| @id | xsd:ID | | | | 1-1 | |
| instrumentId | InstrumentId | Identification of the underlying asset, using public and/or private identifiers. | Asset identifier. | Underlying asset code. | 0-∞,
mre,
mfr | |
| description | xsd:string | Long name of the underlying asset. | Asset description. | | 0-1,
afr | |
| currency | IdentifiedCurrency | Trading currency of the underlyer when transacted as a cash instrument. | Trading currency of the asset. | | 0-1,
ncf | |
| exchangeId | ExchangeId | Identification of the exchange on which this asset is transacted for the purposes
of calculating a contractural payoff. The term "Exchange" is assumed to have the meaning
as defined in the ISDA 2002 Equity Derivatives Definitions.
| Identification of the exchange. | | 0-1,
ncf | |
| clearanceSystem | ClearanceSystem | Identification of the clearance system associated with the transaction exchange. | Identification of the clearance system. | | 0-1,
ncf | |
| definition | ProductReference | An optional reference to a full FpML product that defines the simple product in greater
detail. In case of inconsistency between the terms of the simple product and those
of the detailed definition, the values in the simple product override those in the
detailed definition.
| Reference to a detailed product description. | | 0-1,
ncf | At the first stage this element is not used in the repository messages. |
| Choice begin |
| Branch1 |
| issuerName | xsd:string | Fixed income security issuer name. | Issuer name. | | 1-1,
afr | |
| Branch2 |
| issuerPartyReference | PartyReference | Reference to a fixed income security issuer. | Issuer reference. | | 1-1,
ncf | |
| Choice end |
| seniority | CreditSeniority | The repayment precedence of a debt instrument. | Seniority. | | 0-1,
ncf | At the first stage this element is not used in the repository messages. |
| couponType | CouponType | Specifies if the bond has a variable coupon, step-up/down coupon or a zero-coupon. | Coupon type. | | 0-1,
ncf | |
| couponRate | xsd:decimal | Specifies the coupon rate (expressed in percentage) of a fixed income security or
convertible bond.
| Coupon rate. | | 0-1,
ncf | |
| maturity | xsd:date | The date when the principal amount of a security becomes due and payable. | Maturity. | | 0-1,
ncf | |
| parValue | xsd:decimal | Specifies the nominal amount of a fixed income security or convertible bond. | Nominal amount. | | 0-1,
ncf | |
| faceAmount | xsd:decimal | Specifies the total amount of the issue. Corresponds to the par value multiplied by
the number of issued security.
| Amount of the issue. | | 0-1,
ncf | At the first stage this element is not used in the repository messages. |
| paymentFrequency | Period | Specifies the frequency at which the bond pays, e.g. 6M. | Coupon frequency. | | 0-1,
ncf | |
| dayCountFraction | DayCountFraction | The day count basis for the bond. | Day count fraction. | | 0-1,
ncf | |