cdm.base.*
-
"optional choice dateAdjustments, dateAdjustmentsReference"
"AdjustableDateAdjustableDateChoice"
-
"if adjustedDate is absent then unadjustedDate exists and dateAdjustments exists"
"AdjustableDatesAdjustedDate"
-
"if adjustedDate is absent then unadjustedDate exists and dateAdjustments exists"
"AdjustableOrAdjustedDateAdjustedDate"
-
"adjustedDate exists or relativeDate exists or unadjustedDate exists or (unadjustedDate exists and dateAdjustments exists and adjustedDate is absent)"
"AdjustableOrAdjustedOrRelativeDateAdjustedDate"
-
"required choice adjustableDate, relativeDate"
"AdjustableOrRelativeDateAdjustableOrRelativeDateChoice"
-
"required choice adjustableDates, relativeDates"
"AdjustableOrRelativeDatesAdjustableOrRelativeDatesChoice"
-
"required choice adjustableDates, relativeDates, periodicDates"
"AdjustableRelativeOrPeriodicDatesAdjustableRelativeOrPeriodicDatesChoice"
-
"required choice businessCenter, businessCentersReference, commodityBusinessCalendar"
"BusinessCentersBusinessCentersChoice"
-
"if dayOfMonth exists then dayOfMonth <= 31"
"CalculationFrequencyDom"
-
"if dayOfMonth exists then (period -> period = PeriodEnum -> M)"
"CalculationFrequencyDomTerm"
-
"if dayOfWeek exists then (period -> period = PeriodEnum -> W)"
"CalculationFrequencyDowTerm"
-
"if monthOfYear exists then monthOfYear <= 12"
"CalculationFrequencyMoy"
-
"if monthOfYear exists then (period -> period = PeriodEnum -> Y)"
"CalculationFrequencyMoyTerm"
-
"if weekOfMonth exists then weekOfMonth <= 5"
"CalculationFrequencyWom"
-
"if weekOfMonth exists then (period -> period = PeriodEnum -> M)"
"CalculationFrequencyWomTerm"
-
"if period = PeriodExtendedEnum -> M or period = PeriodExtendedEnum -> Y then rollConvention <> RollConventionEnum -> NONE and rollConvention <> RollConventionEnum -> SFE and rollConvention <> RollConventionEnum -> MON and rollConvention <> RollConventionEnum -> TUE and rollConvention <> RollConventionEnum -> WED and rollConvention <> RollConventionEnum -> THU and rollConvention <> RollConventionEnum -> FRI and rollConvention <> RollConventionEnum -> SAT and rollConvention <> RollConventionEnum -> SUN"
"CalculationPeriodFrequencyFpML_ird_57"
-
"if period = PeriodExtendedEnum -> W then rollConvention = RollConventionEnum -> NONE or rollConvention = RollConventionEnum -> SFE or rollConvention = RollConventionEnum -> MON or rollConvention = RollConventionEnum -> TUE or rollConvention = RollConventionEnum -> WED or rollConvention = RollConventionEnum -> THU or rollConvention = RollConventionEnum -> FRI or rollConvention = RollConventionEnum -> SAT or rollConvention = RollConventionEnum -> SUN"
"CalculationPeriodFrequencyFpML_ird_58"
-
"if period = PeriodExtendedEnum -> T then rollConvention = RollConventionEnum -> NONE"
"CalculationPeriodFrequencyFpML_ird_60"
-
"startDate <= endDate"
"DateRangeDatesOrdered"
-
"periodMultiplier > 0"
"FrequencyPositivePeriodMultiplier"
-
"if period = PeriodExtendedEnum -> T then periodMultiplier = 1"
"FrequencyTermPeriod"
-
"if period <> PeriodEnum -> D or periodMultiplier = 0 then dayType is absent"
"OffsetDayType"
-
"if periodMultiplier = 0 then period = PeriodEnum -> D"
"PeriodDayPeriod"
-
"lowerBound exists or upperBound exists"
"PeriodRangeAtLeastOneOf"
-
"if periodSkip exists then periodSkip > 1"
"RelativeDatesPeriodSkipGreaterThanOne"
-
"value exists or datedValue exists"
"MeasureScheduleValueExists"
-
"value exists"
"MeasureValueExists"
-
"lowerBound exists or upperBound exists"
"MoneyRangeAtLeastOneOf"
-
"value >= 0.0"
"NonNegativeQuantityNonNegativeQuantity_amount"
-
"if datedValue exists then datedValue -> value all >= 0.0"
"NonNegativeQuantityScheduleNonNegativeQuantity_datedValue"
-
"if value exists then value >= 0.0"
"NonNegativeQuantityScheduleNonNegativeQuantity_value"
-
"stepValue >= 0.0"
"NonNegativeStepStepValue"
-
"lowerBound exists or upperBound exists"
"NumberRangeAtLeastOneOf"
-
"value exists and datedValue is absent"
"QuantityAmountOnlyExists"
-
"if multiplier exists then multiplier -> value >= 0.0"
"QuantityScheduleQuantity_multiplier"
-
"unit exists"
"QuantityScheduleUnitOfAmountExists"
-
"one-of"
"UnitTypeUnitType"
-
"if exchange exists then isExchangeListed"
"AssetBaseExchangeListed"
-
"if exchange is absent then relatedExchange is absent"
"AssetBaseRelatedExchange"
-
cdm.base.staticdata.asset.common.validation.datarule.AssetChoice
-
"if securityType <> InstrumentTypeEnum -> Debt then debtType is absent"
"AssetTypeBondSubType"
-
"if securityType <> InstrumentTypeEnum -> Equity then equityType is absent"
"AssetTypeEquitySubType"
-
"if securityType <> InstrumentTypeEnum -> Fund then fundType is absent"
"AssetTypeFundSubType"
-
"if assetType = AssetTypeEnum -> Other then otherAssetType exists"
"AssetTypeOtherAssetSubType"
-
"if assetType <> AssetTypeEnum -> Security then securityType is absent and debtType is absent and equityType is absent and fundType is absent"
"AssetTypeSecuritySubType"
-
"AssetIdentifierByType(identifier, AssetIdTypeEnum -> CurrencyCode) count = 1 and AssetIdentifierByType(identifier, AssetIdTypeEnum -> CurrencyCode) -> identifier first to-enum CurrencyCodeEnum exists"
"CashCurrencyExists"
-
"exchange is absent and isExchangeListed is absent"
"CashNoExchange"
-
"taxonomy is absent"
"CashNoTaxonomy"
-
"if issuerType <> IssuerTypeEnum -> QuasiGovernment then quasiGovernmentType is absent"
"CollateralIssuerTypeQuasiGovernmentSubType"
-
"if issuerType <> IssuerTypeEnum -> RegionalGovernment then regionalGovernmentType is absent"
"CollateralIssuerTypeRegionalGovernmentSubType"
-
"if issuerType <> IssuerTypeEnum -> SpecialPurposeVehicle then specialPurposeVehicleType is absent"
"CollateralIssuerTypeSpecialPurposeVehicleSubType"
-
"if issuerType <> IssuerTypeEnum -> SupraNational then supraNationalType is absent"
"CollateralIssuerTypeSupraNationalSubType"
-
"if taxonomySource = TaxonomySourceEnum -> EU_EMIR_EligibleCollateralAssetClass then taxonomyValue -> eu_EMIR_EligibleCollateral exists"
"CollateralTaxonomyEu_EligibleCollateralTaxonomy"
-
"if taxonomyValue -> nonEnumeratedTaxonomyValue exists then taxonomySource <> TaxonomySourceEnum -> EU_EMIR_EligibleCollateralAssetClass and taxonomySource <> TaxonomySourceEnum -> UK_EMIR_EligibleCollateralAssetClass and taxonomySource <> TaxonomySourceEnum -> US_CFTC_PR_EligibleCollateralAssetClass"
"CollateralTaxonomyTaxonomyValue"
-
"if taxonomySource = TaxonomySourceEnum -> UK_EMIR_EligibleCollateralAssetClass then taxonomyValue -> uk_EMIR_EligibleCollateral exists"
"CollateralTaxonomyUkEligibleCollateralTaxonomy"
-
"if taxonomySource = TaxonomySourceEnum -> US_CFTC_PR_EligibleCollateralAssetClass then taxonomyValue -> us_CFTC_PR_EligibleCollateral exists"
"CollateralTaxonomyUsEligibleCollateralTaxonomy"
-
"one-of"
"CollateralTaxonomyValueOneOf0"
-
"if taxonomy -> value -> classification count > 1 then taxonomy -> value -> classification -> ordinal exists"
"CommodityOrdinalExists"
-
"optional choice exchangeId, priceSource"
"CommodityProductDefinitionCommodityProductDefinitionChoice"
-
"optional choice capacityUnit, weatherUnit"
"CommodityReferenceFrameworkCommodityReferenceFrameworkChoice"
-
"if taxonomy exists then (taxonomy -> source exists and taxonomy -> value exists)"
"CommodityValueSource"
-
"optional choice deliveryNearby, deliveryDate"
"DeliveryDateParametersDeliveryDateParametersChoice"
-
-
"if optionType exists then strike exists else strike is absent"
"ListedDerivativeOptions"
-
"if priceSourceHeading exists then priceSourceLocation exists"
"PriceSourcePriceSourceHeading"
-
"if source exists then (value exists or productQualifier exists)"
"ProductTaxonomyTaxonomySource"
-
"required choice source, primaryAssetClass, secondaryAssetClass"
"ProductTaxonomyTaxonomyType"
-
"optional choice value, productQualifier"
"ProductTaxonomyTaxonomyValue"
-
"if sovereignRecourse exists then sovereignEntity = False"
"QuasiGovernmentIssuerTypeNonSovereignEntityRecourse"
-
"if instrumentType <> InstrumentTypeEnum -> Debt then debtType is absent"
"SecurityDebtSubType"
-
"if instrumentType <> InstrumentTypeEnum -> Equity then equityType is absent"
"SecurityEquitySubType"
-
"if instrumentType <> InstrumentTypeEnum -> Fund then fundType is absent"
"SecurityFundSubType"
-
"if value -> classification -> ordinal exists then DifferentOrdinalsCondition"
"TaxonomyDifferentOrdinals"
-
"name exists or classification exists"
"TaxonomyValueValueExists"
-
"optional choice fullFaithAndCreditObLiability, generalFundObligationLiability, revenueObligationLiability"
"ObligationsObligationsChoice"
-
"http://www.fpml.org/coding-scheme/external/esma-report-tracking-number"
-
"required choice issuerReference, issuer"
"IdentifierIssuerChoice"
-
"if locationIdentifierType exists then assignedIdentifier count = 1"
"LocationIdentifierIdentifierType"
-
"one-of"
"AncillaryEntityOneOf0"
-
"(firstName exists and surname exists) or personId exists"
"NaturalPersonNameOrIdChoice"
-
"optional choice middleName, initial"
"NaturalPersonNaturalPersonChoice"
cdm.event.*
-
"if summaryAmountType = RecordAmountTypeEnum -> AccountTotal then summaryTransfer -> payerReceiver -> payerAccountReference exists and summaryTransfer -> payerReceiver -> receiverAccountReference exists"
"BillingSummaryAccountTotal"
-
"if summaryAmountType = RecordAmountTypeEnum -> GrandTotal then summaryTransfer exists and summaryTransfer -> payerReceiver is absent"
"BillingSummaryGrandTotal"
-
"if summaryAmountType = RecordAmountTypeEnum -> ParentTotal then summaryTransfer -> payerReceiver exists and summaryTransfer -> payerReceiver -> payerAccountReference is absent and summaryTransfer -> payerReceiver -> receiverAccountReference is absent"
"BillingSummaryParentTotal"
-
"eventDate exists"
"BusinessEventEventDate"
-
"if collateralPositionStatus exists then collateralPositionStatus = CollateralStatusEnum -> SettledAmount or collateralPositionStatus = CollateralStatusEnum -> InTransitAmount"
"CollateralPositionCollateralPositionStatusSettledOrInTransitOnly"
-
"if documentation exists then documentation -> agreementDate exists"
"ContractDetailsExecutedAgreement"
-
"if legalAgreement exists then legalAgreement -> agreementDate exists"
"ContractFormationInstructionExecutedAgreements"
-
"if executionType = ExecutionTypeEnum -> Electronic then executionVenue exists"
"ExecutionDetailsExecutionVenue"
-
"priceQuantity -> price -> priceType contains PriceTypeEnum -> InterestRate and priceQuantity -> observable -> Index -> InterestRateIndex exists and priceQuantity -> quantity is absent"
"IndexTransitionInstructionPriceQuantity"
-
"if primitiveInstruction -> split exists then primitiveInstruction -> split only exists"
"InstructionExclusiveSplitPrimitive"
-
"(if primitiveInstruction -> execution exists then before is absent else True) and (if before is absent then primitiveInstruction -> execution exists else True)"
"InstructionNewTrade"
-
"if regIMRole exists then regMarginType = RegMarginTypeEnum -> RegIM"
"MarginCallBaseRegIMRoleIMOnly"
-
"if simmIMExposure exists and scheduleGridIMExposure exists then regMarginType = RegMarginTypeEnum -> RegIM"
"MarginCallExposureExposureSimmAndScheduleIMOnly"
-
"if simmIMExposure exists and scheduleGridIMExposure exists then (overallExposure -> aggregateValue -> value = simmIMExposure -> aggregateValue -> value + scheduleGridIMExposure -> aggregateValue -> value) and (overallExposure -> aggregateValue -> unit -> currency = simmIMExposure -> aggregateValue -> unit -> currency) and (overallExposure -> aggregateValue -> unit -> currency = scheduleGridIMExposure -> aggregateValue -> unit -> currency)"
"MarginCallExposureOverallExposureSumOfSimmAndScheduleIM"
-
"if callType = CallTypeEnum -> ExpectedCall then visibilityIndicator exists"
"MarginCallInstructionTypeCallTypeExpectedVisibility"
-
"one-of"
"ObservationEventOneOf0"
-
"if observations count > 1 then averagingMethodology exists"
"ResetAveragingMethodologyExists"
-
"if transferType = ScheduledTransferEnum -> CorporateAction then corporateActionTransferType exists"
"ScheduledTransferCorporateActionTransferTypeExists"
-
"if positionState = PositionStatusEnum -> Closed then closedState exists"
"StateClosedStateExists"
-
"(product exists or ancillaryParty exists or adjustment exists)"
"TermsChangeInstructionAtLeastOneOf"
-
"if ((product -> economicTerms -> payout -> CreditDefaultPayout -> generalTerms -> referenceInformation -> referenceObligation -> security -> instrumentType any = InstrumentTypeEnum -> Debt and product -> economicTerms -> payout -> CreditDefaultPayout -> generalTerms -> referenceInformation -> referenceObligation -> security -> debtType -> debtClass any = DebtClassEnum -> AssetBacked) or contractDetails -> documentation -> legalAgreementIdentification -> agreementName -> contractualTermsSupplement -> contractualTermsSupplementType contains ContractualSupplementTypeEnum -> CDSonMBS) and product -> economicTerms -> payout -> CreditDefaultPayout -> protectionTerms -> floatingAmountEvents exists then (product -> economicTerms -> payout -> CreditDefaultPayout -> protectionTerms -> floatingAmountEvents -> additionalFixedPayments -> interestShortfallReimbursement exists and product -> economicTerms -> payout -> CreditDefaultPayout -> protectionTerms -> floatingAmountEvents -> additionalFixedPayments -> principalShortfallReimbursement exists and product -> economicTerms -> payout -> CreditDefaultPayout -> protectionTerms -> floatingAmountEvents -> additionalFixedPayments -> writedownReimbursement exists)"
"TradeAdditionalFixedPaymentsMortgages"
-
"if partyRole -> role contains PartyRoleEnum -> BarrierDeterminationAgent then FilterPartyRole(partyRole, PartyRoleEnum -> BarrierDeterminationAgent) count <= 1"
"TradeBarrierDerterminationAgent"
-
"if clearedDate exists then clearedDate >= tradeDate"
"TradeClearedDate"
-
"if ((product -> economicTerms -> payout -> CreditDefaultPayout -> generalTerms -> referenceInformation -> referenceObligation -> security -> instrumentType any = InstrumentTypeEnum -> Debt and product -> economicTerms -> payout -> CreditDefaultPayout -> generalTerms -> referenceInformation -> referenceObligation -> security -> debtType -> debtClass any = DebtClassEnum -> AssetBacked) or contractDetails -> documentation -> legalAgreementIdentification -> agreementName -> contractualTermsSupplement -> contractualTermsSupplementType contains ContractualSupplementTypeEnum -> CDSonMBS) and product -> economicTerms -> payout -> CreditDefaultPayout -> protectionTerms -> creditEvents exists then (product -> economicTerms -> payout -> CreditDefaultPayout -> protectionTerms -> creditEvents -> failureToPayPrincipal exists and product -> economicTerms -> payout -> CreditDefaultPayout -> protectionTerms -> creditEvents -> failureToPayInterest exists and product -> economicTerms -> payout -> CreditDefaultPayout -> protectionTerms -> creditEvents -> distressedRatingsDowngrade exists and product -> economicTerms -> payout -> CreditDefaultPayout -> protectionTerms -> creditEvents -> maturityExtension exists and product -> economicTerms -> payout -> CreditDefaultPayout -> protectionTerms -> creditEvents -> writedown exists and product -> economicTerms -> payout -> CreditDefaultPayout -> protectionTerms -> creditEvents -> impliedWritedown exists)"
"TradeCreditEventsMortgages"
-
"if (contractDetails -> documentation -> legalAgreementIdentification -> agreementName -> contractualMatrix -> matrixType all <> MatrixTypeEnum -> CreditDerivativesPhysicalSettlementMatrix or contractDetails -> documentation -> legalAgreementIdentification -> agreementName -> contractualMatrix -> matrixType is absent) and product -> economicTerms -> payout -> CreditDefaultPayout -> protectionTerms -> creditEvents exists then (product -> economicTerms -> payout -> CreditDefaultPayout -> protectionTerms -> creditEvents -> bankruptcy exists and product -> economicTerms -> payout -> CreditDefaultPayout -> protectionTerms -> creditEvents -> obligationDefault exists and product -> economicTerms -> payout -> CreditDefaultPayout -> protectionTerms -> creditEvents -> obligationAcceleration exists and product -> economicTerms -> payout -> CreditDefaultPayout -> protectionTerms -> creditEvents -> repudiationMoratorium exists and product -> economicTerms -> payout -> CreditDefaultPayout -> protectionTerms -> creditEvents -> governmentalIntervention exists)"
"TradeCreditEventsPhysicalSettlementMatrix"
-
"if (contractDetails -> documentation -> legalAgreementIdentification -> agreementName -> contractualMatrix -> matrixType all <> MatrixTypeEnum -> CreditDerivativesPhysicalSettlementMatrix or contractDetails -> documentation -> legalAgreementIdentification -> agreementName -> contractualMatrix -> matrixType is absent) and product -> economicTerms -> payout -> CreditDefaultPayout -> settlementTerms -> physicalSettlementTerms -> deliverableObligations exists then (product -> economicTerms -> payout -> CreditDefaultPayout -> settlementTerms -> physicalSettlementTerms -> deliverableObligations -> notSubordinated exists and product -> economicTerms -> payout -> CreditDefaultPayout -> settlementTerms -> physicalSettlementTerms -> deliverableObligations -> specifiedCurrency exists and product -> economicTerms -> payout -> CreditDefaultPayout -> settlementTerms -> physicalSettlementTerms -> deliverableObligations -> notSovereignLender exists and product -> economicTerms -> payout -> CreditDefaultPayout -> settlementTerms -> physicalSettlementTerms -> deliverableObligations -> notDomesticCurrency exists and product -> economicTerms -> payout -> CreditDefaultPayout -> settlementTerms -> physicalSettlementTerms -> deliverableObligations -> notDomesticLaw exists and product -> economicTerms -> payout -> CreditDefaultPayout -> settlementTerms -> physicalSettlementTerms -> deliverableObligations -> notContingent exists and product -> economicTerms -> payout -> CreditDefaultPayout -> settlementTerms -> physicalSettlementTerms -> deliverableObligations -> notDomesticIssuance exists and product -> economicTerms -> payout -> CreditDefaultPayout -> settlementTerms -> physicalSettlementTerms -> deliverableObligations -> assignableLoan exists and product -> economicTerms -> payout -> CreditDefaultPayout -> settlementTerms -> physicalSettlementTerms -> deliverableObligations -> consentRequiredLoan exists and product -> economicTerms -> payout -> CreditDefaultPayout -> settlementTerms -> physicalSettlementTerms -> deliverableObligations -> transferable exists and product -> economicTerms -> payout -> CreditDefaultPayout -> settlementTerms -> physicalSettlementTerms -> deliverableObligations -> maximumMaturity exists and product -> economicTerms -> payout -> CreditDefaultPayout -> settlementTerms -> physicalSettlementTerms -> deliverableObligations -> notBearer exists) and (product -> economicTerms -> payout -> CreditDefaultPayout -> settlementTerms -> physicalSettlementTerms -> deliverableObligations -> fullFaithAndCreditObLiability exists or product -> economicTerms -> payout -> CreditDefaultPayout -> settlementTerms -> physicalSettlementTerms -> deliverableObligations -> generalFundObligationLiability exists or product -> economicTerms -> payout -> CreditDefaultPayout -> settlementTerms -> physicalSettlementTerms -> deliverableObligations -> revenueObligationLiability exists)"
"TradeDeliverableObligationsPhysicalSettlementMatrix"
-
"if partyRole -> role contains PartyRoleEnum -> DeterminingParty then FilterPartyRole(partyRole, PartyRoleEnum -> DeterminingParty) count <= 2"
"TradeDeterminingParty"
-
"if contractDetails -> documentation -> agreementTerms -> agreement -> transactionAdditionalTerms -> equityAdditionalTerms -> extraordinaryEvents -> additionalDisruptionEvents -> determiningParty exists then ancillaryParty -> role contains AncillaryRoleEnum -> DisruptionEventsDeterminingParty and if ancillaryParty -> role contains AncillaryRoleEnum -> DisruptionEventsDeterminingParty then contractDetails -> documentation -> agreementTerms -> agreement -> transactionAdditionalTerms -> equityAdditionalTerms -> extraordinaryEvents -> additionalDisruptionEvents -> determiningParty exists"
"TradeDisruptionEventsDeterminingParty"
-
"if contractDetails -> documentation -> agreementTerms -> agreement -> transactionAdditionalTerms -> equityAdditionalTerms -> extraordinaryEvents exists then (product -> economicTerms -> payout -> PerformancePayout -> returnTerms -> priceReturnTerms exists or product -> economicTerms -> payout -> OptionPayout exists) and Qualify_AssetClass_Equity(product -> economicTerms)"
"TradeExtraordinaryEvents"
-
"if ((product -> economicTerms -> payout -> CreditDefaultPayout -> generalTerms -> referenceInformation -> referenceObligation -> security -> instrumentType any = InstrumentTypeEnum -> Debt and product -> economicTerms -> payout -> CreditDefaultPayout -> generalTerms -> referenceInformation -> referenceObligation -> security -> debtType -> debtClass any = DebtClassEnum -> AssetBacked) or contractDetails -> documentation -> legalAgreementIdentification -> agreementName -> contractualTermsSupplement -> contractualTermsSupplementType contains ContractualSupplementTypeEnum -> CDSonMBS) and product -> economicTerms -> payout -> CreditDefaultPayout -> protectionTerms -> floatingAmountEvents exists then (product -> economicTerms -> payout -> CreditDefaultPayout -> protectionTerms -> floatingAmountEvents -> failureToPayPrincipal exists and product -> economicTerms -> payout -> CreditDefaultPayout -> protectionTerms -> floatingAmountEvents -> writedown exists and product -> economicTerms -> payout -> CreditDefaultPayout -> protectionTerms -> floatingAmountEvents -> impliedWritedown exists)"
"TradeFloatingAmountEventsMortgages"
-
"if product -> economicTerms -> payout -> CreditDefaultPayout -> generalTerms -> referenceInformation exists then tradeDate < product -> economicTerms -> effectiveDate -> adjustableDate -> unadjustedDate or tradeDate < product -> economicTerms -> effectiveDate -> adjustableDate -> adjustedDate"
"TradeFpML_cd_1"
-
"if contractDetails -> documentation -> legalAgreementIdentification -> agreementName -> masterConfirmationType is absent and contractDetails -> documentation -> legalAgreementIdentification -> agreementName -> contractualMatrix is absent and product -> economicTerms -> payout -> CreditDefaultPayout -> generalTerms -> referenceInformation exists and contractDetails -> documentation -> legalAgreementIdentification -> agreementName -> contractualDefinitionsType any = ContractualDefinitionsEnum -> ISDA2003CreditDerivatives then product -> economicTerms -> payout -> CreditDefaultPayout -> generalTerms -> referenceInformation -> allGuarantees exists"
"TradeFpML_cd_11"
-
"if contractDetails -> documentation -> legalAgreementIdentification -> agreementName -> contractualDefinitionsType any = ContractualDefinitionsEnum -> ISDA1999CreditDerivatives then product -> economicTerms -> payout -> CreditDefaultPayout -> protectionTerms -> creditEvents -> creditEventNotice -> businessCenter is absent and product -> economicTerms -> payout -> CreditDefaultPayout -> protectionTerms -> creditEvents -> restructuring -> multipleHolderObligation is absent and product -> economicTerms -> payout -> CreditDefaultPayout -> protectionTerms -> creditEvents -> restructuring -> multipleCreditEventNotices is absent and product -> economicTerms -> payout -> CreditDefaultPayout -> generalTerms -> referenceInformation -> allGuarantees is absent and product -> economicTerms -> payout -> CreditDefaultPayout -> generalTerms -> indexReferenceInformation is absent and product -> economicTerms -> payout -> CreditDefaultPayout -> generalTerms -> substitution is absent and product -> economicTerms -> payout -> CreditDefaultPayout -> generalTerms -> modifiedEquityDelivery is absent"
"TradeFpML_cd_19"
-
"if contractDetails -> documentation -> legalAgreementIdentification -> agreementName -> contractualDefinitionsType any = ContractualDefinitionsEnum -> ISDA2003CreditDerivatives then product -> economicTerms -> payout -> CreditDefaultPayout -> protectionTerms -> obligations -> notContingent is absent"
"TradeFpML_cd_20"
-
"if contractDetails -> documentation -> legalAgreementIdentification -> agreementName -> masterConfirmationType is absent and contractDetails -> documentation -> legalAgreementIdentification -> agreementName -> contractualMatrix is absent and product -> economicTerms -> payout -> CreditDefaultPayout -> generalTerms -> referenceInformation exists then product -> economicTerms -> payout -> CreditDefaultPayout -> settlementTerms -> cashSettlementTerms exists or product -> economicTerms -> payout -> CreditDefaultPayout -> settlementTerms -> physicalSettlementTerms exists"
"TradeFpML_cd_23"
-
"if contractDetails -> documentation -> legalAgreementIdentification -> agreementName -> masterConfirmationType is absent and contractDetails -> documentation -> legalAgreementIdentification -> agreementName -> contractualMatrix is absent and product -> economicTerms -> payout -> CreditDefaultPayout -> generalTerms -> referenceInformation exists then product -> economicTerms -> payout -> CreditDefaultPayout -> protectionTerms -> creditEvents -> creditEventNotice exists and product -> economicTerms -> payout -> CreditDefaultPayout -> protectionTerms -> obligations exists and product -> economicTerms -> payout -> CreditDefaultPayout -> generalTerms -> referenceInformation -> referencePrice exists"
"TradeFpML_cd_24"
-
"if contractDetails -> documentation -> legalAgreementIdentification -> agreementName -> masterConfirmationType is absent and contractDetails -> documentation -> legalAgreementIdentification -> agreementName -> contractualMatrix is absent and product -> economicTerms -> payout -> CreditDefaultPayout -> generalTerms -> referenceInformation exists and product -> economicTerms -> payout -> CreditDefaultPayout -> settlementTerms -> physicalSettlementTerms exists then product -> economicTerms -> payout -> CreditDefaultPayout -> settlementTerms -> settlementCurrency exists and product -> economicTerms -> payout -> CreditDefaultPayout -> settlementTerms -> physicalSettlementTerms -> physicalSettlementPeriod exists and product -> economicTerms -> payout -> CreditDefaultPayout -> settlementTerms -> physicalSettlementTerms -> escrow exists and product -> economicTerms -> payout -> CreditDefaultPayout -> settlementTerms -> physicalSettlementTerms -> deliverableObligations -> accruedInterest exists"
"TradeFpML_cd_25"
-
"if contractDetails -> documentation -> legalAgreementIdentification -> agreementName -> masterConfirmationType is absent and contractDetails -> documentation -> legalAgreementIdentification -> agreementName -> contractualMatrix is absent and product -> economicTerms -> payout -> CreditDefaultPayout -> generalTerms -> referenceInformation exists and product -> economicTerms -> payout -> InterestRatePayout -> priceQuantity exists and tradeLot -> priceQuantity -> quantity -> value exists then product -> economicTerms -> payout -> InterestRatePayout -> dayCountFraction exists"
"TradeFpML_cd_32"
-
"if contractDetails -> documentation -> legalAgreementIdentification -> agreementName -> masterConfirmationType is absent and contractDetails -> documentation -> legalAgreementIdentification -> agreementName -> contractualMatrix is absent and product -> economicTerms -> payout -> CreditDefaultPayout -> generalTerms -> referenceInformation exists then product -> economicTerms -> payout -> InterestRatePayout -> calculationPeriodDates -> effectiveDate -> adjustableDate -> dateAdjustments exists or tradeDate < product -> economicTerms -> effectiveDate -> adjustableDate -> adjustedDate"
"TradeFpML_cd_7"
-
"if contractDetails -> documentation -> legalAgreementIdentification -> agreementName -> masterConfirmationType is absent and contractDetails -> documentation -> legalAgreementIdentification -> agreementName -> contractualMatrix is absent and product -> economicTerms -> payout -> CreditDefaultPayout -> generalTerms -> referenceInformation exists then product -> economicTerms -> terminationDate -> adjustableDate -> dateAdjustments exists"
"TradeFpML_cd_8"
-
"if product -> economicTerms -> payout -> InterestRatePayout exists then FpmlIrd8(item, account) = True"
"TradeFpML_ird_8"
-
"if partyRole -> role contains PartyRoleEnum -> HedgingParty then FilterPartyRole(partyRole, PartyRoleEnum -> HedgingParty) count <= 2"
"TradeHedgingParty"
-
"if (contractDetails -> documentation -> legalAgreementIdentification -> agreementName -> contractualMatrix -> matrixType all <> MatrixTypeEnum -> CreditDerivativesPhysicalSettlementMatrix or contractDetails -> documentation -> legalAgreementIdentification -> agreementName -> contractualMatrix -> matrixType is absent) and product -> economicTerms -> payout -> CreditDefaultPayout -> protectionTerms -> obligations exists then (product -> economicTerms -> payout -> CreditDefaultPayout -> protectionTerms -> obligations -> notSubordinated exists and product -> economicTerms -> payout -> CreditDefaultPayout -> protectionTerms -> obligations -> notSovereignLender exists and product -> economicTerms -> payout -> CreditDefaultPayout -> protectionTerms -> obligations -> notDomesticLaw exists and product -> economicTerms -> payout -> CreditDefaultPayout -> protectionTerms -> obligations -> notDomesticIssuance exists) and (product -> economicTerms -> payout -> CreditDefaultPayout -> protectionTerms -> obligations -> fullFaithAndCreditObLiability exists or product -> economicTerms -> payout -> CreditDefaultPayout -> protectionTerms -> obligations -> generalFundObligationLiability exists or product -> economicTerms -> payout -> CreditDefaultPayout -> protectionTerms -> obligations -> revenueObligationLiability exists)"
"TradeObligationsPhysicalSettlementMatrix"
-
"if executionDetails -> packageReference exists then executionDetails -> packageReference -> componentId -> assignedIdentifier contains tradeIdentifier -> assignedIdentifier"
"TradePackageTrade"
-
"if (contractDetails -> documentation -> legalAgreementIdentification -> agreementName -> contractualMatrix -> matrixType all <> MatrixTypeEnum -> CreditDerivativesPhysicalSettlementMatrix or contractDetails -> documentation -> legalAgreementIdentification -> agreementName -> contractualMatrix -> matrixType is absent) and product -> economicTerms -> payout -> CreditDefaultPayout -> protectionTerms -> creditEvents -> restructuring exists then product -> economicTerms -> payout -> CreditDefaultPayout -> protectionTerms -> creditEvents -> restructuring -> multipleHolderObligation exists"
"TradeRestructuringPhysicalSettlementMatrix"
-
"if SettlementPayoutOnlyExists(product -> economicTerms -> payout) then partyRole -> role contains PartyRoleEnum -> Buyer and partyRole -> role contains PartyRoleEnum -> Seller and tradeLot -> priceQuantity -> price exists"
"TradeSettlementPayout"
-
"one-of"
"TransferExpressionOneOf0"
-
"required choice method, source"
"ValuationValuationType"
-
"if interestRate exists then interestRate -> priceType = PriceTypeEnum -> InterestRate"
"AvailableInventoryRecordInterestRate"
-
"IsValidPartyRole( partyRole, [PartyRoleEnum -> AgentLender, PartyRoleEnum -> BeneficialOwner, PartyRoleEnum -> Custodian, PartyRoleEnum -> Lender] )"
"AvailableInventoryRecordValidPartyRole"
-
"IsValidPartyRole( partyRole, [PartyRoleEnum -> AgentLender, PartyRoleEnum -> BeneficialOwner, PartyRoleEnum -> Borrower, PartyRoleEnum -> Custodian, PartyRoleEnum -> Lender] )"
"AvailableInventoryValidPartyRole"
-
"if lineage -> portfolioStateReference is absent then positions is absent and lineage -> eventReference is absent"
"PortfolioStateInitialisation"
-
"positions -> product -> NonTransferableProduct exists"
"PortfolioStateNonTransferable"
-
"availableInventoryRecord exists"
"SecurityLocateRequestOneSecurityMinimum"
-
"if corporateActionIntent exists then intent = EventIntentEnum -> CorporateActionAdjustment"
"EventInstructionCorporateAction"
-
"optional choice amountUtilized, utilization"
"LimitApplicableLimitApplicableChoice"
-
"required choice partyName, partyReference"
"PartyCustomisedWorkflowPartyCustomisedWorkflowChoice"
-
"required choice counterpartyPositionBusinessEvent, businessEvent"
"WorkflowStepCounterpartyPositionBusinessEventOrBusinessEventChoice"
-
"(businessEvent exists and nextEvent -> instruction is absent and rejected is absent) or (nextEvent -> instruction exists and businessEvent is absent and rejected is absent) or (rejected exists and businessEvent is absent and nextEvent is absent) or (proposedEvent exists and nextEvent is absent and rejected is absent) or (previousWorkflowStep exists and action = ActionEnum -> Cancel)"
"WorkflowStepWorkflowStepStatus"
cdm.legaldocumentation.*
-
"if agreementType <> LegalAgreementTypeEnum -> Other then otherAgreement is absent else if agreementType <> LegalAgreementTypeEnum -> MasterAgreement then masterAgreementType is absent else if agreementType <> LegalAgreementTypeEnum -> MasterConfirmation then masterConfirmationType is absent and masterConfirmationAnnexType is absent else if agreementType <> LegalAgreementTypeEnum -> Confirmation then contractualDefinitionsType is absent and contractualTermsSupplement is absent and contractualMatrix is absent"
"AgreementNameAgreementType"
-
"if agreementType = LegalAgreementTypeEnum -> CreditSupportAgreement then creditSupportAgreementType exists"
"AgreementNameCreditSupportAgreement"
-
"if creditSupportAgreementMarginType exists then creditSupportAgreementType exists"
"AgreementNameCSAMarginType"
-
"if masterConfirmationAnnexType exists then masterConfirmationType exists"
"AgreementNameMasterConfirmation"
-
"one-of"
"AgreementOneOf0"
-
"if agreementTerms -> agreement -> securityAgreementElections exists then legalAgreementIdentification -> agreementName -> agreementType = LegalAgreementTypeEnum -> SecurityAgreement else if agreementTerms -> agreement -> creditSupportAgreementElections exists then legalAgreementIdentification -> agreementName -> creditSupportAgreementType = CreditSupportAgreementTypeEnum -> CreditSupportAnnex or legalAgreementIdentification -> agreementName -> creditSupportAgreementType = CreditSupportAgreementTypeEnum -> CreditSupportDeed else if agreementTerms -> agreement -> collateralTransferAgreementElections exists then legalAgreementIdentification -> agreementName -> creditSupportAgreementType = CreditSupportAgreementTypeEnum -> CollateralTransferAgreement else if agreementTerms -> agreement -> masterAgreementSchedule exists then legalAgreementIdentification -> agreementName -> agreementType = LegalAgreementTypeEnum -> MasterAgreement"
"LegalAgreementAgreementVerification"
-
"if relatedAgreements exists and agreementDate exists then relatedAgreements -> agreementDate exists"
"LegalAgreementConsistentlyExecutedAgreements"
-
"if agreementName -> creditSupportAgreementMarginType exists then agreementName -> creditSupportAgreementType exists and vintage >= 2016"
"LegalAgreementIdentificationCSAMarginType"
-
"if isSpecified = False then legalDocument is absent"
"OtherAgreementTermsLegalDocumentNotSpecified"
-
"if isSpecified = True then legalDocument exists"
"OtherAgreementTermsLegalDocumentSpecified"
-
"optional choice string, url"
"ResourceResourceChoice"
-
"if isApplicable = True then language exists and parties exists"
"UmbrellaAgreementUmbrellaAgreementExists"
-
"one-of"
"AdditionalRepresentationsOneOf0"
-
"if qualification exists then isApplicable = True"
"AdditionalRightsEventQualification"
-
"if standardValue = AdditionalTypeEnum -> Other then customValue exists"
"AdditionalTypeCustomValue"
-
"if standardValue <> AdditionalTypeEnum -> Other then customValue is absent"
"AdditionalTypeStandardValue"
-
"one-of"
"AmendmentEffectiveDateOneOf0"
-
"required choice regime, additionalRegime"
"ApplicableRegimeApplicableRegimeChoice"
-
"if isSpecified = False then election is absent"
"AppropriatedCollateralValuationNotSpecified"
-
"if isSpecified = True then election exists"
"AppropriatedCollateralValuationSpecified"
-
"if isApplicable = False then calculationDateImTerms is absent"
"BespokeCalculationDateCalculationDateImTerms"
-
"if asCalculationAgent = True then bespokeCalculationTimeTerms is absent"
"BespokeCalculationTimeAsCalculationAgentIm"
-
"if asCalculationAgent = False then bespokeCalculationTimeTerms exists"
"BespokeCalculationTimeBespokeCalculationTimeTerms"
-
"one-of"
"CalculationAgentTermsOneOf0"
-
"if isBaseCurrency = True then currency is absent else currency exists"
"CalculationCurrencyElectionBaseCurrency"
-
"required choice businessCenter, customLocation"
"CalculationDateLocationElectionChoice"
-
"if cabEndDateElection = True then cabEndDateTerms is absent"
"CollateralAccessBreachCabEndDateTerms"
-
"if cashCollateral = ValueCashEnum -> Other or securitiesCollateral = ValueSecuritiesEnum -> Other then additionalLanguage exists"
"CollateralValueMethodOtherValues"
-
"if customProvision exists then conditionsPrecedentElection = ExceptionEnum -> Other"
"ConditionsPrecedentCustomProvision"
-
"if creditSupportAmount = CreditSupportAmountEnum -> NonStandardOther then additionalLanguage exists"
"CreditSupportAmountAdditionalLanguage"
-
"if creditSupportDocumentTerms = CreditSupportDocumentTermsEnum -> Specified then (creditSupportDocument exists and creditSupportDocumentTypes is absent) or (creditSupportDocument is absent and creditSupportDocumentTypes exists)"
"CreditSupportDocumentElectionCreditSupportDocument"
-
"if creditSupportProviderTerms = CreditSupportProviderTermsEnum -> Specified then creditSupportProvider exists"
"CreditSupportProviderElectionCreditSupportProvider"
-
"if name exists then value exists"
"CSAMTAVariableSetNameMustExist"
-
"if value exists then name exists"
"CSAMTAVariableSetValueMustExist"
-
"if name exists then value exists"
"CSAThresholdVariableSetNameMustExist"
-
"if value exists then name exists"
"CSAThresholdVariableSetValueMustExist"
-
"if legacyVMCustodian is absent then additionalLanguage exists"
"CustodianElectionAdditionalLanguage"
-
"if legacyVMCustodian = LegacyVMCustodianEnum -> NamedEntity then legacyNamedEntity exists"
"CustodianElectionNamedEntity"
-
"if isSpecified = False then qualification is absent"
"CustodianRiskElectionSpecified"
-
"if electiveAmount is absent then amount exists or customElection exists"
"ElectiveAmountElectionNonZeroAmount"
-
"if standardLanguage = False then numberOfOriginals is absent"
"ExecutionLanguageNumberOfOriginals"
-
"if standardLanguage = False then otherLanguage exists"
"ExecutionLanguageOtherLanguage"
-
"if dutyPayer = \"Specify\" then dutyPayerLanguage exists"
"ExecutionLocationDutyPayerLanguage"
-
"if dutyPaymentDate exists then dutyPaymentLanguage is absent"
"ExecutionLocationDutyPaymentLanguage"
-
"if executionLocation = ExecutionLocationEnum -> OtherLocation then otherLanguage exists"
"ExecutionLocationOtherLanguage"
-
"if applicable then additionalLanguage exists"
"FinalReturnsAdditionalLanguage"
-
"if isApplicable = True then partyElection count = 2"
"FrenchLawAddendumApplicable"
-
"if isApplicable = True then addendumLanguage exists else if isApplicable = False then addendumLanguage is absent"
"FrenchLawAddendumElectionAddendumLanguage"
-
"if isTerminationCurrency = False then fxDesignatedCurrency exists"
"FxHaircutCurrencyFxDesignatedCurrency"
-
"if isTerminationCurrency = True then fxDesignatedCurrency is absent"
"FxHaircutCurrencyTerminationCurrency"
-
"one-of"
"InterestAdjustmentPeriodicityOneOf0"
-
"if amendmentsToJapaneseProvisions = False then amendmentsToJapaneseProvisionsTerms is absent"
"JapaneseSecuritiesProvisionsAmendmentsToJapaneseProvisions"
-
"if relevantProvisionsElection = True then relevantProvisionsTerms is absent"
"JapaneseSecuritiesProvisionsRelevantProvisionsElection"
-
"if isApplicable = False then additionalLanguage exists"
"LegacyDefinitionApplicableLanguage"
-
"if resolutionAlternative is absent then additionalLanguage exists"
"LegacyResolutionAlternativeAdditionalLanguage"
-
"if resolutionAlternative = LegacyResolutionAlternativeEnum -> SplitDifference then amount exists"
"LegacyResolutionAlternativeSplitDifferenceAmount"
-
"if cash = ValueCashEnum -> Other or securities = ValueSecuritiesEnum -> Other then additionalLanguage exists"
"LegacyResolutionValueOtherValues"
-
"if cashCollateralTransferSettlementTime = CashCTSTimeEnum -> Other or securititesCollateralTransferSettlementTime = SecuritiesCTSTimeEnum -> Other then additionalLanguage exists"
"LegacyTransferSettlementTimingOtherValues"
-
"if party is absent then additionalLanguage exists"
"LegacyValuationAgentAdditionalLanguage"
-
"if date is absent or frequency is absent then additionalLanguage exists"
"LegacyValuationDateAdditionalLanguage"
-
"if date = ValuationDateDateEnum -> CalendarDay then calendarDay exists else calendarDay is absent"
"LegacyValuationDateCalendarDay"
-
"if day is absent then additionalLanguage exists"
"LegacyValuationTimeAdditionalLanguage"
-
"if day exists then time exists else time is absent and item -> location is absent and hourminutetime is absent and timezone is absent"
"LegacyValuationTimeDayAndTime"
-
"if isApplicable = False then effectiveDate is absent and partyElections is absent"
"MinimumTransferAmountAmendmentAmendmentNotApplicable"
-
"required choice notificationTime, customNotification"
"NotificationTimeElectionNotificationTimeElectionChoice"
-
"if isApplicable = False then postingParty is absent"
"OneWayProvisionsPostingPartyAbsent"
-
"if isApplicable = True then postingParty exists"
"OneWayProvisionsPostingPartyExists"
-
"if representativeEvent = ExceptionEnum -> Other then representativeEventTerms exists"
"PledgeeRepresentativeRiderRepresentativeEventTerms"
-
"if isApplicable = True then party exists and representativeTerms exists and representativeEvent exists and representativeEndDate exists"
"PledgeeRepresentativeRiderRepresentativeParty"
-
"if asPermitted = True then eligibleCollateral is absent"
"PostingObligationsElectionAsPermitted"
-
"if eligibleCollateral exists then eligibleCollateral -> appliesTo count = 0"
"PostingObligationsElectionConsistentParty"
-
"if asPermitted = False then eligibleCollateral exists"
"PostingObligationsElectionEligibleCollateral"
-
"if isApplicable = True then processAgent exists"
"ProcessAgentElectionApplicable"
-
"if isApplicable = False then processAgent is absent"
"ProcessAgentElectionNotApplicable"
-
"if earlyTerminationDateOptionalLanguage = False then failureToPayEarlyTermination is absent"
"SecuredPartyRightsEventFailureToPayLanguage"
-
"if customElection exists then includeCoolingOffLanguage = False"
"SecurityProviderRightsEventRightsEvent_customElection"
-
"if includeCoolingOffLanguage = True then customElection is absent"
"SecurityProviderRightsEventRightsEvent_includeCoolingOffLanguage"
-
"one-of"
"SensitivityMethodologyOneOf0"
-
"if isSpecified = False then partyVersion is absent"
"SimmVersionVersionNotSpecified"
-
"if isSpecified = True then partyVersion exists"
"SimmVersionVersionSpecified"
-
"required choice regime, additionalRegime"
"SubstitutedRegimeSubstitutedRegimeChoice"
-
"if isApplicable = False then effectiveDate is absent and partyElection is absent"
"TerminationCurrencyAmendmentApplicability"
-
"if isSpecified = False then currency is absent"
"TerminationCurrencyElectionCurrencyElection"
-
"if fallbackAET = True then partyElection -> isApplicable all = False"
"AutomaticEarlyTerminationFallbackAET"
-
"if fallbackAET = False and partyElection -> isApplicable all = False then indemnity = False"
"AutomaticEarlyTerminationIndemnity"
-
"if terminationCurrencyCondition = TerminationCurrencyConditionEnum -> Specified then terminationCurrencySpecifiedCondition exists"
"PartyOptionTerminationCurrencyTerminationCurrencyCondition"
-
"if specifiedEntityTerms = SpecifiedEntityTermsEnum -> MaterialSubsidiary then materialSubsidiaryTerms exists"
"SpecifiedEntityMaterialSubsidiary"
-
"if specifiedEntityTerms = SpecifiedEntityTermsEnum -> OtherSpecifiedEntity then otherSpecifiedEntityTerms exists"
"SpecifiedEntityOtherSpecifiedEntity"
-
"if specifiedEntityTerms = SpecifiedEntityTermsEnum -> NamedSpecifiedEntity then specifiedEntity exists"
"SpecifiedEntitySpecifiedEntity"
-
"one-of"
"MasterAgreementElectionsOneOf0"
-
"if name exists then value exists"
"MasterAgreementVariableSetNameMustExist"
-
"if value exists then name exists"
"MasterAgreementVariableSetValueMustExist"
-
"if variableSet exists then name is absent and value is absent"
"MasterAgreementVariableSetVariableSetExists"
-
"if variableSet -> variableSet exists then variableSet -> variableSet -> variableSet is absent"
"MasterAgreementVariableSetVariableSetNesting"
-
"whoToDetermine all <> disputingParty"
"DeterminationRolesAndTermsDisputingPartyCannotHaveOriginalRole"
-
"if escrowArrangementIsApplicable = False then maximumDaysOfDisruption is absent and if escrowArrangementIsApplicable = True then maximumDaysOfDisruption exists"
"EscrowArrangementSettlementPostponementExistence"
-
"(disruptionEvents exists and noFaultTermination is absent or noFaultTermination = False) or (disruptionEvents is absent and noFaultTermination = True)"
"FxAdditionalTermsNoFaultTerminationOrDisruptionTerms"
-
"determinationTerms -> determinationRole = DeterminationRoleEnum -> CalculationAgent"
"FxAdditionalTermsSpecificDeterminationRetrictionsForFx"
-
"if localSubstituteProvisionType = FxSubstitutionProvisionTypeEnum -> LocalCurrencySubstitute then maximumDaysOfDisruption exists"
"GeneralInconvertibilitySettlementPostponementExistence"
-
"if localSubstituteProvisionType exists then nonDeliverableSubstitute is absent or if nonDeliverableSubstitute exists then localSubstituteProvisionType is absent"
"GeneralInconvertibilitySubstituteTermsChoice"
-
"if localSubstituteProvisionType = FxSubstitutionProvisionTypeEnum -> LocalCurrencySubstitute then maximumDaysOfDisruption exists"
"GeneralNonTransferabilitySettlementPostponementExistence"
-
"if localSubstituteProvisionType exists then nonDeliverableSubstitute is absent or if nonDeliverableSubstitute exists then localSubstituteProvisionType is absent"
"GeneralNonTransferabilitySubstituteTermsChoice"
-
"if nationalizationIsApplicable = False then assignmentOfClaim is absent"
"NationalizationAssignmentOfClaim"
-
"if localSubstituteProvisionType = FxSubstitutionProvisionTypeEnum -> LocalCurrencySubstitute then maximumDaysOfDisruption exists"
"SpecificInconvertibilitySettlementPostponementExistence"
-
"if localSubstituteProvisionType exists then nonDeliverableSubstitute is absent or if nonDeliverableSubstitute exists then localSubstituteProvisionType is absent"
"SpecificInconvertibilitySubstituteTermsChoice"
-
"if localSubstituteProvisionType = FxSubstitutionProvisionTypeEnum -> LocalCurrencySubstitute then maximumDaysOfDisruption exists"
"SpecificNonTransferabilitySettlementPostponementExistence"
-
"if localSubstituteProvisionType exists then nonDeliverableSubstitute is absent or if nonDeliverableSubstitute exists then localSubstituteProvisionType is absent"
"SpecificNonTransferabilitySubstituteTermsChoice"
-
"if determiningParty exists then determiningParty = AncillaryRoleEnum -> DisruptionEventsDeterminingParty"
"AdditionalDisruptionEventsDisruptionEventsDeterminingParty"
-
"if initialStockLoanRate exists then initialStockLoanRate >= 0 and initialStockLoanRate <= 1"
"AdditionalDisruptionEventsInitialStockLoanRate"
-
"if maximumStockLoanRate exists then maximumStockLoanRate >= 0 and maximumStockLoanRate <= 1"
"AdditionalDisruptionEventsMaximumStockLoanRate"
-
cdm.legaldocumentation.transaction.validation.datarule.ClauseChoice0
"optional choice terms, subcomponents"
"ClauseChoice0"
-
"required choice additionalDisruptionEvents, failureToDeliver"
"ExtraordinaryEventsExtraordinaryEventsChoice"
-
"whoMaySubstitute all <> disputingParty"
"UnderlierSubstitutionProvisionDisputingPartyCannotHaveOriginalRole"
cdm.margin.*
-
"netInitialMargin -> value >= 0"
"StandardizedScheduleInitialMarginNonNegativeNetInitialMargin"
-
"durationInYears > 0"
"StandardizedSchedulePositiveDuration"
-
"notional > 0"
"StandardizedSchedulePositiveNotional"
-
"grossInitialMargin -> value > 0"
"StandardizedScheduleTradeInfoPositiveGrossInitialMargin"
-
"grossInitialMargin -> unit -> currency = markToMarketValue -> unit -> currency"
"StandardizedScheduleTradeInfoSameCurrencies"
-
"notionalCurrency to-enum ISOCurrencyCodeEnum exists"
"StandardizedScheduleValidCurrency"
cdm.observable.*
-
"optional choice identifier, contractualDefinitionIdentifier"
"ContractualDefinitionChoice"
-
"optional choice identifier, contractualDefinitionIdentifier"
"FloatingRateIndexMapChoice"
-
"Basket is absent"
"BasketConstituentBasketsOfBaskets"
-
"optional choice calculationAgentParty, calculationAgentPartyEnum"
"CalculationAgentCalculationAgentChoice"
-
"if premiumExpression exists then cashPriceType = CashPriceTypeEnum -> Premium"
"CashPricePremiumType"
-
"assetClass = AssetClassEnum -> Credit"
"CreditIndexCreditAssetClass"
-
"if indexAnnexVersion exists then indexAnnexVersion >= 0"
"CreditIndexIndexAnnexVersion"
-
"if indexFactor exists then indexFactor >= 0 and indexFactor <= 1"
"CreditIndexIndexFactor"
-
"if indexSeries exists then indexSeries >= 0"
"CreditIndexIndexSeries"
-
"one-of"
"CreditNotationsOneOf0"
-
"one-of"
"CreditRatingDebtOneOf0"
-
cdm.observable.asset.validation.datarule.CurveCurve
-
"assetClass = AssetClassEnum -> Equity"
"EquityIndexEquityAssetClass"
-
"if calculationAgentDetermination -> calculationAgentParty exists then calculationAgentDetermination -> calculationAgentParty = AncillaryRoleEnum -> CalculationAgentFallback"
"FallbackReferencePriceFallbackCalculationAgent"
-
"if valuationPostponement exists then valuationPostponement -> maximumDaysOfPostponement > 0"
"FallbackReferencePriceMaximumDaysOfPostponement"
-
"assetClass = AssetClassEnum -> InterestRate"
"FloatingRateIndexInterestRateAssetClass"
-
"assetClass = AssetClassEnum -> ForeignExchange"
"ForeignExchangeRateIndexFXAssetClass"
-
"required choice settlementRateOption, nonstandardSettlementRate"
"FxSettlementRateSourceFxSettlementRateSourceChoice"
-
-
"assetClass = AssetClassEnum -> InterestRate"
"InflationIndexInterestRateAssetClass"
-
""
"InterestRateIndexChoice"
-
"unit -> currency exists"
"MoneyCurrencyUnitExists"
-
"if mismatchResolution = CreditNotationMismatchResolutionEnum -> ReferenceAgency then referenceAgency exists"
"MultipleCreditNotationsReferenceAgency"
-
"if businessDaysThereafter exists then businessDaysThereafter >= 0"
"MultipleValuationDatesBusinessDaysThereafter"
-
"if numberValuationDates exists then numberValuationDates >= 0"
"MultipleValuationDatesNumberValuationDates"
-
-
"assetClass exists"
"OtherIndexAssetClassRequired"
-
"value exists and datedValue is absent"
"PriceAmountOnlyExists"
-
"if operandType = PriceOperandEnum -> ForwardPoint or operandType = PriceOperandEnum -> AccruedInterest then arithmeticOperator = ArithmeticOperationEnum -> Add or arithmeticOperator = ArithmeticOperationEnum -> Subtract"
"PriceCompositeArithmeticOperator"
-
"if observable -> Index -> InterestRateIndex exists and price exists then price -> arithmeticOperator exists"
"PriceQuantityArithmeticOperator"
-
"InterestRateObservableCondition"
"PriceQuantityInterestRateObservable"
-
"(quantity count - quantity -> unit -> currency count) <= 1 or (observable -> Asset -> Commodity exists and quantity -> unit -> capacityUnit exists and (quantity count - quantity -> unit -> currency count) <= 2)"
"PriceQuantityNonCurrencyQuantities"
-
"if composite -> operandType = PriceOperandEnum -> AccruedInterest then priceType = PriceTypeEnum -> AssetPrice"
"PriceScheduleAccruedInterest"
-
"arithmeticOperator <> ArithmeticOperationEnum -> Subtract and arithmeticOperator <> ArithmeticOperationEnum -> Divide"
"PriceScheduleArithmeticOperator"
-
"if cashPrice exists then priceType = PriceTypeEnum -> CashPrice"
"PriceScheduleCashPrice"
-
"optional choice cashPrice, arithmeticOperator, composite"
"PriceScheduleChoice"
-
"if priceType = PriceTypeEnum -> InterestRate then unit -> currency exists"
"PriceScheduleCurrencyUnitForInterestRate"
-
"if composite -> operandType = PriceOperandEnum -> ForwardPoint then priceType = PriceTypeEnum -> ExchangeRate"
"PriceScheduleForwardPoint"
-
"if (priceType = PriceTypeEnum -> ExchangeRate or priceType = PriceTypeEnum -> AssetPrice) and arithmeticOperator is absent then value > 0"
"PriceSchedulePositiveAssetPrice"
-
"if priceType = PriceTypeEnum -> CashPrice then value > 0 or datedValue -> value all > 0"
"PriceSchedulePositiveCashPrice"
-
"if (priceType = PriceTypeEnum -> ExchangeRate or priceType = PriceTypeEnum -> AssetPrice) and composite -> baseValue exists then composite -> baseValue > 0"
"PriceSchedulePositiveSpotRate"
-
"if arithmeticOperator = ArithmeticOperationEnum -> Add then priceType = PriceTypeEnum -> AssetPrice or priceType = PriceTypeEnum -> InterestRate"
"PriceScheduleSpreadPrice"
-
"if priceType = PriceTypeEnum -> Variance or priceType = PriceTypeEnum -> Volatility or priceType = PriceTypeEnum -> Correlation then unit is absent and perUnitOf is absent else unit exists and perUnitOf exists"
"PriceScheduleUnitOfAmountExists"
-
"if observationWeight exists then observationWeight >= 0"
"RateObservationPositiveObservationWeight"
-
"if businessDays exists then businessDays >= 0"
"SingleValuationDateNonNegativeBusinessDays"
-
"if quotationAmount exists or minimumQuotationAmount exists then valuationSource -> dealerOrCCP -> legalEntity exists"
"ValuationMethodDealer"
-
"if (quotationAmount -> unit -> currency exists and minimumQuotationAmount -> unit -> currency exists) and quotationAmount -> unit -> currency = minimumQuotationAmount -> unit -> currency then quotationAmount -> value > minimumQuotationAmount -> value"
"ValuationMethodFpML_cd_37"
-
"required choice informationSource, settlementRateOption, referenceBanks, dealerOrCCP"
"ValuationSourceInformationSource"
-
"if amount exists then amount >= 0.0"
"FeaturePaymentAmount"
-
"required choice levelPercentage, amount"
"FeaturePaymentFeaturePaymentChoice"
-
"if specifiedNumber exists then specifiedNumber >= 0"
"PubliclyAvailableInformationPositiveSpecifiedNumber"
-
"required choice standardPublicSources, publicSource"
"PubliclyAvailableInformationSourceChoice"
-
"required choice level, creditEvents , creditEventsReference"
"TriggerChoice1"
cdm.product.*
-
"required choice nthToDefault, tranche"
"BasketReferenceInformationBasketReferenceInformationChoice"
-
"if (nthToDefault exists and mthToDefault exists) then nthToDefault < mthToDefault"
"BasketReferenceInformationMthToDefault"
-
"if mthToDefault exists then nthToDefault exists"
"BasketReferenceInformationNthToDefault"
-
"bond -> instrumentType = InstrumentTypeEnum -> Debt"
"BondReferenceBondUnderlier"
-
"if upperBarrier exists then upperBarrier >= 0 and if lowerBarrier exists then lowerBarrier >= 0"
"BoundedVarianceNonNegativeBarriers"
-
"required choice schedule, calculationPeriodDates"
"CommodityPayoutCalculationPeriod"
-
"if underlier -> Observable exists then ObservableIsCommodity(underlier -> Observable) else if underlier -> Product -> TransferableProduct -> economicTerms -> payout only-element -> OptionPayout exists then ObservableIsCommodity( underlier -> Product -> TransferableProduct -> economicTerms -> payout only-element -> OptionPayout -> underlier -> Observable ) else if underlier -> Product -> TransferableProduct -> economicTerms -> payout only-element -> SettlementPayout exists then ObservableIsCommodity( underlier -> Product -> TransferableProduct -> economicTerms -> payout only-element -> SettlementPayout -> underlier -> Observable ) else False"
"CommodityPayoutCommodityUnderlier"
-
"if delivery -> deliveryCapacity exists then schedule -> schedulePeriod -> deliveryPeriod -> deliveryCapacity is absent and delivery -> periods -> profile -> block -> deliveryCapacity is absent and schedule -> schedulePeriod -> deliveryPeriod -> profile -> block -> deliveryCapacity is absent else if schedule -> schedulePeriod -> deliveryPeriod -> deliveryCapacity exists then delivery -> deliveryCapacity is absent and delivery -> periods -> profile -> block -> deliveryCapacity is absent and schedule -> schedulePeriod -> deliveryPeriod -> profile -> block -> deliveryCapacity is absent else if delivery -> periods -> profile -> block -> deliveryCapacity exists then schedule -> schedulePeriod -> deliveryPeriod -> deliveryCapacity is absent and schedule -> schedulePeriod -> deliveryPeriod -> profile -> block -> deliveryCapacity is absent else if schedule -> schedulePeriod -> deliveryPeriod -> profile -> block -> deliveryCapacity exists then delivery -> deliveryCapacity is absent and schedule -> schedulePeriod -> deliveryPeriod -> deliveryCapacity is absent and delivery -> periods -> profile -> block -> deliveryCapacity is absent"
"CommodityPayoutDeliveryCapacity"
-
"if schedule -> schedulePeriod -> deliveryPeriod -> priceTimeIntervalQuantity exists then delivery -> periods -> profile -> block -> priceTimeIntervalQuantity is absent and schedule -> schedulePeriod -> deliveryPeriod -> profile -> block -> priceTimeIntervalQuantity is absent else if delivery -> periods -> profile -> block -> priceTimeIntervalQuantity exists then schedule -> schedulePeriod -> deliveryPeriod -> priceTimeIntervalQuantity is absent and schedule -> schedulePeriod -> deliveryPeriod -> profile -> block -> priceTimeIntervalQuantity is absent else if schedule -> schedulePeriod -> deliveryPeriod -> profile -> block -> priceTimeIntervalQuantity exists then schedule -> schedulePeriod -> deliveryPeriod -> priceTimeIntervalQuantity is absent and delivery -> periods -> profile -> block -> priceTimeIntervalQuantity is absent"
"CommodityPayoutPriceTimeIntervalQuantity"
-
"priceQuantity exists"
"CommodityPayoutQuantity"
-
"correlationStrikePrice -> value > -1 and correlationStrikePrice -> value < 1"
"CorrelationReturnTermsCorrelationValue"
-
"if numberOfDataSeries exists then numberOfDataSeries > 0"
"CorrelationReturnTermsPositiveNumberOfDataSeries"
-
"if generalTerms -> referenceInformation -> referencePrice exists then generalTerms -> referenceInformation -> referencePrice -> value >= 0"
"CreditDefaultPayoutFpML_cd_12"
-
"priceQuantity exists"
"CreditDefaultPayoutQuantity"
-
"if discountRateDayCountFraction exists then discountRate exists"
"DiscountingMethodDiscountRate"
-
"one-of"
"DividendCurrencyOneOf0"
-
"if paymentDateOffset exists then dateReference = DividendDateReferenceEnum -> SharePayment"
"DividendDateReferencePaymentDateOffset"
-
"one-of"
"DividendPaymentDateOneOf0"
-
"if cashRatio exists then cashRatio >= 0 and totalRatio <= 1"
"DividendPayoutRatioDividendPayoutRatioCash"
-
"if nonCashRatio exists then nonCashRatio >= 0 and totalRatio <= 1"
"DividendPayoutRatioDividendPayoutRatioNonCash"
-
"totalRatio >= 0 and totalRatio <= 1"
"DividendPayoutRatioDividendPayoutRatioTotal"
-
"if firstOrSecondPeriod exists then dividendPeriod -> startDate is absent and dividendPeriod -> endDate is absent"
"DividendReturnTermsDividendPeriod"
-
"if extraordinaryDividendsParty exists then extraordinaryDividendsParty = AncillaryRoleEnum -> ExtraordinaryDividendsParty"
"DividendReturnTermsExtraordinaryDividendsParty"
-
"optional choice multipleExchangeIndexAnnexFallback, componentSecurityIndexAnnexFallback"
"EquityUnderlierProvisionsComponentSecurityOrMultipleExchange"
-
"if floatingRateMultiplier exists then floatingRateMultiplier <> 1"
"FloatingRateDefinitionFloatingRateMultiplier"
-
"calculationPeriodNumberOfDays >= 0"
"FutureValueAmountPositiveCalculationPeriodNumberOfDays"
-
"if basketReferenceInformation exists then basketReferenceInformation -> basketName exists or basketReferenceInformation -> basketId exists"
"GeneralTermsBasketReferenceInformationNameOrId"
-
"if indexReferenceInformation -> tranche is absent then modifiedEquityDelivery is absent"
"GeneralTermsFpML_cd_41"
-
"if basketReferenceInformation is absent then substitution is absent"
"GeneralTermsFpML_cd_42"
-
"required choice referenceInformation, indexReferenceInformation, basketReferenceInformation"
"GeneralTermsGeneralTermsChoice"
-
"rateOption -> InflationIndex exists"
"InflationRateSpecificationInflationIndex"
-
"if compoundingMethod is absent or compoundingMethod = CompoundingMethodEnum -> None then calculationPeriodDates -> firstCompoundingPeriodEndDate is absent"
"InterestRatePayoutCalculationPeriodDatesFirstCompoundingPeriodEndDate"
-
"if settlementTerms -> settlementCurrency exists and (settlementTerms -> settlementCurrency <> priceQuantity -> quantitySchedule -> unit -> currency or settlementTerms -> settlementCurrency <> priceQuantity -> quantityMultiplier -> fxLinkedNotionalSchedule -> varyingNotionalCurrency) then (settlementTerms -> cashSettlementTerms -> valuationMethod exists and settlementTerms -> cashSettlementTerms -> valuationDate exists) or priceQuantity -> quantityMultiplier -> fxLinkedNotionalSchedule -> fxSpotRateSource exists"
"InterestRatePayoutCashSettlementTerms"
-
"if stubPeriod -> initialStub exists then calculationPeriodDates -> firstRegularPeriodStartDate exists"
"InterestRatePayoutFpML_ird_23"
-
"if stubPeriod -> finalStub exists then calculationPeriodDates -> lastRegularPeriodEndDate exists"
"InterestRatePayoutFpML_ird_24"
-
"if compoundingMethod exists and compoundingMethod <> CompoundingMethodEnum -> None then rateSpecification -> FixedRateSpecification is absent"
"InterestRatePayoutFpML_ird_29"
-
"if paymentDates -> firstPaymentDate exists and calculationPeriodDates -> effectiveDate exists then paymentDates -> firstPaymentDate > calculationPeriodDates -> effectiveDate -> adjustableDate -> unadjustedDate"
"InterestRatePayoutFpML_ird_6"
-
"if paymentDates -> paymentFrequency -> period = calculationPeriodDates -> calculationPeriodFrequency -> period and paymentDates -> paymentFrequency -> periodMultiplier = calculationPeriodDates -> calculationPeriodFrequency -> periodMultiplier then (compoundingMethod is absent or compoundingMethod = CompoundingMethodEnum -> None)"
"InterestRatePayoutFpML_ird_7_1"
-
"if (paymentDates -> paymentFrequency -> period exists and calculationPeriodDates -> calculationPeriodFrequency -> period exists and paymentDates -> paymentFrequency -> period <> calculationPeriodDates -> calculationPeriodFrequency -> period) or (paymentDates -> paymentFrequency -> periodMultiplier exists and calculationPeriodDates -> calculationPeriodFrequency -> periodMultiplier exists and paymentDates -> paymentFrequency -> periodMultiplier <> calculationPeriodDates -> calculationPeriodFrequency -> periodMultiplier) then compoundingMethod exists"
"InterestRatePayoutFpML_ird_7_2"
-
"if compoundingMethod exists and compoundingMethod <> CompoundingMethodEnum -> None then resetDates exists"
"InterestRatePayoutFpML_ird_9"
-
"if rateSpecification -> FixedRateSpecification is absent then priceQuantity -> futureValueNotional is absent"
"InterestRatePayoutFutureValueNotional"
-
"if stubPeriod exists then stubPeriod -> initialStub exists or stubPeriod -> finalStub exists"
"InterestRatePayoutInitialStubFinalStub"
-
"optional choice paymentDates, paymentDate"
"InterestRatePayoutInterestRatePayoutChoice"
-
"priceQuantity exists"
"InterestRatePayoutQuantity"
-
"if rateSpecification is absent then priceQuantity -> priceSchedule exists"
"InterestRatePayoutRateSpecification"
-
"if priceQuantity -> futureValueNotional exists then priceQuantity -> futureValueNotional -> valueDate = calculationPeriodDates -> terminationDate -> adjustableDate -> adjustedDate"
"InterestRatePayoutTerminationDate"
-
""
"RateSpecificationChoice"
-
"required choice referenceObligation, noReferenceObligation , unknownReferenceObligation"
"ReferenceInformationReferenceInformationChoice"
-
"required choice security, loan"
"ReferenceObligationAssetChoice"
-
"optional choice primaryObligor, primaryObligorReference"
"ReferenceObligationLegalEntityChoice"
-
"if security exists then security -> instrumentType = InstrumentTypeEnum -> Debt"
"ReferenceObligationMustBeDebtSecurity"
-
"required choice referenceObligation, noReferenceObligation"
"ReferencePairReferenceChoice"
-
"if referencePoolItem -> constituentWeight -> basketPercentage exists then referencePoolItem -> constituentWeight -> openUnits is absent"
"ReferencePoolFpML_cd_44_basketPercentage"
-
"if referencePoolItem -> constituentWeight -> openUnits exists then referencePoolItem -> constituentWeight -> basketPercentage is absent"
"ReferencePoolFpML_cd_44_openUnits"
-
"optional choice cashSettlementTermsReference, physicalSettlementTermsReference"
"ReferencePoolItemSettlementChoice"
-
"if initialLevel is absent then initialLevelSource exists and if initialLevelSource is absent then initialLevel exists"
"ReturnTermsBaseInitialLevelOrInitialLevelSource"
-
"expectedN > 0"
"ReturnTermsBasePositiveExpectedN"
-
"one-of"
"StubValueOneOf0"
-
"attachmentPoint >= 0.0 and attachmentPoint <= 1.0"
"TrancheAttachmentPoint"
-
"attachmentPoint <= exhaustionPoint"
"TrancheAttachmentPointLessThanExhaustionPoint"
-
"exhaustionPoint >= 0.0 and exhaustionPoint <= 1.0"
"TrancheExhaustionPoint"
-
"if numberOfValuationDates exists then numberOfValuationDates > 0"
"ValuationTermsPositiveNumberOfValuationDates"
-
"if varianceCap = True then unadjustedVarianceCap exists or boundedVariance exists else unadjustedVarianceCap is absent and boundedVariance is absent"
"VarianceCapFloorCapFloorApplicability"
-
"if unadjustedVarianceCap exists then unadjustedVarianceCap > 0"
"VarianceCapFloorPositiveUnadjustedVarianceCap"
-
"if volatilityStrikePrice -> value exists then volatilityStrikePrice -> value >= 0 and if varianceStrikePrice -> value exists then varianceStrikePrice -> value >= 0"
"VarianceReturnTermsNonNegativeStrikePrice"
-
"if vegaNotionalAmount -> value exists then vegaNotionalAmount -> value > 0"
"VarianceReturnTermsPositive_VegaNotionalAmount"
-
"if valuationTerms -> futuresPriceValuation = True then exchangeTradedContractNearest exists"
"VarianceReturnTermsReferenceContract"
-
"required choice volatilityStrikePrice, varianceStrikePrice"
"VarianceReturnTermsStrikePriceMustExist"
-
"if exchangeTradedContractNearest exists then exchangeTradedContractNearest -> Asset -> Instrument -> ListedDerivative exists"
"VarianceReturnTermsUnderlierMustBeListedDerivative"
-
"if applicable = True then totalVolatilityCap exists or volatilityCapFactor exists else totalVolatilityCap is absent and volatilityCapFactor is absent"
"VolatilityCapFloorCapFloorApplicability"
-
"if totalVolatilityCap exists then totalVolatilityCap >= 0 and if volatilityCapFactor exists then volatilityCapFactor >= 0"
"VolatilityCapFloorPositiveCaps"
-
"if mismatchResolution = CreditNotationMismatchResolutionEnum -> ReferenceAgency then referenceAgency exists"
"AgencyRatingCriteriaReferenceAgency"
-
"optional choice independentAmount, portfolioIdentifier, collateralPortfolio"
"CollateralCollateralchoice"
-
"independentAmount exists or collateralPortfolio exists"
"CollateralCollateralExists"
-
"if collateralPortfolio exists then collateralProvisions exists"
"CollateralCollateralProvisions"
-
""
"CollateralCriteriaChoice"
-
"if compoundingType = CompoundingTypeEnum -> Business then compoundingBusinessCenter exists"
"CollateralInterestCalculationParametersCompoundingBC1"
-
"if compoundingType <> CompoundingTypeEnum -> Business then compoundingBusinessCenter is absent"
"CollateralInterestCalculationParametersCompoundingBC2"
-
"dayCountFraction = DayCountFractionEnum -> ACT_360 or dayCountFraction = DayCountFractionEnum -> ACT_365_FIXED"
"CollateralInterestCalculationParametersDCF"
-
"required choice fixedRate, floatingRate"
"CollateralInterestCalculationParametersInterestRate"
-
"if alternativeToInterestAmount = AlternativeToInterestAmountEnum -> Other then alternativeProvision exists"
"CollateralInterestHandlingParametersAlternative"
-
"if alternativeToInterestAmount <> AlternativeToInterestAmountEnum -> Other then alternativeProvision is absent"
"CollateralInterestHandlingParametersAlternative2"
-
"if additionalHaircutPercentage exists then additionalHaircutPercentage > 0 and additionalHaircutPercentage < 1"
"CollateralValuationTreatmentAdditionalHaircutPercentage"
-
"if fxHaircutPercentage exists then fxHaircutPercentage > 0 and fxHaircutPercentage < 1"
"CollateralValuationTreatmentFxHaircutPercentage"
-
"if haircutPercentage exists then haircutPercentage >= 0 and haircutPercentage < 1"
"CollateralValuationTreatmentHaircutPercentage"
-
"required choice haircutPercentage, marginPercentage"
"CollateralValuationTreatmentHaircutPercentageOrMarginPercentage"
-
"if marginPercentage exists then marginPercentage >= 1"
"CollateralValuationTreatmentMarginPercentage"
-
"required choice valueLimit, percentageLimit"
"ConcentrationLimitConcentrationLimitValueChoice"
-
"required choice concentrationLimitType, averageTradingVolume, collateralCriteria"
"ConcentrationLimitCriteriaConcentrationLimitTypeChoice"
-
"if concentrationLimitCriteria -> concentrationLimitType = ConcentrationLimitTypeEnum -> MarketCapitalisation then percentageLimit exists"
"ConcentrationLimitPercentageConcentrationLimit"
-
"one-of"
"DeliveryAmountOneOf0"
-
"if treatment -> concentrationLimit -> concentrationLimitCriteria -> averageTradingVolume exists then CriteriaMatchesAssetType(collateralCriteria, Equity) or (treatment -> concentrationLimit extract CriteriaMatchesAssetType( item -> concentrationLimitCriteria -> collateralCriteria, Equity )) all = True"
"EligibleCollateralCriteriaAverageTradingVolumeEquityOnly"
-
"if treatment -> concentrationLimit -> concentrationLimitCriteria -> concentrationLimitType only-element = ConcentrationLimitTypeEnum -> IssueOutstandingAmount then CriteriaMatchesAssetType(collateralCriteria, Debt) or (treatment -> concentrationLimit extract CriteriaMatchesAssetType( item -> concentrationLimitCriteria -> collateralCriteria, Debt )) all = True"
"EligibleCollateralCriteriaConcentrationLimitTypeIssueOSAmountDebtOnly"
-
"if treatment -> concentrationLimit -> concentrationLimitCriteria -> concentrationLimitType only-element = ConcentrationLimitTypeEnum -> MarketCapitalisation then CriteriaMatchesAssetType(collateralCriteria, Equity) or (treatment -> concentrationLimit extract CriteriaMatchesAssetType( item -> concentrationLimitCriteria -> collateralCriteria, Equity )) all = True"
"EligibleCollateralCriteriaConcentrationLimitTypeMarketCapEquityOnly"
-
"if customElection exists then includesDefaultLanguage = False"
"ReturnAmountCustomElection"
-
"optional choice averagingDateTimes, averagingObservations"
"AveragingPeriodAveragingPeriodChoice"
-
"if firstRegularPeriodStartDate exists then terminationDate -> adjustableDate -> unadjustedDate > firstRegularPeriodStartDate"
"CalculationPeriodDatesFpML_ird_16"
-
"if lastRegularPeriodEndDate exists then terminationDate -> adjustableDate -> unadjustedDate > lastRegularPeriodEndDate"
"CalculationPeriodDatesFpML_ird_17"
-
"if firstRegularPeriodStartDate exists and lastRegularPeriodEndDate exists then lastRegularPeriodEndDate > firstRegularPeriodStartDate"
"CalculationPeriodDatesFpML_ird_18"
-
"if lastRegularPeriodEndDate exists then lastRegularPeriodEndDate > effectiveDate -> adjustableDate -> unadjustedDate"
"CalculationPeriodDatesFpML_ird_20"
-
"if firstPeriodStartDate exists and effectiveDate exists then firstPeriodStartDate -> adjustableDate -> unadjustedDate < effectiveDate -> adjustableDate -> unadjustedDate"
"CalculationPeriodDatesFpML_ird_21"
-
"if firstPeriodStartDate exists and firstRegularPeriodStartDate exists then firstPeriodStartDate -> adjustableDate -> unadjustedDate < firstRegularPeriodStartDate"
"CalculationPeriodDatesFpML_ird_22"
-
"required choice adjustedEndDate, unadjustedEndDate"
"CalculationPeriodEndDateChoice"
-
"required choice notionalAmount, fxLinkedNotionalAmount"
"CalculationPeriodNotionalChoice"
-
"required choice floatingRateDefinition, fixedRate"
"CalculationPeriodRateChoice"
-
"required choice adjustedStartDate, unadjustedStartDate"
"CalculationPeriodStartDateChoice"
-
"one-of"
"InitialFixingDateOneOf0"
-
"required choice unadjustedDate, adjustedDate"
"ObservationDateObservationDate"
-
"if observationDate -> adjustedDate is absent then observationDate -> unadjustedDate exists and dateAdjustments exists"
"ObservationScheduleAdjustedDate"
-
"if observationTimeType = TimeTypeEnum -> SpecificTime then observationTime exists"
"ObservationTermsObservationTime"
-
"if dayOfWeek exists then dayFrequency exists"
"ParametricDatesDayOfWeekMethod"
-
"required choice dayDistribution, dayOfWeek"
"ParametricDatesParametricDatesChoice"
-
"if calculationPeriod -> calculationPeriodNumberOfDays exists then calculationPeriod -> calculationPeriodNumberOfDays all >= 0"
"PaymentCalculationPeriodCalculationPeriodNumberOfDays"
-
"unadjustedPaymentDate exists or adjustedPaymentDate exists"
"PaymentCalculationPeriodFpML_ird_34"
-
"required choice calculationPeriod, fixedPaymentAmount"
"PaymentCalculationPeriodPaymentCalculationPeriodChoice"
-
"if firstPaymentDate exists and lastRegularPaymentDate exists then firstPaymentDate < lastRegularPaymentDate"
"PaymentDatesFpML_ird_35_cd_31"
-
"if paymentDaysOffset exists then paymentDaysOffset -> periodMultiplier <> 0"
"PaymentDatesNonZeroPeriodMultiplier"
-
"if resetFrequency -> period <> PeriodExtendedEnum -> W then resetFrequency -> weeklyRollConvention is absent"
"ResetDatesNonWeeklyPeriod"
-
"if rateCutOffDaysOffset exists then rateCutOffDaysOffset -> periodMultiplier < 0"
"ResetDatesRateCutOffDaysOffset"
-
"if resetFrequency -> period = PeriodExtendedEnum -> W then resetFrequency -> weeklyRollConvention exists"
"ResetDatesWeeklyPeriod"
-
"if weeklyRollConvention exists then period = PeriodExtendedEnum -> W"
"ResetFrequencyFpML_ird_49"
-
"if observationNumber exists then observationNumber >= 0"
"WeightedAveragingObservationPositiveObservationNumber"
-
"weight >= 0.0"
"WeightedAveragingObservationPositiveWeight"
-
"required choice dateTime, observationNumber"
"WeightedAveragingObservationWeightedAveragingObservationChoice"
-
"if asset -> Cash exists then quantity -> unit -> currency exists else if asset -> Commodity exists then quantity -> unit -> capacityUnit exists else if asset -> Instrument exists then quantity -> unit -> financialUnit exists"
"AssetFlowBaseQuantityUnitExists"
-
"required choice cashflowType, cashPrice"
"CashflowTypeChoice0"
-
"if valuationMethod -> cashCollateralValuationMethod exists then cashSettlementMethod = CashSettlementMethodEnum -> MidMarketIndicativeQuotations or cashSettlementMethod = CashSettlementMethodEnum -> MidMarketIndicativeQuotationsAlternate or cashSettlementMethod = CashSettlementMethodEnum -> MidMarketCalculationAgentDetermination or cashSettlementMethod = CashSettlementMethodEnum -> ReplacementValueFirmQuotations or cashSettlementMethod = CashSettlementMethodEnum -> ReplacementValueCalculationAgentDetermination"
"CashSettlementTermsCashCollateralMethod"
-
"optional choice cashSettlementAmount, recoveryFactor"
"CashSettlementTermsCashSettlementTermsChoice"
-
"if valuationMethod -> cashCollateralValuationMethod -> prescribedDocumentationAdjustment exists then cashSettlementMethod = CashSettlementMethodEnum -> ReplacementValueFirmQuotations"
"CashSettlementTermsFirmQuotationMethod"
-
"if (valuationMethod -> cashCollateralValuationMethod -> applicableCsa exists or valuationMethod -> cashCollateralValuationMethod -> agreedDiscountRate exists or valuationMethod -> cashCollateralValuationMethod -> cashCollateralInterestRate exists) then cashSettlementMethod = CashSettlementMethodEnum -> MidMarketIndicativeQuotations or cashSettlementMethod = CashSettlementMethodEnum -> MidMarketIndicativeQuotationsAlternate or cashSettlementMethod = CashSettlementMethodEnum -> MidMarketCalculationAgentDetermination"
"CashSettlementTermsMidMarketValuationMethod"
-
"if recoveryFactor exists then recoveryFactor >= 0.0 and recoveryFactor <= 1.0"
"CashSettlementTermsRecoveryFactor"
-
"if valuationMethod -> cashCollateralValuationMethod -> protectedParty exists then cashSettlementMethod = CashSettlementMethodEnum -> ReplacementValueFirmQuotations or cashSettlementMethod = CashSettlementMethodEnum -> ReplacementValueCalculationAgentDetermination"
"CashSettlementTermsReplacementValueMethod"
-
"optional choice fullFaithAndCreditObLiability, generalFundObligationLiability, revenueObligationLiability"
"DeliverableObligationsDeliverableObligationsChoice"
-
"if category exists and category = ObligationCategoryEnum -> ReferenceObligationsOnly then acceleratedOrMatured is absent and accruedInterest is absent and assignableLoan is absent and consentRequiredLoan is absent and directLoanParticipation is absent and excluded is absent and fullFaithAndCreditObLiability is absent and generalFundObligationLiability is absent and indirectLoanParticipation is absent and listed is absent and maximumMaturity is absent and notBearer is absent and notContingent is absent and notDomesticCurrency is absent and notDomesticIssuance is absent and notDomesticLaw is absent and notSovereignLender is absent and notSubordinated is absent and othReferenceEntityObligations is absent and revenueObligationLiability is absent and specifiedCurrency is absent and transferable is absent"
"DeliverableObligationsFpML_cd_34"
-
"if price -> value exists then price -> value >= 0.0"
"FixedPriceNonNegativePrice_amount"
-
"if price -> datedValue exists then price -> datedValue -> value all >= 0.0"
"FixedPriceNonNegativePrice_datedValue"
-
"optional choice businessCenters, businessCentersReference"
"FxFixingDateBusinessCentersChoice"
-
"required choice dateRelativeToPaymentDates, dateRelativeToCalculationPeriodDates, dateRelativeToValuationDates, fxFixingDate"
"FxFixingDateDateChoice"
-
"if principalPayment -> principalPaymentSchedule -> finalPrincipalPayment exists and priceQuantity -> quantitySchedule exists and priceQuantity -> reset is absent then principalPayment -> principalPaymentSchedule -> finalPrincipalPayment -> principalAmount exists or principalPayment -> principalPaymentSchedule -> finalPrincipalPayment -> presentValuePrincipalAmount exists"
"PayoutBaseFinalPrincipalAmountExists"
-
"if businessDays exists then businessDays >= 0"
"PhysicalSettlementPeriodBusinessDays"
-
"if maximumBusinessDays exists then maximumBusinessDays >= 0"
"PhysicalSettlementPeriodMaximumBusinessDays"
-
"one-of"
"PhysicalSettlementPeriodOneOf2"
-
"if predeterminedClearingOrganizationParty exists then predeterminedClearingOrganizationParty = AncillaryRoleEnum -> PredeterminedClearingOrganizationParty"
"PhysicalSettlementTermsPredeterminedClearingOrganizationParty"
-
"one-of"
"PricingDatesOneOf0"
-
"if presentValuePrincipalAmount exists then discountFactor exists"
"PrincipalPaymentDiscountFactor"
-
"optional choice principalAmount, presentValuePrincipalAmount"
"PrincipalPaymentPrincipalAmount"
-
"if initialPrincipalPayment exists then initialPrincipalPayment -> principalAmount exists or initialPrincipalPayment -> presentValuePrincipalAmount exists"
"PrincipalPaymentScheduleInitialPrincipalAmountExists"
-
"one-of"
"QuantityMultiplierOneOf0"
-
"if quantityMultiplier exists then quantityReference -> reference exists"
"ResolvablePriceQuantityQuantityMultiplier"
-
"if cashSettlementBusinessDays exists then cashSettlementBusinessDays >= 0 else adjustableOrRelativeDate exists or valueDate exists or adjustableDates exists or businessDateRange exists"
"SettlementDateBusinessDays"
-
"optional choice adjustableOrRelativeDate, valueDate, adjustableDates, businessDateRange"
"SettlementDateDateChoice"
-
"if cashSettlementTerms exists then settlementType <> SettlementTypeEnum -> Physical"
"SettlementTermsCashSettlementTerms"
-
"if cashSettlementTerms exists and physicalSettlementTerms exists then settlementType = SettlementTypeEnum -> Election or settlementType = SettlementTypeEnum -> CashOrPhysical"
"SettlementTermsOptionSettlementChoice"
-
"if physicalSettlementTerms exists then settlementType <> SettlementTypeEnum -> Cash"
"SettlementTermsPhysicalSettlementTerms"
-
"one-of"
"ValuationDateOneOf0"
-
"priceQuantity exists"
"AssetPayoutQuantity"
-
"underlier -> Cash is absent"
"AssetPayoutUnderlierNotCash"
-
"if exerciseNotice -> exerciseNoticeReceiver exists then exerciseNotice -> exerciseNoticeReceiver = AncillaryRoleEnum -> ExerciseNoticeReceiverPartyCancelableProvision"
"CancelableProvisionCancelableProvisionExerciseNoticeReceiverParty"
-
"optional choice effectiveDate, effectivePeriod"
"CancelableProvisionEffectiveDate"
-
"if basketPercentage exists then basketPercentage >= 0.0 and basketPercentage <= 1.0"
"ConstituentWeightBasketPercentage"
-
"adjustedExerciseDate <= adjustedEarlyTerminationDate"
"EarlyTerminationEventFpML_ird_39"
-
"adjustedExerciseDate <= adjustedCashSettlementValuationDate"
"EarlyTerminationEventFpML_ird_40"
-
"adjustedCashSettlementValuationDate <= adjustedCashSettlementPaymentDate"
"EarlyTerminationEventFpML_ird_41"
-
"(mandatoryEarlyTermination exists or optionalEarlyTermination exists) or (mandatoryEarlyTermination exists and optionalEarlyTermination exists)"
"EarlyTerminationProvisionMandatoryEarlyTermination"
-
"if payout -> AssetPayout -> dividendTerms exists then terminationDate exists"
"EconomicTermsAssetPayoutDividendTermsValidation"
-
"if payout -> InterestRatePayout count = 2 then payout -> InterestRatePayout -> dayCountFraction exists"
"EconomicTermsDayCountFraction"
-
"True"
"EconomicTermsFpML_cd_26_28"
-
"True"
"EconomicTermsFpML_cd_27"
-
"if payout -> InterestRatePayout -> paymentDates -> lastRegularPaymentDate exists and terminationDate exists then payout -> InterestRatePayout -> paymentDates -> lastRegularPaymentDate all < terminationDate -> adjustableDate -> unadjustedDate or payout -> InterestRatePayout -> paymentDates -> lastRegularPaymentDate all < terminationDate -> adjustableDate -> adjustedDate"
"EconomicTermsFpML_cd_30"
-
"if calculationAgent -> calculationAgentParty exists then calculationAgent -> calculationAgentParty = AncillaryRoleEnum -> CalculationAgentIndependent"
"EconomicTermsIndependentCalculationAgent"
-
"if payout -> InterestRatePayout -> paymentDates -> lastRegularPaymentDate exists and payout -> InterestRatePayout -> stubPeriod -> finalStub exists then payout -> InterestRatePayout count = 2"
"EconomicTermsLastRegularPaymentDate"
-
"if payout -> CreditDefaultPayout -> generalTerms -> indexReferenceInformation is absent then payout -> CreditDefaultPayout -> transactedPrice -> marketFixedRate is absent and payout -> CreditDefaultPayout -> transactedPrice -> marketPrice is absent"
"EconomicTermsMarketPrice"
-
"if payout -> PerformancePayout -> priceQuantity -> reset contains True then payout -> InterestRatePayout exists"
"EconomicTermsNotionalResetInterestRatePayoutExists"
-
"payout -> CreditDefaultPayout -> priceQuantity -> reset is absent and payout -> AssetPayout -> priceQuantity -> reset is absent and payout -> CommodityPayout -> priceQuantity -> reset is absent and payout -> FixedPricePayout -> priceQuantity -> reset is absent and payout -> SettlementPayout -> priceQuantity -> reset is absent and payout -> OptionPayout -> priceQuantity -> reset is absent"
"EconomicTermsNotionalResetOnPerformancePayout"
-
"if payout -> InterestRatePayout count = 2 then payout -> InterestRatePayout -> dayCountFraction exists"
"EconomicTermsPaymentDates"
-
"if payout -> InterestRatePayout count = 2 and payout -> InterestRatePayout -> paymentDates exists then payout -> InterestRatePayout -> paymentDates -> paymentDatesAdjustments exists"
"EconomicTermsPaymentDatesAdjustments"
-
"if payout -> InterestRatePayout count = 2 and payout -> InterestRatePayout -> paymentDates exists then payout -> InterestRatePayout -> paymentDates -> paymentFrequency exists"
"EconomicTermsPaymentFrequency"
-
"if payout -> InterestRatePayout count = 2 and payout -> InterestRatePayout -> paymentDates exists then payout -> InterestRatePayout -> paymentDates -> payRelativeTo exists"
"EconomicTermsPayRelativeTo"
-
"if payout -> OptionPayout exists then payout -> OptionPayout -> priceQuantity exists or payout -> OptionPayout -> underlier -> Product ->> economicTerms -> payout -> InterestRatePayout count = 2"
"EconomicTermsQuantity"
-
"if payout -> PerformancePayout -> returnTerms -> priceReturnTerms -> returnType all = ReturnTypeEnum -> Total then payout -> PerformancePayout -> returnTerms -> dividendReturnTerms exists"
"EconomicTermsReturnType_Total_Requires_Dividends"
-
"required choice feeAmount, feeRate"
"ExerciseFeeExerciseFeeChoice"
-
"required choice feeAmountSchedule, feeRateSchedule"
"ExerciseFeeScheduleExerciseFeeScheduleChoice"
-
"required choice manualExercise, automaticExercise"
"ExerciseProcedureExerciseProcedureChoice"
-
"if style = OptionExerciseStyleEnum -> American then commencementDate exists and exerciseFee is absent and partialExercise is absent and expirationDate count = 1"
"ExerciseTermsAmericanExercise"
-
"if style = OptionExerciseStyleEnum -> Bermuda then exerciseDates exists and earliestExerciseTime exists and partialExercise is absent and exerciseFee is absent"
"ExerciseTermsBermudaExercise"
-
"if commencementDate exists then expirationDate exists"
"ExerciseTermsCommencementAndExpirationDate"
-
"if style = OptionExerciseStyleEnum -> European then expirationDate exists and exerciseFeeSchedule is absent and multipleExercise is absent and latestExerciseTime is absent and commencementDate is absent"
"ExerciseTermsEuropeanExercise"
-
"required choice exerciseDates, expirationDate"
"ExerciseTermsExerciseDateExpirationDateChoice"
-
"(if expirationTime exists then expirationTimeType = ExpirationTimeTypeEnum -> SpecificTime and if expirationTimeType = ExpirationTimeTypeEnum -> SpecificTime then expirationTime exists)"
"ExerciseTermsExpirationTimeChoice"
-
"if exerciseNotice -> exerciseNoticeReceiver exists then exerciseNotice -> exerciseNoticeReceiver = AncillaryRoleEnum -> ExerciseNoticeReceiverPartyExtendibleProvision"
"ExtendibleProvisionExtendibleProvisionExerciseNoticeReceiverParty"
-
"adjustedExerciseDate < adjustedExtendedTerminationDate"
"ExtensionEventFpML_ird_42"
-
"priceQuantity exists"
"FixedPricePayoutQuantity"
-
"required choice composite, quanto, crossCurrency"
"FxFeatureFxFeatureChoice"
-
"adjustedEarlyTerminationDate <= adjustedCashSettlementValuationDate and adjustedCashSettlementValuationDate <= adjustedCashSettlementPaymentDate"
"MandatoryEarlyTerminationAdjustedDatesFpML_ird_44"
-
"if calculationAgent -> calculationAgentParty exists then calculationAgent -> calculationAgentParty = AncillaryRoleEnum -> CalculationAgentMandatoryEarlyTermination"
"MandatoryEarlyTerminationMandatoryEarlyTerminationCalculationAgent"
-
"if exerciseNotice -> exerciseNoticeReceiver exists then exerciseNotice -> exerciseNoticeReceiver = AncillaryRoleEnum -> ExerciseNoticeReceiverPartyManual"
"ManualExerciseManualExerciseNoticeReceiverParty"
-
"required choice maximumNotionalAmount, maximumNumberOfOptions"
"MultipleExerciseMaximumChoice"
-
"if maximumNumberOfOptions exists then maximumNotionalAmount >= 0"
"MultipleExerciseMaximumNumberOfOptions"
-
"if minimumNumberOfOptions exists then minimumNumberOfOptions >= 0"
"MultipleExerciseMinimumNumberOfOptions"
-
"if economicTerms -> nonStandardisedTerms = True then taxonomy -> primaryAssetClass exists"
"NonTransferableProductPrimaryAssetClass"
-
"if calculationAgent -> calculationAgentParty exists then calculationAgent -> calculationAgentParty = AncillaryRoleEnum -> CalculationAgentOptionalEarlyTermination"
"OptionalEarlyTerminationMandatoryEarlyTerminationCalculationAgent"
-
"if exerciseNotice -> exerciseNoticeReceiver exists then exerciseNotice -> exerciseNoticeReceiver contains AncillaryRoleEnum -> ExerciseNoticeReceiverPartyOptionalEarlyTermination"
"OptionalEarlyTerminationOptionalEarlyTerminationExerciseNoticeReceiverParty"
-
"if settlementTerms -> physicalSettlementTerms exists and underlier -> Product ->> economicTerms -> payout -> InterestRatePayout exists and underlier -> Product ->> economicTerms -> payout -> InterestRatePayout count = 2 then settlementTerms -> physicalSettlementTerms -> clearedPhysicalSettlement exists"
"OptionPayoutClearedPhysicalSettlementExists"
-
"if delivery -> deliveryCapacity exists then schedule -> schedulePeriod -> deliveryPeriod -> deliveryCapacity is absent and delivery -> periods -> profile -> block -> deliveryCapacity is absent and schedule -> schedulePeriod -> deliveryPeriod -> profile -> block -> deliveryCapacity is absent else if schedule -> schedulePeriod -> deliveryPeriod -> deliveryCapacity exists then delivery -> deliveryCapacity is absent and delivery -> periods -> profile -> block -> deliveryCapacity is absent and schedule -> schedulePeriod -> deliveryPeriod -> profile -> block -> deliveryCapacity is absent else if delivery -> periods -> profile -> block -> deliveryCapacity exists then schedule -> schedulePeriod -> deliveryPeriod -> deliveryCapacity is absent and schedule -> schedulePeriod -> deliveryPeriod -> profile -> block -> deliveryCapacity is absent else if schedule -> schedulePeriod -> deliveryPeriod -> profile -> block -> deliveryCapacity exists then delivery -> deliveryCapacity is absent and schedule -> schedulePeriod -> deliveryPeriod -> deliveryCapacity is absent and delivery -> periods -> profile -> block -> deliveryCapacity is absent"
"OptionPayoutDeliveryCapacity"
-
"exerciseTerms -> style exists"
"OptionPayoutOptionStylePresent"
-
"if underlier -> Product -> NonTransferableProduct is absent then optionType exists"
"OptionPayoutOptionTypePresent"
-
"if schedule -> schedulePeriod -> deliveryPeriod -> priceTimeIntervalQuantity exists then delivery -> periods -> profile -> block -> priceTimeIntervalQuantity is absent and schedule -> schedulePeriod -> deliveryPeriod -> profile -> block -> priceTimeIntervalQuantity is absent else if delivery -> periods -> profile -> block -> priceTimeIntervalQuantity exists then schedule -> schedulePeriod -> deliveryPeriod -> priceTimeIntervalQuantity is absent and schedule -> schedulePeriod -> deliveryPeriod -> profile -> block -> priceTimeIntervalQuantity is absent else if schedule -> schedulePeriod -> deliveryPeriod -> profile -> block -> priceTimeIntervalQuantity exists then schedule -> schedulePeriod -> deliveryPeriod -> priceTimeIntervalQuantity is absent and delivery -> periods -> profile -> block -> priceTimeIntervalQuantity is absent"
"OptionPayoutPriceTimeIntervalQuantity"
-
"one-of"
"OptionStrikeOneOf0"
-
"required choice minimumNotionalAmount, minimumNumberOfOptions"
"PartialExerciseMinimumChoice"
-
-
"if returnTerms -> correlationReturnTerms exists then underlier -> Observable -> Basket exists"
"PerformancePayoutCorrelationUnderlierOnlyBasket"
-
"if Qualify_UnderlierObservable_Equity(underlier -> Observable) = False then returnTerms -> varianceReturnTerms -> dividendApplicability is absent and returnTerms -> varianceReturnTerms -> equityUnderlierProvisions is absent and returnTerms -> varianceReturnTerms -> sharePriceDividendAdjustment is absent and returnTerms -> volatilityReturnTerms -> dividendApplicability is absent and returnTerms -> volatilityReturnTerms -> equityUnderlierProvisions is absent and returnTerms -> volatilityReturnTerms -> sharePriceDividendAdjustment is absent and returnTerms -> correlationReturnTerms -> dividendApplicability is absent and returnTerms -> correlationReturnTerms -> equityUnderlierProvisions is absent and returnTerms -> correlationReturnTerms -> sharePriceDividendAdjustment is absent"
"PerformancePayoutEquitySpecificAttributes"
-
"if underlier -> Observable -> Index -> ForeignExchangeRateIndex exists then returnTerms -> varianceReturnTerms -> sharePriceDividendAdjustment is absent and returnTerms -> volatilityReturnTerms -> sharePriceDividendAdjustment is absent"
"PerformancePayoutNoSharePriceDividendAdjustmentForeignExchange"
-
"if underlier -> Observable -> Index exists then returnTerms -> varianceReturnTerms -> sharePriceDividendAdjustment is absent and returnTerms -> volatilityReturnTerms -> sharePriceDividendAdjustment is absent"
"PerformancePayoutNoSharePriceDividendAdjustmentIndex"
-
"required choice returnTerms, portfolioReturnTerms"
"PerformancePayoutPortfolioOrStraightReturn"
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"if portfolioReturnTerms exists then portfolioReturnTerms count > 1"
"PerformancePayoutPortfolioReturnIsMultipleReturns"
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"priceQuantity exists"
"PerformancePayoutQuantity"
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"underlier -> Observable exists"
"PerformancePayoutUnderlier"
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"if portfolioReturnTerms -> priceReturnTerms exists then underlier -> Observable -> Basket exists"
"PerformancePayoutUnderlierOfPortfolioIsBasket"
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"if priceReturnTerms -> returnType = ReturnTypeEnum -> Total then (priceReturnTerms, dividendReturnTerms) only exists else if priceReturnTerms -> returnType = ReturnTypeEnum -> Price then priceReturnTerms only exists else priceReturnTerms only exists or dividendReturnTerms only exists or varianceReturnTerms only exists or volatilityReturnTerms only exists or correlationReturnTerms only exists"
"ReturnTermsReturnTermsExists"
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"if underlier -> Observable -> Basket exists then (underlier -> Observable -> Basket -> basketConstituent extract Asset exists ) all = True"
"SettlementPayoutBasket"
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"if delivery -> deliveryCapacity exists then schedule -> schedulePeriod -> deliveryPeriod -> deliveryCapacity is absent and delivery -> periods -> profile -> block -> deliveryCapacity is absent and schedule -> schedulePeriod -> deliveryPeriod -> profile -> block -> deliveryCapacity is absent else if schedule -> schedulePeriod -> deliveryPeriod -> deliveryCapacity exists then delivery -> deliveryCapacity is absent and delivery -> periods -> profile -> block -> deliveryCapacity is absent and schedule -> schedulePeriod -> deliveryPeriod -> profile -> block -> deliveryCapacity is absent else if delivery -> periods -> profile -> block -> deliveryCapacity exists then schedule -> schedulePeriod -> deliveryPeriod -> deliveryCapacity is absent and schedule -> schedulePeriod -> deliveryPeriod -> profile -> block -> deliveryCapacity is absent else if schedule -> schedulePeriod -> deliveryPeriod -> profile -> block -> deliveryCapacity exists then delivery -> deliveryCapacity is absent and schedule -> schedulePeriod -> deliveryPeriod -> deliveryCapacity is absent and delivery -> periods -> profile -> block -> deliveryCapacity is absent"
"SettlementPayoutDeliveryCapacity"
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"if underlier -> Observable -> Index exists then settlementTerms -> cashSettlementTerms exists"
"SettlementPayoutIndex"
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"if schedule -> schedulePeriod -> deliveryPeriod -> priceTimeIntervalQuantity exists then delivery -> periods -> profile -> block -> priceTimeIntervalQuantity is absent and schedule -> schedulePeriod -> deliveryPeriod -> profile -> block -> priceTimeIntervalQuantity is absent else if delivery -> periods -> profile -> block -> priceTimeIntervalQuantity exists then schedule -> schedulePeriod -> deliveryPeriod -> priceTimeIntervalQuantity is absent and schedule -> schedulePeriod -> deliveryPeriod -> profile -> block -> priceTimeIntervalQuantity is absent else if schedule -> schedulePeriod -> deliveryPeriod -> profile -> block -> priceTimeIntervalQuantity exists then schedule -> schedulePeriod -> deliveryPeriod -> priceTimeIntervalQuantity is absent and delivery -> periods -> profile -> block -> priceTimeIntervalQuantity is absent"
"SettlementPayoutPriceTimeIntervalQuantity"
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"if underlier -> Observable -> Asset -> Cash exists then settlementTerms exists"
"SettlementPayoutSettlementTerms"
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"underlier -> Product -> NonTransferableProduct is absent"
"SettlementPayoutUnderlier"
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"required choice cancelableProvision, extendibleProvision, evergreenProvision, earlyTerminationProvision"
"TerminationProvisionTerminationProvisionChoice"
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"if product -> economicTerms -> calculationAgent -> calculationAgentParty exists then ancillaryParty -> role contains AncillaryRoleEnum -> CalculationAgentIndependent and if ancillaryParty -> role contains AncillaryRoleEnum -> CalculationAgentIndependent then product -> economicTerms -> calculationAgent -> calculationAgentParty exists"
"TradableProductCalculationAgentIndependent"
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"if product -> economicTerms -> terminationProvision -> earlyTerminationProvision -> mandatoryEarlyTermination -> calculationAgent -> calculationAgentParty exists then ancillaryParty -> role contains AncillaryRoleEnum -> CalculationAgentMandatoryEarlyTermination and if ancillaryParty -> role contains AncillaryRoleEnum -> CalculationAgentMandatoryEarlyTermination then product -> economicTerms -> terminationProvision -> earlyTerminationProvision -> mandatoryEarlyTermination -> calculationAgent -> calculationAgentParty exists"
"TradableProductCalculationAgentMandatoryEarlyTermination"
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"if product -> economicTerms -> terminationProvision -> earlyTerminationProvision -> optionalEarlyTermination -> calculationAgent -> calculationAgentParty exists then ancillaryParty -> role contains AncillaryRoleEnum -> CalculationAgentOptionalEarlyTermination and if ancillaryParty -> role contains AncillaryRoleEnum -> CalculationAgentOptionalEarlyTermination then product -> economicTerms -> terminationProvision -> earlyTerminationProvision -> optionalEarlyTermination -> calculationAgent -> calculationAgentParty exists"
"TradableProductCalculationAgentOptionalEarlyTermination"
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"if product -> economicTerms -> terminationProvision -> cancelableProvision -> exerciseNotice -> exerciseNoticeReceiver exists then ancillaryParty -> role contains AncillaryRoleEnum -> ExerciseNoticeReceiverPartyCancelableProvision and if ancillaryParty -> role contains AncillaryRoleEnum -> ExerciseNoticeReceiverPartyCancelableProvision then product -> economicTerms -> terminationProvision -> cancelableProvision -> exerciseNotice -> exerciseNoticeReceiver exists"
"TradableProductExerciseNoticeReceiverPartyCancelableProvision"
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"if product -> economicTerms -> terminationProvision -> extendibleProvision -> exerciseNotice -> exerciseNoticeReceiver exists then ancillaryParty -> role contains AncillaryRoleEnum -> ExerciseNoticeReceiverPartyExtendibleProvision and if ancillaryParty -> role contains AncillaryRoleEnum -> ExerciseNoticeReceiverPartyExtendibleProvision then product -> economicTerms -> terminationProvision -> extendibleProvision -> exerciseNotice -> exerciseNoticeReceiver exists"
"TradableProductExerciseNoticeReceiverPartyExtendibleProvision"
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"if product -> economicTerms -> payout -> OptionPayout -> exerciseTerms -> exerciseProcedure -> manualExercise -> exerciseNotice -> exerciseNoticeReceiver exists then ancillaryParty -> role contains AncillaryRoleEnum -> ExerciseNoticeReceiverPartyManual and if ancillaryParty -> role contains AncillaryRoleEnum -> ExerciseNoticeReceiverPartyManual then product -> economicTerms -> payout -> OptionPayout -> exerciseTerms -> exerciseProcedure -> manualExercise -> exerciseNotice -> exerciseNoticeReceiver exists"
"TradableProductExerciseNoticeReceiverPartyManual"
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"if product -> economicTerms -> terminationProvision -> earlyTerminationProvision -> optionalEarlyTermination -> exerciseNotice -> exerciseNoticeReceiver exists then ancillaryParty -> role contains AncillaryRoleEnum -> ExerciseNoticeReceiverPartyOptionalEarlyTermination and if ancillaryParty -> role contains AncillaryRoleEnum -> ExerciseNoticeReceiverPartyOptionalEarlyTermination then product -> economicTerms -> terminationProvision -> earlyTerminationProvision -> optionalEarlyTermination -> exerciseNotice -> exerciseNoticeReceiver exists"
"TradableProductExerciseNoticeReceiverPartyOptionalEarlyTermination"
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"if product -> economicTerms -> payout -> SettlementPayout -> settlementTerms -> physicalSettlementTerms -> predeterminedClearingOrganizationParty exists then ancillaryParty -> role contains AncillaryRoleEnum -> PredeterminedClearingOrganizationParty"
"TradableProductForwardPayout_PredeterminedClearingOrganizationParty"
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"if adjustment exists then product -> economicTerms -> payout -> PerformancePayout -> returnTerms -> priceReturnTerms exists or product -> economicTerms -> payout -> PerformancePayout exists"
"TradableProductNotionalAdjustment"
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"if product -> economicTerms -> payout -> OptionPayout -> settlementTerms -> physicalSettlementTerms -> predeterminedClearingOrganizationParty exists then ancillaryParty -> role contains AncillaryRoleEnum -> PredeterminedClearingOrganizationParty"
"TradableProductOptionPayout_PredeterminedClearingOrganizationParty"
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"if product -> economicTerms -> payout -> PerformancePayout -> returnTerms -> dividendReturnTerms -> extraordinaryDividendsParty exists then ancillaryParty -> role contains AncillaryRoleEnum -> ExtraordinaryDividendsParty and if ancillaryParty -> role contains AncillaryRoleEnum -> ExtraordinaryDividendsParty then product -> economicTerms -> payout -> PerformancePayout -> returnTerms -> dividendReturnTerms -> extraordinaryDividendsParty exists"
"TradableProductPerformancePayout_ExtraordinaryDividendsParty"
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"if ancillaryParty -> role contains AncillaryRoleEnum -> PredeterminedClearingOrganizationParty then product -> economicTerms -> payout -> SettlementPayout -> settlementTerms -> physicalSettlementTerms -> predeterminedClearingOrganizationParty exists or product -> economicTerms -> payout -> OptionPayout -> settlementTerms -> physicalSettlementTerms -> predeterminedClearingOrganizationParty exists"
"TradableProductPredeterminedClearingOrganizationParty"
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"PriceQuantityTriangulation(tradeLot) = True"
"TradableProductPriceQuantityTriangulation"
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