FpML 5.11 Last Call Working Draft
FpML 5.11 Last Call Working Draft
August 02, 2019 - Build 3
Confirmation View
Used for confirming the precise details of contracts and post-trade business events. It is intended to have similar characteristics to the FpML 1-4 product representation, i.e. a very detailed product representation capturing the details needed for a transaction confirmation.
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Pretrade View
Used for reporting the Pretrade Terms of derivative transactions. In addition this view also supports Credit Limit Check messages to support Clearing Certainty work flows.
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Legal View
A Legal view has been introduced in the FpML framework since version 5.7 to support legal documentation. The Standard Credit Support Annex (SCSA) is the first type of legal document represented in FpML. Similarly to what is in place for trades, the FpML representation focuses on representing the elections and variables associated with the underlying legal document, not the whole terms of it. The FpML Standards CSA is seeking feedback from the industry. Please submit feedback to scsawgchair@fpml.org
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Regulatory Reporting
Transparency View
Used for reporting price forming information about executed transactions to the public by reporting parties and execution platforms. It is intended to provide only the key product economics that are appropriate for standardized transactions, and not customizations and detailed information not required for price discovery, for example details of date adjustment rules and the like.
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Recordkeeping View
Used for reporting the Primary Economic Terms of derivative transactions to Swaps Data Repositories from entities including market participants, execution platforms, and clearing or confirmation services. This view is intended to have similar characteristics to the FpML "confirmation view" product representation, i.e. a very detailed product representation capturing the details needed for a transaction valuation; it may not include all documentation and legal terms.
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Risk Reporting & Collateral
Reporting View
Used for reporting trading and business activities and positions (including as part of STP flows), as well as processes such as reconciliation. This view has a moderately loose product representation; it requires key economic information such as the notional, key dates, and parties, but leaves other information optional.
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Master Schema
Master-Schema Technical PaperYou must be logged in to view documentation
FpML Coding Schemes
FpML Coding Scheme Definitions Describes standard FpML
schemes, and the values that they can take.
FpML Coding Schemes (zip file) Download the FpML
Coding Schemes as XML files.