the components specifiying an Inflation Rate Calculation
Controller for the settlement valuation REST service.
Java class for InformationProvider complex type.
A type defining the source for a piece of information (e.g.
Defines initial margin applied to a repo transaction.
Defines the initial margin calculation applicable to a single piece of
collateral.
Java class for InitialPayment complex type.
InitialSettlementRequest
InitialSettlementResult
A short form unique identifier for a security.
A collection of instruments usable for quotation purposes.
The economics of a trade of a multiply traded instrument.
A structure describing the price paid for the instrument.
A structure describing the value in "native" currency of an instrument that
was traded.
A structure describing the amount of an instrument that was traded.
Identification of the border(s) or border point(s) of a transportation
contract.
A type defining the way in which interests are accrued: the applicable rate
(fixed or floating reference) and the compounding method.
A type describing the method for accruing interests on dividends.
Specifies the calculation method of the interest rate leg of the return
swap.
Java class for InterestCalculationMethodEnum.
An event representing the lender-specific capitalization of interest
amounts for a given accrual period against a single loan contract.
A type describing the fixed income leg of the equity swap.
Component that holds the various dates used to specify the interest leg of
the return swap.
Reference to the calculation period dates of the interest leg.
Java class for InterestLegResetDates complex type.
An event representing the lender-specific payment of interest amounts for a
given accrual period against a single loan contract.
A type defining the components specifiying an interest rate stream,
including both a parametric and cashflow representation for the stream of payments.
Reference to an InterestRateStream component.
Java class for InterestShortFall complex type.
Java class for InterestShortfallCapEnum.
A type that describes the information to identify an intermediary through
which payment will be made by the correspondent bank to the ultimate beneficiary of the funds.
The type of interpolation used.
Java class for InterpolationPeriodEnum.
Generates an interest rate swap.
The data type used for issuer identifiers.
A complex type for a two part identifier such as a USI.
Java class for KeyInfoType complex type.
Java class for KeyValueType complex type.
Knock In means option to exercise comes into existence.
Describes an observation that caused a barrier knock out to trigger
An observation period that is offset from a Calculation Period.
Allows a lag to reference one already defined elsewhere in the trade.
The data type used for indicating the language of the resource, described
using the ISO 639-2/T Code.
A full definition of the accrual characteristics of a letter of credit.
An event representing a change in the notional amount associated with an
outstanding letter of credit.
Java class for LcAutoAdjustEnum.
An abstract base type for all LC-level business events.
An event representing a change in either the [L/C -> Facility] or
[Accrual -> L/C] FX rates (or both) on an outstanding letter of credit.
An event representing the issuance of a new letter of credit under an
existing facility.
An event representing a letter of credit issuance fee payment.
A loan servicing notification used to communicate various letter of credit
business events.
A loan servicing retraction used to cancel a previous letter of credit
notification.
Represents the accruing L/C rate option associated within a facility.
An event representing a change in an L/C accrual option.
A list of L/C purposes.
An event representing a change in the rate on an outstanding letter of
credit.
An event representing a change in the maturity date on an outstanding
letter of credit.
An event representing either the expiry or cancellation of a letter of
credit
A list of L/C types.
A supertype of leg.
A type defining a legal entity.
References a credit entity defined elsewhere in the document.
A type describing the amount that will paid or received on each of the
payment dates.
Leg identity.
Version aware identification of a leg.
A list of lender clasifications.
Java class for LengthUnitEnum.
A definition of an unfunded borrowing (guarantee) instrument known as a
Letter of Credit.
A facility designed to issue letter of credit products.
A reference to a letter of credit.
A short form definition of a letter of credit.
A type describing the liens associated with a loan facility.
Java class for LimitApplicable complex type.
Java class for LimitId complex type.
Java class for LimitModelEnum.
Java class for LimitType complex type.
The data type used for link identifiers.
Class to be implemented by adapters that emit market data in a reactive manner.
Java class for LoadTypeEnum.
A type describing a loan underlying asset.
A funded borrowing instrument which utilizes a portion of an available
under a single facility (line of credit) within a bank deal (credit agreement).
An event representing adjustment in the notional amount of a loan contract
that has no cash flow effect.
An event representing the initial setting of the rate on a single (new)
loan contract.
An abstract base type for all loan contract-level business events.
An event representing a change of maturity date on a one or more
outstanding loan contracts.
A loan servicing notification used to communicate various loan contract
business events.
A loan servicing notification retraction used to communicate cancellation
of various loan contract business events.
A reference to a loan contract.
A short form of a loan contract.
An abstract base type defining common features of a syndicated loan
business event.
Java class for LoanParticipation complex type.
A type to define the main publication source.
A complex type to specify the amount to be paid by the buyer of the option
if the option is exercised prior to the Early Call Date (Typically applicable to the convertible bond
options).
A type to hold early exercise provisions.
An event representing a change in the mandatory cost rate, applicable to
certain outstanding loans in the UK market.
An event representing expiration of the mandatory cost rate applicable in
the UK market.
A type to define an early termination provision for which exercise is
mandatory.
A type defining the adjusted dates associated with a mandatory early
termination provision.
Java class for ManifestType complex type.
A type defining manual exercise, i.e.
Calculation of the settlement using Smart Derivative Contract with an Swap contained in a FPML,
using a valuation oracle with historic market data.
MarginRequest
MarginResult
Java class for MarginTypeEnum.
A collection of pricing inputs.
MarketDataSet
MarketDataSetValuesInner
Defines the handling of an averaging date market disruption for an equity
derivative transaction.
A Market Disruption Event.
Java class for MarketDisruptionEventsEnum.
Reference to a market structure.
An entity for defining the agreement executed between the parties and
intended to govern all OTC derivatives transactions between those parties.
A master agreement identifier allocated by a party.
Java class for MasterAgreementType complex type.
Java class for MasterAgreementVersion complex type.
An entity for defining the master confirmation agreement executed between
the parties.
Java class for MasterConfirmationAnnexType complex type.
Java class for MasterConfirmationType complex type.
An identifier used to identify matched cashflows.
A scheme identifying the types of metal product for a physically settled
metal trade.
A type defining a mathematical expression.
Java class for MatrixSource complex type.
Java class for MatrixTerm complex type.
Java class for MatrixType complex type.
A message used to notify another party that a trade has matured.
A type defining the basic structure of all FpML messages which is refined
by its derived types.
The data type used for identifying a message address.
A type defining the content model for a generic message header that is
refined by its derived classes.
The data type use for message identifiers.
A type defining the characteristics of the metal product being traded in a
physically settled metal transaction.
The physical delivery conditions for the transaction.
Physically settled leg of a physically settled Metal transaction.
Java class for MetalTitleEnum.
Java class for MethodOfAdjustmentEnum.
The type that indicates the type of media used to store the content.
An event describing a non-recurring fee being paid at either the loan
contract or facility level.
A type defining a currency amount.
Abstract base class for all money types.
A type defining a currency amount with a reference.
An extension of the money type with the ability to specify a lender share
amount in addition to the global amount (represented by 'amount').
A type describing a mortgage asset.
A type describing the typology of mortgage obligations.
Defines all the currencies in which funds can be drawn against a
facility.
A pricing data set that contains a series of points with coordinates.
A type defining multiple exercises.
Java class for MultipleValuationDates complex type.
Java class for MutualFund complex type.
Java class for NationalisationOrInsolvencyOrDelistingEventEnum.
Java class for NegativeInterestRateTreatmentEnum.
A structure including a net and/or a gross amount and possibly fees and
commissions.
An abstract base class for all swap types which have a single netted leg,
such as Variance Swaps, and Correlation Swaps.
Java class for NonCashDividendTreatmentEnum.
A type defining the content model for a request message that cannot be
subsequently corrected or retracted.
A type defining the parameters used when the reference currency of the
swapStream is non-deliverable.
Describes a currency which may be delivered instead
A type defining a currency amount or a currency amount schedule.
A type defining a non negative money amount.
A complex type to specify non negative payments.
A type defining a schedule of non-negative rates or amounts in terms of an
initial value and then a series of step date and value pairs.
A type defining a step date and non-negative step value pair.
The details of a fixed payment.
An event describing a non-recurring fee being paid at either the loan
contract or facility level.
A loan servicing notification used to communicate a non-recurring fee
payment made by the borrower.
A loan servicing retraction used to cancel a previous non-recurring fee
payment.
A list of all non-recurring (one-off) fee types.
Java class for NotDomesticCurrency complex type.
A type defining the basic content for a message sent to inform another
system that some 'business event' has occured.
A type that refines the generic message header to match the requirements of
a NotificationMessage.
Java class for NotifyingParty complex type.
An type defining the notional amount or notional amount schedule associated
with a swap stream.
Java class for NotionalAdjustmentEnum.
A complex type to specify the notional amount.
A reference to the notional amount.
Java class for NotionalChangeEnum.
A reference to the notional amount.
How a notional is to be reported for this reporting regime.
A type defining a parametric representation of the notional step schedule,
i.e.
Java class for NoTouchLowerBarrierObservation complex type.
Java class for NoTouchRateObservation complex type.
Java class for NoTouchUpperBarrierObservation complex type.
A reference to the number of options.
A reference to the number of units.
This object contains factory methods for each
Java content interface and Java element interface
generated in the net.finmath.smartcontract.product.xml package.
Java class for ObjectType complex type.
Java class for ObligationAccelerationEvent complex type.
Java class for ObligationCategoryEnum.
Java class for ObligationDefaultEvent complex type.
Java class for Obligations complex type.
A type defining the frequency at which calculation period end dates occur
within the regular part of the calculation period schedule and thier roll date convention.
Java class for ObservedPrice complex type.
Java class for ObservedRate complex type.
A type defining an offset used in calculating a new date relative to a
reference date.
Allows the specification of a time that may be on a day prior or subsequent
to the day in question.
The physical delivery conditions for an oil product.
Physically settled leg of a physically settled oil product transaction.
The physical delivery conditions specific to an oil product delivered by
pipeline.
The specification of the oil product to be delivered.
The type of physical commodity product to be delivered.
The physical delivery conditions specific to an oil product delivered by
title transfer.
Java class for OnBehalfOf complex type.
A type for defining the common features of options.
A type defining an early termination provision where either or both parties
have the right to exercise.
A type defining the adjusted dates associated with an optional early
termination provision.
A type for defining the common features of options.
Base type for options starting with the 4-3 release, until we refactor the
schema as part of the 5-0 release series.
Java class for OptionEvent complex type.
A structure describing an option exercise.
Java class for OptionExerciseAmounts complex type.
A structure describing an option expiring (i.e.
A structure describing an option expiring.
A type for defining option features.
A type for defining option features.
A type for defining the strike price for an option as a numeric value
without currency.
A type for defining the strike price for an equity option.
A flexible description of the type or characteristics of an option or
strategy, e.g.
A type that an identifier for an order.
A type that an order's identifier(s).
A characteristic of an organization used in declaring an end-user
exception.
A code that describes what type of role an organization plays, for example
a SwapsDealer, a Major Swaps Participant, or Other
Java class for OriginatingEvent complex type.
Indicator as to the type of transaction in accordance with Articles
20(3)(a) and 21(5)(a) of Regulation (EU) 600/2014.
An entity for defining the an agreement executed between parties.
A agreement identifier allocated by a party.
Java class for OtherAgreementType complex type.
Java class for OtherAgreementVersion complex type.
A collection of outstanding loan contract and/or letter of credit
structures belonging to a single facility.
Represents outstanding loan contracts or outstanding letter of credit
position.
Identifying information for a tradePackage (a bundle of trades).
A type defining additional information that may be recorded against a
package of trades.
Summary information about a trade package.
A type that describes what thpe of package this is, e.g.
An adjustment used to accommodate a parameter of the input trade, e.g.
A value of the adjustment point, consisting of the x value and the
corresponding y value.
A type defining partial exercise.
Parties can perform multiple roles in a trade lifecycle.
A type that specifies the classification of a party.
The data type used for party group classification.
The data type used for party identifiers.
A type defining additional information that may be recorded against a
message.
The data type used for the legal name of an organization.
A type to represent agreed period of notice to be given in advance before
exercise of the open repo trade by a party requesting such exercise and reference to that party.
A type to represent a portfolio name for a particular party.
Reference to a party.
A type containing a code representing how two parties are related, e.g.
A type describing a role played by a party in one or more transactions.
A type refining the role a role played by a party in one or more
transactions.
A type defining one or more trade identifiers allocated to the trade by a
party.
A reference to a partyTradeIdentifier object.
A type containing multiple partyTradeIdentifier.
A type defining party-specific additional information that may be recorded
against a trade.
Type which contains pass through payments.
Type to represent a single pass through payment.
Java class for PayerReceiverEnum.
A type for defining payments.
An abstract base class for payment types.
Base type for payments.
A type defining the adjusted payment date and associated calculation period
parameters required to calculate the actual or projected payment amount.
A type defining parameters used to generate the payment dates schedule,
including the specification of early or delayed payments.
Reference to a payment dates structure.
Java class for PaymentDetail complex type.
Details on the referenced payment.
PaymentFrequency
Represents interest payment projections.
Reference to a payment.
The abstract base type from which all calculation rules of the independent
amount must be derived.
Java class for PaymentType complex type.
Java class for PayoutEnum.
Java class for PayRelativeToEnum.
Java class for PCDeliverableObligationCharac complex type.
An event representing a change in the penalty rate applicable to
outstanding loans.
An event representing expiration of the penalty rate.
A structure representing a pending dividend or coupon payment.
A type defining a content model for a calculation rule defined as
percentage of the notional amount.
The acceptable tolerance in the delivered quantity of a physical commodity
product in terms of a percentage of the agreed delivery quantity.
A type to define recurring periods or time offsets.
Java class for PeriodEnum.
Java class for PeriodicDates complex type.
Java class for PeriodicPayment complex type.
Represents a rate applicable against a well-defined or open-ended period.
A type that represents information about a person connected with a trade or
business process.
An identifier used to identify an individual person.
Reference to an individual.
A type describing a role played by a person in one or more transactions.
The type of perturbation applied to compute a
derivative perturbatively.
Java class for PGPDataType complex type.
The common components of a physically settled leg of a Commodity Forward.
A structure that describes how an option settles into a physical trade.
Java class for PhysicalSettlementPeriod complex type.
Java class for PhysicalSettlementTerms complex type.
The common components of a physically settled leg of a Commodity Swap.
Class that handles incoming requests for generating and interacting with plain swaps descriptors coming from the editor.
Enumeration of possible choices for the swap legs.
PlainSwapOperationRequest
PlainSwapOperationResponse
A type representing an arbitary grouping of trade references.
A structure used to group together individual messages that can be acted on
at a group level.
The data type used for portfolio names.
A structure used to group together individual messages that can be acted on
at a group level.
A structure used to identify a portfolio in a message.
A type defining a positive money amount
Describes a postponement
A type for defining a premium.
A type that describes the option premium as quoted.
Java class for PremiumQuoteBasisEnum.
Java class for PremiumTypeEnum.
A type for defining PrePayment.
A loan servicing notification designed to communicate the specific business
events associated with a pre-payment made by the borrower.
A loan servicing retraction designed to cancel a previous pre-payment.
A type for defining a time with respect to a geographic location, for
example 11:00 Phoenix, USA.
A type describing the strike price.
Java class for PriceExpressionEnum.
A structure describing the criteria for price materiality.
The units in which a price is quoted.
A type defining the parameters used to get a price quote to replace the
settlement rate option that is disrupted.
The reason a trade's price does not reflect the current market price.
A set of index values that identify a pricing data point.
Reference to a Pricing Data Point Coordinate.
The substitution of a pricing input (e.g.
The type of pricing structure represented.
For an asset (e.g.
A scheme identifying the types of pricing model used to evaluate the price
of an asset.
A definition of the mathematical derivative with respect to a specific
pricing parameter.
Reference to a partial derivative.
A definition of a shift with respect to a specific pricing parameter.
An abstract pricing structure base type.
A single valued point with a set of coordinates that define an arbitrary
number of indentifying indexes (0 or more).
Reference to a pricing structure or any derived components (i.e.
An abstract pricing structure valuation base type.
A type defining a principal exchange amount and adjusted exchange date.
Specifies the principal exchange amount, either by explicitly defining it,
or by point to an amount defined somewhere else in the swap document.
Specifies each of the characteristics of the principal exchange cashflows,
in terms of paying/receiving counterparties, amounts and dates.
A type describing the principal exchange features of the return swap.
A type defining which principal exchanges occur for the stream.
Provides a lexical location (i.e.
The base type which all FpML products extend.
Deprecated: A type defining a USI for the a subproduct component of a
strategy.
Java class for ProductId complex type.
Reference to a full FpML product.
Summary information about the product that was traded.
Java class for ProductType complex type.
The proposed collateral allocation.
Defines a restriction pertaining to which facilities must be traded on a
pro-rata basis.
Java class for ProtectionTerms complex type.
Reference to protectionTerms component.
Java class for PubliclyAvailableInformation complex type.
Java class for PutCallEnum.
A pointer tyle reference to a Quantity defined elsewhere.
Java class for QuantityUnit complex type.
Determines the currency rate that the seller of the equity amounts will
apply at each valuation date for converting the respective amounts into a currency that is different
from the currency denomination of the underlyer.
Some kind of numerical measure about an asset, eg.
A type representing a set of characteristics that describe a quotation.
Java class for QuotationRateTypeEnum.
Java class for QuotationSideEnum.
Java class for QuotationStyleEnum.
Java class for QuoteBasisEnum.
A collection of quoted assets.
A type that describes the composition of a rate that has been quoted or is
to be quoted.
The type of the time of the quote.
The abstract base class for all types which define interest rate streams.
Java class for RateIndex complex type.
The limits associated with rates that can be applied to a loan
instrument.
A type defining parameters associated with an individual observation or
fixing.
Reference to any rate (floating, inflation) derived from the abstract Rate
component.
Java class for RateSourcePage complex type.
Java class for RateTreatmentEnum.
Class that provides a reactive event emitter that listens to the Refinitiv live market feed and outputs marked data transfer messages.
Java class for RealisedVarianceMethodEnum.
A type defining a content model for describing the nature and possible
location of a error within a previous message.
Defines a list of machine interpretable error codes.
The abstract base class for all types which define intra-document
pointers.
Specifies the reference amount using a scheme.
A type to describe an institution (party) identified by means of a coding
scheme and an optional name.
Java class for ReferenceBankId complex type.
Java class for ReferenceInformation complex type.
Java class for ReferenceLevel complex type.
CPD Reference Level: millimeters or inches of daily precipitation HDD
Reference Level: degree-days CDD Reference Level: degree-days.
Java class for ReferenceObligation complex type.
Java class for ReferencePair complex type.
This type contains all the reference pool items to define the reference
entity and reference obligation(s) in the basket.
This type contains all the constituent weight and reference information.
A complex type used to specify the option and convertible bond option
strike when expressed in reference to a swap curve.
Java class for ReferenceType complex type.
RefinitivMarketData
RefinitivMarketDataFields
RefinitivMarketDataKey
A code that describes the world region of a counterparty.
RegularSettlementRequest
RegularSettlementResult
An ID assigned by a regulator to an organization registered with it.
Java class for RelatedBusinessUnit complex type.
Java class for RelatedParty complex type.
Java class for RelatedPerson complex type.
A type defining a date (referred to as the derived date) as a relative
offset from another date (referred to as the anchor date).
A type describing a set of dates defined as relative to another set of
dates.
A type describing a date when this date is defined in reference to another
date through one or several date offsets.
A type which represents Pricing relative to a Benchmark.
Reference to relevant underlying date.
An event representing a principal repayment being made by the borrower.
A Repo, modeled as an FpML:Product.
Java class for RepoDurationEnum.
A transaction leg for a repo is equivalent to a single cash transaction.
A transaction leg for a repo is equivalent to a single cash transaction.
A transaction leg for a repo is equivalent to a single cash transaction.
A type that can be used to hold an identifier for a report instance.
How a Boolean value is to be reported for this regulator.
A scheme identifying the type of currency that was used to report the value
of an asset.
A type containing a code representing the level at which this is reported
(e.g.
A value that explains the reason or purpose that information is being
reported.
Provides information about how the information in this message is
applicable to a regulatory reporting process.
A type that provides identification for reporting regimes.
An identifier of an reporting regime or format used for regulatory
reporting, for example DoddFrankAct, MiFID, HongKongOTCDRepository, etc.
A type containing a code representing the role of a party in a report, e.g.
A type that allows the specific report and section to be identified.
A type for defining ISDA 2002 Equity Derivative Representations.
Java class for RepudiationMoratoriumEvent complex type.
A message requesting that a trade be split among several accounts.
A message withdrawing a request that a trade be split among several
accounts.
A message requesting that a trade be cleared by a clearing service.
Java class for RequestClearingEligibility complex type.
A message withdrawing a request that a trade be cleared by a clearing
service.
Java class for RequestCollateralAllocation complex type.
A message type defining the start of the confirmation process.
A message requesting that the sender be authorized by the recipient to
peform an action.
A message withdrawing a request that the sender be authorized by the
recipient to peform an action.
Java class for RequestedAction complex type.
A type that describes whether a trade is to be cleared.
A type that describes the type of collateral allocation action that is
requested.
A type that describes what the requester would like to see done to
implement the withdrawal, e.g.
A type defining the content model for a message allowing one party to query
the status of one event (trade or post-trade event) previously sent to another party.
A message requesting that an order be executed.
A message withdrawing a request that an order be executed.
A type defining the basic content of a message that requests the receiver
to perform some business operation determined by the message type and its content.
A type refining the generic message header content to make it specific to
request messages.
A message to request that a message be retransmitted.
Defines the structure for a message requesting information updates to a
trade.
Defines the structure for a message retracting a request to updated
information about trade.
A date with a required identifier which can be referenced elsewhere.
A type defining the parameters used to generate the reset dates schedule
and associated fixing dates.
Reference to a reset dates component.
A type defining the reset frequency.
Java class for ResetRelativeToEnum.
Describes the resource that contains the media representation of a business
event (i.e used for stating the Publicly Available Information).
Class that provides all resource access to the rest of the services.
The data type used for resource identifiers.
The type that indicates the length of the resource.
The data type used for describing the type or purpose of a resource, e.g.
A type refining the generic message content model to make it specific to
response messages.
A type refining the generic message header to make it specific to response
messages.
Java class for Restructuring complex type.
Java class for RestructuringEvent complex type.
Java class for RestructuringType complex type.
Java class for RetrievalMethodType complex type.
A type describing the dividend return conditions applicable to the swap.
A type describing the return leg of a return type swap.
A type describing the initial and final valuation of the underlyer.
Java class for ReturnLegValuationPrice complex type.
A type describing return swaps including return swaps (long form), total
return swaps, and variance swaps.
A type describing the additional payment(s) between the principal parties
to the trade.
Specifies, in relation to each Payment Date, the amount to which the
Payment Date relates.
A type describing the components that are common for return type swaps,
including short and long form return swaps representations.
A type describing the date from which each of the party may be allowed to
terminate the trade.
A base class for all return leg types with an underlyer.
Specifies the notional of return type swap.
A reference to the return swap notional amount.
A type describing the return payment dates of the swap.
Java class for ReturnTypeEnum.
A facility which allows a flexible line of credit which can be drawn and
repaid multiple times over the life of the facility.
A loan servicing notification designed to communicate the combination of
business events associated with a rollover transaction.
Java class for anonymous complex type.
Java class for anonymous complex type.
A loan servicing retraction designed to cancel a previous rollover
transaction.
Java class for anonymous complex type.
Java class for anonymous complex type.
A type defining a rounding direction and precision to be used in the
rounding of a rate.
Java class for RoundingDirectionEnum.
A type that provides three alternative ways of identifying a party involved
in the routing of a payment.
A type that models name, address and supplementary textual information for
the purposes of identifying a party involved in the routing of a payment.
Java class for RoutingId complex type.
A type that provides for identifying a party involved in the routing of a
payment by means of one or more standard identification codes.
A type that provides a combination of payment system identification codes
with physical postal address details, for the purposes of identifying a party involved in the routing of
a payment.
Java class for RSAKeyValueType complex type.
SaveContractRequest
A type defining a schedule of rates or amounts in terms of an initial value
and then a series of step date and value pairs.
Reference to a schedule of rates or amounts.
The Class SDCAbstractRounding
The Class SDCRounding.
Represents sdcUser from application.yml
A lean XML parser for the SDC XML format.
The sensitivity of a value to a defined change in input parameters.
A set of characteristics describing a sensitivity.
A collection of sensitivities.
A sensitivity report definition, consisting of a collection of sensitivity
definitions.
A reference to a sensitivity set definition.
A Disruption Fallback with the sequence in which it should be applied
relative to other Disruption Fallbacks.
A type defining the content model for a human-readable notification to the
users of a service.
A type that can be used to describe the category of an advisory message,
e.g..
A type defining the content model for a message that allows a service to
send a notification message to a user of the service.
A type that can be used to describe the processing phase of a service.
A type that can be used to describe a stage or step in processing provided
by a service, for example processing completed.
A type defining the content model for report on the status of the
processing by a service.
A type that can be used to describe what stage of processing a service is
in.
A type that can be used to describe the availability or other state of a
service, e.g.
Java class for SettledEntityMatrix complex type.
Describes the result of a single settlement as reported by the valuation oracle.
A type that represents the choice of methods for settling a potential
currency payment resulting from a trade: by means of a standard settlement instruction, by netting it
out with other payments, or with an explicit settlement instruction.
A type that models a complete instruction for settling a currency payment,
including the settlement method to be used, the correspondent bank, any intermediary banks and the
ultimate beneficary.
Java class for SettlementMethod complex type.
Java class for SettlementPeriod complex type.
Java class for SettlementPeriodFixingDates complex type.
Java class for SettlementPeriodLeverage complex type.
Specifies a set of Settlement Periods associated with an Electricity
Transaction for delivery on an Applicable Day or for a series of Applicable Days.
A type defining the Fixed Price applicable to a range or ranges of
Settlement Periods.
Allows a set of Settlement Periods to reference one already defined
elsewhere in the trade.
The specification of the Settlement Periods in which the electricity will
be delivered for a "shaped" trade i.e.
A reference to the range of Settlement Periods that applies to a given
period of a transaction.
Coding scheme that specifies the settlement price default election.
The source from which the settlement price is to be obtained, e.g.
A type defining the specification of settlement terms, occuring when the
settlement currency is different to the notional currency of the trade.
A type defining the settlement rate options through a scheme reflecting the
terms of the Annex A to the 1998 FX and Currency Option Definitions.
A type describing the method for obtaining a settlement rate.
Collection of settlements.
Java class for SettlementTerms complex type.
Reference to a settlement terms derived construct (cashSettlementTerms or
physicalSettlementTerms).
Java class for SettlementTypeEnum.
TBA
Java class for ShareExtraordinaryEventEnum.
A short sale concluded by an investment firm on its own behalf or on behalf
of a client, as described in Article 11.
Java class for SignatureMethodType complex type.
Java class for SignaturePropertiesType complex type.
Java class for SignaturePropertyType complex type.
Java class for SignatureType complex type.
Java class for SignatureValueType complex type.
Java class for SignedInfoType complex type.
Java class for SimpleCreditDefaultSwap complex type.
Java class for SimpleFra complex type.
Java class for SimpleIRSwap complex type.
A complex type to specified payments in a simpler fashion than the Payment
type.
A type describing the buyer and seller of an option.
Java class for SinglePayment complex type.
A type describing a single underlyer
Java class for SingleValuationDate complex type.
State Machine Modeling of the Smart Derivative Contract.
The events of a smart derivative contract.
The states of a smart derivative contract.
Java class for anonymous complex type.
Java class for anonymous complex type.
Java class for anonymous complex type.
Java class for anonymous complex type.
Java class for anonymous complex type.
Java class for anonymous complex type.
Java class for anonymous complex type.
Java class for anonymous complex type.
Java class for anonymous complex type.
Java class for anonymous complex type.
Java class for anonymous complex type.
Java class for anonymous complex type.
Java class for anonymous complex type.
Java class for anonymous complex type.
Descriptor for a smart derivative contract.
Descriptor for a smart derivative contract counterparty.
Minimal interface for the event times of a smart derivative contract.
Interface for a smart derivative event time set consisting of
settlement, account access (start and duration) and margin check.
Generates schedules for smart derivative contracts.
Simple POJO implementation of
SmartDerivativeContractSchedule.EventTimes.Simple list based implementation of
SmartDerivativeContractSchedule.The margin agreement of a smart derivative contract.
Java class for SpecifiedCurrency complex type.
Java class for SpecifiedPriceEnum.
Java class for SPKIDataType complex type.
A type that supports the division of a gross settlement amount into a
number of split settlements, each requiring its own settlement instruction.
Adds an optional spread type element to the Schedule to identify a long or
short spread value.
Provides a reference to a spread schedule.
Defines a Spread Type Scheme to identify a long or short spread value.
Simple product representation providing key information about a variety of
different products.
Java class for StandardSettlementStyleEnum.
A type specifying the date from which the early termination clause can be
exercised.
A type defining a step date and step value pair.
A type defining a step date and step value pair.
Java class for StepRelativeToEnum.
Interface for Oracles providing a valuation random variables at a given time.
A type defining a group of products making up a single trade.
Associates trade identifiers with components of a strategy.
A type for definining equity option simple strike or calendar spread
strategy features.
A type that describes the set of street and building number information
that identifies a postal address within a city.
A type describing a single cap or floor rate.
A pointer style reference to a basket in the document
A pointer style reference to a product leg in the document
Java class for StrikeQuoteBasisEnum.
A type describing a schedule of cap or floor rates.
A type for defining a strike spread feature.
A type defining how a stub calculation period amount is calculated and the
start and end date of the stub.
A type describing the Stub Calculation Period.
A type defining how the initial or final stub calculation period amounts is
calculated.
A type defining a floating rate.
Java class for StubPeriodTypeEnum.
A type defining how a stub calculation period amount is calculated.
Provides information about a regulator or other supervisory body that an
organization is registered with.
An identifier of an organization that supervises or regulates trading
activity, e.g.
A type defining swap streams and additional payments between the principal
parties involved in the swap.
Additional terms to a swap contract.
A complex type to specify a valuation swap curve, which is used as part of
the strike construct for the bond and convertible bond options.
A type to define an option on a swap.
A type describing the adjusted dates associated with swaption exercise and
settlement.
Java class for SwaptionPhysicalSettlement complex type.
An abstract base type for all syndicated loan statement notifications; the
wrapper for deal/facility/contract definitions and facility/contract positions at a particular point in
time (snapshot).
Represents the withholding tax being applied to a particular cash flow.
A type that represents a telephonic contact.
Java class for TelephoneTypeEnum.
A curve consisting only of values over a term.
A class defining the content model for a term deposit product.
Java class for TermDepositFeatures complex type.
A type that describes why a trade terminated.
A facility which is fully funded (utilized) at deal closing.
A value point that can have a time dimension.
The time dimensions of a term-structure.
The type or meaning of a timestamp.
Java class for TimeTypeEnum.
A geophraphic location for the purposes of defining a prevailing time
according to the tz database.
Java class for TouchConditionEnum.
Java class for TouchRateObservation complex type.
A type defining an FpML trade.
A structure describing a negotiated amendment.
A scheme used to categorize positions.
Defines the structure for a message indicating that a trade is being
changed due to a non-negotiated event.
Defines the structure for a message retracting a prior change advice.
A structure describing a trade change.
A structure describing a non-negotiated trade resulting from a market
event.
A type used to record the details of a difference between two business
objects/
A type defining trade related information which is not product specific.
A trade reference identifier allocated by a party.
I WAS HERE
A type defining a trade identifier issued by the indicated party.
A type defining a trade identifier with a reference to the party that this
trade is associated with.
A structure describing a change to the size of a single leg or stream of a
trade.
A structure describing a change to the size of a single leg or stream of a
trade.
A structure describing a trade maturing.
A structure describing a change to the size of a trade.
A structure describing a novation.
A bundle of trades collected together into a single unit for reporting.
Allows timing information about when a trade was processed and reported to
be recorded.
Java class for Trader complex type.
Defines a type that allows trade identifiers and/or trade information to be
represented for a trade.
Summary information about the trade.
A generic trade timestamp
The underlying asset/index/reference price etc.
A structure that contains a business event.
Indication as to whether the transaction was executed under a pre-trade
waiver in accordance with Articles 4 and 9 of Regulation (EU) 600/2014.
This type represents a CDS Tranche.
A characteristic of a transaction used in declaring an end-user
exception.
Java class for TransformsType complex type.
Java class for TransformType complex type.
Trigger point at which feature is effective.
Java class for TriggerConditionEnum.
Observation point for trigger.
Java class for TriggerRateObservation complex type.
Java class for TriggerTimeTypeEnum.
Java class for TriggerTypeEnum.
The tri-party terms.
A type describing the whole set of possible underlyers: single underlyers
or multiple underlyers, each of these having either security or index components.
A type describing interest payments associated with and underlyer, such as
financing
Defines stock loan information where this is required per underlyer.
Reference to an underlyer
Abstract base class for all underlying assets.
Java class for UnderlyingAssetTranche complex type.
A type used to record information about a unit, subdivision, desk, or other
similar business entity.
A quantity and associated unit.
A type defining a quantity and unit with a reference.
A type holding a structure that is unvalidated
This fee is also known as Participation Fee, Arrangement Fee etc.
A reference identifying a rule within a validation scheme.
A valuation of an valuable object - an asset or a pricing input.
Spring-boot application to demonstrate the ReST service for the valuation oracle,
the market data and trade files are taken from the resource folder.
Controller for the settlement valuation REST service.
Java class for ValuationDate complex type.
Reference to a Valuation dates node.
A type defining a content model that includes valuation (pricing and risk)
data without expressing any processing intention.
Simple ValuationHandler based on a live market data feed for a Websocket-Connection
Java class for ValuationMethodEnum.
Interface for Oracles providing a valuation at a given time.
An oracle for swap valuation which generates values using externally provided historical market data scenarios.
A valuation oracle constructed from a simulation providing a stochastic valuation oracle
by extracting a given sample path.
Specifies how long to wait to get a quote from a settlement rate option
upon a price source disruption.
Reference to a Valuation or any derived structure such as
PricingStructureValuation.
A set of rules for generating a valuation.
Reference to a valuation scenario.
A set of valuation inputs and results.
The amount of detail provided in the valuation set, e.g.
ValueRequest
ValueResult
A type describing the variance amount of a variance swap.
Calculation of a Variance Amount.
A type describing return which is driven by a Variance Calculation.
Java class for VarianceOptionTransactionSupplement complex type.
A Variance Swap.
A Variance Swap Transaction Supplement.
Java class for Velocity complex type.
A type used to represent the type of mechanism that can be used to verify a
trade.
The verification status of the position as reported by the sender
(Verified, Disputed).
Java class for VerificationStatusNotification complex type.
Contract Id with Version Support
Trade Id with Version Support
Visualization of the settlement using Smart Derivative Contract with a 10Y swap,
using a valuation oracle with historic market data.
Under 2002 Definitions, When entering into the Transaction, the parties
should specify whether, for purposes of determining the initial Share price, they are agreeing to (a) a
specific initial price (in which case, the initialLevel element should be populated with the price) or
(b) use the price of a Share at the close of the regular trading session on the Trade Date (in which
case the closingLevel element should be populated as true) or (c) in the case of a forward starting
transaction only, use the Official Settlement Price of the Expiring Contract on the Observation Start
Date (in which case expiring Level element should be populated as true).
Java class for VolatilityAmount complex type.
Java class for VolatilityCap complex type.
Java class for VolatilityLeg complex type.
A matrix of volatilities with dimension 0-3.
A representation of volatilities of an asset.
A Volatility Swap.
Java class for VolatilitySwapTransactionSupplement complex type.
This fee represents a payment made by the borrower to the syndicate lenders
for processing and accepting a waiver request.
The schedule of Calculation Period First Days and Lasts Days.
The schedule of Calculation Period First Days and Lasts Days.
A type defining the Weather Index Level or Weather Index Strike Level.
Java class for WeatherIndexData complex type.
A weather leg of a Commodity Swap defines Weather Index Swap transactions.
A type to capture details of the calculation of the Payment Amount on a
Weather Index Transaction.
Java class for WeatherSettlementLevelEnum.
Weather Station.
A code identifying a Weather Station Airport (based on the the IATA
standard).
A code identifying a Weather Station WBAN.
A code identifying a Weather Index WMO.
Client End point for demo purposes, currently just printing the text messages on console
Websocket config
Spring Boot WebSocket Server Application using credentials from application.yml.
A single weighted averaging observation.
A partial derivative multiplied by a weighting factor.
A structure describing the removal of a trade from a service, such as a
reporting service.
A type defining party-specific additional information that may be recorded
against a trade, for withdrawal purposes.
A type that describes why a trade was withdrawn.
A list of reasons for withholding tax being applied to a cash flow.
Java class for X509DataType complex type.
Java class for X509IssuerSerialType complex type.
A generic yield curve object, which can be valued in a variety of ways.
A type defining the parameters required for each of the ISDA defined yield
curve methods for cash settlement.
The values of a yield curve, including possibly inputs and outputs (dfs,
forwards, zero rates).
A curve used to model a set of zero-coupon interest rates.